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Reliability enhances the systems chances of not encountering failures which hamper them. Ascertaining the survival period would help alleviate the problem with application of the right device to counter failures.

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Webpage for notes: http://www.maths.manchester.ac.uk/~mkt/new_teaching.htm

1. Basic concepts

1.1 Books

Wolstenholme, L.C. "Reliability modelling. A statistical approach." Chapman & Hall, 1999.

Ebeling, C. "An introduction to reliability & maintainability engineering." McGraw Hill, 1997.

Leemis, L.M. "Reliability - Probailistic Models & Statistical Methods." Prentice 2nd Ed., 2003.

1.2 Applications

This course is concerned with the study of components and systems that fail in time.

e.g.

Engineering Mechanical and electrical equipment

Medicine Design and analysis of medical trials

Suppose that an item (component, device etc.) is new at time t = 0 and fails at time T (a continuous

random variable).

T > 0 - only takes positive values

the item is assumed to be in one of two states - working or failed.

The reliability function R (t) is dened as

R (t) = Pr (T > t)

(1.1)

i.e. R (t) is the probability that the item is still working at time t

Notice that

R (t) = 1 F (t)

d

R0 (t) =

R (t) =

dt

f (t)

(1.2)

and f (t) is the probability density function (p.d.f.) of T:

Some properties of R (t)

R (t) is a decreasing function of t: If t1 < t2 then R (t1 )

R (0) = Pr (T > 0) = 1

R (t2 ) :

R (1) = 0

0

R (t)

1

lim tR (t) = 0

t !1

1

i.e. R (t) ! 0 faster than :

t

N.B. In medical survival analysis, R (t) is also known as the survivor function S (t) :

Example

The failure time of a compressor (in hours) is a random variable with the probability density

function (p.d.f.)

(

:001

t>0

(:001t+1)2

f (t) =

0

otherwise

Find the reliability for a 100 hr. operating life.

Solution

Writing = 10

we have

R (t) =

( u + 1)2

1

1

( u + 1) t

du

=

=

=

Setting t = 100 gives R (100) =

1

( u + 1)

1

( t + 1)

t

1

1

= 0:909:

0:1 + 1

The mean time before failure is dened as

= E (T ) =

tf (t) dt

Result.

(1.3)

tR0 (t) dt

tf (t) dt =

0

Z 10

1

R (t) dt

= [ tR (t)]0 +

0

Z 1

=

R (t) dt

(1.4)

The expectation (mean) of a distribution is not always nite. In such cases we can use the

median lifetime tm as an alternative measure of a "typical" lifetime.

The median life tm satises

R (tm ) = 0:5

(1.5)

Example

An electronic device has failure time density function (t measured in hours)

f (t) =

:002e

0

:002t

t>0

otherwise

Solution

Observation: the density f (t) = e

t;

MTBF:

R (t) =

f (u) du

du

t

1

= e

M T BF

= E (T ) =

R (t) dt

0

Z 1

=

e t dt

0

1

0

= 500 hrs.

Median life:

R (tm ) = 0:5 = e tm

1

tm =

ln 2 = 500 ln 2

= 346:6 hrs.

3

When an item has reached age t; its lifetime characteristics are usually dierent from new. The

failure time density is f (t) : However when T > t we need to condition on this event.

Dene the instantaneous failure rate of the item as

h (t) =

=

1

Pr (Item fails in (t; t + t) jsurvives to t)

t

1

lim

Pr (t < T < t + t j T > t)

t!0 t

lim

t!0

(1.6a)

(1.6b)

Pr (t < T < t + t)

Pr (T > t)

f (t) t

=

R (t)

= h (t) t

Pr (A)

when A B:

Pr (B)

By taking limits we conclude that the hazard function dened as

h (t) =

f (t)

R (t)

NB.

h (t) is not a probability density function, though for xed t0 we can dene the failure time

density (lifetime density) conditional on survival to time t0

8

< f (t)

t > t0

f (tjT > t0 ) =

(1.7)

R (t0 )

:

0

elsewhere

1

= lim

Pr (t < T < t + t j T > t0 )

t!0 t

which does satisfy the normalization

Z

f (tjT > t0 ) dt =

t0

f (t) dt

t0

R (t0 )

=1

t = 1 year e.g.

which is known as the "force of mortality"

h (t) =

=

f (t)

R (t)

R0 (t)

=

R (t)

d

ln R (t)

dt

Z t

ln R (t) =

h (u) du

0

Z t

h (u) du

R (t) = exp

(1.8a)

(1.8b)

= exp f H (t)g

(1.8c)

Suppose that an item has survived to time a: Then U = T

Dene the conditional reliability function by

= Pr (U > tjT > a)

u>0

Pr (T > a + t)

=

Pr (T > a)

R (a + t)

=

R (a)

u>0

(1.9)

a:

0

RU

(tja)

0

R (a + t)

R (a)

f (a + t)

R (a)

fU (tja) =

=

=

The

R 1 subscript U has been included to indicate that t is a future life, i.e. a value of U . Note

that 0 fU (tja) dt = 1 as required.

In the following we may drop U to simplify the notation.

An item has monotone failure rate if either h(t) " or h (t) # for all t. The item is either IFR or

DFR or both according to whether the failure rate h (t) is increasing, decreasing or constant.

Result 1

Conditional reliability improves as a function of a (for all t) if and only if the item is DFR.

Proof

5

i ) Suppose R (tja) =

R (a + t)

is increasing as a function of a.

R (a)

1

Pr (fails in (a; a + t) jsurvives to a)

t

1

= lim [1 R (tja)]

t!0 t

h (a) = lim

t!0

ii) Conversely, suppose h (a) is DFR, therefore decreasing as a function of a:

exp ( H (a + t))

exp ( H (a))

Z a+t

h (u) du

= exp

R (tja) =

(1.10)

The above result shows that in certain circumstances aging can be benecial to reliability.

Certain metals increase in strength as they are work-hardened.

New items can be prone to failure through manufacturing defects. c.f. "infant mortality"

Aging more commonly has an adverse eect on reliability, corresponding to a situation of

increasing hazard (IFR). The following result can be proved in the same way as above.

Result 2

Conditional reliability decreases as a function of a (for all t) if and only if the item is IFR.

The bathtub curve represents the failure rate of a product during its lifecycle. The hazard function

comprises three parts:

1. Early failures or infant mortality - DFR period.

2. Useful life - constant (CFR) failure rate period. Failures are "rare" events modelled by a

Poisson process.

3. Old age - IFR period, failures due to wear-out.

If the hazard function h (t) is increasing, then we would expect the expected future life conditional

on reaching age a to decrease with a and conversely. It turns out to be true. We show this by

linking the conditional mean future life (i.e. life expectancy) to the conditional reliability function.

Result

Dene the (future) life expectancy at age a by

L (a) = E (U = T ajT > a)

Z 1

=

tfU (tja) dt

0

Z 1

0

=

tRU

(tja) dt

(1.11)

(1)

L (a) = [

tRU (tja)]1

0

= 0+

=

1

R (a)

Z 1

1

R (a)

RU (tja) dt

R (a + t) dt

(1.12a)

R (t) dt

(1.12b)

assuming limt!1 tR (t) = 0: We see that future life expectancy is the area below the conditional

reliability function R (tja) :

Example

Show that the reliability function

R (t) =

t

b

0<t<b

elsewhere

Solution

(i)

h (t) =

=

d

(ln R (t))

dt

1

;0 < t < b

b t

(ii) At any age a the conditional life expectancy at age t0 is

M T T F (t0 ) = L (t0 )

Z b

R (t)

dt

=

R

(t0 )

t0

Z b

b

b t

=

dt

b t0 t0 b

1

1

(b

2

b t0

1

(b t0 )

2

t0

t)

which is a decreasing function of t0 . In fact the expected life is half the time interval from t0

to b:

1. Knowing any one of the following functions uniquely characterizes a lifetime distribution:

lifetime density f (t)

reliability (survival) function R (t)

hazard function h (t)

and we can go from one to another using formulae presented above.

2. The bathtub curve is an important concept characterizing a product life cycle or human

lifespan (if we are lucky!).

BUT we have not yet considered the possibility of repairs and maintenance.

3. The hazard function h (t) is also known as the failure rate or force of mortality.

Certain h (t) representing monotone or constant failure rates can be used to model dierent

sections of the bathtub curve. Such h (t) also imply monotone (future) life expectancies.

.

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