Template:Aw characteristics: Difference between revisions

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====Looking at  <math>\beta </math>====
====Looking at  <math>\beta </math>====
Beta, <math>\beta ,</math>  is called the shape parameter or slope of the Weibull distribution. Changing the value of  <math>\beta </math>  forces a change in the shape of the  <math>pdf</math>  as shown in the next figure. In addition, when the  <math>cdf</math>  is plotted on Weibull probability paper, a change in beta is a change in the slope of the distribution on Weibull probability paper.  
Beta  (<math>\beta </math>) is called the shape parameter or slope of the Weibull distribution. Changing the value of  <math>\beta </math>  forces a change in the shape of the  <math>pdf</math>  as shown in the next figure. In addition, when the  <math>cdf</math>  is plotted on Weibull probability paper, a change in beta is a change in the slope of the distribution on Weibull probability paper.  
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'''Effects of  <math>\beta </math>  on the ''pdf'''''
'''Effects of  <math>\beta </math>  on the ''pdf'''''
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:For  <math>0<\beta <1</math> , the failure rate decreases with time and:
:* For  <math>0<\beta <1</math> , the failure rate decreases with time and:
::o As  <math>T\to 0,</math>  <math>f(T)\to \infty .</math>  
::* As  <math>T\to 0,</math>  <math>f(T)\to \infty .</math>  
::o As  <math>T\to \infty </math> ,  <math>f(T)\to 0</math> .
::* As  <math>T\to \infty </math> ,  <math>f(T)\to 0</math> .
::o <math>f(T)</math>  decreases monotonically and is convex as  <math>T</math>  increases.
::* <math>f(T)</math>  decreases monotonically and is convex as  <math>T</math>  increases.
::o The mode is non-existent.
::* The mode is non-existent.
:For  <math>\beta =1,</math>  it becomes the exponential distribution, as a special case, <br>
:* For  <math>\beta =1,</math>  it becomes the exponential distribution, as a special case, <br>
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:or:  
:or:  
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:where  <math>\tfrac{1}{\eta }=\lambda =</math>  chance, useful life, or failure rate.
:where  <math>\tfrac{1}{\eta }=\lambda =</math>  chance, useful life, or failure rate.
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:For  <math>\beta >1</math> ,  <math>f(T),</math>  the Weibull assumes wear-out type shapes (i.e. the failure rate increases with time) and:  
:* For  <math>\beta >1</math> ,  <math>f(T),</math>  the Weibull assumes wear-out type shapes (i.e. the failure rate increases with time) and:  
::o <math>f(T)=0</math>  at  <math>T=0</math> .
::* <math>f(T)=0</math>  at  <math>T=0</math> .
::o <math>f(T)</math>  increases as  <math>T\to \tilde{T}</math>  (mode) and decreases thereafter.
::* <math>f(T)</math>  increases as  <math>T\to \tilde{T}</math>  (mode) and decreases thereafter.
::o For  <math>\beta =2</math>  it becomes the Rayleigh distribution as a special case. For  <math>\beta <2.6</math>  the Weibull  <math>pdf</math>  is positively skewed (has a right tail), for  <math>2.6<\beta <3.7</math>  its coefficient of skewness approaches zero (no tail); consequently, it may approximate the normal  <math>pdf</math> , and for  <math>\beta >3.7</math>  it is negatively skewed (left tail).
::* For  <math>\beta =2</math>  it becomes the Rayleigh distribution as a special case. For  <math>\beta <2.6</math>  the Weibull  <math>pdf</math>  is positively skewed (has a right tail), for  <math>2.6<\beta <3.7</math>  its coefficient of skewness approaches zero (no tail); consequently, it may approximate the normal  <math>pdf</math> , and for  <math>\beta >3.7</math>  it is negatively skewed (left tail).
:The parameter  <math>\beta </math>  is a pure number, i.e. it is dimensionless.
:* The parameter  <math>\beta </math>  is a pure number, i.e. it is dimensionless.


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: <math>R(T)</math>  decreases sharply and monotonically for  <math>0<\beta <1</math> , it is convex, and decreases less sharply for the same  <math>\beta </math> .
:* <math>R(T)</math>  decreases sharply and monotonically for  <math>0<\beta <1</math> , it is convex, and decreases less sharply for the same  <math>\beta </math> .
:For  <math>\beta =1</math>  and the same  <math>\eta </math> ,  <math>R(T)</math>  decreases monotonically but less sharply than for  <math>0<\beta <1</math> , and is convex.
:* For  <math>\beta =1</math>  and the same  <math>\eta </math> ,  <math>R(T)</math>  decreases monotonically but less sharply than for  <math>0<\beta <1</math> , and is convex.
:For  <math>\beta >1</math> ,  <math>R(T)</math>  decreases as  <math>T</math>  increases but less sharply than before, and as wear-out sets in, it decreases sharply and goes through an inflection point.
:* For  <math>\beta >1</math> ,  <math>R(T)</math>  decreases as  <math>T</math>  increases but less sharply than before, and as wear-out sets in, it decreases sharply and goes through an inflection point.
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[[Image:ALTA4.6.gif|thumb|center|400px|Weibull Failure Rate vs. Time with  <math>0<\Beta<1 </math>, <math>\Beta=1 </math>, <math>\Beta>1 </math>.]]
[[Image:ALTA4.6.gif|thumb|center|400px|Weibull Failure Rate vs. Time with  <math>0<\Beta<1 </math>, <math>\Beta=1 </math>, <math>\Beta>1 </math>.]]
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:The Weibull failure rate for  <math>0<\beta <1</math>  is unbounded at  <math>T=0</math> . The failure rate,  <math>\lambda (T),</math>  decreases thereafter monotonically and is convex, approaching the value of zero as  <math>T\to \infty </math>  or  <math>\lambda (\infty )=0</math> . This behavior makes it suitable for representing the failure rate of units exhibiting early-type failures, for which the failure rate decreases with age. When such behavior is encountered, one or more of the following conclusions can be drawn:
:* The Weibull failure rate for  <math>0<\beta <1</math>  is unbounded at  <math>T=0</math> . The failure rate,  <math>\lambda (T),</math>  decreases thereafter monotonically and is convex, approaching the value of zero as  <math>T\to \infty </math>  or  <math>\lambda (\infty )=0</math> . This behavior makes it suitable for representing the failure rate of units exhibiting early-type failures, for which the failure rate decreases with age. When such behavior is encountered, one or more of the following conclusions can be drawn:
::o Burn-in testing and/or environmental stress screening are not well implemented.
::* Burn-in testing and/or environmental stress screening are not well implemented.
::o There are problems in the production line.
::* There are problems in the production line.
::o Inadequate quality control.
::* Inadequate quality control.
::o Packaging and transit problems.
::* Packaging and transit problems.
:For  <math>\beta =1</math> ,  <math>\lambda (T)</math>  yields a constant value of <math>\tfrac{1}{\eta }</math> , or:
:* For  <math>\beta =1</math> ,  <math>\lambda (T)</math>  yields a constant value of <math>\tfrac{1}{\eta }</math> , or:
::<math>\lambda (T)=\lambda =\frac{1}{\eta }</math>
::<math>\lambda (T)=\lambda =\frac{1}{\eta }</math>
This makes it suitable for representing the failure rate of chance-type failures and the useful life period failure rate of units.
This makes it suitable for representing the failure rate of chance-type failures and the useful life period failure rate of units.
:For  <math>\beta >1</math> ,  <math>\lambda (T)</math>  increases as  <math>T</math>  increases and becomes suitable for representing the failure rate of units exhibiting wear-out type failures. For  <math>1<\beta <2</math>  the  <math>\lambda (T)</math>  curve is concave, consequently the failure rate increases at a decreasing rate as  <math>T</math>  increases.
:* For  <math>\beta >1</math> ,  <math>\lambda (T)</math>  increases as  <math>T</math>  increases and becomes suitable for representing the failure rate of units exhibiting wear-out type failures. For  <math>1<\beta <2</math>  the  <math>\lambda (T)</math>  curve is concave, consequently the failure rate increases at a decreasing rate as  <math>T</math>  increases.
:For  <math>\beta =2</math> , or for the Rayleigh distribution case, the failure rate function is given by:
:* For  <math>\beta =2</math> , or for the Rayleigh distribution case, the failure rate function is given by:
::<math>\lambda (T)=\frac{2}{\eta }\left( \frac{T}{\eta } \right)</math>
::<math>\lambda (T)=\frac{2}{\eta }\left( \frac{T}{\eta } \right)</math>
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hence there emerges a straight line relationship between  <math>\lambda (T)</math>  and  <math>T</math> , starting at a value of  <math>\lambda (T)=0</math>  at  <math>T=0</math> , and increasing thereafter with a slope of  <math>\tfrac{2}{{{\eta }^{2}}}</math> . Consequently, the failure rate increases at a constant rate as  <math>T</math>  increases. Furthermore, if  <math>\eta =1</math>  the slope becomes equal to 2, and  <math>\lambda (T)</math>  becomes a straight line which passes through the origin with a slope of 2.
hence there emerges a straight line relationship between  <math>\lambda (T)</math>  and  <math>T</math> , starting at a value of  <math>\lambda (T)=0</math>  at  <math>T=0</math> , and increasing thereafter with a slope of  <math>\tfrac{2}{{{\eta }^{2}}}</math> . Consequently, the failure rate increases at a constant rate as  <math>T</math>  increases. Furthermore, if  <math>\eta =1</math>  the slope becomes equal to 2, and  <math>\lambda (T)</math>  becomes a straight line which passes through the origin with a slope of 2.
:When  <math>\beta >2</math>  the  <math>\lambda (T)</math>  curve is convex, with its slope increasing as  <math>T</math>  increases. Consequently, the failure rate increases at an increasing rate as  <math>T</math>  increases, indicating wear-out life.  
:* When  <math>\beta >2</math>  the  <math>\lambda (T)</math>  curve is convex, with its slope increasing as  <math>T</math>  increases. Consequently, the failure rate increases at an increasing rate as  <math>T</math>  increases, indicating wear-out life.  
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Revision as of 23:35, 6 March 2012

Characteristics

The characteristics of the 2-parameter Weibull distribution can be exemplified by examining the two parameters, beta, [math]\displaystyle{ \beta , }[/math] and eta, [math]\displaystyle{ \eta , }[/math] and the effect they have on the [math]\displaystyle{ pdf, }[/math] reliability and failure rate functions.

Looking at [math]\displaystyle{ \beta }[/math]

Beta ([math]\displaystyle{ \beta }[/math]) is called the shape parameter or slope of the Weibull distribution. Changing the value of [math]\displaystyle{ \beta }[/math] forces a change in the shape of the [math]\displaystyle{ pdf }[/math] as shown in the next figure. In addition, when the [math]\displaystyle{ cdf }[/math] is plotted on Weibull probability paper, a change in beta is a change in the slope of the distribution on Weibull probability paper.
Effects of [math]\displaystyle{ \beta }[/math] on the pdf

Weibull pdf with [math]\displaystyle{ 0\lt \beta\lt 1 }[/math], [math]\displaystyle{ \Beta=1 }[/math] and a fixed [math]\displaystyle{ \eta }[/math].



  • For [math]\displaystyle{ 0\lt \beta \lt 1 }[/math] , the failure rate decreases with time and:
  • As [math]\displaystyle{ T\to 0, }[/math] [math]\displaystyle{ f(T)\to \infty . }[/math]
  • As [math]\displaystyle{ T\to \infty }[/math] , [math]\displaystyle{ f(T)\to 0 }[/math] .
  • [math]\displaystyle{ f(T) }[/math] decreases monotonically and is convex as [math]\displaystyle{ T }[/math] increases.
  • The mode is non-existent.
  • For [math]\displaystyle{ \beta =1, }[/math] it becomes the exponential distribution, as a special case,


or:


[math]\displaystyle{ f(T)=\frac{1}{\eta }{{e}^{-\tfrac{T}{\eta }}};\text{ }\eta \gt 0,T\ge 0 }[/math]


where [math]\displaystyle{ \tfrac{1}{\eta }=\lambda = }[/math] chance, useful life, or failure rate.


  • For [math]\displaystyle{ \beta \gt 1 }[/math] , [math]\displaystyle{ f(T), }[/math] the Weibull assumes wear-out type shapes (i.e. the failure rate increases with time) and:
  • [math]\displaystyle{ f(T)=0 }[/math] at [math]\displaystyle{ T=0 }[/math] .
  • [math]\displaystyle{ f(T) }[/math] increases as [math]\displaystyle{ T\to \tilde{T} }[/math] (mode) and decreases thereafter.
  • For [math]\displaystyle{ \beta =2 }[/math] it becomes the Rayleigh distribution as a special case. For [math]\displaystyle{ \beta \lt 2.6 }[/math] the Weibull [math]\displaystyle{ pdf }[/math] is positively skewed (has a right tail), for [math]\displaystyle{ 2.6\lt \beta \lt 3.7 }[/math] its coefficient of skewness approaches zero (no tail); consequently, it may approximate the normal [math]\displaystyle{ pdf }[/math] , and for [math]\displaystyle{ \beta \gt 3.7 }[/math] it is negatively skewed (left tail).
  • The parameter [math]\displaystyle{ \beta }[/math] is a pure number, i.e. it is dimensionless.


Effects of [math]\displaystyle{ \beta }[/math] on the Reliability Function and the cdf

Weibull cdf, or Unreliability vs. Time, on Weibull probability plotting paper with [math]\displaystyle{ 0\lt \Beta\lt 1 }[/math], [math]\displaystyle{ \Beta=1 }[/math] and a fixed [math]\displaystyle{ \eta }[/math].


Weibull 1-cdf, or Reliability vs. Time, on linear scales with [math]\displaystyle{ 0\lt \Beta\lt 1 }[/math], [math]\displaystyle{ \Beta=1 }[/math] and a fixed [math]\displaystyle{ \eta }[/math].


  • [math]\displaystyle{ R(T) }[/math] decreases sharply and monotonically for [math]\displaystyle{ 0\lt \beta \lt 1 }[/math] , it is convex, and decreases less sharply for the same [math]\displaystyle{ \beta }[/math] .
  • For [math]\displaystyle{ \beta =1 }[/math] and the same [math]\displaystyle{ \eta }[/math] , [math]\displaystyle{ R(T) }[/math] decreases monotonically but less sharply than for [math]\displaystyle{ 0\lt \beta \lt 1 }[/math] , and is convex.
  • For [math]\displaystyle{ \beta \gt 1 }[/math] , [math]\displaystyle{ R(T) }[/math] decreases as [math]\displaystyle{ T }[/math] increases but less sharply than before, and as wear-out sets in, it decreases sharply and goes through an inflection point.


Effects of [math]\displaystyle{ \beta }[/math] on the Failure Rate Function

Weibull Failure Rate vs. Time with [math]\displaystyle{ 0\lt \Beta\lt 1 }[/math], [math]\displaystyle{ \Beta=1 }[/math], [math]\displaystyle{ \Beta\gt 1 }[/math].


  • The Weibull failure rate for [math]\displaystyle{ 0\lt \beta \lt 1 }[/math] is unbounded at [math]\displaystyle{ T=0 }[/math] . The failure rate, [math]\displaystyle{ \lambda (T), }[/math] decreases thereafter monotonically and is convex, approaching the value of zero as [math]\displaystyle{ T\to \infty }[/math] or [math]\displaystyle{ \lambda (\infty )=0 }[/math] . This behavior makes it suitable for representing the failure rate of units exhibiting early-type failures, for which the failure rate decreases with age. When such behavior is encountered, one or more of the following conclusions can be drawn:
  • Burn-in testing and/or environmental stress screening are not well implemented.
  • There are problems in the production line.
  • Inadequate quality control.
  • Packaging and transit problems.
  • For [math]\displaystyle{ \beta =1 }[/math] , [math]\displaystyle{ \lambda (T) }[/math] yields a constant value of [math]\displaystyle{ \tfrac{1}{\eta } }[/math] , or:
[math]\displaystyle{ \lambda (T)=\lambda =\frac{1}{\eta } }[/math]

This makes it suitable for representing the failure rate of chance-type failures and the useful life period failure rate of units.

  • For [math]\displaystyle{ \beta \gt 1 }[/math] , [math]\displaystyle{ \lambda (T) }[/math] increases as [math]\displaystyle{ T }[/math] increases and becomes suitable for representing the failure rate of units exhibiting wear-out type failures. For [math]\displaystyle{ 1\lt \beta \lt 2 }[/math] the [math]\displaystyle{ \lambda (T) }[/math] curve is concave, consequently the failure rate increases at a decreasing rate as [math]\displaystyle{ T }[/math] increases.
  • For [math]\displaystyle{ \beta =2 }[/math] , or for the Rayleigh distribution case, the failure rate function is given by:
[math]\displaystyle{ \lambda (T)=\frac{2}{\eta }\left( \frac{T}{\eta } \right) }[/math]


hence there emerges a straight line relationship between [math]\displaystyle{ \lambda (T) }[/math] and [math]\displaystyle{ T }[/math] , starting at a value of [math]\displaystyle{ \lambda (T)=0 }[/math] at [math]\displaystyle{ T=0 }[/math] , and increasing thereafter with a slope of [math]\displaystyle{ \tfrac{2}{{{\eta }^{2}}} }[/math] . Consequently, the failure rate increases at a constant rate as [math]\displaystyle{ T }[/math] increases. Furthermore, if [math]\displaystyle{ \eta =1 }[/math] the slope becomes equal to 2, and [math]\displaystyle{ \lambda (T) }[/math] becomes a straight line which passes through the origin with a slope of 2.

  • When [math]\displaystyle{ \beta \gt 2 }[/math] the [math]\displaystyle{ \lambda (T) }[/math] curve is convex, with its slope increasing as [math]\displaystyle{ T }[/math] increases. Consequently, the failure rate increases at an increasing rate as [math]\displaystyle{ T }[/math] increases, indicating wear-out life.


Looking at [math]\displaystyle{ \eta }[/math]

Eta, [math]\displaystyle{ \eta , }[/math] is called the scale parameter of the Weibull distribution. The parameter [math]\displaystyle{ \eta }[/math] has the same units as [math]\displaystyle{ T }[/math] , such as hours, miles, cycles, actuations, etc.

ALTA4.7.gif


• A change in the scale parameter [math]\displaystyle{ \eta }[/math] has the same effect on the distribution as a change of the abscissa scale.
o If [math]\displaystyle{ \eta }[/math] is increased while [math]\displaystyle{ \beta }[/math] is kept the same, the distribution gets stretched out to the right and its height decreases, while maintaining its shape and location.
o If [math]\displaystyle{ \eta }[/math] is decreased while [math]\displaystyle{ \beta }[/math] is kept the same, the distribution gets pushed in toward the left (i.e. toward its beginning, or 0) and its height increases.