Systems Engineering Program

Department of Engineering Management, Information and Systems

EMIS 7370/5370 STAT 5340 :

PROBABILITY AND STATISTICS FOR SCIENTISTS AND ENGINEERS

Reliability Application

Dr. Jerrell T. Stracener, SAE Fellow

Leadership in Engineering
1
An Application of Probability to
Reliability Modeling and Analysis

2
 Reliability Definitions and Concepts

• Figures of merit

• Failure densities and distributions

• The reliability function

• Failure rates

• The reliability functions in terms of the failure rate

• Mean time to failure (MTTF) and mean time between

failures (MTBF)

3
 What is Reliability?

• Reliability is defined as the probability that an item will

perform its intended function for a specified interval
under stated conditions. In the simplest sense, reliability
means how long an item (such as a machine) will
perform its intended function without a breakdown.

• Reliability: the capability to operate as intended,

whenever used, for as long as needed.

Reliability is performance over time, probability

that something will work when you want it to.

4
 Reliability Figures of Merit

• Basic or Logistic Reliability

MTBF - Mean Time Between Failures

measure of product support requirements

• Mission Reliability

Ps or R(t) - Probability of mission success

measure of product effectiveness

5
6
 Reliability Humor: Statistics

“If I had only one day left to live,

I would live it in my statistics class --
it would seem so much longer.”

From: Statistics A Fresh Approach

Donald H. Sanders
McGraw Hill, 4th Edition, 1990

7
 The Reliability Function

The Reliability of an item is the probability that the item will

survive time t, given that it had not failed at time zero, when
used within specified conditions, i.e.,


R t  P(T t ) f ( t )dt 1  F( t )
t

8
 Reliability

Relationship between failure density and reliability

d
f t   R t 
dt

9
 Relationship Between h(t), f(t), F(t) and R(t)

f t  f t 
h t   
R t  1 - Ft 

Remark: The failure rate h(t) is a measure of proneness to

failure as a function of age, t.

10
 The Reliability Function

The reliability of an item at time t may be expressed in terms

of its failure rate at time t as follows:

t
 t
  h ( y ) dy
R ( t ) exp  h ( y)dy  e 0
 0 
where h(y) is the failure rate

11
 Mean Time to Failure and Mean Time Between Failures

Mean Time to Failure (or Between Failures) MTTF (or MTBF)

is the expected Time to Failure (or Between Failures)

Remarks:

MTBF provides a reliability figure of merit for expected failure

free operation
MTBF provides the basis for estimating the number of failures in
a given period of time
Even though an item may be discarded after failure and its mean
life characterized by MTTF, it may be meaningful to
characterize the system reliability in terms of MTBF if the
system is restored after item failure.

12
 Relationship Between MTTF and Failure Density

If T is the random time to failure of an item, the

mean time to failure, MTTF, of the item is

ET  MTTF tf t dt
0

where f is the probability density function of time

to failure, iff this integral exists (as an improper
integral).

13
Relationship Between MTTF and Reliability


MTBF MTTF R t dt
0

14
Reliability “Bathtub Curve”

15
Reliability Humor

16
 The Exponential Model: (Weibull Model with β = 1)

Definition
A random variable T is said to have the Exponential
Distribution with parameters , where  > 0, if the
failure density of T is:
t
1 
f (t)  e 
, for t  0


0 , elsewhere

17
 Probability Distribution Function

• Weibull W(, )

t
 
 
F( t )  1 - e , for t  0

Where F(t) is the population proportion failing in time t

• Exponential E() = W(1, )

t

F( t )  1 - e 

18
 The Exponential Model

Remarks
The Exponential Model is most often used in
Reliability applications, partly because of mathematical
convenience due to a constant failure rate.

The Exponential Model is often referred to as the

Constant Failure Rate Model.

The Exponential Model is used during the ‘Useful Life’

period of an item’s life, i.e., after the ‘Infant Mortality’
period before Wearout begins.

The Exponential Model is most often associated with

electronic equipment.
19
 Reliability Function

Probability Distribution Function

• Weibull 
t
 
 
R (t)  e
• Exponential
t

R (t)  e 

20
 The Weibull Model - Distributions

Reliability Functions

1.0 β=5.0

0.8

R(t) 0.6 β=1.0

β=0.5
0.4

0.2

0
0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0

t
t is in multiples of 
21
 Mean Time Between Failure - MTBF

Weibull
1 
MTBF    1
 

Exponential

MTBF 

22
 The Gamma Function 
y=a  (a) a  (a) a  (a) a  (a)
1 1 1.25 0.9064 1.5 0.8862 1.75 0.9191
1.01 0.9943 1.26 0.9044 1.51 0.8866 1.76 0.9214
1.02 0.9888 1.27 0.9025 1.52 0.887 1.77 0.9238
 1.03 0.9836 1.28 0.9007 1.53 0.8876 1.78 0.9262

(a ) e x dx
x a 1 1.04 0.9784 1.29 0.899 1.54 0.8882 1.79 0.9288
1.05 0.9735 1.3 0.8975 1.55 0.8889 1.8 0.9314
1.06 0.9687 1.31 0.896 1.56 0.8896 1.81 0.9341
1.07 0.9642 1.32 0.8946 1.57 0.8905 1.82 0.9369
0 1.08 0.9597 1.33 0.8934 1.58 0.8914 1.83 0.9397
1.09 0.9555 1.34 0.8922 1.59 0.8924 1.84 0.9426

(a  1) a(a )
1.1 0.9514 1.35 0.8912 1.6 0.8935 1.85 0.9456
1.11 0.9474 1.36 0.8902 1.61 0.8947 1.86 0.9487
1.12 0.9436 1.37 0.8893 1.62 0.8959 1.87 0.9518
1.13 0.9399 1.38 0.8885 1.63 0.8972 1.88 0.9551
1.14 0.9364 1.39 0.8879 1.64 0.8986 1.89 0.9584
1.15 0.933 1.4 0.8873 1.65 0.9001 1.9 0.9618
1.16 0.9298 1.41 0.8868 1.66 0.9017 1.91 0.9652
1.17 0.9267 1.42 0.8864 1.67 0.9033 1.92 0.9688

Values of the 1.18

1.19
0.9237
0.9209
1.43
1.44
0.886
0.8858
1.68
1.69
0.905
0.9068
1.93
1.94
0.9724
0.9761
Gamma Function 1.2
1.21
0.9182
0.9156
1.45
1.46
0.8857
0.8856
1.7
1.71
0.9086
0.9106
1.95
1.96
0.9799
0.9837
1.22 0.9131 1.47 0.8856 1.72 0.9126 1.97 0.9877
1.23 0.9108 1.48 0.8858 1.73 0.9147 1.98 0.9917
1.24 0.9085 1.49 0.886 1.74 0.9168 1.99 0.9958
23
2 1
 Percentiles, tp

• Weibull

t P  - ln(1 - p)
1


and, in particular

t 0.632 
• Exponential

t P  - ln(1 - p)

24
 Failure Rates - Weibull

Failure Rate
 -1
h(t)   t

a decreasing function of t if  < 1
Notice that h(t) is a constant if  = 1
an increasing function of t if  > 1

Cumulative Failure Rate

-1
t h(t)
H( t )   
 
The Instantaneous and Cumulative Failure Rates, h(t)
and H(t), are straight lines on log-log paper.
25
 Failure Rates - Exponential
• Failure Rate

1
h ( t )  

• Note:
1
MTBF 
failure rate
Only for the Exponential Distribution

•Cumulative Failure

H( t ) 
26
 The Weibull Model - Distributions

Failure Rates

3
β=5
2
h(t) β=1
1
β=0.5

0
0 1.0 2.0
t
t is in multiples of  h(t) is in multiples of 1/ 
27
 The Binomial Model - Example Application 1

Problem -

Four Engine Aircraft

Engine Unreliability Q(t) = p = 0.1

Mission success: At least two engines survive

Find RS(t)

28
 The Binomial Model - Example Application 1

Solution -

X = number of engines failing in time t

RS(t) = P(x  2) = b(0) + b(1) + b(2)

= 0.6561 + 0.2916 + 0.0486 = 0.9963

29
 Series Reliability Configuration
• Simplest and most common structure in reliability analysis.

• Functional operation of the system depends on the

successful operation of all system components Note: The
electrical or mechanical configuration may differ from the
reliability configuration

Reliability Block Diagram

• Series configuration with n elements: E1, E2, ..., En

E1 E2 En

• System Failure occurs upon the first element failure 30

Series Reliability Configuration with Exponential Distribution

• Reliability Block Diagram

E1 E2 En
•Element Time to Failure Distribution
1
Ti ~ Eθ i  with failure rate λ i  , for i=1, 2,…, n
θi
• System reliability
R S ( t ) e  S t
n
where  S ( t )   i is the system failure rate
i 1

• System mean time to failure

1
MTTFS  θ S
λS 31
 Series Reliability Configuration
• Reliability Block Diagram
 Identical and independent Elements
 Exponential Distributions

E1 E2 En

• Element Time to Failure Distribution

1
with failure rate λ 
T ~ Eθ  θ
• System reliability

R S ( t ) e  nt

32
 Series Reliability Configuration

• System mean time to failure


MTTFS 
n
Note that /n is the expected time to the first failure,
E(T1), when n identical items are put into service

33
 Parallel Reliability Configuration – Basic Concepts

• Definition - a system is said to have parallel reliability

configuration if the system function can be performed by any
one of two or more paths

• Reliability block diagram - for a parallel reliability

configuration consisting of n elements, E1, E2, ... En

E1

E2

En
34
Stracener_EMIS 7370/STAT 5340_Sum 08_06.05.08
 Parallel Reliability Configuration

• Redundant reliability configuration - sometimes called a

redundant reliability configuration. Other times, the term
‘redundant’ is used only when the system is deliberately
changed to provide additional paths, in order to improve the
system reliability

• Basic assumptions

All elements are continuously energized starting at time t = 0

All elements are ‘up’ at time t = 0

The operation during time t of each element can be described

as either a success or a failure, i.e. Degraded operation or
performance is not considered
35
Stracener_EMIS 7370/STAT 5340_Sum 08_06.05.08
 Parallel Reliability Configuration

System success - a system having a parallel reliability

configuration operates successfully for a period of time t if at least
one of the parallel elements operates for time t without failure.
Notice that element failure does not necessarily mean system
failure.

36
Stracener_EMIS 7370/STAT 5340_Sum 08_06.05.08
 Parallel Reliability Configuration

• Block Diagram E1
E2

En

• System reliability - for a system consisting of n elements, E 1, E2, ... En

n n n n
R S ( t )  R i ( t )   R (t )R (t )   R (t ) R (t )R (t )  ...( 1)  R (t )
i j i j k
n 1
i
i 1 ij ijk i 1
i j i  j k

if the n elements operate independently of each other and where

Ri(t) is the reliability of element i, for i=1,2,…,n
37
Stracener_EMIS 7370/STAT 5340_Sum 08_06.05.08
 System Reliability Model - Parallel Configuration

• Product rule for unreliabilities

n
RS (t ) 1  1  R (t )
i 1
i

•Mean Time Between System Failures


MTBFS R S (t)dt
0

38
Stracener_EMIS 7370/STAT 5340_Sum 08_06.05.08
Parallel Reliability Configuration

s
p=R(t)

39
Parallel Reliability Configuration with Exponential Distribution

Element time to failure is exponential with failure rate 

• Reliability block diagram: E1

E2

•Element Time to Failure Distribution

1
Ti ~ Eθ  with failure rate λ  for I=1,2.
θ
• System reliability

RS (t ) 2e  t  e  2 t

• System failure rate

 1  e  t 
h S ( t ) 2  t

 2  e  40
Parallel Reliability Configuration with Exponential Distribution

• System Mean Time Between Failures:

MTBFS = 1.5 

41
 Example

A system consists of five components connected as shown.

Find the system reliability, failure rate, MTBF, and MTBM if
Ti~E(λ) for i=1,2,3,4,5

E2
E1
E3

E4 E5

42
 Solution
This problem can be approached in several different ways. Here is
one approach:
There are 3 success paths, namely,
Success Path Event
E1E2 A
E1E3 B
E4E5 C
P ( A  B C )
Then Rs(t)=Ps=
=P(A)+P(B)+P(C)-P(AB)-P(AC)-P(BC)+P(ABC)
=P(A)+P(B)+P(C)-P(A)P(B)-P(A)P(C)-P(B)P(C)+
P(A)P(B)P(C)
=P1P2+P1P3+P4P5-P1P2P3-P1P2P4P5
-P1P3P4P5+P1P2P3P4P5
43
assuming independence and where Pi=P(Ei) for i=1, 2, 3, 4, 5
Since Pi=e-λt for i=1,2,3,4,5

Rs(t) (e -λt )(e -λt )  (e -λt )(e -λt )  (e -λt )(e -λt ) - (e -λt )(e -λt )(e -λt )
- (e -λt )(e -λt )(e -λt )(e -λt ) - (e -λt )(e -λt )(e -λt )(e -λt )
 (e -λt )(e -λt )(e -λt )(e -λt )(e -λt )
3e -2λt  e -3λt  2e -4λt  e -5λt
 dtd Rs (t )

hs(t) Rs (t )
6e -2λt  3λe -3λt  8λe -4λt  5λe -5λt
  2 λt
e (3  e -λt  2e -2λt  e -3λt )
 6  3e -λt  8e -2λt  5e -3λt 
λ - λt - 2λt -3λt

 3  e  2e  e  44
 

MTBFs Rs (t )dt

0

 3e - 2λt
e-3λt - 4λt
e e -5λt

     
 2λ 3λ 2λ 5λ 0
3 1 1 1
   
2λ 3λ 2λ 5λ
 45  10  15  6 
  θ 0.87θ
 30 

1
MTBM S  0.2θ
5λ 45