Bounds on the Parameters
The lower and upper bounds on B are estimated from,

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

and,

The variances and covariances of B, C and
are estimated from the local Fisher Matrix (evaluated at
,
,
, as follows,


Bounds on Reliability
The reliability of the lognormal distribution is,

Let
(t, V; B, C,
) =
, then
.
For t =
,
=
and for t =
,
=
. The above equation then becomes,

The bounds on z are estimated from,

where,

or,

The upper and lower bounds on reliability are,

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,

where,

and,

The next step is to calculate the variance of
(V;
,
,
),

or,

The upper and lower bounds are then found by:

Solving for
and
get,

See Also:
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