Preface |
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xiii | |
List of Figures |
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xv | |
List of Tables |
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xxvii | |
List of Examples |
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xxxi | |
1 Basic Descriptive Statistics |
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1 | (28) |
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1.1 Populations and Samples |
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1 | (1) |
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1.2 Histograms and Frequency Functions |
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2 | (3) |
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1.3 Cumulative Frequency Function |
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5 | (1) |
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1.4 The Cumulative Distribution Function and the Probability Density Function |
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6 | (3) |
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9 | (7) |
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16 | (1) |
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1.7 Sample Estimates of Population Parameters |
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16 | (6) |
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1.8 How to Use Descriptive Statistics |
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22 | (1) |
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23 | (2) |
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25 | (1) |
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26 | (1) |
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1.1A Creating a Step Chart in a Spreadsheet |
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26 | (1) |
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27 | (2) |
2 Reliability Concepts |
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29 | (18) |
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29 | (2) |
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2.2 Some Important Probabilities |
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31 | (1) |
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2.3 Hazard Function or Failure Rate |
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32 | (1) |
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2.4 Cumulative Hazard Function |
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33 | (1) |
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34 | (1) |
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35 | (1) |
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2.7 Bathtub Curve for Failure Rates |
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36 | (2) |
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2.8 Recurrence and Renewal Rates |
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38 | (1) |
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2.9 Mean Time to Failure and Residual Lifetime |
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39 | (2) |
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41 | (4) |
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2.10.1 Exact Times: Right-Censored Type I |
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41 | (1) |
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2.10.2 Exact Times: Right-Censored Type II |
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42 | (1) |
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2.10.3 Readout Time or Interval Data |
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42 | (1) |
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2.10.4 Multicensored Data |
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42 | (1) |
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2.10.5 Left-Censored Data |
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43 | (1) |
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43 | (2) |
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2.11 Failure Mode Separation |
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45 | (1) |
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45 | (1) |
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46 | (1) |
3 Exponential Distribution |
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47 | (40) |
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3.1 Exponential Distribution Basics |
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47 | (4) |
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3.2 The Mean Time to Fail for the Exponential |
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51 | (1) |
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3.3 The Exponential Lack of Memory Property |
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52 | (1) |
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3.4 Areas of Application for the Exponential |
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53 | (2) |
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3.5 Exponential Models with Duty Cycles and Failure on Demand |
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55 | (1) |
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3.6 Estimation of the Exponential Failure Rate X |
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56 | (2) |
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3.7 Exponential Distribution Closure Property |
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58 | (1) |
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3.8 Testing Goodness of Fit: The Chi-Square Test |
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59 | (3) |
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3.9 Testing Goodness of Fit: Empirical Distribution Function Tests |
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62 | (5) |
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3.9.1 D-Statistics: Kolmogorov-Smirnov |
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63 | (1) |
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3.9.2 W2-Statistics: Cramer-von Mises |
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64 | (1) |
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3.9.3 A2-Statistics: Anderson-Darling |
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64 | (3) |
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3.10 Confidence Bounds for X and the MTTF |
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67 | (2) |
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3.11 The Case of Zero Failures |
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69 | (2) |
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3.12 Planning Experiments Using the Exponential Distribution |
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71 | (4) |
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3.13 Simulating Exponential Random Variables |
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75 | (1) |
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3.14 The Two-Parameter Exponential Distribution |
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76 | (1) |
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77 | (1) |
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78 | (6) |
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3.1A Test Planning via Spreadsheet Functions |
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78 | (3) |
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Determining the Sample Size |
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78 | (2) |
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Determining the Test Length Using Spreadsheet Functions |
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80 | (1) |
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Determining the Number of Allowed Failures via Spreadsheet Functions |
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81 | (1) |
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3.2A EDF Goodness-of-Fit Tests Using Spreadsheets |
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81 | (6) |
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81 | (3) |
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84 | (3) |
4 Weibull Distribution |
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87 | (36) |
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4.1 Empirical Derivation of the Weibull Distribution |
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87 | (3) |
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4.1.1 Weibull Spreadsheet Calculations |
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90 | (1) |
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4.2 Properties of the Weibull Distribution |
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90 | (5) |
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4.3 Extreme Value Distribution Relationship |
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95 | (1) |
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96 | (2) |
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4.5 Weibull Parameter Estimation: Maximum Likelihood Estimation Method |
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98 | (12) |
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4.6 Weibull Parameter Estimation: Linear Rectification |
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110 | (1) |
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4.7 Simulating Weibull Random Variables |
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111 | (1) |
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4.8 The Three-Parameter Weibull Distribution |
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112 | (1) |
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4.9 Goodness of Fit for the Weibull |
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113 | (1) |
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113 | (1) |
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114 | (7) |
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4.1A Using a Spreadsheet to Obtain Weibull MLEs |
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114 | (2) |
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4.2A Using a Spreadsheet to Obtain Weibull MLEs for Truncated Data |
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116 | (1) |
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4.3A Spreadsheet Likelihood Profile Confidence Intervals for Weibull Parameters |
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116 | (5) |
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121 | (2) |
5 Normal and Lognormal Distributions |
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123 | (30) |
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5.1 Normal Distribution Basics |
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123 | (6) |
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5.2 Applications of the Normal Distribution |
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129 | (1) |
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5.3 Central Limit Theorem |
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130 | (1) |
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5.4 Normal Distribution Parameter Estimation |
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131 | (3) |
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5.5 Simulating Normal Random Variables |
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134 | (1) |
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5.6 Lognormal Life Distribution |
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135 | (1) |
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5.7 Properties of the Lognormal Distribution |
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136 | (4) |
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5.8 Lognormal Distribution Areas of Application |
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140 | (1) |
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5.9 Lognormal Parameter Estimation |
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141 | (5) |
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5.10 Some Useful Lognormal Equations |
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146 | (2) |
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5.11 Simulating Lognormal Random Variables |
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148 | (1) |
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148 | (1) |
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149 | (2) |
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5.1A Using a Spreadsheet to Obtain Lognormal MLEs |
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149 | (1) |
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5.2A Using a Spreadsheet to Obtain Lognormal MLEs for Interval Data |
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150 | (1) |
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151 | (2) |
6 Reliability Data Plotting |
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153 | (40) |
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6.1 Properties of Straight Lines |
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153 | (2) |
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6.2 Least Squares Fit (Regression Analysis) |
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155 | (4) |
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159 | (2) |
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6.4 Probability Plotting for the Exponential Distribution |
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161 | (14) |
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6.4.1 Rectifying the Exponential Distribution |
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162 | (1) |
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6.4.2 Median Rank Estimates for Exact Failure Times |
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163 | (1) |
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6.4.3 Median Rank Plotting Positions |
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164 | (4) |
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6.4.4 Confidence Limits Based on Rank Estimates |
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168 | (3) |
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6.4.5 Readout (Grouped) Data |
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171 | (1) |
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6.4.6 Alternative Estimate of the Failure Rate and Mean Life |
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172 | (1) |
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6.4.7 Confidence Limits for Binomial Estimate for Readout Data |
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172 | (3) |
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6.5 Probability Plotting for the Weibull Distribution |
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175 | (3) |
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6.5.1 Weibull Plotting: Exact Failure Times |
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176 | (2) |
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6.5.2 Weibull Survival Analysis via JMP |
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178 | (1) |
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6.5.3 Weibull Survival Analysis via Minitab |
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178 | (1) |
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6.6 Probability Plotting for the Normal and Lognormal Distributions |
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178 | (6) |
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6.6.1 Normal Distribution |
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178 | (3) |
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6.6.2 Lognormal Distribution |
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181 | (3) |
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6.7 Simultaneous Confidence Bands |
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184 | (3) |
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187 | (1) |
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187 | (4) |
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6.1A Order Statistics and Median Ranks |
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187 | (4) |
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191 | (2) |
7 Analysis of Multicensored Data |
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193 | (48) |
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193 | (10) |
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7.1.1 Kaplan-Meier Product Limit Estimation |
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193 | (10) |
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7.2 Analysis of Interval (Readout) Data |
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203 | (6) |
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7.2.1 Interval (Readout) Data Analysis in JMP and Minitab |
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205 | (1) |
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206 | (1) |
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206 | (3) |
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209 | (4) |
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7.4 Left-Truncated and Right-Censored Data |
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213 | (4) |
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217 | (3) |
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7.6 Other Sampling Schemes (Arbitrary Censoring: Double and Overlapping Interval Censoring)-Peto-Turnbull Estimator |
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220 | (3) |
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7.6.1 Current Status Data |
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220 | (3) |
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7.7 Simultaneous Confidence Bands for the Failure Distribution (or Survival) Function |
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223 | (8) |
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7.7.1 Hall-Wellner Confidence Bands |
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224 | (5) |
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7.7.2 Nair Equal Precision Confidence Bands |
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229 | (1) |
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7.7.3 Likelihood Ratio-Based Confidence Bands |
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229 | (1) |
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7.7.4 Bootstrap Methods for Confidence Bands |
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229 | (1) |
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7.7.5 Confidence Bands in Minitab and JMP |
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230 | (1) |
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7.8 Cumulative Hazard Estimation for Exact Failure Times |
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231 | (2) |
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233 | (2) |
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235 | (1) |
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235 | (4) |
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7.1A Obtaining Bootstrap Confidence Bands Using a Spreadsheet |
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235 | (4) |
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239 | (2) |
8 Physical Acceleration Models |
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241 | (60) |
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8.1 Accelerated Testing Theory |
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241 | (2) |
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8.2 Exponential Distribution Acceleration |
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243 | (1) |
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8.3 Acceleration Factors for the Weibull Distribution |
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244 | (12) |
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8.4 Likelihood Ratio Tests of Models |
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256 | (2) |
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8.5 Confidence Intervals Using the LR Method |
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258 | (2) |
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8.6 Lognormal Distribution Acceleration |
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260 | (5) |
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265 | (1) |
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266 | (2) |
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8.9 Estimating AH with More than Two Temperatures |
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268 | (5) |
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273 | (6) |
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8.11 Other Acceleration Models |
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279 | (2) |
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8.12 Acceleration and Burn-In |
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281 | (2) |
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8.13 Life Test Experimental Design |
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283 | (1) |
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284 | (1) |
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285 | (12) |
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8.1A An Alternative JMP Input for Weibull Analysis of High-Stress Failure Data |
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285 | (2) |
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8.2A Using a Spreadsheet for Weibull Analysis of High-Stress Failure Data |
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287 | (1) |
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8.3A Using A Spreadsheet for MLE Confidence Bounds for Weibull Shape Parameter |
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288 | (2) |
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8.4A Using a Spreadsheet for Lognormal Analysis of the High-Stress Failure Data Shown in Table 8.5 |
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290 | (1) |
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8.5A Using a Spreadsheet for MLE Confidence Bounds for the Lognormal Shape Parameter |
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291 | (2) |
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8.6A Using a Spreadsheet for Arrhenius–Weibull Model |
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293 | (1) |
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8.7A Using a Spreadsheet for MLEs for Arrhenius–Power Relationship Lognormal Model |
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294 | (2) |
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8.8A Spreadsheet Templates for Weibull or Lognormal MLE Analysis |
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296 | (1) |
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297 | (4) |
9 Alternative Reliability Models |
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301 | (44) |
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9.1 Step Stress Experiments |
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301 | (6) |
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307 | (6) |
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308 | (1) |
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309 | (4) |
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9.3 Lifetime Regression Models |
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313 | (7) |
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9.4 The Proportional Hazards Model |
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320 | (1) |
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9.4.1 Proportional Hazards Model Assumption |
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320 | (1) |
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9.4.2 Properties and Applications of the Proportional Hazards Model |
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320 | (1) |
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9.5 Defect Subpopulation Models |
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321 | (14) |
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335 | (1) |
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335 | (7) |
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9.1A JMP Solution for Step Stress Data in Example 9.1 |
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335 | (1) |
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9.2A Lifetime Regression Solution Using Excel |
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336 | (6) |
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9.3A JMP Likelihood Formula for the Defect Model |
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342 | (1) |
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9.4A JMP Likelihood Formulas for Example 9.7 Multistress Defect Model Example |
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342 | (1) |
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342 | (3) |
10 System Failure Modeling: Bottom-Up Approach |
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345 | (24) |
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10.1 Series System Models |
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345 | (1) |
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10.2 The Competing Risk Model (Independent Case) |
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346 | (2) |
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10.3 Parallel or Redundant System Models |
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348 | (2) |
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10.4 Standby Models and the Gamma Distribution |
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350 | (2) |
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352 | (4) |
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10.6 System Modeling: Minimal Paths and Minimal Cuts |
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356 | (4) |
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10.7 General Reliability Algorithms |
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360 | (2) |
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362 | (3) |
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10.9 The "Black Box" Approach: An Alternative to Bottom-Up Methods |
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365 | (2) |
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367 | (1) |
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367 | (2) |
11 Quality Control in Reliability: Applications of Discrete Distributions |
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369 | (48) |
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11.1 Sampling Plan Distributions |
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369 | (8) |
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11.1.1 Permutations and Combinations |
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370 | (1) |
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11.1.2 Permutations and Combinations via Spreadsheet Functions |
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371 | (1) |
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11.1.3 The Binomial Distribution |
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372 | (2) |
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11.1.4 Cumulative Binomial Distribution |
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374 | (1) |
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11.1.5 Spreadsheet Function for the Binomial Distribution |
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375 | (1) |
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11.1.6 Relation of Binomial Distribution to Beta Distribution |
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376 | (1) |
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11.2 Nonparametric Estimates Used with the Binomial Distribution |
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377 | (1) |
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11.3 Confidence Limits for the Binomial Distribution |
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377 | (2) |
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11.4 Normal Approximation for Binomial Distribution |
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379 | (1) |
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11.5 Confidence Intervals Based on Binomial Hypothesis Tests |
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380 | (2) |
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11.6 Simulating Binomial Random Variables |
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382 | (2) |
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11.7 Geometric Distribution |
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384 | (1) |
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11.8 Negative Binomial Distribution |
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385 | (1) |
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11.9 Hypergeometric Distribution and Fisher's Exact Test |
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386 | (5) |
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11.9.1 Hypergeometric Distribution |
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386 | (1) |
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11.9.2 Fisher's Exact Test |
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387 | (2) |
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11.9.3 Fisher's Exact Test in IMP and Minitab |
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389 | (2) |
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11.10 Poisson Distribution |
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391 | (2) |
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393 | (7) |
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394 | (1) |
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11.11.2 Operating Characteristic Curve |
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395 | (1) |
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11.11.3 Binomial Calculations |
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395 | (1) |
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11.11.4 Examples of Operating Characteristic Curves |
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396 | (4) |
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11.12 Generating a Sampling Plan |
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400 | (6) |
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11.12.1 LTPD Sampling Plans |
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402 | (4) |
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11.13 Minimum Sample Size Plans |
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406 | (1) |
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11.14 Nearly Minimum Sampling Plans |
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406 | (1) |
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11.15 Relating an OC Curve to Lot Failure Rates |
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407 | (3) |
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11.16 Statistical Process Control Charting for Reliability |
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410 | (4) |
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414 | (1) |
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414 | (3) |
12 Repairable Systems Part I: Nonparametric Analysis and Renewal Processes |
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417 | (54) |
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12.1 Repairable versus Nonrepairable Systems |
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417 | (2) |
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12.2 Graphical Analysis of a Renewal Process |
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419 | (5) |
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12.3 Analysis of a Sample of Repairable Systems |
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424 | (6) |
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12.3.1 Solution Using Spreadsheet Methods |
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428 | (2) |
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12.4 Confidence Limits for the Mean Cumulative Function (Exact Age Data) |
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430 | (5) |
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12.4.1 True Confidence Limits |
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430 | (5) |
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12.5 Nonparametric Comparison of Two MCF Curves |
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435 | (5) |
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440 | (1) |
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12.7 Homogeneous Poisson Process |
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441 | (5) |
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12.7.1 Distribution of Repair Times for HPP |
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442 | (4) |
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12.8 MTBF and MTTF for a Renewal Process |
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446 | (4) |
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12.9 MTTF and MTBF Two-Sample Comparisons |
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450 | (3) |
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453 | (2) |
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455 | (1) |
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12.12 Simulation of Renewal Processes |
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456 | (1) |
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12.13 Superposition of Renewal Processes |
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457 | (1) |
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12.14 CDF Estimation from Renewal Data (Unidentified Replacement) |
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458 | (4) |
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462 | (1) |
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462 | (7) |
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12.1A True Confidence Limits for the MCF |
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462 | (3) |
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12.2A Cox F-Test for Comparing Two Exponential Means |
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465 | (1) |
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12.3A Alternative Approach for Estimating CDF Using the Fundamental Renewal Equation |
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466 | (3) |
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469 | (2) |
13 Repairable Systems Part II: Nonrenewal Processes |
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471 | (46) |
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13.1 Graphical Analysis of Nonrenewal Processes |
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471 | (3) |
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13.2 Two Models for a Nonrenewal Process |
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474 | (3) |
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13.3 Testing for Trends and Randomness |
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477 | (3) |
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13.3.1 Other Graphical Tools |
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478 | (2) |
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13.4 Laplace Test for Trend |
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480 | (2) |
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13.5 Reverse Arrangement Test |
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482 | (4) |
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13.6 Combining Data from Several Tests |
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486 | (2) |
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13.7 Nonhomogeneous Poisson Processes |
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488 | (1) |
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13.8 Models for the Intensity Function of an NHPP |
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489 | (10) |
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13.8.1 Power Relation Model |
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489 | (7) |
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496 | (3) |
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13.9 Rate of Occurrence of Failures |
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499 | (1) |
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13.10 Reliability Growth Models |
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500 | (12) |
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13.11 Simulation of Stochastic Processes |
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512 | (3) |
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515 | (1) |
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515 | (2) |
14 Bayesian Reliability Evaluation |
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517 | (24) |
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14.1 Classical versus Bayesian Analysis |
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517 | (5) |
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14.1.1 Bayes' Formula, Prior and Posterior Distribution Models, and Conjugate Priors |
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518 | (1) |
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14.1.2 Bayes' Approach for Analysis of Exponential Lifetimes |
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519 | (3) |
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14.2 Classical versus Bayes' System Reliability |
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522 | (1) |
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14.2.1 Classical Paradigm for HPP System Reliability Evaluation |
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522 | (1) |
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14.2.2 Bayesian Paradigm for HPP System Reliability Evaluation |
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522 | (1) |
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14.2.3 Advantages and Disadvantages of Using Bayes' Methodology |
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522 | (1) |
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14.3 Bayesian System MTBF Evaluations |
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523 | (6) |
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14.3.1 Calculating Prior Parameters Using the 50/95 Method |
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524 | (2) |
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14.3.2 Calculating the Test Time Needed to Confirm an MTBF Objective |
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526 | (3) |
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14.4 Bayesian Estimation of the Binomial p |
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529 | (3) |
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14.5 The Normal/Normal Conjugate Prior |
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532 | (1) |
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14.6 Informative and Noninformative Priors |
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533 | (3) |
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14.7 A Survey of More Advanced Bayesian Methods |
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536 | (1) |
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537 | (1) |
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538 | (1) |
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14.1A Gamma and Chi-Square Distribution Relationships |
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538 | (1) |
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538 | (3) |
Answers to Selected Exercises |
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541 | (10) |
References |
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551 | (6) |
Index |
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557 | |