This simulation is copyrighted by Barringer & Associates, 2000-2002

The tab Random Number Example is used to show students how Weibull statics are used with random numbers.
The random number example is used to demonstrate how to use random numbers
The Crow/AMSAA plots show the results of three different methods for failure truncated plots
The rank regression method is shown (in magenta color) and has small bias based on Monte Carlo studies
The traditional MIL-HDBK-189 MLE method (in blue) shows the slope is significantly biased toward steeper slope statis
The IEC 1164 "unbiased" method for "Type II" shows less slope bias (in red) than the traditional MLE but the trend line
goes through the last data point.
Thousands of Monte Carlo simulations have shown the RR method, for small datasets, is superior to traditional MLE
now, additional Monte Carlo simulations are required to find the true answer for small data sets (i.e., less than
100 data points)
H. Paul Barringer, P.E. (Press F9 or click on the "Automatic" button to run simulation)
Barringer & Associates, Inc.
P.O. Box 3985
Humble, TX 77347-3985
Phone: 281-852-6810
FAX: 281-852-3749
Email: hpaul@barringer1.com
Internet: http://www.barringer1.com
andom numbers.

Monte Carlo studies

ed toward steeper slope statistics
ditional MLE but the trend line

uperior to traditional MLE

a sets (i.e., less than

simulation)
Copyright 2000-2002 by Barringer & Associates, Inc. Why do failures come in groups o
Draw Random Numbers- Solve the Weibull CDF equation for time-->
The CDF is a number between 0 and 1. Excel random function is rand() for a number between 0 and 1
Here is an example of the output from rand()---press F9 to recalculate
Rand() --> 0.55179935 3 <--BETA--Change as required 100

One Age to fail--

> 92.93 Times to Replacement Based on Random Draw Usin
Ten Random Ages To Failure--> 72.5 110.4 105.1 64.8 51.3
Rank Order Of Data--> 47.5 51.3 64.8 71.8 72.5
Plot Position--> 0.067 0.163 0.260 0.356 0.452
0.070 0.178 0.301 0.440 0.601
3.9 3.9 Random4.2 4.3
Ages To Failure 4.3
1.1 Cum time--> 72.55 182.90 287.97 352.82 404.08
# failures at each time--> 1 1 1 1 1
Cum failures--> 1 2 3 4 5
Trend line Cum Fail--->

ln(y) 0.0000 0.6931 1.0986 1.3863 1.6094

# Failures

1 ln(x) 4.28423257 5.2089285 5.66285192 5.86595337 6.0016222

RR Cum Failure Trend Line--> 0.89120631 2.2109089 3.45360082 4.21639201 4.8176421
MLE Cum Failure Trend Line--> 0.4746287 1.490821 2.61476474 3.36209569 3.9768485

0.9 ln(TN/Ti) 2.46 1.54 1.08 0.88 0.74

4, Type II0.00
Cum Failure Trend
100.00Line--> 0.87313862
200.00 2.1814256
300.00 3.41936999 4.18107594
400.00
Wall Clock 4.7822386
Time 500.00 600.00 700.00
\
Notice how random data to failue when converted to wall clock time shows groups of 2's & 3's.

Do Failures Come In Groups Of 2's a

For more details contact Paul Barringer, Barringer & Associates, Inc., PO Box 3985, Humble, TX 77347-3985
Phone: 281-852-6810 Email: hpaul@barringer1.com Website: http://www.barringer1.com
 Why do failures come in groups of 2 & 3?
t = h*(ln(1/(1-CDF)))^(1/b) Rank Regression Results MLE Results For Crow/AMSAA
a number between 0 and 1 0.983 <--beta (Growth Plot) 1.238
0.013 <--lambda (Growth Plot 0.002
<--ETA--Change as required 0.988 <--R^2 (Growth Plot)

Computed From Actual Data 145.82*1

ed on Random Draw Using Weibull Data Beta Eta R^2 205.13*2

99.6 71.8 47.5 115.7 112.5 3.450 94.417 0.9296 <--WSW Values From 10 Data P
99.6 105.1 110.4 112.5 115.7
0.548 0.644 0.740 0.837 0.933 Simple MTBF
0.794 1.033 1.349 1.811 2.698 85.116
ure 4.6 4.7 4.7 4.7 4.8
503.73 575.48 622.99 738.67 851.16 Weibull MTBF
1 1 1 1 1 84.887
6 7 8 9 10

1.7918 1.9459 2.0794 2.1972 2.3026

6.2220424 6.3552094 6.4345343 6.6048519 6.7465948
5.9826521 6.8189839 7.3717352 8.7146276 10.016922
5.2242772 6.1604195 6.7959705 8.3908498 10

IEC 1164, Type II

0.52 0.39 0.31 0.14 0.00 S1 = 8.08 b=
00.00 5.948685
600.00 6.7871622
700.00 7.341777800.00
8.6904999 10
900.00

Notice how the Crow/AMSAA plot has steeper MLE lines than with Rank Regression Lines, Likewise 1164 MLE is frequently s

roups Of 2's and 3's?

ble, TX 77347-3985
1
MLE Results For Crow/AMSAA
<--beta (Growth Plot)
<--lambda (Growth Plot)

<--WSW Values From 10 Data Points

IEC 1164, Type II

0.990206 l = 0.012551

Likewise 1164 MLE is frequently steeper too.

# F a ilu re s (A c tu a l & T re n d )

Crow/AMSAA Growth Plot Mageta = RR, Blue =

Red = IEC 1164 Type II
100

10

1
10.00 100.00
Cum Wall Clock Time To Failures
a = RR, Blue = MLE,

To Failures 1000.00