Template:Bounds on time given cumulative mtbf camsaa-cb
Jump to navigation
Jump to search
Bounds on Time Given Cumulative MTBF
Fisher Matrix Bounds
The time, [math]\displaystyle{ T }[/math] , must be positive, thus [math]\displaystyle{ \ln T }[/math] is treated as being normally distributed.
- [math]\displaystyle{ \frac{\ln \hat{T}-\ln T}{\sqrt{Var(\ln \hat{T}})}\ \tilde{\ }\ N(0,1) }[/math]
Confidence bounds on the time are given by:
- [math]\displaystyle{ CB=\hat{T}{{e}^{\pm {{z}_{\alpha }}\sqrt{Var(\hat{T})}/\hat{T}}} }[/math]
- where:
- [math]\displaystyle{ \begin{align} & Var(\hat{T})= & {{\left( \frac{\partial T}{\partial \beta } \right)}^{2}}Var(\hat{\beta })+{{\left( \frac{\partial T}{\partial \lambda } \right)}^{2}}Var(\hat{\lambda }) \\ & & +2\left( \frac{\partial T}{\partial \beta } \right)\left( \frac{\partial T}{\partial \lambda } \right)cov(\hat{\beta },\,\,\,\hat{\lambda }) \end{align} }[/math]
The variance calculation is the same as Eqn. (variance1) and:
- [math]\displaystyle{ \hat{T}={{(\lambda \cdot {{m}_{c}})}^{1/(1-\beta )}} }[/math]
- [math]\displaystyle{ \begin{align} & \frac{\partial T}{\partial \beta }= & \frac{{{(\lambda \cdot \,{{m}_{c}})}^{1/(1-\beta )}}\ln (\lambda \cdot \text{ }{{m}_{c}})}{{{(1-\beta )}^{2}}} \\ & \frac{\partial T}{\partial \lambda }= & \frac{{{(\lambda \text{ }\cdot \text{ }{{m}_{c}})}^{1/(1-\beta )}}}{\lambda (1-\beta )} \end{align} }[/math]
Crow Bounds
- Step 1: Calculate [math]\displaystyle{ {{\lambda }_{c}}(T)=\tfrac{1}{MTB{{F}_{c}}} }[/math] .
- Step 2: Use the equations from 5.2.8.2 to calculate the bounds on time given the cumulative failure intensity.