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Table Of Contents
Table Of Contents
Test Plans .............................................................................................................................................................................. 7 Test Plans Overview......................................................................................................................................................... 7 Failure Censoring ............................................................................................................................................................. 7 Time Censoring ................................................................................................................................................................ 8 Type I and Type II Errors.................................................................................................................................................. 8 Demonstration Test Plans ................................................................................................................................................ 8 Estimation Test Plans..................................................................................................................................................... 12 Accelerated Life Test Plans............................................................................................................................................ 16 Distribution Analysis............................................................................................................................................................. 23 Distribution Analysis Overview ....................................................................................................................................... 23 Estimation methods ........................................................................................................................................................ 23 Distribution Analysis Data............................................................................................................................................... 24 Goodness-of-fit statistics ................................................................................................................................................ 24 Stacked vs. Unstacked data ........................................................................................................................................... 25 Arbitrarily Censored Data ............................................................................................................................................... 25 Right Censored Data ...................................................................................................................................................... 64 Growth Curves ................................................................................................................................................................... 115 Growth Curve Overview ............................................................................................................................................... 115 Data - Growth Curves................................................................................................................................................... 115 Growth curves - exact data........................................................................................................................................... 115 Growth curves - interval data ....................................................................................................................................... 116 Growth curves - grouped interval data ......................................................................................................................... 117 Using Cost or Frequency Columns .............................................................................................................................. 118 Using Time and Retirement Columns .......................................................................................................................... 118 Parametric Growth Curve ............................................................................................................................................. 118 Nonparametric Growth Curve....................................................................................................................................... 130 Accelerated Life Testing .................................................................................................................................................... 141 Regression with Life Data Overview ............................................................................................................................ 141 Accelerated Life Testing ............................................................................................................................................... 141 Worksheet Structure for Regression with Life Data ..................................................................................................... 142 To perform accelerated life testing with uncensored/right censored data .................................................................... 142 To perform accelerated life testing with uncensored/arbitrarily censored data ............................................................ 143 Transforming the accelerating variable ........................................................................................................................ 143 Percentiles and survival probabilities ........................................................................................................................... 144 Accelerated Life Testing - Censor ................................................................................................................................ 144 Accelerated Life Testing - Estimate.............................................................................................................................. 144 To estimate percentiles and survival probabilities........................................................................................................ 145 Accelerated Life Testing - Graphs ................................................................................................................................ 145 To modify the relation plot ............................................................................................................................................ 145 Relation plot.................................................................................................................................................................. 146 Probability plot for each accelerating level based on fitted model................................................................................ 146 Probability plots ............................................................................................................................................................ 146 Accelerated Life Testing - Options ............................................................................................................................... 147 Accelerated Life Testing - Results................................................................................................................................ 147 Accelerated Life Testing - Storage ............................................................................................................................... 147 Example of Accelerated Life Testing ............................................................................................................................ 148
Output........................................................................................................................................................................... 150 Regression with Life Data .................................................................................................................................................. 151 Regression with Life Data Overview ............................................................................................................................ 151 Regression with Life Data ............................................................................................................................................ 151 Data - Regression with Life Data.................................................................................................................................. 151 Uncensored/arbitrarily censored data .......................................................................................................................... 152 Uncensored/right censored data .................................................................................................................................. 153 Failure times ................................................................................................................................................................. 153 To perform regression with uncensored/right censored data ....................................................................................... 154 To perform regression with uncensored/arbitrarily censored data ............................................................................... 154 Estimating the model parameters................................................................................................................................. 154 Factor variables and reference levels .......................................................................................................................... 154 Multiple degrees of freedom test .................................................................................................................................. 155 Regression with Life Data - Censor.............................................................................................................................. 155 Regression with Life Data - Estimate ........................................................................................................................... 155 To estimate percentiles and survival probabilities........................................................................................................ 156 Regression with Life Data - Graphs ............................................................................................................................. 156 Probability plots for regression with life data ................................................................................................................ 156 To draw a probability plot of the residuals.................................................................................................................... 156 Regression with Life Data - Options ............................................................................................................................. 157 To control estimation of the parameters ....................................................................................................................... 157 To change the reference factor level ............................................................................................................................ 157 Regression with Life Data - Results ............................................................................................................................. 157 To perform multiple degrees of freedom tests.............................................................................................................. 158 Regression with Life Data - Storage............................................................................................................................. 158 Example of Regression with Life Data ......................................................................................................................... 158 Default output ............................................................................................................................................................... 161 Probit Analysis ................................................................................................................................................................... 163 Probit Analysis Overview.............................................................................................................................................. 163 Probit Analysis.............................................................................................................................................................. 163 Data - Probit Analysis ................................................................................................................................................... 163 To perform a probit analysis ......................................................................................................................................... 164 Probit model and distribution function .......................................................................................................................... 164 Estimating the model parameters................................................................................................................................. 165 Factor variables and reference levels .......................................................................................................................... 165 Natural response rate ................................................................................................................................................... 165 Percentiles.................................................................................................................................................................... 166 Survival and cumulative probabilities ........................................................................................................................... 166 Probit Analysis - Estimate............................................................................................................................................. 166 To request survival probabilities ................................................................................................................................... 167 Probit Analysis - Graphs............................................................................................................................................... 167 To draw a survival plot.................................................................................................................................................. 167 Probability plots ............................................................................................................................................................ 167 Survival plots ................................................................................................................................................................ 168 Probit Analysis - Options .............................................................................................................................................. 168 To control estimation of the parameters ....................................................................................................................... 168 Probit Analysis - Results............................................................................................................................................... 168 To modify the table of percentiles ................................................................................................................................ 169 Probit Analysis - Storage .............................................................................................................................................. 169
Table Of Contents
Example of a Probit Analysis........................................................................................................................................ 170 Probit Analysis - Output................................................................................................................................................ 173 References - Reliability and Survival Analysis................................................................................................................... 175 Index .................................................................................................................................................................................. 177
Test Plans
Test Plans
Test Plans Overview
Use Minitab's test planning commands to determine the sample size and testing time needed to estimate model parameters or to demonstrate that you have met specified reliability requirements. A test plan includes: The number of units you need to test A stopping rule the amount of time you must test each unit or the number of failures that must occur Success criterion the number of failures allowed while the test still passes (for example, every unit runs for the specified amount of time and there are no failures)
Three kinds of test plans are available: demonstration, estimation, and accelerated life.
To obtain an accelerated test plan, you provide the stress values and, optionally, the proportionate allocation of test units. Minitab evaluates the resulting plans and displays the "best" plans with respect to minimizing the variance.
Failure Censoring
Failure censoring is useful for: Testing lower percentiles For any percentile, increasing the test duration improves the precision of your estimate. However, you will see little improvement in precision when you run a test far beyond the estimated percentile. For example, if you estimate the 10th percentile, you obtain important gains in precision by running the test until around
15% of the units fail, but little improvement by running the test longer. In fact, running the test beyond 15% of the units failing could bias your estimate of the 10th percentile. Replacing test units If you have a limited number of test positions, you can use failure censoring to determine when to replace unfailed units. For example, if you want to estimate the 10th percentile, but can only test 5 units at a time, you may want to replace all 5 units after the first failure in each group. In this case, you are failure-censoring when 20% of the units in each group have failed.
Time Censoring
Testing all units to failure in a life test usually does not make sense, especially if you are only interested in the lower percentiles of the distribution. For any percentile of interest, the precision of your results depends on: Test duration Sample size
To minimize cost, you need to balance the test duration and sample size. For a given precision, Minitab displays a list of sample sizes for each censoring time you provide. As time increases, the sample size decreases. Choose the time and sample size combination that minimizes costs. For an accelerated life test plan, you only need to provide one set of censor times. Each time in the set corresponds to the censor time at a stress level. The first time corresponds to the lowest stress level, the second time corresponds to the second stress level, and so on.
The outcome of the test depends on whether the null hypothesis (H0) is true or false and whether you reject or fail to reject it. When H0 is true and you reject it, you make a Type I error. The probability (p) of making a Type I error is called alpha (), or the level of significance of the test. When H0 is false and you fail to reject it, you make a Type II error. The probability (p) of making a Type II error is called beta (). The power of a test is the probability of correctly rejecting H0 when it is false. In other words, power is the likelihood that you will identify a significant effect when one exists.
Test Plans
Maximum number of failures allowed: Enter one or more maximum number of failures your test allows. Sample sizes: Choose to enter the number of units available for testing. Enter one or more sample sizes. Testing times for each unit: Choose to enter the amount of time available for testing. Enter one or more test durations. Note Each combination of maximum number of failures allowed and sample size or testing time will result in one test plan. You may wish to request several test plans and compare the results.
Distribution Assumptions Distribution: Choose one of seven common distributions: Weibull (default), exponential, smallest extreme value, normal, lognormal, logistic, and loglogistic. Shape (Weibull) or scale (other distributions): Enter the shape (Weibull) or scale (other distributions). For an exponential distribution, Minitab assumes a shape value of one. See Specifying planning values.
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Under Distribution Assumptions, choose any distribution from Distribution. Then, enter an estimate of the shape or scale in Shape (Weibull) or scale (other dists). See estimating the shape or scale. If you like, use any dialog box options, then click OK.
Is more practical when failures are unlikely in a reasonable amount of time. Does not let you check the assumptions of the test design. You cannot estimate the shape (Weibull distribution) or scale (other distributions) to compare it to the assumed value. You can estimate the scale (Weibull or exponential distribution) or location (other distributions), but your estimate may be conservative.
Does not make sense when you are likely to have at least one failure.
Has a better chance of passing than a 0-failure test when you have a marginally improved design.
For the Weibull distribution, you know the shape parameter and wish to demonstrate the scale parameter. For the exponential distribution, you wish to demonstrate the scale parameter. The shape parameter is one. For the extreme value, normal, lognormal, logistic, and loglogistic distributions, you know the scale parameter and wish to demonstrate the location parameter.
For more information, see Choosing between a 0-failure and m-failure test.
Increasing Power
The power of a test is the probability of correctly rejecting H0 when it is false. In a demonstration test, power is the probability of correctly concluding that you have demonstrated a goal value. You can increase the power of your demonstration test in two ways: 1 Reduce your goal value. As the improvement ratio increases, the power of the test increases. If the improvement ratio is small, then the goal value is too large. Reduce the minimum value you want to demonstrate. This way, systems that have improved or systems with high reliability values have a better chance of passing the m-failure test. However, reducing the minimum value yields a weaker conclusion about the reliability of the systems. Increase the maximum number of failures allowed in the m-failure test.
Minitab provides testing times or sample sizes to control the Type I error (). You can adjust the Type I error by changing the confidence level in the Options subdialog box. You can reduce the probability of a Type II error () by reducing the minimum value for the unknown parameter or by increasing the maximum number of failures your test allows. See Increasing Power.
POP Graph
Use a POP (Probability of Passing) graph to choose a minimum value for the parameter you wish to demonstrate, so that a system with high reliability has a high probability of passing the m-failure test.
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Test Plans
The curve that appears on this graph shows you the likelihood of actually passing the demonstration test that you specified in the dialog box. The likelihood that the test will pass depends on: How much the unit's life has truly improved. (The more the unknown true life has improved over the hypothesized value, the more likely the test will pass.) The number of failures allowed. Testing time and sample size combinations.
Minitab uses the sample size and corresponding testing time to control the Type I error (). You can adjust the Type I error by changing the confidence level in the Options subdialog box. You can reduce the probability of a Type II error () by choosing the minimum value of the unknown parameter. See Type I and Type II errors in a Demonstration Test. The POP graph is a plot of the power of your test (probability of passing your test) against the improvement ratio or the improvement amount. By increasing power, you are reducing the chance of making a Type II error. See Increasing Power. Note Minitab displays the likelihood of passing as a percent. To re-scale this as a probability, you must edit the displayed graph. Select the y-axis, right-click, and choose Edit > Y Scale. Click the Type tab and choose Probability.
Failure Test 1
Sample Size 8
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A time-censored or failure-censored test plan often gives precise results while minimizing your testing costs.
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Test Plans
Reliability at time: Choose to estimate the reliability at a specified time, then enter the time. Precisions as distances from bound of CI to estimate: Choose to estimate the precision between the estimate and lower bound or the estimate and upper bound, then enter the precision value. See Choosing the precision when estimating a percentile or Choosing the precision when estimating a reliability. Assumed distribution: Choose one of seven common distributions: Weibull (default), exponential, smallest extreme value, normal, lognormal, logistic, and loglogistic. Specify planning values for two of the following: Specify one value for the exponential distribution or two values for the other distributions. See Specifying Planning Values. Shape (Weibull) or scale (other distributions): Enter the shape (Weibull) or scale (other distributions). For the exponential distribution, Minitab does not expect an entry because there is no shape parameter. Scale (Weibull or expo) or location (other dists): Enter the scale (Weibull or exponential) or location (other distributions). Percentile: Enter a percentile. In Percent, enter a percent associated with the percentile. Percentile: Enter a second percentile. In Percent, enter a percent associated with the percentile.
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6 Click Right Cens or Interval Cens to add any censoring information, then click OK. 7
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6 Click Right Cens or Interval Cens to add any censoring information, then click OK. 7
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Distribution Parameter to estimate Percent Normal Lognormal Logistic Loglogistic Extreme value Weibull Exponential exp() exp() 0.5 0.5 0.5 0.5 1 e-1 1 e-1 1 e-1
For an accelerated life test plan, you must provide the shape (Weibull distribution) or scale, and planning values for one of the following: Percentiles at two different stress levels One percentile and the intercept One percentile and the slope The intercept and the slope The slope represents the activation energy when the Arrhenius relationship is chosen and the assumed distribution is Weibull, exponential, lognormal, or loglogistic.
Note
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Test Plans
Time-censored Test each unit for a preset amount of time. Failure-censored Test the units until a preset proportion of failures occur. Singly-censored All of the test units run for the same amount of time or until the same percent of units fail. Units surviving at the end of the study are considered censored data. Multiply-censored Test units are censored at different times or in groups where a different percent of units are allowed to fail.
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From Assumed distribution, choose Weibull. Under Specify planning values for two of the following, do the following: In the first Percentile, enter 40000. In Percent, enter 5. In the second Percentile, enter 100000. In Percent, enter 15. Click Right Cens. Under Type of Censoring, choose Time censor at, then enter 100000. Click OK in each dialog box.
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Precision 20000
Sample Size 74
A time-censored or failure-censored test plan often gives precise results while minimizing testing costs.
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Test Plans
Specify planning values for two of the following: Specify planning values for two of the model parameters. If you choose to specify planning values for two percentiles, they must be at different stress levels. See Specifying Planning Values. Percentile: Enter a percentile. In Percent, enter a percent associated with the percentile. In Stress, enter the stress level. Percentile: Enter a second percentile. In Percent, enter a percent associated with the percentile. In Stress, enter the stress level. Intercept: Enter the intercept for the relationship with the accelerating variable. See Choosing the Slope and Intercept. Slope: Enter the slope for the relationship with the accelerating variable. See Choosing the Slope and Intercept.
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If you like, use any dialog box options, then click OK.
Note
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Test Plans
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Equally spaced in log time: Choose for equally spaced log inspection times. In First inspection time for each stress level and Last inspection time for each stress level, enter the first and last times from the lowest stress level to the highest stress level. You must have the same number entries as you have test stress levels.
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Test Plans
1st Best "Optimum" Allocations Test Plan Test Stress 120 130 Percent Failure 100 100 Percent Alloc 65.7524 34.2476 Sample Units 13 7 Expected Failures 13 7
2nd Best "Optimum" Allocations Test Plan Test Stress 120 130 Percent Failure 100 100 Percent Alloc 65 35 Sample Units 13 7 Expected Failures 13 7
3rd Best "Optimum" Allocations Test Plan Test Stress 120 130 Percent Failure 100 100 Percent Alloc 70 30 Sample Units 14 6 Expected Failures 14 6
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Distribution Analysis
Distribution Analysis
Distribution Analysis Overview
Use Minitab's distribution analysis commands to understand the lifetime characteristics of a product, part, person, or organism. For instance, you might want to estimate how long a part is likely to last under different conditions, or how long a patient will survive after a certain type of surgery. Your goal is to estimate the failure-time distribution of a product. You do this by estimating percentiles, survival probabilities, cumulative failure probabilities, and distribution parameters and by drawing survival plots, cumulative failure plots, or hazard plots. You can use either parametric or nonparametric estimates. Parametric estimates are based on an assumed parametric distribution, while nonparametric estimates assume no parametric distribution.
For details on creating worksheets for censored data, see Distribution Analysis Data. Distribution Life data can be described using a variety of distributions. Once you have collected your data, you can use the commands in this chapter to select the best distribution to use for modeling your data, and then estimate the variety of functions that describe that distribution. These methods are called parametric because you assume the data follow a parametric distribution. If you cannot find a distribution that fits your data, Minitab provides nonparametric estimates of the same functions. Use the parametric distribution analysis commands when you can assume your data follow a parametric distribution. Use the nonparametric distribution analysis commands when you cannot assume a parametric distribution.
Estimation methods
Minitab provides both parametric and nonparametric methods to estimate functions. If a parametric distribution fits your data, then use the parametric estimates. If no parametric distribution adequately fits your data, then use the nonparametric estimates. For parametric estimates, you can choose either the least squares method or the maximum likelihood method. For nonparametric estimates, available methods depend on the type of censoring.
Estimation methods
Estimate Parametric (assumes parametric distribution) Method Maximum likelihood Results Distribution parameters, survival, cumulative failure, hazard, and percentile estimates Available with Right-censored parametric distribution analysis Arbitrary-censored parametric distribution analysis
Leastsquares estimation
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KaplanMeier
Actuarial
Survival, cumulative failure, hazard, and density estimates, median residual lifetimes
Right-censored nonparametric distribution analysis Arbitrary-censored nonparametric distribution analysis Right-censored distribution overview plot Arbitrary-censored distribution overview plot
Turnbull
Right censored
Left censored
You only know that the failure The fan failed sometime before 500 occurred before a particular time. days. You only know that the failure The fan failed sometime between 475 occurred between two particular and 500 days. times.
Interval censored
How you set up your worksheet depends, in part, on the type of censoring you have: When your data consist of exact failures and right-censored observations, see Distribution analysis (right censored data). When your data have exact failures and a varied censoring scheme, including right-censoring, left-censoring, and interval-censoring, see Distribution analysis (arbitrarily censored data).
Goodness-of-fit statistics
Minitab displays up to two goodnessoffit statistics to help you compare the fit of distributions. AndersonDarling statistic for the maximum likelihood and least squares estimation methods.
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Distribution Analysis
The AndersonDarling statistic is a measure of how far the plot points fall from the fitted line in a probability plot. The statistic is a weighted squared distance from the plot points to the fitted line with larger weights in the tails of the distribution. Minitab uses an adjusted AndersonDarling statistic, because the statistic changes when a different plot point method is used. A smaller AndersonDarling statistic indicates that the distribution fits the data better. The Pearson correlation measures the strength of the linear relationship between the X and Y variables on a probability plot. The correlation will range between 0 and 1, with higher values indicating a better fitting distribution.
Note
You cannot analyze more than one column of stacked data at a time, so the grouping indicators must be in one column.
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Fits one of eleven common parametric distributions to your data, then uses that distribution to estimate percentiles, survival probabilities, and cumulative failure probabilities. Also draws survival, cumulative failure, hazard, and probability plots.
You can display up to 50 samples on each plot. All the samples display on a single plot, with different colors and symbols. Dialog box items Start variables: Enter the columns of start times. You can enter up to 50 columns (50 different samples). End variables: Enter the columns of end times. You can enter up to 50 columns (50 different samples). Frequency columns (optional): Enter the columns of frequency data. By variable: If all of the samples are stacked in one column, check By variable, then enter a column of grouping indicators. Use all distributions: Choose to have Minitab fit all eleven distributions. Specify: Choose to fit up to four distributions. Distribution 1: Check and choose one of eleven distributions: smallest extreme value, Weibull (default), 3-parameter Weibull, exponential, 2-parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic. Distribution 2: Check and choose one of eleven distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential, 2-parameter exponential, normal, lognormal (default), 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic. Distribution 3: Check and choose one of eleven distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential (default), 2-parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic. Distribution 4: Check and choose one of eleven distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential, 2-parameter exponential, normal (default), lognormal, 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic.
Time at start of interval during which the Time at end of interval during which the failure occurred failure occurred
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Distribution Analysis
This data set illustrates tabled data. For observations with corresponding columns of frequency, see Using frequency columns. Start * 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000 End 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000 * Right censored at 90000 hours. Interval censored between 50000 and 60000 hours. Exact failures at 30000 hours. Left censored at 10000 hours.
When you have more than one sample, you can use separate columns for each sample. Alternatively, you can stack all the samples in one column, then set up a column of grouping indicators, which can be numbers or text. For an illustration, see Stacked vs. Unstacked data.
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Maximum X scale: Enter a value for the maximum X scale. Title: To replace the default title with your own title, type the desired text in this box.
Session window output Distribution ID Plot: Start = Start and End = End
Using frequencies in Freq
Goodness-of-Fit Anderson-Darling (adj) 2.387 2.960 6.411 2.325 Correlation Coefficient 0.948 0.880 * 0.998
Table of Percentiles Standard Error 4005.60 1249.06 15.2114 2509.70 4395.50 1333.82 77.6336 1700.67 4050.07 1335.70 159.466 1356.88 1504.02 1238.08 1049.09 635.757 95% Normal CI Lower Upper 8946.43 25368.5 17018.0 21927.3 469.015 528.678 4461.24 14299.1 20222.1 25001.3 2393.68 30366.5 28977.9 30670.8 4916.81 41780.4 69867.1 62077.0 32346.8 71301.6 37732.9 30237.6 2698.18 37033.0 44982.1 35912.1 5542.28 47099.3 75764.4 66931.3 36461.6 73793.8
Distribution Weibull Lognormal Exponential Smallest Extreme Value Weibull Lognormal Exponential Smallest Extreme Value Weibull Lognormal Exponential Smallest Extreme Value Weibull Lognormal Exponential Smallest Extreme Value
Percent 1 1 1 1 5 5 5 5 10 10 10 10 50 50 50 50
Percentile 15065.1 19317.3 497.954 9380.16 27623.1 27495.1 2541.38 33699.7 36103.8 33188.2 5220.19 44439.8 72756.0 64458.5 34342.6 72547.7
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Distribution Analysis
Table of MTTF Standard Error 2589.36 1571.48 1513.52 685.90 95% Normal CI Lower Upper 69234.6 79392.7 70696.3 76858.1 46666.6 52603.0 68059.6 70748.3
Interpreting the results The points fall approximately on the straight line on the smallest extreme value probability plot, so the extreme value distribution would be a good choice when running the parametric distribution analysis. You can also compare the Anderson-Darling goodness-of-fit values to determine which distribution best fits the data. A smaller Anderson-Darling statistic means that the distribution provides a better fit. Here, the Anderson-darling values for the smallest extreme value distribution are lower than the Anderson-Darling values for other distributions, thus supporting your conclusion that the smallest extreme value distribution provides the best fit. The table of percentiles and MTTFs allow you to see how your conclusions may change with different distributions.
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For example,
Table of Percentiles Standard Error 2.44778 2.46626 0.115720 4.41131 2.85714 2.61498 0.590591 3.71588 2.97051 2.68093 1.21312 3.38602 2.90747 3.38997 7.98090 2.63143 95% Normal CI Lower Upper 13.5305 23.2431 17.2638 27.0123 0.542291 1.00309 6.48126 23.7733 22.6859 23.9307 2.76766 20.0893 28.4812 28.4020 5.68499 27.2635 51.3558 50.2348 37.4005 51.7692 33.9618 34.2361 5.11939 34.6552 40.1830 38.9548 10.5156 40.5365 62.7720 63.5539 69.1804 62.0842
Distribution Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal
Percent 1 1 1 1 5 5 5 5 10 10 10 10 50 50 50 50
Percentile 17.7339 21.5948 0.737540 15.1273 27.7571 28.6233 3.76414 27.3722 33.8299 33.2625 7.73184 33.9000 56.7777 56.5033 50.8663 56.9267
Table of MTTF Standard Error 2.7394 3.8295 11.5140 2.6314 95% Normal CI Lower Upper 51.4955 62.2497 54.4791 69.5279 53.9575 99.8063 51.7692 62.0842
Overview Plot
Parametric distribution analysis commands
You can use all parametric distribution analysis commands for both right-censored and arbitrarily-censored data. The commands include Parametric Distribution Analysis, which performs the full analysis, and creates a Distribution ID Plot and Distribution Overview Plot. These graphs are often used before the full analysis to help choose a distribution or view summary information. Command Distribution ID Plot Right Censored Arbitrarily Censored Description Draws probability plots from your choice of eleven common distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential, 2parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, and 3-parameter loglogistic. These plots help you determine which, if any, of the parametric distributions best fits your data.
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Distribution Analysis
Distribution Overview Plot Right Censored Arbitrarily Censored Parametric Distribution Analysis Right Censored Arbitrarily Censored
Draws a probability plot, probability density function, survival plot, and hazard plot in separate regions on the same graph. These help you assess the fit of the chosen distribution and view summary graphs of your data. Fits one of eleven common parametric distributions to your data, then uses that distribution to estimate percentiles, survival probabilities, and cumulative failure probabilities. Also draws survival, cumulative failure, hazard, and probability plots.
Time at start of interval during which the Time at end of interval during which the failure occurred failure occurred
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This data set illustrates tabled data. For observations with corresponding columns of frequency, see Using frequency columns. Start * 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000 End 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000 * Right censored at 90000 hours. Interval censored between 50000 and 60000 hours. Exact failures at 30000 hours. Left censored at 10000 hours.
When you have more than one sample, you can use separate columns for each sample. Alternatively, you can stack all the samples in one column, then set up a column of grouping indicators, which can be numbers or text. For an illustration, see Stacked vs. Unstacked data.
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Distribution Analysis
Session window output Distribution Overview Plot: Start = Start and End = End
Using frequencies in Freq
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Interpreting the results These four plots describe the failure rate for tires over time. With these plots, you can determine that approximately 90% of the tires last past 45,000 miles.
The Kaplan-Meier survival estimates, Turnbull survival estimates, and empirical hazard function change values only at exact failure times, so the nonparametric survival and hazard curves are step functions. Parametric survival and hazard estimates are based on a fitted distribution and the curve will therefore be smooth. For example,
Distribution Weibull
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Distribution Analysis
Distribution Overview Plot Right Censored Arbitrarily Censored Parametric Distribution Analysis Right Censored Arbitrarily Censored
Draws a probability plot, probability density function, survival plot, and hazard plot in separate regions on the same graph. These help you assess the fit of the chosen distribution and view summary graphs of your data. Fits one of eleven common parametric distributions to your data, then uses that distribution to estimate percentiles, survival probabilities, and cumulative failure probabilities. Also draws survival, cumulative failure, hazard, and probability plots.
Time at start of interval during which the Time at end of interval during which the failure occurred failure occurred
This data set illustrates tabled data. For observations with corresponding columns of frequency, see Using frequency columns.
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Start * 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000
End 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000 * Right censored at 90000 hours. Interval censored between 50000 and 60000 hours. Exact failures at 30000 hours. Left censored at 10000 hours.
When you have more than one sample, you can use separate columns for each sample. Alternatively, you can stack all the samples in one column, then set up a column of grouping indicators, which can be numbers or text. For an illustration, see Stacked vs. Unstacked data.
When = 0, the distribution starts at the origin. When > 0, the distribution starts to the right of the origin. The period from 0 to is the failure free operating period. When < 0, the distribution starts to the left of the origin. A negative indicates that failures have occurred prior to the beginning of a test.
Choose a distribution with a threshold parameter (3-parameter Weibull, 2-parameter exponential, 3-parameter lognormal, or 3-parameter loglogistic) when you want to estimate the earliest time-to-failure. The two probability plots show the same
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Distribution Analysis
data fit to a Weibull and a 3-parameter Weibull distribution. The Weibull does not account for the threshold parameter and displays as a curve on probability paper. The 3-parameter Weibull adjusts for and the points appear straighter.
Note
The threshold parameter is assumed fixed when calculating confidence intervals with the 3-parameter lognormal and 2-parameter exponential distributions.
Percentiles
By what time do half of the engine windings fail? How long until 10% of the blenders stop working? You are looking for percentiles. The parametric distribution analysis commands automatically display a table of percentiles in the Session window. By default, Minitab displays the percentiles 1-10, 20, 30, 40, 50, 60, 70, 80, and 90-99. In this example, we entered failure times (in months) for engine windings.
Table of Percentiles
Percent 1 2 3 4 Percentile 10.0765 13.6193 16.2590 18.4489 Standard Error 2.78453 3.23157 3.48898 3.66352 95.0% Normal CI Lower Upper 5.86263 17.3193 8.55426 21.6834 10.6767 24.7601 12.5009 27.2270
As shown in the first row of the table, at about 10 months (Percentile), 1% of the windings failed. The values in the Percentile column are estimates of the times at which the corresponding percent of the units failed. The table also includes standard errors and approximate 95.0% confidence intervals for each percentile. In the Estimate subdialog box, you can specify a different confidence level for all confidence intervals. You can also request percentiles to be added the default table.
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Table of Survival Probabilities 95.0% Normal CI Time Probability Lower 70.0000 0.4076 0.2894
Upper 0.5222
As shown in the table above, 40.76% of the engine windings last past 70 months.
38
Distribution Analysis
Confidence intervals: Choose to use two-sided confidence intervals (the default) or just an upper or lower confidence interval.
For more information, see Drawing conclusions when you have few or no failures.
Maximum likelihood (MLE) Distribution parameter estimates are more precise than least squares (XY). MLE allows you to perform an analysis when there are no failures. When there is only one failure and some rightcensored observations, the maximum likelihood parameter estimates may exist for a Weibull distribution. The maximum likelihood estimation method has attractive mathematical qualities.
39
When possible, both methods should be tried; if the results are consistent, then there is more support for your conclusions. Otherwise, you may want to use the more conservative estimates or consider the advantages of both approaches and make a choice for your problem.
When you set historical parameters, you can fix all parameter or you can estimate at least one parameter. Estimate at least one parameter by: Fixing the shape OR scale Fixing the threshold Fixing the shape OR scale AND threshold
Note
For example, your reliability specifications require that the 5th percentile is at least 12 months. You run a Bayes analysis on data with no failures, and then examine the lower confidence bound to substantiate that the product is at least as good as specifications require. If the lower confidence bound for the 5th percentile is 13.1 months, you conclude that your product meets specifications and terminate the test. See Demonstration Test Plans to determine the optimal testing time or number of test units to use.
40
Distribution Analysis
Whether the distribution parameters (scale, shape, location, or threshold) are consistent with specified values Whether the sample comes from the historical distribution Whether two or more samples come from the same population Whether two or more samples share the same shape, scale, location, or threshold parameters
Dialog box items Consistency of Sample with Value Test shape (slopeWeibull) or scale (1/slopeother dists) equal to: Enter a test value to compare the sample's shape (Weibull) or scale (other distributions). Test scale (Weibull or expo) or location (other dists) equal to: Enter a test value to compare the sample's scale (Weibull or exponential) or location (other distributions). Test threshold equal to: Enter a test value to compare the sample's threshold. Equality of Parameters Test for equal shape (slopeWeibull) or scale (1/slopeother distributions): Check to test whether two or more samples have the same shape or scale. Test for equal scale (Weibull or expo) or location (other distributions): Check to test whether two or more samples have the same scale or location. Test for equal threshold: Check to test whether two or more samples have the same threshold. Note For 2-parameter distributions, check the first two Equality of Parameters options to test whether two or more samples come from the same population. For 3-parameter distributions, check all Equality of Parameters options, to test the same.
To determine whether two or more samples come from the same population
1 2 In the main dialog box, click Test. Do the following: Check Test for equal shape (slopeWeibull) or scale (1/slopeother dists). Check Test for equal scale (Weibull or expo) or location (other distributions). Check Test for equal threshold. Click OK.
41
In Test scale (Weibull or expo) or location (other dists) equal to, enter the parameter of a historical distribution. In Test threshold equal to, enter the parameter of a historical distribution.
Click OK.
Specify a minimum and/or maximum value for the x-axis scale Enter a label for the x-axis
42
Distribution Analysis
3 4 5
Click OK. To change the confidence level for the 95.0% confidence interval to some other level, click Estimate. In Confidence level, enter a value. Click OK. To change the method used to obtain the fitted line, click Estimate. In Estimation Method, choose Least Squares (default) or Maximum Likelihood. Click OK.
43
To draw a parametric hazard plot, check Hazard plot in the Graphs subdialog box.
Probability plots
Use a probability plot to assess whether a particular distribution fits your data. The plot consists of: Plot points, which represent the proportion of failures up to a certain time. Minitab calculates the plot points using a nonparametric method. The observed failure times are plotted on the x-axis vs. the estimated cumulative probabilities (p) on the y-axis. Transformations of both the x and y data are needed to ensure that the plotted y values are a linear function of the plotted x values if the data are sampled from the particular distribution. Fitted line, which is a graphical representation of the percentiles. To make the fitted line, Minitab first calculates the percentiles for the various percents, based on the chosen distribution. The associated probabilities are then transformed and used as the y-variables. The percentiles may be transformed, depending on the distribution, and are used as the x-variables. The transformed scales, chosen to linearize the fitted line, differ depending on the distribution used. Confidence intervals, set of approximate 95.0% confidence intervals for the fitted line.
For more information on probability plot calculations, see Methods and formulas - parametric distribution analysis. Because the plot points do not depend on any distribution, they would be the same (before being transformed) for any probability plot made. The fitted line, however, differs depending on the parametric distribution chosen. So you can use the probability plot to assess whether a particular distribution fits your data. In general, the closer the points fall to the fitted line, the better the fit. Minitab provides two goodness of fit measures to help assess how the distribution fits your data. To choose from various methods to estimate the plot points, see Tools > Options > Individual Graphs > Probability Plots. To choose from various methods to obtain the fitted line, see Parametric Distribution Analysis Estimate. Tip To quickly compare the fit of up to eleven different distributions at once, see Distribution ID Plot (Right Censoring) or Distribution ID Plot (Arbitrary Censoring).
The Weibull probability plot below shows failure times associated with running engine windings at a temperature of 80 C:
44
Distribution Analysis
Survival plots
Survival (or reliability) plots display the survival probabilities versus time. Each plot point represents the proportion of units surviving at time t. The survival curve is surrounded by two outer lines the approximate 95.0% confidence interval for the curve, which provide reasonable values for the "true" survival function.
45
Specify a minimum and/or maximum value for the x-axis scale Enter a label for the x-axis 3 4 5 Click OK.
To change the confidence level for the 95.0% confidence interval to some other level, click Estimate. In Confidence level, enter a value. Click OK. To change the method used to obtain the fitted line, click Estimate. In Estimation Method, choose Least Squares (default) or Maximum Likelihood. Click OK.
46
Distribution Analysis
If you choose Estimate parameters of distribution, you can do any of the following:
47
Variables with multiple failure modes: Case A single variable with a multiple failure modes. Enter Enter a single column containing values for each parameter for each failure mode. Enter one column of parameter estimates for each failure mode. If there are three failure modes, enter three columns of parameter estimates. Enter a single column containing values for each parameter for each failure mode and variable. Enter one column of parameter estimates for each failure mode of each variable. If there are two variables with two failure modes, enter four columns of parameter estimates. Enter a single column containing values for each parameter for each failure mode of each group level. Enter one column of parameter estimates for each failure mode of each group level. If there are two group levels with three failure modes each, enter six columns of parameter estimates.
Parameter estimates are assigned by failure mode then variable. Normally, the first column should contain the parameter estimates of failure mode 1, variable 1; the second column parameter estimates of failure mode 1, variable 2, etc. If variable 2 does not have failure mode 1, the second column contains the parameter estimates of failure mode 2, variable 1. Caution Do not enter starting estimates or historical estimates for failure modes that you have eliminated from the analysis.
48
Distribution Analysis
Session window output Distribution Analysis, Start = Start and End = End
Variable Start: Start Frequency: Freq Censoring Information Right censored value Interval censored value Left censored value End: End
Count 71 694 8
Estimation Method: Least Squares (failure time(X) on rank(Y)) Distribution: Smallest Extreme Value
Parameter Estimates Standard Error 587.866 517.593 95.0% Normal CI Lower Upper 76864.0 79168.4 13939.7 15970.1
Characteristics of Distribution Standard Error 685.900 663.838 635.757 915.593 594.993 813.932 95.0% Normal CI Lower Upper 68059.6 70748.3 17878.3 20482.5 71301.6 73793.8 57632.4 61221.4 81723.6 84055.9 21920.6 25113.6
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
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Table of Percentiles Standard Error 2509.70 2159.90 1956.18 1812.11 1700.67 1609.86 1533.27 1467.08 1408.84 1356.88 1020.23 833.021 712.680 635.757 594.162 585.974 613.919 693.170 705.872 720.004 735.876 753.934 774.855 799.741 830.594 871.722 936.048 95.0% Normal CI Lower Upper 4461.24 14299.1 15564.4 24031.1 22089.6 29757.7 26741.1 30366.5 33343.0 35872.0 38073.6 40025.5 41780.4 53636.9 61001.6 66597.0 71301.6 75547.3 79637.4 83913.4 89101.7 89744.4 90429.2 91166.8 91972.2 92868.0 93891.2 95107.9 96659.9 98967.7 33844.5 37033.0 39653.5 41882.3 43824.5 45548.0 47099.3 57636.1 64267.0 69390.6 73793.8 77876.4 81934.3 86319.9 91818.9 92511.4 93251.6 94051.4 94927.5 95905.4 97026.1 98363.8 100077 102637
Percent 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile 9380.16 19797.7 25923.6 30292.8 33699.7 36498.2 38877.1 40949.1 42786.8 44439.8 55636.5 62634.3 67993.8 72547.7 76711.9 80785.8 85116.6 90460.3 91127.9 91840.4 92609.1 93449.8 94386.7 95458.6 96735.9 98368.5 100802
Time 45000
Probability 0.896380
50
Distribution Analysis
Interpreting the results As shown in the Characteristics of Distribution table, the mean and median miles until the tires fail are 69,403.9 and 72,547.7 miles, respectively.
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To see the times at which various percentages or proportions of the tires fail, look at the Table of Percentiles. For example, 5% of the tires fail by 33,699.7 miles and 50% fail by 72,547.7 miles. In the Table of Survival Probabilities, you can see that 89.64% of the tires last past 45,000 miles.
For example,
Censoring value: Cens80 = 0 Estimation Method: Least Squares (failure time(X) on rank(Y)) Distribution: Weibull
Parameter Estimates Standard Error 0.296611 2.84080 95.0% Normal CI Lower Upper 3.10091 4.26856 57.4674 68.6177
Characteristics of Distribution Standard Error 2.73936 0.872053 2.90747 3.00877 2.78798 1.27922 95.0% Normal CI Lower Upper 51.4955 62.2497 15.6757 19.0996 51.3558 62.7720 39.0629 50.8914 63.4415 74.3817 21.7263 26.7498
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
52
Distribution Analysis
Table of Percentiles Standard Error 2.44778 2.64045 2.74337 2.81001 2.85714 2.89222 2.91916 2.94029 2.95707 2.97051 3.01453 2.99523 2.95551 2.90747 2.85684 2.80866 2.77225 2.78019 2.78771 2.79777 2.81118 2.82909 2.85336 2.88716 2.93652 3.01533 3.16895 95.0% Normal CI Lower Upper 13.5305 23.2431 16.8866 27.3374 19.2342 30.0778 21.1039 32.2010 22.6859 33.9618 24.0728 35.4813 25.3174 36.8274 26.4531 38.0423 27.5024 39.1542 28.4812 40.1830 36.0717 47.9283 41.7796 53.5509 46.7259 58.3351 51.3558 62.7720 55.9534 67.1676 60.8008 71.8233 66.3384 77.2159 73.7094 84.6162 74.6707 85.6068 75.7063 86.6817 76.8345 87.8624 78.0814 89.1794 79.4865 90.6796 81.1142 92.4397 83.0809 94.6000 85.6375 97.4656 89.5364 101.967
Percent 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99 Note
Percentile 17.7339 21.4857 24.0525 26.0685 27.7571 29.2256 30.5348 31.7228 32.8152 33.8299 41.5795 47.3005 52.2089 56.7777 61.3046 66.0826 71.5708 78.9748 79.9520 81.0084 82.1636 83.4461 84.8988 86.5920 88.6536 91.3603 95.5499
From the Results subdialog box, you can request additional output and display Session window output for each failure mode.
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By variable: If all of the samples are stacked in one column, check By variable, and enter a column of grouping indicators in the box.
Time at start of interval during which the Time at end of interval during which the failure occurred failure occurred
This data set illustrates tabled data. For observations with corresponding columns of frequency, see Using frequency columns. Start * 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000 End 10000 20000 30000 30000 40000 50000 50000 60000 70000 80000 90000 * Right censored at 90000 hours. Interval censored between 50000 and 60000 hours. Exact failures at 30000 hours. Left censored at 10000 hours.
When you have more than one sample, you can use separate columns for each sample. Alternatively, you can stack all the samples in one column, then set up a column of grouping indicators, which can be numbers or text. For an illustration, see Stacked vs. Unstacked data.
54
Distribution Analysis
If you like, use any of the dialog box options, then click OK.
Session window output Distribution Analysis, Start = Start and End = End
Variable Start: Start Frequency: Freq End: End
Failure Mode: Failure = Hinge, Screen, Window Censoring Information Right censored value Interval censored value Left censored value Count 18 55 7
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Turnbull Estimates Interval Lower Upper * 2500 2500 5000 5000 7500 7500 10000 10000 12500 12500 15000 15000 17500 17500 20000 20000 22500 22500 25000 25000 27500 27500 30000 30000 32500 32500 * Probability of Failure 0.0875 0.1375 0.1000 0.0500 0.0250 0.0625 0.0250 0.0375 0.0125 0.1000 0.0500 0.0750 0.0125 0.2250 Standard Error 0.0315919 0.0385022 0.0335410 0.0243670 0.0174553 0.0270633 0.0174553 0.0212408 0.0124216 0.0335410 0.0243670 0.0294480 0.0124216 *
Time 2500 5000 7500 10000 12500 15000 17500 20000 22500 25000 27500 30000 32500
Survival Probability 0.9125 0.7750 0.6750 0.6250 0.6000 0.5375 0.5125 0.4750 0.4625 0.3625 0.3125 0.2375 0.2250
Standard Error 0.0315919 0.0466871 0.0523659 0.0541266 0.0547723 0.0557443 0.0558842 0.0558318 0.0557443 0.0537464 0.0518223 0.0475781 0.0466871
95.0% Normal CI Lower Upper 0.850581 0.974419 0.683495 0.866505 0.572365 0.777635 0.518914 0.731086 0.492648 0.707352 0.428243 0.646757 0.402969 0.622031 0.365572 0.584428 0.353243 0.571757 0.257159 0.467841 0.210930 0.414070 0.144249 0.330751 0.133495 0.316505
56
Distribution Analysis
Interpreting the results The overall 20,000-cycle cassette reliability is 0.4750 and you are 95% confident that the true reliability is between 0.365572 and 0.584428. Because the actual reliability is much worse than your target, you need to understand each component's reliability for improvement. By examining the survival plots, you determine that the 20,000-cycle reliability for the components are: Hinge=0.73574; Window=0.6516; and Screen=0.9744. Significant improvements to the hinge and window are required to meet the overall cassette reliability target.
More
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Cumulative failure plot: Check to display a cumulative failure plot. Display confidence intervals on plot: Check to display confidence intervals on the survival and cumulative failure plots. Hazard Plots: Check to display a hazard plot. Show graphs of different variables or by levels: Choose to display the graphs overlaid on the same graph or on separate graphs. Minimum X scale: Enter a value for the minimum X-axis scale. Maximum X scale: Enter a value for the maximum X-axis scale. X axis label: To replace the default X-axis label with your own label, enter the desired text in this box.
58
Distribution Analysis
You can interpret the nonparametric survival curve in a similar manner as you would the parametric survival curve. The major difference is that the nonparametric survival curve is a step function while the parametric survival curve is a smoothed function. See Comparing survival curves when you perform nonparametric distribution analysis on more than one rightcensored sample.
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Reliability and Survivial Analysis Nonparametric Distribution Analysis (Arbitrary Censoring) Storage
Stat > Reliability/Survival > Distribution Analysis (Arbitrary Censoring) > Nonparametric Distribution Analysis > Storage You can store various probability and rate estimates. Dialog box items Enter number of levels in by variable: If all of the samples are stacked in one column, enter the number of levels the column of grouping indicators contains. Nonparametric estimates Check any of the items below to store them in the worksheet. Times for probabilities: Check to store times for survival probabilities and cumulative failure probabilities. Survival probabilities: Check to store survival probabilities. Standard error for survival probabilities: Check to store standard errors for survival probabilities. Confidence limits for survival probabilities: Check to store confidence limits for survival probabilities. Cumulative failure probabilities: Check to store cumulative failure probabilities. Standard error for cumulative failure probabilities: Check to store standard errors for cumulative failure probabilities. Confidence limits for cumulative failure probabilities: Check to store confidence limits for cumulative failure probabilities. Hazard rates: Check to store the hazard estimates. Available when you choose the Actuarial estimation method. Times for hazard rates: Check to store the times for the hazard estimates. Available when you choose the Actuarial estimation method.
Session window output Distribution Analysis, Start = Start and End = End
Variable Start: Start Frequency: Freq Censoring Information Right censored value Interval censored value Left censored value End: End
Count 71 694 8
Turnbull Estimates Interval Lower Upper * 10000 10000 20000 20000 30000 30000 40000 40000 50000 50000 60000 60000 70000 70000 80000 80000 90000 90000 * Probability of Failure 0.010349 0.012937 0.018111 0.032342 0.047865 0.112549 0.187581 0.298836 0.187581 0.091850 Standard Error 0.0036400 0.0040644 0.0047964 0.0063628 0.0076784 0.0113672 0.0140409 0.0164640 0.0140409 *
60
Distribution Analysis
Time 10000 20000 30000 40000 50000 60000 70000 80000 90000
Survival Probability 0.989651 0.976714 0.958603 0.926261 0.878396 0.765847 0.578266 0.279431 0.091850
Standard Error 0.0036400 0.0054243 0.0071650 0.0093999 0.0117552 0.0152311 0.0177621 0.0161393 0.0103879
95.0% Normal CI Lower Upper 0.982516 0.996785 0.966083 0.987345 0.944560 0.972646 0.907838 0.944685 0.855356 0.901436 0.735995 0.795700 0.543453 0.613079 0.247798 0.311063 0.071490 0.112210
Interpreting the results The Turnbull Estimates table displays the probabilities of failure. For example, 18.76% of the tires are estimated to fail between 60,000 and 70,000 miles. You can see in the column of survival probabilities that 92.63% of the tires are estimated to survive until 40,000 miles.
For example,
Nonparametric Estimates
Characteristics of Variable Standard Error 2.20686 95.0% Normal CI Lower Upper 51.3746 60.0254
Mean(MTTF) 55.7
Median = 55 IQR = * Q1 = 48
Q3 = *
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Time 23 24 27 31 34 35 37 40 41 45 46 48 49 50 51 52 53 54 55 56 58 59 60 61 62 64 66 67 74
Number Failed 1 1 2 1 1 1 1 1 1 1 1 3 1 1 4 1 1 1 1 1 2 1 1 1 1 1 1 2 1
Survival Probability 0.980000 0.960000 0.920000 0.900000 0.880000 0.860000 0.840000 0.820000 0.800000 0.780000 0.760000 0.700000 0.680000 0.660000 0.580000 0.560000 0.540000 0.520000 0.500000 0.480000 0.440000 0.420000 0.400000 0.380000 0.360000 0.340000 0.320000 0.280000 0.258462
Standard Error 0.0197990 0.0277128 0.0383667 0.0424264 0.0459565 0.0490714 0.0518459 0.0543323 0.0565685 0.0585833 0.0603987 0.0648074 0.0659697 0.0669925 0.0697997 0.0701997 0.0704840 0.0706541 0.0707107 0.0706541 0.0701997 0.0697997 0.0692820 0.0686440 0.0678823 0.0669925 0.0659697 0.0634980 0.0621592
95.0% Normal CI Lower Upper 0.941195 1.00000 0.905684 1.00000 0.844803 0.99520 0.816846 0.98315 0.789927 0.97007 0.763822 0.95618 0.738384 0.94162 0.713511 0.92649 0.689128 0.91087 0.665179 0.89482 0.641621 0.87838 0.572980 0.82702 0.550702 0.80930 0.528697 0.79130 0.443195 0.71680 0.422411 0.69759 0.401854 0.67815 0.381521 0.65848 0.361410 0.63859 0.341521 0.61848 0.302411 0.57759 0.283195 0.55680 0.264210 0.53579 0.245460 0.51454 0.226953 0.49305 0.208697 0.47130 0.190702 0.44930 0.155546 0.40445 0.136632 0.38029
Turnbull estimates Censoring information Turnbull estimates of the probability of failure and their standard errors Turnbull estimates of the survival probabilities and their standard errors and 95% confidence intervals
For example,
Count 71 694 8
Turnbull Estimates Interval Lower Upper * 10000 10000 20000 20000 30000 30000 40000 40000 50000 50000 60000 60000 70000 70000 80000 80000 90000 90000 * Probability of Failure 0.010349 0.012937 0.018111 0.032342 0.047865 0.112549 0.187581 0.298836 0.187581 0.091850 Standard Error 0.0036400 0.0040644 0.0047964 0.0063628 0.0076784 0.0113672 0.0140409 0.0164640 0.0140409 *
62
Distribution Analysis
Time 10000 20000 30000 40000 50000 60000 70000 80000 90000
Survival Probability 0.989651 0.976714 0.958603 0.926261 0.878396 0.765847 0.578266 0.279431 0.091850
Standard Error 0.0036400 0.0054243 0.0071650 0.0093999 0.0117552 0.0152311 0.0177621 0.0161393 0.0103879
95.0% Normal CI Lower Upper 0.982516 0.996785 0.966083 0.987345 0.944560 0.972646 0.907838 0.944685 0.855356 0.901436 0.735995 0.795700 0.543453 0.613079 0.247798 0.311063 0.071490 0.112210
Actuarial survival estimates Instead of the default Kaplan-Meier or Turnbull survival estimates, you can request Actuarial estimates in the Estimate subdialog box. Median residual lifetimes Conditional probabilities of failure Survival probabilities
With Nonparametric Distribution Analysis-Right Censoring, you can request specific time intervals. In this example, we requested equally spaced time intervals from 0-110, in increments of 20:
Nonparametric Estimates
Characteristics of Variable Standard Error 3.36718 95.0% Normal CI Lower Upper 49.5909 62.7900
Median 56.1905
Additional Time from Time T until 50% of Running Units Fail Proportion of Running Units 1.00 0.84
Time T 20 40
Actuarial Table Conditional Probability of Failure 0.000000 0.160000 0.500000 0.421053 0.000000 0.000000
Number Entering 50 50 42 21 9 3
Number Failed 0 8 21 8 0 0
Number Censored 0 0 0 4 6 3
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95.0% Normal CI Lower Upper 1.00000 1.00000 0.73838 0.94162 0.28320 0.55680 0.12082 0.36550 0.12082 0.36550 0.12082 0.36550
From the Results subdialog box, you can request additional output and display Session window output for each failure mode.
The AndersonDarling statistic is a measure of how far the plot points fall from the fitted line in a probability plot. The statistic is a weighted squared distance from the plot points to the fitted line with larger weights in the tails of the distribution. Minitab uses an adjusted AndersonDarling statistic, because the statistic changes when a different plot point method is used. A smaller AndersonDarling statistic indicates that the distribution fits the data better. The Pearson correlation measures the strength of the linear relationship between the X and Y variables on a probability plot. The correlation will range between 0 and 1, with higher values indicating a better fitting distribution.
Worksheet structure :
Singly censored data Months 50 50 53 53 60 65 70 70 . . . and so on Note Censor F F F F F F C C . . . and so on Multiply censored data Months 50 53 60 65 70 70 50 53 . . . and so on Censor F F C C F F F F . . . and so on The Censor column contains the corresponding censoring indicators: F designates an actual failure; C designates a unit that was removed from the test before failure. The Censor column is optional for singly censored data, but required for multiply censored data.
For observations with corresponding columns of frequency, see Using frequency columns.
64
Distribution Analysis
Censoring indicators can be numbers or text. If you do not enter a censoring value in the Censor subdialog box, Minitab assumes the lower of the two values indicates censoring, while the higher one indicates an exact failure. Time Censoring Enter a column of failure times and the time at which to begin censoring. Time censoring means that you run the study for a specified period of time. All units still running at the end time are time censored. This is known as Type I censoring on the right. In the example above, units are time censored at 70 months. Failure Censoring Enter a column of failure times and the number of failures at which to begin censoring. Failure censoring means that you run the study until you observe a specified number of failures. This is known as Type II censoring on the right. You specify the number of failures at which to begin censoring. In the example above, units are failure censored at 7.
Frequency columns are useful for data where you have large numbers of observations with common failure and censoring times. For example, warranty data usually includes large numbers of observations with common censoring times.
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Here is the same data set structured both ways: Unstacked Data Drug A 20 30 43 51 57 82 85 89 Drug B 2 3 6 14 24 26 27 31 Stacked Data Drug 20 30 43 51 57 82 85 89 2 3 6 14 24 26 27 31 Group A A A A A A A A B B B B B B B B
Note
You cannot analyze more than one column of stacked data at a time, so the grouping indicators must be in one column.
Distribution ID Plot
Parametric distribution analysis commands
You can use all parametric distribution analysis commands for both right-censored and arbitrarily-censored data. The commands include Parametric Distribution Analysis, which performs the full analysis, and creates a Distribution ID Plot and Distribution Overview Plot. These graphs are often used before the full analysis to help choose a distribution or view summary information. Command Distribution ID Plot Right Censored Arbitrarily Censored Description Draws probability plots from your choice of eleven common distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential, 2parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, and 3-parameter loglogistic. These plots help you determine which, if any, of the parametric distributions best fits your data. Draws a probability plot, probability density function, survival plot, and hazard plot in separate regions on the same graph. These help you assess the fit of the chosen distribution and view summary graphs of your data. Fits one of eleven common parametric distributions to your data, then uses that distribution to estimate percentiles, survival probabilities, and cumulative failure probabilities. Also draws survival, cumulative failure, hazard, and probability plots.
Distribution Overview Plot Right Censored Arbitrarily Censored Parametric Distribution Analysis Right Censored Arbitrarily Censored
You can display up to 50 samples on each plot. All the samples display on a single plot, with different colors and symbols. Dialog box items Variables: Enter the columns of failure times. You can enter up to 50 columns (50 different samples). Frequency columns (optional): Enter the columns of frequency data.
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Distribution Analysis
By variable: If all of the samples are stacked in one column, check By variable, then enter a column of grouping indicators. Use all distributions: Choose to have Minitab fit all eleven distributions. Specify: Choose to fit up to four distributions. Distribution 1: Check and choose one of eleven distributions: smallest extreme value, Weibull (default), 3-parameter Weibull, exponential, 2-parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic. Distribution 2: Check and choose one of eleven distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential, 2-parameter exponential, normal, lognormal (default), 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic. Distribution 3: Check and choose one of eleven distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential (default), 2-parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic. Distribution 4: Check and choose one of eleven distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential, 2-parameter exponential, normal (default), lognormal, 3-parameter lognormal, logistic, loglogistic, or 3parameter loglogistic.
When your data are multiply censored, you must have a column of censoring indicators. See Worksheet Structure for more information. Note Occasionally, you may have life data with no failures. Under certain conditions, Minitab allows you to draw conclusions based on that data. See Drawing conclusions when you have few or no failures.
Note 6 7
Click Censor. Do one of the following, then click OK. For data with censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. If you like, enter the value you use to indicate censoring in Censoring value. If you do not enter a value, Minitab uses the lowest value in the censoring column. For time censored data: Choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored.
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For failure censored data: Choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to make all (ordered) observations starting with the 150th observation censored, and all other observations uncensored.
If you like, use any of the available dialog box options, then click OK.
Censor
Stat > Reliability/Survival > Distribution Analysis (Right Censoring) > distribution analysis command > Censor Allows you to designate which observations are censored. Dialog box items Censoring Options Use censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. Censoring value: If you like, enter the value you use to indicate censoring in Censoring value. If you do not enter a value, Minitab uses the lowest value in the censoring column. Text values must be contained in double quotes. Time censor at: For time censored data, choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored. Failure censor at: For failure censored data, choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to make all (ordered) observations starting with the 150th observation censored, and all other observations uncensored.
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Distribution Analysis
Censoring), which requires you to specify the distribution for your data. Distribution ID Plot Right Censoring can help you choose that distribution. First you collect failure times for the engine windings at two temperatures. In the first sample, you test 50 windings at 80 C; in the second sample, you test 40 windings at 100 C. Some of the units drop out of the test for unrelated reasons. In the Minitab worksheet, you use a column of censoring indicators to designate which times are actual failures (1) and which are censored units removed from the test before failure (0). 1 2 3 4 5 Open the worksheet RELIABLE.MTW. Choose Stat > Reliability/Survival > Distribution Analysis (Right Censoring) > Distribution ID Plot. In Variables, enter Temp80 Temp100. Choose Specify. Leave the default distributions as Weibull, lognormal, exponential, and normal. Click Censor. Choose Use censoring columns and enter Cens80 Cens100 in the box. Click OK in each dialog box.
Goodness-of-Fit Anderson-Darling (adj) 67.606 67.656 71.519 67.589 Correlation Coefficient 0.986 0.982 * 0.987
Table of Percentiles Standard Error 2.44778 2.46626 0.115720 4.41131 2.85714 2.61498 0.590591 3.71588 2.97051 2.68093 1.21312 3.38602 2.90747 3.38997 7.98090 2.63143 95% Normal CI Lower Upper 13.5305 23.2431 17.2638 27.0123 0.542291 1.00309 6.48126 23.7733 22.6859 23.9307 2.76766 20.0893 28.4812 28.4020 5.68499 27.2635 51.3558 50.2348 37.4005 51.7692 33.9618 34.2361 5.11939 34.6552 40.1830 38.9548 10.5156 40.5365 62.7720 63.5539 69.1804 62.0842
Distribution Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal
Percent 1 1 1 1 5 5 5 5 10 10 10 10 50 50 50 50
Percentile 17.7339 21.5948 0.737540 15.1273 27.7571 28.6233 3.76414 27.3722 33.8299 33.2625 7.73184 33.9000 56.7777 56.5033 50.8663 56.9267
Table of MTTF Standard Error 2.7394 3.8295 11.5140 2.6314 95% Normal CI Lower Upper 51.4955 62.2497 54.4791 69.5279 53.9575 99.8063 51.7692 62.0842
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Goodness-of-Fit Anderson-Darling (adj) 17.396 17.281 19.338 17.830 Correlation Coefficient 0.993 0.988 * 0.960
Table of Percentiles Standard Error 1.35339 1.62573 0.0759556 6.17367 2.28281 2.09791 0.387650 5.07572 2.76563 2.37705 0.796264 4.56053 3.99440 4.44473 5.23847 3.50454 95% Normal CI Lower Upper 2.21479 7.88357 4.13270 10.7510 0.334673 0.637595 -21.6125 2.58784 6.30292 7.60714 1.70805 -4.56130 9.97371 10.4651 3.50848 4.39121 32.1986 29.5444 23.0816 34.4790 15.5589 16.0222 3.25405 15.3352 21.0692 19.9453 6.68409 22.2681 47.9601 47.1261 43.9733 48.2166
Distribution Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal
Percent 1 1 1 1 5 5 5 5 10 10 10 10 50 50 50 50
Percentile 4.17857 6.66562 0.461937 -9.51233 9.90287 11.0401 2.35756 5.38694 14.4961 14.4474 4.84262 13.3297 39.2969 37.3137 31.8587 41.3478
Table of MTTF Standard Error 3.78311 6.98322 7.55752 3.50454 95% Normal CI Lower Upper 35.5434 50.4488 37.1357 64.8656 33.2997 63.4401 34.4790 48.2166
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Distribution Analysis
Interpreting the results The points fall approximately on the straight line on the lognormal probability plot, so the lognormal distribution would be a good choice when running the parametric distribution analysis. You can also compare the Anderson-Darling goodness-offit values to determine which distribution best fits the data. A smaller Anderson-Darling statistic means that the distribution provides a better fit. Here, the Anderson-Darling values for the lognormal distribution are lower than the Anderson-Darling values for other distributions, thus supporting your conclusion that the lognormal distribution provides the best fit. The table of percentiles and MTTFs allow you to see how your conclusions may change with different distributions.
For example,
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Table of Percentiles Standard Error 2.44778 2.46626 0.115720 4.41131 2.85714 2.61498 0.590591 3.71588 2.97051 2.68093 1.21312 3.38602 2.90747 3.38997 7.98090 2.63143 95% Normal CI Lower Upper 13.5305 23.2431 17.2638 27.0123 0.542291 1.00309 6.48126 23.7733 22.6859 23.9307 2.76766 20.0893 28.4812 28.4020 5.68499 27.2635 51.3558 50.2348 37.4005 51.7692 33.9618 34.2361 5.11939 34.6552 40.1830 38.9548 10.5156 40.5365 62.7720 63.5539 69.1804 62.0842
Distribution Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal Weibull Lognormal Exponential Normal
Percent 1 1 1 1 5 5 5 5 10 10 10 10 50 50 50 50
Percentile 17.7339 21.5948 0.737540 15.1273 27.7571 28.6233 3.76414 27.3722 33.8299 33.2625 7.73184 33.9000 56.7777 56.5033 50.8663 56.9267
Table of MTTF Standard Error 2.7394 3.8295 11.5140 2.6314 95% Normal CI Lower Upper 51.4955 62.2497 54.4791 69.5279 53.9575 99.8063 51.7692 62.0842
Overview Plot
Parametric distribution analysis commands
You can use all parametric distribution analysis commands for both right-censored and arbitrarily-censored data. The commands include Parametric Distribution Analysis, which performs the full analysis, and creates a Distribution ID Plot and Distribution Overview Plot. These graphs are often used before the full analysis to help choose a distribution or view summary information. Command Distribution ID Plot Right Censored Arbitrarily Censored Description Draws probability plots from your choice of eleven common distributions: smallest extreme value, Weibull, 3-parameter Weibull, exponential, 2parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, and 3-parameter loglogistic. These plots help you determine which, if any, of the parametric distributions best fits your data. Draws a probability plot, probability density function, survival plot, and hazard plot in separate regions on the same graph. These help you assess the fit of the chosen distribution and view summary graphs of your data. Fits one of eleven common parametric distributions to your data, then uses that distribution to estimate percentiles, survival probabilities, and cumulative failure probabilities. Also draws survival, cumulative failure, hazard, and probability plots.
Distribution Overview Plot Right Censored Arbitrarily Censored Parametric Distribution Analysis Right Censored Arbitrarily Censored
72
Distribution Analysis
The parametric display includes a probability plot (for a selected distribution), a survival (or reliability) plot, a probability density function, and a hazard plot. The nonparametric display depends on the type of data: if you have right-censored data Minitab displays a Kaplan-Meier survival plot and a hazard plot or an Actuarial survival plot and hazard plot, and if you have arbitrarily-censored data, Minitab displays a Turnbull survival plot or an Actuarial survival plot and hazard plot. These functions are all typical ways of describing the distribution of failure time data. Minitab estimates the functions independently for each sample. All of the samples display on a single plot, in different colors and symbols, which helps you compare their various functions. To draw these plots with more information, see one of the Distribution Analysis Commands. Dialog box items Variables: Enter the columns of failure times. You can enter up to 50 columns (50 different samples). Frequency columns (optional): Enter the columns of frequency data. By variable: If all of the samples are stacked in one column, check By variable, and enter a column of grouping indicators in the box Parametric analysis: Choose to perform a parametric distribution analysis. Distribution: Choose one of eleven distributions: smallest extreme value, Weibull (default), 3-parameter Weibull, exponential, 2-parameter exponential, normal, lognormal, 3-parameter lognormal, logistic, loglogistic, or 3-parameter loglogistic. Nonparametric analysis: Choose to perform a nonparametric distribution analysis.
When your data are multiply censored, you must have a column of censoring indicators. See Worksheet Structure for more information. Note Occasionally, you may have life data with no failures. Under certain conditions, Minitab allows you to draw conclusions based on that data. See Drawing conclusions when you have few or no failures.
Note
6 7
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For data with censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. If you like, enter the value you use to indicate censoring in Censoring value. If you do not enter a value, Minitab uses the lowest value in the censoring column.
For time censored data: Choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored. For failure censored data: Choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to censor all (ordered) observations from the 150th observed failure on, and leave all other observations uncensored.
If you like, use any of the available dialog box options, then click OK.
Censor
Stat > Reliability/Survival > Distribution Analysis (Right Censoring) > distribution analysis command > Censor Allows you to designate which observations are censored. Dialog box items Censoring Options Use censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. Censoring value: If you like, enter the value you use to indicate censoring in Censoring value. If you do not enter a value, Minitab uses the lowest value in the censoring column. Text values must be contained in double quotes. Time censor at: For time censored data, choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored. Failure censor at: For failure censored data, choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to make all (ordered) observations starting with the 150th observation censored, and all other observations uncensored.
74
Distribution Analysis
Distribution Lognormal
Distribution Lognormal
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Interpreting the results These four plots describe the failure rate of engine windings at two different temperatures. With these plots, you can determine how much more likely it is that engine windings will fail when running at 100 C as opposed to 80 C.
76
Distribution Analysis
The Kaplan-Meier survival estimates, Turnbull survival estimates, and empirical hazard function change values only at exact failure times, so the nonparametric survival and hazard curves are step functions. Parametric survival and hazard estimates are based on a fitted distribution and the curve will therefore be smooth. For example,
Distribution Weibull
Distribution Overview Plot Right Censored Arbitrarily Censored Parametric Distribution Analysis Right Censored Arbitrarily Censored
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When your data are multiply censored, you must have a column of censoring indicators. See Worksheet Structure for more information. Note Occasionally, you may have life data with no failures. Under certain conditions, Minitab allows you to draw conclusions based on that data. See Drawing conclusions when you have few or no failures.
Note 5 6
Click Censor. Do one of the following, then click OK. For data with censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. If you like, enter the value you used to indicate censoring in Censoring value. If you do not enter a value, by default Minitab uses the lowest value in the censoring column. For time censored data: Choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored. For failure censored data: Choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to censor all (ordered) observations from the 150th observation on, and leave all other observations uncensored.
If you like, use any dialog box options, then click OK.
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Distribution Analysis
When = 0, the distribution starts at the origin. When > 0, the distribution starts to the right of the origin. The period from 0 to is the failure free operating period. When < 0, the distribution starts to the left of the origin. A negative indicates that failures have occurred prior to the beginning of a test.
Choose a distribution with a threshold parameter (3-parameter Weibull, 2-parameter exponential, 3-parameter lognormal, or 3-parameter loglogistic) when you want to estimate the earliest time-to-failure. The two probability plots show the same data fit to a Weibull and a 3-parameter Weibull distribution. The Weibull does not account for the threshold parameter and displays as a curve on probability paper. The 3-parameter Weibull adjusts for and the points appear straighter.
Note
The threshold parameter is assumed fixed when calculating confidence intervals with the 3-parameter lognormal and 2-parameter exponential distributions.
Percentiles
By what time do half of the engine windings fail? How long until 10% of the blenders stop working? You are looking for percentiles. The parametric distribution analysis commands automatically display a table of percentiles in the Session window. By default, Minitab displays the percentiles 1-10, 20, 30, 40, 50, 60, 70, 80, and 90-99. In this example, we entered failure times (in months) for engine windings.
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Table of Percentiles
Percent 1 2 3 4 Percentile 10.0765 13.6193 16.2590 18.4489 Standard Error 2.78453 3.23157 3.48898 3.66352 95.0% Normal CI Lower Upper 5.86263 17.3193 8.55426 21.6834 10.6767 24.7601 12.5009 27.2270
As shown in the first row of the table, at about 10 months (Percentile), 1% of the windings failed. The values in the Percentile column are estimates of the times at which the corresponding percent of the units failed. The table also includes standard errors and approximate 95.0% confidence intervals for each percentile. In the Estimate subdialog box, you can specify a different confidence level for all confidence intervals. You can also request percentiles to be added the default table.
Upper 0.5222
As shown in the table above, 40.76% of the engine windings last past 70 months.
Censor
Stat > Reliability/Survival > Distribution Analysis (Right Censoring) > distribution analysis command > Censor Allows you to designate which observations are censored. Dialog box items Censoring Options Use censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. Censoring value: If you like, enter the value you use to indicate censoring in Censoring value. If you do not enter a value, Minitab uses the lowest value in the censoring column. Text values must be contained in double quotes. Time censor at: For time censored data, choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored. Failure censor at: For failure censored data, choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to make all (ordered) observations starting with the 150th observation censored, and all other observations uncensored.
80
Distribution Analysis
Create right censored observations using (Only available with arbitrary censoring.) Use to determine how Minitab will create right-censored observations for other failure modes when data are interval censored. Midpoint of intervals: Choose if a failure for any one failure mode causes the experiment to end. Right endpoint of intervals: Choose if the experiment continues until the right endpoint when a failure in the interval occurs. Change Distribution for Levels Use only if distribution is different from that selected in the main dialog box. Level: Enter failure mode, then choose the corresponding distribution for each failure mode.
10 Check Display analyses for individual failure modes according to display of results. Click OK in each dialog box.
Parameter Estimates Standard Error 9.97694 4.71076 95.0% Normal CI Lower Upper 104.598 143.707 21.1805 39.9579
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Characteristics of Distribution Standard Error 9.97694 8.54438 9.97694 8.88367 13.1805 10.3506 95.0% Normal CI Lower Upper 104.598 143.707 38.4172 72.4756 104.598 143.707 74.7807 109.604 130.280 181.947 46.5383 87.7965
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
Table of Percentiles Standard Error 29.3278 19.2312 16.3624 14.7545 13.6581 12.8407 12.1993 11.6794 11.2485 10.8856 10.5767 9.07580 8.88319 9.25702 9.97694 10.9856 12.3301 14.2128 17.3632 17.8370 18.3656 18.9640 19.6538 20.4690 21.4663 22.7524 24.5679 27.6836 95.0% Normal CI Lower Upper -134.258 -19.2951 -47.2195 28.1653 -21.1366 43.0028 -5.89101 51.9454 4.92846 58.4672 13.3268 63.6614 20.1957 68.0162 26.0104 71.7929 31.0542 75.1474 35.5098 78.1807 39.5018 80.9619 66.0350 101.611 82.0928 116.914 94.2138 130.501 104.598 143.707 114.417 157.480 124.636 172.969 136.626 192.339 154.043 222.105 156.501 226.420 159.209 231.201 162.235 236.573 165.679 242.721 169.693 249.930 174.535 258.681 180.685 269.873 189.221 285.525 203.574 312.092
Percent 0.1 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile -76.7765 -9.52708 10.9331 23.0272 31.6978 38.4941 44.1060 48.9016 53.1008 56.8453 60.2318 83.8232 99.5036 112.357 124.153 135.949 148.802 164.483 188.074 191.461 195.205 199.404 204.200 209.812 216.608 225.279 237.373 257.833
Time 52
Probability 0.922741
Distribution Analysis: Weeks Variable: Weeks Failure Mode: Failure = Sensor Censoring Information Uncensored value Right censored value Count 30 50
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Distribution Analysis
Parameter Estimates Standard Error 0.234031 5.69945 95.0% Normal CI Lower Upper 2.34505 3.26664 88.6113 111.000
Characteristics of Distribution Standard Error 5.20180 2.39714 5.49793 5.18047 5.99719 3.36804 95.0% Normal CI Lower Upper 78.6444 99.0805 30.0919 39.5176 76.7409 98.3477 53.8477 74.2421 100.442 123.994 42.2002 55.4436
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
Table of Percentiles Standard Error 1.98116 3.27552 3.72493 3.99019 4.17628 4.31797 4.43125 4.52483 4.60396 4.67210 4.73159 5.08268 5.25677 5.37997 5.49793 5.64198 5.84987 6.19298 6.88597 6.99962 7.12855 7.27683 7.45040 7.65842 7.91618 8.25215 8.72977 9.54882 95.0% Normal CI Lower Upper 5.08543 13.1467 13.3791 26.4694 17.9152 32.7388 21.2646 37.1087 24.0255 40.5844 26.4217 43.5241 28.5651 46.1016 30.5211 48.4159 32.3316 50.5291 34.0252 52.4832 35.6227 54.3079 48.5337 68.5566 58.7705 79.4549 67.9431 89.0968 76.7409 98.3477 85.6467 107.812 95.1880 118.164 106.248 130.567 121.214 148.252 123.187 150.671 125.318 153.309 127.647 156.220 130.230 159.485 133.153 163.225 136.555 167.640 140.690 173.095 146.107 180.391 154.468 191.973
Percent 0.1 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile 8.17657 18.8185 24.2183 28.0910 31.2260 33.9114 36.2891 38.4409 40.4188 42.2581 43.9840 57.6828 68.3345 77.8043 86.8751 96.0923 106.055 117.782 134.053 136.237 138.609 141.213 144.117 147.424 151.301 156.054 162.347 172.203
Time 52
Probability 0.845809
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Distribution Analysis: Weeks Variable: Weeks Failure Mode: Failure = Transmitter Censoring Information Uncensored value Right censored value Count 30 50
Parameter Estimates Standard Error 0.181461 9.20506 95.0% Normal CI Lower Upper 1.39957 2.11596 86.9775 123.244
Characteristics of Distribution Standard Error 8.17112 7.14057 7.84373 6.15160 11.1735 8.75168 95.0% Normal CI Lower Upper 77.6011 109.792 42.9072 71.1978 69.6300 100.550 39.4770 63.8233 105.084 149.107 59.6474 94.2534
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
Table of Percentiles Standard Error 0.824159 2.16923 2.81901 3.25814 3.59506 3.86991 4.10256 4.30450 4.48302 4.64307 4.78821 5.79410 6.47457 7.10925 7.84373 8.81472 10.2130 12.4098 16.5175 17.1633 17.8892 18.7163 19.6753 20.8139 22.2113 24.0159 26.5584 30.8855 95.0% Normal CI Lower Upper 0.788576 4.43608 3.94300 12.9566 6.40640 17.9521 8.51657 21.7618 10.4297 24.9741 12.2114 27.8130 13.8970 30.3922 15.5085 32.7783 17.0606 35.0147 18.5641 37.1312 20.0266 39.1494 33.3169 56.2905 45.5000 71.0909 57.4391 85.4909 69.6300 100.550 82.5614 117.292 96.9509 137.186 114.237 163.140 138.653 203.801 141.965 209.671 145.568 216.150 149.537 223.397 153.976 231.639 159.049 241.229 165.019 252.747 172.375 267.272 182.177 287.185 197.676 319.917
Percent 0.1 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile 1.87034 7.14758 10.7242 13.6138 16.1392 18.4292 20.5514 22.5464 24.4412 26.2546 28.0006 43.3062 56.8738 70.0751 83.6738 98.4064 115.327 136.516 168.100 172.528 177.383 182.773 188.857 195.875 204.226 214.642 228.733 251.475
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Distribution Analysis
Time 52
Probability 0.736598
Distribution Analysis: Weeks Variable: Weeks Failure Mode: Failure = Meter, Sensor, Transmitter Censoring Information Uncensored value Count 80
Estimation Method: Least Squares (failure time(X) on rank(Y)) Distribution: Logistic, Weibull, Weibull
Table of Percentiles 95.0% Normal CI Lower Upper -134.258 -19.2951 -47.2195 9.27227 -16.9494 12.6968 0.293470 15.1079 4.35150 17.4591 6.77289 19.6042 8.74528 21.5580 10.4731 23.3531 12.0401 25.0185 13.4906 26.5768 14.8514 28.0459 25.8527 39.8636 34.7026 49.1932 42.7293 57.5579 50.5031 65.6076 58.4426 73.8054 67.0254 82.6733 77.0704 93.1127 90.8017 107.623 92.6213 109.576 94.5891 111.698 96.7417 114.032 99.1316 116.639 101.838 119.614 104.993 123.110 108.832 127.411 113.870 133.136 121.669 142.180
Percent 0.1 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile -76.7766 -9.52708 4.18134 7.72617 10.3707 12.5881 14.5404 16.3074 17.9356 19.4550 20.8862 32.4556 41.6745 49.9792 57.9891 66.1511 74.9700 85.3122 99.5548 101.456 103.518 105.778 108.296 111.157 114.506 118.605 124.023 132.500
Time 52
Probability 0.574887
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Interpreting the results The overall 52-week circuit reliability is 0.574887. That is, 57% of the circuits survive past 52 weeks. You are 95% confident that the true reliability is between 0.480067 and 0.664499. The 52-week survival probability for each of the components is: meter, 0.922741; sensor, 0.845809; and transmitter, 0.736598. That is, 92%, 84%, and 74% of the meters, sensors, and transmitters respectively survive past 52 weeks. To improve the overall reliability, you may need to improve both the sensor and the transmitter.
86
Distribution Analysis
Estimate probabilities for these times (values): Enter one or more times or a column of times for which you want to calculate survival probabilities or cumulative failure probabilities. Estimate survival probabilities: Choose to estimate survival probabilities. Estimate cumulative failure probabilities: Choose to estimate cumulative failure probabilities. Confidence level: Enter a confidence level for all of the confidence intervals. The default is 95.0%. Confidence intervals: Choose to use two-sided confidence intervals (the default) or just an upper or lower confidence interval.
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Click OK.
For more information, see Drawing conclusions when you have few or no failures.
Maximum likelihood (MLE) Distribution parameter estimates are more precise than least squares (XY). MLE allows you to perform an analysis when there are no failures. When there is only one failure and some rightcensored observations, the maximum likelihood parameter estimates may exist for a Weibull distribution. The maximum likelihood estimation method has attractive mathematical qualities.
When possible, both methods should be tried; if the results are consistent, then there is more support for your conclusions. Otherwise, you may want to use the more conservative estimates or consider the advantages of both approaches and make a choice for your problem.
When you set historical parameters, you can fix all parameter or you can estimate at least one parameter. Estimate at least one parameter by: Fixing the shape OR scale Fixing the threshold Fixing the shape OR scale AND threshold
88
Distribution Analysis
If your data come from a Weibull or exponential distribution, you can do a Bayes analysis to obtain lower confidence bounds for parameters, percentiles, survival probabilities, and cumulative failure probabilities. If you collect life data and have no failures, Minitab can still analyze when all of the following are met: The data come from a Weibull or exponential distribution. The data are right-censored. The maximum likelihood method will be used to estimate parameters. You provide a historical value for the shape parameter (Weibull). If your data are from an exponential distribution, Minitab automatically assigns a shape parameter of 1. If your data come from a threeparameter Weibull or twoparameter exponential, you must also provide a historical value for the threshold parameter.
Note
For example, your reliability specifications require that the 5th percentile is at least 12 months. You run a Bayes analysis on data with no failures, and then examine the lower confidence bound to substantiate that the product is at least as good as specifications require. If the lower confidence bound for the 5th percentile is 13.1 months, you conclude that your product meets specifications and terminate the test. See Demonstration Test Plans to determine the optimal testing time or number of test units to use.
Dialog box items Consistency of Sample with Value Test shape (slopeWeibull) or scale (1/slopeother dists) equal to: Enter a test value to compare the sample's shape (Weibull) or scale (other distributions). Test scale (Weibull or expo) or location (other dists) equal to: Enter a test value to compare the sample's scale (Weibull or exponential) or location (other distributions). Test threshold equal to: Enter a test value to compare the sample's threshold. Equality of Parameters Test for equal shape (slopeWeibull) or scale (1/slopeother distributions): Check to test whether two or more samples have the same shape or scale. Test for equal scale (Weibull or expo) or location (other distributions): Check to test whether two or more samples have the same scale or location. Test for equal threshold: Check to test whether two or more samples have the same threshold. Note For 2-parameter distributions, check the first two Equality of Parameters options to test whether two or more samples come from the same population. For 3-parameter distributions, check all Equality of Parameters options, to test the same.
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To determine whether two or more samples come from the same population
1 2 In the main dialog box, click Test. Do the following: Check Test for equal shape (slopeWeibull) or scale (1/slopeother dists). Check Test for equal scale (Weibull or expo) or location (other distributions). Check Test for equal threshold. Click OK.
90
Distribution Analysis
2 3
Check Survival plot. If you like, do any of the following: Uncheck Display confidence intervals on above plots to turn off the 95.0% confidence interval. (See To change confidence levels if you want to change from 95% confidence intervals.) In Minimum X scale and Maximum X scale, type values for the x-axis scale. In X axis label, enter a label for the x-axis. Click OK.
Specify a minimum and/or maximum value for the x-axis scale Enter a label for the x-axis 3 4 5 Click OK.
To change the confidence level for the 95.0% confidence interval to some other level, click Estimate. In Confidence level, enter a value. Click OK. To change the method used to obtain the fitted line, click Estimate. In Estimation Method, choose Least Squares (default) or Maximum Likelihood. Click OK.
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Distribution Analysis
To draw a parametric hazard plot, check Hazard plot in the Graphs subdialog box.
Probability plots
Use a probability plot to assess whether a particular distribution fits your data. The plot consists of: Plot points, which represent the proportion of failures up to a certain time. Minitab calculates the plot points using a nonparametric method. The observed failure times are plotted on the x-axis vs. the estimated cumulative probabilities (p) on the y-axis. Transformations of both the x and y data are needed to ensure that the plotted y values are a linear function of the plotted x values if the data are sampled from the particular distribution. Fitted line, which is a graphical representation of the percentiles. To make the fitted line, Minitab first calculates the percentiles for the various percents, based on the chosen distribution. The associated probabilities are then transformed and used as the y-variables. The percentiles may be transformed, depending on the distribution, and are used as the x-variables. The transformed scales, chosen to linearize the fitted line, differ depending on the distribution used. Confidence intervals, set of approximate 95.0% confidence intervals for the fitted line.
For more information on probability plot calculations, see Methods and formulas - parametric distribution analysis. Because the plot points do not depend on any distribution, they would be the same (before being transformed) for any probability plot made. The fitted line, however, differs depending on the parametric distribution chosen. So you can use the probability plot to assess whether a particular distribution fits your data. In general, the closer the points fall to the fitted line, the better the fit. Minitab provides two goodness of fit measures to help assess how the distribution fits your data. To choose from various methods to estimate the plot points, see Tools > Options > Individual Graphs > Probability Plots. To choose from various methods to obtain the fitted line, see Parametric Distribution Analysis Estimate. Tip To quickly compare the fit of up to eleven different distributions at once, see Distribution ID Plot (Right Censoring) or Distribution ID Plot (Arbitrary Censoring).
The Weibull probability plot below shows failure times associated with running engine windings at a temperature of 80 C:
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Survival plots
Survival (or reliability) plots display the survival probabilities versus time. Each plot point represents the proportion of units surviving at time t. The survival curve is surrounded by two outer lines the approximate 95.0% confidence interval for the curve, which provide reasonable values for the "true" survival function.
94
Distribution Analysis
If you choose Estimate parameters of distribution, you can do any of the following:
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Variables with single failure modes: Case A single variable with a single failure mode. Two or more variables, each with a single failure mode. Enter A By variable with several group levels. Variables with multiple failure modes: Case A single variable with a multiple failure modes. Enter Enter a single column containing values for each parameter for each failure mode. Enter one column of parameter estimates for each failure mode. If there are three failure modes, enter three columns of parameter estimates. Enter a single column containing values for each parameter for each failure mode and variable. Enter one column of parameter estimates for each failure mode of each variable. If there are two variables with two failure modes, enter four columns of parameter estimates. Enter a single column containing values for each parameter for each failure mode of each group level. Enter one column of parameter estimates for each failure mode of each group level. If there are two group levels with three failure modes each, enter six columns of parameter estimates. Enter one column containing values for each parameter of your distribution. Enter a single column containing values for each parameter for each variable. Enter one column of parameter estimates for each variable. Enter a single column containing values for each parameter for all group levels. Enter one column of values for each group level. If there are four group levels, enter four columns containing parameter estimates.
Parameter estimates are assigned by failure mode then variable. Normally, the first column should contain the parameter estimates of failure mode 1, variable 1; the second column parameter estimates of failure mode 1, variable 2, etc. If variable 2 does not have failure mode 1, the second column contains the parameter estimates of failure mode 2, variable 1. Caution Do not enter starting estimates or historical estimates for failure modes that you have eliminated from the analysis.
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Distribution Analysis
Cumulative failure probabilities: Check to store cumulative failure probabilities. Available when you estimate cumulative failure probabilities at different times. Confidence limits for cumulative failure probabilities: Check to store confidence limits for cumulative failure probabilities. Available when you estimate cumulative failure probabilities at different times. Information on Parameters Choose to store the following when you have a single failure mode. Parameters estimates: Check to store parameter estimates. Standard error of estimates: Check to store standard error of parameter estimates. Confidence limits for parameters: Check to store confidence limits for parameters. Variance/covariance matrix: Check to store the variance / covariance matrix. Log-likelihood for last iteration: Check to store the log-likelihood ratio for the last iteration.
You also want to draw two plots: a probability plot to see if the lognormal distribution provides a good fit for your data, and a survival plot. In the first sample, you collect failure times (in months) for 50 windings at 80 C; in the second sample, you collect failure times for 40 windings at 100 C. Some of the windings drop out of the test for unrelated reasons. In the Minitab worksheet, you use a column of censoring indicators to designate which times are actual failures (1) and which are censored units removed from the test before failure (0). 1 2 3 4 5 6 7 8 Open the worksheet RELIABLE.MTW. Choose Stat > Reliability/Survival > Distribution Analysis (Right Censoring) > Parametric Distribution Analysis. In Variables, enter Temp80 Temp100. From Assumed distribution, choose Lognormal. Click Censor. Choose Use censoring columns and enter Cens80 Cens100 in the box. Click OK. Click Estimate. In Estimate percentiles for these additional percents, enter 0.1. In Estimate probabilities for these times (values), enter 70. Click OK. Click Graphs. Check Survival plot. Click OK in each dialog box.
Censoring value: Cens80 = 0 Estimation Method: Least Squares (failure time(X) on rank(Y)) Distribution: Lognormal
Parameter Estimates Standard Error 0.0599960 0.0414962 95.0% Normal CI Lower Upper 3.91671 4.15189 0.339626 0.503340
Log-Likelihood = -182.827
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Characteristics of Distribution Standard Error 3.82954 3.70119 3.38997 2.84200 4.92345 3.78623 95.0% Normal CI Lower Upper 54.4791 69.5279 20.2253 34.9145 50.2348 63.5539 37.5298 48.7018 65.6247 84.9780 25.3031 40.2788
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
Table of Percentiles Standard Error 2.23848 2.46626 2.53192 2.56907 2.59497 2.61498 2.63147 2.64569 2.65838 2.67001 2.68093 2.78266 2.91315 3.10502 3.38997 3.81469 4.46368 5.52897 7.65393 8.00485 8.40509 8.86871 9.41666 10.0819 10.9209 12.0421 13.6963 16.7224 95.0% Normal CI Lower Upper 11.9173 17.2638 19.6850 21.3858 22.7560 23.9307 24.9747 25.9245 26.8029 27.6251 28.4020 34.8003 40.1236 45.1482 50.2348 55.6947 61.9584 69.8849 82.0947 83.8591 85.8113 88.0014 90.5031 93.4305 96.9744 101.493 107.792 118.446 20.8060 27.0123 29.6798 31.5197 32.9866 34.2361 35.3418 36.3448 37.2708 38.1368 38.9548 45.7422 51.5730 57.3487 63.5539 70.6834 79.5010 91.6244 112.220 115.371 118.905 122.928 127.597 133.158 140.025 148.988 161.851 184.535
Percent 0.1 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile 15.7465 21.5948 24.1712 25.9629 27.3978 28.6233 29.7095 30.6957 31.6064 32.4582 33.2625 39.8979 45.4895 50.8841 56.5033 62.7430 70.1837 80.0198 95.9826 98.3610 101.012 104.009 107.461 111.539 116.528 122.968 132.084 147.842
Time 70
Probability 0.302208
Variable: Temp100 Censoring Information Uncensored value Right censored value Count 34 6
Censoring value: Cens100 = 0 Estimation Method: Least Squares (failure time(X) on rank(Y))
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Distribution Analysis
Distribution:
Lognormal
Parameter Estimates Standard Error 0.119118 0.0949534 95.0% Normal CI Lower Upper 3.38589 3.85283 0.575829 0.951972
Characteristics of Distribution Standard Error 6.98322 11.4125 4.44473 2.97661 8.54241 7.33100 95.0% Normal CI Lower Upper 37.1357 64.8656 24.6006 71.4885 29.5444 47.1261 17.5027 29.3003 46.8253 80.7263 26.8260 56.2232
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
Table of Percentiles Standard Error 1.17097 1.62573 1.80788 1.92809 2.02085 2.09791 2.16476 2.22448 2.27898 2.32954 2.37705 2.78063 3.18917 3.71014 4.44473 5.54010 7.26891 10.2830 16.9469 18.1275 19.5006 21.1262 23.0951 25.5534 28.7576 33.2146 40.1446 53.8572 95.0% Normal CI Lower Upper 2.06524 6.94163 4.13270 10.7510 5.28227 12.5941 6.16701 13.9360 6.92520 15.0471 7.60714 16.0222 8.23760 16.9073 8.83086 17.7282 9.39602 18.5013 9.93927 19.2377 10.4651 19.9453 15.2393 26.2744 19.7690 32.3978 24.4516 39.1294 29.5444 47.1261 35.3643 57.2924 42.4642 71.2774 52.0826 92.9574 68.2750 136.029 70.7518 143.294 73.5320 151.653 76.7007 161.438 80.3841 173.153 84.7800 187.601 90.2247 206.188 97.3603 231.675 107.663 270.658 126.016 346.233
Percent 0.1 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile 3.78631 6.66562 8.15631 9.27058 10.2080 11.0401 11.8015 12.5122 13.1848 13.8278 14.4474 20.0101 25.3075 30.9318 37.3137 45.0123 55.0158 69.5806 96.3710 100.689 105.600 111.276 117.978 126.114 136.394 150.186 170.704 208.880
Time 70
Probability 0.197736
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Interpreting the results To see the times at which various percentages of the windings fail, look at the Table of Percentiles. At 80 C, for example, it takes 21.5948 months for 1% of the windings to fail.
100
Distribution Analysis
You can find the 0.1st percentile, which you requested, within the Table of Percentiles. At 80 C, 0.1% of the windings fail by 15.7465 months; at 100 C, 0.1% of the windings fail by 3.78631 months. So the increase in temperature decreased the percentile by about 9.5 months. What proportion of windings would you expect to still be running past 70 months? In the Table of Survival Probabilities you find your answer. At 80 C, 30.22% survive past 70 months; at 100 C, 19.77% survive.
For example,
Censoring value: Cens80 = 0 Estimation Method: Least Squares (failure time(X) on rank(Y)) Distribution: Weibull
Parameter Estimates Standard Error 0.296611 2.84080 95.0% Normal CI Lower Upper 3.10091 4.26856 57.4674 68.6177
Characteristics of Distribution Standard Error 2.73936 0.872053 2.90747 3.00877 2.78798 1.27922 95.0% Normal CI Lower Upper 51.4955 62.2497 15.6757 19.0996 51.3558 62.7720 39.0629 50.8914 63.4415 74.3817 21.7263 26.7498
Mean(MTTF) Standard Deviation Median First Quartile(Q1) Third Quartile(Q3) Interquartile Range(IQR)
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Table of Percentiles Standard Error 2.44778 2.64045 2.74337 2.81001 2.85714 2.89222 2.91916 2.94029 2.95707 2.97051 3.01453 2.99523 2.95551 2.90747 2.85684 2.80866 2.77225 2.78019 2.78771 2.79777 2.81118 2.82909 2.85336 2.88716 2.93652 3.01533 3.16895 95.0% Normal CI Lower Upper 13.5305 23.2431 16.8866 27.3374 19.2342 30.0778 21.1039 32.2010 22.6859 33.9618 24.0728 35.4813 25.3174 36.8274 26.4531 38.0423 27.5024 39.1542 28.4812 40.1830 36.0717 47.9283 41.7796 53.5509 46.7259 58.3351 51.3558 62.7720 55.9534 67.1676 60.8008 71.8233 66.3384 77.2159 73.7094 84.6162 74.6707 85.6068 75.7063 86.6817 76.8345 87.8624 78.0814 89.1794 79.4865 90.6796 81.1142 92.4397 83.0809 94.6000 85.6375 97.4656 89.5364 101.967
Percent 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99 Note
Percentile 17.7339 21.4857 24.0525 26.0685 27.7571 29.2256 30.5348 31.7228 32.8152 33.8299 41.5795 47.3005 52.2089 56.7777 61.3046 66.0826 71.5708 78.9748 79.9520 81.0084 82.1636 83.4461 84.8988 86.5920 88.6536 91.3603 95.5499
From the Results subdialog box, you can request additional output and display Session window output for each failure mode.
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Distribution Analysis
If a distribution fits your data, use Parametric Distribution Analysis (Right Censoring). Dialog box items Variables: Enter the columns of failure times. You can enter up to 50 columns (50 different samples). Frequency columns (optional): Enter the columns of frequency data. By variable: If all of the samples are stacked in one column, check By variable, and enter a column of grouping indicators in the box
When your data are multiply censored, you must have a column of censoring indicators. See Worksheet Structure for more information. Note Occasionally, you may have life data with no failures. Under certain conditions, Minitab allows you to draw conclusions based on that data. See Drawing conclusions when you have few or no failures.
Note 5 6
Click Censor. Do one of the following, then click OK. For data with censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. If you like, enter the value you use to indicate a censored value in Cens value. If you do not enter a censoring value, Minitab uses the lowest value in the censoring column by default. For time censored data: Choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored. For failure censored data: Choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to censor all (ordered) observations starting with the 150th observation censored, and leave all other observations uncensored.
If you like, use any of the available dialog box options, then click OK.
Censor
Stat > Reliability/Survival > Distribution Analysis (Right Censoring) > distribution analysis command > Censor Allows you to designate which observations are censored.
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Dialog box items Censoring Options Use censoring columns: Choose Use censoring columns, then enter the censoring columns in the box. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. Censoring value: If you like, enter the value you use to indicate censoring in Censoring value. If you do not enter a value, Minitab uses the lowest value in the censoring column. Text values must be contained in double quotes. Time censor at: For time censored data, choose Time censor at, then enter a failure time at which to begin censoring. For example, entering 500 says that any observation from 500 time units onward is considered censored. Failure censor at: For failure censored data, choose Failure censor at, then enter a number of failures at which to begin censoring. For example, entering 150 says to make all (ordered) observations starting with the 150th observation censored, and all other observations uncensored.
104
Distribution Analysis
More
More
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Nonparametric hazard estimates are calculated various ways: Nonparametric Distribution Analysis (Right Censoring) automatically plots the empirical hazard function. You can optionally plot Actuarial estimates. Nonparametric Distribution Analysis (Arbitrary Censoring) only plots Actuarial estimates. Since the Actuarial method is not the default estimation method, be sure to choose Actuarial method in the Estimate subdialog box when you want to draw a hazard plot.
You can interpret the nonparametric survival curve in a similar manner as you would the parametric survival curve. The major difference is that the nonparametric survival curve is a step function while the parametric survival curve is a smoothed function. See Comparing survival curves when you perform nonparametric distribution analysis on more than one rightcensored sample.
106
Distribution Analysis
DF 1 1
This table contains measures that tell you if the survival curves for various samples are significantly different. A p-value < indicates that the survival curves are significantly different. To get more detailed log-rank and Wilcoxon statistics, choose In addition, hazard, density (actuarial method) estimates and log-rank and Wilcoxon statistics in the Results subdialog box.
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Display analyses for individual failure modes according to display of results: Check to display the results for each failure mode.
You also want to know whether or not the survival curves at the two temperatures are significantly different. In the first sample, you collect times to failure for 50 windings at 80 C; in the second sample, you collect times to failure for 40 windings at 100 C. Some of the windings drop out of the test for unrelated reasons. In the Minitab worksheet, you use a column of censoring indicators to designate which times are actual failures (1) and which are censored units removed from the test before failure (0). 1 2 3 4 5 Open the worksheet RELIABLE.MTW. Choose Stat > Reliability/Survival > Distribution Analysis (Right Censoring) > Nonparametric Distribution Analysis. In Variables, enter Temp80 Temp100. Click Censor. Choose Use censoring columns and enter Cens80 Cens100 in the box. Click OK. Click Graphs. Check Survival plot and Display confidence intervals on plot. Click OK in each dialog box.
The output for the 100 C sample follows that of the 80 C sample. The comparison of survival curves appears last.
108
Distribution Analysis
Nonparametric Estimates
Characteristics of Variable Standard Error 2.20686 95.0% Normal CI Lower Upper 51.3746 60.0254
Mean(MTTF) 55.7
Median = 55 IQR = * Q1 = 48
Q3 = *
Time 23 24 27 31 34 35 37 40 41 45 46 48 49 50 51 52 53 54 55 56 58 59 60 61 62 64 66 67 74
Number Failed 1 1 2 1 1 1 1 1 1 1 1 3 1 1 4 1 1 1 1 1 2 1 1 1 1 1 1 2 1
Survival Probability 0.980000 0.960000 0.920000 0.900000 0.880000 0.860000 0.840000 0.820000 0.800000 0.780000 0.760000 0.700000 0.680000 0.660000 0.580000 0.560000 0.540000 0.520000 0.500000 0.480000 0.440000 0.420000 0.400000 0.380000 0.360000 0.340000 0.320000 0.280000 0.258462
Standard Error 0.0197990 0.0277128 0.0383667 0.0424264 0.0459565 0.0490714 0.0518459 0.0543323 0.0565685 0.0585833 0.0603987 0.0648074 0.0659697 0.0669925 0.0697997 0.0701997 0.0704840 0.0706541 0.0707107 0.0706541 0.0701997 0.0697997 0.0692820 0.0686440 0.0678823 0.0669925 0.0659697 0.0634980 0.0621592
95.0% Normal CI Lower Upper 0.941195 1.00000 0.905684 1.00000 0.844803 0.99520 0.816846 0.98315 0.789927 0.97007 0.763822 0.95618 0.738384 0.94162 0.713511 0.92649 0.689128 0.91087 0.665179 0.89482 0.641621 0.87838 0.572980 0.82702 0.550702 0.80930 0.528697 0.79130 0.443195 0.71680 0.422411 0.69759 0.401854 0.67815 0.381521 0.65848 0.361410 0.63859 0.341521 0.61848 0.302411 0.57759 0.283195 0.55680 0.264210 0.53579 0.245460 0.51454 0.226953 0.49305 0.208697 0.47130 0.190702 0.44930 0.155546 0.40445 0.136632 0.38029
Variable: Temp100 Censoring Information Uncensored value Right censored value Count 34 6
Nonparametric Estimates Characteristics of Variable Standard Error 3.46953 95.0% Normal CI Lower Upper 34.8561 48.4564
Mean(MTTF) 41.6563
Median = 38 IQR = 30 Q1 = 24
Q3 = 54
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Time 6 10 11 14 16 18 22 24 25 27 29 30 32 35 36 37 38 39 40 45 46 47 48 54 68 69 72 76
Number Failed 1 1 1 1 1 3 1 1 1 1 1 1 1 1 2 1 2 1 1 2 2 1 1 1 1 1 1 1
Survival Probability 0.97500 0.95000 0.92500 0.90000 0.87500 0.80000 0.77500 0.75000 0.72500 0.70000 0.67500 0.65000 0.62500 0.60000 0.55000 0.52500 0.47500 0.45000 0.42500 0.37500 0.32500 0.30000 0.27500 0.25000 0.21875 0.18750 0.15625 0.12500
Standard Error 0.0246855 0.0344601 0.0416458 0.0474342 0.0522913 0.0632456 0.0660256 0.0684653 0.0706001 0.0724569 0.0740566 0.0754155 0.0765466 0.0774597 0.0786607 0.0789581 0.0789581 0.0786607 0.0781625 0.0765466 0.0740566 0.0724569 0.0706001 0.0684653 0.0666585 0.0640434 0.0605154 0.0559017
95.0% Normal CI Lower Upper 0.926617 1.00000 0.882459 1.00000 0.843376 1.00000 0.807031 0.99297 0.772511 0.97749 0.676041 0.92396 0.645592 0.90441 0.615810 0.88419 0.586626 0.86337 0.557987 0.84201 0.529852 0.82015 0.502188 0.79781 0.474972 0.77503 0.448182 0.75182 0.395828 0.70417 0.370245 0.67975 0.320245 0.62975 0.295828 0.60417 0.271804 0.57820 0.224972 0.52503 0.179852 0.47015 0.157987 0.44201 0.136626 0.41337 0.115810 0.38419 0.088102 0.34940 0.061977 0.31302 0.037642 0.27486 0.015435 0.23457
Test Statistics Method Log-Rank Wilcoxon Chi-Square 7.7152 13.1326 DF 1 1 P-Value 0.005 0.000
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Distribution Analysis
Interpreting the results The estimated median failure time forTemp80 is 55 months and 38 months for Temp100. So the increase in temperature decreased the median failure time by approximately 17 months. The survival estimates are displayed in the Kaplan-Meier Estimates table. For example, at 80 C, 0.9000 of the windings survive past 31 months, while at 100 C, 0.9000 of the windings survive past 14 months. Are the survival curves for Temp80 and Temp100 significantly different? In the Test Statistics table, a p-value < indicates that the survival curves are significantly different. In this case, the small p-values (0.005 and 0.000) suggest that a change of 20 C plays a significant role in the breakdown of engine windings.
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For example,
Nonparametric Estimates
Characteristics of Variable Standard Error 2.20686 95.0% Normal CI Lower Upper 51.3746 60.0254
Mean(MTTF) 55.7
Median = 55 IQR = * Q1 = 48
Q3 = *
Time 23 24 27 31 34 35 37 40 41 45 46 48 49 50 51 52 53 54 55 56 58 59 60 61 62 64 66 67 74
Number Failed 1 1 2 1 1 1 1 1 1 1 1 3 1 1 4 1 1 1 1 1 2 1 1 1 1 1 1 2 1
Survival Probability 0.980000 0.960000 0.920000 0.900000 0.880000 0.860000 0.840000 0.820000 0.800000 0.780000 0.760000 0.700000 0.680000 0.660000 0.580000 0.560000 0.540000 0.520000 0.500000 0.480000 0.440000 0.420000 0.400000 0.380000 0.360000 0.340000 0.320000 0.280000 0.258462
Standard Error 0.0197990 0.0277128 0.0383667 0.0424264 0.0459565 0.0490714 0.0518459 0.0543323 0.0565685 0.0585833 0.0603987 0.0648074 0.0659697 0.0669925 0.0697997 0.0701997 0.0704840 0.0706541 0.0707107 0.0706541 0.0701997 0.0697997 0.0692820 0.0686440 0.0678823 0.0669925 0.0659697 0.0634980 0.0621592
95.0% Normal CI Lower Upper 0.941195 1.00000 0.905684 1.00000 0.844803 0.99520 0.816846 0.98315 0.789927 0.97007 0.763822 0.95618 0.738384 0.94162 0.713511 0.92649 0.689128 0.91087 0.665179 0.89482 0.641621 0.87838 0.572980 0.82702 0.550702 0.80930 0.528697 0.79130 0.443195 0.71680 0.422411 0.69759 0.401854 0.67815 0.381521 0.65848 0.361410 0.63859 0.341521 0.61848 0.302411 0.57759 0.283195 0.55680 0.264210 0.53579 0.245460 0.51454 0.226953 0.49305 0.208697 0.47130 0.190702 0.44930 0.155546 0.40445 0.136632 0.38029
Turnbull estimates Censoring information Turnbull estimates of the probability of failure and their standard errors Turnbull estimates of the survival probabilities and their standard errors and 95% confidence intervals
For example,
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Distribution Analysis
Count 71 694 8
Turnbull Estimates Interval Lower Upper * 10000 10000 20000 20000 30000 30000 40000 40000 50000 50000 60000 60000 70000 70000 80000 80000 90000 90000 * Probability of Failure 0.010349 0.012937 0.018111 0.032342 0.047865 0.112549 0.187581 0.298836 0.187581 0.091850 Standard Error 0.0036400 0.0040644 0.0047964 0.0063628 0.0076784 0.0113672 0.0140409 0.0164640 0.0140409 *
Time 10000 20000 30000 40000 50000 60000 70000 80000 90000
Survival Probability 0.989651 0.976714 0.958603 0.926261 0.878396 0.765847 0.578266 0.279431 0.091850
Standard Error 0.0036400 0.0054243 0.0071650 0.0093999 0.0117552 0.0152311 0.0177621 0.0161393 0.0103879
95.0% Normal CI Lower Upper 0.982516 0.996785 0.966083 0.987345 0.944560 0.972646 0.907838 0.944685 0.855356 0.901436 0.735995 0.795700 0.543453 0.613079 0.247798 0.311063 0.071490 0.112210
Actuarial survival estimates Instead of the default Kaplan-Meier or Turnbull survival estimates, you can request Actuarial estimates in the Estimate subdialog box. Median residual lifetimes Conditional probabilities of failure Survival probabilities
With Nonparametric Distribution Analysis-Right Censoring, you can request specific time intervals. In this example, we requested equally spaced time intervals from 0-110, in increments of 20:
Nonparametric Estimates
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Characteristics of Variable Standard Error 3.36718 95.0% Normal CI Lower Upper 49.5909 62.7900
Median 56.1905
Additional Time from Time T until 50% of Running Units Fail Proportion of Running Units 1.00 0.84
Time T 20 40
Actuarial Table Conditional Probability of Failure 0.000000 0.160000 0.500000 0.421053 0.000000 0.000000
Number Entering 50 50 42 21 9 3
Number Failed 0 8 21 8 0 0
Number Censored 0 0 0 4 6 3
95.0% Normal CI Lower Upper 1.00000 1.00000 0.73838 0.94162 0.28320 0.55680 0.12082 0.36550 0.12082 0.36550 0.12082 0.36550
From the Results subdialog box, you can request additional output and display Session window output for each failure mode.
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Growth Curves
Growth Curves
Growth Curve Overview
Use growth curves to analyze life data from a repairable system. A repairable system is one in which the parts are repaired instead of being replaced when they fail. For example, automotive engines are usually repaired many times before being replaced. System repair data usually consist of successive failure (or repair) times. However, data can also be measures such as distance from a reference point or the length of a crack. Use nonparametric growth curves to estimate growth curves of the mean cost of maintaining the system or the mean number of repairs over time without making assumptions about the distribution of the cost or number of repairs. Use parametric growth curves to estimate growth curves of the mean number of repairs and ROCOF over time using a power-law process or a homogeneous Poisson process.
Use nonparametric and parametric growth curves to determine whether a trend exists in times between successive failures of a repairable system; that is, to determine whether system failures are becoming more frequent, less frequent, or remaining constant. Use this information to make decisions concerning the future operation of your system, such as: Setting maintenance schedules Making provisions for spare parts Assuring suitable performance Forecasting repair costs
You only know that each failure The engine failed sometime between 475 occurred between two and 500 days, was repaired, and then particular times failed again sometime between 675 and 725 days
How you set up your worksheet depends, in part, on the type of data you have: When your data consist of exact failure times, see Growth curves exact data. When your data consist of failures within intervals and you are using nonparametric growth curves, see Growth curves interval data or Growth curves grouped interval data. When your data consist of failures within intervals and you are using parametric growth curves, see Growth curves interval data. Stack the system failure time data together if you believe that the rate of failures are identical, as in the case of identical manufacturing processes. Remember to include a system column in this case.
Note
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This data set illustrates exact data. Time 1 5 9 4 7 10 8 9 11 Note System 1 1 1 2 2 2 3 3 3 Retirement 1 1 0 1 1 0 1 1 0 Frequency (or Cost) 2 4 0 2 4 0 2 4 0
Repairable systems data can consist of: Failure truncated data: Enter a column of failure times. The retirement time is the largest failure time. A failuretruncated system is retired once a certain number of failures occur. In a failure-truncated system, the system is retired immediately upon the last failure. If the systems in the example above are failure-truncated, system 1 was retired following the failure at 9 hours. Time truncated data: Enter a column of failure times. The retirement time for a system is the largest value in the variables (or time) column for that system. A time-truncated system is retired after a specified period of time. In a timetruncated system, the largest time is not a failure time. If the systems in the example above are time-truncated and no retirement column is given, system 1 was retired at 9 hours. Data with a retirement column: Enter a column of retirement indicators. Retirement indicators can be numeric, text, or date/time. If you do not specify which value indicates the retirement value in the Retirement subdialog box, Minitab assumes the lower of the two values indicates the retirement value, while the higher one indicates a failure/repair time. If specified, the retirement value applies to every sample in each analysis. The columns for each sample must be the same length, although pairs of columns from different samples can have different lengths. Use retirement columns if one group is time-truncated and another is failure-truncated. In the example above, system 1 failed at the first and fifth hour and is retired at the ninth hour. See Using time and retirement columns for more information about the relationship between your time column and retirement times. When you have more than one sample, you can use separate columns for each sample. Alternatively, you can stack all the samples in one column, then set up a column of grouping indicators. For an illustration, see Stacked vs. Unstacked data. Each sample is analyzed independently and results in one growth curve. All the samples display on a single plot, with different colors and symbols to help you compare reliability growth between samples. For general information on repairable systems data, see Data Growth Curves.
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Growth Curves
This data set illustrates interval data, as well as the use of a frequency column. Start 0 1 9 0 5 10 8 5 11 End 1 5 * 4 7 * 9 8 * System 1 1 1 2 2 2 3 3 3 Frequency (or Cost) 2 4 0 2 4 0 4 2 0
In this example, Two failures occurred between 0 and 1 hours for system 1 Observation ceased on system 1 at 9 hours
When you have more than one sample, you can use separate columns for each sample. Alternatively, you can stack all the samples in one column, then set up a column of grouping indicators. For an illustration, see Stacked vs. Unstacked data. Each sample is analyzed independently and results in one growth curve. All the samples display on a single plot, with different colors and symbols to help you compare reliability growth between samples. For general information on repairable systems data, see Data Growth Curves.
Note
This data set illustrates tabled data with a cost column. Start 0 5 10 15 End 5 10 15 * NSystems 10 8 6 4 Cost/Total NRepairs 8 10 6 0
In this example, Ten systems are running at 0 hours. Between 0 and 5 hours of operation, 8 repairs were made to these systems. Four systems are left running after the final observation time of 15 hours.
When you have more than one sample, you can use separate columns for each sample. Alternatively, you can stack all the samples in one column, then set up a column of grouping indicators. For an illustration, see Stacked vs. Unstacked data.
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Each sample is analyzed independently and results in one growth curve. All the samples display on a single plot, with different colors and lines to help you compare reliability growth between samples. For general information on repairable systems data, see Data Growth Curves.
In a nonparametric analysis, you can use the column representing the cost/total number of repairs in different ways:
Note
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Growth Curves
To use parametric growth curves when data are exact failure/retirement times
1 2 3 4 Choose Stat > Reliability/Survival > Parametric Growth Curve. In Variables/Start variables, enter the column containing the failure/retirement times. If your data are from more than one system, choose System ID and enter one column for each sample to identify the systems within the sample. If you like, use any dialog box options, then click OK.
To use parametric growth curves when data are interval failure/retirement times
1 2 3 4 5 6 Choose Stat > Reliability/Survival > Parametric Growth Curve. Choose Data are interval (failure/retirement) times. In Variables/Start variables, enter the column containing the start time of each failure interval. In End variables, enter the column containing the corresponding end time of each failure interval. You must have the same number of end variable columns as you have start variable columns. If your data are from more than one system, choose System ID and enter one column for each sample to identify the systems within the sample. If you like, use any dialog box options, then click OK.
When estimating a parametric growth curve, Minitab assumes that all systems within a single data column are from identical processes. If you reject the null hypothesis and conclude that the shapes (or scales or MTBFs) are unequal, you cannot make this assumption. In this case, you should analyze the data from different systems separately. Note These tests are not available for interval data.
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H1: at least one of the shapes (or scales or MTBFs) is different These tests are not available for interval data.
Note
Trend tests
The tests for trend are sometimes referred to as goodness of fit tests. Use the tests for trend to determine whether a homogeneous Poisson process or a nonhomogeneous Poisson process is the appropriate model. Regardless of the model you choose, the hypotheses for the tests for trend test are generally: H0: No trend in data (homogeneous Poisson process) H1:Trend in data (nonhomogeneous Poisson process) If you reject the null hypothesis, you can conclude that there is some trend in your data and you should model your data with a nonhomogeneous Poisson process such as the power-law process. If you fail to reject the null hypothesis, there is insufficient evidence to reject the homogeneous Poisson process model. Although the power-law process may still be appropriate, the homogeneous Poisson process is a simpler model and therefore a better choice. The null hypothesis differs slightly depending on which test you are using. See Comparisons of trend tests for more information about which test is most relevant for your data.
Note
With exact data, Minitab provides three trend tests: MIL-Hdbk-189 (The military handbook test) Laplace Anderson-Darling MIL-Hdbk-189 (pooled) MIL-Hdbk-189 (TTT-based) Laplace (pooled) Laplace (TTT-based) Anderson-Darling
With exact data from multiple systems, Minitab provides five trend tests:
With interval data, Minitab provides only the MIL-Hdbk-189 test. Note Simulation studies have shown that a fairly large difference in p-values between TTT-based tests (including the Anderson-Darling test) and the pooled tests may indicate heterogeneity between systems. You may need to analyze the data separately for each system.
The Anderson-Darling test will reject the null hypothesis in the presence of both monotonic and non-monotonic trends. The other tests will generally only detect monotonic trends. While the Anderson-Darling test is useful if you suspect the existence of a cyclic or other non-monotonic trend, the other tests are more powerful in the case of a monotonic trend.
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Growth Curves
The null hypothesis for the TTT-based tests (MIL-hdbk-189, Laplace's, and Anderson-Darling) is that the data come from a homogeneous Posson process (HPP) with the same MTBF for each system. Thus, rejecting the null hypothesis could mean that either there is a trend in your data or your data come from heterogeneous systems. Therefore, you should use TTT-based tests only when you are confident that your systems are homogeneous.
The table below summarizes the different null hypotheses associated with the trend tests. MIL-hdbk-189 (Pooled) Null Hypothesis Rejecting H0 means... HPP (possibly different MTBFs) monotonic trend MIL-hdbk-189 (TTT-based) HPP (equal MTBFs) Laplace's (Pooled) HPP (possibly different MTBFs) Laplace's (TTT-based) HPP (equal MTBFs) Anderson-Darling HPP (possibly different MTBFs)
monotonic trend or monotonic trend or systems are non-monotonic heterogeneous trend or systems are heterogeneous
The estimated mean cumulative function ( where t = the time since the start of the test = the estimated shape parameter = the estimated scale parameter
)=
The probability that at least one failure will occur between now (t) and the next t1 days is: where X is the number of failures in the time interval (t, t+t1]. For example, assume you are analyzing machinery breakdown and want to find the probability of at least one breakdown in the next seven days. You use Parametric Growth Curve to estimate the current value of the MCF and obtain the following estimates of shape and scale respectively: = 0.5 = 3.5
If the test has already been running for t = 8 days, the probability of at least one failure in the next 7 days is:
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Retirement value: Enter a value indicating which value in your retirement column represents a retired system. If you do not enter a value, the lowest value in the retirement column is the retirement value. Text values must be contained in double quotes. Note You cannot use a retirement column when you have interval data.
See Comparison of growth curve procedures for a discussion of the advantages and disadvantages of each method.
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Growth Curves
Because the Nelson-Aalen plot does not depend on the model, the plot points are the same regardless of which estimation method and model type you chose. The mean cumulative function plot, however, differs depending on your model. The plot provides information about the pattern of system failures: A straight line pattern indicates that system failures are remaining constant over time your system is stable A concave down pattern indicates that the time between failures is increasing over time your system reliability is improving A concave up pattern indicates that the time between failures is decreasing over time your system reliability is deteriorating
Below are examples of mean cumulative function plots for improving, stable, and deteriorating systems.
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Event plot
A plot of events (failures and retirements) for all systems. The plot consists of: Horizontal lines, which represent the lifetime of each system Cross (X) points, which represent the failure and retirement times of each system Cost values or frequencies (optional), which represent the cost or frequency of failure at the cross points
Use the event plot to visually determine whether successive failures are increasing, decreasing, or remaining constant. Below are examples of event plots for improving, stable, and deteriorating systems.
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Growth Curves
Note
For interval data, the event plot is constructed using the midpoint of each interval.
Duane plot
A scatterplot of the cumulative number of failures at a particular time divided by the time (cumulative failure rate) versus time. Use a Duane plot to: Assess whether your data follow a power-law process or a homogeneous Poisson process Determine if your system is improving, deteriorating, or remaining stable
The fitted line on the Duane plot is the best fitted line when the assumption of the power-law process is valid and the shape and scale are estimated using the least squares method. See Methods and Formulas for the formula for the fitted line. The Duane plot should be roughly linear if the power-law process or homogeneous Poisson process is appropriate. A negative slope shows reliability improvement, a positive slope shows reliability deterioration, and no slope (a horizontal line) shows a stable system. Below are examples of Duane plots for improving, stable, and deteriorating systems.
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Below are examples of total time on test plots for improving, stable, and deteriorating systems.
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Growth Curves
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Failure rate (ROCOF): Check to store the ROCOF evaluated at the corresponding time (exact data) or end time (interval data). Confidence limits for ROCOF: Check to store the confidence limits for the ROCOF. By default, Minitab stores the 95% confidence limits. You can change the confidence level in the Estimate subdialog box. Parameter estimates: Check to store estimates of the shape and scale. Standard error of estimates: Check to store the standard errors of the shape and scale where available. Confidence limits for parameters: Check to store the confidence limits for the shape and scale. By default, Minitab stores the 95% confidence limits. You can change the confidence level in the Estimate subdialog box.
Parameter Estimates Standard Error 0.406 18.590 95% Normal CI Lower Upper 3.28239 4.88436 385.229 458.193
Test for Equal Shape Parameters Bartlett's Modified Likelihood Ratio Chi-Square Test Statistic P-Value DF 23.62 0.425 23
Trend Tests MIL-Hdbk-189 TTT-based Pooled 34.73 33.20 0.000 0.000 142 96 Laplace's TTT-based Pooled 9.13 5.73 0.000 0.000
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Growth Curves
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The test for equal shape parameters indicates that there is not enough evidence to say that the systems come from populations with different shapes (P-Value = 0.425). The pooled estimate of the shape is valid. The tests for trend are all significant (P-Value = 0.000). This means that there is enough evidence to reject the null hypothesis that there is no trend in your data. You can conclude that the increasing trend is significant. The event plot seems to show a pattern of failures that become more frequent as time goes on. The plot of the MCF versus time shows a curve that is concave up. This plot is consistent with a shape that is greater than one, or a system that is deteriorating.
To use nonparametric growth curves when data are exact (failure/retirement) times
1 2 3 4 Choose Stat > Reliability/Survival > Nonparametric Growth Curve. In Variables/Start variables, enter the column containing the failure/retirement times. If your data are from more than one system, choose System ID and enter one column for each sample to identify the systems within the sample. If you like, use any dialog box options, then click OK.
To use nonparametric growth curves when data are interval (failure/retirement) times
1 2 3 4 5 Choose Stat > Reliability/Survival > Nonparametric Growth Curve. Choose Data are interval (failure/retirement) times. In Variables/Start variables, enter the column containing the start time of each failure interval. In End variables, enter the column containing the end time of each failure interval. You must have the same number of end variable columns as you have start variable columns. If your data are from more than one system, do one of the following: Choose System ID and enter one column for each sample to identify the systems within the sample Choose Number of systems and enter one column for each sample to specify the number of systems entering each time interval If you like, use any dialog box options, then click OK.
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Growth Curves
Event plot
A plot of events (failures and retirements) for all systems. The plot consists of: Horizontal lines, which represent the lifetime of each system
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Cross (X) points, which represent the failure and retirement times of each system Cost values or frequencies (optional), which represent the cost or frequency of failure at the cross points
Use the event plot to visually determine whether successive failures are increasing, decreasing, or remaining constant. Below are examples of event plots for improving, stable, and deteriorating systems.
Note
For interval data, the event plot is constructed using the midpoint of each interval.
Below are examples of mean cumulative function plots for improving, stable, and deteriorating systems.
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Growth Curves
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Growth Curves
Confidence limits for difference in MCF: Check to store the confidence limits for the mean cumulative difference function. By default, Minitab stores the 95% confidence limits. You can change the confidence level in the Options subdialog box.
Nonparametric Estimates Table of Mean Cumulative Function Mean Cumulative Function 0.07143 0.14286 0.21429 0.28571 0.35714 0.42857 0.50000 0.57143 0.64286 0.71429 0.78571 0.85714 0.92857 1.00000 1.07143 1.14286 1.21429 1.28571 1.35714 1.42857 1.50000 1.57143 1.64286 1.71429 1.78571 1.86264 1.93956 2.03047 2.13047 2.24158 2.35269 2.46380 2.63047 2.83047 3.03047 3.23047
Time 33 88 250 272 287 302 317 364 367 391 402 421 431 444 462 481 498 500 500 548 552 625 635 650 657 687 687 700 708 710 710 710 719 724 724 724
Standard Error 0.068830 0.093522 0.109664 0.120736 0.128060 0.132260 0.133631 0.132260 0.128060 0.157421 0.149098 0.170747 0.158574 0.174964 0.158574 0.137661 0.149098 0.187044 0.191853 0.219328 0.242226 0.280566 0.259653 0.256120 0.270649 0.266655 0.260862 0.254826 0.274527 0.268755 0.257586 0.240267 0.347216 0.425594 0.443994 0.410559
95% Normal CI Lower Upper 0.01081 0.47218 0.03960 0.51540 0.07859 0.58426 0.12481 0.65408 0.17686 0.72120 0.23407 0.78471 0.29613 0.84423 0.36303 0.89945 0.43506 0.94990 0.46374 1.10019 0.54168 1.13970 0.58008 1.26653 0.66444 1.29771 0.70969 1.40906 0.80165 1.43200 0.90253 1.44718 0.95456 1.54468 0.96675 1.70992 1.02872 1.79042 1.05735 1.93013 1.09304 2.05848 1.10744 2.22982 1.20522 2.23940 1.27912 2.29750 1.32679 2.40338 1.40692 2.46596 1.49012 2.52456 1.58771 2.59671 1.65498 2.74258 1.77214 2.83537 1.89833 2.91581 2.03516 2.98273 2.03084 3.40714 2.10800 3.80055 2.27405 4.03849 2.51818 4.14424
System 179 132 128 137 181 119 182 112 167 112 175 137 155 119 101 145 182 119 128 112 137 137 169 169 182 179 181 175 169 145 155 167 137 112 128 132
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730 730
3.73047 4.23047
0.471307 0.410559
2.91221 3.49769
4.77864 5.11677
101 119
System:
ID
Nonparametric Estimates
Table of Mean Cumulative Function Mean Cumulative Function 0.06667 0.13333 0.20000 0.26667 0.33333 0.40000 0.46667 0.53333 0.60000 0.66667 0.73333 0.80000 0.86667 0.93333 1.00000 1.06667 1.13333 1.20000 1.26667 1.33333 1.40000 1.46667 1.53333 1.60000 1.66667 1.73333 1.80000 1.87143 1.94835 2.02527 2.11618 2.21618 2.32729 2.45229 2.59515 2.73801 2.93801 3.18801 3.52134 4.02134 5.02134
Time 19 22 39 54 61 91 93 119 148 173 185 187 192 194 203 205 211 242 250 264 277 293 306 369 373 382 415 416 419 419 432 434 441 447 448 448 460 461 464 503 511
Standard Error 0.064406 0.087771 0.103280 0.114180 0.121716 0.157762 0.159629 0.207989 0.263312 0.261052 0.274334 0.269979 0.264435 0.257624 0.249444 0.257624 0.264435 0.269979 0.257624 0.277555 0.295146 0.280740 0.324779 0.309839 0.335548 0.319258 0.342540 0.340512 0.338097 0.349310 0.347441 0.345034 0.341839 0.337430 0.331033 0.315398 0.298009 0.449834 0.511478 0.535360 0.535360
95% Normal CI Lower Upper 0.01004 0.44284 0.03670 0.48447 0.07269 0.55029 0.11521 0.61721 0.16295 0.68186 0.18465 0.86652 0.23869 0.91237 0.24834 1.14538 0.25386 1.41809 0.30945 1.43622 0.35227 1.52661 0.41289 1.55006 0.47658 1.57604 0.54335 1.60321 0.61330 1.63052 0.66442 1.71243 0.71738 1.79046 0.77210 1.86504 0.85023 1.88706 0.88664 2.00507 0.92615 2.11630 1.00786 2.13434 1.01238 2.32237 1.09468 2.33859 1.12325 2.47298 1.20810 2.48693 1.23962 2.61370 1.31007 2.67333 1.38662 2.73764 1.44435 2.83985 1.53391 2.91948 1.63337 3.00696 1.74512 3.10369 1.87262 3.21141 2.02109 3.33227 2.18466 3.43152 2.40832 3.58420 2.41776 4.20364 2.64893 4.68108 3.09778 5.22025 4.07443 6.18831
System 228 212 192 214 219 192 243 192 192 190 228 235 205 216 183 243 183 190 204 243 183 184 192 206 183 200 243 235 219 228 216 204 214 212 205 206 200 192 190 184 183
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Growth Curves
Table of Mean Cumulative Difference Function Mean Cumulative Difference Function -0.06667 -0.13333 -0.06190 -0.12857 -0.19524 -0.26190 -0.19048 -0.25714 -0.32381 -0.39048 -0.45714 -0.52381 -0.59048 -0.65714 -0.72381 -0.79048 -0.85714 -0.92381 -0.99048 -1.05714 -1.05238 -1.11905 -1.04762 -1.11429 -1.04286 -1.10952 -1.03810 -1.10476 -1.03333 -0.96190 -0.89048 -0.95714 -1.02381 -1.09048 -1.01905 -0.94762 -1.01429 -1.08571 -1.23956 -1.16813 -1.09670 -1.18761 -1.28761 -1.39872 -1.32729 -1.45229 -1.73801 -1.93801 -2.18801 -2.11658 -2.44991 -2.37849 -2.30706 -2.16420 -2.66420 -3.66420 -3.59277 -3.52134 -3.44991 -3.37849 -3.30706 -3.23563
Time 19 22 33 39 54 61 88 91 93 119 148 173 185 187 192 194 203 205 211 242 250 264 272 277 287 293 302 306 317 364 367 369 373 382 391 402 415 416 419 421 431 432 434 441 444 447 448 460 461 462 464 481 498 500 503 511 548 552 625 635 650 657
Standard Error 0.064406 0.087771 0.111541 0.124114 0.133322 0.139830 0.153496 0.183399 0.185008 0.228047 0.279427 0.277299 0.289837 0.285719 0.280486 0.274074 0.266399 0.274074 0.280486 0.285719 0.279994 0.298435 0.302679 0.318886 0.321731 0.308568 0.310335 0.350677 0.351196 0.350677 0.349114 0.335260 0.359155 0.343985 0.355960 0.352358 0.373582 0.371724 0.379800 0.388808 0.383618 0.381917 0.379729 0.376828 0.384013 0.380094 0.360677 0.345574 0.482663 0.476966 0.535496 0.529680 0.532767 0.546276 0.568698 0.568698 0.578546 0.587608 0.604423 0.595004 0.593471 0.599884
95% Normal CI Lower Upper -0.19290 0.05957 -0.30536 0.03869 -0.28052 0.15671 -0.37183 0.11469 -0.45654 0.06607 -0.53597 0.01216 -0.49132 0.11037 -0.61660 0.10231 -0.68642 0.03880 -0.83744 0.05649 -1.00481 0.09052 -1.06730 0.01969 -1.15855 -0.02241 -1.21714 -0.09714 -1.27355 -0.17407 -1.32765 -0.25330 -1.37928 -0.33501 -1.46099 -0.38663 -1.54022 -0.44073 -1.61714 -0.49714 -1.60116 -0.50360 -1.70397 -0.53413 -1.64086 -0.45438 -1.73929 -0.48928 -1.67344 -0.41228 -1.71431 -0.50474 -1.64634 -0.42985 -1.79208 -0.41745 -1.72166 -0.34500 -1.64922 -0.27459 -1.57473 -0.20622 -1.61424 -0.30004 -1.72774 -0.31988 -1.76467 -0.41628 -1.71672 -0.32138 -1.63823 -0.25701 -1.74649 -0.28208 -1.81428 -0.35715 -1.98395 -0.49517 -1.93018 -0.40608 -1.84858 -0.34482 -1.93616 -0.43907 -2.03187 -0.54336 -2.13729 -0.66015 -2.07995 -0.57464 -2.19726 -0.70733 -2.44492 -1.03109 -2.61532 -1.26070 -3.13401 -1.24201 -3.05142 -3.49947 -3.41664 -3.35126 -3.23488 -3.77883 -4.77883 -4.72670 -4.67303 -4.63456 -4.54467 -4.47024 -4.41138 -1.18174 -1.40036 -1.34033 -1.26285 -1.09352 -1.54957 -2.54957 -2.45884 -2.36965 -2.26527 -2.21230 -2.14387 -2.05988
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Growth Curves
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Both regression with life data commands differ from other regression commands in Minitab in that they use different distributions and accept censored data. You can choose to model your data on one of the following eight distributions: Weibull, smallest extreme value, exponential, normal, lognormal basee, logistic, and loglogistic. Life data is often incomplete or censored in some way. Censored observations are those for which an exact failure time is unknown. Suppose you are testing how long a product lasts and you plan to end the study after a certain amount of time. Any products that have not failed before the study ends are right-censored, meaning that the part failed sometime after the present time. Similarly, you may only know that a product failed before a certain time, which is left-censored. Failure times that occur within a certain interval of time are interval-censored. Minitab uses a modified Newton-Raphson algorithm to calculate maximum likelihood estimates of the model parameters.
The simplest output includes a regression table, relation plot, and probability plot for each level of the accelerating variable(s) based on the fitted model. The relation plot displays the relationship between the accelerating variable(s) and failure time by plotting percentiles for each level of the accelerating variable(s). By default, lines are drawn at the 10th, 50th, and 90th percentiles. The 50th percentile is a good estimate for the time a part will last when exposed to various levels of the accelerating variable(s). The probability plot is created for each level of the accelerating variable(s) based on the fitted model (line) and based on the nonparametric model (points).
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Second Variable: Accelerating: Enter the column containing the predictor values for the second accelerating variable. Relationship: Choose a linear (no transformation), Arrhenius, inverse temperature, or loge (power) transformation for the accelerating variable. By default, Minitab assumes the relationship is linear. Factor: Enter the column containing the factor levels. Include interaction term between variables: Check to include an interaction term between the accelerating variable and the second variable. Assumed distribution: Choose one of eight common lifetime distributions: Weibull (default), smallest extreme value, exponential, normal, lognormal, logistic, and loglogistic.
Structure each column so that it contains individual observations (one row = one observation), or unique observations with a corresponding column of frequencies. Frequency columns are useful when you have large numbers of data with common failure and censoring times, and identical predictor values. Here is the same worksheet structured both ways: Raw Data: one row for each observation Frequency Data: one row for each combination of response, censoring indicator, factor, and covariate. C1 Response 29 31 37 37 41 C2 Censor F F F C F C3 Count 1 19 1 1 19 C4 Factor 1 1 1 2 2 C5 Covar 12 12 12 12 12
Text categories (factor levels) are processed in alphabetical order by default. If you wish, you can define your own order see Ordering Text Categories. The way you set up the worksheet depends on the type of censoring you have, as described in Failure times. Minitab automatically excludes all observations with missing values from all calculations.
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3 4 5
If you have frequency columns, enter them in Freq. columns. In Accelerating var, enter the column of predictors. If you have a second predictor, do one of the following ? If your second predictor is a second accelerating variable, enter the column containing the accelerating levels in Accelerating. ? If your second predictor is a factor, enter the column containing the factor levels in Factor. If you have no censored values, you can skip steps 6 & 7.
Note 6 7
Click Censor. In Use censoring columns, enter the censoring columns. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. By default, Minitab uses the lowest value in the censoring column to indicate a censored observation. To use some other value, enter that value in Censoring value.
If you like, use one or more of the dialog box options, then click OK.
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Choose one: Display confidence intervals for middle percentile Display confidence intervals for all percentiles Display no confidence intervals
3 4
To include failure times (exact failure time or midpoint of interval for interval censored observation) on the plot, check Display failure times on plot.
Click OK. If you like, change the confidence level for the intervals (default = 95%): Click Estimate. In Confidence level, enter a value, then click OK.
Relation plot
The relation plot displays failure time versus an accelerating variable. By default, lines are drawn at the 10th, 50th, and 90th percentiles. The 50th percentile is a good estimate for the time a part will last for the given conditions. For an illustration, see Example of accelerated life testing. You can optionally specify up to 10 percentiles to plot and display the failure times (exact failure time or midpoint of interval for interval censored observation) on the plot. You can enter design value(s) to include on the plot(s). The relation plot(s) displayed depend on the number of predictors in your model: When you have one accelerating variable, one relation plot is displayed. When you have two accelerating variable, two relation plots are displayed. The first plot contains the first accelerating variable on the x-axis and is held at each level of the second accelerating variable. When you have one accelerating variable and one factor, one relation plot is displayed. The accelerating variable is on the x-axis and is held at each level of the factor.
Probability plots
The Accelerated Life Testing command draws several probability plots to help you assess the fit of the chosen distribution. You can draw probability plots for the standardized and Cox-Snell residuals. You can use these plots to assess whether a particular distribution fits your data. In general, the closer the points fall to the fitted line, the better the fit. You can also choose to draw probability plots for each level of the accelerating variable based on individual fits or on the fitted model. You can use these plots to assess whether the distribution, transformation, and assumption of equal shape (Weibull or exponential) or scale (other distributions) are appropriate. The probability plot based on the fitted model includes fitted lines that are based on the chosen distribution and transformation. If the points do not fit the lines adequately, then consider a different transformation or distribution. The probability plot based on the individual fits includes fitted lines that are calculated by individually fitting the distribution to each level of the accelerating variable. If the distributions have equal shape (Weibull or exponential) or scale (other distributions) parameters, then the fitted lines should be approximately parallel. The points should fit the line adequately if the chosen distribution is appropriate. Minitab provides one goodness-of-fit measure: the Anderson-Darling statistic. A smaller Anderson-Darling statistic indicates that the distribution provides a better fit. You can use the Anderson-darling statistic to compare the fit of competing models. For a discussion of probability plots, see Probability plots.
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Censoring value: Censor = C Estimation Method: Maximum Likelihood Distribution: Weibull Arrhenius
Regression Table Standard Error 0.986180 0.0350418 0.256969 95.0% Normal CI Lower Upper -17.1203 -13.2546 0.762042 0.899403 2.36332 3.37596
Z -15.40 23.71
P 0.000 0.000
Log-Likelihood = -564.693
Table of Percentiles Standard Error 27446.9 4216.51 95.0% Normal CI Lower Upper 113918 223557 29543.4 46209.9
Percent 50 50
Temp 80 100
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Output
The default output consists of the regression table and relation plot.
Regression table
The regression table displays: the estimated coefficients for the regression model and their standard errors. Z-values and p-values. The Z-test tests that the coefficient is significantly different than 0; in other words, is it a significant predictor? 95% confidence interval. the Scale parameter, a measure of the overall variability, and its standard error. 95% confidence interval. the Shape parameter (Weibull or exponential) or Scale parameter (other distributions), a measure of the overall variability, and its standard error. 95% confidence interval. the log-likelihood. Anderson-Darling goodness-of-fit statistics for each level of the accelerating variable based on the fitted model.
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Both regression with life data commands differ from other regression commands in Minitab in that they use different distributions and accept censored data. You can choose to model your data on one of the following eight distributions: Weibull, smallest extreme value, exponential, normal, lognormal basee, logistic, and loglogistic. Life data is often incomplete or censored in some way. Censored observations are those for which an exact failure time is unknown. Suppose you are testing how long a product lasts and you plan to end the study after a certain amount of time. Any products that have not failed before the study ends are right-censored, meaning that the part failed sometime after the present time. Similarly, you may only know that a product failed before a certain time, which is left-censored. Failure times that occur within a certain interval of time are interval-censored. Minitab uses a modified Newton-Raphson algorithm to calculate maximum likelihood estimates of the model parameters.
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censoring indicators for the response variables, if needed predictor variables, which may be factors (categorical variables) or covariates (continuous variables). For factors, Minitab estimates the coefficients for k - 1 design variables (where k is the number of levels), to compare the effect of different levels on the response variable. For covariates, Minitab estimates the coefficient associated with the covariate to describe its effect on the response variable.
Unless you specify a predictor as a factor, the predictor is assumed to be a covariate. In the model, terms may be created from these predictor variables and treated as factors, covariates, interactions, or nested terms. The model can include up to 9 factors and 50 covariates. Factors may be crossed or nested. Covariates may be crossed with each other or with factors, or nested within factors. See How to specify the model terms. You can enter up to ten samples per analysis. Depending on the type of censoring you have, you will set up your worksheet in column or table form. You can also structure the worksheet as raw data, or as frequency data. For details, see Worksheet Structure for Regression with Life Data. Factor columns can be numeric or text. Minitab by default designates the lowest numeric or text value as the reference level. To change the reference level, see Factor variables and reference levels. Minitab automatically excludes all observations with missing values from all calculations. How you run the analysis depend on whether your data are uncensored/right censored or uncensored/arbitrarily censored:
time before which the failure occurred time at the end of interval during which the failure occurred
This example uses a frequency column as well. Start End Frequency 20 units are left censored at 10000 hours. 2 units are exact failures at 30000 hours.
50 units are interval censored between 50000 and 60000 hours. 190 units are right censored at 90000 hours.
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Censoring indicators can be numbers, text, or date/time values. If you do not specify which value indicates censoring in the Censor subdialog box, Minitab assumes the lower of the two values indicates censoring, and the higher of the two values indicates an exact failure. The data column and associated censoring column must be the same length, although pairs of data/censor columns (each pair corresponds to a sample) can have different lengths.
Failure times
The response data you gather for the regression with life data commands are the individual failure times. For example, you might collect failure times for units running at a given temperature. You might also collect samples under different temperatures, or under varying conditions of any combination of accelerating variables. Individual failure times are the same type of data used for Distribution Analysis. Life data is often censored or incomplete in some way. Suppose you are monitoring air conditioner fans to find out the percentage of fans that fail within a three-year warranty period. The table below describes the types of observations you can have: Type of observation Exact failure time Description You know exactly when the failure occurred. You only know that the failure occurred after a particular time. You only know that the failure occurred before a particular time. You only know that the failure occurred between two particular times. Example The fan failed at exactly 500 days.
Right censored
Left censored
The fan failed sometime before 500 days. The fan failed sometime between 475 and 500 days.
Interval censored
How you set up your worksheet depends, in part, on the type of censoring you have: When your data consist of exact failures and right-censored observations, see Uncensored/right censored data. When your data have a varied censoring scheme, see Uncensored/arbitrarily censored data.
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Note
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Click Censor. In Use censoring columns, enter the censoring columns. The first censoring column is paired with the first data column, the second censoring column is paired with the second data column, and so on. By default, Minitab uses the lowest value in the censoring column to indicate a censored value. To use some other value, enter that value in Censoring value.
If you like, use any dialog box options, then click OK.
Why enter starting values for the algorithm? The maximum likelihood solution may not converge if the starting estimates are not in the neighborhood of the true solution, so you may want to specify what you think are good starting values for parameter estimates. In all cases, enter a column with entries that correspond to the model terms in the order you entered them in the Model box. With complicated models, find out the order of entries for the starting estimates column by looking at the regression table in the output.
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Regression with Life Data creates a set of design variables for each factor in the model. If there are k levels, there will be k - 1 design variables and the reference level will be coded as 0. Here are two examples of the default coding scheme: Factor A with 4 levels (1 2 3 4) reference level is 1 A1 1 2 3 4 0 1 0 0 A2 0 0 1 0 A3 0 0 0 1 reference level is High Factor B with 3 levels (High Low Medium) B1 High Low Medium 0 1 0 B2 0 0 1
By default, Minitab designates the lowest numeric, date/time, or text value as the reference factor level. If you like, you can change this reference value in the Options subdialog box.
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Confidence level: Enter the confidence level for all of the confidence intervals. The default is 95%. Confidence intervals: Choose to use two-sided confidence intervals (the default) or just an upper or lower confidence interval.
Note
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Click OK.
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In addition, table of percentiles and/or survival probabilities: Choose to display the output described above, plus a table of percentiles and/or survival probabilities (if requested in Regression with Life Data - Estimate). In addition, list of factor level values, tests for terms with more than one degree of freedom: Choose to display all of the output described above, plus a list of the factor level values, and a multiple degrees of freedom test. Show log-likelihood for each iteration of algorithm: Check to display the log-likelihood at each iteration of the parameter estimation process.
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Session window output Regression with Life Data: FailureT versus ArrTemp, Plant
Response Variable: FailureT Censoring Information Uncensored value Right censored value Count 66 14
Censoring value: Censor = C Estimation Method: Maximum Likelihood Distribution: Weibull Linear
Regression Table Standard Error 0.950822 0.0339710 0.0845721 0.270658 95.0% Normal CI Lower Upper -17.2047 -13.4775 0.772673 0.905837 -0.346525 2.45768 -0.0150083 3.52439
Log-Likelihood = -562.525
Table of Percentiles Standard Error 32466.2 25286.6 5163.76 3913.87 95.0% Normal CI Lower Upper 128390 258261 109690 210578 32548.4 52990.9 27781.0 43248.6
Percent 50 50 50 50
Plant 1 2 1 2
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ArrTemp = 11604.83/(Temp + 273.16) The Table of Percentiles displays the 50th percentiles for the combinations of temperatures and plants that you entered. The 50th percentile is a good estimate of how long the insulation will last in the field: For motors running at 80 C, insulation from plant 1 lasts about 182093.6 hours or 20.77 years; insulation from plant 2 lasts about 151980.8 hours or 17.34 years. For motors running at 100 C, insulation from plant 1 lasts about 41530.38 hours or 4.74 years; insulation from plant 2 lasts about 34662.51 hours or 3.95 years.
As you can see from the low p-values, the plants are significantly different at the = .05 level, and temperature is a significant predictor. The probability plot for standardized residuals will help you determine whether the distribution, transformation, and equal shape (Weibull or exponential) or scale parameter (other distributions) assumption is appropriate. Here, the plot points fit the fitted line adequately; therefore you can assume the model is appropriate.
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Default output
The default output consists of the regression table, which displays: the estimated coefficients for the regression model and their standard errors. Z-values and p-values. The Z-test tests that the coefficient is significantly different than 0; in other words, is it a significant predictor? 95% confidence interval. the Scale parameter, a measure of the overall variability, and its standard error. 95% confidence interval. the Shape parameter (Weibull or exponential) or Scale parameter (other distributions), a measure of the overall variability, and its standard error. 95% confidence interval. the log-likelihood.
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Probit Analysis
Probit Analysis
Probit Analysis Overview
A probit study consists of imposing a stress (or stimulus) on a number of units, then recording whether the unit failed or not. Probit analysis differs from accelerated life testing in that the response data is binary (success or failure), rather than an actual failure time. In the engineering sciences, a common experiment would be destructive inspecting. Suppose you are testing how well submarine hull materials hold up when exposed to underwater explosions. You subject the materials to various magnitudes of explosions, then record whether or not the hull cracked. In the life sciences, a common experiment would be the bioassay, where you subject organisms to various levels of a stress and record whether or not they survive. Probit analysis can answer these kinds of questions: For each hull material, what shock level cracks 10% of the hulls? What concentration of a pollutant kills 50% of the fish? Or, at a given pesticide application, what's the probability that an insect dies?
Probit Analysis
Stat > Reliability/Survival > Probit Analysis Use probit analysis when you want to estimate percentiles, survival probabilities, and cumulative failure probabilities for the distribution of a stress, and draw probability plots. When you enter a factor and choose a Weibull, lognormal, or loglogistic distribution, you can also compare the potency of the stress under different conditions. Minitab calculates the model coefficients using a modified Newton-Raphson algorithm.
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Response variable
The response data is binomial, so you have two possible outcomes, success or failure. You can enter the data in either success/trial or response/frequency format. Here is the same data arranged both ways: Success/trial format Temp 80 120 140 160 Success 2 4 7 9 Trials 10 10 10 10 Response/frequency format Temp 80 80 120 120 140 140 160 160 Response 1 0 1 0 1 0 1 0 Frequency 2 8 4 6 7 3 9 1
The Success column contains the number of successes. The Trials column contains the number of observations. For example, when Temp = 140, there were seven successes and three failures.
The Response column contains values which indicate whether the unit succeed or failed. The higher value corresponds to a success. The Frequency column indicates how many times that observation occurred. For example, when Temp = 160, there were nine successes and one failure.
Factors
Text categories (factor levels) are processed in alphabetical order by default. If you wish, you can define your own order see Ordering Text Categories.
In Stress (stimulus), enter one column of stress or stimulus levels. If you like, use any of the dialog box options, then click OK.
where = the probability of a response for the jth stress level g(yj) 0 xj = the distribution function (described below) = the constant term = the jth level of the stress variable
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Probit Analysis
= unknown coefficient associated with the stress variable = natural response rate
The distribution functions are outlined below: Distribution logistic normal extreme value (Euler constant) Here, pi in the Variance column of the table is 3.14159. The distribution function you choose should depend on your data. You want to choose a distribution function that results in a good fit to your data. Goodness-of-fit statistics can be used to compare fits using different distributions. Certain distributions may be used for historical reasons or because they have a special meaning in a discipline. Distribution function Mean 0 0 Variance pi**2 / 3 1 pi**2 / 6
Why enter starting values for the algorithm? The maximum likelihood solution may not converge if the starting estimates are not in the neighborhood of the true solution, so you may want to specify what you think are good starting values for parameter estimates.
By default, Minitab designates the lowest numeric, date/time, or text value as the reference factor level. If you like, you can change this reference value in the Options subdialog box.
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Percentiles
At what stress level do half of the units fail? How much pesticide do you need to apply to kill 90% of the insects? You are looking for percentiles. Common percentiles used are the 10th, 50th, and 90th percentiles, also known in the life sciences as the ED 10, ED 50 and ED 90 (ED = effective dose). The probit analysis automatically displays a table of percentiles in the Session window, along with 95% fiducial confidence intervals. You can also request: additional percentiles to be added to the table normal approximation rather than fiducial confidence intervals a confidence level other than 95%
The Percentile column contains the stress level required for the corresponding percent of the events to occur. In this example, you exposed light bulbs to various voltages and recorded whether or not the bulb burned out before 800 hours. Table of Percentiles Standard Percent Percentile 1 2 3 4 104.9931 106.9313 108.1795 109.1281 Error 1.3715 1.2661 1.1997 1.1504 95.0% Fiducial CI Lower 101.9273 104.1104 105.5144 106.5795 Upper 107.3982 109.1598 110.2980 111.1656
As shown in the first and second columns of the first row, at 104.9931 volts, 1% of the bulbs burn out before 800 hours.
The probability of a bulb lasting past 800 hours is 0.7692 at 117 volts. The cumulative failure probabilities are the likelihood of failing rather than surviving. In this case, the probability of failing before 800 hours at 117 volts is 0.2308.
You can also change the method of estimation for the confidence intervals and the level of confidence.
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Probit Analysis
Probability plots
A probability plot displays the percentiles. You can use the probability plot to assess whether a particular distribution fits your data. In general, the closer the points fall to the fitted line, the better the fit. When you have more than one factor level, lines and confidence intervals are drawn for each level. If the plot looks cluttered, you can turn off the confidence intervals in the Graphs subdialog box. You can also change the confidence level for the 95% confidence by entering a new value in the Estimate subdialog box.
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Survival plots
Survival plots display the survival probabilities versus stress. Each point on the plot represents the proportion of units surviving at a stress level. The survival curve is surrounded by two outer lines the 95% confidence interval for the curve, which provide reasonable values for the "true" survival function.
To enter your own estimates for the model parameters, choose Use historical estimates and enter one starting value for each coefficient in the regression table. Enter the values in the order that they appear in the regression table.
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Probit Analysis
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Log-likelihood for last iteration: Check to store the log-likelihood for the last iteration.
Session Window Output: Probit Analysis: Blows, Trials versus Volts, Type
Distribution: Weibull
Response Information Variable Blows Trials Value Success Failure Total Count 192 308 500
Chi-Square = 0.258463
DF = 1
P-Value = 0.611
Log-Likelihood = -214.213
Goodness-of-Fit Tests Method Pearson Deviance Chi-Square 2.51617 2.49188 DF 7 7 P 0.926 0.928
Type = A
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Probit Analysis
Tolerance Distribution
Parameter Estimates Standard Error 1.58695 0.737413 95.0% Normal CI Lower Upper 17.1384 23.3842 125.832 128.722
Table of Percentiles 95.0% Fiducial CI Lower Upper 96.9868 104.341 101.043 107.573 103.501 109.527 105.287 110.946 106.698 112.068 107.868 113.001 108.872 113.802 109.752 114.506 110.536 115.135 111.246 115.706 116.121 119.700 119.201 122.342 121.550 124.472 123.523 126.372 125.299 128.191 127.010 130.050 128.802 132.108 130.989 134.754 131.261 135.092 131.551 135.455 131.864 135.848 132.206 136.280 132.587 136.765 133.023 137.323 133.542 137.993 134.207 138.857 135.198 140.159
Percent 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile 101.141 104.731 106.901 108.476 109.720 110.753 111.639 112.416 113.110 113.737 118.082 120.881 123.069 124.960 126.714 128.454 130.330 132.683 132.980 133.298 133.641 134.018 134.439 134.922 135.500 136.243 137.358
Standard Error 1.84244 1.63546 1.50897 1.41713 1.34490 1.28539 1.23483 1.19095 1.15225 1.11771 0.898619 0.790097 0.735850 0.717911 0.728520 0.764984 0.830361 0.943441 0.959732 0.977596 0.997402 1.01968 1.04522 1.07534 1.11242 1.16159 1.23831
Stress 117
Probability 0.830608
Parameter Estimates Standard Error 1.58695 0.704348 95.0% Normal CI Lower Upper 17.1384 124.761 23.3842 127.522
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Table of Percentiles 95.0% Fiducial CI Lower Upper 96.0399 103.471 100.059 106.673 102.496 108.607 104.267 110.012 105.666 111.123 106.828 112.045 107.823 112.837 108.697 113.533 109.476 114.156 110.180 114.720 115.029 118.659 118.102 121.256 120.452 123.344 122.429 125.203 124.211 126.984 125.925 128.806 127.719 130.828 129.901 133.434 130.172 133.767 130.461 134.125 130.773 134.513 131.114 134.939 131.493 135.418 131.927 135.969 132.444 136.631 133.104 137.484 134.090 138.772
Percent 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 91 92 93 94 95 96 97 98 99
Percentile 100.239 103.797 105.947 107.508 108.742 109.765 110.643 111.413 112.101 112.723 117.028 119.803 121.972 123.845 125.584 127.309 129.168 131.500 131.794 132.109 132.449 132.822 133.240 133.719 134.292 135.028 136.132
Standard Error 1.86171 1.65621 1.53027 1.43857 1.36626 1.30652 1.25563 1.21135 1.17218 1.13711 0.910842 0.792908 0.727988 0.698947 0.698766 0.725223 0.781440 0.885656 0.901010 0.917912 0.936720 0.957949 0.982380 1.01129 1.04700 1.09453 1.16901
Stress 117
Probability 0.800867
Table of Relative Potency Factor: Type Relative Potency 0.991080 95.0% Fiducial CI Lower Upper 0.975363 1.00678
Comparison A VS B
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Probit Analysis
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the table of percentiles, which includes the estimated percentiles, standard errors, and 95% fiducial confidence intervals. the probability plot, which helps you to assess whether the chosen distribution fits your data. the relative potency compares the potency of a stress for two levels of a factor. To get this output, you must have a factor, and choose a Weibull, lognormal, or loglogistic distribution. Suppose you want to compare how the amount of voltage affects two types of light bulbs, and the relative potency is .98. This means that light bulb 1 running at 117 volts would fail at approximately the same time as light bulb 2 running at 114.66 volts (117 x .98).
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[10] B.W. Turnbull (1976). "The Empirical Distribution Function with Arbitrarily Grouped, Censored and Truncated Data," Journal of the Royal Statistical Society 38, pp. 290-295. [11] B.W. Turnbull (1974). "Nonparametric Estimation of a Survivorship Function with Doubly Censored Data," Journal of the American Statistical Association 69, 345, pp. 169-173. [12] J.T. Kvaloy and B.H. Lindqvist (1998). "TTT-based tests for trend in repairable systems data," Reliability Engineering and System Safety 60, pp. 13-28. [13] W. Nelson (1990). Accelerated Testing, John Wiley & Sons. [14] S.E. Rigdon and A.P. Basu (2000). Statistical Methods for the Reliability of Repairable Systems, John Wiley & Sons. [15] W. Nelson (2003). Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications, ASA-SIAM Seires on Statistics and Applied Probability.
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Index
Index
A Accelerated life test model.......................................... 18 Accelerated Life Test Plans ........................................ 16 Accelerated Life Test Plans (Stat menu)................. 16 Accelerated Life Testing ........................................... 141 Accelerated Life Testing (Stat menu) .................... 141 Anderson-Darling statistic ..................................... 24, 64 Arrhenius transformation........................................... 143 C Censored data . 7, 8, 24, 26, 31, 35, 54, 67, 73, 78, 103, 115 Cumulative failure plot .......................................... 43, 91 Parametric distribution analysis......................... 43, 91 D Demonstration Test Plans............................................. 8 Demonstration Test Plans (Stat menu) ..................... 8 Distribution ID Plot (Arbitrary Censoring).................... 26 Distribution ID Plot (Stat menu)............................... 26 Distribution ID Plot (Right Censoring) ......................... 66 Distribution ID Plot (Stat menu)............................... 66 Distribution Overview Plot (Arbitrary Censoring) ........ 31 Distribution Overview Plot (Stat menu) ................... 31 Distribution Overview Plot (Right Censoring) ............. 72 Distribution Overview Plot (Stat menu) ................... 72 Duane plot................................................................. 125 E Estimation methods for reliability analysis ...... 23, 39, 88 Least squares method....................................... 39, 88 Maximum likelihood method.............................. 39, 88 Parametric growth curves...................................... 122 Estimation Test Plans ................................................. 12 Estimation Test Plans (Stat menu).......................... 12 Event plot .......................................................... 124, 131 F Failure censoring .......................................................... 7 Frequency column ...................................................... 65 G Goodness-of-fit statistics....................................... 24, 64 Growth curve data..................................... 115, 116, 117 Growth curves................................................... 118, 130 Nonparametric Growth Curves.............................. 130 Parametric Growth Curve...................................... 118 H Hazard plots............................................ 43, 58, 92, 105 Nonparametric analysis................................... 58, 105 Parametric analysis ........................................... 43, 92 R Regression with Life Data ........................................ 151 Regression with Life Data (Stat menu) ................. 151 Relation plot.............................................................. 146 Repairable systems analysis ............................ 118, 130 P Parametric Distribution Analysis (Arbitrary Censoring) ................................................................................ 35 Parametric Distribution Analysis (Stat menu) ......... 35 Parametric Distribution Analysis (Right Censoring) ... 77 Parametric Distribution Analysis (Stat menu) ......... 77 Parametric Growth Curve ......................................... 118 Parametric Growth Curve (Stat menu) ................. 118 Pearson correlation coefficient ............................. 24, 64 Percentiles............................................................ 37, 79 Accelerated life testing.......................................... 144 Parametric distribution analysis ........................ 37, 79 Probit analysis....................................................... 166 POP graph.................................................................. 10 Probability of passing the demonstration test plot...... 10 Probability Plot.............................. 44, 93, 146, 156, 167 Probability Plot (Reliability/Survival) 44, 93, 146, 156, 167 Probit Analysis.......................................................... 163 Probit Analysis (Stat menu) .................................. 163 N Natural response rate ............................................... 165 Nonparametric Distribution Analysis (Arbitrary Censoring) .............................................................. 53 Nonparametric Distribution Analysis (Stat menu) ... 53 Nonparametric Distribution Analysis (Right Censoring) .............................................................................. 102 Nonparametric Distribution Analysis (Stat menu) . 102 Nonparametric Growth Curve................................... 130 Nonparametric Growth Curve (Stat menu) ........... 130 I Inverse temperature transformation ......................... 143 L Least squares estimates....................................... 39, 88 Loge (power) transformation .................................... 143 M Maximum likelihood estimates.............................. 39, 88 Mean cumulative difference function plot ................. 133 Mean cumulative function plot .......................... 123, 132 M-failure test plan ......................................................... 9 Multiple failure modes............................. 38, 55, 80, 104 Nonparametric distribution analysis ................ 55, 104 Parametric distribution analysis ........................ 38, 80
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S Stacked data ......................................................... 25, 65 Survival plots................................... 45, 59, 94, 106, 107 Comparing survival plots ....................................... 107 Nonparametric distribution analysis ................ 59, 106 Parametric distribution analysis......................... 45, 94 Probit analysis ....................................................... 168 Survival probabilities ............................. 37, 80, 144, 166 Accelerated life testing .......................................... 144 Parametric distribution analysis......................... 37, 80 Probit analysis ....................................................... 166
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