Reliability and Maintenance

(MANE 4015 )
Instructor: Dr. Sayyed Ali Hosseini
Winter 2015
Lecture #6

Parametric & Non-Parametric Data Analysis

Todays Lecture:
Rank statistics median rank, mean rank
Exponential plotting, 2-parameter Weibull plotting,
squares fit

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Lecture #6

least

Parametric & Non-Parametric Data Analysis

Given a set of failure data, can we tell if it fits some known probability
distribution? If not maybe we can construct a probability distribution
for the data.
Two approaches can be used to analyze data :
Non parametric
Parametric

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Non-Parametric Data Analysis

Non-parametric data analysis normally refers to those techniques
that do not rely on data belonging to any particular distribution. It
assumes that the data are not drawn from a given probability
distribution.
No assumptions about underlying probability distribution.
Construct histograms, sample mean, sample variance, and rank
statistics.
Large # of data points use histogram to get failure distribution
function ( )
Small # of data points use rank statistics to get
definition

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( ) or via

Parametric Data Analysis

Despite non-parametric data analysis, parametric data analysis
assumes that the data have come from a type of probability
distribution and makes inferences about the parameters of the
distribution.
By assuming that data comes from a probability distribution, this
method tries to fit data to that distribution and then estimate
distribution parameters (e.g. in exponential distribution)

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Non-Parametric Data Analysis - Histogram

Data set contains

points (e.g.

failure times)

Find range of data set ( =

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

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==

1 + 3.3 log#$

Lecture #6

Example #1
70 components were tested and their time to fail was noted. The first
one failed in 21 hours and the last one failed in 84 hrs. Plot the failure
distribution function ( ). What is the probability that the component
will survive more than 55hrs?
39, 54, 21, 42, 66, 50, 56, 62, 59, 40, 41, 75, 63, 58
32, 43, 51, 60, 65, 48, 61, 27, 46, 60, 73, 36, 38, 54
60, 36, 35, 76, 54, 55, 45, 71, 54, 46, 47, 42, 52, 47
62, 55, 49, 39, 40, 69, 58, 52, 78, 56, 55, 62, 32, 57
45, 84, 36, 58, 64, 67, 62, 51, 36, 73, 37, 42, 53, 49

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Example #1 Solution

, ** -

==

20 29
30 39
40 49
50 59
60 69
70 79
80 89

1 + 3.3 log

84 21
=
= 8.8
1 + 3.3 log#$ 70

/ - 0 12

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2
11
16
20
14
6
1

3/ = 4

Lecture #6

* 10

( ) = 4/

2/70 = .03
13/70 = .185
29/70 = .41
49/70 = .7
63/70 = .9
69/70 = .98
70/70 = 1

Example #1 Solution
: 3-;< *2
= 1 0 .7 = 0.3

> 55

* =:

> 55 = 1 :

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55 = 1

55

Non-Parametric Data Analysis Rank Statistics

Small # of data points, use rank statistics to get Q(t).
Why do you have small # of data points?
Testing is destructive (part is expensive).
Not enough time to test.

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Non-Parametric Data Analysis Rank Statistics

Steps:
Rank the failure times
number of components

in ascending order ( ), where

Approximate ( @ ) at each value

A
A

C ( @ ) =
B

C ( @ ) =

is the

by:

+1

0.3
+ 0.4

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Example #2
The following are the times to fail (min) for 14 components, 97, 82,
72, 126, 113, 117, 103, 127, 127, 207, 154, 159, 199, 139. Plot the
failure distribution function Q(t) for the component. Use mean rank.

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Example #2 Solution
B

1
2
3
4
5
6
7
8
9
10
11
12
13
14

. ; - 0

72
82
97
103
113
117
126
127
127
139
154
159
199
207

MANE4015 Reliability and Maintenance

( )

( ) = /( + 1)
1/15 = 0.0667
2/15 = 0.1333
3/15 = 0.2
0.266
0.333
0.4
0.466
0.533
0.6
0.667
0.733
0.8
0.866
0.933

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Example #2 Solution
From ( ) vs @ plot, you can determine for example the probability
that the component will last longer than 150 min.
1
0.9
0.8
0.7

Q(t)

0.6
0.5
0.4
0.3
0.2
0.1
0
72

82

97

103

113

117

126

127

127

139

154

159

199

207

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Parametric Data Analysis Exponential Plotting

The objective is to fit failure distribution ( ) to some known
probability distribution, check if it fits, and then estimate parameters
from the plot.
For exponential distribution:
=1

DEF

DEF

ln

The above equation has a form of straight line / = I + J with yintercept J = 0.

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Parametric Data Analysis Exponential Plotting

/= I+J =
ln

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K -< =

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Parametric Data Analysis Exponential Plotting

Steps
Compute ( ) using non-parametric methods.
Plot ln

#
#DL F

on Y-axis, and on X-axis.

If the result is a straight line passing through origin (y-intercept = 0),

then the failure data is exponentially distributed.
Estimate of

= * -< -0

If M = 1 then = 1/ M . Therefore, alternate way to find is to

lookup value of 1 on y-axis, and find corresponding value of M to
compute = 1/ M .
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Parametric Data Analysis Exponential Plotting

/= I+J =
ln

1
K -< =

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Example #3
The failure times for 10 components were recorded to be 11.2, 6.8,
5.2, 16.8, 17.8, 32.0, 23.4, 25.4, 19.6, 44.8. Determine whether this
components failure times can be model as exponential distribution.
And if it can, estimate the parameter .

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Example #3 Solution
B

1
2
3
4
5
6
7
8
9
10

.;

5.2
6.8
11.2
16.8
17.8
19.6
23.4
25.4
32.0
44.8

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( ) = /( + 1)

1/11 = .0909
2/11 = 0.1818
3/11 = 0.2727
4/11 = 0.3636
5/11 = 0.4545
6/11 = 0.5454
7/11 = 0.6363
8/11 = 0.7272
9/11 = 0.8181
10/11 = .0909
Lecture #6

1/(1 ( ))
1.1
1.22
1.37
1.57
1.83
2.2
2.75
3.66
5.5
11

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Example #3 Solution
Plot ln

#
#DL F

on Y-axis, and on X-axis. Slope of line = .

= 0.056 min.

From the plot you will find that

3
2.5
2
1.5
1
0.5
0
5.2

6.8

11.2

16.8

17.8

19.6

23.4

25.4

32

44.8

/
0.18 0.09
0.09
K -< =
K -< =
K -< =
= 0.056
I
6.8 5.2
1.6
If its a curve then its not exponential.
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Least Squares Fitting

Consider exponential plotting. Rather than draw line by eyeball, we
want a more precise estimate of the line (y-intercept, slope). In this
case, Least squares fitting can be used.
Given data points (I@ , /@ ), find the line / = I + J that minimize
the mean square deviation of the vertical distance between the
points (I@ , /@ ) and the corresponding values on the line.
(IR , /R )

/
(I# , /# )

(IS , /S )

/ = I+J
/ /S

(IQ , /Q )

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Least Squares Fitting

min K =

T /@ /
@V#

T /@ I@ J

@V#

The objective is to find , J to minimize K.

Solve

WK
= I/ I Q JI = 0
W
=

Answer is:
I/ =

I/ I . /Y
IQ

T I@ /@
@V#

I Q

J = /Y I

and
IQ =

WK
= /Y I J = 0
W

and

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T I@Q
@V#

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Parametric Data Analysis 2 Parameter Weibull Plotting

items tested and
function is:

fail by time , an estimate of the reliability

B

Weibull reliability distribution function:

B

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F [
D Z

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Parametric Data Analysis 2 Parameter Weibull Plotting

=1

DEF

F [
D Z

ln ln B

DEF

ln B( ) =

ln
_

ln ln B

= ` ln

= ` ln ` ln ^

The above equation has a form of straight line / = I + J. We can

plot ln ln B on Y-axis and ln [ ] on X-axis. If the result is a straight
line, then data fits a weibull distribution.

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Parametric Data Analysis 2 Parameter Weibull Plotting

ln ln B( )

K -< = `

` ln ^
ln[ ]

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Example #4
100 items are tested and the # of failures and times were observed.
Does the data fit a Weibull distribution?
32;2

# -0 0

; ( -2 *)

2 ( )

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12

Lecture #6

35

18

54

24

73

30

85

36

27

Example #4 Solution

B( )

I I * = ln ( )
/ I * = ln [ B( )]
1

= 6,
1

= 100,

=B 6 =

12

18

24

30

36

0.96

0.83

0.65

0.46

0.27

0.15

1.79

2.48

2.89

3.18

3.4

3.58

0.27

0.64

3.2 1.68 0.84 0.25

=4

100 4
= 0.96
100

ln ( 1) = ln (6) = 1.79
ln ln B

= ln ln B 6

= 3.2

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Example #4 Solution
1
0.5
0
0

0.5

1.5

2.5

3.5

-0.5
-1
-1.5
-2
-2.5
-3
-3.5

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Example #4 Solution
K -< =

/
1.68 (3.2))
1.52
K -< =
K -< =
= 2.203
I
2.48 1.79
0.69

As a result, ` 2.20

^ =?

c I *

3 < = ` ln ^ 7 = 2.20 ln ^ ln ^ = 3.18 ^ =

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R.Qe

= 25.79

30