Weibull Continuous Distribution 59

2.3. Weibull Continuous Distribution

Probability Density Function - f(t)
α=1 β=0.5 0.90 α=1 β=2
1.80
α=1 β=1 0.80 α=1.5 β=2
1.60

Weibull
α=1 β=2 0.70 α=2 β=2
1.40 α=1 β=5 α=3 β=2
0.60
1.20
1.00 0.50
0.80 0.40
0.60 0.30
0.40 0.20
0.20 0.10
0.00 0.00
0 1 2 0 2 4

Cumulative Density Function - F(t)

1.00 1.00

0.80 0.80

0.60 0.60

0.40 α=1 β=0.5 0.40

α=1 β=2
α=1 β=1 α=1.5 β=2
0.20 α=1 β=2 0.20 α=2 β=2
α=1 β=5 α=3 β=2
0.00 0.00
0 1 2 0 2 4

Hazard Rate - h(t)

6 10.00 α=1 β=2
9.00 α=1.5 β=2
5 8.00 α=2 β=2
7.00 α=3 β=2
4
6.00
3 5.00
4.00
2 3.00
1 2.00
1.00
0 0.00
0 1 2 0 2 4
 60 Common Life Distributions

Parameters & Description

Scale Parameter: The value of 𝛼
equals the 63.2th percentile and has
𝛼 𝛼>0
a unit equal to 𝑡. Note that this is not
equal to the mean.
Parameters
Weibull

Shape Parameter: Also known as the

slope (referring to a linear CDF plot)
𝛽 𝛽>0
𝛽 determines the shape of the
distribution.
Limits 𝑡 ≥ 0
Distribution Formulas
𝛽𝑡 𝛽−1 −� 𝑡 �𝛽
PDF 𝑝(𝑡) = 𝑅 𝛼
𝛼𝛽
𝑡 𝛽
CDF 𝐹(𝑡) = 1 − 𝑅
−� �
𝛼

𝑡 𝛽
Reliability R(t) = 𝑅
−� �
𝛼

𝑡 𝛽 −(𝑡+x)𝛽
𝑅(𝑡 + x) �
𝛼𝛽
�
Conditional 𝑚(𝑚) = 𝑅(𝑚|𝑡) = =𝑅
𝑅(𝑡)
Survivor Function Where
𝑃(𝑇 > 𝑚 + 𝑡|𝑇 > 𝑡) 𝑡 is the given time we know the component has survived to.
𝑚 is a random variable defined as the time after 𝑡. Note: 𝑚 = 0 at 𝑡.
(Kleiber & Kotz 2003, p.176)
𝑡 𝛽 ∞ 𝑥 𝛽
� � −� �
𝑠(𝑡) = 𝑅 𝛼 � 𝑅 𝛼 𝑝𝑚
Mean Residual t
Life which has the asymptotic property of:
lim 𝑠(𝑡) = 𝑡 1−𝛽
𝑡→∞

β 𝑡 𝛽−1
Hazard Rate ℎ(𝑡) = . � �
α 𝛼
Cumulative 𝑡 𝛽
Hazard Rate 𝐻(𝑡) = � �
𝛼
Properties and Moments
Median 1
𝛼�𝑠𝑓(2)�𝛽
Mode 1
𝛽−1 𝛽
𝛼� � if 𝛽 ≥ 1
𝛽
otherwise no mode exists
 Weibull Continuous Distribution 61

st
Mean - 1 Raw Moment 1
𝛼Γ �1 + �
𝛽
nd
Variance - 2 Central Moment 2 1
𝛼 2 �Γ �1 + � − Γ 2 �1 + ��
𝛽 𝛽
rd
Skewness - 3 Central Moment 3
Γ �1 + � α3 − 3µσ2 − µ3

Weibull
β
σ3
Excess kurtosis - 4th Central Moment −6Γ14 + 12Γ12 Γ2 − 3Γ22 − 4Γ1 Γ3 + Γ4
(Γ2 − Γ12 )2
where:
𝑠
Γ𝑖 = Γ �1 + �
𝛽
∞
Characteristic Function (𝑠𝑡)𝑛 𝛼 𝑛 𝑓
� Γ �1 + �
𝑓! 𝛽
𝑛=0

100p% Percentile Function 1

𝑡𝑝 = 𝛼[− ln(1 − 𝑝)]𝛽
Parameter Estimation
Plotting Method
𝑐
Least Mean X-Axis Y-Axis 𝛼� = 𝑅 −𝑚
Square
ln(𝑡𝑖 ) 1 𝛽̂ = 𝑚
𝑦 = 𝑚𝑚 + 𝑐 ln �𝑠𝑓 � ��
1−𝐹
Maximum Likelihood Function
𝛽
Likelihood nF 𝛽�𝑡 𝐹 �
𝛽−1
nS tF
𝛽
tS
−� i � −� i �
Functions L(α, β|E) = �
𝑖
𝑅 𝛼 .� 𝑅 𝛼
𝛼 𝛽
����������������� ���������
i=1 i=1
failures survivors
𝛽 𝛽
nI tLI tRI
−� i � −� i �
𝛼 𝛼
� �𝑅 −𝑅 �
i=1
�������������������
interval failures
nF
Log-Likelihood 𝑡𝑖𝐹
𝛽
Function Λ(α, β|E) = nF ln(β) − βnF ln(𝛼) + � �(𝛽 − 1) ln�𝑡𝑖𝐹 � − � � �
𝛼
�����������������������������������
i=1
failures
nS nI β β
β tLI tRI
t Si −� i �
α
−� i �
α
− � � � + � ln �e −e �
α
��
i=1����� �������������������
i=1
survivors interval failures
 62 Common Life Distributions

∂Λ solve for 𝛼 to get 𝛼�:

=0 nF nS
∂α ∂Λ −βnF β β β β
= + β+1 ��t Fi � + β+1 ��t Si �
∂α α α α
���������������
i=1 ������
i=1 ���
failures survivors
β β
β tRI β tLI
t LI
i
�i �
α t RI
i
�i �
α
nI � � e −� α � e
Weibull

β⎛ α ⎞
+� ⎜ ⎟=0
α⎜ tRI β
tLI β
⎟
i=1 �i � �i �
e α −e α
�������������������������
⎝ ⎠
interval failures

∂Λ solve for 𝛽 to get 𝛽̂:

=0
∂β
nF β nS β
∂Λ nF t Fi t Fi t Fi t Si t Si
= + � �ln � � − � � . ln � �� − � � � ln � �
∂β β α α 𝛼 α 𝛼
�����������������������
i=1 �����������
i=1
failures survivors
β β
β tLI β tRI
t RI
i t RI
i
�i �
α t LI
i t LI
i
�i �
α
⎛ln � 𝛼 � . � α � . e − ln � 𝛼 � . � α � . e
nI
⎞
+�⎜ ⎟=0
⎜ tRI β
tLI β
⎟
i=1 �i � �i �
e α −e α
�������������������������������������
⎝ ⎠
interval failures

MLE Point When there is only complete failure and/or right censored data the
Estimates point estimates can be solved using (Rinne 2008, p.439):
1
�
β � β
β �
∑�t Fi � + ∑�t Si �
α
�=� �
nF
� � −1
β β
∑�t Fi � ln�t Fi � + ∑�t Si � ln�t Si � 1
β� = � � �
− � ln(t Fi )�
β
∑�t Fi � + ∑�t Si �
β 𝑓𝐹

Note: Numerical methods are needed to solve β� then substitute to find

α
�. Numerical methods to find Weibull MLE estimates for complete and
censored data for 2 parameter and 3 parameter Weibull distribution
are detailed in (Rinne 2008).
Fisher 𝛽2 Γ ′ (2) 𝛽2 1−𝛾
Information ⎡ ⎤ ⎡ 𝛼2 𝛼
⎤
Matrix 𝐼(𝛼, 𝛽) = ⎢ ′
𝛼2 −𝛼 ⎥ ⎢
′′ (2) = ⎢ 𝜋2
⎥
Γ (2) 1 + Γ 2 ⎥
⎢ ⎥ ⎢1 − 𝛾 + (1 − 𝛾 )
6 ⎥
(Rinne 2008, ⎣ −𝛼 𝛽2 ⎦ ⎣ 𝛼 𝛽2 ⎦
p.412) 𝛽2 0.422784
⎡ ⎤
2
≅⎢ 𝛼 −𝛼 ⎥
⎢0.422784 1.823680 ⎥
⎣ −𝛼 𝛽2 ⎦
 Weibull Continuous Distribution 63

100𝛾% The asymptotic variance-covariance matrix of (𝛼�, 𝛽̂ ) is: (Rinne 2008,

Confidence pp.412-417)
Interval 𝛼� 2
−1 1 1.1087 0.2570𝛼�
̂ ̂
𝐶𝑓𝑠�𝛼�, 𝛽 � = �𝐽𝑛 �𝛼�, 𝛽 �� = � 𝛽̂ 2 �
(complete 𝑓𝐹
data) 0.2570𝛼� 0.6079𝛽̂ 2

Weibull
Bayesian
Bayesian analysis is applied to either one of two re-parameterizations of the Weibull
Distribution: (Rinne 2008, p.517)

𝑝(𝑡; 𝜆, 𝛽) = 𝜆𝛽𝑡 𝛽−1 exp�−𝜆𝑡 𝛽 � where 𝜆 = 𝛼 −𝛽

or
𝛽 𝛽−1 𝑡𝛽 1
𝑝(𝑡; 𝜃, 𝛽) = 𝑡 exp �− � where 𝜃 = = 𝛼𝛽
𝜃 𝜃 𝜆
Non-informative Priors 𝝅𝟎 (𝝀) (Rinne 2008, p.517)
Type Prior Posterior
Uniform Proper Prior with 1 Truncated Gamma Distribution
known 𝛽 and limits 𝜆 ∈ [𝑠, 𝑏] 𝑏−𝑠 For a ≤ λ ≤ b
𝑐. 𝐺𝑠𝑚𝑚𝑠(𝜆; 1 + nF , t T,β )

Otherwise 𝜋(𝜆) = 0
Jeffrey’s Prior when 𝛽 is 1 𝐺𝑠𝑚𝑚𝑠(𝜆; nF , t T,β )
∝ 𝐺𝑠𝑚𝑚𝑠(0,0)
known. 𝜆 when 𝜆 ∈ [0, ∞)
Jeffrey’s Prior for unknown 𝜃 1 No closed form
and 𝛽. 𝜃𝛽 (Rinne 2008, p.527)

β β
where 𝑡𝑇,𝛽 = ∑�t Fi � + ∑�t Si � = adjusted total time in test
Conjugate Priors
It was found by Soland that no joint continuous prior distribution exists for the Weibull
distribution. Soland did however propose a procedure which used a continuous
distribution for α and a discrete distribution for β which will not be included here. (Martz
& Waller 1982)
UOI Likelihood Evidence Dist of Prior Posterior
Model UOI Para Parameters
𝜆
where 𝑘 = 𝑘𝑜 + 𝑓𝐹
𝜆 = 𝛼 −𝛽 Weibull with 𝑓𝐹 failures Λ = Λ0 + 𝑡𝑇,𝛽
Gamma 𝑘0 , Λ 0
from known 𝛽 at times 𝑡𝑖𝐹 (Rinne 2008,
𝑊𝑏𝑠(𝑡; 𝛼, 𝛽) p.520)
 64 Common Life Distributions

𝜃
𝛼 = 𝛼𝑜 + 𝑓𝐹
where
Weibull with 𝑓𝐹 failures Inverted β = β0 + 𝑡𝑇,𝛽
𝜃 = 𝛼𝛽 𝛼0 , β0
known 𝛽 at times 𝑡𝑖𝐹 Gamma (Rinne 2008,
from
p.524)
𝑊𝑏𝑠(𝑡; 𝛼, 𝛽)
Description , Limitations and Uses
Weibull

Example 5 components are put on a test with the following failure times:
535, 613, 976, 1031, 1875 hours

β� is found by numerically solving:

� −1
β
∑�t Fi � ln�t Fi �
β� = � �
− 6.8118�
β
∑�t Fi �

β� = 2.275
α
� is found by solving:
1
� β
β �
F
∑�t i �
α
�=� � = 1140
nF

Covariance Matrix is:

𝛼� 2
1 1.1087 0.2570𝛼� 55679 58.596
𝐶𝑓𝑠�𝛼�, 𝛽̂ � = � 𝛽̂ 2 �=� �
5 58.596 0.6293
0.2570𝛼� 0.6079𝛽̂ 2

90% confidence interval for 𝛼�:

𝛷 −1 (0.95)√55679 𝛷 −1 (0.95)√55679
�𝛼�. exp � �, 𝛼�. exp � ��
−𝛼� 𝛼�
[811, 1602]

90% confidence interval for 𝛽:

𝛷 −1 (0.95)√0.6293 𝛷 −1 (0.95)√0.6293
�𝛽̂ . exp � �, 𝛽̂ . exp � ��
−𝛽̂ 𝛽̂
[1.282, 4.037]

Note that with only 5 samples the assumption that the parameter
distribution is approximately normal is probably inaccurate and
therefore the confidence intervals need to be used with caution.

Characteristics The Weibull distribution is also known as a “Type III asymptotic

distribution for minimum values”.

β Characteristics:
β < 1. The hazard rate decreases with time.
 Weibull Continuous Distribution 65

β = 1. The hazard rate is constant (exp distribution)

β > 1. The hazard rate increases with time.
1 < β < 2. The hazard rate increases less as time
increases. β = 2. The hazard rate increases with a linear
relationship to time.
β > 2. The hazard rate increases more as time increases.
β < 3.447798. The distribution is positively skewed. (Tail to

Weibull
right).
β ≈ 3.447798. The distribution is approximately
symmetrical.
β > 3.447798. The distribution is negatively skewed (Tail
to left).
3 < β < 4. The distribution approximates a normal
distribution.
β > 10. The distribution approximates a Smallest Extreme
Value Distribution.

Note that for 𝛽 = 0.999, 𝑝(0) = ∞, but for 𝛽 = 1.001, 𝑝(0) = 0.

This rapid change creates complications when maximizing
likelihood functions. (Weibull.com) As 𝛽 → ∞, the 𝑚𝑓𝑝𝑅 → 𝛼.

α Characteristics. Increasing 𝛼 stretches the distribution over the

time scale. With the 𝑝(0) point fixed this also has the effect of
increasing the mode, mean and median. The value for 𝛼 is at the
63% Percentile. 𝐹(𝛼) = 0.632..

𝑋~𝑊𝑅𝑠𝑏𝑠𝑠𝑠(𝛼, 𝛽)

Scaling property: (Leemis & McQueston 2008)

𝑘𝑋~𝑊𝑅𝑠𝑏𝑠𝑠𝑠�𝛼𝑘𝛽 , 𝛽�

Minimum property (Rinne 2008, p.107)

1
−
min{𝑋, 𝑋2 , … , 𝑋𝑛 }~𝑊𝑅𝑠𝑏𝑠𝑠𝑠(𝛼𝑓 𝛽 , 𝛽)

When 𝛽 is fixed.

Variate Generation property

1
𝐹 −1 (𝑠) = 𝛼[− ln(1 − 𝑠)]𝛽 , 0 < 𝑠 < 1

Lognormal versus Weibull. In analyzing life data to these

distributions it is often the case that both may be a good fit,
especially in the middle of the distribution. The Weibull distribution
has an earlier lower tail and produces a more pessimistic estimate
of the component life. (Nelson 1990, p.65)

Applications The Weibull distribution is by far the most popular life distribution
used in reliability engineering. This is due to its variety of shapes
and generalization or approximation of many other distributions.
Analysis assuming a Weibull distribution already includes the
 66 Common Life Distributions

exponential life distribution as a special case.

There are many physical interpretations of the Weibull Distribution.

Due to its minimum property a physical interpretation is the weakest
link, where a system such as a chain will fail when the weakest link
fails. It can also be shown that the Weibull Distribution can be
derived from a cumulative wear model (Rinne 2008, p.15)
Weibull

The following is a non-exhaustive list of applications where the

Weibull distribution has been used in:
• Acceptance sampling
• Warranty analysis
• Maintenance and renewal
• Strength of material modeling
• Wear modeling
• Electronic failure modeling
• Corrosion modeling

A detailed list with references to practical examples is contained in

(Rinne 2008, p.275)

Resources Online:
http://www.weibull.com/LifeDataWeb/the_weibull_distribution.htm
http://mathworld.wolfram.com/WeibullDistribution.html
http://en.wikipedia.org/wiki/Weibull_distribution
http://socr.ucla.edu/htmls/SOCR_Distributions.html (interactive web
calculator)
http://www.qualitydigest.com/jan99/html/weibull.html (how to use
conduct Weibull analysis in Excel, William W. Dorner)

Books:
Rinne, H., 2008. The Weibull Distribution: A Handbook 1st ed.,
Chapman & Hall/CRC.

Murthy, D.N.P., Xie, M. & Jiang, R., 2003. Weibull Models 1st ed.,
Wiley-Interscience.

Nelson, W.B., 1982. Applied Life Data Analysis, Wiley-

Interscience.

Relationship to Other Distributions

The three parameter model adds a locator parameter to the two
Three Parameter parameter Weibull distribution allowing a shift along the x-axis. This
Weibull creates a period of guaranteed zero failures to the beginning of the
Distribution product life and is therefore only used in special cases.

𝑊𝑅𝑠𝑏𝑠𝑠𝑠(𝑡; 𝛼, 𝛽, 𝛾) Special Case:

𝑊𝑅𝑠𝑏𝑠𝑠𝑠(𝑡; 𝛼, 𝛽) = 𝑊𝑅𝑠𝑏𝑠𝑠𝑠(𝑡; 𝛼, 𝛽, 𝛾 = 0)
 Weibull Continuous Distribution 67

Let
𝑋~𝑊𝑅𝑠𝑏𝑠𝑠𝑠(𝛼, 𝛽) 𝑠𝑓𝑝 𝑌 = Xβ
Exponential
Then
Distribution
𝑌~𝐸𝑚𝑝(λ = 𝛼 −𝛽 )
𝐸𝑚𝑝(𝑡; 𝜆) Special Case:
1
𝐸𝑚𝑝(𝑡; 𝜆) = 𝑊𝑅𝑠𝑏𝑠𝑠𝑠 �𝑡; 𝛼 = , 𝛽 = 1�

Weibull
𝜆
Rayleigh Special Case:
Distribution 𝑅𝑠𝑦𝑠𝑅𝑠𝑅ℎ(𝑡; 𝛼) = 𝑊𝑅𝑠𝑏𝑠𝑠𝑠(𝑡; 𝛼, 𝛽 = 2)

𝑅𝑠𝑦𝑠𝑅𝑠𝑅ℎ(𝑡; 𝛼)
χ Distribution Special Case:
𝜒(𝑡|𝑠 = 2) = 𝑊𝑅𝑠𝑏𝑠𝑠𝑠�𝑡|𝛼 = √2, 𝛽 = 2�
𝜒(𝑡|𝑠)