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Visualizing uncertainty in reliability functions with application to aero engine overhaul
Authors:Mark Ebden  Armin Stranjak  Stephen Roberts
Institution:University of Oxford, UK;
Rolls-Royce plc, Derby, UK;
University of Oxford, UK
Abstract:Summary.  We propose an approach for estimating the date of lost confidence of jet engines, which are devices with multiple components subject to disruption. A mixed Weibull distribution is estimated from a large data set subject to censoring at various times. Parametric uncertainty is derived analytically and mapped visually onto the functions of use in reliability theory, including the hazard function. We demonstrate the use of the method on a database of disruption times for components in 325 jet engines.
Keywords:Mixed Weibull distribution  Model uncertainty  Survival analysis  Weibull mixture model
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