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(MANE 4015 )

Instructor: Dr. Sayyed Ali Hosseini

Winter 2015

Lecture #6

Todays Lecture:

Rank statistics median rank, mean rank

Exponential plotting, 2-parameter Weibull plotting,

squares fit

Lecture #6

least

Given a set of failure data, can we tell if it fits some known probability

distribution? If not maybe we can construct a probability distribution

for the data.

Two approaches can be used to analyze data :

Non parametric

Parametric

Lecture #6

Non-parametric data analysis normally refers to those techniques

that do not rely on data belonging to any particular distribution. It

assumes that the data are not drawn from a given probability

distribution.

No assumptions about underlying probability distribution.

Construct histograms, sample mean, sample variance, and rank

statistics.

Large # of data points use histogram to get failure distribution

function ( )

Small # of data points use rank statistics to get

definition

Lecture #6

( ) or via

Despite non-parametric data analysis, parametric data analysis

assumes that the data have come from a type of probability

distribution and makes inferences about the parameters of the

distribution.

By assuming that data comes from a probability distribution, this

method tries to fit data to that distribution and then estimate

distribution parameters (e.g. in exponential distribution)

Lecture #6

Data set contains

points (e.g.

failure times)

Choose interval width to divide data set into groups and plot data.

==

1 + 3.3 log#$

Lecture #6

Example #1

70 components were tested and their time to fail was noted. The first

one failed in 21 hours and the last one failed in 84 hrs. Plot the failure

distribution function ( ). What is the probability that the component

will survive more than 55hrs?

39, 54, 21, 42, 66, 50, 56, 62, 59, 40, 41, 75, 63, 58

32, 43, 51, 60, 65, 48, 61, 27, 46, 60, 73, 36, 38, 54

60, 36, 35, 76, 54, 55, 45, 71, 54, 46, 47, 42, 52, 47

62, 55, 49, 39, 40, 69, 58, 52, 78, 56, 55, 62, 32, 57

45, 84, 36, 58, 64, 67, 62, 51, 36, 73, 37, 42, 53, 49

Lecture #6

Example #1 Solution

, ** -

==

20 29

30 39

40 49

50 59

60 69

70 79

80 89

1 + 3.3 log

84 21

=

= 8.8

1 + 3.3 log#$ 70

/ - 0 12

2

11

16

20

14

6

1

3/ = 4

Lecture #6

* 10

( ) = 4/

2/70 = .03

13/70 = .185

29/70 = .41

49/70 = .7

63/70 = .9

69/70 = .98

70/70 = 1

Example #1 Solution

: 3-;< *2

= 1 0 .7 = 0.3

> 55

* =:

> 55 = 1 :

Lecture #6

55 = 1

55

Small # of data points, use rank statistics to get Q(t).

Why do you have small # of data points?

Testing is destructive (part is expensive).

Not enough time to test.

Lecture #6

10

Steps:

Rank the failure times

number of components

A

A

C ( @ ) =

B

C ( @ ) =

is the

by:

+1

0.3

+ 0.4

Lecture #6

11

Example #2

The following are the times to fail (min) for 14 components, 97, 82,

72, 126, 113, 117, 103, 127, 127, 207, 154, 159, 199, 139. Plot the

failure distribution function Q(t) for the component. Use mean rank.

Lecture #6

12

Example #2 Solution

B

1

2

3

4

5

6

7

8

9

10

11

12

13

14

. ; - 0

72

82

97

103

113

117

126

127

127

139

154

159

199

207

( )

( ) = /( + 1)

1/15 = 0.0667

2/15 = 0.1333

3/15 = 0.2

0.266

0.333

0.4

0.466

0.533

0.6

0.667

0.733

0.8

0.866

0.933

Lecture #6

13

Example #2 Solution

From ( ) vs @ plot, you can determine for example the probability

that the component will last longer than 150 min.

1

0.9

0.8

0.7

Q(t)

0.6

0.5

0.4

0.3

0.2

0.1

0

72

82

97

103

113

117

126

127

127

139

154

159

199

207

Lecture #6

14

The objective is to fit failure distribution ( ) to some known

probability distribution, check if it fits, and then estimate parameters

from the plot.

For exponential distribution:

=1

DEF

DEF

ln

Lecture #6

15

/= I+J =

ln

K -< =

Lecture #6

16

Steps

Compute ( ) using non-parametric methods.

Plot ln

#

#DL F

then the failure data is exponentially distributed.

Estimate of

= * -< -0

lookup value of 1 on y-axis, and find corresponding value of M to

compute = 1/ M .

MANE4015 Reliability and Maintenance

Lecture #6

17

/= I+J =

ln

1

K -< =

Lecture #6

18

Example #3

The failure times for 10 components were recorded to be 11.2, 6.8,

5.2, 16.8, 17.8, 32.0, 23.4, 25.4, 19.6, 44.8. Determine whether this

components failure times can be model as exponential distribution.

And if it can, estimate the parameter .

Lecture #6

19

Example #3 Solution

B

1

2

3

4

5

6

7

8

9

10

.;

5.2

6.8

11.2

16.8

17.8

19.6

23.4

25.4

32.0

44.8

( ) = /( + 1)

1/11 = .0909

2/11 = 0.1818

3/11 = 0.2727

4/11 = 0.3636

5/11 = 0.4545

6/11 = 0.5454

7/11 = 0.6363

8/11 = 0.7272

9/11 = 0.8181

10/11 = .0909

Lecture #6

1/(1 ( ))

1.1

1.22

1.37

1.57

1.83

2.2

2.75

3.66

5.5

11

20

Example #3 Solution

Plot ln

#

#DL F

= 0.056 min.

3

2.5

2

1.5

1

0.5

0

5.2

6.8

11.2

16.8

17.8

19.6

23.4

25.4

32

44.8

/

0.18 0.09

0.09

K -< =

K -< =

K -< =

= 0.056

I

6.8 5.2

1.6

If its a curve then its not exponential.

MANE4015 Reliability and Maintenance

Lecture #6

21

Consider exponential plotting. Rather than draw line by eyeball, we

want a more precise estimate of the line (y-intercept, slope). In this

case, Least squares fitting can be used.

Given data points (I@ , /@ ), find the line / = I + J that minimize

the mean square deviation of the vertical distance between the

points (I@ , /@ ) and the corresponding values on the line.

(IR , /R )

/

(I# , /# )

(IS , /S )

/ = I+J

/ /S

(IQ , /Q )

I

Lecture #6

22

min K =

T /@ /

@V#

T /@ I@ J

@V#

Solve

WK

= I/ I Q JI = 0

W

=

Answer is:

I/ =

I/ I . /Y

IQ

T I@ /@

@V#

I Q

J = /Y I

and

IQ =

WK

= /Y I J = 0

W

and

T I@Q

@V#

Lecture #6

23

items tested and

function is:

B

B

F [

D Z

Lecture #6

24

=1

DEF

F [

D Z

ln ln B

DEF

ln B( ) =

ln

_

ln ln B

= ` ln

= ` ln ` ln ^

plot ln ln B on Y-axis and ln [ ] on X-axis. If the result is a straight

line, then data fits a weibull distribution.

Lecture #6

25

ln ln B( )

K -< = `

` ln ^

ln[ ]

Lecture #6

26

Example #4

100 items are tested and the # of failures and times were observed.

Does the data fit a Weibull distribution?

32;2

# -0 0

; ( -2 *)

2 ( )

17

12

Lecture #6

35

18

54

24

73

30

85

36

27

Example #4 Solution

B( )

I I * = ln ( )

/ I * = ln [ B( )]

1

= 6,

1

= 100,

=B 6 =

12

18

24

30

36

0.96

0.83

0.65

0.46

0.27

0.15

1.79

2.48

2.89

3.18

3.4

3.58

0.27

0.64

=4

100 4

= 0.96

100

ln ( 1) = ln (6) = 1.79

ln ln B

= ln ln B 6

= 3.2

Lecture #6

28

Example #4 Solution

1

0.5

0

0

0.5

1.5

2.5

3.5

-0.5

-1

-1.5

-2

-2.5

-3

-3.5

Lecture #6

29

Example #4 Solution

K -< =

/

1.68 (3.2))

1.52

K -< =

K -< =

= 2.203

I

2.48 1.79

0.69

As a result, ` 2.20

^ =?

c I *

Lecture #6

R.Qe

= 25.79

30

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