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90% 95%
Num Fails Lower for MTBF Upper for MTBF Lower for MTBF Upper for MTBF
0 0.3338 - 0.2711 -
1 0.2108 19.4958 0.1795 39.4978
2 0.3177 5.6281 0.2768 8.2573
3 0.3869 3.6689 0.3422 4.8491
4 0.4370 2.9276 0.3906 3.6702
5 0.4756 2.5379 0.4285 3.0798
6 0.5067 2.2962 0.4594 2.7249
7 0.5324 2.1307 0.4853 2.4872
8 0.5542 2.0096 0.5075 2.3163
9 0.5731 1.9168 0.5268 2.1869
10 0.5895 1.8432 0.5438 2.0853
11 0.6041 1.7831 0.5589 2.0032
12 0.6172 1.7330 0.5725 1.9353
13 0.6290 1.6906 0.5848 1.8781
14 0.6397 1.6541 0.5960 1.8291
15 0.6494 1.6223 0.6063 1.7867
20 0.6882 1.5089 0.6475 1.6371
25 0.7160 1.4383 0.6774 1.5452
30 0.7373 1.3893 0.7005 1.4822
35 0.7542 1.3529 0.7190 1.4357
40 0.7682 1.3247 0.7344 1.3997
45 0.7800 1.3020 0.7473 1.3710
50 0.7901 1.2832 0.7585 1.3473
75 0.8252 1.2226 0.7978 1.2714
100 0.8469 1.1885 0.8222 1.2290
500 0.9287 1.0781 0.9161 1.0938
Fo Confidence bounds for the typical Type I censoring situation are obtained from chi-square
rm distribution tables or programs. The formula for calculating confidence intervals is:
ula
s
for
co
nfi
de In this formula, Χ 2α/2,2r is a value that the chi-square statistic with 2r degrees of freedom is
nce less than with probability α/2. In other words, the left-hand tail of the distribution has
bo probability α/2. An even simpler version of this formula can be written using T = the total
un unit test time:
d
fac
tor
s-
eve
n
for These bounds are exact for the case of one or more repairable systems on test for a fixed
"ze time. They are also exact when non repairable units are on test for a fixed time and
ro failures are replaced with new units during the course of the test. For other situations, they
fail are approximate.
s"
cas When there are zero failures during the test or operation time, only a (one-sided) MTBF
e
lower bound exists, and this is given by
MTBFlower = T/(-ln )
The interpretation of this bound is the following: if the true MTBF were any lower than
MTBFlower, we would have seen at least one failure during T hours of test with probability
at least 1-α. Therefore, we are 100(1-α) % confident that the true MTBF is not lower than
MTBFlower.
Please use caution when using CDF and inverse CDF functions in commercial software
because some functions require left-tail probabilities and others require right-tail
probabilities. In the left-tail case, α/2 is used for the upper bound because 2T is being
divided by the smaller percentile, and 1-α/2 is used for the lower bound because 2T is
divided by the larger percentile. For the right-tail case, 1-α/2 is used to compute the upper
bound and α/2 is used to compute the lower bound. Our formulas for G -1(q,ν) assume the
inverse CDF function requires left-tail probabilities.
Example
Ex A system was observed for two calendar months of operation, during which time it was in
am operation for 800 hours and had 2 failures.
ple
sho The MTBF estimate is 800/2 = 400 hours. A 90 %, two-sided confidence interval is given
wi by (400×0.3177, 400×5.6281) = (127, 2251). The same interval could have been obtained
ng using
ho
w LOWER = 1600/G -1(0.95,6)
to UPPER = 1600/G -1(0.05,4)
cal Note that 127 is a 95 % lower limit for the true MTBF. The customer is usually only
cul concerned with the lower limit and one-sided lower limits are often used for statements of
ate contractual requirements.
co
nfi
de
nce
lim
its
Zer What could we have said if the system had no failures? For a 95 % lower confidence limit
o on the true MTBF, we either use the 0 failures factor from the 90 % confidence interval
fail table and calculate 800 × 0.3338 = 267, or we use T/(ln α) = 800/(ln 0.05) = 267.
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