IEEE Transactions on Electrical Insulation Vol. 25 No.

3, June 1990 489

Estimating the Cumulative

Probability of Failure Data Points to
be Plotted on Weibull and other
Probability Paper

J. C. Fothergill
Department of Engineering, University of Leicester,
Leicester, U. K.

ABSTRACT
Using both an exact technique and Monte-Carlo simulations
to estimate the cumulative probability of failure for the ith of
n identically-stressed samples, it is shown that the approxima-
tion F ( i , n) = ( i - 0.3)/(n + 0.4) is considerably more accurate
than other, commonly used, approximations. The significance
of this in the interpretation of electrical breakdown tests is
demonstrated.

INTRODU CTlON tions using Monte-Carlo simulations. Although this for-

mula is not new, e.g. [B], it was felt necessary to demon-
strate that it is significantly more accurate than others
Weibull [l]and Gumbel [2] distributions are com-
T HE
monly used to represent times-to-failure or break-
down voltages in constant-stress or progressive-stress tests
which are still widely advocated and commonly used.

on electrical insulation [3,4]. Special graph papers are METHOD

available for presenting the results as straight-line plots
(51, the ordinate axis having a non-linear scale corre-
O U R commonly-used equations for approximating
sponding to the cumulative probability of failure. When
such data are to be plotted, it is necessary to order the
F F ( i , n) were compared with exact calculated values
and Monte-Carlo generated values. These were: the me-
data from smallest to largest, and then assign a cumula-
dian rank approximation given in Equation 1, the mean
tive probability of failure, F ( i , n) , to each point. A best
rank approximation
straight line may be fitted through such points and the
distributions parameters estimated by eye (i.e. graph- i
F ( i , n )= - (2)
ical estimation). Alternatively, if a computational tech- n+1
nique is to be employed, the maximum likelihood tech-
and two others,
nique [6,7] should be used [B]. The values of F ( i , n) ap-
propriate to such a fit are the median ranks. However, it i - 0.5
is not trivial to find their exact values. In this paper it
F ( i , n )= - n (3)
is shown conclusively that an excellent approximation to and
the median rank of the ith of n samples tested is given i
F(i,n)= - (4)
by n
i - 0.3 The mean rank (Equation 2) is the most widely used [3],
F(i,n)= ~

+
n 0.4 but it will be shown that graphical estimates of param-
This has been checked by both calculating the exact val- eters using this are not consistent with the accepted use
ues of the median ranks and by verifying these calcula- of the maximum likelihood technique.

0018-9367/90/0600-489$1.00 @ 1990 IEEE

490 Fothergill: Cumulative Probability Plotted on Weibull and other Probability Paper

d
I 1

10 10 -' 1 10
Variable (e.g. time t o breakdown)
Figure 1.
N I
Weibull plots showing the effect of using different c

approximations for F ( i ,n).

L
\
CALCULATING EXACT VALUES P)
9 ) .-
e,
E-
Exact values of the cumulative probabilities may be E0!
obtained using the incomplete beta function
n

median ranks B ( a , b) is set to 0.5 and solved for y. (Other 5O

quantiles may be found by setting B(a,b) to other values,
this is used for the estimation of confidence limits, for

In order to confirm the results of this numerical anal- as time-tefailure. may be simulated by
ysis, Monte-Carlo simulations were carried out for the rearranging this to give
2-parameter Weibull distribution [l]for which the cumu-
lative probability of failure is given by t = a[-ln(1- I+)]'/@ (7)
PF= 1 - exp [ - ( t / a ) @ ]
(6) and using a random number generator to generate values
t>O a>O p>o for PF between 0 and 1. Times-to-failure were gener-
where, a is a scale parameter known as the characteristic ated in this way after the function of the random number
value, 0 the shape parameter and t the variable, such generator had been verified using standard run and distri-
IEEE Transactions on Electrical Insulation Vol. 25 No. 3, June 1990
bution tests on a million samples. A complete breakdown
experiment was simulated in this way by generating a set
of n times-to-failure and sorting them into ascending size
corresponding to i = 1 to n. In each program run, 1001
such experiments were simulated. The 1001 times-to-
failure corresponding to each value of i were then sorted
and the 501st value, being the median, was identified. By
substituting this back into Equation 6 and evaluating P F ,
median ranks were obtained for different combinations of
i and n. Since 1001 simulations is not large by Monte-
Carlo standards, 10 to 20 such program runs were carried
out for each value of n and the mean and standard de-
viation calculated for each i , n pair, thereby enabling a
degree of confidence to be estimated. Monte-Carlo simu-
lations were carried out for sample sizes of n = 3 to 20.
RESULTS AND DISCUSSION
ABULATING the results of all these calculations would
T not be useful. However, a small representative selec-
tion of results is presented in Table 1 for sample sizes
of 4, 7, and 10. The Table shows for each combination
of n and i, the exact value of cumulative probability of
failure calculated using the incomplete beta function, the
mean and standard deviation of values obtained from the
Monte-Carlo simulations, and the values obtained from
the various approximations given in Equations 1-4. From
the Table it can be seen that
1. There is a good agreement between the values obtained
from the incomplete beta function calculations and the
Monte-Carlo simulations thus indicating that the com-
putation algorithm was valid;
2. There is excellent agreement between the median rank
approximation (Equation 1) and the exact calculated
values;
3. There is less agreement between the exact values and
those of the other approximations. In particular, the
approximation F ( i , n ) = i/n; (Equation 4) is clearly
inappropriate and will not be considered further.
The effects on the Weibull plot of using the three better
approximations (Equations 1-3) can be seen in Figure 1.
This shows a Weibull plot with three distributions cor-
responding to sample sizes of n = 4, 7, and 10. The
variable values (e.g. times-to-breakdown) were calculated
using Equation 7 with PF being replaced by the exact val-
ues of F ( i , n ) . The shape parameter j3 in each case was
arbitrarily chosen to be unity and different characteristic
values a were used for each distribution so that the plots
were separated along the abscissa. The solid lines indi-
cate the best fit using a maximum likelihood technique
and these are equivalent to joining by straight lines the
491
exact values calculated using the incomplete beta func-
tion. The points plotted which correspond to the median
rank approximation (+), Equation 1, can be seen to lie
almost exactly on this solid line. The points plotted using
the mean rank approximation (U), Equation 2 and those
using Equation 3, (0)show considerable deviations, par-
ticularly at the extremes.
The Weibull parameters, a (characteristic value) and
j3 (shape parameter), are commonly estimated from such
plots. If the median rank approximation is used, then
there are virtually no systematic errors introduced using
such graphical techniques provided that the points are
found to lie on a reasonably straight line. However, if the
mean rank approximation is used (Equation 2), then the
slope of the graph, which is equal to the shape parameter
,l3 is considerable underestimated. This is shown by the
dashed line through the ( 0 )points. Similarly it can be
seen that if Equation 3 is used to estimate F ( i , n ) then
an overestimate of the shape parameter results. Slight
errors are also introduced in the estimates of the charac-
teristic values a. Figures 2(a) and 2(b) show the bias of
the graphical estimates of a and j3 for samples sizes of
n = 3 to 100. The bias indicates the fractional deviation
from the true value and is independent of the actual value
of a or j3 [6]. The three curves marked (i), (ii) and (iii)
correspond to the three approximations in Equations 1, 2
and 3, respectively. It can be seen that with a sample size
of 10, which is a typical size reported for electrical break-
down tests, the shape parameter bias is approximately
f 1 0 % if the approximations of Equation 2 or 3 are used.
This effect may be quite significant. For example if
the minimum life is to be estimated, that is the time-to-
failure when the cumulative probability of failure is O . l % ,
then if j3 = 1, n = 10 and the mean rank approximation
is used, this will be underestimated by a factor > 2. Al-
though such errors do not occur if the parameters are
estimated using maximum likelihood techniques, graphi-
cal techniques are widely used because of their simplicity.
Furthermore, recently many workers have, commendably,
started to show confidence limits on Weibull and similar
plots. If, however, a bad approximation is used for as-
signing cumulative probabilities to data points, their data
may appear to lie on the wrong side of these limits.
CONCLUSIONS
F the commonly-used approximations shown in Equa-
0 tions 1-4 for estimating the cumulative probability of
failure, it is shown that the median rank approximation
+
F ( i , n) = (i - 0.3)/(n 0.4) is by far the most superior
and that Equation 4 F ( i , n ) = i / n should not be used.
482 Fothergill: Cumulative Probability Plotted on Weibull and other Probability Paper

Table 1. Cumulative probability estimates using different techniques.

Sample Cumulative probability of failure, F(i,n) i

size exact median mean
and
rank
va 1ue
Monte-Carlo
simulation rank rank 1
1
s.d. -
(beta i-0.3
mean
n i func .) ntO .4 n
4 1 0.1591 0.1604 0.0060 1 0.1591 0.2000i 0.1250 0.2500
4 2 0.3857 0.3865 0.0080! 0.3864 0.40001 0.3750 0.5000
0.6143 0.6202 0.0096 0.6136 0.6000 1 0.6250 0.7500
4 3
4 4 0.8409 0.8409
I
0.0079 0.8409 0.8000 1 0.8750 1.0000
7 1 0.0943 0.0945 0.0042) 0.0946 0.12501 0.0714 0 1429
7 2 0.2285 0.2293 0.0058 1 0.2297 0.25001 0.2143 0.2857
7 3 0.3641 0.3636 0.00591 0.3649 0.37501 0.3571 0.4286
7 4 0.50001 0.4982 0.0067 0.5000 0.50001 0.5000 0.5714
7 5 0.6359: 0.6351 0.0089 0.6351: 0.6250: 0.6429 0 7143 !
7 6 0.7715: 0.7696 0.0070 0.77031 0.75001 0.7857 0.8571:
7 7 0.9057; 0.9051 0.0050 0.9054 0.8750 0.9286 1.0000
10
10
1
2
0.0670 I 0.0678
0.1623 1 0.1633
0.0026
0.0058
0.0673
0.1635 1
I 0.0909
0.1818
0.0500
0.1500
0,1000
0.2000
10 3 l 0.25861 0.2610 0.0073 0.2596 1 0.2727 0.2500 0.3000
10 4 0.3551 I 0.3560 0.0080 0.35581 0.3636 0.3500 0,4000
10 5 0.4517 I 0.4531 0.0084 0.45191 0.4545 0.4500
10 6 0.54831 0.5481 0.0076 0.5481 I 0.5455 0.5500
10 7 0.6449 0.6429 0.0059 0.6442 0.6364 0.6500 0.7000
10 8 0.7414f 0.7412 0.0050 0.7404 0.7273 0.7500
10 9 0.8377 I 0.8375 0.0029 0.8365 I 0.8182 0.8500
10 10 0.93301 0.9329 0.0021 0.9327 ! 0.9091 0.9500

+
The mean rank approximation F ( i , n) = i / ( n 1) and
Equation 3, F ( i , n) = (i - 0.5)/n both introduce signifi-
cant systematic errors into the graphical estimates of the
distributions parameters.
REFERENCES
[l] W. Weibull, A Statistical Distribution Function of
Wide Applicability, J . Appl. Mech., Vol. 18, pp.
293-297, 1951.
[2] E. J. Gumbel, Statistics of Extremes, New York, Co-
lumbia University Press, 1958.
[3] IEEE Guide for the Statistical Analysis of Electri-
cal Insulation Voltage Endurance Data, ANSI/IEEE
Std. 1987.
[4] L. A . Dissado, J . C. Fothergill, R. M. Hill and S. V.
Wolfe, Weibull Statistics in Dielectric Breakdown,
Theoretical Basis, Applications, and Implications ,
IEEE Trans. Elec. Insul., Vol. 19, pp. 227-233, 1984.
[5] Introduction to Weibull distribution statistics,
TEAM Easy Analysis Methods, Vol. 3 (l),1976.
[6] J . F. Lawless, Statistical Models and Methods for
Lifetime Data, New York, John Wiley and Sons, 1982.
[7] W. Nelson, Applied Life Data Analysis, New York,
John Wiley and Sons, 1982.
[8] P. Fischer, Dielectric Breakdown Phenomena in Po-
lymers, in Electrical Properties of Polymers, chap.
8, D. A. Seanor (ed.), New York, Academic Press,
1982.
191 K. Trustrum and A. de S. Jayatilaka, On estimating
the Weibull Modulus for a brittle material, J. Mat.
Sci., Vol. 14, pp. 1080-1084, 1979.
[lo] J. H. K. Kao, A Summary of some New Techniques
on Failure Analysis, Proc. 6th Nat. Symp. Reliab.
Qual. Contr. in Electronics, pp. 190-201, 1960.
Manuscript was received on 4 Oct 1989, in revised form 2 Feb
1990.