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Quality and Reliability Methods - SAS

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Chapter 19 <strong>Reliability</strong> <strong>and</strong> Survival Analysis 363<br />

Univariate Survival Analysis<br />

The following table shows what to plot that makes a straight line fit for that distribution:<br />

Table 19.1 Straight Line Fits for Distribution<br />

Distribution Plot X Axis Y Axis Interpretation<br />

Exponential time -log(S) slope is 1/theta<br />

Weibull log(time) log(-log(S)) slope is beta<br />

Lognormal log(time) Probit(1-S) slope is 1/sigma<br />

Note: S = product-limit estimate of the survival distribution<br />

The exponential distribution is the simplest, with only one parameter, which we call theta. It is a<br />

constant-hazard distribution, with no memory of how long it has survived to affect how likely an event is.<br />

The parameter theta is the expected lifetime.<br />

The Weibull distribution is the most popular for event-time data. There are many ways in which different<br />

authors parameterize this distribution (as shown in Table 19.2 on page 364). JMP reports two<br />

parameterizations, labeled the lambda-delta extreme value parameterization <strong>and</strong> the Weibull alpha-beta<br />

parameterization. The alpha-beta parameterization is used in the <strong>Reliability</strong> literature. See Nelson (1990).<br />

Alpha is interpreted as the quantile at which 63.2% of the units fail. Beta is interpreted as follows: if beta>1,<br />

the hazard rate increases with time; if beta

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