Solution Manual For Reliability Engineering and Risk 3 A V.F. Modarres, S. Kaminskiy, Krivtsov

Reliability Engineering
& Risk Analysis
A Practical Guide
3rd Edition
Solutions Manual
Page 1 of 229
Contents
1 Solutions to Chapter 2 ................................................................................................... 3
2 Solutions to Chapter 3 ................................................................................................. 32
3 Solutions to Chapter 4 ............................................................................................... 100
Page 2 of 229
Solutions to Chapter 2
Exercises
2.1 Simplify the following Boolean functions
a) ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
(𝐴 ∩ 𝐵 ∪ 𝐶) ∩ 𝐵̅
= (𝐴 ∩ 𝐵 ∪ 𝐶) ∪ 𝐵
= 𝐴𝐵 ∪ 𝐵 ∪ 𝐶
= 𝑩∪𝑪
b) (𝐴 ∪ 𝐵) ∩ (𝐴̅ ∪ 𝐵̅ ∩ 𝐴̅)
= (𝐴 ∪ 𝐵) ∩ (𝐴̅)
= (𝐴𝐴̅ ∪ 𝐵𝐴̅)
̅
=𝑩∩𝑨
c) ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴 ∩ 𝐵 ∩ 𝐵 ∩ 𝐶 ∩ 𝐵̅
= ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
(𝐴 ∩ 𝐵 ∩ 𝐵 ∩ 𝐶) ∩ 𝐵̅
= (𝐴̅ ∪ 𝐵̅ ∪ 𝐵̅ ∪ 𝐶̅ ) ∩ 𝐵̅
= (𝐴̅ ∪ 𝐵̅ ∪ 𝐶̅ ) ∩ 𝐵̅
= 𝐴̅ ∩ 𝐵̅ ∪ 𝐵̅ ∩ 𝐵̅ ∪ 𝐶̅ ∩ 𝐵̅
= 𝐴̅𝐵̅ ∪ 𝐵̅𝐵̅ ∪ 𝐶̅ 𝐵̅
= 𝐴̅𝐵̅ ∪ 𝐵̅ ∪ 𝐶̅ 𝐵̅
̅
=𝑩
2.2 Reduce the following Boolean function

̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴 ∩ 𝐵 ∩ (𝐶 ∪ (𝐶̅ ∪ 𝐴) ∪ 𝐵̅)
̅̅̅̅̅̅̅
= 𝐴 ∩ 𝐵 ∩ (𝐶̅ ∩ (𝐶 ̅ ∪ 𝐴) ∩ 𝐵)
= 𝐴 ∩ 𝐵 ∩ (𝐶̅ ∩ (𝐶 ∩ 𝐴̅) ∩ 𝐵)
= 𝐴𝐵𝐶̅ 𝐶 𝐴̅𝐵
=ϕ
Page 3 of 229
2.3 Simplify the following Boolean expressions
a) ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
(𝐴 ∩ 𝐵 ∪ 𝐶) ∩ 𝐵̅
= (𝐴 ∩ 𝐵 ∪ 𝐶) ∪ 𝐵
= 𝐴𝐵 ∪ 𝐵 ∪ 𝐶
=𝑩∪𝑪
b) [(𝐴 ∪ 𝐵) ∩ 𝐴̅] ∪ (𝐵̅ ∩ 𝐴̅)
= [𝐴 ∩ 𝐴̅ ∪ 𝐵 ∩ 𝐴̅] ∪ (𝐵̅ ∩ 𝐴̅)
= [𝜙 ∪ 𝐵 ∩ 𝐴̅] ∪ (𝐵̅ ∩ 𝐴̅)
= 𝐵𝐴̅ ∪ 𝐵̅𝐴̅
= 𝐴̅(𝐵 ∪ 𝐵̅)
̅
=𝑨
2.4 Reduce the following Boolean function

̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐺 = (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴 ∩ 𝐵̅ ∩ 𝐶̅ ) ∩ 𝐶̅
𝐺 = (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅ ∪ 𝐵 ∪ 𝐶) ∩ 𝐶̅
𝐺 = (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝐶𝐶̅ )
𝐺 = (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅𝐶̅ ∪ 𝐵𝐶̅ )
𝐺 = 𝐴𝐴̅𝐶̅ ∪ 𝐵𝐴̅𝐶̅ ∪ 𝐶𝐴̅𝐶̅ ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐵𝐶̅ ∪ 𝐶𝐵𝐶̅
𝐺 = 𝜙 ∪ 𝐵𝐴̅𝐶̅ ∪ 𝜙 ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝜙
̅
𝑮 = 𝑩𝑪
If Pr(A) = Pr(B) = Pr(C) = 0.9, what is Pr(G)?
𝐏𝐫(𝑮) = 𝟎. 𝟗 × 𝟎. 𝟏 = 𝟎. 𝟎𝟗
Page 4 of 229
2.5 Simplify the following Boolean equations
a) ̅̅̅̅̅̅̅̅̅̅̅̅̅
(𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴 ∩ 𝐵̅ ∩ 𝐶̅ ) ∩ 𝐶̅
= (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅ ∪ 𝐵 ∪ 𝐶) ∩ 𝐶̅
= (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝐶𝐶̅ )
= (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅𝐶̅ ∪ 𝐵𝐶̅ )
= 𝐴𝐴̅𝐶̅ ∪ 𝐵𝐴̅𝐶̅ ∪ 𝐶𝐴̅𝐶̅ ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐵𝐶̅ ∪ 𝐶𝐵𝐶̅
= 𝜙 ∪ 𝐵𝐴̅𝐶̅ ∪ 𝜙 ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝜙
̅
= 𝑩𝑪
b) (𝐴 ∪ 𝐵) ∩ 𝐵̅
= 𝐴𝐵̅ ∪ 𝐵𝐵̅
̅
= 𝑨𝑩
2.6 Reduce the following Boolean equation
̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
(𝐀 ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
∪ (𝐁 ∩ 𝐂)) ∩ (𝐁 ∪ (𝐃 ∩ 𝐀))
= (𝐴̅ ∩ (𝐵̅ ∪ 𝐶̅ )) ∩ (𝐵̅ ∩ (𝐷

̅ ∪ 𝐴̅))
= (𝐴̅𝐵̅ ∪ 𝐴̅𝐶̅ ) ∩ (𝐵̅𝐷

̅ ∪ 𝐵̅𝐴̅)
= 𝐴̅𝐵̅𝐵̅𝐷
̅ ∪ 𝐴̅𝐶̅ 𝐵̅𝐷
̅ ∪ 𝐴̅𝐵̅𝐵̅𝐴̅ ∪ 𝐴̅𝐶̅ 𝐵̅𝐴̅
= 𝐴̅𝐵̅𝐷
̅ ∪ 𝐴̅𝐶̅ 𝐵̅𝐷
̅ ∪ 𝐴̅𝐵̅ ∪ 𝐴̅𝐶̅ 𝐵̅𝐴̅
̅𝑩
= 𝑨 ̅
2.7 Use both Equations (2.25) and (2.29) to find the reliability Pr(s). Which equation is preferred for
numerical solution?
Pr(𝑠) = Pr(𝐸1 ∪ 𝐸2 ∪ 𝐸3 )
Pr(𝐸1 ) = 0.8; Pr(𝐸2 ) = 0.9; Pr(𝐸3 ) = 0.95
Using Equation 2.25:
Pr(𝐸1 ∪ 𝐸2 ∪ 𝐸3 )
= [Pr(𝐸1 ) + Pr(𝐸2 ) + Pr(𝐸3 )] − [Pr(𝐸1 ∩ 𝐸2 ) + Pr(𝐸1 ∩ 𝐸3 ) + Pr(𝐸2 ∩ 𝐸3 )] + Pr(𝐸1 ∩ 𝐸2 ∩ 𝐸3 )
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= [0.8 + 0.9 + 0.95] − [0.8 × 0.9 + 0.8 × 0.95 + 0.9 × 0.95] + 0.8 × 0.9 × 0.95
= 𝟎. 𝟗𝟗𝟗
Using Equation 2.29 (Preferred Equation for Computational Simplicity)
Pr(𝐸1 ∪ 𝐸2 ∪ 𝐸3 )
= 1 − [1 − Pr(𝐸1 )][1 − Pr(𝐸2 )][1 − Pr(𝐸3 )]

= 1 − [1 − 0.8][1 − 0.9][1 − 0.95]
= 1 − 0.001
= 𝟎. 𝟗𝟗𝟗
2.8 A stockpile of 40 relays contain 8 defective relays. If five relays are selected at random and the
number of defective relays is known to be greater than two, what is the probability that exactly four
relays are defective?
x = number of defective relays in selected sample = 4

n = number of relays in the selected sample = 5
N = number of relays in the stockpile = 40
D = number of defective relays in the stockpile = 8
Pr(𝑋 > 2 |𝑋 = 4) × Pr(𝑋 = 4) Pr(𝑋 = 4)

Pr(𝑋 = 4 |𝑋 > 2) = =
Pr(𝑋 > 2) Pr(𝑋 > 2)
This problem can be solved using the Hypergeometric Distribution
𝐷 𝑁−𝐷
( )( )
Pr(𝑋 = 𝑥) = 𝑥 𝑛 − 𝑥
𝑁
( )
𝑛
8 40 − 8
( )( )
Pr(𝑋 = 4) = 4 5 − 4 = 0.003404
40
( )
5
Similarly:
Pr(𝑋 = 3) = 0.0422
Pr(𝑋 = 5) = 8.51 × 10−5
0.003404
Pr(𝑋 = 4 |𝑋 > 2) = = 𝟎. 𝟎𝟕𝟒𝟒𝟖𝟖
0.0422 + 0.003404 + 8.51 × 10−5
Page 6 of 229
2.9 Given that P = 0.006 is the probability of an engine failure on a flight between two cities, find the
probability of:
a) No engine failure in 1000 flights

b) At least one failure in 1000 flights
c) At least two failures in 1000 flights
Method 1: Using the Binomial Distribution

Given n =1000; p = 0.006
Let X be the r.v. of having an engine failure during a flight
1000
Pr(𝑋 = 𝑥) = ( ) 0.006𝑥 × 0.9941000−𝑥
𝑥
1000
a) Pr(𝑋 = 0) = ( ) 0.0060 × 0.9941000 = 𝟎. 𝟎𝟎𝟐𝟒𝟑
0
1000
b) Pr(𝑋 ≥ 1) = 1 − ( ) 0.0060 × 0.9941000 = 𝟎. 𝟗𝟗𝟕𝟓𝟕
0
1000 1000
c) Pr(𝑋 ≥ 2) = 1 − ( ) 0.0061 × 0.994999 − ( ) 0.0060 × 0.9941000 = 𝟎. 𝟗𝟖𝟐𝟖𝟕
1 0
Method 2: Using the Poisson Distribution

If n >> 1 & p << 1, the Poisson distribution can be used to approximate the Binomial distribution.
𝜇 𝑥 𝑒 −𝜇
Pr(𝑋 = 𝑥) = 𝑤ℎ𝑒𝑟𝑒 𝜇 = 𝑛𝑝 = 1000 × 0.006 = 6
𝑥!
60 𝑒 −6
a) Pr(𝑋 = 0) = 0!
= 𝟎. 𝟎𝟎𝟐𝟒𝟖
60 𝑒 −6
b) Pr(𝑋 ≥ 1) = 1 − 0!
= 𝟎. 𝟗𝟗𝟕𝟓𝟐
61 𝑒 −6 60 𝑒 −6
c) Pr(𝑋 ≥ 2) = 1 − 1!
− 0!
= 𝟎. 𝟗𝟖𝟐𝟔𝟓
2.10 A random sample of 10 resistors is to be tested. From past experience, it is known that the probability
of a given resistor being defective is 0.08. Let X be the r.v. for number of defective resistors.
a) What kind of distribution function would be recommended for modeling the r.v.?
This problem is best modeled using the Binomial distribution
b) According to the distribution function in (a), what is the probability that in the sample of 10
resistors, there are more than 1 defective resistors in the sample?
Given n =10; p = 0.08
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Let X be the r.v. of being given a defective resistor
10 10
Pr(𝑋 > 1) = 1 − ( ) 0.081 × 0.929 − ( ) 0.080 × 0.9210 = 𝟎. 𝟏𝟖𝟕𝟗
1 0
2.11 How many different license plates can be made if each consists of three numbers and three letters,
and no number or letter can appear more than once on a single plate?
This problem is a question of determining the number of possible permutations. Assuming that the
digits 0 through to 9 can be used and that all 26 letters of the alphabet can be used, then the solution
is given by:
𝐿𝑒𝑡 𝐿 = 𝑡ℎ𝑒 𝑟. 𝑣. 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑙𝑒𝑡𝑡𝑒𝑟𝑠

𝐿𝑒𝑡 𝑁 = 𝑡ℎ𝑒 𝑟. 𝑣. 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟𝑠
𝑁𝑜. 𝑜𝑓 𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡 𝑃𝑙𝑎𝑡𝑒𝑠 = 𝐿 × 𝐿 × 𝐿 × 𝑁 × 𝑁 × 𝑁
𝑁𝑜. 𝑜𝑓 𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡 𝑃𝑙𝑎𝑡𝑒𝑠 = 26 × 25 × 24 × 10 × 9 × 8 = 𝟏𝟏, 𝟐𝟑𝟐, 𝟎𝟎𝟎
2.12 The consumption of maneuvering jet fuel in a satellite is known to be normally distributed with a
mean of 10,000 hours and a standard deviation of 1,000 hours. What is the probability of being able
to maneuver the satellite for the duration of a 1-year mission?
Let T be the r.v. for the consumption life of the satellite jet fuel
Pr(𝑇 = 𝑡) ~𝑁𝑜𝑟𝑚(𝜇 = 10,000; 𝜎 = 1,000)
𝑇 = 1𝑦𝑟 = 8760 ℎ𝑟𝑠

𝑇−𝜇 8760 − 10000
Pr(𝑇 > 8760) = Pr (𝑍 > ) = Pr (𝑍 > )
𝜎 1000
Pr(𝑍 > −1.24) = 𝟎. 𝟖𝟗𝟐𝟓
2.13 Suppose a process produces electronic components, 20% of which are defective. Find the distribution
of x, the number of defective components in a sample size of five. Given that the sample contains at
least three defective components, find the probability that four components are defective.
This is a conditional probability with the Binomial distribution with parameters N = 5 and p = 0.2
Pr(𝑋 ≥ 3 |𝑋 = 4) × Pr(𝑋 = 4) Pr(𝑋 = 4)

Pr(𝑋 = 4 |𝑋 ≥ 3) = =
Pr(𝑋 ≥ 3) Pr(𝑋 ≥ 3)
5
( ) 0.24 × 0.81
Pr(𝑋 = 4 |𝑋 ≥ 3) = 4
5 5 5
( ) 0.23 × 0.82 + ( ) 0.24 × 0.81 + ( ) 0.25 × 0.80
3 4 5
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0.0064
Pr(𝑋 = 4 |𝑋 ≥ 3) = = 𝟎. 𝟏𝟏𝟎𝟓
0.0512 + 0.0064 + 0.00032
2.14 If the heights of 300 students are normally distributed, with a mean of 68 inches and standard
deviation of 3 inches, how many students have:
a) heights of more than 70 inches?
𝑋−𝜇 70−68 2
Pr(𝑋 > 70) = Pr (𝑍 > 𝜎
) = Pr (𝑍 > 3
) = Pr (𝑍 > 3) = 𝟎. 𝟐𝟓𝟐𝟓
Therefore, the number of students that are greater than 70 inches in height is given by:
300 × 0.2525 = 𝟕𝟔
b) heights between 67 and 68 inches?

67 − 68 68 − 68 −1
Pr(67 < 𝑋 > 68) = Pr ( <𝑍< ) = Pr ( < 𝑍 < 0) = 𝟎. 𝟏𝟑𝟎𝟓𝟔
3 3 3
Therefore, the number of students with heights between 67 and 68 inches is given by:
300 × 0.13056 = 𝟑𝟗
2.15 Assume that for a certain type of resistor, 1% are bad when purchased. What is the probability that
a circuit with 10 resistors has exactly 1 bad resistor?
Let X be the r.v. of finding a bad resistor

This is a binomial distribution with parameters N = 10 and p = 0.01
10
Pr(𝑋 = 1) = ( ) 0.011 × 0.999 = 𝟎. 𝟎𝟗𝟏𝟒
1
2.16 Between the hours of 2 and 4 p.m. the average number of phone calls per minute coming into an
office is two and one-half. Find the probability that during a particular minute, there will be more
than five phone calls.
This is a Poisson Distribution
Pr(𝑋 = 𝑥) = 𝑤ℎ𝑒𝑟𝑒 𝜇 = 𝜆𝑡
𝑥!
𝐺𝑖𝑣𝑒𝑛 𝜆 = 2.5 𝑚𝑖𝑛−1 & 𝑡 = 1 𝑚𝑖𝑛; 𝜇 = 2.5

5
Pr(𝑋 > 5) = 1 − ∑
𝑥!
𝑖=1
Pr(𝑋 > 5) = 1 − 0.95798 = 𝟎. 𝟎𝟒𝟐𝟎𝟐
Page 9 of 229
2.17 A guard works between 5 p.m. and 12 midnight; he sleeps an average of 1 hour before 9 p.m., and
1.5 hours between 9 and 12. An inspector finds him asleep, what is the probability that this happens
before 9 p.m.?
Let A1 be the fraction of time between 5-9pm

Let A2 be the fraction of time between 9-12pm
Let E be the event of the guard sleeping on shift
Pr(A1 ) = 4⁄7 Pr(A2 ) = 3⁄7
Pr(E | A1 ) = 1⁄4 Pr(E | A2 ) = 1.5⁄3
Using Bayes Theorem
𝑃 𝑟(𝐸|𝐴𝑗 ) Pr(𝐴𝑗 )
𝑃 𝑟(𝐴𝑗 |𝐸) = 𝑛
∑𝑗=1 𝑃 𝑟(𝐸|𝐴𝑗 ) Pr(𝐴𝑗 )
𝑃 𝑟(𝐸|𝐴1 ) Pr(𝐴1 ) 1⁄ × 4⁄
𝑃 𝑟(𝐴1 |𝐸) = = 4 7 = 𝟎. 𝟒
𝑃 𝑟(𝐸|𝐴1 ) Pr(𝐴1 ) + 𝑃 𝑟(𝐸|𝐴2 ) Pr(𝐴2 ) 1⁄ × 4⁄ + 1.5⁄ × 3⁄
4 7 3 7
2.18 The number of system breakdowns occurring with a constant rate in a given length of time has a
mean value of two breakdowns. What is the probability that in the same length of time, two
breakdowns will occur?
This is a Poisson Distribution
Pr(𝑋 = 𝑥) = 𝑤ℎ𝑒𝑟𝑒 𝜇 = 𝜆𝑡
𝑥!
𝐺𝑖𝑣𝑒𝑛 𝜇 = 2
22 𝑒 −2
Pr(𝑋 = 2) = = 𝟎. 𝟐𝟕𝟏
2!
2.19 An electronic assembly consists of two subsystems, A and B. Each assembly is given one
preliminary checkout test. Records on 100 preliminary checkout tests show that subsystem A failed
10 times. Subsystem B alone failed 15 times. Both subsystems A and B failed together five times.
a) What is the probability of A failing, given that B has failed.
Page 10 of 229
b) What is the probability that A alone fails.
Total failures of subsystem A = 10

Simultaneous failures of subsystems A & B = 5
Total failures of subsystem B = 15+5
Pr(𝐵) = 0.2
Pr(𝐴 ∩ 𝐵) = 0.05
Using Law of Conditional Probability:
𝑃 𝑟(𝐴 ∩ 𝐵) 0.05
𝑎) 𝑃 𝑟(𝐴|𝐵) = = = 𝟎. 𝟐𝟓
Pr(𝐵) 0.2
Using Law of Total Probability:

𝑛
𝑏) 𝑃 𝑟(𝐴 𝑎𝑙𝑜𝑛𝑒) = ∑ 𝑃 𝑟(𝐴|𝐵𝑖 ) Pr(𝐵𝑖 ) = 0.25 × 0.2 = 𝟎. 𝟎𝟓

𝑖=1
2.20 A presidential election poll shows one candidate leading with 60% of the vote. If the poll is taken
from 200 random voters throughout the U.S., what is the probability that the candidate will get less
than 50% of the votes in the election? (Assume the 200 voters sampled are true representatives of
the voting profile.)
Using a Binomial approximation for a Normal Distribution we find the solution as follows:
Given n = 200 & p = 0.6

μ = 𝑛𝑝 = 200 × 0.6 = 120
σ2 = 𝑛𝑝𝑞 = 200 × 0.6 × 0.4 = 48
100 − 120
𝑃 𝑟(𝑋 < 100) = Pr (𝑍 < ) = Pr(𝑍 < −2.887) = 𝟎. 𝟎𝟎𝟏𝟗𝟒𝟔
√48
2.21 A newspaper article reports that a New York medical team has introduced a new male contraceptive
method. The effectiveness of this method was tested using a number of couples over a period of 5
years. The following statistics are obtained:
Year Times Employed Unwanted Pregnancies (X)

1 8200 19
2 10100 18
3 2120 1
4 6120 9
5 18130 30
a) Estimate the mean probability of an unwanted pregnancy per use. What is the standard deviation
of the estimate?
Page 11 of 229
Year Times Employed Unwanted Pregnancies (X) Pr(X) (xi-x_bar)^2
1 8200 19 0.00232 6.05E-07
2 10100 18 0.00178 5.90E-08
3 2120 1 0.00047 1.14E-06
4 6120 9 0.00147 4.71E-09
5 18130 30 0.00165 1.33E-08
𝑛
1 1
𝑥̅ = ∑ 𝑥𝑖 = (0.00232 + 0.00178 + ⋯ + 0.00165) = 𝟎. 𝟎𝟎𝟏𝟓𝟒
𝑛 5
𝑖=1
𝑛
1 1
𝑆2 = ∑(𝑥𝑖 − 𝑥̅ )2 = (6.05 × 10−7 + 5.9 × 10−8 + ⋯ + 1.33 × 10−8 ) = 𝟒. 𝟓𝟓 × 𝟏𝟎−𝟕
(𝑛 − 1) 4
𝑖=1
𝑆 = √4.55 × 10−7 = 𝟔. 𝟕𝟓 × 𝟏𝟎−𝟒
b) What are the 95% upper and lower confidence limits of the mean and standard deviation?
𝑆 𝑆
[𝑥̅ − 𝑡𝛼/2 ≤ 𝜇 ≤ 𝑥̅ + 𝑡𝛼/2 ] = 0.95
√𝑛 √𝑛
6.75 × 10−4 6.75 × 10−4

[0.00154 − 𝑡0.05/2 ≤ 𝜇 ≤ 0.00154 + 𝑡0.05/2 ]
√5 √5
[𝟕. 𝟎𝟏 × 𝟏𝟎−𝟒 ≤ 𝝁 ≤ 𝟐. 𝟑𝟖 × 𝟏𝟎−𝟑 ]

(𝑛 − 1)𝑆 2 (𝑛 − 1)𝑆 2
[√ 2 ≤𝜎≤√ 2 ] = 0.95
𝜒1−𝑎⁄2 (𝑛 − 1) 𝜒𝑎⁄2 (𝑛 − 1)
(5 − 1)4.55 × 10−7 (5 − 1)4.55 × 10−7

[√ 2 ≤ 𝜎 ≤ √ 2 ]
𝜒0.975 (5 − 1) 𝜒0.025 (5 − 1)
[𝟒𝟎𝟒 × 𝟏𝟎−𝟒 ≤ 𝝈 ≤ 𝟏. 𝟗𝟒 × 𝟏𝟎−𝟑 ]
2.22 Suppose the lengths of the individual links of a chain distribute themselves with a uniform
distribution, shown below.
f(x)
m - a/2 m m + a/2 Length
Page 12 of 229
a) What is the height of the rectangle?
b) Find the cumulative PDF for the above distribution. Make a sketch of the distribution and
label the axes.
0 𝑥 < 𝑚 − 𝑎⁄2
𝑥 − (𝑚 − 𝑎⁄2)
𝐹(𝑥) = 𝑚 − 𝑎⁄2 ≤ 𝑥 ≤ 𝑚 + 𝑎⁄2
𝑎
{ 1 𝑥 ≥ 𝑚 + 𝑎⁄2
c) If numerous chains are made from two such links hooked together, what is the PDF of two-link
chains?
Page 13 of 229
𝐹(𝑥) = ∬ 𝑓(𝑠)𝑓(𝑡)𝑑𝑡𝑑𝑠
𝑓𝑜𝑟 𝑥 ≤ 2𝑚
1 1 𝑥 − 2𝑚 + 𝑎 1
𝐹(𝑥) = 𝑏ℎ = (𝑥 − 2𝑚 + 𝑎) ( ) = 2 (𝑥 − 2𝑚 + 𝑎)2
2 2 𝑎2 2𝑎
𝑑 𝑑 1
𝑓(𝑥) = [𝐹(𝑥)] = [ (𝑥 − 2𝑚 + 𝑎)2 ]
𝑑𝑥 𝑑𝑥 2𝑎2
(𝒙 − 𝟐𝒎 + 𝒂)
𝒇(𝒙) =
𝒂𝟐
𝑓𝑜𝑟 2𝑚 ≤ 𝑥 ≤ 2𝑚 + 𝑎
1 1 2𝑚 + 𝑎 − 𝑥 1
𝐹(𝑥) = 1 − 𝑏ℎ = 1 − (2𝑚 + 𝑎 − 𝑥) ( 2
) = 1 − 2 (2𝑚 + 𝑎 − 𝑥)2
2 2 𝑎 2𝑎
𝑑 𝑑 1
𝑓(𝑥) = [𝐹(𝑥)] = [1 − 2 (2𝑚 + 𝑎 − 𝑥)2 ]
𝑑𝑥 𝑑𝑥 2𝑎
(𝟐𝒎 + 𝒂 − 𝒙)
𝒇(𝒙) =
𝒂𝟐
d) Consider a 100-link chain. What is the probability that the length of the chain will be less than
100.5 m if a = 0.1m?
Using the Central Limit Theorem, this problem will approximation a normal; distribution with
2
𝜇 = 100𝑚 & 𝜎 2 = 100𝑎 ⁄12
100.5𝑚 − 100𝑚
Pr(𝑋 < 100.5𝑚) = Pr (𝑍 < ) = Pr(𝑍 < 1.732) = 𝟎. 𝟗𝟓𝟖𝟑
10𝑎⁄
√12
2.23 If f(x, y) = 1/2xy2 + 1/2yx2, 0 < x < 1, 0 < y < 2:
a) Show that f(x, y) is a joint probability density function.
For f(x,y) to be a joint PDF, it must satisfy the following conditions.
Page 14 of 229
1. f ( x, y )  0    x, y  
 
2.  
 
f ( x, y )dxdy  1
Condition 1 is met by observation; the PDF is always greater than or equal to 0.
Condition 2 is proven as follows:
2 1
  (0.5xy  0.5 x 2 y )dxdy

2
0 0
1 2
2
 x 2 y 2 yx3  2
 y2 y   y3 y2 
0  4  6  dy  0  4  6 dy   12  12   1
0 0
b) Find Pr(x > y), Pr( y > x), Pr(x = y).
(i) Find Pr(x > y) the limits for this problem will be 0<x<1 & 0<y<x
1 x
  (0.5xy  0.5 x 2 y )dydx

2
0 0
x 1
1
 xy3 y 2 x 2  1
 x4 x4   x5 x5  5
0  6  4  dx  0  6 4 
   dx 


 30 20 
0

60
0
(ii) Pr( y > x) the limits for this problem will be 0<x<1 & x<y<2
1 2
  (0.5xy  0.5 x 2 y )dydx

2
0 x
2
1
 xy 3 y 2 x 2  1
  8x 4 x 2   x 4 x 4  
0  6  4  dx  0   6  4    6  4  dx
x  
1
8x 2 4 x 3 x 5 x 5  55
    
 12 12 30 20  0 60
(iii) Pr(x = y) does not exist as this is a continuous RV and x=y would not form a volume
under the integral. Therefore, Pr(x = y) = 0
Page 15 of 229
2.24 A company is studying the feasibility of buying an elevator for a building under construction. One
proposal is a 10-passenger elevator that, on average, would arrive in the lobby once per minute. The
company rejects this proposal because it expects an average of five passengers per minute to use the
elevator.
a) Support the proposal by calculating the probability that in any given minute, the elevator does
not show up, and 10 or more passengers arrive.
There are two Poisson Distributions in this problem; one for the elevator and one for the
passengers.
𝜇𝑥 𝑒 −𝜇 1
Elevator - Pr(𝑋 = 𝑥) = 𝑥!
𝑤ℎ𝑒𝑟𝑒 𝜇 = 𝜆𝑡 = 𝑚𝑖𝑛 × 1 min = 1
10 𝑒 −1
Pr(𝑋 = 0) = = 𝟎. 𝟑𝟔𝟗
0!
𝜇𝑛 𝑒 −𝜇 5
Passengers - Pr(𝑁 = 𝑛) = 𝑛!
9
𝜇𝑛 𝑒 −𝜇
Pr(𝑁 ≥ 10) = 1 − ∑ = 𝟎. 𝟎𝟑𝟐
𝑛!
1
Therefore, the probability that an elevator does not show up and 10 or more passengers arrive
is given by:
𝑃𝑟(𝑋 = 0 ∩ 𝑁 ≥ 10) = 0.369 × 0.032 = 𝟎. 𝟎𝟏𝟏𝟕
b) Determine the probability that the elevator arrives only once in a 5-minute period.
𝜇𝑥 𝑒 −𝜇 1
Elevator - Pr(𝑋 = 𝑥) = 𝑥!
51 𝑒 −5
Pr(𝑋 = 1) = = 𝟎. 𝟎𝟑𝟑𝟕
1!
2.25 The frequency distribution of time to establish the root causes of a failure by a group of experts is
observed and given below.
Time Range (hrs) Obs Freq

45 55 7
55 65 18
65 75 35
75 85 28
85 95 12
Page 16 of 229
Test whether a normal distribution with known  = 10 is an appropriate model for these data.
In order to test whether the normal distribution is an adequate fit in this case, we use a Chi Squared
Goodness-of-Fit test where
a) Ho: the r.v (X) follows a Normal Distribution with   10 ; or
b) H1: the r.v (X) does not follow a Normal Distribution with   10
The Chi Squared Statistic is calculated for each row of the data given above using the following
process. The complete solution is shown in the table below.
𝑛
1 1
𝑥̅ = ∑ 𝑥𝑖 = (350 + 1080 + 2450 + 2240 + 1080) = 𝟕𝟐
𝑛 100
𝑖=1
45 − 72 55 − 72
Pr(45 < 𝑋 < 55) = Pr ( <𝑍< ) = Pr(< −2.7 < 𝑍 < −1.7) = 𝟎. 𝟎𝟒𝟏𝟏
10 10
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 (45 < 𝑋 < 55) = N × Pr(45 < 𝑋 < 55) = 100 × 0.0411 = 𝟒. 𝟏𝟏
2
(𝐹𝑟𝑒𝑞𝑜𝑏𝑠 − 𝐹𝑟𝑒𝑞𝑒𝑥𝑝 ) (7 − 4.11)2
Chisq Stat = = = 𝟐. 𝟎𝟑𝟐
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 4.11
Time Range (hrs) Mid Range Obs Freq F*Mid Pr(x) Ex(F) Chisq Stat
45 55 50 7 350 0.0411 4.110 2.0324
55 65 60 18 1080 0.1974 19.740 0.1533
65 75 70 35 2450 0.3759 37.595 0.1791
75 85 80 28 2240 0.2853 28.529 0.0098
85 95 90 12 1080 0.0861 8.608 1.3370
Total 100 7200 W 3.7116
Sample Mean 72 R 7.815
Sigma (Known) 10
2 (𝑘
𝑅 ≥ 𝜒1−𝛼 − 𝑚 − 1) where k = # of intervals & m = number of unknown parameters
Using a significance level of 𝛼 = 5%

2 (5
𝑅 ≥ 𝜒0.95 − 1 − 1)
2 (3)
𝑅 ≥ 𝜒0.95 = 𝟕. 𝟖𝟏𝟓
Given that W < R (ie: 3.712 < 7.815) we do not reject the null hypothesis at the 5% significance level.
Page 17 of 229
2.26 A random number generator yields the following sample of 50 digits:
Digit 0 1 2 3 4 5 6 7 8 9
Frequency 4 8 8 4 10 3 2 2 4 5
Is there any reason to doubt the digits are uniformly distributed? (Use the Chi-square goodness-of-fit
test.)
In order to test whether the uniform distribution is an adequate fit in this case, we use a Chi Squared
a) Ho: the r.v (X) follows a Uniform Distribution over the range of data; or
b) H1: the r.v (X) does not follow a Uniform Distribution.
The Chi Squared Statistic is calculated for each data set given above using the following process.
The complete solution is shown in the table below.
1
Pr(𝑋) = = 0.1 Pr(X)
10
9
h = 0.1
X
0 9
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 (𝑋 = 0) = N × Pr(𝑋 = 0) = 50 × 0.1 = 𝟓
2
(𝐹𝑟𝑒𝑞𝑜𝑏𝑠 − 𝐹𝑟𝑒𝑞𝑒𝑥𝑝 ) (4 − 5)2
Chisq Stat = = = 𝟎. 𝟐
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 5
Page 18 of 229
Digit Freq Pr(x) Ex(F) Chisq Stat
0 4 0.10 5.0 0.20
1 8 0.1 5.0 1.80
2 8 0.1 5.0 1.80
3 4 0.1 5.0 0.20
4 10 0.1 5.0 5.00
5 3 0.1 5.0 0.80
6 2 0.1 5.0 1.80
7 2 0.1 5.0 1.80
8 4 0.1 5.0 0.20
9 5 0.1 5.0 0.00
Total 50 W 13.60
R 16.92
2 (𝑘

2 (10
𝑅 ≥ 𝜒0.95 − 0 − 1)
2 (9)
𝑅 ≥ 𝜒0.95 = 𝟏𝟔. 𝟗𝟐
2.27 A set of 40 high-efficiency pumps is tested, all of the pumps fail (F = 40) after 400 pump-hours (T =
400). It is believed that the time to failure of the pumps follows an exponential distribution. Using
the following table and the goodness-of-fit method, determine if the exponential distribution is a good
choice.
Time Interval (hrs) Observed Failures

0 2 6
2 6 12
6 10 7
10 15 6
15 25 7
25 100 2
In order to test whether the Exponential distribution is an adequate fit in this case, we use a Chi
Squared Goodness-of-Fit test where
a) Ho: the r.v (T) follows an Exponential Distribution; or
b) H1: the r.v (T) does not follow an Exponential Distribution.
Page 19 of 229
𝑛 40
𝜆= = = 𝟎. 𝟏 𝒉𝒓−𝟏
𝑇 400
Pr(0 < 𝑇 < 2) = 𝑒 −𝜆𝑇1 − 𝑒 −𝜆𝑇2 = 𝑒 −𝜆0 − 𝑒 −𝜆2 = 𝟎. 𝟏𝟖𝟏𝟐
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 (0 < 𝑇 < 2) = N × Pr(0 < 𝑇 < 2) = 40 × 0.1812 = 𝟕. 𝟐𝟓
2
Chisq Stat = = = 𝟎. 𝟐𝟏𝟓𝟖
Time Range f(x) Observed Freq Ex(F) Chisq Stat

0 2 6 7.25 0.2158
2 6 12 10.80 0.1341
6 10 7 7.24 0.0078
10 15 6 5.79 0.0076
15 25 7 5.64 0.3270
25 100 2 3.28 0.5005
Total 40 W 1.193
lambda 0.1 R 9.488
2 (𝑘

2 (6
𝑅 ≥ 𝜒0.95 − 1 − 1)
2 (4)
𝑅 ≥ 𝜒0.95 = 𝟗. 𝟒𝟗
2.28 Use Eqn 2.74 and calculate mean and variance of a Weibull distribution.
Page 20 of 229
Making a change of variable, we get:
1
𝑡 𝛽 𝑑𝑢 𝛽 𝑡 𝛽−1
𝑢 = (𝛼) => 𝑡 = 𝛼𝑢𝛽 𝑑𝑡
= 𝛼 (𝛼)
∞
1 𝛽 𝑡 𝛽−1 −𝑢 𝛼 𝛼 𝛽−1
𝜇 = 𝐸(𝑡) = ∫ 𝛼𝑢𝛽 ( ) 𝑒 ( ) 𝑑𝑢
𝛼 𝛼 𝛽 𝑡
0
Page 21 of 229
Page 22 of 229
2.29 Consider the following repair times
Given Data
Time Range (hrs) Freq
0 4 17
4 24 41
24 72 12
72 300 7
300 5400 9
Use the Chi-square goodness-of-fit test to determine the adequacy of a lognormal distribution with
known parameters 𝜇𝑡 = 2.986 & 𝜎𝑡 = 1.837
a) For 5% level of significance
b) For 1% level of significance
In order to test whether the Lognormal distribution is an adequate fit in this case, we use a Chi
Squared Goodness-of-Fit test where
a) Ho: the r.v (T) follows a Lognormal distribution with parameters 𝜇𝑡 = 2.986 & 𝜎𝑡 = 1.837; or
b) H1: the r.v (T) does not follow a Lognormal distribution.
ln(0) − 2.986 ln(4) − 2.986

Pr(0 < 𝑇 < 4) = Pr ( <𝑍< ) = 𝟎. 𝟏𝟗𝟏𝟗
1.837 1.837
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 (0 < 𝑇 < 4) = N × Pr(0 < 𝑇 < 4) = 86 × 0.1919 = 𝟏𝟔. 𝟓
2
Chisq Stat = = = 𝟎. 𝟎𝟏
Given Data Logarithmic of Given Data

Time Range f(x) Time Range f(x) Freq Pr(x) Ex(F) Chisq Stat
0 4 0 1.39 17 0.1919 16.5 0.01
4 24 1.39 3.18 41 0.3497 30 3.97
24 72 3.18 4.28 12 0.2172 19 2.39
72 300 4.28 5.70 7 0.1716 15 4.08
300 5400 5.70 8.59 9 0.0695 6 1.53
Total 86 W 11.98
mu_t 2.986 R(0.95) 9.49
sig_t 1.837 R(0.99) 13.28
Page 23 of 229
2 (𝑘
2 (5
𝑅 ≥ 𝜒1−𝛼 − 0 − 1)
2 (4)
𝑅 ≥ 𝜒1−𝛼
a) Using a significance level of 𝛼 = 5%

2 (4)
𝑅 ≥ 𝜒0.95 = 𝟗. 𝟒𝟗
Given that W > R (ie: 11.98 > 9.49) we reject the null hypothesis at the 5% significance level.
b) Using a significance level of 𝛼 = 1%

2 (4)
𝑅 ≥ 𝜒0.99 = 𝟏𝟑. 𝟐𝟖
2.30 Consider the following time to failure data with the ranked value of t i. Test the hypothesis that the
data fit a normal distribution. (Use the Kolmogorov test for this purpose.)
Event Time to Failure

1 10.3
2 12.4
3 13.7
4 13.9
5 14.1
6 14.2
7 14.4
8 15.0
9 15.9
10 16.1
This problem was solved using the following assumptions:
a. Ho: the r.v (T) follows a Normal Distribution

H1: the r.v (T) does not follow a Normal Distribution
b. A K-S goodness to fit test was used where the rejection region (R) was defined as 𝑅 ≥
𝐷𝑛 (𝛼) with a 5% significance level (ie:   0.05 )
c. n = 10 (the number of failure times recorded)
Therefore Dn ( ) was found to be 0.409 from tables of Critical value for the Kolmogonov-Smirnov
statistic and the Maximum K-S statistic for the data set was calculated as shown in the table below to be
Max K-S = 0.2294
Page 24 of 229
𝑛
1 1
𝑥̅ = ∑ 𝑥𝑖 = (10.3 + 12.4 + 13.7 + ⋯ + 16.1) = 𝟏𝟒
𝑛 10
𝑖=1
𝑛
1 1
𝑆2 = ∑(𝑥𝑖 − 𝑥̅ )2 = [(10.3 − 14)2 + (12.4 − 14)2 + ⋯ + (16.1 − 14)2 ] = 𝟐. 𝟖𝟒
(𝑛 − 1) 9
𝑖=1
0 −∞ < 𝑡 < 𝑡(1)
𝑆𝑛 (𝑡) = 𝑖/𝑛 𝑡(𝑖) ≤ 𝑡 < 𝑡(𝑖+1)
{ 1 𝑡(𝑛) ≤ 𝑡 < ∞
𝐾 − 𝑆 = 𝑚𝑎𝑥[|𝐹(𝑡𝑖 ) − 𝑆𝑛 (𝑡𝑖 )|; |𝐹(𝑡𝑖 ) − 𝑆𝑛 (𝑡𝑖−1 )| ]
Observed CDF Fitted CDF K-S Statistic

Time to Failure i Sn(ti) Sn(ti-1) Phi(ti) Fn(ti) | Fn(ti) - Sn(ti) | | Fn(ti) - Sn(ti-1) |
10.3 1 0.1 0 -2.1947 0.0141 0.0859 0.0141
12.4 2 0.2 0.1 -0.9491 0.1713 0.0287 0.0713
13.7 3 0.3 0.2 -0.1779 0.4294 0.1294 0.2294
13.9 4 0.4 0.3 -0.0593 0.4764 0.0764 0.1764
14.1 5 0.5 0.4 0.0593 0.5236 0.0236 0.1236
14.2 6 0.6 0.5 0.1186 0.5472 0.0528 0.0472
14.4 7 0.7 0.6 0.2373 0.5938 0.1062 0.0062
15.0 8 0.8 0.7 0.5932 0.7235 0.0765 0.0235
15.9 9 0.9 0.8 1.1270 0.8701 0.0299 0.0701
16.1 10 1 0.9 1.2456 0.8936 0.1064 0.0064
Max K-S Value 0.2294
As the Max (K-S) Value < R, (ie: 0.2294 < 0.409), we do not reject the Ho: Hypothesis that a Normal
Distribution is an appropriate model for these data at the 95% confidence limit.
2.31 If a device has a cycle-to-failure, t, which follows an exponential distribution with  = 0.003
failures/cycle.
a) Determine the mean-cycle-to-failure for this device.

1 1
𝑀𝐶𝑇𝐹 = 𝜆 = 0.003 = 𝟑𝟑𝟑. 𝟑 cycles to failure
b) If the device is used in a space experiment and is known to have survived for 300 cycles, what is
the probability that it will fail sometimes after 1000 cycles?
Pr(𝑇 > 300 |𝑇 > 1000 ) × Pr(𝑇 > 1000 )

Pr(𝑇 > 1000 |𝑇 > 300) =
Pr(𝑇 > 300 )
Pr(𝑇 > 1000 ) 𝑒 −1000×0.003

Pr(𝑇 > 1000 |𝑇 > 300) = = −300×0.003 = 𝟎. 𝟏𝟐𝟐
Pr(𝑇 > 300 ) 𝑒
Page 25 of 229
2.32 A highly stressed machine part’s time to failure is normally distributed with 90% of the failures
occurring between 200 and 270 hrs of use (ie: 5% below 200 hrs and 5% above 270 hrs)
a) Find the mean and standard deviation of time to failure.

1
𝑥̅ = 2(270 + 200) = 𝟐𝟑𝟓 𝒉𝒓𝒔
𝑃𝑟(𝑇 < 200) = 0.05
𝑇 − 𝑥̅ 200 − 235
𝑃𝑟 (𝑍 < ) = 𝑃𝑟 (𝑍 < )
𝜎 𝜎
𝛷𝑧−1 (0.05) = 𝑍0.05 = −1.645
200 − 235 200 − 235

−1.645 = => 𝜎 = = 𝟐𝟏. 𝟐𝟖
𝜎 −1.645
b) Determine the part’s life if no more than 1% replacement probability can be tolerated.
𝑃𝑟(𝑇 < 𝑡) = 0.01
𝛷𝑧−1 (0.01) = 𝑍0.01 = −2.326
𝑇0.01 − 235
−2.326 = => 𝑇0.01 = −2.326 × 21.28 + 235 = 𝟏𝟖𝟓. 𝟓 𝒉𝒓𝒔
21.28
c) Compute the probability that the part functions for an additional 50 hrs, if the part has been
operating for 200 hrs without failure.
Pr(𝑇 > 200 |𝑇 > 250 ) × Pr(𝑇 > 250 )

Pr(𝑇 > 250 |𝑇 > 200) =
Pr(𝑇 > 200 )
Pr(𝑇 > 250 ) 1 − Pr(𝑇 < 250 )

Pr(𝑇 > 250 |𝑇 > 200) = =
Pr(𝑇 > 200 ) 1 − Pr(𝑇 < 200 )
250 − 235
1 − Pr(𝑇 < 250 ) 1 − Pr (𝑍 < 21.28 )
= = 𝟎. 𝟐𝟓𝟑𝟏
1 − Pr(𝑇 < 200 ) 1 − Pr (𝑍 < 200 − 235 )
21.28
Page 26 of 229
2.33 Fifty compressors were stress tested for 200 days and the following failure times grouped were
regarded. Perform a χ2 goodness-of-fit test at the 5% significance level to determine the adequacy
of an exponential distribution
Interval (days) Number of Failures
0 < T < 50 9
50 < T < 75 11
75 < T < 100 9
100 < T < 150 12
150 < T < 200 9
Firstly, the mean and standard deviation of the sample needs to be generated:
𝑛
1 1
𝑥̅ = ∑ 𝑥𝑖 = × (9 × 25 + 11 × 62.5 + 9 × 87.5 + 12 × 125 + 9 × 175) = 95.5
𝑛 50
𝑖=1
𝑛
2
1 1
𝜎 = ∑(𝑥𝑖 − 𝑥̅ )2 = × [9 × (25 − 95.5)2 + 11 × (62.5 − 95.5)2 … ]
𝑛−1 49
𝑖=1
∴ 𝜎 = 50.429
Then find Pr(T) for each of the intervals (shown in table below) using the normal distribution table.
Then find ei as follows:
𝑒𝑖 = 𝑛 × 𝑝𝑖
The Chi-Squared statistic is then:

𝑘
2
(𝑜𝑖 − 𝑒𝑖 )2
𝑊=𝜒 =∑
𝑒𝑖
𝑖=1
Page 27 of 229
This information is shown in the following table:
Interval
#
Lower Upper Failures Pr (T) e_i Chi^2
0 50 9 0.1543 1.3890 41.7051
50 75 11 0.1587 1.7460 49.0491
75 100 9 0.1934 1.7403 30.2837
100 150 12 0.3245 3.8944 16.8701
150 200 9 0.1208 1.0871 57.5981
Total 50 9.8568 195.5061
To find R from the chi squared table, we need the number of intervals (k) and the number of
unknowns (m). In this problem, k = 5, and m = 2.
2 (𝑘 2 (2)
∴ 𝑅 = 𝜒1−𝛼 − 𝑚 − 1) = 𝜒0.95 = 5.99
In this case, clearly W (195.5061) > R (5.99). Therefore we reject the normal distribution as a
good fit for this data.
2.34 Perform a 𝜒 2 goodness-of-fit test at the 10% significance level on the following grouped data to fit
a uniform PDF of time to failure between two limits of a = 0 and b = 1000 hrs.
Interval (hrs) Observed Failures

0 -200 16
200 - 400 18
400 - 600 25
600 - 800 23
800 - 1000 24
In order to test whether the uniform distribution is an adequate fit in this case, we use a Chi Squared
a) Ho: the r.v (X) follows a Uniform Distribution from 0 to 1000; or
b) H1: the r.v (X) does not follow a Uniform Distribution.
1
Pr(𝑋) = 1000 = 0.001 Pr(X)
9
h = 0.001
X Page 28 of 229
0 1000
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 (0 < 𝑋 < 200) = N × Pr(0 < 𝑋 < 200) = 106 × 0.001 × (200 − 0) = 𝟐𝟏. 𝟐
2
Chisq Stat = = = 𝟏. 𝟐𝟖
Interval Freq Pr(x) Ex(F) Chisq Stat
0 200 16 0.001 21.200 1.28
200 400 18 0.001 21.200 0.48
400 600 25 0.001 21.200 0.68
600 800 23 0.001 21.200 0.15
800 1000 24 0.001 21.200 0.37
Total 106 W 2.96
R 7.78
2 (𝑘

2 (5
𝑅 ≥ 𝜒0.9 − 0 − 1)
2 (4)
𝑅 ≥ 𝜒0.9 = 𝟕. 𝟕𝟖
2.35 A turbine in a generator can cause a great deal of damage if it fails critically. The manager of the
plant can choose to either replace the old turbine with a new one, or to leave it in place.
The state of the turbine is categorized as either ‘good,’ ‘acceptable’ or ‘poor.’ The probability of
critical failure per quarter depends on the state of the turbine:
𝑃 𝑟(𝑓𝑎𝑖𝑙𝑢𝑟𝑒 | 𝑔𝑜𝑜𝑑) = 0.0001
𝑃 𝑟(𝑓𝑎𝑖𝑙𝑢𝑟𝑒 | 𝑎𝑐𝑐𝑒𝑝𝑡𝑎𝑏𝑙𝑒) = 0.001
𝑃 𝑟(𝑓𝑎𝑖𝑙𝑢𝑟𝑒 | 𝑝𝑜𝑜𝑟) = 0.01
The technical department has made a model for the degradation of the turbine. In this model it is
assumed that, if the state is ’good’ or ‘acceptable,’ then the at the end of the quarter it stays the same
with probability 0.95 or degrades with probability 0.05 (ie: ‘good’ becomes ‘acceptable’ and
‘acceptable’ becomes ‘poor’). If the state is ‘poor’ then it stays ‘poor.’
Determine the probability that a turbine which is ‘good’ becomes ‘good,’ ‘acceptable’ and ‘poor’ in
the next three quarters and does not fail.
Page 29 of 229
2.36 Assume there are, on the average, 3 random intermittent interruptions in a network service per
week. What is the probability of at least one interruption in a two-week period?
Solution:
This problem can be solved using the Poisson distribution
Pr(𝑋 = 𝑥) =
𝑥!
And
𝜇 = 𝜆𝑡
Given:
𝜆=3
𝑡=2
𝜇=6
Find:
Pr(𝑋 ≥ 1)
Therefore:
60 𝑒 −6
Pr(𝑋 ≥ 1) = 1 − Pr(𝑋 = 0) = 1 − = 1 − 𝑒 −6 = 1 − 0.002479 = 0.9975
0!
Page 30 of 229
2.37 The life of a light bulb is log-normally distributed with mean of 12,000 hr. and standard deviation
of 2000 hr. Compute the probability that:
a. A light bulb will last 12,000 hrs
b. A light that has already worked for 10,000 hrs, will last 12,000 hrs.
Solution:
a. Given:
μ𝑦 = 12,000
σ𝑦 = 2,000
μ𝑦 12000
μ𝑡 = ln = ln = 9.3790
σ2𝑦 20002
√1 + ( )
√1 + ( 2 ) [ 120002 ]
[ μ𝑦 ]
σ2𝑦 20002
σ𝑡 = √ln (1 + ) = √ln (1 + ) = 0.1655
μ2𝑦 120002
Find:
Pr(𝑇 > 12,000)
ln(𝑇) − μ𝑡 ln(12000) − 9.3790
𝑧= = = 0.082763
σ𝑡 0.1655
From the tables this equates to:

Pr(𝑇 < 12,000) ≈ 0.53188
∴ Pr(𝑇 > 12,000) = 1 − 0.53188 = 0.46812
b. Find:
Pr(𝑇 = 12,000) × Pr(T > 10,000|T = 12,000)
Pr(𝑇 = 12,000|𝑇 > 10,000) =
Pr(𝑇 > 10000)
Note, logically:
Pr(𝑇 > 10,000|𝑇 = 12,000) = 1
Find:
Pr(𝑇 > 10,000)
ln(𝑇) − μ𝑡 ln(10000) − 9.3790
𝑧= = = −1.0187
σ𝑡 0.1655
From the tables this equates to:

Pr(𝑇 < 10,000) ≈ 0.15386
∴ Pr(𝑇 > 10,000) = 1 − 0.15386 = 0.84614
0.46812
∴ Pr(𝑇 = 12,000|𝑇 > 10,000) = = 0.55324
0.84614
Page 31 of 229
Exercises
3.1 For a gamma distribution with the scale parameter of 400, and the shape parameter of 3.8, determine
Pr(x < 200).
Using Matlab to solve:

Pr(𝑋 < 200) = 𝑔𝑎𝑚𝑐𝑑𝑓(200, 𝑠ℎ𝑎𝑝𝑒 = 3.8; 𝑠𝑐𝑎𝑙𝑒 = 400) = 𝟎. 𝟎𝟎𝟐𝟕
3.2 Time to failure of a relay follows a Weibull distribution with  = 10 years,  = 0.5. Find the following:
a) Pr (failure after 1 year)
Using Matlab to solve:

Pr(𝑋 > 1 𝑦𝑟) = 1 − 𝑊𝑏𝑙𝑐𝑑𝑓(1, 𝑠𝑐𝑎𝑙𝑒 = 10; 𝑠ℎ𝑎𝑝𝑒 = 0.5) = 𝟎. 𝟕𝟐𝟗
b) Pr (failure after 10 years)
Pr(𝑋 > 10 𝑦𝑟) = 1 − 𝑊𝑏𝑙𝑐𝑑𝑓(10, 𝑠𝑐𝑎𝑙𝑒 = 10; 𝑠ℎ𝑎𝑝𝑒 = 0.5) = 𝟎. 𝟑𝟔𝟖
b) The MTTF
1 1
𝑀𝑇𝑇𝐹 = 𝛼Г (1 + ) = 10Г (1 + ) = 𝟐𝟎 𝒚𝒓𝒔
𝛽 3.8
3.3 The hazard rate of a device is h t   1 t . Find the following:

a) Reliability function
𝑡 𝑡
1 𝑡
𝑅(𝑡) = 𝑒𝑥𝑝 [− ∫ ℎ(𝑡)𝑑𝑡] = 𝑒𝑥𝑝 [− ∫ 𝑑𝑡] = 𝑒𝑥𝑝[−2√𝑡]
√𝑡 0
0 0
𝑅(𝑡) = 𝒆𝒙𝒑[−𝟐√𝒕]
b) Probability density function

𝟏
𝑓(𝑡) = ℎ(𝑡) × 𝑅(𝑡) = 𝒆𝒙𝒑[−𝟐√𝒕]
√𝒕
c) MTTF
∞ ∞
𝑀𝑇𝑇𝐹 = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ 𝑒𝑥𝑝[−2√𝑡]𝑑𝑡

0 0
Make a variable change
Page 32 of 229
𝑑𝑢 1
Let 𝑢 = √𝑡 => 𝑑𝑡
=2
√𝑡
Therefore:
∞
−2𝑢 −2𝑢
1 ∞ −2√𝑡
1 ∞ 𝟏
𝑀𝑇𝑇𝐹 = ∫ 𝑒 ∙ 2𝑢 ∙ 𝑑𝑢 = [−𝑒 (𝑢 + )] = [−𝑒 (√𝑡 + )] =
2 0 2 0 𝟐
0
d) Variance
𝜎 2 = 𝐸(𝑡 2 ) − [𝐸(𝑡)]2
∞ ∞ ∞
2) 2 2
1 3
𝐸(𝑡 = ∫ 𝑡 𝑓(𝑡)𝑑𝑡 = ∫ 𝑡 𝑒 −2√𝑡 𝑑𝑡 = ∫ 𝑡 2 𝑒 −2√𝑡 𝑑𝑡
√𝑡
0 0 0
Make a variable change

𝑑𝑢 1
Let 𝑢 = √𝑡 => =
𝑑𝑡 2√𝑡
Therefore:
∞ ∞
2) 3 −2𝑢
𝐸(𝑡 =∫𝑢 𝑒 ∙ 2𝑢 ∙ 𝑑𝑢 = 2 ∫ 𝑢4 𝑒 −2𝑢 ∙ 𝑑𝑢
0 0
3 ∞ 𝟑
𝐸(𝑡 2 ) = [−𝑒 −2𝑢 (𝑢4 + 2𝑢3 + 3𝑢2 + 3𝑢 + )] =
2 0 𝟐
3 1 2 𝟓
𝜎2 = −( ) =
2 2 𝟒
3.4 Assume that 100 components are placed on test for 1,000 hours. From previous testing, we believe that
the hazard rate is constant, and the MTTF = 500 hours. Estimate the number of components that will
fail in the time interval of 100 to 200 hours. How many components will fail if it is known that 15
components failed in T < 100 hours?
1 1
𝑀𝑇𝑇𝐹 = 500 = => 𝜆 = = 0.002 ℎ𝑟1
𝜆 500
Pr(100 < 𝑇 < 200) = (1 − 𝑒 −200×0.002 ) − (1 − 𝑒 −200×0.002 ) = 𝟎. 𝟏𝟒𝟖
No. of components expected to fail in the time interval 100-200 hrs

Ex(100 < T < 200) = 𝑁 × Pr(100 < 𝑇 < 200) = 100 × 0.148 = 14.8
Therefore, 15 components are expected to fail in the 100-200 hour time interval.
Knowing that 15 units failed before T=100 does not change the previous result as the exponential
distribution is memory less.
Page 33 of 229
3.5 Assume that t, the random variable that denotes life in hours of a specified component, has a cumulative
density function (cdf) of
 100
1  t  100
Ft    t

 0 t  100
Determine the following
a) PDF f(t)
𝑑𝐹(𝑡) 𝑑 1 − 100 𝑡 ≥ 100

𝑓(𝑡) = = { 𝑡
𝑑𝑡 𝑑𝑡
0 𝑡 < 100
100
𝑓(𝑡) = { 𝑡 2 𝑡 ≥ 100
0 𝑡 < 100
b) Reliability function R(t)
100
𝑅(𝑡) = 1 − 𝐹(𝑡) = 1 − { 1 − 𝑡 𝑡 ≥ 100
0 𝑡 < 100
100
𝑅(𝑡) = { 𝑡 𝑡 ≥ 100
1 𝑡 < 100
c) MTTF (Using a practical upper limit of 1 million hrs to avoid trivial solution)
∞ 1𝑒6
100
𝑀𝑇𝑇𝐹 = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ 𝑑𝑡 = [100ln(𝑡)]1𝑒6
1𝑒2 = 𝟗𝟐𝟏𝒉𝒓𝒔
𝑡
0 100
3.6 Show whether a uniform distribution represents an increasing failure rate, decreasing failure rate, or
constant failure rate.
The uniformly distributed density and cumulative functions are shown below.
Page 34 of 229
From these figure we get:
𝑏 𝑏
1 𝑏−𝑡
𝑅(𝑡) = ∫ 𝑓(𝑡)𝑑𝑡 = ∫ 𝑑𝑡 = ( )
𝑏−𝑎 𝑏−𝑎
𝑡 𝑡
𝑡 𝑡
1 𝑡−𝑎
𝐹(𝑡) = ∫ 𝑓(𝑡)𝑑𝑡 = ∫ 𝑑𝑡 = ( )
𝑏−𝑎 𝑏−𝑎
𝑎 𝑎
The hazard rate is given by:
𝑓(𝑡) 1 𝑏−𝑡 1
𝜆(𝑡) = =( )÷( )=( )
𝑅(𝑡) 𝑏−𝑎 𝑏−𝑎 𝑏−𝑡
The following plot of the hazard rate indicates that it is an increasing failure rate function.
3.7 Consider the Rayleigh distribution

 t2 
f t  
2t
exp   2  , t  0,   0
2   
a) Find the hazard rate h(t) corresponding to this distribution.
𝑓(𝑡) 𝑓(𝑡)
ℎ(𝑡) = = ∞
𝑅(𝑡) ∫ 𝑓(𝑡)𝑑𝑡
𝑡
2𝑡 𝑡2 2𝑡 𝑡2
2 exp (− 2 ) 2 exp (− 2 )
𝛼 𝛼 𝛼 𝛼
ℎ(𝑡) = =
∞ 2𝑡 𝑡2 𝑡2
∫𝑡 2 exp (− 2 ) 𝑑𝑡 exp (− 2 )
𝛼 𝛼 𝛼
2𝑡
ℎ(𝑡) =
𝛼2
Page 35 of 229
b) Find the Reliability function R(t)
2𝑡 𝑡2
𝑓(𝑡) 𝛼 2 exp (− 𝛼 2 ) 𝑡2
𝑅(𝑡) = = = exp (− 2 )
𝜆(𝑡) 2𝑡 𝛼
𝛼 2
𝑡2
𝑅(𝑡) = exp (− )
𝛼2
  ax 2 1 
c) Find the MTTF. Notice: 0 e 
2 a
∞ ∞
𝑡2 1
𝑀𝑇𝑇𝐹 = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ exp (− 2 ) 𝑑𝑡 = √𝜋𝛼 2
𝛼 2
0 0
𝛼
𝑀𝑇𝑇𝐹 = √𝜋
2
d) For which part of the bathtub curve is this distribution adequate?

2𝑡
This describes the wear out region of the bathtub curve as ℎ(𝑡) = 𝛼2 is linearly increasing function
with respect to time
3.8 Due to the aging process, the failure rate of a non-repairable item is increasing according to (t) =
t-1. Assume that the value of  and  are estimated as ˆ  1.62 and ˆ  1.2  10  5 hour. Determine
the probability that the item will fail sometime between 100 and 200 hours. Assume an operation
beginning immediately after the onset of aging.
𝑡 𝑡
𝑅(𝑡) = 𝑒𝑥𝑝 [− ∫ ℎ(𝑡)𝑑𝑡] = 𝑒𝑥𝑝 [− ∫ 𝜆𝛽𝑡𝛽−1 𝑑𝑡] = exp(−𝜆𝑡𝛽 )

0 0
𝐹(𝑡) = 1 − 𝑅(𝑡) = 1 − exp(−𝜆𝑡𝛽 )

Pr(100 < 𝑇 < 200) = 𝐹(200) − 𝐹(100)
Pr(100 < 𝑇 < 200) = [1 − exp(−𝜆200𝛽 )] − [1 − exp(−𝜆100𝛽 )]
Pr(100 < 𝑇 < 200) = [exp(−1.2 × 10−5 × 1001.62 ) − exp(−1.2 × 10−5 × 2001.62 )]
Pr(100 < 𝑇 < 200) = 4.14 × 10−2
Page 36 of 229
3.9 Suppose r.v. X has the exponential PDF f(x) =  exp[-x], for x > 0, and f(x) = 0, for x  0. Find Pr(x
> a + b | x > a) given a, b > 0.
Pr(𝑥 > 𝑎 |𝑥 > 𝑎 + 𝑏 ) × Pr(𝑥 > 𝑎 + 𝑏 )

Pr(𝑥 > 𝑎 + 𝑏 |𝑥 > 𝑎) =
Pr(𝑥 > 𝑎 )
1 × Pr(𝑥 > 𝑎 + 𝑏 ) 𝑒 −𝜆(𝑎+𝑏)

Pr(𝑥 > 𝑎 + 𝑏 |𝑥 > 𝑎) = = −𝜆(𝑎) = 𝑒 −𝜆(𝑏)
Pr(𝑥 > 𝑎 ) 𝑒
3.10 The following time to failure data are found when 158 transformer units are put under test. Use a non-
parametric method to estimate f(t), h(t), and R(t) of the transformers. No failures are observed prior
to 1,750 hours.
Time Interval Freq
0 2250 17
2250 2750 54
2750 3250 27
3250 3750 17
3750 4250 19
4250 5000 24
Using Equations 3.54 through to 3.56 we create the following table and plots for the data set given
above:
Time Interval Freq Ns(ti) h(ti) R(ti) f(ti)
0 2250 17 158 4.78E-05 1.00E+00 4.78E-05
2250 2750 54 141 7.66E-04 8.92E-01 6.84E-04
2750 3250 27 87 6.21E-04 5.51E-01 3.42E-04
3250 3750 17 60 5.67E-04 3.80E-01 2.15E-04
3750 4250 19 43 8.84E-04 2.72E-01 2.41E-04
4250 4750 24 24 2.00E-03 1.52E-01 3.04E-04
Page 37 of 229
3.11 A test was run on 10 electric motors under high temperature. The test was run for 60 hours, during
which six motors failed. The failures occurred at the following times: 37.5, 46.0, 48.0, 51.5, 53.0, and
54.5 hours. We don't know whether an exponential distribution or a Weibull distribution model is
better for representing these data. Use the plotting method as the main tool to discuss the
appropriateness of these two models.
Solution
above:
i ti (hr) F(t)% ln(ti) ln(ln(1/R(ti))) ti+1-ti h(ti)

1 37.5 10 3.62 -2.25 8.5 0.021
2 46 26 3.83 -1.20 2 0.108
3 48 42 3.87 -0.61 3.5 0.079
4 51.5 58 3.94 -0.14 1.5 0.254
5 53 74 3.97 0.30 1.5 0.410
6 54.5 90 4.00 0.83
From the Weibull plot shown below, β was calculated to be greater than 7 therefore; an exponential
distribution does not appear to be a good fit for this data set.
Also, looking at the data set as represented in the hazard function plot shown below, we can see that
the hazard rate increased significantly in the last 20 hours of operation. This also supports the finding
that an exponential model is not an appropriate model for the given data set as it appears to be an IFR
data set.
Page 38 of 229
3.12 A test of 25 integrated circuits over 500 hours yields the following data:
Time Interval Failures

0 100 10
100 200 7
200 300 3
300 400 3
400 500 2
Plot the PDF, hazard rate, and reliability function for each interval of these integrated circuits using a
non-parametric method.
Solution
above:
Time Interval Failures Nf(ti) Ns(ti) h(ti) R(ti) f(ti)

0 100 10 10 25 0.0040 1.00 0.0040
100 200 7 7 15 0.0047 0.60 0.0028
200 300 3 3 8 0.0038 0.32 0.0012
300 400 3 3 5 0.0060 0.20 0.0012
400 500 2 2 2 0.0100 0.08 0.0008
Hazard Function Reliability Function Probability Density Function
0.012000 1.200000 0.004500
0.004000
0.010000 1.000000
0.003500
0.008000 0.800000 0.003000

h(t) 1/hr
0.002500
R(t)
f(t)
0.006000 0.600000
0.002000
0.004000 0.400000 0.001500
0.001000
0.002000 0.200000
0.000500
0.000000 0.000000 0.000000
100 200 300 400 500 100 200 300 400 500 100 200 300 400 500
Tim e (hrs) Tim e (hrs) Tim e (hrs)
The hazard rate appears to be fairly constant until approximately 350 hours have elapsed and then it appears
to increase quite rapidly. This may be indicative of the wear out region beginning at that time or some other
failure mode due to an external failure mechanism.
More information would be required to reduce the uncertainty in the data presented and draw more accurate
conclusions on the failure rate.
Page 39 of 229
3.13 Total test time of a device is 50,000 hours. The test is terminated after the first failure. If the PDF of
the device time-to-failure is known to be exponentially distributed, what is the probability that the
estimated failure rate is not greater than 4.610-5 per hour.
𝑇 = 50000
𝑟=1
𝜆𝑢𝑝𝑝𝑒𝑟 ≤ 4.6 × 10−5 ℎ𝑟 −1
We now need to determine the one sided upper confidence limit for a Type II – Failure Terminated
Test.
From Table 3.2; we get:
2
𝜒1−𝛼 (2𝑟)
𝑃𝑟 [𝜆𝑢𝑝𝑝𝑒𝑟 ≤ ]=1−𝛼
2𝑇
2
𝜒1−𝛼 (2𝑟)
𝜆𝑢𝑝𝑝𝑒𝑟 ≤
2𝑇
2
2𝑇𝜆𝑢𝑝𝑝𝑒𝑟 ≤ 𝜒1−𝛼 (2𝑟)
2
2 × 50000 × 4.6 × 10−5 ≤ 𝜒1−𝛼 (2 × 1)
2
4.6 ≤ 𝜒1−𝛼 (2)
This equation can now be solved numerically or by looking at the Chi Squared table at Appendix A:
Table A.3
Using the tables, we look at row 2 (due to the fact we have 2 degrees of freedom).
Move along the columns until we find a value greater than or equal to 4.6
2 2
From there, read the 𝜒1−𝛼 value at the top of the column which in this case is 𝜒0.90
Therefore, there is a 90% chance that the failure rate 𝜆𝑢𝑝𝑝𝑒𝑟 ≤ 4.6 × 10−5 ℎ𝑟 −1
3.14 A manufacturer uses exponential distribution to model number "cycle-to-failure" of its products. In
this case, r.v. T in the exponential PDF represents the number of cycles to failure  = 0.003 f/cycle.
a) What is the mean number of cycles to failure for this product?

1 1
𝑀𝐶𝑇𝐹 = = = 𝟑𝟑𝟑. 𝟑 cycles to failure
𝜆 0.003
b) If a component survives for 300 cycles, what is the probability that it will fail sometime after
500 cycles? Accordingly, if 1,000 components have survived 300 cycles, how many would
one expect to fail after 500 cycles?
Pr(𝑇 > 300 |𝑇 > 500 ) × Pr(𝑇 > 500 )

Pr(𝑇 > 500 |𝑇 > 300) =
Pr(𝑇 > 300 )
Page 40 of 229
Pr(𝑇 > 500 ) 𝑒 −500×0.003
Pr(𝑇 > 500 |𝑇 > 300) = = = 𝟎. 𝟓𝟒𝟗
Pr(𝑇 > 300 ) 𝑒 −300×0.003
Therefore; 549 components would be expected to fail after 500 cycles.
3.15 The shaft diameters in a sample of 25 shafts are measured. The sample mean of diameter is 0.102
centimeter, with a standard deviation of 0.005 centimeter. What is the upper 95% confidence limit on
the mean diameter of all shafts produced by this process, assuming the distribution of shaft diameters
is normal?
Using equation 2.135, we find the 95% confidence intervals for the mean as follows:
𝑆 𝑆
[𝑥̅ − 𝑡1−𝛼/2 ≤ 𝜇 ≤ 𝑥̅ + 𝑡1−𝛼/2 ] = 0.95
√𝑛 √𝑛
0.005 0.005
[0.102 − 𝑡 0.05 ≤ 𝜇 ≤ 0.102 + 𝑡 0.05 ]
1− √25 1− √25
2 2
[𝟎. 𝟎𝟗𝟗 𝒄𝒎 ≤ 𝝁 ≤ 𝟎. 𝟏𝟎𝟒 𝒄𝒎]
3.16 The sample mean life of 10 car batteries is of 102.5 months, with the standard deviation of 9.45
months. What are the 80% confidence limits for the mean and standard deviation of a PDF that
represents these batteries?
Assuming a Normal life distribution we find the 80% confidence intervals for the mean using equation
2.135, as follows:
𝑆 𝑆
[𝑥̅ − 𝑡1−𝛼/2 ≤ 𝜇 ≤ 𝑥̅ + 𝑡1−𝛼/2 ] = 0.80
√𝑛 √𝑛
9.45 9.45
[102.5 − 𝑡1−0.2 ≤ 𝜇 ≤ 102.5 + 𝑡
1−
0.2 ]
2 √10 2 √10
[𝟗𝟖. 𝟒 ≤ 𝝁 ≤ 𝟏𝟎𝟔. 𝟔 𝒎𝒐𝒏𝒕𝒉𝒔]
Using equation 2.136, we find the 80% confidence intervals for the standard deviation as follows:
(𝑛 − 1)𝑆 2 (𝑛 − 1)𝑆 2
[√ 2 ≤𝜎≤√ 2 ] = 0.80
𝜒1−𝑎⁄2 (𝑛 − 1) 𝜒𝑎⁄2 (𝑛 − 1)
(10 − 1)9.452 (10 − 1)9.452

[√ 2 ≤𝜎≤√ 2 ]
𝜒0.9 (10 − 1) 𝜒0.1 (10 − 1)
[𝟕. 𝟒𝟎 ≤ 𝝈 ≤ 𝟏𝟑. 𝟖𝟗]
Page 41 of 229
3.17 The breaking strength X of 5 specimens of a rope of 1/4 inch diameter are 660, 460, 540, 580, and 550
lbs. Estimate the following:
a) The mean breaking strength by a 95% confidence level assuming normally distributed strength.
𝑛
1 1
Sample Mean 𝑥̅ = ∑ 𝑋𝑖 = (660 + 460 + 540 + 580 + 550 ) = 558
𝑛 5
𝑖=1
𝑛
1 2
Sample Variance 𝑆 = ∑(𝑥𝑖 − 𝑥̅ )2 = 5520
𝑛−1
𝑖=1
The confidence interval for the true mean (μ) is found using Eqn 2.135 as follows:
𝑆 𝑆
[𝑥̅ − 𝑡1−𝛼 ≤ 𝜇 ≤ 𝑥̅ + 𝑡1−𝛼 ] = 0.95
2 √𝑛 2 √𝑛
72.25 72.25
[558 − 𝑡0.975 ≤ 𝜇 ≤ 558 + 𝑡0.975 ]
√5 √5
𝟒𝟔𝟖. 𝟐𝟗 lbs ≤ 𝝁 ≤ 𝟔𝟒𝟕. 𝟕𝟏 lbs
b) The point estimate of strength value at which only 5% of such specimens would be expected to
break if (μ) is assumed to be an unbiased estimate of the true mean, and (𝑆 2 ) is assumed to be
the true standard deviation. (Assume x is normally distributed.)
If the r.v of breaking strength (X) is assumed to be normally distributed with these parameters,
than the 5th percentile is calculated by finding the cumulative failure function value for 5%:
𝑋0.05 − 558
𝑍0.05 = 𝛷𝑆−1 (0.05) = −1.645 =
72.25
𝑋0.05 = −1.645 × 72.25 + 558 = 𝟒𝟑𝟗. 𝟐 𝒍𝒃𝒔
c) The 90% confidence interval of the estimate of the standard deviation.
The confidence interval for the true Standard Deviation (σ) is found using Eqn 2.136 as follows:
(𝑛 − 1)𝑆 2 (𝑛 − 1)𝑆 2
[√ 2 ≤𝜎≤√ 2 ] = 0.9
𝜒1−𝑎⁄2 (𝑛 − 1) 𝜒𝑎⁄2 (𝑛 − 1)
(4)5520 (4)5520 (4)5520 (4)5520

[√ 2 ≤𝜎≤√ 2 ] = [√ <𝜎<√ ]
𝜒0.95 (4) 𝜒0.05 (4) 9.4877 0.7107
𝟒𝟔. 𝟗𝟏 𝒍𝒃𝒔 < 𝝈 < 𝟏𝟕𝟏. 𝟒𝟎 𝒍𝒃𝒔

3.18 One hundred and twenty four devices are placed on an overstress test with failures occurring at the
following times.
Page 42 of 229
Time (hrs) 0.4 1 2 5 8 12 25
Number of Failures 1 3 5 15 20 30 50
a) Plot the data on Weibull probability paper.

The following table and Weibull plot were created using Equation 3.58 and the process detailed
under section 3.3.2.2 of the textbook.
Time (hrs) # of Failures Cumulative Failures F(t)% ln(ti) ln(ln(1/R(t)))

0.4 1 1 0.50 -0.92 -5.29
1 3 4 2.92 0.00 -3.52
2 5 9 6.94 0.69 -2.63
5 15 24 19.01 1.61 -1.56
8 20 44 35.11 2.08 -0.84
12 30 74 59.26 2.48 -0.11
25 50 124 99.50 3.22 1.67
b) Estimate the shape parameter.
The trend line shown in the plot above is given by the following expression.
1
𝑙𝑛 [𝑙𝑛 ( )] = 𝛽 ln(𝑡) − 𝛽ln(𝛼)
𝑅(𝑡)
Using this expression and the trend line value given in the plot above
𝑦 = 1.564𝑥 − 3.803 the shape parameter 𝛽 is given by:
𝛽 = 1.564
c) Estimate the scale parameter.
1
𝑅(𝑡)
𝑦 = 1.564𝑥 − 3.803 the scale parameter 𝛼 is given by:
Page 43 of 229
𝛼 = 11.38
d) What other distributions may also represent these failure data?
The exponential and lognormal distributions can also be used to model this data set as the shape
parameter is close to unity. However, as shown in the plots below; neither of these distributions
provides as good a fit as the Weibull Distribution.
𝜆 = 0.1712 𝜇𝑡 = 8.38 & 𝜎𝑡 = 1.53
3.19 Seven pumps have failure times (in months) of 15.1, 10.7, 8.8, 11.3, 12.6, 14.4, and 8.7. (Assume an
exponential distribution.)
a) Find a point estimate of the MTTF.

𝑛
𝑇 = ∑ 𝑡𝑖 = (15.1 + 10.7 + ⋯ + 8.7) = 81.6 𝑚𝑜𝑛𝑡ℎ𝑠

𝑖=1
𝑇 81.6
̂ =
𝑀𝑇𝑇𝐹 = = 11.7 𝑚𝑜𝑛𝑡ℎ𝑠
𝑟 7
b) Estimate the reliability of a pump for t = 12 months.
12
𝑅(𝑇 = 12) = 𝑒 −𝜆𝑡 = 𝑒 −11.7 = 0.357
c) Calculate the 95% two-sided interval of .
This is a Type II Failure Terminated case. Therefore, 95% two-sided interval of  is found using
Table 3.2 as follows:
2 2
𝜒𝛼/2 (2𝑟) 𝜒1−𝛼/2 (2𝑟)
𝑃𝑟 [ <𝜆< ]=1−𝛼
2𝑇 2𝑇
Page 44 of 229
2 2
𝜒0.025 (2 × 7) 𝜒0.975 (2 × 7)
<𝜆<
2 × 81.6 2 × 81.6
0.03449 < 𝜆 < 0.16004
3.20 The average life of a certain type of small motor is 10 years, with a standard deviation of 2 years. The
manufacturer replaces free of charge all motors that fail while under warranty. If the manufacturer is
willing to replace only 3% of the motors that fail, what warranty period should be offered? Assume
the time to failure of the motors follows a normal distribution.
Solution
We want to find the time associated with the 3 percentile cumulative failure given the r.v for life (X)
of the small motors is normal distributed with 𝜇 = 10 and 𝜎 = 2.
This is calculated using the inverse normal distribution as follows:

𝑋0.03 − 10
𝑍0.03 = 𝛷𝑆−1 (0.03) = −1.881 =
2
𝑋0.03 = −1.881 × 2 + 10 = 𝟔. 𝟐𝟒 𝒚𝒓𝒔
Therefore, in order for the manufacturer to avoid replacing more than 3% of motor failures, the warranty
period should be set at ≤ 6.24 yrs.
3.21 A manufacturer claims that certain machine parts will have a mean diameter of 4 cm, with a standard
deviation of 0.01 mm. The diameters of five parts are measured and found to be (in mm): 39.98, 40.01,
39.96, 40.03, and 40.02. Would you accept this claim with a 90% confidence level?
𝑛
1 1
Sample Mean 𝑥̅ = ∑ 𝑋𝑖 = (39.98 + 40.01 + 39.96 + 40.03 + 40.02) = 40 𝑚𝑚
𝑛 5
𝑖=1
𝑛
1
Sample Standard Deviation (𝑆) = 𝑠𝑞𝑟𝑡 [ ∑(𝑥𝑖 − 𝑥̅ )2 ] = 0.0292 𝑚𝑚
𝑛−1
𝑖=1
𝑆 𝑆
[𝑥̅ − 𝑡1−𝛼 ≤ 𝜇 ≤ 𝑥̅ + 𝑡1−𝛼 ] = 0.9
2 √𝑛 2 √𝑛
0.0292 0.0292
[40 − 𝑡0.95 ≤ 𝜇 ≤ 40 + 𝑡0.95 ]
√5 √5
𝟑𝟗. 𝟗𝟕𝟐 𝒎𝒎 ≤ 𝝁 ≤ 𝟒𝟎. 𝟎𝟐𝟖 𝒎𝒎
(𝑛 − 1)𝑆 2 (𝑛 − 1)𝑆 2
[√ 2 ≤𝜎≤√ 2 ] = 0.9
𝜒1−𝑎⁄2 (𝑛 − 1) 𝜒𝑎⁄2 (𝑛 − 1)
Page 45 of 229
(4)8.5 × 10−4 (4)8.5 × 10−4
[√ 2 (4) ≤ 𝜎 ≤ √ 2 (4) ]
𝜒0.95 𝜒0.05
𝟎. 𝟎𝟏𝟖𝟗 𝒎𝒎 < 𝝈 < 𝟎. 𝟎𝟔𝟗𝟐 𝒎𝒎
Therefore, the claim that the true mean is 4cm is supported at the 90% confidence interval however,
the claim that the true standard deviation is 0.01mm is not supported at the 90% confidence interval.
3.22 You are to design a life test experiment to estimate the failure rate of a new device. Your boss asks
you to make sure that the 80% upper and lower limits of the estimate interval (two-sided) do not differ
by more than a factor of 2. Due to cost constraints, the components will be tested until they fail.
Determine how many components should be put on test.
Using a Type II Failure Terminated approach, we can find the number of components (𝑟) required as
follows:
2
𝜒1− 𝛼 (2𝑟)
2 2
𝜆𝑢𝑝𝑝𝑒𝑟 2𝑇 𝜒1−𝛼/2 (2𝑟)
≤2 => ≤ 2 => ≤2
𝜆𝑙𝑜𝑤𝑒𝑟 𝜒𝛼2 (2𝑟) 2
𝜒𝛼/2 (2𝑟)
2
2𝑇
At the 80% Confidence limit we have

2
𝜒0.9 (2𝑟)
2 ≤2
𝜒0.1 (2𝑟)
Solving this expression numerically for the unknown value of 𝑟, we get 𝒓 ≥ 𝟏𝟓
3.23 For an experiment, 25 relays are allowed to run until the first failure occurred at t = 15 hours. At this
point, the experimenters decide to continue the test for another 5 hours. No failures occur during this
extended period, and the test is terminated. Using the 90% confidence level, determine the following:
a) Point estimate of MTTF

𝑛
𝑇 = ∑ 𝑡𝑖 + (𝑛 − 𝑟)𝑡𝑜 = 15 + 24 × 20 = 495 ℎ𝑟𝑠

𝑖=1
𝑇 495
̂ =
𝑀𝑇𝑇𝐹 = = 495 ℎ𝑟𝑠
𝑟 1
b) Two-sided confidence interval for MTTF
Using a Type I Time Terminated Test approach, we can find the two sided interval for MTTF as
follows:
Page 46 of 229
2𝑇 2𝑇
𝑃𝑟 [ < 𝑀𝑇𝑇𝐹 < ] =1−𝛼
𝜒 2 𝛼 (2𝑟 + 2) 2
𝜒𝛼/2 (2𝑟)
1−
2
2 × 495 2 × 495
2 < 𝑀𝑇𝑇𝐹 < 2
𝜒0.95 (4) 𝜒0.05 (2)
𝟏𝟎𝟒. 𝟑𝟓 < 𝑴𝑻𝑻𝑭 < 𝟗𝟔𝟓𝟎. 𝟒
c) Two-sided confidence interval for reliability at t = 25 hours
Using a Type I Time Terminated Test approach, we can find the two sided interval for Reliability
as follows:
2
𝜒1− 𝛼 (2𝑟 + 2) 2
𝜒𝛼/2 (2𝑟)
2
𝑃𝑟 [𝑒𝑥𝑝 [− 𝑡𝑜 ] < 𝑅(𝑡𝑜 ) < 𝑒𝑥𝑝 [− 𝑡𝑜 ]] = 0.90
2𝑇 2𝑇
2 2
𝜒0.95 (4) 𝜒0.1 (2)
𝑒𝑥𝑝 [− × 25] < 𝑅(25) < 𝑒𝑥𝑝 [− × 25]
2 × 495 2 × 495
𝟎. 𝟕𝟖𝟕 < 𝑅(25) < 𝟎. 𝟗𝟗𝟕
3.24 A locomotive control system fails 15 times out of the 96 times it is activated to function. Determine
the following:
a) A point estimate for failure probability of the system
In this situation, control system failures can be modeled using the binomial distribution where
the probability of failure is constant. Therefore, the best estimate for p in this case is found
using Equation 3.97 as follows:
15
𝑝̂ = 96 = 0.156
b) 95% two-sided confidence intervals for the probability of failure. (Assume that after each
failure, the system is repaired and put back in an as-good-as-new state.)
The 95% confidence interval for the estimated probability can be found using the Clopper-
Pearson procedure using Equations 3.98 & 3.99 as follows:
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (𝑛 − 𝑥 + 1)𝑥 −1 𝐹1−𝛼⁄2 [2𝑛 − 2𝑥 + 2; 2𝑥]]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (𝑛 − 𝑥){(𝑥 + 1)𝐹1−𝛼⁄2 [2𝑥 + 2; 2𝑛 − 2𝑥]}−1 ]−1
Using these expressions with n = 96 and x = 15 we get:

𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (96 − 15 + 1)15−1 𝐹0.975 [2 × 96 − 2 × 15 + 2; 2 × 15]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (82)0.667𝐹0.975 [164; 30]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + 5.467 × 1.846]−1
Page 47 of 229
𝑝𝑙𝑜𝑤𝑒𝑟 = 0.09
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (96 − 15){(15 + 1)𝐹0.975 [2 × 15 + 2; 2 × 96 − 2 × 15]}−1 ]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (81){(16)𝐹0.975 [32; 162]}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (81){16 × 1.639}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = 0.245
𝟎. 𝟎𝟗 ≤ 𝒑 ≤ 𝟎. 𝟐𝟒𝟓
3.25 A sample of 10 measurements of a sphere diameter gives a mean of 4.38 inches, with a standard
deviation of 0.06 inch. Find the 99% confidence limits of the actual mean and standard deviation.
𝑆 𝑆
[𝑥̅ − 𝑡1−𝛼 ≤ 𝜇 ≤ 𝑥̅ + 𝑡1−𝛼 ] = 0.99
2 √𝑛 2 √𝑛
0.06 0.06
[4.38 − 𝑡0.995 ≤ 𝜇 ≤ 4.38 + 𝑡0.995 ]
√10 √10
𝟒. 𝟑𝟏𝟖 𝒊𝒏 ≤ 𝝁 ≤ 𝟒. 𝟒𝟒𝟐 𝒊𝒏
(𝑛 − 1)𝑆 2 (𝑛 − 1)𝑆 2
[√ 2 ≤𝜎≤√ 2 ] = 0.9
𝜒1−𝑎⁄2 (𝑛 − 1) 𝜒𝑎⁄2 (𝑛 − 1)
(9)3.6 × 10−3 (9)3.6 × 10−3

[√ 2 ≤ 𝜎 ≤ √ 2 ]
𝜒0.995 (9) 𝜒0.005 (9)
𝟎. 𝟎𝟑𝟕 𝒊𝒏 < 𝝈 < 𝟎. 𝟏𝟑𝟕 𝒊𝒏
Page 48 of 229
3.26 A sample of 7 measurements is taken from a study of an industrial process, which is assumed to follow
a normal distribution. For this sample, the 95% confidence error on estimating the mean () is 2.2.
What sample size should be taken if we want the 99% confidence error to be 1.5, assuming the same
sample variance?
For this sample, the 95% confidence error was calculated to be 2.2. From this information, we can
calculate the sample standard deviation (S) as follows:
𝑆 2.2√7
Confidence Error = |𝑡1−𝛼/2 | = 2.2 Therefore 𝑆 = = 2.379
√𝑛 𝑡0.975
If we want to determine the sample size such that, the 99% confidence error is ≤ 1.5, we can do this
by iteratively increasing 𝑛 and the DOF of the 𝑇 𝑑𝑖𝑠𝑡 (𝑛 − 1) until we achieve a confidence error ≤
1.5
Applying this approach, the sample size (𝑛) required to achieve this level of confidence error was
calculated to be 𝑛 ≥ 21.
𝑆
99% Confidence Error = |𝑡1−𝛼 | ≤ 1.5
2 √𝑛
2.379
𝑡0.995 = 1.48
√21
Therefore, a sample size of 𝒏 ≥ 𝟐𝟏 is required to have a 99% confidence error of ≤ 1.5
3.27 Suppose the generic failure rate of a component corresponding to an exponential time to failure model
is 𝑔 = 10−3 ℎ𝑟 −1 with a standard deviation of 𝑔 /2 . Assume that ten components are closely
observed for 1500 hours and one failure is observed. Using the Bayesian method, calculate the mean
and variance of  from the posterior distribution. Calculate the 90 percent lower confidence limit.
𝐿(𝐷𝑎𝑡𝑎|𝜆)𝜋0 (𝜆)
𝜋(𝜆|𝐷𝑎𝑡𝑎) =
∫ 𝐿(𝐷𝑎𝑡𝑎|𝜆)𝜋0 (𝜆)𝑑𝜆
Prior:
Assume that the prior failure rate is Normally Distributed as follows:
𝜋0 (𝜆)~𝑁(𝜆̂ = 0.001; 𝜎̂ = 0.0005)
Likelihood:
The observed evidence can be modeled by a Poisson distribution as follows.
(𝜆𝑇)𝑥 𝑒 −𝜆𝑇
𝐿(𝐷𝑎𝑡𝑎|𝜆) = = (1500𝜆)1 𝑒 −1500𝜆
𝑥!
Posterior:
The updated posterior distribution is therefore given by:
(1500𝜆)1 𝑒 −1500𝜆 𝑁(𝜆̂ = 0.001; 𝜎̂ = 0.0005)

∫(1500𝜆)1 𝑒 −1500𝜆 𝑁(𝜆̂ = 0.001; 𝜎̂ = 0.0005)𝑑𝜆
Solving the denominator numerically using Matlab, we get:
Page 49 of 229
F=@(x) 1500*x.*(exp(-x.*1500).*normPDF(x,0.001,0.0005));
denom = quadgk(F,0.00005,0.0035)
denom = 0.2881
The 90% Confidence Interval can now be found as follows:

F2=@(x) (1/denom).*1500*x.*(exp(-x.*1500).*normPDF(x,0.001,0.0005));
p05=quadgk(F2,0.00005,0.000338)
p05 = 0.0500
p95=quadgk(F2,0.00005,0.0016795)
p95 = 0.9500
The median value is given by:

p50=quadgk(F2,0.00005,0.0009463)
p50 = 0.5000
The 90% Confidence Interval for the failure rate is given as:
𝟎. 𝟎𝟎𝟎𝟑𝟒 ≤ 𝝀 ≤ 𝟎. 𝟎𝟎𝟏𝟔𝟖
3.28 In the reactor safety study, the failure rate of a diesel generator can be described as having a lognormal
distribution with the upper and lower 90% bounds of 310-2 and 310-4 respectively. If a given nuclear
plant experiences 2 failures in 8,760 hours of operation, determine the upper and lower 90% bounds
given this plant experience. (Consider the reactor safety study values as prior information.)
𝐿(𝐷𝑎𝑡𝑎|𝜆)𝜋0 (𝜆)
∫ 𝐿(𝐷𝑎𝑡𝑎|𝜆)𝜋0 (𝜆)𝑑𝜆
Prior:
Assume that the prior failure rate is Normally Distributed as follows:
𝜋0 (𝜆)~𝐿𝑁(𝜆̂𝑡 = −5.809; 𝜎̂𝑡 = 1.399)
Likelihood:
The observed evidence can be modeled by a Poisson distribution as follows.
(𝜆𝑇)𝑥 𝑒 −𝜆𝑇 (8760𝜆)2 𝑒 −8760𝜆
𝐿(𝐷𝑎𝑡𝑎|𝜆) = =
𝑥! 2!
Posterior:
The updated posterior distribution is therefore given by:
(8760𝜆)2 𝑒 −8760𝜆 × 𝐿𝑁(𝜆̂𝑡 = −5.809; 𝜎̂𝑡 = 1.399)

∫(8760𝜆)2 𝑒 −8760𝜆 × 𝐿𝑁(𝜆̂𝑡 = −5.809; 𝜎̂𝑡 = 1.399)𝑑𝜆
Solving the denominator numerically using Matlab, we get:

F=@(x) (8760*x).^2.*exp(-x.*8760).*lognPDF(x,-5.809,1.399);
denom = quadgk(F,0.00003,0.04)
denom = 0.0513
The 90% Confidence Interval can now be found as follows:

F2=@(x) (1/denom).* (8760*x).^2.*exp(-x.*8760).*lognPDF(x,-5.809,1.399);
Page 50 of 229
p05=quadgk(F2,0.00003,0.0001197)
p05 = 0.0500
p95=quadgk(F2,0.00003,0.0007175)
p95 = 0.9500
The 90% Confidence Interval for the failure rate is given as:
𝟎. 𝟎𝟎𝟎𝟏𝟐 ≤ 𝝀 ≤ 𝟎. 𝟎𝟎𝟎𝟕𝟐
3.29 Five measurements of the breaking strength of a computer board were recorded as 0.28, 0.30, 0.27,
0.33, 0.31 Kgf. Find the point estimate and the 99% confidence intervals for the actual mean breaking
strength assuming the breaking strength is distributed exponentially.
This is a Type II (Failure Terminated Test) where Kgf is used instead of time.
Sample Mean Breaking Strength

𝑟
1 1
̂ = ∑ 𝑆𝑖 = (0.27 + 0.28 + 0.30 + 0.31 + 0.33) = 0.298
𝑀𝐵𝑆
𝑟 5
𝑖=1
Two sided 99% Confidence Interval for the actual Mean Breaking Stress (MBS)
2𝑆𝑇 2𝑆𝑇 2 × 1.49 2 × 1.49

2 ≤ MBS ≤ 2 (2𝑟) => 2 ≤ MBS ≤ 2
𝜒1−𝑎⁄2 (2𝑟) 𝜒𝑎⁄2 𝜒0.995 (2 × 5) 𝜒0.005 (2 × 5)
0.118 Kgf ≤ MBS ≤ 1.38 Kgf
3.30 The number of days in a 50 day period during which x failures of an assembly line is recorded as
follows. Use a Chi-square goodness of fit test to determine whether a Poisson distribution is a good
fit to these data. Perform the test at a 5% significance level.
# of Failures (x) Freq(x)

0 21
1 18
2 7
3 3
4 1
In order to test whether the Poisson distribution is an adequate fit in this case, we use a Chi Squared
c) Ho: the r.v (X) follows a Poisson distribution; or
d) H1: the r.v (X) does not follow a Poisson distribution
∑ 𝑥 ∙ 𝐹𝑟𝑒𝑞 (𝑥) 45
𝜇= = = 0.9
𝑇𝑜𝑡𝑎𝑙 𝐹𝑎𝑖𝑙𝑢𝑟𝑒𝑠 50
Page 51 of 229
(0.9)0 𝑒 −0.9
Pr(𝑋 = 0) = = 𝟎. 𝟒𝟎𝟔𝟔
0!
𝐹𝑟𝑒𝑞𝑒𝑥𝑝 (𝑋 = 0) = N × Pr(𝑋 = 0) = 50 × 0.4066 = 𝟐𝟎. 𝟑
2
Chisq Stat = = = 𝟎. 𝟎𝟐𝟐
# of Failures (x) Freq(x) x.F(x) Ex(F) Chisq Stat

0 21 0 20.3 0.022
1 18 18 18.3 0.005
2 7 14 8.2 0.185
3 3 9 2.5 0.114
4 1 4 0.6 0.355
Total 50 45 W 0.681
Sample mu 0.9 R 7.815
2 (𝑘

2 (5
𝑅 ≥ 𝜒0.95 − 1 − 1)
2 (3)
𝑅 ≥ 𝜒0.95 = 𝟕. 𝟖𝟐
3.31 Fifty identical units of a manufactured product are tested for 300 hours, only one failure is observed
(the failed unit is replaced with a good one).
a) Find an estimate of the failure rate of this unit.
𝑟 1
𝜆̂ = = = 6.67 × 10−5 ℎ𝑟 −1
𝑇 50 × 300
b) Find the 90% confidence interval (two-sided) for the actual failure rate.
2
2
𝜒𝛼/2 (2𝑟) 𝜒1− 𝛼 (2𝑟 + 2)
2
𝑃𝑟 [ <𝜆< ] = 0.90
2𝑇 2𝑇
2 2
𝜒0.05 (2) 𝜒0.95 (4)
<𝜆<
30000 30000
𝟑. 𝟒𝟐 × 𝟏𝟎−𝟔 < 𝝀 < 𝟑. 𝟏𝟔 × 𝟏𝟎−𝟒
Page 52 of 229
3.32 A mechanical life test of 18 circuit breakers of a new design was run to estimate the percentage failed
by 10,000 cycle of operation. Breakers were inspected on a schedule, and it is known that failures
occurred between certain inspections as shown:
Cycles ( 1000) 10-15 15-17.5 17.5-20 20-25 25-30 30+

Number of Failures 2 3 1 1 2 9 survived
a) Make a Weibull plot of these data. Is this a good fit?
Cycles (x1000) # of Failures Cumulative Failures F(t)% ln(Ci) ln(ln(1/R(Ci)))

15 2 2 8.90 2.71 -2.37
17.5 3 5 25.34 2.86 -1.23
20 1 6 30.82 3.00 -1.00
25 1 7 36.30 3.22 -0.80
30 2 9 47.26 3.40 -0.45
30+ 9
b) Graphically estimate percentage failing by 10,000 cycles.
Using linear regression of the trend line shown above, the percentage of failures by 10,000
cycles is found to be 5.24%
c) Graphically estimate the Weibull parameters.
1
𝑙𝑛 [𝑙𝑛 ( )] = 𝛽 ln(𝐶𝑦𝑐) − 𝛽ln(𝛼)
𝑅(𝐶𝑦𝑐)
𝑦 = 2.3854𝑥 − 8.4138 the shape (𝛽) and scale (𝛼) parameters are given by:
𝛽 = 2.39 & 𝛼 = 34.03
Page 53 of 229
3.33 Fifty-eight fans in service are supposed to have an exponential life distribution with an MTTF of
28,700 hours. Assuming that a failed fan is replaced with a new one that does not fail; predict the
number of such fans that will fail in 2000 hours.
1 1
𝜆̂ = = = 3.48 × 10−5 ℎ𝑟 −1
𝑀𝑇𝑇𝐹 28700
̂
𝐹(𝑡) = 1 − 𝑒 −𝜆𝑡
−5
𝐹(2000) = 1 − 𝑒 −2000×3.48×10 = 0.0673
𝐸(𝑋 < 2000) = 𝑁 × 𝐹(2000) = 58 × 0.0673 = 3.9
Therefore, 4 fans are expected to fail before 2,000 hours of operation.
3.34 A manufacturer tests 125 high performance contacts and finds that 3 are defective.
a) Calculate the probability that a random contact is defective.
In this situation, contact failures can be modeled using the binomially distributed where the
probability of failure is constant.
3
Therefore, the best estimate for p in this case 𝑝̂ = 125 = 0.024
b) What is the 90% confidence interval for the estimated probability in (a)?
The 90% confidence interval for the estimated probability can be found using the Clopper- Pearson
procedure as follows:
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (𝑛 − 𝑥 + 1)𝑥 −1 𝐹1−𝛼⁄2 [2𝑛 − 2𝑥 + 2; 2𝑥]]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (𝑛 − 𝑥){(𝑥 + 1)𝐹1−𝛼⁄2 [2𝑥 + 2; 2𝑛 − 2𝑥]}−1 ]−1

𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (125 − 3 + 1)3−1 𝐹0.95 [2 × 125 − 2 × 3 + 2; 2 × 3]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (123)0.333𝐹0.95 [242; 6]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + 41 × 3.67]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (125 − 3){(3 + 1)𝐹0.95 [2 × 3 + 2; 2 × 125 − 2 × 3]}−1 ]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (122){(4)𝐹0.95 [8; 244]}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (122){4 × 1.9765}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + 122 × 0.1265]−1
𝟎. 𝟎𝟎𝟔𝟔 ≤ 𝒑 ≤ 𝟎. 𝟎𝟔𝟎𝟗
Page 54 of 229
3.35 If the time-to-failure PDF of a component follows a linear model as follows,
c t 0  t  10,000
f t   
0 otherwise
Determine
a) Reliability function.
First need to determine the parameter “c”
Knowing that the total area under the PDF must equal unity, we can determine “c”
∞ 10000
∫ 𝑓(𝑡)𝑑𝑡 = 1 => ∫ 𝑐𝑡𝑑𝑡 = 1

−∞ 0
10000
𝑐𝑡 2
[ ] = 1 => 𝒄 = 𝟐 × 𝟏𝟎−𝟖
2 0
𝑅(𝑡) = 1 − 𝐹(𝑡) = 1 − ∫ 𝑓(𝑡)𝑑𝑡

0
𝑡
𝑐𝑡 2
𝑅(𝑡) = 1 − 𝑐 ∫ 𝑡𝑑𝑡 = 1 −
2
0
1 𝑡≤0
𝑅(𝑡) = 1 − 1 × 10−8 𝑡 2 0 ≤ 𝑡 ≤ 10000
{ 0 𝑡 > 10000
b) Failure rate function.
0 𝑡≤0
𝑓(𝑡) 2 × 10−8 𝑡
ℎ(𝑡) = = 0 ≤ 𝑡 ≤ 10000
𝑅(𝑡) 1 − 1 × 10−8 𝑡 2
{ 0 𝑡 > 10000
Page 55 of 229
3.36 The cycle-to-failure T for a certain kind of component has the instantaneous failure rate (t) = 2.510-
t  0 per cycles. Find the MCTF (mean-cycle-to-failure), and the reliability of this component at
5 2
100 cycles.
𝑡 𝑡 𝑡
−5 2
2.5 × 10−5 𝑡 3
𝑅(𝑡) = 𝑒𝑥𝑝 [− ∫ ℎ(𝑡)𝑑𝑡] = 𝑒𝑥𝑝 [− ∫(2.5 × 10 𝑡 )𝑑𝑡] = 𝑒𝑥𝑝 [− ]
3 0
0 0
2.5 × 10−5 𝑡 3
𝑅(𝑡) = 𝑒𝑥𝑝 [− ]
3
Reliability at T=100 cycles
2.5 × 10−5 1003

𝑅(100) = 𝑒𝑥𝑝 [− ]=0
3
∞ ∞
2.5 × 10−5 𝑡 3
𝑀𝐶𝑇𝐹 = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ 𝑒𝑥𝑝 [− ] 𝑑𝑡
3
0 0
This integral was solved via numerical integration using Matlab
𝑴𝑪𝑻𝑭 = 𝟒𝟒
3.37 The following data were collected by Frank Proschan in 1983. Operating hours to first failure of an
engine cooling part in 13 aircrafts are:
Aircraft 1 2 3 4 5 6 7 8 9 10 11 12 13
Hours 194 413 90 74 55 23 97 50 359 50 130 487 102
a) Would these data support an increasing failure rate, decreasing failure rate or constant failure rate
assumption?
The following table and Time-on-Test plot show that the data has a fairly constant failure rate.
Aircraft Hours (𝒏 − 𝒊 + 𝟏) ∙ (𝒕𝒊 − 𝒕𝒊−𝟏 ) T(ti) i/n T'(ti)

1 23 299 299 0.077 0.141
2 50 324 623 0.154 0.293
3 50 0 623 0.231 0.293
4 55 50 673 0.308 0.317
5 74 171 844 0.385 0.397
6 90 128 972 0.462 0.458
7 97 49 1021 0.538 0.481
8 102 30 1051 0.615 0.495
9 130 140 1191 0.692 0.561
10 194 256 1447 0.769 0.681
11 359 495 1942 0.846 0.914
12 413 108 2050 0.923 0.965
13 487 74 2124 1.000 1.000
Page 56 of 229
b) Based on a graphic non-parametric analysis of these data, confirm the results obtained in part (a).
The following non-parametric hazard function shows great variability in the failure rate as a
function of time. Additional testing would be required to reduce the uncertainty surrounding the
question as to whether the data is IFR, DFR or constant.
3.38 The following times to failure in hours were observed in an experiment where 14 units were tested
until eight of them have failed: 80, 310, 350, 470, 650, 900, 1100, and 1530
Assuming that the units have a constant failure rate, calculate a point estimate of the failure rate. Also
calculate a 95% one-sided confidence interval of the failure rate.
𝑟 8
𝜆̂ = = = 5.49 × 10−4 ℎ𝑟 −1
𝑇 14570
2 2
𝜒1−𝛼 (2𝑟) 𝜒0.95 (16)
𝜆𝑢𝑝𝑝𝑒𝑟 = = = 𝟗. 𝟎𝟐 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏
2𝑇 29140
0 < 𝜆 < 9.02 × 10−4 ℎ𝑟 −1
Page 57 of 229
3.39 A life test of 10 small motors with a newly designed insulator has been performed. The following
data are obtained:
Motor No. 1 2 3 4 5 6 7 8 9 10
Failure Time
1175 1200 1400 1450 1580 1870 1930 2120 2180 2430
(hr)
a) Make a Weibull plot of these data and estimate the parameters.

i Time F(t)% ln(time) ln(ln(1/R(t)))
1 1175 6.10 7.07 -2.766
2 1200 15.85 7.09 -1.757
3 1400 25.61 7.24 -1.218
4 1450 35.37 7.28 -0.829
5 1580 45.12 7.37 -0.511
6 1870 54.88 7.53 -0.228
7 1930 64.63 7.57 0.039
8 2120 74.39 7.66 0.309
9 2180 84.15 7.69 0.611
10 2430 93.90 7.80 1.029
1
𝑅(𝑡)
𝑦 = 4.3482𝑡 − 32.834 the shape (𝛽) and scale (𝛼) parameters are given by:
𝜷 = 𝟒. 𝟑𝟓 & 𝜶 = 𝟏𝟗𝟎𝟑
b) Estimate the motor reliability after 6 months of continuous operation.
𝑡 𝛽
−( )
𝑅(𝑡) = 𝑒 𝑎
4380 4.35
−( )
𝑅(6 𝑚𝑜𝑛𝑡ℎ𝑠) = 𝑅(4380 ℎ𝑟𝑠) = 𝑒 1903 =0
Page 58 of 229
3.40 Use the data in problem 3.39 to perform a total-time-on-test plot.
i Time (hrs) (𝒏 − 𝒊 + 𝟏) ∙ (𝒕𝒊 − 𝒕𝒊−𝟏 ) T(ti) i/n T'(ti)

0 0 0 0 0 0
1 1175 11750 11750 0.100 0.678
2 1200 225 11975 0.200 0.691
3 1400 1600 13575 0.300 0.783
4 1450 350 13925 0.400 0.803
5 1580 780 14705 0.500 0.848
6 1870 1450 16155 0.600 0.932
7 1930 240 16395 0.700 0.946
8 2120 570 16965 0.800 0.979
9 2180 120 17085 0.900 0.986
10 2430 250 17335 1.000 1.000
The Time-on-Test plot shown above details that the data exhibits an IFR over the time period shown
3.41 A company redesigns one of its compressors and wants to estimate reliability of the new product.
Using its past experience, the company believes that the reliability of the new compressor will be
higher than 0.5 (for a given mission time). The company's testing of one new compressor showed that
the product successfully achieved its mission.
a) Assuming a uniform prior distribution for the above reliability estimate, find the posterior
estimate of reliability based on the test data.
Assuming a uniform distribution for the prior reliability, we get:
1 1
𝜋0 (𝑅) = = =2
𝑏 − 𝑎 1 − 0.5
1 1
2𝑅 2
𝐸[𝑅]𝑃𝑟𝑖𝑜𝑟 = ∫ 2𝑅 𝑑𝑅 = [ ] = 𝟎. 𝟕𝟓
0.5 2 0.5
Page 59 of 229
Applying Bayes Theorem, with one test case and zero failures, we get the following posterior:
1
𝐿(𝐷𝑎𝑡𝑎|𝑅)𝜋0 (𝑅) ( ) 𝑅1 (1 − 𝑅)0 × 2 𝑅
𝜋(𝑅|𝐷𝑎𝑡𝑎) = = 1 =
∫ 𝐿(𝐷𝑎𝑡𝑎|𝑅)𝜋0 (𝑅)𝑑𝑅 2 ∫1 (1) 𝑅1 (1 − 𝑅)0 𝑑𝑅 ∫ 𝑅𝑑𝑅
1
0.5 1 0.5
𝑅 𝑅
𝜋(𝑅|𝐷𝑎𝑡𝑎) = 1 = = 2.67𝑅
𝑅2 0.375
[2]
0.5
1 1
2.67𝑅3
𝐸[𝑅]𝑂𝑛𝑒 𝑆𝑢𝑐𝑐𝑒𝑠𝑠𝑓𝑢𝑙 𝑇𝑒𝑠𝑡 = ∫ 𝑅. 2.67𝑅 𝑑𝑅 = [ ] = 𝟎. 𝟕𝟕𝟖
0.5 3 0.5
This value is 2.8% higher than the prior estimate of E[R]
b) If the company conducted another test, which resulted in another mission success, what would
be the new estimate of the product reliability?
Assuming another successful test was performed, we get the following posterior for R:
2
2 × ( ) 𝑅 2 (1 − 𝑅)0 𝑅2 𝑅2 𝑅2
𝜋(𝑅|𝐷𝑎𝑡𝑎) = 2 = = = = 3.43𝑅 2
1 2 1 2 3 1 0.29167
2 0 𝑅
2 ∫0.5 ( ) 𝑅 (1 − 𝑅) 𝑑𝑅 ∫0.5 𝑅 𝑑𝑅 [ ]
2 3 0.5
1 1
2
3.43𝑅4
𝐸[𝑅] 𝑇𝑤𝑜 𝑆𝑢𝑐𝑐𝑒𝑠𝑠𝑓𝑢𝑙 𝑇𝑒𝑠𝑡𝑠 = ∫ 𝑅3.43𝑅 𝑑𝑅 = [ ] = 𝟎. 𝟖𝟎𝟒
0.5 4 0.5
This value is 5.4% higher than the prior estimate of E[R]
3.42 The specification calls for power transistor to have a reliability of 0.95 at 2000h. Five hundred
transistors are placed on test for 2000h with 15 failures observed. The failed units are substituted upon
failure. Has this specification been met? What is the chance that the specification has not been met?
𝑟 15
𝜆̂ = = = 1.5 × 10−5 ℎ𝑟 −1
𝑇 500 × 2000
−5 ×2000
𝑅(2000) = 𝑒 −1.5×10 = 𝟎. 𝟗𝟕
Specification has been met.
Find the probability that the specification has not been met?
Need to find significance value (𝛼) using the following relationship for the one sided confidence limits
of a Type I – Time Terminated Test
Page 60 of 229
2
𝜒1−𝛼 (2𝑟 + 2)
𝑃𝑟 [𝑒𝑥𝑝 [− 𝑡𝑜 ] < 𝑅(𝑡𝑜 ) < 1] = 1 − 𝛼
2𝑇
2
𝜒1−𝛼 (32)
𝑒𝑥𝑝 [− × 2000] < 𝑅(2000) < 1
2000000
Solving this expression for (𝛼), we get 𝑅(2000) ≥ 0.95 when 𝛼 ≤ 0.017
Therefore; there is a 1.7% chance that the specification has not been met.
3.43 The following failure times, in days, were obtained by placing 30 units on a 100 day life test: 8, 12,
22, 51,73 and 85 days.
a) Perform a Weibull plot and show that a two parameter Weibull PDF is a good fit. What are the
estimates of the PDF parameters?
i Time (days) F(t)% ln(time) ln(ln(1/R(t)))
1 8 2.07 2.08 -3.869
2 12 5.37 2.48 -2.897
3 22 8.68 3.09 -2.399
4 51 11.98 3.93 -2.058
5 73 15.29 4.29 -1.796
6 85 18.60 4.44 -1.581
n = 30
1
𝑅(𝑡)
𝑦 = 4.3482𝑡 − 32.834 the shape (𝛽) and scale (𝛼) parameters are given by:
𝜷 = 𝟎. 𝟖𝟏𝟗 & 𝜶 = 𝟓𝟕𝟔
b) Use the nonparametric method to find an empirical hazard rate.
Two methods are used to show the hazard rate. Firstly, the nonparametric plot below shows that
the hazard rate is fairly constant throughout the time range with a value of approximately 0.003
Page 61 of 229
Secondly; the MLE failure rate is given by:
𝑟 6
𝜆̂ = = = 2.26 × 10−3 ℎ𝑟 −1
𝑇 251 + 24 × 100
c) Compare the results of (a) and (b).
The results from the plotting method in part (a) and the nonparametric methods discussed above
are fairly consistent with one another.
3.44 The time to failure of a solid state power unit has a hazard function in the form of
1
ℎ(𝑡) = 1.34 × 10−4 𝑡 2 𝑓𝑜𝑟 𝑡 ≥ 0
a) Compute reliability at 50h.
𝑡 𝑡 3 𝑡
1 2.68 × 10−4 𝑡 2
𝑅(𝑡) = 𝑒𝑥𝑝 [− ∫ ℎ(𝑡)𝑑𝑡] = 𝑒𝑥𝑝 [− ∫(1.34 × 10−4 𝑡 2 )𝑑𝑡] = 𝑒𝑥𝑝 [− ]
3
0 0 0
3
2.68 × 10−4 𝑡 2
𝑅(𝑡) = 𝑒𝑥𝑝 [− ]
3
Reliability at T=50 hrs

3
2.68 × 10−4 502
𝑅(50) = 𝑒𝑥𝑝 [− ] = 0.969
3
b) Determine design life if a reliability of 0.99 is desired.

3
2.68 × 10−4 𝑡 2
𝑅(𝑡) = 0.99 = 𝑒𝑥𝑝 [− ]
3
Page 62 of 229
Solving for 𝑡; we get 𝑡 ≤ 23.3 ℎ𝑟𝑠 in order to achieve 𝑅(𝑡) ≥ 0.99
c) Compute MTTF.
∞ ∞ 3
2.68 × 10−4 𝑡 2
𝑀𝑇𝑇𝐹 = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ 𝑒𝑥𝑝 [− ] 𝑑𝑡
3
0 0
This integral was solved via numerical integration using Matlab as follows:
F=@(x) exp(-(1/3*2.68e-4).*(x.^(1.5)));
MTTF=quadgk(F,0,+inf)
MTTF = 451.7
d) If the unit has operated for 50 hrs, what is the probability that the unit will operate for another 50
hrs.
Pr(𝑇 > 50 |𝑇 > 100 ) × Pr(𝑇 > 100 )

Pr(𝑇 > 100 |𝑇 > 50) =
Pr(𝑇 > 50 )
1 × Pr(𝑇 > 100 ) R(T > 100) 0.915

Pr(𝑇 > 100 |𝑇 > 50) = = = = 𝟎. 𝟗𝟒𝟒
Pr(𝑇 > 50 ) R(T > 50) 0.969
e) What is the mean residual time to failure at 𝑡 = 50ℎ𝑟𝑠? Compare it with the results shown at part
c.
∞ ∞ 3
1 1 2.68 × 10−4 𝑡 2
𝑀𝑅𝐿(50ℎ𝑟𝑠) = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ 𝑒𝑥𝑝 [− ] 𝑑𝑡
𝑅(50) 0.969 3
50 50
F=@(x) exp(-(1/3*2.68e-4).*(x.^(1.5)));
MRL=quadgk(F,50,+inf)/F(50)
MRL = 𝟒𝟏𝟓. 𝟑 𝒉𝒓𝒔
Therefore expected life is now 415.3 + 50 = 465.3 hrs which is higher than that found in part c.
Page 63 of 229
3.45 The following censored data reflect failure time in months of a new laser printer. Censored times result
from the removal of the printer due to upgrades. Determine the reliability of the printer over its 2yr
warranty period.
8 33 15+ 27 18 24+ 13+ 12 37 29+ 25 30
This problem was solved using both the Kaplan-Meier and Rank Increment Methods for comparison
with the assumption of a Weibull underlying distribution
Kaplan-Meier Method Rank Increment Method

i Time (mths) j 1-1/j R(tj) ln(ti) ln(ln(1/R(t))) Rank Incr Ici-1 Ranked Order ln(t) ln(ln(1/R(t)))
0 1
1 8 12 0.917 0.917 2.079 -2.442 1.00 1.00 5.10 2.079 -2.949
2 12 11 0.909 0.833 2.485 -1.702 1.00 2.00 13.27 2.485 -1.950
3 13 10
4 15 9
5 18 8 0.875 0.729 2.890 -1.152 1.22 3.22 23.24 2.890 -1.330
6 24 7
7 25 6 0.833 0.608 3.219 -0.697 1.40 4.62 34.65 3.219 -0.855
8 27 5 0.800 0.486 3.296 -0.327 1.40 6.02 46.05 3.296 -0.483
9 29 4
10 30 3 0.667 0.324 3.401 0.119 1.75 7.76 60.30 3.401 -0.079
11 33 2 0.500 0.162 3.497 0.599 1.75 9.51 74.55 3.497 0.314
12 37 1 0.000 0.000 3.611 0.000 1.75 11.25 88.81 3.611 0.784
The trend lines shown in the plot above are given by the following expression.
1
𝑅(𝑡)
Using this expression and the trend lines given in the plot above; the shape (𝛽) and scale (𝛼)
parameters are given by:
𝐾𝑎𝑝𝑙𝑎𝑛 𝑀𝑒𝑖𝑒𝑟 𝛽 = 1.946 & 𝛼 = 30 𝑅𝑎𝑛𝑘 𝐼𝑛𝑐𝑟𝑒𝑚𝑒𝑛𝑡 𝛽 = 2.251 & 𝛼 = 31

𝑡 𝛽 𝑡 𝛽
−( ) −( )
𝑅(24𝑚𝑡ℎ𝑠)𝐾−𝑀 = 𝑒 𝛼 = 0.52 𝑅(24𝑚𝑡ℎ𝑠)𝑅−𝐼𝑛𝑐𝑟 = 𝑒 𝛼 = 0.56
Page 64 of 229
3.46 Consider an r.v. with cdf F(t) = t/2, 0 < t ≤ 2. Do the following:
a) Derive expressions for the corresponding time-to-failure PDF, hazard function, and reliability
function.
dF (t ) f (t )
f (t )  R(t )  1  F (t ) h(t ) 
dt R(t )
Therefore
d (t / 2) 1 t 1 1 1
f (t )   R(t )  1  h(t )   
dt 2 2 
2 1 t
2
 (2  t )
b) Compute Pr(0.1 < T ≤ 0.2|T > 0.1).
Pr(T  0.1 | 0.1  T  0.2)  Pr(0.1  T  0.2)

Pr(0.1  T  0.2 | T  0.1) 
Pr(T  0.1)
1  F (0.2)  F (0.1)  0.1  0.05

Pr(0.1  T  0.2 | T  0.1)    0.053
R(0.1) 1  0.05
3.47 A life test on silicon photodiode detectors in which 28 detectors were tested at very high stress
condition is performed. Failures were found after the inspections at 2500 (1 failure), 3000 (1 failure),
3500 (2 failures), 3600 (1 failure), 3700 (1 failure), and 3800 (1 failure). The other 21 detectors had
not failed after 3800 h of operation. Use these data to estimate the life distribution of such photodiode
detectors running at the test conditions:
a) Compute and plot a nonparametric estimate of the cdf for time to failure at the test conditions.
This problem was solved using Equations 3.52 through to 3.54 where 𝑛 = 28. The table and plot
below shows the results:
i Time ti+1-ti h(ti) R(ti) f(ti) F(t)

1 2500 500 0.0001 0.978 0.0001 2.2
2 3000 500 0.0001 0.942 0.0001 5.8
3 3500 0.907 9.3
4 3500 100 0.0004 0.872 0.0004 12.8
5 3600 100 0.0004 0.836 0.0004 16.4
6 3700 100 0.0004 0.801 0.0004 19.9
7 3800 0.765 23.5
n = 28
Page 65 of 229
b. Compute hazard rate.
The hazard rate values are shown in the table above. The following plot provides a graphical
representation of the results.
c. Compute reliability function.

The Reliability values are shown in the table above. The following plot provides a graphical
representation of the results.
Page 66 of 229
3.48 Data on minutes to breakdown for an insulating fluid were obtained for 11 tests at 30 kV. After 100
min, there were 7 breakdowns (failures) at the following times (in minutes): 7.74, 17.05, 20.46, 21.02,
22.66, 43.40, and 47.30. The other four units had not failed.
a. Make a Weibull probability plot.
i ti (min) F(t)% ln(ln(1/R(ti))) ln(t)

1 7.74 8.62 -2.406 2.046
2 17.05 22.41 -1.371 2.836
3 20.46 36.21 -0.800 3.018
4 21.02 50.00 -0.367 3.045
5 22.66 63.79 0.016 3.121
6 43.40 77.59 0.402 3.770
7 47.30 91.38 0.896 3.857
b. What do you think about the suggestion of using an exponential distribution to model the data?
From the plot above, we estimate the parameters of the Weibull model to be:
𝛽 = 1.78 & 𝛼 = 30
Since Beta is relatively close to 1; we could use an exponential model for this data set.
c. Assuming an exponential distribution, obtain the maximum likelihood point estimate of failure rate.
𝑟 7
𝜆̂ = = = 1.21 × 10−2 ℎ𝑟 −1
𝑇 179.63 + 4 × 100
d. Compute an approximate 95% confidence interval for λ.
Using the expression for a Type 1 – Time Terminated Test we get:

2
2
𝜒𝛼/2 (2𝑟) 𝜒1− 𝛼 (2𝑟 + 2)
2
𝑃𝑟 [ <𝜆< ] = 0.95
2𝑇 2𝑇
2 (2 × 7) 2 (2 × 7 + 2)
𝜒0.025 𝜒0.0975
<𝜆<
1159.3 1159.3
0.00486 < 𝜆 < 0.02488
e. Compute the MLE of the approximate reliability at 95%, one-sided confidence interval of reliability
at t = 50 min
2
𝜒1−𝛼 (2𝑟 + 2)
𝑃𝑟 [𝑒𝑥𝑝 [− 𝑡𝑜 ] < 𝑅(𝑡𝑜 ) < 1] = 0.95
2𝑇
Page 67 of 229
2
𝜒0.95 (16)
𝑒𝑥𝑝 [− × 50] < 𝑅(50) < 1
1159.3
0.322 < 𝑅(50) < 1
3.49 A manufacturer of clocks claims that a certain model will last 5yrs on the average with a standadrd
deviaton of 1.2 yrs.A random sample of 6 such clocks lasted 6, 5.5, 4, 5.2, 5, and 4.3 yrs. Discuss the
adequacy of such a claim. Use any method to support your statistical or probabalistic conclusion.
The problem was solved using the Kolmogorov-Smirnov Test at the 5% significance level with the
following assumptions:
 Ho: the r.v (T) follows a Normal Distribution with known parameters 𝜇 = 5𝑦𝑟 & 𝜎 = 1.2𝑦𝑟
 H1: the r.v (T) does not follow a Normal Distribution
 The rejection region (R) was defined as 𝑅 ≥ 𝐷𝑛 (𝛼) with a 5% significance level (ie: 𝛼 =
0.05)
 n = 6 (the number of failure times recorded)
Therefore Dn ( ) was found to be 0.519 from tables of Critical value for the Kolmogonov-Smirnov
statistic and the Maximum K-S statistic for the data set was calculated as shown in the table below to
be Max K-S = 0.2023
Observed CDF Fitted CDF K-S Statistic

i ti (min) Sn(ti) Sn(ti-1) Phi(ti) Fn(ti) | Fn(ti) - Sn(ti) | | Fn(ti) - Sn(ti-1) |
1 4.00 0.17 0.00 -0.8333 0.2023 0.0357 0.2023
2 4.30 0.33 0.17 -0.5833 0.2798 0.0535 0.1132
3 5.00 0.50 0.33 0.0000 0.5000 0.0000 0.1667
4 5.20 0.67 0.50 0.1667 0.5662 0.1005 0.0662
5 5.50 0.83 0.67 0.4167 0.6615 0.1718 0.0051
6 6.00 1.00 0.83 0.8333 0.7977 0.2023 0.0357
mu 5.00 Max K-S Value 0.2023
SD 1.20
As the Max (K-S) Value < R, (ie: 0.2023 < 0.519), we do not reject the Ho: Hypothesis that a Normal
Distribution with known parameters 𝜇 = 5𝑦𝑟 & 𝜎 = 1.2𝑦𝑟 is an appropriate model for these data at
the 95% confidence limit.
Page 68 of 229
3.50 A sample of 100 specimens of a Titanium alloy were subjected to a strain-life fatigue test to determine
crack initiation. The test was run up to a limit of 100,000 cycles. The observed times of crack initiation
(in units of 1000 of cycles) were 18, 32, 39, 53, 59, 68, 77, 78 and 93. No cracks had initiated in any
of the other 91 specimens.
a) Compute a nonparametric estimate of the PDF and reliability functions.

Using equations 3.55 through to 3.57 with 𝑛 = 100, we calculate the nonparametric value for
hazard, relaibaility and probability density functions as follows:
i ti x1000 (Cycles) Ns(ti) h(ti) R(ti) f(ti)

1 18 100 5.56E-04 1.00E+00 5.56E-04
2 32 99 7.22E-04 9.90E-01 7.14E-04
3 39 98 1.46E-03 9.80E-01 1.43E-03
4 53 97 7.36E-04 9.70E-01 7.14E-04
5 59 96 1.74E-03 9.60E-01 1.67E-03
6 68 95 1.17E-03 9.50E-01 1.11E-03
7 77 94 1.18E-03 9.40E-01 1.11E-03
8 78 93 1.08E-02 9.30E-01 1.00E-02
9 93 92 7.25E-04 9.20E-01 6.67E-04
b) Plot the data on Weibull paper and use the plot to obtain an estimate of Weibull shape and scale
parameters. Comment on the adequacy of the Weibull distribution.
From the plot above, we estimate the parameters of the Weibull model to be:
𝛽 = 1.94 & 𝛼 = 317
Page 69 of 229
3.51 The reliability of a turbine blade can be represented by the following expression:
𝑡 2
𝑅(𝑡) = (1 − ) 0 ≤ 𝑡 ≤ 𝑡0
𝑡0
Where 𝑡0 is the maximum life of the blade.
a) Show that the blades are experiencing wearout.
𝑡 2
𝐹(𝑡) = 1 − 𝑅(𝑡) = 1 − (1 − )
𝑡0
𝑑 𝑑 𝑡 2 2 𝑡
𝑓(𝑡) = (𝐹(𝑡)) = [1 − (1 − ) ] = (1 − )
𝑑𝑡 𝑑𝑡 𝑡0 𝑡0 𝑡0
𝑓(𝑡) 2 𝑡 1 2
ℎ(𝑡) = = (1 − ) × 2 = 𝑡
𝑅(𝑡) 𝑡0 𝑡0 𝑡 𝑡0 (1 − 𝑡 )
(1 − )
𝑡0 0
𝒉(𝒕) is an increasing function
b) Compute MTTF for a maximum life of 3000hrs.

3000 3000
𝑡 2
𝑀𝑇𝑇𝐹 = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ (1 − ) 𝑑𝑡
3000
0 0
F=@(x) (1-x./3000).^2;
MTTF=quadgk(F,0,3000)
MTTF = 1000
3.52 The following censored data reflects failure time in months of a new computer scanner. Determine the
reliability of this scanner over its 2 yr warranty period.
9 35+ 17 28 25+ 37+ 28+ 27
This problem was solved using both the Kaplan-Meier and Rank Increment Methods for comparison
with the assumption of a Weibull underlying distribution

i Time (mths) j 1-1/j R(tj) ln(ti) ln(ln(1/R(t))) Rank Incr Ici-1 Ranked Order ln(t) ln(ln(1/R(t)))
0 1
1 9 8 0.875 0.875 2.197 -2.013 1.00 1.00 7.58 2.197 -2.541
2 17 7 0.857 0.750 2.833 -1.246 1.00 2.00 19.70 2.833 -1.517
3 25 6
4 27 5 0.800 0.600 3.296 -0.672 1.17 3.17 33.84 3.296 -0.884
5 28 4 0.750 0.450 3.332 -0.225 1.17 4.33 47.98 3.332 -0.425
6 28 3
7 35 2
8 37 1
Page 70 of 229
The trend lines shown in the plot above are given by the following expression.
1
𝑅(𝑡)
Using this expression and the trend lines given in the plot above; the shape (𝛽) and scale (𝛼)
𝐾𝑎𝑝𝑙𝑎𝑛 𝑀𝑒𝑖𝑒𝑟 𝛽 = 1.42 & 𝛼 = 38 𝑅𝑎𝑛𝑘 𝐼𝑛𝑐𝑟𝑒𝑚𝑒𝑛𝑡 𝛽 = 1.70 & 𝛼 = 41
𝑡 𝛽 𝑡 𝛽
−( ) −( )
𝑅(24𝑚𝑡ℎ𝑠)𝐾−𝑀 = 𝑒 𝛼 = 0.60 𝑅(24𝑚𝑡ℎ𝑠)𝑅−𝐼𝑛𝑐𝑟 = 𝑒 𝛼 = 0.66
3.53 Use Rank Increment rank statistic to produce a Weibull plot using the following multiple censored
data. Which part of the bathtub curve are these data most likely coming from?
Test No. 1 2 3 4 5 6 7 8 9 10
Time to failure 309+ 386 180 167+ 122 229 104+ 217+ 168 138
“+”=censoring.
i Ci Rank Incr Ici-1 Rank Order ln(t) ln(ln(1/R(t)))

1 104
2 122 1.10 1.100 7.073 4.804 -2.612
3 138 1.10 2.200 17.805 4.927 -1.629
4 167
5 168 1.26 3.457 30.070 5.124 -1.028
6 180 1.26 4.714 42.334 5.193 -0.597
7 217
8 229 1.57 6.286 57.666 5.434 -0.151
9 309
10 386 2.36 8.643 80.662 5.956 0.497
Page 71 of 229
1
𝑅(𝑡)
Using this expression and the trend line given in the plot above; the shape (𝛽) and scale (𝛼) parameters
are given by:
𝑅𝑎𝑛𝑘 𝐼𝑛𝑐𝑟𝑒𝑚𝑒𝑛𝑡 𝛽 = 2.48 & 𝛼 = 273
Given that 𝛽 is much greater than 1; this indicates that this data set is most likely from the wear out
region of the bathtub plot.
3.54 The failure time (in hour) of a component is lognormal distributed with parameters μt = 4 and σt = 0.9.
a. What is the MTTF for this component?
 1   0.9 2 
MTTF  exp t   t2   exp 4    81.86 hours
 2   2 
b. When should the component be replaced, if the minimum required reliability for the component is
0.95?
In order for the component to have a minimum Reliability of 0.95, the cumulative failure function
F(t) must be ≤ 0.05; therefore, we must calculate the F(0.05). Using Matlab with μt = 4 & σt = 0.9,
we get:
F(0.05)=logninv(0.05,4,0.9)
F(0.05) = 12.42 hrs
Therefore, in order to remain at least 95% Reliable, the components should be replaced at:
T ≤ 12.42 hrs
c. What is the value of the hazard function at this time (i.e., for the time calculated in part (b))?
Page 72 of 229
 1
h(12.42hrs) 
f (12.42)

1

1
exp  ln(12.42)  42 
R(12.42) 0.95 0.9  12.42  2  0.9
2

0.0092
h(12.42hrs)   0.0097
0.95
d. What is the mean residual life at this time if the component has already survived to this time (i.e:
for the time calculated in part (b))?
∞ ∞
1 1
𝑀𝑅𝐿(12.42 ℎ𝑟𝑠) = ∫ 𝑅(𝑡)𝑑𝑡 = ∫ [1 − 𝐹(𝑡)]𝑑𝑡
𝑅(12.42) 0.95
12.42 12.42
F=@(x) (1-logncdf(x,4,0.9));
MRL=quadgk(F,12.42,+inf)/F(12.42)
MRL = 73.3
This means, that a component that has survived to T = 12.42 hrs is expected to live for another 73.3
hrs bringing its total life to 85.7 hrs.
The total value of T + MRL (12.42 + 73.3 = 85.7 hrs) is greater than the original MTTF (81.86 hrs)
which is what we would expect.
3.55 On a surface of a highly stressed motor shaft there are 5 crack initiation points observed after the shaft
is tested at 6000rpm for 5hrs.
a) Calculate the point estimate of a crack initiation per cycle (per turn of the shaft)
𝑟 7
𝜆̂ = = = 2.78 × 10−6 𝑐𝑦𝑐𝑙𝑒𝑠 −1
𝑇𝑐𝑦𝑐𝑙𝑒𝑠 6000 × 60 × 5
b) Determine the 90% two-sided confidence interval of the probability of a crack initiation per cycle.
Firstly, we find the 90% confidence of the Reliability using the expression for a Type 1 – Time
Terminated Test where (t is in cycles) we get:
2 2
𝜒1−𝛼/2 (2𝑟 + 2) 𝜒𝛼/2 (2𝑟)
2𝑇 2𝑇
2 2
𝜒0.95 (12) 𝜒0.05 (10)
𝑒𝑥𝑝 [− 6
× 1] < 𝑅(1) < 𝑒𝑥𝑝 [− × 1]
3.6 × 10 3.6 × 106
0.9999942 < 𝑅(1) < 0.9999989

Probability of crack initiation per cycles is given by: 𝐹(1) = 1 − 𝑅(1)
Page 73 of 229
1.09 × 10−6 < 𝐹(1) < 5.84 × 10−6
c) What is the point estimate of the Mean-Cycles-to-Crack Initiation (MCCI)?
1 1
𝑀𝐶𝐶𝐼 = = = 𝟑. 𝟔 × 𝟏𝟎𝟓 𝒄𝒚𝒄𝒍𝒆𝒔
̂𝜆 2.78 × 10−6
d) What is the probability of no crack initiation in a test of 2000rpm for 10hrs?
To find probability of no cracks, we need to find the reliability interval for observing no crack in
the time period. Assume 90% confidence intervals.
2 2
𝜒1−𝛼/2 (2𝑟 + 2) 𝜒𝛼/2 (2𝑟)
2𝑇 2𝑇
2 2
𝜒0.95 (2) 𝜒0.05 (0)
𝑒𝑥𝑝 [− × 1] < 𝑅(1) < 𝑒𝑥𝑝 [− × 1]
2 × 60 × 2000 × 10 2 × 60 × 2000 × 10
𝟗. 𝟗𝟗𝟗𝟗𝟕𝟓 × 𝟏𝟎−𝟏 < 𝑹(𝟏) < 𝟏
3.56 A household appliance is advertised as having more than a 10 yr life. If the following is its time to
failure PDF, determine the reliability of a new appliance at 10 yrs. What is its MTTF when it is new
and what is its MTTF when a 1 yr warranty period ends; assuming it still works?
𝑓(𝑡) = 0.1(1 + 0.05𝑡)3 𝑡≥0
Reliability at 10 yrs
10
𝑅(𝑡) = 1 − 𝐹(𝑡) = 1 − ∫ 0.1(1 + 0.05𝑡)3 𝑑𝑡

0
MTTF when the appliance is new

∞ ∞
𝑀𝑇𝑇𝐹 = ∫ 𝑡 × 𝑓(𝑡)𝑑𝑡 = ∫ 𝑡 × 0.1(1 + 0.05𝑡)3 𝑑𝑡

0 0
MTTF when the appliance is 1 yr old

∞ ∞
𝑀𝑇𝑇𝐹 = ∫ 𝑡 × 𝑓(𝑡)𝑑𝑡 = ∫ 𝑡 × 0.1(1 + 0.05𝑡)3 𝑑𝑡

1 1
3.57 Assume exponential PDF model with the failure rate λ describes the time to failure of a component.
Suppose we have observed failures of 𝑛 such components in a life test as: 𝑡1 , 𝑡2 , … . . 𝑡𝑛
Page 74 of 229
a) Write the likelihood function representing this set of observed failure data
𝑛
𝐿 = ∏ 𝑓(𝑡) = 𝜆𝑛 𝑒 −𝜆(𝑡1 + 𝑡2 + …..+ 𝑡𝑛 )

𝑖=1
b) Given the failure data observed, write the equation for the posterior PDF of λ, if the prior PDF of λ
can be represnted by a uniform distribution between 𝜆1 𝑎𝑛𝑑 𝜆2
Assuming a uniform prior, the posterior is given by:
𝐿(𝐷𝑎𝑡𝑎|𝜆)𝐶 𝜆𝑛 𝑒 −𝜆(𝑡1 + 𝑡2 + …..+ 𝑡𝑛 )

𝜋(𝜆|𝐷𝑎𝑡𝑎) = = 𝑤ℎ𝑒𝑟𝑒 𝐶 𝑖𝑠 𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
∫ 𝐿(𝐷𝑎𝑡𝑎|𝜆)𝐶𝑑𝜆 ∫ 𝜆𝑛 𝑒 −𝜆(𝑡1 + 𝑡2 + …..+ 𝑡𝑛 ) 𝑑𝜆
c) If 𝑛 = 2; 𝑡1 = 100, 𝑡2 = 150, 𝜆1 = 0.05 𝑎𝑛𝑑 𝜆2 = 0.001 calculate the posterior PDF mean and
95% bounds of λ.
𝜆2 2𝜆 2
[𝐻𝑖𝑛𝑡: ∫ 𝜆2 𝑒 𝑎𝜆 = 𝑒 𝑎𝜆 ( − + )]
𝑎 𝑎2 𝑎3
𝜆2 𝑒 −250𝜆
𝜋(𝜆|𝐷𝑎𝑡𝑎) = 0.05 = 7.83 × 106 𝜆2 𝑒 −250𝜆
∫0.001 𝜆2 𝑒 −250𝜆 𝑑𝜆
Using Matlab, we find the 95% bounds and mean of λ as follows:

F=@(x) (x.^2).*exp(-250.*x);
denom=quadgk(F,0.001,0.05);
denom=1.2768e-007
F2=@(x) (1/denom)*(x.^2).*exp(-250.*x);
p05=quadgk(F2,0.0001,0.003268)
p05 = 0.0500
Therefore: 𝜆0.05 = 0.00327
p95=quadgk(F2,0.0001,0.02493)
p95 = 0.9500
Therefore: 𝜆0.95 = 0.02493
F3=@(x) (1/denom)*(x.^3).*exp(-250.*x);
mean=quadgk(F3,0.0001,0.5)
mean = 0.0120
Percentile Prior Posterior

5% 0.001 0.00327
95% 0.05 0.02493
Mean 0.0255 0.012
The following figure shows the prior and posterior distribution plotted together
Page 75 of 229
3.58 Consider the following reliability test data obtained for a given component whose time to failure
distribution is known to follow the exponential distribution.
Test No. 1 2 3 4 5 6 7 8
Time to failure 823 900+ 1120 2301 3000+ 3000+ 3211 4000+
“+”=censoring.
a) Write the likelihood function used to estimate λ

𝑟 𝑛−𝑟 4 4
𝐿(𝐷|𝜆) = ∏ 𝑓(𝑡) ∏ 𝑅(𝑡) = ∏ 𝜆 𝑒 4 −𝜆𝑡𝑖

∏ 𝑒 −𝜆𝑡𝑗
𝑖=1 𝑗=1 𝑖=1 𝑗=1
𝐿(𝐷|𝜆) = 𝜆4 𝑒 −𝜆18355
b) What is the MLE of the faiure rate λ?
Exponential Model Problem 3.58

λ 0.000217924
MTTF 4588.75
Numer in Censoring
Group (F=1, R=0, L=-1) Time Likelihood ln(L)
1 1 1 823 0.0002 -8.61071
2 1 0 900 0.8219 -0.19613
3 1 1 1120 0.0002 -8.67544
4 1 1 2301 0.0001 -8.93281
5 1 0 3000 0.5201 -0.65377
6 1 0 3000 0.5201 -0.65377
7 1 1 3211 0.0001 -9.13112
8 1 0 4000 0.4182 -0.8717
-37.7255
𝜆̂ = 0.00022
c) Use Kaplan-Meier order statistics to see whether exponential PDF is an appropriate model. What
would be the corresponding estimate of λ?
Page 76 of 229
The following table adn plot show the Kaplan-Meier method applied to the data set above.
Kaplan-Meier Method
Test No. Time to failure j 1-1/j R(tj) Ln(R(t))
0 1
1 823 8 0.875 0.875 -0.134
2 900 7
3 1120 6 0.833 0.729 -0.316
4 2301 5 0.800 0.583 -0.539
5 3000 4
6 3000 3
7 3211 2 0.500 0.292 -1.232
8 4000 1
From the plot above, the estimate of failure rate is calculated to be 𝝀̂ = 𝟎. 𝟎𝟎𝟎𝟒 however, we can
see that the plot is quite scattered and therefore; the MLE method dsicussed above is assumed to
be more accurate with the limtied amount of data provided.
3.59
a) The time to failure of a component follows an exponential distribution, and a right censored life
test of 10 components with replacement yielded three faiures in 8760 hrs. Calculate the point
estimate of the unreliability associated with the output from the system after 1 yr of operation.
𝑟 3
𝜆̂ = = = 3.42 × 10−5 ℎ𝑟𝑠 −1
𝑇 10 × 8760
̂ ̂
𝐹(𝑡) = 1 − 𝑒 −𝜆𝑡 => 𝐹(8760) = 1 − 𝑒 −𝜆8760 = 0.259
b) What is the 90% confidence interval of unreliability of each component.
Firstly, we find the 90% confidence of the Reliability using the expression for a Type 1 – Time
Terminated Test we get:
2 2
𝜒1−𝛼/2 (2𝑟 + 2) 𝜒𝛼/2 (2𝑟)
2𝑇 2𝑇
Page 77 of 229
2 2
𝜒0.95 (8) 𝜒0.05 (6)
𝑒𝑥𝑝 [− × 8760] < 𝑅(8760) < 𝑒𝑥𝑝 [− × 8760]
175200 175200
0.4605 < 𝑅(1) < 0.9214
Unreliability is given by: 𝐹(1) = 1 − 𝑅(1)
0.0785 < 𝐹(8760) < 0.5395
3.60 Calculate the conditional relaibility of a unit at 𝑡 = 1000 ℎ𝑟𝑠 if it has survived up to 𝑡 = 500 ℎ𝑟𝑠.
Assume that the time to failure of the units follow a Weibull distribution with 𝛼 = 1800 ℎ𝑟𝑠 and 𝛽 =
1.8
Pr(𝑇 > 500 |𝑇 > 1000 ) × Pr(𝑇 > 1000 )

Pr(𝑇 > 1000 |𝑇 > 500) =
Pr(𝑇 > 500 )
1 × Pr(𝑇 > 1000 ) 𝑅(1000)

Pr(𝑇 > 1000 |𝑇 > 500) = =
Pr(𝑇 > 500 ) 𝑅(500)
1000 1.8
𝑒𝑥𝑝 [− (1800) ]
𝑅(1000)
= = 𝟎. 𝟕𝟖𝟏
𝑅(500) 500 1.8
𝑒𝑥𝑝 [− ( ) ]
1800
3.61 What the relaibility function of a component if its hazard rate is expressed as ℎ(𝑡) = 0.01/(𝑡 + 1)
𝑡 𝑡
𝑅(𝑡) = 𝑒𝑥𝑝 [− ∫ ℎ(𝑡)𝑑𝑡] = 𝑒𝑥𝑝 [− ∫ 0.01/(𝑡 + 1)𝑑𝑡] = 𝑒𝑥𝑝[−0.01[ln(𝑡 + 1)]𝑡0 ]

0 0
𝐥𝐧(𝒕 + 𝟏)
𝑹(𝒕) = 𝒆𝒙𝒑 [− ]
𝟏𝟎𝟎
3.62 The following censored data reflect failure time in months of a new laser printer. Censored times result
from the removal of the printer due to upgrades. Determine the reliability of the printer over its 2yr
warranty period. Use the adjusted rank method; the Kaplan-Meier method.
8 33 15+ 27 18 24+ 13+ 12 37 29+ 25 30
This problem is exactly the same as problem 3.45. See the solution provided above at 3.45
Page 78 of 229
3.63 In a reliability test under normal stress load, 500 components have been exposed to a given stress
profile under constant environmental conditions. After completion of the test, 12 components were
failed. Determine:
a) An estimate of the reliability of this component to endure the given stress profile.
Assuming components can be either in a failed or not failed state only; we therefore have a binomial
case:
𝑟 12
Pr(𝐹𝑎𝑖𝑙) = 𝑝̂ = = = 0.024
𝑁 500
𝑅 = 1 − Pr(𝐹𝑎𝑖𝑙) = 1 − 0.024 = 0.976
b) The upper 90% confidence limit for the expected number of reliable components under the same
stress profile , if we use 1000 such components in a plant.
The 90% confidence interval for the estimated probability of failure can be found using the
Clopper- Pearson procedure as follows:
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (𝑛 − 𝑥 + 1)𝑥 −1 𝐹1−𝛼⁄2 [2𝑛 − 2𝑥 + 2; 2𝑥]]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (𝑛 − 𝑥){(𝑥 + 1)𝐹1−𝛼⁄2 [2𝑥 + 2; 2𝑛 − 2𝑥]}−1 ]−1

𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (500 − 12 + 1)12−1 𝐹0.95 [2 × 500 − 2 × 12 + 2; 2 × 12]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (489)0.083𝐹0.95 [978; 24]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + 40.75 × 1.74]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (500 − 12){(12 + 1)𝐹0.95 [2 × 12 + 2; 2 × 500 − 2 × 12]}−1 ]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (488){(13)𝐹0.95 [26; 976]}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (488){13 × 1.507}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + 488 × 0.5104]−1
(1 − 𝑝𝑢𝑝𝑝𝑒𝑟 ) ≤ 𝑹 ≤ (𝟏 − 𝑝𝑙𝑜𝑤𝑒𝑟 ) => 𝟎. 𝟗𝟔𝟏𝟒 ≤ 𝑹 ≤ 𝟎. 𝟗𝟖𝟔𝟏
Expected number of reliable components under the same stress profile is given by 1000 × 𝑅
𝟗𝟔𝟏 ≤ 𝑬(# 𝒐𝒇 𝑹𝒆𝒍𝒊𝒂𝒃𝒍𝒆 𝑪𝒐𝒎𝒑𝒐𝒏𝒆𝒏𝒕𝒔) ≤ 𝟗𝟖𝟔

3.64 The PDF of the cycle to failure of a component is ecpressed by 𝑓(𝑁) = (𝑐/𝑁 𝛼 ) where 𝑐 & 𝛼 are
constants and 1 < 𝑁 < 106
a) Determine the value of the constant 𝑐
106 106
𝑐 𝑐𝑁1−𝛼 1−𝛼
∫ 𝛼 𝑑𝑁 = 1 => [ ] =1 => 𝑐 =
𝑁 1−𝛼 1 106−6𝛼
−1
1
Page 79 of 229
b) If we have gathered the following cycles to failure data, set up the maximum likelihood function
and a point estimate of 𝛼:
𝑁1 = 12,920; 𝑁2 = 29,805; 𝑁3 = 76,560; 𝑁4 = 96,723 𝑎𝑛𝑑 𝑁5 = 102,902
c) Estimate 𝛼 using probability plotting.
i Ni f(N) ln(f(N)) log(Ni) log(f(N))

1 12920 6.29E-06 -1.20E+01 4.11 -5.20
2 29805 3.54E-06 -1.26E+01 4.47 -5.45
3 76560 1.85E-06 -1.32E+01 4.88 -5.73
4 96723 1.58E-06 -1.34E+01 4.99 -5.80
5 102902 1.51E-06 -1.34E+01 5.01 -5.82
alpha 0.687 -64.49
From the plot above, the slope gives us 𝛼 directly: 𝜶 = −𝟎. 𝟔𝟖𝟔𝟖
The intercept (−2.3774 = 𝑙𝑜𝑔𝐶); therefore, 𝑪 = 𝟏𝟎−𝟐.𝟑𝟕𝟕𝟒 = 𝟎. 𝟎𝟎𝟒𝟏𝟗
Page 80 of 229
3.65 Life data were gathered in a right censored test that ended in 6 months.
Time Interval (Months) Units Failed Units Censored

1<T<2 1 5
2<T<3 3 2
3<T<4 5 7
4<T<5 7 5
5<T<6 9 4
6<T 25
a) Use Kaplan-Meier plotting method and determine whether a Weibull distribution is a proper fit
The following table and plot were created using the grouped Kaplan-Meier method where:
𝐹𝑖 = # 𝑜𝑓 𝑓𝑎𝑖𝑙𝑢𝑟𝑒𝑠 𝑖𝑛 𝑡ℎ𝑒 𝑖 𝑡ℎ interval

𝐶𝑖 = # 𝑜𝑓 𝑐𝑒𝑛𝑠𝑜𝑟𝑒𝑑 𝑖𝑛 𝑡ℎ𝑒 𝑖 𝑡ℎ interval
𝐻𝑖 = # 𝑎𝑡 𝑟𝑖𝑠𝑘 𝑎𝑡 𝑡𝑖−1 = 𝐻𝑖−1 − 𝐹𝑖−1 − 𝐶𝑖−1
𝐶𝑖
𝐻𝑖" = 𝐻𝑖 − = adjusted # at risk assuming that censored time occur uniformly over the interval
2
𝐹𝑖
= Conditional Probability of a failure in the 𝑖 𝑡ℎ given survivial up to time 𝑡𝑖−1
𝐻𝑖"
𝐹𝑖
𝑝𝑖 = 1 − = Conditional Probability of survival
𝐻𝑖"
𝐹𝑖
𝑅𝑖 = [1 − ] × 𝑅𝑖−1 = Un𝑐onditional Probability of survival
𝐻𝑖"
Grouped Kaplan-Meier
Interval
start finish Fi Ci Hi Hi" pi Ri F(ti)% ln(ti) ln(ln(1/R(t)))
0 0 73 1
1 2 1 5 73 70.5 0.986 0.986 1.42 0.693 -4.248
2 3 3 2 67 66 0.955 0.941 5.90 1.099 -2.800
3 4 5 7 62 58.5 0.915 0.861 13.94 1.386 -1.896
4 5 7 5 50 47.5 0.853 0.734 26.62 1.609 -1.173
5 6 9 4 38 36 0.750 0.550 44.97 1.792 -0.515
6 0 25 25 12.5 1.000 0.550 44.97 -0.515
Page 81 of 229
From the plot above, we can see that the data is a very good fit for a Weibull Plot. This is evident
from the lack of scatter in the data and the 𝑅 2 value of 0.9995.
b) From the plot, estimate the parameters of the distribution.
1
𝑅(𝑡)
Using this expression and the trend line given in the plot above; the shape (𝛽) and scale (𝛼)
𝛽 = 3.363 & 𝛼 = 7.02
Given that 𝛽 is much greater than 1; this indicates that this data set is most likely from the wear out
region of the bathtub plot.
c) From the plot, calculate the 90% reliable life
From the plot, we find the time at which 10% of units have failed (𝑡10 )
−2.25 = 3.363 ln(𝑡10 ) − 6.5513
𝑡10 = 3.59 𝑚𝑜𝑛𝑡ℎ𝑠
d) From the plot, estimate the probability that the component will fail in the inteval 5 < 𝑇 < 6
From the plot, we find the difference between the Reliability at 𝑇 = 6 and 𝑇 = 5
1
𝑙𝑛 [𝑙𝑛 ( )] = 3.363 ln(6) − 6.5513 => 𝑅(6) = 0.726
𝑅(6)
1
𝑙𝑛 [𝑙𝑛 ( )] = 3.363 ln(5) − 6.5513 => 𝑅(5) = 0.554
𝑅(5)
Pr(5 < 𝑇 < 6) = 𝑅(6) − 𝑅(5) = 0.726 − 0.554 = 𝟎. 𝟏𝟕𝟐
Page 82 of 229
3.66 In a mission, 11 of 2012 switches in a plant are defective. Estimate the reliability of a single component
and the associated 90% confidence limit of the true reliability. Use a uniform prior estimate of the
probability of a single failure to be in the range of 0.001-0.05 and find the posterior estimate of the
reliability including the 90% probability bounds. Compare the results with the MLE method.
𝑟 11
Pr(𝐹𝑎𝑖𝑙) = 𝑝̂ = = = 0.00547
𝑁 2012
𝑅̂ = 1 − Pr(𝐹𝑎𝑖𝑙) = 1 − 0.00547 = 0.9945
The 90% confidence interval for the estimated probability of failure can be found using the Clopper-
Pearson procedure as follows:
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (𝑛 − 𝑥 + 1)𝑥 −1 𝐹1−𝛼⁄2 [2𝑛 − 2𝑥 + 2; 2𝑥]]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (𝑛 − 𝑥){(𝑥 + 1)𝐹1−𝛼⁄2 [2𝑥 + 2; 2𝑛 − 2𝑥]}−1 ]−1

𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (2012 − 11 + 1)11−1 𝐹0.95 [2 × 2012 − 2 × 11 + 2; 2 × 11]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (2002)0.091𝐹0.95 [4004; 21]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + 182 × 1.785]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (2012 − 11){(11 + 1)𝐹0.95 [2 × 11 + 2; 2 × 2012 − 2 × 11]}−1 ]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (2001){(11)𝐹0.95 [24; 4002]}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (2001){11 × 1.52}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + 2001 × 0.0598]−1
(1 − 𝑝𝑢𝑝𝑝𝑒𝑟 ) ≤ 𝑹 ≤ (𝟏 − 𝑝𝑙𝑜𝑤𝑒𝑟 ) => 𝟎. 𝟗𝟗𝟏 ≤ 𝑹 ≤ 𝟎. 𝟗𝟗𝟕
Assuming a uniform prior for 𝑝 in the range of 0.001 ≤ 𝑝 ≤ 0.05
1 1
𝜋0 (𝑝) = = = 25
𝑏 − 𝑎 0.05 − 0.001
Applying Bayes Theorem for the data given, we get the following posterior:
2012 11
𝐿(𝐷𝑎𝑡𝑎|𝑝)𝜋0 (𝑝) 25 × ( ) 𝑝 (1 − 𝑝)2001
𝜋(𝑝|𝐷𝑎𝑡𝑎) = = 11
∫ 𝐿(𝐷𝑎𝑡𝑎|𝑝)𝜋0 (𝑝)𝑑𝑝 25 ∫0.05 (2012) 𝑝11 (1 − 𝑝)2001 𝑑𝑝
0.001 11
𝑝11 (1 − 𝑝)2001
𝜋(𝑝|𝐷𝑎𝑡𝑎) = 0.05
∫0.001 𝑝11 (1 − 𝑝)2001 𝑑𝑝
These integrals were solved using Matlab as follows:
Page 83 of 229
F=@(x) (x.^11).*(1-x).^2001;
denom = quadgk(F,0.001,0.05)
denom = 9.3174e-033
Determine the 5th and 95th posterior percentiles of p.

p05 = quadgk(F2,1e-6,0.003443)
p05 = 0.0500
p95 = quadgk(F2,1e-6,0.009028)
p95 = 0.9500
Determine the posterior mean value of p.

F3=@(x) (1/denom).*(x.^12).*(1-x).^2001;
mu = quadgk(F3,.001,0.05)
mu = 0.0060
Percentile Prior (p) Posterior (p)

5% 0.001 0.003443
95% 0.05 0.009028
Mean 0.0255 0.006
90% Posterior Interval of Reliability
(1 − 𝑝𝑢𝑝𝑝𝑒𝑟 ) ≤ 𝑹 ≤ (𝟏 − 𝑝𝑙𝑜𝑤𝑒𝑟 ) => 𝟎. 𝟗𝟗𝟏 ≤ 𝑹 ≤ 𝟎. 𝟗𝟗𝟔𝟔
These values are extremely close to the previous values found using the Clopper- Pearson
procedure.
3.67 Experts estimate the relaibility of a new device at the end of its warranty period as more than 0.9.
Assume that this estimate can be expressed as a noninformative prior (ie: in the form of a uniform
distribution) for the reliability. One has performed tests on 7 such components and has observed one
failure over the same warranty period. What is the posterior estimate of the reliabaility?
a. Assuming a uniform distribution for the prior reliability, we get:
1 1
𝜋0 (𝑅) = = = 10
𝑏 − 𝑎 1 − 0.9
1 1
10𝑅 2
𝐸[𝑅]𝑃𝑟𝑖𝑜𝑟 = ∫ 10𝑅 𝑑𝑅 = [ ] = 𝟎. 𝟗𝟓
0.9 2 0.9
Applying Bayes Theorem, with 7 test cases and 1 failure, we get the following posterior:
7
𝐿(𝐷𝑎𝑡𝑎|𝑅)𝜋0 (𝑅) 10 × ( ) 𝑅 6 (1 − 𝑅)1
𝜋(𝑅|𝐷𝑎𝑡𝑎) = = 6
∫ 𝐿(𝐷𝑎𝑡𝑎|𝑅)𝜋0 (𝑅)𝑑𝑅 10 ∫1 (7) 𝑅 6 (1 − 𝑅)1 𝑑𝑅
0.9 6
𝑅 6 (1 − 𝑅)1
𝜋(𝑅|𝐷𝑎𝑡𝑎) = 1
∫0.9 𝑅 6 (1 − 𝑅)1 𝑑𝑅
Page 84 of 229
The integral above was solved using Matlab to determine the percentiles of interest as follows:
F = @(x) (x.^6).*(1-x);
denom = quadgk(F,0.9,1)
denom = 0.0033
F2 = @(x) (1/denom).*(x.^6).*(1-x);
p05 = quadgk(F2,0.9,0.90316)
p05 = 0.0500
p95 = quadgk(F2,0.9,0.98102)
p95 = 0.9500
F3 = @(x) (1/denom).*(x.^7).*(1-x);
mean = quadgk(F3,0.9,1)
mean = 0.9370
Percentile Prior (p) Posterior (p)

5% 0.905 0.903
95% 0.995 0.981
Mean 0.950 0.937
The following plot shows the prior and posterior distributions of Reliability plotted simultaneously
for comparison.
Page 85 of 229
3.68 Consider the following reliability test data obtained for a given component whose time-to-failure
distribution is known to follow exponential distribution.
Test No. 1 2 3 4 5 6 7 8
Time-to- 823 900+ 1120 2301 3000+ 3000+ 3211 4000+
failure
+ = Right censored data
a. Write the likelihood function for the component.
b. What is the maximum likelihood estimate of the failure rate?
Solution:
a. Likelihood Function
𝑁𝑓 𝑁𝑠
𝑓
𝐿= ∏ 𝑓(𝑡𝑖 |𝜆) ∏ 𝑅(𝑡𝑗𝑠 |𝜆)
𝑖=1 𝑗=1
For the exponential distribution

𝑓(𝑡) = 𝜆 exp(−𝜆𝑡)
𝑅(𝑡) = exp(−𝜆𝑡)
In this problem:
𝑁𝑓 = 4
𝑁𝑆 = 4
4 4
𝐿 = ∏ 𝜆 exp(−𝜆𝑡𝑖 ) ∏ exp(−𝜆𝑡𝑗 )
𝑖=1 𝑗=1
𝐿 = 𝜆 exp[−𝜆(𝑡1 + 𝑡2 + 𝑡3 + 𝑡4 + 𝑡5 + 𝑡6 + 𝑡7 + 𝑡8 )] = 𝜆exp(−18355 λ)
b. Solving for the MLE of λ, take the log-likelihood equation and differentiate:
ln 𝐿 = ln(λ) − 18355𝜆
𝑑 ln 𝐿 1
= − 18355 = 0
𝑑𝜆 𝜆
1
∴𝜆= = 5.448 × 10−5
18355
3.69 A sample of 100 of a new model automobile tire is reliability road tested with the life (in miles travelled
before failure) determined for each tire as follows:
Life Intervals (in 103 miles) Number of Failures
40-45 11
45-50 19
50-55 40
55-60 21
60-65 9
Page 86 of 229
Using nonparametric reliability methods estimate:
a. Hazard rate vs. miles traveled.
b. Reliability vs. miles traveled.
Solution
Using the following formulae:
𝑁𝑓 (𝑡𝑖 )
ĥ(𝑡𝑖 ) =
𝑁𝑠 (𝑡𝑖 )Δ𝑡
𝑁𝑠 (𝑡𝑖 )
𝑅̂ (𝑡𝑖 ) =
𝑁
Where in this situation, ti = miles rather than time.
Δ𝑡 = 5000
𝑁 = 100
Using the above formulae - the following table is generated:

Life interval (miles^3) Nf Ns h(t) R(t)
40-45 11 89 2.4719E-05 0.89
45-50 19 70 5.4286E-05 0.7
50-55 40 30 2.6667E-04 0.3
55-60 21 9 4.6667E-04 0.09
60-65 9 0 0.0000E+00 0
3.70 Hazard rate of a component is h(𝑡) = 𝑒 −0.5𝑡 , where t is time measured in months.
a. Derive reliability function, R(t), and time-to-failure distribution, f(t)
b. Do you consider this a reliable component? Why?
Solution:
a. The relationship between the Reliability function and the hazard function is:
𝑡
𝑅(𝑡) = exp [− ∫ h(𝜏)𝑑𝜏]
0
𝑡 𝑡
1 1
∫ h(𝜏)𝑑𝜏 = ∫ exp(−0.5𝜏)d 𝜏 = ( exp(−0.5𝑡) − (exp 0)) = 2 − 2 exp(−0.5𝑡)
0 0 −0.5 −0.5
∴ 𝑅(𝑡) = exp[2 − 2 exp(−0.5𝑡)]
And for the time to failure distribution:

𝑡
𝑓(𝑡) = h(𝑡) exp [− ∫ h(𝜏)𝑑𝜏] = exp(−0.5𝑡) × exp[2 − 2 exp(−0.5𝑡)] = exp[t exp(0.5t) − t]
0
b. No, this is not reliable at all! The PDF increases exponentially in proportion to t. (increasing
failure rate)
Page 87 of 229
3.71 Cycle-to-failure data from a dishwasher testing is shown below.
i Cycle-to-failure
1 7
2 12
3 19
4 29
5 41
6 67
Use probability plotting assuming an underlying exponential distribution.

a.) Estimate the parameter of the exponential distribution
b.) Calculate the MTTF.
c.) Is the exponential distribution a good fit for this data?
Solution:
Plotted using Excel:
i # to fail 1/R(t_i)
1 7 1.111111
2 12 1.351351
3 19 1.724138
4 29 2.380952
5 41 3.846154
6 67 10
a.) From this, it can be seen that 𝜆̂ = 0.126

b.) The MTTF for the exponential distribution is:
1 1
𝑀𝑇𝑇𝐹 = = = 7.9365 𝑐𝑦𝑐𝑙𝑒𝑠
𝜆̂ 0.126
c.) From the graph, it can be seen that the exponential distribution perhaps is not the best fit for this
data set.
Page 88 of 229
3.72 Suppose the exponential distribution represents the embedded crack sizes (flaws), x, that
randomly occur during manufacturing. That is 𝑓(𝑥) = 𝜆𝑒 −𝜆𝑥 . Assume that a conjugate prior of  is a
Gamma PDF with parameters =52, =2.68 (mm). If some pressure vessels have been inspected and
the following crack sizes were observed (1.0, 1.1, 1.08, 1.92, 2.05, 2.09, 2.11, 3.32)
a.) Write the expression representing the posterior PDF of .
b.) Given the posterior PDF of , write the expression for calculating the probability that a
pressure vessel will have a crack of size exceeding 10 mm.
Solution:
a.)
𝐿(𝑥|𝜆)𝑓(𝜆)
𝑓(λ|𝑥) = ∞
∫0 𝐿(𝑥|𝜆)𝑓(𝜆)𝑑𝜆
8
𝐿(𝑥|𝜆) = ∏ 𝜆exp(−λx) = 𝜆exp(−𝜆∑𝑥)

𝑖=1
1 α−1
𝜆
𝑓(λ) = 𝜆 exp (− )
𝛽 α Γ(α) β
1 𝜆 1
𝜆 exp(−𝜆∑𝑥) 𝜆α−1 exp (− ) 𝜆𝛼 exp (−𝜆 (∑𝑥 + ))
𝛽 α Γ(α) β 𝛽
∴ 𝑓(𝜆|𝑥) = =
∞ 1 𝜆 ∞ 1
∫0 𝜆exp(−𝜆∑𝑥)𝜆α−1 exp (− ) 𝑑𝜆 ∫0 𝜆𝛼 exp (−𝜆 (∑𝑥 + 𝛽 )) 𝑑𝜆
𝛽 α Γ(α) β
From the definition of a gamma function, the denominator becomes:
∞
1 Γ(𝛼 + 1)
∫ 𝜆𝛼 exp (−𝜆 (∑𝑥 + )) 𝑑𝜆 =
0 𝛽 1 α+1
(∑𝑥 + )
𝛽
1 1 α+1
𝜆𝛼 exp (−𝜆 (∑𝑥 + )) (∑𝑥 + )
𝛽 𝛽
∴ 𝑓(𝜆|𝑥) =
Γ(𝛼 + 1)
Using the substitution:
1
𝛽′ =
1
∑𝑥 +
𝛽
𝛼′ = 𝛼 + 1
′
𝜆𝛼 −1 𝜆
𝑓(λ|𝑥) = ′ ′
exp (− ′ )
𝛽 Γ(𝛼 ) β
b.) To find the probability, we need to evaluate the posterior to find an estimate for λ, this is now
simple since all the values are known and for a gamma distribution:
𝐸(𝜆) = 𝛼 ′ 𝛽 ′
𝛼 ′ = 52 + 1 = 53
1
β′ = = 0.066476
1
1 + 1.1 + 1.08 + 1.92 + 2.05 + 2.09 + 2.11 + 3.32 + 2.68
∴ 𝐸(λ) = 53 × 0.066476 = 3.5232
∴ 𝑓(𝑥) = 3.5232 exp(−3.5232𝑥)
Page 89 of 229
Using the exponential distribution find:
Pr(𝑥 > 10) = 1 − Pr(𝑥 < 10) = 1 − 𝐹(𝑥 = 10) = 1 − (1 − exp(−3.5232(10))
= 4.9995 × 10−16
3.73 Suppose that we have 10 reliability observations in a test with failure and censored times as
follows: 2; 5; 5; 6+; 7; 12; 14+; 14+; 14+; 14+ (“+” indicates right censored observations)
Use the data and plot the lognormal distribution using the rank adjustment method. Estimate the
parameters of the distribution. Is this an appropriate fit?
Solution:
Using the rank adjustment method:
(𝑛 + 1) − 𝑗𝑡𝑖−1
𝑗𝑡𝑖 = 𝑗𝑡𝑖−1 +
2 + 𝑛 − 𝑖𝑡𝑖
The following was generated in excel:

Calculated in excel below:
i t ln(t) j F(t) NormInv(F(t))
1 2 0.693147 1 0.060976 -1.546635271
2 5 1.609438 2 0.158537 -1.000490546
3 5 1.609438 3 0.256098 -0.655423505
4 6+
5 7 1.94591 4.142857 0.367596 -0.338227654
6 12 2.484907 5.285714 0.479094 -0.052427386
7 14+
8 14+
9 14+
10 14+
And plotted to estimate the parameters for the lognormal distribution:
Page 90 of 229
The lognormal equation when linearized takes the form of:
1 𝜇
Φ−1 [𝐹(𝑡𝑖 )] = ln(𝑡𝑖 ) −
𝜎 𝜎
Therefore from the plot:

1
= 0.8638
𝜎
∴ 𝜎 = 1.158
μ
= 2.1599
𝜎
∴ 𝜇 = 2.501
From the plot, the lognormal distribution seems to be an appropriate fit.
3.74 Seven pumps have failure times (in months) of: 15.1, 10.7, 8.8, 11.3, 12.6, 14.4, and 8.7. Use the
nonparametric method and estimate the hazard rate, PDF and the reliability function. Are the pumps
experiencing wear-out?
Solution:
Since there are only 7 samples – the small samples approximations should be used:
1
ĥ(𝑡𝑖 ) = , 𝑖 = 1,2, … 𝑛 − 1.
(𝑛 − 𝑖 + 0.625)(𝑡𝑖+1 − 𝑡𝑖 )
𝑛 − 𝑖 + 0.625
𝑅̂ (𝑡𝑖 ) = , 𝑖 = 1,2, … . 𝑛 − 1.
𝑛 + 0.25
1
𝑓̂(𝑡𝑖 ) = , 𝑖 = 1,2, … 𝑛 − 1.
(𝑛 + 0.25)(𝑡𝑖+1 − 𝑡𝑖 )
Putting the times into a spreadsheet in order:
Page 91 of 229
i t h(t) f(t) R(t)
1 8.7 1.509434 1.37931 0.913793
2 8.8 0.093567 0.072595 0.775862
3 10.7 0.36036 0.229885 0.637931
4 11.3 0.212202 0.106101 0.5
5 12.6 0.21164 0.076628 0.362069
6 14.4 0.879121 0.197044 0.224138
7 15.1
Plotting the curve for h(t)
This broadly resembles a bathtub curve! So it could be argued that the pumps are wearing out. However,
the increase in failure rate is only from a single point so this could just be an outlier and at least a couple
more data points would be required for a conclusive result.
3.75Consider the failure data for cycle to failure of a unit as 8, 33, 15+, 27, 18, 24+ 13+, 12, 37, 29+
25, 30 (+ = rightly censored). What is a point estimate of cycle-to-failure using:
a.) Use probability plotting and the rank adjustment method
b.) Using maximum likelihood estimation
Solution:
a.) Using the rank adjustment method:
(𝑛 + 1) − 𝑗𝑡𝑖−1
2 + 𝑛 − 𝑖𝑡𝑖
𝑖 − 0.375
𝐹(𝑡) =
𝑛 + 0.25
Page 92 of 229
Order the data and generate the following table:
i t j F(t) ln(ln(1/R)) ln(t)
1 8 1.0000 0.0510 -2.9495 2.0794
2 12 2.0000 0.1327 -1.9497 2.4849
3 13+
4 15+
5 18 3.2222 0.2324 -1.3298 2.8904
6 24+
7 25 4.6190 0.3465 -0.8549 3.2189
8 27 6.0159 0.4605 -0.4828 3.2958
9 29+
10 30 7.7619 0.6030 -0.0792 3.4012
11 33 9.5079 0.7455 0.3138 3.4965
12 37 11.2540 0.8881 0.7839 3.6109

Plotting in excel:
From the linearized Weibull equation:

1
ln ln [ ] = 𝛽 ln(𝑡) − 𝛽ln(α)
𝑅(𝑡)
Therefore:
𝛽 = 2.2509
𝛽 ln(α) = 7.7057
∴ 𝛼 = 30.6735
Page 93 of 229
MTTF for the Weibull is found using:
1+𝛽
𝑀𝑇𝑇𝐹 = 𝛼Γ ( )
𝛽
𝑀𝑇𝑇𝐹 = 27.1686 𝑐𝑦𝑐𝑙𝑒𝑠
b.) Using the MLE method:

Since we have right censored data, the Likelihood function takes the form of:
𝑛𝑓 𝑛𝑠
𝑓
𝐿= ∏ 𝑓(𝑡𝑖 |𝜃) ∏[1 − 𝐹(𝑡𝑗𝑠 |𝜃)]
𝑖=1 𝑗=1
Substituting in the Weibull functions for f(t) and F(t), and taking the derivatives of the log-
likelihood, we obtain the following two equations to solve for α and β.
𝑛𝑓 𝑛𝑓 𝑛𝑠
̂ ̂
𝑛𝑓 𝑡𝑖 𝑡𝑖 𝛽 𝑡𝑖 𝑡𝑗 𝛽 𝑡𝑗
+ ∑ ln ( ) − ∑ ( ) ln ( ) − ∑ ( ) ln ( ) = 0
𝛽̂ 𝛼̂ 𝛼̂ 𝛼̂ 𝛼̂ 𝛼̂
𝑖=1 𝑖=1 𝑗=1
𝑛𝑓 𝑠 𝑛
̂ ̂
𝑛𝑓 𝛽̂ 𝛽̂ 𝑡𝑖 𝛽 𝑡𝑖 𝛽̂ 𝑡𝑗 𝛽
+ ∑ ( ) ln ( ) + ∑ ( ) = 0
𝛼̂ 2 𝛼̂ 𝛼̂ 𝛼̂ 𝛼̂
𝑖=1 𝑗=1
This has to be solved numerically and was completed in excel using the SOLVER function.
Resulting in the following parameters:

𝛼 = 34.6924
𝛽 = 2.6998
MTTF for the Weibull is found using:

1+𝛽
𝑀𝑇𝑇𝐹 = 𝛼Γ ( )
𝛽
𝑀𝑇𝑇𝐹 = 30.8513 𝑐𝑦𝑐𝑙𝑒𝑠
3.76 Five components are put on a reliability test with the following failure times observed: 98,
116, 2485, 2526, 2920 hours.
a.) If we assume the data come from a lognormal PDF, find the point estimate of the log-mean
and log-standard deviation of the PDF.
b.) What is the 90% two-sided confidence interval of the log-mean?
Solution:
a.) The plotting method can be used to quickly estimate the log-mean and log-standard deviation.
Plotting ln(t) against F(t):
𝑖 − 0.375
𝐹(𝑡) =
𝑛 + 0.25
Using the straight line equation to fit the line of best fit:
1 μ𝑡
Φ−1 [𝐹(𝑡𝑖 )] = ln(𝑡𝑖 ) −
𝜎𝑡 𝜎𝑡
Page 94 of 229
The following table is generated:
i t ln(t) F(t) NormInv(F(t))
1 98 4.584967 0.119048 -1.179761118
2 116 4.75359 0.309524 -0.497200571
3 2485 7.818028 0.5 0
4 2526 7.834392 0.690476 0.497200571
5 2920 7.979339 0.880952 1.179761118
The estimates of the lognormal parameters are:

1
= 0.4472
̂𝑡
σ
∴σ ̂𝑡 = 2.2360
μ̂𝑡
= 2.949
̂𝑡
σ
∴ μ̂𝑡 = 6.5941
b.) The 90% two sided confidence interval for the log mean can be calculated using the following
formula:
𝜎̂𝑡 𝜎̂𝑡
𝜇̂ 𝑡 − 𝑡𝛼 ≤ 𝜇̂ 𝑡 ≤ 𝜇̂ 𝑡 + 𝑡𝛼
√𝑛 2 √𝑛 2
Where α = 0.1
And t-student distribution is used with (n-1) degrees of freedom
From tables:
𝑡0.10 (5 − 1) = 2.1318
2
Therefore:
2.2360
𝐿𝑜𝑤𝑒𝑟 = 6.5941 − ( ) (2.1318) = 4.4623
√5
2.2360
𝑈𝑝𝑝𝑒𝑟 = 6.5941 + ( ) (2.1318) = 8.7259
√5
Page 95 of 229
3.77 Twenty components are reliability tested with 3 failing and 17 passing.
a.) What is the 90% two-sided confidence interval for reliability?
b.) If we expect, a priori, that reliability should be more than 0.75 (and following a uniform
distribution), write the posterior distribution of the reliability.
Solution:
a.) Using the Clopper-Pearson procedure to find the confidence interval given the data:
𝑥 3
Pr(𝐹𝑎𝑖𝑙) = 𝑝̂ = =
𝑛 20
−1
𝑛−𝑥+1
𝑝𝑙𝑜𝑤𝑒𝑟 = {1 + 𝐹1−𝛼 [2𝑛 − 2𝑥 + 2; 2𝑥]}
𝑥 2
−1 −1
𝑝𝑢𝑝𝑝𝑒𝑟 = {1 + (𝑛 − 𝑥) {(𝑥 + 1)𝐹1−𝛼 [2𝑥 + 2; 2𝑛 − 2𝑥]} }
2
−1 −1
20 − 3 + 1 18
𝑝𝑙𝑜𝑤𝑒𝑟 = {1 + 𝐹 0.1 [2 × 20 − 2 × 3 + 2; 2 × 3]} = {1 + 𝐹0.95 [36; 6]}
3 1−
2 3
∴ 𝑝𝑙𝑜𝑤𝑒𝑟 = 0.0422
−1 −1
𝑝𝑢𝑝𝑝𝑒𝑟 = {1 + (20 − 3) {(3 + 1)𝐹 0.1 [2 × 3 + 2; 2 × 20 − 2 × 3]} }
1−
2
−1 }−1
= {18{4 × 𝐹0.95 [8;34]}
∴ 𝑝𝑢𝑝𝑝𝑒𝑟 = 0.3437
Therefore:
(1 − 𝑝𝑢𝑝𝑝𝑒𝑟 ) ≤ 𝑅 ≤ (1 − 𝑝𝑙𝑜𝑤𝑒𝑟 )
0.6563 ≤ 𝑅 ≤ 0.9578
b.) Given that the prior is a uniform distribution and R > 0.75
1 1
π0 = = =4
𝑏 − 𝑎 1 − 0.75
The likelihood function in this case is a binomial:
20
𝐿(𝐷𝑎𝑡𝑎|𝑅) = ( ) 𝑅17 (1 − 𝑅)3
17
The general form of Bayes' equation is:

𝐿(𝐷𝑎𝑡𝑎|𝑅)𝜋0 (𝑅)
𝜋(𝑅|𝐷𝑎𝑡𝑎) =
∫ 𝐿(𝐷𝑎𝑡𝑎|𝑅)𝜋0 (𝑅)𝑑𝑅
The posterior is therefore:

20
4 × ( ) 𝑅17 (1 − 𝑅)3 𝑅17 (1 − 𝑅)3
𝜋(𝑅|𝐷𝑎𝑡𝑎) = 1 17 = 1
20 17 3
∫0 4 × ( ) 𝑅17 (1 − 𝑅)3 𝑑𝑅 ∫0 𝑅 (1 − 𝑅) 𝑑𝑅
17
Page 96 of 229
3.78 Using the rank adjustment method of probability plotting, determine the parameters of the
Weibull distribution using the multiple censored data shown in the table below.
1 2 3 4 5 6 7 8 9 10
309+ 380 197 167+ 103+ 229 102 217+ 168 138
Solution:
Using the rank adjustment method:
Where:
(𝑛 + 1) − 𝑗𝑡𝑖−1
2 + 𝑛 − 𝑖𝑡𝑖
𝑖 − 0.375
𝐹(𝑡) =
𝑛 + 0.25
The following table and graph are generated:

i t j F(t) ln(ln(1/R)) ln(t)
1 102 1.0000 0.0610 -2.7660 4.6250
2 103+
3 138 2.1111 0.1694 -1.6843 4.9273
4 167+
5 168 3.3810 0.2933 -1.0581 5.1240
6 197 4.6508 0.4172 -0.6165 5.2832
7 217+
8 229 6.2381 0.5720 -0.1641 5.4337
9 309+
10 380 8.6190 0.8043 0.4893 5.9402
Page 97 of 229
From the linearized Weibull equation:
1
ln ln [ ] = 𝛽 ln(𝑡) − 𝛽ln(α)
𝑅(𝑡)
Therefore:
𝛽 = 2.4887
𝛽 ln(α) = 13.963
∴ 𝛼 = 273.3124
3.79 Time to failures (in days) of eight components that went under reliability tests are: 143,
164, 188, 190, 192, 206, 209, 213.
a.) Estimate the non-parametric estimate of reliability and hazard rate associated with each
component.
b.) Write the log-likelihood function associated with above data assuming the time to failure
follows a Weibull distribution.
c.) Using part b), write the expressions to determine the point estimates and confidence
intervals for the shape parameter and scale parameter of the Weibull distribution model.
Solution:
a.) Non-parametric estimates
Since we only have 8 samples, use the estimates for small samples:
1
ĥ(𝑡𝑖 ) =
(𝑛 − 𝑖 + 0.625)(𝑡𝑖+1 − 𝑡𝑖 )
𝑛 − 𝑖 + 0.625
𝑅̂ (𝑡𝑖 ) =
𝑛 + 0.25
i t h(t) R(t)
1 143 0.006245 0.924242
2 164 0.006289 0.80303
3 188 0.088889 0.681818
4 190 0.108108 0.560606
5 192 0.019704 0.439394
6 206 0.126984 0.318182
7 209 0.153846 0.19697
8 213 0.075758
b.) Assuming the data follows a Weibull distribution the log-likelihood function is:
𝑛
𝐿 = ∏ 𝑓(𝑡𝑖 |𝛼, 𝛽)
𝑖=1
Page 98 of 229
𝛽(𝑡)𝛽−1 𝑡 𝛽
𝑓(𝑡) = exp [− ( ) ]
𝛼𝛽 𝛼
𝑛
𝛽(𝑡𝑖 )𝛽−1 𝑡𝑖 𝛽
𝐿=∏ exp [− ( ) ]
𝛼𝛽 𝛼
𝑖=1
𝑛
𝛽(𝑡𝑖 )𝛽−1 𝑡𝑖 𝛽
ln 𝐿 = ∑ ln { exp [− ( ) ]}
𝛼𝛽 𝛼
𝑖=1
𝑛
𝑡𝑖 𝛽
ln 𝐿 = ∑ {ln 𝛽 + ln(𝑡𝑖 )𝛽−1 − ln 𝛼 𝛽 + ln exp [− ( ) ]}
𝛼
𝑖=1
𝑛
𝑡𝑖 𝛽
ln 𝐿 = ∑ {ln 𝛽 + (𝛽 − 1) ln 𝑡𝑖 − 𝛽 ln 𝛼 − ( ) }
𝛼
𝑖=1
𝑛 𝑛
𝑡𝑖 𝛽
ln 𝐿 = ln 𝛽 − 𝛽 ln 𝛼 + ∑(𝛽 − 1) ln 𝑡𝑖 − ∑ ( )
𝛼
𝑖=1 𝑖=1
c.) To find the estimates of α and β the first derivatives of the above equation is taken:
𝜕 ln 𝐿
=0
𝜕𝛼
𝜕 ln 𝐿
=0
𝜕𝛽
These typically have to be solved numerically to find estimates for α and β
The confidence limits are defined by the following equations:

√𝑣𝑎𝑟(𝛽̂ ) √𝑣𝑎𝑟(𝛽̂ )
𝛽̂ exp −𝑍1−𝛾 ≤ 𝛽 ≤ 𝛽̂ exp 𝑍1−𝛾
2 𝛽̂ 2 𝛽̂
( ) ( )
√𝑣𝑎𝑟(𝛼̂) √𝑣𝑎𝑟(𝛼̂)
𝛼̂ exp (−𝑍1−𝛾 ) ≤ 𝛼 ≤ 𝛼̂ exp (𝑍1−𝛾 )
2 𝛼̂ 2 𝛼̂
Where the variance comes from the Fisher matrix.

−1 𝑣𝑎𝑟(𝛼̂) 𝑐𝑜𝑣(𝛼̂, 𝛽̂ )
[𝐼(𝛼̂, 𝛽̂ )] = [ ]
𝑐𝑜𝑣(β̂, 𝛼̂) 𝑣𝑎𝑟(𝛽̂ )
Page 99 of 229
Exercises
4.1 Consider the circuit below
X1 X2
X4
X3 X5
Assume the reliability of each circuit R(xi) = exp(-it), and i = 2.010-4 per hour for all i. Find the
following:
a) Minimal path sets
𝑃1 = 𝑋1 𝑋2 ; 𝑃2 = 𝑋3 𝑋5 ; 𝑃3 = 𝑋2 𝑋3 𝑋4
b) Minimal cut sets

𝐶1 = 𝑋1 𝑋3 ; 𝐶2 = 𝑋2 𝑋3 ; 𝐶3 = 𝑋2 𝑋5 ; 𝐶4 = 𝑋1 𝑋4 𝑋5
c) MTTF
∞
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ∫ 𝑅𝑆𝑌𝑆 (𝑡)𝑑𝑡
0
𝑅𝑠𝑦𝑠 = Pr(𝑃1 ∪ 𝑃2 ∪ 𝑃3 )
𝑅𝑠𝑦𝑠 = 1 − (1 − 𝑅𝑋1 𝑅𝑋2 )(1 − 𝑅𝑋3 𝑅𝑋5 )(1 − 𝑅𝑋2 𝑅𝑋3 𝑅𝑋4 )
𝑅𝑠𝑦𝑠 = 𝑅𝑋1 𝑅𝑋2 + 𝑅𝑋3 𝑅𝑋5 + 𝑅𝑋2 𝑅𝑋3 𝑅𝑋4 − 𝑅𝑋1 𝑅𝑋2 𝑅𝑋3 𝑅𝑋4 − 𝑅𝑋2 𝑅𝑋3 𝑅𝑋4 𝑅𝑋5 − 𝑅𝑋1 𝑅𝑋2 𝑅𝑋3 𝑅𝑋5
+ 𝑅𝑋1 𝑅𝑋2 𝑅𝑋3 𝑅𝑋4 𝑅𝑋5 )
We told that the failure rate for each component is the same 𝑖𝑒: 𝜆𝑖 = 2 ×
−4
10−4 and therefore 𝑅𝑖 = 𝑅 = 𝑒 −2×10 𝑡
Therefore simplifying the expression for 𝑅𝑠𝑦𝑠 , we get:

𝑅𝑠𝑦𝑠 = 2𝑅 2 + 𝑅 3 − 3𝑅 4 + 𝑅 5
∞
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ∫ (2𝑅 2 + 𝑅 3 − 3𝑅 4 + 𝑅 5 )𝑑𝑡
0
1 1 3 1
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ( + − + ) = 𝟑𝟗𝟏𝟕 𝒉𝒓𝒔
𝜆 3𝜆 4𝜆 5𝜆
Page 100 of 229

d) Reliability of the system at 1,000 hours
−4 ×1000 2 −4 ×1000 3 −4 ×1000 4 −4 ×1000 5
𝑅𝑠𝑦𝑠 (1000) = 2(𝑒 −2×10 ) + (𝑒 −2×10 ) − 3(𝑒 −2×10 ) + (𝑒 −2×10 )
𝑅𝑠𝑦𝑠 (1000) = 0.9093
4.2 Consider the circuit below find the following with  = 1.010-4
A
X4 X7
X1 X6
X3 X5 X8
X2
Find:
a) Minimal path sets
(X2); (X1, X3); (X1, X4, X7); (X1, X5, X8); (X1, X4, X6, X8)
b) Minimal cut sets

(X1, X2); (X2, X3, X4, X5); (X2, X3, X7, X8); (X2, X3, X4, X8); (X2, X3, X5, X6, X7);
c) Reliability of the system at 1,000 hours
Consider the simplified system with super component A as shown in the figure above.
Then, we can consider the system reliability in two steps as follows:
First consider the reliability of Super Component A alone

Path Sets of Component A
𝑃1 = 4,7; 𝑃2 = 5,8; 𝑃3 = 4,6,8
𝑅𝐴 = Pr(𝑃1 ∪ 𝑃2 ∪ 𝑃3 )
𝑅𝐴 = 1 − (1 − 𝑅4 𝑅7 )(1 − 𝑅5 𝑅8 )(1 − 𝑅4 𝑅6 𝑅8 )
𝑅𝐴 = 𝑅4 𝑅7 + 𝑅5 𝑅8 + 𝑅4 𝑅6 𝑅8 − 𝑅4 𝑅5 𝑅7 𝑅8 − 𝑅4 𝑅5 𝑅6 𝑅8 − 𝑅4 𝑅6 𝑅7 𝑅8 + 𝑅4 𝑅5 𝑅6 𝑅7 𝑅8 )
We told that the failure rate for each component is the same 𝑖𝑒: 𝜆𝑖 = 1 ×
−4
10−4 and therefore 𝑅𝑖 = 𝑅 = 𝑒 −1×10 𝑡
Therefore simplifying the expression for 𝑅𝐴 , we get: 𝑅𝐴 = 2𝑅 2 + 𝑅 3 − 3𝑅 4 + 𝑅 5
1 A
2
Page 101 of 229
Now consider the System Reliability with the modified figure shown above
The system path sets with Super component A included are:
𝑃1 = 1, 𝐴; 𝑃2 = 1,3; 𝑃3 = 2
Therefore, the System reliability is:

𝑅𝑆𝑌𝑆 = Pr(𝑃1 ∪ 𝑃2 ∪ 𝑃3 )
𝑅𝑆𝑌𝑆 = 1 − (1 − 𝑅1 𝑅𝐴 )(1 − 𝑅1 𝑅3 )(1 − 𝑅2 )
𝑅𝑆𝑌𝑆 = 𝑅2 + 𝑅1 𝑅3 + 𝑅1 𝑅𝐴 − 𝑅1 𝑅2 𝑅3 − 𝑅1 𝑅2 𝑅𝐴 − 𝑅1 𝑅3 𝑅𝐴 + 𝑅1 𝑅2 𝑅3 𝑅𝐴
Noting that 𝑅𝑖 = 𝑅 we get:

𝑅𝑆𝑌𝑆 = 𝑅 + 𝑅 2 + 𝑅𝑅𝐴 − 𝑅 3 − 2𝑅 2 𝑅𝐴 + 𝑅 3 𝑅𝐴
Substituting in for RA, we get:

𝑅𝑆𝑌𝑆 = 𝑅 + 𝑅2 + 𝑅(2𝑅2 + 𝑅3 − 3𝑅4 + 𝑅5 ) − 𝑅3 − 2𝑅2 (2𝑅2 + 𝑅3 − 3𝑅4 + 𝑅5 )
+ 𝑅3 (2𝑅2 + 𝑅3 − 3𝑅4 + 𝑅5 )
Simplifying this expression we get:

𝑅𝑆𝑌𝑆 = 𝑅 + 𝑅 2 + 𝑅 3 − 3𝑅 4 − 3𝑅5 + 8𝑅 6 − 5𝑅 7 + 𝑅 8
𝑅𝑠𝑦𝑠 (1000) = 0.99073
d) Probability of failure at 1,000 hours, using cut sets, to verify results from c)
𝐹𝑆𝑌𝑆 (𝑡) ≤ Pr(C1 ∪ C2 ∪ C3 ∪ C4 ∪ C5 ) from Eqn 4.34

𝐹𝑆𝑌𝑆 (𝑡) ≤ [Pr(C1 ) + Pr(C2 ) + Pr(C3 ) + Pr(C4 ) + Pr(C5 )] from Eqn 4.35
𝐹𝑆𝑌𝑆 (𝑡) ≤ (1 − 𝑅1 )(1 − 𝑅2 )+. . . +(1 − 𝑅2 )(1 − 𝑅3 )(1 − 𝑅5 )(1 − 𝑅6 )(1 − 𝑅7 )
𝐹𝑆𝑌𝑆 (1000) ≤ (1 − exp(−0.1))2 + 3(1 − exp(−0.1))4 + (1 − exp(−0.1))5
𝐹𝑆𝑌𝑆 (1000) ≤ 0.00931
𝑅𝑆𝑌𝑆 (1000) = 1 − 𝐹𝑆𝑌𝑆 (1000)
𝑅𝑆𝑌𝑆 (1000) ≥ 0.99069
e) Accuracy of the results of d) and/or c), using an approximate method
The results for 𝑅𝑆𝑌𝑆 (1000) in parts c and d shown above are very close and only differ at the
4th decimal place. Noting that rare event approximation is used in calculating the result for part
d; the results at part c is consider more accurate. This result represents a 0. 004% error from
the system reliability calculated earlier.
f) MTTF of the system

∞
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ∫ (𝑅 + 𝑅 2 + 𝑅 3 − 3𝑅 4 − 3𝑅 5 + 8𝑅 6 − 5𝑅 7 + 𝑅 8 )𝑑𝑡
0
1 1 1 3 3 8 5 1
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ( + + − − + − + ) = 𝟏𝟐, 𝟐𝟕𝟒 𝒉𝒓𝒔
𝜆 2𝜆 3𝜆 4𝜆 5𝜆 6𝜆 7𝜆 8𝜆
Page 102 of 229

4.3 Calculate the reliability of the system shown in the figure below for a 1,000-hour mission. What is the
MTTF for this system?
λ1 = 1E-05/ hr; λ2 = 10E-05/ hr; λ3 = 2E-05/ hr; λ4 = 5E-05/ hr
1 2
3 4
𝑅𝑠𝑦𝑠 = (1 − 𝐹𝑎𝑖𝑙𝑢𝑝𝑝𝑒𝑟 . 𝐹𝑎𝑖𝑙𝑙𝑜𝑤𝑒𝑟 ) = [1 − (1 − 𝑅𝑢𝑝𝑝𝑒𝑟 )(1 − 𝑅𝑙𝑜𝑤𝑒𝑟 )]
𝑅𝑠𝑦𝑠 = [𝑅𝑢𝑝𝑝𝑒𝑟 + 𝑅𝑙𝑜𝑤𝑒𝑟 − 𝑅𝑢𝑝𝑝𝑒𝑟 𝑅𝑙𝑜𝑤𝑒𝑟 ]
𝑅𝑠𝑦𝑠 = [𝑅1 𝑅2 + 𝑅3 𝑅4 − 𝑅1 𝑅2 𝑅3 𝑅4 ]
𝑅𝑠𝑦𝑠 = [𝑒 −(λ1 +λ2 )𝑡 + 𝑒 −(λ3 +λ4 )𝑡 − 𝑒 −(λ1 +λ2 +λ3 +λ4 )𝑡 ]
𝑅𝑠𝑦𝑠 (1000) = [𝑒 −(λ1 +λ2 )𝑡 + 𝑒 −(λ3 +λ4 )𝑡 − 𝑒 −(λ1 +λ2 +λ3 +λ4 )𝑡 ]
𝑹𝒔𝒚𝒔 (𝟏𝟎𝟎𝟎) = 𝟎. 𝟗𝟗𝟐𝟗𝟓𝟖
∞
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ∫ (𝑅1 𝑅2 + 𝑅3 𝑅4 − 𝑅1 𝑅2 𝑅3 𝑅4 )𝑑𝑡
0
1 1 1
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ( + − ) = 𝟏𝟕, 𝟖𝟐𝟏 𝒉𝒓𝒔
(λ1 + λ2 ) (λ3 + λ4 ) (λ1 + λ2 + λ3 + λ4 )
4.4 Consider the piping system shown in the figure below.
POINT A V2 POINT B
V1 P1
V3
The purpose of the system is to pump water from point A to point B. The time to failure of all the
valves and the pump can be represented by the exponential distributions with failure rates v and p
respectively.
Page 103 of 229

a) Calculate the reliability function of the system.
𝑅𝑠𝑦𝑠 = [𝑅𝑉1 × 𝑅𝑃 × (𝑅𝑉2 + 𝑅𝑉3 − 𝑅𝑉2 𝑅𝑉3 )]
𝑅𝑠𝑦𝑠 (𝑡) = [𝑒 −(λ𝑉)𝑡 × 𝑒 −(λ𝑃 )𝑡 × (𝑒 −(λ𝑉)𝑡 + 𝑒 −(λ𝑉)𝑡 − 𝑒 −(λ𝑉)𝑡 × 𝑒 −(λ𝑉)𝑡 )]
𝑅𝑠𝑦𝑠 (𝑡) = [𝑒 −(λ𝑉+λ𝑃 )𝑡 × (2𝑒 −(λ𝑉)𝑡 − 𝑒 −(2λ𝑉)𝑡 )]
b) If v = 1.010-3 and p = 2.010-3 per hour, and the system has survived for 10 hours, what is the
probability that it will survive another 10 hours?
Pr(𝑇 > 10 |𝑇 > 20 ) × Pr(𝑇 > 20 )

Pr(𝑇 > 20 |𝑇 > 10) =
Pr(𝑇 > 10 )
1 × Pr(𝑇 > 20 ) 𝑅(20) 𝑒 −(λ𝑉+λ𝑃 )20 × (2𝑒 −(λ𝑉)20 − 𝑒 −(2λ𝑉)20 )

Pr(𝑇 > 20 |𝑇 > 10) = = =
Pr(𝑇 > 500 ) 𝑅(10) 𝑒 −(λ𝑉+λ𝑃 )10 × (2𝑒 −(λ𝑉)10 − 𝑒 −(2λ𝑉)10 )
Pr(𝑇 > 20 |𝑇 > 10) = 𝟎. 𝟗𝟕𝟎𝟐
4.5 Estimate reliability of the system represented by the following reliability block diagram for a
2,500-hour mission. Assume a failure rate of 1.010-6 per hour for each unit.
A B F I
E H
C D G
This problem is best approached using the Minimal Cut set method as follows:
Minimal Cuts Sets:
(A, C); (B, D); (F, G); (A, D); (B, C)

(B, E, G); (D, E, F); (G, H, I); (A, E, G); (C, E, F)
(C, E, H, I); (D, E, H, I)
𝑅𝑠𝑦𝑠 (𝑡) ≥ 1 − Pr(C1 ∪ C2 ∪ C3 ∪ C4 ∪ C5 ∪ … +. … ∪ C12 )
𝑅𝑠𝑦𝑠 (𝑡) ≥ 1 − [(1 − e−𝜆𝐴𝑡 )(1 − e−𝜆𝐶 𝑡 ) + (1 − e−𝜆𝐵𝑡 )(1 − e−𝜆𝐷𝑡 ) + ⋯

+ (1 − e−𝜆𝐷𝑡 )(1 − e−𝜆𝐸𝑡 )(1 − e−𝜆𝐻𝑡 )(1 − e−𝜆𝐼𝑡 )]
Page 104 of 229

2 3 4
𝑅𝑠𝑦𝑠 (𝑡) ≥ 1 − [5 × (1 − e−𝜆𝑡 ) + 5 × (1 − e−𝜆𝑡 ) + 2 × (1 − e−𝜆𝑡 ) ]
Using 𝜆𝑡 = 2500 × 1 × 10−6 = 0.0025

𝑅𝑆 (2500) ≥ 1 − [5 × (1 − e−0.0025 )2 + 5 × (1 − e−0.0025 )3 + 2 × (1 − e−0.0025)4 ]
𝑹𝑺 (𝟐𝟓𝟎𝟎) ≥ 𝟎. 𝟗𝟗𝟗𝟗𝟕
4.6 A containment spray system is used to scrub and cool the atmosphere around a nuclear reactor during
an accident. Develop a fault tree using "No H2O spray'' as the top event.
motor motor
operated operated Spray Nozzle
valve P P valve P
Tank A
(ET1) xxxxx
SV1 SV3 SV6 SN1
pumps
SP1 SV5
CONTAINMENT
P P P
H2 O B
/\/\/\/\/\
SV4 SV7 SN2

SV2
pumps
Reactor
SP2
Assume the following conditions:

 There are no secondary failures.
 There is no test and maintenance.
 There are no passive failures.
 There are independent failures.
 One of the two pumps and one of the two spray heads is sufficient to provide spray. (Only one
train is enough).
 One of the valves sv1 or sv2 is opened after demand. However, sv3 and sv4 are always normally
open.
 Valve sv5 is always in the closed position.
 There is no human error.
 SP1, SP2, sv1, sv2, sv3, and sv4 use the same power source P to operate.
The system diagram shown above is redrawn into the following Reliability Block and Fault Tree
diagrams as follows:
Page 105 of 229

No Water Spray
ET1 Power
No Output at SN1 No Output at SN2
1 2
System Fault Tree
2
1
SN1 SV6 SV3 SN2 SV7 SV4
SV1 SP1 SV5 SV2 SP2 SV2 SP2 SV5 SV1 SP1
Page 106 of 229

4.7 Consider the fault tree below
G3 G1
G4 B G2 A
D E B C
Find the following:

a) Minimal cut sets
𝑇 = G1 ∙ G3
G1 = A + G2 where G2 = BC
G1 = A + BC
G3 = B ∙ G4 where G4 = D + E
G3 = BD + BE
Therefore
𝑇 = (𝐴 + 𝐵𝐶) ∙ (𝐵𝐷 + 𝐵𝐸)
𝑇 = 𝐴𝐵𝐷 + 𝐴𝐵𝐸 + 𝐵𝐶𝐷 + 𝐵𝐶𝐸
The Minimal Cut Sets of the system are therefore;
𝐶1 = 𝐴𝐵𝐷, 𝐶2 = 𝐴𝐵𝐸, 𝐶3 = 𝐵𝐶𝐷, 𝐶4 = 𝐵𝐶𝐸
b) Minimal path sets

To find the path sets, we can find the Boolean compliment of the Fault Tree (ie: Success Tree)
𝑇̅ = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴𝐵𝐷 + 𝐴𝐵𝐸 + 𝐵𝐶𝐷 + 𝐵𝐶𝐸
𝑇̅ = ̅̅̅̅̅̅̅̅̅
(𝐴𝐵𝐷) ∙ ̅̅̅̅̅̅̅̅̅
(𝐴𝐵𝐸) ∙ ̅̅̅̅̅̅̅̅̅
(𝐵𝐶𝐷) ∙ ̅̅̅̅̅̅̅̅
(𝐵𝐶𝐸)
𝑇̅ = (𝐴̅ + 𝐵̅ + 𝐷
̅ ) ∙ (𝐴̅ + 𝐵̅ + 𝐸̅ ) ∙ (𝐵̅ + 𝐶̅ + 𝐷
̅ ) ∙ (𝐵̅ + 𝐶̅ + 𝐸̅ )
𝑇̅ = (𝐴̅ + 𝐵̅) ∙ (𝐵̅ + 𝐶̅ + 𝐷
̅ 𝐸̅ )
𝑇̅ = 𝐵̅ + 𝐴̅𝐶̅ + 𝐷
̅ 𝐸̅
Page 107 of 229

The Minimal Path Sets of the system are therefore;
𝑃1 = 𝐴̅𝐶̅ , 𝑃2 = 𝐵̅, 𝑃3 = 𝐷
̅ 𝐸̅
c) Probability of the top event if the following probabilities apply:

Pr(A) = Pr(C) = Pr(E) = 0.01; Pr(B) = Pr(D) = 0.0092
Assume that each cut set is independent and using rare event approximation, the probability of
system failure is given by:
𝐹𝑆𝑌𝑆 (𝑡) ≤ Pr(C1 ∪ C2 ∪ C3 ∪ C4 )

𝐹𝑆𝑌𝑆 (𝑡) ≤ Pr(𝐴𝐵𝐷 + 𝐴𝐵𝐸 + 𝐵𝐶𝐷 + 𝐵𝐶𝐸)
𝐹𝑆𝑌𝑆 (𝑡) ≤ 𝐴𝐵𝐷 + 𝐴𝐵𝐸 + 𝐵𝐶𝐷 + 𝐵𝐶𝐸
𝐹𝑆𝑌𝑆 (𝑡) ≤ 2 × (0.01 × 0.00922 + 0.012 × 0.0092)
𝐹𝑆𝑌𝑆 (𝑡) ≤ 3.533 × 10−6
4.8 Consider the pumping system below. System cycles every hour. Ten minutes are required to fill the
tank. Timer is set to open contact 10 minutes after switch is closed. Operator opens switch or the
tank emergency valve if he/she notices an overpressure alarm. Develop a fault tree for this system
with the top event "Tank ruptures''.
Contact
Alarm
Switch
Power
Supply Operator Tank
Pump
Emergency
Timer Coil
Valve
The following Fault Tree provides a graphical representation of the events required to occur that
would lead to a Tank Rupture.
Page 108 of 229

Tank Rupture
Tank
Tank
Over-Pressurised
Failure
Excessive
Emergency
Pumping
Valve
Fails
Circuitry Control
Failure Failure
Operator Fails to
Switch Fails Contact Fails Act
Open Open Timer Coli
Fails
Poorly Trained
Alarm Failure
Operator
Page 109 of 229

4.9 Find the cut sets and path sets of the fault tree shown below using the top-down substitution method.
G2 G1
G6 G3 G4 G3 1
1 +
A E B D E G5
A E
𝑇 = G1 ∙ G2
G1 = G3 + G4
G3 = E ∙ (A + E) = EA + EE = E
G4 = B + D
G1 = B + D + E
G2 = G3 ∙ G6
G6 = A ∙ E
G2 = E ∙ A ∙ E = AE
Therefore
𝑇 = AE ∙ (B + D + E) = AEB + AED + AEE = AE
𝑇 = AE
The Minimal Cut Set of the system is therefore:

𝐶1 = 𝐴𝐸
To find the Path Sets, we can find the Boolean compliment of the Fault Tree (ie: Success Tree)
𝑇̅ = ̅̅̅̅
𝐴𝐸
𝑇̅ = 𝐴̅ + 𝐸̅
The Minimal Path Sets of the system are therefore;
𝑃1 = 𝐴̅, 𝑃2 = 𝐸̅
4.10 Compare Design 1 and Design 2 below
Page 110 of 229

A C
Design 1
B D
A B
Design 2
C D
Failure rates (per hour) A = B = 10-6 , C = D = 10-3
a) Assume that the components are non-repairable. Which is the better design?
Design 1: Consider this as two super blocks in series Left (A+B) and Right (C+D)
𝑅𝐷𝑒𝑠𝑖𝑔𝑛1 = 𝑅𝑅 . 𝑅𝐿 = (1 − 𝐹𝑅 ). (1 − 𝐹𝐿 ) = (1 − 𝐹𝐴 𝐹𝐵 ). (1 − 𝐹𝐶 𝐹𝐷 )
𝑅𝐷1 = [1 − (1 − 𝑅𝐴 )(1 − 𝑅𝐵 )][1 − (1 − 𝑅𝐶 )(1 − 𝑅𝐷 )]
𝑅𝐷1 = [𝑅𝐴 + 𝑅𝐵 − 𝑅𝐴 𝑅𝐵 ][𝑅𝐶 + 𝑅𝐷 − 𝑅𝐶 𝑅𝐷 ]
𝑅𝐷1 = [𝑅𝐴 𝑅𝐶 + 𝑅𝐴 𝑅𝐷 − 𝑅𝐴 𝑅𝐶 𝑅𝐷 + 𝑅𝐵 𝑅𝐶 + 𝑅𝐵 𝑅𝐷 − 𝑅𝐵 𝑅𝐶 𝑅𝐷 − 𝑅𝐴 𝑅𝐵 𝑅𝐶 − 𝑅𝐴 𝑅𝐵 𝑅𝐷
+ 𝑅𝐴 𝑅𝐵 𝑅𝐶 𝑅𝐷 ]
𝑅𝐷1 = [4𝑒 −(λ𝐴 +λ𝐶 )𝑡 − 2𝑒 −(λ𝐴 +2λ𝐶 )𝑡 − 2𝑒 −(2λ𝐴 +λ𝐶)𝑡 + 𝑒 −(2λ𝐴 +2λ𝐶 )𝑡 ]
Design 2: Consider this as two super blocks in parallel Upper (A+B) and Lower (C+D)
𝑅𝐷𝑒𝑠𝑖𝑔𝑛2 = (1 − 𝐹𝑈 . 𝐹𝐿 ) = (1 − (1 − 𝑅𝑈 )(1 − 𝑅𝐿 ))
𝑅𝐷2 = [𝑅𝑈 + 𝑅𝐿 − 𝑅𝑈 𝑅𝐿 ]
𝑅𝐷2 = [𝑅𝐴 𝑅𝐵 + 𝑅𝐶 𝑅𝐷 − 𝑅𝐴 𝑅𝐵 𝑅𝐶 𝑅𝐷 ]
𝑅𝐷2 = [𝑒 −(λ𝐴 +λ𝐵)𝑡 + 𝑒 −(λ𝐶 +λ𝐷 )𝑡 − 𝑒 −(λ𝐴 +λ𝐵 +λ𝐶 +λ𝐷 )𝑡 ]
Which Design is the better?

For example, at T = 100 hrs, the two designs have the following reliability:
𝑅𝐷1 (100) = 0.99094
𝑅𝐷2 (100) = 0.99996
Therefore; for a given time Design 2 is the better design. The following Matlab plot shows the
reliability of both designs as a function of time highlighting the fact that Design 2 is indeed a
better design.
Page 111 of 229

b) Assume that the system failure probability cannot exceed 10-2. What is the operational life
for Design 1 and for Design 2.
In this problem, we want to determine the time for each design such the reliability will be
equal to or greater than 0.99. Using Matlab to solve, we get the following results:
𝑅𝐷1 (𝑡) ≥ 0.99 𝐭 ≤ 𝟏𝟎𝟓 𝐡𝐫𝐬
𝑅𝐷2 (𝑡) ≥ 0.99 𝐭 ≤ 𝟓𝟎𝟐𝟓 𝐡𝐫𝐬
4.11 Consider the following electric circuit for providing emergency light during a blackout.
L AC AC Supply
R Relay
B1 B2
B3 B4
Batteries
In this circuit, the relay is held open as long as AC power is available, and any of the four batteries
is capable of supplying light power. Start with the top event "No Light When Needed".
Page 112 of 229

a) Draw a fault tree for this system.
No Light
When Needed
See adjacent figure showing the fault tree of the system
b) Find the minimal cut sets of the system.

𝐶1 = 𝐿
𝐶2 = 𝐴𝐶 ∙ 𝐵1 ∙ 𝐵2 Light bulb
No Power
𝐶3 = 𝐴𝐶 ∙ 𝐵1 ∙ 𝐵4 Fail
In Circuit
𝐶4 = 𝐴𝐶 ∙ 𝐵2 ∙ 𝐵3
𝐶5 = 𝐴𝐶 ∙ 𝐵2 ∙ 𝐵4
𝐶6 = 𝑅 ∙ 𝐵1 ∙ 𝐵3
𝐶7 = 𝑅 ∙ 𝐵1 ∙ 𝐵4
𝐶8 = 𝑅 ∙ 𝐵2 ∙ 𝐵3 No AC Power No DC Power
Available Available
𝐶9 = 𝑅 ∙ 𝐵2 ∙ 𝐵4
AC Pwr
Relay
Source
Fail
Fail
B1 B2 B3 B4
Fail Fail Fail Fail
c) Find the minimal path sets of the system.

The path sets are determined by finding the compliment of the fault tree
𝑃1 = 𝐴𝐶 ∙ 𝑅 ∙ 𝐿
𝑃2 = 𝐵1 ∙ 𝐵2 ∙ 𝐿
𝑃3 = 𝐵3 ∙ 𝐵4 ∙ 𝐿
4.12 Consider the following pumping system consisting of three identical parallel pumps, and a valve in
series.
P1
Valve
P2 Output
P3
H2O
The pumps have a constant failure rate of p (per hour) and the valve has a constant failure rate of v
(per hour) (accidental closure).
a) Develop an expression for the reliability of the system using the success tree. (Assume non-
repairable components.)
Page 113 of 229

The adjacent figure shows the system success tree where:
Output
𝑆𝑢𝑐𝑐𝑒𝑠𝑠 = 𝑉 ∙ (𝑃1 + 𝑃2 + 𝑃3 ) Available
In terms of path sets, system success is given by:

𝑃𝑎𝑡ℎ1 = 𝑉𝑃1
Valve
𝑅𝑠𝑦𝑠 = 𝑅𝑉 [1 − (1 − 𝑅𝑃1 )(1 − 𝑅𝑃2 )(1 − 𝑅𝑃3 )] Functions
𝑅𝑠𝑦𝑠 = 𝑅𝑉 [1 − (1 − 𝑅𝑃 )3 ]
Pump 1 Pump 2 Pump 3
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒−𝜆𝑉𝑡 [3𝑒−𝜆𝑝 𝑡 − 3𝑒−2𝜆𝑝 𝑡 + 𝑒−3𝜆𝑝 𝑡 ] Functions Functions Functions
𝑅𝑠𝑦𝑠 (𝑡) = 3𝑒−(𝜆𝑝 +𝜆𝑉)𝑡 − 3𝑒−(2𝜆𝑝 +𝜆𝑉 )𝑡 + 𝑒−(3𝜆𝑝 +𝜆𝑉)𝑡
b) Find the average reliability of the system over time period T.
1 𝑇 1 𝑇
𝑅𝑎𝑣 = ∫ 𝑅𝑠𝑦𝑠 (𝑡)𝑑𝑡 = ∫ (3𝑒−(𝜆𝑝 +𝜆𝑉)𝑡 − 3𝑒−(2𝜆𝑝 +𝜆𝑉 )𝑡 + 𝑒−(3𝜆𝑝 +𝜆𝑉)𝑡 ) 𝑑𝑡
𝑇 0 𝑇 0
𝑇
1 3𝑒−(𝜆𝑉+𝜆𝑝 )𝑡 3𝑒−2(𝜆𝑉 +𝜆𝑝 )𝑡 𝑒−3(𝜆𝑉 +𝜆𝑝 )𝑡
𝑅𝑎𝑣 = [ − + ]
𝑇 −(𝜆𝑉 + 𝜆𝑝 ) −(2𝜆𝑝 + 𝜆𝑉 ) −(3𝜆𝑝 + 𝜆𝑉 )
0
𝑇
1 −3𝑒−(𝜆𝑉 +𝜆𝑝 )𝑡 3𝑒−2(𝜆𝑉+𝜆𝑝 )𝑡 𝑒−3(𝜆𝑉+𝜆𝑝 )𝑡
𝑅𝑎𝑣 = [ + − ]
𝑇 (𝜆𝑉 + 𝜆𝑝 ) (2𝜆𝑝 + 𝜆𝑉 ) (3𝜆𝑝 + 𝜆𝑉 )
0
1 −3𝑒−(𝜆𝑉 +𝜆𝑝 )𝑇 3𝑒−2(𝜆𝑉 +𝜆𝑝 )𝑇 𝑒−3(𝜆𝑉+𝜆𝑝 )𝑇 3 3 1

𝑅𝑎𝑣 = [ + − + − + ]
𝑇 (𝜆𝑉 + 𝜆𝑝 ) (2𝜆𝑝 + 𝜆𝑉 ) (3𝜆𝑝 + 𝜆𝑉 ) (𝜆𝑉 + 𝜆𝑝 ) (2𝜆𝑝 + 𝜆𝑉 ) (3𝜆𝑝 + 𝜆𝑉 )
c) Repeat questions (a) and (b) for the case that t < 0.1, and then approximate the reliability
functions. Find the average reliability of the system when  = 0.001 per hour and T = 10 hours.
When 𝜆𝑡 < 0.1; 𝑅(𝑡) ≅ 1 − 𝜆𝑡
Therefore:
𝑅𝑠𝑦𝑠 (𝑡) ≅ (1 − 𝜆𝑡) × [3(1 − 𝜆𝑡) − 3(1 − 𝜆𝑡)2 + (1 − 𝜆𝑡)3 ]
When  = 0.001 per hour and T = 10 hours and Assuming that 𝜆𝑉 = 𝜆𝑝 = 0.001, then:
Method 1: (Using the Approximation 𝑹(𝒕) ≅ 𝟏 − 𝝀𝒕)
𝑅𝑠𝑦𝑠 (𝑡) ≅ (1 − 𝜆𝑡) × [3(1 − 𝜆𝑡) − 3(1 − 𝜆𝑡)2 + (1 − 𝜆𝑡)3 ]
Page 114 of 229

𝑅𝑠𝑦𝑠 (𝑡) ≅ (1 − 0.01) × [3(1 − 0.01) − 3(1 − 0.01)2 + (1 − 0.01)3 ]
𝑅𝑠𝑦𝑠 (𝑡) ≅ 0.989999
Method 2: (Using System Paths Sets)
𝑅𝑠𝑦𝑠 (𝑡) = 3𝑒−(𝜆𝑝 +𝜆𝑉)𝑡 − 3𝑒−(2𝜆𝑝 +𝜆𝑉)𝑡 + 𝑒−(3𝜆𝑝 +𝜆𝑉 )𝑡

𝑅𝑠𝑦𝑠 (𝑡) = 3𝑒−(0.002)10 − 3𝑒−(0.003)10 + 𝑒−(0.004)10
𝑅𝑠𝑦𝑠 (𝑡) ≅ 0.99005
1 −3𝑒−(0.002)10 3𝑒−2(0.002)10 𝑒−3(0.002)10 3 3 1

𝑅𝑎𝑣 = [ + − + − + ]
10 (0.002 ) (0.003 ) (0.004 ) (0.002 ) (0.003 ) ( 0.004)
𝑅𝑎𝑣 = 0.505
4.13 In the following system, which uses active redundancy, what is the probability that there will be no
failures in the first year of operation? Assume constant failure rates given below.
= 200×10-6 hr
= 10×10 -6 hr = 200×10-6 hr
= 200×10-6 hr
Assume components are number from 1 to 4 starting from the left.
𝑅𝑠𝑦𝑠 = 𝑅1 [1 − (1 − 𝑅2 )(1 − 𝑅3 )(1 − 𝑅4 )]
𝑅𝑠𝑦𝑠 = 𝑅1 [1 − (1 − 𝑅2 )3 ]
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 −𝜆1 𝑡 [3𝑒 −𝜆2 𝑡 − 3𝑒 −2𝜆2 𝑡 + 𝑒 −3𝜆2𝑡 ]
At 1 year, T = 8760 hrs. Therefore:

−6 −6 −6 −6
𝑅𝑠𝑦𝑠 (8760) = 𝑒 −8760×10×10 [3𝑒 −8760×200×10 − 3𝑒 −8760×2×200×10 + 𝑒 −8760×3×200×10 ]
𝑹𝒔𝒚𝒔 (𝟖𝟕𝟔𝟎) = 𝟎. 𝟑𝟗𝟖𝟖
Page 115 of 229

4.14 A filter system is composed of 30 elements, each with a failure rate of 210-4 per hour. The system
will operate satisfactorily with two elements failed. What is the probability that the system will
operate satisfactorily for 1,000 hours?
This problem can be solved using the Binomial distribution where probability of failure is given
by:
𝐹(𝑡) = 1 − 𝑒 −𝜆𝑡
−4
𝐹(1000) = 1 − 𝑒 −1000×2×10 = 0.1813
The system will fail if 3 or more filters fail operate; therefore:

30
30
𝐹𝑠𝑦𝑠 (1000) = ∑ ( ) 0.1813𝑖 (1 − 0.1813)30−𝑖
𝑖
𝑖=3
𝑅𝑠𝑦𝑠 (1000) = 1 − 𝐹𝑠𝑦𝑠 (1000)
2
30
𝑅𝑠𝑦𝑠 (1000) = ∑ ( ) 0.1813𝑖 (1 − 0.1813)30−𝑖
𝑖
𝑖=0
30 30 30
𝑅𝑠𝑦𝑠 (1000) = ( ) 0.18130 (0.8187)30 + ( ) 0.18131 (0.8187)29 + ( ) 0.18132 (0.8187)28
0 1 2
𝑅𝑠𝑦𝑠 (1000) = 0.0025 + 0.0165 + 0.0529
𝑅𝑠𝑦𝑠 (1000) = 0.0718
4.15 Consider the reliability diagram below
6
1 7
5
3
2 8
4
a) Find all minimal path sets.
A minimal path set is a path set containing the least amount of branches such that no node is
traversed more than once in a path set:
Therefore, the Minimal Path Sets are given by:

𝑃1 = 1, 6, 7; 𝑃2 = 1, 5, 8 ; 𝑃3 = 2, 4, 8
𝑃4 = 1, 3, 4, 8; 𝑃5 = 2, 3, 5, 8 ; 𝑃6 = 2, 3, 6, 7
𝑃7 = 2, 4, 5, 6, 7
Page 116 of 229

b) Find all minimal cut sets.
A minimal cut set is a cut set containing the least amount of branches such that its failure will cut
all communication from input to output:
Therefore, the Minimal Cut Sets are given by:

𝐶1 = 1, 2; 𝐶2 = 7, 8; 𝐶3 = 6, 8
𝐶4 = 1, 3, 4; 𝐶5 = 4, 5, 6; 𝐶6 = 4, 5, 7
𝐶7 = 1, 3, 5, 8; 𝐶8 = 2, 3, 5, 6; 𝐶9 = 2, 3, 5, 7
c) Assuming each component has a reliability of 0.90 for a given mission time, compute the system
reliability over mission time.
The system reliability can be calculated using Path Sets or Cut Sets; we will show both methods
for comparison:
Using Path Sets
𝑅𝑠𝑦𝑠 = Pr(𝑃1 ∪ 𝑃2 ∪ 𝑃3 … .∪ 𝑃7 )
𝑅𝑠𝑦𝑠 = 1 − [(1 − 𝑅1 𝑅6 𝑅7 )(1 − 𝑅1 𝑅5 𝑅8 ) … . . (1 − 𝑅2 𝑅4 𝑅5 𝑅6 𝑅7 )]
𝑅𝑠𝑦𝑠 = 1 − [(1 − R3 )3 × (1 − R4 )3 × (1 − R5 )]
𝑅𝑠𝑦𝑠 = 1 − [(1 − 0.93 )3 × (1 − 0.94 )3 × (1 − 0.95 )]
𝑹𝒔𝒚𝒔 = 𝟎. 𝟗𝟗𝟗𝟕
Using Cut Sets and the Rare Event Approximation

𝑅𝑠𝑦𝑠 = 1 − Pr(𝐶1 ∪ 𝐶2 ∪ 𝐶3 … .∪ 𝐶9 )
𝑅𝑠𝑦𝑠 ≥ 1 − [Pr(𝐶1 ) + Pr(𝐶2 ) + … . . + Pr(𝐶9 )]
𝑅𝑠𝑦𝑠 ≥ 1 − [3 × 0.12 + 3 × 0.13 + 3 × 0.14 ]
𝑹𝒔𝒚𝒔 = 𝟎. 𝟗𝟔𝟔𝟕
4.16 In the following fault tree, find all minimal cut sets and path sets. Assuming all component
failure probabilities is 0.01, find the top event probability.
TOP
+ +
C D
A B + B
A C
Page 117 of 229

𝑇 = (𝐴𝐵 + 𝐶) ∙ (𝐷 + 𝐵(𝐴 + 𝐶))
𝑇 = (𝐴𝐵 + 𝐶) ∙ (𝐷 + 𝐴𝐵 + 𝐵𝐶)
𝑇 = (𝐴𝐵𝐷 + 𝐴𝐵𝐴𝐵 + 𝐴𝐵𝐵𝐶 + 𝐶𝐷 + 𝐶𝐴𝐵 + 𝐶𝐵𝐶)
𝑇 = (𝐴𝐵𝐷 + 𝐴𝐵 + 𝐴𝐵𝐶 + 𝐶𝐷 + 𝐶𝐴𝐵 + 𝐵𝐶)
𝑇 = 𝐴𝐵 + 𝐶𝐷 + 𝐵𝐶
Therefore, the Cut Sets are given by:

𝐶1 = 𝐴𝐵; 𝐶2 = 𝐶𝐷; 𝐶3 = 𝐵𝐶
Pr(𝑇) = 𝑃𝑟(𝐶1 + 𝐶2 + 𝐶3 )
Pr(𝑇) = 𝑃𝑟(𝐶1 ) + Pr(𝐶2 ) + Pr(𝐶3 ) − Pr(𝐶1 𝐶2 ) − Pr(𝐶1 𝐶3 ) − Pr(𝐶2 𝐶3 ) + Pr(𝐶1 𝐶2 𝐶3 )
Pr(𝑇) = 𝑃𝑟(𝐴𝐵) + Pr(𝐶𝐷) + Pr(𝐵𝐶) − Pr(𝐴𝐵𝐶𝐷) − Pr(𝐴𝐵𝐶) − Pr(𝐵𝐶𝐷) + Pr(𝐴𝐵𝐶𝐷)
Pr(𝑇) = 3 × 0.012 − 2 × 0.013
𝐏𝐫(𝑻) = 𝟐. 𝟗𝟖 × 𝟏𝟎−𝟒
To find the Path Sets, we can find the compliment of the Fault Tree (ie: Success Tree):
𝑆 = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴𝐵 + 𝐶𝐷 + 𝐵𝐶
𝑆 = (𝐴̅ + 𝐵̅) ∙ (𝐶̅ + 𝐷 ̅ ) ∙ (𝐵̅ + 𝐶̅ )
𝑆 = (𝐴̅𝐶̅ + 𝐴̅𝐷 ̅ + 𝐵̅𝐶̅ + 𝐵̅𝐷 ̅ ) ∙ (𝐵̅ + 𝐶̅ )
̅ ̅ ̅
𝑆 = 𝐶 𝐵 + 𝐴𝐷 𝐵 + 𝐵𝐶 𝐵 + 𝐵̅𝐷
(𝐴 ̅ ̅ ̅ ̅ ̅ ̅ ̅ 𝐵̅ + 𝐴̅𝐶̅ 𝐶̅ + 𝐴̅𝐷
̅ 𝐶̅ + 𝐵̅𝐶̅ 𝐶̅ + 𝐵̅𝐷
̅ 𝐶̅ )
̅ ̅ ̅ ̅
𝑆 = (𝐵𝐶 + 𝐵𝐷 + 𝐴𝐶 ) ̅ ̅
Therefore, the Path Sets are given by:

̅𝐶
𝑃1 = 𝐴 ̅ ; 𝑃2 = 𝐵
̅𝐶̅ ; 𝑃3 = 𝐵
̅𝐷̅
4.17 An event tree is used in reactor accident estimation as shown:
Y
Sequence 1 = XY
X
I Sequence 2 = XY
Sequence 3 = X
where sequence 1 is a success and sequences 2 and 3 are failures. The cut sets of system X and Y
are X  A  B  A  C  D and Y  B  D  E  A
Find cut sets of sequence 2 and sequence 3.
𝑋 = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴𝐵 + 𝐴𝐶 + 𝐷
𝑋 = (𝐴̅ + 𝐵̅ ) ∙ (𝐴̅ + 𝐶̅ )𝐷
̅
𝑋 = (𝐴̅𝐴̅ + 𝐴̅𝐶̅ + 𝐴̅𝐵̅ + 𝐵̅ 𝐶̅ ) ∙ 𝐷
̅
𝑋 = (𝐴̅ + 𝐵̅ 𝐶̅ ) ∙ 𝐷
̅
𝑋 = 𝐴̅𝐷
̅ + 𝐵̅ 𝐶̅ 𝐷
̅
Page 118 of 229

𝑌 = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐵𝐷 + 𝐸 + 𝐴
̅ ) ∙ 𝐸̅ ∙ 𝐴̅
𝑌 = (𝐵̅ + 𝐷
𝑌 = 𝐵̅ 𝐸̅ 𝐴̅ + 𝐷
̅ 𝐸̅ 𝐴̅
𝑆𝑒𝑞 2 = 𝑋̅𝑌 = (𝐴𝐵 + 𝐴𝐶 + 𝐷)(𝐵̅ 𝐸̅ 𝐴̅ + 𝐷

̅ 𝐸̅ 𝐴̅)
𝑆𝑒𝑞 2 = 𝐴𝐵𝐵̅ 𝐸̅ 𝐴̅ + 𝐴𝐶𝐵̅ 𝐸̅ 𝐴̅ + 𝐷𝐵̅ 𝐸̅ 𝐴̅ + 𝐴𝐵𝐷
̅ 𝐸̅ 𝐴̅ + 𝐴𝐶𝐷
̅ 𝐸̅ 𝐴̅ + 𝐷𝐷
̅ 𝐸̅ 𝐴̅
𝑆𝑒𝑞 2 = 𝜙 + 𝜙 + 𝐷𝐵̅𝐸̅ 𝐴̅ + 𝜙 + 𝜙 + 𝜙
̅𝑬
𝑺𝒆𝒒 𝟐 = 𝑫𝑩 ̅𝑨
̅
Cut Sets of Sequence 2 are:

𝐶𝑠𝑒𝑞2−1 = 𝐷𝐵̅ 𝐸̅ 𝐴̅
𝑆𝑒𝑞 3 = 𝑋̅
𝑺𝒆𝒒 𝟑 = 𝑨𝑩 + 𝑨𝑪 + 𝑫
Cut Sets of Sequence 3 are:
𝐶𝑠𝑒𝑞3−1 = 𝐴𝐵; 𝐶𝑠𝑒𝑞3−2 = 𝐴𝐶; 𝐶𝑠𝑒𝑞3−3 = 𝐷
4.18 In a cement production factory, a system such as the one shown below is used to provide cooling
water to the outside of the furnace. Develop an MLD for this system.
System bounds: S12, S11, S10, S9, S8, S7, S6, S5, S4, S3, S2, S1
Top event: Cooling from legs 1 and 2
Not-allowed events: Passive failures and external failures
Assumptions: Only one of the pumps or legs is sufficient to
provide the necessary cooling. Only one of the
tanks is sufficient as a source.
Tank S11
Valves Leg 2
S10 S9 S1 S2 Valves
S7 S6 S4
Tank Valves Pumps Valves

Leg 1
S8 S3
S5
Page 119 of 229

Page 120 of 229
4.19 Develop an MLD model of the following system.
Plant
Compute PC
Process-Control PCC
Compute
Common
Bus (CB)
Control CI-1 Control
Instrument - 1 CI-2
Instrument - 2
Field Field
Sensor 1 T1 T2
Sensor 2
Product
Orifice - 1 Control Orifice - 2 Control
(O-1) Valve - 1 (O-2) Valve - 2
(CV-1) (CV-2)
Assume the following:

 One of the two product lines is sufficient for success.
 Control instruments feed the sensor values to the process-control computer, which
calculates the position of the control valves.
 The plant computer controls the process-control computer.
Page 121 of 229

a) Develop a fault tree for the top event "inadequate product feed".
b) Find all the cut sets of the top event.
T = (T1 + CI-1 + PC + PCC +CB + CV-1 + O-1) ∙ (T2 + CI-2 + PC + PCC +CB + CV-2 + O-2)
𝑇 = (𝑇1 ∙ 𝑇2) + (𝑇1 ∙ CI-2) + (𝑇1 ∙ CV-2 ) + (𝑇1 ∙ O-2) + (CI-1 ∙ 𝑇2) + (CI-1 ∙ CI-2)
+ (CI-1 ∙ CV-2) + (CI-1 ∙ O-2) + (CV-1 ∙ T2 ) + (CV-1 ∙ CI-2 ) + (CV-1 ∙ CV-2 )
+ (CV-1 ∙ O-2 ) + (O-1 ∙ T2 ) + (O-1 ∙ CI-2 ) + (O-1 ∙ CV-2 ) + (O-1 ∙ O-2 ) + 𝑃𝐶
+ 𝑃𝐶𝐶 + 𝐶𝐵
c) Find the probability of the top event (Using Rare Event Approximation).
Pr(𝑇) = Pr(𝑇1) ∙ Pr(𝑇2) + Pr(𝑇1) ∙ Pr(CI-2) + Pr(𝑇1) ∙ Pr(CV-2) + ⋯ + Pr(𝑃𝐶) + Pr(𝑃𝐶𝐶) + Pr(𝐶𝐵)
d) Determine which components are critical to the design.
Components 𝑃𝐶, 𝑃𝐶𝐶 𝑎𝑛𝑑 𝐶𝐵 are critical to the design as they are single component Cut Sets
Page 122 of 229

4.20 Perform a FMECA analysis for the system described in Exercise 4.19. Compare the results with part
(d) of Exercise 4.19.
Page 123 of 229

4.21 A standby system is shown below.
a
I Switch
b c
Assume that components a, b and c are identical with a constant failure rate of 110-3 (per hour) and
a constant standby failure rate of 110-5 (per hour). Probability that the switch fails to operate if
component "a" fails is 510-2. Calculate the reliability of this system at t = 200 hours. (Note that
either "a" or "b and c" is required for system operation.)
Solution
𝑡
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 (𝑡) + ∫ 𝑓𝐴 (𝑡1). 𝑅𝑆𝑆 (𝑡1). 𝑅′𝐵 (𝑡). 𝑅′𝐶 (𝑡). 𝑅𝐵 (𝑡 − 𝑡1). 𝑅𝐶 (𝑡 − 𝑡1)𝑑𝑡1
0
𝑡
′ ′
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 −𝜆𝐴 𝑡 + ∫ 𝜆𝐴 𝑒 −𝜆𝐴 𝑡1 0.95 . 𝑒 −𝜆 𝐵 𝑡1 . 𝑒 −𝜆 𝐶 𝑡1 . 𝑒 −𝜆𝐵 (𝑡−𝑡1) . 𝑒 −𝜆𝐶(𝑡−𝑡1) 𝑑𝑡1
0
𝑡
′ ′
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 −𝜆𝐴 𝑡 + 𝜆𝐴 × 0.95𝑒 −(𝜆𝐵+𝜆𝐶)𝑡 ∫ 𝑒 −𝜆𝐴 𝑡1 𝑒 −(𝜆 𝐵 +𝜆 𝐶 )𝑡1 𝑒 (𝜆𝐵+𝜆𝐶)𝑡1 𝑑𝑡1
0
𝑡
′ ′
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 −𝜆𝐴 𝑡 + 𝜆𝐴 × 0.95𝑒 −(𝜆𝐵+𝜆𝐶)𝑡 ∫ 𝑒 −(𝜆𝐴 +𝜆 𝐵 +𝜆 𝐶−𝜆𝐵−𝜆𝐶)𝑡1 𝑑𝑡1
0
′ ′ 𝑡
−𝜆𝐴 𝑡 −(𝜆𝐵 +𝜆𝐶 )𝑡
−𝑒 −(𝜆𝐴 +𝜆 𝐵 +𝜆 𝐶−𝜆𝐵−𝜆𝐶)𝑡1
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 + 𝜆𝐴 × 0.95𝑒 [ ]
(𝜆𝐴 + 𝜆′ 𝐵 + 𝜆′ 𝐶 − 𝜆𝐵 − 𝜆𝐶 )
0
𝜆𝐴 × 0.95𝑒 −(𝜆𝐵+𝜆𝐶)𝑡 ′ ′
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 −𝜆𝐴 𝑡 + (1 − 𝑒 −(𝜆𝐴 +𝜆 𝐵 +𝜆 𝐶 −𝜆𝐵−𝜆𝐶)𝑡 )
(𝜆𝐴 + 𝜆′ 𝐵 + 𝜆′ 𝐶 − 𝜆𝐵 − 𝜆𝐶 )
0.001 × 0.95𝑒 −(0.002)200

𝑅𝑠𝑦𝑠 (200) = 𝑒 −0.001×200 + (1 − 𝑒 −(0.001+0.00002−0.002)200 )
(0.001 + 0.00002 − 0.002)
𝑅𝑠𝑦𝑠 (200) = 0.95943
Page 124 of 229

4.22 A super-computer requires subsystem "A" and either subsystem "B" or "C" to function so as to save
some critical data following a sudden loss of power to the computer. Subsystem A, B, and C are
configured as shown below:
a e
c d a
b d
Subsystem A Subsystem B Subsystem C
Use the following component reliability values to determine the probability that critical data will not
be saved following a loss of power: Ra = 0.99, Rb = 0.98, Rc = 0.999, Rd = 0.998, Re = 0.99.
The following Event Sequence Diagram shows the sequence of events possible for the system.
The Paths Sets of the each subsystem are given by:

𝐴̅ = 𝑎̅ + 𝑏̅
𝐵̅ = 𝑐̅𝑑̅
𝐶̅ = 𝑎̅𝑒̅ + 𝑎̅𝑑̅
The Cut Sets of the each subsystem are given by:

𝐴 = 𝑎𝑏
𝐵 =𝑐+𝑑
𝐶 = 𝑎 + 𝑑𝑒
𝑆𝑒𝑞 3 = 𝐴̅𝐵𝐶
𝑆𝑒𝑞 3 = (𝑎̅ + 𝑏̅) ∙ (𝑐 + 𝑑 ) ∙ (𝑎 + 𝑑𝑒 )
𝑆𝑒𝑞 3 = 𝑎̅𝑑𝑒 + 𝑏̅𝑐𝑎 + 𝑏̅𝑑𝑎 + 𝑏̅𝑑𝑒
𝑆𝑒𝑞 4 = 𝐴
𝑆𝑒𝑞 4 = 𝑎𝑏
System Failure
𝐹𝑠𝑦𝑠 = 𝑆𝑒𝑞 3 + 𝑆𝑒𝑞 4
𝐹𝑠𝑦𝑠 = 𝑎̅𝑑𝑒 + 𝑏̅𝑐𝑎 + 𝑏̅𝑑𝑎 + 𝑏̅𝑑𝑒 + 𝑎𝑏
𝐹𝑠𝑦𝑠 = 0.99 × 0.002 × 0.01 + 0.98 × 0.001 × 0.01 + 0.98 × 0.002 × 0.01 + 0.98 × 0.002
× 0.01 + 0.01 × 0.02
𝑭𝒔𝒚𝒔 = 𝟐. 𝟔𝟖𝟖 × 𝟏𝟎−𝟒
Page 125 of 229

4.23 A system of two component arranged in parallel redundancy has been observed to fail on average,
every 1000 hours. Data for the individual components which come from the field experience indicate
a failure rate of about 0.01 per hour. Is there an inconsistency in component-level and system-level
failure rates?
a e
c d a
b d
𝑅𝑠𝑦𝑠 = 1 − (1 − 𝑅𝐴 )(1 − 𝑅𝐵 ) Subsystem A Subsystem B Subsystem C

𝑅𝑠𝑦𝑠 = 𝑅𝐴 + 𝑅𝐵 − 𝑅𝐴 𝑅𝐵
𝑅𝑠𝑦𝑠 = 2𝑅 − 𝑅 2
𝑅𝑠𝑦𝑠 (𝑡) = 2𝑒 −𝜆𝑡 − 𝑒 −2𝜆𝑡
∞ ∞
2 1
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ∫ 𝑅𝑆𝑌𝑆 (𝑡)𝑑𝑡 = ∫ (2𝑒 −𝜆𝑡 − 𝑒 −2𝜆𝑡 )𝑑𝑡 = −
0 0 𝜆 2𝜆
𝑖𝑓 𝜆𝑖 = 1 × 10−2
2 1
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = − = 150 ℎ𝑟𝑠
0.01 2 × 0.01
Either the MTTF quoted as 1000hrs has been overestimated or the failure rate from field data is
incorrect. Either way, there is a great deal of inconsistency in the component level and system level
failure rates quoted in the problem.
4.24 Consider the system shown below
B G
Input C H Output
F
D I
E and F are unidirectional
Develop a fault tree for this system with the top event of "No Output from the System". Calculate the
reliability of this system for a 100 hour mission. Assume MTTF of 600 hours for all components.
Page 126 of 229

The Paths Sets of the system are given by:
𝑃1 = 𝐵̅𝐺̅ ; 𝑃2 = 𝐵̅𝐸̅ 𝐻
̅ ; 𝑃3 = 𝐶̅ 𝐻
̅ ; 𝑃4 = 𝐷
̅ 𝐼 ;̅ ̅ 𝐹̅ 𝐻
𝑃5 = 𝐷 ̅;
Therefore System success (S) is assured is at least one of the path sets occurs.
𝑆 = 𝐵̅𝐺̅ + 𝐵̅𝐸̅ 𝐻
̅ + 𝐶̅ 𝐻
̅+𝐷
̅𝐼̅ + 𝐷
̅ 𝐹̅ 𝐻
̅
Fault Tree for the System is given as follows:
No Output from
System
Path BG Path BEH Path CH Path DI Path DFH

Fails Fails Fails Fails Fails
B G B E H C H D I D F H
System failure can be found be taking the complement of this expression as follows:
̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝑆̅ = 𝐵
̅ 𝐺̅ + 𝐵̅𝐸̅ 𝐻
̅ + 𝐶̅ 𝐻̅+𝐷 ̅𝐼̅ + 𝐷̅ 𝐹̅ 𝐻
̅
𝑆̅ = (𝐵 + 𝐺) ∙ (𝐵 + 𝐸 + 𝐻) ∙ (𝐶 + 𝐻) ∙ (𝐷 + 𝐼) ∙ (𝐷 + 𝐹 + 𝐻)
𝑆̅ = (𝐵𝐵 + 𝐵𝐸 + 𝐵𝐻 + 𝐺𝐵 + 𝐺𝐸 + 𝐺𝐻) ∙ (𝐶𝐷 + 𝐶𝐼 + 𝐻𝐷 + 𝐻𝐼) ∙ (𝐷 + 𝐹 + 𝐻)
𝑆̅ = (𝐵 + 𝐺𝐸 + 𝐺𝐻) ∙ (𝐶𝐷 + 𝐶𝐼𝐹 + 𝐻𝐷 + 𝐻𝐼)
𝑆̅ = (𝐵𝐶𝐷 + 𝐵𝐶𝐼𝐹 + 𝐵𝐻𝐷 + 𝐵𝐻𝐼 + 𝐺𝐸𝐶𝐷 + 𝐺𝐸𝐶𝐼𝐹 + 𝐺𝐻𝐷 + 𝐺𝐻𝐼)
This expression cannot be reduced any further and therefore, this provides us with the system Cut Sets:
𝐶1 = 𝐵𝐶𝐷; 𝐶2 = 𝐵𝐶𝐼𝐹 ; 𝐶3 = 𝐵𝐻𝐷; 𝐶4 = 𝐵𝐻𝐼; 𝐶5 = 𝐺𝐸𝐶𝐷; 𝐶6 = 𝐺𝐸𝐶𝐼𝐹; 𝐶7 = 𝐺𝐻𝐷; 𝐶8 = 𝐺𝐻𝐼;
Using the Path Sets of the system, we can find the System Reliability as follows:
𝑅𝑠𝑦𝑠 (𝑡) = Pr(P1 ∪ P2 ∪ P3 ∪ P4 ∪ P5 )
𝑅𝑠𝑦𝑠 (𝑡) = 1 − (1 − 𝑅𝐵 𝑅𝐺 )(1 − 𝑅𝐵 𝑅𝐸 𝑅𝐻 )(1 − 𝑅𝐶 𝑅𝐻 )(1 − 𝑅𝐷 𝑅𝐼 )(1 − 𝑅𝐷 𝑅𝐹 𝑅𝐻 )
As each component is now considered identical, the expression for System Reliability can be
simplified as follows:
𝑅𝑠𝑦𝑠 (𝑡) = 3𝑅2 + 2𝑅 3 − 7𝑅 4 − 𝑅 5 + 8𝑅6 − 5𝑅 7 + 𝑅 8
Page 127 of 229

We are told that each component has the same MTTF which can be used to determine the failure rate
of each component as follows:
1
MTTF𝑐𝑜𝑚𝑝𝑜𝑛𝑒𝑛𝑡 = = 600ℎ𝑟𝑠 ∴ 𝜆 = 0.001667ℎ𝑟𝑠 −1
𝜆
R 𝑖 (100) = 𝑒 −0.001667×100 = 0.8465
The System Reliability at 100 hrs is calculated as:
𝑹𝒔𝒚𝒔 (𝟏𝟎𝟎) = 𝟎. 𝟗𝟖𝟑𝟖
4.25 Consider the system below.
Two standby subsystems (A and B) and (C and D) are placed in parallel. Unit E should be in series with
the two standby subsystems. Assume time to failure of A, B, C, D and E are exponentially distributed and
switching is perfect for the standby subsystems.
If 𝜆𝐴 = 𝜆𝐵 = 𝜆𝐶 = 𝜆𝐷 = 10−4 ℎ𝑟 −1 determine the reliability of each standby subsystem ie: reliability of

(A and B) and reliability of (C and D).
As a designer, if you are asked to select Unit E such that its contribution to the failure of the whole system
is less than 10% of the total system failure probability for a mission time of T = 1000 hrs, what should be
the minimum acceptable constant failure rate of Unit E?
Solution
As all component failure rates are equal, the reliability of subsystem (A and B) is the same as the
reliability of subsystem (C and D).
Therefore
𝑡
𝑅𝐴𝐵 (𝑡) = 𝑅𝐶𝐷 (𝑡) = 𝑅𝐴 (𝑡) + ∫ 𝑓𝐴 (𝑡1). 𝑅𝐵′ (𝑡1). 𝑅𝐵 (𝑡 − 𝑡1)𝑑𝑡1

0
𝑡
𝑅𝐴𝐵 (𝑡) = 𝑅𝐶𝐷 (𝑡) = 𝑒 −𝜆𝑡 + ∫ 𝜆𝑒 −𝜆𝑡1 . 1. 𝑒 −𝜆(𝑡−𝑡1) 𝑑𝑡1

0
Page 128 of 229

𝑡
𝑅𝐴𝐵 (𝑡) = 𝑅𝐶𝐷 (𝑡) = 𝑒 −𝜆𝑡 + 𝑒 −𝜆𝑡 ∫ 𝜆𝑒 −𝜆𝑡1 . 𝑒 𝜆𝑡1 𝑑𝑡1

0
𝑅𝐴𝐵 (𝑡) = 𝑅𝐶𝐷 (𝑡) = 𝑒 −𝜆𝑡 + 𝑒 −𝜆𝑡 ∫ 𝜆𝑒 −𝜆𝑡1 . 𝑒 𝜆𝑡1 𝑑𝑡1

0
𝑅𝐴𝐵 (𝑡) = 𝑅𝐶𝐷 (𝑡) = (1 + 𝜆𝑡)𝑒 −𝜆𝑡
𝑹𝑨𝑩 (𝒕) = 𝑹𝑪𝑫 (𝒕) = (1 + 0.0001𝑡)𝑒 −0.0001𝑡
Determine the Reliability of Component E
𝑅𝑠𝑦𝑠 (𝑡) = [1 − (1 − 𝑅𝐴𝐵 (𝑡))(1 − 𝑅𝐶𝐷 (𝑡))] × 𝑅𝐸 (𝑡)
𝑅𝑠𝑦𝑠 (𝑡) = [𝑅𝐴𝐵 (𝑡) + 𝑅𝐶𝐷 (𝑡) − 𝑅𝐴𝐵 (𝑡)𝑅𝐶𝐷 (𝑡)] × 𝑅𝐸 (𝑡)
2
𝑅𝑠𝑦𝑠 (𝑡) = [2 × (1 + 0.0001𝑡)𝑒 −0.0001𝑡 − ((1 + 0.0001𝑡)𝑒 −0.0001𝑡 ) ] × 𝑒 −𝜆𝐸 𝑡
𝑅𝑠𝑦𝑠 (1000) = [2 × (1.1𝑒 −0.1 ) − (1.1𝑒 −0.1 )2 ] × 𝑒 −1000𝜆𝐸
𝑅𝑠𝑦𝑠 (1000) = 0.999978108454753 × 𝑒 −1000𝜆𝐸
𝑅 (1000)
Solving this expression for 𝜆𝐸 such that 𝑅 𝐸 ≤ 0.1; we get 𝝀𝑬 ≤ 𝟐. 𝟒𝟒 × 𝟏𝟎−𝟗 𝒉𝒓−𝟏
𝑠𝑦𝑠 (1000)
Page 129 of 229

4.26 For the system below, draw a success tree and derive the path sets of the top event (system “output”
occurs) from the success tree logic using the Boolean substitution method and the truth table approach.
Compare the results.
B E
A D G
C F H
System Output
Occurs
F G
A C A B D A B E A C D E
Minimal Path Sets of the System are given by:

𝑃1 = 𝐴̅𝐻
̅ 𝐵̅𝐸̅ 𝐺̅ ; 𝑃2 = 𝐴̅𝐻 ̅ 𝐹̅ ; 𝑃3 = 𝐴̅𝐻
̅ 𝐵̅𝐷 ̅ 𝐶̅ 𝐹̅ ; 𝑃4 = 𝐴̅𝐻
̅ 𝐶̅ 𝐷
̅ 𝐸̅𝐺̅ ;
The following truth table shows the combination of events that will lead to failure (1) or success (0)
of the system. For simplicity, the table does not show components A or H as the failure of either of
these components will lead to failure of the system.
Page 130 of 229

Combin B C D E F G Output 43 0 0 1 1 1 1 1
1 0 0 0 0 0 0 0 44 0 1 0 1 1 1 1
2 0 0 0 0 0 1 0 45 1 0 0 1 1 1 1
3 0 0 0 0 1 0 0 46 0 1 1 0 1 1 1
4 0 0 0 1 0 0 0 47 1 1 0 0 1 1 1
5 0 0 1 0 0 0 0 48 1 0 1 0 1 1 1
6 0 1 0 0 0 0 0 49 0 1 1 1 0 1 1
7 1 0 0 0 0 0 0 50 1 1 1 0 0 1 1
8 0 0 0 0 1 1 1 51 1 1 0 1 0 1 1
9 0 0 0 1 0 1 0 52 1 0 1 1 0 1 0
10 0 0 1 0 0 1 0 53 0 1 1 1 1 0 1
11 0 1 0 0 0 1 0 54 1 0 1 1 1 0 1
12 1 0 0 0 0 1 0 55 1 1 0 1 1 0 1
13 0 0 0 1 1 0 1 56 1 1 1 0 1 0 1
14 0 0 1 0 1 0 0 57 1 1 1 1 0 0 1
15 0 1 0 0 1 0 0 58 0 1 1 1 1 1 1
16 1 0 0 0 1 0 0 59 1 0 1 1 1 1 1
17 0 0 1 1 0 0 0 60 1 1 0 1 1 1 1
18 0 1 0 1 0 0 0 61 1 1 1 0 1 1 1
19 1 0 0 1 0 0 0 62 1 1 1 1 0 1 1
20 0 1 1 0 0 0 0 63 1 1 1 1 1 0 1
21 1 0 1 0 0 0 0 64 1 1 1 1 1 1 1
22 1 1 0 0 0 0 1
23 0 0 0 1 1 1 1
24 0 0 1 0 1 1 1
25 0 1 0 0 1 1 1
26 1 0 0 0 1 1 1
27 0 0 1 1 0 1 0
28 0 1 0 1 0 1 0
29 1 0 0 1 0 1 0
30 0 1 1 0 0 1 1
31 1 0 1 0 0 1 0
32 1 1 0 0 0 1 1
33 0 0 1 1 1 0 1
34 0 1 0 1 1 0 1
35 1 0 0 1 1 0 1
36 0 1 1 0 1 0 0
37 1 0 1 0 1 0 1
38 1 1 0 0 1 0 1
39 0 1 1 1 0 0 1
40 1 0 1 1 0 0 0
41 1 1 0 1 0 0 1
42 1 1 1 0 0 0 1
The truth table above shows all path set combinations for the system whereas, the path sets discussed
previously are minimal path sets.
Page 131 of 229

4.27 Consider the system below
OUT
A X C
IN
Components A, B, C, D and X are identical and have a Weibull time to failure distribution model with
shape parameter β = 1.6
a) Determine the reliability of the system as a function of time.
Pivoting around component X, the system reliability is given by:
𝑅𝑠𝑦𝑠 (𝑡) = (𝑅𝑠𝑦𝑠 |𝑋)𝑅𝑋 + (𝑅𝑠𝑦𝑠 |𝑋̅)𝑅

̅̅̅̅
𝑋
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝑋 + (1 − 𝑅𝑋 ) × (𝑅𝐴 𝑅𝐵 + 𝑅𝐶 𝑅𝐷 − 𝑅𝐴 𝑅𝐵 𝑅𝐶 𝑅𝐷 )
b) Using the results from part a), determine the scale parameter if we desire that the total probability of
system failure not to exceed 10−2 over a ten year period.
𝑡 𝛽 𝑡 𝛽 𝑡 𝛽 𝑡 𝛽
−( ) −( ) −2( ) −4( )
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 𝛼 + (1 − 𝑒 𝛼 ) × {2𝑒 𝛼 −𝑒 𝛼 }
87600 1.6 87600 1.6 87600 1.6 87600 1.6

−( ) −( ) −2×( ) −4×( )
𝑅𝑠𝑦𝑠 (87600) = 0.99 = 𝑒 𝛼 + (1 − 𝑒 𝛼 )× {2𝑒 𝛼 −𝑒 𝛼 }
Solving this expression for 𝛼 such that 𝑅𝑠𝑦𝑠 (87600) ≥ 0.99; we get 𝜶 ≥ 𝟐𝟖𝟐𝟐𝟑𝟑 𝒉𝒓𝒔
c) Determine the minimal cut sets of this system by inspection.
𝐶1 = 𝐴𝑋𝐷; 𝐶2 = 𝐵𝑋𝐶 ; 𝐶3 = 𝐴𝑋𝐶; 𝐶4 = 𝐵𝑋𝐷
d) Use the minimal cut sets to verify that the probability of failure of this system meets the 10−2 over
a ten year period criterion. Explain the reason for any discrepancies.
𝑅𝑠𝑦𝑠 = 1 − Pr(𝐶1 ∪ 𝐶2 ∪ 𝐶3 ∪ 𝐶4 )
Using Rare Event Approximation, we get:
Page 132 of 229

𝑅𝑠𝑦𝑠 ≥ 1 − {Pr(𝐶1 ) + Pr(𝐶2 ) + Pr(𝐶3 ) + Pr(𝐶4 )}
𝑅𝑠𝑦𝑠 ≥ 1 − 4 × (1 − 𝑅𝑠𝑦𝑠 )3
3
87600 1.6
−( )
𝑅𝑠𝑦𝑠 ≥ 1 − 4 × (1 − 𝑒 282233 )
𝑅𝑠𝑦𝑠 ≥ 0.9884
This discrepancy is due to the use of rare event approximation and equates to an error of 0.161 %.
However, this error is conservative by nature as it underestimates the system reliability.
4.28 Consider the following system.
A C
B D
Components A and B are share load, but C and D are parallel. Components A and B are identical and follow
an exponential time t failure distribution with the full load failure rate being twice that of the half load
failure rate. If 𝜆𝐶 = 0.001 ℎ𝑟 −1 𝑎𝑛𝑑 𝜆𝐷 = 0.002 ℎ𝑟 −1 , determine the MTTF of this system if the total
system reliability should be at least 0.99 for a mission length of 10 hrs.
For components (A and B), the reliability of the shared load configuration is given by Equation 4.28 as
follows:
𝑡
𝑅𝐴𝐵 = 𝑅ℎ2 + 2 ∫ 𝑓ℎ (𝑡1) ∙ 𝑅ℎ (𝑡1) ∙ 𝑅𝑓 (𝑡 − 𝑡1)𝑑𝑡1

0
𝑅𝐴𝐵 = 𝑒 −2𝜆ℎ 𝑡 + 2 ∫ 𝜆ℎ 𝑒 −𝜆ℎ 𝑡1 ∙ 𝑒 −𝜆ℎ 𝑡1 ∙ 𝑒 −𝜆𝑓(𝑡−𝑡1) 𝑑𝑡1

0
𝑅𝐴𝐵 = 𝑒 −2𝜆ℎ 𝑡 + 2𝜆ℎ 𝑒 −𝜆𝑓𝑡 ∫ 𝑒 −𝑡1(2𝜆ℎ −𝜆𝑓) 𝑑𝑡1

0
2𝜆ℎ 𝑒 −𝜆𝑓𝑡
𝑅𝐴𝐵 = 𝑒 −2𝜆ℎ 𝑡
+ (1 − 𝑒 −𝑡(2𝜆ℎ −𝜆𝑓) )
(2𝜆ℎ − 𝜆𝑓 )
For components (C and D), the reliability is given by:
𝑅𝐶𝐷 = 𝑅𝐶 + 𝑅𝐷 − 𝑅𝐶 𝑅𝐷
Page 133 of 229

𝑅𝐶𝐷 = 𝑒 −0.001𝑡 + 𝑒 −0.002𝑡 − 𝑒 −0.003𝑡
𝑅𝑆𝑌𝑆 = 𝑅𝐴𝐵 × 𝑅𝐶𝐷
2𝜆ℎ 𝑒 −𝜆𝑓𝑡
𝑅𝑆𝑌𝑆 = {𝑒 −2𝜆ℎ 𝑡 + (1 − 𝑒 −𝑡(2𝜆ℎ −𝜆𝑓) )} × {𝑒 −0.001𝑡 + 𝑒 −0.002𝑡 − 𝑒 −0.003𝑡 }
(2𝜆ℎ − 𝜆𝑓 )
When 𝜆𝑓 = 2𝜆ℎ and T=10 hrs; we get:
−2𝜆ℎ ×10
2𝜆ℎ 𝑒 −2𝜆ℎ ×10
𝑅𝑆𝑌𝑆 = {𝑒 + (1 − 𝑒 −10×(2𝜆ℎ −2𝜆ℎ ) )} × {𝑒 −0.001×10 + 𝑒 −0.002×10 − 𝑒 −0.003×10 }
(2𝜆ℎ − 2𝜆ℎ )
𝑅𝑆𝑌𝑆 = {𝑒 −20𝜆ℎ } × {𝑒 −0.01 + 𝑒 −0.02 − 𝑒 −0.03 }
𝑅𝑆𝑌𝑆 = {𝑒 −20𝜆ℎ } × 0.999802973507415
For a System reliability of 0.99 at T= 10 hrs, we can now solve for 𝝀𝒉 ≤ 𝟒. 𝟗𝟐𝟔𝟔 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏
∞ ∞
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ∫ 𝑅𝑆𝑌𝑆 (𝑡)𝑑𝑡 = ∫ {𝑒 −2𝜆ℎ ×𝑡 } × {𝑒 −0.001×𝑡 + 𝑒 −0.002×𝑡 − 𝑒 −0.003×𝑡 } 𝑑𝑡

0 0
Using Matlab, this integral is solved as follows:

lam =4.926644974323635e-004;
F=@(x) exp(-2.*lam.*x).*(exp(-0.001.*x)+exp(-0.002.*x)-exp(-0.003.*x));
mttf=quadgk(F,0,+inf)
mttf = 5.877459975838657e+002
Therefore, in this case the MTTF of the system is found to be 587.75 hours
Page 134 of 229

4.29 Consider the system below.
A C
B D
If Pr(A) = Pr(B) = Pr(C) = Pr(D) = Pr(E)=0.05 is the failure probability of components of this system
for a given mission, determine system failure probability using any two methods and discuss which
one is more accurate and why?
The Minimal Path Sets of the System are given by:

𝑃1 = 𝐴̅𝐶̅ ; 𝑃2 = 𝐴̅𝐷
̅ ; 𝑃3 = 𝐵̅𝐸̅
The minimal cut sets of this system by inspection.

𝐶1 = 𝐴𝐵; 𝐶2 = 𝐴𝐸 ; 𝐶3 = 𝐵𝐶𝐷; 𝐶4 = 𝐶𝐷𝐸
Determine System Reliability

Method 1: Using System Path Sets
𝑅𝑠𝑦𝑠 (𝑡) = Pr(P1 ∪ P2 ∪ P3 )
𝑅𝑠𝑦𝑠 (𝑡) = 1 − (1 − 𝑅𝐴 𝑅𝐶 )(1 − 𝑅𝐴 𝑅𝐷 )(1 − 𝑅𝐵 𝑅𝐸 )
𝑅𝑠𝑦𝑠 (𝑡) = 1 − (1 − 0.952 )3
𝑹𝒔𝒚𝒔 (𝒕) = 𝟎. 𝟗𝟗𝟗𝟎𝟕𝟑
Method 2: Using System Cut Sets
𝑅𝑠𝑦𝑠 = 1 − Pr(𝐶1 ∪ 𝐶2 ∪ 𝐶3 ∪ 𝐶4 )
Using Rare Event Approximation, we get:
𝑅𝑠𝑦𝑠 ≥ 1 − Pr(𝐶1 ) + Pr(𝐶2 ) + Pr(𝐶3 ) + Pr(𝐶4 )
𝑅𝑠𝑦𝑠 ≥ 1 − 2 × (0.052 + 0.053 )
𝑹𝒔𝒚𝒔 ≥ 𝟎. 𝟗𝟗𝟒𝟕𝟓
This discrepancy is due to the use of rare event approximation and equates to an error of 0.43%. This
error is conservative by nature as it underestimates the system reliability. Using Path Sets gives a more
accurate result
Page 135 of 229

4.30 For the following standby share load system block diagram, write and solve the equation for
determining the reliability of the system.
A
Out
In S
C
X
Subsystem X is made of share load components B & C (with identical constant failure rates 𝜆𝑓 & 𝜆ℎ
for full and half load operation respectively). Upon failure of component A, subsystem X is used by
switching via a perfect switch S. Assume no standby failure rate. Assume a constant failure rate for
component A (ie: 𝜆𝐴 )
𝑡
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 (𝑡) + ∫ 𝑓𝐴 (𝑡1) ∙ 𝑅𝑆𝑆 (𝑡1) ∙ 𝑅′𝑋 (𝑡1) ∙ 𝑅𝑋 (𝑡 − 𝑡1)𝑑𝑡1

0
We are told that the switch is perfect and that no standby failure rate. Therefore, we get:
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 (𝑡) + ∫ 𝑓𝐴 (𝑡1) ∙ 𝑅𝑋 (𝑡 − 𝑡1)𝑑𝑡1

0
If component A fails at time (t1), subsystem X is called upon. The reliability of subsystem X is given
by:
𝑡
𝑅𝑋 (𝑡 − 𝑡1) = 𝑅ℎ2 (𝑡 − 𝑡1) + 2 ∫ 𝑓ℎ (𝑡2 − 𝑡1) ∙ 𝑅ℎ (𝑡2 − 𝑡1) ∙ 𝑅𝑓 (𝑡 − 𝑡2)𝑑𝑡2

𝑡1
𝑅𝑋 (𝑡 − 𝑡1) = 𝑒 −2𝜆ℎ (𝑡−𝑡1)

+ 2 ∫ 𝜆ℎ 𝑒 −𝜆ℎ (𝑡2−𝑡1) ∙ 𝑒 −𝜆ℎ (𝑡2−𝑡1) ∙ 𝑒 −𝜆𝑓(𝑡−𝑡2) 𝑑𝑡2
𝑡1
𝑡
−𝜆𝑓 (𝑡−𝑡1)
𝑅𝑋 (𝑡 − 𝑡1) = 𝑒 + 𝜆𝑓 ∫ 𝑒 −𝜆𝑓(𝑡2−𝑡1) ∙ 𝑒 −𝜆𝑓 (𝑡−𝑡2) 𝑑𝑡2
𝑡1
Page 136 of 229

𝑡
−𝜆𝑓 (𝑡−𝑡1)
𝑅𝑋 (𝑡 − 𝑡1) = 𝑒 + 𝜆𝑓 ∫ 𝑒 −𝜆𝑓(𝑡−𝑡1) 𝑑𝑡2
𝑡1
𝑅𝑋 (𝑡 − 𝑡1) = 𝑒 −𝜆𝑓(𝑡−𝑡1) + 𝜆𝑓 𝑒 −𝜆𝑓(𝑡−𝑡1) (𝑡 − 𝑡1)
Substituting the reliability expression for subsystem X back into the system reliability expression we
get:
𝑡
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒−𝜆𝐴𝑡 + ∫ 𝜆𝐴 𝑒−𝜆𝐴𝑡1 ∙ {𝑒−𝜆𝑓(𝑡−𝑡1) + 𝜆𝑓 𝑒−𝜆𝑓(𝑡−𝑡1) (𝑡 − 𝑡1)} 𝑑𝑡1

0
𝑡
−𝜆𝑓 𝑡
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒−𝜆𝐴𝑡 + 𝜆𝐴 𝑒 ∫ 𝑒−𝜆𝐴𝑡1+𝜆𝑓𝑡1 ∙ {1 + 𝜆𝑓 (𝑡 − 𝑡1)} 𝑑𝑡1
0
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒−𝜆𝐴𝑡 + 𝜆𝐴 𝑒 −𝜆𝑓 𝑡

∫ 𝑒−𝑡1(𝜆𝐴−𝜆𝑓) ∙ {1 + 𝜆𝑓 𝑡 − 𝜆𝑓 𝑡1} 𝑑𝑡1
0
𝑡 𝑡 𝑡
−𝜆𝑓 𝑡 −𝑡1(𝜆𝐴−𝜆𝑓 ) −𝑡1(𝜆𝐴−𝜆𝑓 ) −𝑡1(𝜆𝐴−𝜆𝑓 )
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒−𝜆𝐴𝑡 + 𝜆𝐴 𝑒 [∫ 𝑒 𝑑𝑡1 + ∫ 𝜆𝑓 𝑡𝑒 𝑑𝑡1 − ∫ 𝜆𝑓 𝑡1𝑒 𝑑𝑡1]
0 0 0
𝟏 − 𝒆−𝒕(𝝀𝑨−𝝀𝒇) 𝟏 − 𝒆−𝒕(𝝀𝑨−𝝀𝒇) 𝟏 𝒕 𝟏
𝑹𝒔𝒚𝒔 (𝒕) = 𝒆−𝝀𝑨𝒕 + 𝝀𝑨 𝒆−𝝀𝒇𝒕 [( ) + 𝝀𝒇 𝒕 ( ) − 𝝀𝒇 { 𝟐
−( + ) 𝒆−𝒕(𝝀𝑨−𝝀𝒇) }]
(𝝀𝑨 − 𝝀𝒇 ) (𝝀𝑨 − 𝝀𝒇 ) (𝝀𝑨 − 𝝀𝒇 ) (𝝀𝑨 − 𝝀𝒇 ) (𝝀𝑨 − 𝝀𝒇 )𝟐
Page 137 of 229

4.31 Consider the engineering system as shown below.
A D
C F
B E
Determine the MTTF of this system if all the components are identical with a failure rate of 𝜆𝑖 =
0.005/𝑚𝑜𝑛𝑡ℎ
Pivoting around component C, the system reliability is given by:
𝑅𝑠𝑦𝑠 (𝑡) = (𝑅𝑠𝑦𝑠 |𝐶)𝑅𝐶 + (𝑅𝑠𝑦𝑠 |𝐶̅ )𝑅

̅̅̅̅
𝐶
A D
A D
F F
B E B E
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝑐 𝑅𝐹 + (1 − 𝑅𝑐 )𝑅𝐹 [(𝑅𝐴 + 𝑅𝐵 − 𝑅𝐴 𝑅𝐵 )(𝑅𝐷 + 𝑅𝐸 − 𝑅𝐷 𝑅𝐸 )]
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅 2 + (1 − 𝑅) × 𝑅 × (2𝑅 − 𝑅 2 )2
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 −2×0.005𝑡 + (1 − 𝑒 −0.005𝑡 ) × 𝑒 −0.005𝑡 × (2𝑒 −0.005𝑡 − 𝑒 −2×0.005𝑡 )2

∞ ∞
𝑀𝑇𝑇𝐹𝑆𝑌𝑆 = ∫ 𝑅𝑆𝑌𝑆 (𝑡)𝑑𝑡 = ∫ {𝑒 −2×0.005𝑡 + (1 − 𝑒 −0.005𝑡 ) × 𝑒 −0.005𝑡 × (2𝑒 −0.005𝑡 − 𝑒 −2×0.005𝑡 )2 } 𝑑𝑡

0 0
Using Matlab, this integral is solved as follows:

lam=0.005;
F=@(x) exp(-2.*lam.*x)+exp(-lam.*x).*(1-exp(-lam.*x)).*(2.*exp(-lam.*x)-exp(-2.*lam.*x));
mttf=quadgk(F,0,+inf)
mttf =150.00
Therefore, the MTTF of this system is 150 months or 12.5 years
Page 138 of 229

4.32 Consider the following two fault trees.
T1
T2
G1 G2 2 out of 3
E Gate
Mutually
Exclusive OR
Gate 2/3
A B C D F G H
For both trees T1 and T2:
a) Find the minimal cut sets;
Cut Sets
T1 T2
AC EFG
AD EFH
BC EGH
BD
b) Find the minimal path sets;
Path Sets
T1 T2
A.B E
C.D F.G
F.H
G.H
c) Draw the equivalent success tree; and
T1
T2
G1 G2 2 Out of 3
E AND Gate
A B C D F G H
Page 139 of 229

d) Calculate the unreliability function of the two systems based on the constant failure rates below.
Component A B C D E F G H
Failure Rate 0.08 0.02 0.07 0.05 0.01 0.05 0.05 0.05
Pr(𝑇1) = 𝐴𝐶 + 𝐴𝐷 − 𝐴𝐶𝐷 + 𝐵𝐶 + 𝐵𝐷 − 𝐵𝐶𝐷 − 𝐴𝐵𝐶 − 𝐴𝐵𝐷 + 𝐴𝐵𝐶𝐷
Pr(𝑇1) = 0.08 × 0.07 + 0.08 × 0.05 − 0.08 × 0.07 × 0.05 + 𝐵𝐶 + 𝐵𝐷 − 𝐵𝐶𝐷 − 𝐴𝐵𝐶 − 𝐴𝐵𝐷 + 𝐴𝐵𝐶𝐷
𝐏𝐫(𝑻𝟏) = 𝟎. 𝟎𝟏𝟏𝟓
Pr(𝑇2) = 𝐸𝐹𝐺 + 𝐸𝐹𝐻 + 𝐸𝐺𝐻 − 2 × 𝐸𝐹𝐺𝐻
Pr(𝑇2) = 3 × 0.01 × 0.052 − 2 × 0.01 × 0.053
𝐏𝐫(𝑻𝟐) = 𝟎. 𝟎𝟎𝟎𝟎𝟕𝟐𝟓
4.33 Consider the standby system composed of three identical units. It is known that failure probability of
each block follows a normal distribution. Note that the following censored failure data has been obtained
in a life test involving 10 of the same blocks. Assume perfect switching and no failure in standby mode.
Use Kaplan-Meier plotting method to address the following questions.
Test No. 1 2 3 4 5 6 7 8 9 10
Time to Failure 298 492 692 850 980 1200+ 1200+ 1200+ 1200+ 1200+
a) What is the MTTF distribution of the system as a whole?
Using the Kaplan-Meier plotting process, we can estimate the parameters of the individual
components assuming a Normal Distribution as follows:
Kaplan-Meier Method
i Time (hrs) j 1-1/j R(tj) F(tj)
0 1
1 298 10 0.900 0.900 10.000
2 492 9 0.889 0.800 20.000
3 692 8 0.875 0.700 30.000
4 850 7 0.857 0.600 40.000
5 980 6 0.833 0.500 50.000
6 1200 5
7 1200 4
8 1200 3
9 1200 2
10 1200 1
Using the trend line shown in the pot above, we can estimate the mean and standard deviation of an
individual component as follows:
𝜇𝑖 = 𝑡50 = 𝟏𝟎𝟏𝟎 𝒉𝒓𝒔
Page 140 of 229

𝑡84 = 1600.3
𝜎𝑖 = 𝑡84 − 𝑡50 = 𝟓𝟗𝟎 𝒉𝒓𝒔
A joint distribution of 3 components each having identical Normal distributions, will also be a
Normal distribution with the following parameters.
𝑀𝑇𝑇𝐹𝑠𝑦𝑠 = 𝜇𝑠𝑦𝑠 = 𝜇1 + 𝜇2 + 𝜇3
𝑀𝑇𝑇𝐹𝑠𝑦𝑠 = 3 × 1010 = 𝟑𝟎𝟑𝟎 𝒉𝒓𝒔
b) Estimate the standard deviation of the units time to failure
𝜎𝑠𝑦𝑠 = √𝜎12 + 𝜎22 + 𝜎32
𝜎𝑠𝑦𝑠 = √3 × 5902 = 𝟏𝟎𝟐𝟐 𝒉𝒓𝒔
4.34 The reliability block diagram of a system is shown in the following figure with component reliability
noted in each block. What is the reliability of the system?
0.90 0.78
0.98 0.90
0.99 0.80
Let the central component be denoted as Y.
This problem can be solved by pivoting around the central component (Y) in the case where Y is first
assumed to be reliable and then where Y is assumed to be unreliable as follows:
𝑅𝑠𝑦𝑠 = (𝑅𝑠𝑦𝑠 |𝑌)𝑅𝑌 + (𝑅𝑠𝑦𝑠 |𝑌̅)𝑅

̅̅̅𝑌̅
𝑅𝑠𝑦𝑠 = 0.98 × 0.9 × [1 − (1 − 0.9)(1 − 0.99)] × [1 − (1 − 0.78)(1 − 0.8)] + ⋯

0.98 × 0.1 × [1 − (1 − 0.90 × 0.78)(1 − 0.99 × 0.80)]
𝑹𝒔𝒚𝒔 = 𝟎. 𝟗𝟑𝟒𝟑
Page 141 of 229

4.35 Consider the following system.
a) Write the reliability function R(t) of the following shared load system. Assume that each unit is
identical and can provide 1/3 load, 2/3 load or full load. With the flowing constant failure rates
𝜆1/3 𝑙𝑜𝑎𝑑 = 10−4 ℎ𝑟 −1 ; 𝜆2/3 𝑙𝑜𝑎𝑑 = 10−3 ℎ𝑟 −1 ; 𝜆𝑓𝑢𝑙𝑙 𝑙𝑜𝑎𝑑 = 10−2 ℎ𝑟 −1
With 3 Units working:

3
𝑅3 (𝑡) = [𝑅1⁄ (𝑡)]
3

𝑡 2 2
𝑅2 (𝑡) = 3 × ∫0 𝑓1⁄ (𝑡1) ∙ [𝑅1⁄ (𝑡1)] ∙ [𝑅1⁄ (𝑡 − 𝑡1)] 𝑑𝑡1
3 3 2

𝑡 𝑡2
2
𝑅1 (𝑡) = 6 × ∫ ∫ 𝑓1⁄ (𝑡1) ∙ [𝑅1⁄ (𝑡1)] ∙ 𝑓1⁄ (𝑡2 − 𝑡1) ∙ 𝑅1⁄ (𝑡2 − 𝑡1) ∙ [𝑅1 (𝑡 − 𝑡2)]𝑑𝑡1𝑑𝑡2
3 3 2 2
𝑡2 0
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅3 (𝑡) + 𝑅2 (𝑡) + 𝑅1 (𝑡)
b) Estimate the reliability of the system at 10,000 hrs.
Without knowing what the failure times (t1) and (t2) are, we cannot estimate the reliability of the
system at 10,000 hrs.
Page 142 of 229

4.36 Write the reliability function of the standby system below as a function of time. Functions f(t) and
g(t) are pdf of time to failure and failure probability while in standby is constant and expressed as F’
and G’. Assume a perfect switch.
f(t) g(t)
A B
Switch
f(t) g(t)
C D
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 (𝑡)𝑅𝐵 (𝑡) + ∫ 𝑓𝐴 (𝑡1). 𝑓𝐵 (𝑡1). (1 − 𝐹 ′ ). (1 − 𝐺 ′ ). 𝑅𝐶 (𝑡 − 𝑡1). 𝑅𝐷 (𝑡 − 𝑡1)𝑑𝑡1

0
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 (𝑡)𝑅𝐵 (𝑡) + (1 − 𝐹 ′ ). (1 − 𝐺 ′ ) ∫ 𝑓𝐴 (𝑡1). 𝑓𝐵 (𝑡1). 𝑅𝐶 (𝑡 − 𝑡1). 𝑅𝐷 (𝑡 − 𝑡1)𝑑𝑡1

0
4.37 Draw a success tree for the system shown below (with “system output available” as the top event).
System Output
A Available
B F
E H
C G A D E G B F H
C G
Page 143 of 229

4.38 An automobile engine has four belts each showing identical wearouts described by the Weibull
distribution with the same shape parameter of 1.34. However, their scale parameters are 2500,
3400, 8000, and 6100 operating hours. If the automobile is new, determine the probability of a belt
failure during a 72-hour trip.
Solution:
This problem is solved by setting up four weibull distributions (one for each belt) and assuming
that each belt is independent.
𝑡 𝛽
𝐹(𝑡) = 1 − exp [− ( ) ]
𝛼
For the 4 belts:
𝑡1 1.34
𝐹(𝑡1 ) = 1 − exp [− ( ) ]
2500
𝑡2 1.34
𝐹(𝑡2 ) = 1 − exp [− ( ) ]
3400
𝑡3 1.34
)
𝐹(𝑡3 = 1 − exp [− ( ) ]
8000
𝑡4 1.34
𝐹(𝑡4 ) = 1 − exp [− ( ) ]
6100
Solving each of these individually for t=72 hours
𝐹(𝑡1 ) = 0.008585
𝐹(𝑡2 ) = 0.005694
𝐹(𝑡3 ) = 0.001813
𝐹(𝑡4 ) = 0.002606
Probability of a belt failure before 72 hours is:

= 𝐹(𝑡1 ) + 𝐹(𝑡2 ) + 𝐹(𝑡3 ) + 𝐹(𝑡4 ) − 𝐹(𝑡1 ) × 𝐹(𝑡2 ) − 𝐹(𝑡1 ) × 𝐹(𝑡3 ) … − 𝐹(𝑡1 ) × 𝐹(𝑡2 ) × 𝐹(𝑡3 )
× 𝐹(𝑡4 )
However, given the values of the probabilities any of the combination terms 𝐹(𝑡1 ) × 𝐹(𝑡2 ) etc
would not be statistically significant. Using rare event approximation:
∴ 𝐹(𝑡 < 72) ≈ 0.008585 + 0.005694 + 0.001813 + 0.002606 = 0.018697
Page 144 of 229

4.39 Calculate system reliability at 100 hours for three design options below (assume exponential
distribution for the time-to-failure of the components):
a) Two parallel units with 𝜆1 = 0.0034 and 𝜆2 = 0.0105.
b) A standby system with two same units 𝜆1 = 0.0034 and 𝜆2 = 0.0105 (assuming perfect switching
and no standby failure).
c) A load-sharing system with 𝜆h = 0.0034 and 𝜆f = 0.0105.
Solution:
a) For 2 parallel units:
𝑅(𝑡) = 1 − [𝐹1 (𝑡)𝐹2 (𝑡)] = 1 − [(1 − exp(−𝜆1 𝑡))(1 − exp(−λ2 𝑡))]
At t = 100
𝑅(100) = 1 − [(1 − exp(−0.0034 × 100))(1 − exp(−0.0105 × 100))]
𝑅(100) = 1 − [0.28823 × 0.650062] = 0.8126
b) For a standby system with perfect switching and no standby failure (Assuming unit 1 is active
and unit 2 is the standby unit)
𝑡
𝑅(𝑡) = 𝑅1 (𝑡) + ∫ 𝑓1 (𝑡1 ) 𝑅2 (𝑡 − 𝑡1 )𝑑𝑡1
0
𝑡
𝑅(𝑡) = exp(−𝜆1 𝑡) + ∫ 𝜆1 exp(−𝜆1 𝑡1 ) exp[−𝜆2 (𝑡 − 𝑡1 )] 𝑑𝑡1
0
𝑡
𝑅(𝑡) = exp(−λ1 𝑡) + 𝜆1 ∫ exp(−𝜆1 𝑡1 − 𝜆2 𝑡 + 𝜆2 𝑡1 ) 𝑑𝑡1
0
𝑡
𝑅(𝑡) = exp(−λ1 𝑡) + 𝜆1 exp(−λ2 𝑡) ∫ exp[−t1 (λ1 − λ2 )] 𝑑𝑡1
0
𝜆1 exp(−λ2 𝑡)
𝑅(𝑡) = exp(−λ1 𝑡) + {1 − exp[−t(λ1 − λ2 )]}
λ1 − λ2
0.0034 exp(−0.0105 × 100 )
𝑅(100) = exp(−0.0034 × 100) +
0.0034 − 0.0105
× {1 − exp[−100(0.0034 − 0.0105)]}
𝑅(100) = 0.8850
c) A load sharing system:

2λh exp(−𝜆𝑓 𝑡)
𝑅(𝑡) = exp(−2λh 𝑡) + {1 − exp[−(2λh − 𝜆𝑓 )𝑡]}
2𝜆h − 𝜆𝑓
2 × 0.0034 exp(−0.0105 × 100)
𝑅(100) = exp(−2 × 0.0034 × 100) +
2 × 0.0034 − 0.0105
× {1 − exp[−100(2 × 0.0034 − 0.0105)]}
𝑅(100) = 0.7946
Page 145 of 229

4.40 Upon an initiating event I, subsystem A should be successful to realize the operation of the system.
However in order for A to be successful, sub-systems B should have been in successful operation
prior to start of A and if B failed subsystem C may be used as an alternate.
a) Show an event tree representing this condition.
b) If minimal cut sets of the subsystems are: A= a·b + a·c; B=d + e·f; C =c + d·f; write the cut sets of
scenarios leading to failure of the system.
Solution:
a) Event tree for this problem:
Initiating Event I B C A Sequence Logic Overall System

Result
𝐵̅ ∙ 𝐴̅ S
𝐵̅ ∙ 𝐴 F
𝐵 ∙ 𝐶̅ ∙ 𝐴̅ S
𝐵 ∙ 𝐶̅ ∙ 𝐴 F
𝐵∙𝐶 F
b) The failures from the event tree are:

Failure 1:
𝐵̅ ∙ 𝐴 = ̅̅̅̅̅̅̅̅̅̅̅̅̅
(𝑑 + 𝑒 ∙ 𝑓) ∙ (𝑎 ∙ 𝑏 + 𝑎 ∙ 𝑐)
𝐵 = 𝑑 ∙ 𝑒𝑓 = 𝑑̅ ∙ (𝑒̅ + 𝑓 ̅) = 𝑑̅𝑒̅ + 𝑑̅𝑓 ̅
̅ ̅ ̅̅̅
𝐵̅ ∙ 𝐴 = (𝑑̅𝑒̅ + 𝑑̅𝑓 ̅) ∙ (𝑎𝑏 + 𝑎𝑐) = 𝑎𝑏𝑑̅𝑒̅ + 𝑎𝑏𝑑̅𝑓 ̅ + 𝑎𝑐𝑑̅𝑒̅ + 𝑎𝑐𝑑̅𝑓 ̅
Failure 2:
𝐵 ∙ 𝐶̅ ∙ 𝐴 = (𝑑 + 𝑒 ∙ 𝑓) ∙ (𝑐 ̅̅̅̅̅̅̅̅̅̅̅̅̅
+ 𝑑 ∙ 𝑓) ∙ (𝑎 ∙ 𝑏 + 𝑎 ∙ 𝑐)
̅̅̅̅ = 𝑐̅ ∙ (𝑑̅ + 𝑓 ̅) = 𝑐̅𝑑̅ + 𝑐̅𝑓 ̅
𝐶̅ = 𝑐̅ ∙ 𝑑𝑓
𝐵 ∙ 𝐶̅ ∙ 𝐴 = (𝑑 + 𝑒𝑓) ∙ (𝑐̅𝑑̅ + 𝑐̅𝑓 )̅ ∙ (𝑎𝑏 + 𝑎𝑐)
= (𝑑𝑐̅𝑑̅ + 𝑑𝑐̅𝑓 ̅ + 𝑒𝑓𝑐̅𝑑̅ + 𝑒𝑓𝑐̅𝑓 ̅) ∙ (𝑎𝑏 + 𝑎𝑐)
= (𝑑𝑐̅𝑓 ̅ + 𝑒𝑓𝑐̅𝑑̅) ∙ (𝑎𝑏 + 𝑎𝑐)
= 𝑎𝑏𝑐̅𝑑̅𝑓 ̅ + 𝑎𝑐𝑐̅𝑑̅𝑓 ̅ + 𝑎𝑏𝑐̅𝑑̅𝑒𝑓 + 𝑎𝑐𝑐̅𝑑̅𝑒𝑓
= 𝑎𝑏𝑐̅𝑑̅𝑓 ̅ + 𝑎𝑏𝑐̅𝑑̅𝑒𝑓
Failure 3:
𝐵 ∙ 𝐶 = (𝑑 + 𝑒 ∙ 𝑓) ∙ (𝑐 + 𝑑 ∙ 𝑓) = 𝑑𝑐 + 𝑑𝑑𝑓 + 𝑐𝑒𝑓 + 𝑑𝑒𝑓𝑓
= 𝑑𝑐 + 𝑑𝑓 + 𝑐𝑒𝑓 + 𝑑𝑒𝑓 = 𝑑𝑐 + 𝑑𝑓 + 𝑐𝑒𝑓
Page 146 of 229

4.41 For the system below determine the reliability function of the system assuming unit C is on standby
and a perfect switch will connect unit A to unit C upon failure of unit B. Similarly, unit E is on standby
and another perfect switch connects unit B to unit E upon failure of unit D.
a) Write the possible scenarios that the system successfully works.

b) Write the expression for describing the reliability function describing each scenario in part a)
c) What is the expression for the total reliability of the system?
Solution:
a) This is equivalent to writing the path sets of the system. Therefore by inspection of the block
diagram the minimal path sets are:
𝐴𝐵𝐷, 𝐴𝐵𝐸, 𝐴𝐶𝐸
b) The reliability of each of the path sets are:

Path ABD:
𝑅(𝐴𝐵𝐷) = Pr(𝐴𝐵𝐷) = 𝑅(𝐴) × 𝑅(𝐵) × 𝑅(𝐷)
Similarly for the other 2 paths:

𝑅(𝐴𝐵𝐸) = Pr(𝐴𝐵𝐸) = 𝑅(𝐴) × 𝑅(𝐵) × 𝑅(𝐸)
𝑅(𝐴𝐶𝐸) = Pr(𝐴𝐶𝐸) = 𝑅(𝐴) × 𝑅(𝐶) × 𝑅(𝐸)
c) The expression for the total reliability is:

𝑅𝑠𝑦𝑠 = Pr(𝐴𝐵𝐷 ∪ 𝐴𝐵𝐸 ∪ 𝐴𝐶𝐸)
Since we cannot assume that the 3 paths are independent, we cannot assume rare event
approximation.
Therefore
𝑅𝑠𝑦𝑠 = Pr(𝐴𝐵𝐷) + Pr(𝐴𝐵𝐸) + Pr(𝐴𝐶𝐸) − Pr(𝐴𝐵𝐷𝐸) − Pr(𝐴𝐵𝐶𝐷𝐸) − Pr(𝐴𝐵𝐶𝐸)
𝑅𝑠𝑦𝑠 = 𝑅(𝐴𝐵𝐷) + 𝑅(𝐴𝐵𝐸) + 𝑅(𝐴𝐶𝐸) − 𝑅(𝐴𝐵𝐷𝐸) − 𝑅(𝐴𝐵𝐶𝐷𝐸) − 𝑅(𝐴𝐵𝐶𝐸)
Page 147 of 229

4.42 Consider the event tree below. Determine the probability of states (S=success, F1=Failure Outcome
1, F2=Failure Outcome 2, F3 = Failure Outcome 3), if the minimal cut sets of event X are A.B+B.C and
minimal cut sets of Y are B.D+E. Assume that failure probabilities of basics events of the minimal cut
sets are: A=0.05, B=0.02, C=0.05, D=0.01, and E=0.002.
Initiating Event I X Y Outcome
F1
F2
F3
Solution:
For state S
𝑆 = 𝑋̅𝑌̅ = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅
(𝐴𝐵 + 𝐵𝐶) ∙ ̅̅̅̅̅̅̅̅̅̅̅̅
(𝐵𝐷 + 𝐸)
̅̅̅̅ ∙ 𝐵𝐶
𝑋̅ = 𝐴𝐵 ̅̅̅̅ = (𝐴̅ + 𝐵̅) ∙ (𝐵̅ + 𝐶̅ ) = 𝐴̅𝐵̅ + 𝐴̅𝐶̅ + 𝐵̅𝐵̅ + 𝐵̅𝐶̅ = 𝐴̅𝐵̅ + 𝐴̅𝐶̅ + 𝐵̅ + 𝐵̅𝐶̅
= 𝐵̅ + 𝐴̅𝐶̅
𝑌 = 𝐵𝐷 ∙ 𝐸 = (𝐵̅ + 𝐷
̅ ̅̅̅̅ ̅ ̅ ) ∙ 𝐸̅ = 𝐵̅𝐸̅ + 𝐷 ̅ 𝐸̅
̅ ̅
𝑆 = (𝐵̅ + 𝐴𝐶 ) ∙ (𝐵̅𝐸̅ + 𝐷 ̅ 𝐸̅ ) = 𝐵̅𝐵̅𝐸̅ + 𝐵̅𝐷 ̅ 𝐸̅ + 𝐴̅𝐶̅ 𝐵̅𝐸̅ + 𝐴̅𝐶̅ 𝐷
̅ 𝐸̅
= 𝐵̅𝐸̅ + 𝐵̅𝐷 ̅ 𝐸̅ + 𝐴̅𝐶̅ 𝐵̅𝐸̅ + 𝐴̅𝐶̅ 𝐷
̅ 𝐸̅
= 𝐵̅𝐸̅ + 𝐴̅𝐶̅ 𝐷 ̅ 𝐸̅
= Pr(𝐵𝐸 ) + Pr(𝐴̅𝐶̅ 𝐷
̅ ̅ ̅ 𝐸̅) − Pr(𝐴̅𝐵̅𝐶̅ 𝐷 ̅ 𝐸̅ )
= 0.97804 + 0.891688 − (0.87385)
= 0.9959
Note: rare event approximation could NOT be used for the above instance because the
majority of the terms were probabilities of success which are large and the additional term
was needed to obtain a realistic answer.
For state F1
𝐹1 = 𝑋̅𝑌 = (𝐵̅ + 𝐴̅𝐶̅ ) ∙ (𝐵𝐷 + 𝐸) = (𝐵̅𝐵𝐷 + 𝐵̅𝐸 + 𝐵̅𝐵𝐷 + 𝐴̅𝐶̅ 𝐸 )
= 𝐵̅𝐸 + 𝐴̅𝐶̅ 𝐸 = Pr(𝐵̅𝐸) + Pr(𝐴̅𝐶̅ 𝐸 ) − Pr(𝐴̅𝐶̅ 𝐵̅𝐸)
= 0.00196 + 0.001805 − (0.0017689)
= 1.996 × 10−3
For state F2
𝐹2 = 𝑋𝑌̅ = (𝐴𝐵 + 𝐵𝐶) ∙ (𝐵̅𝐸̅ + 𝐷 ̅ 𝐸̅ ) = 𝐴𝐵𝐵̅ 𝐸̅ + 𝐴𝐵𝐷
̅ 𝐸̅ + 𝐵𝐶𝐵̅𝐸̅ + 𝐵𝐶𝐷
̅ 𝐸̅
̅ ̅
= 𝐴𝐵𝐷 𝐸 + 𝐵𝐶𝐷 𝐸 ̅ ̅
≈ Pr(𝐴𝐵𝐷 ̅ 𝐸̅ ) + Pr(𝐵𝐶𝐷̅ 𝐸̅ )
= 0.0098892 + 0.0098892 = 1.976 × 10−3
Note: in this case, rare event approximation was used since the minus term is orders of
magnitude smaller.
Page 148 of 229

For state F3
𝐹3 = 𝑋𝑌 = (𝐴𝐵 + 𝐵𝐶) ∙ (𝐵𝐷 + 𝐸) = 𝐴𝐵𝐵𝐷 + 𝐴𝐵𝐸 + 𝐵𝐶𝐵𝐷 + 𝐵𝐶𝐸
= 𝐴𝐵𝐷 + 𝐴𝐵𝐸 + 𝐵𝐶𝐷 + 𝐵𝐶𝐸
≈ Pr(𝐴𝐵𝐷) + Pr(𝐴𝐵𝐸) + Pr(𝐵𝐶𝐷) + Pr(𝐵𝐶𝐸)
= 0.00001 + 0.000002 + 0.0001 + 0.00002 = 2.4 × 10−5
4.43 Data show that punctures in a car tire occur at a constant rate of one-per-10,000 miles. In a car with
the same 4 tires operating, what is the probability that at least one tire puncture occurs after 15,000
miles.
Solution:
An exponential distribution should be used since a constant failure rate is stated.
1
𝜆=
10000
Probability that 1 tyre won't fail prior to 15000km

1
Pr(𝑡 > 15000) = 𝑅(15000) = exp(−𝜆𝑡) = exp (− × 15000)
10000
Pr(𝑡 > 15000) = 0.2231
Since there are 4 tyres on the same car and any failure will stop the system, this is a series system
with 4 identical sub-systems:
∴ Pr(t < 15000)sys = R(t)4 = 0.22314 = 0.002479
Therefore the probability that at least 1 puncture will occur is:

1 − 𝑅(𝑡)𝑠𝑦𝑠 = 0.9975
Page 149 of 229

Exercises
5.1 The following table shows fire incidents during 6 equal time intervals of 22 chemical plants.
Time Interval 1 2 3 4 5 6
No. of fires 6 8 16 6 11 11
Do you believe the fire incidents are time-dependent? Prove your answer.
Using the Laplace test to determine if a trend exists, we get the following results:
𝑛
1 1 (6 + 14 + 30 + 36 + 47 + 58)
𝑛 ∑ 𝑡𝑖 − 2 𝑡𝑜 − 0.5 × 58
𝑈= 𝑖=1
= 6 = 𝟎. 𝟒𝟏𝟒𝟓
1 1
𝑡𝑜 √ 58√
12(𝑛) 12(6)
As |𝑈| > 0.3, we can see a slightly positive trend in rate of fire incident; however more evidence
would be required before a conclusive observation could be made.
𝑛 6
𝛽̂ = 𝑛 = = 𝟏. 𝟏𝟗𝟏𝟑
𝑡𝑜 58 58 58 58 58
∑ 𝑙𝑛 𝑙𝑛 + 𝑙𝑛 + 𝑙𝑛 + 𝑙𝑛 + 𝑙𝑛
𝑖=1 𝑡𝑖 6 14 30 36 47
The β value of 1.19 also indicates a slightly increasing rate of occurrence but again, more evidence
would be required before a conclusive observation could be made as this is very close to a value of 1
which would indicate a Homogeneous Poisson Process with no trend.
𝑛 6
𝑅𝑂𝐶𝑂𝐹 = 𝜆̂ = ̂
= = 𝟒. 𝟕𝟓𝟖 × 𝟏𝟎−𝟐 𝒉𝒓−𝟏
𝑡𝑜 𝛽 581.1913
Page 150 of 229

5.2 A simplified schematic of the electric power system at a nuclear power plant is shown in the figure
below.
a) Draw a fault tree with the top event "Loss of Electric Power from Both Safety Load Buses.”
b) Determine the unavailability of each event in the fault tree for 24 hours of operation.
c) Determine the top event probability.
Assume the following:

 Either the main generator or one of the two diesel generators is sufficient.
 One battery is required to start the corresponding diesel generator.
 Normally, the main generator is used. If that is lost, one of the diesel generators provides the electric
power on demand.
Main
Transformer
Main MTTF = 104 hr
MTTF = 106 hr Generator MTTR = 10 hrs
MTTR = 48hrs
MTTF = 106 hr Safety Load Safety Load

MTTR = 48hrs Bus 1 Bus 2
Diesel Diesel
Generator 1 Generator 2
MTTF = 105 hr Battery (MTTF)d = 100 hrs Battery

MTTR = 10 hrs Charger 1 MTTR = 20 hrs Charger 2
(MTTF)d = 1000 hrs

MTTR = 4 hrs Battery 1 Battery 2
d = demand
System Fault Tree
Page 151 of 229

𝑃 = 𝐿𝐺 + 𝐿𝐵
𝐿𝐵 = 𝐿𝐵1 ∙ 𝐿𝐵2
𝐿𝐺 = 𝑀𝐺𝐶 ∙ 𝐺𝐶1 ∙ 𝐺𝐶2
𝑀𝐺𝐶 = 𝑀𝐺 + 𝑀𝑇
𝐺𝐶1 = 𝐺1 + 𝐵1 ∙ 𝐵𝐶1
𝐺𝐶2 = 𝐺2 + 𝐵2 ∙ 𝐵𝐶2
𝑃 = (𝑀𝐺𝐶 ∙ 𝐺𝐶1 ∙ 𝐺𝐶2 ) + (𝐿𝐵1 ∙ 𝐿𝐵2 )
𝑃 = [(𝑀𝐺 + 𝑀𝑇) ∙ (𝐺1 + 𝐵1 ∙ 𝐵𝐶1 ) ∙ (𝐺2 + 𝐵2 ∙ 𝐵𝐶2 )] + (𝐿𝐵1 ∙ 𝐿𝐵2 )
𝑃 = [(𝑀𝐺 ∙ 𝐺1 + 𝑀𝐺 ∙ 𝐵1 ∙ 𝐵𝐶1 + 𝑀𝑇 ∙ 𝐺1 + 𝑀𝑇 ∙ 𝐵1 ∙ 𝐵𝐶1 ) ∙ (𝐺2 + 𝐵2 ∙ 𝐵𝐶2 )] + (𝐿𝐵1 ∙ 𝐿𝐵2 )
𝑃 = (𝑀𝐺 ∙ 𝐺1 ∙ 𝐺2 + 𝑀𝐺 ∙ 𝐵1 ∙ 𝐵𝐶1 ∙ 𝐺2 + 𝑀𝑇 ∙ 𝐺1 ∙ 𝐺2 + 𝑀𝑇 ∙ 𝐵1 ∙ 𝐵𝐶1 ∙ 𝐺2 + 𝑀𝐺 ∙ 𝐺1 ∙ 𝐵2 ∙ 𝐵𝐶2 + 𝑀𝐺

∙ 𝐵1 ∙ 𝐵𝐶1 ∙ 𝐵2 ∙ 𝐵𝐶2 + 𝑀𝑇 ∙ 𝐺1 ∙ 𝐵2 ∙ 𝐵𝐶2 + 𝑀𝑇 ∙ 𝐵1 ∙ 𝐵𝐶1 ∙ 𝐵2 ∙ 𝐵𝐶2 ) + (𝐿𝐵1 ∙ 𝐿𝐵2 )
Page 152 of 229

Unavailability of each event (Using Equation 5.84)
𝜆 𝜆 1 1
𝑞(𝑡) = − exp[−(𝜆 + 𝜇)𝑡] 𝑤ℎ𝑒𝑟𝑒 𝜇= & 𝜆=
𝜆+𝜇 𝜆+𝜇 𝑀𝑇𝑇𝑅 𝑀𝑇𝑇𝐹
Load Buses (𝑳𝑩𝟏 + 𝑳𝑩𝟐 ):
1 1
𝜇= & 𝜆=
48 106
10−6 10−6 1
𝑞𝐿𝐵 (24) = − exp [− (10−6 + ) 24] = 𝟏. 𝟖𝟖𝟗 × 𝟏𝟎−𝟓
1 1 48
10−6 + 10−6 +
48 48
Main Transformer (MT):
1 1
𝜇= & 𝜆=
48 106
10−6 10−6 1
𝑞𝑀𝑇 (24) = − exp [− (10−6 + ) 24] = 𝟏. 𝟖𝟖𝟗 × 𝟏𝟎−𝟓
1 1 48
10−6 + 10−6 +
48 48
Main Generator (MG):
1 1
𝜇= & 𝜆=
10 104
10−4 10−4 1
𝑞𝑀𝐺 (24) = − exp [− (10−4 + ) 24] = 𝟗. 𝟎𝟖𝟔 × 𝟏𝟎−𝟒
1 1 10
10−4 + 10−4 +
10 10
Battery Chargers (𝑩𝑪𝟏 + 𝑩𝑪𝟐 ):
1 1
𝜇= & 𝜆=
10 105
10−5 10−5 1
𝑞𝐵𝐶 (24) = − exp [− (10−5 + ) 24] = 𝟗. 𝟎𝟗𝟐 × 𝟏𝟎−𝟓
1 1 10
10−5 + 10−5 +
10 10
Batteries (𝑩𝟏 + 𝑩𝟐 ):
1 1
𝜇= & 𝜆=
4 103
10−3 10−3 1
𝑞𝐵 (24) = − exp [− (10−3 + ) 24] = 𝟑. 𝟗𝟕𝟒 × 𝟏𝟎−𝟑
1 1 4
10−3 + 10−3 +
4 4
Page 153 of 229

Generators (𝑮𝟏 + 𝑮𝟐 ):
1 1
𝜇= & 𝜆=
20 102
10−2 10−2 1
𝑞𝐺 (24) = − exp [− (10−2 + ) 24] = 𝟏. 𝟐𝟕𝟐 × 𝟏𝟎−𝟏
1 1 20
10−2 + 10−2 +
20 20
System Unavailability
𝑃 = (𝑀𝐺𝐶 ∙ 𝐺𝐶1 ∙ 𝐺𝐶2 ) + (𝐿𝐵1 ∙ 𝐿𝐵2 )
𝑃 = [(𝑀𝐺 + 𝑀𝑇) ∙ (𝐺1 + 𝐵1 ∙ 𝐵𝐶1 ) ∙ (𝐺2 + 𝐵2 ∙ 𝐵𝐶2 )] + (𝐿𝐵1 ∙ 𝐿𝐵2 )
𝑞𝑃 (24) = [(𝑞𝑀𝐺 + 𝑞𝑀𝑇 ) ∙ (𝑞𝐺 + 𝑞𝐵 𝑞𝐵𝐶 )2 ] + 𝑞𝐿𝐵 2
𝑞𝑃 (24) = [(9.086 × 10−4 + 1.889 × 10−5 ) ∙ (1.272 × 10−1 + 3.974 × 10−3 × 9.092 × 10−5 )2 ]
+ (1.889 × 10−5 )2
𝒒𝑷 (𝟐𝟒) = 𝟏. 𝟓𝟎𝟎𝟐 × 𝟏𝟎−𝟓
5.3 An operating system is repaired each time it has a failure and is put back into service as soon as possible
(monitored system). During the first 10,000 hours of service, it fails five times and is out of service
for repair during the following times:
Hours
1000 - 1050
3960 - 4000
4510 - 4540
6130 - 6170
8520 - 8560
a) Is there a trend in the data?
Using the Laplace test to determine if a trend exists for a Time Terminated data series, we get the
following results:
Total Operating Time: 𝑇0 = 10000 – (50 + 40 + 30 + 40 + 40) = 9800 ℎ𝑟𝑠

Failures
𝑛
1 1
𝑛 ∑ 𝑡𝑖 − 2 𝑡𝑜
𝑖=1
𝑈=
1
𝑡𝑜 √
12(𝑛)
Page 154 of 229

(1000 + 3960 + 4510 + 6130 + 8520)
− 0.5 × 9800
𝑈= 5 = −𝟎. 𝟎𝟔𝟎𝟏
1
9800√
12(5)
As |𝑈| << 0.3, we can assume that there is no trend in the data to support an increasing ROCOF.
𝑛 5
𝛽̂ = 𝑛 = = 𝟏. 𝟎𝟗𝟑
𝑡 9800 9800 9800 9800 9800
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛 1000 + 𝑙𝑛 3660 + 𝑙𝑛
4510
+ 𝑙𝑛 6130 + 𝑙𝑛
8520
𝑖=1 𝑖
The β value of 1.09 also indicates a lack of trend or time dependent variation in the rate of
occurrence of failures. We can therefore assume a HPP with constant ROCOF.
𝑛 5
= = 𝟐. 𝟏𝟔𝟕 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏
𝑡𝑜 𝛽 98001.093
Repairs
(50 + 90 + 120 + 160 + 200)

− 0.5 × 200
𝑈= 5 = 𝟎. 𝟗𝟐𝟗𝟓
1
200√
12(5)
As |𝑈| ≫ 0.3, we can assume that there is a trend in the data to support an increasing repair rate.
𝑛 5
𝛽̂ = 𝑛−1 = = 𝟏. 𝟕𝟏𝟑
𝑡 200 200 200 200
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛 + 𝑙𝑛 90 + 𝑙𝑛 120 + 𝑙𝑛 160
𝑖
50
𝑖=1
The β value of 1.71 also indicates a trend or time dependent variation in the rate of occurrence of
repairs. We can therefore assume a NHPP for the repair rate.
𝑛 5
𝜇̂ = ̂
= = 𝟓. 𝟕𝟐 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏
𝑡𝑜 𝛽 2001.713
Page 155 of 229

b) What is the reliability of the system 100 hours after the system is put into operation? What is the
asymptotic availability assuming no trends in  and ?
𝛽 −𝜆𝑡 𝛽 ] −4 ×1001093 ]
𝑅(𝑡 + 𝑡1 |𝑡) = 𝑒 −[𝜆(𝑡+𝑡1) => 𝑅(100) = 𝑒 −[2.167×10 = 𝟎. 𝟗𝟔𝟕𝟑
Asymptotic Availability (assuming no trends in λ and μ):
𝜇 1 5 1 5
𝑎(𝑡) = 𝑤ℎ𝑒𝑟𝑒 𝜇 = = = 0.025 𝜆= = = 0.00051
𝜆+𝜇 𝑀𝑇𝑇𝑅 200 𝑀𝑇𝐵𝐹 9800
0.025
𝑎(𝑡) = = 𝟎. 𝟗𝟖
0.00051 + 0.025
c) If the system has been operating for 10 hours without a failure, what is the probability that it will
continue to operate for the next 10 hours without a failure?
𝛽 −𝑡 𝛽 ]
Pr(𝑋 ≥ 20|𝑋 > 10) = 𝑅(𝑡 + 𝑡1 |𝑡) = 𝑒 −𝜆[(𝑡+𝑡1 )
−4 [201.093 −101.093 ]
𝑅(20|10) = 𝑒 −2.167×10 = 𝟎. 𝟗𝟗𝟕
d) What is the 80% confidence interval for the MTTRs ( = 1/)?
Assuming repair times are log-normally distributed, we can find the confidence interval as
follows:
𝑛
1 𝑙𝑛50 + 𝑙𝑛40 + 𝑙𝑛30 + 𝑙𝑛40 + 𝑙𝑛40
𝑙𝑛𝜏̅ = ∑ 𝑙𝑛𝜏𝑖 = = 3.68
𝑛 5
𝑖=1
2
∑𝑛𝑖=1(𝑙𝑛𝜏𝑖 − 𝑙𝑛𝜏̅)2
𝑆 = = 0.033
𝑛−1
𝑆 × 𝑡1−𝛼/2 𝑆 × 𝑡1−𝛼/2
𝑃𝑟 (𝑙𝑛𝜏̅ − ≤ 𝑙𝑛𝜏 ≤ 𝑙𝑛𝜏̅ + ) = 1 − 𝛼 = 0.80
√𝑛 √𝑛
From this, we calculate the 80% confidence interval of MTTR to be:
0.181 × 𝑡0.9 (4) 0.181 × 𝑡0.9 (4)

3.68 − ≤ 𝑙𝑛𝜏 ≤ 3.68 +
√5 √5
3.55 ≤ 𝑙𝑛𝜏 ≤ 3.80
𝟑𝟒. 𝟖𝟕 𝒉𝒓𝒔 ≤ 𝝉 ≤ 𝟒𝟒. 𝟕𝟐 𝒉𝒓𝒔
Page 156 of 229

5.4 The following cycle-to-failure data have been obtained from a repairable component. The test stopped
when the 5th failure occurred.
Repair No. 1 2 3 4 5
Cycle-to-failure
5010 6730 4031 3972 4197
(Inter-arrival of cycles)
a) Is there any significant trend in these data?

b) Determine the ROCOF.
c) What is the reliability of the component 1000 cycles after the 5th failure is repaired?
Solutions:
Using the Laplace test to determine if a trend exists for a Failure Terminated data series, we get the
following results:
𝑛−1
1 1
𝑛 − 1 𝑖=1 𝑡𝑖 − 2 𝑡𝑜
∑
𝑈=
1
𝑡𝑜 √
12(𝑛 − 1)
(5010 + 11740 + 15771 + 19743)

− 0.5 × 23940
𝑈= 4 = 𝟎. 𝟑𝟏𝟕𝟐
1
23940√
12(4)
As |U| > 0.3, their does appear to be a slight trend in the data provided and therefore, we cannot
assume the process follows a HPP.
As U is positive, it shows that there is a slightly increasing trend in the data which means the inter-
arrival times of failures is decreasing (ie: IFR).
𝑛 5
𝛽̂ = 𝑛−1 = = 𝟏. 𝟕𝟑𝟐
𝑡𝑜 23940 23940 23940 23940
∑ 𝑙𝑛 𝑙𝑛 + 𝑙𝑛 11740 + 𝑙𝑛 + 𝑙𝑛 19743
𝑡𝑖 5010 15771
𝑖=1
The β value of 1.73 also indicates a trend or time dependent variation in the rate of occurrence of
failures. We can therefore assume a NHPP for the failure rate.
𝑛 5
= = 𝟏. 𝟑𝟎𝟎𝟖 × 𝟏𝟎−𝟕 𝑐𝑦𝑐𝑙𝑒 −1
𝑡𝑜 𝛽 239401.732
The reliability of the system 1000 cycles after the 5th repair is given by R(24940|23940)
−7 [249401732 −239401.732 ]
𝑅(24940|23940) = 𝑒 −1.3008×10 = 𝟎. 𝟔𝟗𝟑
Page 157 of 229

5.5 Determine the limiting point-wise unavailability of the system shown below
A B
I E O
C D
Assume that all components are identical and are repaired immediately after each of them experiences
a failure. The rate of occurrence of the failure for each component is  = 0.001 (per hour), and mean-
time-to-repair is 15 hours.
Average unavailability of each component:

𝜆𝜏 0.001 × 15
𝑞𝑎𝑣𝑒𝑟𝑎𝑔𝑒 = = = 𝟎. 𝟎𝟏𝟒𝟕𝟖
1 + 𝜆𝜏 1 + 0.001 × 15
𝑆𝑦𝑠𝑡𝑒𝑚 𝐶𝑢𝑡 𝑆𝑒𝑡𝑠: 𝐶1 = 𝐴𝐶; 𝐶2 = 𝐵𝐷; 𝐶3 = 𝐴𝐷𝐸; 𝐶4 = 𝐵𝐶𝐸
System Unavailability (Using Rare Event Approximation)
𝑞𝑠𝑦𝑠 = Pr(𝐶1 + 𝐶2 + 𝐶3 + 𝐶4 ) = 2 × 0.014782 + 2 × 0.014783 = 𝟒. 𝟒𝟑𝟑 × 𝟏𝟎−𝟒
5.6 Consider the following system shown below
In A C E Out
The following information is available:

 A and E are identical components with 𝜆𝐴 = 𝜆𝐸 = 1 × 10−5 ℎ𝑟 −1 , A = E = 0.1 /hr,
 B, C, and D are identical periodically tested components with B = C = D = 110-5/hr. All test
durations are equal (t = 1 hr), all frequency of repair per cycle are equal (f = 0.25), and all
durations of repair are equal (r = 15 hr), T0 = 720 hours.
Given the above information, calculate unavailability of the system assuming that all components are
independent.
Average unavailability of components A & E:
Page 158 of 229

0.00001 × 10
𝑞𝑎𝑣𝑒𝑟𝑎𝑔𝑒|𝐴𝐸 = = 𝟗. 𝟗𝟗𝟗 × 𝟏𝟎−𝟓
1 + 0.00001 × 10
Average unavailability of components B, C & D:
1 𝑇𝑅 𝑇𝑡
𝑞𝑎𝑣𝑒𝑟𝑎𝑔𝑒|𝐵𝐶𝐷 = 𝜆𝑇𝑜 + 𝑓𝑟 +
2 𝑇 𝑇
𝑇𝑜𝑡𝑎𝑙 𝐶𝑦𝑐𝑙𝑒 𝑇𝑖𝑚𝑒 (𝑇) = 𝑇𝑜 + 𝑓𝑟 𝑇𝑅 + 𝑇𝑡 = 720 + 0.25 × 15 + 1 = 724.75 ℎ𝑟𝑠
1 15 1
𝑞𝑎𝑣𝑒𝑟𝑎𝑔𝑒|𝐵𝐶𝐷 = 0.00001 × 720 + 0.25 × + = 0.010154
2 724.75 724.75
𝑆𝑦𝑠𝑡𝑒𝑚 𝐶𝑢𝑡 𝑆𝑒𝑡𝑠: 𝐶1 = 𝐴; 𝐶2 = 𝐸; 𝐶3 = 𝐵𝐶𝐷
System Unavailability:
𝑞𝑠𝑦𝑠 = Pr(𝐶1 + 𝐶2 + 𝐶3 ) = 2 × 9.999 × 10−5 + 0.0101543 = 𝟐. 𝟎𝟏 × 𝟏𝟎−𝟒
5.7 Consider the following system
System Failure
G1 G2 G3
A B C E
A D D B
Suppose all components have the same availability value. Further, consider data obtained for one
component in this set as follows:
Failure Times from when Component was new (hrs) 2823 3984 7232 9812 12314
Repair Duration (hrs) 17 11 28 14 32
Current time is 13,500 hrs.
a) Is there a trend in the ROCOF and repair rate?
Page 159 of 229

Failures
𝑛
1 1
∑ 𝑡𝑖 − 𝑡𝑜
𝑛 𝑖=1 2
𝑈=
1
𝑡𝑜 √
12(𝑛)
(2823 + 3984 + 7232 + 9812 + 12314)

− 0.5 × 13500
𝑈= 5 = 𝟎. 𝟐𝟕𝟕
1
13500√
12(5)
As |U| < 0.3, their does not appear to be a strong trend in the data provided and therefore, we can
assume the failure process follows a Homogenous Poisson Process (HPP).
𝑛 5
𝛽̂ = 𝑛 = = 𝟏. 𝟑𝟏
𝑡 13500 13500 13500 13500 13500
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛
2823
+ 𝑙𝑛
3984
+ 𝑙𝑛
7232
+ 𝑙𝑛
9812
+ 𝑙𝑛
12314
𝑖=1 𝑖
The β value of 1.31 suggests that the trend is not very strong as it is close to a value of 1 which
would indicate a constant failure rate.
𝑛 5
= = 𝟏. 𝟗𝟔𝟔 × 𝟏𝟎−𝟓 ℎ𝑟 −1
𝑡𝑜 𝛽 135001.309
Repairs
(17 + 28 + 56 + 70 + 102)
− 0.5 × 102
𝑈= 5 = −𝟎. 𝟕𝟕𝟓
1
102√
12(5)
As |U| > 0.3, their does appear to be a trend in the data provided and therefore, we cannot assume
the repair process follows a Homogenous Poisson Process (HPP).
𝑛 5
𝛽̂ = 𝑛 = = 𝟏. 𝟐𝟑
𝑡 102 102 102 102
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛 17 + 𝑙𝑛 28 + 𝑙𝑛
56
+ 𝑙𝑛 70
𝑖=1 𝑖
The β value of 1.23 suggests that the trend is not very strong as it is close to a value of 1 which
would indicate a constant repair rate.
𝑛 5
𝜇̂ = ̂
= = 𝟏. 𝟔𝟖𝟐 × 𝟏𝟎−𝟐 ℎ𝑟 −1
𝑡𝑜 𝛽 1021.23
Page 160 of 229

b) Determine ROCOF and repair rate as a function of time (if no trend in part a), only determine
limiting point-wise point estimates).
If we assume no trend, we can calculate point estimates for λ and μ as follows:
13500
𝑀𝑇𝐵𝐹 = = 2700 ℎ𝑟𝑠
5
1 1
𝜆̂ = = = 0.00037 ℎ𝑟 −1
𝑀𝑇𝐵𝐹 2700
102
𝑀𝑇𝑇𝑅 = = 20.4 ℎ𝑟𝑠
5
1 1
𝜇̂ = = = 0.04902 ℎ𝑟 −1
𝑀𝑇𝑇𝑅 20.4
c) Calculate limiting point-wise availability.
𝑀𝑇𝐵𝐹 2700
𝑎 = lim 𝑎(𝑡) = = = 𝟎. 𝟗𝟗𝟐𝟓
𝑡→∞ 𝑀𝑇𝐵𝐹 + 𝑀𝑇𝑇𝑅 2700 + 20.4
d) Determine system unavailability assuming all components have the same availability as
calculated at part c).
𝐹𝑠𝑦𝑠 = (𝐴 + 𝐵)(𝐶 ∙ (𝐴 + 𝐷))(𝐸 + 𝐵𝐷)

𝐹𝑠𝑦𝑠 = (𝐴 + 𝐵)(𝐶𝐴 + 𝐶𝐷)(𝐸 + 𝐵𝐷)
𝐹𝑠𝑦𝑠 = (𝐴𝐶𝐴 + 𝐴𝐶𝐷 + 𝐵𝐶𝐴 + 𝐵𝐶𝐷)(𝐸 + 𝐵𝐷)
𝐹𝑠𝑦𝑠 = (𝐶𝐴 + 𝐵𝐶𝐷)(𝐸 + 𝐵𝐷)
𝐹𝑠𝑦𝑠 = (𝐶𝐴𝐸 + 𝐶𝐴𝐵𝐷 + 𝐵𝐶𝐷𝐸 + 𝐵𝐶𝐷)
𝐹𝑠𝑦𝑠 = (𝐶𝐴𝐸 + 𝐵𝐶𝐷)
𝑞𝑠𝑦𝑠 = 2 × 𝑞𝑖3
𝑞𝑠𝑦𝑠 = 2 × (1 − 0.9925)3 = 𝟖. 𝟒𝟑𝟒 × 𝟏𝟎−𝟕
e) Calculate 90% confidence limits for ROCOF using data in part a). (Assume no trend).
𝜒𝛼2 (2𝑟) 2
𝜒1− 𝛼 (2𝑟 + 2)
2 2
𝑃𝑟 ( ≤𝜆≤ ) = 1 − 𝛼 = 0.90
2𝑇 2𝑇
Page 161 of 229

From this, we calculate the 90% confidence interval of ROCOF to be:
2 2
𝜒0.05 (10) 𝜒0.95 (12)
≤𝜆≤
2 × 13500 2 × 13500
𝟏. 𝟒𝟔 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏 ≤ 𝝀 ≤ 𝟕. 𝟕𝟗 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏
5.8 For the system represented by the Fault Tree below, if all the components are periodically tested,
determine the average unavailability of the system.
System Failure
B C
All components have a test interval of 1 month and average test duration of 1 hr.
-1 -1
Component Failure Rate ( hr ) Repair Rate ( hr ) Frequency of Repair
A 0.001 0.1 0.1
B 0.0001 0.01 0.2
C 0.0001 0.01 0.3
𝐹𝑠𝑦𝑠 = (𝐴 ∙ (𝐵 + 𝐶))
𝐹𝑠𝑦𝑠 = 𝐴𝐵 + 𝐴𝐶
𝑞𝑠𝑦𝑠 = 𝑞𝑎 (𝑞𝑏 + 𝑞𝑐 )
1 𝑇𝑅𝑖 𝑇𝑡
𝑞𝑖 = 𝜆̅𝑇𝑜𝑖 + 𝑓𝑟𝑖 +
2 𝑇 𝑇
Given Information
𝑇 = 1 𝑚𝑡ℎ = 30 × 24 ℎ𝑟𝑠 = 𝟕𝟐𝟎 ℎ𝑟𝑠
𝑇𝑡 = 1 ℎ𝑟
Page 162 of 229

𝑇0𝑖 = 𝑇 − 𝑓𝑟𝑖 𝑇𝑅𝑖 − 𝑇𝑡
𝑇0𝑎 = 720 − 0.1 × 10 − 1 = 𝟕𝟏𝟖 𝒉𝒓𝒔
The following table provides a summary of the individual component unavailability values:
Component To_i q_i q_sys

A 718 0.36178 0.0512
B 699 0.06412
C 689 0.07751
𝑞𝑠𝑦𝑠 = 0.36178 × (0.06412 + 0.07751) = 𝟎. 𝟎𝟓𝟏𝟐
5.9 A repairable unit had the following failure characteristics in the past 5 years. (Assume the unit’s life is
currently at the beginning of its sixth year).
Number of Failure***
Year Required Maintenance
1 n
2 0.9n
3 0.88n
4 0.72n
5 0.88n
a) Is there any trend?
Using the Laplace test to determine if a trend exists, we get the following results:
𝑛
1 1 𝑛(1 + 1.9 + 2.78 + 3.5 + 4.38)
∑ 𝑡𝑖 − 𝑡𝑜 − 0.5 × 4.38𝑛
𝑛 𝑖=1 2 5
𝑈= = = 𝟎. 𝟗𝟐𝟑𝟏
1 1
𝑡𝑜 √ 4.38𝑛√
12(𝑛) 12(5)
As |𝑈| > 0.3, we can see a positive trend in rate of number of failures. Therefore, we can assume
that the process is NHPP and that the system is deteriorating over time.
𝑛 5
𝛽̂ = 𝑛−1 = = 𝟏. 𝟔𝟕𝟗
𝑡𝑜 4.38 4.38 4.38 4.38
∑ 𝑙𝑛 𝑙𝑛 1 + 𝑙𝑛 1.9 + 𝑙𝑛 2.78 + 𝑙𝑛
𝑡𝑖 3.5
𝑖=1
The β value of 1.68 also indicates an increasing rate of occurrence of failures
Page 163 of 229

𝑛 5
= = 𝟎. 𝟒𝟐𝟑 𝒉𝒓−𝟏
𝑡𝑜 𝛽 4.381.679
b) How many failures (in terms of fraction of n) do we expect to see in the sixth year?
𝐹(6𝑡ℎ 𝑦𝑟) = 𝐹(6) − 𝐹(5)= ROCOF * (6-5) = 0.423 hr-1
5.10 The following data represent failure times and repair experiences from the life of a component.
Failure Number to (Age in months) Repair Duration (hrs)

1 4 3
2 7 4
3 15.5 7
4 20 3
5 26 7
Assume 30 days/month
Assuming that the current age of the unit is 30 months:
a) Is there a trend in the ROCOF and repairs?
Failures
𝑛
1 1 (4 + 7 + 15.5 + 20 + 26)
∑ 𝑡𝑖 − 𝑡𝑜 − 0.5 × 30
𝑛 𝑖=1 2 5
𝑈= = = −𝟎. 𝟏𝟐𝟗
1 1
𝑡𝑜 √ 30√
12(𝑛) 12(5)
𝑛 5
𝛽̂ = 𝑛 = = 𝟏. 𝟎𝟔𝟕
𝑡 30 30 30 30 30
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛 4 + 𝑙𝑛 7 + 𝑙𝑛
15.5
+ 𝑙𝑛 20 + 𝑙𝑛 26
𝑖=1 𝑖
𝑛 5
𝜆̂ = ̂
= = 𝟏. 𝟏𝟔𝟖 × 𝟏𝟎−𝟒 ℎ𝑟 −1
𝑡𝑜 𝛽 (30 × 30 × 24)1.0686
Repairs:
(3 + 7 + 14 + 17 + 24)
− 0.5 × 24
𝑈= 5 = 𝟎. 𝟑𝟐𝟑
1
24√
12(5)
Page 164 of 229

As |U| > 0.3, their does appear to be a trend in the data provided and therefore, we can assume the
repair process follows a Non-Homogenous Poisson Process (NHPP).
𝑛 5
𝛽̂ = 𝑛−1 = = 𝟏. 𝟏𝟗𝟏𝟖
𝑡 24 24 24 24
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛 3 + 𝑙𝑛 7 + 𝑙𝑛 14 + 𝑙𝑛 17
𝑖=1 𝑖
𝑛 5
𝜇̂ = ̂
= = 𝟎. 𝟏𝟏𝟑𝟑 ℎ𝑟 −1
𝑡𝑜 𝛽 241.19178
b) Estimate the instantaneous availability at the present time of 30 months.
Instantaneous Availability at T = 30 months

Given there is no strong trend in the data, the instantaneous availability is given by
𝜇 𝜆
𝑎(𝑡) = + exp[−(𝜆 + 𝜇)𝑡]
𝜆+𝜇 𝜆+𝜇
0.1133 0.0001168
𝑎(21600) = + exp[−(0.0001168 + 0.1133) × 21600]
0.0001168 + 0.1133 0.0001168 + 0.1133
𝒂(𝟐𝟏𝟔𝟎𝟎) = 𝟎. 𝟗𝟗𝟗
Alternatively, we could use approximate values for 𝜆 & 𝜇 as follows:
1 5
𝜆̂ = = = 0.000231 ℎ𝑟 −1
𝑀𝑇𝑇𝐹 21600
1 5
𝜇̂ = = = 0.2083 ℎ𝑟 −1
𝑀𝑇𝑇𝑅 24
0.2083 0.000231
𝑎(21600) = + exp[−(0.000231 + 0.2083) × 21600]
0.000231 + 0.2083 0.000231 + 0.2083
𝒂(𝟐𝟏𝟔𝟎𝟎) = 𝟎. 𝟗𝟗𝟖𝟗
c) In a periodically tested system with a constant ROCOF of 10−4 ℎ𝑟 −1 , average constant repair
duration of 10 hrs, average test duration of 5 hrs and average constant frequency of repair of 0.05
per test, determine the best (optimum) inspection interval.
Optimum Inspection Interval
1 1 𝜆 𝜆
𝜇= & 𝜆= 𝑞(𝑡) = − exp[−(𝜆 + 𝜇)𝑡]
10 104 𝜆+𝜇 𝜆+𝜇
Page 165 of 229

10−4 10−4
𝑞(30 𝑚𝑡ℎ𝑠) = − exp[−(10−4 + 0.1) × 30 × 30 × 24] = 𝟎. 𝟎𝟎𝟎𝟗𝟗𝟗
10−4 + 0.1 10−4 + 0.1
1 10 5
0.000999 = 10−4 × 30 × 30 × 24 + 0.05 +
2 𝑇 𝑇
𝑇 = 5.37 × 109 ℎ𝑟𝑠
5.11 The failure time history of a component is shown below.
0 5.2 10.8 18.3 28.8 33.3 44.1 49.2 54
Current
Time (months)
Time
a) Is there practically a trend in ROCOF?
𝑛
1 1
𝑛 ∑ 𝑡𝑖 − 2 𝑡𝑜
𝑖=1
𝑈=
1
𝑡𝑜 √
12(𝑛)
(5.2 + 10.8 + 18.3 + 28.8 + 33.3 + 44.1 + 49.2)

− 0.5 × 54
𝑈= 7 = 𝟎. 𝟎𝟏𝟕
1
54√
12(7)
𝑛 5
𝛽̂ = 𝑛 = = 𝟏. 𝟎𝟖𝟕
𝑡 54 54 54 54 54 54 54
5.2
+ 𝑙𝑛 10.8 + 𝑙𝑛 18.3 + 𝑙𝑛 28.8 + 𝑙𝑛 33.3 + 𝑙𝑛 44.1 + 𝑙𝑛 49.2
𝑖=1 𝑖
The β value of 1.09 also indicates a constant rate of occurrence which would indicate an
Homogenous Poisson Process (HPP) with no trend.
𝑛 5
= = 𝟗. 𝟏𝟔 × 𝟏𝟎−𝟐 𝑚𝑡ℎ−1
𝑡𝑜 𝛽 (54 × 24 × 30)1.087
b) What is the conditional probability of no failure (ie: reliability) in the next 6 months given the
component is operating at the current accumulated component age of 54 months?
Using the data given above, we get:
Page 166 of 229

−2 (601.087 −541.087 )
𝑅(60|54) = 𝑒 −9.16×10 = 𝟎. 𝟒𝟐𝟖
7
However, if we assume no trend (ie: HPP) we get 𝜆̂ = = 0.13 & 𝛽 = 1
54
𝑅(60|54) = 𝑒 −0.13(60−54) = 𝟎. 𝟒𝟓𝟗
c) If the observed average downtime for repair is 14 hrs per repair and repair has no trend, what is the
average conditional unavailability given we are at the age of 54 months and the component is
operating in the next 6 months?
𝜆 𝜆
𝑞(𝑡) = 𝜆+𝜇 − 𝜆+𝜇 exp[−(𝜆 + 𝜇)𝑡]
d) By assuming no trend in ROCOF, how much error would we make in the unconditional average
unavailability?
e) If we decide to adopt a periodically tested policy that reduces the failure rate by a factor of 5 (eg:
using a preventative maintenance program) with an average test duration of 5 min, average repair
duration of 2 hrs and average frequency of repair of 0.01, what should we select as our inspection
interval 𝑇0 in order to maintain the same unavailability value calculated in part c).
1 𝑇𝑅 𝑇𝑡
𝑞̅ = 𝜆̅𝑇𝑜 + 𝑓𝑟 +
2 𝑇 𝑇
5
1 2 60
𝑞̅ = 𝜆̅𝑇𝑜 + 0.01 +
2 𝑇 𝑇
Page 167 of 229

5.12 Consider the success tree for system (S) below. Determine the probability of failure by developing all
mutually exclusive cut sets and path sets. Determine the unavailability of the top event “S-
unavailable.” Mean availabilities of the basic events are shown below.
S Available
A B A C
0.9 0.95 0.98 0.99
As the two values for A are different, we will assume the components labeled ‘A’ in the diagram are
actually different (ie: 𝐴1 = 0.9 𝑎𝑛𝑑 𝐴2 = 0.98 )
Therefore:
𝑆 = (𝐴1̅ + 𝐵̅)(𝐴̅2 ∙ 𝐶̅ ) = 𝐴1̅ 𝐴̅2 𝐶̅ + 𝐵̅𝐴̅2 𝐶̅
𝐹 = 𝑆̅ = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴1̅ 𝐴̅2 𝐶̅ + 𝐵̅𝐴̅2 𝐶̅ = (𝐴1 + 𝐴2 + 𝐶)(𝐵 + 𝐴2 + 𝐶)
𝐹 = (𝐴1 𝐵 + 𝐴1 𝐴2 + 𝐴1 𝐶 + 𝐴2 𝐵 + 𝐴2 𝐴2 + 𝐴2 𝐶 + 𝐶𝐵 + 𝐶𝐴2 + 𝐶𝐶)
𝐹 = 𝐴1 𝐵 + 𝐴2 + 𝐶
In order to find the mutually exclusive cut sets, it is best to use the Combinatorial Truth Table as
follows:
Combin a1 a2 b c Sys Pr(i)
1 0 0 0 0 0
2 0 0 0 1 1 0.008379
3 0 0 1 0 0
4 0 1 0 0 1 0.016929
5 1 0 0 0 0
6 0 0 1 1 1 0.000441
7 0 1 0 1 1 0.000171
8 1 0 0 1 1 0.000931
9 0 1 1 0 1 0.000891
10 1 0 1 0 0
11 1 1 0 0 1 0.001881
12 0 1 1 1 1 0.000009
13 1 0 1 1 1 0.000049
14 1 1 0 1 1 0.000019
15 1 1 1 0 1 0.000099
16 1 1 1 1 1 0.000001
0.0298
̅𝒔𝒚𝒔 = 𝟎. 𝟎𝟐𝟗𝟖
𝒒
If we simply use rare event approximation, we get 𝑞̅ ≤ 0.1 × 0.05 + 0.02 + 0.01 ≤ 𝟎. 𝟎𝟑𝟓
Page 168 of 229

5.13 Failure and repair times for a periodically tested component have been reported as follows:
Failure Number Failure Time (months) Repair Duration (months)

1 73 0.1
2 132 0.5
3 193 0.05
4 148 0.15
5 212 0.2
Assuming that the present age of the component is 250 months and a monthly test with duration of 2
hrs has been performed since the unit has been put into operation, determine:
a) An estimate of the past mean ROCOF.

𝑛
1 1 (73 + 132 + 193 + 148 + 212)
𝑛 ∑ 𝑡𝑖 − 2 𝑡𝑜 − 0.5 × 250
𝑈= 𝑖=1
= 5 = 𝟎. 𝟖𝟐𝟒
1 1
𝑡𝑜 √ 250√
12(𝑛) 12(5)
𝑛 5
𝛽̂ = 𝑛 = = 𝟏. 𝟕𝟕𝟓
𝑡 250 250 250 250 250
73
+ 𝑙𝑛
132
+ 𝑙𝑛
148
+ 𝑙𝑛
193
+ 𝑙𝑛
212
𝑖=1 𝑖
𝑛 5
𝜆̂ = ̂
= = 𝟐. 𝟑𝟔𝟏 × 𝟏𝟎−𝟗 𝒉𝒓−𝟏
𝑡𝑜 𝛽 (250 × 30 × 24)1.775
𝜆(𝑡) = 𝜆̂𝛽̂𝑡𝛽−1 = 𝟒. 𝟏𝟖𝟗 × 𝟏𝟎−𝟗 𝒕𝟎.𝟕𝟕𝟓 𝒉𝒓−𝟏
𝑇 250×30×24
1 1
𝜆̅(𝑡) = ∫ 𝜆(𝑡)𝑑𝑡 = ∫ 𝜆̂𝛽̂𝑡𝛽−1 𝑑𝑡 = 𝜆̂𝑇𝛽−1 = 𝟐. 𝟕𝟕𝟖 × 𝟏𝟎−𝟓 𝒉𝒓−𝟏 = 𝟎. 𝟎𝟐 𝒎𝒕𝒉−𝟏
𝑇 𝑇
0 0
b) The estimate of the past mean repair rate.

𝑛
1 1 (0.1 + 0.6 + 0.65 + 0.8 + 1)
𝑛 ∑ 𝑡𝑖 − 2 𝑡𝑜 − 0.5 × 1
𝑈= 𝑖=1
= 5 = 𝟏. 𝟎𝟎𝟕
1 1
𝑡𝑜 √ 1√
12(𝑛) 12(5)
𝑛 5
𝛽̂ = 𝑛−1 = = 𝟏. 𝟒𝟒𝟐
𝑡 1 1 1 1
∑ 𝑙𝑛 𝑜 𝑙𝑛 0.1 + 𝑙𝑛 0.6 + 𝑙𝑛 + 𝑙𝑛 0.8
𝑡𝑖 0.65
𝑖=1
Page 169 of 229

𝑛 5
𝜇̂ = ̂
= = 𝟑. 𝟕𝟗 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏
𝑡𝑜 𝛽 (1 × 30 × 24)1.442
𝜇(𝑡) = 𝜇̂ 𝛽̂ 𝑡𝛽−1 = 𝟓. 𝟒𝟔𝟓 × 𝟏𝟎−𝟒 𝒕𝟎.𝟒𝟒𝟐 𝒉𝒓−𝟏
𝑇 1×30×24
1 1
𝜇̅ (𝑡) = ∫ 𝜇(𝑡)𝑑𝑡 = ∫ 𝜇̂ 𝛽̂ 𝑡𝛽−1 𝑑𝑡 = 𝜇̂ 𝑇𝛽−1 = 𝟔. 𝟗𝟒𝟒 × 𝟏𝟎−𝟒 𝒉𝒓−𝟏 = 𝟓 𝒎𝒕𝒉−𝟏
𝑇 𝑇
0 0
c) The estimate of the past average unavailability.
1 𝑇𝑅 𝑇𝑡
𝑞̅ = 𝜆̅𝑇𝑜 + 𝑓𝑟 +
2 𝑇 𝑇
2
1 0.02 1 0.2 30 × 24
𝑞̅ = × × 30 + × + = 𝟎. 𝟎𝟏𝟎𝟏𝟕
2 30 5 250 250
5.14 The following historical data for a periodically tested component are available. Duration of repair for
the times the component required repair (in hours) are 7, 8, 10, 9 and 8. Total number of tests is 50.
Overall length of each test is 3.5 hrs. Length of operation 𝑇0 = 1000 ℎ𝑟𝑠
a) Is there any trend in the length of repair? What is the confidence level you can place on the trend
conclusion?
𝑛
1 1 (7 + 15 + 25 + 34 + 42)
𝑛 ∑ 𝑡𝑖 − 2 𝑡𝑜 − 0.5 × 42
𝑈= 𝑖=1
= 5 = 𝟎. 𝟔𝟔𝟒
1 1
𝑡𝑜 √ 42√
12(𝑛) 12(5)
𝑛 5
𝛽̂ = 𝑛−1 = = 𝟏. 𝟒𝟏
𝑡 42 42 42 42
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛 7 + 𝑙𝑛 + 𝑙𝑛 + 𝑙𝑛 34
𝑖
15 25
𝑖=1
𝑛 5
𝜇̂ = ̂
= = 𝟐. 𝟓𝟗𝟐 × 𝟏𝟎−𝟐 𝒉𝒓−𝟏
𝑡𝑜 𝛽 (42)1.41
𝜇(𝑡) = 𝜇̂ 𝛽̂ 𝑡𝛽−1 = 𝟑. 𝟔𝟒𝟗 × 𝟏𝟎−𝟐 𝒕𝟎.𝟒𝟏 𝒉𝒓−𝟏
Page 170 of 229

𝑇 42
1 1
𝜇̅ (𝑡) = ∫ 𝜇(𝑡)𝑑𝑡 = ∫ 𝜇̂ 𝛽̂ 𝑡𝛽−1 𝑑𝑡 = 𝜇̂ 𝑇𝛽−1 = 𝟎. 𝟏𝟏𝟗 𝒉𝒓−𝟏
𝑇 42
0 0
Confidence Level
Pr(𝑍 < 0.664) = 0.75
Therefore, the probability of the trend value being lower than 0.664, is found to be approximately
75%. This means there is a lot of uncertainty surrounding the Laplace Test findings and more
evidence would be required before a conclusive assessment can be made regarding the trend.
b) Calculate average unavailability of the component assuming a constant ROCOF and constant
duration of repair.
Assuming no trend in the failure or repair rate, we get:
42
𝜇̅ = = 8.4 ℎ𝑟𝑠
5
5
𝜆̅ = = 0.005 ℎ𝑟 −1
1000
1 𝑇𝑅 𝑇𝑡
𝑞̅ = 𝜆̅𝑇𝑜 + 𝑓𝑟 + 𝑤ℎ𝑒𝑟𝑒 𝑇 = 𝑇𝑜 + 𝑓𝑟 𝑇𝑅 + 𝑇𝑡 = 1000 + 0.84 + 3.5 = 1004.34 ℎ𝑟
2 𝑇 𝑇
1 5 × 1000 8.4 3.5
𝑞̅ = × + 0.1 × + = 𝟎. 𝟎𝟓𝟒𝟑
2 1000 × 50 1004.34 1004.34
5.15 Consider the following observed times of failure in the table below (current time coincides with the
occurrence of last failure)
Failure No. 1 2 3 4 5 6
Inter-arrival of failures (hours) 881 780 870 712 1005 790
a) What is the nonhomogeneous Poisson process ROCOF for the data?
Converting the inter-arrival times into failure times:

i Ti ti
1 881 881
2 780 1661
3 870 2531
Page 171 of 229

4 712 3243
5 1005 4248
6 790 5038
The NHPP equation is:

̂
𝜆(𝑡) = 𝜆̂𝛽̂𝑡𝛽−1
Need to find 𝛽̂ 𝑎𝑛𝑑 𝜆̂
𝑛 6
𝛽̂ = 𝑡𝑛 = 𝑡 𝑡 𝑡 𝑡 𝑡 = 1.4448
∑𝑛−1
𝑖=1 ln ( 𝑡 ) ln ( 6 ) + ln ( 6 ) + ln ( 6 ) + ln ( 6 ) + ln ( 6 )
𝑖 𝑡1 𝑡2 𝑡3 𝑡4 𝑡5
𝑛 6
𝜆̂ = ̂ = 1.4448
= 2.6857 × 10−5
𝑡
𝛽 5038
𝑛
∴ 𝜆(𝑡) = 2.6857 × 10−5 × 1.4448 × 𝑡1.4448−1 = (3.8803 × 10−5 )𝑡 0.4448
b) Write the expression for the MTBF in the future of a repairable component
The MTBF in the future is defined by the following equation:

∞
𝑀𝑇𝐵𝐹𝑓 = ∫ 𝑅(𝑡)𝑑𝑡
𝑡0
𝑡 𝑡
̂ ̂ ̂
𝛽
𝑅(𝑡) = exp (− ∫ 𝜆(𝜏)𝑑𝜏) = exp (− ∫ 𝜆̂𝛽̂𝜏 𝛽−1 𝑑𝜏) = exp [− (𝜆̂𝑡𝛽 − 𝜆̂𝑡0 )]
𝑡0 𝑡0
̂ ̂
𝛽
= exp [−𝜆̂ (𝑡 −𝛽
𝑡0 )]
∞ ∞
̂ ̂
𝛽 ̂
𝛽 ̂
𝑀𝑇𝐵𝐹𝑓 = ∫ exp [−𝜆̂ (𝑡𝛽 − 𝑡0 )] 𝑑𝑡 = exp (−𝜆̂𝑡0 ) ∫ exp(−𝜆̂𝑡𝛽 ) 𝑑𝑡
𝑡0 𝑡0
∞
𝑀𝑇𝐵𝐹𝑓 = exp(−2.6857 × 10−5 × 50381.4448 ) ∫ exp(−2.6857 × 10−5 × 𝑡1.4448 ) 𝑑𝑡
5038
∞
−5
∴ 𝑀𝑇𝐵𝐹𝑓 = 403.4288 ∫ exp(−2.6857 × 10 × 𝑡1.4448 ) 𝑑𝑡
5038
This expression has to be evaluated numerically.
Page 172 of 229

5.16 A levee is built to protect a nuclear plant against tsunamis. The height of the levee from the sea level
is 18.7 feet. Tsunami data available near the region where this plant is built are shown in the table below.
Assuming that the wave height, h, (measured in feet) may be treated as a random variable which follows
an exponential distribution.
Date of Inter-arrival of Tsunamis based on the dates in Wave Height

Tsunamis the left column (in years) Produced (ft.)
Aug. 17, 1707 290 72.5
June 15, 1896 189 98.4
March 3, 1933 97 22.2
July 12, 1993 60 15.8
March 11, 2011 18 48.2
a) Using the wave height data, what is the point estimate of the parameter, λ (measured in ft-1), of the
exponential distribution?
Calculate the point estimate of the height λ (in ft-1)

5
𝜆ℎ = = 0.019448 𝑓𝑡 −1
72.5 + 98.4 + 22.2 + 15.8 + 48.2
b) Assume that the occurrence rate of tsunamis follows a homogeneous Poisson process. Using the
inter-arrival of major tsunamis, determine the probability that at least one major tsunami will occur
during the 60-year lifetime of this nuclear plant.
Calculate the point estimate of the period for the inter-arrival times:
5
𝜆𝑡 = = 0.007645 𝑦𝑟 −1
290 + 189 + 97 + 60 + 18
Calculate the point estimate of the period for the inter-arrival times:
Using Eq 5.14 from the textbook:
𝑏 𝑛 𝑏
[∫𝑎 𝜆(𝑡)𝑑𝑡] exp [− ∫𝑎 𝜆(𝑡)𝑑𝑡]
Pr[𝑁(𝑏) − 𝑁(𝑎) = 𝑛] =
𝑛!
[𝜆𝑡 (𝑡2 − 𝑡1 )]𝑛 exp[−𝜆𝑡 (𝑡2 − 𝑡1 )]
Pr[𝑁(𝑡2 ) − 𝑁(𝑡1 ) = 𝑡] =
𝑛!
The probability of at least 1 tidal wave means:
Pr(𝑛 ≥ 1) = 1 − Pr(𝑛 = 0)
0
(𝜆𝑡 (60)) exp(−𝜆𝑡 (60))
Pr(𝑛 = 0) = = exp(−0.007645 × 60) = 0.632095
0!
Pr(𝑛 ≥ 1) = 1 − 0.632095 = 0.367905
c) Calculate the probability that during the 60-year lifetime of the plant, a tsunami will occur and its
height exceeds the designed height of the levee.
Calculate (assuming independence between time and height):

Pr[𝑛 ≥ 1 ∩ ℎ ≥ 18.7] = Pr[𝑛 ≥ 1] Pr[ℎ > 18.7]
Page 173 of 229

From part b) the first term has already been found, therefore:
Pr(ℎ > 18.7) = exp(−𝜆ℎ × 18.7) = exp(−0.019448 × 18.7) = 0.695119
Therefore:
Pr[𝑛 ≥ 1 ∩ ℎ ≥ 18.7] = 0.367905 × 0.695119 = 0.255738
Page 174 of 229

Exercises
6.1 An engine crank shaft is a good example of a high reliability part of a car. Although it is pounded by
each cylinder with every piston stroke, that single bar remains intact for a long time. Assume the
strength of the shaft is normal with the mean S and standard deviation s, while the load per stroke is L
with standard deviation l. A C-cylinder engine hits the shaft at C different places along it, so these
events can be considered independent. Determine the reliability of the crank shaft.
a) Express the SM in terms of S, s, L, l, and C.
𝑆 − 𝐶𝐿
𝑆𝑀 =
√𝑠 2 + 𝐶𝑙 2
b) Estimate the reliability. Assume the motor turns at X(t) revolutions.
𝑆 − 𝐶𝐿
𝑅 = 𝛷[ ] 𝑝𝑒𝑟 𝑐𝑦𝑐𝑙𝑒
√𝑠 2 + 𝐶𝑙 2
𝑅 = 𝛷[𝑆𝑀] 𝑝𝑒𝑟 𝑐𝑦𝑐𝑙𝑒
c) Express the total number of reversals. N(t) seen by each piston as a function of time.
1
−
𝑆𝑁 𝑞 − 𝐶𝐿
𝑅 = 𝛷[ ]
√𝑠 2 + 𝐶𝑙 2
d) If the shaft is subject to fatigue, express the reliability as a function of time. Metals fatigue,
generally, follow Manson-Coffin Lae: S(N) = SN(−1/q). Assume also that the standard deviation, s,
does not change with N. Also, q is a constant.
1
−
𝑅 = 𝛷[ ] 𝑋(𝑡)
√𝑠 2 + 𝐶𝑙 2
e) Determine the expected life (50% reliability) of the crank shaft turning at a constant rate, R (RPM).
1
−
𝑅 = 𝛷[ ] = 0.5
√𝑠 2 + 𝐶𝑙 2
1
−
𝑆𝑁 𝑞 −𝐶𝐿 𝑆 𝑞 𝑆 𝑞
=0 => 𝑁 = (𝐶𝐿) => 𝑡0.5 = 𝑁𝑋(𝑡) = |𝑋(𝑡) (𝐶𝐿) |3.7
√𝑠2 +𝐶𝑙2
Page 175 of 229

6.2 Repeat Exercise 4.6 and calculate the Birnbaum and Vesely-Fussell importance measures for all events
modeled in the fault tree.
No Water Spray
ET1 Power
1 2
1
2
SN1 SV6 SV3

SN2 SV7 SV4
SV1 SP1 SV5 SV2 SP2

SV2 SP2 SV5 SV1 SP1
Page 176 of 229

Consider a simplified schematic of the system as follows:
ET1 X V5 Y
System reliability is given by:
𝑅𝑠𝑦𝑠 = 𝑅𝐸𝑇1 𝑅𝑋 𝑅𝑉5 𝑅𝑌
𝑅𝑋 = 1 − (1 − 𝑅𝑉1 𝑅𝑃1 )(1 − 𝑅𝑉2 𝑅𝑃2 )
𝑅𝑋 = 𝑅𝑉1 𝑅𝑃1 + 𝑅𝑉2 𝑅𝑃2 − 𝑅𝑉1 𝑅𝑃1 𝑅𝑉2 𝑅𝑃2
𝑅𝑌 = 1 − (1 − 𝑅𝑉3 𝑅𝑉6 𝑅𝑁1 )(1 − 𝑅𝑉4 𝑅𝑉7 𝑅𝑁2 )
𝑅𝑌 = 𝑅𝑉3 𝑅𝑉6 𝑅𝑁1 + 𝑅𝑉4 𝑅𝑉7 𝑅𝑁2 − 𝑅𝑉3 𝑅𝑉6 𝑅𝑁1 𝑅𝑉4 𝑅𝑉7 𝑅𝑁2
𝑅𝑠𝑦𝑠 = 𝑅𝐸𝑇1 𝑅𝑉5 [𝑅𝑉1 𝑅𝑃1 + 𝑅𝑉2 𝑅𝑃2 − 𝑅𝑉1 𝑅𝑃1 𝑅𝑉2 𝑅𝑃2 ][𝑅𝑉3 𝑅𝑉6 𝑅𝑁1 + 𝑅𝑉4 𝑅𝑉7 𝑅𝑁2 − 𝑅𝑉3 𝑅𝑉6 𝑅𝑁1 𝑅𝑉4 𝑅𝑉7 𝑅𝑁2 ]
Using the Birnbaum Importance method, we find the importance of each component as follows:
𝐼𝑖𝐵 = 𝑅𝑠 [𝑅(𝑡)|𝑅𝑖 (𝑡) = 1] − 𝑅𝑠 [𝑅(𝑡)|𝑅𝑖 (𝑡) = 0]
𝐵
𝐼𝐸𝑇1 = 𝑅𝑉5 [𝑅𝑉1 𝑅𝑃1 + 𝑅𝑉2 𝑅𝑃2 − 𝑅𝑉1 𝑅𝑃1 𝑅𝑉2 𝑅𝑃2 ][𝑅𝑉3 𝑅𝑉6 𝑅𝑁1 + 𝑅𝑉4 𝑅𝑉7 𝑅𝑁2 − 𝑅𝑉3 𝑅𝑉6 𝑅𝑁1 𝑅𝑉4 𝑅𝑉7 𝑅𝑁2 ]
Fussell–Vesely importance measure of all components are found using:
𝐹𝑖 [𝑄(𝑡)]
𝐼𝑖𝐹𝑉 (𝑡) =
𝐹𝑠 [𝑄(𝑡)]
Page 177 of 229

6.3 The following data are given for a prototype of a system that undergoes design changes. A total of 10
failures have been observed since the beginning of the design. Estimate the Duane reliability growth
model parameters. Discuss the results.
Failure Number 1 2 3 4 5 6 7 8 9 10
Cumulative Time on Test (hrs) 12 75 102 141 315 330 342 589 890 1007
Using equation 6.53 and 6.54 we can create a Duane Plot as follows:
𝑙𝑛[𝛩𝑐 (𝑡)] = (1 − 𝛽) ln(𝑡) − ln(𝜆)
Failure Time t/N ln(t) ln(t/N)

1 12 12.0 2.485 2.485
2 75 37.5 4.317 3.624
3 102 34.0 4.625 3.526
4 141 35.3 4.949 3.562
5 315 63.0 5.753 4.143
6 330 55.0 5.799 4.007
7 342 48.9 5.835 3.889
8 589 73.6 6.378 4.299
9 890 98.9 6.791 4.594
10 1007 100.7 6.915 4.612
𝛽 = 1 − 0.46 = 𝟎. 𝟓𝟒
Given β < 1, we have a reliability growth situation whereby the system is improving with time.
𝜆 = exp(−1.3975) = 𝟎. 𝟐𝟒𝟕𝟐 𝒉𝒓−𝟏
Page 178 of 229

6.4 In response to an RFQ, two vendors have provided a system proposal consisting of subsystem modules
A, B, and C. Each vendor has provided failure rates and average corrective maintenance times for each
module. Determine which vendor system has the best MTTR and which one you would recommend for
purchase.
Vendor 1 Vendor 2
Number in Failure Rate Mct Failure Rate Mct
Module System (per 104 hrs) (min) (per 104 hrs) (min)
A 2 45 15 1350 45 20 1800
B 1 90 20 1800 30 15 450
C 2 30 10 600 90 10 1800
240 3750 300 4050
a) Describe the advantages of a preventive maintenance program.
3750
𝑀𝑇𝑇𝑅1 = = 15.63 𝑚𝑖𝑛
240
4050
𝑀𝑇𝑇𝑅2 = = 13.5 𝑚𝑖𝑛
300
Therefore, Vendor 2 has the better MTTR
b) Is it worth doing preventive maintenance if the failure rate is constant?
A constant failure rate implies an exponential distribution of failure times. Given that an exponential
distribution is memory-less, it is not worth doing any preventative maintenance as the probability of
future failures with or without preventative maintenance is the same.
Page 179 of 229

6.5 You are the project engineer for the development of a new airborne radar system with a design goal of
7000 h MTBF. The system has been undergoing development testing for the past six months, during
which time eight failures have occurred in approximately 9000 test hours as follows.
Failure Test Hours to Failure

1 1296
2 1582
3 1855
4 2310
5 3517
6 5188
7 6792
8 8902
How much time would you schedule for the balance of the test program, in order to have some
confidence that your controller had met its goal? (Note: Each failure represents a different failure mode
and corrective actions are being taken for each.)
Using MLE methods under the assumption of either a Weibull or Exponential underlying distribution,
we get the following results for the model parameters:
Weibull Model from Problem 6.5 Exponential Model Problem 3.58

α 4419.756 λ 2.54E-04
β 1.609956 MTBF 3960.409 MTTF 3930.247
Numer in Numer in Censoring
Group Time Likelihood ln(L) Group (F=1, R=0, Time Likelihood ln(L)
1 1 1296 0.00015 -8.80468 1 1 1 1296 0.0002 -8.60621
2 1 1582 0.00016 -8.73557 2 1 1 1582 0.0002 -8.67898
3 1 1855 0.00017 -8.69435 3 1 1 1855 0.0002 -8.74844
4 1 2310 0.00017 -8.66523 4 1 1 2310 0.0001 -8.86421
5 1 3517 0.00016 -8.74922 5 1 1 3517 0.0001 -9.17131
6 1 5188 0.00011 -9.11424 6 1 1 5188 0.0001 -9.59648
7 1 6792 0.00006 -9.65274 7 1 1 6792 0.0000 -10.0046
8 1 8902 0.00003 -10.5778 8 1 1 8902 0.0000 -10.5415
-72.9938 -74.2117
The Weibull assumption provides a higher MLE value (ie: -72.99 > -74.21)
An alternative approach would be to perform a Laplace test to see if a trend exists in the data as follows:
𝑛
1 1
∑ 𝑡𝑖 − 𝑡𝑜
𝑛 𝑖=1 2
𝑈=
1
𝑡𝑜 √
12(𝑛)
(1296 + 1582 + 1855 + 2310 + 3517 + 5188 + 6792 + 8902)

− 0.5 × 9000
𝑈= 8 = −𝟎. 𝟔𝟐
1
9000√
12(8)
Page 180 of 229

As |𝑈| > 0.3, we can see a slightly negative trend (ie: improving system) in the rate of failures.
However this result is in contrast to that found previously using the MLE method suggesting that
more evidence would be required before a conclusive observation could be made.
𝑛 8
𝛽̂ = 𝑛−1 = = 𝟎. 𝟗𝟓𝟑
𝑡 9000 9000 9000 9000
∑ 𝑙𝑛 𝑡𝑜 𝑙𝑛 1296 + 𝑙𝑛 + 𝑙𝑛 + ⋯ + 𝑙𝑛 8902
𝑖
1582 1855
𝑖=1
𝑛 8
𝜆̂ = ̂
= = 𝟏. 𝟑𝟕 × 𝟏𝟎−𝟑 𝒉𝒓−𝟏
𝑡𝑜 𝛽 (9000)0.9525
𝜆(𝑡) = 𝜆̂𝛽̂𝑡𝛽−1 = 𝟏. 𝟑𝟎𝟓 × 𝟏𝟎−𝟑 𝒕−𝟎.𝟎𝟒𝟕𝟒𝟕 𝒉𝒓−𝟏
Using the Duane Plot approach, we get the following results:
Duane Method
Failure Test Hours to Failure t/N log(t) log(t/N)
1 1296 1296.0 7.167 7.167
2 1582 791.0 7.366 6.673
3 1855 618.3 7.526 6.427
4 2310 577.5 7.745 6.359
5 3517 703.4 8.165 6.556
6 5188 864.7 8.554 6.762
7 6792 970.3 8.824 6.878
8 8902 1112.8 9.094 7.015
𝛽̂ = 1 − 0.4133 = 0.5867
𝜆̂ = 10−1.4018 = 0.039646
Time required to reach a MTBF goal of 7000 hrs:

̂)
1/(1−𝛽
𝑡 = (7000 × 𝛽̂ × 𝜆̂) = (7000 × 0.5867 × 0.039646)1/(1−0.5867) = 𝟐. 𝟐𝟓 × 𝟏𝟎𝟓 𝒉𝒓𝒔 ≈ 𝟐𝟔 𝒚𝒓𝒔
With the current rate of failures given by the data set, we would require another 26 yrs of failure free
operation to achieve a MTBF goal of 7000 hrs.
Obviously this result is unrealistic and we can conclude that a 7000 hrs MTBF goal is unachievable with
the current system design and time available.
Page 181 of 229

6.6 A scenario is characterized by the following cut set: S = ab + ac + d.
Probability of a and b can be obtained from an exponential model such as:
𝑃𝑟𝑎 (𝑡) = 1 − 𝑒𝑥𝑝(−𝜆𝑎 𝑡)
but probability of c and d can be obtained from a Weibull model such as:
𝑡 𝛽
−( )
𝑃𝑟(𝑎) = 1 − 𝑒 𝛼
If 𝜆𝑎 = 𝜆𝑎 = 10−4 ℎ𝑟𝑠 −1 and 𝛼𝑐 = 𝛼𝑑 = 2250 ℎ𝑟𝑠 and 𝛽𝑐 = 𝛽𝑑 = 1.4, Determine the importance of
parameters α, β, and λ in modeling this scenario. Use an importance measure of your choice, and justify
your choice.
Solution:
The complement of the cut set is given by:
𝑆̅ = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝑎𝑏 + 𝑎𝑐 + 𝑑 = (𝑎̅ + 𝑏̅)(𝑎̅ + 𝑐̅)𝑑̅
𝑆̅ = 𝑎̅𝑑̅ + 𝑏̅ 𝑐̅𝑑̅
Therefore, the reliability of the system is given by:

𝑅𝑠 = 𝑅𝑎 𝑅𝑑 + 𝑅𝑏 𝑅𝑐 𝑅𝑑 − 𝑅𝑎 𝑅𝑏 𝑅𝑐 𝑅𝑑
Assuming t = 1000 hrs and that each component failure is independent.
𝑅𝑎 = 𝑅𝑏 = exp(−1000 × 10−4 ) = 0.9048
1000 1.4
𝑅𝑐 = 𝑅𝑑 = exp [− ( ) ] = 0.7252
2250
𝐼𝑎𝐵 = (𝑅𝑑 + 𝑅𝑏 𝑅𝑐 𝑅𝑑 − 𝑅𝑏 𝑅𝑐 𝑅𝑑 ) − (𝑅𝑏 𝑅𝑐 𝑅𝑑 ) = 𝑅𝑑 − 𝑅𝑏 𝑅𝑐 𝑅𝑑 = 𝟎. 𝟐𝟒𝟗𝟑
𝐼𝑏𝐵 = (𝑅𝑎 𝑅𝑑 + 𝑅𝑐 𝑅𝑑 − 𝑅𝑎 𝑅𝑐 𝑅𝑑 )−(𝑅𝑎 𝑅𝑑 ) = 𝑅𝑐 𝑅𝑑 − 𝑅𝑎 𝑅𝑐 𝑅𝑑 = 𝟎. 𝟎𝟓𝟎𝟎
𝐼𝑐𝐵 = (𝑅𝑎 𝑅𝑑 + 𝑅𝑏 𝑅𝑑 − 𝑅𝑎 𝑅𝑏 𝑅𝑑 ) − (𝑅𝑎 𝑅𝑑 ) = 𝑅𝑏 𝑅𝑑 − 𝑅𝑎 𝑅𝑏 𝑅𝑑 = 𝟎. 𝟎𝟔𝟐𝟒
𝐼𝑑𝐵 = (𝑅𝑎 + 𝑅𝑏 𝑅𝑐 − 𝑅𝑎 𝑅𝑏 𝑅𝑐 ) − 0 = 𝑅𝑎 + 𝑅𝑏 𝑅𝑐 − 𝑅𝑎 𝑅𝑏 𝑅𝑐 = 𝟎. 𝟗𝟔𝟕𝟑
From these calculations, we can see that component D, is almost four times as important as the next
component which is component A (0.9673 versus 0.2493). This makes sense as component D is a
minimal cut set on its own and component A appears in each of the other two minimal cut sets.
Page 182 of 229

Therefore, for the given system it appears that the Weibull parameters α & β are more important to the
system reliability than λ. To determine the order of parameter importance, we can take the derivatives
of the Weibull Reliability function to compare as follows:
𝜕𝑅 𝜕 𝑡 𝛽
−( ) 𝛽𝑡 𝑡 𝛽−1 −( 𝑡 )𝛽
= {𝑒 𝛼 } = 2( ) 𝑒 𝛼
𝜕𝛼 𝜕𝛼 𝛼 𝛼
𝜕𝑅 1.4 × 1000 1000 1.4−1 −(

1000 1.4
)
= 2
( ) × 𝑒 2250 = 𝟏. 𝟒𝟒𝟗𝟗 × 𝟏𝟎−𝟒
𝜕𝛼 2250 2250
𝜕𝑅 𝜕 𝑡 𝛽
−( ) 𝑡 𝑡 𝛽 𝑡 𝛽
−( )
= { 𝑒 𝛼 } = 𝑙𝑛 ( ) × ( ) × 𝑒 𝛼
𝜕𝛽 𝜕𝛽 𝛼 𝛼
𝜕𝑅 1000 1000 1.4 −(

1000 1.4
)
= 𝑙𝑛 ( )×( ) × 𝑒 2250 = −𝟎. 𝟏𝟖𝟖𝟗𝟔
𝜕𝛽 2250 2250
𝜕𝑅 𝜕 −4
= { 𝑒 −𝜆𝑡 } = −𝑡𝑒 −𝜆𝑡 = −1000𝑒 −1000×1×10 = −𝟗𝟎𝟓
𝜕𝜆 𝜕𝜆
𝜕𝑅 𝜕𝑅 𝜕𝑅
Given that 𝜕𝛼
> 𝜕𝛽
> 𝜕𝜆
, we can conclude that α is more important than β and λ in this case in terms
of its potential to influence the reliability of the system.
Therefore, the overall order of importance in the parameters for the system detailed above is given as
α, β, and then λ.
Page 183 of 229

6.7 A system has the following event tree and the corresponding fault trees:
S = Success
F = Failure
The failure data are listed below.
Component MTTR (hrs) MTBF (hrs)

a 12 17500
b 17 18200
c 20 27500
d 17 18200
e 7 12900
f 15 19000
Frequency of initiating event I = 1.5 year−1; components b and d have dependent (common-cause)
failure with a β factor of 0.08.
a) Determine the minimal cut sets in terms of the basic events (I, a, b, c, etc.) for the event tree
scenarios ending in failure (i.e., F).
Solution:
Let z = the probability of a common cause failure between components b and d
Therefore
𝐴 = (𝑎 + 𝑏 + 𝑧)(𝑐 + 𝑑 + 𝑧) = 𝑎𝑐 + 𝑎𝑑 + 𝑎𝑧 + 𝑏𝑐 + 𝑏𝑑 + 𝑏𝑧 + 𝑧𝑐 + 𝑧𝑑 + 𝑧𝑧
𝐴 = 𝑎𝑐 + 𝑎𝑑 + 𝑏𝑐 + 𝑏𝑑 + 𝑧
From this, we can get the complement of A as follows:

̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐴̅ = (𝑎𝑐 + 𝑎𝑑 + 𝑏𝑐 + 𝑏𝑑 + 𝑧) = (𝑎̅ + 𝑐̅)(𝑎̅ + 𝑑̅ )(𝑏̅ + 𝑐̅)(𝑏̅ + 𝑑̅)𝑧̅
𝐴 = (𝑎̅𝑎̅ + 𝑎̅𝑑̅ + 𝑎̅𝑐̅ + 𝑐̅𝑑̅)(𝑏̅𝑏̅ + 𝑏̅𝑑̅ + 𝑐̅𝑏̅ + 𝑐̅𝑑)𝑧̅
̅
𝐴̅ = (𝑎̅ + 𝑐̅𝑑̅)(𝑏̅ + 𝑐̅𝑑̅)𝑧̅ = (𝑎̅𝑏̅ + 𝑎̅𝑐̅𝑑̅ + 𝑏̅𝑐̅𝑑̅ + 𝑐̅𝑑̅)𝑧̅
𝐴̅ = 𝑎̅𝑏̅𝑧̅ + 𝑐̅𝑑̅𝑧̅
Also
𝐵 = 𝑎𝑒 + 𝑐𝑓
Page 184 of 229

From the event sequence diagram, the failure of the system is given by:
𝐹𝑠𝑦𝑠 = 𝐼(𝐴̅𝐵 + 𝐴𝐵)
𝐹𝑠𝑦𝑠 = 𝐼[(𝑎̅𝑏̅𝑧̅ + 𝑐̅𝑑̅ 𝑧̅)(𝑎𝑒 + 𝑐𝑓) + (𝑎𝑐 + 𝑎𝑑 + 𝑏𝑐 + 𝑏𝑑 + 𝑧)(𝑎𝑒 + 𝑐𝑓)]
𝐹𝑠𝑦𝑠 = 𝐼[(𝑎̅𝑏̅𝑧̅𝑎𝑒 + 𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑐𝑓𝑐̅𝑑̅𝑧̅)

+ (𝑎𝑐𝑎𝑒 + 𝑎𝑐𝑐𝑓 + 𝑎𝑑𝑎𝑒 + 𝑎𝑑𝑐𝑓 + 𝑏𝑐𝑎𝑒 + 𝑏𝑐𝑐𝑓 + 𝑏𝑑𝑎𝑒 + 𝑏𝑑𝑐𝑓 + 𝑎𝑒𝑧
+ 𝑐𝑓𝑧)]
𝐹𝑠𝑦𝑠 = 𝐼[𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑎𝑐𝑒 + 𝑎𝑐𝑓 + 𝑎𝑑𝑒 + 𝑏𝑐𝑓 + 𝑎𝑒𝑧 + 𝑐𝑓𝑧]
Minimal Cut Sets given I:

𝐶1 = 𝑎̅𝑏̅𝑧̅𝑐𝑓; 𝐶2 = 𝑎𝑒𝑐̅𝑑̅𝑧̅ ; 𝐶3 = 𝑎𝑐𝑒; 𝐶4 = 𝑎𝑐𝑓; 𝐶5 = 𝑎𝑑𝑒; 𝐶6 = 𝑏𝑐𝑓; 𝐶7 = 𝑎𝑒𝑧; 𝐶8 = 𝑐𝑓𝑧
b) Estimate the frequency of failure of the system.
Using the following relationships, the availability and unavailability of each component is
determined as follows:
1 1
𝑎𝑣𝑎𝑖𝑙𝑎𝑏𝑖𝑙𝑖𝑡𝑦 = 𝑤ℎ𝑒𝑟𝑒 𝜆 = & 𝜏 = 𝑀𝑇𝑇𝑅
1 + 𝜆𝜏 𝑀𝑇𝐵𝐹
For components b & d; we need to determine the independent and common cause unavailability as
follows:
1 1
𝑎𝑣𝑎𝑖𝑙𝑎𝑏𝑖𝑙𝑖𝑡𝑦𝑏|𝑑 𝑇𝑜𝑡𝑎𝑙 = ( )=( ) = 𝟎. 𝟗𝟗𝟗𝟎𝟕
1 + 𝜆𝜏 1 + (1⁄18,200) × 17
𝑢𝑛𝑎𝑣𝑎𝑖𝑙𝑎𝑏𝑖𝑙𝑖𝑡𝑦𝑏|𝑑 𝑇𝑜𝑡𝑎𝑙 = 1 − 0.999066 = 𝟎. 𝟎𝟎𝟎𝟗𝟑𝟑
𝑢𝑛𝑎𝑣𝑎𝑖𝑙𝑎𝑏𝑖𝑙𝑖𝑡𝑦𝑏|𝑑 𝑖𝑛𝑑 = (1 − 𝛽) × 0.000933 = 𝟎. 𝟎𝟎𝟎𝟖𝟓𝟗
𝑢𝑛𝑎𝑣𝑎𝑖𝑙𝑎𝑏𝑖𝑙𝑖𝑡𝑦𝑏|𝑑 𝑐𝑐 = 𝛽 × 0.000933 = 𝟕. 𝟒𝟔𝟓 × 𝟏𝟎−𝟓
Using this approach, the availability and unavailability of each component is summarized as
follows:
Component MTTR MTBF a q sum(a+q)

a 12 17500 0.999315 6.852E-04 1.00
b_ind 17 18200 0.919141 8.585E-04 0.92
c 20 27500 0.999273 7.267E-04 1.00
d_ind 17 18200 0.919141 8.585E-04 0.92
e 7 12900 0.999458 5.423E-04 1.00
f 15 19000 0.999211 7.889E-04 1.00
bd_cc 0.079925 7.466E-05 0.08
Therefore, the frequency of failure is calculated using the cut sets as follows:
𝐹𝑠𝑦𝑠 = 𝐼[𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑎𝑐𝑒 + 𝑎𝑐𝑓 + 𝑎𝑑𝑒 + 𝑏𝑐𝑓 + 𝑎𝑒𝑧 + 𝑐𝑓𝑧]
Page 185 of 229

Cutsets Pr(Ci)
1 4.21E-08
2 2.73E-08
3 2.70E-10
4 3.93E-10
5 3.19E-10
6 4.92E-10
7 2.77E-11
8 4.28E-11
Qsys 7.09E-08
1
𝐹𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑜𝑓 𝐹𝑎𝑖𝑙𝑢𝑟𝑒 = 1.5 × × 7.09 × 10−8 = 𝟏. 𝟐𝟏 × 𝟏𝟎−𝟏𝟏 𝒉𝒓−𝟏
8760
c) Calculate the Fussell–Vesely importance measure of all components based on part B above.
𝐹𝑖 [𝑄(𝑡)]
𝐼𝑖𝐹𝑉 (𝑡) =
𝐹𝑠 [𝑄(𝑡)]
Using the unavailability of each cut set, we can find the importance of each component as shown
in the last column of the table below.
System cut sets found previously:

The effect on system failure by each component failure is found by including all cut sets which
have the component of interest contained within them which is detailed as follows and summarized
in the adjacent table:
Failed
𝐹𝑎 = 𝐼[ 𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑎𝑐𝑒 + 𝑎𝑐𝑓 + 𝑎𝑑𝑒 + 𝑎𝑒𝑧] Fi I_fv
Component (i)
𝐹𝑏 = 𝐼[𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑏𝑐𝑓 + 𝑎𝑒𝑧 + 𝑐𝑓𝑧] a 7.04E-08 0.992
𝐹𝑐 = 𝐼[𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑎𝑐𝑒 + 𝑎𝑐𝑓 + 𝑏𝑐𝑓 + 𝑐𝑓𝑧] b 6.99E-08 0.986
𝐹𝑑 = 𝐼[𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑎𝑑𝑒 + 𝑎𝑒𝑧 + 𝑐𝑓𝑧] c 7.06E-08 0.995
𝐹𝑒 = 𝐼[𝑎𝑒𝑐̅𝑑̅𝑧̅ + 𝑎𝑐𝑒 + 𝑎𝑑𝑒 + 𝑎𝑒𝑧] d 6.98E-08 0.984
𝐹𝑓 = 𝐼[𝑎̅𝑏̅𝑧̅𝑐𝑓 + 𝑎𝑐𝑓 + 𝑏𝑐𝑓 + 𝑐𝑓𝑧] e 2.79E-08 0.393
𝐹𝑧 = 𝐼[𝑎𝑒𝑧 + 𝑐𝑓𝑧] f 4.30E-08 0.607
From this table, we can see that component C is the most important in terms of affecting system
reliability. This is intuitive when one considers that component C is present in 6 of the 8 cut sets.
Component A, B & D are the next most important components in the system due there influence
on system unavailability.
Page 186 of 229

6.8 The Space Returner Company is designing a prototype for a new spaceship. When they run tests on the
wing of the space ship they find that the stress and strength can be represented as normal distributions as
follows:
Strength (MPa) Stress (MPa)
μ 1.412 0.945
σ 0.414 0.122
a) What is the Safety Margin and thus the reliability for this new wing?
μ𝑆 − μ𝑙 1.412 − 0.945
𝑆𝑀 = = = 1.0820
√σ𝑆2 + σ2𝑙 √(0.414)2 + (0.122)2
Reliability:
𝑅 = Φ(𝑆𝑀) = Φ(1.082)
From the standard normal table (or using excel function NORM.S.DIST)
𝑅 = 0.8604
b) Assume that the company head wants to up the reliability factor to 0.99. What should be the new
target mean for the strength distribution assuming that standard deviation won’t change?
Setting R=0.99 and using the standard normal table (or excel function NORM.S.INV)
𝑆𝑀 = Φ−1 (𝑅 = 0.99) = 2.3263
μ𝑆 − 0.945
∴ 2.3263 =
√0.4142 + 0.1222
𝜇𝑆 = 2.3263 × √0.4142 + 0.1222 + 0.945 = 1.9491 𝑀𝑃𝑎
Page 187 of 229

6.9 Consider the system shown below
Component A B C D E H
Pr(Failure) 0.008 0.008 0.008 0.05 0.007 0.002
a) Find the minimal cut sets of the top event T
𝑇 = 𝐺1 + 𝐺2 + 𝐸 + 𝐻
𝐺1 = 𝐷 ∙ (𝐴𝐵 + 𝐴𝐶 + 𝐵𝐶)
𝐺2 = 𝐴𝐷
𝑇 = 𝐷𝐴𝐵 + 𝐷𝐴𝐶 + 𝐷𝐵𝐶 + 𝐴𝐷 + 𝐸 + 𝐻
Therefore the minimal cut sets are:

𝐴𝐷, 𝐷𝐵𝐶, 𝐸, 𝐻
b) Find the RAW importance of Components D, E and H
Firstly, finding the probability that the system will fail using part a) and rare event approximation:
𝐹𝑇 ≤ 𝐴𝐷 + 𝐷𝐵𝐶 + 𝐸 + 𝐻
𝐹𝑇 ≤ 0.008 × 0.05 + 0.05 × 0.0082 + 0.007 + 0.002 = 0.007603
For component D:
Set Pr(𝐷) = 1
∴ 𝐹𝑇 (𝑇|𝐷 = 1) = 0.008 + 0.0082 + 0.007 + 0.002 = 0.01526
𝐹𝑇 (𝑇|𝐷 = 1) 0.01526
𝐼𝐷𝑅𝐴𝑊 = = = 2.0076
𝐹𝑇 0.007603
For component E:
Set Pr(𝐸) = 1
∴ 𝐹𝑇 (𝑇|𝐸 = 1) = 0.008 × 0.05 + 0.05 × 0.0082 + 1 + 0.002 = 1.0006
𝐹𝑇 (𝑇|𝐸 = 1) 1.000603
𝐼𝐸𝑅𝐴𝑊 = = = 131.60
𝐹𝑇 0.007603
Page 188 of 229

For component H:
Set Pr(𝐻) = 1
∴ 𝐹𝑇 (𝑇|𝐻 = 1) = 0.008 × 0.05 + 0.05 × 0.0082 + 0.007 + 1 = 1.0074
𝐹𝑇 (𝑇|𝐻 = 1) 1.0074
𝐼𝐻𝑅𝐴𝑊 = = = 132.50
𝐹𝑇 0.007603
Comparing these, it can be seen that E and H are by far the most important, this is logical based on
the fault tree since E and H are single points of failure at the highest level.
Page 189 of 229

Exercises
7.1 Consider two resistors in parallel configuration. The mean and standard deviation for the resistance of
each are as follows:
𝜇𝑅1 = 25𝛺 𝜎𝑅1 = 0.1𝜇𝑅1 = 2.5𝛺
𝜇𝑅2 = 50𝛺 𝜎𝑅1 = 0.1𝜇𝑅2 = 5𝛺
Using one of the statistical uncertainty techniques, obtain the mean and standard deviation of the
equivalent resistor. In what ways is the uncertainty associated with the equivalent resistance different
from the individual resistor? Discuss the results.
For two resistors in parallel, the equivalent resistance is given by:
1 1 1 𝑅1 𝑅2
= + => 𝑅𝑡𝑜𝑡 =
𝑅𝑡𝑜𝑡 𝑅1 𝑅2 𝑅1 + 𝑅2
Mean (Using Equation 7.73)

𝑛
1 𝜕 2 𝑅𝑡𝑜𝑡
𝑅̅𝑡𝑜𝑡 ≈ 𝑓(𝜇𝑅1 , 𝜇𝑅1 ) + ∑ [ ] 𝑉𝑎𝑟(𝑅𝑖 )
2 𝜕𝑅𝑖2
𝑖=1
𝜕𝑅𝑡𝑜𝑡 𝑅22 𝜕 2 𝑅𝑡𝑜𝑡 −2𝑅22

= =
𝜕𝑅1 (𝑅1 + 𝑅2 )2 𝜕𝑅12 (𝑅1 + 𝑅2 )3
𝜕𝑅𝑡𝑜𝑡 𝑅12 𝜕 2 𝑅𝑡𝑜𝑡 −2𝑅12

= =
𝜕𝑅2 (𝑅1 + 𝑅2 )2 𝜕𝑅12 (𝑅1 + 𝑅2 )3
𝑅̅1 𝑅̅2 1 −2𝑅22 −2𝑅12

𝑅̅𝑡𝑜𝑡 ≈ + [ 𝑉𝑎𝑟(𝑅1 ) + 𝑉𝑎𝑟(𝑅2 )]
𝑅̅1 + 𝑅̅2 2 (𝑅1 + 𝑅2 )3 (𝑅1 + 𝑅2 )3
25 × 50 1 −2 × 502 −2 × 252
𝑅̅𝑡𝑜𝑡 ≈ + [ × 6.25 + × 25]
25 + 50 2 (25 + 50)3 (25 + 50)3
𝑅̅𝑡𝑜𝑡 ≈ 16.67 − 0.074 ≈ 𝟏𝟔. 𝟓𝟗 𝜴
Standard Deviation (Using Equation 7.76)
Page 190 of 229

𝜕𝑅𝑡𝑜𝑡 2 𝜕𝑅𝑡𝑜𝑡 2
𝑆 2 (𝑅𝑡𝑜𝑡 ) = 𝑉𝑎𝑟(𝑅1 ) [ ] + 𝑉𝑎𝑟(𝑅2 [ ) ]
𝜕𝑅1 𝜕𝑅2
2 2
𝑅22 𝑅12
𝑆 2 (𝑅𝑡𝑜𝑡 ) = (𝜎𝑅1 )2 × [ ] + (𝜎 𝑅2 )2
× [ ]
(𝑅1 + 𝑅2 )2 (𝑅1 + 𝑅2 )2
2 2
502 252
𝑆 2 (𝑅𝑡𝑜𝑡 ) = (2.5)2 ×[ ] + (5)2
× [ ] = 𝟏. 𝟓𝟒𝟑
(25 + 50)2 (25 + 50)2
𝑆(𝑅𝑡𝑜𝑡 ) = √1.543 = 𝟏. 𝟐𝟒 𝜴
The variance of the parallel system is lower than the variance of any individual component. This shows
the benefit of parallel systems in reducing the uncertainty.
7.2 The results of a bootstrap evaluation give 𝜇 = 1 × 10−4 and 𝜎 = 1 × 10−3. Evaluate the number
of pseudo failures (F), in N trials for an equivalent binomial distribution. Estimate the 95% confidence
limits of μ.
This problem is similar to example 7.10 in the text. Following the same process we get:
𝜇(1 − 𝜇) 1 × 10−4 (1 − 1 × 10−4 )

𝑁= = ≈ 𝟏𝟎𝟎
𝜎2 1 × 10−6
𝐹 = 𝑁𝜇 = 100 × 1 × 10−4 ≈ 𝟎. 𝟎𝟏
The 95% confidence interval for the estimated mean can be found using the Clopper - Pearson
procedure as follows (Equation 3.116 & 3.117 respectively):
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (𝑛 − 𝑥 + 1)𝑥 −1 𝐹1−𝛼⁄2 [2𝑛 − 2𝑥 + 2; 2𝑥]]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (𝑛 − 𝑥){(𝑥 + 1)𝐹1−𝛼⁄2 [2𝑥 + 2; 2𝑛 − 2𝑥]}−1 ]−1
Using these expressions with n = 100 and x = 0.01 we get:

𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (100 − 0.01 + 1)0.01−1 𝐹0.975 [2 × 100 − 2 × 0.01 + 2; 2 × 0.01]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (100.99)100𝐹0.975 [201.98; 0.02]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + 10099 × 2.8248𝐸158]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = 3.505 × 10−163 ≈ 0
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (100 − 0.01){(0.01 + 1)𝐹0.975 [2 × 0.01 + 2; 2 × 100 − 2 × 0.01]}−1 ]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (99.99){(1.01)𝐹0.975 [2.02; 199.98]}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (99.99){1.01 × 3.742}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + 99.99 × 0.2646]−1
The 95% confidence interval is given by:
Page 191 of 229

𝟎 ≤ 𝝁 ≤ 𝟎. 𝟎𝟑𝟔𝟒
7.3 Repeat Exercise 4.6 and assume that a CCF between the valves and the pumps exists. Using the generic
data in Table B.1, calculate the probability that the top event occurs. Use a β-factor method with β =
0.1 for valves and pumps. Discuss whether the selection of β = 0.1 is sensitive to the end result.
The basic system diagram shown in exercise 4.6 can be represented by the following Reliability Block
Diagram. The modified Fault Tree which considers CCF in the system is also shown below:
No Water Spray
ET1 Power
1 2
SN1 SV6 SV3 CCV
CCP CCV SV1 SP1 SV5 SV2 SP2 CCP CCV
𝑇1 = 𝑁1 + 𝑉6 + 𝑉3 + 𝐶𝐶𝑉 + (𝑃1 + 𝑉1 + 𝐶𝐶𝑉 + 𝐶𝐶𝑃 )(𝑃2 + 𝑉2 + 𝑉5 + 𝐶𝐶𝑉 + 𝐶𝐶𝑃 )
𝑇1 = 𝑁1 + 𝑉3 + 𝑉6 + 𝑃1𝑃2 + 𝑃1𝑉2 + 𝑃1𝑉5 + 𝑉1𝑃2 + 𝑉1𝑉5 + 𝑉1𝑉2 + 𝐶𝐶𝑉 + 𝐶𝐶𝑃
Similarly
𝑇2 = 𝑁2 + 𝑉4 + 𝑉7 + 𝑃1𝑃2 + 𝑃2𝑉1 + 𝑃2𝑉5 + 𝑉2𝑃1 + 𝑉1𝑉2 + 𝑉5𝑉2 + 𝐶𝐶𝑉 + 𝐶𝐶𝑃
Page 192 of 229

𝐹𝑠𝑦𝑠 = 𝐸𝑇1 + 𝑃𝑤𝑟 + 𝑇1 ∙ 𝑇2
𝐹𝑠𝑦𝑠 = 𝐸𝑇1 + 𝑃𝑤𝑟

+ (𝑁1 + 𝑉3 + 𝑉6 + 𝑃1𝑃2 + 𝑃1𝑉2 + 𝑃1𝑉5 + 𝑉1𝑃2 + 𝑉1𝑉5 + 𝑉1𝑉2 + 𝐶𝐶𝑉 + 𝐶𝐶𝑃 )
∙ ( 𝑁2 + 𝑉4 + 𝑉7 + 𝑃1𝑃2 + 𝑃2𝑉1 + 𝑃2𝑉5 + 𝑉2𝑃1 + 𝑉1𝑉2 + 𝑉5𝑉2 + 𝐶𝐶𝑉 + 𝐶𝐶𝑃 )
𝐹𝑠𝑦𝑠 = 𝐸𝑇1 + 𝑃𝑤𝑟 + 𝑁1𝑁2 + 𝑁1𝑉4 + 𝑁1𝑉7 + 𝑁1𝑃2𝑉5 + 𝑁1𝑉2𝑉5 + 𝑉3𝑁2 + 𝑉3𝑉4 + 𝑉3𝑉7
+ 𝑉3𝑃2𝑉5 + 𝑉3𝑉2𝑉5 + 𝑉6𝑁2 + 𝑉6𝑉4 + 𝑉6𝑉7 + 𝑉6𝑃2𝑉5 + 𝑉6𝑉2𝑉5 + 𝑃1𝑉5𝑁2
+ 𝑃1𝑉5𝑉4 + 𝑃1𝑉5𝑉7 + 𝑉1𝑉5𝑁2 + 𝑉1𝑉5𝑉4 + 𝑉1𝑉5𝑉7 + 𝑉1𝑉5𝑃2 + 𝑃1𝑃2 + 𝑃1𝑉2
+ 𝑃2𝑉1 + 𝑉1𝑉2 + 𝐶𝐶𝑉 + 𝐶𝐶𝑃
𝐹𝑠𝑦𝑠 = 𝐸𝑇1 + 𝑃𝑤𝑟 + 𝑁𝑖2 + 2𝑃𝑖 𝑁𝑖 𝑉𝑖 + 4𝑁𝑖 𝑉𝑖 + 2𝑁𝑖 𝑉𝑖2 + 5𝑉𝑖2 + 4𝑉𝑖3 + 5𝑃𝑖 𝑉𝑖2 + 𝑃𝑖2 + 2𝑃𝑖 𝑉𝑖 + 𝐶𝐶𝑉
+ 𝐶𝐶𝑃
Considering rare event approximation, the system failure probability is given by:
Pr(𝐹𝑠𝑦𝑠 ) = Pr(𝐸𝑇1) + Pr(𝑃𝑤𝑟) + Pr(𝑁𝑖2 ) + 2Pr(𝑃𝑖 𝑁𝑖 𝑉𝑖 ) + 4Pr(𝑁𝑖 𝑉𝑖 ) + 2Pr(𝑁𝑖 𝑉𝑖2 ) + 5Pr(𝑉𝑖2 )

+ 4Pr(𝑉𝑖3 ) + 5Pr(𝑃𝑖 𝑉𝑖2 ) + Pr(𝑃𝑖2 ) + 2Pr(𝑃𝑖 𝑉𝑖 ) + Pr(𝐶𝐶𝑉 ) + Pr(𝐶𝐶𝑃 )
𝑄𝑠𝑦𝑠 = 𝑞𝐸𝑇 + 𝑞𝑝𝑤𝑟 + 𝑞𝑁2 + 2(1 − 𝛽)2 𝑞𝑃 𝑞𝑁 𝑞𝑉 + 4(1 − 𝛽)𝑞𝑁 𝑞𝑉 + 2(1 − 𝛽)2 𝑞𝑁 𝑞𝑉2 + 5(1 − 𝛽)2 𝑞𝑉2
+ 4(1 − 𝛽)3 𝑞𝑉3 + 5(1 − 𝛽)3 𝑞𝑃 𝑞𝑉2 + (1 − 𝛽)2 𝑞𝑃2 + 2(1 − 𝛽)2 𝑞𝑃 𝑞𝑉 + 𝛽𝑞𝑃 + 𝛽𝑞𝑉
7.4 A class of components is temperature sensitive in that the components will fail if the temperature is
raised too high. Uncertainty associated with a component’s failure temperature is characterized by a
continuous uniform distribution such as shown below:
If the temperature for a particular component is uncertain but can be characterized by an exponential
distribution with λ = 0.05 per degree Celsius, calculate reliability of this component.
Let 𝑇𝑓 =Failure Temperature a given component
Let 𝑇𝑐 =Temperature of a given component
1 1 1
𝑓(𝑇𝑓 ) = = =
𝑏 − 𝑎 150 − 100 50
Page 193 of 229

1
100°𝐶 ≤ 𝑇𝑓 < 150°𝐶
𝑓(𝑇𝑓 ) = {50
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑓(𝑇𝑐 ) = 𝜆𝑒 −𝜆𝑇𝑐 𝑇𝑐 ≥ 0
150 𝑇𝑓
1
𝑅 = 𝑃𝑟(𝑇𝑐 < 𝑇𝑓 ) = ∫ ∙ ∫ 𝜆𝑒 −𝜆𝑇𝑐 𝑑𝑇𝑐 ∙ 𝑑𝑇𝑓
50
100 0
150 150
1 1 𝑒 −𝜆𝑇𝑓
𝑅 = 𝑃𝑟(𝑇𝑐 < 𝑇𝑓 ) = ∫ (1 − 𝑒 −𝜆𝑇𝑓 )𝑑𝑇𝑓 => [𝑇𝑓 + ]
50 50 𝜆 100
100
𝑹 = 𝟎. 𝟗𝟗𝟖
7.5 Consider the cut sets below describing the failure of a simple system: F = AB + BC. The following data
have been found for components A, B, and C:
a) Use the system reduction methods to calculate equivalent number of failures and total test time for
failure of the system.
The system can be represented by the following RBD
A C
Firstly, we need to find an equivalent system for components A & C as follows:

𝑚
𝐹𝑖
𝑌̂ = 1 − ∏(1 − 𝑃̂𝑖 ) 𝑃̂𝑖 =
𝑁𝑖
𝑖=1
5 1
𝑌̂𝐴𝐶 = 1 − (1 − ) × (1 − ) = 𝟎. 𝟎𝟎𝟒𝟓
1250 2012
𝑁𝐴𝐶 = min(𝑁𝐴 ; 𝑁𝐶 ) = min(1250; 2012) = 𝟏𝟐𝟓𝟎
Page 194 of 229

𝐹𝐴𝐶 = 1250 × 0.0045 = 𝟓. 𝟔𝟐
12
𝑌̂𝑠𝑦𝑠 = 𝑌̂𝐴𝐶 × 𝑃̂𝐵 = 0.0045 × = 𝟏. 𝟐𝟓 × 𝟏𝟎−𝟓
4315
𝑚
𝐹𝑖 + 1 5.62 + 1 12 + 1
𝑌̂𝑠𝑦𝑠
′
=∏ =( )( ) = 𝟏. 𝟓𝟗𝟒 × 𝟏𝟎−𝟓
𝑁𝑖 + 1 1250 + 1 4315 + 1
𝑖=1
1 − 𝑌̂𝑠𝑦𝑠
′
1 − 1.5936 × 10−5
𝑁𝑠𝑦𝑠 = = = 𝟐𝟗𝟏, 𝟎𝟕𝟔 𝒉𝒓𝒔
𝑌̂𝑠𝑦𝑠
′
− 𝑌̂𝑠𝑦𝑠 1.5936 × 10−5 − 1.25 × 10−5
𝐹𝑠𝑦𝑠 = 𝑁𝑠𝑦𝑠 𝑌̂𝑠𝑦𝑠 = 291,076 × 1.25 × 10−5 = 𝟑. 𝟔𝟒
b) Given the results of (a), calculate the 90% confidence limits for the unreliability of this system.
The 90% confidence interval for the estimated unreliability of the system can be found using the
Clopper - Pearson procedure as follows (Equation 3.116 & 3.117 respectively):
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (𝑛 − 𝑥 + 1)𝑥 −1 𝐹1−𝛼⁄2 [2𝑛 − 2𝑥 + 2; 2𝑥]]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (𝑛 − 𝑥){(𝑥 + 1)𝐹1−𝛼⁄2 [2𝑥 + 2; 2𝑛 − 2𝑥]}−1 ]−1
Using these expressions with n = 291076 and x = 3.64 we get:

𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + (291076 − 3.64 + 1)3.64−1 𝐹0.95 [2 × 291076 − 2 × 3.64 + 2; 2 × 3.64]]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = [1 + 291073.36 × 3.64−1 × 254.314]−1
𝑝𝑙𝑜𝑤𝑒𝑟 = 4.9155 × 10−8
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (291076 − 3.64){(3.64 + 1)𝐹0.95 [2 × 3.64 + 2; 2 × 291076 − 2 × 3.64]}−1 ]−1

𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + (291072.36){4.64 × 1.88}−1 ]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = [1 + 291072.36 × 0.1147]−1
𝑝𝑢𝑝𝑝𝑒𝑟 = 2.9958 × 10−5
The 90% confidence interval for unreliability is given by:
4.9155 × 10−8 ≤ 𝑝 ≤ 2.9958 × 10−5
7.6 The risk R of scenario I may be evaluated by using the expression 𝑅𝑖 = 𝑓𝑖 × 𝐶𝑖 where 𝑓𝑖 is the
frequency and 𝐶𝑖 is the consequence of this scenario. For a given scenario, if the mean frequency is
1 × 10−8 per year with a standard deviation of 1 × 10−8 per year, and mean consequences is 1000
injuries with a standard deviation of 100, determine the mean risk of the scenario and its associated
standard deviation.
Mean Risk
𝑅̅ = 𝑓 ̅ × 𝐶̅ = 1 × 10−8 × 1000 = 𝟏 × 𝟏𝟎−𝟓 𝒊𝒏𝒋𝒖𝒓𝒊𝒆𝒔/𝒚𝒓
Page 195 of 229

Standard Deviation
𝜕𝑅 2 𝜕𝑅 2
𝑆 2 (𝑅) = 𝑉𝑎𝑟(𝑓) [ ] + 𝑉𝑎𝑟(𝐶) [ ]
𝜕𝑓 𝜕𝐶
𝜕𝑅
= 𝐶 = 𝟏𝟎𝟎𝟎
𝜕𝑓
𝜕𝑅
= 𝑓 = 𝟏 × 𝟏𝟎−𝟖
𝜕𝐶
2
𝑆 2 (𝑅) = (1 × 10−8 )2 × (1000)2 + 1002 × (1 × 10−8 ) = 1.01 × 10−10
𝑆(𝑅) = √1.01 × 10−10 = 𝟏. 𝟎𝟎𝟓 × 𝟏𝟎−𝟓 𝑖𝑛𝑗𝑢𝑟𝑖𝑒𝑠/𝑦𝑟
7.7 Consider the system below

X
Y
B
E
A C
F
D
Z
H J K
If all components are identical and subject to dependent failures (CCF), calculate the failure probability
of the system using the α-Factor Model for parametric CCF probability assessment (use generic data
discussed in Section 7.3). Total failure probability of one unit is 0.001.
Assume that CCF’s are only possible in the parallel redundant components and that each redundant
system will be successful as long as one component operates. The system Fault tree is therefore given
by:
Page 196 of 229

System Failure
A X Y Z J K
CCBCD CCEF
CCGHI
Bi Ci Di
Ei Fi
Gi Hi Ii
Bi CCCD Ci CCBD Di CCBC
Gi CCHI Hi CCGI Ii CCGH
𝐹𝑆𝑌𝑆 = (𝐴 + 𝑋 + 𝑌)(𝑍 + 𝐽 + 𝐾)
𝐹𝑆𝑌𝑆 = [𝐴 + (𝐵𝑖 𝐶𝑖 𝐷𝑖 + 3𝐵𝑖 𝐶𝐶𝐶𝐷 + 𝐶𝐶𝐵𝐶𝐷 ) + (𝐸𝑖 𝐹𝑖 + 𝐶𝐶𝐸𝐹 )][(𝐺𝑖 𝐻𝑖 𝐼𝑖 + 3𝐺𝑖 𝐶𝐶𝐻𝐼 + 𝐶𝐶𝐺𝐻𝐼 ) + 𝐽
+ 𝐾]
3 2 3
𝑄𝑠𝑦𝑠 = [𝑞𝐴 + 𝑞1−3 + 3𝑞1 𝑞2|3 + 𝑞3|3 + 𝑞1|2 + 𝑞2|2 ][𝑞1−3 + 3𝑞1 𝑞2|3 + 𝑞3|3 + 𝑞𝐽 + 𝑞𝐾 ]
𝑄𝑠𝑦𝑠 = [0.001 + (0.95 × 0.001)3 + 3(0.95 × 0.001)(0.04 × 0.001) + (0.01 × 0.001) + (0.95 × 0.001)2
+ (0.05 × 0.001)][(0.95 × 0.001)3 + 3(0.95 × 0.001)(0.04 × 0.001) + (0.01 × 0.001)
+ 0.001 + 0.001]
𝑄𝑠𝑦𝑠 = 𝟐. 𝟏𝟑𝟑 × 𝟏𝟎−𝟔
Page 197 of 229

7.8 Consider the reliability function for a Weibull distribution time to failure:
𝑡 𝛽
𝑅(𝑡) = 𝑒𝑥𝑝 [− ( ) ]
𝛼
Suppose we are uncertain about the value of β. We have estimated the mean value of β, 𝜇𝛽 = 1.5 with
a coefficient variation of 0.5. Assuming α = 1400 h (with no uncertainty), compute the mean and
coefficient of variation of R(t) for t = 1000 h.
1000 1.5
̅
𝑅 (1000) = 𝑒𝑥𝑝 [− ( ) ] = 𝟎. 𝟓𝟒𝟕
1400
Coefficient of Variation
2
2 (𝑅)
𝜕𝑅 2 𝑡 𝑡 𝛽 𝑡 𝛽
𝑆 = 𝑉𝑎𝑟(𝛽) [ ] = 𝑉𝑎𝑟(𝛽) [− ln ( ) ( ) 𝑒𝑥𝑝 [− ( ) ]]
𝜕𝛽 𝛼 𝛼 𝛼
𝜕𝑅 1000 1000 1.5 1000 1.5

= − ln ( )×( ) 𝑒𝑥𝑝 [− ( ) ] = 𝟎. 𝟏𝟏𝟏𝟏
𝜕𝛽 1400 1400 1400
𝑆𝛽 = 𝐶𝑜𝑉𝛽 × 𝜇𝛽 = 0.5 × 1.5 = 𝟎. 𝟕𝟓
𝑆 2 (𝑅) = (0.75)2 × (0.1111)2 = 𝟔. 𝟗𝟒 × 𝟏𝟎−𝟑
𝑆(𝑅) = √6.94 × 10−3 = 𝟎. 𝟎𝟖𝟑𝟑
𝑆(𝑅) 0.0833
𝐶𝑜𝑉𝑅 = = = 𝟎. 𝟏𝟓𝟐𝟑
𝑅̅ 0.547
7.9 Consider the system as represented by the fault tree in Problem 5.8. If each component is replaceable
and can be represented by an exponential time-to-failure model:
a) Determine the MTTF of the whole system.

b) Estimate MTTF’s coefficient variation if the following data are applied.
Page 198 of 229

Solution:
a) From the fault tree given in problem5.8, the probability of system failure is given by:
𝐹𝑠𝑦𝑠 = 𝑎𝑏 + 𝑎𝑐
Therefore
𝐹̅𝑠𝑦𝑠 = ̅̅̅̅̅̅̅̅̅̅
𝑎𝑏 + 𝑎𝑐 = (𝑎̅ + 𝑏̅)(𝑎̅ + 𝑐̅) = 𝑎̅ + 𝑏̅𝑐̅
𝑅𝑠𝑦𝑠 = 𝑅𝑎 + 𝑅𝑏 𝑅𝑐 − 𝑅𝑎 𝑅𝑏 𝑅𝑐
∞ ∞
𝑀𝑇𝑇𝐹 = ∫ 𝑅𝑠𝑦𝑠 𝑑𝑡 = ∫ (𝑅𝑎 + 𝑅𝑏 𝑅𝑐 − 𝑅𝑎 𝑅𝑏 𝑅𝑐 )𝑑𝑡

0 0
1 1 1 1 1 1
𝑀𝑇𝑇𝐹 = + − = −3 + −4
− −3 = 𝟓, 𝟏𝟔𝟕 𝒉𝒓𝒔
𝜆𝑎 𝜆𝑏 + 𝜆𝑐 𝜆𝑎 + 𝜆𝑏 + 𝜆𝑐 10 2 × 10 10 + 2 × 10−4
b) Coefficient of Variation
We are told that each component is exponentially distributed, therefore the mean of each component is
given by 1/λ and the S.D of each component is given by the mean multiplied by the Coefficient of
Variation (CoV). The table below summaries the results calculated for each component given.
Component_i mttf_i CoV_i S_i Var_i

a 1000 0.2 200 40000
b 10000 0.1 1000 1000000
c 10000 0.1 1000 1000000
The CoV for the MTTF of the system can be found using the following Taylor series approximation to
the MTTF equation:
1 1 1 𝜇𝑏 𝜇𝑐 𝜇𝑎 𝜇 𝑏 𝜇𝑐
𝑀𝑇𝑇𝐹 = 𝑌 = + − = 𝜇𝑎 + −
1⁄ 1⁄ + 1⁄ 1⁄ + 1⁄ + 1⁄ 𝜇𝑐 + 𝜇𝑏 𝜇𝑏 𝜇𝑐 + 𝜇𝑎 𝜇𝑐 + 𝜇𝑎 𝜇𝑏
𝜇𝑎 𝜇𝑏 𝜇𝑐 𝜇𝑎 𝜇𝑏 𝜇𝑐
𝑛
2 (𝑌)
𝜕𝑌 2
𝑆 = ∑ 𝑉𝑎𝑟(𝜇𝑖 ) [ ]
𝜕𝜇𝑖
𝑖=1
2
𝜕𝑌 ( 𝜇𝑏 𝜇𝑐 ) (10000 × 10000)2
=1− 2
= 1 − = 𝟎. 𝟑𝟎𝟔
𝜕 𝜇𝑎 (𝜇𝑏 𝜇𝑐 + 𝜇𝑎 𝜇𝑐 + 𝜇𝑎 𝜇𝑏 ) (10000 × 10000 + 1000 × 10000 + 1000 × 10000)2
2 2
𝜕𝑌 (𝜇𝑐 ) ( 𝜇𝑎 𝜇𝑐 )
= 2 −
= 𝟎. 𝟐𝟒𝟑
𝜕𝜇𝑏 (𝜇 + 𝜇 ) (𝜇 𝜇 + 𝜇 𝜇 + 𝜇 𝜇 )2
𝑏 𝑐 𝑏 𝑐 𝑎 𝑐 𝑎 𝑏
2 2
𝜕𝑌 (𝜇𝑏 ) (𝜇𝑎 𝜇𝑏 )
= 2 − 2 = 𝟎. 𝟐𝟒𝟑
𝜕𝜇𝑐 (𝜇 + 𝜇 ) (𝜇𝑏 𝜇𝑐 + 𝜇𝑎 𝜇𝑐 + 𝜇𝑎 𝜇𝑏 )
𝑏 𝑐
Page 199 of 229

𝑛
𝜕𝑌 2
𝑆 2 (𝑌)
= ∑ 𝑉𝑎𝑟(𝜇𝑖 ) [ ] = 2002 (0.306)2 + 10002 (0.243)2 + 10002 (0.243)2 = 𝟏𝟐𝟏𝟖𝟖𝟕
𝜕𝜇𝑖
𝑖=1
𝑆(𝑌) = √121887 = 349
𝑆(𝑌) 349
𝐶𝑜𝑉𝑀𝑇𝑇𝐹 = = = 𝟎. 𝟎𝟔𝟖
𝑀𝑇𝑇𝐹𝑠𝑦𝑠 5167
7.10 Consider the following reliability block diagram of a system
If 𝑆1 𝑎𝑛𝑑 𝑆2 are standby subsystems with perfect switching, no standby failure and identical
components (i.e., 𝑎1 , 𝑏1 , 𝑎𝑛𝑑 𝑐1 are identical and so are 𝑎2 , 𝑏2 , 𝑎𝑛𝑑 𝑐2 )
a) Determine reliability of the system as a function of time. (Assume constant failure rate: 𝜆𝐴 , 𝜆𝐵 , 𝜆𝐶 ,
𝜆𝐷 and 𝜆𝑎1 = 𝜆𝑏1 = 𝜆𝑐1 = 𝜆1 and 𝜆𝑎2 = 𝜆𝑏2 = 𝜆𝑐2 = 𝜆2 .
Let Components B, C, S1 & S2 be represented by a super block X as shown on the picture above.
Therefore, system reliability function is given by:

𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 𝑅𝑋 𝑅𝐷
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 𝑅𝐷 (1 − 𝐹𝑋 )
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 𝑅𝐷 [1 − (1 − 𝑅𝐵 𝑅𝑆1 )(1 − 𝑅𝐶 𝑅𝑆2 )]
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 𝑅𝐷 [𝑅𝐵 𝑅𝑆1 + 𝑅𝐶 𝑅𝑆2 − 𝑅𝐵 𝑅𝐶 𝑅𝑆1 𝑅𝑆2 ]
Using the shock model, the switches can be modeled as follows:
Page 200 of 229

𝑡
𝜆𝑛 𝑛−1 −𝜆𝑥 −𝜆𝑡
(𝜆𝑡)2 (𝜆𝑡)𝑛
𝑅𝑆 (𝑡) = 1 − ∫ 𝑥 𝑒 𝑑𝑥 ≈ 𝑒 [1 + 𝜆𝑡 + +⋯+ ]
Г(𝑛) 2! 𝑛!
0
(𝜆1 𝑡)2 (𝜆2 𝑡)2

𝑅𝑆1 (𝑡) = 𝑒 −𝜆1 𝑡 [1 + 𝜆1 𝑡 + ] & 𝑅𝑆2 (𝑡) = 𝑒 −𝜆2 𝑡 [1 + 𝜆2 𝑡 + ]
2! 2!
𝑅𝐴 = 𝑒 −𝜆𝐴 𝑡 𝑅𝐵 = 𝑒 −𝜆𝐵𝑡 𝑅𝐶 = 𝑒 −𝜆𝐶 𝑡 𝑅𝐷 = 𝑒 −𝜆𝐷 𝑡
Putting this information into the system reliability function, we get:

𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 𝑅𝐷 [𝑅𝐵 𝑅𝑆1 + 𝑅𝐶 𝑅𝑆2 − 𝑅𝐵 𝑅𝐶 𝑅𝑆1 𝑅𝑆2 ]
(𝜆1 𝑡)2 (𝜆2 𝑡)2
𝑅𝑠𝑦𝑠 (𝑡) = 𝑅𝐴 𝑅𝐷 × {𝑅𝐵 × 𝑒 −𝜆1𝑡 [1 + 𝜆1 𝑡 + ] + 𝑅𝐶 × 𝑒 −𝜆2𝑡 [1 + 𝜆2 𝑡 + ] − 𝑅𝐵
2 2
(𝜆1 𝑡)2 (𝜆2 𝑡)2
× 𝑅𝐶 × 𝑒 −𝜆1𝑡 [1 + 𝜆1 𝑡 + ] × 𝑒 −𝜆2𝑡 [1 + 𝜆2 𝑡 + ]}
2 2
𝑅𝑠𝑦𝑠 (𝑡) = 𝑒 −(𝜆𝐴+𝜆𝐷)𝑡

(𝜆1 𝑡)2 (𝜆2 𝑡)2
× {𝑒 −(𝜆𝐵+𝜆1)𝑡 [1 + 𝜆1 𝑡 + ] + 𝑒 −(𝜆𝐶 +𝜆2)𝑡 [1 + 𝜆2 𝑡 + ]
2 2
(𝜆1 𝑡)2 (𝜆2 𝑡)2
− 𝑒 −(𝜆𝐵+𝜆𝐶+𝜆1+𝜆2)𝑡 [1 + 𝜆1 𝑡 + ] × [1 + 𝜆2 𝑡 + ]}
2 2
b) If the units (i.e., the blocks) are “revealed fault repairable” units with constant failure rate λ and
repair rate μ, determine the availability of the system. (Note that 𝜆𝐴 , 𝜆𝐵 , 𝜆𝐶 , 𝜆𝐷 and 𝜆𝑎1 = 𝜆𝑏1 =
𝜆𝑐1 = 𝜆1 , and 𝜆𝑎2 = 𝜆𝑏2 = 𝜆𝑐2 = 𝜆2 and 𝜇𝐴 , 𝜇𝐵 , 𝜇𝐶 , 𝜇𝐷 and 𝜇𝑎1 = 𝜇𝑏1 = 𝜇𝑐1 = 𝜇1 , and 𝜇𝑎2 =
𝜇𝑏2 = 𝜇𝑐2 = 𝜇2 are constants.)
Using the following expression, the limiting point wise availability for each component can be
found as follows:
𝜇
𝑎(𝑡) =
𝜆+𝜇
𝜇𝐴
𝑎(𝑡)𝐴 = and similarly for components B – D
𝜆𝐴 + 𝜇𝐴
𝜇1
𝑎(𝑡)𝑆1 = and similarly for switch S2
𝜆1 + 𝜇1
Assuming that in the limit as t approaches infinity, the system availability approaches the system
reliability. Therefore, the system availability is given as follows:
𝜇𝐴 𝜇𝐷 𝜇𝐵 𝜇1 3 𝜇𝐶 𝜇2 3
𝐴𝑠𝑦𝑠 (𝑡) = ( )( ) [( )( ) +( )( )
𝜆𝐴 + 𝜇𝐴 𝜆𝐷 + 𝜇𝐷 𝜆𝐵 + 𝜇𝐵 𝜆1 + 𝜇1 𝜆𝐶 + 𝜇𝐶 𝜆2 + 𝜇2
𝜇𝐵 𝜇𝐶 𝜇1 3 𝜇2 3
−( )( )( ) ( ) ]
𝜆𝐵 + 𝜇𝐵 𝜆𝐶 + 𝜇𝐶 𝜆1 + 𝜇1 𝜆2 + 𝜇2
Page 201 of 229

c) Develop a corresponding fault tree for this diagram with the top event of “no flow out of D” in
terms of units A, B, C, and D and subsystems 𝑆1 𝑎𝑛𝑑 𝑆2 .
No Flow from D
A D
B S1 C S2
d) Determine minimal cut sets of the system for the fault tree top event.
𝐹𝑠𝑦𝑠 = 𝐴 + 𝐷 + (𝐵 + 𝑆1 )(𝐶 + 𝑆2 )
𝐹𝑠𝑦𝑠 = 𝐴 + 𝐷 + 𝐵𝐶 + 𝐵𝑆2 + 𝐶𝑆1 + 𝑆1 𝑆2
Therefore, the cut sets are given by:

𝐶1 = 𝐴; 𝐶2 = 𝐷; 𝐶3 = 𝐵𝐶; 𝐶4 = 𝐵𝑆2 ; 𝐶5 = 𝐶𝑆1 ; 𝐶6 = 𝑆1 𝑆2
e) If components B and C are identical and subject to CCF, using the cut sets in (d) determine the
probability of failure of the system (use an α-factor model with generic data for dependent failure
analysis).
Let 𝐶𝐶𝐵|𝐶 = the probability of CCF between components B & C. The cut sets then become:
𝐶1 = 𝐴; 𝐶2 = 𝐷; 𝐶3 = 𝐵𝑖 𝐶𝑖 ; 𝐶4 = 𝐵𝑖 𝑆2 ; 𝐶5 = 𝐶𝑖 𝑆1 ; 𝐶6 = 𝑆1 𝑆2 ; 𝐶7 = 𝐶𝐶𝐵|𝐶
Using rare event approximation, the probability of system failure is given by:
Pr(𝐹) = Pr(𝐶1 + 𝐶2 + 𝐶3 + 𝐶4 + 𝐶5 + 𝐶6 + 𝐶7 )
Using the α-factor as discussed on page 349 of the text, we find the probability of system failure
as follows:
Page 202 of 229

𝑘 𝛼𝑘 𝑚
𝑄𝑘 = 𝑄 𝑘 = 1,2, … 𝑚; 𝛼𝑡 = ∑ 𝑘𝛼𝑘
𝑚 − 1 𝛼𝑡 𝑡 𝑘=1
( )
𝑘−1
In this case, m is the number of components affected by the CCF which equals 2 (B & C).
𝛼𝑡 = 𝛼1 + 2𝛼2
𝑄𝑡 = 𝑄𝐵|𝐶
1 𝛼1 𝛼1
𝑄1 = 𝑄𝑡 = 𝑄
(
2 − 1 𝛼𝑡
) 𝛼1 + 2𝛼2 𝑡
1−1
2 𝛼2 2𝛼2
𝑄2 = 𝑄𝑡 = 𝑄
(
2 − 1 𝛼𝑡
) 𝛼1 + 2𝛼2 𝑡
2−1
From the table on page 349 of the text, we find that the generic alpha values for a system where
two components are affected by CCF as follows:
𝛼1 = 0.95
𝛼2 = 0.05
Therefore:
0.95
𝑄1 = 𝑄 = 0.9048𝑄𝐵|𝐶
0.95 + 2 × 0.05 𝑡
2 × 0.05
𝑄2 = 𝑄 = 0.0952𝑄𝐵|𝐶
0.95 + 2 × 0.05 𝑡
Using the cut sets found previously and rare event approximation, the probability of system failure
is given by:
Pr(𝐹) = Pr[𝐴 + 𝐷 + 𝐵𝑖 𝐶𝑖 + 𝐵𝑖 𝑆2 + 𝐶𝑖 𝑆1 + 𝑆1 𝑆2 + 𝐶𝐶𝐵|𝐷 ]
𝑄𝑠𝑦𝑠 = 𝑄𝐴 + 𝑄𝐷 + (𝑄1 )2 + (𝑄1 )𝑄𝑆2 + (𝑄1 )𝑄𝑆1 + 𝑄𝑆1 𝑄𝑆2 + 𝑄2
2
𝑄𝑠𝑦𝑠 = 𝑄𝐴 + 𝑄𝐷 + (0.9048𝑄𝐵|𝐶 ) + (0.9048𝑄𝐵|𝐶 )𝑄𝑆2 + (0.9048𝑄𝐵|𝐶 )𝑄𝑆1 + 𝑄𝑆1 𝑄𝑆2
+ 0.0952𝑄𝐵|𝐶
2
𝑄𝑠𝑦𝑠 = 𝑄𝐴 + 𝑄𝐷 + (0.9048𝑄𝐵|𝐶 ) + (0.9048𝑄𝐵|𝐶 )[𝑄𝑆2 + 𝑄𝑆1 ] + 𝑄𝑆1 𝑄𝑆2 + 0.0952𝑄𝐵|𝐶
Page 203 of 229

7.11 A reliability engineering test of 10 replaceable units has resulted in the following data (with some
censored units).
a) Is a Weibull distribution a proper fit? Use Kaplan–Meier and Rank-Increment rank statistics to plot
and compare results.
The following table and plot summarize the results of using Kaplan-Meier and Rank Increment
techniques on the data set given assuming a Weibull underlying distribution.

i Time (hrs) j 1-1/j R(tj) ln(ti) ln(ln(1/R(t))) Rank Incr Ici-1 Ranked Order ln(t) ln(ln(1/R(t)))
1 172 10 0.900 0.900 5.147 -2.250 1.00 1.00 6.10 5.147 -2.766
2 375+ 9
3 673 8 0.875 0.788 6.512 -1.432 1.11 2.11 16.94 6.512 -1.684
4 842 7 0.857 0.675 6.736 -0.934 1.11 3.22 27.78 6.736 -1.123
5 1211+ 6
6 1920 5 0.800 0.540 7.560 -0.484 1.30 4.52 40.42 7.560 -0.658
7 2711+ 4
8 3922+ 3
9 4931 2 0.500 0.270 8.503 0.270 2.16 6.68 61.50 8.503 -0.046
10 6111 1 0.000 0.000 8.718 2.16 8.84 82.58 8.718 0.558
The parameters and MTBF of the Weibull distribution for each of the two techniques used are
summarized in the following table.
K-M Rank Incr

beta 0.756 0.873
alpha 3534 3976
MTBF 4182 4257
Page 204 of 229

MLE can also be used which gives results very similar to those obtained from plotting methods
Weibull Model from Problem 6.5

α 3783
β 1.06 MTBF 3694
Numer in Censoring
Group (F=1, R=0, L=-1) Time Likelihood ln(L)
1 1 1 172 2.228E-04 -8.40946
2 1 0 375 9.179E-01 -0.08568
3 1 1 673 2.148E-04 -8.44561
4 1 1 842 2.087E-04 -8.47439
5 1 0 1211 7.424E-01 -0.29791
6 1 1 1920 1.655E-04 -8.70624
7 1 0 2711 4.958E-01 -0.70167
8 1 0 3922 3.538E-01 -1.03901
9 1 1 4931 7.592E-05 -9.48584
10 1 1 6111 5.480E-05 -9.81182
-55.458
b) What is your estimate of the reliability at 2500 h, using each method in (a)?
Using the Weibull parameters found in part (a), the reliability at 2500 hrs was calculated for each
technique and summarized as follows:
K-M Rank Incr MLE

R(2500 hrs) 0.46 0.51 0.53
c) What is the mean residual life if the unit has worked without failure for 2500 h using each method
in (a)?
∞
1
𝑀𝑅𝐿(2500 ℎ𝑟𝑠) = ∫ 𝑅(𝑡)𝑑𝑡
𝑅(2500)
2500
This integral was solved for each case via numerical integration using Matlab as follows:
Kaplan-Meier
F=@(x) exp(-((x./3534.64797).^0.7555));
MRL=quadgk(F,2500,+inf)/F(2500)
MRL = 5473.5 hrs
Rank Increment
F2=@(x) exp(-((x./3976.02755).^0.8728));
MRL=quadgk(F2,2500,+inf)/F2(2500)
MRL = 4281.8 hrs
MLE
F3=@(x) exp(-((x./3783.3361).^1.063));
MRL=quadgk(F3,2500,+inf)/F3(2500)
MRL = 3487.1 hrs
Page 205 of 229

d) What is the uncertainty associated with estimates in (b) and (c)?
In order to quantify the uncertainty of each parameter using the MLE method, a Fisher Information
matrix can be developed as follows:
𝑁 𝑆
𝑙 = ∏ 𝑓(𝑡𝑖 ; 𝜃𝑀 ) ∙ ∏[1 − 𝐹(𝑡𝑗 ; 𝜃𝑀 )]

𝑖=1 𝑗=1
𝑁 𝑡𝑗 𝑆 𝛽
𝛽𝑡𝛽−1 −(𝑡𝑖)𝛽 −( )
𝑙 = ∏{ 𝛽 𝑒 𝛼 }∙ ∏𝑒 𝛼
𝛼
𝑖=1 𝑗=1
𝑁𝑓 𝑁𝑠 𝛽
𝑡𝑗
𝛽𝑡𝑖 𝛽−1 −(𝑡𝑖)𝛽 −( )
ln(𝑙) = 𝛬 = ∑ 𝑙𝑛 [ 𝛽 𝑒 𝛼 ] + ∑ 𝑙𝑛 [𝑒 𝛼 ]
𝛼
𝑖=1 𝑗=1
𝑁𝑓 𝑁𝑠
𝑡𝑖 𝛽 𝑡𝑗 𝛽
𝛬 = 𝑁𝑓 [𝑙𝑛(𝛽) − 𝛽 ln(𝛼)] + ∑ [(𝛽 − 1)𝑙𝑛(𝑡𝑖 ) − ( ) ] − ∑ ( )
𝛼 𝛼
𝑖=1 𝑗=1
𝑁𝑓 𝑁𝑠
𝜕𝛬 −𝑁𝑓 𝛽 𝛽 𝛽
= + 𝛽+1 [∑(𝑡𝑖 )𝛽 + ∑(𝑡𝑗 ) ]
𝜕𝛼 𝛼 𝛼
𝑖=1 𝑗=1
𝑁𝑓 𝑁𝑠
𝜕 2 𝛬 𝑁𝑓 𝛽 𝛽(𝛽 + 1) 𝛽
2
= 2 − 𝛽+2
[∑(𝑡𝑖 )𝛽 + ∑(𝑡𝑗 ) ]
𝜕𝛼 𝛼 𝛼
𝑖=1 𝑗=1
𝑁𝑓 𝑁𝑠
𝜕𝛬 𝑁𝑓 𝑡𝑖 𝑡𝑖 𝛽 𝑡𝑗 𝑡𝑗 𝛽
= − 𝑁𝑓 ln(𝛼) + ∑ [𝑙𝑛(𝑡𝑖 ) − 𝑙𝑛 ( ) ( ) ] − ∑ 𝑙𝑛 ( ) ( )
𝜕𝛽 𝛽 𝛼 𝛼 𝛼 𝛼
𝑖=1 𝑗=1
𝑁𝑓 𝑁𝑠
𝜕 2 𝛬 −𝑁𝑓 𝑡𝑖 2 𝑡𝑖 𝛽 𝑡𝑗 2 𝑡𝑗 𝛽
= − ∑ [{𝑙𝑛 ( )} ( ) ] − ∑ {𝑙𝑛 ( )} ( )
𝜕𝛽 2 𝛽2 𝛼 𝛼 𝛼 𝛼
𝑖=1 𝑗=1
𝑁𝑓 𝑁𝑠 𝑁𝑓 𝑁𝑠
𝜕2𝛬 −𝑁𝑓 1 𝛽 𝛽 𝑡𝑖 𝑡𝑗 𝛽
= + 𝛽+1 [∑(𝑡𝑖 )𝛽 + ∑(𝑡𝑗 ) ] − 𝛽+1 [∑ 𝑙𝑛 ( ) (𝑡𝑖 )𝛽 + ∑ 𝑙𝑛 ( ) (𝑡𝑗 ) ]
𝜕𝛼𝜕𝛽 𝛼 𝛼 𝛼 𝛼 𝛼
𝑖=1 𝑗=1 𝑖=1 𝑗=1
−𝜕 2 𝛬 −𝜕 2 𝛬
𝜕𝛼 2 𝜕𝛼𝜕𝛽
𝐹=
−𝜕 2 𝛬 −𝜕 2 𝛬
[ 𝜕𝛽𝜕𝛼 𝜕𝛽 2 ]
Page 206 of 229

Using the parametric values for 𝛼 & 𝛽 found previously using the MLE method; we can quantify
the uncertainty in each parameter as follows:
−1
−𝜕 2 𝛬 −𝜕 2 𝛬
̂ (𝛼)
𝑣𝑎𝑟 ̂ (𝛼, 𝛽)
𝑐𝑜𝑣 2.127𝐸6 44.32
𝜕𝛼 2 𝜕𝛼𝜕𝛽
𝐹 −1 = =[ ]=[ ]
−𝜕 2 𝛬 −𝜕 2 𝛬
̂ (𝛽, 𝛼)
𝑐𝑜𝑣 ̂ (𝛽)
𝑣𝑎𝑟 44.32 0.123
[ 𝜕𝛽𝜕𝛼 𝜕𝛽 2 ]
Therefore, the uncertainty in the Weibull parameters 𝛼 & 𝛽 is found to be:

̂ (𝛼) = 2.127𝐸6
𝑣𝑎𝑟
̂ (𝛽) = 0.123
𝑣𝑎𝑟
If we assume a normal distribution for each parameter, we get the following 95% confidence
intervals for each:
𝛼̂ − 𝑧0.975 × 𝜎𝛼 < 𝛼 < 𝛼̂ + 𝑧0.975 × 𝜎𝛼
3783.34 − 1.96 × √2.127𝐸6 < 𝛼 < 3783.34 + 1.96 × √2.127𝐸6
𝟗𝟐𝟓 < 𝜶 < 𝟔𝟔𝟒𝟐
𝛽̂ − 𝑧0.975 × 𝜎𝛽 < 𝛽 < 𝛽̂ + 𝑧0.975 × 𝜎𝛽
1.063 − 1.96 × √0.123 < 𝛽 < 1.063 + 1.96 × 0.123
𝟎. 𝟑𝟖 < 𝜷 < 𝟏. 𝟕𝟓
7.12 In a structural reliability analysis for a pipeline specimen under cyclic load, the model often used is:
𝑁𝑆 𝑚 = 𝑐
where S = stress amplitude, N = number of cycles to failure, and m and c are constants.
If the mean and variance of applied stress are (𝜇𝑠 𝑎𝑛𝑑 𝜎𝑠2 ), the parameter m is known without any
uncertainty, and the mean and variance of constant c are (𝜇𝑐 𝑎𝑛𝑑 𝜎𝑐2 ).
Determine the mean and variance of N. Under what conditions the uncertainty in N would be higher
than uncertainties of each S and c?
𝑐
𝑁 =
𝑆𝑚
Mean of N
Page 207 of 229

𝑐̅ 𝜇𝑐
̅ =
𝑁 =
𝑆 ̅ 𝑚 (𝜇𝑠)
𝑚
Variance of N
2 (𝑁) 2
𝜕𝑁 2 2
𝜕𝑁 2
𝜎 = 𝜎𝑠 [ ] + 𝜎𝑐 [ ]
𝜕𝑆 𝜕𝑐
𝜕𝑁 −𝑚𝑐
= (𝑚+1)
𝜕𝑆 𝑆
𝜕𝑁 1
= 𝑚
𝜕𝑐 𝑆
2 2
2 (𝑁)
−𝑚𝑐 1
𝜎 = 𝜎𝑠2 [ (𝑚+1) ] + 𝜎𝑐2 [ 𝑚 ]
𝑆 𝑆
7.13 Consider a gas boiler control system shown below. The two gas valves are identical and in series; each
valve has two possible failure modes.
Schematic diagram of the control system for the gas boiler is shown below. A system failure
corresponds to a gas explosion due to unburned gas being ignited.
Valve stuck open (probability 𝐹1 = 10−4).

Major leakage flow through valve (probability 𝐹2 = 10−3 ).
The three switches are identical and in series; each switch has three possible failure modes.
Stuck closed (probability 𝐹3 = 2 × 10−3 ).
Short circuit (probability 𝐹4 = 2 × 10−3 ).
Page 208 of 229

Earth fault (probability 𝐹5 = 10−3 ).
If a current flows through the circuit, the solenoids are energized and both valves V1 and V2 are open.
The probability of the pilot flame failing 𝐹6 = 10−1 .
The probability of a source of ignition existing 𝐹7 = 1
a) Draw a fault tree associated with the top event of “hazard of a gas explosion.”
Risk of Gas
Explosion
Gas Flow Ignition
F7
Switch
Pilot Valve
Failure
Failure
F6
SW1 Fails SW2 Fails SW3 Fails

V1 Fails V2 Fails
F3 F4 F5 F3 F4 F5
F1 F2 F1 F2
F3 F4 F5
b) Use the data given to calculate the probability of a gas explosion.
𝐹𝑠𝑦𝑠 = 𝐺𝑎𝑠 𝐹𝑙𝑜𝑤 ∙ 𝐼𝑔𝑛𝑖𝑡𝑖𝑜𝑛

𝐹𝑠𝑦𝑠 = [𝐹6 + 𝑉1 𝑉2 + 𝑆1 𝑆2 𝑆3 ] ∙ 𝐹7
𝐹𝑠𝑦𝑠 = [𝐹6 + (𝐹1 + 𝐹2 )2 + (𝐹3 + 𝐹4 + 𝐹5 )3 ] ∙ 𝐹7 = 𝟎. 𝟏
c) Recalculate (b) assuming CCFs between the valves. Use the β-factor method with β = 0.05.
𝐹𝑠𝑦𝑠 = [𝐹6 + (1 − 𝛽)2 (𝐹1 + 𝐹2 )2 + 𝛽(𝐹1 + 𝐹2 ) + (𝐹3 + 𝐹4 + 𝐹5 )3 ] ∙ 𝐹7

𝐹𝑠𝑦𝑠 = [𝐹6 + (1 − 0.05)2 (𝐹1 + 𝐹2 )2 + 0.05(𝐹1 + 𝐹2 ) + (𝐹3 + 𝐹4 + 𝐹5 )3 ] ∙ 𝐹7 = 𝟎. 𝟏
Page 209 of 229

7.14 A decision has to be made whether to buy two, three, or four diesel generators for the electrical power
system for an oil platform. Each generator will normally be working and can supply up to 50% of the
total power demand. The reliability of each generator can be specified by a constant failure rate of
0.21 per year. The generators are to be simultaneously tested (the test and repair time is negligible) at
6-month intervals.
a) The required system availability must be at least 0.99. How many generators must be bought?
Individual availability of each generator
1 1 0.21 1
𝑎𝑎𝑣|𝑖 ≈ 1 − 𝜆𝑇0 ≈1− × × 𝑦𝑟 ≈ 𝟎. 𝟗𝟒𝟕𝟓
2 2 𝑦𝑟 2
System Availability
𝑎𝑠𝑦𝑠 ≈ 1 − 𝑞𝑠𝑦𝑠 ≈ 1 − (1 − 0.9475)𝑛
When 𝑛 = 2
𝑎𝑠𝑦𝑠 ≈ 1 − (1 − 0.9475)2 ≈ 𝟎. 𝟗𝟗𝟕𝟐
Therefore a minimum of two generators are required to give a system availability of 0.99 or
greater.
However, if power is required all year round (ie: even during test and repair times); than four
generators are required to ensure that two are working whilst two are being tested/repaired.
b) Calculate the MTBF for the chosen system.
Assuming that 𝑛 = 2, the system reliability is given by:
𝑅𝑠𝑦𝑠 = 𝑅𝑎 + 𝑅𝑏 − 𝑅𝑎 𝑅𝑏
∞ ∞
𝑀𝑇𝑇𝐹 = ∫ 𝑅𝑠𝑦𝑠 𝑑𝑡 = ∫(𝑅𝑎 + 𝑅𝑏 − 𝑅𝑎 𝑅𝑏 )𝑑𝑡

0 0
1 1 1 1 1 1
𝑀𝑇𝑇𝐹 = + − = + − = 𝟕. 𝟏𝟒𝟑 𝒚𝒓𝒔
𝜆𝑎 𝜆𝑏 𝜆𝑎 + 𝜆𝑏 0.21 0.21 0.21 + 0.21
c) Explain how the average availability of a system with three generators is affected if we assume
the probability of generator failures are dependent. Use an α-factor method with generic data.
Assume three generators in parallel with a 2/3 required for system success configuration.
Therefore system unavailability is given by:
𝑄𝑠𝑦𝑠 = 𝑞𝑎|𝑖 𝑞𝑏|𝑖 + 𝑞𝑎|𝑖 𝑞𝑐|𝑖 + 𝑞𝑏|𝑖 𝑞𝑐|𝑖 + 𝑞𝑎𝑏|𝑐𝑐 + 𝑞𝑎𝑐|𝑐𝑐 + 𝑞𝑏𝑐|𝑐𝑐 + 𝑞𝑎𝑏𝑐|𝑐𝑐
Page 210 of 229

Assuming identical generator; we get:
𝑄𝑠𝑦𝑠 = 3𝑄12 + 3𝑄2 + 𝑄3
Using the α-factor as discussed on page 349 of the text, we find the probability of system failure
as follows:
𝑘 𝛼𝑘 𝑚
𝑄𝑘 = 𝑄𝑡 𝑘 = 1,2, … 𝑚; 𝛼𝑡 = ∑ 𝑘𝛼𝑘
𝑚 − 1 𝛼𝑡 𝑘=1
( )
𝑘−1
In this case, m is the number of components affected by the CCF. From the table on page 349 of
the text, we find that the generic alpha values for a system where three components are affected
by CCF as follows:
𝛼1 = 0.95
𝛼2 = 0.04
𝛼3 = 0.01
𝛼𝑡 = 𝛼1 + 2𝛼2 + 3𝛼3 = 0.95 + 0.08 + 0.03 = 1.06
𝑄𝑡 = 1 − 𝑎𝑎𝑣|𝑖 = 1 − 0.9475 = 𝟎. 𝟎𝟓𝟐𝟓
1 𝛼1 0.95
𝑄1 = 𝑄𝑡 = 𝑄
(
3 − 1 𝛼𝑡
) 1.06 𝑡
1−1
2 𝛼2 0.04
𝑄2 = 𝑄𝑡 = 𝑄
(
3 − 1 𝛼𝑡
) 1.06 𝑡
2−1
3 𝛼2 3 × 0.01
𝑄3 = 𝑄𝑡 = 𝑄𝑡
3 − 1 𝛼𝑡 1.06
( )
3−1
Therefore
2
0.95 0.04 3 × 0.01
𝑄𝑠𝑦𝑠 = 3 ( 𝑄𝑡 ) + 3 ( 𝑄𝑡 ) + ( 𝑄𝑡 )
1.06 1.06 1.06
2
0.95 0.04 3 × 0.01
𝑄𝑠𝑦𝑠 = 3 ( × 0.0525) + 3 ( × 0.0525) + ( × 0.0525)
1.06 1.06 1.06
𝑸𝒔𝒚𝒔 = 𝟎. 𝟎𝟏𝟒𝟎𝟕
We can from the calculations above that a system with three generators and susceptible to common
cause failures will have a greater unavailability than a two generator system without common
cause failures. This highlights the fact that common cause failures are the dominant component of
total system unavailability.
Page 211 of 229

7.15 For the fault tree below
Assume A, B, C, and D are periodically tested (no test staggering) and with the following data:
Determine
a) The minimal cut sets.
𝑇 = 𝐴(𝐶 + 𝐷) ∙ (𝐴 + 𝐵 + 𝐶)
𝑇 = (𝐴𝐶 + 𝐴𝐷) ∙ (𝐴 + 𝐵 + 𝐶)
𝑇 = 𝐴𝐶𝐴 + 𝐴𝐶𝐵 + 𝐴𝐶𝐶 + 𝐴𝐷𝐴 + 𝐴𝐷𝐵 + 𝐴𝐷𝐶
𝑇 = 𝐴𝐶 + 𝐴𝐷
Minimal Cuts sets 𝐶1 = 𝐴𝐶; 𝐶2 = 𝐴𝐷
b) The point-wise average unavailability for one test cycle (assume independence).
Using the following relationship for point wise unavailability, each component’s unavailability
can be determined and used to find the system unavailability per cycle:
1 𝑇𝑟 𝑇𝑡
𝑞𝑖 = 𝜆𝑇0 + 𝑓𝑟 +
2 𝑇 𝑇
Component lam T_t T_o f T_r T q_i Qsys

A 0.0001 2 720 0.1 10 723 0.040149 0.014787
B 0.0005 2 720 0.1 10 723 0.184149
C 0.0005 2 720 0.1 10 723 0.184149
D 0.0005 2 720 0.1 10 723 0.184149
𝑞𝑠𝑦𝑠 = 𝑞𝑎 𝑞𝑐 + 𝑞𝑎 𝑞𝑑
𝑞𝑠𝑦𝑠 = 2 × 0.040149 × 0.184149 = 𝟎. 𝟎𝟏𝟒𝟕𝟖𝟕
Page 212 of 229

c) Repeat 2. Assuming CCF between components “A and C” and “A and D” using the β-factor model
with β = 0.05.
Considering common cause failures, the minimal cut set are given as:
Minimal Cuts sets 𝐶1 = 𝐴𝑖 𝐶𝑖 ; 𝐶2 = 𝐴𝑖 𝐷𝑖 ; 𝐶3 = 𝐶𝐶𝑎𝑐 ; 𝐶4 = 𝐶𝐶𝑎𝑑
System unavailability is given by:

𝑞𝑠𝑦𝑠 = 𝑞𝑎|𝑖 𝑞𝑐|𝑖 + 𝑞𝑎|𝑖 𝑞𝑑|𝑖 + 𝑞𝑎𝑐|𝑐𝑐 + 𝑞𝑎𝑑|𝑐𝑐
Assume that the common cause unavailability of components A & C and A & D is the average of
their individual unavailability’s as follows:
𝑞𝑎 + 𝑞𝑐 𝑞𝑎 + 𝑞𝑑
𝑞𝑠𝑦𝑠 = (1 − 𝛽)2 𝑞𝑎 𝑞𝑐 + (1 − 𝛽)2 𝑞𝑎 𝑞𝑑 + 𝛽 ( )+𝛽( )
2 2
0.040149 + 0.184149
𝑞𝑠𝑦𝑠 = 2 × (0.95)2 × 0.040149 × 0.184149 + 2 × 0.05 ( )
2
𝑞𝑠𝑦𝑠 = 𝟎. 𝟎𝟐𝟒𝟓𝟔
This unavailability value is nearly twice the size of the case where common cause failure is not
considered.
7.16 Consider the MLD (in the failed space) below.
a) Write the mutually exclusive cut sets.
𝑇 = 𝐺1 ∙ 𝐺2
𝑇 = (𝐵𝐶 + 𝐵̅𝐶 + 𝐵𝐶̅ ) ∙ (𝐴𝐶)
𝑇 = 𝐵𝐶𝐴𝐶 + 𝐵̅𝐶𝐴𝐶 + 𝐵𝐶̅ 𝐴𝐶
𝑇 = 𝐴𝐵𝐶 + 𝐴𝐵̅𝐶
𝑇 = 𝐴𝐶(𝐵 + 𝐵̅)
𝑇 = 𝐴𝐶
Minimal Cuts sets 𝐶1 = 𝐴𝐶
Page 213 of 229

b) If each component is distributed log-normally according to the table below, determine the mean
and standard deviation of each mutually exclusive cut set (𝐺1 𝑎𝑛𝑑 𝐺2 are intermediate events).
Mean:
𝜇𝐶1 = 𝜇𝑎 + 𝜇𝑐 = 0.001 + 0.0001 = 𝟏. 𝟏 × 𝟏𝟎−𝟑
Standard Deviation:
2
𝜎𝐶1 = 𝜎𝑎2 + 𝜎𝑐2 = 1.01 × 10−6
𝜎𝐶1 = √1.01 × 10−6 = 𝟏. 𝟎𝟎𝟓 × 𝟏𝟎−𝟑
c) Determine the probability that event T occurs.
Pr(T) = Pr(𝐴𝐶) = 𝜇𝑎 + 𝜇𝑐 = 0.001 + 0.0001 = 𝟏. 𝟏 × 𝟏𝟎−𝟑
7.17 What is the MTBF in the future of a repairable component with the following observed times of failure
(current time coincides with the occurrence of last failure)?
𝑛
1 1
𝑛 − 1 𝑖=1 𝑡𝑖 − 2 𝑡𝑜
∑
𝑈=
1
𝑡𝑜 √
12(𝑛 − 1)
[832 + (832 + 742) + (832 + 742 + 848) + ⋯ ] 4289

−
𝑈= 5 2 = 𝟏. 𝟔𝟖𝟏
1
4289√
12(5)
As |𝑈| > 0.3, we can see a positive trend in rate of failures; system is deteriorating.
𝑛 6
𝛽̂ = 𝑛−1 = = 𝟏. 𝟓𝟓
𝑡𝑜 4289 4289 4289 4289
∑ 𝑙𝑛 𝑙𝑛 832 + 𝑙𝑛 + 𝑙𝑛 2422 + ⋯ + 𝑙𝑛 3617
𝑡𝑖 1574
𝑖=1
Page 214 of 229

𝑛 6
𝜆̂ = ̂
= = 𝟏. 𝟑𝟗𝟔 × 𝟏𝟎−𝟓 𝒉𝒓−𝟏
𝑡𝑜 𝛽 (4289)1.55
𝜆(𝑡) = 𝜆̂𝛽̂ 𝑡𝛽−1 = 𝟐. 𝟏𝟔𝟓 × 𝟏𝟎−𝟓 𝒕𝟎.𝟓𝟓 𝒉𝒓−𝟏
The average future failure rate is given by:
𝑇 𝑇 ̂ ̂
1 1 ̂
𝜆̂(𝑇𝛽 − 4289𝛽 )
𝜆̅(𝑡) = ∫ 𝜆(𝑡)𝑑𝑡 = ∫ 𝜆̂𝛽̂𝑡 𝛽 −1
𝑑𝑡 =
𝑇 − 4289 𝑇 − 4289 𝑇 − 4289
4289 4289
1 𝑇 − 4289
𝑴𝑻𝑩𝑭 = =
̅𝜆 1.396 × 10 × (𝑇 1.55 − 42891.55 )
−5
7.18 Time to failure of incandescent light bulbs can be described accurately with a lognormal distribution.
A test engineer claims that a 10% increase in voltage decreases life by approximately 50%. A
particular brand of 100-W bulb has a median life of 1200 h at 110V.
a) Give an inverse power relationship expression for the life of such light bulbs as a function of
voltage.
1
𝐿(𝑉) =
𝐾𝑉 𝑛
1 1
1200 = … … . 𝑒𝑞𝑛(1) 𝑎𝑛𝑑 600 = … … . 𝑒𝑞𝑛(2)
𝐾110𝑛 𝐾121𝑛
Solving for n by dividing eqn(1) by eqn(2), we get:
121𝑛 ln(2)
2 = 110𝑛 => 𝑛 = 121 = 𝟕. 𝟐𝟕𝟑
𝑙𝑛( )
110
Solving for K, we get:
1
𝐾= = 𝟏. 𝟏𝟖𝟖 × 𝟏𝟎−𝟏𝟖
1200 × 1107.273
Therefore, the complete Inverse Power Relationship in this case is given by:
1
𝐿(𝑉) =
1.188 × 10−18 × 𝑉 7.273
Page 215 of 229

b) Calculate the time-acceleration factors for operating the light bulb at 140 volts.
𝐿𝑢𝑠𝑒 𝐾 −1 𝑉𝑢𝑠𝑒
−𝑛
𝑉𝑎𝑐𝑐 𝑛
𝐴𝐹 = = −𝑛 = ( )
𝐿𝑎𝑐𝑐 𝐾 −1 𝑉𝑎𝑐𝑐 𝑉𝑢𝑠𝑒
The results for the given accelerating voltages are summarized below:
V AF
140 5.78
7.19 A scenario is characterized by the following cut sets: S = ab + ac + d. Probability of a and b can be
obtained from an exponential model such as 𝑃𝑟𝑎 (𝑡) = 1 − 𝑒𝑥𝑝(−𝜆𝑎 𝑡), but probability of c and d
can be obtained from a Weibull model such as:
𝑡 𝛽
𝑃𝑟𝑐 (𝑡) = 1 − 𝑒𝑥𝑝 [− ( ) ]
𝛼
If 𝜆𝑎 = 𝜆𝑎 = 10−4 ℎ𝑟𝑠 −1 and 𝛼𝑐 = 𝛼𝑑 = 2250 ℎ𝑟𝑠 and 𝛽𝑐 = 𝛽𝑑 = 1.4 Determine the importance of
parameters α, β, and λ in modeling this scenario. Use an importance measure of your choice, and
justify your choice.
Solution:
The complement of the cut set is given by:
𝑆̅ = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝑎𝑏 + 𝑎𝑐 + 𝑑 = (𝑎̅ + 𝑏̅)(𝑎̅ + 𝑐̅)𝑑̅
𝑆̅ = 𝑎̅𝑑̅ + 𝑏̅ 𝑐̅𝑑̅
Therefore, the reliability of the system is given by:

𝑅𝑠 = 𝑅𝑎 𝑅𝑑 + 𝑅𝑏 𝑅𝑐 𝑅𝑑 − 𝑅𝑎 𝑅𝑏 𝑅𝑐 𝑅𝑑
Assuming t = 1000 hrs and that each component failure is independent.
𝑅𝑎 = 𝑅𝑏 = exp(−1000 × 10−4 ) = 0.9048
1000 1.4
𝑅𝑐 = 𝑅𝑑 = exp [− ( ) ] = 0.7252
2250
𝐼𝑎𝐵 = (𝑅𝑑 + 𝑅𝑏 𝑅𝑐 𝑅𝑑 − 𝑅𝑏 𝑅𝑐 𝑅𝑑 ) − (𝑅𝑏 𝑅𝑐 𝑅𝑑 ) = 𝑅𝑑 − 𝑅𝑏 𝑅𝑐 𝑅𝑑 = 𝟎. 𝟐𝟒𝟗𝟑
𝐼𝑏𝐵 = (𝑅𝑎 𝑅𝑑 + 𝑅𝑐 𝑅𝑑 − 𝑅𝑎 𝑅𝑐 𝑅𝑑 )−(𝑅𝑎 𝑅𝑑 ) = 𝑅𝑐 𝑅𝑑 − 𝑅𝑎 𝑅𝑐 𝑅𝑑 = 𝟎. 𝟎𝟓𝟎𝟎
Page 216 of 229

𝐼𝑐𝐵 = (𝑅𝑎 𝑅𝑑 + 𝑅𝑏 𝑅𝑑 − 𝑅𝑎 𝑅𝑏 𝑅𝑑 ) − (𝑅𝑎 𝑅𝑑 ) = 𝑅𝑏 𝑅𝑑 − 𝑅𝑎 𝑅𝑏 𝑅𝑑 = 𝟎. 𝟎𝟔𝟐𝟒
𝐼𝑑𝐵 = (𝑅𝑎 + 𝑅𝑏 𝑅𝑐 − 𝑅𝑎 𝑅𝑏 𝑅𝑐 ) − 0 = 𝑅𝑎 + 𝑅𝑏 𝑅𝑐 − 𝑅𝑎 𝑅𝑏 𝑅𝑐 = 𝟎. 𝟗𝟔𝟕𝟑
From these calculations, we can see that component D, is almost four times as important as the next
component which is component A (0.9673 versus 0.2493). This makes sense as component D is a
minimal cut set on its own and component A appears in each of the other two minimal cut sets.
Therefore, for the given system it appears that the Weibull parameters α & β are more important to the
system reliability than λ. To determine the order of parameter importance, we can take the derivatives
of the Weibull Reliability function to compare as follows:
𝜕𝑅 𝜕 𝑡 𝛽
−( ) 𝛽𝑡 𝑡 𝛽−1 −( 𝑡 )𝛽
= {𝑒 𝛼 } = 2( ) 𝑒 𝛼
𝜕𝛼 𝜕𝛼 𝛼 𝛼
𝜕𝑅 1.4 × 1000 1000 1.4−1 −(

1000 1.4
)
= ( ) × 𝑒 2250 = 𝟏. 𝟒𝟒𝟗𝟗 × 𝟏𝟎−𝟒
𝜕𝛼 22502 2250
𝜕𝑅 𝜕 𝑡 𝛽
−( ) 𝑡 𝑡 𝛽 𝑡 𝛽
−( )
= { 𝑒 𝛼 } = 𝑙𝑛 ( ) × ( ) × 𝑒 𝛼
𝜕𝛽 𝜕𝛽 𝛼 𝛼
𝜕𝑅 1000 1000 1.4 −(

1000 1.4
)
= 𝑙𝑛 ( )×( ) × 𝑒 2250 = −𝟎. 𝟏𝟖𝟖𝟗𝟔
𝜕𝛽 2250 2250
𝜕𝑅 𝜕 −4
= { 𝑒 −𝜆𝑡 } = −𝑡𝑒 −𝜆𝑡 = −1000𝑒 −1000×1×10 = −𝟗𝟎𝟓
𝜕𝜆 𝜕𝜆
𝜕𝑅 𝜕𝑅 𝜕𝑅
Given that 𝜕𝛼
> 𝜕𝛽
> 𝜕𝜆
, we can conclude that α is more important than β and λ in this case in terms
of its potential to influence the reliability of the system.
Therefore, the overall order of importance in the parameters for the system detailed above is given as
α, β, and then λ.
Page 217 of 229

7.20 Three identical units are in hot redundancy and have the likelihood of dependent failures. It has been
observed that over 10 years of continuous operation the following failures have occurred: 1 incidence
of all 3 units failed due to a dependent cause; 4 incidences of 2 units failed due to a dependent cause;
and 12 incidences of single independent failures.
a) What is the probability of a single independent failure per hour?
Assuming constant failure rate and 1 year = 24 x 365 = 8760 hours
12 incidences of single independent failures over 10 years:

12
𝜆̂ = = 1.3699 × 10−4
10 × 8760
𝑄1 = 1 − exp(−𝜆𝑡) = 1.3698 × 10−4
b) What is the probability of two dependent failures per hour?
4 incidences of 2 units failed due to a dependent cause:

4
𝜆̂ = = 4.5662 × 10−5
10 × 8760
𝑄2 = 1 − exp(−𝜆𝑡) = 4.5661 × 10−5
c) What is the probability of three dependent failures per hour?
1 incidence of 3 units failed due to a dependent cause:

1
𝜆̂ = = 1.1416 × 10−5
10 × 8760
𝑄3 = 1 − exp(−𝜆𝑡) = 1.1415 × 10−5
d) What is the probability of failure of the system (assuming 2 out of the 3 units need to function for
the system to work)? Solve for both the cases of no-dependent failures and dependent failures and
compare the results.
No dependent failures for 2/3 system:

𝑄𝑠 = 3𝑄12
𝑄𝑠 = 5.6288 × 10−8
With dependent failures for a 2/3 system:

𝑄𝑠 = 3(𝑄1 )2 + 3𝑄2 + 𝑄3
𝑄𝑠 = 3(1.3698 × 10−4 )2 + 3(4.5661 × 10−5 ) + 1.1415 × 10−5
𝑄𝑠 = 1.4845 × 10−4
Note an order magnitude of increase of over 104!
Page 218 of 229

Exercises
8.1 The following table shows the data calculated in a risk study for assessing the risk of an LNG terminal
a) Based on the data in this table plot the risk profile in terms of “annual frequency of exceeding the
given number of fatalities versus number of fatalities.” That is, the so-called “Farmer’s Curve.”
5
Pr(𝑥 ≥ 0) = ∑ Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜𝑖 ) = 0.000994 + 0.0006 = 𝟗. 𝟎𝟒 × 𝟏𝟎−𝟗

𝑖=1
Pr(𝑥 ≥ 100) = Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜1 ) + ∑ Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜𝑖 ) = 𝟕. 𝟒𝟏 × 𝟏𝟎−𝟗

𝑖=3
Pr(𝑥 ≥ 1000) = ∑ Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜𝑖 ) = 𝟕. 𝟑𝟗 × 𝟏𝟎−𝟗

𝑖=3
Pr(𝑥 ≥ 2500) = ∑ Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜𝑖 ) = 𝟔. 𝟑𝟗 × 𝟏𝟎−𝟗

𝑖=4
Pr(𝑥 ≥ 3000) = Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜5 ) = 𝟏. 𝟖𝟗 × 𝟏𝟎−𝟗
Page 219 of 229

Risk/Person/yr
9.04E-9
7.41E-9
7.39E-9
6.39E-9
1.89E-9
100 1000 2500 3000 Person at

Risk
b) What is the frequency of exceeding 100 fatalities?
Pr(𝑥 ≥ 100) = Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜1 ) + ∑ Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜𝑖 ) = 𝟕. 𝟒𝟏 × 𝟏𝟎−𝟗 𝑝𝑒𝑟𝑠𝑜𝑛−1 𝑦𝑟 −1

𝑖=3
8.2 If an accident requires occurrence of event I followed by either of events B or C so that a major
consequence happens:
a) Develop an event tree to depict all scenarios that are possible.
C
Seq 1 = S
B
I Seq 2 = F
B
Seq 3 = F
Page 220 of 229

b) If frequency of event I is 0.1 year−1 and probabilities of occurrence of events B and C obtained from
the following fault trees (with probabilities assigned to each basic event), determine the frequency
of each scenario.
𝐵 = 𝑥(𝑦 + 𝑧) = 0.1(0.01 + 0.02) = 𝟎. 𝟎𝟎𝟑
𝐵̅ = 1 − 𝐵 = 𝟎. 𝟗𝟗𝟕
𝐶 = 𝑡ℎ(𝑚 + 𝑛) = 0.1 × 0.1(0.2 + 0.5) = 𝟎. 𝟎𝟎𝟕
𝐶̅ = 1 − 𝐶 = 𝟎. 𝟗𝟗𝟑
𝑆𝑒𝑞 1 = 𝐼𝐵̅𝐶̅ = 0.1 × 0.997 × 0.993 = 𝟎. 𝟎𝟗𝟗 𝒚𝒓−𝟏

𝑆𝑒𝑞 2 = 𝐼𝐵̅𝐶 = 0.1 × 0.997 × 0.007 = 𝟎. 𝟎𝟎𝟎𝟔𝟗𝟖 𝒚𝒓−𝟏
𝑆𝑒𝑞 3 = 𝐼𝐵 = 0.1 × 0.003 = 𝟎. 𝟎𝟎𝟎𝟑 𝒚𝒓−𝟏
c) If consequence of each scenario is 100 injuries, what is the total risk of this accident?
Injuries will occur if sequences 2 or 3 eventuate. Therefore, the total risk of this accident is given
by:
𝑇𝑜𝑡𝑠𝑙 𝑅𝑖𝑠𝑘 = 100 × [Pr(𝑆𝑒𝑞 2) + Pr(𝑆𝑒𝑞 3)]
𝑇𝑜𝑡𝑠𝑙 𝑅𝑖𝑠𝑘 = 100 × (0.000698 + 0.0003) = 0.0998 ≈ 𝟎. 𝟏 𝒑𝒆𝒐𝒑𝒍𝒆/𝒚𝒓
Page 221 of 229

8.3 In a system, three subsystems A, B, and C must work when the system starts. The frequency, I, that the
system is started is 2 times per month: (i) When the system starts, subsystem A is turned on. If
subsystem A properly works, subsystem B would not be needed, after which subsystem C must work.
If subsystem C properly functions, the mission is successful, otherwise the mission fails. (ii) If
subsystem A fails, then subsystem B can compensate for it. If subsystem B is successful then subsystem
C would be needed. If subsystem C works, the mission is successful, otherwise the mission fails. If
subsystem B fails following the failure of A, then the mission fails.
a) Draw an event tree representing the system above.
C
Seq 1 = S
C
Seq 2 = F
C Seq 3 = S
B
A C
Seq 4 = F
B
Seq 5 = F
b) If Boolean expressions A = x + yz, B = y + t, C = tz, show the minimal cut sets of subsystems A, B,
and C, then find the minimal cut sets of each scenario (sequence) of the event tree.
Minimal Cuts Sets of each subsystem

𝐶𝐴1 = 𝑥; 𝐶𝐴2 = 𝑦𝑧;
𝐶𝐵1 = 𝑦; 𝐶𝐵2 = 𝑡;
𝐶𝐶1 = 𝑡𝑧
Subsystem Complements
𝐴̅ = ̅̅̅̅̅̅̅̅̅
𝑥 + 𝑦𝑧 = 𝑥̅ (𝑦̅ + 𝑧̅) = 𝑥̅ 𝑦̅ + 𝑥̅ 𝑧̅
𝐵̅ = ̅̅̅̅̅̅̅
𝑦 + 𝑡 = 𝑦̅𝑡̅
𝐶̅ = 𝑡𝑧
̅ = 𝑡̅ + 𝑧̅
Minimal Cuts Sets of each Sequence

𝑆𝑒𝑞 1 = 𝐼𝐴̅𝐶̅ = 𝐼[(𝑥̅ 𝑦̅ + 𝑥̅ 𝑧̅)(𝑡̅ + 𝑧̅)]
𝑆𝑒𝑞 1 = 𝐼(𝑥̅ 𝑦̅𝑡̅ + 𝑥̅ 𝑧̅)
𝐶11 = 𝐼𝑥̅ 𝑦̅𝑡̅; 𝐶12 = 𝐼𝑥̅ 𝑧̅;
Page 222 of 229

𝑆𝑒𝑞 2 = 𝐼𝐴̅𝐶 = 𝐼[(𝑥̅ 𝑦̅ + 𝑥̅ 𝑧̅)(𝑡𝑧)]
𝑆𝑒𝑞 2 = 𝐼(𝑥̅ 𝑦̅𝑡𝑧)
𝐶21 = 𝐼𝑥̅ 𝑦̅𝑡𝑧
𝑆𝑒𝑞 3 = 𝐼𝐴𝐵̅𝐶̅ = 𝐼[(𝑥 + 𝑦𝑧)(𝑦̅𝑡̅)(𝑡̅ + 𝑧̅)]

𝑆𝑒𝑞 3 = 𝐼(𝑥𝑦̅𝑡̅)
𝐶31 = 𝐼𝑥𝑦̅𝑡̅
𝑆𝑒𝑞 4 = 𝐼𝐴𝐵̅𝐶 = 𝐼[(𝑥 + 𝑦𝑧)(𝑦̅𝑡̅)(𝑡𝑧)]

𝑆𝑒𝑞 4 = 𝐼[∅]
𝑆𝑒𝑞 5 = 𝐼𝐴𝐵 = 𝐼[(𝑥 + 𝑦𝑧)(𝑦 + 𝑡)]

𝑆𝑒𝑞 5 = 𝐼(𝑥𝑦 + 𝑥𝑡 + 𝑦𝑧)
𝐶51 = 𝐼𝑥𝑦; 𝐶52 = 𝐼𝑥𝑡; 𝐶53 = 𝐼𝑦𝑧
c) If the probability of the components or the subsystems are as follows, then calculate the frequency
(per week) of each scenario: Pr(x) = Pr(y) = 0.1, Pr(z) = Pr(t) = 0.2
2⁄
𝐼= 𝑚𝑜𝑛𝑡ℎ = 0.5 𝑤𝑒𝑒𝑘 −1
4 𝑤𝑒𝑒𝑘𝑠⁄
𝑚𝑜𝑛𝑡ℎ
𝑆𝑒𝑞 1 = 0.5 × (0.9 × 0.9 × 0.8 + 0.9 × 0.8) = 𝟎. 𝟔𝟖𝟒 𝒘𝒌−𝟏
𝑆𝑒𝑞 2 = 0.5 × (0.9 × 0.9 × 0.2 × 0.2) = 𝟎. 𝟎𝟏𝟔𝟐 𝒘𝒌−𝟏
𝑆𝑒𝑞 3 = 𝐼(0.1 × 0.9 × 0.8) = 𝟎. 𝟎𝟑𝟔 𝒘𝒌−𝟏
𝑆𝑒𝑞 4 = 𝟎
𝑆𝑒𝑞 5 = 𝐼(0.1 × 0.1 + 0.1 × 0.2 + 0.1 × 0.2) = 𝟎. 𝟎𝟐𝟓 𝒘𝒌−𝟏
Page 223 of 229

8.4 A turbine in a generator can cause a great deal of damage if it fails critically. The manager of a nuclear
power plant can choose either to replace the old turbine with a new one, or to leave it in place. The state
of a turbine is categorized as either “good,” “acceptable,” or “poor.” The probability of critical failure
per quarter depends on the state of the turbine:
The technical department has made a model of the degradation of the turbine. In this model it is assumed
that, if the state is “good” or “acceptable,” then at the end of the quarter it stays the same with probability
0.95 or degrades with probability 0.05 (i.e., good becomes “acceptable” and “acceptable” becomes
“poor”). If the state is “poor,” then it stays “poor.”
a) Determine the probability that a turbine that is “good” becomes “good,” “acceptable,” and “poor”
in the next three quarters, and does not fail.
𝑆𝑒𝑞1 = 𝐺𝐺𝐺𝐺 = 0.9999 × 0.953 = 0.8573

𝑆𝑒𝑞2 = 𝐺𝐺𝐺𝐴 = 0.9999 × 0.952 × 0.05 × 0.999 = 0.0451
𝑆𝑒𝑞3 = 𝐺𝐺𝐴𝐴 = 0.9999 × 0.95 × 0.05 × 0.999 × 0.95 = 0.0451
The probability of each sequence was calculated and summarized as follows:
Seq Combin Pr(Seq_i)

1 GGGG 0.8573
2 GGGA 0.0451
3 GGAA 0.0451
4 GGAP 0.0023
5 GAAA 0.0451
6 GAAP 0.0023
7 GAPP 0.0025
0.9997
Page 224 of 229

The total probability of finishing in each of the three states (‘good’; ‘acceptable’ & ‘poor’) starting
from ‘good’ is given as:
Prob
Pr(G|G) 0.8573
Pr(A|G) 0.1352
Pr(P|G) 0.0072
Total 0.9997
The cost of repairing the failure is $1.5M (including replacement of parts). The cost of a new turbine
is $5K.
b) Consider a decision between two alternatives:

a1: Install new turbine.
a2: Continue to use old turbine.
Consider a situation where the old turbine is categorized as “acceptable”; determine the optimal
decision using expected monetary loss (risk).
We are given the probability of failure given the state is acceptable as: Pr(𝐹|𝐴) = 0.001
Therefore, the monetary risk is calculated as:
𝑀𝑜𝑛𝑒𝑡𝑎𝑟𝑦 𝑅𝑖𝑠𝑘 = Pr(𝐹) × 𝐶𝑜𝑠𝑡 = 0.001 × 1.5 × 106 = $𝟏𝟓𝟎𝟎 𝑝𝑒𝑟 𝑞𝑢𝑎𝑟𝑡𝑒𝑟
Therefore, continuing to use the old turbine is less risky than replacement (ie: $1500 < $5000)
What would the decision be if the old turbine was “good” with 10% probability and “acceptable”
with 90% probability?
𝑀𝑜𝑛𝑒𝑡𝑎𝑟𝑦 𝑅𝑖𝑠𝑘 = Pr(𝑖) × Pr(𝐹𝑖 ) × 𝐶𝑜𝑠𝑡
𝑀𝑜𝑛𝑒𝑡𝑎𝑟𝑦 𝑅𝑖𝑠𝑘 = (0.9 × 0.001 + 0.1 × 0.0001) × 1.5 × 106 = $𝟏𝟑𝟔𝟓 𝑝𝑒𝑟 𝑞𝑢𝑎𝑟𝑡𝑒𝑟
Again, continuing to use the old turbine is less risky than replacement (ie: $1365 < $5000)
Page 225 of 229

c) Determine the optimal choice between no inspection, a visual inspection, and an x-ray inspection.
It is possible to carry out two sorts of inspection on the old turbine. A visual inspection costs $200,
but does not always give the right diagnosis. The probability of a particular outcome of the
inspection given the actual state of the turbine is given in the table below:
The second sort of inspection uses an x-ray and determines the state of the turbine exactly. The cost
of the x-ray inspection is $800.
Assuming that no information is available on the current state of the turbine, some inspection is
required:
i. Perform visual inspection only;

ii. Perform visual inspection followed by x-ray if deemed necessary.
Monetary Risk of Failure:

𝐺𝑜𝑜𝑑 = 0.0001 × $1.5M = $150
𝐴𝑐𝑐𝑒𝑝𝑡𝑎𝑏𝑙𝑒 = 0.001 × $1.5M = $1500
𝑃𝑜𝑜𝑟 = 0.01 × $1.5M = $15000
Given that we are told the replacement cost of a turbine is $5k, we only replace it if the state is
found to be poor.
Possible Misdiagnosis Outcomes

i. A Good turbine is classified as Acceptable: The only risk in this scenario is the cost of the
visual inspection as we can continue to use an Acceptable turbine. (ie: risk = $200)
ii. An Acceptable turbine is classified as Poor: This would invoke an unnecessary turbine
replacement costing $5k. The risk of this occurring according to the data in the table above
is 0.1 × $5k = $500. The total risk is $200 + $500 which is still less than the cost of an x-
ray (ie: $700 < $800)
iii. A Poor turbine is classified as Acceptable: This would see continued use of a poor turbine
with possible subsequent failure. The risk of this scenario is 0.1 × $15k + $200 = $1700.
This risk is greater than the cost of an x-ray (ie: $1700 > $800)
Page 226 of 229

Therefore, the optimal choices between no, visual and x-ray inspections are given as:
Always do visual inspection first to avoid unwanted failure:

i. If outcome of visual is good, continue to use the turbine (Inspection Risk = $200);
ii. If outcome of visual is poor, replace the turbine (Inspection Risk = $200);
iii. If outcome of visual is Acceptable, perform an x-ray inspection as well (Inspection Risk =
$1000).
8.5 Consider the fault trees and event tree below.
a) Determine a Boolean equation representing each of the event tree scenarios in terms of the fault
tree failure events (𝐶1 , 𝐶2 , 𝑎𝑛𝑑 𝐶3 ).
The Boolean Expression and Complement for each Subsystem is given by:
𝐴 = 𝐶1 ∙ 𝐶2
𝐴̅ = 𝐶
̅̅̅̅̅̅̅̅ ̅̅̅ ̅̅̅
1 ∙ 𝐶2 = 𝐶1 + 𝐶2
𝐵 = 𝐶1 + 𝐶3
̅̅̅̅̅̅̅̅̅̅
𝐵̅ = 𝐶 ̅̅̅ ̅̅̅
1 + 𝐶3 = 𝐶1 ∙ 𝐶3
Each Scenario is given by:

𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 1 = 𝐼𝐴̅𝐵̅ = 𝐼[(𝐶
̅̅̅1 + ̅̅̅ ̅̅̅1 ∙ ̅̅̅
𝐶2 )(𝐶 𝐶3 )]
Page 227 of 229

̅̅̅1 ∙ ̅̅̅
𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 1 = 𝐼𝐶 𝐶3
̅̅̅1 ∙ ̅̅̅
𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 2 = 𝐼𝐴𝐵̅ = 𝐼[(𝐶1 ∙ 𝐶2 )(𝐶 𝐶3 )]
𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 2 = 𝐼[∅]
𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 3 = 𝐼𝐵 = 𝐼(𝐶1 + 𝐶3 )
b) If the frequency of the initiating event I is 10−3 year−1, and Pr(𝐶1 ) = 0.001; Pr(𝐶2 ) =
0.008 𝑎𝑛𝑑 Pr(𝐶3 ) = 0.005, calculate the risk (expected injuries per year).
̅̅̅1 ∙ ̅̅̅
𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 1 = 𝐼𝐶 𝐶3 = 0.001 × 0.999 × 0.995 = 𝟎. 𝟎𝟎𝟎𝟗𝟗𝟒 𝒚𝒓−𝟏
𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 2 = 𝐼[∅] = 𝟎
𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜 3 = 𝐼𝐵 = 𝐼(𝐶1 + 𝐶3 ) = 0.001 × (0.001 + 0.005) = 𝟎. 𝟎𝟎𝟎𝟎𝟎𝟔 𝒚𝒓−𝟏
Expected injuries per year

𝐸(𝑖𝑛𝑗𝑢𝑟𝑖𝑒𝑠) = 0 × Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜1 ) + 10 × Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜2 ) + 100 × Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜3 )
𝐸(𝑖𝑛𝑗𝑢𝑟𝑖𝑒𝑠) = 0 × 0.000994 + 10 × 0 + 100 × 0.000006
𝑬(𝒊𝒏𝒋𝒖𝒓𝒊𝒆𝒔) = 𝟎. 𝟎𝟎𝟎𝟔 𝒚𝒓−𝟏
c) Plot the risk-profile curve (Farmer Curve) for this problem. That is to calculate complementary
cumulative probability of exceeding certain number of injuries
3
Pr(𝑥 ≥ 0) = ∑ Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜𝑖 ) = 0.000994 + 0.0006 = 𝟏. 𝟓𝟗𝟒 × 𝟏𝟎−𝟑

𝑖=1
Pr(𝑥 ≥ 10) = ∑ Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜𝑖 ) = 0 + 0.0006 = 𝟎. 𝟎𝟎𝟎𝟔

𝑖=2
Pr(𝑥 ≥ 100) = Pr(𝑆𝑐𝑒𝑛𝑎𝑟𝑖𝑜3 ) = 𝟎. 𝟎𝟎𝟎𝟔
Page 228 of 229

Risk
Probability
1.594E-3
6.0E-4
10 100 Injuries
Page 229 of 229

Solution Manual For Reliability Engineering and Risk 3 A V.F. Modarres, S. Kaminskiy, Krivtsov

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Solution Manual For Reliability Engineering and Risk 3 A V.F. Modarres, S. Kaminskiy, Krivtsov

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Reliability Engineering

& Risk Analysis

1 Solutions to Chapter 2 ................................................................................................... 3

2 Solutions to Chapter 3 ................................................................................................. 32

3 Solutions to Chapter 4 ............................................................................................... 100

4 Solutions to Chapter 5 ............................................................................................... 150

5 Solutions to Chapter 6 ............................................................................................... 175

6 Solutions to Chapter 7 ............................................................................................... 190

7 Solutions to Chapter 8 ............................................................................................... 219

2.2 Reduce the following Boolean function

b) [(𝐴 ∪ 𝐵) ∩ 𝐴̅] ∪ (𝐵̅ ∩ 𝐴̅)

= [𝐴 ∩ 𝐴̅ ∪ 𝐵 ∩ 𝐴̅] ∪ (𝐵̅ ∩ 𝐴̅)

= [𝜙 ∪ 𝐵 ∩ 𝐴̅] ∪ (𝐵̅ ∩ 𝐴̅)

2.4 Reduce the following Boolean function

𝐺 = (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝐶𝐶̅ )

𝐺 = 𝐴𝐴̅𝐶̅ ∪ 𝐵𝐴̅𝐶̅ ∪ 𝐶𝐴̅𝐶̅ ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐵𝐶̅ ∪ 𝐶𝐵𝐶̅

𝐺 = 𝜙 ∪ 𝐵𝐴̅𝐶̅ ∪ 𝜙 ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝜙

If Pr(A) = Pr(B) = Pr(C) = 0.9, what is Pr(G)?

= (𝐴 ∪ 𝐵 ∪ 𝐶) ∩ (𝐴̅𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝐶𝐶̅ )

= 𝐴𝐴̅𝐶̅ ∪ 𝐵𝐴̅𝐶̅ ∪ 𝐶𝐴̅𝐶̅ ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐵𝐶̅ ∪ 𝐶𝐵𝐶̅

= 𝜙 ∪ 𝐵𝐴̅𝐶̅ ∪ 𝜙 ∪ 𝐴𝐵𝐶̅ ∪ 𝐵𝐶̅ ∪ 𝜙

2.6 Reduce the following Boolean equation

= (𝐴̅ ∩ (𝐵̅ ∪ 𝐶̅ )) ∩ (𝐵̅ ∩ (𝐷

= (𝐴̅𝐵̅ ∪ 𝐴̅𝐶̅ ) ∩ (𝐵̅𝐷

Using Equation 2.25:

Using Equation 2.29 (Preferred Equation for Computational Simplicity)

= 1 − [1 − Pr(𝐸1 )][1 − Pr(𝐸2 )][1 − Pr(𝐸3 )]

x = number of defective relays in selected sample = 4

Pr(𝑋 > 2 |𝑋 = 4) × Pr(𝑋 = 4) Pr(𝑋 = 4)

This problem can be solved using the Hypergeometric Distribution

a) No engine failure in 1000 flights

Method 1: Using the Binomial Distribution

Method 2: Using the Poisson Distribution

This problem is best modeled using the Binomial distribution

Given n =10; p = 0.08

𝐿𝑒𝑡 𝐿 = 𝑡ℎ𝑒 𝑟. 𝑣. 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑙𝑒𝑡𝑡𝑒𝑟𝑠

𝑇 = 1𝑦𝑟 = 8760 ℎ𝑟𝑠

Pr(𝑋 ≥ 3 |𝑋 = 4) × Pr(𝑋 = 4) Pr(𝑋 = 4)

b) heights between 67 and 68 inches?

Let X be the r.v. of finding a bad resistor

This is a Poisson Distribution

𝐺𝑖𝑣𝑒𝑛 𝜆 = 2.5 𝑚𝑖𝑛−1 & 𝑡 = 1 𝑚𝑖𝑛; 𝜇 = 2.5

Pr(𝑋 > 5) = 1 − 0.95798 = 𝟎. 𝟎𝟒𝟐𝟎𝟐

Let A1 be the fraction of time between 5-9pm

Pr(A1 ) = 4⁄7 Pr(A2 ) = 3⁄7

Pr(E | A1 ) = 1⁄4 Pr(E | A2 ) = 1.5⁄3

Using Bayes Theorem

This is a Poisson Distribution

a) What is the probability of A failing, given that B has failed.

Total failures of subsystem A = 10

Using Law of Conditional Probability:

Using Law of Total Probability:

𝑏) 𝑃 𝑟(𝐴 𝑎𝑙𝑜𝑛𝑒) = ∑ 𝑃 𝑟(𝐴|𝐵𝑖 ) Pr(𝐵𝑖 ) = 0.25 × 0.2 = 𝟎. 𝟎𝟓

Given n = 200 & p = 0.6

Year Times Employed Unwanted Pregnancies (X)

𝑆 = √4.55 × 10−7 = 𝟔. 𝟕𝟓 × 𝟏𝟎−𝟒

6.75 × 10−4 6.75 × 10−4

[𝟕. 𝟎𝟏 × 𝟏𝟎−𝟒 ≤ 𝝁 ≤ 𝟐. 𝟑𝟖 × 𝟏𝟎−𝟑 ]

(5 − 1)4.55 × 10−7 (5 − 1)4.55 × 10−7

[𝟒𝟎𝟒 × 𝟏𝟎−𝟒 ≤ 𝝈 ≤ 𝟏. 𝟗𝟒 × 𝟏𝟎−𝟑 ]

m - a/2 m m + a/2 Length

2.23 If f(x, y) = 1/2xy2 + 1/2yx2, 0 < x < 1, 0 < y < 2:

a) Show that f(x, y) is a joint probability density function.