C.

Ebeling, Intro to Reliability & Maintainability Engineering,

2
nd
ed. Waveland Press, Inc. Copyright 2010
Chapter 2
Basic Reliability Models
The Failure Distribution
Chapter 2
1
The Reliability Function
Chapter 2
2
where ( ) 0 , (0) 1, and
lim ( ) 0
t
R(t)= Pr{T t}
R t R
R t

>
> =
=
Let T = a random variable, the time to failure of a component
Often called the SURVIVAL FUNCTION
Graph of a Reliability Function
Chapter 2 3
Probability of surviving
0
0.2
0.4
0.6
0.8
1
1.2
0 20 40 60 80 100 120
R(t)
The Cumulative Distribution
Function (CDF)
Chapter 2
4
where (0) 0 and lim ( ) 1
t
F(t)= 1- R(t)= Pr {T <t}
F F t

= =
Graph of a CDF
Chapter 2 5
0
0.2
0.4
0.6
0.8
1
1.2
0 20 40 60 80 100 120
F(t)
The probability of a failure
The Density Function (PDF)
Chapter 2 6
f(t) =
d F(t)
dt
= -
d R(t)
dt
0
( ) 0 ( ) 1 f t and f t dt

> =
}
Graph of a Density Function (PDF)
Chapter 2 7
0
0.002
0.004
0.006
0.008
0.01
0.012
0.014
0.016
0.018
0.02
0 20 40 60 80 100 120
f(t)
Relationship between PDF and CDF
Chapter 2 8
'
t
0
F(t)= f(t ) dt
'
}
'
t
R(t)= f(t ) dt

'
}
Finding Failure Probabilities
Chapter 2 9
a b
Pr{a
s s
T b} = R(a) - R(b)
= F(b) - F(a)
Example
The passive components of a distribution system for
natural gas has the following reliability function:
Chapter 2 10
2
( ) 1 ; 0 10 yrs
100
t
R t t = s s
Find: a. R(3 yrs)
b. The CDF, F(t)
c. Pr{1<T<3}
d. The density function, f(t)
Example - solution




Chapter 2 11
b. F(t) = 1 - [1 - t
2
/ 100] = t
2
/ 100
c. Pr{1<T<3} = F(3) - F(1) =. 09-.01 =. 08
d f t
dF t
dt
t t
t . ( )
( )
; = = = s s
2
100 50
0 10
f(t)
t 10
a R . ( ) . 3 1
3
100
91
2
= =
R t
t
t yrs ( ) ; = s s 1
100
0 10
2
Mean Time to Failure (MTTF)
Chapter 2 12
Note alternate notation: MTTF = E[T]
0 0
MTTF = t f(t) dt R(t) dt

=
} }
Derivation of MTTF (Appendix 2A)
Chapter 2 13
Integration by parts:
Since
0
( )
0
dR t
MTTF = tf(t) dt t dt
dt

=
}
}
0
0
0
( ) ( ) ( ) MTTF tR t R t dt R t dt

= + =
} }
0
0
( ) lim ( ) 0 (0) lim exp ( ') ' 0
t
t t
tR t t R t R t t dt

(
= = =
(

}
Example - MTTF
For the distribution system, find the MTTF.
Chapter 2 14
10
0 0
10
3 3
0
( )
50
10 100 2
6
150 150 15 3
t
MTTF t f t dt t dt
t
yr

= =
= = = =
} }
Example - MTTF revisited
For the distribution system, find the MTTF.
Chapter 2 15
2
10
0 0
10
3
0
( ) (1 )
100
1000 2
10 6
300 300 3
t
MTTF R t dt dt
t
t yr

= =
= = =
} }
Median Time to Failure and Mode
Chapter 2 16
med med
R( ) = .5 = P{T }
t t
>
max
mode
0 t<
f( ) = f(t)
t
s
Example - median and mode
Chapter 2 17
R(t) = 1 - t
2
/ 100 = .5
t
2
/100 = .5
t
2
= 50 or t
med
= 7.07 yrs
f(t)
t 10
by inspection
t
mode
= 10 yrs
Comparison of MTTF, Median, & Mode
Chapter 2 18
Design Life
Find t
R
such that R(t
R
) = R

For example:
Find that time, t
.99
such that R(t
.99
) = .99
Then t
.99
is the 99 percent design life.
One percent will fail before time t
.99


Chapter 2 19
Variance & Standard Deviation
Chapter 2 20
definitional form:
computational form:
2
2
0
= (t - MTTF f(t)dt )
o

}
2
2 2
0
= f(t)dt -(MTTF )
t o

}
Example - standard deviation
Chapter 2 21
or yr o = = 555 2 36 . . .
2
3
10
2
0
10
2
4
0
2
6
50 3
2 10, 000
6 44.444 5.55
200 3 200
t
dt
t
o
| |
=
|
\ .
| |
= = =
|
\ .
}
Hazard Rate Function
Chapter 2 22
Pr {t T t + t} = R(t) - R(t + t) s s A A
|
R(t)- R(t + t)
Pr {t T t + t T t} =
R(t)
A
s s A >
lim
t 0
-[R(t+ t)-R(t)]
1
t R(t)
-dR(t) 1 f(t)
(t) = =
dt R(t) R(t)

A
A
A
=
Example - hazard rate function
Chapter 2 23
( )
/
/
/
t
t
t
t
t
t
t
=

50
1 100
50
100
100
2
100
2 2 2
10 yr
t

(t)
IFR
Hazard Rate Function & R(t)
Chapter 2 24
Example:
0
( ') '
( )
t
t dt
R t e

}
=
2
0
.02 ' '
.01
( ) .02 ,
( )
t
t dt
t
t t then
R t e e

=
}
= =
Derivation of R(t) from the
Hazard Rate Function
Chapter 2 25
( )
( )
( )
t
d R t
dt R t
=
1
( )
( )
( )
t dt
d R t
R t
=
( )
0 1
( ')
( ') '
( ')
t R t
d R t
t dt
R t
=
} }
0
( ') ' ln ( )
t
t dt R t =
}
0
( ) exp ( ') '
t
R t t dt
(
=
(

}
The Bathtub Curve
Chapter 2 26
Human Mortality Curve
Chapter 2 27
-0.001
0.004
0.009
0.014
0.019
0.024
0 10 20 30 40 50 60 70
Age
Probability Male Death
age Male Female
0 0.007644 0.006275
5 0.000202 0.000152
10 0.00011 0.000113
16 0.00081 0.000375
17 0.000964 0.000423
20 0.00129 0.000456
25 0.001379 0.000499
30 0.001389 0.000628
35 0.00177 0.000953
40 0.002589 0.001514
45 0.003891 0.002264
50 0.005643 0.003227
55 0.008106 0.004884
60 0.012405 0.007732
65 0.019102 0.012199
70 0.029824 0.019312
75 0.046499 0.030582
80 0.073269 0.050396
85 0.120186 0.086443
90 0.192615 0.147616
More on the Bathtub Curve
Chapter 2 28
Burn-in Useful Life Wearout
Characterized by DFR CFR IFR

Caused by Manufacturing defects Environment Fatigue
Welding flaws, Cracks, Random loads Corrosion
Defective parts, Poor Human error Aging
quality control, "Acts of God" Friction
Contamination, Poor Chance events Cyclical loading
workmanship

Reduced by Burn-in testing Redundancy Derating
Screening Excess strength Preventive Maint.
Quality control Parts replacement
Acceptance testing Technology

Average Failure Rate (AFR)
Chapter 2 29
since:
Note: AFR(0,t) = AFR(t) = -ln R(t) / t
'
t
0
- (t )dt
R(t) =
e

'
}
ln ln
'
2
1
t
1 2
1 2
2 1 2 1
t
1 R( )- R( )
t t
AFR( , ) = (t ) dt =
t t
- -
t t t t

'
}
Example - Average Failure Rate
Chapter 2 30
AFR t
t
t
( )
ln
=

L
N
M
O
Q
P
1
100
2
AFR(5 yr) = - ln [1 - .25] / 5 = .0575 failures / yr
Conditional Reliability
Chapter 2 31
R(t|
T
) = P {T >
T
+t | T >
T
}
0 0 0
=
P {T >
T
+ t}
P {T >
T
}
=
R(
T
+ t)
R(
T
)
0
0
0
0
Event A Event B
Residual MTTF
Chapter 2 32
'
0
0
0 0
0
0 0
0
T
R(t + )
T
MTTF( ) = R( t | ) dt = dt
T T
R( )
T
1
= R( t ) dt
R( )
T

'
} }
}
where t = t + T
0

Example - conditional reliability
Chapter 2 33
R t
R t
R
t
t
t
( | )
( )
( )
( ) /
( / )
( )
(. )
. ( ) /
1
1
1
1 1 100
1 1 100
100 1
100 99
101 1 99
2
2
2
=
+
=
+

=
+
= +
Therefore: R(5|1) = 1.01-36/99=.646
where R(5) = 1 - .25 = .75
0
0
10
2 3
10
0
2
0
1
3
1 1
( ) 1
1 /100 100 .99 300
1 10 1 5.67
(1) 10 1 5.72 .
.99 300 300 .99
T
T
t t
MTTF T dt t
T
or MTTF yr
=
(
= =
(

(
= + = =
(

}
2
( ) 1
100
t
R t =
Residual MTTF(T
0
)
Chapter 2 34
T0 MTTF(T0)
0 6.667
1 5.727
2 4.889
3 4.128
4 3.429
5 2.778
6 2.167
7 1.588
8 1.037
9 0.509
9.5 0.252
9.8 0.100
9.9 0.050
MTTF(T0)
0.000
1.000
2.000
3.000
4.000
5.000
6.000
7.000
0 2 4 6 8 10 12
Student Exercise #1
A panel consisting of analog displays has a
reliability function given by
R(t) = (200-t)/200 for 0 < t < 200
where t is measured in 1000s of hr. Find:
a. R(50,000) and R(12,000)
b. R(50,000 | 12,000)
c. MTTF
d. MTTF(12,000)
Chapter 2 35
Student #1- solution
a. R(50) = (200 - 50)/200 = .75
R(12) = (200 - 12)/200 = .94
b. R(50|12) = R(62) / R(12) = (200 - 62) /200 / .94=
.69 / .94 = .734


Chapter 2 36
200
2
200
0
0
40000
. 1 / 200 200 100
400 400
t
c MTTF t dt t = = = =
}
200
2
200
12
12
1 1
. (12) (1 / 200) 94
.94 .94 400
t
d MTTF t dt t
(
= = =
(

}
Student Exercise #1 (continued)
e. What is the shape of the density function?
f. Is the hazard rate function increasing or
decreasing?
g. Compute the average failure rate over the
first 100,000 miles.
Chapter 2 37
Student Exercise #1-solution
Chapter 2 38
e. f(t) = -dR(t) /dt
= - d {(200-t)/200}/dt =1/200
200
t
f(t)
f t
t t
. ( )
/
( ) /
=

1 200
200 200
1
200
200
t
g. AFR(100) = - ln {(200-100)/200} / 100
= .007 failures/ 1000 mi.
Student Exercise #2
Insulators on a power distribution system have
a reliability function with t measured in yr.
R(t) = 1 / (1 + .05t) where t >= 0
Find:
a. F(1 yr) and R(2)
b. R(2|1)
c. The hazard rate function
(optional)
d. AFR(3)
Chapter 2 39
Student Exercise #2 - solution
a. F(1) = Pr{T<1} = 1 - 1/[1+.05(1)] = 1 - .9524 =
.0476
R(2) = Pr{T>2} = 1/[1+.05(2)] = .9091
b. R(2|1) = Pr{T>3 | T>1} = R(3) / R(1)
= [1+.05(3)]
-1
/ .9524 = .913
c. f(t) = -d [1+.05t]
-1
/dt = .05[1+.05t]
-2

(t) = f(t)/R(t) = .05/[1+.05t] which is DFR
d. AFR(3) = {-ln [1+.05(3)]
-1
} / 3
= -ln .8696 /3 = .0466 failures per year.
Chapter 2 40
Summary - The Four Functions
f(t), the Probability Density Function (PDF)
F(t), the Cumulative Distribution Function
(CDF)
R(t), the Reliability Function
(t), the Hazard Rate Function

Chapter 2 41