Reliability Evaluation

of Engineering Systems:
Concepts and Techniques

Roy Billinton PhD, DSc, FEIC, FRSC, FIEEE, PE

c.J. MacKenzie Professor of Electrical Engineering
University of Saskatchewan

and Ronald N Allan PhD, FSRS, MIEEE, MIEE, CEng

Senior Lecturer in Electrical Power Systems
University of Manchester Institute of Science and Technology

Springer Science+Business Media, LLC

Longman Scientific & Technical
Longman Group UK Limited,
Longman House, Bumt Mill, Harlow,
Essex CM20 2JE, England
and Associated Companies throughout the world.

Co-published in the United States by Plenum Press

© Springer Science+Business Media New York 1983

Originally published by Plenum Press in 1983
Softcover reprint ofthe hardcover 1st edition 1983

AII rights reserved; no part of this publicat ion

may be reproduced, stored in a retrieval system,
or transmitted in any form or by any means, electronic,
mechanical, photocopying, recording, or otherwise,
without the prior written permission of the Publishers.

First published in Great Britain by Pitman Publishing Limited 1983

Reprinted 1985 (twice)
Reprinted by Longman Scientific & Technical 1987

Library of Congress Cataloging in Publication Data

Billinton, Roy.
Reliability evaluation of engineering systems.
lncludes bibliographical references and index.
1. Reliability (Engineering) I. Alian, Ronald N.
(Ronald Norman) II. Title.
TA169.B54 1983 620'.00452 82-18578

ISBN 978-1-4615-7730-0 ISBN 978-1-4615-7728-7 (eBook)

DOI 10.1007/978-1-4615-7728-7
Contents

Preface ix

1 Introduction 1

2 Basic probability theory 5

2.1 Probability concepts 5
2.2 Permutations and combinations 7
2.2.1 General concepts 7
2.2.2 Permutations 7
2.2.3 Combinations 9
2.2.4 Comparison of permutations and combinations 11
2.2.5 Application in probability evaluation 11
2.3 Practical engineering concepts 13
2.4 Venn diagrams 15
2.5 Rules for combining probabilities 16
2.5.1 Rule I-independent events 16
2.5.2 Rule 2-mutually exclusive events 16
2.5.3 Rule 3-complementary events 17
2.5.4 Rule 4-conditional events 17
2.5.5 Rule 5-simuItaneous occurrence of events 18
2.5.6 Rule 6--occurrence of at least one of two events 20
2.5.7 Rule 7-application of conditional probability 22
2.6 Probability distributions 25
2.6.1 Random variables 25
2.6.2 Density and distribution functions 26
2.6.3 Mathematical expectation 31
2.6.4 Variance and standard deviation 33
2.7 Conclusions 34
Problems 35

3 Application of the binomial distribution 36

3.1 Binomial distribution concepts 36
3.2 Properties of the binomial distribution 37
3.2.1 General characteristics 37
3.2.2 Binomial coefficients 41

iii
iv Contents

3.2.3 Expected value and standard deviation 42

3.3 Engineering applications 44
3.3.1 Restricting the assessment 44
3.3.2 Implication of economics 45
3.3.3 Effect of redundancy 46
3.3.4 Effect of partial output (derated) states 51
3.3.5 Effect of unavailability 55
3.3.6 Effect of one unit in reserve 55
3.3.7 Non-identical capacities 57
3.3.8 Non-identical unavailabilities 59
3.4 Conclusions 60
Problems 61

4 Network modelling and evaluation of simple systems 62

4.1 Network modelling concepts 62
4.2 Series systems 63
4.3 Parallel systems 66
4.4 Series-parallel systems 70
4.5 Partially redundant systems 73
4.6 Standby redundant systems 75
4.6.1 Redundancy concepts 75
4.6.2 Perfect switching 76
4.6.3 Imperfect switching 76
4.6.4 Standby redundancy calculations 78
4.7 Conclusions 79
Problems 79

5 Network modelling and evaluation of complex systems 81

5.1 Modelling and evaluation concepts 81
5.2 Conditional probability approach 82
5.3 Cut set method 84
5.3.1 Cut set concepts 84
5.3.2 Application of cut sets 85
5.3.3 Approximate evaluation 87
5.3.4 Deducing the minimal cut sets 89
5.4 Application and comparison of previous techniques 91
5.5 Tie set method 94
5.6 Connection matrix techniques 96
5.7 Event trees 100
5.7.1 General concepts 100
5.7.2 Continuously operated systems 101
5.7.3 Cut and tie set deduction 106
5.7.4 Standby and sequential logic systems 107
5.8 Fault trees 113
 Contents v

5.9 Multi-failure modes 116

5.10 Conclusions 120
Problems 121

6 Probability distributions in reliability evaluation 124

6.1 Distribution concepts 124
6.2 Terminology of distributions 125
6.3 General reliability functions 128
6.4 Evaluation of the reliability functions 130
6.5 Shape of reliability functions 134
6.6 The Poisson distribution 136
6.6.1 General concepts 136
6.6.2 Derivation of the Poisson distribution 136
6.6.3 Relationship with the binomial distribution 140
6.7 The normal distribution 143
6.7.1 General concepts 143
6.7.2 Probability density function 143
6.7.3 Evaluation of probabilities 146
6.8 The exponential distribution 149
6.8.1 General concepts 149
6.8.2 Reliability functions 150
6.8.3 A posteriori failure probability 152
6.8.4 Mean value and standard deviation 154
6.9 The Weibull distribution 156
6.10 The gamma distribution 159
6.11 The Rayleigh distribution 161
6.12 The lognormal distribution 162
6.13 The rectangular (or uniform) distribution 164
6.14 Summary of reliability functions 165
6.15 Conclusions 167
Problems 167

7 System reliability evaluation using probability distributions 170

7.1 Introduction 170
7.2 Series systems 171
7.3 Parallel systems 173
7.4 Partially redundant systems 175
7.5 Mean time to failure 178
7.6 Standby systems 179
7.6.1 General concepts 179
7.6.2 Perfect switching 181
7.6.3 Imperfect switching 183
7.6.4 Effect of spare components 185
7.6.5 Non-identical components 188
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7.6.6 Failures in the standby mode 190

7.7 Wearout and component reliability 195
7.8 Maintenance and component reliability 198
7.9 Conclusions 202
Problems 203
8 Disel'ete Markov chains 206
8.1 Introduction 206
8.2 General modelling concepts 207
8.3 Stochastic transitional probability matrix 211
8.4 Time dependent probability evaluation 212
8.5 Limiting state probability evaluation 214
8.6 Absorbing states 216
8.7 Application of discrete Markov techniques 218
8.8 Conclusions 222
Problems 223
9 Continuous Markov processes 225
9.1 Introduction 225
9.2 General modelling concepts 225
9.2.1 Transition rate concepts 225
9.2.2 Evaluating time dependent probabilities 227
9.2.3 Evaluating limiting state probabilities 230
9.3· State space diagrams 231
9.3.1 General concepts 231
9.3.2 Single repairable component 232
9.3.3 Two repairable components 233
9.3.4 Three component system 234
9.3.5 Larger number of components 236
9.3.6 Standby redundant systems 236
9.3.7 Mission-orientated systems 237
9.4 Stochastic transitional probability matrix 237
9.5 Evaluating limiting state probabilities 238
9.5.1 Single repairable component 238
9.5.2 Two identical repairable components 239
9.6 Evaluating time dependent state probabilities 241
9.6.1 Differential equations method 241
9.6.2 Matrix multiplication method 242
9.7 Reliability evaluation in repairable systems 243
9.8 Mean time to failure 244
9.8.1 Evaluation concepts 244
9.8.2 Stochastic transitional probability matrix method 245
9.9 Application of techniques to complex systems 247
9.10 Conclusions 250
Problems 251
 Contents vii

10 Frequency and duration techniques 253

10.1 Introduction 253
10.2 Frequency and duration concepts 253
10.3 Application to multi-state problems 256
10.3.1 Two component repairable system 256
10.3.2 State probabilities 257
10.3.3 Frequency of encountering individual states 258
10.3.4 Mean duration of individual states 259
10.3.5 Cycle time between individual states 260
10.3.6 Frequency of encountering cumulated states 261
10.3.7 Recursive evaluation of cumulative frequency 264
10.3.8 Mean duration of cumulated states 266
10.4 Frequency balance approach 267
10.5 Two stage repair and installation process 269
10.5.1 General concepts 269
10.5.2 One component system-no spare available 270
10.5.3 One component system-one spare available 272
10.5.4 One component system-two spares available 274
10.5.5 Two component system-one spare available 275
10.5.6 Limiting number of spares 276
10.5.7 Application of the techniques 277
10.6 Conclusions 280
Problems 281
11 Approximate system reliability evaluation 282
11.1 Introduction 282
11.2 Series systems 282
11.3 Parallel systems 285
11.3.1 Two component system 285
11.3.2 Systems with more than two components 287
11.4 Network reduction techniques 288
11.5 Minimal cut set/failure modes approach 289
11.6 Inclusion of scheduled maintenance 291
11. 7 Common mode failures 294
11. 7.1 General concepts 294
11.7.2 Modelling and evaluation techniques 296
11.8 Conclusions 301
Problems 301
12 Systems with non-exponential distnButions 302
12.1 Introduction 302
12.2 Method of stages 303
12.3 Stages in series 305
12.4 Stages in parallel 306
12.5 Series stages in series with two parallel stages 307
viii Contents

12.6 Time dependent and limiting state probabilities 308

12.7 Conclusions 312
Problem 313

13 Epilogue 314

Appendix I-Rules of Boolean algebra 31S

Appendix 2-The normal distribution function 316
Appendix 3-Elementary matrix algebra 317
A3.1 Concepts of matrices 317
A3.2 Square matrix 317
A3.3 Column matrix (or vector) 317
A3.4 Row matrix (or vector) 318
A3.S Transposed matrix 318
A3.6 Diagonal matrix 318
A3.7 Identity (or unit) matrix 318
A3.8 Symmetric matrix 319
A3.9 Determinant of a matrix 319
A3.10 Co-factors 319
A3.11 Evaluation of determinants 319
A3.12 Addition of matrices 320
A3.13 Subtraction of matrices 321
A3.14 Multiplication of matrices 321
A3.1S Multiplication by a constant 322
A3.16 Inverse of a matrix 322
A3.17 Solution of simultaneous equations 323
A3.18 Cramer's rule for solving simultaneous equations 324
Appendix 4-Differential equations and Laplace transforms 326
A4.1 Differential equations 326
A4.2 Laplace transforms 326
A4.3 Solving differential equations using Laplace
transforms 328
Appendix S-Confidence levels and limits 331
AS.l Introduction 331
AS.2 Unavailability at selected confidence levels 331
AS.3 Failure rate at selected confidence levels 334
AS.4 Conclusions 338
Problems 338

References 339

Solutions 342

Index 34S
Preface

This book has evolved from our deep interest and involvement in the
development and application of reliability evaluation techniques. Its
scope is not limited to anyone engineering discipline as the concepts and
basic techniques for reliability evaluation have no disciplinary boundaries
and are applicable in most, if not all, engineering applications.
We firmly believe that reliability evaluation is an important and integral
feature of the planning, design and operation of all engineering systems;
from the smallest and most simple to the largest and most complex. Also,
we believe that all engineers involved with such systems should be aware
of, and appreciate, not only the benefits which can accrue from reliability
assessment, but also how such assessments can be made.
Our primary objective has been to compile a book which provides
practising engineers and engineering graduates who have little or no
background in probability theory or statistics, with the concepts and basic
techniques for evaluating the reliability of engineering systems. It is
hoped that the material presented will enable them to reach quickly a
level of self-confidence which will permit them to assimilate, understand
and appreciate the more detailed applications and additional material
which is available in the journals and publications associated with their
own discipline.
We have attempted to structure the book in such a way that only one
new concept or technique is introduced and applied at a time. We have
also made frequent use of numerical examples to consolidate the concepts
and techniques. We believe that this structure will permit the reader to
become confident with the application and understanding of reliability
evaluation and enable the book to be used either as a self-tutorial text or
as the text for a formally taught reliability evaluation course at under-
graduate and postgraduate level.
It would not have been possible for us to have written this book
without our involvement and close association with many individuals and
organizations: the students who have been on our respective (post)
graduate research programmes, our colleagues on IEEE, CEA and lEE
committees and at our respective universities, and the engineers in the
various industries with which we have been involved.
Several typists have helped in the preparation of the manuscripts and

ix
x Preface

we would like to express our appreciation to them as a group. Finally, but

by no means least, we would like to thank our respective wives, Joyce and
Diane, for their perseverance and constant encouragement and for their
assistance in reading and checking the manuscript.

August 1982 Roy Billinton

Ron Allan