Reliability & Life Testing Handbook, Volume 1

Chapter 14: Ranks Not Available in Tables

14.1 COMPUTATION OF ANY RANK

When the ranks and the sample size needed are not in available tables, the general formula for computing the rank Z for the jth failure, or the mean order number, of a sample of size N with a desired probability P is [1; 2, p. 51]

(14.1)

where Z is a value between zero and unity, and j = 1, 2,..., N.

Equation (14.1) can be rearranged as

(14.2)

It is apparent that Eq. (14.2) is the cumulative binomial distribution function, and it may be solved for Z by iterative computer methods given N, j and P. This is a tedious process, however. An easier method is to apply two transformations to Eq. (14.2), first to the beta distribution equivalent of the binomial and second to the F distribution equivalent of the beta distribution, and obtain [3, p.498; 4, p. 398]

(14.3)

and

(14.4)

where

LR ?

=

lower rank value in decimals for the rank of ? in decimals; e.g., for the 5% rank, LR ? is the LR 0.05 value for the rank of ? = 0.05,

N

=

sample size tested,

j

=

mean rank order number or failure order number,

F l-?; 2( N-j +1);2 j

=

F distribution value such that the area under the F distribution with m = 2( N - j + 1) and n = 2 j

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