Bounds on the Parameters
The lower and upper bounds on A and B are estimated from,
(upper bound)
(lower bound)
and
(upper bound)
(lower bound)
Since the standard deviation,
is a positive parameter, then ln (
) is treated as normally distributed and the bounds are estimated from,
(upper bound)
(lower bound)
The variances and covariances of A, B and
are estimated from the local Fisher Matrix (evaluated at
,
,
) as follows,

where

Bounds on Reliability
The reliability of the lognormal distribution is given by:

Let
(t, V; A, B,
) =
, 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,
(upper bound)
(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,

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,
(upper bound)
(lower bound)
See Also:
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