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Reliability HotWire Issue 126, August 2011

Hot Topics

Determining the Sample Size for a Life Test Based on the Shape
Parameter of the Weibull Distribution
[Editor's Note: This article has been updated since its original publication to reflect a more
recent version of the software interface.]
The Weibull distribution is one of the most important distributions in life data analysis. The
value of its shape parameter (beta) influences the failure rate behavior; therefore,
reliability engineers are often interested in designing life tests that can accurately estimate
the value of beta. In this article, we will use SimuMatic®, a simulation tool in Weibull++,
to study the property of the shape parameter when estimated using the maximum
likelihood estimation (MLE) method. Based on the results of the simulation study, we will
provide simple rules on how to determine the appropriate sample size for a life test
according to an accuracy requirement for beta.
To illustrate how SimuMatic generates data, consider the reliability function for the Weibull
distribution:

where β is the shape parameter and η is the scale parameter. In order to generate a
random failure time t, a random number u from a uniform distribution U(0, 1) is generated
first and then used to represent the reliability value R(t). The failure time t is then obtained
by using the following equation:

From Eqns. (1) and (2), we can see that the value of η affects the generated failure times
proportionally, but it doesn’t have an effect on the values for β. This is illustrated in the
following example.

Example 1:
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• In SimuMatic, generate a data set for a 2-parameter Weibull distribution with

Beta = 2 and Eta = 100, as shown next.

• On the Censoring tab, select No Censoring.

• On the Settings tab, set the number of data sets to 5 and the number of points
to 30.
• On the Analysis tab, select Maximum Likelihood (MLE). Leave all other
settings at default.
Click Generate to start the simulation. The following table shows the estimated
beta and eta values for each data set, when estimated using MLE:
Table 1: Generated Values for Eta = 100
Data Set Beta Eta
1 1.8101 103.8684

2 2.2792 89.8633

3 2.3836 99.6618
4 2.3017 132.6608
5 2.8522 101.3464
• If we change the input value of eta from 100 to 1, while keeping the rest of the
settings unchanged, the estimated beta and eta values for each data set would
be:

Table 2: Generated Values for Eta = 1

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Data Set Beta Eta

1 1.81 1.0387
2 2.2792 0.8986
3 2.3836 0.9966
4 2.3017 1.3266
5 2.8522 1.0135
From Tables 1 and 2, we can see that the input value of eta has no effect on the estimated
beta values. No matter what the value of eta is, the estimated beta values will remain the
same. Therefore, the scale parameter does not affect the shape parameter of the Weibull
distribution. But how does sample size affect the shape parameter?

In SimuMatic, we could use beta values of 0.5, 1, 1.5, 2 and 2.5, together with sample
sizes (number of points) of 5, 10, 20, 50 and 100. For each combination of beta value and
sample size, we generate 1,000 data sets and obtain an estimate of the beta. Next, we
obtain the mean and standard deviation of the beta values. These values are given in
Tables 3 and 4, as shown next.

Table 3: The Mean Values of Beta

Sample Size
Mean
5 10 20 50 100

0.5 0.7140 0.5836 0.5381 0.5166 0.5112

1 1.4219 1.1598 1.0678 1.0241 1.0145

Beta 1.5 2.1329 1.7509 1.6142 1.5497 1.5217

2 2.8558 2.3346 2.1522 2.0663 2.0448

2.5 3.5698 2.9182 2.6903 2.5828 2.5560

Table 4: The Standard Deviation Values of Beta

Sample Size
Standard
Deviation
5 10 20 50 100

Beta 0.5 0.4032 0.1825 0.1034 0.0566 0.0403

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1 0.8064 0.3662 0.2069 0.1131 0.0807

1.5 1.2096 0.5494 0.3103 0.1697 0.1210

2 1.6129 0.7325 0.4138 0.2262 0.1613

2.5 2.0135 0.9156 0.5172 0.2828 0.2017

From Tables 3 and 4, we can see that the values for the mean and the standard deviation
have the same proportions as the beta values that were used in the simulation. For
example, in Table 3, the mean value for beta = 1 is twice the mean value for beta = 0.5.
This is also the case for the standard deviation values.

The following ratio represents the relative uncertainty of the estimated beta:

where the denominator represents the MLE solution of beta and the numerator is the
standard deviation value of beta. This ratio is usually called the coefficient of
variation (CV). From the results of the simulation test, we know that the ratio is constant
for all the beta values for a given sample size and that it is independent of the value of
beta. Therefore, Eqn. (3) can be used to design a life test without having to guess the
value of beta in the Weibull distribution.
Rule 1: Determine the Sample Size for a Life Test Based on the Bias Requirement of Beta
From Table 3, we can see that the bias of the estimated beta decreases as the sample size
increases. In this case, bias is the difference between the value of beta that was used as
input for the simulation and the value of beta that was estimated from the simulation.
From Table 3, we can also see that the relative bias is a function of sample size and it is
independent of the values of beta and eta. The average relative biases calculated from all
the simulation runs for the different sample sizes are summarized in the following table.
Table 5: Sample Size and the Corresponding Average Relative Bias
Sample Size (n) 5 10 20 50 100
Average Relative Bias (ARB) 42.55% 16.58% 7.45% 3.13% 1.92%
The relative bias (RB) of each combination is calculated using:

The following plot shows the data in Table 5.

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If we fit the data in Table 5 to a power function, then we have:

If the expected ARB is required to be less than 20%, then Eqn. (5) tells us that the number
of samples n to be used in a life test needs to be greater than 9. Therefore, Eqn. (5) can
be used to determine the sample size of a life test based on the required bias of beta.
Rule 2: Determine the Sample Size for a Life Test Based on the Ratio of the Upper and Lower
Bound of the Estimated Beta
The ratio of the bounds represents how wide the confidence bounds are. For a given
confidence level, the bigger the ratio, the larger the uncertainty of the estimation.

The 1-sided upper and lower bounds of beta, when estimated using MLE, can be obtained
by:

where is the 1- ∝ percentile of the standard normal distribution. The ratio of βU and
βL is:
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This ratio is usually used to represent the uncertainty of the estimate of beta. The larger
the sample size, the smaller the bounds ratio. Because the ratio is affected only by the
sample size, and not by the values of beta and eta, it follows that Rule 2 can also be used
to plan a life test without having to guess the values eta and beta for the Weibull
distribution.

From Tables 3 and 4, we can calculate the average coefficient of variation (ACV) for
different sample sizes, as shown in the next table.

Table 6: Sample Size and the Corresponding Average Coefficient of Variation

Sample Size (n) 5 10 20 50 100

0.5656 0.3139 0.1926 0.1097 0.0792

The following plot shows the data from Table 6.

If we fit the data in Table 6 to a power function, then we have:

For a 90% 1-sided confidence bound, the ratio of βL and βU is:

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If the expected bounds ratio is required to be less than 1.5, then Eqn. (9) tells us that the
value of the ACV needs to be less than 0.1582. Therefore, if we set the ACV to 0.1582 in
Eqn. (8), the minimum sample size n is estimated to be 30.59 or 31. The next example
validates Rule 2 using SimuMatic. A similar validation can be done for Rule 1.
Example 2:
• Assume the bounds ratio is required to be less than 1.5. From the study of Rule
2, we know that the minimum sample size is 31. In SimuMatic, create a new
simulation using the following settings:

Make sure that the number of points is 31, which is the minimum sample size.
Set the number of data sets to 1,000. For the 2P-Weibull parameters, we can
use any values for beta and eta because Rules 1 and 2 are not dependent on
those values. This is the beauty of these two rules. For this example, use Beta
= 2.3 and Eta = 1.
• On the Censoring tab, select No Censoring.
• On the Analysis tab, select Maximum Likelihood (MLE). Leave all other
settings at default. Click Generate to start the simulation.
In the results, view the “Sorted” data sheet. The following figure shows the
90% 1-sided lower confidence bound of beta.
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Shown next is the 90% 1-sided upper confidence bound of beta:

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The ratio of βU and βL is 2.8741/1.9605 = 1.4660, which is indeed less than the required
value of 1.5.
Conclusion
In this article, two simple rules are proposed for determining the sample size of a life test
where all samples are tested to failure. Eqns. (5) and (8) were created based on the
simulation results of SimuMatic. Although they are not from a rigid mathematic derivative,
examples show that they are accurate and simple to apply. Rule 2, however, is more
commonly used than Rule 1 because bias is usually not a big concern compared to the
uncertainty in the beta estimates. For more details on MLE and confidence bounds, please
refer to [1, 2]
References
[1] Meeker, W. and Escobar, L, Statistical Methods for Reliability Data, John Wiley & Sons,
Inc, New York, 1998.
[2] Nelson, W., Applied Life Data Analysis, John Wiley & Sons, Inc., New York, 1982.
Copyright ® 2011 ReliaSoft Corporation, ALL RIGHTS
RESERVED
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