Template:Bounds on demonstrated failure intensity rga: Difference between revisions

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(Created page with '===Bounds on Demonstrated Failure Intensity=== ====Fisher Matrix Bounds==== If there are no BC failure modes, the demonstrated failure intensity is <math>{{\widehat{\lambda }}_{…')
 
(Redirected page to Crow Extended Confidence Bounds)
 
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===Bounds on Demonstrated Failure Intensity===
#REDIRECT [[Crow Extended Confidence Bounds]]
====Fisher Matrix Bounds====
If there are no BC failure modes, the demonstrated failure intensity is  <math>{{\widehat{\lambda }}_{D}}(T)=\tfrac{{{N}_{A}}+{{N}_{BD}}}{T}</math> . Thus:
 
 
::<math>Var({{\hat{\lambda }}_{D}}(t))=\frac{{{N}_{A}}}{{{T}^{2}}}+\frac{{{N}_{BD}}}{{{T}^{2}}}=\frac{{{\lambda }_{D}}(t)}{T}</math>
 
<br>
:and:
 
::<math>\sqrt{T}\left( \frac{{{{\hat{\lambda }}}_{D}}(T)-{{\lambda }_{D}}(T)}{\sqrt{{{\lambda }_{D}}(T)}} \right)\sim N(0,1)</math>
 
 
::<math>{{\lambda }_{D}}(T)={{\hat{\lambda }}_{D}}(T)+\frac{{{C}^{2}}}{2}\pm \sqrt{{{{\hat{\lambda }}}_{D}}(T){{C}^{2}}+\frac{{{C}^{4}}}{4}}</math>
 
where  <math>C=\tfrac{{{z}_{1-\alpha /2}}}{\sqrt{T}}</math> .
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If there are BC failure modes, the demonstrated failure intensity,  <math>{{\widehat{\lambda }}_{D}}(T)={{\widehat{\lambda }}_{CA}}</math> , is actually the instantaneous failure intensity based on all of the data.  <math>{{\lambda }_{CA}}(T)</math>  must be positive, thus  <math>\ln {{\lambda }_{CA}}(T)</math>  is approximately treated as being normally distributed.
 
::<math>\frac{\ln {{{\hat{\lambda }}}_{CA}}(T)-\ln {{\lambda }_{CA}}(T)}{\sqrt{Var(\ln {{{\hat{\lambda }}}_{CA}}(T)})}\sim N(0,1)</math>
 
The approximate confidence bounds on the instantaneous failure intensity are then estimated from:
 
::<math>CB={{\hat{\lambda }}_{CA}}(T){{e}^{\pm {{z}_{\alpha }}\sqrt{Var({{{\hat{\lambda }}}_{CA}}(T))}/{{{\hat{\lambda }}}_{i}}(T)}}</math>
 
where  <math>{{\lambda }_{CA}}(t)=\lambda \beta {{T}^{\beta -1}}</math> .
 
::<math>\begin{align}
  & Var({{{\hat{\lambda }}}_{CA}}(T))= & {{\left( \frac{\partial {{\lambda }_{CA}}(T)}{\partial \beta } \right)}^{2}}Var(\hat{\beta })+{{\left( \frac{\partial {{\lambda }_{CA}}(T)}{\partial \lambda } \right)}^{2}}Var(\hat{\lambda }) \\
&  & +2\left( \frac{\partial {{\lambda }_{CA}}(T)}{\partial \beta } \right)\left( \frac{\partial {{\lambda }_{CA}}(T)}{\partial \lambda } \right)cov(\hat{\beta },\hat{\lambda }) 
\end{align}</math>
 
The variance calculation is the same as described in Chapter 5.
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====Crow Bounds====
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If there are no BC failure modes then:
 
 
::<math>\begin{align}
  & {{[{{\lambda }_{D}}(T)]}_{l}}= & {{\widehat{\lambda }}_{D}}(T)\frac{\chi _{(2N,1-\alpha /2)}^{2}}{2N} \\
& {{[{{\lambda }_{D}}(T)]}_{u}}= & {{\widehat{\lambda }}_{D}}(T)\frac{\chi _{(2N,\alpha /2)}^{2}}{2N} 
\end{align}</math>
 
 
where  <math>{{\widehat{\lambda }}_{D}}(T)={{\widehat{\lambda }}_{CA}}</math> .
<br>
If there are BC modes then the confidence bounds on the demonstrated failure intensity are calculated as presented in Chapter 5.
<br>

Latest revision as of 05:54, 25 August 2012

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