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Bayes Reliability Demonstration Test Plan

for Series-Systems with Binomial Subsystem Data


Lin Mei Ten DSO National Laboratories Singapore
Min Xie National University of Singapore Singapore

Key Words: Bayes method, Reliability demonstration, Prior distribution, Binomial subsystem data, Beta distribution.

SUMMARY & CONCLUSIONS reduction: So we explore and address the difficulty of


applying Bayesian reliability demonstration.
One reason that the Bayesian approach to reliability The difficulty in applying the Bayesian reliability
demonstration has not gained popularity in industry is the demonstration approach seems to expand when the only prior
difficulty in establishing the prior. The problem becomes data available are the subsystem level data. There is little
more complicated when only subsystem data are available. It attention in the literature concerning system level reliability
has received little attention in the existing literature and this demonstration based on subsystem prior data. Such scenario
paper makes an attempt to do that. A method is proposed to does happen for large scale systems. This paper proposes a
derive the Bayesian Reliability Demonstration test plan for simple method to address this difficulty. The approach uses
series systems with binomial subsystem data. The method Mann’s Approximately Optimum Lower Confidence Bound
makes use of Mann’s Approximately Optimum Lower model (Refs. 5 - 6 ) and a curve fitting approach to obtain the
Confidence Bound model to derive the system prior based on system prior distribution based on binomial subsystem data. It
binomial subsystem data. The system Bayesian Reliability then identifies the system reliability demonstration test plan
Demonstration test plan can then be derived using existing using the existing methods for satisfying posterior confidence
methods for meeting posterior confidence requirements. The requirements (Ref. 3).
proposed method is easy to apply and no complicated
computation is involved in deriving the system prior 2. PROBLEM
distribution. It uses objective subsystem test data. No
subjective judgement is required. This method is most Methods for generating Bayesian Reliability Demonstration
beneficial for systems that already have substantial subsystem test plans that are established in the literature are only
test data before the reliability demonstration. applicable to systems whose prior information or data are
available. Many large-scale systems only have subsystem test
data as the subsystems are subcontracted to different
contractors for development. Thus the existing methods are
1. INTRODUCTION
not applicable for such cases.
If these subsystem or section test data could be utilised as
The Bayesian approach to reliability demonstration has been prior information before the Reliability Demonstration, then
proposed and discussed for many years. However, it has not the sample size or the test duration could be reduced via the
gained popularity in industry due to the difficulty in Bayesian approach. This would save a considerable amount of
identifying a prior distribution and the complicated cost if the system is expensive, especially if many subsystem
computation involved. The classical approach described in the tests have already been conducted during the development
Mil-Hdbk-781 is still being widely adopted in determining the phase.
reliability demonstration test plan due to the more straight It is noticed from an examination of the subsystem data
forward computation. On the other hand, the classical scenario with respect to the general procedure of Bayesian
approach to reliability demonstration usually requires large reliability demonstration that the problem in applying the
sample size or long test duration, especially for highly reliable existing Bayesian Reliability Demonstration methods for
systems and it is sometimes impractical to conduct the systems that only have subsystem test data is that these
demonstration in accordance with the test plan. A Bayesian methods make use of system level data to form the prior
reliability demonstration is desired for such situations. The distribution. Thus the crux of the problem is to form the
reduction in the sample size or test duration is especially system prior distribution using the lower level data. Once the
significant when there are substantial knowledge or data of the system prior is determined, the system Bayesian Reliability
system to provide high prior confidence in the system Demonstration test plan can be derived using existing
reliability. Great cost savings can be realised from the methods.

0-7803-4362-X/98/$10.00 0 1998 IEEE


1998 PROCEEDINGS Annual RELIABILITY and MAINTAINABILITY Symposium 241
3. NOTATION also be generated. It is difficult to implement for systems with
more than 3 subsystems and an unequal number of subsystem
the random variable for system reliability. tests. The Mann A 0 LCB is relatively straight forward. It does
a specified system reliability value. not require random number to be generated and requires no
the random variable for system Mean-Time- iterative procedures. It has no difficulty with the number of
Between-Failure. subsystems in the system or unequal numbers of subsystem
a specified system MTBF value. tests. It also agrees well with the optimum confidence bounds,
confidence level associated with system as verified by Ref. 6.
reliability lower bound.
system reliability lower bound for yi Collect Subsystem Test Data Prior to RD
confidence level. -no. of trials or total test time for subsystem S,, j=l, .... ,.k
parameters of a Beta distribution. ~no. of failures for S,,j = l ,.....,.K
parameters calculated in Mann’s A 0 Lower
Confidence Bound model.
yth percentile of the Chi-square distribution.
i
Derive System Confidence Bounds
yth percentile of the Normal distribution. - Lower Confidence Bound of System Reliability or
- Lower Confidence Bound of System MTBF
consumer’s reliability requirement.
reliability specified by the producer.
risk associated with the consumer.
Determine System Identify
risk associated with the producer. Consumer & Producer
Prior Distribution

4. APPROACH
4.1 General Procedure

Since there was no established method for developing the


system prior distribution from lower level data, a method to
construct the system prior from the subsystem data is
developed here, The proposed method in this paper is to
derive from the subsystem data the lower confidence bounds
Results
for the system reliability and then fit these lower confidence (no of failures in n
bounds to a system prior distribution function. After trials or test time T)
determining the prior, the Bayesian reliability test plan that Posterior Confidence Interval R W e s e n f s system reliabilify

meets the consumer’s and producer’s requirements can be - Posterior P(R >RJ or MTBF represents system MTBF
- Posterior P(MTBF >€I) R, is a specified reliability value
derived using existing methods. This approach is illustrated in
Fig 1.
Though the approach illustrated in Fig 1 is applicable for all Fig 1 : Proposed Bayesian Reliability Demonstration Approach for
Systems that Only have Subsystem Test Data
types of systems, this paper is only focused on the attribute
reliability systems that are in series. The collected subsystem
test data are binomially dish-ibuted, i.e. in terms of number of There are other LCB methods like the Likelihood Ratio
units tested and number of failures. For other types of system, method proposed by Madansky (Ref. 8) and the Maximum
the same approach can be used with an appropriate confidence Likelihood Estimator method proposed by Rosenblatt (Ref. 9).
bound model. However, they are only applicable for the case where there is
at least one failure per subsystem. They also do not agree with
4.2 Selection of Lower Confidence Bound the optimum bounds as well as the Mann’s A 0 LCB
especially when extremely high reliabilities are involved.
A literature search was c o n d u c t e d t o identify m e t h o d s that Some numerical comparisons between t h e s e bounds are made
derive lower confidence bounds of the system reliability based in Ref. 6 .
on subsystem reliability data. Mann’s Approximately
Optimum Lower Confidence Bound ( A 0 LCB) (see Ref. 5 - 4.3 Defining System Prior Using Mann s A 0 LCB
6 ) is selected as the Lower Confidence Bound model required
in the proposed approach. It is applicable to subsystem data In Bayesian Reliability Demonstration, the prior distribution
that are binomially distributed. is critically important as it depicts the confidence in the
Though the Exact Method proposed by Lipow and Riley system reliability prior to the reliability demonstration and
(Ref. 7) generates optimum (correspond to shortest intervals) influences the eventual confidence after the reliability
lower confidence bounds, it is tedious as iterative computing demonstration. When the prior confidence is high the sample
is required and a uniformly distributed random number must size required for the reliability demonstration is small.

242 1998 PROCEEDINGS Annual RELIABILITY and MAINTAINABILITY Symposium


For systems with attribute reliability, the Beta distribution
has been widely used as the prior distribution for binomial
sampling as recommended in Refs. 1 - 3. The Beta distribution
has the ability to represent a wide variety of shapes and it has
YI (5)
the mathematical traceability that the posterior distribution is
also the same type of distribution, i.e. it is a conjugate prior.
The versatility of the beta distribution is also described by the
book “Bayesian Statistics : An Introduction” (by Peter M. Lee,
Ref. 4) as “basically any reasonably smooth unimodal
distribution on [0,1] is likely to be reasonably well
approximated by some beta distribution”. Furthermore, Ref. 1
also states that a researcher Weiler (1965) has shown that the
effect of assuming a Beta distribution, when in fact the true
prior distribution is not of the beta type, is negligible in many
practical applications. He shows that rather severe deviations
in the beta prior parameter values produce only slight changes
in the corresponding posterior distributions.
As the beta prior distribution function consists of two
parameters, it can be fully identified if two distinct equations where m, and v, are parameters calculated from the subsystem
such as the two prior confidence statements below can be data (number of units tested and number of failures that
defined : occurred). x2(y,vs) and Z, are yth percentile of the Chi-square
distribution and the Normal distribution respectively.
P(R>R,) = y, (1)
Then assuming the prior distribution is a beta distribution,
and P( R 2 R 2 ) = y2 (2) the two beta parameters a and b can be obtained by fitting the
estimated RI and R2values from equations ( 5 ) and (6) for v, <
where RI and R2 are two known reliability values 3 or equations (7) and (8) for v, 2 3, into equations (3) and (4).
corresponding to the confidence level value y, and y2 This method has been applied on the two numerical
respectively. examples in Ref. 6 as well as some arbitrary examples.
Mann’s A 0 Lower Confidence Bounds for different
Since the prior is a beta distribution, equations (1) and (2) can combinations of the confidence levels y1 and y2 including
be expanded as follows (Ref. 3) : 80%, 90%, and 95%, are used to determine the two beta prior
parameters a and b. It is found that the derived Beta parameter
values are consistent among the different confidence level
(3) combinations. This provides confidence that the proposed
approach is feasible and correct.
and
4.4 Derivation Of Reliability Test Plan
(4)
After determining the system prior distribution, the system
Bayesian reliability demonstration test plan can be generated
accordingly to the required posterior confidencelrisk using
where a, b 2 1 are parameters of the Beta distribution. existing methods, i.e. via Bayes Theorem (Ref. 3).

Thus the derivation of Beta parameters is straight-forward if For example, if the required posterior confidence are :
subjective confidence statements about the system reliability
as in equations (1) and (2) can be defined. It is simply solving Consumer : Posterior P(R 2 R, I Accept) 2 1 - 0’ (9)
for a and b from the two simultaneous equations (3) and (4).
However, subjective statements are always subjected to Producer : Posterior P(R I R, I Reject) 1 1 - U* (10)
controversy. For cases where system level test data are
available, other objective methods like method of Marginal where
Maximum Likelihood and method of Moments that are
described in Ref. 1 can be used to determine the prior R represents the system reliability
distribution. For our case where only subsystem test data are RL is the consumer’s Reliability requirement
available, it is proposed to use Mann’s A 0 LCB model (Ref. Ru is the Reliability specified by the producer
6) to generate equations similar to (1) & (2), i.e. 1 - 0’and 1 - a*are preselected high assurance values

1998 PROCEEDINGS Annual RELIABILITY and MAINTAINABILITY Symposium 243


By applying Baye's Theorem on the left-hand side of these (80% lower confidence bound) and 0.8507 (90% lower
posterior confidence equations, the test plan is derived by confidence bound) respectively.
solving the following equations for the sample size (n) and
acceptance number (c). This means that

lLP(Accept I R ) g( R ) dR
= 1-p'
P(R20. 8869) = 0.80 and

i P ( Accept I R ) g( R ) dR P(R20. 8507) = 0.90

6"' P(Re ject I R ) g( R ) dR = 1-a' (12)


Assuming a Beta prior distribution, fit these two values R, and
R2 into the Beta Prior Distribution Function as in equations (3)
iP(Reject I R ) g ( R ) dR and (4) :

where
0.88691 = 0.80
g(R) =Prior probability density function of R.
and
P(Accept I R) = P(number of failures in the test of n
samples 5 c I R) ,
P(Reject I R) = P(number of failures in the test of n
1- g( p
a+ 1)(0.8507)"1b~1~f(1- 0.8507)' = 0.90

samples > c I R)
which are functions of n, c, and R . The values of the Beta parameters a and b can be computed
from these two simultaneous equations with the help of
For a Beta prior distribution and binomial sampling, spreadsheet using trial and error. They are estimated as a = 24
and b = 2. Thus the system prior distribution is identified as
(a +b-I)! Beta(24,2).
g(R) = R"-'(l- R)*-' ;a, b 1 1.
(a -I)!@ - l)!
In this example, it is desired to derive a Bayesian system
reliability demonstration test plan that satisfies the following
P(Accept consumer's posterior confidence requirement on the system
reliability :

P(Reject Posterior P (R 2 0.90 I Accept) 2 0.90 .

It is most economical to select a Reliability Demonstration test


5. NUMERICAL EXAMPLE plan that allows no failures. Thus we could determine the
sample size required by the Reliability Demonstration to
A system has eight subsystems in series. For each of its achieve the consumer's requirement in which acceptance
subsystems, a different number of units were tested by their number is zero. Then the above posterior confidence
manufacturers. There were no failures in all of the subsystems requirement becomes
except for subsystem S,. The test results are summarised in
Table 1. It is desired to derive the system reliability Posterior P (R 1 0.90 I 0 failure) 2 0.90 (16)
demonstration test plan using the Bayesian approach.
For a Beta prior distribution with parameters a and b, if f
To determine the system prior distribution from these failures occur in n tests then the posterior distribution is also a
subsystem data, two Mann's A 0 Lower Confidence Bounds Beta distribution and its parameters are a+n-f and b+f. So
need to be identified first. So two confidence level 80% and equation (16) can be expressed as (Ref. 4) :
90% are selected and the respective Mann's A 0 Lower
Confidence Bounds (R, and R2) are identified. The *-I a+b+n-l
calculations could be easily performed with the help of
spreadsheets. The calculated values of R, and R2 are 0.8869 1- i=O ( )(0.90)'+"'.-" (1 - 0.90)' 2 0.90

Subsystem 1 2 3 4 5 6 7 8
No. of Tests 40 40 35 35 30 30 25 25
No. of Failures 1 0 0 0 0 0 0 0

244 1998 PROCEEDINGS Annual RELIABILITY and MAINTAINABILITY Symposium


The a and b parameters are already identified as 24 and 2 much above the reliability requirement of 0.85. In fact, the
respectively. So the equation is further simplified and the prior confidence of 0.85 reliability value is 91% which is so
sample size, n, is easily determined in the following : high that it has already achieved the desired confidence level
without any further testing. However, if the consumer’s
1-
i=O
( 25 “ ) ( 0 . 9 0 ) 2 5 + n ~ i-( l0.90)‘ = 0.90 reliability requirement is 0.95, which is only slightly below
the estimated 0.975 reliability, the Bayesian reliability
demonstration test plan becomes larger than the classical test
n=13 plan. Since the prior confidence in system reliability obtained
from it is as low as 36%, it is logical that the Bayesian
Thus only a total of 13 systems need to be tested in the approach to reliability demonstration is unfavourable. These
Reliability Demonstration in order to achieve the consumer’s observations reinforce the point that the Bayesian approach is
posterior confidence of 90%. only favourable if the prior confidence in the system
reliability is favourable.
If a classical plan is used, 22 systems are required to be tested
for a consumer’s risk of 10% (i.e. confidence of 90%) if the
7. CONCLUSION
acceptance number is also zero. Thus the Bayesian approach
has reduced the sample size by 9. Though the definition of
consumer’s risklconfidence in classical plan is different from The Bayesian approach to reliability demonstration is
the posterior confidence in the Bayesian approach, it can still desirable as it makes use of available information to reduce
be used for comparison purposes. the cost in conducting reliability demonstration by generating
a test plan of smaller sample size compared to the classical
approach. The reduction is especially significant when there
6 . DISCUSSION
are substantial prior data. However, the computation involved
A number of Bayesian reliability demonstration test plans in the Bayesian approach is usually complicated and is
are generated for the example above using the approach sometimes subjective. Furthermore, there was little attention
proposed, with respect to different consumer’s risk and in the literature on deriving Bayesian reliability demonstration
different consumer’s reliability requirement. Some of the test plan using subsystem prior data.
results are summarised in Table 2. As expected, the Bayesian
reliability demonstration test plan may require less or more This paper has proposed a simple and objective method to
test units than the classical test plan, depending on the prior derive Bayesian reliability demonstration test plan for series
confidence and the requirement. systems that have binomial subsystem data. It identifies that
the crux of the problem is in forming the system prior
It is observed that for reliability requirement of 0.85, there is distribution based on the subsystem data and proposes a
no necessity to have the reliability demonstration at all as the solution via the use of Mann’s A 0 LCB model. A numerical
prior subsystem test data have provided adequate confidence example is also included to illustrate the proposed method. A
in the system reliability. The reliability demonstrated in the similar approach with the use of an appropriate LCB model
prior subsystem tests is (39/4O)x(l.O)’ = 0.975 which is very can be used for other types of system and subsystem data.

Consumer’s Reliability Consumer’s Bayesian RD Classical Reduction in


Requirement (RL) Risk Sample Size Sample Size Sample Size
(13*)
.. ,
0.85 10% 0 15 15
15% 0 12 12
Prior P(Ra.85) = 0.91 20% 0 10 10
0.90 10% 13 22 9
15% 8 19 11
Prior P(R20.90) = 0.73 20% 4 16 12
0.95 10% 52 45 -7
15% 42 37 -5
Prior P(R20.95) = 0.36 20% 34 32 -2

REFERENCES 2. Mitchell 0. Locks, Reliability, Maintainability, and Availability


Assessment, 1995; ASQC Quality Press, Milwaukee, Wisconsin.
1. H. F. Martz and R. A. Waller, Bayesian Reliability Analysis, 1982; 3. Dimitri Kececioglu, P.E., Bayesian Reliability Testing with
John Wiley & Sons. Applications, 1986.

1998 PROCEEDINGS Annual RELIABILITY and MAINTAINABILITY Symposium 245


4. Peter M. Lee, Bayesian Statistics : An Introduction, 1989; Oxford Lin Mei Ten is a Senior Product Assurance Analyst of the DSO National
University Press. Laboratories of Singapore. She has worked several years in providing quality
5. Nancy R. Mann, Ray E. Schafer, & Nozer D. Singpurwalla, Methods assurance support to projects in the area of RAM analysis. She received her
for Statistical Analysis of Reliability and Life Data, 1974; John Wiley & B. Sc. degree, majoring in Mathematics, from National University bf
Sons. Singapore in 1989.
6 . Nancy R. Mann, “Approximately Optimum Confidence Bounds on
Series-and Parallel-system Reliability for Systems with Binomial Subsystem
Data”, IEEE Transactions on Reliability, vol. R. 23, No. 5, 1974, pp 295-
304.
7. R. J. Buehler, “Confidence Intervals for the Product of Two Binomial
Parameters”, J. Amer. Statist. Assoc., vol. 52, 1957, pp. 482-493.
8. Albert Madansky, “Approximate Confidence Limits for the Reliability
of Series and Parallel Systems”, Technometrics, vol. 7, 1965, pp. 495-503. Min Xie
9. Joan Raup Rosenblatt, Confidence Limits for the Reliability of National University of Singapore
Complex Systems, 1963; Statistical Theory of Reliability, (Ed., Marvin 10 Kent Ridge Crescent
Zelen), the University of Wisconsin Press, Madison, Wisconsin. Singapore 119260
Singapore
Internet (E-mail): isexiem@nus.sg
BIOGRAPHIES

Lin Mei Ten Dr. Min Xie is an academic staff in the Systems and Industrial Engineering
DSO National Laboratories Department at the National University of Singapore. He has published
20 Science Park Drive numerous papers in international journals and is the author of two books. He
Singapore Science Park is a senior member of IEEE and is a member of ASQC and SRE. Dr. Xie
Singapore 1 18230 received his M.S. from the Royal Institute of Technology in Stockholm, and
Singapore his Ph. D. degree in Quality Technology from Linkoping University in
Internet (E-mail): tlinmei@dso.org.sg Sweden in 1987.

246 1998 PROCEEDINGS Annual RELIABILITY and MAINTAINABILITY Symposium