You are on page 1of 24

Reliability of systems and

Brief Introduction to Probability
Basic Definitions -1

Experiment (E): is any well-defined

action that may result in a number of
Outcome (O): An outcome is defined as
any possible result of an experiment
Sample space (S) is the set of all
possible outcomes of an experiment.
Event: is a collection of outcomes
Basic Definitions -2
Union of two events A and B (A B) is the set of
outcomes that belong to A or B or both.
Intersection of two events A and B is the set of
outcomes that belong to both A and B.
Complement of an event A contains all
outcomes of the sample space, S, that do not
belong to A.
Null event is an empty set and it has no
Probability is a numerical measure of the
likelihood of an event relative to a set of
alternative events.
Experiment Example

Consider an experiment that consists of

the rolling of a six-sided die. The
numbers on each side of the die are the
possible outcomes. Accordingly, the
sample space is S = {1, 2, 3, 4, 5, 6}.

Let A be the event of rolling a 3, 4 or 6 (A

= {3, 4, 6}) and let B be the event of
rolling a 2, 3 or 5 (B = {2, 3, 5,}).
Probability Properties, Theorems
and Axioms
Mutually Exclusive Events

Conditional Probability
Independent Events
Statistical Background Example 1
Statistical Background Example 2
Random Variables

From probability and statistics, given a

continuous random variable X we
The probability density (distribution)
function, pdf, as f(x).
The cumulative distribution function, cdf,
as F(x).

If X is a continuous random variable, then

the probability density function, pdf, of X
is a function, f(x), such that for two
numbers, a and b with a b:
Example of a pdf
Relationship between pdf and cdf
Total area under a pdf
Reliability as area under pdf
Life-Stress Relationships

Single pdf
pdf and life-stress relationship
Reliability and life-stress
A life distribution and a life-stress relationship
The Failure Rate Function

the instantaneous failure rate, also known as the hazard function. It is

useful in characterizing the failure behavior of a product, determining
maintenance crew allocation, planning for spares provisioning, etc. Failure
rate is denoted as failures per unit time.
Mean Life (MTTF)

This is the expected or average time-to-

failure and is denoted as the MTTF
(Mean Time To Failure).
Sometimes reference to this metric as
the MTBF, Mean Time Between Failures.
The two metrics are identical if the failure
rate of the component or system is
Median Life

Median life, , is the value of the random

variable that has exactly one-half of the
area under the pdf to its left and one-half
to its right. It represents the centroid of
the distribution.
Modal Life

For a continuous distribution, the mode is

that value of t that corresponds to the
maximum probability density (the value
at which the pdf has its maximum value,
or the peak of the curve).