Reliability
Reliability
Reliability
What is reliability?
Why it is important to study?
Use of reliability in day to day life.
(i) R(t ) f (u)du
t
Where “f ” is probability density function (p.d.f) of “T”.
We assume
f (t ) 0 for t 0
(ii ) R(t ) f (t )
(iii ) R(t ) is a nonincreasing function of t
R(t ) P T t
or , R(t ) 1 P T t
or , R(t ) 1 F (t )
(ii ) R(t ) f (t )
(v) (ii )
(v) R(t ) 1 F (t )
R(t ) F (t ) f (t )
It is denoted by Z (t ) or h(t )
P t T t t T t
Z (t ) lim
t 0 t
For small t
Z (t )t P t T t t T t
For small t
Z (t )t P t T t t T t
In particular, if Z (t )
P t T t t T t
Z (t ) lim
t 0 t
P t T t t T t
Z (t ) lim
t 0 t.P T t
P t T t t
Z (t ) lim
t 0 t.P T t
t t
f (u )du
t
Z (t ) lim
t 0 t.R(t )
F (t t ) F (t )
Z (t ) lim
t 0 t.R(t )
F (t ) f (t )
Z (t ) .
R(t ) R(t )
Exercise :
t t
Z ( s ) ds
Z ( s ) ds
R(t ) e 0
, f (t ) Z (t )e 0
, for t 0.
f ( s) F ( s ) R( s )
Z (s)
R( s) R( s) R( s)
Integrating, Note that R (0) 1
t t
R( s )
0 Z ( s ) ds o R(s) ds
t
t
Z ( s ) ds
ln R(t ) Z ( s)ds R (t ) e 0
o
f (t )
Z (t )
R(t )
f (t ) Z (t ) R(t )
Z ( s ) ds
f (t ) Z (t )e 0
Theorem 6.3:
E T R( s )ds
0
F (t ) t /10 0 t 10
1 t 10
Find E (T )
Clealy :
R (t ) 1 F (t )
1 t /10 0 t 10
0 t 0
E T R( s )ds
0
10
s
E T 1 ds
0
10
10
2
s
E T s 10 5 5
20 0
Reliability of a system
• Series System:- A system whose
components(say n components) are arranged in
such a way that the system fails whenever any
of its components fail is called a series system.
n
R s
i 1
Ri
w here R s r e li a b i li t y o f s e r i e s s y s t e m
R i R e lia b ility o f th e ith c o m p o n e n t
Parallel System
Fi (t ) t /10 0 t 10
1 t 10
3
Rs (t ) 1 Fi (t )
1 t /10 3 0 t 10
0 t 10
E T R( s )ds
0
10 3
s
E T 1 ds
0
10
5
E T
2
Example 2:
Consider a system consisting of eight components .
The system consists of five assemblies in series, where
assembly 1 consists of component 1 with reliability
0.99, assembly II consists component 2 and 3 in
parallel with reliabilities 0.95 and 0.95, assembly III
consists component 4,5,6 in parallel with reliabilities
0.96, 0.92, 0.85, assembly IV and V consist of
component 7 and 8 with reliabilities 0.95, 0.82
respectively. calculate system reliability.
Exercise VI.7 :
Let Y be the life of an independent series system with n
component. Find the pdf and cdf of Y. Also prove that the hazard
rate function of the system is the sum of the hazard functions of its
components.
Solution:
n
Rs (t ) Ri (t )
i 1
n
FY (t ) 1 Rs (t ) 1 Ri (t )
i 1
d n
fY (t ) Rs (t ) Ri (t )
dt i 1
n
n
or , fY (t ) Ri (t ) R j (t )
i 1
j 1
j i
n
n
Ri (t ) R j (t )
i 1
fY (t )
j 1
Z s (t ) j i
n
Rs (t )
Ri (t )
i 1
Z s (t ) Z1 (t ) Z 2 (t ) Z n (t )
n
Z s (t ) Z i (t )
i 1
Exercise VI.8.
Consider an n-component independent series system.
Given that these components have constant failure rates
1 , 2 , , n respectively. Find the
(i) reliability of the system.
(ii) hazard rate of the system.
(iii) pdf of the life-length of the system.
Also express the mean life of the system in terms of
mean life of its components.
Solution:
n n
Rs (t ) Ri (t ) 1 Fi (t )
i 1 i 1
n
n
i t
i t
Rs (t ) e e i 1
i 1
1
E (T ) s
1 2 n
1
1 1 1
1 2 n
where i is the mean life-length of th
i component.
Exercise VI.9.
Let T be the life length of an independent parallel
system with n-components.
(i) Find the pdf and cdf of T
(ii) Show that t
t
Z ( s ) ds n
Z i ( s ) ds
e 0
1 1 e 0
i 1
Solution:
Hint: Use properties of reliability, f(t) and their
definitions.
Example:
Probability that a device can survive after
0,1,2,3,4 or more shocks are 1,0.8,0.4,0.2, 0
respectively. If the arrival of shocks follow
Poisson distribution with λ=0.15, find R(10).
Solution:
2 3
t ( t ) ( t )
R(t ) e 1 0.8(t ) 0.4 0.2
2 6
Put λ=0.15 and t=10 in the above.
CERTAIN LIFE MODELS
F (t ) 1 e t , t 0
or ,
f (t ) e t , t 0
0 else where
Using:
A
P( A B) P( A)P B
R(t ) P Xt n P The device will survives all n shocks
n0
Xt n
R(t ) P Xt n pn
n0
t
f (t) e
Hazard rate of exponential distribution
t
f (t) e
or ,
F (t ) 1 e t , t 0
f (t ) f (t )
Z (t )
R(t ) 1 F (t )
R (t ) P (T t )
R (t ) P ( X t r 1)
k
r 1
e t t
k 0 k!
r 1
t
f (t ) e t , t 0
(r )
r 1
t t
f (t ) e , t 0
(r )
r 1 t
f (t ) t e
Z (t )
R (t ) r 1 x
x
t
e dx
2
r 1 x
L et D x e d x .
t
r 2 t
r 1 x r t
t e (r 1 t ) x e dx t e
Z (t ) t
D
r 1 x r t
Now let (t)=( r 1 t ) x e dx t e
t
(t)= ( r 1) x r 2 e x dx, (using by parts)
t
C ase I : If 0 r 1.
Then ( t ) 0 for all t 0.
( t ) is an increasing function and
increases from a negative value to zero.
( t ) 0 for all t 0.
Z ( t ) for all t 0.
Z ( t ) is a decresing function of t.
Thus Gamma distributio n for (0 r 1)
can be used as a life- model for any device
when the device in phase-I.
C ase II : If r 1.
r 1 r 1
let t , (t ) 0 Z (t ) 0 for t
r 1
le t t , th e n (t)< 0 a s r> 1 .
( t ) is d e c re a sin g fu n c tio n a n d
d e c re a se s fro m a p o sitiv e v a lu e to z e ro .
( t ) 0 fo r a ll t 0 .
Z ( t ) 0 fo r a ll t 0 .
Z ( t ) is a n in c re sin g fu n c tio n .
T h u s G a m m a d istrib u tio n fo r ( r 1)
c a n b e u se d a s a life - m o d e l fo r a n y d e v ic e
w h e n th e d e v ic e in p h a s e -III.
C ase III : If r 1.
Then the Gamma distribution is changed
to exponetial distribution with parameter .
Z (t ) (constant function).
Thus Gamma distribution for (r 1)
can be used as a life- model for any device
when the device in phase-II.
Failure rate of Normal Distribution
2
1 t
1 t
1 F (t )
2
Now let (t)= e
2
C ase I : If 0 t .
t
Then 0, and ( t ) 0 .
Z (t ) 0 for all 0 t .
Z (t ) is an incresing function.
C ase II : If t .
1
T h en ( t ) (1 F ( t )).
( t ) 0 fo r all t .
( t ) is a d ecreasin g fu n ctio n an d
d ecreases fro m a p o sitive valu e to zero .
( t ) 0 fo r all t .
Z ( t ) 0 fo r all t .
Z ( t ) is a in creasin g fu n ctio n o f t 0 .
T h u s N o rm al d istrib u tio n fo r ( larg e )
can b e u sed as a life- m o d el fo r an y d ev ice
w h en th e d evice in p h ase-III.
Statistical Methods of Determining Failure Time
Distribution
ˆ i 0.5
F (ti ) , using correction for continuity.
n
n(ti ) n t ti
f d (t ) , ti t t i t i
n ti
n ( ti ) n t t i
Z d (t ) , ti t ti ti
n(ti ) ti
Data Analysis to check suitability of
exponential distribution
Ex. V11:
100 components were put on life-test. The test
was terminated as soon as the 11th components
failed. The life-length of those components which
failed were as follows:
8, 16.1, 24.3, 32.55, 40.9, 57.8, 66.4, 75.1, 83.9,
92.85. Guess which distribution fits the data.
Estimate the parameters.
Failure No. 1 2 3 4 5 6
Time to 8 16.1 24.3 32.55 40.9 49.3
failure
Failure No. 7 8 9 10 11
Calculation for .
11
Z (ti )
ˆ i1
0 .0 0 1 2 5 .
11
Data Analysis to check suitability of
weibull distribution with α=0.
Weibull distribution with parameter (, ,).
A random variable T is said to have Weibull
distribution if its density function is given by
1 t
t
e ,t
f (t )
0, t
Special case of Weibull distribution when 0.
1 t
t
f (t ) e , t 0.
It can be proved that the hazard rate and reliability
of the above Weibull distribution are
1 t
t
Z (t ) , R (t ) e , t 0.
Consider the reliability R(t ) .
t
R (t ) e , t 0.
t t
ln( R (t )) ln( R (t ))
1
ln ln ln(t ) ln
R (t )
1
ln ln ln( t ) ln
1 F (t )
1
ln ln ln( t ) ln
1 Fˆ (t ) i
i
1
Now plot ln ( ti ) , ln ln
ˆ
1 F (ti )
1
If the points l n ( t i ) , l n ln
ˆ
1 F (ti )
1 1
ˆ ln(ti ) ln ln
ˆ 1 Fˆ (ti )
Case-ii (using least square method )
n 2
n xi y i x i y i
bˆ 2
n xi xi
2
yi bˆ xi
aˆ
n
In our problem,
xi ln(t i )
1
y i ln ln
1 ˆ
F ( t )
i
b
a ln( )
Using least square method, we can estimate
ˆ
bˆ
aˆ
ˆ
ˆ e
Consider the reliability Z (t ) .
1
t
Z (t ) , t 0.
ln(Z (t )) ln ( 1)ln(t ) ( 1)ln
ln(Z (t )) ( 1)ln(t ) ln ln
ln( Z d (ti )) ( 1) ln(ti ) ln ln
Now plot ln ( t ), ln Z
i d (ti )
If the points ln ( t i ), ln Z d ( t i )
ln ˆ ( ˆ 1) ln(ti ) ln Z d (ti )
ln ˆ
ˆ
Case-ii (using least square method )
n 2
n xi y i x i y i
bˆ 2
n xi xi
2
yi bˆ xi
aˆ
n
Using least square method, we can estimate
ˆ ˆ
b 1
l n ˆ aˆ
ˆ
ˆ e
In our problem,
xi ln(ti )
yi ln Z d (ti )
b 1
a ln ln
Ex. V12:
100 components were put on life-test. The test
was terminated as soon as the 7th components
failed. The life-length of those components which
failed were 2, 3.3, 4.7, 5.9, 7, 8, 9.
(a) Using hazard rate, check whether Weibull distribution fits
the data or not ? Estimate the parameters using
(i) graphical method.
(ii) least square method.
(b) Using cdf/reliability, check whether Weibull distribution fits
the data or not ? Estimate the parameters using
(i) graphical method.
(ii) least square method.
Failure No. 1 2 3 4 5 6 7
Time to failure 2 3.3 4.7 5.9 7 8 9
2 0.69 -5.29
3.3 1.19 -4.85
4.7 1.54 -4.87
5.9 1.77 -4.76
7 1.94 -4.66
8 2.07 -4.55
9 2.19 -4.54
since the points ln(ti ),ln Zd (ti ) lies almost on
a straight line, we can assume Weibull
distribution fits the data.
x i ln ( t i ) , y i ln Z d ( t i ) , i 1, 2 , , 7 .
7 7
i 1
x i 1 1 .3 9 , y i 3 3 .5 2
i 1
7 7
2
i 1
x i 2 0 .2 4 , x i y i 5 3 .7 4
i 1
bˆ 0 .4 4 , aˆ 7 .1 3
ln (1 .4 4 ) 7 .1 3
ˆ 1 .4 4 , ˆ e 1 .4 4
1 8 2 .3 2 .