Life Distributions Notes

Life Distributions Notes

We use the term life distributions to describe the collection of statistical probability distributions that we use in reliability engineering and life data analysis. A statistical distribution is fully described by its pdf (or probability density function). In the previous sections, we used the definition of the pdf to show how all other functions most commonly used in reliability engineering and life data analysis can be derived; namely, the reliability function, failure rate function, mean time function and median life function, etc. All of these can be determined directly from the pdf definition, or 668b5c05bb2a2cb1a645c9c4f1d6f99a. Different distributions exist, such as the normal, exponential, etc., and each one of them has a predefined form of 668b5c05bb2a2cb1a645c9c4f1d6f99a. These distribution definitions can be found in many references. In fact, entire texts have been dedicated to defining families of statistical distributions. These distributions were formulated by statisticians, mathematicians and engineers to mathematically model or represent certain behavior. For example, the Weibull distribution was formulated by Waloddi Weibull, and thus it bears his name. Some distributions tend to better represent life data and are commonly called lifetime distributions. One of the simplest and most commonly used distributions (and often erroneously overused due to its simplicity) is the exponential distribution. The pdf of the exponential distribution is mathematically defined as:

f38c3ad8a5a0781a7145733d0f250c3c

In this definition, note that d88b8f97ff8ee3cf14cd03de68312c3e is our random variable, which represents time, and the Greek letter b5d9e5a9ecd98ded0a1c6f439321904a (lambda) represents what is commonly referred to as the parameter of the distribution. Depending on the value of 2e39d80ed6b4cd3f606114a4d7ac889d 668b5c05bb2a2cb1a645c9c4f1d6f99a will be scaled differently. For any distribution, the parameter or parameters of the distribution are estimated from the data. For example, the well-known normal (or Gaussian) distribution is given by:

081c13acabefd24811894033fef8eae1

74b8eddf4b37de80c7c8eed1b64e46fc, the mean, and 5b33f39cef9df8c1d0386c99deb5c8d9, the standard deviation, are its parameters. Both of these parameters are estimated from the data (i.e., the mean and standard deviation of the data). Once these parameters have been estimated, our function 668b5c05bb2a2cb1a645c9c4f1d6f99a is fully defined and we can obtain any value for 668b5c05bb2a2cb1a645c9c4f1d6f99a given any value of d88b8f97ff8ee3cf14cd03de68312c3e.

Given the mathematical representation of a distribution, we can also derive all of the functions needed for life data analysis, which again will depend only on the value of d88b8f97ff8ee3cf14cd03de68312c3e after the value of the distribution parameter or parameters have been estimated from data. For example, we know that the exponential distribution pdf is given by:

f38c3ad8a5a0781a7145733d0f250c3c

Thus, the exponential reliability function can be derived as:

4de17e0d0d7565e6d9efa3e3a5bfb103

The exponential failure rate function is:

954b769a25299a6f178f4b16f7c0de94

The exponential mean-time-to-failure (MTTF) is given by:

a20efc74a4183e457fc954de232d8446

This exact same methodology can be applied to any distribution given its pdf, with various degrees of difficulty depending on the complexity of 668b5c05bb2a2cb1a645c9c4f1d6f99a.

Parameter Types

Distributions can have any number of parameters. Do note that as the number of parameters increases, so does the amount of data required for a proper fit. In general, the lifetime distributions used for reliability and life data analysis are usually limited to a maximum of three parameters. These three parameters are usually known as the scale parameter, the shape parameter and the location parameter.

Scale Parameter The scale parameter is the most common type of parameter. All distributions in this reference have a scale parameter. In the case of one-parameter distributions, the sole parameter is the scale parameter. The scale parameter defines where the bulk of the distribution lies, or how stretched out the distribution is. In the case of the normal distribution, the scale parameter is the standard deviation.

Shape Parameter The shape parameter, as the name implies, helps define the shape of a distribution. Some distributions, such as the exponential or normal, do not have a shape parameter since they have a predefined shape that does not change. In the case of the normal distribution, the shape is always the familiar bell shape. The effect of the shape parameter on a distribution is reflected in the shapes of the pdf, the reliability function and the failure rate function.

Location Parameter The location parameter is used to shift a distribution in one direction or another. The location parameter, usually denoted as 3561beb054a95d4ead43a8451708286c, defines the location of the origin of a distribution and can be either positive or negative. In terms of lifetime distributions, the location parameter represents a time shift.

250px Locationparameter

This means that the inclusion of a location parameter for a distribution whose domain is normally 54b57184f40a425c3fbff0bb852a7085 will change the domain to 5d1317899a871e78778480401317ac0d, where 3561beb054a95d4ead43a8451708286c can either be positive or negative. This can have some profound effects in terms of reliability. For a positive location parameter, this indicates that the reliability for that particular distribution is always 100% up to that point. In other words, a failure cannot occur before this time 3561beb054a95d4ead43a8451708286c. Many engineers feel uncomfortable in saying that a failure will absolutely not happen before any given time. On the other hand, the argument can be made that almost all life distributions have a location parameter, although many of them may be negligibly small. Similarly, many people are uncomfortable with the concept of a negative location parameter, which states that failures theoretically occur before time zero. Realistically, the calculation of a negative location parameter is indicative of quiescent failures (failures that occur before a product is used for the first time) or of problems with the manufacturing, packaging or shipping process. More attention will be given to the concept of the location parameter in subsequent discussions of the exponential and Weibull distributions, which are the lifetime distributions that most frequently employ the location parameter.

Most Commonly Used Distributions

There are many different lifetime distributions that can be used to model reliability data. Leemis presents a good overview of many of these distributions. In this reference, we will concentrate on the most commonly used and most widely applicable distributions for life data analysis, as outlined in the following sections.

The Exponential Distribution

The exponential distribution is commonly used for components or systems exhibiting a constant failure rate. Due to its simplicity, it has been widely employed, even in cases where it doesn’t apply. In its most general case, the 2-parameter exponential distribution is defined by:

2917d4d5170b5be7ae6173ab708f1915

Where b5d9e5a9ecd98ded0a1c6f439321904a is the constant failure rate in failures per unit of measurement (e.g., failures per hour, per cycle, etc.) and 3561beb054a95d4ead43a8451708286c is the location parameter. In addition, fb5a14171e6ba010603f472876bf82e6, where 878641474bfd58ea773b2d602f64d34b is the mean time between failures (or to failure).

If the location parameter, 3561beb054a95d4ead43a8451708286c, is assumed to be zero, then the distribution becomes the 1-parameter exponential or:

f38c3ad8a5a0781a7145733d0f250c3c

For a detailed discussion of this distribution, see The Exponential Distribution.

The Weibull Distribution

The Weibull distribution is a general purpose reliability distribution used to model material strength, times-to-failure of electronic and mechanical components, equipment or systems. In its most general case, the 3-parameter Weibull pdf is defined by:

25270408f3637a341923afd74f9594c4

where 5b320b6d3d3254d936c752ae308dbfd8 = shape parameter, 233a380a0d5072d214298f12b5186e39 = scale parameter and 3561beb054a95d4ead43a8451708286c = location parameter.

If the location parameter, 3561beb054a95d4ead43a8451708286c, is assumed to be zero, then the distribution becomes the 2-parameter Weibull or:

5db00a1b6458360c7450ef33b2150d3d

One additional form is the 1-parameter Weibull distribution, which assumes that the location parameter, 3561beb054a95d4ead43a8451708286c is zero, and the shape parameter is a known constant, or 5b320b6d3d3254d936c752ae308dbfd8 = constant = 36a0396f882f0f9260ed9c6b3a3a07a9, so:

859c104e134b853b04bf7f27e70619ac

For a detailed discussion of this distribution, see The Weibull Distribution.

Bayesian-Weibull Analysis

Another approach is the Weibull-Bayesian analysis method, which assumes that the analyst has some prior knowledge about the distribution of the shape parameter of the Weibull distribution (beta). There are many practical applications for this model, particularly when dealing with small sample sizes and/or when some prior knowledge for the shape parameter is available. For example, when a test is performed, there is often a good understanding about the behavior of the failure mode under investigation, primarily through historical data or physics-of-failure.

Note that this is not the same as the so called “WeiBayes model,” which is really a one-parameter Weibull distribution that assumes a fixed value (constant) for the shape parameter and solves for the scale parameter. The Bayesian-Weibull feature in Weibull++ is actually a true Bayesian model and offers an alternative to the one-parameter Weibull by including the variation and uncertainty that is present in the prior estimation of the shape parameter.

This analysis method and its characteristics are presented in detail in Bayesian-Weibull Analysis.

The Normal Distribution

The normal distribution is commonly used for general reliability analysis, times-to-failure of simple electronic and mechanical components, equipment or systems. The pdf of the normal distribution is given by:

273ad9221ee8bfe29ec3fdbcfb1129bb

where 74b8eddf4b37de80c7c8eed1b64e46fc is the mean of the normal times to failure and 5b33f39cef9df8c1d0386c99deb5c8d9 is the standard deviation of the times to failure.

The normal distribution and its characteristics are presented in The Normal Distribution.

The Lognormal Distribution

The lognormal distribution is commonly used for general reliability analysis, cycles-to-failure in fatigue, material strengths and loading variables in probabilistic design. When the natural logarithms of the times-to-failure are normally distributed, then we say that the data follow the lognormal distribution.

The pdf of the lognormal distribution is given by:

89095f4ffa05deace425e8857000f8ff

where 5f8f49d98eb2fe1e763d890828ace38d is the mean of the natural logarithms of the times-to-failure and f7fe8139a2178dfd6dbb8d3f01ca0cf7 is the standard deviation of the natural logarithms of the times to failure.

For a detailed discussion of this distribution, see The Lognormal Distribution.

Leave a Comment