Approximate Confidence Bounds for the Arrhenius-Lognormal

Bounds on the Parameters

The lower and upper bounds on B are estimated from,

 

images\6_31_1.gif

 

Since the standard deviation, images\otdash2.gif and the parameter C are positive parameters, then ln(images\otdash2.gif) and ln(C) are treated as normally distributed. The bounds are estimated from,

 

images\6_31_2.gif

 

and,

 

images\6_31_3.gif

 

The variances and covariances of B, C and images\otdash.gif are estimated from the local Fisher Matrix (evaluated at images\bhat.gif, images\chat.gif, images\otdash2.gif, as follows,

 

images\6_31_5.gif

images\6_31_4.gif

 

Bounds on Reliability

The reliability of the lognormal distribution is,

 

images\6_32_1.gif

 

Let images\zhat.gif(t, V; B, C, images\ot.gif) = images\eqn1.gif, then images\eqn__2.gif.

 

For t = images\tdash2.gif, images\zhat.gif = images\eqn__3.gif and for t = images\oo.gif, images\zhat.gif = images\oo.gif. The above equation then becomes,

 

images\6_32_2.gif

 

The bounds on z are estimated from, 

 

images\6_32_3.gif

 

where,

 

images\6_32_4.gif

 

or,

 

images\6_32_5.gif

 

The upper and lower bounds on reliability are,

 

images\6_32_6.gif

 

Confidence Bounds on Time

The bounds around time, for a given lognormal percentile (unreliability), are estimated by first solving the reliability equation with respect to time, as follows,

 

images\6_33_1.gif

 

where,

 

images\6_33_2.gif

 

and,

 

images\6_33_3.gif

 

The next step is to calculate the variance of images\tdash2.gif (V; images\bhat.gif, images\chat.gif, images\otdash2.gif),

 

images\6_33_4.gif

 

or,

images\6_33_5.gif

 

The upper and lower bounds are then found by:

 

images\6_33_6.gif

 

Solving for images\tu2.gif and images\tl.gif get,

 

images\6_33_7.gif

 

See Also:

Arrhenius Confidence Bounds

 

 

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