Solutions to Exercise 2

Marvin Rausand
Email: marvin.rausand@ntnu.no

2008-09-02

Problem 2.29
(a) Let f j (t ) and R j (t ) denote the probability density unction and the survivor
function of component j , respectively.

Pr(Component i fails first) = Pr(Ti ≤ min T j )

j =i
 

= Pr T j ≥ Ti
j =i
∞   ∞   

n n
= Pr T j ≥ t f i (t ) d t = R j (t ) f i (t ) d t
0 j =i 0 j =i
∞  
n

−λ j t
= e λi e −λi t d t
0 j =i
∞    ∞ n
n
−λ j t − j =1 λ j t
λi
= λi e d t = λi e d t = n
0 j =1 0 j =1 λ j

Problem 2.30
(a) Let event A denote a failure due to excessive stress, and event A ∗ denote a
failure that is not due to stress, that is, a failure due to aging. The distribu-
tion function is then given by:

F (t ) = Pr(T ≤ t ) = P (T ≤ t | A) Pr(A) + Pr(T ≤ t | A ∗ ) Pr(A ∗ )

Letting p denote Pr(A), F 1 (t ) denote Pr(T ≤ t | A) and F 2 (t ) denote Pr(T ≤

t | A ∗ ), this can be written as:

F (t ) = F 1 (t ) · p + F 2 (t ) · (1 − p)

Taking the time derivative of this expression yields the result.

(b) p denotes the probability that a specified future failure will be caused by
excessive stress.

1
 0.4

z(t) 0.3

0.2

0.1

0
0 1 2 3 4 5
t[s]

Figure 1: Failure rate function – Problem 2.30

(c) The failure rate function z(t ) can be expressed as z(t ) = f (t )/R(t ), that is,

f 1 (t ) · p + f 2 (t ) · (1 − p)
z(t ) =
R 1 (t ) · p + R 2 (t ) · (1 − p)

By inserting p = 0.1, k = 5, and λ1 = λ2 = 1, we get

0.1 e −t + 0.9 t 4 e −t /4! 0.1 + 0.9 t 4 /24

z(t ) = =
0.1 e −t + 0.9 4i =0 t i e −t /i ! 1 + 0.9 4i =0 t i /i !

A plot of z(t ) is given in Figure 1.

Problem 2.31
(a) The component may fail due to the two causes A and B . The time from
startup until the component fails from cause A is exponentially distributed
with failure rate λ A , and the time from startup until the component fails
from cause B is exponentially distributed with failure rate λB . The distri-
bution function of the (total) time to failure T is then

F (t ) = Pr(T ≤ t ) = P (T ≤ t | A) Pr(A) + Pr(T ≤ t | A ∗ ) Pr(A ∗ )

Letting p denote Pr(A), the probability that the component fails from cause
A, this can be written as:

F (t ) = F 1 (t ) · p + F 2 (t ) · (1 − p)

Taking the time derivative of this expression yields the result.

2
(b) The probability p = Pr(A) is the probability that the component fails from
cause A.

(c) The failure rate function for the component is:

f (t ) pλ A e −λ A t + (1 − p)λB e −λB t
z(t ) = =
R(t ) pe −λ A t + (1 − p)e −λB t

By taking the derivative of z(t ) we get (after some struggle):

−p(1 − p)(λ A − λB )2 e −(λ A +λB )t

z  (t ) =
2 ≤0
pe −λ A t + (1 − p)e −λB t

The derivative z  (t ) ≤ 0 for all t > 0 and the failure rate function z(t ) is
therefore decreasing (DFR) for all t > 0.