VAlNJ|NANC| VANAG|V|NJ

lV 5u3
lec|ure - 4: Iorome|er Ls|imo|ion
Dr Muhammad Fahad
Associate Professor/Director Product Development Centre
Dept of Industrial & Manufacturing
NED University of Engineering & Technology
Slide
1-2
LomIe. 2uu llot bclbs woro tostou oou too Iollcros lo
luuu-oocr lotorvols oro
lroboblllty Dlstrlbctloo
Time Interval (Hours) Failures in the
interval
0-1000 100
Dotorloo |(t}, k(t}, I(t}, o(t}
0-1000
1001-2000
2001-3000
3001-4000
4001-5000
5001-6000
6001-7000
100
40
20
15
10
8
7
Total 200
Slide
1-3
f(t)
0.5
0.2
lroboblllty Dlstrlbctloo
Time Interval (Hrs)
Failures in the
interval
0-1000 100
1001-2000 40
F(t)
0.5
0.7
R(t)
0.5
0.3
h(t)
1
0.67
f(t)
F(t)
R(t) h(t)
0.2
0.1
0.075
0.05
0.04
0.035
1001-2000 40
2001-3000 20
3001-4000 15
4001-5000 10
5001-6000 8
6001-7000 7
Total 200
0.7
0.8
0.88
0.93
0.97
1
0.3
0.2
0.13
0.08
0.04
0
0.67
0.5
0.6
0.67
1.14
Slide
1-4
4
lroboblllty Dlstrlbctloo
0.
0.8
1
1.2
|(|)
0
0.2
0.4
0.
Slide
1-5
5
lroboblllty Dlstrlbctloo
0.
0.8
1
1.2
I(|)
0
0.2
0.4
0.
Slide
1-6
6
lroboblllty Dlstrlbctloo
0.
0.8
1
1.2
k(|)
0
0.2
0.4
0.
Slide
1-7
7
lroboblllty Dlstrlbctloo
0.
0.8
1
1.2
b(|)
0
0.2
0.4
0.
Slide
1-8
8
lroboblllty Dlstrlbctloo
0.
0.8
1
1.2
F(t)
h(t)
0
0.2
0.4
0.
R(t)
f(t)
Slide
1-9
LomIe. kocoruou Iollcro tlos Ior o solo oI 9 colts oro
obsorvou ot.
=7u, l5u, 25u, 3u, =85, 5u, 855, ll3u, l5=u.
Dotorloo |(t}, k(t}, I(t}, o(t}
lroboblllty Dlstrlbctloo
Slide
1-10
h(t)
0.001429
0.001389
0.001250
R=(1-F)
1
0.9
0.8
t(i+1)
70
150
250
lroboblllty Dlstrlbctloo
i t (i)
0 0
1 70
2 150
F=i/10
0
0.1
0.2
f=0.1/
0.001429
0.001250
0.001000 0.001250
0.001299
0.001333
0.001212
0.001220
0.001212
0.001220
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
250
360
485
650
855
1130
1540
-
2 150
3 250
4 360
5 485
6 650
7 855
8 1130
9 1540
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.001000
0.000909
0.000800
0.000606
0.000488
0.000364
0.000244
Slide
1-11
lroboblllty Dlstrlbctloo
0.001
0.0012
0.0014
0.001
|(|)
b(|)
0
0.0002
0.0004
0.000
0.0008
70 150 250 80 485 50 855 1180 1540 -
0 70 150 250 80 485 50 855 1180 1540
Slide
1-12
weibuII Dlstrlbctloo

) (t/ 1
e t f(t)

= == =
Wolbcll Dlstrlbctloo

e t f(t) = == =
Where e = the mathematical constant approximated by 2.71828
X = any value of the continuous variable
= shape parameter
= scale parameter
Slide
1-13

) (t/ 1
e t f(t)

= == =
IrobobiIi|y Dis|ribu|ion
Iunc|ion
Wolbcll Dlstrlbctloo
CumuIo|ive Dis|ribu|ion
Iunc|ion
keIiobiIi|y Iunc|ion

) (t/
e F(t)

= == =l

) (t/
e R(t)

= == =
CumuIo|ive Dis|ribu|ion
Iunc|ion
Slide
1-14
1
t h(t)

= == =

Hozord Iunc|ion
1+ ++ +
Wolbcll Dlstrlbctloo
Lec|ed VoIue
)

1
(
+ ++ +
= == =
Slide
1-15
Wolbcll Dlstrlbctloo
Slide
1-16
Wolbcll Dlstrlbctloo
Slide
1-17
Wolbcll Dlstrlbctloo
8coso toot o uovlco soowou 8u% rolloblllty ot luuu oocrs
oI oorotloo oou lu% rolloblllty ot =uuu oocrs oI oorotloo.
lI lt ls osscou toot too Iollcro tlos Iollowou o Wolbcll
ulstrlbctloo, Ilou too sooo orootor oou scolo orootor.
0.8 e R(1000)

1000
(
= == = = == =

0.1 e R(4000)

4000
(
= == = = == =

= 1.8 ond = 2487 br
Slide
1-18
8l luootlcol colts oro bolo tostou couor soo cooultloos. All
oI tooso colts Ioll ucrlo too tost oItor oorotlo too Iollowlo
ocbor oI oocrs,

. 93, 3=, l, l2u, 53 oou 75.

|stloto too volcos oI too orootors Ior o two-orootor
lorootor |stlotloo
|stloto too volcos oI too orootors Ior o two-orootor
Wolbcll ulstrlbctloo.
Slide
1-19

. 93, 3=, l, l2u, 53 oou 75.

8|e 1:
Arrooo too uoto lo oscooulo oruor oI tlo to Iollcro.
IoiIure 1ime |o
lorootor |stlotloo
IoiIure
Order No.
1ime |o
IoiIure
l l
2 3=
3 53
= 75
5 93
l2u
Slide
1-20
8|e 2:
|stloto |(t
l
} oI too to Iollcro. uso Vouloo koo| =
IoiIure 1ime |o I(| )
0.4 N
0.3 i
+ ++ +

lorootor |stlotloo
IoiIure
Order No.
1ime |o
IoiIure
l l
2 3=
3 53
= 75
5 93
l2u
I(|
i
)
u.lu9=
u.25
u.=2l8
u.578l
u.73==
u.89u
Slide
1-21
8|e 8:
llot

oo oorlzootol ols oou

} oo vortlcol ols oo Wolbcll

loor
= to too volco oo oorlzootol ols corrosooulo to vortlcol
lorootor |stlotloo
= to too volco oo oorlzootol ols corrosooulo to vortlcol
ols volco oI 8.2%
= 8loo oI too lloo.
Wolbcll llot.lD|
Slide
1-22
lroboblllty lottlo rogclros o lot oI oIIort oou ls oot olwoys
cooslstoot.
Not oosy to urow o lloo toot Ilts too uoto olot.
Voro soolstlcotou otoous coo bo csou (wlto too ool oI
coctors} to ostloto tooso orootors
lorootor |stlotloo
coctors} to ostloto tooso orootors
Coooly csou otoous loclcuo.
koo| korossloo (or Loost 8gcoros} Votoou
Volc Ll|ollooou Votoou
Slide
1-23
Ls|imo|ion o| 8boe Iorome|er () ond 8coIe Iorome|er ()
lorootor |stlotloo
CumuIo|ive Dis|ribu|ion Iunc|ion

) (t/
e 1 F(t)

= == =
= == = R(t)

) (t/
e F(t) 1

= == =

) (t/
e
F(t) 1
1
= == =

Slide
1-24
Ls|imo|ion o| 8boe Iorome|er () ond 8coIe Iorome|er ()
lorootor |stlotloo

) (t/
e
F(t) 1
1
= == =

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

= == =

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

Slide
1-25
Ls|imo|ion o| 8boe Iorome|er () ond 8coIe Iorome|er ()
lorootor |stlotloo

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

t
ln( ]
F(t) 1
1
ln.ln[ = == =

ln - lnt ]
F(t) 1
1
ln.ln[ = == =

Slide
1-26
Ls|imo|ion o| 8boe Iorome|er () ond 8coIe Iorome|er ()
lorootor |stlotloo
ln - lnt ]
F(t) 1
1
ln.ln[ = == =

]
F(t) 1
1
ln.ln[ y

= == =
ln - lnt y = == =
|| we Ie|:
Jols ls too ogcotloo oI o strolot lloo (y = - b} wlto sIoe =
oou in|erce| = - In
Slide
1-27
konk keqression (or leos| 8quores) Me|bod
o strolot lloo bo Ilttou to o sot oI uoto olots, scco toot too
sum o| |be squores oI too ulstooco oI too olots to too
Ilttou lloo ls lollzou.
Coo bo uooo oo or x.
lorootor |stlotloo
Coo bo uooo oo or x.
RR on Y RR on X
Eq
n
x b a y

+ ++ + = == = y b a x

+ ++ + = == =
Minimize
2
i i
N
1 i
) y bx a ( + ++ + = == =

= == =
2
i i
N
1 i
) x by a ( + ++ + = == =

= == =
; ln a = == =

= == = b

Slide
1-28
lorootor |stlotloo
RR on Y RR on X
y b x
N
y
b
N
x
a
N
1 i
i
N
1 i
i

= == = = == =

= == = = == =
x b y
N
x
b
N
y
a
N
1 i
i
N
1 i
i

= == = = == =

= == = = == =
N N




= == =
= == =
= == = = == =
= == =


= == =
N
1 i
N
1 i
2
i
2
i
N
1 i
N
1 i
i i
N
1 i
i i
N
) x (
x
N
y x
y x
b

= == =
= == =
= == = = == =
= == =


= == =
N
1 i
N
1 i
2
i
2
i
N
1 i
N
1 i
i i
N
1 i
i i
N
) y (
y
N
y x
y x
b

N N
Slide
1-29
8l luootlcol colts oro bolo tostou couor soo cooultloos. All oI
tooso colts Ioll ucrlo too tost oItor oorotlo too Iollowlo ocbor
oI oocrs,

. 93, 3=, l, l2u, 53 oou 75.

|stloto too volcos oI too orootors Ior o two-orootor Wolbcll
ulstrlbctloo.
lorootor |stlotloo
ulstrlbctloo.
Order
No.
1ime |o
IoiIure
l l
2 3=
3 53
= 75
5 93
l2u

I(|
i
)
u.lu9=
u.25
u.=2l8
u.578l
u.73==
u.89u
X
i
= In(|
i
)
2.772
3.52=
3.97u3
=.3l75
=.532
=.7875
28.908
y
i
-2.l583
-l.l8u2
-u.u3u
-u.l=
u.285l
u.7955
-8.007
X
i
2
7.873
l2.=352
l5.732
l8.=u7
2u.5==5
22.92ul
97.9909
y
i
2
=.582
l.393
u.337
u.u2l3
u.u8l3
u.328
7.1502
X
i
.y
i
-5.98=u
-=.l2u
-2.39=3
-u.3u3
l.2923
3.8u83
-8.099
I(|
i
) X
i
= In(|
i
) X
i
2
y
i
y
i
2
X
i
.y
i
Slide
1-30
lorootor |stlotloo

X
i
= In(|
i
)
28.908
y
i
-8.007
X
i
2
97.9909
y
i
2
7.1502
X
i
.y
i
-8.099
N N




= == =
= == =
= == = = == =
= == =


= == =
N
1 i
N
1 i
2
i
2
i
N
1 i
N
1 i
i i
N
1 i
i i
N
) x (
x
N
y x
y x
b

6
(23.9068)
97.9909
6
3.007) 23.9068x(
8.069

2



= == =
1.4301 = == =
Slide
1-31
lorootor |stlotloo

X
i
= In(|
i
)
28.908
y
i
-8.007
X
i
2
97.9909
y
i
2
7.1502
X
i
.y
i
-8.099
x y
N N

23.9068 3.007
x b y
N
x
b
N
y
a
1 i
i
1 i
i

= == = = == =

= == = = == =
6
23.9068
1.4301
6
3.007


= == =
6.19935 - = == =
1.4308 b = == = = == =

76.318hr e e
1.4308
-6.19935

a
= == = = == = = == =

Slide
1-32
1yes o| IoiIure Do|o
Coo bo closslIlou loto two cotoorlos
lorootor |stlotloo
Failure Data
Censored Complete
Right Censored
Left Censored
Slide
1-33
1. ComIe|e Do|o
A uoto sot wolco ls coosou oI tlos to Iollcro oI oll colts lo too
solo
|.. lI 5 colts woro tostou oou oll oI too Iollou tooo too rocoruou
Iollcro tlos woclu rovluo o coloto uoto sot.
lorootor |stlotloo
Iollcro tlos woclu rovluo o coloto uoto sot.
Slide
1-34
2. Censored Do|o
Arlsos lo sltcotloos wooro soo colts lo too solo oy oot oovo Iollou.
Or too tlos to Iollcro oI oll colts oro oot |oowo ot too tlo oI ooolysls.
Jooro oro toroo tyos oI coosorou uoto
lorootor |stlotloo
Jooro oro toroo tyos oI coosorou uoto
1. kiqb| Censored (8usended)
Coosou oI colts toot ulu oot Ioll
Jlos to Iollcro ls to too rlot oI ocr uoto
|.. lI lu uovlcos woro tostou oou ooly 7 Iollou by too oou oI too tost.
Joo toroo colts woclu cootloco wor|lo oou Iollcro woclu occcr to too
rlot oI ocr uoto olot oo tlo scolo.
Slide
1-35
2. Censored Do|o
Arlsos lo sltcotloos wooro soo colts lo too solo oy oot oovo Iollou.
Or too tlos to Iollcro oI oll colts oro oot |oowo ot too tlo oI ooolysls.
Jooro oro toroo tyos oI coosorou uoto
lorootor |stlotloo
Jooro oro toroo tyos oI coosorou uoto
2. |n|ervoI Censored
koIloct cocortoloty os to too ooct tlos too uovlcos Iollou wltolo oo
lotorvol.
|.. lI o uovlco wos tostou ot luuu colts oou Iocou wor|lo oou tooo
tostou ot l2uu colts oou Iocou oot wor|lo.
|oct tlo oI Iollcro ls co|oowo bct lt ls |oowo toot lt occcrrou botwooo
lotorvol [luuu, l2uu|
Slide
1-36
2. Censored Do|o
Arlsos lo sltcotloos wooro soo colts lo too solo oy oot oovo Iollou.
Or too tlos to Iollcro oI oll colts oro oot |oowo ot too tlo oI ooolysls.
Jooro oro toroo tyos oI coosorou uoto
lorootor |stlotloo
Jooro oro toroo tyos oI coosorou uoto
8. le|| Censored
koIloct cocortoloty os to too ooct tlos too uovlcos Iollou bct too
Iollcro tlo ls ooly |oowo to bo boIoro o cortolo tlo.
|.. lI o uovlco wos tostou ot luuu colts oou Iocou Iollou.
|oct tlo oI Iollcro ls co|oowo.