Template:Bounds on cumulative mtbf camsaa-cb

Fisher Matrix Bounds
The cumulative MTBF, $${{m}_{c}}(t)$$, must be positive, thus  $$\ln {{m}_{c}}(t)$$  is treated as being normally distributed as well.


 * $$\frac{\ln {{{\hat{m}}}_{c}}(t)-\ln {{m}_{c}}(t)}{\sqrt{Var(\ln {{{\hat{m}}}_{c}}(t)})}\ \tilde{\ }\ N(0,1)$$

The approximate confidence bounds on the cumulative MTBF are then estimated from:


 * $$CB={{\hat{m}}_{c}}(t){{e}^{\pm {{z}_{\alpha }}\sqrt{Var({{{\hat{m}}}_{c}}(t))}/{{{\hat{m}}}_{c}}(t)}}$$


 * where:


 * $${{\hat{m}}_{c}}(t)=\frac{1}{{t}^{1-\hat{\beta }}}$$


 * $$\begin{align}

& Var({{{\hat{m}}}_{c}}(t))= & {{\left( \frac{\partial {{m}_{c}}(t)}{\partial \beta } \right)}^{2}}Var(\hat{\beta })+{{\left( \frac{\partial {{m}_{c}}(t)}{\partial \lambda } \right)}^{2}}Var(\hat{\lambda }) \\ & & +2\left( \frac{\partial {{m}_{c}}(t)}{\partial \beta } \right)\left( \frac{\partial {{m}_{c}}(t)}{\partial \lambda } \right)cov(\hat{\beta },\hat{\lambda })\, \end{align}$$ The variance calculation is the same as Eqn. (variance1) and:


 * $$\begin{align}

& \frac{\partial {{m}_{c}}(t)}{\partial \beta }= & -\frac{1}{{t}^{1-\hat{\beta }}}\ln t \\ & \frac{\partial {{m}_{c}}(t)}{\partial \lambda }= & -\frac{1}{{t}^{1-\hat{\beta }}} \end{align}$$

Crow Bounds
To calculate the Crow confidence bounds on cumulative MTBF, first calculate the Crow cumulative failure intensity confidence bounds:


 * $$C{{(t)}_{L}}=\frac{\chi _{\tfrac{\alpha }{2},2N}^{2}}{2\cdot t}$$


 * $$C{{(t)}_{U}}=\frac{\chi _{1-\tfrac{\alpha }{2},2N+2}^{2}}{2\cdot t}$$


 * Then:


 * $$\begin{align}

& {{[MTB{{F}_{c}}]}_{L}}= & \frac{1}{C{{(t)}_{U}}} \\ & {{[MTB{{F}_{c}}]}_{U}}= & \frac{1}{C{{(t)}_{L}}} \end{align}$$