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Equivalence:
• pdf properties:
1.
2.
Definitions
(Continued)
• Equivalence: pdf
– probability density function
– density function
– density
t
dF F (t ) f ( x)dx
– f(t) =
dt t
f ( x)dx , For a non-negative
0 random variable
Exponential Distribution
F(t)
f(t)
t
Memoryless property
• Assume X > t. We have observed that the
component has not failed until time t.
Equivalence:
• Reliability
• Survivor function
• R(t) = 1 -F(t)
Failure Rate or Hazard Rate
• Reliability: Rt e
t
t 0
• Weibull distribution is capable of modeling DFR (α < 1), CFR
(α = 1) and IFR (α >1) behavior.
• α is called the shape parameter and is the scale parameter
Failure rate of the weibull
distribution with various values
of and = 1
5.0
– Steady-state period
Infant Mortality
(Early Life Failures) Steady State Wear out
Operating Time
Early-life Period
• Also called infant mortality phase or reliability
growth phase
• Caused by undetected hardware/software defects
that are being fixed resulting in reliability growth
• Can cause significant prediction errors if steady-
state failure rates are used
• Availability models can be constructed and solved
to include this effect
• Weibull Model can be used
Steady-state Period
• Failure rate much lower than in early-life
period
• Either constant (age independent) or slowly
varying failure rate
• Failures caused by environmental shocks
• Arrival process of environmental shocks can
be assumed to be a Poisson process
• Hence time between two shocks has the
exponential distribution
Wear out Period
• Failure rate increases rapidly with age
• Properly qualified electronic hardware do
not exhibit wear out failure during its
intended service life (Motorola)
• Applicable for mechanical and other
systems
• Weibull Failure Model can be used
Bathtub curve
h(t) DFR phase: Initial design, constant bug fixes
CFR phase: Normal operational phase
IFR phase: Aging behavior
(burn-in-period) (wear-out-phase)
CFR
(useful life)
DFR IFR
7
Failure-Rate Multiplier
6
5
4
3
2
1
0
0 2,190 4,380 6,570 8,760 10,950 13,140 15,330 17,520
Operating Times (hrs)
7
Failure-Rate Multiplier
6
5 1
4
2
3
2
1
SS
0
0 2,190 4,380 6,570 8,760 10,950 13,140 15,330 17,520
Operating Times (hrs)
Failure Rate Models (cont.)
•Here the discrete failure-rate model is
defined by:
W ( t ) 1 0 t 4,380
2 4,380 t 8,760
ss t 8,760
Uniform Random Variable
1.2
0.8
cdf
0.6
0.4
0.2
0
0 0.1 0.2 0.3 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2 2.1 2.2
tim e
Uniform distribution
0 , x < a,
{
F(x)= xa ,
ba
1 ,
a <x<b
x > b.
cdf
0.2
0.4
0.6
0.8
1.2
0
1
0
0.08
0.16
0.24
0.32
0.4
0.48
0.56
0.64
0.72
0.8
time
0.88
U(0,1) cdf
0.96
1
1.04
1.08
1.16
1.24
Uniform distribution (Continued)
1.32
1.4
1.48
U(
HypoExponential
1.4
1.2
1
3-stage Erlang pdf
pdf
U(0,1) pdf
0.8
0.6
0.4
0.2
0
T=1
0
9
06
12
18
24
36
42
48
54
66
72
78
84
96
02
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
1.
time
Comparison of cumulative distribution
1.2
functions (cdf)
1
0.8
0.6
U(0,1) cdf
0.4
0.2
0
T=1
0
9
06
12
18
24
36
42
48
54
66
72
78
84
96
02
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
0.
1.
time
Gamma Random Variable
• For, κ > 1, the failure rate first increases with t (IFR); after
momentarily leveling off (CFR), it decreases (DFR) with
time. This is known as the inverse bath tub shape curve
• Use in modeling software reliability growth
Hazard rate comparison
Defective Distribution
• If
• Example:
– If X is N(0,1), then,
• Given,
• A monotone differentiable function,
•
• Above method suggests a way to get the random variates with desired
distribution.
– Choose Φ to be F.
– Since, Y=F(X), FY(y) = y and Y is U(0,1).
– To generate a random variate with X having desired distribution, generate
U(0,1) random variable Y, then transform y to x= F-1(y) .
– This inversion can be done in closed-form, graphically or using a table.
Jointly Distributed RVs
j k j
Applications of order statistics
• Reliability of a k out of n system
n
Rkofn (t ) ( nj )[ R(t )] j [1 R(t )]n j
j k
• Series system: n
Rseries (t ) [ R(t )] n
or Ri (t )
i 1
R(t) Voter
R(t)
we get:
2 t 3t
RTMR (t ) 3e 2e
TMR (Continued)
X Y
Lifetime of Lifetime of
Active Spare
EXP()
EXP()
Total lifetime 2-Stage Erlang
t EXP() EXP()
R(t ) (1 t )e
Assumptions: Detection & Switching perfect; spare
does not fail
Sum of RVs: Standby Redundancy
• Two independent components, X and Y
– Series system (Z=min(X,Y))
– Parallel System (Z=max(X,Y))
– Cold standby: the life time Z=X+Y
Sum of Random Variables
dx
2 t
e
0
t
te , t 0
2
Cold standby derivation
(Continued)
R(t ) 1 F (t )
t
(1 t )e , t 0
Convolution: Erlang
Distribution
• The general case of r-stage Erlang Distribution
r r 1 t
t e
f (t )
(r 1)!
( t ) k t
r 1
F (t ) 1 e
k 0 k!
Warm standby
•With Warm spare, we have:
•Active unit time-to-failure: EXP()
•Spare unit time-to-failure: EXP()
EXP(+ ) EXP()
1 = + and 2 = .
Warm standby derivation
(Continued)
12 t 12 t
e e 2 1
1 2 2 1
Hot standby
•With hot spare, we have:
•Active unit time-to-failure: EXP()
•Spare unit time-to-failure: EXP()
EXP(2) EXP()
2-stage hypoexponential
TMR and TMR/simplex
as hypoexponentials
TMR/Simplex
EXP(3) EXP()
TMR
EXP(3) EXP(2)
Hypoexponential: general case
r
• Z= X , where X
i 1
i 1 ,X2 , … , Xr
are mutually independent and Xi is exponentially
distributed with parameter i (i = j for i = j).
Then Z is a r-stage hypoexponentially
distributed random variable.
Y1 Y2 Yn-k+1 Yn-k+2 Yn
KofN with warm spares