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Statistics and Probability

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Module 7: Reliability
July 16, 2023
Module 7
July 16, 2023
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Introduction
Reliability: The probability that a failure may not occur in a given time
interval.
Definition: The measure of ability of a product or part to perform its
intended function under a prescribed set of conditions. Mathematically,
it is defined in terms of probability.
Module 7
July 16, 2023
2 / 18
Introduction
Reliability: The probability that a failure may not occur in a given time
interval.
Definition: The measure of ability of a product or part to perform its
intended function under a prescribed set of conditions. Mathematically,
it is defined in terms of probability.
Let T be a random variable representing the life time of a system. Then
reliability can be defined as:
Module 7
July 16, 2023
2 / 18
Introduction
Reliability: The probability that a failure may not occur in a given time
interval.
Definition: The measure of ability of a product or part to perform its
intended function under a prescribed set of conditions. Mathematically,
it is defined in terms of probability.
Let T be a random variable representing the life time of a system. Then
reliability can be defined as:
R(t) = P(T > t), where 0 < t < ∞.
Module 7
July 16, 2023
2 / 18
Introduction
Reliability: The probability that a failure may not occur in a given time
interval.
Definition: The measure of ability of a product or part to perform its
intended function under a prescribed set of conditions. Mathematically,
it is defined in terms of probability.
Let T be a random variable representing the life time of a system. Then
reliability can be defined as:
R(t) = P(T > t), where 0 < t < ∞.
R∞
If T has p.d.f. f (t), then R(t) = P(T > t) = t f (s), ds.
Module 7
July 16, 2023
2 / 18
Introduction
Reliability: The probability that a failure may not occur in a given time
interval.
Definition: The measure of ability of a product or part to perform its
intended function under a prescribed set of conditions. Mathematically,
it is defined in terms of probability.
Let T be a random variable representing the life time of a system. Then
reliability can be defined as:
R(t) = P(T > t), where 0 < t < ∞.
R∞
If T has p.d.f. f (t), then R(t) = P(T > t) = t f (s), ds.
From this can you tell between what range does R(t) lie and its
relationship with f (t)?
Module 7
July 16, 2023
2 / 18
Introduction
Reliability: The probability that a failure may not occur in a given time
interval.
Definition: The measure of ability of a product or part to perform its
intended function under a prescribed set of conditions. Mathematically,
it is defined in terms of probability.
Let T be a random variable representing the life time of a system. Then
reliability can be defined as:
R(t) = P(T > t), where 0 < t < ∞.
R∞
If T has p.d.f. f (t), then R(t) = P(T > t) = t f (s), ds.
From this can you tell between what range does R(t) lie and its
relationship with f (t)? f (t) = −R ′ (t).
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July 16, 2023
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Hazard Function or Hazard Rate
Now given that a system has survived up to time t, the probability that
it will fail in the time interval (t, t + ∆t), for infinitesimally small ∆t
is called hazard rate or hazard function. (Notation: λ(t))
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July 16, 2023
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Hazard Function or Hazard Rate
Now given that a system has survived up to time t, the probability that
it will fail in the time interval (t, t + ∆t), for infinitesimally small ∆t
is called hazard rate or hazard function. (Notation: λ(t))
>t)
f (t)
λ(t) = lim P(t<T <t+∆t/T
= R(t)
.
∆t
∆t→0
Module 7
July 16, 2023
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Hazard Function or Hazard Rate
Now given that a system has survived up to time t, the probability that
it will fail in the time interval (t, t + ∆t), for infinitesimally small ∆t
is called hazard rate or hazard function. (Notation: λ(t))
>t)
f (t)
λ(t) = lim P(t<T <t+∆t/T
= R(t)
.
∆t
∆t→0
From the fact that f (t) = −R ′ (t), it could be derived that,
Rt
Rt
R(t) = e − 0 λ(t) dt =⇒ f (t) = λ(t)e − 0 λ(s) ds .
Module 7
July 16, 2023
3 / 18
Hazard Function or Hazard Rate
Now given that a system has survived up to time t, the probability that
it will fail in the time interval (t, t + ∆t), for infinitesimally small ∆t
is called hazard rate or hazard function. (Notation: λ(t))
>t)
f (t)
λ(t) = lim P(t<T <t+∆t/T
= R(t)
.
∆t
∆t→0
From the fact that f (t) = −R ′ (t), it could be derived that,
Rt
Rt
R(t) = e − 0 λ(t) dt =⇒ f (t) = λ(t)e − 0 λ(s) ds .
Given a value of reliability say, r, the value of t such that R(t) = r is
called design life.
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July 16, 2023
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Conditional Reliability
Given that a system has survived up to the warranty period T0 , the
probability that it will live for t more years past T0 is called conditional
reliability of t given T0 and is given by:
−
R(t + T0 )
=e
R(t/T0 ) = P(T > T0 + t/T > t0 ) =
R(T0 )
TR
0 +t
T0
λ(t) dt
.
The value of T0 is called as wear-in period or guarantee period or burnin period.
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July 16, 2023
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Mean Time to Failure (MTTF)
MTTF
MTTF is given by E (T ) =
R∞
tf (t) dt. Using the fact that f (t) = −R ′ (t),
0
and by integration by parts we have,
Z∞
MTTF = E (T ) =
R(t) dt.
0
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July 16, 2023
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Problem
The density function of the time to failure in years of the gizmos (for use
on widgets) manufactured by a certain company is given by
f (t) =
200
, t ≥ 0.
(t + 10)3
(i) Derive the reliability function and determine the reliability for the first
year operation.
(ii) Compute the MTTF.
(iii)What is the design life for a reliability 0.95?
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July 16, 2023
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Problems
√
Given that R(t) = e − 0.001t ; t ≥ 0,
(a) Compute the reliability for a 50 hours mission
(b) Given a 10 hour wear in period, compute the reliability for a 50 hour
mission.
(c) What is the design life for a reliability of 0.95?
(d) What is the design life for a reliability of 0.95, given a 10 hour wear in
period?
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July 16, 2023
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Problems
The time to failure in operating hours of a critical solid state power unit has
hazard rate function λ(t) = 0.003(t/500)1/2 ; t ≥ 0.
(i) What is the reliability if the power unit must operate continuously for 50
hours?
(ii) Determine the design life if reliability of 0.90 is desired.
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July 16, 2023
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Problems
The time to failure in operating hours of a critical solid state power unit has
hazard rate function λ(t) = 0.003(t/500)1/2 ; t ≥ 0.
(i) What is the reliability if the power unit must operate continuously for 50
hours?
(ii) Determine the design life if reliability of 0.90 is desired.
(iii) If a burn-in period of 50 hours is given, then does the reliability in part
(i) improve? If so, what is the new reliability?
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July 16, 2023
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Problems
2
The reliability of a turbine blade is given by R(t) = 1 − tt0 ; 0 ≤ t ≤ t0
where t0 is the maximum life of the blade.
(a) Show that the blades are experiencing wear out.
(b) Compute MTTF as a function of the maximum life.
(c) If the maximum life is 2000 operating hours, what is the design life for
a reliability of 0.90?
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Problems
(i) Compute the reliability and hazard function of Exponential distribution
(ii) Compute the reliability and hazard function of Weibull distribution.
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Problems
A one year guarantee is given based on the assumption that no more than
10% of the items shall be returned. Assuming exponential distribution, what
is the maximum failure rate that can be tolerated?
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July 16, 2023
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Problems
A one year guarantee is given based on the assumption that no more than
10% of the items shall be returned. Assuming exponential distribution, what
is the maximum failure rate that can be tolerated?
A manufacturer determines that, on the average, a television set is used 1.8
hours per day. A one-year warranty is offered on the picture tube having a
MTTF of 2000 hours. If the distribution is exponential, what percentage of
the tubes will fail during the warranty period?
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System Reliability
Any system is an assembly of smaller components.
A system’s reliability depends on its components’ reliability
Based on how the components are arranged systems are basically of
two types: (i) series and (ii) parallel.
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Reliability of Series System
Figure: Components connected in series
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Reliability of Series System
Figure: Components connected in series
Reliability of this system is R(t) = RC1 (t) × RC2 (t).
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Reliability of Parallel System
Figure: Components connected in parallel
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Reliability of Parallel System
Figure: Components connected in parallel
Reliability of this system is R(t) = 1 − [(1 − RC1 (t))(1 − RC2 (t))].
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Reliability of a System
Figure: A Series-Parallel System
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Reliability of a System
Figure: A Series-Parallel System
Reliability of this system is
R(t) = [1 − (1 − RC1 (t))(1 − RC2 (t))] × [1 − (1 − RC3 (t))(1 − RC4 (t))].
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Problem
Determine the overall reliability of the following system:
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Problem
Determine the overall reliability of the following network:
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Problems
Find the reliability of the following system:
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