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1.
Exploratory Data Analysis
1.3. EDA Techniques 1.3.6. Probability Distributions 1.3.6.6. Gallery of Distributions
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| Probability Density Function |
The fatigue life distribution is also commonly known as the
Birnbaum-Saunders distribution. There are several alternative
formulations of the fatigue life distribution in the literature.
The general formula for the probability density function of the fatigue life distribution is
where
Since the general form of probability functions can be expressed in terms of the standard distribution, all subsequent formulas in this section are given for the standard form of the function. The following is the plot of the fatigue life probability density function.
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| Cumulative Distribution Function |
The formula for the cumulative distribution
function of the fatigue life distribution is
where
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| Percent Point Function |
The formula for the percent point
function of the fatigue life distribution is
where
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| Hazard Function |
The fatigue life hazard function can be
computed from the fatigue life probability density and cumulative
distribution functions.
The following is the plot of the fatigue life hazard function with the
same values of
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| Cumulative Hazard Function |
The fatigue life cumulative hazard
function can be computed from the fatigue life cumulative
distribution function.
The following is the plot of the fatigue cumulative hazard function
with the same values of
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| Survival Function |
The fatigue life survival
function can be computed from the fatigue life cumulative
distribution function.
The following is the plot of the fatigue survival function
with the same values of
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| Inverse Survival Function |
The fatigue life inverse survival
function can be computed from the fatigue life percent point
function.
The following is the plot of the gamma inverse survival function
with the same values of
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| Common Statistics |
The formulas below are with the location parameter equal to zero and
the scale parameter equal to one.
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| Parameter Estimation | Maximum likelihood estimation for the fatigue life distribution is discussed in the Reliability chapter. | ||||||||
| Comments | The fatigue life distribution is used extensively in reliability applications to model failure times. | ||||||||
| Software | Some general purpose statistical software programs, including Dataplot, support at least some of the probability functions for the fatigue life distribution. Support for this distribution is likely to be available for statistical programs that emphasize reliability applications. | ||||||||