Reliability and Survival Methods

Version 11

JMP, A Business Unit of SASSAS Campus DriveCary, NC 27513

The real voyage of discovery consists not in seeking newlandscapes, but in having new eyes.

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Reliability and SurvivalMethods

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JMP 11 Reliability and Survival Methods

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ContentsReliability and Survival Methods

1 Learn about JMPDocumentation and Additional Resources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

Formatting Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

JMP Documentation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15JMP Documentation Library . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16JMP Help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

Additional Resources for Learning JMP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20Tutorials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21Sample Data Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21Learn about Statistical and JSL Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21Learn JMP Tips and Tricks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22Tooltips . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22JMP User Community . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22JMPer Cable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22JMP Books by Users . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23The JMP Starter Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

2 Introduction to Reliability and SurvivalLifetime and Failure Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

3 Life DistributionFit Distributions to Lifetime Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

Life Distribution Platform Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Example of the Life Distribution Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Launch the Life Distribution Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

The Life Distribution Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33Event Plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33Compare Distributions Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35Statistics Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

8 Reliability and Survival Methods

Competing Cause Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

Life Distribution Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

Additional Examples of the Life Distribution Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42Omit Competing Causes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42Change the Scale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

Statistical Details . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46Nonparametric Fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47Parametric Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

4 Fit Life by XFit Single-Factor Models to Time-to Event Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

Fit Life by X Platform Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

Example of the Fit Life by X Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

Launch the Fit Life by X Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63

The Fit Life by X Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65Summary of Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66Scatterplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66Nonparametric Overlay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68Comparisons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73Custom Relationship . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

Fit Life by X Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82

Additional Examples of the Fit Life by X Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83Capacitor Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83Custom Relationship Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

5 Recurrence AnalysisModel the Frequency of Cost of Recurrent Events over Time . . . . . . . . . . . . . . . . . . . . . . 89

Recurrence Analysis Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91

Example of the Recurrence Analysis Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91

Launch the Recurrence Analysis Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93

Recurrence Analysis Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95Fit Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96

Additional Examples of the Recurrence Analysis Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98Bladder Cancer Recurrences Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

Reliability and Survival Methods 9

Diesel Ship Engines Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102

6 DegradationModel Product Deterioration over Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

Degradation Platform Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

Example of the Degradation Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

Launch the Degradation Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

The Degradation Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112

Model Specification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114Simple Linear Path . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114Nonlinear Path . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

Inverse Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

Prediction Graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

Degradation Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

Model Reports . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131Model Lists . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132Reports . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132

Destructive Degradation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133

Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136

7 Reliability ForecastForecast Product Failure Using Production and Failure Data . . . . . . . . . . . . . . . . . . . . . . 139

Reliability Forecast Platform Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

Example Using the Reliability Forecast Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

Launch the Reliability Forecast Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144

The Reliability Forecast Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147Observed Data Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148Life Distribution Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149Forecast Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149

Reliability Forecast Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152

8 Reliability GrowthModel System Reliability as Changes are Implemented . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

Reliability Growth Platform Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155

Example Using the Reliability Growth Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155


Launch the Reliability Growth Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158Time to Event . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159Timestamp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160Event Count . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160By . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160Data Table Structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161

The Reliability Growth Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163Observed Data Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163

Reliability Growth Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165Fit Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166Script . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166

Fit Model Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167Crow AMSAA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167Fixed Parameter Crow AMSAA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173Piecewise Weibull NHPP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174Reinitialized Weibull NHPP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177Piecewise Weibull NHPP Change Point Detection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179

Additional Examples of the Reliability Growth Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181Piecewise NHPP Weibull Model Fitting with Interval-Censored Data . . . . . . . . . . . . . . 181Piecewise Weibull NHP Change Point Detection with Time in Dates Format . . . . . . . . 183

Statistical Details for the Reliability Growth Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185Statistical Details for the Crow-AMSAA Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185Statistical Details for the Piecewise Weibull NHPP Change Point Detection Report . . 186

9 Reliability Block DiagramEngineer System Reliabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187

Reliability Block Diagram Platform Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189

Example Using the Reliability Block Diagram Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189Add Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191Align Shapes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193Connect Shapes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194Configure Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195

The Reliability Block Diagram Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196Preview Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197

Reliability and Survival Methods 11

Reliability Block Diagram Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198Red Triangle Options for Designs and Library . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201Workspace Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202

Distribution Properties for Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202Configuration Settings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203Enter Nonparametric Distribution Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204

Profilers Available for Reliability Block Diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205Distribution Profiler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205Remaining Life Distribution Profiler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206Reliability Profiler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206Quantile Profiler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207Density Profiler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207Hazard Profiler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208Birnbaums Component Importance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208Remaining Life BCI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209Mean Time to Failure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210

Print Algebraic Reliability Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210

10 Survival AnalysisAnalyze Survival Time Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213

Survival Analysis Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215

Example of Survival Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216

Launch the Survival Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217

The Survival Plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218

Survival Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219Exponential, Weibull, and Lognormal Plots and Fits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222Fitted Distribution Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224Competing Causes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226

Additional Examples of Survival Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226Example of Competing Causes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228Example of Interval Censoring . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230

Statistical Reports for Survival Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232


11 Fit Parametric SurvivalFit Survival Data Using Regression Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235

Fit Parametric Survival Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237

Example of Parametric Regression Survival Fitting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237

Launch the Fit Parametric Survival Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239

The Parametric Survival Fit Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240

Fit Parametric Survival Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241

Nonlinear Parametric Survival Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243

Additional Examples of Fitting Parametric Survival . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243Arrhenius Accelerated Failure LogNormal Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243Interval-Censored Accelerated Failure Time Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246Analyze Censored Data Using the Nonlinear Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247Right-Censored Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248Weibull Loss Function Using the Nonlinear Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249Fitting Simple Survival Distributions Using the Nonlinear Platform . . . . . . . . . . . . . . . . 252

Statistical Details for Fit Parametric Survival . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254Loss Formulas for Survival Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254

12 Fit Proportional HazardsFit Survival Data Using Semi-Parametric Regression Models . . . . . . . . . . . . . . . . . . . . . 257

Fit Proportional Hazards Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259

Example of the Fit Proportional Hazards Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259Risk Ratios for One Nominal Effect with Two Levels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261

Launch the Fit Proportional Hazards Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261

The Fit Proportional Hazards Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262

Fit Proportional Hazards Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264

Example Using Multiple Effects and Multiple Levels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264Risk Ratios for Multiple Effects and Multiple Levels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267

A References

IndexReliability and Survival Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271

Chapter 1Learn about JMP

Documentation and Additional Resources

This chapter includes the following information:

book conventions

JMP documentation

JMP Help

additional resources, such as the following:

other JMP documentation

tutorials

indexes

Web resources

Figure 1.1 The JMP Help Home Window on Windows

Contents

Formatting Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

JMP Documentation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21JMP Documentation Library . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22JMP Help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

Additional Resources for Learning JMP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26Tutorials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27Sample Data Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27Learn about Statistical and JSL Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27Learn JMP Tips and Tricks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28Tooltips . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28JMP User Community . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28JMPer Cable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28JMP Books by Users . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29The JMP Starter Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Chapter 1 Learn about JMP 21Reliability and Survival Methods Formatting Conventions

Formatting Conventions

The following conventions help you relate written material to information that you see on your screen.

Sample data table names, column names, pathnames, filenames, file extensions, and folders appear in Helvetica font.

Code appears in Lucida Sans Typewriter font.

Code output appears in Lucida Sans Typewriter italic font and is indented farther than the preceding code.

Helvetica bold formatting indicates items that you select to complete a task:

buttons

check boxes

commands

list names that are selectable

menus

options

tab names

text boxes

The following items appear in italics:

words or phrases that are important or have definitions specific to JMP

book titles

variables

Features that are for JMP Pro only are noted with the JMP Pro icon . For an overview of JMP Pro features, visit http://www.jmp.com/software/pro/.

Note: Special information and limitations appear within a Note.

Tip: Helpful information appears within a Tip.

JMP Documentation

JMP offers documentation in various formats, from print books and Portable Document Format (PDF) to electronic books (e-books).

Open the PDF versions from the Help > Books menu or from the JMP online Help footers.

22 Learn about JMP Chapter 1JMP Documentation Reliability and Survival Methods

All books are also combined into one PDF file, called JMP Documentation Library, for convenient searching. Open the JMP Documentation Library PDF file from the Help > Books menu.

e-books are available at Amazon, Safari Books Online, and in the Apple iBookstore.

You can also purchase printed documentation on the SAS website:

http://support.sas.com/documentation/onlinedoc/jmp/index.html

JMP Documentation Library

The following table describes the purpose and content of each book in the JMP library.

Document Title Document Purpose Document Content

Discovering JMP If you are not familiar with JMP, start here.

Introduces you to JMP and gets you started creating and analyzing data.

Using JMP Learn about JMP data tables and how to perform basic operations.

Covers general JMP concepts and features that span across all of JMP, including importing data, modifying columns properties, sorting data, and connecting to SAS.

Basic Analysis Perform basic analysis using this document.

Describes these Analyze menu platforms:

Distribution

Fit Y by X

Matched Pairs

Tabulate

How to approximate sampling distributions using bootstrapping is also included.

Chapter 1 Learn about JMP 23Reliability and Survival Methods JMP Documentation

Essential Graphing Find the ideal graph for your data.

Describes these Graph menu platforms:

Graph Builder

Overlay Plot

Scatterplot 3D

Contour Plot

Bubble Plot

Parallel Plot

Cell Plot

Treemap

Scatterplot Matrix

Ternary Plot

Chart

Also covers how to create background and custom maps.

Profilers Learn how to use interactive profiling tools, which enable you to view cross-sections of any response surface.

Covers all profilers listed in the Graph menu. Analyzing noise factors is included along with running simulations using random inputs.

Design of Experiments Guide

Learn how to design experiments and determine appropriate sample sizes.

Covers all topics in the DOE menu.


24 Learn about JMP Chapter 1JMP Documentation Reliability and Survival Methods

Fitting Linear Models Learn about Fit Model platform and many of its personalities.

Describes these personalities, all available within the Analyze menu Fit Model platform:

Standard Least Squares

Stepwise

Generalized Regression

Mixed Model

MANOVA

Loglinear Variance

Nominal Logistic

Ordinal Logistic

Generalized Linear Model

Specialized Models Learn about additional modeling techniques.

Describes these Analyze > Modeling menu platforms:

Partition

Neural

Model Comparison

Nonlinear

Gaussian Process

Time Series

Response Screening

The Screening platform in the Analyze > Modeling menu is described in Design of Experiments Guide.

Multivariate Methods

Read about techniques for analyzing several variables simultaneously.

Describes these Analyze > Multivariate Methods menu platforms:

Multivariate

Cluster

Principal Components

Discriminant

Partial Least Squares


Chapter 1 Learn about JMP 25Reliability and Survival Methods JMP Documentation

Quality and Process Methods

Read about tools for evaluating and improving processes.

Describes these Analyze > Quality and Process menu platforms:

Control Chart Builder and individual control charts

Measurement Systems Analysis

Variability / Attribute Gauge Charts

Capability

Pareto Plot

Diagram

Reliability and Survival Methods

Learn to evaluate and improve reliability in a product or system and analyze survival data for people and products.

Describes these Analyze > Reliability and Survival menu platforms:

Life Distribution

Fit Life by X

Recurrence Analysis

Degradation

Reliability Forecast

Reliability Growth

Reliability Block Diagram

Survival

Fit Parametric Survival

Fit Proportional Hazards

Consumer Research Learn about methods for studying consumer preferences and using that insight to create better products and services.

Describes these Analyze > Consumer Research menu platforms:

Categorical

Factor Analysis

Choice

Uplift

Item Analysis


26 Learn about JMP Chapter 1Additional Resources for Learning JMP Reliability and Survival Methods

Note: The Books menu also contains two reference cards that can be printed: The Menu Card describes JMP menus, and the Quick Reference describes JMP keyboard shortcuts.

JMP Help

JMP Help is an abbreviated version of the documentation library that provides targeted information. You can open JMP Help in several ways:

On Windows, press the F1 key to open the Help system window.

Get help on a specific part of a data table or report window. Select the Help tool from the Tools menu and then click anywhere in a data table or report window to see the Help for that area.

Within a JMP window, click the Help button.

Search and view JMP Help on Windows using the Help > Help Contents, Search Help, and Help Index options. On Mac, select Help > JMP Help.

Search the Help at http://jmp.com/support/help/ (English only).

Additional Resources for Learning JMP

In addition to JMP documentation and JMP Help, you can also learn about JMP using the following resources:

Tutorials (see Tutorials on page 27)

Sample data (see Sample Data Tables on page 27)

Indexes (see Learn about Statistical and JSL Terms on page 27)

Scripting Guide Learn about taking advantage of the powerful JMP Scripting Language (JSL).

Covers a variety of topics, such as writing and debugging scripts, manipulating data tables, constructing display boxes, and creating JMP applications.

JSL Syntax Reference Read about many JSL functions on functions and their arguments, and messages that you send to objects and display boxes.

Includes syntax, examples, and notes for JSL commands.


Chapter 1 Learn about JMP 27Reliability and Survival Methods Additional Resources for Learning JMP

Tip of the Day (see Learn JMP Tips and Tricks on page 28)

Web resources (see JMP User Community on page 28)

JMPer Cable technical publication (see JMPer Cable on page 28)

Books about JMP (see JMP Books by Users on page 29)

JMP Starter (see The JMP Starter Window on page 29)

Tutorials

You can access JMP tutorials by selecting Help > Tutorials. The first item on the Tutorials menu is Tutorials Directory. This opens a new window with all the tutorials grouped by category.

If you are not familiar with JMP, then start with the Beginners Tutorial. It steps you through the JMP interface and explains the basics of using JMP.

The rest of the tutorials help you with specific aspects of JMP, such as creating a pie chart, using Graph Builder, and so on.

Sample Data Tables

All of the examples in the JMP documentation suite use sample data. Select Help > Sample Data to do the following actions:

Open the sample data directory.

Open an alphabetized list of all sample data tables.

Find a sample data table within a category.

Sample data tables are installed in the following directory:

On Windows: C:\Program Files\SAS\JMP\\Samples\Data

On Macintosh: \Library\Application Support\JMP\\Samples\Data

In JMP Pro, sample data is installed in the JMPPRO (rather than JMP) directory.

Learn about Statistical and JSL Terms

The Help menu contains the following indexes:

Statistics Index Provides definitions of statistical terms.

Scripting Index Lets you search for information about JSL functions, objects, and display boxes. You can also edit and run sample scripts from the Scripting Index.


Learn JMP Tips and Tricks

When you first start JMP, you see the Tip of the Day window. This window provides tips for using JMP.

To turn off the Tip of the Day, clear the Show tips at startup check box. To view it again, select Help > Tip of the Day. Or, you can turn it off using the Preferences window. See the Using JMP book for details.

Tooltips

JMP provides descriptive tooltips when you place your cursor over items, such as the following:

Menu or toolbar options

Labels in graphs

Text results in the report window (move your cursor in a circle to reveal)

Files or windows in the Home Window

Code in the Script Editor

Tip: You can hide tooltips in the JMP Preferences. Select File > Preferences > General (or JMP > Preferences > General on Macintosh) and then deselect Show menu tips.

JMP User Community

The JMP User Community provides a range of options to help you learn more about JMP and connect with other JMP users. The learning library of one-page guides, tutorials, and demos is a good place to start. And you can continue your education by registering for a variety of JMP training courses.

Other resources include a discussion forum, sample data and script file exchange, webcasts, and social networking groups.

To access JMP resources on the website, select Help > JMP User Community.

JMPer Cable

The JMPer Cable is a yearly technical publication targeted to users of JMP. The JMPer Cable is available on the JMP website:

http://www.jmp.com/about/newsletters/jmpercable/

Chapter 1 Learn about JMP 29Reliability and Survival Methods Additional Resources for Learning JMP

JMP Books by Users

Additional books about using JMP that are written by JMP users are available on the JMP website:

http://www.jmp.com/support/books.shtml

The JMP Starter Window

The JMP Starter window is a good place to begin if you are not familiar with JMP or data analysis. Options are categorized and described, and you launch them by clicking a button. The JMP Starter window covers many of the options found in the Analyze, Graph, Tables, and File menus.

To open the JMP Starter window, select View (Window on the Macintosh) > JMP Starter.

To display the JMP Starter automatically when you open JMP on Windows, select File > Preferences > General, and then select JMP Starter from the Initial JMP Window list. On Macintosh, select JMP > Preferences > Initial JMP Starter Window.

Chapter 2Introduction to Reliability and Survival

Lifetime and Failure Analysis

This book describes a number of methods and tools that are available in JMP to help you evaluate and improve reliability in a product or system and analyze survival data for people and products:

The Life Distribution platform enables you to analyze the lifespan of a product, component, or system to improve quality and reliability. This analysis helps you determine the best material and manufacturing process for the product, thereby increasing the quality and reliability of the product. For more information, see Chapter 3, Life Distribution.

The Fit Life by X platform helps you analyze lifetime events when only one factor is present. You can choose to model the relationship between the event and the factor using various transformations, or create a custom transformation of your data. For more information, see Chapter 4, Fit Life by X.

The Recurrence Analysis platform analyzes event times like the other Reliability and Survival methods, but the events can recur several times for each unit. Typically, these events occur when a unit breaks down, is repaired, and then put back into service after the repair. For more information, see Chapter 5, Recurrence Analysis.

The Degradation platform analyzes degradation data to predict pseudo failure times. These pseudo failure times can then be analyzed by other reliability platforms to estimate failure distributions. For more information, see Chapter 6, Degradation.

The Reliability Forecast platform helps you predict the number of future failures. The analysis estimates the parameters for a life distribution using production dates, failure dates, and production volume. For more information, see Chapter 7, Reliability Forecast.

The Reliability Growth platform models the change in reliability of a single repairable system over time as improvements are incorporated into its design. For more information, see Chapter 8, Reliability Growth.

The Reliability Block Diagram platform displays the reliability relationship between a system's components and, if reliability distributions are given to the components, analytically obtains the reliability behavior. For more information, see Chapter 9, Reliability Block Diagram.

The Survival platform computes survival estimates for one or more groups. It can be used as a complete analysis or is useful as an exploratory analysis to gain information for more complex model fitting. For more information, see Chapter 10, Survival Analysis.

26 Introduction to Reliability and Survival Chapter 2Reliability and Survival Methods

The Fit Parametric Survival platform fits the time to event variable using linear regression models that can involve both location and scale effects. The fit is performed using several distributions. For more information, see Chapter 11, Fit Parametric Survival.

The Fit Proportional Hazards platform fits the Cox proportional hazards model, which assumes a multiplying relationship between predictors and the hazard function. For more information, see Chapter 12, Fit Proportional Hazards.

Chapter 3Life Distribution

Fit Distributions to Lifetime Data

The Life Distribution platform helps you discover distributional properties of time-to-event data. In one graph, you can compare common distributions (such as Weibull, Frchet, and extreme values) and decide which distribution best fits your data. Analyzing multiple causes of failure and censored data are other important options in Life Distribution.

Figure 3.1 Distributional Fits and Comparisons

Contents

Life Distribution Platform Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Example of the Life Distribution Platform. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Launch the Life Distribution Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

The Life Distribution Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33Event Plot. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33Compare Distributions Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35Statistics Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36Competing Cause Report. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

Life Distribution Platform Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

Additional Examples of the Life Distribution Platform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42Omit Competing Causes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42Change the Scale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

Statistical Details . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46Nonparametric Fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47Parametric Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

Chapter 3 Life Distribution 29Reliability and Survival Methods Life Distribution Platform Overview

Life Distribution Platform Overview

Life data analysis, or life distribution analysis, is the process of analyzing the lifespan of a product, component, or system to improve quality and reliability. For example, you can observe failure rates over time to predict when a computer component might fail. This analysis then helps you determine the best material and manufacturing process for the product, increasing the quality and reliability of the product. Decisions on warranty periods and advertising claims can also be more accurate.

With the Life Distribution platform, you can analyze censored data in which some time observations are unknown. And if there are potentially multiple causes of failure, you can analyze the competing causes to estimate which cause is more influential.

You can use the Reliability Test Plan and Reliability Demonstration calculators to choose the appropriate sample sizes for reliability studies. The calculators are found at DOE > Sample Size and Power.

Example of the Life Distribution Platform

Suppose you have failure times for 70 engine fans, with some of the failure times censored. You want to fit a distribution to the failure times and then estimate various measurements of reliability.

1. Open the Fan.jmp sample data table in the Reliability folder.

2. Select Analyze > Reliability and Survival > Life Distribution.

3. Select Time and click Y, Time to Event.

4. Select Censor and click Censor.

5. Click OK.

The Life Distribution report window appears.

6. In the Compare Distribution report, select Lognormal distribution and the corresponding Scale radio button.

A probability plot appears in the report window (Figure 3.2).

30 Life Distribution Chapter 3Example of the Life Distribution Platform Reliability and Survival Methods

Figure 3.2 Probability Plot

In the probability plot, the data points fit reasonably well along the red line.

Below the Compare Distributions report, the Statistics report appears (Figure 3.3). This report provides statistics on model comparisons, nonparametric and parametric estimates, profilers, and more.

simultaneous confidence intervals

pointwise confidence interval of the cumulative distribution estimate

cumulative distribution estimate

Chapter 3 Life Distribution 31Reliability and Survival Methods Example of the Life Distribution Platform

Figure 3.3 Statistics Report

The parameter estimates are provided for the distribution. The profilers are useful for visualizing the fitted distribution and estimating probabilities and quantiles. In the preceding report, the Quantile Profiler tells us that the median estimate is 25,418.67 hours.

Launch the Life Distribution Platform

Launch the Life Distribution platform by selecting Analyze > Reliability and Survival > Life Distribution.

Figure 3.4 Life Distribution Launch Window

32 Life Distribution Chapter 3Example of the Life Distribution Platform Reliability and Survival Methods

The Life Distribution launch window contains the following options:

Y, Time to Event The time to event (such as the time to failure) or time to censoring. With interval censoring, specify two Y variables, where one Y variable gives the lower limit and the other Y variable gives the upper limit for each unit. For details about censoring, see Event Plot on page 33.

Censor Identifies censored observations. In your data table, 1 indicates a censored observation; 0 indicates an uncensored observation.

Failure Cause The column that contains multiple failure causes. This data helps you identify the most influential causes. If a Failure Cause column is selected, then a section is added to the window:

Check boxes appear that allow the failure mode to use ZI Distributions, TH Distributions, DS Distributions, Fixed Parameter Models or Bayesian models for the analysis.

Distribution specifies the distribution to fit for each failure cause. Select one distribution to fit for all causes; select Individual Best to let the platform automatically choose the best fit for each cause; or select Manual Pick to manually choose the distribution to fit for each failure cause after JMP creates the Life Distribution report. You can also change the distribution fits on the Life Distribution report itself.

Comparison Criterion is an option only when you choose the Individual Best distribution fit. Select the method by which JMP chooses the best distribution: Akaike Information Criterion Corrected (AICc), Bayesian Information Criterion (BIC), or -2Loglikelihood. You can change the method later in the Model Comparisons report. (See Model Comparisons on page 36 for details.)

Censor Indicator in Failure Cause Column identifies the indicator used in the Failure Cause column for observations that did not fail. Select this option and then enter the indicator in the box that appears.

See Meeker and Escobar (1998, chap. 15) for a discussion of multiple failure causes. Omit Competing Causes on page 42 also illustrates how to analyze multiple causes.

Freq Frequencies or observation counts when there are multiple units. If the value is 0 or a positive integer, then the value represents the frequencies or counts of observations for each row when there are multiple units recorded.

Label Is an identifier other than the row number. These labels appear on the y axis in the event plot.

Censor Code Identifies censored observations. By default, 1 indicates censored observations; all other values or missing values are uncensored observations.

JMP attempts to detect the censor code and display it in the list. You can select another code from the list or select Other to specify a code.

Chapter 3 Life Distribution 33Reliability and Survival Methods The Life Distribution Report

Select Confidence Interval Method Defines the method for computing confidence intervals for the parameters. The default is Wald, but you can select Likelihood instead. For the Custom Estimation report, for Wald type interval methods, the computations for the confidence intervals for the cumulative distribution function (cdf) start with Wald confidence intervals on the standardized variable. Next, the intervals are transformed to the cdf scale. The confidence intervals given in the other graphs and profilers are transformed Wald intervals. Joint confidence intervals for the parameters of a two-parameter distribution are shown in the log-likelihood contour plots. They are based on approximate likelihood ratios for the parameters. For more information, refer to Statistical Details on page 46.

The Life Distribution Report

The report window contains three main sections:

Event Plot on page 33

Compare Distributions Report on page 35

Statistics Report on page 36

When you select a Failure Cause column on the launch window, the report window also contains the following reports:

Cause Combination Report on page 39

Individual Causes Report on page 40

Event Plot

Click the Event Plot disclosure icon to see a plot of the failure or censoring times. The following Event Plot for the Censor Labels.jmp sample data table shows a mix of censored data (Figure 3.5).

34 Life Distribution Chapter 3The Life Distribution Report Reliability and Survival Methods

Figure 3.5 Event Plot for Mixed-Censored Data

In the Event Plot, the dots represent time measurements. The line indicates that the unit failed and was removed from observation.

Other line styles indicate the type of censored data.

Right-Censored Values

indicates that the unit did not fail during the study. The unit will fail in the future, but you do not know when.

In the data table, right-censored values have one time value and a censor value or two time values.

Left-Censored Values

indicates that the unit failed during the study, but you do not know when (for example, a unit stopped working before inspection).

In a data table, left-censored values have two time values; the left value is missing, the right value is the end time.

Interval-Censored Values

indicates that observations were recorded at regular intervals until the unit failed. The failure could have occurred anytime after the last observation was recorded. Interval censoring narrows down the failure time, but left censoring only tells you that the unit failed.

Figure 3.6 shows the data table for mixed-censored data.

right censored (middle two lines)

interval censored (next two lines)

left censored (bottom two lines)

failure (top line)


Figure 3.6 Censored Data Types

Compare Distributions Report

The Compare Distributions report lets you fit different distributions to the data and compare the fits. The default plot contains the nonparametric estimates (Kaplan-Meier-Turnbull) with their confidence intervals.

When you select a distribution method, the following events occur:

The distributions are fit and a Parametric Estimate report appears. See Parametric Estimate on page 37.

The cumulative distribution estimates appear on the probability plot (in Figure 3.7, the magenta and yellow lines).

The nonparametric estimates (or horizontal blue lines) also appear initially (unless all data is right censored). For right-censored data, the plot shows no nonparametric estimates.

The shaded regions indicate confidence intervals for the cumulative distributions.

A profiler for each distribution shows the cumulative probability of failure for a given period of time.

Figure 3.7 shows an example of the Compare Distributions report.

interval censored (rows five and six)

right censored (rows three and four)

left censored (rows one and two)


Figure 3.7 Comparing Distributions

Statistics Report

The Statistics report includes summary information such as the number of observations, the nonparametric estimates, and parametric estimates.

Model Comparisons

The Model Comparisons report provides fit statistics for each fitted distribution. AICc, BIC, and -2Loglikelihood statistics are sorted to show the best fitting distribution first. Initially, the rows are sorted by AICc.

To change the statistic used to sort the report, select Comparison Criterion from the Life Distribution red triangle menu. If the three criteria agree on the best fit, the sorting does not change. See Life Distribution Platform Options on page 40 for details about this option.

Summary of Data

The Summary of Data report shows the number of observations, the number of uncensored values, and the censored values of each type.

Nonparametric Estimate

The Nonparametric Estimate report shows nonparametric estimates for each observation. For right-censored data, the report has midpoint-adjusted Kaplan-Meier estimates, standard


Kaplan-Meier estimates, pointwise confidence intervals, and simultaneous confidence intervals.

For interval-censored data, the report has Turnbull estimates, pointwise confidence intervals, and simultaneous confidence intervals

Pointwise estimates are in the Lower 95% and Upper 95% columns. These estimates tell you the probability that each unit will fail at any given point in time.

See Nonparametric Fit on page 47 for more information about nonparametric estimates.

Parametric Estimate

The Parametric Estimate reports summarizes information about each fitted distribution.

Above each Covariance Matrix report, the parameter estimates with standard errors and confidence intervals are shown. The information criteria results used in model comparisons are also provided.

Covariance Matrix Reports

For each distribution, the Covariance Matrix report shows the covariance matrix for the estimates.

Profilers

Four types of profilers appear for each distribution:

The Distribution Profiler shows cumulative failure probability as a function of time.

The Quantile Profiler shows failure time as a function of cumulative probability.

The Hazard Profiler shows the hazard rate as a function of time.

The Density Profiler shows the density for the distribution.

Parametric Estimate Options

The Parametric Estimate red triangle menu has the following options:

Save Probability Estimates Saves the estimated failure probabilities and confidence intervals to the data table.

Save Quantile Estimates Saves the estimated quantiles and confidence intervals to the data table.

Save Hazard Estimates Saves the estimated hazard values and confidence intervals to the data table.

Show Likelihood Contour Shows or hides a contour plot of the likelihood function. If you have selected the Weibull distribution, a second contour plot appears that shows


alpha-beta parameterization. This option is available only for distributions with two parameters.

Show Likelihood Profile Shows or hides a profiler of the likelihood function.

Fix Parameter Specifies the value of parameters. Enter the new location or scale, select the appropriate check box, and then click Update. JMP re-estimates the other parameters, covariances, and profilers based on the new parameters.

Note that for the Weibull distribution, the Fix Parameter option lets you select the Weibayes method.

Bayesian Estimates Performs Bayesian estimation of parameters for certain distributions based on three methods of prior distribution (Location and Scale Priors, Quantile and Parameter Priors, and Failure Probability Priors). This option is not available for all distributions. Select a prior from the Bayesian Estimation red triangle menu to view the associated parameters:

Location and Scale Priors - Specify parameters for prior distributions. Select the red triangle next to the prior distributions to select a different distribution for each parameter. You can enter new values for the hyperparameters of the priors. You can also enter the number of Monte Carlo simulation points and a random seed (should be a positive integer greater than 1), and select to show a scatter plot.

Quantile and Parameter Priors - Specify ranges for quantile and scale. Select the red triangle next to the prior distributions to select a different distribution for each parameter. You can enter new values for the probability and limits. You can also enter the number of Monte Carlo simulation points and a random seed (should be a positive integer greater than 1), and select to show a scatter plot (Meeker and Escobar 1998).

Failure Probability Priors - Specify failure probability by estimates, error percentages, and ranges. You can enter new values for the failure probability, probability estimates, and estimate errors. A prior probability function versus time plot is displayed. You can also enter the number of Monte Carlo simulation points and a random seed (should be a positive integer greater than 1), and select to show a scatter plot (Kaminskiy and Krivtsov, 2005).

After you click Fit Model, a new report called Bayesian Estimates shows summary statistics of the posterior distribution of each parameter and a scatterplot of the simulated posterior observations. In addition, profilers help you visualize the fitted life distribution based on the posterior medians.

If you have zero failure data, it is possible to run a Bayesian estimation. A preference, Weibayes Only for Zero Failure Data, exists that ensures the Weibayes method is used for zero failure data analysis. The preference is on by default (similar to the behavior in previous releases). If you have zero failure data and want to run a full Bayesian estimation, you can uncheck the platform preference to run a full analysis. To access the preference, select File > Preferences > Platform > Life Distribution.


Custom Estimation Predicts failure probabilities, survival probabilities, and quantiles for specific time and probability values. Each estimate has its own section. Enter a new time and press the Enter key to see the new estimate. To calculate multiple estimates, click the plus sign, enter another time in the box, and then press Enter.

Mean Remaining Life Estimates the mean remaining life of a unit. Enter a hypothetical time and press Enter to see the estimate. As with the custom estimations, you can click the plus sign and enter additional times. This statistic is available for the following distributions: Lognormal, Weibull, Loglogistic, Frchet, Normal, SEV, Logistic, LEV, and Exponential.

For more information about the distributions used in parametric estimates, see Parametric Distributions on page 47.

Competing Cause Report

In the Life Distribution launch window, you select a Failure Cause column to analyze several potential causes of failures. The result is a Competing Cause report, which contains Cause Combination, Statistics, and Individual Causes reports.

Cause Combination Report

The Cause Combination report shows a probability plot of the fitted distributions for each cause. Curves for each failure cause initially have a linear probability scale.

The aggregated overall failure rate is also shown in the probability plot. As you interact with the report, statistics for the aggregated model are re-evaluated.

To see estimates for another distribution, select the distribution in the Scale column. Change the Scale on page 44 illustrates how changing the scale affects the distribution fit.

To exclude a specific failure cause from the analysis, select Omit next to the cause. The graph is instantly updated.

JMP considers the omitted causes to have been fixed. This option is important when you identify which failure causes to correct or when a particular cause is no longer relevant.

Omit Competing Causes on page 42 illustrates the effect of omitting causes.

To change the distribution for a specific failure cause, select the distribution from the Distribution list. Click Update Model to show the new distribution fit on the graph.

Statistics Report for Competing Causes

The Statistics report for competing causes shows the following information:

40 Life Distribution Chapter 3Life Distribution Platform Options Reliability and Survival Methods

Cause Summary

The Cause Summary report shows the number of failures for individual causes and lists the parameter estimates for the distribution fit to each failure cause.

The Cause column shows either labels of causes or the censor code.

The second column indicates whether the cause has enough failure events to consider. A cause with fewer than two events is considered right censored. That is, no units failed because of that cause. The column also identifies omitted causes.

The Counts column lists the number of failures for each cause.

The Distribution column specifies the chosen distribution for the individual causes.

The Parm_n columns show the parametric estimates for each cause.

Options for saving probability, quantile, hazard, and density estimates for the aggregated failure distribution are in the Cause Summary red triangle menu.

Profilers

The Distribution, Quantile, Hazard, and Density profilers help you visualize the aggregated failure distribution. As in other platforms, you can explore various perspectives of your data with these profilers.

Individual Subdistribution Profilers

To show the profiler for each individual cause distribution, select Show Subdistributions from the Competing Cause red triangle menu. The Individual Sub-distribution Profiler for Cause report appears under the other profilers. Select a cause from the list to see a profiler of the distributions CDF.

Individual Causes Report

The Individual Causes report shows summary statistics and distribution fit information for individual failure causes. The reports are identical to those described in the following sections:

Compare Distributions Report on page 35

Statistics Report on page 36

Life Distribution Platform Options

The Life Distribution platform has the following options on the platform red triangle menu:

Fit All Distributions Shows the best fit for all distributions. Change the criteria for finding the best distributions with the Comparison Criterion option.

Chapter 3 Life Distribution 41Reliability and Survival Methods Life Distribution Platform Options

Fit All Non-negative Fits all nonnegative distributions (Exponential, Lognormal, Loglogistic, Frchet, Weibull, and Generalized Gamma) and shows the best fit. The option does not include DS or TH distributions. If the data have negative values, then the option produces no results. If the data have zeros, it fits all four zero-inflated (ZI) distributions, including the ZI Lognormal, ZI Weibull, ZI Loglogistic, and the ZI Frchet distributions. For details about zero-inflated distributions, see Zero-Inflated Distributions on page 57.

Fit All DS Distributions Fits all defective subpopulation distributions. For details about defective subpopulation distributions, see Distributions for Defective Subpopulations on page 57.

Show Points Shows or hides data points in the probability plot. The Life Distribution platform uses the midpoint estimates of the step function to construct probability plots. When you deselect Show Points, the midpoint estimates are replaced by Kaplan-Meier estimates.

Show Survival Curve Toggles between the failure probability and the survival curves on the Compare Distributions probability plot.

Show Quantile Functions Shows or hides the Quantile Profiler for the selected distribution(s).

Show Hazard Functions Shows or hides the Hazard Profiler for the selected distribution(s).

Show Statistics Shows or hides the Statistics report. See Statistics Report on page 36 for details.

Tabbed Report Shows graphs and data on individual tabs rather than in the default outline style.

Show Confidence Area Shows or hides the shaded confidence regions in the plots.

Interval Type The type of confidence interval shown on the Nonparametric fit probability plot (either pointwise estimates or simultaneous estimates).

Change Confidence Level Lets you change the confidence level for the entire platform. All plots and reports update accordingly.

Comparison Criterion Lets you select the distribution comparison criterion.

Table 3.1 Comparison Criteria

Criterion Formulaa Description

-2loglikelihood

Not given Minus two times the natural log of the likelihood function evaluated at the best-fit parameter estimates

BIC Schwarzs Bayesian Information Criterion

BIC = -2loglikelihood k n( )ln+

42 Life Distribution Chapter 3Additional Examples of the Life Distribution Platform Reliability and Survival Methods

For all three criteria, models with smaller values are better. The comparison criterion that you select should be based on knowledge of the data as well as personal preference. Burnham and Anderson (2004) and Akaike (1974) discuss using AICc and BIC for model selection.

Additional Examples of the Life Distribution Platform

This section includes examples of omitting competing causes and changing the distribution scale.

Omit Competing Causes

This example illustrates how to decide on the best fit for competing causes.

1. Open the Blenders.jmp sample data table in the Reliability folder.

2. Select Analyze > Reliability and Survival > Life Distribution.

3. Select Time Cycles and click Y, Time to Event.

4. Select Causes and click Failure Cause.

5. Select Censor and click Censor.

6. Select Individual Best as the Distribution.

7. Make sure that AICc is the Comparison Criterion.

8. Click OK.

On the Competing Cause report, JMP shows the best distribution fit for each failure cause.

AICc Corrected Akaikes Information Criterion

a. k =The number of estimated parameters in the model; n = The number of observations in thedata set.

Table 3.1 Comparison Criteria (Continued)

Criterion Formulaa Description

AICc -2loglikelihood 2k nn k 1--------------------- +=

AICc AIC 2k k 1+( )n k 1-----------------------+=

Chapter 3 Life Distribution 43Reliability and Survival Methods Additional Examples of the Life Distribution Platform

Figure 3.8 Initial Competing Cause Report

9. In the Quantile Profiler, type 0.1 for the probability.

The estimated time for 10% of the failures is 200.

Figure 3.9 Estimated Failure Time for 10% of the Units

10. Select Omit for bearing seal, belt, container throw, cord short, and engine fan (the causes with the fewest failures).

The estimated time for 10% of the failures is now 263.

44 Life Distribution Chapter 3Additional Examples of the Life Distribution Platform Reliability and Survival Methods

Figure 3.10 Updated Failure Time

When power switch and stripped gear are the only causes of failure, the estimated time for 10% of the failures increases approximately 31%.

Change the Scale

In the initial Compare Distributions report, the probability and time axes are linear. But suppose that you want to see distribution estimates on a Frchet scale.1

1. Follow step 1 through step 5 in Example of the Life Distribution Platform on page 29.

2. In the Compare Distributions report, select Frchet in the Scale column.

3. Select Interval Type > Pointwise on the red triangle menu.

1. Using different scales is sometimes referred to as drawing the distribution on different types of probability paper.

Chapter 3 Life Distribution 45Reliability and Survival Methods Additional Examples of the Life Distribution Platform

Figure 3.11 Nonparametric Estimates with a Frchet Probability Scale

Using a Frchet scale, the nonparametric estimates approximate a straight line, meaning that a Frchet fit might be reasonable.

4. Select SEV in the Scale column.

The nonparametric estimates no longer approximate a straight line (Figure 3.12). You now know that the SEV distribution is not appropriate.

nonparametric estimates

46 Life Distribution Chapter 3Statistical Details Reliability and Survival Methods

Figure 3.12 Nonparametric Estimates with a SEV Probability Scale

Statistical Details

This section provides details for the distributional fits in the Life Distribution platform. Meeker and Escobar (1998, chaps. 2-5) is an excellent source of theory, application, and discussion for both the nonparametric and parametric details that follow.

The parameters of all distributions, unless otherwise noted, are estimated via maximum likelihood estimates (MLEs). The only exceptions are the threshold distributions. If the smallest observation is an exact failure, then this observation is treated as interval-censored with a small interval. The parameter estimates are the MLEs estimated from this slightly modified data set. Without this modification, the likelihood can be unbounded, so an MLE might not exist. This approach is similar to that described in Meeker and Escobar (1998, p. 275), except that only the smallest exact failure is censored. This is the minimal change to the data that guarantees boundedness of the likelihood function.

Two methods exist in the Life Distribution platform for calculating the confidence intervals of the distribution parameters. These methods are labeled as Wald or Likelihood and can be selected in the launch window for the Life Distribution platform. Wald confidence intervals are used as the default setting. The computations for the confidence intervals for the cumulative distribution function (cdf) start with Wald confidence intervals on the standardized variable. Next, the intervals are transformed to the cdf scale (Nelson, 1982, pp. 332-333 and pp. 346-347). The confidence intervals given in the other graphs and profilers are transformed Wald intervals (Meeker and Escobar, 1998, chap. 7). Joint confidence intervals for the parameters of a two-parameter distribution are shown in the log-likelihood contour

Chapter 3 Life Distribution 47Reliability and Survival Methods Statistical Details

plots. They are based on approximate likelihood ratios for the parameters (Meeker and Escobar, 1998, chap. 8).

Nonparametric Fit

A nonparametric fit describes the basic curve of a distribution. For data with no censoring (failures only) and for data where the observations consist of both failures and right-censoring, JMP uses Kaplan-Meier estimates. For mixed, interval, or left censoring, JMP uses Turnbull estimates. When your data set contains only right-censored data, the Nonparametric Estimate report indicates that the nonparametric estimate cannot be calculated.

The Life Distribution platform uses the midpoint estimates of the step function to construct probability plots. The midpoint estimate is halfway between (or the average of) the current and previous Kaplan-Meier estimates.

Parametric Distributions

Parametric distributions provide a more concise distribution fit than nonparametric distributions. The estimates of failure-time distributions are also smoother. Parametric models are also useful for extrapolation (in time) to the lower or upper tails of a distribution.

Note: Many distributions in the Life Distribution platform are parameterized by location and scale. For lognormal fits, the median is also provided. And a threshold parameter is also included in threshold distributions. Location corresponds to , scale corresponds to , and threshold corresponds to .

Lognormal

Lognormal distributions are used commonly for failure times when the range of the data is several powers of ten. This distribution is often considered as the multiplicative product of many small positive identically independently distributed random variables. It is reasonable when the log of the data values appears normally distributed. Examples of data appropriately modeled by the lognormal distribution include hospital cost data, metal fatigue crack growth, and the survival time of bacteria subjected to disinfectants. The pdf curve is usually characterized by strong right-skewness. The lognormal pdf and cdf are:

,

where

f x ,;( ) 1x------norx( )log

-------------------------- x 0>,=

F x ,;( ) norx( )log

--------------------------=

48 Life Distribution Chapter 3Statistical Details Reliability and Survival Methods

and

are the pdf and cdf, respectively, for the standardized normal, or nor( = 0, = 1) distribution.

Weibull

The Weibull distribution can be used to model failure time data with either an increasing or a decreasing hazard rate. It is used frequently in reliability analysis because of its tremendous flexibility in modeling many different types of data, based on the values of the shape parameter, . This distribution has been successfully used for describing the failure of electronic components, roller bearings, capacitors, and ceramics. Various shapes of the Weibull distribution can be revealed by changing the scale parameter, , and the shape parameter, . (See Fit Distribution in the Advanced Univariate Analysis chapter, p. 61.) The Weibull pdf and cdf are commonly represented as:

,

where is a scale parameter, and is a shape parameter. The Weibull distribution is particularly versatile because it reduces to an exponential distribution when = 1. An alternative parameterization commonly used in the literature and in JMP is to use as the scale parameter and as the location parameter. These are easily converted to an and parameterization by

and

The pdf and the cdf of the Weibull distribution are also expressed as a log-transformed smallest extreme value distribution (SEV). This uses a location scale parameterization, with = log() and = 1/,

nor z( )12

---------- z2

2----- exp=

nor z( ) nor w( ) wd

z=

f x ,;( )

------x 1( ) x

---

; x 0> 0 ,>, 0>exp=

F x ,;( ) 1 x---

exp=

( )exp=

1---=

f x ,;( ) 1x------sevx( )log

-------------------------- x 0 0>,>,=

Chapter 3 Life Distribution 49Reliability and Survival Methods Statistical Details

where

and

are the pdf and cdf, respectively, for the standardized smallest extreme value ( = 0, = 1) distribution.

Loglogistic

The pdf of the loglogistic distribution is similar in shape to the lognormal distribution but has heavier tails. It is often used to model data exhibiting non-monotonic hazard functions, such as cancer mortality and financial wealth. The loglogistic pdf and cdf are:

,

where

and

are the pdf and cdf, respectively, for the standardized logistic or logis distribution( = 0, = 1).

Frchet

The Frchet distribution is known as a log-largest extreme value distribution or sometimes as a Frchet distribution of maxima when it is parameterized as the reciprocal of a Weibull distribution. This distribution is commonly used for financial data. The pdf and cdf are:

F x ,;( ) sevx( )log

--------------------------=

sev z( ) z z( )exp[ ]exp=

sev z( ) 1 z( )exp[ ]exp=

f x ,;( ) 1x------logisx )(log

---------------------------=

F x ,;( ) logisx )(log

----------------------

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Reliability and Survival Methods