Identification of reliability models for non repairable and

repairable systems with small samples

Olivier Basile, Pierre Dehombreux and Fouad Riane
Faculté Polytechnique de Mons, 53 rue du Joncquois, B-7000 Mons, Belgium
Phone : +32(0)65 374543, Fax : +32(0)65 374545
olivier.basile@fpms.ac.be

Abstract
The aim of this article is the identification of reliability parameters on the basis of small samples. First, we have
evaluated the errors affecting reliability models and parameters (e.g. mean up time) of non repairable systems.
Second, we have studied repairable systems and browsed in the broad line reliability theory characterizing these
systems. The different models detailed in this article are the homogeneous Poisson process, non-homogeneous
Poisson process and the generalized renewal process (GRP), this one is a function of a parameter q called ‘degree
of repair’ that characterizes efficiency of maintenance operations. To conclude the usefulness of these models in
an industrial context, we present a statistical analysis of data generated by Monte Carlo simulations. This study
points out the difficulty in determining an accurate model on the basis of a small sample.
Keywords: Reliability, Repairable systems, HPP, NHPP,GRP

1 Introduction and we will prove that, in the case of this distribu-

This article is focused on the identification of reliabil-
ity models for non repairable and repairable systems
and discusses about the usefulness of these theories in
industry. Generally, reliability distributions are esti-
mated from data failures collected on site. That is why
literature is crammed with numerous statistical devel-
opments ([6], [7], [8], and [10]) sometimes completed
by incidence analysis of distribution uncertainty on re-
liability parameters. For example, Ebeling ([5]) has
developed some methods to appreciate errors on Mean
Time To Failure (MTTF) in the case of an exponential
law.
The study of non repairable systems consists in
determining how failure times are distributed. This
study leads generally to a reliability distribution as
the Weibull distribution by sample. In the other hand,
for treating repairable systems, it is preferred to count
the events (failures and repairs). Therefore, repairable
systems theory [1] used some counting processes as
the homogeneous Poisson process (HPP) and the non-
homogeneous Poisson process (NHPP).
To model maintenance actions such as repairs or re-
placements, the mathematical theory has introduced
the renewal process theory [4]. Among the different
cases of renewal, let’s cite when the component is re-
newed in a brand new state (as good as new - AGAN)
or when it is repaired in the state it was just before
failing (as bad as old - ABAO). Yañez [11] has in-
troduced a generalized renewal process (GRP) that
can manage all the renewal states. In this article, we
will apply this general model to a Weibull distribution
tion, a renewal process ABAO corresponds to a non-
homogeneous Poisson process.
A main reason to pay a special attention to non-
homogeneous process is quoted by Ascher in [1]: “Since
most repairs involve the replacement of only a very
small fraction of a system’s constituent parts, it is
plausible to assume that the system’s reliability after
a repair is essentially the same as it was immediately
before failure occurred. This assumption leads to the
NHPP as a system reliability model (. . . )”. This re-
mark justifies the importance given to NHPP in scien-
tific literature.
In practice, to determine the accuracy of reliability
parameters forecasting, we use the following methodol-
ogy. First, the system is defined in a functional block-
diagram; each block is characterized by a reliability
distribution and by maintenance parameters. Next,
we generate failure times by the Monte Carlo algo-
rithm in function of the specified maintenance policy
(corrective or preventive strategies) and the efficiency
of the maintenance operation. To treat easily these
problems, we have implemented this methodology in a
MATLAB library called Simulatrix presented in [3].
Finally, we will have a reflection on the number of
minimal repairs (ABAO) allowed for a component and
on the uncertainty affecting estimated parameters of a
NHPP, on the basis of a small sample; we will conclude
on the usefulness of this approach in industry.
2 Non repairable systems : usual
methods to analyse failure times
The main distributions characterizing the reliability of
a non repairable system are the exponential, Weibull
and log-normal distributions. In this article we will
present and compare two common methods used to
determine these models in practice. The first one
is a regression method directly derived from graphi-
cal method using probability plotting and the second
method is the maximum likelihood estimator method
(MLE).
2.1 Regression method
Probability plotting is a very useful technique that
yields estimates of the distribution parameters and
provides both a graphical picture and a quantitative
estimate of how well the distribution fits the data. Ba-
sically, this method consists in transforming the cu-
mulative density function (CDF) in a linear equation
(y = Ax + B) that can be plotted easily. We illustrate
this method with the Weibull function.
 β !
t ∂ ln L(θ1 , . . . , θk )
R(t) = 1 − F (t) = exp −
η ∂θi
A better estimation of the cumulative density func-
tion is given by the median ranks estimation ([9]). In-
stead of taking the mean value k/n of Fn (tk ) distribu-
tion this method propose to consider its median value.
k−0,3
A good estimation of this value is given by n+0,4 when
n > 20.
2.3 Maximum Likelihood Estimator Method
Suppose that T is a random variable with probabil-
ity distribution f (t|θ1 , . . . , θk ), where θ1 , . . . , θk are un-
known parameters. Let t1 , . . . , tn be the observed val-
ues in a random sample of size n. Considering the case
we have complete data, then the likelihood function is:
n
Y
L(θ1 , . . . , θk ) = f (ti |θ1 , . . . , θk ) (4)
i=1
The objective is to find the values of θ1 , . . . , θk
that maximes the likelihood function for given values
t1 , . . . , tn . Because of the multiplicative form of the
likelihood function, we will consider the maximum of
the logarithm of this function. That maximum is ob-
tained by taking the first partial derivatives respect to
θ1 , . . . , θk and settings these partials equal to zero.
(1) =0 i = 1, 2, . . . , k (5)

If we define : x = ln t, y = ln ln 1−F1 (t) , B = β ln η and

A = β, equation 1 is equivalent to: 2.4 Application to the Weibull distribution
To reduce the number of parameters we will consider
y = Ax + B (2) γ = 0 that occurs in most of the cases.
 β−1  β !
β t t
f (t) = exp − (6)
That means that if we have a Weibull model the data η η η
should fall roughly along a straight line. The CDF is
calculating by mean ranks or median ranks methods The likelihood function :
(see 2.2). Yn  β−1
β ti
 β !
ti
The regression method can be resolved manually L(β, η) = exp − (7)
i=1
η η η
but a numerical approach using least-squares fitting
provides not only the line that “best” fits the data,
but also a measure of the goodness of fit. Concern- ln L(β, η) = (8)
ing Weibull distribution, relations that link the slope n  β !
X ti
a and the axis y intercept b to parameters β and η are ln β − β ln η + (β − 1) ln ti −
η
β = A and η = exp(B/β). i=1

2.2 Cumulative density function estimations : Derivatives :

mean and median ranks ∂ ln L(β, η) X n
1 ti

ti
β
ti
!
Let’s consider a random sample (T1 , . . . , Tn ) extracted = + ln − ln =0 (9)
β β η η η
from a continuous distribution FT (t) and T(1) ≤ T(2) ≤ i=1
. . . ≤ T(n) the sample sorted. This sequencing allows
to define a distribution function Fn (or empirical cu- ∂ ln L(β, η) nβ
n
β X β
mulative density function) as : =− + β+1 ti = 0 (10)
∂η η η i=1

 0 if t ≤ T(1)
To find an estimation of β we have to solve equation

k/n if T(k) ≤ t ≤ T(k+1) ,

Fn (t) = (3)

 k = 1, . . . , n − 1 (9). For this we use the Newton-Raphson method.
1 if t > T(n)

g(β̂j )
β̂j+1 = β̂j − (11)
Fn (tk ) = k/n is called the mean ranks estimation g 0 (β̂j )
method. But in practice rather than calculate nk we g(β) =
∂ ln L(β, η)
(12)
k
prefer to use the following expression n+1 that ensures ∂β
n
X ti β 2 ti
a symmetry of the first and last point respect to inter-
   
dg(β) n
g 0 (β) = = − 2 − ln (13)
val (0, 1). dβ β i=1
η η
 Graphical Method MLE 1

N β η β η 0.9
5 1,07 46930 1,74 42006 ∆R
0.8
10 1,14 44845 1,50 41904 ∆t
50 failures
β=1,11 : η=33200
20 1,15 41433 1,39 39473 0.7

50 1,19 40357 1,32 39267 0.6 β=1,51 : η=46000

100 1,22 40463 1,31 39626
0.5

β
1000 1,29 40217 1,31 40075
β=1,3 : η=40000
0.4
Table 1. Mean values of the parameters β and η cal- β=1,11 : η=46000
0.3
culated by graphical method and MLE
0.2

N ∆MUTmax
∆tmax /MUTtheo ∆Rmax β=1,51 : η=33200
MUTtheo 0.1
R = 98% R = 99% R à t [h]
0
5 / 0,24 0,17 62% 18900 0 5 10 15
t x 1e4 [hours]
10 / 0,20 0,14 36% 32800
20 1,25 0,10 0,07 23% 38900 Figure 1. Variation field of an estimated reliability
50 0,47 0,05 0,04 14% 79000
distribution : ∆t and ∆R errors
100 0,32 0,04 0,03 11% 73800
1000 0,07 0,01 0,008 3% 61600
regression method to an accurate estimation of the
Table 2. Regression method - Maximal errors on MUT, parameters (50 failures against 1000),
time and reliability
2. estimations are not very precise with a poor col-
N ∆MUTmax
MUTtheo
∆tmax /MUTtheo ∆Rmax lection of data (5,10,20 failures).
R = 98% R = 99% R à t [h]
What is the incidence of this uncertainty on relia-
5 4,93 0,51 0,42 75% 14000
bility parameters as MUT, estimation time to failure
10 1,98 0,29 0,23 41% 31300
20 0,61 0,14 0,10 28% 38300 and reliability R? First, we have to note that β and η
50 0,26 0,06 0,04 14% 46100 follow normal distributions its means β and η. More-
100 0,20 0,04 0,03 10% 47800 over we know that for a normal distribution 95% of
1000 0,05 0,01 0,008 3% 54300 the values are included in interval m ± 2s (s is the
standard deviation). It has been verified that the re-
Table 3. MLE method - Maximal errors on MUT, time liability law is included in a variation field delimited
and reliability by the four curves corresponding to extreme values of
β and η. This envelope curves allow us to determine
errors on MUT, time to failure and reliability (fig. 1).
Results are presented in tables 2 and 3.
This method is a recursive one so we need an initial From these results, we note that the regression
estimation of β that may be obtained from a regression method and MLE method generate quite the same er-
analysis (see 2.1). rors with an advantage for MLE method concerning
From equation (10) we deduce : determination of MUT.
s
Pn β
β
i=1 ti 3 Repairable system : basic concepts
η = (14)
n
3.1 Definitions
Repairable system
2.5 Comparison graphical method / MLE A repairable system is a collection of items which, after
Reference [2] highlights errors committed in the esti- failing to perform at least one of its required functions,
mation of a distribution when we have a small set of can be restored to performing all of its required func-
data (i.e. less than 50 failure times) using the regres- tions by any method, other than replacement of the
sion method estimation. Now, we will compare MLE entire system.
and regression methods and see which one is the most
accurate. Let’s consider a component (eg. a bear- Stochastic point process
ing) which reliability law is a Weibull with β = 1, 3; A stochastic point process is a mathematical model
η = 40000; γ = 0 and MUTtheo = 39943 hours. for a physical phenomenon characterized by highly lo-
We intend to redetermining these parameters dis- calized events distributed randomly in a continuum.
tribution. For that purpose, we will generate thanks Applied to repairable systems, the continuum is time
Simulatrix 100 sets of 5, 10, 20, 50, 100 and 1000 fail- and the highly localized events are failures which are
ures. We get the results presented in table 1. We note: assumed to occur at instants within the time contin-
uum. To treat such a problem, we pose two assump-
1. the MLE method converges more rapidly than the tions: (1) the system is operated whenever possible,
 0.7

0.6

0.5

0.4

ρ(t)
0.3

Figure 2. Stochastic process

0.2

(2) repair times are negligible. Figure 2 represents a 0.1

portion of a sample path of a stochastic point process,

representing the successive failures of a single system. 0
0 2 4 6 8 10 12 14 16 18 20
t
Arrival times and inter-arrival times - notation
- Ti , i = 1, 2, 3 . . . n measures the total time from 0 to Figure 3. ROCOF for NHPP process
the ith failure and is called the arrival time to the ith
failure. Ti is a random variable.
- Xi , i = 1, 2, 3 . . . n is the inter-arrival time between where i = 1, . . . , n; j ≥ 0;
the (i − 1)th and the ith failures, where X0 ≡ 0. Xi is - the rate of occurrence of failures (ROCOF) is con-
a random variable. stant : v(t) = v;
- xi is the time elapsed since the most recent failure: - the expression of the reliability function is:
xi = t − Ti−1 |Ti−1 ≡ ti−1 where T0 ≡ 0 ≡ t0 . R(ti − ti−1 ) = exp (−v × (ti − ti−1 )) (16)
It appears that Tk ≡ X1 + X2 + . . . + Xk .
Counting variable where i = 1, . . . , n; j ≥ 0.
We can define the random variable N (t) as the maxi- Non-homogeneous Poisson Process
mum value of k for which Tk < t i.e. N (t) is the num- The non-homogeneous Poisson process (NHPP) differs
ber of failures which occur during [0, t[. That means from the HPP by the fact that the ROCOF varies with
that N (t) is the integer valued counting process which time. The condition to fulfill for a counting process
includes both the number of failures in [0, t[ and the N (t), t ≥ 0 to be an NHPP are:
instants T1 , T2 , . . . at which they occur. - N (0) = 0;
Rate of occurrence of failures - N (t), t ≥ 0 has independent increments (not in accor-
The expected value of N (t) is marked out V (t) = dance with definition but assumed anyway);
E (N (t)). We will assume that V (t) is absolutely con- - the number of events (failures) in any interval ti −
tinuous then its derivative, v(t) ≡ V 0 (t), is the time ti−1 , (i = 1, . . . , n) has a Poisson distribution with
R ti
rate of change of an expected number of failures. Usu- mean ti−1 v(t)dt , we have :
ally, v(t) is known as the rate of occurrence of failures
or ROCOF. v(t)dt is the probability that a failure, not P ((N (ti ) − N (ti−1 ) = j) = (17)
necessarily the first, occurs in (t, t+dt). The difference R  R j
t ti
between the failure rate defined for non-repairable sys- exp t i v(t)dt t
v(t)dt
i−1 i−1
tem and the ROCOF is that the failure rate λ(t) is the j!
conditional probability of the first and only failure.
where i = 1, . . . , n; j ≥ 0;
3.2 Poisson processes - the expression of the reliability function is :
Homogeneous Poisson Process Z ti
!
A homogeneous Poisson process (HPP) is defined as a R(ti − ti−1 ) = exp v(t)dt) (18)
sequence of independent and identically exponentially ti−1

distributed Xi ’s. The fulfilling conditions for a count- where i = 1, . . . , n; j ≥ 0;

ing process N (t), t ≥ 0 to be an HPP are:
- N (0) = 0;
- N (t), t ≥ 0 has independent increments;
- the number of events (failures) in any interval ti −
ti−1 , i = 1, . . . , n has a Poisson distribution with mean
v × (ti − ti−1 ) , we have :
P ((N (ti ) − N (ti−1 ) = j) =
exp (v × (ti − ti−1 )) (v × (ti − ti−1 ))
j!
- the ROCOF v(t) varies with time as represented in
figure 3. The NHPP corresponds to the case of min-
imal repair corrective maintenance. That means that
a repair leaves the system in the state as it was before
failing or “As Bad As Old” (ABAO). That is the reason
the ROCOF is continuous and then non independent.
In practice, the ROCOF forms commonly used for
(15) NHPP are the “power law” and the “exponential”
j models:
Power Law
- ROCOF for the power law: 0.7

v(t) = abtb−1 (19) 0.6

- Expected number of failures: 0.5

V (t) = atb (20) 0.4

v(t)
where a > 0, b > 0. 0.3

0.2
Exponential Law
- ROCOF for the exponential law:
0.1

v(t) = exp(a0 + a1 t) (21)

0
0 2 4 6 8 10 12 14 16 18 20
t
- Expected number of failures:
1 Figure 4. ROCOF for AGAN renewal process
V (t) = exp(a0 + a1 t) (22)
a1
where −∞ < a0 , a1 < ∞, t ≥ 0. Let’s define q the degree of repair : q = 0 corre-
3.3 Standard renewal process sponds to a repair qualified ‘as good as new’; q = 1,
A standard renewal process is defined as a process in ‘as bad as old’ and 0 < q < 1 qualifies reparations be-
which the different times to failure of a component or tween AGAN and ABAO. Furthermore, we will con-
system, Xi , are considered independently distributed sider that the nth repair would only compensate the
random variables. Concretely, a system characterized damage accumulated during the interval time between
by this process is restored to its original condition or the (n − 1)th and the nth failure (that is a stochastic
‘as good as new’ (AGAN). That means the ROCOF process with infinite memory). Then, the virtual age
form is: can be defined by this recurrence expression:

v = v(t − TNt ) (23) An = An−1 + qn Xn (26)

where Xn represents the nth interval of time between

Figure 4 represents the evolution of the rate of oc- failures as represented in figure 2.
currence of failures. Each time we observe a failure, From equation 26, we deduce:
the ROCOF restarts from zero in accordance with the
fact the system is restored to its original condition. A0 = 0 (27)
3.4 Generalized Renewal Process A1 = q1 X1 (28)
The Generalized Renewal Process (GRP), presented A2 = A1 + q2 X2 = q1 X1 + q2 X2 (29)
in [11], is able to take into consideration repair cases Xn

between ABAO and AGAN. This method assumes that ⇒ An = qi Xi (30)

i=1
a repair will affect the potential of residual life after a
repair. For that, the method introduces the concept of
virtual age that does not depend on time anymore but 3.5 Application of the GRP to Weibull distri-
on the equipment state. In fact, an equipment could bution
have worked T hours but in a state brand new because In this section, we will apply the GRP to a Weibull
of the maintenance action. distribution and demonstrate that when q = 1 the
The virtual age An is defined as the estimated age ROCOF is continuous and equal to Weibull failure
of the system just after the nth repair. Therefore, we rate that corresponds a non-homogeneous Poisson pro-
are able to establish the expression of the failure dis- cess. Before, let’s remember the main expression of the
tribution after the nth repair. We know that, just after Weibull distribution. In the case of the Weibull distri-
repair, the system is in a operational state, then it reli- bution equation 25 becomes:
ability is equal to (RX=An means that the distribution
β β !
is calculated from X = An ; RX=0 is commonly noted
 
An t + An
R): R(t|An ) = exp − (31)
η η
RX=An (X|X = An ) (24)
RX=0 (X = An |X) RX=0 (X + An ) Then, the expression of the failure distribution is:
=
RX=0 (X = An )  β  β !
R(X + An ) An t + An
= (25) F (t|An ) = 1 − exp − (32)
R(An ) η η
 1 1

0.9 0.9
Repairable system
System failure Non−repairable system
0.8 0.8

0.7 0.7

0.6 0.6
R(t)

R(t)
0.5 0.5

0.4 0.4
System failure
0.3 0.3
Repairable system
Non−repairable system
0.2 0.2

0.1 0.1

0 0
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
t t

Figure 5. Reliability of a system of 1 component Figure 6. Reliability of a system of 5 components

The derivative of the failure distribution leads to the 0.9

density function: Repairable system
Non−repairable system
0.8

f (t|An ) = (33)
0.7
 β−1  β  β !
β t + An An t + An
exp − 0.6
η η η η R(t)
0.5

The failure rate corresponding: 0.4

 β−1 0.3
f (t|An ) β t + An
λ(t|An ) = = (34)
R(t|An ) η η 0.2
System failure
0.1

From this expression we deduce that if q = 1

0
(ABAO): 0 2 4 6 8 10
t
12 14 16 18 20

1. the ROCOF is continuous and equal to the

Weibull failure rate, Figure 7. Reliability of a system of 10 components

2. a renewal process of which the degree of repair

is null corresponds to a non-homogeneous Pois-
son process of which the ROCOF expression is
the power law. In fact eq. 19 ≡ eq. 34 with b = β
and a = 1/η β .
4 Determination of reliability parame-
ters example
4.1 Meaning of the reliability indicator
At the opposite of non-repairable system, the reliabil-
ity function R(t) of a repairable system loses its sig-
nificance. As proof, we have calculated the resulting
distribution of a system composed of 1, 5 and 10 com-
ponents of which distributions are the Weibull one of
which β = 1, 5 (shape parameter) and η=4 [unit time]
(scale parameter). When a component fails, it is re-
paired in a state ‘as good as new’. The results of these
simulations are presented in figures 5 to 7.
From these simulations, we observe that the system
continues to operate for a long time even though the
reliability is quite null, especially when there are many
components. These results demonstrate that the re-
liability is not a critical parameter anymore. In fact,
it becomes impossible to conclude of the deteriorating
state of a repairable system only on the basis of the
reliability. That justifies the introduction of stochastic
point process theory focused on prediction of the num-
ber of failures in time, rather than to determine how
they are statistically distributed.
4.2 Number of minimal repairs possible for a
component
In this section, we will solve partially the problem con-
cerning the number of minimal repairs allowed for a
component. For that, we have to define a reliability
criterion to judge if the component will be repaired or
not. The reason is that a component could be repaired
indefinitely. But it is obvious that after a moment this
action does not make sense anymore.
Let’s consider a system of one component whose reli-
ability distribution is a Weibull of which shape param-
eter β = 1, 5 and scale parameter η = 4 [ut]. We will
consider that the component is discarded if its virtual
age corresponds to a reliability lower than 1%. After
100 simulations, we get the results presented in table
4.
 3.5 4

a=0,125 ; b=1.5
3 Simulated failures
V(t)=E(N(t)) 3
a=0,11 ; b=1.64
Best fitting line
2.5
2 a=0,73 ; b=1.18
2

1
ln(V(t))

ln(V(t))
1.5
a=0,15 ; b=1.40
0
1

−1
0.5

0 −2

−0.5
−2 −1 0 1 2 3 4 −3
0 0.5 1 1.5 2 2.5 3
ln(t) ln(t)

Figure 8. Estimation of NHPP parameters with 100 × Figure 9. Estimation of NHPP parameters with 1 × 5
20 failures failures

N. of repairs Instances N a b ρ2
1 1 5 0,16 1,40 0,99
2 5 10 0,20 1,33 0,99
3 11 20 0,17 1,47 0,99
4 20
5 17 Table 5. Estimation of a NHPP parameters with 100×
6 26 N failures
7 14
8 4
The main difficulty to apply this methodology in an
9 2
industrial context lies in fact we need many times for
Table 4. Number of minimal repairs each value of N (t) to determine V (t). As an example,
we have estimated NHPP parameters with 1 times 5
failures, the results are presented in figure 9 and ta-
ble 6. We note that if b parameter is rather closed
The component has undergone a minimum of 1 min-
to theoretical value 1, 5; it is quite different for a pa-
imal repair and a maximum of 9 minimal repairs. The
rameter that depends essentially on time of the first
mean is equal to 5,13 repairs. This result points out
failure, which is random. That is why, generally, it is
a general problem encountered in industry that the
preferred to focus the study of repairable systems on
amount of data collected is too small for a valid statis-
optimization of the availability of the system and its
tical analysis.
components.
4.3 Determination of NHPP parameters
(Power law) N a b ρ2
The aim of this section consists in determining the pre- 5 0,15 1,40 0,98
cision reached in practice when NHPP parameters are 5 0,11 1,64 0,97
evaluated from a sample of repair times. Let’s consider 5 0,73 1,18 0,99
the one-component system described in section 4.2. We
have simulated 100 sets of 5, 10, 20 repair times (we Table 6. Estimation of a NHPP parameters with 1 × 5
have reduced the discarded criterion to R = 1e − 8 to failures
get more than 9 failures). From equation 19 and 34,
we calculate the theoretical power law model parame-
ters: a = 0, 125 and b = 1, 5. Now, we will determine
5 Conclusion
a and b parameters on basis of failure data. For that, In this paper, we wonder about the applicability of
we simulate 100 times 5 (1st case), 10 (2nd case), and reliability theory in an industrial context and more
20 (3rd case) failures, reparations are supposed to be specifically on uncertainty affecting reliability param-
instantaneous. Next, in each case and for each value eters evaluated on the basis of a small set of data. For
of N (t) we calculate the mean time. After, we deter- this purpose the methodology used and implemented
mine the best line that fits these mean times (fig. 8). in a MATLAB library Simulatrix lies on Monte Carlo
The results obtained are presented in table 5, ρ2 is the simulations.
coefficient of correlation. We note that a and b values First, we have tried to determine model imprecisions
converge to the theoretical results. for non repairable systems. To this purpose, we have
considered a system of one component of which the
reliability distribution is a Weibull. We have simulated
several times of failures and after have identified the
distribution parameters. After, we have determined
the influence of this uncertainty on parameters such
as mean up time and reliability prediction. The main
conclusion is we need almost 50 failures to get an error
smaller than 10% on mean up time prediction.
Second, we have payed a special attention to re-
pairable systems and have summarized the broad lines
of the theory. Repairable systems approach is rather
different than non repairable systems by the fact
that for the first type it is preferred counting the
events rather than studying their times distribution.
For that, repairable systems theory defines counting
processes such as homogeneous Poisson process and
non-homogeneous Poisson process and to characterize
maintenance operations renewal processes. In particu-
lar, we have focused this article on non-homogeneous
Poisson process and generalized renewal process that
allow to take into consideration maintenance operation
efficiency.
Moreover, we have demonstrated that when inter-
arrival times between two failures (or repairs) are
Weibull distributed and the system, after failing, is
restored to the state just before failing, the counting
process of these events is the non-homogeneous Pois-
son process. Then, the rate of occurrence of failures
is continuous and its expression a power law. Before
identifying NHPP parameters on the basis of simula-
tions, we wonder about the number of minimal repairs
allowed for a component restored to a minimal state
(as bad as old). For a single system of which the dis-
tribution is Weibull with β = 1, 5 and η = 4 [ut], we
have calculated a mean of 5,1 repairs for a discarded
reliability of 1%. This result points out the difficulty
to get a large sample.
After, we have evaluated NHPP parameters on the
basis of simulated life cycles. More precisely, we have
tried to identify these parameters on the basis of 5, 10,
15 and 20 failures (we have reduced the discarded cri-
terion to get such number of failures). The results ob-
tained corroborates theoretical parameters values. But
because this identification needs a large number of fail-
ures, it is very difficult to apply this methodology in
an industrial context. This conclusion explains why
generally the optimization of availability is emphasized
rather than reliability for repairable systems.
Acknowledgments
The research reported here has been supported by Min-
istère de la Région Wallonne, DGTRE, under contracts
215206 (FUCaM) and 215362 (FPMs).
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