Uncertainty Evaluation of Weibull Estimators through Monte Carlo Simulation: Applications for Crack Initiation Testing
Abstract
:1. Introduction
2. Weibull Estimation
2.1. Weibull Distribution
2.2. Median Rank Regression
2.3. Maximum Likelihood Estimation
3. Monte Carlo Simulation
- True Weibull parameters: It is assumed that the inherent cracking probability is Weibull-distributed. If the standardized estimation errors were affected by the value of the true scale parameter (), only changing the time unit (e.g., hours to seconds) could affect standardized estimation errors. It is a contradiction. In fact, a scale parameter is just a scale factor. Therefore, standardized estimation errors are not affected by the value of [15]. Without loss of generality, can be fixed at 100, whereas the value of the true Weibull shape parameter () could affect the standardized estimation errors. To examine the degree of aging effects, several values of (2, 3, and 4) are examined. In earlier studies, the values of the Weibull shape parameter for crack initiation time range from 2 to ~4 [6,17,18,19].
- The number of specimens: The SCC initiation test for nuclear reactor materials requires a corrosive environment at high temperatures and pressures. Thus, simultaneously testing a large number of specimens is difficult. Therefore, the base number of test specimens is set at 10. To evaluate the effect of the number of specimens, additional cases were studied (see Table 2).
- Test duration: When planning the SCC test, cracking will not necessarily occur for every specimen within the available testing time. Thus, the test duration is also a factor affecting the uncertainty of Weibull estimators. For convenience, the baseline test duration is set at 120% of . Additional test duration cases are shown in Table 2.
- Censoring interval: A shorter censoring interval may be better for developing an accurate SCC initiation model. However, frequent censoring would be inconvenient for the experimenters. Therefore, the baseline censoring interval is set at 20% of . Other examined interval cases are shown in Table 2. Although time-dependent censoring intervals are more general for real cracking tests, it is assumed that censoring intervals do not vary with time. If we consider time-dependent censoring intervals, there are too many possible combinations of experimental conditions to perform a simulation study.
4. Results and Discussion
4.1. Fixed Test Duration
4.2. Fixed Censoring Interval
4.3. Fixed Number of Specimen
5. Conclusions
- It is possible to calculate the confidence interval and bias of estimators when the real cracking test conditions are given.
- Very little bias is observed in all simulation ranges when MLE is used to estimate the scale parameter .
- The overall deviations of are much lower than those of in the simulation study range. This effect is enlarged when the value of is relatively high. Therefore, it is not recommended to estimate from a cracking test when the experimental conditions are poor.
- It is likely that there are critical lines after which estimators whose variances are too large are produced. Near the critical lines, the gradients of are very high. It is recommended that experimenters avoid this region.
- Before the critical line region, too narrow censoring interval, or too long test duration, is not useful for reducing the estimation uncertainty.
6. Outlook
- In this study, it is assumed that censoring interval is time-independent variable. However, time-dependent censoring interval is more general for a real SCC test.
- The end cracking fraction seems more appropriate than the test duration for use as a factor of estimation uncertainty.
- To improve the convergence ratio of MLE, we will consider the numerical algorithm which restricts β > 1.
- If a cost function (e.g., specimen cost and labor cost) is obtained for an experiment, it will be possible to find out an optimum experimental condition which returns minimum estimation uncertainty with a given cost.
Supplementary Materials
Acknowledgments
Author Contributions
Conflicts of Interest
References
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Censoring Time (h) | Cracked Fraction | Median Rank |
---|---|---|
100 | 0/6 | 0 |
250 | 0/6 | 0 |
500 | 1/6 | 0.1091 |
700 | 1/6 | 0.1091 |
900 | 3/6 | 0.4214 |
1200 | 6/6 | 0.8909 |
True Weibull Parameter | Number of Specimens | Test Duration (% of ) | Censoring Interval (% of ) | |
---|---|---|---|---|
(Dimensionless Time) | ||||
100 | 2 | 5 | 80 | 5 |
3 | 7 | 100 | 10 | |
4 | 10 * | 120 * | 15 | |
15 | 140 | 20 * | ||
20 | 160 | 30 | ||
30 | 180 | 40 | ||
50 | 200 | 60 |
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Park, J.P.; Bahn, C.B. Uncertainty Evaluation of Weibull Estimators through Monte Carlo Simulation: Applications for Crack Initiation Testing. Materials 2016, 9, 521. https://doi.org/10.3390/ma9070521
Park JP, Bahn CB. Uncertainty Evaluation of Weibull Estimators through Monte Carlo Simulation: Applications for Crack Initiation Testing. Materials. 2016; 9(7):521. https://doi.org/10.3390/ma9070521
Chicago/Turabian StylePark, Jae Phil, and Chi Bum Bahn. 2016. "Uncertainty Evaluation of Weibull Estimators through Monte Carlo Simulation: Applications for Crack Initiation Testing" Materials 9, no. 7: 521. https://doi.org/10.3390/ma9070521
APA StylePark, J. P., & Bahn, C. B. (2016). Uncertainty Evaluation of Weibull Estimators through Monte Carlo Simulation: Applications for Crack Initiation Testing. Materials, 9(7), 521. https://doi.org/10.3390/ma9070521