WOLFRAM|DEMONSTRATIONS PROJECT

Simultaneous Confidence Interval for the Weibull Parameters

This Demonstration shows the construction of the simultaneous confidence interval (CI) for the Weibull parameters
α
(shape) and
β
(scale) maximum likelihood estimators (MLE). In reliability analysis, the Weibull parameters MLE derive from failure and suspension time data of independently operating systems.
Use the "seed" slider to generate a pseudorandom test scenario for 20 independently operating systems. Also, you may use the "suspend" slider to randomly suspend up to seven of these test times (right-censored), implying that the corresponding systems have not failed during their operating period, whereas the rest of the systems did fail at the indicated test times. A table on the right of the graph shows the failure (red "f") and suspension (black "s") times that correspond to the specific test scenario.
You can choose to display:
• the event matrix plot showing the failure (boxes) and suspension (arrows) events across the test period.
• the survival plot showing the selected % pointwise bands (brown dashed lines) about the Kaplan-Meier survival function (blue line), and the Weibull fitted model (red curve).
• the contour plot for the likelihood function, depending on the parameters
α
and
β
. The contours correspond to the simultaneous likelihood CI percentiles. The frame ticks indicate the parameters MLE within the selected CI limits.
• the 3D illustration of the contour plot.
• the CI that corresponds to each parameter (blue area).