Module I - Classic Reliability Theory - Part 1 - Failure Time Distributions

Classic Reliability Theory
Part I: Failure Time Distributions
SE 411 (Spring 2022)

Dr. Pingfeng Wang
Office: TB-310
Email: pingfeng@illinois.edu
Tel: 217-300-7078
1
FRAMEWORK FOR MODELING FAILURE
Success
Yes
Challenge Capacity
Capacity > Challenge
(e.g., Stress, and Damage) (e.g., Strength, Endurance,
and Tolerance)
?
No
Failure
Adverse Conditions
(e.g., Induced Internally or Externally
by Designers, Environment, and Users)
2
SE-411 (Spring 2020) All Rights Reserved @ P. Wang
FAILURE MODELS
1. Stress-Strength Model
Stress Strength
Item fails if-and-only-if "Stress" exceeds "Strength".
Stress = aggregate of challenges (mechanical, electrical, thermal, etc.)

Strength = capacity to withstand stress
Important Assumption = stress has no permanent effect on the item
3
FAILURE MODELS (cont)
2. Damage-Endurance Model
Similar to Stress-Strength Model, but Stress causes damage that

accumulates irreversibly (e.g., fatigue, corrosion). Failure occurs
when damage exceeds endurance
Damage = Irreversible accumulation of stress

Endurance = Capacity to tolerate damage
4
3. Challenge-Response Model
An element of the system may be bad, but only when the element is
challenged (needed) does it fail to respond correctly.
Challenge = demand an operation of part of the system (occurrence

of a stimulus).
Response = Expected reaction to a stimulus
Examples: Software failures, emergency brake of a car.
5
4. Tolerance-Requirement Model
Failure occurs when something is nominally working, but not well

enough
Tolerance = Degree of degradation in quality of performance of

part per component
Requirements = Desired, performance characteristics
Examples: Copying machines, measuring instruments
6
HARDWARE DIMENSION
➢ Component - vs. - System
• A component is a basic physical entity of a system analyzed

from a reliability point of view (i.e., not further divided into
more abstract entities.)
• A system is a collection of components put together to provide a

function which cannot be provided by the constituent
components.
• The line between component and system is an arbitrary one and

varies depending on the objectives, scope, and resources of
modeling and analysis, and on the state of the art and
conventions.
7
HARDWARE DIMENSION (cont)
➢ Component Reliability
• Failure Modes
• Failure Mechanisms
• Failure Probability Model
• Data Analysis
➢ System Reliability
• Functional Model
• Failure/Success Logic Model (Fault Tree, Reliability Block
Diagram)
• Dependencies Among Components
• Failure Mechanisms
• Probability Models
8
IMPORTANT PERFORMANCE
MEASURES
1. Capability: Item's ability to satisfy its functional requirements
2. Efficiency: Item's ability to effectively, easily and economically

realize its goals
3. Reliability: Item's ability to start and continue to operate
4. Maintainability: Item's ability to be quickly restored following a

(Availability) failure
9
A CONCEPTUAL HIERARCHY FOR
IMPROVING PERFORMANCE
Improve Item
Performance
Improve
Reliability Improve
Maintainability
Prolong the Life
of the Item
Minimize the Time
Required to Restore
an Item Back to
Study Reliability Estimate and Reduce Service Following a
Engineering Issues Failure Rate Failure
- Perform trade-off analysis - Perform reliability analysis - Redesign (units) for

(e.g., increase Vibration vs. studies
stufies (system modeling, increased accessibility.
increase Temp.) data gathering and analysis,
common cause failure - Estimate the mean-time-to-
- Study environmental and analysis, estimate major restore following a failure
design factors that promote contributors to failure, etc.)
failures. - Redesign assembly of the
item (if any) to reduce
- Specify stronger materials. number of adjustments, etc.
10
DEFINITION OF RELIABILITY
Assumption: Time is an aggregate "agent" of the failure
The ability of an item (product, system, etc.) to operate under designated

operating conditions for a designated period of time, number of cycles or
stress
R(t) = Pr(T  t) Unreliability

Reliability
t T t
Time-to-failure
where
t = mission
T = time-to-failure, cycle-to-failure, stress-to-failure, etc.
11
AGENTS OF FAILURE
AGENTS FORMS
 Steady
Mechanical  Transient
 Cyclic
 Steady
Thermal  Transient
 Cyclic
 Age
Time
 Cyclic
Chemical  Corrosion
 Steady
Electrical  Transient
 Cyclic
 Steady
Electromagnetic  Transient
 Cyclic
12
The Reliability Function
Let T = the time to failure of a component
R(t) = Pr{T  t} where 0  R(t )  1
R(0) = 1, and lim t → R(t ) = 0
1.2
0.8
0.6
R(t)
0.4
0.2
0
0 20 40 60 80 100 120
t
13
The Cumulative Distribution
Function (CDF)
F(t)=1- R(t)= Pr {T <t}
where F(0) = 0 and limt→ F(t) =1
1.2
0.8
F(t)0.6
0.4
0.2
0
0 20 40 60 80 100 120
t
14
The Density Function (PDF)
d F(t) d R(t)
f(t) = =−
dt dt

f (t )  0 and 
0
f (t )dt = 1
0.02
0.018
0.016
0.014
0.012
f(t) 0.01
0.008
0.006
0.004
0.002
0
0 20 40 60 80 100 120
t
15
Relationship between PDF and CDF
dF ( t ) dR ( t )
f(t) = =−
dt dt
F(t)=  f(t ) dt '

t
0

R(t) = 1 − F (t ) =  f(t ) dt ' t
16
Finding Failure Probabilities
Pr{a  T  b} = R(a) - R(b)

= F(b) - F(a)
a b
17
Example
The passive components of a distribution system for

natural gas has the following reliability function:
2
t
R (t ) = 1 − ; 0  t  10 yrs
100
Find: a. R(3 yrs)

b. The CDF, F(t)
c. Pr{1<T<3}
d. The density function, f(t)
18
Example - solution
19
Mean Time to Failure (MTTF)
 
MTTF =  t f(t) dt =  R(t) dt
0 0
Note alternate notation: MTTF = E[T]
20
Derivation of MTTF
 dR (t )
MTTF =  tf(t) dt = 

0
−t dt
0 dt
Integration by parts:
 
MTTF = −tR(t ) 0 +  R(t )dt
0
“=0”

MTTF =  R (t ) dt
0
21
Example - MTTF
For the distribution system, find the MTTF.

t2
R (t ) = 1 − ; 0  t  10 yrs
100
MTTF =
22
Median Time to Failure and Mode
R( t med ) = .5 = P{T  t med }
f( t mode )= max f(t)

0t<
23
Example - median and mode
t2
R (t ) = 1 − ; 0  t  10 yrs
100
tmed =
tmode =
24
Design Life
Find tR such that R(tR) = R
For example:
Find that time, t.99 such that R(t.99) = .99
Then t.99 is the 99 percent design life.
One percent will fail before time t.99
25
Variance & Standard Deviation
Definitional form:

 =  (t - MTTF ) f(t)dt
2 2
0
Computational form:

 =  t f(t)dt - (MTTF )
2 2 2
0
26
Example - standard deviation
2
 2
3
10 t
 =2
dt −  6 
0 50  3
10 2
 2  10, 000
4
t
= −6  = − 44.444 = 5.55
200 0  3  200
or  = 5.55 = 2.36 yr .
27
Hazard Rate Function
Pr {t  T  t + t} = R(t) - R(t + t)
R(t)- R(t+t)
Pr {t  T  t+t | T  t}=
R(t)
-[R(t+t)-R(t)] 1 -dR(t) 1 f(t)

(t) = lim t R(t) = =
t →0 dt R(t) R(t)
28
Example - hazard rate function
t / 50 t / 50 2t
 (t ) = = =
1 − t / 100 100 − t
2 2
100 − t 2
100
 (t)
IFR
t
10 yr
29
Hazard Rate Function & R(t)
dR ( t ) 1 d ln R ( t )
 (t ) = − =−
dt R ( t ) dt
t

R(t ) = e 0
 ( t ') dt '
−
Example:
 (t ) = .02t , then
t

R(t ) = e 0
− .02 t ' dt '
=e −.01t 2
30
Derivation of R(t) from the
Hazard Rate Function
d R(t ) 1
 (t ) = −
dt R(t )
t R (t ) d R (t ')
  (t ')dt ' = − 
d R(t )
 ( t ) dt = −
R(t ) 0 1 R (t ')
t
−   (t ')dt ' = ln R(t )
0
R(t ) = exp  −   (t ')dt '

t
 0 
31
The Bathtub Curve
32
More on the Bathtub Curve
Burn-in Useful Life Wearout
Characterized by DFR CFR IFR
Caused by Manufacturing defects Environment Fatigue

Welding flaws, Cracks, Random loads Corrosion
Defective parts, Poor Human error Aging
quality control, "Acts of God" Friction
Contamination, Poor Chance events Cyclical loading
workmanship
Reduced by Burn-in testing Redundancy Derating

Screening Excess strength Preventive Maint.
Quality control Parts replacement
Acceptance testing Technology
33
Average Failure Rate (AFR)
1 t2 ln R( t 1 ) - ln R( t 2 )
AFR( t 1,t 2 ) = 
t 2 - t 1 t1
 (t ) dt ' =
t 2 - t1
since:
-  0t  (t )dt '
R(t) = e
Note: AFR(0,t) = AFR(t) = -ln R(t) / t
34
Example - Average Failure Rate
t2
R (t ) = 1 − ; 0  t  10 yrs
100
AFR ( t ) =
AFR(5 yr) =
35
Conditional Reliability
R(t|T0 ) = P{T>T0+t | T>T0}

Event A Event B
P {T > T0 + t} R( T0 + t)
= =
P {T > T0 } R( T0 )
36
Residual MTTF
 
R(t+T0 )
MTTF(T0 )=R( t|T0 ) dt =  dt
0 0
R(T0 )

1
= 
R(T0 ) T0
R( t) dt '
where t’ = t + T0
37
Example - conditional reliability
2 t2
t R (t ) = 1 −
R (t ) = 1 − ; 0  t  10 yrs 100
100
R ( t |1) =
R(5|1) =
MTTF (T0 ) =
MTTF (1) =
38
Residual MTTF(T0)
T0 MTTF(T0)
0 6.667 MTTF(T0)
1 5.727
2 4.889 7.000
3 4.128 6.000
4 3.429
5.000
5 2.778
6 2.167 4.000
7 1.588 3.000
8 1.037 2.000
9 0.509 1.000
9.5 0.252 0.000
9.8 0.100 0 2 4 6 8 10 12
9.9 0.050
39
Student Exercise #1
A panel consisting of analog displays has a

reliability function given by
R(t) = (200-t)/200 for 0 < t < 200
where t is measured in 1000’s of hr. Find:
a. R(50,000) and R(12,000)
b. R(50,000 | 12,000)
c. MTTF
d. MTTF(12,000)
40
Student Exercise #1 (continued)
e. What is the shape of the density function?

f. Is the hazard rate function increasing or
decreasing?
g. Compute the average failure rate over the
first 100,000 miles.
Chapter 2 41
Student Exercise #1-solution
Chapter 2 42
Student Exercise #2
Insulators on a power distribution system have
a reliability function with t measured in yr.
R(t) = 1 / (1 + .05t) where t >= 0
Find:
a. F(1 yr) and R(2)
b. R(2|1)
c. The hazard rate function
(optional)
d. AFR(3)
43
Student Exercise #2 - solution
Chapter 2 44
Summary - The Four Functions
• F(t)
f(t) • MTTF
• Median, Mode
• Design Life
• Variance
• Conditional
5 6 2 1 Reliability
• Average Failure Rate
• Residual MTTF
(t)
3
4
R(t)
45

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Classic Reliability Theory

Part I: Failure Time Distributions

SE 411 (Spring 2022)

Item fails if-and-only-if "Stress" exceeds "Strength".

Stress = aggregate of challenges (mechanical, electrical, thermal, etc.)

Similar to Stress-Strength Model, but Stress causes damage that

Damage = Irreversible accumulation of stress

Challenge = demand an operation of part of the system (occurrence

Examples: Software failures, emergency brake of a car.

Failure occurs when something is nominally working, but not well

Tolerance = Degree of degradation in quality of performance of

Examples: Copying machines, measuring instruments

➢ Component - vs. - System

• A component is a basic physical entity of a system analyzed

• A system is a collection of components put together to provide a

• The line between component and system is an arbitrary one and

2. Efficiency: Item's ability to effectively, easily and economically

3. Reliability: Item's ability to start and continue to operate

4. Maintainability: Item's ability to be quickly restored following a

- Perform trade-off analysis - Perform reliability analysis - Redesign (units) for

The ability of an item (product, system, etc.) to operate under designated

R(t) = Pr(T  t) Unreliability

F(t)=  f(t ) dt '

Pr{a  T  b} = R(a) - R(b)

The passive components of a distribution system for

Find: a. R(3 yrs)

Note alternate notation: MTTF = E[T]

For the distribution system, find the MTTF.

R( t med ) = .5 = P{T  t med }

f( t mode )= max f(t)

Find tR such that R(tR) = R

Pr {t  T  t + t} = R(t) - R(t + t)

-[R(t+t)-R(t)] 1 -dR(t) 1 f(t)

R(t ) = exp  −   (t ')dt '

Caused by Manufacturing defects Environment Fatigue

Reduced by Burn-in testing Redundancy Derating

Note: AFR(0,t) = AFR(t) = -ln R(t) / t

R(t|T0 ) = P{T>T0+t | T>T0}

A panel consisting of analog displays has a

e. What is the shape of the density function?

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