3.

PROBABILITY DISTRIBUTIONS IN RELIABILITY EVALUATION

We have already defined the reliability as the probability of a unit performing its
purpose adequately for the period of time intended under the operating conditions
encountered. Consequently, reliability is somehow represented by appropriate
functions of a random variable.

Identical components of a product which are subjected to identical operating

conditions will not all fail after the same operating time but will fail at different times
in the future. Consequently, these failure times obey a probability distribution which
describes the probability that a given unit fails within a certain specified time or
survives beyond a certain specified time. If the design, construction technique or
operating condition changes the distribution describing times-to-failure will obviously
change. Similarly, failed components subjected to identical repair processes will be
repaired within different time periods. That is, time-to-repair is also a random variable
obeying a probability distribution function. The distribution functions representing the
failure times and the repair times can be determined either by previous record of the
units or by subjecting them to artificial ageing/repairing tests.

3.1 Failure Time, Failure Distribution Function and Reliability Function

In reliability evaluation, the random variable is frequently time more precisely the
transition time. During the operation period the random variable is failure time
(transition time from operation to failed state is generally called failure time or time to
failure) while during the maintenance period the random variable is repair time
(transition time from a failed state to operation is generally called repair time or time
to repair).

Assume a unit operating at time t = 0. The probability of failure at t = 0 is zero.

However, as t→∞, the probability of failure tends to unity. This characteristic is a
typical probability distribution function (cumulative probability density function) of
the random variable, i.e. failure time. The probability of surviving a unit at a future
time is also required in addition to failure probability. This complementary function is
known as surviving function or reliability.

t : failure time
t
F (t )  Q(t )  Pt  t   f ( ) d : Failure Distribution Function
0

dF (t ) dR(t )
f (t ): Failure density function  
dt dt
t 
R(t ) 1  F (t )  1   f ( ) d   f ( ) d : Surviver Function (reliability)
0 t


 2

Failure distribution function and the reliability satisfy the following conditions.

Q(tmin )  Q(0) 0  R(tmin )  R(0)  1  Q(0)  1

Q(tmax )  Lim Q(t ) 1  R(tmax )  Lim R(t ) 1  Lim Q(t ) 0

t  t  t 

t 2  t1  Q(t 2 )  Q(t1 ) , R(t 2 )  R(t1 )

Mean value of failure time (Mean operating time) is known as Mean Time to Failure
(MTTF)

  R()  
MTTF   t . f (t )dt    t   
dR(t ) 
dt   t dR(t )   t R(t ) 0  R(t )dt  R(t )dt
dt 
0 0 R(0) u dv 0 0

An exponential failure density function and associated failure distribution function

(failure probability); survival function (reliability) and MTTF are given and sketched
below.

f (t )   e   t t  0 ,   0
t
Q(t )  Pt  t   f ( ) d 1 e  t , R(t )  1  Q(t )  Pt  t  e  t
0
 
1
MTTF   R(t )dt  e  t dt 
0 0


f(t)
Q(t1) : The probability of failure occuring before t1
R(t1) : The probability of failure occuring after t1 (the
probability of surviving at t1, reliability)

Q(t1)
R(t1)
t1 t
Figure 3.1 Failure density function, failure distribution function and survival function

On the other hand, repairable units are subjected to repairment function following their
failure. This process is characterized by a random variable, repair time and its
associated functions.
 3

t : repair time
t
Fr (t )  Pt  t   f r ( ) d : Repair Distribution Function
0

dFr (t )
f r (t ) : Repair density function 
dt

MeanTime To Repair : MTTR   f r ( ) d
0

Mean time Between Failures (MTBF) is the sum of Mean time To Failure and Mean
Time to Repair.

MTBF  MTTF  MTTR

In practice, MTTF is much greater than MTTR

3.2 Hazard Rate

One of the most extensively used functions in reliability evaluation is known as

hazard rate. More generally, the term transition rate is more appropriate. It is called
hazard rate or failure rate for operation→failure transitions, whereas repair rate for
repair → operation transitions.

Failure rate is actually a time function and is represented by λ(t).

number of failures per unit time

(t) 
number of components exposed to failure

If the number of components exposed to failure is one and Δt is a small time period,
then the product λ(t)*Δt represents the conditional probability of a unit to fail in the
period [ t , t+Δt ], given that the unit has not failed (surviving) at time t. On the other
hand the product f(t)*Δt is the probability of a unit to fail during the time period [ t ,
t+Δt ].

Pt  t  t   Pt t  Pt  t  t  t  f (t )t

(t )t  Pt  t  t t t     
Pt t  Pt t  R(t )

f (t ) 1 dQ(t ) 1 dR(t )
(t )   
R(t ) R(t ) dt R(t ) dt

On the other hand the converse relation can similarly be derived as:
 4

t R( t ) R( t )
dR( )
 ( ) d  
R(0) 1
  Ln R( )  Ln  Ln  Ln R(t ) 
R( ) R(t ) R(t )
0 R( 0 ) R( 0 )

t

 ( )d
R(t ) e 0

dR(t )

 (  )d
f (t )    (t ).e 0
dt

Similar expressions can also be derived from the following case study. Let’s consider a
case in which a fixed number of No of identical components are tested.

Let Ns(t) : number of surviving units at time t

Nf(t) : number of failed units at time t

N0  Ns (t)  Nf (t) , 0  t 

N s (t) N (t)
R(t )   1  Q(t)  1  f
N0 N0

dR(t ) 1 dNs (t) 1 dNf (t)

f (t )    
dt N 0 dt N 0 dt

dNf (t)
dt N 0 * f(t) f(t) f(t) 1 dR(t)
(t )     
N s (t) N s (t) N s (t)/N 0 R(t) R(t) dt

f (0) f (0)
Initial hazard rate will be (0)    f (0)
R(0) 1

Example: Failure density function of a unit is given by an exponential function,

f (t )  .e t ,  : consant , t  hour . Calculate the failure rate of the unit, if
the probability of operation at t = 20 h is given to be 0.9608.

f (t )  .e t
 5

t t
Q(t )   f ( )d   .e   d 1  e  t ; R(t )  1  Q(t )  e  
0 0

f (t ) .e t
(t )   
R(t ) e  

1
R(20)  e 20  0.9608   (t )   Ln (0.9608)  0.002 failure / hour
20

In order to illustrate the procedure for evaluating the various reliability functions we
will give the following example where the data is deduced from experimental tests.
The behavior (number of failed units) of 1000 identical units are recorded and given in
the table below.

Example. Failure times of 1000 identical components are given in the first column of
the following table. Determine the reliability and the failure rate versus time.

Time intervals number of Cum. number of failure cum.failur survivor

in 100 hours failures Failures survivors density fun. dens.fun. fun. hazard rate
0 0 1000 0.140 0 1.000 0.140
1 140 140 860 0.085 0.140 0.860 0.099
2 85 225 775 0.075 0.225 0.775 0.097
3 75 300 700 0.068 0.300 0.700 0.097
4 68 368 632 0.060 0.368 0.632 0.095
5 60 428 572 0.053 0.428 0.572 0.093
6 53 481 519 0.048 0.481 0.519 0.092
7 48 529 471 0.043 0.529 0.471 0.091
8 43 572 428 0.038 0.572 0.428 0.089
9 38 610 390 0.034 0.610 0.390 0.087
10 34 644 356 0.031 0.644 0.356 0.087
11 31 675 325 0.028 0.675 0.325 0.086
12 28 703 297 0.040 0.703 0.297 0.135
13 40 743 257 0.060 0.743 0.257 0.233
14 60 803 197 0.075 0.803 0.197 0.381
15 75 878 122 0.060 0.878 0.122 0.492
16 60 938 62 0.042 0.938 0.062 0.677
17 42 980 20 0.015 0.980 0.020 0.750
18 15 995 5 0.005 0.995 0.005 1.000
19 5 1000 0 0 1.000 0 100000.000
 6

1
Q(t)
0.8

0.6

0.4
R(t)
0.2

0
0 2 4 6 8 10 12 14 16 18 20
time [100 h]

0.14
f(t)
0.12

0.1

0.08

0.06

0.04

0.02
exponential fdf
0
0 2 4 6 8 10 12 14 16 18 20
 7

Repairment-operation transition is similarly represented by a repair rate. It is defined

as:

number of repairs per unit time

Repair Rate : (t ) 
number of components to be repaired

All the previous mathematical evaluations are also valid for the repair rate.

3.3 Shape of Reliability Functions

The hazard rate curve of the example has a shape that is the characteristic of many
physical components. This shape is referred to as a bath-tub curve and can be divided
into three distinct regions.

(t)
A : De-bugging phase
II I B : Useful Life Period
C : Wearout phase

I Electronic components
II Mechanical Components
  C
  C
t
Figure 3.2 Hazard Rate as a function of age (Bath-tub characteristic)

The hazard rate during the de-bugging phase decreases as a function of time. Failures
in this region are called early failures and are generally due to the manufacturing
errors or improper design. The number of early failures can be decreased by
appropriate tests before taking the unit to the service (artificial ageing process).

The second region is the useful life period of the unit. The hazard rate is approximately
constant during this process. The failures are called chance failures. Such a constant
hazard rate can be represented by an exponential distribution.

The last r egion is the wear out or fatigue phase and is characterized by a rapidly
increasing hazard rate with time. Such a hazard rate can be approximated by a normal
distribution. However, generally Gamma and Weibull distributions are often preferred
to represent this region, since these distributions have some wave shaping parameters
 8

Electronic components and mechanical components exhibit the two extreme cases.
Useful time period of mechanical components are much smaller than those of the
electronic components. It is illustrated in the figure as the second curve.

Most of the power system components exhibit a characteristic between the two
extreme cases. On the other hand, artificial ageing processes minimize the early
failures and appropriate maintenance policies (preventive maintenance) extend the life
of useful time period. Therefore we do generally prefer to conduct our studies for the
useful life period.

3.4 Failure Rate Models

There are several probability density functions used to represent the failure rates. Here
are the most common ones.

The normal distribution:

 (t -  ) 2  t 
1 f (t )
f(t)  exp -  ; R(t)  1   f( ) d ;  (t )  ; MTTF   R(t ) dt
 2  2 2  0
R(t )
0

The exponential distribution:

t 
f(t)   exp - t  ; R(t)  1   f( ) d  exp - t  ;  (t )  ; MTTF   R(t ) dt 
1

0 0

The Rayleigh distribution:

 kt 2  t  kt 2  

f(t)  kt exp -
 2 
 ; R(t)  1   f( ) d  exp  -
 2 
 ;  ( t )  kt ; MTTF   R(t ) dt 
2k
0 0

The Weibull distribution:

t  -1   t     t   t  -1 1 
f(t)  exp  -    ; R(t)  exp -    ; (t)  t ; MTTF    1
           

Example: Failure time of a group of relay is known to follow Weibull distribution

with β= 0.5 and α=10 years. Calculate the probability of a relay operating
at t1 =1 year, t1 =5 year, t1 =10 year. Evaluate the MTTF.
 9

.t  1  (t )  0.5t 0.5  (t 10) 0.5 0.15811  t 10

f (t )  e  e  e ,t  0
 10 0.5 t

t t
F (t )  Q(t )   f ( ) d  
0.15811   10
e d
0 0 

t

0.15811   / 10
   Q(t )  e * 2 d  1  e  t / 10

0

R(t )  1  Q(t )  e t / 10 ; R(1)  0.729 , R(5)  0.4931 , R(10)  0.368

   
MTTF   t * f (t ) dt   R(t ) dt   e  t / 10
dt   e / 10
2 d  ...  20 years
0 0 0  0

Example: Show that the following function is a failure density function. For such a
failure distribution function determine the following functions and the
probabilities:

a) Failure probability (Failure distribution function)

b) Reliability
c) Failure Rate
d) MTTF
e) Standard deviation
 b b
f) The probability that the failure occurs in the time period  a   t  a  
 2 2

f(t)
c 0 t (a  b) , BI
 c
 f1 (t )  c  (t  a) (a  b)t  a , BII
 b
f (t )  
t  f (t )  c  c (t  a) at  (a  b), BIII
a-b a a+b  2 b
0 t (a  b) , BIV

 a ab
 c   
 f (t )dt   
c
Q()   b
c  ( t  a ) dt   b
c  ( t  a ) dt  1  bc  1 or c  1 b
 ab a

If these values are substituted

 10

 0 BI
 1 1
 f1(t )  b  2 (t  a) BII
b
f (t )   1 1
 f 2 (t )   (t  a) BIII
 b b2
 0 BIV

 0 BI
 t 2
 1 a   1 a2 a 
t

 a b
 t
f1( ) d  2    2 t    2  
2b  b b   2 2b b
BII

a) Q( t )  f ( ) d   t
t 2 a  b b2  a 2  2ab
 1
2  f 2 (  
) d  
2 b 2 
b 2 t
2b2
BIII
 a
 1 BIV
b) R(t )  1  Q(t )

c) ( t )  f ( t ) R( t )

 a ab
d) MTTF   t. f (t ) dt   t. f1(t ) dt   t. f2 (t ) dt  a
0 a b a
2
b b
e) VAR(t )  E(t 2 )  E 2 (t ) ...  (t ) 
6 6
 b  b   b  b
f) Pa   t  a    Qa    Qa    0.75
 2  2   2  2

3.5 Conditional Reliability

The probability can also be expressed with respect to the state of the device at an
arbitrary time before the time of interest. The probability that a unit fails during the
time period [t1 t2] or the reliability of the unit for the same period can be expressed as
follows:

t2 t2 t1
Qt1 t 2   Pt1  t  t 2    f (t ) dt   f (t ) dt   f (t ) dt  Q(t 2 )  Q(t1 )
t1 0 0

Rt1 t 2   1  Qt1 t 2   1  Q(t 2 )  Q(t1 )  1  R(t 2 )  R(t1 )

Those probabilities can also be given by the following equations:

 11

t2
 f (t )dt
Pt  t 2  t t1 Pt1  t  t 2  t 1 Q(t 2 )  Q(t1 )
Q(t 2 t t1 )  Pt  t 2 t t1    
Pt t1 R(t1 ) R(t1 ) R(t1 )

Q(t2 )  Q(t1 ) R(t1 )  Q(t1 )  Q(t2 ) 1  Q(t2 ) R(t2 )

R(t2 t t1 )  1 Q(t2 t t1 ) 1    
R(t1 ) R(t1 ) R(t1 ) R(t1 )

From where

Q(t 2 )  Q(t1 )  Q(t 2 t t1 ) * R(t1 ) ; R(t 2 )  R(t 2 t t1 ).R(t1 )

For an exponential failure density function

t2
Q(t2 )  Q(t1 ) et1  e
Q(t2 t t1 )    1  e(t2 t1 )  1  et21  Q(t21 )
R(t1 ) et1
R(t2 t t1 ) et21  R(t21 )

These last equations state that the units exhibiting exponential failure density functions
are memory free units.

3.6 Data Analysis, parameter estimation and Curve Fitting

If data is available, the next important step is to determine the best failure distribution
function (optimal parameters) fitting the data.

3.6.1 Point Estimates

The data collection procedure generally involves obtaining a sample of a much larger
family of data known as the population. It is therefore very important to infer
conclusions about certain parameters (generally mean value and variance) of the
population from a known data sample.

Population : μx, σx

Available data, x , sx Data points

 12

In order for the information provided by the sample to be an accurate representation of

the population there are two fundamental requirements, namely, the sample must be
the part of the population and there must be no bias in selecting the sample. To
achieve the desired accuracy there are some other principles such as the sample size to
use and the techniques to select the sample.

Assume that n-element samples are randomly chosen from the population. Sample
mean,

1 n
x   x i , is also a random variable.
n i 1

According to central limit theorem this random variable, x , follows the normal
distribution even if the population distribution is not normal. Mean value of the sample
means will be the mean value of the population.

M M 2
1
x
1
E ( x)  Lim
M  M
 ( x)
i 1
i  x   Lim
2
xM  M
i 1
 E ( x) 2   x2

Therefore sample mean can be used as an unbiased estimate of population mean.

1 n
̂ x  x   xi
n i 1

Although the arithmetic mean estimation is the most popular method, the geometric
mean is also used in some cases. For instance, it is sometimes used to calculate the
total mean from the mean values of subgroups of sample data. The geometric mean is
defined as

1/ n
n  1 n 
̂ x  x    x i   exp   Ln x i 
i 1   n i 1 

The weighting mean is more accurate estimate of the total mean, in the case of
multiple data sources or subgroups, such as the data from different geographical
regions or different age groups:
M
1/  i
ˆ x  x   X iWi ; Wi  M
i 1
1/ 
i 1
i

The variance is an indicator of the dispersion degree of a random variable. Sample

variance is given by
 13

1 n n
s x2  
n i 1
 xi  x   xi2  x
2 1
n i 1
2

This sample variance is not an unbiased unbiased estimate of population variance. It is

therefore necessary to modify the sample variance using a correction factor n/(n-1)
which is known as Bessel’s correction.

n 2
2x  s
n 1 x

As the sample size increases, the correction factor approaches unity and its effect
diminishes. The (n-1) in the correction factor is known as the degrees of freedom. This
term means that one of the n-samples is dependent on the remaining (n-1) values.

The mean and standard deviation of the sample are the point estimates of the
population statistics. These estimates are obviously are different than the actual values.
It is desirable to have a confidence interval to cover the uncertainty of statistics. Such
an interval contains the parameter to be estimated with the probability that is called the
degree of confidence. The confidence interval is extremely useful for sensitivity
studies in system risk evaluation. It is left to the students.

Example : Annual failures during a 10-year period for a 2000 km cable is given as 36,
37, 44, 42, 44, 38, 39, 41, 38, 41. Determine the average and the variance of
the number of annual failures.

1 10
E( x)  ( x)   xi  40 failure / yýl
ˆ
10 i 1

1  10 2 
  xi  10 * 40 2   8
n 2

ˆ 2 ( x)  s ( x) 
n 1 9 i 1 

Example: Dielectric strength of a cable insulation material is known to follow the

uniform distribution.

1
f x ( x)  , a  x  b ; x kV / mm
ba

Dielectric strength of 5 samples are measured to be 2.2, 1.4, 5.1, 3.5 and
2.5 kV/mm. Determine the parameters of uniform distribution
 14

10
Eˆ ( x)  ( x)   xi  2.94 kV/mm
1
5 i 1

1 5 2 
  xi  5 * 2 ( x)  2.023
5
 ( x)  s 2 ( x) 
ˆ2
4 4 i 1 

On the other hand mean value and the variance of uniform distribution is

ab 2 ( b  a )2
( x )  , s (x) 
2 12

From where

a  b  
 E( x )  294
. 
2
  a  0.48 ve b  54
.
(b  a )2 2 
  ( x )  2.023 
12 

3.6.2 Maximum Likelihood Estimation

The parameter(s) of the density function fx(x) are estimated by applying maximum
likelihood method. Assume that the random variables x1, x2, x3,..,xn follow the same
discrete probability density function. The probability of x1, x2, x3,...,xn being equal to
x1, x2, x3,...xn , respectively or the probability of a random variable x equal to x1, x2,
x3,...xn in a successive n independent trials can be represented by the following
product.

L()  f ( x1, ). f ( x2 , ). f ( x3, ).... f ( xn , )

This function is known to be likelihood function. The value of θ which maximizes the
likelihood function is used as the estimation of parameters. Optimal values of θ can be
evaluated by the solution of the following differential equation.

dL()
0
d

Since exponential density functions are more widely used in reliability evaluation Ln(θ
) is used instead of L(θ) and the conditions became,

d LnL()
0
d
 15

For a multi-parameter density function,

n
L(1, 2 ,..., k )  
i 1
f ( xi , 1, 2 ,..., k )

L(1, 2 ,..., k )  Ln L(1, 2 ,..., k )

 0 veya  0 , j  1,2,..., k
 j  j

is solved for θ1,θ2,…. θn and they are used as the estimates of the parameters.

Example: Operation times of a protective relay are recorded as 5, 5, 6, 7 and 8

periods. Determine the parameters of the distribution, of the operation times
are known to follow a normal distribution.

5
 ( x   )2 
L(, )  
i 1
1
2 
exp i 2  , x  0, ,   0
 2 
5
1
Ln  L(, )   2
2
( xi  )2  n. Ln  2 
i 1

 Ln  L(, ) 1
5  5


 2


( xi  n.  )  0 

 
1
5
xi  6.2 
i 1 i 1
 5
 Ln  L(, ) 1
5


 3
 i1
 n
( xi   )2   0


 
1
5 
( xi   )2  136
.
 i 1

3.6.3 Frequency Distributions

Best fitting curve can be determined for a given data. For a reasonable error the
number of minimum data records must be 30. In general, raw data is ungrouped and
unranked. It is more convenient to arrange the observations in increasing or decreasing
order of magnitude. However, this ungrouped data form is still far away from giving a
useful picture and is therefore it is more beneficial to group the data into classes each
of constant with.

Selection of class numbers and the interval width generally depends on the type of
distribution. Too few classes with a wide class interval hide the shape of the
distribution. On the other hand too many classes may cause some classes to include
little or no observations and again distorts the shape. According to Sturges, an
acceptable number of classes can be determined as,
 16

( xmax  xmin )
k  1  3.3 Log n , Group interval 
k

Following the classification, the ratio of the group members to the number of all data
is assumed to be the probability of the random variable being equal to the group
center. These probabilities are sketched and the distribution is determined from this
sketch.

Example: The value of maximum wind speed in a specified region during the
previous 31 years were recorded as 76, 92, 80, 90, 64, 77, 97, 61, 69, 60,
77, 80, 61, 61, 58, 64, 55, 64, 61, 69, 58, 74, 74, 71, 59, 70, 81, 70, 65, 70,
59 km/h. determine the best fitting and the associated parameters of the
best fitting.

1 31 1  31 2 
E( x)   xi  69.9 km / hour ,  ( x)   xi  31 * E 2 ( x)  114.29
2
31 i 1 30 i 1 

Ranked form of data : 55, 58, 58, 59, 59, 60, 61, 61, 61, 61, 64, 64, 64, 65, 69,
69, 70, 70, 70, 71, 74, 74, 76, 77, 77, 80, 80, 81, 90, 92, 97

97  55
k  1  3.3 Log n  5.92  6 , Group Interval  78
6

The groups, number of data included in the group and the probabilities of the
group centers are illustrated in the following table.

Group Group Mid-point Number of data fi Fi

No interval [hour] included in the group
[hour]
1 54.5-62.5 58.5 10 10/31 10/31
2 62.5-70.5 66.5 9 9/31 19/31
3 70.5-78.5 74.5 6 6/31 25/31
4 78.5-86.5 82.5 3 3/31 28/31
5 86.5-94.5 90.5 2 2/31 30/31
6 94.5-102.5 98.5 1 1/31 31/31
 17

0.05 f(x)

0.04 Pi

0.03

0.02

0.01

58.5 66.5 74.5 82.5 90.5 98.5

The sketch of mid-point probabilities shows that the data can be represented by
a shifted-exponential distribution.

f ( x )  . e( x a ) , xa

The values of a and λ can be determined as

1 1
a  50.5 km / h , E( x)  a   69.9     0.05155 h / km
 E( x)  a
f ( x)  .e  ( x  50.5). ,   0.05155 h / km , x  50.5

Curve fitting can also be achieved by using probability plotting. There are special
types of graph papers on which the distribution function of the hypothesized
distribution is plotted as a straight line. For our last example, we can construct a table
showing the cumulative distributions (probabilities of being equal or smaller than
certain numbers)

xi The number of data points less Fi =Pi=m/n

than xi , m
 18

55 1 1/31
58 3 3/31
59 5 5/31
60 6 6/31
61 10 10/31
64 13 13/31
65 14 14/31
69 16 16/31
70 19 19/31
71 20 20/31
74 22 22/31
76 23 23/31
77 25 25/31
80 27 27/31
81 28 28/31
90 29 29/31
92 30 30/31
97 31 31/31
 19

If these probabilities are plotted on a special exponential distribution paper with a non-
linear probability axis, we get the following figure.

0.98
0.97 F
0.96
0.94
F
0.90

0.80
0.60
0.40
0.20
60 70 80 90 100

At this point, the adequacy of the data and the fitted curve is measured by special tests.
Chi-square test or Kolmogorov-Smirnov Test can be used to give the measure of
adequacy.