Template:Acb-w on reliability

Bounds on Reliability
The reliability of the lognormal distribution is:


 * $$R({T}',V;B,C,{{\sigma }_})=\int_^{\infty }\frac{1}{{{\widehat{\sigma }}_}\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{\left( \tfrac{t-\ln (\widehat{C})-\tfrac{\widehat{B}}{V}} \right)}^{2}}}}dt$$

Let $$\widehat{z}(t,V;B,C,{{\sigma }_{T}})=\tfrac{t-\ln (\widehat{C})-\tfrac{\widehat{B}}{V}},$$  then $$\frac{d \widehat{z}}{dt}=\frac{1}{{\widehat{\sigma }}_}$$.

For $$t={T}'$$,  $$\widehat{z}=\tfrac{{T}'-\ln (\widehat{C})-\tfrac{\widehat{B}}{V}}$$ , and for  $$t=\infty ,$$   $$\widehat{z}=\infty .$$  The above equation then becomes:


 * $$R(\widehat{z})=\int_{\widehat{z}({T}')}^{\infty }\frac{1}{\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz$$

The bounds on $$z$$  are estimated from:


 * $$\begin{align}

& {{z}_{U}}= & \widehat{z}+{{K}_{\alpha }}\sqrt{Var(\widehat{z})} \\ & {{z}_{L}}= & \widehat{z}-{{K}_{\alpha }}\sqrt{Var(\widehat{z})} \end{align}$$

where:


 * $$\begin{align}

Var(\widehat{z})=& \left( \frac{\partial \widehat{z}}{\partial B} \right)_{\widehat{B}}^{2}Var(\widehat{B})+\left( \frac{\partial \widehat{z}}{\partial C} \right)_{\widehat{C}}^{2}Var(\widehat{C})+\left( \frac{\partial \widehat{z}}{\partial {{\sigma }_}} \right)_^{2}Var({{\widehat{\sigma }}_{T}}) +2{{\left( \frac{\partial \widehat{z}}{\partial B} \right)}_{\widehat{B}}}{{\left( \frac{\partial \widehat{z}}{\partial C} \right)}_{\widehat{C}}}Cov\left( \widehat{B},\widehat{C} \right) \\ & +2{{\left( \frac{\partial \widehat{z}}{\partial B} \right)}_{\widehat{B}}}{{\left( \frac{\partial \widehat{z}}{\partial {{\sigma }_}} \right)}_}Cov\left( \widehat{B},{{\widehat{\sigma }}_{T}} \right) +2{{\left( \frac{\partial \widehat{z}}{\partial C} \right)}_{\widehat{C}}}{{\left( \frac{\partial \widehat{z}}{\partial {{\sigma }_}} \right)}_}Cov\left( \widehat{C},{{\widehat{\sigma }}_{T}} \right) \end{align}$$

or:


 * $$\begin{align}

& Var(\widehat{z})= & \frac{1}{\widehat{\sigma }_^{2}}[\frac{1}Var(\widehat{B})+\frac{1}Var(\widehat{C})+{{\widehat{z}}^{2}}Var({{\widehat{\sigma }}_}) +\frac{2}{C\cdot V}Cov\left( \widehat{B},\widehat{C} \right)+\frac{2\widehat{z}}{V}Cov\left( \widehat{B},{{\widehat{\sigma }}_} \right)+\frac{2\widehat{z}}{C}Cov\left( \widehat{B},{{\widehat{\sigma }}_} \right)] \end{align}$$

The upper and lower bounds on reliability are:


 * $$\begin{align}

& {{R}_{U}}= & \int_^{\infty }\frac{1}{\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz\text{ (Upper bound)} \\ & {{R}_{L}}= & \int_^{\infty }\frac{1}{\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz\text{ (Lower bound)} \end{align}$$