Life distribution: The failure rate/probability plot does not match with the tableHello,
I am new to the JMP life distribution plot.
I think it is a basic understanding issue.
The below is the test table I made.
According to the description: https://www.jmp.com/support/help/en/18.1/index.shtml#page/jmp/event-plot.shtml#ww1386833
I think it meas there are total 100 samples.
And exactly at 4 readings: 50, 100, 150 and 200, there are 25 new failures happened.
So the failure rate I expected will be:
50, 25%
100, 50%,
150, 75%
200,100%.
Then I lauch the life distribution with setting as below:
However, the dots in the Weibull plot are very different from the failure rate I expected.
For example, the first read point at time 50 has failure rate as ~13%.
I don't understand why.
Could you help me with this?
Thank you very much for your help!
I am using JMP17
Reliability AnalysisRe: Life distribution: The failure rate/probability plot does not match with the tableFor large N the estimated percent is
rank/ ( N + 1)
For N=4 you would get 0.2, 0.4, 0.6 and 0.8.
(instead of the 0.25, 0.5, 0.75, 1 which you expected)
For small N the estimated percent is "corrected". There are several approaches for the correction.
I have seen an overview in Wikipedia - I will try to find it ...
Re: Life distribution: The failure rate/probability plot does not match with the tableIt's kind of surprising that "N" is just 4 - because of 4 rows?
And not 100 - because of Freq = 25+25+25+25.
So, users should not be lazy, an use multiple lines instead of aggregating results via Freq : )
the same input, using 100 rows:
Re: Life distribution: The failure rate/probability plot does not match with the tableHi Hogi,
Thank you for your reply.
I think you meant the probability is an estimate instead of a measured value, so the it won't be the same as the actual failure rate in the test.
Is that correct?
In that case, I wonder if there is a document explains the thoughts and math behind it? I tried the JMP document but had no luck.
And if I want to do the plot as my acual failure rate, is there a way to do it in JMP?
Thank you.
Re: Life distribution: The failure rate/probability plot does not match with the tableSorry, my first guess was wrong.
I just checked the probability values in Life Distribution for tables with different numbers of rows. *)
Seems that life distribution uses Hazen (Midpoint) plotting positions - independent of the number of data points:
prob = (rank - 0.5) / N
aka "Weibull" is what you get when you use the right click "new formula column" menu in the data table:
Here is an overview of different plotting positions which are available in MatPlotLib (via the "postype" argument)
from: https://matplotlib.org/mpl-probscale/tutorial/closer_look_at_plot_pos.html
seg = current report () ["Compare Distributions",FrameBox(1)] << find seg (Marker Seg( 1 ));
data= seg <<GET y="" values=""></GET>
*) get Y positions from a Marker Seg
Re: Life distribution: The failure rate/probability plot does not match with the tableThank you Hogi.
I will read into it.
Re: Life distribution: The failure rate/probability plot does not match with the table
@Doraemon214 wrote:
I think you meant the probability is an estimate instead of a measured value, so the it won't be the same as the actual failure rate in the test.
So, we can take the measurement values of the measured samples and guess / estimate the actual failure rate of the whole population. There are just readouts at 50, 100, 150 and 200 which add another error.
I use the Life Distribution platform to fit Distributions - mainly Normal Distributions. Sometimes: get a visual impression for the deviation from normal distributions. like a Q-Q Plot fith a fit line and nice looking confidence intervals.
In addition:
a) little chance to get 2 samples with the same value
b) concerning curve fitting it feels somehow "right" to place the fit curve at the center of the points
But when you think ...
especially about lifetimes - and "Survival" rates - indeed surprising that
"25 out of 100 units fail at 50 (or earlier)" is implicitly converted to
"cumulative probability up to the value 50 is 12.5%".
and with
it sounds even more surprising:
if 25 of the 100 units fail at 50, "probability" of survival at 50 is close to 90%:
Still many open questions ...
I asked JMP support: TS-00196267
I hope there is a white paper which tells us the details : )
NB:
according to Life Distribution plot points should default to Kaplan-Meier or Turnbull estimates with option to select midpoints
there was a change between JMP16 and JMP17 how Life distribution calculates the probabilities.
Maybe there is a documentation{motivation which can add more insights ...
Re: Life distribution: The failure rate/probability plot does not match with the tableYour data set is set up with exact fail times. It essentially says that 25% of the population fails at exactly t=50. Perhaps this is correct, but in my experience a more accurate description is that 25% of the population fails sometime between t=0 and t=50. To represent this in JMP you need to use interval censoring. If I modify your original table so Start time = [0, 50, 100, 150] and End time remains the same [50, 100, 150, 200], then I think the Weibull from Life Distribution matches your expectations:
Re: Life distribution: The failure rate/probability plot does not match with the tableIt helped me to consider non.equal frequency values, e.g. bunched data like
When you think of a (e.g. normal) distribution with maximum weight at 50 -> midplint.
and when you think of "100 out of 111 entries failed at 50 or below" -> Kaplan Meier.
Re: Life distribution: The failure rate/probability plot does not match with the tableThank you TomH.
I think you are right. I have to tweek the way my data is formatted so JMP can process it as I expected.
I wondering if it's statistically incorrect to do the weibull fit in the way I understood.
From Hogi's reply, I think that is true.
Feels like the measured data is not a direct representation of the true cumulative distribution function, but a math transform.
Is that why JMP does not allow weibul fit and probability plot using the Kaplan-Meier estimate?
Re: Life distribution: The failure rate/probability plot does not match with the tableI think what really confuses me is that JMP provided the left-right censor capability to indicate when the failures happened.
So if this is not an insitu monitored test, I agree with you that we cannot say exactly at t=50h, there are 25% failures happened at the same time, but instead we can only say 25% of the population fails between t=0 and t=50. Then the way JMP handles the probability calculation and the weibull fit makes sense.
But now I have insitu monitored test and I know exactly when each of the failure happened.
But JMP still interpreted the data like I don't have an insitu monitoring capability by doing some estimates to adjust the failure rate.
I don't really understand the reasoning behind this.
Re: Life distribution: The failure rate/probability plot does not match with the tableThis pdf document from Discovery 2017 provides a good overview of how to analyze various kinds of censoring in JMP, and the Maximum Likelihood Estimates (MLE) associated with them. The one thing it omits is Exact Data, but you've already seen how to enter that with your original example (Start time = End time). As demonstrated in the document, JMP allows you to enter mixed censoring types in your data table. The MLEs are calculated differently for each type, so yes - it certainly matters and you should always strive to have honest, representative data (incl. censoring) to get the most meaningful fits.
Re: Life distribution: The failure rate/probability plot does not match with the tablesome details about probability calculation in Life Distribution | different versions:
Life distribution interval censoring compare distributions plot
