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RELI ABI LI TY ENGI NEERI NG UNI T
ASST4403
Lec t ur e 8: WEI BULL AND EXPONENTI AL DI STRI BUTI ONS
1
Learning outcomes
Familiarity with the properties of Weibull and
exponential distributions
Ability to find characteristics of a random variable
with Weibull distribution
Ability to find characteristics of a random variable
with exponential distribution
2
|: shape parameter
q: characteristic life
(scale parameter)
(Hyper-exponential)
(E ti l)
f(t)
1
( )
t
t
f t e
|
|
q
|
q q
| |

|
\ .
| |
=
|
\ .
Weibull distribution
3
|=3.5
|=2.0
|=1.0
|=0.5
(Exponential)
(Rayleigh)
(Normal)
t
What is behind
Used first to model fatigue/
strength
An extreme value distribution
(the smallest extreme value)
Most flexible
4
(Waloddi Weibull:
1887-1979, Swedish
engineer)
|: shape parameter
q: characteristic life
1
( )
t
t
f t e
|
|
q
|
q q
| |

|
\ .
| |
=
|
\ .
{ } ( ) 1
t
F t P T t e
|
q
| |

|
\ .
s
Properties
{ } ( ) 1 F t P T t e
q \ .
= s =
1
( ) 1 0.632 F t e q

= = =
5
0 5
0.6
0.7
0.8
0.9
1
f(t)
q, characteristic life: time at
which cumulative probability =
63.2%
Weibull Distribution
6
0
0.1
0.2
0.3
0.4
0.5
t
NB: When |=1, q=
63.2%
q
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2
|: shape parameter
q: characteristic life
1
1 q
|
| |
= I +
|
\ .
2
2 2
2 1
1 1 o q

( | | | |
I + I +
` ( | |
except when 1 q | = =
The mean value
The standard
Note:
Properties (contd)
7
1 1 o q
| |
= I + I +
` ( | |
\ . \ .
)
deviation
The median (the random variable has 50% chance of being
lower and 50% greater than this value)
|
q
/ 1
5 . 0
) 5 . 0 ln ( = =
median
t t
Gamma function
If z=n is a positive integer, then
Otherwise the value I(z) can be found in a table
Note also for all z>0
Example: I(4)=(4-1)!=3!=321=6
I(2.6)=1.42962
I(3.7)= I(2.7+1) =2.7 I(2.7)= 2.7 1.54469=4.1707
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Gamma function table
9

0.
0.
0.
0.
Same | &
growing q
Same q &
growing |
0.
0.
10
Effect of | and q on the shape of the Weibull pdf
1 f(t)
3-Parameter
Weibull distribution
: Location Parameter
|
q
|
q

q
| |
|
.
|

\
|

|
|
.
|

\
|
=
t
e
t
t f
1
) (
11
0
time

f(t)
q

63.2%
Weibull distribution : examples
A weibull distributed random variable has shape
parameter 2 and scale parameter 1,000 hr. Find
The mean
St d d d i ti Standard deviation
The median
The probability the random variable takes a value
between 800 and 1,200 hours
The time at which the random variable has 90%
chance to be greater than
12
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3
Weibull distribution : examples
The mean
Standard deviation
hr 23 . 886 88623 . 0 1000 ) 5 . 1 ( 1000
)
2
1
1 ( 1000 )
1
1 (
= = I =
+ I = + I =
|
q
)
2
1
1 ( ) 1 1 ( 1000 )
1
1 ( )
2
1 (
2 2
(

+ I + I =
(

+ I + I =
| |
q o
The median
The probability the random variable takes a value
between 8,000 and 24,000 hours
The time at which the random variable has 90%
chance to be greater than
13
| | hr 25 . 463 88623 . 0 1 1000
2
= =
hr t t
median
55 . 832 ) 5 . 0 ln ( 1000 ) 5 . 0 ln (
2 / 1 / 1
5 . 0
= = = =
|
q
Weibull distribution : examples
The probability the random variable takes a value
between 800 and 1,200 hours
Th ti t hi h th d i bl h 90%
2904 . 0 1 1
) 800 ( ) 1200 ( ) 1200 800 Pr(
2 2
1000
800
1000
1200
=
(
(

(
(

= = s s
|
.
|

\
|
|
.
|

\
|

e e
F F T
The time at which the random variable has 90%
chance to be greater than
14
hr t e t F
t T t T
t
59 . 324 1 . 0 1 1 . 0 ) (
1 . 0 ) Pr( 9 . 0 ) Pr(
9 . 0
1000
9 . 0
9 . 0 9 . 0
2
9 . 0
= = =
= < = >
|
.
|

\
|

Exponential Distribution
A special case when |=1 in Weibull distribution
Very important in reliability engineering
More to come More to come
15
Exponential Distribution
0.5
0.6
0.7
0.8
0.9
1
f(t)
f(t)
16
t
e t f

= ) (

0
0.1
0.2
0.3
0.4
0.5
t, time
Exponential Distribution
f(t)
0, 0 ( ) ,
t
t f t e



> > =
0
( ) { }
1
t
x t
F t P X t
e dx e

= s
= =
}
= 1/
t
63.2%
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Exponential Distribution
f(t)
Q: Why 63.2%?
1
( ) 1 1 0.632
t
t
F t e e

=
= = = =
= 1/
t
63.2%
1

=
18
mean
Standard
deviation

o
1
=
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Exponential distribution : examples
Redo the example for Weibull distributed random
variable with shape parameter 1 and scale
parameter 1,000 hr.
19
Exponential distribution :
examples
The mean
Standard deviation
)
1
1
1 ( ) 2 1 ( 1000 )
1
1 ( )
2
1 (
2 2
(

+ I + I =
(

+ I + I =
| |
q o
hr 1000 1 1000 ) 2 ( 1000
)
1
1
1 ( 1000 )
1
1 (
= = I =
+ I = + I =
|
q
The median
The probability the random variable takes a value
between 8,000 and 24,000 hours
The time at which the random variable has 90%
chance to be greater than
20
| | hr 1000 ! 1 ! 2 1000
2
= =
hr t t
median
15 . 693 ) 5 . 0 ln ( 1000 ) 5 . 0 ln (
1 / 1 / 1
5 . 0
= = = =
|
q
Exponential distribution :
examples
The probability the random variable takes a value
between 800 and 1,200 hours
Th ti t hi h th d i bl h 90%
1481 . 0 1 1
) 800 ( ) 1200 ( ) 1200 800 Pr(
1000
800
1000
1200
=
(
(

(
(

= = s s
|
.
|

\
|
|
.
|

\
|

e e
F F T
The time at which the random variable has 90%
chance to be greater than
21
hr t e t F
t T t T
t
6 . 2302 1 . 0 1 1 . 0 ) (
1 . 0 ) Pr( 9 . 0 ) Pr(
9 . 0
1000
9 . 0
9 . 0 9 . 0
9 . 0
= = =
= < = >
|
.
|

\
|