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Random Variable X

– –

a function that assigns a real number X(s) to each sample point s in sample space S e.g. coin toss, number of heads in a sequence of 3 tosses

»

s

hhh

hht hth

htt thh

tht

tth ttt

X(s)

–

3

2

2

1

2

1

1

0

X is a random variable taking on values in the set

© 2011 A.W. Krings

Page: 1

CS449/549 Fault-Tolerant Systems

Sequence 5

**Quantitative Evaluation Methods
**

!

**Cumulative Distribution Function (cdf)
**

–

The cdf of a random variable X is defined as the probability of the event

lim FX ( x ) = 1

x !"

© 2011 A.W. Krings Page: 2

x !"#

lim FX ( x ) = 0

CS449/549 Fault-Tolerant Systems Sequence 5

must be given however. mean time to failure = expected lifetime of the system © 2011 A.W. sometime we are just interested in parameters that summarize information i. namely the cdf or pdf.e. Krings Page: 3 CS449/549 Fault-Tolerant Systems Sequence 5 Quantitative Evaluation Methods ! Expectation of a random variable – – in order to completely describe the behavior of a random variable. © 2011 A.W. an entire function. Krings Page: 4 CS449/549 Fault-Tolerant Systems Sequence 5 .Quantitative Evaluation Methods ! Probability Density Function (pdf) – The pdf of a random variable is the derivation of – Since is a non-decreasing function.

W. Krings Page: 6 CS449/549 Fault-Tolerant Systems Sequence 5 .W.t] X = random variable representing life of system Let © 2011 A. Krings Page: 5 CS449/549 Fault-Tolerant Systems Sequence 5 Reliability R(t) instantaneous rate at which components are failing © 2011 A. and any time before that => [0.Reliability R(t) ! ! ! R(t) = probability that system is working at time t.

W.W. Krings Page: 7 CS449/549 Fault-Tolerant Systems Sequence 5 using (1) in (2). Krings Page: 8 CS449/549 Fault-Tolerant Systems Sequence 5 . i.(1) div by to get (2) this is called hazard function hazard rate failure rate function which is the normalized failure rate © 2011 A. we get expressed in terms of Reliability only with © 2011 A.e.

W.e z(t) = ! © 2011 A.W. Krings Page: 9 CS449/549 Fault-Tolerant Systems Sequence 5 Bathtub Curve ! ! ! ! Infant mortality phase – burn-in to bypass infant mortality Useful life period Wear-out phase – exchange before wear-out phase Therefore one may assume constant failure rate function z(t). i. Krings Page: 10 CS449/549 Fault-Tolerant Systems Sequence 5 .expressed in term of unreliability Q(t) Result often used: © 2011 A.

Krings Page: 11 CS449/549 Fault-Tolerant Systems Sequence 5 assuming constant z(t) solving the differential equation we get R(t) Q(t) t © 2011 A.W.Bathtub Curve Failure Rate Function Johnson 1989. Krings Page: 12 t CS449/549 Fault-Tolerant Systems Sequence 5 .W. page 173 Constant Failure Rate z(t) = ! Infant Mortality Phase Useful Life Period Wear-out Phase Time t © 2011 A.

Krings Page: 13 CS449/549 Fault-Tolerant Systems Sequence 5 Mean Time to Failure (MTTF) Expected lifetime # E[ X ] = $ xf ( x) dx "# # Mean Time to Failure ! MTTF = $ tf ( t) dt "# where f(t) is the failure density function ! © 2011 A.solving © 2011 A.W. Krings f ( t) = dQ( t) d (1 " R( t)) = dt dt Page: CS449/549 Fault-Tolerant Systems Lecture 6 ! .W.

W. Krings # 0 ! Q( t) R( t) t dt = $ t dt = $ tR( t) + dt dt 0 " # [ # R( t) dt] " 0 " = # R( t) dt 0 Lecture 6 Page: CS449/549 Fault-Tolerant Systems ! Mean Time to Failure (MTTF) Thus the expected lifetime is © 2011 A.Mean Time to Failure (MTTF) Now.W. we can rewrite d (1 " R( t)) dR( t) =" dt dt and use integration by parts ! (recall) to get " " udv = uv # " vdu u and v are both functions of t MTTF = © 2011 A. Krings Page: CS449/549 Fault-Tolerant Systems Lecture 6 .

. Krings Page: 17 CS449/549 Fault-Tolerant Systems Sequence 5 Reliability of Series System thus Mean time to failure of series system: Thus the MTTF of the series system is much smaller than the MTTF of its components system is weaker than weakest component © 2011 A.Reliability of Series System ! ! Any one component failure causes system failure Reliability Block Diagram (RBD) 1 2 . n © 2011 A.W.W. Krings Page: 18 CS449/549 Fault-Tolerant Systems Sequence 5 ..

Krings Page: 20 CS449/549 Fault-Tolerant Systems Sequence 5 ... n – assume mutual independence © 2011 A.Reliability of Parallel System ! ! All components must fail to cause system failure Reliability Block Diagram (RBD) 1 2 .W. Krings Page: 19 CS449/549 Fault-Tolerant Systems Sequence 5 X is lifetime of the system n components Assuming all components have exponential distribution with parameter ! © 2011 A.W.

Page 218 from previous page Product law of unreliability © 2011 A.W. Krings Page: 21 CS449/549 Fault-Tolerant Systems Sequence 5 .Trivedi 1982.

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