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RESEARCH PAPERS

On The Use of The Extreme Value Distribution in Reliability Analysis and Design

[+] Author and Article Information
P. H. Wirsching

Aerospace and Mechanical Engineering, The University of Arizona, Tuscon, Ariz.

L. H. Jones

U. S. Army, Rock Island Arsenal, Ill.

J. Eng. Ind 98(3), 1080-1085 (Aug 01, 1976) (6 pages) doi:10.1115/1.3439011 History: Received June 17, 1975; Online July 15, 2010

Abstract

Use of the Type 1 Extreme Value Distribution of Maxima to design engineering problems is reviewed. Results of a Monte Carlo study of the statistical behavior of the distribution parameter estimators are summarized. The study compares behavior of the method of moment and maximum likelihood estimators, and the results suggest that the method of moment estimators, a simpler algorithm, is but slightly less efficient than the maximum likelihood estimators. An example is given to illustrate how a design engineer uses these results to translate observations into an estimate of “reliability” or “risk”. Moreover, a scheme for obtaining approximate confidence intervals on reliability is presented.

Copyright © 1976 by ASME
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