The Weibull Distribution

Chapter 8: The Weibull Distribution

The Weibull distribution is one of the most widely used lifetime distributions in reliability
engineering. It is a versatile distribution that can take on the characteristics of other types of
distributions, based on the value of the shape parameter, . This chapter provides a brief
background on the Weibull distribution, presents and derives most of the applicable
equations and presents examples calculated both manually and by using ReliaSoft's
Weibull++.

Weibull Probability Density Function

The 3-Parameter Weibull

The 3-parameter Weibull pdf is given by:

where:

and:

scale parameter, or characteristic life

shape parameter (or slope)
location parameter (or failure free life)

The 2-Parameter Weibull

The 2-parameter Weibull pdf is obtained by setting , and is given by:

The 1-Parameter Weibull

The 1-parameter Weibull pdf is obtained by
again setting and assuming
assumed value or:

Index
where the only unknown parameter is the
scale parameter, . Chapter 8
The Weibull Distribution
Note that in the formulation of the 1-
parameter Weibull, we assume that the
shape parameter is known a priori from Contents
past experience with identical or similar
products. The advantage of doing this is that [hide]
data sets with few or no failures can be
analyzed.  1 Weibull Probability Density
Function
Weibull Distribution o 1.1 The 3-Parameter
Weibull
Functions o 1.2 The 2-Parameter
Weibull
The Mean or MTTF o 1.3 The 1-Parameter
Weibull
The mean, , (also called MTTF) of the  2 Weibull Distribution Functions
Weibull pdf is given by: o 2.1 The Mean or MTTF
o 2.2 The Median
o 2.3 The Mode
o 2.4 The Standard
Deviation
o 2.5 The Weibull
where Reliability Function
o 2.6 The Weibull
Conditional Reliability
Function
o 2.7 The Weibull Reliable
Life
is the gamma function evaluated at the o 2.8 The Weibull Failure
value of: Rate Function
 3 Characteristics of the Weibull
Distribution
o 3.1 Effects of the Shape
Parameter, beta
The gamma function is defined as:
o 3.2 Effects of the Scale
Parameter, eta
o 3.3 Effects of the Location
Parameter, gamma
 4 Estimation of the Weibull
For the 2-parameter case, this can be Parameters
reduced to: o 4.1 Probability Plotting
 4.1.1 Probability
Plotting for the
Location
Parameter, Gamma
o 4.2 Rank Regression on Y
Note that some practitioners erroneously  4.2.1 RRY
assume that is equal to the MTTF, . Example
o 4.3 Rank Regression on X
This is only true for the case of: or:
 4.3.1 RRX
Example
o 4.4 3-Parameter Weibull
Regression
o 4.5 Maximum Likelihood
Estimation
 4.5.1 MLE
Example
 4.5.2 Unbiased
MLE
 5 Fisher Matrix Confidence
Bounds
o 5.1 Bounds on the
The Median Parameters
o 5.2 Bounds on Reliability
The median, , of the Weibull distribution o 5.3 Bounds on Time
is given by:  6 Likelihood Ratio Confidence
Bounds
 7 Bayesian Confidence Bounds
o 7.1 Bounds on Parameters
o 7.2 Bounds on Reliability
The Mode o 7.3 Bounds on Time
 8 Bayesian-Weibull Analysis
o 8.1 Posterior Distributions
The mode, , is given by:
for Functions of
Parameters
o 8.2 Bounds on Reliability
for Bayesian-Weibull
o 8.3 Bounds on Time for
Bayesian-Weibull
The Standard Deviation
The standard deviation, , is given by: o 8.4 Bayesian-Weibull
Example
 9 Weibull Distribution Examples
o 9.1 Median Rank Plot
Example
o 9.2 Complete Data
Example
o 9.3 Suspension Data
Example
o 9.4 Interval Data Example
o 9.5 Mixed Data Types
Example
o 9.6 Weibull Distribution
RRX Example
o 9.7 Benchmark with
Published Examples

More Resources:
Weibull++ Examples Collection

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The Weibull Reliability Function

The equation for the 3-parameter Weibull cumulative density function, cdf, is given by:
This is also referred to as unreliability and designated as by some authors.

Recalling that the reliability function of a distribution is simply one minus the cdf, the
reliability function for the 3-parameter Weibull distribution is then given by:

The Weibull Conditional Reliability Function

The 3-parameter Weibull conditional reliability function is given by:

or:

These give the reliability for a new mission of duration, having already accumulated
time of operation up to the start of this new mission, and the units are checked out to assure
that they will start the next mission successfully. It is called conditional because you can
calculate the reliability of a new mission based on the fact that the unit or units already
accumulated hours of operation successfully.

The Weibull Reliable Life

The reliable life, , of a unit for a specified reliability, , starting the mission at age
zero, is given by:

This is the life for which the unit/item will be functioning successfully with a reliability of
. If , then , the median life, or the life by which half of the units
will survive.

The Weibull Failure Rate Function

The Weibull failure rate function, , is given by:

Characteristics of the Weibull Distribution
The Weibull distribution is widely used in reliability and life data analysis due to its
versatility. Depending on the values of the parameters, the Weibull distribution can be used
to model a variety of life behaviors. We will now examine how the values of the shape
parameter, , and the scale parameter, , affect such distribution characteristics as the
shape of the curve, the reliability and the failure rate. Note that in the rest of this section we
will assume the most general form of the Weibull distribution, (i.e., the 3-parameter form).
The appropriate substitutions to obtain the other forms, such as the 2-parameter form where
or the 1-parameter form where constant, can easily be made.

Effects of the Shape Parameter, beta

The Weibull shape parameter, , is also known as the slope. This is because the value of
is equal to the slope of the regressed line in a probability plot. Different values of the
shape parameter can have marked effects on the behavior of the distribution. In fact, some
values of the shape parameter will cause the distribution equations to reduce to those of
other distributions. For example, when , the pdf of the 3-parameter Weibull
distribution reduces to that of the 2-parameter exponential distribution or:

where failure rate. The parameter is a pure number, (i.e., it is dimensionless).

The following figure shows the effect of different values of the shape parameter, , on the
shape of the pdf. As you can see, the shape can take on a variety of forms based on the
value of .
For :

 As (or ),
 As , .
 decreases monotonically and is convex as it increases beyond the
value of .
 The mode is non-existent.

For :

 at (or ).
 increases as (the mode) and decreases thereafter.
 For the Weibull pdf is positively skewed (has a right tail), for
its coefficient of skewness approaches zero (no tail).
Consequently, it may approximate the normal pdf, and for it is
negatively skewed (left tail). The way the value of relates to the physical
behavior of the items being modeled becomes more apparent when we
observe how its different values affect the reliability and failure rate
functions. Note that for , , but for ,
This abrupt shift is what complicates MLE estimation when
is close to 1.
The Effect of beta on the cdf and Reliability Function

The above figure shows the effect of the value of on the cdf, as manifested in the
Weibull probability plot. It is easy to see why this parameter is sometimes referred to as the
slope. Note that the models represented by the three lines all have the same value of .
The following figure shows the effects of these varied values of on the reliability plot,
which is a linear analog of the probability plot.
  decreases sharply and monotonically for and is convex.
 For , decreases monotonically but less sharply than for
and is convex.
 For , decreases as increases. As wear-out sets in, the curve
goes through an inflection point and decreases sharply.

The Effect of beta on the Weibull Failure Rate

The value of has a marked effect on the failure rate of the Weibull distribution and
inferences can be drawn about a population's failure characteristics just by considering
whether the value of is less than, equal to, or greater than one.
As indicated by above figure, populations with exhibit a failure rate that decreases
with time, populations with have a constant failure rate (consistent with the
exponential distribution) and populations with have a failure rate that increases
with time. All three life stages of the bathtub curve can be modeled with the Weibull
distribution and varying values of . The Weibull failure rate for is
unbounded at (or . The failure rate, decreases thereafter monotonically
and is convex, approaching the value of zero as or . This behavior
makes it suitable for representing the failure rate of units exhibiting early-type failures, for
which the failure rate decreases with age. When encountering such behavior in a
manufactured product, it may be indicative of problems in the production process,
inadequate burn-in, substandard parts and components, or problems with packaging and

shipping. For , yields a constant value of or:

This makes it suitable for representing the failure rate of chance-type failures and the useful
life period failure rate of units.

For , increases as increases and becomes suitable for representing the

failure rate of units exhibiting wear-out type failures. For the curve is
concave, consequently the failure rate increases at a decreasing rate as increases.
For there emerges a straight line relationship between and , starting at a

value of at , and increasing thereafter with a slope of . Consequently,

the failure rate increases at a constant rate as increases. Furthermore, if the slope
becomes equal to 2, and when , becomes a straight line which passes through
the origin with a slope of 2. Note that at , the Weibull distribution equations reduce
to that of the Rayleigh distribution.

When the curve is convex, with its slope increasing as increases.

Consequently, the failure rate increases at an increasing rate as increases, indicating
wearout life.

Effects of the Scale Parameter, eta

A change in the scale parameter has the same effect on the distribution as a change of the
abscissa scale. Increasing the value of while holding constant has the effect of
stretching out the pdf. Since the area under a pdf curve is a constant value of one, the
"peak" of the pdf curve will also decrease with the increase of , as indicated in the above
figure.
  If is increased while and are kept the same, the distribution gets
stretched out to the right and its height decreases, while maintaining its
shape and location.
 If is decreased while and are kept the same, the distribution gets
pushed in towards the left (i.e., towards its beginning or towards 0 or ),
and its height increases.
 has the same units as , such as hours, miles, cycles, actuations, etc.

Effects of the Location Parameter, gamma

The location parameter, , as the name implies, locates the distribution along the abscissa.
Changing the value of has the effect of sliding the distribution and its associated function
either to the right (if ) or to the left (if ).

 When the distribution starts at or at the origin.

 If the distribution starts at the location to the right of the origin.
 If the distribution starts at the location to the left of the origin.
 provides an estimate of the earliest time-to-failure of such units.
 The life period 0 to is a failure free operating period of such units.
 The parameter may assume all values and provides an estimate of the
earliest time a failure may be observed. A negative may indicate that
failures have occurred prior to the beginning of the test, namely during
 production, in storage, in transit, during checkout prior to the start of a
mission, or prior to actual use.
 has the same units as , such as hours, miles, cycles, actuations, etc.

Estimation of the Weibull Parameters

The estimates of the parameters of the Weibull distribution can be found graphically via
probability plotting paper, or analytically, using either least squares (rank regression) or
maximum likelihood estimation (MLE).

Probability Plotting

One method of calculating the parameters of the Weibull distribution is by using

probability plotting. To better illustrate this procedure, consider the following example
from Kececioglu [20].

Assume that six identical units are being reliability tested at the same application and
operation stress levels. All of these units fail during the test after operating the following
number of hours: 93, 34, 16, 120, 53 and 75. Estimate the values of the parameters for a 2-
parameter Weibull distribution and determine the reliability of the units at a time of 15
hours.

Solution

The steps for determining the parameters of the Weibull representing the data, using
probability plotting, are outlined in the following instructions. First, rank the times-to-
failure in ascending order as shown next.

Time-to-failure, Failure Order Number

hours out of Sample Size of 6
16 1
34 2
53 3
75 4
93 5
120 6

Obtain their median rank plotting positions. Median rank positions are used instead of other
ranking methods because median ranks are at a specific confidence level (50%). Median
ranks can be found tabulated in many reliability books. They can also be estimated using
the following equation:

where is the failure order number and is the total sample size. The exact median ranks
are found in Weibull++ by solving:

for , where is the sample size and the order number. The times-to-failure, with
their corresponding median ranks, are shown next.

Time-to-failure, hours Median Rank,%

16 10.91
34 26.44
53 42.14
75 57.86
93 73.56
120 89.1

On a Weibull probability paper, plot the times and their corresponding ranks. A sample of a
Weibull probability paper is given in the following figure.
The points of the data in the example are shown in the figure below. Draw the best possible
straight line through these points, as shown below, then obtain the slope of this line by
drawing a line, parallel to the one just obtained, through the slope indicator. This value is
the estimate of the shape parameter , in this case .
At the ordinate point, draw a straight horizontal line until this line
intersects the fitted straight line. Draw a vertical line through this intersection until it
crosses the abscissa. The value at the intersection of the abscissa is the estimate of . For
this case, hours. This is always at 63.2% since:

Now any reliability value for any mission time can be obtained. For example, the
reliability for a mission of 15 hours, or any other time, can now be obtained either from the
plot or analytically. To obtain the value from the plot, draw a vertical line from the
abscissa, at hours, to the fitted line. Draw a horizontal line from this intersection to the
ordinate and read , in this case . Thus,
. This can also be obtained analytically from the Weibull
reliability function since the estimates of both of the parameters are known or:
Probability Plotting for the Location Parameter, Gamma

The third parameter of the Weibull distribution is utilized when the data do not fall on a
straight line, but fall on either a concave up or down curve. The following statements can
be made regarding the value of :

 Case 1: If the curve for MR versus is concave down and the curve for MR versus
is concave up, then there exists a such that , or has a
positive value.

 Case 2: If the curves for MR versus and MR versus are both concave
up, then there exists a negative which will straighten out the curve of MR versus
.

 Case 3: If neither one of the previous two cases prevails, then either reject the
Weibull as one capable of representing the data, or proceed with the multiple
population (mixed Weibull) analysis. To obtain the location parameter, :

 Subtract the same arbitrary value, , from all the times to failure and replot
the data.
 If the initial curve is concave up, subtract a negative from each failure
time.
 If the initial curve is concave down, subtract a positive from each failure
time.
 Repeat until the data plots on an acceptable straight line.
 The value of is the subtracted (positive or negative) value that places the
points in an acceptable straight line.

The other two parameters are then obtained using the techniques previously described.
Also, it is important to note that we used the term subtract a positive or negative gamma,
where subtracting a negative gamma is equivalent to adding it. Note that when adjusting for
gamma, the x-axis scale for the straight line becomes .

Rank Regression on Y

Performing rank regression on Y requires that a straight line mathematically be fitted to a

set of data points such that the sum of the squares of the vertical deviations from the points
to the line is minimized. This is in essence the same methodology as the probability
plotting method, except that we use the principle of least squares to determine the line
through the points, as opposed to just eyeballing it. The first step is to bring our function
into a linear form. For the two-parameter Weibull distribution, the (cumulative density
function) is:
Taking the natural logarithm of both sides of the equation yields:

or:

Now let:

and:

which results in the linear equation of:

The least squares parameter estimation method (also known as regression analysis) was
discussed in Parameter Estimation, and the following equations for regression on Y were
derived:

and:
In this case the equations for and are:

and:

The values are estimated from the median ranks.

Once and are obtained, then and can easily be obtained from previous equations.

The Correlation Coefficient

The correlation coefficient is defined as follows:

where = covariance of and , = standard deviation of , and = standard

deviation of . The estimator of is the sample correlation coefficient, , given by:

RRY Example

Consider the same data set from the probability plotting example given above (with six
failures at 16, 34, 53, 75, 93 and 120 hours). Estimate the parameters and the correlation
coefficient using rank regression on Y, assuming that the data follow the 2-parameter
Weibull distribution.
Solution

Construct a table as shown next.

Least Squares Analysis

1 16 2.7726 0.1091 -2.1583 7.6873 4.6582 -5.9840

2 34 3.5264 0.2645 -1.1802 12.4352 1.393 -4.1620
3 53 3.9703 0.4214 -0.6030 15.7632 0.3637 -2.3943
4 75 4.3175 0.5786 -0.146 18.6407 0.0213 -0.6303
5 93 4.5326 0.7355 0.2851 20.5445 0.0813 1.2923
6 120 4.7875 0.8909 0.7955 22.9201 0.6328 3.8083

23.9068 -3.007 97.9909 7.1502 -8.0699

Utilizing the values from the table, calculate and using the following equations:

or:

and:

or:
Therefore:

and:

or:

The correlation coefficient can be estimated as:

This example can be repeated in the Weibull++ software. The following plot shows the
Weibull probability plot for the data set (with 90% two-sided confidence bounds).
If desired, the Weibull pdf representing the data set can be written as:

or:

You can also plot this result in Weibull++, as shown next. From this point on, different
results, reports and plots can be obtained.
Rank Regression on X

Performing a rank regression on X is similar to the process for rank regression on Y, with
the difference being that the horizontal deviations from the points to the line are minimized
rather than the vertical. Again, the first task is to bring the reliability function into a linear
form. This step is exactly the same as in the regression on Y analysis and all the equations
apply in this case too. The derivation from the previous analysis begins on the least squares
fit part, where in this case we treat as the dependent variable and as the independent
variable. The best-fitting straight line to the data, for regression on X (see Parameter
Estimation), is the straight line:

The corresponding equations for and are:

and:
where:

and:

and the values are again obtained from the median ranks.

Once and are obtained, solve the linear equation for , which corresponds to:

Solving for the parameters from above equations, we get:

and

The correlation coefficient is evaluated as before.

RRX Example

Again using the same data set from the probability plotting and RRY examples (with six
failures at 16, 34, 53, 75, 93 and 120 hours), calculate the parameters using rank regression
on X.

Solution

The same table constructed above for the RRY example can also be applied for RRX.
Using the values from this table we get:

or:

and:

or:

Therefore:

and:

The correlation coefficient is:

The results and the associated graph using Weibull++ are shown next. Note that the slight
variation in the results is due to the number of significant figures used in the estimation of
the median ranks. Weibull++ by default uses double precision accuracy when computing
the median ranks.

3-Parameter Weibull Regression

When the MR versus points plotted on the Weibull probability paper do not fall on a
satisfactory straight line and the points fall on a curve, then a location parameter, , might
exist which may straighten out these points. The goal in this case is to fit a curve, instead of
a line, through the data points using nonlinear regression. The Gauss-Newton method can
be used to solve for the parameters, >, and , by performing a Taylor series
expansion on . Then the nonlinear model is approximated with linear terms
and ordinary least squares are employed to estimate the parameters. This procedure is
iterated until a satisfactory solution is reached.

(Note that other shapes, particularly S shapes, might suggest the existence of more than one
population. In these cases, the multiple population mixed Weibull distribution, may be
more appropriate.)
When you use the 3-parameter Weibull distribution, Weibull++ calculates the value of
by utilizing an optimized Nelder-Mead algorithm and adjusts the points by this value of
such that they fall on a straight line, and then plots both the adjusted and the original
unadjusted points. To draw a curve through the original unadjusted points, if so desired,
select Weibull 3P Line Unadjusted for Gamma from the Show Plot Line submenu under the
Plot Options menu. The returned estimations of the parameters are the same when selecting
RRX or RRY. To display the unadjusted data points and line along with the adjusted data
points and line, select Show/Hide Items under the Plot Options menu and include the
unadjusted data points and line as follows:

The results and the associated graph for the previous example using the 3-parameter
Weibull case are shown next:
Maximum Likelihood Estimation

As outlined in Parameter Estimation, maximum likelihood estimation works by developing

a likelihood function based on the available data and finding the values of the parameter
estimates that maximize the likelihood function. This can be achieved by using iterative
methods to determine the parameter estimate values that maximize the likelihood function,
but this can be rather difficult and time-consuming, particularly when dealing with the
three-parameter distribution. Another method of finding the parameter estimates involves
taking the partial derivatives of the likelihood function with respect to the parameters,
setting the resulting equations equal to zero and solving simultaneously to determine the
values of the parameter estimates. ( Note that MLE asymptotic properties do not hold when
estimating using MLE, as discussed in Meeker and Escobar [27].) The log-likelihood
functions and associated partial derivatives used to determine maximum likelihood
estimates for the Weibull distribution are covered in Appendix D.

MLE Example

One last time, use the same data set from the probability plotting, RRY and RRX examples
(with six failures at 16, 34, 53, 75, 93 and 120 hours) and calculate the parameters using
MLE.
Solution

In this case, we have non-grouped data with no suspensions or intervals, (i.e., complete
data). The equations for the partial derivatives of the log-likelihood function are derived in
an appendix and given next:

And:

Solving the above equations simultaneously we get:

The variance/covariance matrix is found to be:

The results and the associated plot using Weibull++ (MLE) are shown next.
You can view the variance/covariance matrix directly by clicking the Analysis Summary
table in the control panel. Note that the decimal accuracy displayed and used is based on
your individual Application Setup.
Unbiased MLE

It is well known that the MLE is biased. The biasness will affect the accuracy of
reliability prediction, especially when the number of failures are small. Weibull++ provides
a simple way to correct the bias of MLE .

When there are no right censored observations in the data, the following equation provided
by Hirose [39] is used to calculated the unbiased .

where is the number of failures.

When there are right censored observations in the data, the following equation provided by
Ross [40] is used to calculated the unbiased .

where is the number of observations.

The software will use the above equations only when there are more than two failures in the
data set.

For an example on how you might correct biased estimates, see also:

Unbiasing Parameters in Weibull++

Fisher Matrix Confidence Bounds

One of the methods used by the application in estimating the different types of confidence
bounds for Weibull data, the Fisher matrix method, is presented in this section. The
complete derivations were presented in detail (for a general function) in Confidence
Bounds.

Bounds on the Parameters

One of the properties of maximum likelihood estimators is that they are asymptotically
normal, meaning that for large samples they are normally distributed. Additionally, since
both the shape parameter estimate, , and the scale parameter estimate, must be
positive, thus and are treated as being normally distributed as well. The lower
and upper bounds on the parameters are estimated from Nelson [30]:

and:

where is defined by:

If is the confidence level, then for the two-sided bounds and

for the one-sided bounds. The variances and covariances of and are estimated from
the inverse local Fisher matrix, as follows:
Fisher Matrix Confidence Bounds and Regression Analysis

Note that the variance and covariance of the parameters are obtained from the inverse
Fisher information matrix as described in this section. The local Fisher information matrix
is obtained from the second partials of the likelihood function, by substituting the solved
parameter estimates into the particular functions. This method is based on maximum
likelihood theory and is derived from the fact that the parameter estimates were computed
using maximum likelihood estimation methods. When one uses least squares or regression
analysis for the parameter estimates, this methodology is theoretically then not applicable.
However, if one assumes that the variance and covariance of the parameters will be similar
( One also assumes similar properties for both estimators.) regardless of the underlying
solution method, then the above methodology can also be used in regression analysis.

The Fisher matrix is one of the methodologies that Weibull++ uses for both MLE and
regression analysis. Specifically, Weibull++ uses the likelihood function and computes the
local Fisher information matrix based on the estimates of the parameters and the current
data. This gives consistent confidence bounds regardless of the underlying method of
solution, (i.e., MLE or regression). In addition, Weibull++ checks this assumption and
proceeds with it if it considers it to be acceptable. In some instances, Weibull++ will
prompt you with an "Unable to Compute Confidence Bounds" message when using
regression analysis. This is an indication that these assumptions were violated.

Bounds on Reliability

The bounds on reliability can easily be derived by first looking at the general extreme value
distribution (EVD). Its reliability function is given by:

By transforming and converting , , the above equation

becomes the Weibull reliability function:

with:

set:
The reliability function now becomes:

The next step is to find the upper and lower bounds on . Using the equations derived in
Confidence Bounds, the bounds on are then estimated from Nelson [30]:

where:

or:

The upper and lower bounds on reliability are:

Other Weibull Forms

Weibull++ makes the following assumptions/substitutions when using the three-parameter

or one-parameter forms:

 For the 3-parameter case, substitute (and by definition ),

instead of . (Note that this is an approximation since it eliminates the third
parameter and assumes that )
 For the 1-parameter, thus:
Also note that the time axis (x-axis) in the three-parameter Weibull plot in Weibull++ is not
but . This means that one must be cautious when obtaining confidence bounds from
the plot. If one desires to estimate the confidence bounds on reliability for a given time
from the adjusted plotted line, then these bounds should be obtained for a entry on
the time axis.

Bounds on Time

The bounds around the time estimate or reliable life estimate, for a given Weibull percentile
(unreliability), are estimated by first solving the reliability equation with respect to time, as
discussed in Lloyd and Lipow [24] and in Nelson [30]:

or:

where .

The upper and lower bounds on are estimated from:

where:
or:

The upper and lower bounds are then found by:

Likelihood Ratio Confidence Bounds

As covered in Confidence Bounds, the likelihood confidence bounds are calculated by
finding values for and that satisfy:

This equation can be rewritten as:

For complete data, the likelihood function for the Weibull distribution is given by:

For a given value of , values for and can be found which represent the maximum
and minimum values that satisfy the above equation. These represent the confidence
bounds for the parameters at a confidence level , where for two-sided bounds
and for one-sided.

Similarly, the bounds on time and reliability can be found by substituting the Weibull
reliability equation into the likelihood function so that it is in terms of and time or
reliability, as discussed in Confidence Bounds. The likelihood ratio equation used to solve
for bounds on time (Type 1) is:
The likelihood ratio equation used to solve for bounds on reliability (Type 2) is:

Bayesian Confidence Bounds

Bounds on Parameters

Bayesian Bounds use non-informative prior distributions for both parameters. From
Confidence Bounds, we know that if the prior distribution of and are independent, the
posterior joint distribution of and can be written as:

The marginal distribution of is:

where: is the non-informative prior of . is the non-informative

prior of . Using these non-informative prior distributions, can be rewritten
as:

The one-sided upper bounds of is:

The one-sided lower bounds of is:

The two-sided bounds of is:

Same method is used to obtain the bounds of .

Bounds on Reliability

From the posterior distribution of we have:

The above equation is solved numerically for . The same method can be used to
calculate the one sided lower bounds and two-sided bounds on reliability.

Bounds on Time

From Confidence Bounds, we know that:

From the posterior distribution of , we have:

The above equation is solved numerically for . The same method can be applied to
calculate one sided lower bounds and two-sided bounds on time.

Bayesian-Weibull Analysis
The Bayesian methods presented next are for the 2-parameter Weibull distribution.
Bayesian concepts were introduced in Parameter Estimation. This model considers prior
knowledge on the shape ( ) parameter of the Weibull distribution when it is chosen to be
fitted to a given set of data. There are many practical applications for this model,
particularly when dealing with small sample sizes and some prior knowledge for the shape
parameter is available. For example, when a test is performed, there is often a good
understanding about the behavior of the failure mode under investigation, primarily through
historical data. At the same time, most reliability tests are performed on a limited number
of samples. Under these conditions, it would be very useful to use this prior knowledge
with the goal of making more accurate predictions. A common approach for such scenarios
is to use the 1-parameter Weibull distribution, but this approach is too deterministic, too
absolute you may say (and you would be right). The Bayesian-Weibull model in Weibull++
(which is actually a true "WeiBayes" model, unlike the 1-parameter Weibull that is
commonly referred to as such) offers an alternative to the 1-parameter Weibull, by
including the variation and uncertainty that might have been observed in the past on the
shape parameter. Applying Bayes's rule on the 2-parameter Weibull distribution and
assuming the prior distributions of and are independent, we obtain the following
posterior pdf:

In this model, is assumed to follow a noninformative prior distribution with the density

function . This is called Jeffrey's prior, and is obtained by performing a

logarithmic transformation on . Specifically, since is always positive, we can assume
that ln( ) follows a uniform distribution, Applying Jeffrey's rule as given in
Gelman et al. [9] which says "in general, an approximate non-informative prior is taken

proportional to the square root of Fisher's information," yields .

The prior distribution of , denoted as , can be selected from the following
distributions: normal, lognormal, exponential and uniform. The procedure of performing a
Bayesian-Weibull analysis is as follows:

 Collect the times-to-failure data.

 Specify a prior distribution for (the prior for is assumed to be ).
 Obtain the posterior pdf from the above equation.

In other words, a distribution (the posterior pdf) is obtained, rather than a point estimate as
in classical statistics (i.e., as in the parameter estimation methods described previously in
this chapter). Therefore, if a point estimate needs to be reported, a point of the posterior pdf
needs to be calculated. Typical points of the posterior distribution used are the mean
(expected value) or median. In Weibull++, both options are available and can be chosen
from the Analysis page, under the Results As area, as shown next.

The expected value of is obtained by:

Similarly, the expected value of is obtained by:

The median points are obtained by solving the following equations for and
respectively:

and:

Of course, other points of the posterior distribution can be calculated as well. For example,
one may want to calculate the 10th percentile of the joint posterior distribution (w.r.t. one
of the parameters). The procedure for obtaining other points of the posterior distribution is
similar to the one for obtaining the median values, where instead of 0.5 the percentage of
interest is given. This procedure actually provides the confidence bounds on the parameters,
which in the Bayesian framework are called ‘‘Credible Bounds.‘‘ However, since the
engineering interpretation is the same, and to avoid confusion, we refer to them as
confidence bounds in this reference and in Weibull++.

Posterior Distributions for Functions of Parameters

As explained in Parameter Estimation, in Bayesian analysis, all the functions of the

parameters are distributed. In other words, a posterior distribution is obtained for functions
such as reliability and failure rate, instead of point estimate as in classical statistics.
Therefore, in order to obtain a point estimate for these functions, a point on the posterior
distributions needs to be calculated. Again, the expected value (mean) or median value are
used. It is important to note that the Median value is preferable and is the default in
Weibull++. This is because the Median value always corresponds to the 50th percentile of
the distribution. On the other hand, the Mean is not a fixed point on the distribution, which
could cause issues, especially when comparing results across different data sets.

pdf of the Times-to-Failure

The posterior distribution of the failure time is given by:

where:
For the pdf of the times-to-failure, only the expected value is calculated and reported in
Weibull++.

Reliability

In order to calculate the median value of the reliability function, we first need to obtain
posterior pdf of the reliability. Since is a function of , the density functions of
and have the following relationship:

The median value of the reliability is obtained by solving the following equation w.r.t.

The expected value of the reliability at time is given by:

where:

Failure Rate

The failure rate at time is given by:

where:

Bounds on Reliability for Bayesian-Weibull

The confidence bounds calculation under the Bayesian-Weibull analysis is very similar to
the Bayesian Confidence Bounds method described in the previous section, with the
exception that in the case of the Bayesian-Weibull Analysis the specified prior of is
considered instead of an non-informative prior. The Bayesian one-sided upper bound
estimate for is given by:

Using the posterior distribution, the following is obtained:

The above equation can be solved for . The Bayesian one-sided lower bound
estimate for is given by:

Using the posterior distribution, the following is obtained:

The above equation can be solved for . The Bayesian two-sided bounds estimate for
is given by:

which is equivalent to:

and:

Using the same method for one-sided bounds, and can be computed.

Bounds on Time for Bayesian-Weibull

Following the same procedure described for bounds on Reliability, the bounds of time
can be calculated, given . The Bayesian one-sided upper bound estimate for is
given by:

Using the posterior distribution, the following is obtained:

The above equation can be solved for . The Bayesian one-sided lower bound
estimate for is given by:

or:

The above equation can be solved for . The Bayesian two-sided lower bounds
estimate for is:

which is equivalent to:

and:

Bayesian-Weibull Example

A manufacturer has tested prototypes of a modified product. The test was terminated at
2,000 hours, with only 2 failures observed from a sample size of 18. The following table
shows the data.

Number of State State of F or S State End Time

1 F 1180
1 F 1842
 16 S 2000

Because of the lack of failure data in the prototype testing, the manufacturer decided to use
information gathered from prior tests on this product to increase the confidence in the
results of the prototype testing. This decision was made because failure analysis indicated
that the failure mode of the two failures is the same as the one that was observed in
previous tests. In other words, it is expected that the shape of the distribution (beta) hasn't
changed, but hopefully the scale (eta) has, indicating longer life. The 2-parameter Weibull
distribution was used to model all prior tests results. The estimated beta ( ) parameters of
the prior test results are as follows:

Betas Obtained for Similar Mode

1.7
2.1
2.4
3.1
3.5

Solution

First, in order to fit the data to a Bayesian-Weibull model, a prior distribution for beta needs
to be determined. Based on the beta values in the prior tests, the prior distribution for beta
is found to be a lognormal distribution with , . (The values of
the parameters can be obtained by entering the beta values into a Weibull++ standard folio
and analyzing it using the lognormal distribution and the RRX analysis method.)

Next, enter the data from the prototype testing into a standard folio. On the control panel,
choose the Bayesian-Weibull > B-W Lognormal Prior distribution. Click Calculate and
enter the parameters of the lognormal distribution, as shown next.
Click OK. The result is Beta (Median) = 2.361219 and Eta (Median) = 5321.631912 (by
default Weibull++ returns the median values of the posterior distribution). Suppose that the
reliability at 3,000 hours is the metric of interest in this example. Using the QCP, the
reliability is calculated to be 76.97% at 3,000 hours. The following picture depicts the
posterior pdf plot of the reliability at 3,000, with the corresponding median value as well as
the 10th percentile value. The 10th percentile constitutes the 90% lower 1-sided bound on
the reliability at 3,000 hours, which is calculated to be 50.77%.

The pdf of the times-to-failure data can be plotted in Weibull++, as shown next:
Weibull Distribution Examples
Median Rank Plot Example

In this example, we will determine the median rank value used for plotting the 6th failure
from a sample size of 10. This example will use Weibull++'s Quick Statistical Reference
(QSR) tool to show how the points in the plot of the following example are calculated.

First, open the Quick Statistical Reference tool and select the Inverse F-Distribution
Values option.

In this example, n1 = 10, j = 6, m = 2(10 - 6 + 1) = 10, and n2 = 2 x 6 = 12.

Thus, from the F-distribution rank equation:

Use the QSR to calculate the value of F0.5;10;12 = 0.9886, as shown next:
Consequently:

Another method is to use the Median Ranks option directly, which yields MR(%) =
54.8305%, as shown next:
Complete Data Example

Assume that 10 identical units (N = 10) are being reliability tested at the same application
and operation stress levels. 6 of these units fail during this test after operating the following
numbers of hours, : 150, 105, 83, 123, 64 and 46. The test is stopped at the 6th failure.
Find the parameters of the Weibull pdf that represents these data.

Solution

Create a new Weibull++ standard folio that is configured for grouped times-to-failure data
with suspensions.

Enter the data in the appropriate columns. Note that there are 4 suspensions, as only 6 of
the 10 units were tested to failure (the next figure shows the data as entered). Use the 3-
parameter Weibull and MLE for the calculations.
Plot the data.
Note that the original data points, on the curved line, were adjusted by subtracting 30.92
hours to yield a straight line as shown above.

Suspension Data Example

ACME company manufactures widgets, and it is currently engaged in reliability testing a

new widget design. 19 units are being reliability tested, but due to the tremendous demand
for widgets, units are removed from the test whenever the production cannot cover the
demand. The test is terminated at the 67th day when the last widget is removed from the
test. The following table contains the collected data.

Widget Test Data

Data Point Index State (F/S) Time to Failure
1 F 2
2 S 3
3 F 5
4 S 7
 5 F 11
6 S 13
7 S 17
8 S 19
9 F 23
10 F 29
11 S 31
12 F 37
13 S 41
14 F 43
15 S 47
16 S 53
17 F 59
18 S 61
19 S 67

Solution

In this example, we see that the number of failures is less than the number of suspensions.
This is a very common situation, since reliability tests are often terminated before all units
fail due to financial or time constraints. Furthermore, some suspensions will be recorded
when a failure occurs that is not due to a legitimate failure mode, such as operator error. In
cases such as this, a suspension is recorded, since the unit under test cannot be said to have
had a legitimate failure.

Enter the data into a Weibull++ standard folio that is configured for times-to-failure data
with suspensions. The folio will appear as shown next:
We will use the 2-parameter Weibull to solve this problem. The parameters using
maximum likelihood are:

Using RRX:

Using RRY:
Interval Data Example

Suppose we have run an experiment with 8 units tested and the following is a table of their
last inspection times and failure times:

Data Point Index Last Inspection Failure Time

1 30 32
2 32 35
3 35 37
4 37 40
5 42 42
6 45 45
7 50 50
8 55 55

Analyze the data using several different parameter estimation techniques and compare the
results.

Solution

Enter the data into a Weibull++ standard folio that is configured for interval data. The data
is entered as follows:
The computed parameters using maximum likelihood are:

Using RRX or rank regression on X:

Using RRY or rank regression on Y:

The plot of the MLE solution with the two-sided 90% confidence bounds is:

Mixed Data Types Example

From Dimitri Kececioglu, Reliability & Life Testing Handbook, Page 406. [20].

Estimate the parameters for the 3-parameter Weibull, for a sample of 10 units that are all
tested to failure. The recorded failure times are 200; 370; 500; 620; 730; 840; 950; 1,050;
1,160 and 1,400 hours.

Published Results:

Published results (using probability plotting):

, ,

Computed Results in Weibull++

Weibull++ computed parameters for rank regression on X are:

 , ,

The small difference between the published results and the ones obtained from Weibull++
are due to the difference in the estimation method. In the publication the parameters were
estimated using probability plotting (i.e., the fitted line was "eye-balled"). In Weibull++,
the parameters were estimated using non-linear regression (a more accurate,
mathematically fitted line). Note that γ in this example is negative. This means that the
unadjusted for γ line is concave up, as shown next.

Weibull Distribution RRX Example

Assume that 6 identical units are being tested. The failure times are: 93, 34, 16, 120, 53 and
75 hours.

1. What is the unreliability of the units for a mission duration of 30 hours, starting the
mission at age zero?

2. What is the reliability for a mission duration of 10 hours, starting the new mission at the
age of T = 30 hours?
3. What is the longest mission that this product should undertake for a reliability of 90%?

Solution

1. First, we use Weibull++ to obtain the parameters using RRX.

Then, we investigate several methods of solution for this problem. The first, and more
laborious, method is to extract the information directly from the plot. You may do this with
either the screen plot in RS Draw or the printed copy of the plot. (When extracting
information from the screen plot in RS Draw, note that the translated axis position of your
mouse is always shown on the bottom right corner.)

Using this first method, enter either the screen plot or the printed plot with T = 30 hours, go
up vertically to the straight line fitted to the data, then go horizontally to the ordinate, and
read off the result. A good estimate of the unreliability is 23%. (Also, the reliability
estimate is 1.0 - 0.23 = 0.77 or 77%.)

The second method involves the use of the Quick Calculation Pad (QCP).

Select the Prob. of Failure calculation option and enter 30 hours in the Mission End Time
field.

Note that the results in QCP vary according to the parameter estimation method used. The
above results are obtained using RRX.

2. The conditional reliability is given by:

or:

Again, the QCP can provide this result directly and more accurately than the plot.
3. To use the QCP to solve for the longest mission that this product should undertake for a
reliability of 90%, choose Reliable Life and enter 0.9 for the required reliability. The result
is 15.9933 hours.

Benchmark with Published Examples

The following examples compare published results to computed results obtained with
Weibull++.

Complete Data RRY Example

From Dimitri Kececioglu, Reliability & Life Testing Handbook, Page 418 [20].

Sample of 10 units, all tested to failure. The failures were recorded at 16, 34, 53, 75, 93,
120, 150, 191, 240 and 339 hours.

Published Results

Published Results (using Rank Regression on Y):

Computed Results in Weibull++

This same data set can be entered into a Weibull++ standard data sheet. Use RRY for the
estimation method.

Weibull++ computed parameters for RRY are:

The small difference between the published results and the ones obtained from Weibull++
is due to the difference in the median rank values between the two (in the publication,
median ranks are obtained from tables to 3 decimal places, whereas in Weibull++ they are
calculated and carried out up to the 15th decimal point).

You will also notice that in the examples that follow, a small difference may exist between
the published results and the ones obtained from Weibull++. This can be attributed to the
difference between the computer numerical precision employed by Weibull++ and the
lower number of significant digits used by the original authors. In most of these
publications, no information was given as to the numerical precision used.

Suspension Data MLE Example

From Wayne Nelson, Fan Example, Applied Life Data Analysis, page 317 [30].

70 diesel engine fans accumulated 344,440 hours in service and 12 of them failed. A table
of their life data is shown next (+ denotes non-failed units or suspensions, using Dr.
Nelson's nomenclature). Evaluate the parameters with their two-sided 95% confidence
bounds, using MLE for the 2-parameter Weibull distribution.

Published Results:

Weibull parameters (2P-Weibull, MLE):

Published 95% FM confidence limits on the parameters:

Published variance/covariance matrix:

Note that Nelson expresses the results as multiples of 1,000 (or = 26.297, etc.). The
published results were adjusted by this factor to correlate with Weibull++ results.

Computed Results in Weibull++

This same data set can be entered into a Weibull++ standard folio, using 2-parameter
Weibull and MLE to calculate the parameter estimates.

You can also enter the data as given in table without grouping them by opening a data sheet
configured for suspension data. Then click the Group Data icon and chose Group exactly
identical values.

The data will be automatically grouped and put into a new grouped data sheet.
Weibull++ computed parameters for maximum likelihood are:

Weibull++ computed 95% FM confidence limits on the parameters:

Weibull++ computed/variance covariance matrix:

The two-sided 95% bounds on the parameters can be determined from the QCP. Calculate
and then click Report to see the results.
Interval Data MLE Example

From Wayne Nelson, Applied Life Data Analysis, Page 415 [30]. 167 identical parts were
inspected for cracks. The following is a table of their last inspection times and times-to-
failure:

Published Results:

Published results (using MLE):

Published 95% FM confidence limits on the parameters:

Published variance/covariance matrix:

Computed Results in Weibull++

This same data set can be entered into a Weibull++ standard folio that's configured for
grouped times-to-failure data with suspensions and interval data.

Weibull++ computed parameters for maximum likelihood are:

Weibull++ computed 95% FM confidence limits on the parameters:

Weibull++ computed/variance covariance matrix:

Grouped Suspension MLE Example

From Dallas R. Wingo, IEEE Transactions on Reliability Vol. R-22, No 2, June 1973,
Pages 96-100.

Wingo uses the following times-to-failure: 37, 55, 64, 72, 74, 87, 88, 89, 91, 92, 94, 95, 97,
98, 100, 101, 102, 102, 105, 105, 107, 113, 117, 120, 120, 120, 122, 124, 126, 130, 135,
138, 182. In addition, the following suspensions are used: 4 at 70, 5 at 80, 4 at 99, 3 at 121
and 1 at 150.

Published Results (using MLE)

Computed Results in Weibull++

Note that you must select the Use True 3-P MLEoption in the Weibull++ Application
Setup to replicate these results.

3-P Probability Plot Example

Suppose we want to model a left censored, right censored, interval, and complete data set,
consisting of 274 units under test of which 185 units fail. The following table contains the
data.

The Test Data

Data Point Index Number in State Last Inspection State (S or F) State End Time
1 2 5 F 5
2 23 5 S 5
3 28 0 F 7
4 4 10 F 10
5 7 15 F 15
6 8 20 F 20
7 29 20 S 20
8 32 0 F 22
9 6 25 F 25
10 4 27 F 30
11 8 30 F 35
12 5 30 F 40
13 9 27 F 45
14 7 25 F 50
15 5 20 F 55
16 3 15 F 60
 17 6 10 F 65
18 3 5 F 70
19 37 100 S 100
20 48 0 F 102

Solution

Since standard ranking methods for dealing with these different data types are inadequate,
we will want to use the ReliaSoft ranking method. This option is the default in Weibull++
when dealing with interval data. The filled-out standard folio is shown next:

The computed parameters using MLE are:

Using RRX:
Using RRY:

The plot with the two-sided 90% confidence bounds for the rank regression on X solution
is:

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