Preface ix
Chapter 1. Elements of Analysis of Reliability and Quality Control 1
1.1. Introduction 1
1.1.1. The importance of true physical acceleration life models (accelerated tests = true acceleration or acceleration) 3
1.1.2. Expression for linear acceleration relationships 4
1.2. Fundamental expression of the calculation of reliability 5
1.3. Continuous uniform distribution 9
1.3.1. Distribution function of probabilities (density of probability) 10
1.3.2. Distribution function 10
1.4. Discrete uniform distribution (discrete U) 12
1.5. Triangular distribution 13
1.5.1. Discrete triangular distribution version 13
1.5.2. Continuous triangular law version 14
1.5.3. Links with uniform distribution 14
1.6. Beta distribution 15
1.6.1. Function of probability density 16
1.6.2. Distribution function of cumulative probability 18
1.6.3. Estimation of the parameters (p, q) of the beta distribution 19
1.6.4. Distribution associated with beta distribution 20
1.7. Normal distribution 20
1.7.1. Arithmetic mean 20
1.7.2. Reliability 22
1.7.3. Stabilization and normalization of variance error 23
1.8. Log-normal distribution (Galton) 28
1.9. The Gumbel distribution 28
1.9.1. Random variable according to the Gumbel distribution (CRV, E1 Maximum) 29
1.9.2. Random variable according to the Gumbel distribution (CRV E1 Minimum) 30
1.10. The Frechet distribution (E2 Max) 31
1.11. The Weibull distribution (with three parameters) 32
1.12. The Weibull distribution (with two parameters) 35
1.12.1. Description and common formulae for the Weibull distribution and its derivatives 37
1.12.2. Areas where the extreme value distribution model can be used 39
1.12.3. Risk model 40
1.12.4. Products of damage 41
1.13. The BirnbaumSaunders distribution 42
1.13.1. Derivation and use of the BirnbaumSaunders model 43
1.14. The Cauchy distribution 45
1.14.1. Probability density function 45
1.14.2. Risk function 48
1.14.3. Cumulative risk function 48
1.14.4. Survival function (reliability) 49
1.14.5. Inverse survival function 49
1.15. Rayleigh distribution 50
1.16. The Rice distribution (from the Rayleigh distribution) 52
1.17. The Tukey-lambda distribution 53
1.18. Students (t) distribution 55
1.18.1. t-Students inverse cumulative function law (T) 57
1.19. Chi-square distribution law (2) 57
1.19.1. Probability distribution function of chi-square law (2) 57
1.19.2. Probability distribution function of chi-square law (2) 58
1.20. Exponential distribution 59
1.20.1. Example of applying mechanics to component lifespan 63
1.21. Double exponential distribution (Laplace) 66
1.21.1. Estimation of the parameters 66
1.21.2. Probability density function 66
1.21.3. Cumulated distribution probability function 67
1.22. Bernoulli distribution 68
1.23. Binomial distribution 71
1.24. Polynomial distribution 75
1.25. Geometrical distribution 75
1.25.1. Hypergeometric distribution (the Pascal distribution) versus binomial distribution 76
1.26. Hypergeometric distribution (the Pascal distribution) 78
1.27. Poisson distribution 80
1.28. Gamma distribution 81
1.29. Inverse gamma distribution 85
1.30. Distribution function (inverse gamma distribution probability density) 85
1.31. Erlang distribution (characteristic of gamma distribution, ) 85
1.32. Logistic distribution 89
1.33. Log-logistic distribution 91
1.33.1. Mathematicalstatistical characteristics of log-logistic distribution 91
1.33.2. Moment properties 92
1.34. Fisher distribution (F-distribution or FisherSnedecor) 92
1.35. Analysis of component lifespan (or survival) 95
1.36. Partial conclusion of Chapter 1 96
1.37. Bibliography 97
Chapter 2. Estimates, Testing Adjustments and Testing the Adequacy of Statistical Distributions 99
2.1. Introduction to assessment and statistical tests 99
2.1.1. Estimation of parameters of a distribution 100
2.1.2. Estimation by confidence interval 102
2.1.3. Properties of an estimator with and without bias 103
2.2. Method of moments 106
2.3. Method of maximum likelihood 106
2.3.1. Estimation of maximum likelihood 107
2.3.2. Probability equation of reliability-censored data 108
2.3.3. Punctual estimation of exponential law 109
2.3.4. Estimation of the Weibull distribution 110
2.3.5. Punctual estimation of normal distribution 111
2.4. Moving least-squares method 113
2.4.1. General criterion: the LSC 114
2.4.2. Examples of nonlinear models 118
2.4.3. Example of a more complex process 122
2.5. Conformity tests: adjustment and adequacy tests 123
2.5.1. Model of the hypothesis test for adequacy and adjustment 125
2.5.2. KolmogorovSmirnov Test (KS 1930 and 1936) 126
2.5.3. Simulated test (1st application) 131
2.5.4. Simulated test (2nd application) 131
2.5.5. Example 1 132
2.5.6. Example 2 (Weibull or not?) 135
2.5.7. CramerVon Mises (CVM) test 139
2.5.8. The AndersonDarling test 140
2.5.9. ShapiroWilk test of normality 145
2.5.10. Adequacy test of chi-square (2) 145
2.6. Accelerated testing method 151
2.6.1. Multi-censored tests 152
2.6.2. Example of the exponential model 152
2.6.3. Example of the Weibull model 152
2.6.4. Example for the lognormal model 153
2.6.5. Example of the extreme value distribution model (E-MIN) 153
2.6.6. Example of the study on the Weibull distribution 154
2.6.7. Example of the BOXCOX model 156
2.7. Trend tests 157
2.7.1. A unilateral test 158
2.7.2. The military handbook test (from the US Army) 160
2.7.3. The Laplace test 160
2.7.4. Homogenous Poisson Process (HPP) 160
2.8. Duane model power law 164
2.9. Chi-Square test for the correlation quantity 166
2.9.1. Estimations and 2 test to determine the confidence interval 167
2.9.2. t_test of normal mean 170
2.9.3. Standard error of the estimated difference, s 171
2.10. Chebyshevs inequality 171
2.11. Estimation of parameters 173
2.12. Gaussian distribution: estimation and confidence interval 174
2.12.1. Confidence interval estimation for a Gauss distribution 175
2.12.2. Reading to help the statistical values tabulated 175
2.12.3. Calculations to help the statistical formulae appropriate to normal distribution 175
2.12.4. Estimation of the Gaussian mean of unknown variance 175
2.13. KaplanMeier estimator 178
2.13.1. Empirical model using the KaplanMeier approach 179
2.13.2. General expression of the KM estimator 180
2.13.3. Application of the ordinary and modified KaplanMeier estimator 181
2.14. Case study of an interpolation using the bi-dimensional spline function 181
2.15. Conclusion 183
2.16. Bibliography 184
Chapter 3. Modeling Uncertainty 187
3.1. Introduction to errors and uncertainty 187
3.2. Definition of uncertainties and errors as in the ISO norm 189
3.3. Definition of errors and uncertainty in metrology 191
3.3.1. Difference between error and uncertainty 192
3.4. Global error and its uncertainty 202
3.5. Definitions of simplified equations of measurement uncertainty 204
3.5.1. Expansion factor k and range of relative uncertainty 206
3.5.2. Determination of type A and B uncertainties according to GUM 208
3.6. Principal of uncertainty calculations of type A and type B 229
3.6.1. Standard and expanded uncertainties 231
3.6.2. Components of type A and type B uncertainties 232
3.6.3. Error on repeated measurements: composed uncertainty 232
3.7. Study of the basics with the help of the GUMic software package: quasi-linear model 239
3.8. Conclusion 245
3.9. Bibliography 245
Glossary 249
Index 257