Template:Bounds on time given instantaneous failure intensity camsaa-gd

Bounds on Time Given Instantaneous Failure Intensity

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. (variances) and:

[math]\displaystyle{ \hat{T}={{\left( \frac{{{\lambda }_{i}}(T)}{\lambda \beta } \right)}^{1/(\beta -1)}} }[/math]

[math]\displaystyle{ \begin{align} & \frac{\partial T}{\partial \beta }= & {{\left( \frac{{{\lambda }_{i}}(T)}{\lambda \beta } \right)}^{1/(\beta -1)}}\left[ -\frac{\ln (\tfrac{{{\lambda }_{i}}(T)}{\lambda \beta })}{{{(\beta -1)}^{2}}}+\frac{1}{\beta (1-\beta )} \right] \\ & \frac{\partial T}{\partial \lambda }= & {{\left( \frac{{{\lambda }_{i}}(T)}{\lambda \beta } \right)}^{1/(\beta -1)}}\frac{1}{\lambda (1-\beta )} \end{align} }[/math]

Crow Bounds

Step 1: Calculate [math]\displaystyle{ MTB{{F}_{i}}=\tfrac{1}{{{\lambda }_{i}}(T)} }[/math] .

Step 2: Follow the same process as in 5.4.9.2 to calculate the bounds on time given the instantaneous failure intensity.