Approximate Confidence Bounds for the Eyring Lognormal

Bounds on the Parameters

The lower and upper bounds on A and B are estimated from,

 

images\7_31_1.gif (upper bound)

images\7_31_01.gif (lower bound)

 

and

 

images\7_31_2.gif (upper bound)

images\7_31_02.gif (lower bound)

 

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

 

images\7_31_3.gif (upper bound)

images\7_31_03.gif (lower bound)

 

The variances and covariances of A, B and images\ot2.gif are estimated from the local Fisher Matrix (evaluated at images\ahat.gif, images\bhat.gif, images\otdash2.gif) as follows,

 

images\7_31_4.gif

 

where

 

images\7_31_5.gif

 

Bounds on Reliability

The reliability of the lognormal distribution is given by:

 

images\7_32_1.gif

 

Let images\zhat2.gif(t, V; A, B, images\ot.gif) = images\eqn__4.gif, then images\dzdt.gif.

 

For t = images\tdash2.gif, images\zhat2.gif = images\eqn__5.gif and for t = images\oo.gif, images\zhat2.gif = images\oo.gif.The above equation then becomes,

 

images\7_32_2.gif

 

The bounds on z are estimated from,

 

images\7_32_3.gif

 

where,

 

images\7_32_4.gif

 

or,

 

images\7_32_5.gif

 

The upper and lower bounds on reliability are,

 

images\7_32_6.gif (upper bound)

images\7_32_06.gif (lower bound)

 

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\7_33_1.gif

 

where,

 

images\7_33_2.gif

 

and,

 

images\7_33_3.gif

 

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

 

images\7_33_4.gif

 

or

 

images\7_33_5.gif

 

The upper and lower bounds are then found by:

 

images\7_33_6.gif

 

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

 

images\7_33_7.gif (upper bound)

images\7_33_8.gif (lower bound)

 

See Also:

Eyring Confidence Bounds

 

 

images\shortcut.gif Go to Chinarel.com

images\shortcut.gif Go to ReliaSoft.cn

 

©1998-2002. ReliaSoft Corporation. ALL RIGHTS RESERVED.