Crow Extended Confidence Bounds Example: Difference between revisions

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Calculate the 2-sided 90% confidence bounds on the demonstrated, projected and growth potential failure intensity for the test-find-test data <noinclude>shown in the [[Crow_Extended#Example:_Test-Find-Test_Data|Crow Extended Test-Find-Test Data example]]</noinclude><includeonly>given above</includeonly>.
Calculate the 2-sided 90% confidence bounds on the demonstrated, projected and growth potential failure intensity for the Test-Find-Test data <noinclude>shown in the [[Crow_Extended#Example:_Test-Find-Test_Data|Crow Extended Test-Find-Test Data example]]</noinclude><includeonly>given above</includeonly>.





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This example appears in the Reliability Growth and Repairable System Analysis Reference book.


Calculate the 2-sided 90% confidence bounds on the demonstrated, projected and growth potential failure intensity for the Test-Find-Test data shown in the Crow Extended Test-Find-Test Data example.


Solution

The estimated demonstrated failure intensity is [math]\displaystyle{ {{\widehat{\lambda }}_{D}}(T)=\tfrac{{{N}_{A}}+{{N}_{B}}}{T}=0.1050\,\! }[/math]. Based on this value, the Fisher Matrix confidence bounds for the demonstrated failure intensity at the 90% confidence level are:

[math]\displaystyle{ \begin{align} {{[{{\lambda }_{D}}(T)]}_{L}} = & {{{\hat{\lambda }}}_{D}}(T)+\frac{{{C}^{2}}}{2}-\sqrt{{{{\hat{\lambda }}}_{D}}(T){{C}^{2}}+\frac{{{C}^{4}}}{4}} \\ = & 0.08152 \end{align}\,\! }[/math]
[math]\displaystyle{ \begin{align} {{[{{\lambda }_{D}}(T)]}_{U}} = & {{{\hat{\lambda }}}_{D}}(T)+\frac{{{C}^{2}}}{2}+\sqrt{{{{\hat{\lambda }}}_{D}}(T){{C}^{2}}+\frac{{{C}^{4}}}{4}} \\ = & 0.13525 \end{align}\,\! }[/math]


The Crow confidence bounds for the demonstrated failure intensity at the 90% confidence level are:

[math]\displaystyle{ \begin{align} {{[{{\lambda }_{D}}(T)]}_{L}} = & {{\widehat{\lambda }}_{D}}(T)\frac{\chi _{(2N,1-\alpha /2)}^{2}}{2N} \\ = & 0.07985 \\ {{[{{\lambda }_{D}}(T)]}_{U}} = & {{\widehat{\lambda }}_{D}}(T)\frac{\chi _{(2N,\alpha /2)}^{2}}{2N} \\ = & 0.13299 \end{align}\,\! }[/math]


The projected failure intensity is:

[math]\displaystyle{ \begin{align} \hat{\lambda_{p}} &= \frac{N_{i}}{T}+\sum_{i=1}^{M}(1-d_{i})\frac{N}{T}+\overline{d}\left(\frac{M}{T}\overline{\beta} \right )\\ &= 0.06611 \end{align} }[/math]


Based on this value, the Fisher Matrix confidence bounds at the 90% confidence level for the projected failure intensity are:

[math]\displaystyle{ \begin{align} {{[{{{\hat{\lambda }}}_{P}}(T)]}_{L}} = & {{{\hat{\lambda }}}_{P}}(T){{e}^{{{z}_{\alpha }}\sqrt{Var({{{\hat{\lambda }}}_{P}}(T))}/{{{\hat{\lambda }}}_{P}}(T)}} \\ = & 0.04902 \end{align}\,\! }[/math]
[math]\displaystyle{ \begin{align} {{[{{{\hat{\lambda }}}_{P}}(T)]}_{U}} = & {{{\hat{\lambda }}}_{P}}(T){{e}^{-{{z}_{\alpha }}\sqrt{Var({{{\hat{\lambda }}}_{P}}(T))}/{{{\hat{\lambda }}}_{P}}(T)}} \\ = & 0.08915 \end{align}\,\! }[/math]


The Crow confidence bounds for the projected failure intensity are:

[math]\displaystyle{ \begin{align} {{[{{\lambda }_{P}}(T)]}_{L}} = & {{{\hat{\lambda }}}_{P}}(T)+\frac{{{C}^{2}}}{2}-\sqrt{{{{\hat{\lambda }}}_{P}}(T)\cdot {{C}^{2}}+\frac{{{C}^{4}}}{4}} \\ = & 0.04807 \\ {{[{{\lambda }_{P}}(T)]}_{U}} = & {{{\hat{\lambda }}}_{P}}(T)+\frac{{{C}^{2}}}{2}+\sqrt{{{{\hat{\lambda }}}_{P}}(T)\cdot \ \,{{C}^{2}}+\frac{{{C}^{4}}}{4}} \\ = & 0.09090 \end{align}\,\! }[/math]


The growth potential failure intensity is:

[math]\displaystyle{ \widehat{r}_{GP} (T) = \left (\frac{N_A}{T} + \sum_{i=1}^M (1-d_i) \tfrac{N_i}{T} \right ) = 0.04455 \,\! }[/math].


Based on this value, the Fisher Matrix and Crow confidence bounds at the 90% confidence level for the growth potential failure intensity are:

[math]\displaystyle{ \begin{align} {{r}_{L}} = & {{{\hat{r}}}_{GP}}+\frac{{{C}^{2}}}{2}-\sqrt{{{{\hat{r}}}_{GP}}{{C}^{2}}+\frac{{{C}^{4}}}{4}} \\ = & 0.03020 \\ {{r}_{U}} = & {{{\hat{r}}}_{GP}}+\frac{{{C}^{2}}}{2}+\sqrt{{{{\hat{r}}}_{GP}}{{C}^{2}}+\frac{{{C}^{4}}}{4}} \\ = & 0.0656 \end{align}\,\! }[/math]


The figure below shows the Fisher Matrix confidence bounds at the 90% confidence level for the demonstrated, projected and growth potential failure intensity.

Fisher Matrix confidence bounds for the failure intensity.


The following figure shows these bounds based on the Crow method.

Crow confidence bounds for the failure intensity.