Weibull Analysis

for
Life Data

Jang JuSu
 Historical Background
1. Waloddi Weibull (1887-1979) invented the Weibull distribution in
1937.

2. His 1951 paper represents the culmination of his work in reliability

analysis.

3. The U.S.Air Force recognized the merit of Weibulls methods and

funded his research to 1975.

4. Leonard Johnson at General Motors, improved Weibulls methods.

(Weibull used mean rank values for plotting but Johnson suggested the use of
median rank values)

5. E.J.Gumbel proved that the Weibull distribution and the smallest

extreme value distributions(Type III) are same.

6. The engineers at Pratt & Whitney found that the Weibull method
worked well with extremely small samples, even 2 or 3 failures.
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 Advantages of Weibull Analysis
1. The primary advantage of Weibull analysis is the ability to provide
reasonably accurate failure analysis and failure forecast with
extremely small samples.

2. Another advantage is a simple and useful graphical methods.

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 Application of Weibull Analysis

Life Data or Accelerated Life Data

Weibull Analysis

Failure Analysis and Forecasting

Schedule Maintenance
Application to

Project Management for a System or Plant

Warranty and Cost Analysis

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 Weibull Distribution
1. Probability Density Function
1 t
t


f (t ) e
,t 0

2. Cumulative Distribution Function

t



F (t ) 1 e
, t 0

: Shape parameter

: Scale parameter

: Location parameter

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 Weibull Distribution
Shape parameter variations with 10 .
0.4 0.4

0.3 0.3
0 .5 1
0.2 0.2

0.1 0.1

5 10 15 20 25 30 5 10 15 20 25 30

0.4 0.4

0.3 0.3

2 2.5
0.2 0.2

0.1 0.1

5 10 15 20 25 30 5 10 15 20 25 30

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 Weibull Distribution
Scale parameter variations with 2 .

0.8 0.08

0.6 1 0.06
10

0.4 0.04

0.2 0.02

0.5 1 1.5 2 2.5 3 5 10 15 20 25 30

0.008 0.0008

0.006 100 0.0006 1000

0.004 0.0004

0.002 0.0002

50 100 150 200 250 300 500 1000 1500 2000 2500 3000

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 Weibull Distribution
Location parameter shift the curve along x-axis.

CDF : shape parameter variation

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 Weibull Distribution

1
1

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 Weibull Distribution

t




F (t ) 1 e

From the above equation,

If we set the value of time to t then F ( ) 0.632 .
So we can guess that is defined as the age at which
63.2% of the units will fail.

F ( ) 1 e 1 e 1 0.632 .

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 Interpretation

Assume that we have 2-types data, failure and suspended,

1. For scale parameter ,

In general the more we have suspended data the shape

parameter , , hardly change but the scale parameter , ,
will be increased.

2. For shape parameter ,

1 : Implies Infant mortality and we can suspect

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 Interpretation

Inadequate burn-in test or screening,

Production problems, misassembled, quality control,

Overhaul problems,

Solid state electronic failure.

1 : Implies random failures

Maintenance errors, human errors,

Failures due to nature,

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 Interpretation

Failures due to nature,

Mixtures of data from 3 or more failure modes or different s.

1 4 : Implies early wear out

Low cycle fatigue,

Corrosion or erosion.

4 : Implies ageing effects

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 Types of Data

0 Time 0 Time 0 Time

1 Complete 1 Type II 1 Type I
Data
2 2 2
3 3 3
Unit

Unit

Unit
4 4 4
5 5 5
6 6 6

0 Time 0 Time 0 Time

1 Multiply Failure 1 Random 1 Interval
Censored Censored (Grouped)
2 2 2 Data
3 3 3
Unit

Unit

Unit
4 4 4
5 5 5
6 6 6

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 Median Rank Regression

Failure time Status Median Rank Y X

1500 F 0.0946 7.3132 -2.3088

1750 S
2250 F 0.2523 7.7187 -1.2353
4000 F 0.4099 8.2940 -0.6397
4300 F 0.5676 8.3664 -0.1763
5000 S
7000 F 0.8041 8.8537 0.4887

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 Median Rank Regression

1. Adjusted Rank formula

reverse rank Rn 1 ( N 1)
Rn
reverse rank 1
R0 0 , n 1 , 2 , 3 , . . .

2. Benards Approximation formula

( Rn 0.3)
BRn
N 0.4
n 1, 2 , 3,...
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 Median Rank Regression

t

t


F (t ) 1 e 1 F (t ) e

t
t
1 /(1 F (t )) e ln[ 1 /(1 F (t ))]

ln ln[ 1 /(1 F (t ))] ln( t ) ln( )

y Bx A
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 Median Rank Regression

y ln( failure time)

x ln ln( 1 /(1 Median Rank of Y ))

1

e A
B

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 Median Rank Regression

Y
e

XC
CX t (Y XC ) 0 y1 x1 ,1

y2 x2 ,1 B
X Y X XC
t t
Y X C
.. .. ,1 A

y x ,1
C ( X t X ) 1 X tY n n

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 Median Rank Regression

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 Maximum Likelihood Estimation

t
1
f (t ) t e , t 0

k
L f (ti ) f (t1 ) f (t 2 )... f (t k )
i 1

ti
k

ti e
1

i 1

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 Maximum Likelihood Estimation

1
k
1 k
ln L k ln ln ti ti
i 1 i 1
Maximizing Logarithm Likelihood Function

(ln L) k 1
ln ti ti ln ti 0

(ln L) k
2 0
i
t

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 Maximum Likelihood Estimation

i ln ti
t
1 r 1
G( ) i 1
ln ti 0
k

i r i 1
t
i 1

1
k

t i
i 1
r

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 Maximum Likelihood Estimation

G( n )
n1 n
G`( n )

We so as to use Newton method have to find the derivative of G( )

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 Maximum Likelihood Estimation

k k

t i

(ln ti ) 2
(t i

ln t ) i
2
1
G`( ) i 1
i 1
2
k k

t
i 1
i

( t )
i 1
i
2

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 Maximum Likelihood Estimation

(ln L)
2 1 t t 2 t t 2
i (ln i ) i (ln i )
2

n
r

(ln L)
2 t t


i
( 1) i
( 1)
2
2 2 2

n
r


(ln L)
2
1 ti 1 ti
ln 1
n
t 1 t
i ln i 1


r

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 Maximum Likelihood Estimation

Z / 2 var( )
exp

Z / 2 var( )
exp



(ln t ln )

Z / 2 var( )
exp

Z / 2 var( )
exp

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 Maximum Likelihood Estimation

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 Conclusion

In case of small sample -> Monte Carlo Simulation!

this will make an analysis enhanced with small sample.

Topics MLE Rank Regression

Graphical None OK
Small sample Bad( more bias) more accurate
Forecast Bad more accurate
Risk Analysis ? ?
Confidence Rigorous None
Convergence ? Always
Mixed mode Only one Available

But large sample case, MLE preferred!

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 Arrhenius Model
Arrhenius Law

E
A e kT

where
E : activation energy : electron-volts.
k : Boltzmanns constant : 8.6171x10-5 per C.
T : Kelvin temperature
A : a constant that depends on product geometry,
specimen size, and other factors.

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 Arrhenius Model
Linearized relationship

log 0 ( 1 / T )

where

1 log( e) ( E / k ) 0.4343 E / k

E 2.303 k 1

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 Arrhenius Model
Arrhenius acceleration factor K

1 1
K / ' exp{( E / k )[ ]}
T T'

Example : E = 0.65 eV, T = 453 K(180 C), T = 533 K(260 C).

K = exp{(0.65/ 8.6171x10-5 )[1/453 1/533]} = 12

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 Arrhenius Model

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