topic Extreme-Value Parameter Estimates in Discussions

Extreme-Value Parameter Estimates

charles_revelle — Fri, 09 Jun 2023 00:57:19 GMT

Not sure how Extreme-Value Parameter Estimates compare to alpha/beta estimates used in the Weibull Parameter Estimates for days to failure plots.

Understand beta of >1 means in Weibull indicates the device will continue to failure over-time, is the Extreme-Value Estimates just a transform of the Weibull Analysis?

Thanks,

Charles

JMP 17

Re: Extreme-Value Parameter Estimates

Mark_Bailey — Wed, 16 Nov 2022 19:28:42 GMT

The Weibull distribution cumulative distribution function is related to the Smallest Extreme Value distribution CDF:

(JMP Training course)

The SEV distribution:

(JMP Training course)

The Weibull CDF above can be transformed from a location-scale parameterization to a scale-shape parameterization:

(JMP Training course)

The interpretation of the shape parameter is specifically:

(JMP Training course)

I am not sure if this information is helpful. Continue to ask questions if it is still not clear.

Re: Extreme-Value Parameter Estimates

charles_revelle — Wed, 16 Nov 2022 20:35:49 GMT

Mark,

Thanks for the info.. Went back and re-read Bill Meeker book. Think I will stick with Weibull and LogNormal for a device that "gracefully" degrades over time. Appears Extreme Value is better for early life failures with increasing hf.

Thanks,

Charles