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Distribuciones de vida
Usamos el término distribuciones de vida para describir la colección de distribuciones de probabilidad estadística que
usamos en ingeniería de confiabilidad y análisis de datos de vida. Una distribución estadística se describe
completamente por su pdf (o función de densidad de probabilidad). En las secciones anteriores, usamos la definición
de pdf para mostrar cómo se pueden derivar todas las demás funciones más comúnmente utilizadas en ingeniería de
confiabilidad y análisis de datos de vida; a saber, la función de confiabilidad, la función de tasa de fallas, la función de
tiempo medio y la función de vida media, etc. Todos estos pueden determinarse directamente a partir de la pdf , o
f ( t. )Existen diferentes distribuciones, como la normal, exponencial, etc., y cada una de ellas tiene una forma
predefinida de f ( t. )Estas definiciones de distribución se pueden encontrar en muchas referencias. De hecho, se han
dedicado textos enteros a definir familias de distribuciones estadísticas. Estas distribuciones fueron formuladas por
estadísticos, matemáticos e ingenieros para modelar matemáticamente o representar cierto comportamiento. Por
ejemplo, la distribución de Weibull fue formulada por Waloddi Weibull y, por lo tanto, lleva su nombre. Algunas
distribuciones tienden a representar mejor los datos de vida y comúnmente se les llama Distribuciones de por vida .
Una de las distribuciones más simples y más utilizadas (y a menudo erróneamente sobreutilizada debido a su
simplicidad) es la distribución exponencial. El pdf de la distribución exponencial se define matemáticamente como:

-λt
F ( t ) = λ mi
En esta definición, tenga en cuenta que t es nuestra variable aleatoria, que representa el tiempo, y la letra griega
yo(lambda) representa lo que es comúnmente conocido como el parámetro de la distribución. Dependiendo del valor
de yo f, ( tse) escalará de manera diferente. Para cualquier distribución, el parámetro o parámetros de la distribución
se estiman a partir de los datos. Por ejemplo, la conocida distribución normal (o gaussiana) viene dada por:

t-μ 2
1 - 12 ( σ )
F(t) = σ √2 π
mi

μ, la media, y σ , la desviación estándar, son sus parámetros. Ambos parámetros se estiman a partir de los datos (es
decir, la media y la desviación estándar de los datos). Una vez que estos parámetros han sido estimados, nuestra
función f(t)está completamente definida y podemos obtener cualquier valor para f(t)dado cualquier valor de t .

Given the mathematical representation of a distribution, we can also derive all of the functions needed for life data
analysis, which again will depend only on the value of t after the value of the distribution parameter or parameters
have been estimated from data. For example, we know that the exponential distribution pdf is given by:

f(t) = λe−λt
Thus, the exponential reliability function can be derived as:

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t
R(t) =1 − ∫ λe−λs ds
0
=1 − [1 − e−λ⋅t ]
=e−λ⋅t
The exponential failure rate function is:

f(t)
λ(t) =
R(t)
λe−λt
= −λt
e
=λ
The exponential mean-time-to-failure (MTTF) is given by:

∞
μ =∫ t ⋅ f(t)dt
0
∞
=∫ t ⋅ λ ⋅ e−λt dt
0
1
=
λ
This exact same methodology can be applied to any distribution given its pdf, with various degrees of difficulty
depending on the complexity of f(t).

Parameter Types
Distributions can have any number of parameters. Do note that as the number of parameters increases, so does the
amount of data required for a proper fit. In general, the lifetime distributions used for reliability and life data
analysis are usually limited to a maximum of three parameters. These three parameters are usually known as the scale
parameter, the shape parameter and the location parameter.

Scale Parameter The scale parameter is the most common type of parameter. All distributions in this reference have
a scale parameter. In the case of one-parameter distributions, the sole parameter is the scale parameter. The scale
parameter defines where the bulk of the distribution lies, or how stretched out the distribution is. In the case of the
normal distribution, the scale parameter is the standard deviation.

Shape Parameter The shape parameter, as the name implies, helps define the shape of a distribution. Some
distributions, such as the exponential or normal, do not have a shape parameter since they have a predefined shape
that does not change. In the case of the normal distribution, the shape is always the familiar bell shape. The effect of
the shape parameter on a distribution is reflected in the shapes of the pdf, the reliability function and the failure rate
function.

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Location Parameter The location parameter is used to shift a distribution in one direction or another. The location
parameter, usually denoted as γ, defines the location of the origin of a distribution and can be either positive or
negative. In terms of lifetime distributions, the location parameter represents a time shift.

This means that the inclusion of a location parameter for a distribution whose domain is normally [0, ∞] will change
the domain to [γ, ∞], where γ can either be positive or negative. This can have some profound effects in terms of
reliability. For a positive location parameter, this indicates that the reliability for that particular distribution is always
100% up to that point. In other words, a failure cannot occur before this time γ . Many engineers feel uncomfortable in
saying that a failure will absolutely not happen before any given time. On the other hand, the argument can be made
that almost all life distributions have a location parameter, although many of them may be negligibly small. Similarly,
many people are uncomfortable with the concept of a negative location parameter, which states that failures
theoretically occur before time zero. Realistically, the calculation of a negative location parameter is indicative of
quiescent failures (failures that occur before a product is used for the first time) or of problems with the
manufacturing, packaging or shipping process. More attention will be given to the concept of the location parameter in
subsequent discussions of the exponential and Weibull distributions, which are the lifetime distributions that most
frequently employ the location parameter.

Most Commonly Used Distributions

There are many different lifetime distributions that can be used to model reliability data. Leemis [22] presents a good
overview of many of these distributions. In this reference, we will concentrate on the most commonly used and most
widely applicable distributions for life data analysis, as outlined in the following sections.

The Exponential Distribution

The exponential distribution is commonly used for components or systems exhibiting a constant failure rate. Due to
its simplicity, it has been widely employed, even in cases where it doesn't apply. In its most general case, the
2-parameter exponential distribution is defined by:

f(t) = λe−λ(t−γ)
Where λ is the constant failure rate in failures per unit of measurement (e.g., failures per hour, per cycle, etc.) and γ is
1
the location parameter. In addition, λ = m , where m is the mean time between failures (or to failure).

If the location parameter, γ , is assumed to be zero, then the distribution becomes the 1-parameter exponential or:

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f(t) = λe−λt
For a detailed discussion of this distribution, see The Exponential Distribution.

The Weibull Distribution

The Weibull distribution is a general purpose reliability distribution used to model material strength, times-to-failure
of electronic and mechanical components, equipment or systems. In its most general case, the 3-parameter Weibull pdf
is defined by:

t−γ β
β t−γ β−1 −( η )
f(t) = η( η ) e

where β = shape parameter, η = scale parameter and γ = location parameter.

If the location parameter, γ , is assumed to be zero, then the distribution becomes the 2-parameter Weibull or:

t β
β t β−1 −( η )
f(t) = η(η) e

One additional form is the 1-parameter Weibull distribution, which assumes that the location parameter, γ is zero, and
the shape parameter is a known constant, or β = constant = C , so:

t C
f(t) = C
η ( ηt )C−1 e−( η )

For a detailed discussion of this distribution, see The Weibull Distribution.

Bayesian-Weibull Analysis
Another approach is the Weibull-Bayesian analysis method, which assumes that the analyst has some prior knowledge
about the distribution of the shape parameter of the Weibull distribution (beta). There are many practical applications
for this model, particularly when dealing with small sample sizes and/or when some prior knowledge for the shape
parameter is available. For example, when a test is performed, there is often a good understanding about the behavior
of the failure mode under investigation, primarily through historical data or physics-of-failure.

Note that this is not the same as the so called "WeiBayes model," which is really a one-parameter Weibull distribution
that assumes a fixed value (constant) for the shape parameter and solves for the scale parameter. The Bayesian-
Weibull feature in Weibull++ is actually a true Bayesian model and offers an alternative to the one-parameter Weibull
by including the variation and uncertainty that is present in the prior estimation of the shape parameter.

This analysis method and its characteristics are presented in detail in Bayesian-Weibull Analysis.

The Normal Distribution

The normal distribution is commonly used for general reliability analysis, times-to-failure of simple electronic and
mechanical components, equipment or systems. The pdf of the normal distribution is given by:

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1 1 t−μ
− ( σ )2
f(t) = −− e 2
σ√2π
where μ is the mean of the normal times to failure and σ is the standard deviation of the times to failure.

The normal distribution and its characteristics are presented in The Normal Distribution.

The Lognormal Distribution

The lognormal distribution is commonly used for general reliability analysis, cycles-to-failure in fatigue, material
strengths and loading variables in probabilistic design. When the natural logarithms of the times-to-failure are
normally distributed, then we say that the data follow the lognormal distribution.

The pdf of the lognormal distribution is given by:

′ ′
1 1 t −μ
− ( )2
f(t) = −− e 2 σ
′

tσ √2π
′

f(t) ≥ 0, t > 0, σ ′ > 0

t′ = ln(t)
where μ′ is the mean of the natural logarithms of the times-to-failure and σ ′ is the standard deviation of the natural
logarithms of the times to failure.

For a detailed discussion of this distribution, see The Lognormal Distribution.

Other Distributions
In addition to the distributions mentioned above, which are more frequently used in life data analysis, the following
distributions also have a variety of applications and can be found in many statistical references. They are included in
Weibull++, as well as discussed in this reference.

The Mixed Weibull Distribution

The mixed Weibull distribution is commonly used for modeling the behavior of components or systems exhibiting
multiple failure modes (mixed populations). It gives the global picture of the life of a product by mixing different
Weibull distributions for different stages of the product’s life and is defined by:

β −( ηt )βi
fS (t) = ∑Si=1 pi ηi ( ηt )βi −1 e i
i i

where the value of S is equal to the number of subpopulations. Note that this results in a total of (3 ⋅ S − 1)
th
parameters. In other words, each population has a portion or mixing weight for the i population, a βi , or shape
th th
parameter for the i population and or scale parameter ni for i population. Note that the parameters are reduced
to (3 ⋅ S − 1), given the fact that the following condition can also be used:

∑si=1 pi = 1

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The mixed Weibull distribution and its characteristics are presented in The Mixed Weibull Distribution.

The Generalized Gamma Distribution

Compared to the other distributions previously discussed, the generalized gamma distribution is not as frequently used
for modeling life data; however, it has the the ability to mimic the attributes of other distributions, such as the Weibull
or lognormal, based on the values of the distribution’s parameters. This offers a compromise between two lifetime
distributions. The generalized gamma function is a three-parameter distribution with parameters μ, σ and λ . The pdf
of the distribution is given by,

⎧
⎪
⎪
⎪
ln(t)−μ
⎪
ln(t)−μ
⎪
1
⎪
λ⋅

⎪
λ⋅ σ +ln( 2 )−e σ
λ
|λ|
f(x) = ⎨
1
⋅ ⋅e λ2 if λ ≠ 0
⎪
σ⋅t 12
⎪
⎪
Γ( )
⎪
⎪
λ
⎪
⎩
⎪ 1
e
1 ln(t)−μ 2
− (
2 σ )
if λ = 0
t⋅σ√2π

where Γ(x) is the gamma function, defined by:

∞
Γ(x) = ∫0 sx−1 e−s ds
This distribution behaves as do other distributions based on the values of the parameters. For example, if λ = 1 , then
the distribution is identical to the Weibull distribution. If both λ = 1 and σ = 1, then the distribution is identical to
the exponential distribution, and for λ = 0, it is identical to the lognormal distribution. While the generalized gamma
distribution is not often used to model life data by itself, its ability to behave like other more commonly-used life
distributions is sometimes used to determine which of those life distributions should be used to model a particular set
of data.

The generalized gamma distribution and its characteristics are presented in The Generalized Gamma Distribution.

The Gamma Distribution

The gamma distribution is a flexible distribution that may offer a good fit to some sets of life data. Sometimes called
the Erlang distribution, the gamma distribution has applications in Bayesian analysis as a prior distribution, and it is
also commonly used in queueing theory.

The pdf of the gamma distribution is given by:

z
ekz−e
f(t) =
tΓ(k)
z =ln t − μ
where:

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μ =scale parameter
k =shape parameter
where 0 < t < ∞, −∞ < μ < ∞ and k > 0.
The gamma distribution and its characteristics are presented in The Gamma Distribution.

The Logistic Distribution

The logistic distribution has a shape very similar to the normal distribution (i.e., bell shaped), but with heavier tails.
Since the logistic distribution has closed form solutions for the reliability, cdf and failure rate functions, it is sometimes
preferred over the normal distribution, where these functions can only be obtained numerically.

The pdf of the logistic distribution is given by:

ez
f(t) =
σ(1 + ez )2
t−μ
z=
σ
σ >0
where:

¯¯¯¯
μ =location parameter (also denoted as T )
σ =scale parameter
The logistic distribution and its characteristics are presented in The Logistic Distribution.

The Loglogistic Distribution

As may be surmised from the name, the loglogistic distribution is similar to the logistic distribution. Specifically, the
data follows a loglogistic distribution when the natural logarithms of the times-to-failure follow a logistic distribution.
Accordingly, the loglogistic and lognormal distributions also share many similarities.

The pdf of the loglogistic distribution is given by:

ez
f(t) =
σt(1 + ez )2
t′ − μ
z=
σ
f(t) ≥0, t > 0, σ > 0,
t′ =ln(t)
where:

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μ =scale parameter
σ =shape parameter
The loglogistic distribution and its characteristics are presented in The Loglogistic Distribution.

The Gumbel Distribution

The Gumbel distribution is also referred to as the Smallest Extreme Value (SEV) distribution or the Smallest Extreme
Value (Type 1) distribution. The Gumbel distribution is appropriate for modeling strength, which is sometimes skewed
to the left (e.g., few weak units fail under low stress, while the rest fail at higher stresses). The Gumbel distribution
could also be appropriate for modeling the life of products that experience very quick wear out after reaching a certain
age.

The pdf of the Gumbel distribution is given by:

1 z
f(t) = ez−e
σ
t−μ
z=
σ
f(t) ≥0, σ > 0
where:

μ =location parameter
σ =scale parameter
The Gumbel distribution and its characteristics are presented in The Gumbel/SEV Distribution.

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