A Statistical Distribution Function of Wide Applicability
A Statistical Distribution Function of Wide Applicability
W i d e Applicability
BY W A L O D D I WEIBULL, 1 STOCKHOLM, S W E D E N
This paper discusses the applicability of statistics to a sary general condition this function has to satisfy is to be a posi-
wide field of problems. Examples of simple and complex tive, nondecreasing function, vanishing at a value xu, which is
distributions are given. not of necessity equal to zero.
F(x) = 1— e [5!
P(X < x) = F(x). [1]
The only merit of this df is to be found in the fact that it is the
Any distribution function may be written in the form simplest mathematical expression of the appropriate form, Equa-
tion [2 J, which satisfies the necessary general conditions. Experi-
F(x) = 1 • [2]
ence has shown that, in many cases, it fits the observations better
This seems to be a complication, but the advantage of this formal than other known distribution functions.
transformation depends on the relationship T h e objection has been stated that this distribution function
has no theoretical basis. But in so far as the author understands,
(1 — py = e- [3] there are—with very few exceptions—the same objections
against all other df, applied to real populations from natural or
The merits of this formula will be demonstrated on a simple
biological fields, at least in so far as the theoretical basis has any-
problem.
thing to do with the population in question. Furthermore, it is
Assume that we have a chain consisting of several links. If we
utterly hopeless to expect a theoretical basis for distribution
have found, b y testing, the probability of failure P at any load x
functions of random variables such as strength properties of ma-
applied to a "single" link, and if we want to find the probability
terials or of machine parts or particle sizes, the "particles" being
of failure P„ of a chain consisting of n links, we have to base our
fly ash, Cyrtoideae, or even adult males, born in the British Isles.
deductions upon the proposition that the chain as a whole has
failed, if any one of its parts has failed. Accordingly, the proba- It is believed that in such cases the only practicable way of
bility of nonfailure of the chain, (1 — P„), is equal to the progressing is to choose a simple function, test it empirically, and
probability of the simultaneous nonfailure of all the links. Thus stick to it as long as none better has been found. In accordance
we have (1 — P„) = (1 — P)". If then the df of a single link takes with this program the df Equation [5], has been applied n o t only
the form Equation [2], we obtain to populations, for which it was originally intended, but also to
populations from widely different fields, and, in many cases, with
P _ x _ [4] quite satisfactory results. T h e author has never been of the
opinion that this function is always valid. On the contrary, he
Equation [4] gives the appropriate mathematical expression very much doubts the sense of speaking of the " c o r r e c t " distri-
for the principle of the weakest link in the chain, or, more gen- bution function, just as there is no meaning in asking for the
erally, for the size effect on failures in solids. correct strength values of an S A E steel, depending as it does, not
The same method of reasoning may be applied to the large only on the material itself, but also upon the manufacturer and
group of problems, where the occurrence of an event in any part many other factors. In most cases, it is hoped that these factors
of an object may be said to have occurred in the object as a whole, will influence only the parameters. However, accidentally they
e.g., the phenomena of yield limits, statical or dynamical strengths, may even affect the function itself.
electrical insulation breakdowns, life of electric bulbs, or even
The purpose of this paper has been to illustrate with a few
death of man, as the probability of surviving depends on the
examples the experience that the df, Equation [5], may some-
probability of not having died from many different causes.
times render good service.
N o w we have to specify the function ip(x). The only neces- The number of examples has, by space, been limited to the
following:
1 Professor at the Royal Institute of Technology; Scientific Adviser
Y I E L D STRENGTH OP A B O F O R S S T E E L
Yield S t r e n g t h of a
Bofors S t e e l
A F I B E R STRENGTH OF INDIAN C O T T O N
X log(x-x„) / \ 0.876T16 /
TABLE 3 FIBER STRENGTH OF INDIAN COTTON In spite of the greater n u m b e r of parameters, the fit of this dis-
(x = tensile strength in grams) tribution function is n o t as close as that of the first one.
Expected Observed Pearson
values values Type 1
X n n n LENGTH OP CYRTOIDEAE
1 118 177 127
2 646 667 659 T h i s is the first example of a complex distribution. T h e o b -
3 1232 1219 1255 served values h a v e been obtained f r o m investigations b y D r .
4 1751 1729 1777
5 2161 2153 2184 Gustaf Arrhenius, on submarine cores f r o m the Swedish D e e p - S e a
6 2461 2465 2480
7 2667 2664 2683 Expedition W i t h Albatross. T h e measurements were m a d e b y
8 2802 2813 2816 Dr. C. Jungk, taking samples f r o m each 10 c m of the core,
9 2886 2887 2899
10 2937 2933 2949 corresponding t o an age interval of a b o u t 1 0 0 , 0 0 0 years. Some
11 2966 2962 2978
12 2982 2985 2994 fifty populations have been analyzed statistically. A b o u t 20 per
60
Component 1
\
\
x„= 3.75/t 40
m = 2.097
X2-- 3.59
20
i
P =
* 7-3
0.47
0
J
0,010 0,020 C030 0.040 0,050 0,060 0,070 0,080 0,090 0,100 x10"
TABLE 6 S T A T U R E S F O R A D U L T M A L E S B O R N IN T H E B R I T I S H
using the plottings in Fig. 6. T h e parameters are: C o m p o n e n t ISLES
N o . 1: xu = 4.032, m = 5.956; C o m p o n e n t N o . 2: x u = 4.484, (x = height in inches)
Observed
m = 1.215. Table 5 shows the close agreement between the '— Expected values > values
observed and the calculated values. X TO ni H1+ i ni+ 2
57 2 2 2
58 6 6 6
59 20 20 20
60 56 56 61
61 143 143 144
62 333 333 313
63 702 702 707
64 1350 1350 1376
65 2351 2351 2366
66 3641 3641 3589
67 4917 4917 4918
Appendix
T h e foregoing statistical methods have been applied to many
problems outside the field of applied mechanics. I t may perhaps
be of interest to have examples of this kind, and for this reason, FIG. 7 FREQUENCY CURVE OF YIELD STRENGTH OF ST-37 STEEL
the following two are given with the tables only: (Number of specimens versus yield strength in k g / m m " . )
If the classes 17-18 are pooled, the value of X s = 4.50, and the normal distribution and asymptotic expansions f r o m it. The
d of f 9 — 3 7 2 = 5 7 2 give a P = 0.56. result was as follows:
I t m a y be of interest t o compare this result with those of
Charlier and Cramer. Normal distribution x 2 = 196.5 d of f 13 P < 0.001
First approximation x2 = 34.3 d of f 12 P < 0.001
Charlier says that, at the first look, the agreement with the Second approximation x 2 = 14.9 d of f 11 P = 0.19
normal distribution seems very satisfactory, but that a closer
examination shows a small negative skewness and a small posi- T h e agreement is satisfactory in the third case only, requiring
tive kurtosis. four terms of the series. This operation is certainly of a purely
Cramfir has calculated the values of x 2 ° n the hypotheses of formal character.