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applications Weibull probability plot

density Weibull distribution

distribution function Weibull derived

empirical modeling WPP Weibull probability plot

estimation

failure rate

graphical

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hazard plot

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Weibull Distrib

2. Weibull Distributions and Their Applications

Weibull models are used to describe various

Part A 2

types of observed failures of components 2.2 Properties ........................................... 2

and phenomena. They are widely used in 2.2.1 Basic Properties ........................ 2

reliability and survival analysis. In addition 2.2.2 Properties Related

to the traditional two-parameter and three- to Reliability............................. 3

parameter Weibull distributions in the reliability 2.2.3 Simulation ............................... 4

or statistics literature, many other Weibull-related 2.3 Modeling Failure Data.......................... 5

distributions are available. The purpose of this 2.3.1 Probability Plots........................ 5

chapter is to give a brief introduction to those 2.3.2 Estimation

models, with the emphasis on models that and Hypothesis Testing .............. 6

have the potential for further applications. After 2.3.3 Hypothesis Testing .................... 7

introducing the traditional Weibull distribution,

2.4 Weibull-Derived Models ....................... 8

some historical development and basic properties

2.4.1 Taxonomy for Weibull Models ..... 8

are presented. We also discuss estimation problems

2.4.2 Univariate Models ..................... 8

and hypothesis-testing issues, with the emphasis

2.4.3 Type VI Models

on graphical methods. Many extensions and (Stochastic Point Process Models) 11

generalizations of the basic Weibull distributions

are then summarized. Various applications in 2.5 Empirical Modeling of Data .................. 11

the reliability context and some Weibull analysis 2.6 Applications ........................................ 12

software are also provided. 2.6.1 Applications in Reliability........... 12

2.6.2 Applications in Other Areas......... 13

2.6.3 Weibull Analysis Software........... 13

2.1 Three-Parameter Weibull Distribution ... 2

2.1.1 Historical Development .............. 2 References .................................................. 14

The Weibull distribution is one of the best-known life- We consider estimation problems and hypothesis testing

time distributions. It adequately describes observed in Sect. 2.3. In particular, we emphasize the graphical

failures of many different types of components and phe- methods as a tool for selection and parameter estimation

nomena. Over the last three decades, numerous articles of a Weibull model. We devote Sect. 2.4 to Weibull-

have been written on this distribution. Hallinan [2.1] derived models, which includes many extensions and

gives an insightful review by presenting a number of his- generalizations. Finally, in Sect. 2.5, we outline various

torical facts, the many forms of this distribution as used applications, especially those in the reliability context.

by practitioners, and possible confusions and errors that Because of the vast literature, we are unable to refer to

arise due to this non-uniqueness. Johnson et al. [2.2] all the source authors and we apologize in advance for

devote a comprehensive chapter to a systematic study any omissions in this regard.

of this distribution. More recently, Murthy et al. [2.3]

presented a monograph that contains nearly every facet Symbols and Abbreviations.

relating to the Weibull distribution and its extensions.

T Random variable

In Sect. 2.1, we first define the three-parameter

F(t) CDF, cumulative distribution function

4 November 2005 10:08 CET

f(t) PDF, probability density function

opment and relations to other distributions. Section 2.2

h(t) Failure rate function (hazard rate)

studies the properties of the Weibull distribution, in

, , Parameters

particular those relevant to reliability. A brief discus-

Springer Handbook

sion on simulation of Weibull variates is also included.

MS ID: hb06-a2

Index entries on this page

According to Hallinan [2.1] the Weibull distribution has 2.1.1 Historical Development

appeared in five different forms. The two common forms

of the distribution function are as follows: The Weibull distribution is named after its originator, the

t Swedish physicist Waloddi Weibull, who in 1939 used

F(t) = 1 exp , t (2.1) it to model the distribution of the breaking strength of

Part A 2.2

and plications [2.5]. The distribution has been widely studied

since its inception. It has been known that Weibull may

F(t) = 1 exp (t ) , t . (2.2)

not be the first to propose this distribution. The name

The parameters of the distribution are given by the set Frchet distribution is also sometimes used due to the

= {, , } with > 0, > 0 and 0; where is fact that it was Frchet [2.6] who first identified this dis-

a scale parameter, is the shape parameter that deter- tribution to be an extremal distribution (later shown to be

mines the appearance or shape of the distribution and one of the three possible solutions by Fisher and Tippett

is the location parameter. The parameter combines [2.7]). According to Hallinan [2.4], it was Weibull who

both scale and shape features as = . suggested a scale parameter and a location parameter

Although one should use F(t, ) instead of F(t), that made the distribution meaningful and useful.

where = (, , ) denotes the vector of parameters,

for notational convenience we suppress the parameter 2.1.2 Relations to Other Distributions

and use F(t) to denote F(t, ) in this chapter. Also, we

do not intend to give an exhaustive review. Rather, we The Weibull distribution includes the exponential

confine our discussion to aspects that are of relevance to ( = 1) and the Rayleigh distribution ( = 2) as

the context of reliability theory. special cases. If X denotes the Weibull variable,

For = 0, (2.1) and (2.2) become the two-parameter then X has a type 3 extreme-value distribu-

Weibull distribution with tion ([2.8], Chapt. 06-c22 TS0 ). A simple log trans-

formation will transform the Weibull distribution

t

F(t) = 1 exp ,t 0 (2.3) into the Gumbel distribution (type 1 extreme-value

distribution).

and The Burr XII distribution, is given by

k

F(t) = 1 exp t , t . (2.4) t

F(t) = 1 1 + , t 0 ; k , > 0 . (2.5)

Murthy et al. [2.3] refer to this as the standard Weibull

model, Johnson et al. [2.2] refer to a standard Weibull Let k = ; as k , then the Burr distribution ap-

when = 1 (or = 1) in (2.3, 4). proaches the Weibull (see, for example, [2.9]).

2.2 Properties

2.2.1 Basic Properties Mode

It follows from (2.6) that the mode is at t =

Density Function (( 1)/)1/ + for > 1 and at for 0 < 1.

The probability density functions (PDF) (Fig. 2.1) of

(2.1) and (2.2) are Median

It follows from (2.3) that the median of the distribution

1 t is at (log 2)1/ + .

f(t) = (t ) exp , t

4 November 2005 10:08 CET

(2.6) Moments

Let T denote the random variable from the three-

and

parameter Weibull distribution given by (2.1). Then

f(t) = (t )1 exp (t ) , t . (2.7)

Springer Handbook

MS ID: hb06-a2

TS

0 Please provide title of referenced chapter

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Index entries on this page

dard form (in the sense of Johnson et al. [2.2]) with the a sample of n observations. The probability density

density function given by function of T(1) , is given by

f(t) = t 1 exp t , x > 0 , > 0 . (2.8) f (1) (t) = n[1 F(t)]n1 f(x)

The moments of T (about zero) are easily obtained from n t 1 n[(t)/]

= e ,t .

the moments of T which are given below:

(2.12)

Part A 2.2

r

r = E(T ) =

r

+1 , (2.9)

It is obvious from (2.12) that T(1) is also distributed as

a Weibull random variable, except that is replaced by

from which we get n 1/ .

The density function of T(r) (1 r n) is given by

1

E(T ) = +1 , (2.10)

n! r1

f (r) (t) = 1 e[(t)/]

(r 1)!(n r)!

2 (nr+1)

2 1 e[(t)/] (t )1 , t 0 .

Var(T ) = +1 +1 . (2.11)

(2.13)

Skewness and Kurtosis

The distribution is positively

skewed for small values k

of . The skewness index 1 decreases and equals E (T(r) )k = i ki ki

(r) , (2.14)

zero for = 3.6 (approximately). Thus, for values of i=0

in the vicinity of 3.6, the Weibull distribution is simi-

where

lar in shape to a normal distribution. The coefficient of

kurtosis 2 also decreases with and then increases, r1

n! k

2 has a minimum value of about 2.71 when = 3.35 k(r) = 1+

(r 1)!(n r)!

(approximately). i=0

(1)r r1 i

Order Statistics .

(n r + i + 1)1+(k/)

Let T1 , T2 , , Tn denote n independent and identically 1

CE

distributed three-parameter Weibull random variables

with density function given in (2.6) and cumula-

tive distribution function (CDF) in (2.1). Further, let 2.2.2 Properties Related to Reliability

T(1) T(2) T(n) denote the order statistics from

In this section, we consider only the first form of the

Weibull distribution.

Density function The survival function of the Weibull distribution is

1.8

1.6 t

F(t) = 1 F(t) = exp , t .

1.4

= 0.5, = 0.9

1.2 (2.15)

1.0

0.8 Note that at t = + , F( + ) = 1 e1 0.3679.

0.6

Failure Rate

0.4 = 3, = 2 = 2, = 0.5 The failure rate function (also known as the hazard rate)

4 November 2005 10:08 CET

0.2

for the three-parameter Weibull is

0.0

0 1 2 3 4 5 t f(t) t 1

h(t) = = . (2.16)

Springer Handbook

MS ID: hb06-a2

CE

1 Please confirm the position of the times symbol in this equation (2.14)

Editors or typesetters annotations (will be removed before the final TeX run)

mean residual life (MRL)

Index entries on this page

Failure rate function

f(t) t 1 4

h(t) = = . (2.17)

F(t)

3

It is obvious that h(t) is a decreasing function when

< 1, constant when = 1 (the exponential case), and

an increasing function when > 1. Because of the 2

= 0.5, = 0.9

Part A 2.2

tribution often becomes suitable when the conditions 1 = 3, = 2

for strict randomness of the exponential distribution

= 2, = 0.5

are not satisfied, with the shape parameter having

0

a value depending upon the fundamental nature being

0 1 2 3 4 5 t

considered.

In some way, having a failure rate function of mono- Fig. 2.2 Two-parameter Weibull failure rate functions

tonic shape has limitations in reliability applications.

For this reason, several generalized or modified Weibull Suppose E(X) = E(Y), i. e., 2 (1 + 1/2 ) =

distributions have been proposed (see Sect. 2.4 for more 1 (1 + 1/1 ). Lai and Xie [2.10] show that

details). Figure 2.2 shows plots of the failure rate func- Var(X) Var(Y).

tions for some selected parameters values.

Effectiveness of Parallel Redundancy

Mean Residual Life The Weibull Case

The mean residual life (MRL) of a lifetime random Denote the lifetime of one component by T and

variable T is defined as the lifetime of a parallel system of two such in-

dependent components by Tp . The effectiveness of

F(x) dx

(t) = E(T t|T > t) = t . (2.18) parallel redundancy of the component is defined

F(t) by [2.11]

For the Weibull distribution, the MRL is complicated

except for the two special cases = 1 (exponential) and ep = [E(Tp ) E(T )]/E(T ) . (2.22)

= 2 (Rayleigh distribution). Assuming the location

parameter = 0, the MRLof the Rayleigh distribution Suppose that T is a two-parameter Weibull distribution

with scale parameter = 2 is with shape parameter and scale parameter . Xie and

1 2

t Lai [2.11] show that

(t) = 2 [1 (t/)] e 2 2 , t > 0 , (2.19)

where (t/) denotes the distribution function of the ep = 1 21/ , (2.23)

standard normal variable.

which decreases as increases. Thus, a parallel redun-

Relative Ageing of Two Two-Parameter Weibull dancy is more effective for < 1.

Distributions

Suppose we have two Weibull random variables X and Y 2.2.3 Simulation

with distribution functions F(x) and G(y), respectively,

given by The two-parameter Weibull distribution with parameters

F(x) = 1 exp (x/2 )2 , and has the probability density function

G(y) = 1 exp (y/1 )1 . (2.20)

f(x) = x 1 ex . (2.24)

We say that X ages faster than Y if the ratio of the failure

rate of X over the failure rate of Y is an increasing The simple inverse-probability integral-transform

function of t. This ratio is given by

4 November 2005 10:08 CET

1 2 1 2

1 tion ( = 1) is quite efficient. The formula is

t 2 1 (2.21) simply

2 1 1 1

2

Springer Handbook

MS ID: hb06-a2

Index entries on this page

where u is a uniform number between 0 and 1. Of course, function. The standard Weibull variate is then scaled by

an acceptance/rejection method could also be used to (1/) to obtain a two-parameter Weibull observation

avoid the evaluation of the logarithm in the distribution with density (2.24).

Part A 2.3

Failure data can be classified into two types: complete bility plots to be discussed below. Moreover, they can

and incomplete (censored). For complete data, the actual provide crude estimates of model parameters. There are

realized values are known for each observation in the many different statistical tests for validating a model and

data set, whereas for censored data, the actual realized we postpone this discussion until the next section.

values are not known for some or all of the observations.

Further, there are at least two types of censoring, details 2.3.1 Probability Plots

of which may be found Lawless [2.12] and Nelson [2.13].

In their introduction, Murthy et al. [2.3] point out that Weibull Probability Plot

the two different approaches to building mathematical Weibull probability plots (WPP) can be constructed in

models are as follows. several ways [2.15]. In the early 1970s a special paper

was developed for plotting the data in the form of F(t)

1. Theory-based modeling:here, the modeling is based

versus t on a graph paper with a loglog scale on the ver-

on the established theories for component failures.

tical axis and a log scale on the horizontal axis. A WPP

This kind of model is also called a physics based

plotting of data involves computing the empirical dis-

model or white-box model.

tribution function, which can be estimated in different

2. Empirical modeling: here, the data available forms

ways; the two standard methods are:

the basis for the model building. This kind of model

is also called a data-dependent model or black-box F(ti ) = i/(n + 1), the mean rank estimator, and

model. F(ti ) = (i 0.5)/n, the median rank estimator.

In empirical modeling, the type of mathematical Here, the data consists of successive failure times ti ,

formulations needed for modeling is dictated by a pre- t1 < t2 < . . . tn . For censored data (right-censored or

liminary analysis of data available. If the analysis interval), the approach to obtain the empirical distri-

indicates that there is a high degree of variability, then bution functions needs to be modified; see, for example,

one needs to use models that can capture this variabil- Nelson [2.13].

ity. This requires probabilistic and stochastic models to These days, most computer reliability software

model a given data set. packages contain programs to produce these plots au-

The process of black box modeling involves the tomatically given a data set. A well-known statistical

following steps: package Minitab provides a Weibull probability plot

under the Graph menu Probability Plot.

Step 1 Model selection,

We may use an ordinary graph paper or spreadsheet

Step 2 Parameter estimation,

software with unit scale for plotting. Taking logarithms

Step 3 Model validation.

twice of both sides of each of the CDF in (2.3) yields

To select a model out of many possible models, one

requires a good understanding of their different prop- log[ log F(t)] = log(t ) log . (2.25)

erties. This often is a trial-and-error process. Liao and

Shimokawa [2.14] consider goodness-of-fit testing as Let y = log log F(t) and x = log(t ). Then we

a key procedure for selecting the statistical distribution have

that best fits the observed data. To execute the remaining y = x log . (2.26)

two steps, we need various tools and techniques.

4 November 2005 10:08 CET

A large number of Weibull-related models have been The plot is now on a linear scale.

derived in the literature. In Sect. 2.4, various such mod-

els are grouped into several categories. Selecting an Weibull Hazard Plot

appropriate model from the family of Weibull-related The hazard plot is analogous to the probability plot,

Springer Handbook

distributions can often be based on some of the proba- the principal difference being that the observations are

MS ID: hb06-a2

Index entries on this page

plotted against the cumulated hazard (failure) rate rather suggested to set the initial value of = T(1) and then

than the cumulated probability value. Moreover, this is adjust this estimate to achieve a straight line. We also

designed for censored data. note that it is common for to be 0.

Let H(t) denote the cumulative hazard rate, then

F(t) = exp[H(t)], so Estimation of the Shape Parameter. It follows from

(2.26) that the shape parameter can be estimated from the

t slope of the WPP. However, care needs need to be given

H(t) = log F(t) = , (2.27)

Part A 2.3

H(t)1/ / = (t ) . (2.28) possible forms of the Weibull distribution.

Let y = log(t ) and x = log H(t), then we have Estimation of the Scale Parameter. To estimate the

1 scale parameter, we first observe from the standard

y = log + x . (2.29) Weibull that, when t is at the 63.2 percentile, F(t) = 1

e1 , i. e., F(t) = e1 . Or equivalently, for t = + ,

Rank the n survival times (including the censoreddata) F( + ) = e1 (so + is the 63.2 percentile). It

in ascending order and let K denote the reverse ranking now follows from (2.26) that log(t ) = log so that

order of the survival time, i. e., K = n for the smallest = t , where t is the 63.2 percentile. Hence the scale

survival time and K = 1 for the largest survival time. parameter is simply estimated from the x-intercept of

The hazard is estimated from 100/K (a missing value the plot (2.26): = e(x-intercept) .

symbol is entered at a censored failure time). The cu- Under the probability plot option, Minitab not only

mulative hazard is obtained by cumulating the hazards. gives a WPP, but also provides an estimate for the scale

The Weibull hazard plot is simply the plot arising from and shape parameters and .

(2.29). See Nelson [2.16] for further details. Figure 2.3 illustrates how a WPP plot appears in

a Minitab graph with = 9.062 and = 1.661.

2.3.2 Estimation and Hypothesis Testing

Statistical Methods of Estimation

Parameter estimation is the second step of our model- There are several statistical methods for estimating the

ing process. We consider both graphical and statistical model parameters. These include the method of moment,

methods for the three-parameter Weibull distribution. the method of percentile, the method of maximum like-

lihood, and the Bayesian method. The estimates can be

Graphical Methods

Graphical plots are designed not just to assess if the

Probability (%)

data follows a Weibull population, they are also useful 99

for estimating Weibull parameters (at least for initial Shape 1.661

estimates). These can be obtained from the smooth fit 90 Scale 9.062

80 N 25

to a WPP plot of data and involve exploiting properties AD 0.300

70

such as asymptotes, intersection points, slope, or points 60 P-Value > 0.250

of inflection. 50

40

30

Estimation of Location Parameter. The determination

of a suitable location parameter is not a simple task. 20

If a data set graphs as a straight line on a WPP, then the

data set is indeed adequately described by a Weibull dis- 10

tribution. However, an incorrect selection of will yield

5

a curved plot of data that is in fact Weibull-distributed.

If the graph of a set of data appears concave upward, 3

4 November 2005 10:08 CET

of . Conversely, if the data are concave downward, then

1

the plot can be straightened by increasing the value of . 0.1 1.0 10.0 100.0

The value of cannot be chosen larger than the smallest Data set 1

Springer Handbook

failure-time value, say T(1) , in the sample. It is generally Fig. 2.3 A typical Weibull probability plot CE2

MS ID: hb06-a2

CE

2 Please define abbreviation AD used in this figure

Editors or typesetters annotations (will be removed before the final TeX run)

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either point estimates or interval estimates. The details of isfy the following equations

these methods can be found, for example, in Kalbfleisch 1/

1

and Prentice [2.17]. n

We note that these methods may not be appropriate = (X i ) (2.32)

n

for small data sets. Hence, the estimates obtained from i=1

n

the WPP plot may be taken as the final estimates when

the data size is small. = (X i ) log(X i )

Part A 2.3

i=1

n 1 1

Moment Estimation. By equating the first three mo- 1

n

ments of the Weibull distribution to the first three sample (X ) log(X i )

n

moments and solving, it is possible to find the moment i=1 i=1

estimators

of , and . Now, the first moment ratio (2.33)

1 depends

only on the shape parameter , and hence

and

once 1 has been estimated from the sample coef-

ficient of skewness, can be determined numerically.

n

n

tion, and lastly is determined from the sample mean. i=1 i=1

If is known, then can be estimated from the ratio (2.34)

(standard deviation/(mean-). If the value satisfying (2.32)(2.34) is larger than X 1 =

For modified moment estimation, see Cohen min X i , then it is the maximum-likelihood estimate of .

et al. [2.18]. Otherwise, we set that = X 1 and then (2.32) and (2.33)

must be solved for and .

Maximum-Likelihood Method. Maximum-likelihood The method is suitable for large data sets because

methods for the three-parameter Weibull distribution of its asymptotic properties. Modifications of these es-

have been reviewed by Zanakis and Kyparisis [2.19]; timates can be found, for example, in Johnson et al.

see also Johnson et al. [2.2, Chapt. 21] for other details. [2.2].

The most common situation is when the location The reader may consult Chapt. 21 of Johnson et al.

parameter is known. Without loss of generality, we [2.2] and Chapt. 4 of Murthy et al. [2.3] for the following

may assume that = 0 so that the model becomes the methods of estimation,

two-parameter Weibull distribution.

The maximum-likelihood estimators, and of Best linear unbiased estimation,

and , respectively, satisfy the equations Percentile estimator,

n 1/ Bayesian estimator,

1 Interval estimation,

= Xi (2.30) Minimum quantile distance estimation.

n

i=1

and For the two-parameter Weibull distribution (i. e., = 0),

n 1 methods of inference can be obtained via the type 1

n

extreme-value distribution.

= X log X i

i X i

i=1 i=1 2.3.3 Hypothesis Testing

1

1

n

Goodness-of-Fit Tests for the Weibull

log X i , (2.31)

Distribution

n

i=1

There are other general goodness-of-fit tests based on the

where X i , i = 1, 2, . . . n are n independent observations empirical distribution functions derived. For example,

from the two-parameter Weibull distribution. If = 0, the chi-square test, KolmogorovSmirnov test, Cramer

then each X i is replaced by X i in the above equa-

4 November 2005 10:08 CET

tions. The value needs to be solved from (2.31) and could also be used to test the goodness of fit of the

then (2.30) is used to obtain . Weibull model.

Suppose the location parameter is also unknown, Generally, a goodness-of-fit test for Weibull distri-

Springer Handbook

then the maximum-likelihood estimates , and sat- bution can be described as:H0 : the population follows

MS ID: hb06-a2

Index entries on this page

a Weibull model, versus H1 : the Weibull model is not goodness-of-fit test for the two-parameter Weibull and

suitable. its power is compared with other traditional goodness-

Minitab under probability plot gives the Anderson of-fit tests.

Darling statistic as well as the confidence bands.

Lawless [2.12] summarizes the goodness-of-fit tests Hypothesis Testing

for the Weibull or extreme-value distribution. Four tests Hypothesis testing of Weibull parameters may be per-

(the likelihood ratio test as a sub-model of the gamma formed by the likelihood ratio, score and Wald tests.

Part A 2.4

distribution, MannScheuerFertig test, Tiku test and It is well known that all these tests are asymptotically

Cramervon Mises test) are discussed in detail. Dodson optimal.

[2.20] also includes and compares some goodness-of- For testing Weibull versus the exponential distribu-

fit tests for Weibull distributions in Chapt. 4 of his tion, we test = 1 (or = 1 of the second form) versus

book. Liao and Shimokawa [2.14] construct a new = 0.

There are many extensions, generalizations and modi- rived Weibull model. T is a random variable from F(t)

fications to the Weibull distribution. They arise out of and Z is a random variable from G(t).

the need to model features of empirical data sets that

cannot be adequately described by a three-parameter Type I Models

Weibull model: for example, the monotonic property of (Transformation of Weibull Variable)

the Weibull, which is unable to capture the behaviour Here Z and T are related by a transformation. The

of a data set that has a bathtub-shape failure rate. Xie transformation can be either linear or nonlinear. These

et al. [2.21] review several Weibull-related distributions include the following:

that exhibit bathtub-shaped failure rates. Plots of mean

residual life from several of these Weibull-derived mod- Reflected Weibull Distribution.

els are given in Lai et al. [2.22]. For simplicity, we

t

simply refer to these Weibull-related models as Weibull G(t) = exp , < t < . (2.35)

models.

2.4.1 Taxonomy for Weibull Models

(see Johnson et al. [2.8], Chapt. 22).

According to Murthy et al. [2.3], the taxonomy for

Double Weibull Distribution.

Weibull models involves seven types, each of which

divided into several sub-types. These models can be g(t) = (1/2) |t|(1) exp( |t| ) , < t < .

grouped into three groups: (2.36)

1. Univariate models (types IV), This is an obvious extension to include the negative real

2. Multivariate models (type VI), line as its support.

3. Stochastic process models (type VII).

In this chapter we confine our discussion to Log Weibull Distribution. The distribution is de-

univariate and stochastic process models, while rived from the logarithmic transformation of the

Murthy et al. [2.23] looks at bivariate models (a special two-parameter Weibull distribution. The distribution

case of multivariate models). In this chapter, only some function is

to the book by Murthy et al. [2.3] for more details. G(t) = 1 exp exp , < t < .

4 November 2005 10:08 CET

(2.37)

2.4.2 Univariate Models

This is also known as a type 1 extreme-value distribution

The starting point is the two-parameter Weibull model or Gumbel distribution. In fact, it is the most commonly

Springer Handbook

with distribution function F(t). Let G(t) denote the de- referred to in discussions of extreme-value distributions

MS ID: hb06-a2

Index entries on this page

(see [2.8], Chapt. 22). The density function is The density function is

1 t t 1 (t/) 1

g(t) = exp exp exp , g(t) = (t/)

.

t e 1 e

and the failure rate function is quite simple and given by

For an appropriate choice of the parameter set, it will

1 t give rise to a bathtub-shaped failure function. Jiang and

h(t) = exp .

Part A 2.4

Murthy [2.27] use a graphical approach to study this

distribution. The failure rate function is given by

Inverse (or Reverse) Weibull Model. Let Z = 2 /T ,

1

where T has a two-parameter Weibull distribution, then 1 (t/) 1 e(t/)

the distribution function of T is h(t) = t e .

1 (1 e(t/) )

G(t) = exp[(t/) ] , t 0 . (2.38)

Four-Parameter Weibull Distribution [2.28].

or Frchet distribution (see [2.8], Chapt. 22). The failure

rate function is as follows:

t a

t 1 e(/t) G(t) = 1 exp ,

h(t) = . bt

1 e (/t)

0at b<. (2.43)

of the Weibull Distribution) Doubly Truncated Weibull Distribution.

Here G(t) is related to F(t) by some relationship.

F(t) F(a)

G(t) = ,

Extended Weibull Distribution [2.24]. F(b) F(a)

e(t)

0<at b<. (2.44)

G(t) = 1 . (2.39)

1 (1 ) e (t)

(t)1

h(t) =

.

1 (1 ) e(t) G(t) = 1 exp e(t/) 1 ,

The failure rate function is increasing if 1, 1 and t 0, , , > 0 . (2.45)

decreasing if 1, 1.

This is known as the generalized exponential power

Modified Weibull Distribution [2.25]. model originally studied by Smith and Bain [2.30]. The

case of = 1 is also studied in Chen [2.31]. The failure

G(t) = 1 exp(t et ) , t 0 (2.40)

rate function is

with

1

h(t) = (t/)1 exp (t/) . (2.46)

h(t) = ( + t)t exp(t) . (2.41)

For = 0, this reduces to a Weibull distribution. For It approaches to a two-parameter Weibull distribution

0 < < 1, h(t) is initially decreasing and then increasing when with in such a manner that 1 / is

in t, implying that the failure rate function has a bathtub held constant.

shape. When > 1, h(t) is increasing in t.

4 November 2005 10:08 CET

Distributions)

Exponentiated Weibull Distribution [2.26].

These are univariate models derived from two or more

G(t) = [F(t)] = {1 exp[(t/) ]} , t 0 . distributions with at least one being either the standard

Springer Handbook

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Index entries on this page

n

n

G(t) = pi Fi (t) , pi 0 , pi = 1 . (2.47)

(S) = exp(0 + 1 S) . (2.51)

i=1 i=1

Jiang and Murthy [2.32, 33] categorize the possible Power Weibull Model.

shapes of the failure rate function for a mixture of any e0

two Weibull distributions in terms of five parameters. (S) = . (2.52)

S1

Part A 2.4

ture of the Weibull distribution with failure rate t 1 These types of models have been used extensively in

and the exponential distribution with failure rate 1 . For accelerated life testing [2.39] in reliability theory. As

> 1, the Weibull distribution is IFR CE3 . They found a result, they are referred to as accelerated failure

that the resulting mixture distribution is ultimately DFR. models.

In fact, the mixture has a failure rate with an upside-down

Weibull Proportional Hazard Models.

bathtub shape.

h(t) = (S)h 0 (t) , (2.53)

n-Fold Competing Risk Model.

where h 0 (t) is called the baseline hazard for a two-

n

G(t) = 1 [1 Fi (t)] . (2.48) parameter Weibull distribution. The only restriction on

i=1

the scalar function (S) is that it be positive. Many

different forms for (S) have been proposed. One such

Jiang and Murthy [2.35] also give a parametric study of is the following:

a competing risk model involving two Weibull distribu-

tions. k

(S) = exp b0 + bi si . (2.54)

n-Fold Multiplicative Model (Complementary Risk i=1

Model). For more on such models, see Cox and Oakes [2.39] and

n Kalbfleisch and Prentice [2.17].

G(t) = Fi (t) . (2.49)

i=1 Type V Models (Discrete Weibull Models)

The multiplicative model involving two Weibull distri- Here T can only assume non-negative integer values and

bution is considered in Jiang and Murthy [2.36]. this defines the support for F(t).

1 q t

k1 F1 (t) ,

0 t t1 ,

F(t) =

t = 0, 1, 2, 3 ,

1 k F (t) , t < t t , (2.55)

2 2 1 2

0 t<0.

G(t) = (2.50)

. . .

1 kn Fn (t) , t > tn1 , Model 2 [2.41]. The cumulative hazard function is given

by

where the sub-populations Fi (t) are two- or three-

parameter Weibull distributions and the ti s (called ct 1 t = 1, 2, , m

partition points) are an increasing sequence. Jiang and H(t) = (2.56)

Murthy [2.37] and Jiang et al. [2.38] consider the case 0 t<0,

n = 2 in details.

where m is given by

Type IV Models

int c[1/(1)] if > 1 ,

4 November 2005 10:08 CET

m= (2.57)

For models belonging to this group, the parameters of the if 1 ,

model are either functions of the independent variable (t)

or some other variables (such as the stress level s, etc.), and int() represents the integer part of the quantity

Springer Handbook

MS ID: hb06-a2

CE

3 Please ensure that the abbreviations IFR and DFR are defined on first use in the text

Editors or typesetters annotations (will be removed before the final TeX run)

Index entries on this page

Model 3 [2.42]. Weibull process, see for example, Bain and Engelhart

[2.44, Chapt. 9].

t

F(t) = 1 exp r(i)

Proportional Intensity Model

i=1

(Cox and Oaks [2.45])

t

The intensity function is given by

= 1 exp ci 1 , t = 0, 1, 2, .

i=1 (t; S) = 0 (t)(S) , t 0 , (2.60)

Part A 2.5

(2.58)

where 0 (t) is of the form given above and (S) is

2.4.3 Type VI Models a function of the explanatory variables S. The only

(Stochastic Point Process Models) restriction on (S) is that (S) > 0.

These are stochastic point process models with links to Ordinary Renewal Process (Yannaros [2.46])

the standard Weibull model. Here the point process is a renewal process with the

time between events being independent and identically

Power Law Process (Bassin [2.43]) distributed with the distribution function given by the

This is a point process model with the intensity function standard Weibull distribution.

given by

1 Modified Renewal Process

t

(t) = . (2.59) Here the distribution function for the time to first

event, F0 (t), is different from that for the subsequent

This model has been called by many different names: inter-event times, which are identical and independent

power law process; RaschWeibull process; Weibull in- random variables with distribution function F(). Note

tensity function); WeibullPoisson process and Weibull that F0 (t) and/or F(t) are standard Weibull distributions.

process. We note that the inter-event times do not have When F0 (t) = F(t), this reduces to the ordinary renewal

Weibull distributions. For further discussion on the process.

We have seen a large number of Weibull-related models

Probability (%)

which we simply refer as Weibull models. They ex- 99.9

hibit a wide range of shapes for the density and failure 99 Shape 1.015

rate functions, which make them suitable for modeling Scale 30.33

90 N 50

complex failure-data sets. AD 0.891

80

Recall, we mention that empirical modeling usu- 70 P-Value 0.021

ally involves three steps: model selection, estimation of 60

50

model parameters and model validation. In the context 40

of Weibull models, a selection procedure may be based 30

on WPP plots. This is possible due to the availability of 20

WPP or generalized WPP plots for all the Weibull mod-

els of types IIII. Of course, the shape of the density and 10

failure rate functions will also be valuable in the selec-

tion step. An added advantage of the WPP plots is that 5

they provide crude estimates of model parameters; these 3

4 November 2005 10:08 CET

It has been suggested that an alternative method to

1

estimate model parameters is through a least-squares 0.1 1.0 10.0 100.0 1000.0

fit. Basically speaking, this involves selecting the pa- Data set 2

Springer Handbook

rameters the parameters to minimize a function given Fig. 2.4 Probability plot of data set from Table 2.1

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Index entries on this page

0.12 0.43 0.92 1.14 1.24 1.61 1.93 2.38 4.51 5.09

6.79 7.64 8.45 11.90 11.94 13.01 13.25 14.32 17.47 18.10

18.66 19.23 24.39 25.01 26.41 26.80 27.75 29.69 29.84 31.65

32.64 35.00 40.70 42.34 43.05 43.40 44.36 45.40 48.14 49.10

49.44 51.17 58.62 60.29 72.13 72.22 72.25 72.29 85.20 89.52

Part A 2.6

n data that is different from the data used for model selec-

J() = [y(ti ; ) yi ]2 , (2.61) tion and parameter estimation. A smaller data set may

i=1 pose a problem, as there will be no separate data left af-

where y(ti ; ) uses the vector parameter and yi is ter model selection and parameter estimation. Various

the corresponding value obtained from the data. The solutions have been proposed in the case of a small data

optimization can be carried out using any standard op- set. We refer the readers to the book by Meeker and

timization package. The least-squares method not only Escobar [2.48] for further details.

furnishes us with parameter estimates, but also helps to Example 1:

select a Weibull model. If one of the potential candi- 50 items are tested to failure. The failure times are auto-

dates has a value for J() which is considerably smaller matically recorded and given in Table 2.1. The Weibull

than that for the other models, then this can undoubtedly probability plot indicates that the two-parameter Weibull

be accepted as the most appropriate model for model- model is not appropriate.

ing the given data set. If two or more Weibull models Based on the plot, we observe that the plot shows

give rise to roughly the same value of J(), one would a decreasing slope at the beginning, and an increasing

need to examine additional properties of the WPP plots slope at the end. This is an indication of a distribution

to decide on the final model. Other approaches such as with a bathtub-shaped failure-rate function. Some of the

bootstrap and jackknife may be employed for the final models of type II or type III can be used. One possibility

selection. For more on this, see Murthy et al. [2.3, 47]. is to fit the early part and last part of the plot with separate

A couple of comments on step 3 of our empirical lines (Fig. 2.4). This will result in a two-fold competing

modeling may be in order. There are many statistical risk model (2.48).

2.6 Applications

2.6.1 Applications in Reliability carried out during the development phase. Here the pro-

totype is tested until a failure occurs and the causes of the

Product reliability depends on the design, development failure are analyzed. Based on this, design changes are

and manufacturing decisions made prior to the launch made to overcome the identified failure causes. This pro-

(pre-launch stage) of the product and it in turn affects cess is continued until the reliability target is achieved.

the failures when the product is put into operation after The reliability of the items produced during manufac-

launch (post-launch stage). turing tends to vary from the design target value due

The pre-launch stage involves several phases. In the to variations resulting from the manufacturing process.

feasibility phase, study is carried out using the specified Through proper process and quality control during the

target value for product reliability. During the design manufacturing phase, these variations are controlled.

phase, product reliability is assessed in terms of part and In the post-launch stage, the reliability of an item

component reliabilities. Product reliability increases as decreases due to deterioration resulting from age and/or

4 November 2005 10:08 CET

the design is improved. However, this improvement has usage. This deterioration is affected by several factors,

an upper limit. If the target value is below this limit, including the environment, operating conditions and

then the design using available parts and components maintenance. The rate of deterioration can be controlled

achieves the desired target value. If not, then a program through effective preventive maintenance actions. Poor

Springer Handbook

to improve the reliability through testfixtest cycles is reliability results in higher maintenance cost for the

MS ID: hb06-a2

Index entries on this page

Author(s) Topic

Weibull [2.5] Yield strength of steel, fatigue life of steel

Keshevan et al. [2.49] Fracture strength of glass

Sheikh et al. [2.50] Pitting corrosion in pipes

Part A 2.6

Quereshi and Sheikh [2.51] Adhesive wear in metals

Durham and Padget [2.52] Failure of carbon-fiber composites

Almeida [2.53] Failure of coatings

Fok et al. [2.54] Failure of brittle materials

Newell et al. [2.55] Failure of composite materials

Li et al. [2.56] Concrete components

buyer. It also leads to higher warranty cost for the manu- used to model the in-control duration in the de-

facturer resulting from the cost of rectifying all failures sign of control charts to detect the change from

within the warranty period subsequent to the sale of the in-control to out-of-control. For more on this, see

product. Rahim [2.59], Costa and Rahim [2.60], and Chen and

Most products are composed of several components Yang [2.61]. Nelson [2.62] deals with control charts

and the failure of the product is due to failure of its com- for items with Weibull failure distributions where

ponents. Weibull models (the two- and three-parameter conforming and nonconforming items differ in the

models as well as a variety of types IIII Models) have scale parameter but have the same shape parameter.

been used to model the failures of many components Murthy et al. [2.63] and Djamaludin et al. [2.64]

and the literature is vast. A very small sample of the deal with lot production and look at optimal lot

literature follows. size to control the occurrence of nonconforming

These models allow the determination of product items.

reliability in terms of component reliabilities during the When the failure rate has a bathtub shape, it is prone

design phase. to early failure. For products modeled by Weibull models

During the development phase, it is often necessary exhibiting bathtub failure rates, burn-in is a technique

to use accelerated testing to hasten the process leading that can be used to weed out such failures and improve

to component failures. A variety of type IV models have product reliability before it is released for sale. For more

been used for the design of experiments to carry out this on burn-in, see, e.g., Kececioglu and Sun [2.65].

testing. For more on such models, see Nelson [2.39] and Warranty cost analysis for products with a Weibull

Meeker and Escobar [2.48]. failure distribution has received a lot of attention. For

The improvement in reliability (also referred to as more on this, see, e.g., Blischke and Murthy [2.66, 67]

reliability growth) during the development phase has and Murthy and Djamaludin [2.68].

been modeled in many different ways. Duane [2.57] Preventive maintenance of products with a Weibull

used a Weibull intensity model formulation to model failure distribution has received considerable attention.

the improvement in failure rate as a function of the In the age policy, an item is replaced preventively when it

development time. The breakthroughs leading to im- reaches some specified age and Tadikmalla [2.69] deals

provements can be viewed as random points along with this in the context of the Weibull failure distribution.

the time axis. Crow [2.58] modeled this by a Weibull In the block policy, items are replaced preventively at set

power-law process (type VI Weibull model). For mod- clock times and Blischke and Murthy [2.70] deals with

els that are modification of this model, see Murthy this in the context of the Weibull failure distribution.

4 November 2005 10:08 CET

et al. [2.3].

In the manufacturing phase, the fraction of noncon- 2.6.2 Applications in Other Areas

forming items is small when the process is in-control

while it increases significantly when the process Weibull distribution has been used as a model in diverse

Springer Handbook

goes out-of-control. the Weibull distribution has been disciplines to study many different issues. There are

MS ID: hb06-a2

Index entries on this page

Discipline Topic Author(s)

Geophysics Wind-speed data analysis Al-Hasan 2.71

Earthquake magnitude Huillet and Raynaud 2.72

Volcanic occurrence data Bebbington and Lai 2.73

Low-flow analysis Durrans 2.74

Part A 2

Food science Sterility in thermal preservation method Mafart et al. 2.76

Social science Unemployment duration Roed and Zhang 2.77

Environment Environment radioactivity Dahm et al. 2.78

Nature Ecological application Fleming 2.79

Medical science Survival data Carroll 2.80

several thousand papers and we give a very small sample Weibull++ 6 by ReliaSoft Corp., Tucson, AZ;

of this vast literature http://weibull.reliasoft.com/

Relex Weibull by Relex Software Corp., Greens-

2.6.3 Weibull Analysis Software burg, PA; http://www.relexsoftware.com/products

/weibull.asp

In any analysis of statistical data, computer software is

required. In addition to standard statistical software such WeibullPro by Isograph Inc., Newport Beach, CA;

as Minitab, SPSS, SAS, etc., or spreadsheet software http://www.isograph-software.com/avsoverwbl.htm

such as Excel, some specialized Weibull analysis soft- WinSMITH Weibull by Barringer & Associates,

ware are also available. Below is a list of some common Inc., Humble, TX; http://www.barringer1.com

ones. /wins.htm

References

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2.2 N. L. Johnson, S. Kotz, N. Balakrishnan: Continuous 30(4), 386394 (1998)

Univariate Distributions, Vol. 1, 2nd edn. (Wiley, New 2.10 C. D. Lai, M. Xie: Relative ageing for two parallel sys-

York 1994) tems and related problems, Math. Comp. Model. 38,

2.3 D. N. P. Murthy, M. Xie, R. Jiang: Weibull Models 13391345 (2003)

(Wiley, New York 2003) 2.11 M. Xie, C. D. Lai: On the increase of the expected

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2.6 M. Frchet: Sur la loi de probabilit de lcart max- York 1982)

imum, Ann. Soc. Polonaise Math. Cracovie 6, 93116 2.14 M. Liao, T. Shimokawa: A new goodness-of-fit

(1927) test for Type-I extreme-value, 2-parameter Weibull

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2.8 N. L. Johnson, S. Kotz, N. Balakrishnan: Continuous 2.16 W. Nelson: Theory and application of hazard plotting

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Univariate Distributions, Vol. 2, 2nd edn. (Wiley, New for censored failure data, J. Qual. Technol. 14, 935

York 1995) 966 (1972)

2.17 J. D. Kalbfleisch, R. L. Prentice: The Statistical Anal-

ysis of Failure Data (Wiley, New York 1980)

Springer Handbook

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2.18 A. C. Cohen, B. J. Whitten, Y. Ding: Modified mo- tributions, Int. J. Reliab. Quality Saf. Eng. 4, 1734

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2.19 S. H. Zanakis, J. Kyparisis: A review of maximum plicative model involving two Weibull distributions,

likelihood estimation methods for the three- Reliab. Eng. Sys. Saf. 55, 217226 (1997)

parameter Weibull distribution, J. Stat. Comp. Simul. 2.37 R. Jiang, D. N. P. Murthy: Reliability modeling in-

25, 5373 (1986) volving two Weibull distributions, Reliab. Eng. Sys.

2.20 B. Dodson: Weibull Analysis (ASQC Quality, Milwau- Saf. 47, 187198 (1995)

Part A 2

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2.21 M. Xie, C. D. Lai, D. N. P. Murthy: Weibull-related els involving two Weibull distributions, Int. J. Reliab.

distributions for modelling of bathtub shaped fail- Qual. Saf. Eng. 6, 103122 (1999)

ure rate functions. In: Mathematical and Statistical 2.39 W. Nelson: Accelerated Testing (Wiley, New York

Methods in Reliability, ed. by B. H. Lindqvist, 1990)

K. A. Doksum (World Scientific, Singapore 2003) 2.40 T. Nakagawa, S. Osaki: The discrete Weibull distri-

pp. 283297 bution, IEEE Trans. Reliab. 24, 300301 (1975)

2.22 C. D. Lai, L. Y. Zhang, M. Xie: Mean residual life and 2.41 W. E. Stein, R. Dattero: A new discrete Weibull dis-

other properties of Weibull related bathtub shape tribution, IEEE Trans. Reliab. 33, 196197 (1984)

failure rate distributions, Int. J. Reliab. Qual. Saf. 2.42 W. J. Padgett, J. D. Spurrier: Discrete failure models,

Eng. 11, TS4 (2004) IEEE Trans. Reliab. 34, 253256 (1985)

2.23 D. N. P. Murthy, J. Baik, M. Bulmer, R. J. Wilson: 2.43 W. M. Bassin: A Bayesian optimal overhaul model for

Two-dimensional modelling of failures. In: Springer the Weibull restoration process, J. Am. Stat. Ass. 68,

Handbook Of Engineering Statistics, ed. by H. Pham 575578 (1973)

(Springer, Heidelberg, Berlin 2004) 2.44 L. J. Bain, M. Engelhart: Statistical Analysis of

2.24 A. W. Marshall, I. Olkin: A new method for adding Reliability and Life-testing Models, 2nd edn. (Mar-

aparameter to afamily of distributions with ap- cel Dekker, New York 1991)

plication to the exponential and Weibull families, 2.45 D. R. Cox, D. D. Oakes: Analysis of Survival Data

Biometrika 84, 641652 (1997) (Chapman Hall, New York 1984)

2.25 C. D. Lai, M. Xie, M. D. N. P. Murthy: Modified Weibull 2.46 N. Yannaros: Weibull renewal processes, Ann. Inst.

model, IEEE Trans. Reliab. 52, 3337 (2003) Stat. Math. 46, 641648 (1994)

2.26 G. S. Mudholkar, D. K. Srivastava: Exponentiated 2.47 D. N. P. Murthy, M. Bulmer, J. E. Eccleston: Weibull

Weibull family for analyzing bathtub failure-rate modelling, Reliab. Eng. Sys. Saf. TS5 , (2004) in print

data, IEEE Trans. Reliab. 42, 299302 (1993) 2.48 W. Q. Meeker, L. A. Escobar: Statistical Methods for

2.27 R. Jiang, D. N. P. Murthy: The exponentiated Weibull Reliability Data (Wiley, New York 1998)

family: A graphical approach, IEEE Trans. Reliab. 48, 2.49 K. Keshevan, G. Sargent, H. Conrad: Statistical anal-

6872 (1999) ysis of the Hertzian fracture of pyrex glass using

2.28 J. A. Kies: The Strength of Glass, Report, Vol. 5093 the Weibull distribution function, J. Mater. Sci. 15,

(Naval Research Lab., Washington 1958) 839844 (1980)

2.29 M. Xie, T. N. Goh, Y. Tang: A modified Weibull ex- 2.50 A. K. Sheikh, J. K. Boah, D. A. Hansen: Statistical

tension with bathtub-shaped failure rate function, modelling of pitting corrosion and pipeline relia-

Reliab. Eng. Syst. Saf. 76, 279285 (2002) bility, Corrosion 46, 190196 (1990)

2.30 R. M. Smith, L. J. Bain: An exponential power life- 2.51 F. S. Queeshi, A. K. Sheikh: Probabilistic characteri-

testing distribution, Commun. Stat. 4, 469481 zation of adhesive wear in metals, IEEE Trans. Reliab.

(1975) 46, 3844 (1997)

2.31 Z. Chen: A new two-parameter distribution with 2.52 S. D. Durham, W. J. Padgett: Cumulative damage

bathtub shape or increasing failure rate function, model for system failure with application to car-

Stat. Probab. Lett. 49, 155161 (2000) bon fibers and composites, Technometrics 39, 3444

2.32 R. Jiang, D. N. P. Murthy: Modeling failure data by (1997)

mixture of two Weibull distributions: A graphical 2.53 J. B. Almeida: Application of Weilbull statistics to the

approach, IEEE Trans. Reliab. 44, 477488 (1995) failure of coatings, J. Mater. Proces. Technol. 93,

2.33 R. Jiang, D. N. P. Murthy: Mixture of Weibull 257263 (1999)

distributions-parametric characterization of failure 2.54 S. L. Fok, B. C. Mitchell, J. Smart, B. J. Marsden: A nu-

rate function, Stochastic Models Data Anal. 14, 4765 merical study on the application of the Weibull

(1998) theory to brittle materials, Eng. Fract. Mech. 68,

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may reverse increasing failure rates, J. Am. Stat. Ass. 2.55 J. A. Newell, T. Kurzeja, M. Spence, M. Lynch: Analy-

90, 14161423 (1995) sis of recoil compressive failure in high performance

2.35 R. Jiang, D. N. P. Murthy: Parametric study of polymers using two-, four-parameter Weibull mod-

Springer Handbook

competing risk model involving two Weibull dis- els, High Perform. Polym. 14, 425434 (2002)

MS ID: hb06-a2

TS5 Please give any update if possible.

Index entries on this page

2.56 Q. S. Li, J. Q. Fang, D. K. Liu, J. Tang: Failure prob- 2.70 W. R. Blischke, D. N. P. Murthy: Reliability (Wiley,

ability prediction of concrete components, Cement New York 2000)

Concrete Res. 33, 16311636 (2003) 2.71 M. Al-Hasan, R. R. Nigmatullin: Identification of the

2.57 J. T. Duane: Learning curve approach to reliability generalized Weibull distribution in wind speed data

monitoring, IEEE Trans. Aerosp. 40, 563566 (1964) by the Eigen-coordinates method, Renewable En-

2.58 L. H. Crow: Reliability analysis for complex systems. erg. 28(1), 93110 (2003)

In: Reliability and Biometry, ed. by F. Proschan, 2.72 T. Huillet, H. F. Raynaud: Rare events in a log-

R. J. Serfling (SIAM, Philadelphia 1974) pp. 379410 Weibull scenarioApplication to earthquake mag-

Part A 2

2.59 M. A. Rahim: Economic design of X charts assuming nitude data, Eur. Phys. J. B 12, 457469 (1999)

Weibull in-control times, J. Qual. Technol. 25, 296 2.73 M. S. Bebbington, C. D. Lai: On nonhomogeneous

305 (1993) models for volcanic eruptions, Math. Geol. 28, 585

2.60 A. F. B. Costa, M. A. Rahim: Economic design of X and 599 (1996)

R charts under Weibull shock models, Qual. Reliab. 2.74 S. R. Durrans: Low-flow analysis with aconditional

Eng. Int. 16, 143156 (2000) Weibull tail model, Water Resour. Res. 32, 17491760

2.61 Y. S. Chen, Y. M. Yang: Economic design of x-control (1996)

charts with Weibull in-control times, when there 2.75 J. H. Heo, D. C. Boes, J. D. Salas: Regional flood fre-

are multiple assignable causes, Int. J. Prod. Econ. quency analysis based on a Weibull model: Part

77, 1723 (2002) 1. Estimation, asymptotic variances, J. Hydrol. 242,

2.62 P. R. Nelson: Control chart for Weibull process, IEEE 157170 (2001)

Trans. Reliab. 28, 283288 (1979) 2.76 P. Mafart, O. Couvert, S. Gaillard, I. Leguerinel:

2.63 D. N. P. Murthy, I. Djamaludin, R. J. Wilson: Product On calculating sterility in thermal preservation

warranty and quality control, Qual. Reliab. Eng. 9, methods: application of the Weibull frequency dis-

431443 (1993) tribution model, Int. J. Food Microbiol. 72, 107113

2.64 I. Djamaludin, D. N. P. Murthy, R. J. Wilson: Lot- (2002)

sizing and testing for items with uncertain quality, 2.77 K. Roed, T. Zhang: A note on the Weibull distribution

Math. Comp. Model. 22, 3544 (1995) and time aggregation bias, Appl. Econ. Lett. 9, 469

2.65 D. Kececioglu, F. B. Sun: Burn-in Testing: Its Quan- 472 (2002)

tification and Optimization (Prentice Hall, Upper 2.78 H. Dahm, J. Niemeyer, D. Schroder: Application of

Saddle River 1997) the Weibull distribution to describe the vertical dis-

2.66 W. R. Blischke, D. N. P. Murthy: Product Warranty tribution of cesium-137 on a slope under permanent

Handbook (Marcel Dekker, New York 1994) pasture in Luxembourg, J. Environ. Radioac. 63,

2.67 W. R. Blischke, D. N. P. Murthy: Warranty Cost Anal- 207219 (2002)

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2.68 D. N. P. Murthy, I. Djamaludin: Product warranty: cal application: describing the dynamics of foliage

A review, Int. J. Prod. Econ. 79, 231260 (2002) biomass on Scots pine, Ecol. Model. 138(1-3), 309

2.69 P. R. Tadikmalla: Age replacement policies for 319 (2001)

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(1980) model in the analysis of survival data, Control. Clin.

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2.81 N. L. Johnson, S. Kotz, N. Balakrishnan: Continuos

Univariate Distributions, Vol. 1, 2nd edn. (Wiley, New

York 1994) pp. 657661

4 November 2005 10:08 CET

Springer Handbook

MS ID: hb06-a2