Weibull Distribution Characteristics

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This article also appears in the Life Data Analysis Reference and Accelerated Life Testing Data Analysis Reference books.

The Weibull distribution is widely used in reliability and life data analysis due to its versatility. Depending on the values of the parameters, the Weibull distribution can be used to model a variety of life behaviors. We will now examine how the values of the shape parameter, , and the scale parameter, , affect such distribution characteristics as the shape of the curve, the reliability and the failure rate. Note that in the rest of this section we will assume the most general form of the Weibull distribution, (i.e., the 3-parameter form). The appropriate substitutions to obtain the other forms, such as the 2-parameter form where or the 1-parameter form where constant, can easily be made.

Effects of the Shape Parameter, beta

The Weibull shape parameter, , is also known as the slope. This is because the value of is equal to the slope of the regressed line in a probability plot. Different values of the shape parameter can have marked effects on the behavior of the distribution. In fact, some values of the shape parameter will cause the distribution equations to reduce to those of other distributions. For example, when , the pdf of the 3-parameter Weibull distribution reduces to that of the 2-parameter exponential distribution or:

where failure rate. The parameter is a pure number, (i.e., it is dimensionless). The following figure shows the effect of different values of the shape parameter, , on the shape of the pdf. As you can see, the shape can take on a variety of forms based on the value of .

The effect of the Weibull shape parameter on the pdf.

For :

  • As (or ),
  • As , .
  • decreases monotonically and is convex as it increases beyond the value of .
  • The mode is non-existent.

For :

  • at (or ).
  • increases as (the mode) and decreases thereafter.
  • For the Weibull pdf is positively skewed (has a right tail), for its coefficient of skewness approaches zero (no tail). Consequently, it may approximate the normal pdf, and for it is negatively skewed (left tail). The way the value of relates to the physical behavior of the items being modeled becomes more apparent when we observe how its different values affect the reliability and failure rate functions. Note that for , , but for , This abrupt shift is what complicates MLE estimation when is close to 1.

The Effect of beta on the cdf and Reliability Function

Effect on  on the cdf on the Weibull probability plot with a fixed value of

The above figure shows the effect of the value of on the cdf, as manifested in the Weibull probability plot. It is easy to see why this parameter is sometimes referred to as the slope. Note that the models represented by the three lines all have the same value of . The following figure shows the effects of these varied values of on the reliability plot, which is a linear analog of the probability plot.

The effect of values of  on the Weibull reliability plot.
  • decreases sharply and monotonically for and is convex.
  • For , decreases monotonically but less sharply than for and is convex.
  • For , decreases as increases. As wear-out sets in, the curve goes through an inflection point and decreases sharply.

The Effect of beta on the Weibull Failure Rate

The value of has a marked effect on the failure rate of the Weibull distribution and inferences can be drawn about a population's failure characteristics just by considering whether the value of is less than, equal to, or greater than one.

The effect of  on the Weibull failure rate function.

As indicated by above figure, populations with exhibit a failure rate that decreases with time, populations with have a constant failure rate (consistent with the exponential distribution) and populations with have a failure rate that increases with time. All three life stages of the bathtub curve can be modeled with the Weibull distribution and varying values of . The Weibull failure rate for is unbounded at (or . The failure rate, decreases thereafter monotonically and is convex, approaching the value of zero as or . This behavior makes it suitable for representing the failure rate of units exhibiting early-type failures, for which the failure rate decreases with age. When encountering such behavior in a manufactured product, it may be indicative of problems in the production process, inadequate burn-in, substandard parts and components, or problems with packaging and shipping. For , yields a constant value of or:

This makes it suitable for representing the failure rate of chance-type failures and the useful life period failure rate of units.

For , increases as increases and becomes suitable for representing the failure rate of units exhibiting wear-out type failures. For the curve is concave, consequently the failure rate increases at a decreasing rate as increases.

For there emerges a straight line relationship between and , starting at a value of at , and increasing thereafter with a slope of . Consequently, the failure rate increases at a constant rate as increases. Furthermore, if the slope becomes equal to 2, and when , becomes a straight line which passes through the origin with a slope of 2. Note that at , the Weibull distribution equations reduce to that of the Rayleigh distribution.

When the curve is convex, with its slope increasing as increases. Consequently, the failure rate increases at an increasing rate as increases, indicating wearout life.

Effects of the Scale Parameter, eta

The effects of  on the Weibull pdf for a common .

A change in the scale parameter has the same effect on the distribution as a change of the abscissa scale. Increasing the value of while holding constant has the effect of stretching out the pdf. Since the area under a pdf curve is a constant value of one, the "peak" of the pdf curve will also decrease with the increase of , as indicated in the above figure.

  • If is increased while and are kept the same, the distribution gets stretched out to the right and its height decreases, while maintaining its shape and location.
  • If is decreased while and are kept the same, the distribution gets pushed in towards the left (i.e., towards its beginning or towards 0 or ), and its height increases.
  • has the same units as , such as hours, miles, cycles, actuations, etc.

Effects of the Location Parameter, gamma

The location parameter, , as the name implies, locates the distribution along the abscissa. Changing the value of has the effect of sliding the distribution and its associated function either to the right (if ) or to the left (if ).

The effect of a positive location parameter, , on the position of the Weibull pdf.
  • When the distribution starts at or at the origin.
  • If the distribution starts at the location to the right of the origin.
  • If the distribution starts at the location to the left of the origin.
  • provides an estimate of the earliest time-to-failure of such units.
  • The life period 0 to is a failure free operating period of such units.
  • The parameter may assume all values and provides an estimate of the earliest time a failure may be observed. A negative may indicate that failures have occurred prior to the beginning of the test, namely during production, in storage, in transit, during checkout prior to the start of a mission, or prior to actual use.
  • has the same units as , such as hours, miles, cycles, actuations, etc.
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