chapter 8 probability plotting and hazard plottingweb.eng.fiu.edu/leet/tqm/chap8_2012.pdf ·...
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Chapter 8
Probability Plotting and
Hazard Plotting
Introduction
• When sampling from a population, a probability plot of
data can often yield a better understanding of the
population than traditional statements made only
about the mean and standard deviation.
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8.1 S4/IEE Application Examples:
Probability Plotting
• One random paid invoice was selected each day from last
year’s invoices, where the number of days beyond the due
date was measured and reported (i.e., days sales
outstanding [DSO]). The DSO for each sample was
plotted in sequence of occurrence on a control chart. No
special causes were identified in the control chart. A
normal probability plot of the sample data had a null
hypothesis test of population normality being rejected at a
level of 0.05. A lognormal probability plot tits the data well.
From the lognormal probability plot, we can estimate the
percentage of invoices from the current process that are
beyond a 30-day criterion.
8.1 S4/IEE Application Examples:
Probability Plotting
• One random sample of a manufactured part was selected
each day over the last year, where the diameter of the
parts were measured and reported. The diameter for each
sample was plotted in sequence of occurrence on a control
chart. No special causes were identified in the control
chart. A normal probability plot of the sample data failed to
reject the null hypothesis of population normality at a level
of 0.05. From a normal probability plot we can estimate
the percentage of parts that the customer receives from
the current process that are beyond a specification limit.
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8.2 Description
• Percent characteristics of a population can be
determined from the cumulative distribution function
CDF, which is the integration of the probability density
function (PDF).
• Probability and hazard plots are useful in visually
assessing how well data follow distributions and in
estimating from data the unknown parameters of a
PDF/CDF.
• These plots can also be used to estimate percent less
than (or greater than) characteristics of a population.
8.2 Description
A basic concept behind probability plotting is that if data plotted on a probability distribution scale follow a straight line, then the population from which the samples are drawn can be represented by that distribution.
• Manual plotting: probability papers • Table Q1 Normal probability paper
• Table Q2 Lognormal probability paper
• Table Q3 Weibull probability paper
• Table R1 Normal hazard paper
• Table R2 Lognormal hazard paper
• Table R3 Weibull hazard paper
• http://www.weibull.com/GPaper/index.htm
• Computer programs • Minitab
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8.2 Description
• Probability and hazard plots of the same data are
interchangeable for practice purposes (Nelson 1982).
• The book uses probability plotting when data are not
censored (e.g., all component failure times are
available from a reliability test.)
• The book uses hazard plotting when there are
censored data (e.g., not all the components failed
during a reliability test.)
8.3 Probability Plotting
• The axes are transformed on probability paper
such that a particular CDF shape will appear as a
straight line if the data are from that distribution.
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8.4 Example 8.1: PDF, CDF, and
Probability Plot
5.7
5.8
5.9
6.0
6.1
6.1
6.3
6.3
6.4
6.5
6.6
6.8
7.0
7.4
7.6
3.8
4.6
4.6
4.9
5.2
5.3
5.3
5.4
5.6
5.6
Minitab: Graph Histogram
8.4 Example 8.1: PDF, CDF, and
Probability Plot
Minitab:
Graph
Empirical
CDFs
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8.4 Example 8.1: PDF, CDF, and
Probability Plot
Minitab:
Graph
Probability
Plots
8.4 Example 8.1: PDF, CDF, and
Probability Plot
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.0
Z(i)
i X(i) F(i) Z(i)
1 3.8 0.02 -2.05375
2 4.6 0.06 -1.55477
3 4.6 0.10 -1.28155
4 4.9 0.14 -1.08032
5 5.2 0.18 -0.91537
6 5.3 0.22 -0.77219
7 5.3 0.26 -0.64335
8 5.4 0.30 -0.5244
9 5.6 0.34 -0.41246
10 5.6 0.38 -0.30548
11 5.7 0.42 -0.20189
12 5.8 0.46 -0.10043
13 5.9 0.50 0
14 6.0 0.54 0.100434
15 6.1 0.58 0.201893
16 6.1 0.62 0.305481
17 6.3 0.66 0.412463
18 6.3 0.70 0.524401
19 6.4 0.74 0.643345
20 6.5 0.78 0.772193
21 6.6 0.82 0.915365
22 6.8 0.86 1.080319
23 7.0 0.90 1.281552
24 7.4 0.94 1.554774
25 7.6 0.98 2.053749
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8.5 Probability Plot Positions and
Interpretation of Plots
• Probability plot has one axis that describes
percentage of the population, while the other axis
describes the variable of concern.
• With uncensored data, a simple generic form
commonly used to determine the percentage value
for ranked data, Fi, is 𝐹𝑖 =100(𝑖−0.5)
𝑛 for i=1, 2, …, n.
(Table P)
8.5 Probability Plot Positions and
Interpretation of Plots
• Data from a distribution follow a straight line when
plotted on a probability paper created from that
distribution (normal, lognormal, Weibull, etc.)
• Probability plots have many applications:
• A “knee” indicates that the data are from two or
more distributions.
• Outliers
• Relative to measured data
• Reliability of a device
• Relative to DOE analyses
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8.6 Hazard Plots
• Most nonlife data are complete, i.e., not censored.
• Reliability test of life data may also be complete
when the time to failure of each testing unit is noted.
• Reliability tests commonly contain testing units that
have not experienced failure.
• Multiple time censoring: failure time are noted and
units may be removed from test at any time.
8.6 Hazard Plots
Time
Unit
Under
test
Failure
Continuing test
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8.6 Hazard Plots
1. Ranked data are assigned a reverse rank number (j), which
is independent of whether the data points were from
censoring or failure. A “+” sign indicates that the device
has not yet failed at the noted time.
2. A hazard value (100/ j) for each failure point is determined,
where j is the reverse ranking.
3. Cumulative hazard values are determined for these failure
points. This value is the sum of the current hazard value
and the previous failed cumulative hazard value. These
hazard values may exceed 100%.
4. The cumulative hazards are plotted with the failure times
on hazard plotting paper.
8.7 Example 8.2:
Hazard Plotting X Cen(0
) j Hazard Cum
Haz. X
3.8 1 25 0.0400 0.0400 3.8
4.5 1 24 0.0417 0.0817 4.5
4.6 1 23 0.0435 0.1251 4.6
4.9 1 22 0.0455 0.1706 4.9
5.2 0 21 0.0000 0.1706
5.3 1 20 0.0500 0.2206 5.3
5.3 1 19 0.0526 0.2732 5.3
5.4 0 18 0.0000 0.2732
5.6 1 17 0.0588 0.3321 5.6
5.6 1 16 0.0625 0.3946 5.6
5.7 1 15 0.0667 0.4612 5.7
5.8 0 14 0.0000 0.4612
5.9 1 13 0.0769 0.5381 5.9
6.0 1 12 0.0833 0.6215 6.0
6.1 1 11 0.0909 0.7124 6.1
6.1 1 10 0.1000 0.8124 6.1
6.3 0 9 0.0000 0.8124
6.3 1 8 0.1250 0.9374 6.3
6.4 1 7 0.1429 1.0802 6.4
6.5 1 6 0.1667 1.2469 6.5
6.6 1 5 0.2000 1.4469 6.6
6.8 0 4 0.0000 1.4469
7.0 1 3 0.3333 1.7802 7.0
7.4 1 2 0.5000 2.2802 7.4
7.6 0 1 0.0000 2.2802
1.0
10.0
0.0100 0.1000 1.0000 10.0000
Tim
e (
years
)
Cumulative hazard
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Minitab:
Stat
Reliability
Dist. Analysis
(right censored)
8.7 Example 8.2:
Hazard Plotting
8.7 Example 8.2:
Hazard Plotting
Minitab:
Stat
Reliability
Dist. Analysis
(right censored)
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8.8 Summarizing the Creation of
Probability and Hazard Plots
1. A histogram is a graphical representation of a frequency
distribution determined from sample data. The empirical
cumulative frequency distribution can also be plotted. Both
distributions are estimates of the actual population
distributions. (PDF and CDF)
2. The procedure used to determine a PDF is first to assume
that the data follow certain distribution, and then observe
whether the data can be modeled by that distribution. This
observation of data fit to a distribution can be evaluated
using a probability plot or hazard plot.