Eyring Relationship

Template:Eyring relationship

Appendix 7A: Eyring Confidence Bounds

Approximate Confidence Bounds for the Eyring-Exponential

Confidence Bounds on Mean Life

The mean life for the Eyring relationship l is given by Eqn. (eyring) by setting [math]\displaystyle{ m=L(V) }[/math] . The upper [math]\displaystyle{ ({{m}_{U}}) }[/math] and lower [math]\displaystyle{ ({{m}_{L}}) }[/math] bounds on the mean life (ML estimate of the mean life) are estimated by:

[math]\displaystyle{ {{m}_{U}}=\widehat{m}\cdot {{e}^{\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{m})}}{\widehat{m}}}} }[/math]

[math]\displaystyle{ {{m}_{L}}=\widehat{m}\cdot {{e}^{-\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{m})}}{\widehat{m}}}} }[/math]

where [math]\displaystyle{ {{K}_{\alpha }} }[/math] is defined by:

[math]\displaystyle{ \alpha =\frac{1}{\sqrt{2\pi }}\mathop{}_{{{K}_{\alpha }}}^{\infty }{{e}^{-\tfrac{{{t}^{2}}}{2}}}dt=1-\Phi ({{K}_{\alpha }}) }[/math]

If [math]\displaystyle{ \delta }[/math] is the confidence level, then [math]\displaystyle{ \alpha =\tfrac{1-\delta }{2} }[/math] for the two-sided bounds, and [math]\displaystyle{ \alpha =1-\delta }[/math] for the one-sided bounds. The variance of [math]\displaystyle{ \widehat{m} }[/math] is given by:

[math]\displaystyle{ \begin{align} & Var(\widehat{m})= & {{\left( \frac{\partial m}{\partial A} \right)}^{2}}Var(\widehat{A})+{{\left( \frac{\partial m}{\partial B} \right)}^{2}}Var(\widehat{B}) \\ & & +2\left( \frac{\partial m}{\partial A} \right)\left( \frac{\partial m}{\partial B} \right)Cov(\widehat{A},\widehat{B}) \end{align} }[/math]

or:

[math]\displaystyle{ Var(\widehat{m})=\frac{1}{{{V}^{2}}}{{e}^{-2\left( \widehat{A}-\tfrac{\widehat{B}}{V} \right)}}\left[ Var(\widehat{A})+\frac{1}{{{V}^{2}}}Var(\widehat{B})-\frac{1}{V}Cov(\widehat{A},\widehat{B}) \right] }[/math]

The variances and covariance of [math]\displaystyle{ A }[/math] and [math]\displaystyle{ B }[/math] are estimated from the local Fisher matrix (evaluated at [math]\displaystyle{ \widehat{A} }[/math] , [math]\displaystyle{ \widehat{B}) }[/math] as follows:

[math]\displaystyle{ \left[ \begin{matrix} Var(\widehat{A}) & Cov(\widehat{A},\widehat{B}) \\ Cov(\widehat{B},\widehat{A}) & Var(\widehat{B}) \\ \end{matrix} \right]={{\left[ \begin{matrix} -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{A}^{2}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial A\partial B} \\ -\tfrac{{{\partial }^{2}}\Lambda }{\partial B\partial A} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{B}^{2}}} \\ \end{matrix} \right]}^{-1}} }[/math]

Confidence Bounds on Reliability

The bounds on reliability at a given time, [math]\displaystyle{ T }[/math] , are estimated by:

[math]\displaystyle{ \begin{align} & {{R}_{U}}= & {{e}^{-\tfrac{T}{{{m}_{U}}}}} \\ & & \\ & {{R}_{L}}= & {{e}^{-\tfrac{T}{{{m}_{L}}}}} \end{align} }[/math]

where [math]\displaystyle{ {{m}_{U}} }[/math] and [math]\displaystyle{ {{m}_{L}} }[/math] are estimated using Eqns. (EyrxpMeanUpper) and (EyrxpMeanLower).

Confidence Bounds on Time

The bounds on time (ML estimate of time) for a given reliability are estimated by first solving the reliability function with respect to time:

[math]\displaystyle{ \widehat{T}=-\widehat{m}\cdot \ln (R) }[/math]

The corresponding confidence bounds are estimated from:

[math]\displaystyle{ \begin{align} & {{T}_{U}}= & -{{m}_{U}}\cdot \ln (R) \\ & & \\ & {{T}_{L}}= & -{{m}_{L}}\cdot \ln (R) \end{align} }[/math]

where [math]\displaystyle{ {{m}_{U}} }[/math] and [math]\displaystyle{ {{m}_{L}} }[/math] are estimated using Eqns. (EyrxpMeanUpper) and (EyrxpMeanLower).

Approximate Confidence Bounds for the Eyring-Weibull

Bounds on the Parameters

From the asymptotically normal property of the maximum likelihood estimators, and since [math]\displaystyle{ \widehat{\beta } }[/math] is a positive parameter, [math]\displaystyle{ \ln (\widehat{\beta }) }[/math] can then be treated as normally distributed. After performing this transformation, the bounds on the parameters are estimated from:

[math]\displaystyle{ \begin{align} & {{\beta }_{U}}= & \widehat{\beta }\cdot {{e}^{\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{\beta })}}{\widehat{\beta }}}} \\ & {{\beta }_{L}}= & \widehat{\beta }\cdot {{e}^{-\tfrac{{{K}_{\alpha }}\sqrt{Var(\widehat{\beta })}}{\widehat{\beta }}}} \end{align} }[/math]

also:

[math]\displaystyle{ \begin{align} & {{A}_{U}}= & \widehat{A}+{{K}_{\alpha }}\sqrt{Var(\widehat{A})} \\ & {{A}_{L}}= & \widehat{A}-{{K}_{\alpha }}\sqrt{Var(\widehat{A})} \end{align} }[/math]

and:

[math]\displaystyle{ \begin{align} & {{B}_{U}}= & \widehat{B}+{{K}_{\alpha }}\sqrt{Var(\widehat{B})} \\ & {{B}_{L}}= & \widehat{B}-{{K}_{\alpha }}\sqrt{Var(\widehat{B})} \end{align} }[/math]

The variances and covariances of [math]\displaystyle{ \beta , }[/math] [math]\displaystyle{ A, }[/math] and [math]\displaystyle{ B }[/math] are estimated from the Fisher matrix (evaluated at [math]\displaystyle{ \widehat{\beta }, }[/math] [math]\displaystyle{ \widehat{A}, }[/math] [math]\displaystyle{ \widehat{B}) }[/math] as follows:

[math]\displaystyle{ \left[ \begin{matrix} Var(\widehat{\beta }) & Cov(\widehat{\beta },\widehat{A}) & Cov(\widehat{\beta },\widehat{B}) \\ Cov(\widehat{A},\widehat{\beta }) & Var(\widehat{A}) & Cov(\widehat{A},\widehat{B}) \\ Cov(\widehat{B},\widehat{\beta }) & Cov(\widehat{B},\widehat{A}) & Var(\widehat{B}) \\ \end{matrix} \right]={{\left[ \begin{matrix} -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{\beta }^{2}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial \beta \partial A} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial \beta \partial B} \\ -\tfrac{{{\partial }^{2}}\Lambda }{\partial A\partial \beta } & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{A}^{2}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial A\partial B} \\ -\tfrac{{{\partial }^{2}}\Lambda }{\partial B\partial \beta } & -\tfrac{{{\partial }^{2}}\Lambda }{\partial B\partial A} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{B}^{2}}} \\ \end{matrix} \right]}^{-1}} }[/math]

Confidence Bounds on Reliability

The reliability function for the Eyring-Weibull model (ML estimate) is given by:

[math]\displaystyle{ \widehat{R}(T,V)={{e}^{-{{\left( T\cdot V\cdot {{e}^{\left( \widehat{A}-\tfrac{\widehat{B}}{V} \right)}} \right)}^{\widehat{\beta }}}}} }[/math]

or:

[math]\displaystyle{ \widehat{R}(T,V)={{e}^{-{{e}^{\ln \left[ {{\left( T\cdot V\cdot {{e}^{\left( \widehat{A}-\tfrac{\widehat{B}}{V} \right)}} \right)}^{\widehat{\beta }}} \right]}}}} }[/math]

Setting:

[math]\displaystyle{ \widehat{u}=\ln \left[ {{\left( T\cdot V\cdot {{e}^{\left( \widehat{A}-\tfrac{\widehat{B}}{V} \right)}} \right)}^{\widehat{\beta }}} \right] }[/math]

or:

[math]\displaystyle{ \widehat{u}=\widehat{\beta }\left[ \ln (T)+\ln (V)+\widehat{A}-\frac{\widehat{B}}{V} \right] }[/math]

The reliability function now becomes:

[math]\displaystyle{ \widehat{R}(T,V)={{e}^{-e\widehat{^{u}}}} }[/math]

The next step is to find the upper and lower bounds on [math]\displaystyle{ \widehat{u} }[/math] :

[math]\displaystyle{ {{u}_{U}}=\widehat{u}+{{K}_{\alpha }}\sqrt{Var(\widehat{u})} }[/math]

[math]\displaystyle{ {{u}_{L}}=\widehat{u}-{{K}_{\alpha }}\sqrt{Var(\widehat{u})} }[/math]

where:

[math]\displaystyle{ \begin{align} & Var(\widehat{u})= & {{\left( \frac{\partial \widehat{u}}{\partial \beta } \right)}^{2}}Var(\widehat{\beta })+{{\left( \frac{\partial \widehat{u}}{\partial A} \right)}^{2}}Var(\widehat{A}) \\ & & +{{\left( \frac{\partial \widehat{u}}{\partial B} \right)}^{2}}Var(\widehat{B}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial \beta } \right)\left( \frac{\partial \widehat{u}}{\partial A} \right)Cov(\widehat{\beta },\widehat{A}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial \beta } \right)\left( \frac{\partial \widehat{u}}{\partial B} \right)Cov(\widehat{\beta },\widehat{B}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial A} \right)\left( \frac{\partial \widehat{u}}{\partial B} \right)Cov(\widehat{A},\widehat{B}) \end{align} }[/math]

or:

[math]\displaystyle{ \begin{align} & Var(\widehat{u})= & {{\left( \frac{\widehat{u}}{\widehat{\beta }} \right)}^{2}}Var(\widehat{\beta })+{{\widehat{\beta }}^{2}}Var(\widehat{A}) \\ & & +{{\left( \frac{\widehat{\beta }}{V} \right)}^{2}}Var(\widehat{B}) \\ & & +2\widehat{u}\cdot Cov(\widehat{\beta },\widehat{A})-\frac{2\widehat{u}}{V}Cov(\widehat{\beta },\widehat{B}) \\ & & -\frac{2{{\widehat{\beta }}^{2}}}{V}Cov(\widehat{A},\widehat{B}) \end{align} }[/math]

The upper and lower bounds on reliability are:

[math]\displaystyle{ \begin{align} & {{R}_{U}}= & {{e}^{-{{e}^{\left( {{u}_{L}} \right)}}}} \\ & {{R}_{L}}= & {{e}^{-{{e}^{\left( {{u}_{U}} \right)}}}} \end{align} }[/math]

where [math]\displaystyle{ {{u}_{U}} }[/math] and [math]\displaystyle{ {{u}_{L}} }[/math] are estimated using Eqns (EyrExpu) and (EyrExpl).

Confidence Bounds on Time

The bounds on time (ML estimate of time) for a given reliability are estimated by first solving the reliability function with respect to time:

[math]\displaystyle{ \begin{align} & \ln (R)= & -{{\left( \widehat{T}\cdot V\cdot {{e}^{\left( \widehat{A}-\tfrac{\widehat{B}}{V} \right)}} \right)}^{\widehat{\beta }}} \\ & \ln (-\ln (R))= & \widehat{\beta }\left( \ln \widehat{T}+\ln V+\widehat{A}-\frac{\widehat{B}}{V} \right) \end{align} }[/math]

or:

[math]\displaystyle{ \widehat{u}=\frac{1}{\widehat{\beta }}\ln (-\ln (R))-\ln V-\widehat{A}+\frac{\widehat{B}}{V} }[/math]

where

[math]\displaystyle{ }[/math]

The upper and lower bounds on [math]\displaystyle{ \widehat{u} }[/math] are then estimated from:

[math]\displaystyle{ {{u}_{U}}=\widehat{u}+{{K}_{\alpha }}\sqrt{Var(\widehat{u})} }[/math]

[math]\displaystyle{ {{u}_{L}}=\widehat{u}-{{K}_{\alpha }}\sqrt{Var(\widehat{u})} }[/math]

where:

[math]\displaystyle{ \begin{align} & Var(\widehat{u})= & {{\left( \frac{\partial \widehat{u}}{\partial \beta } \right)}^{2}}Var(\widehat{\beta })+{{\left( \frac{\partial \widehat{u}}{\partial A} \right)}^{2}}Var(\widehat{A}) \\ & & +{{\left( \frac{\partial \widehat{u}}{\partial B} \right)}^{2}}Var(\widehat{B}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial \beta } \right)\left( \frac{\partial \widehat{u}}{\partial A} \right)Cov(\widehat{\beta },\widehat{A}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial \beta } \right)\left( \frac{\partial \widehat{u}}{\partial B} \right)Cov(\widehat{\beta },\widehat{B}) \\ & & +2\left( \frac{\partial \widehat{u}}{\partial A} \right)\left( \frac{\partial \widehat{u}}{\partial B} \right)Cov(\widehat{A},\widehat{B}) \end{align} }[/math]

or:

[math]\displaystyle{ \begin{align} & Var(\widehat{u})= & \frac{1}{{{\widehat{\beta }}^{4}}}{{\left[ \ln (-\ln (R)) \right]}^{2}}Var(\widehat{\beta }) \\ & & +Var(\widehat{A})+\frac{1}{{{V}^{2}}}Var(\widehat{B}) \\ & & +\frac{2\ln (-\ln (R))}{{{\widehat{\beta }}^{2}}}Cov(\widehat{\beta },\widehat{A})-\frac{2\ln (-\ln (R))}{{{\widehat{\beta }}^{2}}V}Cov(\widehat{\beta },\widehat{B}) \\ & & -\frac{2}{V}Cov(\widehat{A},\widehat{B}) \end{align} }[/math]

The upper and lower bounds on time are then found by:

[math]\displaystyle{ \begin{align} & {{T}_{U}}= & {{e}^{{{u}_{U}}}} \\ & {{T}_{L}}= & {{e}^{{{u}_{L}}}} \end{align} }[/math]

where [math]\displaystyle{ {{u}_{U}} }[/math] and [math]\displaystyle{ {{u}_{L}} }[/math] are estimated using Eqns. (EyrTimeu) and (EyrTimel).

Approximate Confidence Bounds for the Eyring-Lognormal

Bounds on the Parameters

The lower and upper bounds on [math]\displaystyle{ A }[/math] and [math]\displaystyle{ B }[/math] are estimated from:

[math]\displaystyle{ \begin{align} & {{A}_{U}}= & \widehat{A}+{{K}_{\alpha }}\sqrt{Var(\widehat{A})}\text{ (Upper bound)} \\ & {{A}_{L}}= & \widehat{A}-{{K}_{\alpha }}\sqrt{Var(\widehat{A})}\text{ (Lower bound)} \end{align} }[/math]

and:

[math]\displaystyle{ \begin{align} & {{B}_{U}}= & \widehat{B}+{{K}_{\alpha }}\sqrt{Var(\widehat{B})}\text{ (Upper bound)} \\ & {{B}_{L}}= & \widehat{B}-{{K}_{\alpha }}\sqrt{Var(\widehat{B})}\text{ (Lower bound)} \end{align} }[/math]

Since the standard deviation, [math]\displaystyle{ {{\widehat{\sigma }}_{{T}',}} }[/math] is a positive parameter, [math]\displaystyle{ \ln ({{\widehat{\sigma }}_{{{T}'}}}) }[/math] is treated as normally distributed, and the bounds are estimated from:

[math]\displaystyle{ \begin{align} & {{\sigma }_{U}}= & {{\widehat{\sigma }}_{{{T}'}}}\cdot {{e}^{\tfrac{{{K}_{\alpha }}\sqrt{Var({{\widehat{\sigma }}_{{{T}'}}})}}{{{\widehat{\sigma }}_{{{T}'}}}}}}\text{ (Upper bound)} \\ & {{\sigma }_{L}}= & \frac{{{\widehat{\sigma }}_{{{T}'}}}}{{{e}^{\tfrac{{{K}_{\alpha }}\sqrt{Var({{\widehat{\sigma }}_{{{T}'}}})}}{{{\widehat{\sigma }}_{{{T}'}}}}}}}\text{ (Lower bound)} \end{align} }[/math]

The variances and covariances of [math]\displaystyle{ A, }[/math] [math]\displaystyle{ B, }[/math] and [math]\displaystyle{ {{\sigma }_{{{T}'}}} }[/math] are estimated from the local Fisher matrix (evaluated at [math]\displaystyle{ \widehat{A}, }[/math] [math]\displaystyle{ \widehat{B} }[/math] , [math]\displaystyle{ {{\widehat{\sigma }}_{{{T}'}}}) }[/math] as follows:

[math]\displaystyle{ \left( \begin{matrix} Var\left( {{\widehat{\sigma }}_{{{T}'}}} \right) & Cov\left( \widehat{A},{{\widehat{\sigma }}_{{{T}'}}} \right) & Cov\left( \widehat{B},{{\widehat{\sigma }}_{{{T}'}}} \right) \\ Cov\left( {{\widehat{\sigma }}_{{{T}'}}},\widehat{A} \right) & Var\left( \widehat{A} \right) & Cov\left( \widehat{A},\widehat{B} \right) \\ Cov\left( {{\widehat{\sigma }}_{{{T}'}}},\widehat{B} \right) & Cov\left( \widehat{B},\widehat{A} \right) & Var\left( \widehat{B} \right) \\ \end{matrix} \right)={{[F]}^{-1}} }[/math]

where:

[math]\displaystyle{ F=\left( \begin{matrix} -\tfrac{{{\partial }^{2}}\Lambda }{\partial \sigma _{{{T}'}}^{2}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{\sigma }_{{{T}'}}}\partial A} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{\sigma }_{{{T}'}}}\partial B} \\ -\tfrac{{{\partial }^{2}}\Lambda }{\partial A\partial {{\sigma }_{{{T}'}}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{A}^{2}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial A\partial B} \\ -\tfrac{{{\partial }^{2}}\Lambda }{\partial B\partial {{\sigma }_{{{T}'}}}} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial B\partial A} & -\tfrac{{{\partial }^{2}}\Lambda }{\partial {{B}^{2}}} \\ \end{matrix} \right) }[/math]

Bounds on Reliability

The reliability of the lognormal distribution is given by:

[math]\displaystyle{ R({T}',V;A,B,{{\sigma }_{{{T}'}}})=\mathop{}_{{{T}'}}^{\infty }\frac{1}{{{\widehat{\sigma }}_{{{T}'}}}\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{\left( \tfrac{t+\ln (V)+\widehat{A}-\tfrac{\widehat{B}}{V}}{{{\widehat{\sigma }}_{{{T}'}}}} \right)}^{2}}}}dt }[/math]

Let [math]\displaystyle{ \widehat{z}(t,V;A,B,{{\sigma }_{T}})=\tfrac{t+\ln (V)+\widehat{A}-\tfrac{\widehat{B}}{V}}{{{\widehat{\sigma }}_{{{T}'}}}}, }[/math] then [math]\displaystyle{ \tfrac{d\widehat{z}}{dt}=\tfrac{1}{{{\widehat{\sigma }}_{{{T}'}}}}. }[/math]
For [math]\displaystyle{ t={T}' }[/math] , [math]\displaystyle{ \widehat{z}=\tfrac{{T}'+\ln (V)+\widehat{A}-\tfrac{\widehat{B}}{V}}{{{\widehat{\sigma }}_{{{T}'}}}} }[/math] , and for [math]\displaystyle{ t=\infty , }[/math] [math]\displaystyle{ \widehat{z}=\infty . }[/math] The above equation then becomes:

[math]\displaystyle{ R(\widehat{z})=\mathop{}_{\widehat{z}({T}',V)}^{\infty }\frac{1}{\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz }[/math]

The bounds on [math]\displaystyle{ z }[/math] are estimated from:

[math]\displaystyle{ \begin{align} & {{z}_{U}}= & \widehat{z}+{{K}_{\alpha }}\sqrt{Var(\widehat{z})} \\ & {{z}_{L}}= & \widehat{z}-{{K}_{\alpha }}\sqrt{Var(\widehat{z})} \end{align} }[/math]

where:

[math]\displaystyle{ \begin{align} & Var(\widehat{z})= & \left( \frac{\partial \widehat{z}}{\partial A} \right)_{\widehat{A}}^{2}Var(\widehat{A})+\left( \frac{\partial \widehat{z}}{\partial B} \right)_{\widehat{B}}^{2}Var(\widehat{B})+\left( \frac{\partial \widehat{z}}{\partial {{\sigma }_{{{T}'}}}} \right)_{{{\widehat{\sigma }}_{{{T}'}}}}^{2}Var({{\widehat{\sigma }}_{T}}) \\ & & +2{{\left( \frac{\partial \widehat{z}}{\partial A} \right)}_{\widehat{A}}}{{\left( \frac{\partial \widehat{z}}{\partial B} \right)}_{\widehat{B}}}Cov\left( \widehat{A},\widehat{B} \right) \\ & & +2{{\left( \frac{\partial \widehat{z}}{\partial A} \right)}_{\widehat{A}}}{{\left( \frac{\partial \widehat{z}}{\partial {{\sigma }_{{{T}'}}}} \right)}_{{{\widehat{\sigma }}_{{{T}'}}}}}Cov\left( \widehat{A},{{\widehat{\sigma }}_{T}} \right) \\ & & +2{{\left( \frac{\partial \widehat{z}}{\partial B} \right)}_{\widehat{B}}}{{\left( \frac{\partial \widehat{z}}{\partial {{\sigma }_{{{T}'}}}} \right)}_{{{\widehat{\sigma }}_{{{T}'}}}}}Cov\left( \widehat{B},{{\widehat{\sigma }}_{T}} \right) \end{align} }[/math]

or:

[math]\displaystyle{ \begin{align} & Var(\widehat{z})= & \frac{1}{\widehat{\sigma }_{{{T}'}}^{2}}[Var(\widehat{A})+\frac{1}{{{V}^{2}}}Var(\widehat{B})+{{\widehat{z}}^{2}}Var({{\widehat{\sigma }}_{{{T}'}}}) \\ & & -\frac{2}{V}Cov\left( \widehat{A},\widehat{B} \right)-2\widehat{z}Cov\left( \widehat{A},{{\widehat{\sigma }}_{{{T}'}}} \right)+\frac{2\widehat{z}}{V}Cov\left( \widehat{B},{{\widehat{\sigma }}_{{{T}'}}} \right)] \end{align} }[/math]

The upper and lower bounds on reliability are:

[math]\displaystyle{ \begin{align} & {{R}_{U}}= & \mathop{}_{{{z}_{L}}}^{\infty }\frac{1}{\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz\text{ (Upper bound)} \\ & {{R}_{L}}= & \mathop{}_{{{z}_{U}}}^{\infty }\frac{1}{\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz\text{ (Lower bound)} \end{align} }[/math]

Confidence Bounds on Time

The bounds around time for a given lognormal percentile (unreliability) are estimated by first solving the reliability equation with respect to time as follows:

[math]\displaystyle{ {T}'(V;\widehat{A},\widehat{B},{{\widehat{\sigma }}_{{{T}'}}})=-\ln (V)-\widehat{A}+\frac{\widehat{B}}{V}+z\cdot {{\widehat{\sigma }}_{{{T}'}}} }[/math]

where:

[math]\displaystyle{ \begin{align} & {T}'(V;\widehat{A},\widehat{B},{{\widehat{\sigma }}_{{{T}'}}})= & \ln (T) \\ & z= & {{\Phi }^{-1}}\left[ F({T}') \right] \end{align} }[/math]

and:

[math]\displaystyle{ \Phi (z)=\frac{1}{\sqrt{2\pi }}\mathop{}_{-\infty }^{z({T}')}{{e}^{-\tfrac{1}{2}{{z}^{2}}}}dz }[/math]

The next step is to calculate the variance of [math]\displaystyle{ {T}'(V;\widehat{A},\widehat{B},{{\widehat{\sigma }}_{{{T}'}}}): }[/math]

[math]\displaystyle{ \begin{align} & Var({T}')= & {{\left( \frac{\partial {T}'}{\partial A} \right)}^{2}}Var(\widehat{A})+{{\left( \frac{\partial {T}'}{\partial B} \right)}^{2}}Var(\widehat{B})+{{\left( \frac{\partial {T}'}{\partial {{\sigma }_{{{T}'}}}} \right)}^{2}}Var({{\widehat{\sigma }}_{{{T}'}}}) \\ & & +2\left( \frac{\partial {T}'}{\partial A} \right)\left( \frac{\partial {T}'}{\partial B} \right)Cov\left( \widehat{A},\widehat{B} \right) \\ & & +2\left( \frac{\partial {T}'}{\partial A} \right)\left( \frac{\partial {T}'}{\partial {{\sigma }_{{{T}'}}}} \right)Cov\left( \widehat{A},{{\widehat{\sigma }}_{{{T}'}}} \right) \\ & & +2\left( \frac{\partial {T}'}{\partial B} \right)\left( \frac{\partial {T}'}{\partial {{\sigma }_{{{T}'}}}} \right)Cov\left( \widehat{B},{{\widehat{\sigma }}_{{{T}'}}} \right) \end{align} }[/math]

or:

[math]\displaystyle{ \begin{align} & Var({T}')= & Var(\widehat{A})+\frac{1}{V}Var(\widehat{B})+{{\widehat{z}}^{2}}Var({{\widehat{\sigma }}_{{{T}'}}}) \\ & & -\frac{2}{V}Cov\left( \widehat{A},\widehat{B} \right) \\ & & -2\widehat{z}Cov\left( \widehat{A},{{\widehat{\sigma }}_{{{T}'}}} \right) \\ & & +\frac{2\widehat{z}}{V}Cov\left( \widehat{B},{{\widehat{\sigma }}_{{{T}'}}} \right) \end{align} }[/math]

The upper and lower bounds are then found by:

[math]\displaystyle{ \begin{align} & T_{U}^{\prime }= & \ln {{T}_{U}}={T}'+{{K}_{\alpha }}\sqrt{Var({T}')} \\ & T_{L}^{\prime }= & \ln {{T}_{L}}={T}'-{{K}_{\alpha }}\sqrt{Var({T}')} \end{align} }[/math]

Solving for [math]\displaystyle{ {{T}_{U}} }[/math] and [math]\displaystyle{ {{T}_{L}} }[/math] yields:

[math]\displaystyle{ \begin{align} & {{T}_{U}}= & {{e}^{T_{U}^{\prime }}}\text{ (Upper bound)} \\ & {{T}_{L}}= & {{e}^{T_{L}^{\prime }}}\text{ (Lower bound)} \end{align} }[/math]