Preface |
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xiii | |
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1 | (22) |
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1.1 Sample Spaces and Events |
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2 | (1) |
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1.2 Mutually Exclusive Events |
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2 | (1) |
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3 | (1) |
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1.4 Unions of Events and Joint Probability |
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4 | (2) |
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1.5 Conditional Probability |
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6 | (2) |
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8 | (1) |
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1.7 Partitions and the Law of Total Probability |
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9 | (3) |
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12 | (1) |
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12 | (1) |
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13 | (2) |
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15 | (1) |
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16 | (3) |
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1.13 Reliability Importance |
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19 | (4) |
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20 | (1) |
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21 | (2) |
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2 Discrete and Continuous Random Variables |
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23 | (50) |
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2.1 Probability Distributions |
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24 | (2) |
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2.2 Functions of a Random Variable |
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26 | (2) |
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2.3 Jointly Distributed Discrete Random Variables |
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28 | (4) |
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2.4 Conditional Expectation |
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32 | (2) |
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2.5 The Binomial Distribution |
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34 | (5) |
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2.5.1 Confidence Limits for the Binomial Proportion p |
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38 | (1) |
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2.6 The Poisson Distribution |
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39 | (2) |
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2.7 The Geometric Distribution |
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41 | (1) |
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2.8 Continuous Random Variables |
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42 | (9) |
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2.8.1 The Hazard Function |
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49 | (2) |
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2.9 Jointly Distributed Continuous Random Variables |
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51 | (1) |
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2.10 Simulating Samples from Continuous Distributions |
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52 | (2) |
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2.11 The Normal Distribution |
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54 | (6) |
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2.12 Distribution of the Sample Mean |
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60 | (6) |
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2.12.1 P[ X < Y] for Normal Variables |
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65 | (1) |
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2.13 The Lognormal Distribution |
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66 | (1) |
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2.14 Simple Linear Regression |
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67 | (6) |
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69 | (1) |
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69 | (4) |
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3 Properties of the Weibull Distribution |
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73 | (24) |
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3.1 The Weibull Cumulative Distribution Function (CDF), Percentiles, Moments, and Hazard Function |
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73 | (9) |
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75 | (2) |
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77 | (1) |
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77 | (1) |
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78 | (4) |
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3.2 The Minima of Weibull Samples |
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82 | (1) |
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83 | (3) |
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3.3.1 The Power Transformation |
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83 | (1) |
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3.3.2 The Logarithmic Transformation |
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84 | (2) |
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3.4 The Conditional Weibull Distribution |
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86 | (3) |
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3.5 Quantiles for Order Statistics of a Weibull Sample |
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89 | (3) |
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3.5.1 The Weakest Link Phenomenon |
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92 | (1) |
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3.6 Simulating Weibull Samples |
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92 | (5) |
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94 | (1) |
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95 | (2) |
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4 Weibull Probability Models |
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97 | (33) |
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97 | (6) |
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97 | (2) |
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99 | (3) |
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102 | (1) |
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103 | (2) |
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105 | (3) |
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108 | (2) |
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110 | (2) |
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4.6 Optimum Age Replacement |
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112 | (7) |
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115 | (2) |
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4.6.2 MTTF for a Maintained System |
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117 | (2) |
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119 | (4) |
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121 | (1) |
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4.7.2 Free Replacement Warranty |
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122 | (1) |
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4.7.3 A Renewing Free Replacement Warranty |
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122 | (1) |
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123 | (1) |
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124 | (2) |
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4.10 Spare Parts Provisioning |
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126 | (4) |
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127 | (1) |
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128 | (2) |
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5 Estimation in Single Samples |
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130 | (50) |
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5.1 Point and Interval Estimation |
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130 | (1) |
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130 | (2) |
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132 | (4) |
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132 | (2) |
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5.3.2 An Order Statistic Estimate of xb0.10 |
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134 | (2) |
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5.4 Graphical Estimation of Weibull Parameters |
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136 | (9) |
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136 | (4) |
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5.4.2 Graphical Estimation in Censored Samples |
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140 | (5) |
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5.5 Maximum Likelihood Estimation |
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145 | (9) |
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5.5.1 The Exponential Distribution |
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147 | (1) |
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5.5.2 Confidence Intervals for the Exponential Distribution---Type II Censoring |
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147 | (3) |
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5.5.3 Estimation for the Exponential Distribution---Interval Censoring |
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150 | (1) |
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5.5.4 Estimation for the Exponential Distribution---Type I Censoring |
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151 | (2) |
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5.5.5 Estimation for the Exponential Distribution---The Zero Failures Case |
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153 | (1) |
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5.6 ML Estimation for the Weibull Distribution |
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154 | (26) |
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5.6.1 Shape Parameter Known |
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154 | (1) |
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5.6.2 Confidence Interval for the Weibull Scale Parameter--- Shape Parameter Known, Type II Censoring |
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155 | (2) |
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5.6.3 ML Estimation for the Weibull Distribution---Shape Parameter Unknown |
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157 | (5) |
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5.6.4 Confidence Intervals for Weibull Parameters---Complete and Type II Censored Samples |
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162 | (5) |
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5.6.5 Interval Censoring with the Weibull |
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167 | (1) |
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5.6.6 Confidence Limits for Weibull Parameters---Type I Censoring |
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167 | (10) |
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177 | (2) |
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179 | (1) |
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6 Sample Size Selection, Hypothesis Testing, and Goodness of Fit |
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180 | (33) |
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6.1 Precision Measure for Maximum Likelihood (ML) Estimates |
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180 | (2) |
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6.2 Interval Estimates from Menon's Method of Estimation |
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182 | (2) |
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6.3 Hypothesis Testing---Single Samples |
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184 | (4) |
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6.4 Operating Characteristic (OC) Curves for One-Sided Tests of the Weibull Shape Parameter |
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188 | (3) |
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6.5 OC Curves for One-Sided Tests on a Weibull Percentile |
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191 | (4) |
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195 | (9) |
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6.6.1 Completely Specified Distribution |
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195 | (3) |
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6.6.2 Distribution Parameters Not Specified |
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198 | (3) |
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201 | (1) |
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201 | (3) |
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6.7 Lognormal versus Weibull |
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204 | (9) |
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210 | (2) |
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212 | (1) |
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7 The Program Pivotal.exe |
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213 | (22) |
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7.1 Relationship among Quantiles |
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216 | (1) |
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217 | (1) |
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7.3 Confidence Limits on Reliability |
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218 | (3) |
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7.4 Using Pivotal.exe for OC Curve Calculations |
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221 | (3) |
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224 | (2) |
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226 | (4) |
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7.7 Design of Optimal Sudden Death Tests |
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230 | (5) |
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233 | (1) |
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234 | (1) |
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8 Inference from Multiple Samples |
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235 | (41) |
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8.1 Multiple Weibull Samples |
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235 | (1) |
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8.2 Testing the Homogeneity of Shape Parameters |
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236 | (2) |
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8.3 Estimating the Common Shape Parameter |
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238 | (6) |
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8.3.1 Interval Estimation of the Common Shape Parameter |
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239 | (5) |
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8.4 Interval Estimation of a Percentile |
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244 | (5) |
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8.5 Testing Whether the Scale Parameters Are Equal |
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249 | (8) |
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250 | (2) |
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8.5.2 Likelihood Ratio Test |
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252 | (5) |
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8.6 Multiple Comparison Tests for Differences in Scale Parameters |
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257 | (2) |
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8.7 An Alternative Multiple Comparison Test for Percentiles |
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259 | (2) |
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8.8 The Program Multi-Weibull.exe |
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261 | (5) |
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8.9 Inference on P (Y < X) |
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266 | (10) |
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267 | (2) |
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8.9.2 Normal Approximation |
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269 | (2) |
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8.9.3 An Exact Simulation Solution |
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271 | (2) |
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8.9.4 Confidence Intervals |
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273 | (1) |
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274 | (1) |
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274 | (2) |
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276 | (22) |
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276 | (2) |
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278 | (1) |
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279 | (1) |
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280 | (1) |
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281 | (1) |
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9.6 Testing the Power Law Model |
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281 | (1) |
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282 | (3) |
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285 | (2) |
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9.9 Approximating u* at Other Stress Levels |
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287 | (2) |
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289 | (1) |
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9.11 Stress Levels in Different Proportions Than Tabulated |
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289 | (2) |
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291 | (1) |
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9.13 The Disk Operating System (DOS) Program REGEST |
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291 | (7) |
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296 | (1) |
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296 | (2) |
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10 The Three-Parameter Weibull Distribution |
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298 | (15) |
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298 | (2) |
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10.2 Estimation and Inference for the Weibull Location Parameter |
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300 | (1) |
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10.3 Testing the Two- versus Three-Parameter Weibull Distribution |
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301 | (1) |
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302 | (1) |
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302 | (5) |
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10.6 Input and Output Screens of LOCEST.exe |
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307 | (2) |
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10.7 The Program LocationPivotal.exe |
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309 | (2) |
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311 | (2) |
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311 | (1) |
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312 | (1) |
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11 Factorial Experiments with Weibull Response |
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313 | (20) |
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313 | (1) |
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11.2 The Multiplicative Model |
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314 | (3) |
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317 | (1) |
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317 | (2) |
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11.5 Test for the Appropriate Model |
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319 | (1) |
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320 | (1) |
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11.7 The DOS Program TWOWAY |
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320 | (1) |
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11.8 Illustration of the Influence of Factor Effects on the Shape Parameter Estimates |
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320 | (7) |
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327 | (6) |
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331 | (1) |
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332 | (1) |
Index |
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333 | |