Class 06 - Time Dependent Failure Models

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Class 06 - Time Dependent Failure Models

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non-constant failure rate processes

Overview

Weibull Distribution

Probability Functions

Characteristics of Weibull Distribution

MTTF, Variance, Median and Mode

Conditional Reliability

Normal Distribution

Probability Functions

Mean, Variance and Moments

Central Limit Theorem

Lognormal Distribution

Probability Functions

Mean, Variance

Weibull Distribution

Weibull distribution can attain many shapes

for various values of shape parameter .

It can model a great variety of data and life

characteristics,

including

constant,

increasing, and decreasing failure rates

(CFR, IFR, and DFR).

Therefore, it is one of the most widely used

lifetime

distributions

in

reliability

engineering.

= shape parameter, or slope parameter

= scale parameter, or characteristic life parameter

Probability Functions

CFR, IFR, DFR

Hazard Function

h(t )

, t 0, 0, 0

Reliability Function

t

R (t ) exp

F (t ) 1 exp

f (t )

t

exp

3

Characteristics of Weibull

Distribution

Characteristic Effects of Shape (Slope)

Parameter,

Effects of on Weibull Hazard Function

(CFR, IFR, DFR depending on the value of )

Effects of on Weibull PDF

Effects of on Weibull Reliability Function

Effects of on

Weibull Hazard Function

h(t )

, t 0, 0, 0

Effects of on

Weibull Hazard Function

All three life stages of the bathtub curve can

be modeled with the Weibull distribution

and varying values of :

< 1: DFR

> 1: IFR

1< < 2, the h(t) curve is concave

the failure rate increases at a

decreasing rate as t increases

= 2, a straight line relationship

between h(t) and t

> 2, the h(t) curve is convex

the failure rate increases at an

increasing rate as t increases

Effects of on

Weibull Hazard Function

Value

0<<1

=1

Property

DFR (pdf is similar to

Exponential Dist.)

CFR (pdf is

Exponential Dist.)

Application

Model infant

mortality

Model

useful life

concave)

=2

is linearly increasing)

(pdf is Rayleigh

distribution)

>1

>2

convex)

34

normal, symmetrical)

Model

wearout

f (t )

t

exp

8

0 < < 1:

As t 0, f(t) .

As t , f(t) 0.

f(t) is convex

= 1:

exponential distribution

> 1:

f(t) = 0 at t = 0

decreases thereafter

approaches zero no tail, approximate the normal

pdf,

9

Effects of on

Weibull Reliability Function

R (t ) exp

10

Effects of on

Weibull Reliability Function

R (t ) exp

monotonically, and is convex.

sharply than for 0 < < 1, and is convex.

> 1, R(t) decreases as t increases. As wearout sets in, the curve goes through an inflection

point and decreases sharply.

11

Scale Parameter,

The scale parameter influences both the

mean and the spread of the Weibull

distribution.

All Weibull reliability functions pass

through the point (, 0.368).

R ( ) exp e 1 0.368

has the same units as T, such as

hours, miles, cycles, actuations, etc.

12

f (t )

t

exp

stretching out the pdf

influences both mean and spread

Since the area under a pdf curve is a constant

value of one, the peak'' of the pdf curve will also

decrease with the increase of

13

Example 1

A two-speed synchronized transfer case used in a

large industrial dump truck experiences failures

that seem to be well approximated by a two

parameter Weibull distribution with

(1) Characterized the failure process based on the

values of and .

R(10000) e

10000 2.7

)

18000

0.815

R(24000) e

24000 2.7

)

18000

0.1137

14

Example 1 (Cont.)

A two-speed synchronized transfer case used in a

large industrial dump truck experiences failures

that seem to be well approximated by a two

parameter Weibull distribution with

(4) What is the B10 life? (km at which 10% of the

population will fail, or 90% reliability is desired.)

R( ) 1

100

R(10 ) 0.9 e

t

) 2.7

18000

10 7821.7

changing the synchronizer gear tooth design, how

will this affect the above answers?

R(10000) 0.6920 0.815

R(24000) 0.1957 0.1137

15

Example 2

The characteristic life for a highly turbocharged

diesel engine in a military application is 1,800

miles with a Weibull slope of 1.97. What is the B10

life?

16

Example 3

A device that shows running-in failure pattern, has

threshold time to failure of 150 days and characteristic

life of 100days. What is the probability that this device

will fail before 200 days of running times? What is the

probability that this device will survive for 180days? What

is the age-specific failure rate at 180 days? (Hint: the

shape factor in this case could be one of the following;

1.2 ,0.5, 4.5)

17

1

MTTF 1

2

1

1

1

( x) y x 1e y dy

0

Table in the textbook, and

( x) ( x 1)( x 1), x 0

( x) ( x 1)!, x integer > 0

18

Design Life and B Life

R (t R ) e

(t R / )

R ( B ) e

( B / )

t R ( ln R )1/

1 / 100

B ln(1 / 100)

1/

Median

R ( B50 ) 0.5 e

( B50 / )

Mode

tmode

(1 1/ )1/

for 1

for 1

19

Conditional Reliability

Conditional reliability is useful in

describing the reliability of an item

following a burn-in period or after a

warranty period, T0.

For Weibull distribution, the conditional

reliability is

P[T t T0 ]

R (t | T0 )

P[T T0 ]

[( t T0 ) / ]

(T0 / )

e

exp (T0 / ) [(t T0 ) / ]

R(t | T0) = R(t) for all t if and only if R(t) is

exponential.

20

Burn-In

problem, esp. in electronic equipment usually

caused by manufacturing defects--- quality problems.

Problems are typically common in new products and

may disappear as technology matures.

problems but hard to do with complex technology and

pressure to reduce product development cycle time.

common practice to burn-in components and systems

to screen out units that would fail early esp. important

in safety-critical applications can be viewed as a type

of 100% inspection.

to avoid undue aging of components and systems.

and decide on optimal trade-off

21

Example 4

Given a Weibull distribution with a characteristic

life of 127,000 hr and a slope of 3.74, find the

mean and standard deviation. Also find the

probability of surviving the mean life.

Solution

MTTF (1

1

) (1.27) 0.9025

3.74

2

2

B (1 ) (1

) (1.53) 0.88757

3.74

MTTF 127000(0.9025) 114617 .5

A (1

) (1

2 2 ( B A2 )

34382.5

22

Example 4

For the two-speed synchronized transfer case

problem in Example 1, we have two designs. Find

the mean and standard deviation of the life.

A: 18, 000 km and 2.7

Solution

MTTF 16007.57

6388.294

18, 000 km and 1.7

B:

MTTF 16063.74

9752.76

23

Normal distribution is not a true reliability

distribution since the random variable

ranges from minus infinity to plus infinity.

When the probability that the random

variable takes on negative values is

negligible, the normal distribution can be

used successfully to model fatigue and

wear out phenomena.

It will be used to analyze lognormal

distribution.

24

1 (t ) 2

1

f (t )

exp

, t

2

2

2

is the location parameter

shifts the graph left or right on the horizontal axis

2 is the scale parameter

stretches or compresses the graph

1 t

f (t )

1 z2 / 2

e

where z

is the pdf for standard

2

normal distribution (=0, 2=1).

25

F(t)

R(t)

t

F (t )

distribution (=0, 2=1).

t

R(t ) 1 F (t ) 1

26

Hazard Function

1 t

f (t )

h(t )

R (t )

t

1

the normal distribution can only be

used to model wear-out (IFR)

phenomena.

27

Examples of

Normal Distributions

28

Mean and Variance

E[T ]

Var[T ] E (T ) 2 2

m is odd

E[(T ) ]

m

m ! m

2m / 2 (m / 2)! m is even

29

If X1, X2, , Xn is a random sample of size n

taken from a population (either finite or

infinite) with mean and finite variance 2,

and if X is the sample mean, as the sample

size n approaches to infinite,

2

X ~ N ,

n

The sampling distribution of the mean

becomes approximately normal regardless

of the distribution of the original population.

The sampling distribution of the mean is

centered at the population mean, .

The standard deviation of the sampling

distribution of the mean approaches

.

/ n

Due to the central limit theorem, the normal

distribution plays a central role in classical

statistics.

30

Examples (Normal)

Example 1

A component has a normal distribution of failure

times with =20,000 cycles and =2,000 cycles.

Find the reliability of the component and the

hazard function at 19,000 cycles.

31

Lognormal Distribution

The lognormal distribution is used

extensively in reliability applications to

model failure times. (The lognormal and

Weibull distributions are the most

commonly used distributions in reliability

applications.)

Like the Weibull distribution, the lognormal

can take a variety of shapes.

The relationship between lognormal

distribution and normal distribution is very

useful in analyzing the lognormal

distribution.

32

Lognormal Distribution

If T ~ LogNor( , 2 ), then Ln(T ) ~ N( , 2 )

with Probability Density Function

1 (ln t ) 2

1

f (t )

exp

, t0

t 2

2

2 is the variance of ln(T), and

0

Lognormal

T

2

exp

2

Mean

Variance

Median

Mode

Normal

Ln(T)

2 2

e 1

e

e

33

Lognormal Distribution

PDF and CDF

f (t )

1 ln t

, t0

t

ln t

F (t )

, t0

Reliability Function

ln t

, t0

R (t ) 1 F (t ) 1

Hazard Function

1 ln t

f (t ) t

, t0

h(t )

R (t )

ln t

1

1 z2 / 2

where z

and z are the

e

2

distribution (=0, 2=1).

34

Examples of

Lognormal Distribution

35

T=0.5

T=1.5

the right.

The pdf starts at zero, increases to its mode, and

decreases thereafter.

The degree of skewness increases as T increases.

36

Examples (Lognormal)

Example 1

The failure time of a certain component is log2

normally distributed with 5 and 1 .

1. Find the reliability of the component and the

hazard rate for a life of 150 time units.

2. Find the mean and variance of the failure time of

the component.

37

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