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Weibull 4
Weibull 4
6120947
Introduction
In Volume 28 of the “Methods in Experimental Physics”, it is noted that, although there
is no limit to the number of possible univariate probability distributions that can be
theoretically proposed, only a limited number of them is occurring repeatedly in
scientific work. Seven of these popular distributions are discussed by Laurent Hodges in
the Chapter on univariate distributions [1]: three are the discrete distributions (binomial,
Pascal or negative binomial, Poisson distributions) and four are the continuous
distributions (Gaussian or normal, log-normal, exponential, and Weibull distributions).
In introducing the Weibull distribution [2], in [1] it is observed that, for experiments
characterized by continuous random variables, a best fit of the related probability
distributions can be easily obtained by means of functions involving two or more
parameters, because of a consequent greater freedom in fitting the experimental results.
Actually, the Weibull distribution falls into this category of functions, being it a two-
parameter generalization of the exponential distribution [1]. The two parameters of
Weibull distribution are known as “scale” and “shape” parameters.
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Besides being used to describe several empirical distributions [2], the Weibull
distribution is widely involved in modeling the failure times. This use has its origin in
the great variety of shapes of probability curves that can be generated by different
choices of scale and shape parameters [1]. “Weibull distributions range from
exponential distributions to curves resembling the normal distribution. The exponential
distribution limit corresponds to a “memoryless” failure rate (the failure rate of an
individual item is independent of its current age), while the other Weibull distributions
correspond to distributions of failure times that are peaked at certain ages and skewed in
different fashions” [1].
Here, we will discuss the Weibull distribution. Then, we will consider its generalization
in the form of the κ-Weibull distribution. This function has been obtained in the
framework of the κ-calculus [3], a calculus which has its roots in special relativity and
is used for statistical analyses involving power law tailed statistical distributions. The κ-
Weibull distribution is featuring the κ-deformed exponential function, which is a
continuous one parameter deformation of the Euler exponential function. Then, the
Weibull distribution, the shape of which can be widely changed, can be further adjusted
in its tail, by means of the κ-exponential. The consequence is that we have the
possibility of a different investigation of failure times.
Besides a comparison of Weibull and κ-Weibull function, we consider also the 3-
parameter extended Weibull according to Marshall–Olkin extended distributions. The
log-logistic distribution will be considered for comparison too, such as the
exponentiated Weibull and Burr distributions. As we will see in the following
discussion, the most important observation that we can obtain from the proposed
comparisons is that the κ-Weibull hazard function is strongly depending on the values
of parameter κ, a parameter which is deeply influencing the behaviour of the tail of the
probability distribution. For this reason, the κ-Weibull function turns out to be
interesting for generalizations of the Weibull approach to modeling failure times.
1. Weibull distribution
The Weibull distribution is a continuous probability distribution. Its probability density
function (pdf) is given by:
( )
k x k−1
−( x/ λ )k
f (x | λ , k )= e , per x≥0 (1)
λ λ
If x <0 , f (x | λ ,k )=0 .
In the distribution, k >0 is the shape parameter and λ >0 is the scale parameter.
The Weibull distribution is related to a number of other probability distributions. If
k =1 , we have the exponential distribution.
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x −x 2 /(2 σ 2 )
f (x | σ )= 2 e (2)
σ
−(x/ λ )k −(x / λ )k
F( x | λ ,k )=1−e ; R( x | λ , k)=e
[ ( )]
2
( )
λ Γ 1+
1
k
; λ (ln 2)x/ k ; ( )
λ 2 Γ 1+
2
k
− λ Γ 1+
1
k
In the formalism of [4], the Weibull probability density function (pdf) is defined as:
( t−D
C )
B
(B−1) −
f (t | B , C , D)= ( )
B t− D
C C
e (3)
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The scale parameter C changes the scale of the probability density function along the
time axis (that is from days to months or from hours to days). It does not change the
actual shape of the distribution [4]. Parameter C is known as the characteristic life. In
[4], it is stressed that “No matter what the shape, 63.2% of the population fails by t =
C+D ”. It is also told that “Some authors use 1/C instead of C as the scale parameter ”.
Let us put α =B , γ =1/ C , τ =D . Eq. (3) becomes:
−( γ ⋅(t−τ ))α
f (t | α , γ , τ )=α γ ( γ ⋅(t−τ ))α −1 e (4)
Then, using β =γ α :
α −1 − β ( t−τ )α
f (t | α , γ , τ )=α β⋅( t−τ ) e (5)
k
f (x | k ,b)=b k x k−1 e−b x (6)
In (6), x=t −τ , b= β , k =α . (6) is the form of the Weibull pdf used for
applications in medical statistics and econometrics [5],[6].
2. κ-Weibull distribution
Let us consider the analogue of Weibull pdf in the κ statistics [7],[8].
The κ-Weibull probability distribution function (pdf) is described by [9]:
α β xα −1
f κ ( x | α , β )= expκ (− β xα ) (7)
√ 1+κ 2 2 2α
β x
1/ κ
√
expκ (u)=( 1+κ u +κ u )
2 2
(8)
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Parameters α,β are related to the shape and scale indexes of Weibull distribution,
whereas κ is the index of κ-distribution, that is the statistical distribution introduced by
G. Kaniadakis, Politecnico di Torino, in [7],[8]. Recently, the use of the distribution has
been proposed in epidemiology [9],[10].
Eq. 7 is the derivative of the lifetime distribution function [9]:
Lκ =1−expκ (− β xα ) .
In [11], we can find discussed and defined the κ-Weibull. In the formalism of the given
reference:
expκ (−[ x / x s ] )
m
( )
m−1
m x
f κ= (9)
xs xs √ 1+κ ( x / x 2 )
2 2m
In [11], authors had investigated the systems that obey the weakest-link scaling (WLS)
principle. In this case, the system response, the material strength for instance, is
controlled by the weakest link. “The Weibull model is the archetypical probability
distribution for WLS systems and is widely used in reliability modeling”. In the Ref.
[11], a list of applications and related references are given. Models of fracture strength
of brittle- quasi-brittle materials, geologic media, waiting times between earthquakes,
wind speed, annual hydrological maxima are mentioned.
In Eq.(9), x is the random variable. In the formalism of [4], with time and threshold,
Eq.(9) becomes:
B
expκ {−[ (t− D)/C ] }
( )
B−1
B t− D
f κ (t | B ,C , D)= (10)
C C √1+ κ 2 ((t−D)/C)2B
Then, using β =γ α :
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α β (t −τ )α −1
f k (t | α , β , τ )= expκ (− β (t−τ )α ) (12)
√1+κ 2 2
β (t−τ ) 2α
which is the expression of κ-Weibull used in [9]. When κ → 0 , we find the Weibull
distribution.
Figure 1 (a) – Comparing Weibull and κ-Weibull. The Weibull pdf is given in red. Parameters
−7
are α =3.5 , β =2.0×10 , and τ =0 . The κ-Weibull curves have different κ
values: 0.25, 1, 2 and 3.
Figure 1 shows the comparison of Weibull pdf with those of κ-Weibull for different κ
values. We can see that the value of κ parameter is strongly affecting the tail of the
distribution. Increasing the value, the tail becomes a “long” tail, that is, a portion of the
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distribution having many occurrences far from the head of the distribution. Note also
the behaviour of the left tail, which is almost the same from t=0 to a value tκ ,
determined by the parameter κ.
3. Mixture density
In the case that the distribution is showing two peaks, a mixture of Weibull or κ-
Weibull can be considered, in the form:
Parameter ξ, the mixing parameter, is ranging from zero to 1. It is used to generalize the
addition of peaks, as proposed for the Weibull distribution [12]. It is also a rough
manner to consider the fact that the set of population, involved by pandemic (see
discussion in [10]), changed for sure during the considered time period.
In the case that we have three peaks, (13) becomes:
f =f 1 +f 2 +f 3 =ξ 1 f κ (t | α 1 , β 1 , τ 1)+ ξ 2 f κ (t | α 2 , β 2 , τ 2 )+ξ 3 f κ (t | α 3 , β 3 ,T τ 3 )
1 2 3
(14)
In (14), we must have ξ 1 +ξ 2 +ξ 3=1 .
Being a finite sum, the mixture is known as a finite mixture, and the density is the
"mixture density". Usually, “mixture densities” can be used to model a statistical
population with subpopulations. Each component is related to a subpopulations, and its
weight is proportional to the given subpopulation in the overall population.
Figure 2 – An example of
mixture density (see Ref.
[10]). The larger peak is
related to the α-variant of
Sars-Cov-2 infections in
London. The onset of the
peak is corresponding to
November 25, 2020.
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−( λ x )β
f (x | β , λ )= β λ β x β −1 e , x≥0 (15)
−( λ x) β
α β λ ( λ x)β −1 e
f (x | α , β , λ )= (16)
−( λ x )β 2
[ 1−~α e ]
β λ ( λ x )β −1
f κ ( x | β , λ )= expκ (−λ β x β ) (17).
√ 1+κ 2 2β 2 β
λ x
Figure 3: Comparing functions (16) and (17). Parameters used for the calculation: β =3.5 ,
λ =0.25 , κ =0.5 , α =1.1 .
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Fig. 4: In the case we change parameter κ in κ =0.05 , with the same other parameters (
β =3.5 , λ =0.25 , α =1.01 ), the curves are indistinguishable.
We can note again the role of parameter κ in determining the tail of the function.
Fig. 5 : In the plot given above, parameters are β =3.5 , λ =0.25 , κ =0.9 ,
α =1.1 .
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Fig. 6 : In the plot given above, the 3-parameter Weibull is given for parameters β =3.5 ,
λ =0.25 . Values of α . are 1.01 (red), 1.1 (green), 1.5 (blue) and 2.0 (violet).
5. Cumulative κ-Weibull
In the following Figure, and in the formalism of (17), the cumulative function of κ-
Weibull, for three different values of parameter κ.
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( t−D
C )
B
(B−1) −
f (t | B ,C , D)= ( )
B t− D
C C
e
( t−D
C )
B
−
R(t)=e (19)
R(t)=1−F (t ) (20)
where:
t
F(t | B ,C , D)= ∫ f (t ' | B ,C , D) dt ' .
−∞
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Many electronic consumer product life cycles strongly exhibit the bathtub curve [15]. In
reliability engineering, the cumulative distribution function corresponding to a bathtub
curve may be analysed using a Weibull chart [15].
h(t )= =( )
f (t ) B t −D B−1
R(t) C C
(21)
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In the following figure, it is shown the behaviour of function ( λ x)( β −1) , for three
different values of β . As discussed in [16], it is helpful to visualise the differences
between values of β in the hazard function by using a “bathtub” diagram shown that
given in the Figure 2 of [16]. Hazard function for β <1 we have a “likely to fall at
the start”. When β ∼1 . “failure rate is fairly constant”. When β >1 , the “failure
rate increases as the time goes by”.
Fig. 10: Function ( λ x)( β −1) for parameter λ =0.25 . Numbers in the image are referring
to the values of parameter β .
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Fig. 11: Hazard function of κ-Weibull for parameters β =3.5 , λ =0.25 . Numbers in
the image are referring to the values of parameter κ.
Fig. 12: Hazard function of κ-Weibull for parameters β =3.5 , λ =0.25 . Numbers in the
image are referring to the values of parameter κ.
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α β tα −1
f κ (t | α , β )= expκ (− β t α )
√ 1+κ 2 2 2α
β t
α β tα −1
hκ (t | α , β )= (22)
√ 1+ κ 2 β 2 t 2α
Eq. (22) in the formalism of (17) becomes:
β λ ( λ x )β −1
hκ (t | β , λ )= (23)
√ 1+κ 2
( λ x)
2α
Fig. 13: Hazard function of κ-Weibull for parameters κ =0.5 , λ =0.25 . Numbers in the
image are referring to the values of parameter β .
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In the Figure 13, it is given the hazard function of κ-Weibull. Parameter κ has a value
κ =0.5 . As in the previous figures, λ =0.25 . Numbers in the image are referring
to the values of parameter β . We can see that, due to the role of κ parameter in the
tail of the distribution, the behaviour is different from that given in the Figure 8 for the
Weibull distribution. Then, also a “bathtub” diagram is modified for the κ-Weibull.
In the following Figure, a real case is proposed as that in the Figure 2 of Ref. [9].
In that figure, among other functions, the theoretical continuous curve and empirical
dots are plotted for the κ-Weibull hazard function versus time (see [9] for parameters).
The data are those concerning Covid-19 in China.
The hazard function is unimodal with a large tail, as in the Figure 12.
Let us consider Ref. [17]. “A Weibull distribution allows a monotonic (either
continuously increasing or decreasing hazard) and a log-logistic distribution allows
either a monotonic or a unimodal hazard function.”.
Fig. 11 shows unimodal behaviours for κ-Weibull. For this reason, a further comparison
to log-logistic function is interesting.
λ β ( λ x )( β −1)
f (x | λ , β )= β
(24)
[1+( λ x ) ]2
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Fig. 15 : In the plot given above, we can see the log-logistic pdf in red colour, given for
parameters β =3.5 , λ =0.25 . The same parameters are used for the 3-parameter
Weibull (in green) , with α =1.01 . Two κ-Weibull are considered for κ =0.5 (blue)
and κ =2.0 (violet).
Fig. 16 : Log-logistic pdf for thee different values of parameter β ( 3.5 for the curve in red,
3.0 for the green curve and 4.0 for the blue one). The three curves are plotted with parameter
λ =0.25 .
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Fig. 17 : Hazard functions of log-logistic (red) and κ-Weibull (green). Parameters are
β =3.5 and λ =0.25 . The κ-Weibull is given for κ =1.5 .
Both log-logistic and κ-Weibull functions have unimodal hazard function, as shown in
the Figure 17. Note that different behaviour exists for the decreasing risk of failure over
the lifetime of the organism or device.
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distributions. For example, in the typical bathtub shape, the flat line at the bottom
represents the useful lifetime. The longer that flat line is, the longer lifetime the
distribution can model. A V-shaped bathtub with a very short flat line is more suitable
to model shorter lifetimes, such as the lifetime of a mosquito, but a wider U-shaped
bathtub with a longer flat line would be more suitable for modeling the lifetime of a
human. On the other hand, parametric lifetime distributions with unimodal hazard
shapes can be used to model situations such as survivability after surgery, where risk
quickly increases due to the chances of complications such as infection, and then
decreases as the patient recovers”.
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S^ (t ) = { ∏
1 if t <t i
[ 1−d i /Y i ] if t 1≤t
i: t i≤t
Here, d i represents the number of failures at time t i and Yi and represents the
number of individuals who are at risk at time t i .
An alternative estimator is Nelson-Aalen Hazard Confidence Limit of H (t ) :
^ (t ) =
H { ∑
0
d i /Y i
if t <t 1
if t 1 ≤t
i: t i≤t
( t−D
C )
B
−
F(t )=1−e
Let us assume D=0 :
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B
ln (1−F (t ))=−(t / C) then: ln (−ln (1−F (t )))=−B ln C+ B ln (t)
y =−B ln C +B x
ln ln
( 1− F( x1| β , α ))=β ln( x / α )=−β ln α + β ln x
This relation gives a straight line when ln ln [.] is plotted against ln x. Therefore we
have a useful method of determining whether the Weibull distribution is appropriate
[1] . It is also possible to find the intercept and slope of the straight line. The plot will
also identify an exponential function, if β =1 .
In [1], it is also proposed an example from Ref. [20].
The straight line in the figure is from an experiment in [20]. It is a plot of capacitor
failure data. The random variable is hours to failure. The straight line corresponds to a
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E
[
F(t )= 1−e
−(t /C )B
] instead of F(t )=1−e
−( t/C ) B
Here B is the first shape parameter, and E is the second shape parameter.
The density function is given by:
E−1
f (t )=E
B
C
( t /C ) B−1 e
−(t /C)B
1−e[
−( t /C )B ]
Let us remember that the probability density is the derivative of the cumulative
distribution function.
There are two important special cases of the exponentiated distribution. When E = 1, we
have the Weibull distribution. If B = 1, we find the exponentiated exponential
distribution, introduced by Gupta and Kundu [23]:
−( t /C ) E−1
f (t )=
E −(t/C)
C
e [ 1−e ]
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In Ref. [24], we can find the Inverse Weibull, the Log-Weibull, the Compound Weibull
distributions, the Reflected Weibull, the Gamma Weibull, the Kies and Phani's modified
Weibull distributions, the Exponentiated Weibull (that we have previously discussed),
the Generalized Weibull, the Additive Weibull, the Extended Weibull (that is the
Marshall–Olkin based one), the Power Lindley distribution, the Generalized power
Weibull distribution, the Modified Weibull extension, the Beta Weibull distributions,
the Odd Weibull, the Flexible Weibull extension, the Generalized modified Weibull, the
Sarhan and Zaindin's modified Weibull distribution, the Kumaraswamy Weibull
distribution, and the Almalki and Yuan's modified Weibull distribution.
For comparison, let us write Weibull, exponentiated Weibull and κ-Weibull:
B
B
f (t | B , C)= ( t /C )(B−1) e−(t /C ) (Weibull)
C
E−1
f (t | B , C , E)= E
B
C
( t / C )B−1 e
−(t /C) B
[
1−e
−( t / C ) B
] (exponentiated Weibull)
B
B B−1 expκ {−( t /C ) }
f κ (t | B ,C)= ( t /C ) (κ-Weibull)
C √ 1+κ 2 (t /C)2B
β −1 β β
f (x | β , λ )= β λ ( λ x ) exp(− λ x )
β −1 β β β β ϵ −1
f (x | β , λ , ϵ )=ϵ β λ ( λ x) exp(− λ x )[ 1−exp(− λ x )]
β λ ( λ x )β −1
f κ ( x | β , λ )= expκ (−λ β x β )
√ 1+κ 2 λ 2 β x2 β
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Fig. 19 : In the plot given above, we can see the Weibull pdf in red colour, given for parameters
β =2.0 , λ =0.25 . The other curves are the exponentiated Weibull for the same
β , λ parameters for and ϵ =1.1 , 1.5 and 2.0 . The κ-Weibull, plotted in dark blue, is
given also for comparison, with the same β , λ parameters and κ =2.0 .
Fig. 20: Here the Weibull pdf in red colour, given for parameters β =1.0 , λ =0.25 .and
ϵ =1.0 The other curves are the exponentiated Weibull for the same β , λ parameters
for and ϵ =1.1 , 1.5 and 2.0 . In this case, being β =1.0 ,the exponentiated Weibul is
the exponentiated exponential.
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f (x | β , λ , ϵ )=ϵ β λ ( λ x)
β −1
[ 1+ λ β x β ]−ϵ −1 (Burr)
β −1 β β
f (x | β , λ )= β λ ( λ x ) exp(− λ x ) (Weibull)
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β −1 β β β β ϵ −1
f (x | β , λ , ϵ )=ϵ β λ ( λ x) exp(− λ x )[ 1−exp(− λ x )]
(exponentiated Weibull)
β λ ( λ x )β −1 β β
f κ ( x | β , λ )= expκ (−λ x ) (κ-Weibull)
√ 1+κ 2 λ 2 β x2 β
Let us note that <,when ϵ =1 , the Burr distribution is the log-logistic distribution.
In the following figure, we can see the comparison.
Fig. 22 : In the plot, we used parameters β =2.0 , λ =0.25 . In red, it is given the
Weibull pdf , The other curves are the exponentiated Weibull (blue) with ϵ =1.5 . The κ-
Weibull, plotted in green, is given for κ =2.0 . The pink curve is the Burr distribution, with
ϵ =1.5 .
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Fig. 23: In the plot, we used parameters β =3.5 , λ =0.25 . In red, it is given the κ-
Weibull. The other curves are Bull distributions (green, ϵ =1.0 , blue, ϵ =1.25 , pink
ϵ =1.5 ).
f (x | β , λ ,q )=(2−q ) β λ ( λ x)
β −1
[ 1+(q−1) λ β x β ]1/(1−q) (26)
−ϵ −1
f (x | β , λ , ϵ )=ϵ β λ ( λ x)β −1 [ 1+ λ β x β ]
[ ]
−ϵ −1
1
f (x | β , λ , ϵ )= ϵ β λ ( λ x )
β −1
1+ λ β xβ
1+ϵ 1+ϵ
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β
f (x | β , λ , ϵ )=ϵ χ β λ ( λ x)
β −1
[ 1+ χ β λ β x β ]−ϵ −1
= ϵ β χ λ ( χ λ x)
β −1
[ 1+ χ β λ β x β ]−ϵ −1
f (x | β , Λ , ϵ )=ϵ β Λ (Λ x )
β −1
[ 1+Λ β x β ]−ϵ −1 (27)
n( D) = n0
c
b ( D−D0 c−1
b ) [ ( )]
exp −
D−D 0 c
b
(25)
In the formula (25), n0 is the particle concentration (scale) factor with a dimension of
number of particle per unit of volume. D0 is the smallest particle diameter, related to
the extent of fragmentation. In [28], it is specified that, as in the case of the log-normal
and modified gamma distributions, the Weibull distribution yields a finite total number
of particles.
Tenchov and Yanev (1986) [29] give also the value of the peak:
( )
1/ c
c−1
D peak = D0 +b (26)
c
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Ref. [28] explains that “the Weibull distribution is a result of a random fragmentation
process where the probability of splitting a particle into fragments depends on the
particle size. If that probability is independent of the particle size, the log-normal size
distribution results. Both distributions can be made quite similar, and the experimental
errors may prevent one form reaching a definite conclusion on which one is a better fit
to experimental data”, as shown by [29].
Brown and Wohletz [30] have demonstrated that “the Weibull distribution arises
naturally as a consequence of the fragmentation process being fractal” [28].
“Fragmentation process is a cleavage of bonds between the component particles that can
also be proven to lead to the Weibull distribution” [29],[28]. According to the derivation
of Brown and Wohletz, exponent c in (25) is related to the three-dimensional fractal
dimension d describing the fragmentation process as follows [28]:
d
c−1=
3
N ( D)=N T exp −
[ ( )]
D r
D0
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Peterson et al. [35]], Brown [36] and Wohletz et al. [37] independently rederived the
distribution.
Fig. 24 – The result of the image segmentation of particles from Ref. [42].
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In this equation, w is the shape parameter of the Weibull model. The shape parameter
is also defined as the Weibull modulus.
The equation given above contains the principle of ‘weak-link scaling’ (or ‘weakest-link
scaling’ (WLS) in [11]). A plot of the logarithm of characteristic strength versus the
logarithm of length should give a straight line if weak link scaling is observed. From
such a plot, the Weibull modulus can be obtained from the reciprocal of the gradient
[43].
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0 if F <0
S( F) = { 1−e
m
−(F / F o )
if F≥0
S ( F) is the probability that the link will fail if loaded from zero up to the load F .
In the expression given above, F o and m are parameters which define the
properties of the link. The Weibull weakest link model is used for analyses of the
strength of structural elements, that is the strength of a chain made up of several links.
From this plot, we can find that a failure probability, for instance equal to S =0.21 , is
corresponding to F=150 kN . It means that the 21 % of links have a strength less
than or equal to F=150 kN [47]. We can calculate the corresponding distribution as
dS / dF .
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−( F1 /F o ) m m
−( F2 /F o ) m
−( F n / F o ) −∑ ( Fi / F o )m
e e ⋯e =e i=1
n
−∑ ( F i /F o )m −n ( F /F o )m
~
−( F/ F o )m
1−e i=1
=1−e =1−e
~
where F o =F o /n1/m . In the case of proportional loading, F i =F M λ i , we find:
34
Zenodo – DOI 10.5281/zenodo.6120947
n n
−∑ ( F M λ i /F o )m −n ( F M /F o )m ∑ λ m
i
~
−( F M / F o )m
1−e i=1
=1−e i=1
=1−e
(∑ )
m 1/m
~ m
where F o =F o / λ i . The distributions for one link and for a chain with n
i=1
links differ for a scaling factor [47]. Lecture [47] continues with bulk materials.
A
f (x )= A x A−1 e−x , x≥0
https://help.imsl.com/fortran/6.0/stat/default.htm?turl=rnwib.htm
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