<<< Back to Issue 14 Index

Characteristics of the Weibull Distribution

Software Used

→ Weibull++

In the last several issues of Reliability HotWire, we looked at how distributions are defined
and how common reliability metrics are derived. In this issue, we will take a closer look at a
specific distribution that is widely used in life data analysis - the Weibull distribution. Named
for its inventor, Waloddi Weibull, this distribution is widely used in reliability engineering and

elsewhere due to its versatility and relative simplicity.

As was discussed in February's Reliability Basics, a distribution is mathematically defined by

its pdf equation. The most general expression of the Weibull pdf is given by the three-
parameter Weibull distribution expression, or:

Where:

and:

 β is the shape parameter, also known as the Weibull slope

 η is the scale parameter
 γ is the location parameter

Frequently, the location parameter is not used, and the value for this parameter can be set
to zero. When this is the case, the pdf equation reduces to that of the two-parameter
Weibull distribution. There is also a form of the Weibull distribution known as the one-
parameter Weibull distribution. This in fact takes the same form as the two-parameter
Weibull pdf, the only difference being that the value of β is assumed to be known
beforehand. This assumption means that only the scale parameter needs be estimated,
allowing for analysis of small data sets. It is recommended that the analyst have a very
good and justifiable estimate for β before using the one-parameter Weibull distribution for
analysis.

As was mentioned previously, the Weibull distribution is widely used in reliability and life
data analysis due to its versatility. Depending on the values of the parameters, the Weibull
distribution can be used to model a variety of life behaviors. An important aspect of the
Weibull distribution is how the values of the shape parameter, β, and the scale parameter,
η, affect such distribution characteristics as the shape of the pdf curve, the reliability and
the failure rate.

Weibull Shape Parameter, β

The Weibull shape parameter, β, is also known as the Weibull slope. This is because the
value of β is equal to the slope of the line in a probability plot. Different values of the shape
parameter can have marked effects on the behavior of the distribution. In fact, some values
of the shape parameter will cause the distribution equations to reduce to those of other
distributions. For example, when β = 1, the pdf of the three-parameter Weibull reduces to
that of the two-parameter exponential distribution. The parameter β is a pure number (i.e.,
it is dimensionless).

The following figure shows the effect of different values of the shape parameter, β, on the
shape of the pdf (while keeping γ constant). One can see that the shape of the pdf can take
on a variety of forms based on the value of β.
Looking at the same information on a Weibull probability plot, one can easily understand
why the Weibull shape parameter is also known as the slope. The following plot shows how
the slope of the Weibull probability plot changes with β. Note that the models represented
by the three lines all have the same value of η.
Another characteristic of the distribution where the value of β has a distinct effect is the
failure rate. The following plot shows the effect of the value of β on the Weibull failure rate.
This is one of the most important aspects of the effect of β on the Weibull distribution. As is
indicated by the plot, Weibull distributions with β < 1 have a failure rate that decreases with
time, also known as infantile or early-life failures. Weibull distributions with β close to or
equal to 1 have a fairly constant failure rate, indicative of useful life or random failures.
Weibull distributions with β > 1 have a failure rate that increases with time, also known as
wear-out failures. These comprise the three sections of the classic "bathtub curve." A mixed
Weibull distribution with one subpopulation with β < 1, one subpopulation with β = 1 and
one subpopulation with β > 1 would have a failure rate plot that was identical to the bathtub
curve. An example of a bathtub curve is shown in the following chart.
Weibull Scale parameter, η

A change in the scale parameter, η, has the same effect on the distribution as a change of
the abscissa scale. Increasing the value of η while holding β constant has the effect of
stretching out the pdf. Since the area under a pdf curve is a constant value of one, the
"peak" of the pdf curve will also decrease with the increase of η, as indicated in the
following figure.

 If η is increased, while β and γ are kept the same, the distribution gets stretched out to
the right and its height decreases, while maintaining its shape and location.
 If η is decreased, while β and γ are kept the same, the distribution gets pushed in
towards the left (i.e., towards its beginning or towards 0 or γ), and its height increases.
 η has the same unit as T, such as hours, miles, cycles, actuations, etc.
Weibull Reliability Metrics

As was mentioned in last month's Reliability Basics, the pdf can be used to derive
commonly-used reliability metrics such as the reliability function, failure rate, mean and
median. The equations for these functions of the Weibull distribution will be presented in the
following section, without derivations for the sake of brevity and simplicity. Note that in the
rest of this section we will assume the most general form of the Weibull distribution, the
three-parameter form. The appropriate substitutions to obtain the other forms, such as the
two-parameter form where γ = 0, or the one-parameter form where β is a constant, can
easily be made.

The Weibull reliability function is given by:

The Weibull failure rate function is given by:

The Weibull mean life, or MTTF, is given by:

where Γ(*) is the gamma function. The gamma function is defined as:

The equation for the median life, or B50 life, for the Weibull distribution is given by:

The weibull.com reliability engineering resource website is a service of ReliaSoft Corporation.

Copyright © 1992 - 2017 ReliaSoft Corporation. All Rights Reserved.

About weibull.com | About ReliaSoft | Privacy Statement | Terms of Use | Contact Webmaster
The Weibull distribution is one of the most widely used lifetime distributions in
reliability engineering. It is a versatile distribution that can take on the
characteristics of other types of distributions, based on the value of the shape

parameter, . This chapter provides a brief background on the Weibull distribution,

presents and derives most of the applicable equations and presents examples
calculated both manually and by using ReliaSoft's Weibull++ software.

Weibull Probability Density Function

The 3-Parameter Weibull

The 3-parameter Weibull pdf is given by:

where:

and:

scale parameter, or characteristic life

shape parameter (or slope)

location parameter (or failure free life)

The 2-Parameter Weibull

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

The 1-Parameter Weibull

The 1-parameter Weibull pdf is obtained by again setting and assuming

assumed value or:

where the only unknown parameter is the scale parameter, .

Note that in the formulation of the 1-parameter Weibull, we assume that the shape

parameter is known a priori from past experience with identical or similar

products. The advantage of doing this is that data sets with few or no failures can be
analyzed.

Weibull Distribution Functions

The Mean or MTTF

The mean, , (also called MTTF) of the Weibull pdf is given by:

where

is the gamma function evaluated at the value of:

The gamma function is defined as:

For the 2-parameter case, this can be reduced to:

Note that some practitioners erroneously assume that is equal to the MTTF, .

This is only true for the case of: or:

The Median

The median, , of the Weibull distribution is given by:

The Mode

The mode, , is given by:

The Standard Deviation

The standard deviation, , is given by:

The Weibull Reliability Function

The equation for the 3-parameter Weibull cumulative density function, cdf, is given
by:

This is also referred to as unreliability and designated as by some authors.

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

The Weibull Conditional Reliability Function

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

or:

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

The Weibull Reliable Life

The reliable life, , of a unit for a specified reliability, , starting the mission at
age zero, is given by:
This is the life for which the unit/item will be functioning successfully with a

reliability of . If , then , the median life, or the life by which

half of the units will survive.

The Weibull Failure Rate Function

The Weibull failure rate function, , is given by:

Characteristics of the Weibull Distribution

The Weibull distribution is widely used in reliability and life data analysis due to its
versatility. Depending on the values of the parameters, the Weibull distribution can
be used to model a variety of life behaviors. We will now examine how the values of

the shape parameter, , and the scale parameter, , affect such distribution
characteristics as the shape of the curve, the reliability and the failure rate. Note
that in the rest of this section we will assume the most general form of the Weibull
distribution, (i.e., the 3-parameter form). The appropriate substitutions to obtain the

other forms, such as the 2-parameter form where or the 1-parameter form

where constant, can easily be made.

Effects of the Shape Parameter, beta

The Weibull shape parameter, , is also known as the slope. This is because the

value of is equal to the slope of the regressed line in a probability plot. Different
values of the shape parameter can have marked effects on the behavior of the
distribution. In fact, some values of the shape parameter will cause the distribution

equations to reduce to those of other distributions. For example, when , the

pdf of the 3-parameter Weibull distribution reduces to that of the 2-parameter
exponential distribution or:

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

dimensionless). The following figure shows the effect of different values of the shape

parameter, , on the shape of the pdf. As you can see, the shape can take on a

variety of forms based on the value of .

For :

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

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

The Effect of beta on the cdf and Reliability Function

The above figure shows the effect of the value of on the cdf, as manifested in the
Weibull probability plot. It is easy to see why this parameter is sometimes referred to
as the slope. Note that the models represented by the three lines all have the same
value of . The following figure shows the effects of these varied values of on the
reliability plot, which is a linear analog of the probability plot.

 decreases sharply and monotonically for and is convex.

 For , decreases monotonically but less sharply than for
and is convex.
 For , decreases as increases. As wear-out sets in, the curve goes through
an inflection point and decreases sharply.

The Effect of beta on the Weibull Failure Rate

The value of has a marked effect on the failure rate of the Weibull distribution and
inferences can be drawn about a population's failure characteristics just by

considering whether the value of is less than, equal to, or greater than one.
As indicated by above figure, populations with exhibit a failure rate that

decreases with time, populations with have a constant failure rate (consistent

with the exponential distribution) and populations with have a failure rate
that increases with time. All three life stages of the bathtub curve can be modeled

with the Weibull distribution and varying values of . The Weibull failure rate for

is unbounded at (or . The failure rate, decreases

thereafter monotonically and is convex, approaching the value of zero as or

. This behavior makes it suitable for representing the failure rate of units
exhibiting early-type failures, for which the failure rate decreases with age. When
encountering such behavior in a manufactured product, it may be indicative of
problems in the production process, inadequate burn-in, substandard parts and

components, or problems with packaging and shipping. For , yields a

constant value of or:

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

For , increases as increases and becomes suitable for representing the

failure rate of units exhibiting wear-out type failures. For the curve
is concave, consequently the failure rate increases at a decreasing rate as
increases.

For there emerges a straight line relationship between and , starting at

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

Consequently, the failure rate increases at a constant rate as increases.

Furthermore, if the slope becomes equal to 2, and when , becomes

a straight line which passes through the origin with a slope of 2. Note that at ,
the Weibull distribution equations reduce to that of the Rayleigh distribution.

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

Consequently, the failure rate increases at an increasing rate as increases,
indicating wearout life.
Effects of the Scale Parameter, eta

A change in the scale parameter has the same effect on the distribution as a change

of the abscissa scale. Increasing the value of while holding constant has the
effect of stretching out the pdf. Since the area under a pdf curve is a constant value
of one, the "peak" of the pdf curve will also decrease with the increase of , as
indicated in the above figure.

 If is increased while and are kept the same, the distribution gets stretched out
to the right and its height decreases, while maintaining its shape and location.
 If is decreased while and are kept the same, the distribution gets pushed in
towards the left (i.e., towards its beginning or towards 0 or ), and its height increases.
 has the same units as , such as hours, miles, cycles, actuations, etc.

Effects of the Location Parameter, gamma

The location parameter, , as the name implies, locates the distribution along the
abscissa. Changing the value of has the effect of sliding the distribution and its

associated function either to the right (if ) or to the left (if ).

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

Estimation of the Weibull Parameters

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

Probability Plotting

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

probability plotting. To better illustrate this procedure, consider the following
example from Kececioglu [20].
Assume that six identical units are being reliability tested
at the same application and operation stress levels. All of
these units fail during the test after operating the
following number of hours: 93, 34, 16, 120, 53 and 75.
Estimate the values of the parameters for a 2-parameter
Weibull distribution and determine the reliability of the
units at a time of 15 hours.

Solution

The steps for determining the parameters of the Weibull

representing the data, using probability plotting, are
outlined in the following instructions. First, rank the
times-to-failure in ascending order as shown next.

Time-to-failure, Failure Order Number

hours out of Sample Size of 6

16 1

34 2
 53 3

75 4

93 5

120 6

Obtain their median rank plotting positions. Median rank

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

where is the failure order number and is the total

sample size. The exact median ranks are found in
Weibull++ by solving:
for , where is the sample size and the order
number. The times-to-failure, with their corresponding
median ranks, are shown next.

Time-to-failure, hours Median Rank,%

16 10.91

34 26.44

53 42.14

75 57.86

93 73.56

120 89.1

On a Weibull probability paper, plot the times and their

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

Now any reliability value for any mission time can be

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

Probability Plotting for the Location Parameter, Gamma

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

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

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

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

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

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

Rank Regression on Y

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

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

or:

Now let:

and:

which results in the linear equation of:

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

and:
In this case the equations for and are:

and:

The values are estimated from the median ranks.

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

The Correlation Coefficient

The correlation coefficient is defined as follows:

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

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

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

Solution

Construct a table as shown next.

Least Squares Analysis

1 16 2.7726 0.1091 -2.1583 7.6873 4.6582 -5.9840

2 34 3.5264 0.2645 -1.1802 12.4352 1.393 -4.1620

3 53 3.9703 0.4214 -0.6030 15.7632 0.3637 -2.3943

4 75 4.3175 0.5786 -0.146 18.6407 0.0213 -0.6303

5 93 4.5326 0.7355 0.2851 20.5445 0.0813 1.2923

6 120 4.7875 0.8909 0.7955 22.9201 0.6328 3.8083

23.9068 -3.007 97.9909 7.1502 -8.0699

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

and:

or:

Therefore:

and:

or:

The correlation coefficient can be estimated as:

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

or:

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

Performing a rank regression on X is similar to the process for rank regression on Y,

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

The corresponding equations for and are:

and:

where:

and:

and the values are again obtained from the median ranks.

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

Solving for the parameters from above equations, we get:

and

The correlation coefficient is evaluated as before.

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

Solution

The same table constructed above for the RRY example can also be applied for RRX.

Using the values from this table we get:

or:

and:

or:

Therefore:
and:

The correlation coefficient is:

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

When the MR versus points plotted on the Weibull probability paper do not fall on a
satisfactory straight line and the points fall on a curve, then a location parameter,
, might exist which may straighten out these points. The goal in this case is to fit a
curve, instead of a line, through the data points using nonlinear regression. The

Gauss-Newton method can be used to solve for the parameters, , and , by

performing a Taylor series expansion on . Then the nonlinear model is

approximated with linear terms and ordinary least squares are employed to estimate
the parameters. This procedure is iterated until a satisfactory solution is reached.

(Note that other shapes, particularly S shapes, might suggest the existence of more
than one population. In these cases, the multiple population mixed Weibull
distribution, may be more appropriate.)

When you use the 3-parameter Weibull distribution, Weibull++ calculates the value of
by utilizing an optimized Nelder-Mead algorithm and adjusts the points by this value
of such that they fall on a straight line, and then plots both the adjusted and the
original unadjusted points. To draw a curve through the original unadjusted points, if
so desired, select Weibull 3P Line Unadjusted for Gamma from the Show Plot Line
submenu under the Plot Options menu. The returned estimations of the parameters
are the same when selecting RRX or RRY. To display the unadjusted data points and
line along with the adjusted data points and line, select Show/Hide Items under the
Plot Options menu and include the unadjusted data points and line as follows:
The results and the associated graph for the previous example using the 3-parameter
Weibull case are shown next:
Maximum Likelihood Estimation

As outlined in Parameter Estimation, maximum likelihood estimation works by

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

MLE Example

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

Solution

In this case, we have non-grouped data with no suspensions or intervals, (i.e.,

complete data). The equations for the partial derivatives of the log-likelihood
function are derived in an appendix and given next:

And:
Solving the above equations simultaneously we get:

The variance/covariance matrix is found to be:

The results and the associated plot using Weibull++ (MLE) are shown next.

You can view the variance/covariance matrix directly by clicking the Analysis
Summary table in the control panel. Note that the decimal accuracy displayed and
used is based on your individual Application Setup.
Unbiased MLE

It is well known that the MLE is biased. The biasness will affect the accuracy of
reliability prediction, especially when the number of failures are small. Weibull++

provides a simple way to correct the bias of MLE .

When there are no right censored observations in the data, the following equation

provided by Hirose [39] is used to calculated the unbiased .

where is the number of failures.

When there are right censored observations in the data, the following equation

provided by Ross [40] is used to calculated the unbiased .

where is the number of observations.

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

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

Unbiasing Parameters in Weibull++

Fisher Matrix Confidence Bounds

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

Bounds on the Parameters

One of the properties of maximum likelihood estimators is that they are

asymptotically normal, meaning that for large samples they are normally distributed.

Additionally, since both the shape parameter estimate, , and the scale parameter

estimate, must be positive, thus and are treated as being normally

distributed as well. The lower and upper bounds on the parameters are estimated
from Nelson [30]:
and:

where is defined by:

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

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

Fisher Matrix Confidence Bounds and Regression Analysis

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

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

Bounds on Reliability

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

By transforming and converting , , the above equation

becomes the Weibull reliability function:

with:

set:
The reliability function now becomes:

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

where:

or:

The upper and lower bounds on reliability are:

Other Weibull Forms

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

parameter or one-parameter forms:

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

. (Note that this is an approximation since it eliminates the third parameter and assumes
that )

 For the 1-parameter, thus:

Also note that the time axis (x-axis) in the three-parameter Weibull plot in Weibull++

is not but . This means that one must be cautious when obtaining confidence
bounds from the plot. If one desires to estimate the confidence bounds on reliability
for a given time from the adjusted plotted line, then these bounds should be

obtained for a entry on the time axis.

Bounds on Time

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

or:

where .

The upper and lower bounds on are estimated from:

where:
or:

The upper and lower bounds are then found by:

Likelihood Ratio Confidence Bounds

As covered in Confidence Bounds, the likelihood confidence bounds are calculated by

finding values for and that satisfy:

This equation can be rewritten as:

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

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

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

The likelihood ratio equation used to solve for bounds on reliability (Type 2) is:

Bayesian Confidence Bounds

Bounds on Parameters

Bayesian Bounds use non-informative prior distributions for both parameters. From

Confidence Bounds, we know that if the prior distribution of and are

independent, the posterior joint distribution of and can be written as:

The marginal distribution of is:

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

informative prior of . Using these non-informative prior distributions,

can be rewritten as:

The one-sided upper bounds of is:

The one-sided lower bounds of is:

The two-sided bounds of is:

Same method is used to obtain the bounds of .

Bounds on Reliability

From the posterior distribution of we have:

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

From Confidence Bounds, we know that:

From the posterior distribution of , we have:

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

Bayesian-Weibull Analysis

The Bayesian methods presented next are for the 2-parameter Weibull distribution.
Bayesian concepts were introduced in Parameter Estimation. This model considers

prior knowledge on the shape ( ) parameter of the Weibull distribution when it is

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

and assuming the prior distributions of and are independent, we obtain the
following posterior pdf:

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

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

performing a logarithmic transformation on . Specifically, since is always

positive, we can assume that ln( ) follows a uniform distribution, Applying

Jeffrey's rule as given in Gelman et al. [9] which says "in general, an approximate
non-informative prior is taken proportional to the square root of Fisher's information,"

yields .

The prior distribution of , denoted as , can be selected from the following

distributions: normal, lognormal, exponential and uniform. The procedure of
performing a Bayesian-Weibull analysis is as follows:

 Collect the times-to-failure data.

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

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

Similarly, the expected value of is obtained by:

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

and:

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

Posterior Distributions for Functions of Parameters

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

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

pdf of the Times-to-Failure

The posterior distribution of the failure time is given by:

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

Reliability

In order to calculate the median value of the reliability function, we first need to

obtain posterior pdf of the reliability. Since is a function of , the density

functions of and have the following relationship:

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

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

where:

Failure Rate
The failure rate at time is given by:

where:

Bounds on Reliability for Bayesian-Weibull

The confidence bounds calculation under the Bayesian-Weibull analysis is very similar
to the Bayesian Confidence Bounds method described in the previous section, with the

exception that in the case of the Bayesian-Weibull Analysis the specified prior of is
considered instead of an non-informative prior. The Bayesian one-sided upper bound

estimate for is given by:

Using the posterior distribution, the following is obtained:

The above equation can be solved for . The Bayesian one-sided lower bound

estimate for is given by:

Using the posterior distribution, the following is obtained:

The above equation can be solved for . The Bayesian two-sided bounds

estimate for is given by:

which is equivalent to:

and:

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

Bounds on Time for Bayesian-Weibull

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

is given by:

Using the posterior distribution, the following is obtained:

The above equation can be solved for . The Bayesian one-sided lower bound

estimate for is given by:

or:

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

estimate for is:

which is equivalent to:

and:
Bayesian-Weibull Example

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

Number of
State of F or S State End Time
State

1 F 1180

1 F 1842

16 S 2000

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

results. The estimated beta ( ) parameters of the prior test results are as follows:

Betas Obtained for Similar Mode

1.7

2.1

2.4

3.1

3.5
Solution

First, in order to fit the data to a Bayesian-Weibull model, a prior distribution for
beta needs to be determined. Based on the beta values in the prior tests, the prior

distribution for beta is found to be a lognormal distribution with ,

. (The values of the parameters can be obtained by entering the beta
values into a Weibull++ standard folio and analyzing it using the lognormal distribution
and the RRX analysis method.)

Next, enter the data from the prototype testing into a standard folio. On the control
panel, choose the Bayesian-Weibull > B-W Lognormal Prior distribution. Click
Calculate and enter the parameters of the lognormal distribution, as shown next.

Click OK. The result is Beta (Median) = 2.361219 and Eta (Median) = 5321.631912 (by
default Weibull++ returns the median values of the posterior distribution). Suppose
that the reliability at 3,000 hours is the metric of interest in this example. Using the
QCP, the reliability is calculated to be 76.97% at 3,000 hours. The following picture
depicts the posterior pdf plot of the reliability at 3,000, with the corresponding
median value as well as the 10th percentile value. The 10th percentile constitutes the
90% lower 1-sided bound on the reliability at 3,000 hours, which is calculated to be
50.77%.

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

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

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

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

Thus, from the F-distribution rank equation:

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

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

Complete Data Example

Assume that 10 identical units (N = 10) are being reliability tested at the same
application and operation stress levels. 6 of these units fail during this test after

operating the following numbers of hours, : 150, 105, 83, 123, 64 and 46. The test
is stopped at the 6th failure. Find the parameters of the Weibull pdf that represents
these data.

Solution

Create a new Weibull++ standard folio that is configured for grouped times-to-failure
data with suspensions.
Enter the data in the appropriate columns. Note that there are 4 suspensions, as only
6 of the 10 units were tested to failure (the next figure shows the data as entered).
Use the 3-parameter Weibull and MLE for the calculations.

Plot the data.

Note that the original data points, on the curved line, were adjusted by subtracting
30.92 hours to yield a straight line as shown above.

Suspension Data Example

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

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

Widget Test Data

Data Point
State (F/S) Time to Failure
Index
1 F 2

2 S 3

3 F 5

4 S 7

5 F 11

6 S 13

7 S 17

8 S 19

9 F 23

10 F 29

11 S 31

12 F 37

13 S 41

14 F 43

15 S 47

16 S 53

17 F 59

18 S 61

19 S 67
Solution

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

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

Using RRX:

Using RRY:

Interval Data Example

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

Data Point
Last Inspection Failure Time
Index

1 30 32

2 32 35

3 35 37

4 37 40

5 42 42

6 45 45
 7 50 50

8 55 55

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

Solution

Enter the data into a Weibull++ standard folio that is configured for interval data. The
data is entered as follows:

The computed parameters using maximum likelihood are:

Using RRX or rank regression on X:

Using RRY or rank regression on Y:

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

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

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

Published Results:

Published results (using probability plotting):

, ,

Computed Results in Weibull++

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

, ,

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

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

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

2. What is the reliability for a mission duration of 10 hours, starting the new mission
at the age of T = 30 hours?

3. What is the longest mission that this product should undertake for a reliability of
90%?

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

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

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

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

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

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

2. The conditional reliability is given by:

or:
Again, the QCP can provide this result directly and more accurately than the plot.

3. To use the QCP to solve for the longest mission that this product should undertake
for a reliability of 90%, choose Reliable Life and enter 0.9 for the required reliability.
The result is 15.9933 hours.
Benchmark with Published Examples

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

Complete Data RRY Example

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

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

Published Results

Published Results (using Rank Regression on Y):

Computed Results in Weibull++

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

Weibull++ computed parameters for RRY are:

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

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

Suspension Data MLE Example

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

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

Weibull parameters (2P-Weibull, MLE):

Published 95% FM confidence limits on the parameters:

Published variance/covariance matrix:

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

Computed Results in Weibull++

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

You can also enter the data as given in table without grouping them by opening a data
sheet configured for suspension data. Then click the Group Data icon and chose
Group exactly identical values.
The data will be automatically grouped and put into a new grouped data sheet.

Weibull++ computed parameters for maximum likelihood are:

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

Weibull++ computed/variance covariance matrix:

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

Interval Data MLE Example

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

Published results (using MLE):

Published 95% FM confidence limits on the parameters:

Published variance/covariance matrix:

Computed Results in Weibull++

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

Weibull++ computed parameters for maximum likelihood are:

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

Weibull++ computed/variance covariance matrix:

Grouped Suspension MLE Example

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

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

Published Results (using MLE)

Computed Results in Weibull++

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

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

The Test Data

Data Point State (S or

Number in State Last Inspection State End Time
Index F)

1 2 5 F 5

2 23 5 S 5

3 28 0 F 7

4 4 10 F 10

5 7 15 F 15

6 8 20 F 20

7 29 20 S 20

8 32 0 F 22

9 6 25 F 25

10 4 27 F 30

11 8 30 F 35

12 5 30 F 40

13 9 27 F 45

14 7 25 F 50
 15 5 20 F 55

16 3 15 F 60

17 6 10 F 65

18 3 5 F 70

19 37 100 S 100

20 48 0 F 102

Solution

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

Using RRX:

Using RRY:

The plot with the two-sided 90% confidence bounds for the rank regression on X
solution is:
Retrieved from "http://reliawiki.org/index.php/The_Weibull_Distribution"

Views

 Page
 Discussion
 View source
 History

Personal tools

 Log in

ReliaWiki.org

 Home
 About
 Help

Create a book

 Add wiki page

 Books help
Search

Special:Search Go Search

Toolbox

 What links here

 Related changes
 Special pages
 Printable version
 Permanent link
 PDF version

The Excel WEIBULL Function

Related Function:

WEIBULL.DIST

Weibull Distribution

The Weibull distribution is a probability distribution that is frequently used in engineering.

The Weibull probability density function is:

where x is the independent variable, α is the shape parameter, and β is the scale parameter.
The Weibull cumulative distribution function is:

Further information on the Weibull Distribution is provided on the Wikipedia Weibull Distribution Page

WEIBULL and WEIBULL.DIST

In Excel 2010, the WEIBULL function has been renamed the WEIBULL.DIST function.

Although it has been replaced, the Weibull function is still available in Excel 2010 (stored in
the list of compatibility functions), to allow compatibility with earlier versions of Excel.
Basic Description

The Excel WEIBULL function calculates the Weibull Probability Density Function or the
Weibull Cumulative Distribution Function for a supplied set of parameters.

The syntax of the function is:

WEIBULL( x, alpha, beta, cumulative )

Where the function arguments are:

x - The value at which the function is to be calculated (must be ≥ 0).

alpha - The Shape parameter to the distribution (must be > 0).

beta - The Scale parameter to the distribution (must be > 0).

cumulativ - A logical argument which denotes the type of distribution to be

e used;

TRUE = Weibull Cumulative Distribution

Function

FALSE = Weibull Probability Density Function

Weibull Function Examples
Example 1 - Weibull Probability Density Function

Weibull Probability Density Function with α = 3 and β = 1

The above chart on the right shows the Weibull Probability Density Function with the shape
parameter, alpha set to 3 and the scale parameter, beta set to 1.

If you want to calculate the value of this function at x = 1, this can be done with the Excel
Weibull function, as follows:

=WEIBULL( 1, 3, 1, FALSE )

This gives the result 1.10363832351433.

Example 2 - Weibull Cumulative Distribution Function

Weibull Cumulative Distribution Function with α = 5 and β = 1.5

The above chart on the right shows the Weibull Cumulative Distribution Function with the
shape parameter, alpha set to 5 and the scale parameter, beta set to 1.5.
If you want to use Excel to calculate the value of this function at x = 2, this can be done with
the Weibull function, as follows:

=WEIBULL( 2, 5, 1.5, TRUE )

This gives the result 0.985212776817482.

Further information and examples of the Excel Weibull function are provided on the Microsoft
Office website.

Weibull Function Errors

If you get an error from the Excel Weibull function this is likely to be one of the following:

Common Errors

#NUM! - Occurs if either:

 The supplied value of x is < 0

or

 The supplied alpha or the supplied beta argument is ≤ 0.

#VALUE! - Occurs if any of the supplied arguments are non-numeric.