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

Application to

Schedule Maintenance
Project Management for a System or Plant
Warranty and Cost Analysis

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Weibull Distribution
1. Probability Density Function

f (t )

,t 0

2. Cumulative Distribution Function

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

0.2

0.2

0.1

0.1

10

15

20

25

30

0.4

0.4

0.3

0.3

0.2

10

20

25

30

25

30

2.5

0.2

0.1

15

0.1

10

15

20

25

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30

10

15

20

Weibull Distribution
Scale parameter variations with
0.8

0.08

0.6

0.4

0.04

0.2

0.02

0.5

1.5

10

0.06

2.5

0.008

10

15

20

25

30

0.0008

100

0.006
0.004

0.0004

0.002

0.0002

50

100

150

200

250

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1000

0.0006

300

500

1000

1500

2000

2500

3000

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

CDF : shape parameter variation

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Weibull Distribution

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Weibull Distribution

F (t ) 1 e

From the above equation,

F ( ) 0
If we set the value of time to t then
. .632
So we can guess that is defined as the age at which
63.2% of the units will fail.

F ( ) 1 e

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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
change but the scale parameter ,
parameter ,
, hardly
,
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

1 4 : Implies early wear out

Low cycle fatigue,
Corrosion or erosion.

4 : Implies ageing effects

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s.

Types of Data
0
1
2

Time

Complete
Data

0
1

Unit

Unit

Unit

Time

Type II

0
1
2

Multiply Failure
Censored

2
3
4

Time

0
1

Random
Censored

2
Unit

Unit

Unit

Time

3
4

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Time

Type I

Time
Interval
(Grouped) Data

Median Rank Regression

Failure time

Status

Median Rank

1500

0.0946

7.3132

-2.3088

1750
2250

S
F

0.2523

7.7187

-1.2353

4000
4300

F
F

0.4099
0.5676

8.2940
8.3664

-0.6397
-0.1763

5000

7000

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

F (t ) 1 e

1 /(1 F (t )) e

1 F (t ) e
t

t
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 ))

B
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eA

18

Median Rank Regression

Y

e
XC

CX t (Y XC ) 0
X Y X XC
t

C ( X t X ) 1 X tY
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y1

y2

x1 ,1

x2 ,1

..

y
n

19

.. ,1

x ,1
n

B
C
A

Median Rank Regression

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Maximum Likelihood Estimation

f (t ) t

,t 0

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

i 1

ti

ti e
i 1
k

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Maximum Likelihood Estimation

ln L k ln ln ti
i 1
k

1 k
ti
i 1

Maximizing Logarithm Likelihood Function

(ln L) k
1

ln ti ti ln ti 0

t
i

(ln L)
k
2 0

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Maximum Likelihood Estimation

k

G( )

t
i ln ti
i 1

t
i

1 r
1
ln ti 0
r i 1

i 1

t
i

i 1

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Maximum Likelihood Estimation

G( n )
n 1 n
G`( n )
We so as to use Newton method have to find the derivative of

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G( )

Maximum Likelihood Estimation

G`( )

t
i 1

(ln ti )

t
i 1

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(t

ln t )
i 1
k

( t )
i 1

2
i

25

1
2

Maximum Likelihood Estimation

(ln L)
1 ti

(ln L)

n
2

t
i

(ln

(ln L)
1 ti

n
2

t
i

t
ti 2
) i


r

ti

2 ( 1)

1
ti

ln
1

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1
ti

ln
1



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ti 2
(ln )

2 ( 1)

Maximum Likelihood Estimation

Z / 2 var( )

exp

Z / 2 var( )

exp

(ln t ln )

Z / 2 var( )

Z / 2 var( )
exp

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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
Graphical
Small sample
Forecast
Risk Analysis
Confidence
Convergence
Mixed mode

MLE
None
Bad( more bias)
Bad
?
Rigorous
?
Only one

Rank Regression
OK

more accurate
more accurate
?
None
Always
Available

But large sample case, MLE preferred!

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Arrhenius Model
Arrhenius Law

where

A e

E
kT

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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