Weibull Distribution


Weibull Distribution

A continuous distribution useful for modeling time to failure data. For reliability practitioners, the Weibull distribution is a versatile and powerful tool. I often fit a Weibull when first confronted with a life dataset, as it is provides a reasonable fit given the flexibility provided by the distributions parameters.

The beta, β, value is called the shape parameter and describes the shape of the distribution, think histogram. It ranges from describing data that show a decreasing failure rate over time, β <1, to a  with an increasing failure rate, β >1. When β =1 the Weibull distribution exactly equals an Exponential distribution, and describes a constant failure rate.

Here is the formula for the Weibull Distribution probability density function. The PDF is like a histogram as it shows the relative rate of failure over time.

\displaystyle \begin{array}{l}f(x)=\frac{\beta }{\eta }{{\left( \frac{x-\gamma }{\eta } \right)}^{\beta -1}}{{e}^{-{{\left( \frac{x-\gamma }{\eta } \right)}^{\beta }}}},\text{ for }x\ge \gamma \\f(x)=0,\text{ for }x<\gamma \end{array}

A few plots will show the impact the β value has on the look of the distribution.  The x axis is time, and y axis the probability density.

Weibull beta 0.5 PDF Weibull beta 1 PDF Weibull beta 2 PDF Weibull beta 4 PDF

And while the static images are common, and many would overlay the images onto one plot, I think it would be better if it was animated.

There is a lot more to the Weibull distribution and I’ll be writing more soon. In the meantime here are two references that are worth reviewing.

Webb, Willie M., Andrew N. O’Connor, Mohammad Modarres,, and Ali Mosleh. “Probability Distributions Used in Reliability Engineering.” In Probability Distributions Used in Reliability Engineering. College Park, Maryland: Center for Risk and Reliability.

Abernethy, Robert B. The New Weibull Handbook. 4th ed. North Palm Beach, Florida: Robert B. Abernethy, September, 2000.

This entry was posted in II. Probability and Statistics for Reliability and tagged by Fred Schenkelberg. Bookmark the permalink.

About Fred Schenkelberg

I am an experienced reliability engineering and management consultant with FMS Reliability, a consulting firm I founded in 2004. I left Hewlett Packard (HP)’s Reliability Team, where I helped create a culture of reliability across the organization, to assist other organizations. Given the scope of my work, I am considered an international authority on reliability engineering. My passion is working with teams to improve product reliability, customer satisfaction, and efficiencies in product development; and to reduce product risk and warranty costs. I have a Bachelor of Science in Physics from the United States Military Academy and a Master of Science in Statistics from Stanford University.

1 thought on “Weibull Distribution

  1. Pingback: The Normal Distribution | CRE preparation notes

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