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Once a distribution has been selected, the parameters of the distribution need t
o be estimated. Several parameter estimation methods are available. This section
will present an overview of these methods, starting with the relatively simple
method of probability plotting and continuing with the more sophisticated least
squares and maximum likelihood methods.
This section includes the following subsections:
• Probability Plotting
• Least Squares Parameter Estimation (Regression Analysis)
• MLE (Maximum Likelihood) Parameter Estimation for Complete Data)
Probability Plotting
The least mathematically intensive method for parameter estimation is the method
of probability plotting. As the term implies, probability plotting involves a p
hysical plot of the data on specially constructed probability plotting paper. Th
is method is easily implemented by hand, given that one can obtain the appropria
te probability plotting paper.
The method of probability plotting takes the cdf of the distribution and attempt
s to linearize it by employing a specially constructed paper. For example, in th
e case of the two-parameter Weibull distribution, the cdf and unreliability Q(T)
, can be shown to be:
This function can then be linearized (i.e. put in the common form of y = a + bx)
as follows:
(15)
Then setting:
and:
the equation can be rewritten as,
which is now a linear equation with a slope of β and an intercept of βln(η).
T e next task is to construct a paper wit t e appropriate y- and x-axes. T e x-
axis calculation is easy since it is simply logarit mic. T e y-axis, owever, a
s to represent,
w ereQ(T) is t e unrelia ility (or a dou le log reciprocal
scale). Suc papers
ave een created y different vendors and are called pro a ility plotting paper
s. (Note: You can download different pro a ility plotting papers from www.wei ul
l.com.)
To illustrate, consider t e following pro a ility plot on a Wei ull pro a ility
paper.
T is paper is constructed ased on t e mentioned y- and x-transformations, w ere
t e y-axis represents
unrelia ility and t e x-axis represents time. Bot of t e
se values must e known for eac time-to-failure point we want to plot.
T en, given t e y and x valuefor eac point, t e points can easily e put on t
e plot. Once t e points ave een placed on t e plot, te est possi le straig t
line is drawn
t roug t ese points.
Once t e line as een drawn, t e slope of
t e line can e o tained (some pro a ility papers include a slope indicator to s
implify t is calculation). T is is t e parameter β, w ic is t e value of t e slop
e.
To determine t e scale parameter, η (also called t e c aracteristic life y some a
ut ors), one must simply set t = η in t e cdf equation. Note t at from efore:
so at T = η: