Reliability Engineering and System Safety 66 (1999) 227234 www.elsevier.

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Weibull and inverse Weibull mixture models allowing negative weights

R. Jiang a, M.J. Zuo b,*, H.-X. Li c
Department of Mechanical Engineering, University of Saskatchewan, 57 Campus Drive, Saskatoon, SK, Canada S7N 5A9 b Department of Mechanical Engineering, University of Alberta, Edmonton, Alberta, Canada T6G 2G8 c Department of Manufacturing Engineering and Engineering Management, City University of Hong Kong, 83 Tat Chee Avenue, Hong Kong Received 15 October 1998; accepted 30 April 1999
a

Abstract This article presents the nding that when components of a system follow the Weibull or inverse Weibull distribution with a common shape parameter, then the system can be represented by a Weibull or inverse Weibull mixture model allowing negative weights. We also use an example to illustrate that the proposed mixture model can be used to approximate the reliability behaviours of the consecutive-k-out-of-n systems. The example also shows data analysis procedures when the parameters of the component life distributions are either known or unknown. 1999 Elsevier Science Ltd. All rights reserved.
Keywords: Mixture model; Weibull distribution; Inverse Weibull distribution; k-out-of-n system; Consecutive-k-out-of-n system

1. Introduction Suppose that a random variable, X, takes values in a sample space, S, and that its distribution can be represented by a probability density function (pdf) of the form xS f x p1 f1 x p2 f2 x pk fk x; 1 where

pj 0;

j 1; 2; ; k

p1 p2 pk 1
f j 0 ; Z
S

fj xdx 1;

j 1; 2; ; k

In such a case, X is said to have a nite mixture distribution and that f() dened in Eq. (1) is a nite mixture pdf. The parameters p1 ; p2 ; ; pk are called the mixing weights and f1 ; f2 ; ; fk the component pdf of the mixture, see [1]. It can be easily veried that the pdfs in Eq. (1) can be replaced by the corresponding cumulative distribution functions (cdf) and the corresponding reliability functions. Titterington et al. [1] point out that mixture distributions have been used as models throughout the history of modern statistics and give a detailed list of references on applications of mixture models. Jiang [2] gives a detailed literature
* Corresponding author. Tel.: 780-492-4466; fax: 780-492-2200. E-mail address: ming.zuo@ualberta.ca (M.J. Zuo)

review on Weibull mixture models. Jiang and Murthy [34] characterise the 2-fold Weibull mixture model in terms of the Weibull probability plotting and failure rate of the model. A basic feature of the nite mixture models showing above is that the mixing weights are positive. However, Ref. [1] mention that this is not necessary in principle. Thus, there exist mixtures allowing negative weights as long as f x remains to be a valid pdf. Mixture, series systems, parallel systems, k-out-of-n systems, and consecutive-k-out-of-n systems models are different reliability models. In this paper, we will show that they are related to each other under certain conditions. The paper is organised as follows. Firstly, we derive Weibull and inverse Weibull mixture models with the same shape parameter in Section 2. We extend these two models to more general forms in Section 3. Section 4 gives a numerical example. Finally a brief summary is given in Section 5.

2. Weibull and inverse Weibull mixture models with a common shape parameter The reliability function of a 2-parameter Weibull distribution is given by Rt expt=hb 2

while the unreliability function of a 2-parameter inverse

0951-8320/99/$ - see front matter 1999 Elsevier Science Ltd. All rights reserved. PII: S0951-832 0(99)00037-X

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R. Jiang et al. / Reliability Engineering and System Safety 66 (1999) 227234

Weibull distribution is given by F t exph=tb 3

where "

h0

n X i1

hb i

#1=b

The parameters b and h are called shape and scale parameter, respectively. For such distributions we have the following lemmas.

Lemma 1. The product of n Weibull reliability functions with the same shape parameter is still a Weibull reliability function with the same shape parameter.

Q It is obvious that n i1 Fi t is an inverse Weibull unreliability function with shape parameter b and scale parameter h 0. (QED) If we assume that m is a positive real number (not necessarily an integer) and F t is an inverse Weibull unreliability function given by Eq. (3), then we have F m t expmh=tb exphm =tb ; where

Proof.

Assume
b

Ri t expt=hi ; Then, we have

n Y i1

hm hm1=b :
i 1; 2; n: In other words, the positive power of an inverse Weibull unreliability function is still an inverse Weibull unreliability function with the same shape parameter. Based on the lemmas, we have the following theorem.

Ri t expt=h0 b ;

where "

Theorem.
n X i1

If

h0

b h i

#1=b:

Q It is obvious that n i1 Ri t is a Weibull reliability function (QED) with shape parameter b and scale parameter h 0. If we assume that m is a positive real number (not necessarily an integer) and Rt is a Weibull reliability function given by Eq. (2), then we have R t expmt=h expt=hm ;
m

1. the reliability (or unreliability) function of a system can be expressed as a weighted sum of the products of the reliabilities (or unreliabilities) of its components, i.e., X Y pi R j t ; 4 Rt
i j

or F t X
i

qi

Y
j

F j t ;

where

2. all components
1=b

h m hm

In other words, the positive power of a Weibull reliability function is still a Weibull reliability function with the same shape parameter.

(a) follow Weibull (or inverse Weibull) distributions; and (b) have the same shape parameter; then the reliability (or unreliability) of the system can be expressed as a Weibull (or inverse Weibull) mixture with some weights being negative.

Lemma 2. The product of n inverse Weibull unreliability functions with the same shape parameter is still an inverse Weibull unreliability function with the same shape parameter.

Proof.

Assume i 1; 2; n:

Proof. From Lemma 1 and condition 2, Eq. (4) can be written as X pi Ri t 6 R t Q with Ri t j Rj t being a Weibull distribution. From Eq. (6) letting t 0 yields
n X i1 i

Fi t exphi =tb ; Then, we have

n Y i1

Fi t exph0 =tb ;

pi 1

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229

Sections 2.12.3 will show that pis are not all positive for some structures. Hence Eq. (6) is a Weibull mixture model allowing negative weights with a common shape parameter. Similarly, From Lemma 2 and condition 2, Eq. (5) can be written as X qi F i t 7 F t Q with Fi t j Fj t being an inverse Weibull distribution. From Eq. (7) letting t ! yields
n X i1 i

with F3 t F1 tF2 t being an inverse Weibull distribution and q1 q2 1; q3 1.

2.2. Parallel system In some context, the parallel model is called the complementary competing risk model. The unreliability and reliability of the system are, respectively, F t and R t
n X k1 n Y i1

qi 1

F i t ;

Sections 2.12.3 will show that qis are not all positive for some structures. Hence Eq. (7) is an inverse Weibull mixture model allowing negative weights with a common shape parameter. (QED) Note that condition 1 in Theorem holds for many system structures, while condition 2 is more restrictive as the data will determine if the Weibull or inverse Weibull distribution can be used (condition 2(a)) and if the shape parameters are the same when condition 2(a) holds. The models to be introduced in Section 3 can be used in those situations where the common shape parameter assumption does not hold. We consider several well-known structures to show that: (1) condition 1 holds; and (2) some weights are negative. 2.1. Series system In some context, the series model is called the competing risk model. The reliability and unreliability of the system are, respectively, R t and F t
n X k1 n Y i1

1k1

n k1 X i1;ijln

Ri Rj Rl k :

These imply that a parallel system satises condition 1 in the Theorem. If all components follow the inverse Weibull distribution with the same shape parameter (in this case, both condition 2(a) and condition 2(b) are satised), then F t is a single inverse Weibull distribution as an extreme case of the mixture. If all components follow the Weibull distribution with the same parameter (in this case, both condition 2(a) and condition 2(b) are satised), then Rt is a Weibull mixture model allowing negative weights with a common shape parameter. For example, when n 2 the reliability function is given by Rt R1 t R2 t R3 t with R3 t R1 tR2 t being a Weibull distribution and p1 p2 1; p3 1.

R i t ;

1k1

n k1 X i1;ijln

Fi Fj Fl k ;

2.3. k-out-of-n:G and consecutive k-out-of-n:G systems In a k-out-of-n:G system, the system works if and only if at least k components are working. If all n components are identical, the reliability and unreliability of the system are, respectively, R t and F t 1
n X ik i ni Cn 1 F0 i F0 i X j0 n X ik i i Cn R0 1 R0 ni n X ik i i Cn R0 n i X j0 j j 1j Cn i R0 ;

where Fi Fi t and the subscript k on the RHS of the F t expression implies the k-fold product. These imply that a series system satises condition 1 in the Theorem. If all components follow the Weibull distribution with the same shape parameter (in this case, both condition 2(a) and condition 2(b) are satised), then Rt is a single Weibull distribution as an extreme case of the mixture model. If all components follow the inverse Weibull distribution with the same shape parameter (in this case, both condition 2(a) and condition 2(b) are satised), then F t is an inverse Weibull mixture model allowing negative weights with a common shape parameter. For example, when n 2 the cdf is given by F t F 1 t F 2 t F 3 t ;

n X ik

i ni Cn F0

j Cij 1j F0 :

If the components are non i.i.d., F t or Rt can be written as the sum of the products of reliability or unreliability of

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R. Jiang et al. / Reliability Engineering and System Safety 66 (1999) 227234

components with all possible combinations. It is obvious that the k-out-of-n system satises condition 1 of the Theorem too. A consecutive-k-out-of-n:G system consists of an ordered sequence of n components such that the system works if and only if at least k consecutive components in the system are good [5]. Since the failure combinations of a consecutive k-out-of-n:G system are a sub-set of the failure combinations of a k-out-of-n:G system, the reliability and unreliability of a consecutive k-out-of-n:G system also satisfy condition 1 of the Theorem. For example, the reliability of a consecutive-2-out-of-5:G system with identical component is given by
3 4 5 R S t R 2 0 t 3R0 t 4R0 t R0 t :

should not be simultaneously satised:

h i hj ;

bi bj :

Otherwise, the two terms i and j can be merged into a single term. Similarly, we limit pi 0.Without loss of generality, we can assume

b 1 b 2 bn
if bi bj for i j; then hi hj These mixture models (given by Eqs. (6), (7), (9) and (10)) can be applied in the following situations: The structure of a system is unknown. In this case, we cannot use component life distributions to derive the systems life distribution. The models given in this section have the exibility in tting the life distribution of the system from a given data set on the systems failure behaviour because the mixing weights are allowed to be negative. There is no need to know the life distributions of the components. The structure of a system is partially known. In many k-out-of-n or consecutive-k-out-of-n systems, the components very often perform the same function. For example, a power generating unit in a power plant may be considered a component in a k-out-ofn system. A microwave relay station may be considered a component in a consecutive-k-out-of-n system [6]. The proposed models will also be useful when one does not know the exact structure function of a system. For example, do we have a 2-out-of-5 system or a 2.5-out-of -5 system? This question may come up when the system structure of a brand new system is designed to be a 2-out-of-5 conguration. After the system is in operation for a while, it may still be a kout-of-n structure, but the k value may be different because of degradation in the system and the components. In this case, the partial information on the system can help the engineer to determine the specic form of the model, for example, the number of folds n and so on. In the following section, we give a numerical example to illustrate applications of these models. 4. A numerical example Assume that a consecutive-2-out-of-5:G system has iid components. The failure of each component follows Weibull distribution with the parameters b0 2:5; h0 10. Then, the reliability function of the system is given by Eq. (8). A simulated lifetime data set with 50 data points is generated based on the above parameters and Eq. (8) and is given in Table 1. Suppose that we view the data in Table 1 as eld

where R0 t is the reliability of the iid components. If R0 t follows Weibull distribution, then Eq. (8) is a mixture model allowing negative weights.

3. (Inverse) Weibull mixture model allowing negative weights with different shape parameters Since the common shape parameter assumption is very restrictive, the models given by Eqs. (6) and (7) are limited in application. Therefore, we propose the following two models to approximate the reliability or unreliability of a system if the common shape parameter assumption for (inverse) Weibull components in Theorem is not satised. As will be seen, the models given by Eqs. (6) and (7) are special cases of the following models. (a) The Weibull mixture model allowing negative weights with different shape parameters R t
n X i1 n X i1

pi expt=hi bi ; 9

pi 1; pi ; :

(b) The inverse Weibull mixture model allowing negative weights with different shape parameters: F t
n X i1 n X i1

pi exphi =tbi ; 10

pi 1; pi ; :

The only requirement is that Rt in Eq. (9) and F t in Eq. (10) must remain to be a valid reliability function and unreliability function, respectively. One of the methods to examine this is to see if the Weibull Probability Plots (WPP) of the models are increasing curves. We require that, for i j in each model, the following relations

R. Jiang et al. / Reliability Engineering and System Safety 66 (1999) 227234 Table 1 Simulated lifetime data (n 50) 3.7 4 4.2 4.7 4.8 5.1 5.6 5.8 6.1 6.3 6.4 6.7 6.7 6.8 6.9 7 7 7 7.1 7.2 7.4 7.4 7.5 7.5 7.7 7.7 7.8 7.8 8.1 8.4 8.4 8.7 9 9.1 9.1 9.2 9.4 9.4 9.6 9.9 10.2 10.2 10.2 10.4 10.5 10.9 11.1 12.9 13.4 14.2

231

regression method yields p2 0:29066; p3 4:429647; p4 4:397831; p5 0:677524: Note that the weights of the corresponding theoretical model as shown in Eq. (8) are p2 1; p3 3; p4 4; p5 1 : Now we check if the model obtained from the linear regression technique is reasonable. The empirical, theoretical, and the tted relations of R(t) t are shown in Fig. 1. As can be seen, the tted curve is as close to the empirical curve as the theoretical curve. In fact, we have X Rempirical Rtheoretical 2 0:0637; X Rempirical Rfitted 2 0:0356 The square sum of errors between the tted and the empirical is actually smaller than that between the theoretical and the empirical. Table 2 compares the tted model with the theoretical model from the viewpoint of observed and expected frequencies. From Table 2 we have X nobserved ntheoretic 2 31:64; X nobserved nfitted 2 28:01 This implies that the tted model agrees with the observed data a little bit better than the theoretical model. We can conclude that the tted model based on the Weibull mixture model allowing negative weights provides a good t to the systems failure data. We can check results from the viewpoint of the WPP plots which can be obtained by transforming data pair

data. Now we need to model the system failure by using the data and the proposed Weibull mixture model allowing negative weights. Section 4.1 will deal with the case where a prior distribution of R0 t is known. We deal with the case where R0 t is unknown in Section 4.2. 4.1. The system structure and prior distribution of R0 t are known In this case, we assume the posterior distribution of the system is no longer Eq. (8) due to degradation and/or prior distribution differing from practical situation, and can be expressed as R t
5 X i2

pi Ri0 ;

5 X i2

pi 1

11

The objective of modelling is to determine values of p2 ; p3 ; p4 . Once p2 ; p3 ; p4 are determined, then we have p5 1 p2 p3 p4 . Let y R t R 5 0; Then, y
4 X i2

xi Ri0 R5 0;

i 2; 3; 4:

pi x i

Using the data given in Table 1 and the multivariate

1.2

0.8 theoritic R(t) 0.6

0.4

fitting

0.2

0 0 5 10 t 15 20

Fig. 1. The tted, the theoretical, and the observed R(t) t curves.

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R. Jiang et al. / Reliability Engineering and System Safety 66 (1999) 227234

Table 2 Frequency distribution for the simulated data Times to failure 04 45 56 67 78 89 910 1011 11 Observed frequency 2 3 3 10 10 5 7 6 4 Expected frequency (theoretical) 1.7 2.9 5 6.9 8.1 7.9 6.6 4.8 6.1 Expected frequency (tted, Section 4.1) 0.9 3 5.5 7.7 8.8 8.3 6.6 4.4 4.8 Expected frequency (tted, Section 4.2) 0.57 2.31 5.78 8.79 8.68 7.57 7.50 5.71 3.09

(ti ; Rti ) into (xi ; yi ) by the Weibull transformation: x lnt; y ln{ lnRt}

For small t (i.e. t ! 0), we take the rst three terms of the Taylor expansion in Eq. (12) to approximate Rk 0 t : Rk 0 t 1 k
0 hb 0

Fig. 2 shows the WPP plots of observed data and the theoretical and the tted models. The agreement between them shows that the tted model is reasonable. 4.2. The system structure is known and R0 t is unknown In this case we need to determine values of h0 ; b0 ; p2 ; p3 ; p4 in Eq. (11). We will rstly estimate h0 ; b0 . Once they are determined, the same procedure as shown in Section 4.1 can be used to determine the weight parameters. We use the WPP plot to estimate h0 ; b0 . The Taylor expansion of Rk 0 t can be expressed as: ! k b0 k 1 k2 2b0 k ; 1 b0 t b0 R0 t exp b0 t b0 t 2 h2 h0 h0 0 for k 1; 2;
3 2 1

tb0

1 k 2 2b0 t ; b0 2 h2 0

for k 1; 2; 13

Substituting the approximations in Eq. (13) into Eq. (8), we get R S t 1 4

b0 h2 0

t 2b0 :

14

Noting ln1 x x for small x, we have lnRS 4

b0 h2 0

t2b0 ;

15 16

lnlnRS ln4 2b0 lnt lnh0 :

12

This gives left asymptote of the WPP plot of Eq. (8). It is easily seen that RS t is over-estimated by Eq. (14) for small t. This implies that the asymptote locates below the WPP plot at the left end. We can t a straight line to the left several points of the WPP plot of the data, and denote the ^ 0L ; h ^ 0L . Weibull parameters corresponding to the line as b Geometrically, we have ^ 0 L b0 ; b

h ^ 0 L h0 :

17

On the other hand, when t is large, we have

0 0 -1 y -2 -3 theoretic -4 fitting -5 -6 x 0.5 1 1.5 2 2.5 3

3 4 5 R2 0 t q R0 t q R0 t q R0 t :

From Eq. (8), we have R S t R2 0 t 18

and in this way RS t is under-estimated. From Eq. (18) we get the right asymptote of the WPP plot: y ln{ lnRS t} ln2 b0 lnt lnh0 ; 19 Because Eq. (18) under-estimates RS t, the asymptote in Eq. (19) is above the real WPP curve at the right end (i.e. as t ! ). We can use the few data points at the right end to t a straight line, and denote the Weibull parameters corre^ 0R and h ^ 0R . Then geometrically we sponding to the line as b

Fig. 2. The WPP plot for the example system.

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5

233

2 y 1 0 0 -1 0.5 1 1.5 2 2.5 3 -2 x

Fig. 3. The inverse Weibull plot for the example system.

have ^ 0R b0 ; b

4.3. Discussions

h ^ 0R h0 :

20

From Eqs. (17) and (20), we have the following: ^ 0L ; b ^ 0R b0 minb

h0 h ^ 0L ; h ^ 0R
^ 0R and take that as an ^ 0L ; b Thus, we can round down minb estimate of b 0. The estimated h 0 can be taken equal to the ^ 0R . average value of estimates h ^ 0L and h For the data given in Table 1, we used the left three points and the right three points to t the said straight lines and obtained (refer to Fig. 2): ^ 0L 5:438; b ^ 0R 3:955; b

The inverse Weibull model is a life distribution model which is different from the Weibull model. It has found many practical applications, for example, see Refs. [7] and [8]. It has some similar characteristics to the Weibull model. For example, both are exible and convenient for mathematical treatment. One can use the graphical method or the linear regression method to estimate the parameters of the inverse Weibull model in a similar way as used for the Weibull model. This is done by the following transformations: x lnt; y ln{ lnF t}: 21

Under the transformation given in Eq. (21), Eq. (3) becomes y bx lnh: Fig. 3 shows the plot of the data listed in Table 1 under the transformation given in Eq. (21). If the components follow the Weibull distribution, the system would follow the proposed Weibull mixture model allowing negative weights. If the components follow the inverse Weibull distribution, the system would follow the proposed inverse Weibull mixture model allowing negative weights. When component life distributions are unknown and we only have the system failure data, we can try both the Weibull mixture model and the inverse Weibull mixture model to see which one ts the data better. 5. Summary In this paper, we have shown that the negative weight Weibull or inverse Weibull mixture model can be derived to represent the output of a system under certain situations. We have also proposed two generalised models as alternatives

h ^ 0L 6:216; h ^ 0R 11:720:

^ 0 3:9 and h ^ 0 6:216 11:720=2 9:0. We can take b Using these estimated parameters of the component life distribution and the multivariate linear regression technique gives: p2 6:748273; p3 18:72376; p4 22:24918; p5 9:273685 X X Robserved Rfitted 2 0:005855; nobserved nfitted 2 21:24;

Please refer to Table 2 for a comparison of the observed and tted frequencies. The square sums of errors here are much less than those obtained in Section 4.1. This illustrates the appropriateness of the approach.

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R. Jiang et al. / Reliability Engineering and System Safety 66 (1999) 227234

to approximate the output of a system. Two topics for further study are: to develop a methodology to determine specic forms of the model for various application situations; to develop efcient parameter estimation method for the proposed models.

References
[1] Titterington DM, Smith AFM, Makov UE. Statistical analysis of nite mixture distribution, New York: Wiley, 1985. [2] Jiang R, Failure models involving two Weibull distributions, PhD Thesis, The University of Queensland, Australia, 1996. [3] Jiang R, Murthy DNP. Modelling failure data by mixture of two Weibull distributions: a graphical approach. IEEE Transactions on Reliability 1995;44(3):477488. [4] Jiang R, Murthy DNP. Mixture of Weibull distributions-parametric characterisation of failure rate function. Applied Stochastic Models and Data Analysis 1998;14:4765. [5] Kuo W, Zhang W, Zuo M. A consecutive-k-out-of-n:G system: the mirror image of a consecutive-k-out-of-n:F system. IEEE Transactions on Reliability 1990;39(2):244253. [6] Chiang DT, Niu SC. Reliability of consecutive-k-out-of-n: F system. IEEE Transactions on Reliability 1981;R30:8789. [7] Keller AZ, Giblin MT. Reliability analysis of commercial vehicle engines. Reliability Engineering 1985;10:1525. [8] Calabria R, Pulcini G. Condence limits for reliability and tolerance limits in the inverse Weibull distribution. Reliability Engineering and System Safety 1989;24:7785.

Acknowledgements This research was partially supported by an Earmarked Research Grant from the UGC of Hong Kong Government. The constructive comments from the referees and editors are very much appreciated.