Parametric Distribution Analysis (Right Censoring)

Overview | How to | Example

 


 

Overview

This tool performs Parametric Distribution Analysis for uncensored and right censored data. It can be used to determine an appropriate distribution to fit your data by assessing how closely the plot points fit the cumulative density function. You can also use the Anderson-Darling or Pearson correlation coefficient to assess the goodness-of-fit. In addition, you can estimate percentiles and survival probabilities and visualise your data in survival, cumulative failure and hazard plots.

 


 

How to

At the Excel Menu (For Excel 2007, go to Add-ins first)

  1. Choose ProcessMA > Reliability and Survival > Distribution Analysis (Right Censoring) > Parametric Distribution Analysis

  2. In Variable, select the column containing the data (Numeric)

  3. In Frequency, select the column containing frequency counts (Optional, Positive integer)

  4. In Assumed Distribution, choose the distribution to fit

  5. Under Censor Tab, in Censor, select the column containing censoring indicator (Optional, Exactly 2 distinct values - censored and uncensored)

  6. Under Censor Tab, in Censor Value, choose the indicator you use to indicate censoring

  7. Under Estimate Tab, in Estimation Method, choose the method used to estimate distribution parameters

  8. Under Estimate Tab, in Method, choose the method used to estimate plot points

  9. Under Estimate Tab, in Set Shape/Scale At, enter a known shape and scale parameter for the variable (Optional, Numeric)

  10. Under Result Tab, check Show Parameter Estimates, if you want to estimate distribution parameters

  11. Under Result Tab, check Show Characteristics, if you want to calculate distribution characteristics

  12. Under Result Tab, check Estimate Percentiles, if you want to calculate percentile values for specific percent

  13. Under Result Tab, in Percent, enter the percent values you want to calculate percentiles (Optional, Numeric, >0 & <100, Separate multiple entries with commas)

  14. Under Result Tab, check Estimate Survival Probabilities, if you want to calculate survival probabilities for values for specific times

  15. Under Result Tab, in Times, enter the time value you want to calculate survival probabilities (Optional, Numeric, >0, Separate multiple entries with commas)

  16. Under Result Tab, in Confidence Level, enter the desired confidence level (Numeric, >0 & <1)

  17. Under Graph Tab, check Probability Plot, if you want to display probability plot

  18. Under Graph Tab, check Probability Density Plot, if you want to display probability density plot

  19. Under Graph Tab, check Survival Plot, if you want to display survival plot

  20. Under Graph Tab, check Cumulative Failure Plot, if you want to display cumulative failure plot

  21. Under Graph Tab, check Hazard Plot, if you want to display hazard plot

  22. Under Graph Tab, check Show Confidence Interval, if you want to display confidence interval in the above plots

  23. Click OK

 

 

Example

You work in a manufacturing plant making widgets and you want to find out the time at which 5% of widgets will fail. You have collected failure times for 50 widgets but some widgets dropped out of the test. The failure times marked ‘F’ indicates actual failure times and ‘C’ indicates censored units. You want to find out the times at various percentages of widgets fail and the proportion of widgets that survive more than 150 months.

  1. Open data worksheet by choosing ProcessMA > Tools > Data

  2. Choose ProcessMA > Reliability and Survival > Distribution Analysis (Right Censoring) > Parametric Distribution Analysis

  3. In Variable, select CD - Failure Times

  4. In Assumed Distribution, choose Lognormal

  5. Under Censor Tab, in Censor, select CE - Censor

  6. Under Censor Tab, in Censor Value, choose C

  7. Under Result Tab, check Show Parameter Estimates

  8. Under Result Tab, check Show Characteristics

  9. Under Result Tab, check Estimate Percentiles

  10. Under Result Tab, check Estimate Survival Probabilities

  11. Under Result Tab, in Times, enter 150

  12. Click OK

 

Results & Interpretation

From the table of percentiles, you can see that it takes 124.3363 months for 5% of the widgets to fail. From the table of survival probabilities, you can see that 70.34% survive more than 150 months.

 


 

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