Académique Documents
Professionnel Documents
Culture Documents
~,"", ...4iii;,.i.t.......
..\,'MIItf.I:~~"""""'I':...
Thl' initial focus of this book is on lhe development of mathematical models that de
~nihe the reliability of components and systems. This chapter develops four related
plOhability functions: the reliability function, the cumulative distribution function,
11ll' probability density function, and the hazard rate function. Each of these func
I ions can be used to compute reliabililies, but they offer four different perspectives.
Specifying anyone of these functions will uniquely and completely characterize the
lailure process. Various summary measures of reliability, such as the mean time to
failure, the variance of the failure distribution, and the median time to failure, may
then be determined. Subsequent chaplers will define several common and highly
useful theoretical reliability models.
2.1
THE RELIABILITY FUNCTION
Reliability is defined as the probability that a system (component) will function over
-;ome time period t. To express this relationship mathematically we define the contin
uous random variable T to be the time to failure of the system (component); T ~ O.
Then reliability can be expressed as
R(t)
Pr{T
t}
(2.1 )
R(t) = Pr{T
< t}
(2.2)
23
PARl'I:
1M
--------------------(0) = 0
where
limF(t)
and
I .....'"
(2.3)
is called the probability density funCtion (PDP). This function describes the shape
of the failure distribution. These three functions are illustrated in Pig. 2.1.
The PDP, I(t). bas these two properties:
L
oo
f(t)
:!:
and
(a)
1"(1)
.... --
f(t) dt = I
III \ - - - --- -- - -- -- --
= f~ f(t') dt'
R(t) =
and
fa
(2.4)
f(t') dt'
(2.5)
In other words, both the reliability function and the COP represent areas under the
curve defined by f(t). Therefore. since the area beneath the entire curve is equal to
one, both the reliability and the failure probability will be defined so that
o s;
(b)
R(t) s; l O s ; F(t) s; 1
The function R(t) is normally used when reliabilities are being computed, and the
function F(t) is normally used when failure probabilities are being computed. Graph
ing the PDP, f(t), provides a visual representation of the failure distribution.
!(I)
Given the following PDP for the random variable T, the time (in op
erating hours) to failure of a compressor, what is its reliability for a lOO-hr operating
life?
EXAMPLE 2.1.
Solution
0.001
[(I)
Area
t~O
= { ci0.OOlt + 1)2
=1.0
otherwise
Solution
R(
t)
and
f'"
t
F(t)
00
0.001
d '
(O.OOlt' + 1)2 t
= 1-
R(t) = I
'=
-I
1
(O.OOlt' + 1) t
I
O.OOlt + I
(e)
O.OOlt + 1
O.OOlr
0.0011 + 1
FIGURE 2.1
Then
ROOO)
0.1 + I
= 0.909
24~
26
"AM'!' I.
f(tl
A design life is defined to be the time to failure tR that corresponds to a specified rehabi!
ity R. That is R(tR) = R. To find the design life if a reliability of 0.95 is desired, we sel
R(tR)
Solving for
= 0.95
td,
1000(0.~5
tR
1)
52.6hr
The probability of a failure occurring within some interval of time [a, b) may be
found using any of the three probability functions, since
Prf a
R(b)
f(t)dt
tmo<le
FIGURE 2.2
(2.6)
Pr{ 10 s T s lOO}
R(lO)
R(lOO)
0.1
+I
= 0.081
f
l
2.2
R(t) = I 0.002e-
MTTF
= E(T) =
and
'"
tf(t)dt
(2.7)
which is the mean, or expected value, of the probability distribution defined by f (1).
It can also be shown (Appendix 2A) that
MTTF
= tOO R(t) dt
= 0.5 = Prf T
['"
.0
0.002 = 500 hr
R(tmed)
:=
tmed
-0.002
tmed,
lnO.5
346.6 hr
To find the mode, we observe that the function f(t) is monotonically decreasing and
O.
positive. Therefore its maximum value occurs at t = 0, and tmode
Even if two reliability functions hav.: the same mean, their reliabilities
may be quite different for the same operating time. For example, let
EXAMPLE 2.3.
;;::: tmed}
(2.9)
The median divides the distribution into two halves, with 50 percent of the fail
ures occurring before the median time to failure and 50 percent occurring after the
median. The median may be preferred to the mean when the distribution is highly
skewed.
A third frequently used average is the mode, or most likely observed failure
time, defined by
f(tmode)
(2.8)
MTIF
dt
e -O ()()2t I'"
-0.00210
dt
0002t
= OSI<'"
max f(t)
(2.10)
For a small fixed interval of time centered around the mode, the probability of failure
will generally be greater than for an interval of the same size located elsewhere
within the distribution. Figure 2.2 shows the locations of the ~ean, the median, and
the mode for a distribution skewed to the right.
R,(t)
= ,,-00021
1000
and
R2(t)
os
-1000
t ::;
1000
'O()()
where
MTTF2 =
IO()() (
1 .- ~- Idt
1000 !
= t~
(2
.... -
2000 i()
500 hr
We compute their reliabilities for an operating time of 400 hr. For R i (I) we obtain
R, (400) ~
eO lm(4001
0.449
Pr\ t
l(X~~400
== 0.60
Thon
Obviously, the MITF alone win not uniquely characterize a failure distribution.
Other measures are necessary. One measure that is often used to further describe a
failure distribution is its variance (1'2, defined by
(1'2 =
s l' s t + At 1T
(2.11)
L"'(t-MITF)2f(t)dt
fa'"
t 2 f(t)dt -
Equation (2.12) is computationally simpler than the definitional Eq. (2.11). The
square root of the variance is the standard .deviation. Since the standard deviation
will be measured in the same time units as the random variable, T, it. is easier to
interpret than the variance (which is measured in square units).
EXAMPLE l.4.From the first failure distribution in Example 2.3,
==
~!!t~.!-
R(I)
III the conditional probability of failure per unit of time (failure rate).
Set
-dR(t)
(2.13)
f(t)
=::
R(ij
Then A(t) is known as the instantaneous hazard rate or failure rate function. The
(2.12)
(MTTF)2
2
17
'I -
The variance represents an average squared distance a failure time will be from the
MITF. It is a measure of the spread, or dispersion, of the failure times about the
mean. It is shown in Appendix 2B that the variance can also be written as
(1'2 =
2:
I'llilure rate function A(t) provides an alternative way of describing a failure distribu
(ion. Failure rates in some cases may be characterized as increasing (IFR), decreas
funclion.
A particular hazard rate function will uniquely determine a reliability function.
we have
A(t)
0:
1
-dR(t)
dt ,-, . R(t)
(500)2 = 250,000
-dR(t)
and 17 = 500.
17
3~
3
or
lntegrating,
(500f
o A(t )dt -
1000
A(t)dt ==
If(i)
J :!!!!S!..')
(500)2 = 83,333 ~
R(t)
R(t')
and 17 = 288.67.
Therefore, although their MTIFs are identical, they have considerably different
standard deviations. from which we would conclude that their reliability distributions
should be inherently different. We would generally prefer the distribution having the
smaller variance. Why?
2.3
where R(O)
Then
'=='
-L
.ot
R(I)
(2.1,t)
Equation (2.14) can then be used to derive the reliability function from a known
Pr{ t s
T :::.:; t
+ Ill}
= R(t) - R(t
+ Ilt)
+ Ilt given
sured in operating hours, what is the design life if a 0.98 reliability is desired?
Solution
R(t)
~ "P
l-l:
5 x W'.'
or
10.98
= 89.89'" 90
In 0.98
).(1)
hr
f;
L(t) =
(2.15)
A(t') dt'
A related and useful concept is the average failure rate, defined between two times
tl and t2:
J'
AFR(tl, t2)
Early
... ..---- failures
(2.16)
t2 - t)
t2 - tIll
= Oandt2 =
~ Random failures
II
~ Wearout
'"
:_
- - ,
f,li,re'
..........
T,Eq.(2.l6)maybewritten
L(t)
FIGURE 2.3
t~O
since In R(O)
. . :
....
FromEq.(2.l4)andlettingtl
Wearou[
Uscfullifc
Hum-in
In 1 = O.
L(t)
Jo
"" 2.5
x lO6 (2
6 2
10-- t
= 2.5 x 10- 6 t
t
EXA MPLE 2.6.
All important form of the hazard rate function is shown in Fig. 2.3. Because of its
R(t)
nATHTUB CURVE
shape, it is commonly referred to as the bathtub curve. Systems having this haz
ard rate function experience decreasing failure rates early in their life cycle (infant
mortality), followed by a nearly constant failure rate (useful life), followed by an
increasing failure rate (wearout). This curve may be obtained, as shown later, as a
composite of several failure distributions, or as shown in the following example, as
u function of piecewise linear and constant failure rates. Table 2.1 summarizes some
2.4
for 0
EXAMPLE 2.7.
A simplified form ofthe bathtub curve is based upon linear and constant
hazard rates:
t ~ a
Cit
A(t)
and
MTTF
(a 2
2tla
t 2 )la2
= _2_t_
a2
Q( 1 - -t ) dt = t - t
2
t2
m~d = 0.5;
a
AFR(t)
forO
"r0.5a
tmed
C2(t -
exp -
0.707a
R(t) = \ exp
AFR(MTTF) = AFRG
a) =
-In
(1 - (4I:1 a2 )/ (~a) =
<
(co + A)t
( At
exp -[
where Co' CI,
0.8:17
to
CI
= -In(1 - t21a2 )
CI
Co
A(t)
~2
t ~ Co
to) + A to < t
Then
IQ =-a
2
3a 0
3
t2
o~
+A
C2.
Cj(P/2)j
o~
CI
Co
c2 )
2~
t s Co
< t ~ to
CI
to <
R(I\ To)
TA Bt It 2.'
Prl T:> To + t\
Characterized by
DFR
Bum-in
CFR
Useful life
IFR
Wear-out
Caused by
Reduced by
Manufacturing defects:
welding flaws, cracks, .
defective parts,
poor quality control,
contamination, poor
workmanship
Burn-in testing
Screening
Quality control
Acceptance testing
Environment
Random loads
Human error
"Acts of God"
Chance events
Redundancy
Excess strength
Fatigue
Corrosion
Aging
Friction
Cyclical loading
Derating
Preventive maintenance
Parts replacement
Technology
~,,-'
:;:::::
Pr\T>To\
::: exp [ -
!OTo+t
ex [-
EXAMPLE 2.8.
ro"
R(To + t)
R(To)
~ "'+ !::"
A(tl)dtIJ
A(t')dt']
Let
0.5
t in years
Cooo )
which is \l. DFR. Then from Eq. (2.14), for a reliability of 0.90
t )112
R(t) == exp - ( 1000
t == lOOO( -1nO.90)2
2.5
W)dt'1
-0.5
A(t) = 1000
(2.17)
= 0.90
ILl yr
CONDITIONAL RELIABILITY
R( IT)
= exp -(I
and
R(0.5)
exp - (0.511
R(t + 0.5)
oooj'
t = lOOOl-lno.90+ (05\.51
yX){) -0.5 =
l~Usyr
This is an increase of over 4 years in the design life as a result of a six-month bum-in
period. This improvement in reliability resulting from a bum-in period To will only
be realized for a DFR as illustrated in the following example and shown in Ap
pendix 2C.
EXAMPLE 2.9.
R(t)
and
=" e-(lI2)M
R(t \ To) =
e- ATo 'e-(II2)Al
3.21
4.01
Time
FIGURE 2.4
4.81
5.61
EX" M 1'1. E Z. 10. For thl.' reliability function gi yen in Example 2.6. the condit IlInlll ..l:'Ii
r'
ability is
Nit I To)
(t
+ To)2/a
a - (t +
a 2 T2o
T51a2
'.'(1)
.0
R(t)
Residual MTTF
MTTF(To)
.10
R(t I To)dt
R(t').,
R(T ) dt
o
R(To)
where t' = I + To. For those units having survived to time To, Eq. (2.18) determines
their mean remaining lifetime. For components having an IFR (DFR). one would
expect the MTIF(To) to be a decreasing (increasing) function of To. as shown in the
following examples.
~ exp [
MTIF
f(t') dt'
-dR(t) = dF(t)
dt
!J!.l
R(t)
A(t) =
"
f(t)
1 - F(t)
Since R(t I To) is a reliability function, a residual MTTF may be omained from
x
R(t)
\./ f(t')dt'
i:
J:
A(t')
dt'l
R(t)dt
L
oo
I)lbforO:s t :s bandzemelse
where has an lFR (see Exercise 2.8). lis residual MTTF is given by
MTTF(To)
forO <:
(~h~O)
(b
1')2
(b
t2 f(t) dt
(T 2
(IJ
R(t I To)
To)
L(t) =
function
12
AFR(t\.
t :::: 0
where a >
!!(t
is a parameter (constant) of the distribution, has [he hazard rate lun,: ;'"
A(t) dt
In
In R(h)
t2 - tl
t2 - t\
R(/') dt'
MTTF(To) = R(To)
..,
ACt) =
t2)
+ To~
R(To)
- To
b.
T~ 5
(MTTF)2
a+
. T'T0) 2
(a
I"
, dt'
~_
To (a
+ t'):'
-a 2
a + t'
a t- To
which has the interesting property !!lat the residual mean increases hy the amount of the
current age. If To = 0, the unconditional mean, MTTF = a, is ohtained.
APPENDIX 2A
DERIVATION OF EQUATION (2.8)
By definition.
MTTF =
2.6
S(JMMARY
2.
J.
~~~,,~~
...
"'(1).
t f(t) dt
J'oo _ dR(t)
tdt
MTIF
C
o
-Tt
MTTF
MTIF
-tR(t)1'"
J:
10
+ foo
R(t) dt
R(n d !
(2.8)
l'IIAI'II'1l ."
~lIlce
lim t R(t)
I-+::n
Jor A(t')dt'j
= l-+~
lim tex p [
and
d IW I To)
/' ,
l 10
'IIWH,ton'
cxp
O'R(O) == 0
I J(
I
'J"
1'"
N(t
AU )dr
I To)!
j
(
d
/'"
'I'hl:"
1101111111:" lli~llIhlllloll
(: t"
Mt') dr'
1'1
AU + To) + A(To)]
III o,der ror the reliability to improve as a function of To, the derivative, or slope.
r I 'I'll) with respect to Ttl must be positive. From the above result, this will occur
IIlIh II A(fll) . AU i {o).ln other words, the failure rate must be decreasing,
nl
I\(
APPENDIX 28
==
[J.2
f'(t LX>
==
r\PIJENDIX 2D
INTI':R!\lEDIATE CALCULATIONS
!iOa TilE LINEAR BATHTUB ClJRVE
MITFi J(t)dt
[p - 2t .
~!",
. ___ .u""";';"'~
2MTTF
t f(t)dt
J:
tf(t)dt + (MTIF)'
J:
rT
f(t)dt
=- exp
R(t\
Jo
A)dt']
Cl
exp-(cot [
since
LX> tJ(t)dt
== MTTF
(T2
==
L'" t J(t)dt 2
and
LX> JCt)dt
== I
R(I)
Therefore
t2
(MITF)2
(2.12)
('1)
(~c, . cxp
cxp -
co) cxp
Cj
('I
CI
At
co)
CI
(At + 2('1 )
cxp
APPKNUfX 2C
CONUI'f'IONAL RELIABILITY
AND ItAltURE RATES
For to
t:
R(t)
R(lo)exp
'[c2(t'
(0)
+ A1dlt1
_1Iq, (2.17),
H(t I To)
R(T, + t)
= exp -
[(t+TO
JTo . A(t ) dt'
R("j;;) == exp -
'
(Ato +
) exp
i (t ,
+ At
(; (r
10)2
C1
EXP -
2e l
+ At - Ato)
.. i_,".__liMn"
MntI~1i
APPENDIX 2E
TABLE OF INTEGRALS
A(t)
(II)
2E.l
INDEFINITE INTEGRALS
(iJ)
OAt
= 0.01
J adt = at
J ~t
4.
Je
5.
nl
Ie)
(c)
dl
3t 2
o :-;; t
fIt) == 109
J(a + bt)R dt =
Jteat dt = eara (at
Judv = uv - Jvdu
(a)
1.!i
For
1)
(integration by parts)
R(t)
e - JiliiOll
2!
bus is given by
f'"
2.6 The PDF for the time to failure in years ofthe drivetrain on a Regional Transit Authority
8.
9.
:-;; 1000 hr
n -1
2E.2
DEFINITE INTEGRALS
J(,'" te-at dt
100 days
Int
+ bt)n+l
(n + l)b
7.
RU)
The MITF
(Ii)
(a
6.
(a)
(11)
eat
Cl
0 :-;; t
hlld
R 1
t +
n + 1
Jtndt =
3,
Find N(t) and detennine the probability of a component f<tiling within the first
llIonth of its operation.
l.
2.
""r .,.
a> 0
a> 0
...
n a posItive Integer
-aid _ n.I
te
t - -n o
a +I
R
I a)
(b)
(e)
(d)
(e)
o s; t
:-;; 10 yr
Show that the hazard rate function is increasing, indicating continuous wearout over
time.
Find the MITE
Find the median time to failure.
Find the mode of the failure distribution.
Compute the standard deviation.
2.7 The Itwill Fail Company manufactures gizmos for use on widgets. The time to failure.
in years, of these gizmos has the following PDF:
XERCISES
f(t)=
200
for t
2!
R(t) == O.OOlt + 1
t ;;=: 0
(a) Find the reliability after 100 operating hours; after 1000 operating hours.
(b) Derive the hazard rate function. Is it an increasing or a decreasing failure rate?
(a) Derive the reliability function and detennine the reliability for the first year of op
eration.
Compute the MITE
(c) What is the design life for a reliability ofO.95?
_ _'M
.\
I.
....... - - ' . . . .
,...,..,.." ..... -
...,,"
2.8 A umfonn failure distribution has the characteristic that equal intervals of time have
equal failure probabilities. The density function is given by
I
b
f(t) = -
::=; t ::=; b
Analyze this general failure distribution by finding F(t\ R(t), A(t), MTIF, T mod, T mode,
andu.
= 20 yr.
(I - ~
::=; t ::=; to
2.11 A new fuel injection system is experiencing high failure rates. The reliability function
has been found to be
+ 0- 312
0
where t is measured in years. The reliability over its intended life of 2 yr is 0.19, which
is unacceptable. Will a bum-in period of 6 months significantly improve upon this reli
ability? If so, by how much?
R(t) = (t
2.12 Using Eq. (2.14), derive the reliability function for a system having a linearly increasing
hazard rate function, i.e., A = at, a > 0, t 2 O. Find the density function, and derive
expressions for the median time to failure and the mode.
2.13 Compute the average failure rate for the failure distribution in Exercise 2.4. What is the
average failure rate over the first 500 hours?
1.14 A household appliance is advertised as having more than a lO-yr life. If the following
is its PDF, determine its reliability for the next 10 yr if it has survived a l-yr warranty
period:
f(t)
0.10 + 0.05t)-3
t 2 0
What is its MTIF before the warranty period, and what is its MTIF after the warranty
IIcriod assuming it has still survived?
IIJI Mhllw that if the hazard rate function is decreasing, the PDF, f(t), is also a decreasing
l\anction and its mode must therefore occur at t = O.
'III
"'"II f'(O and R(t) when the hazard rate function is exponentiaL That is, A(t) = ae
wh.". /I is a constant and a >
process.
.
A failure distribution that has a constant failure rate is called an exponential
probability distribution, The exponential distribution is one of the most important
reliability distributions. Many systems exhibit constant failure rates, and ,the expo
nential distribution is in many respects the simplest reliability distribution to ana
lyze. Another useful concept, failure modes, is also discussed. If the failure rates
of all failure modes of a component are constant and independent, then the overall
failure rate of the component is also constant.
3.1
THE EXPONENTIAL RELIABILITY FUNCTION
One of the most common failure distributions in reliability engineering is the expo
nential, Of CFR, model. failures due to completely random or chance events will
follow this distribution. It should dominate during the useful life of a system or com
ponent. It is also one of the easiest distributions to analyze statistically. For example.
".'"hudlln.
These next two chapters will develop several probability models useful in describ
ing a failure process. These models are based upon the exponential, Weibull, normal,
and lognormal probability distributions. They are often referred to as theoretical dis
tributions since they are derived mathematically and not empirically. An important
question to be answered is that of the ability of a particular theoretical distribution
to u.escribe the failures and reliability of a component or a system. The answer to
that question is a central theme in Part 11 of the text. The immediate concern, how
ever, is the development and use of these theoretical models in analyzing a failure
4l
r'
- - - -...
"'_111
gOlld parametcr cstimators and cxact conlidcnce intervals call bc cm,ily computed
under differcnt testing conditions (e.g., in the presence of censoring). r
We begin the development of the CFR model by assuming that A(t) = A, t ~ 0,
A> O. Then from Eq. (2.14)
R(t) =
and
t 2: 0
(3.1 )
F(t) = 1 - e- At
F(.)
1.2
10
-------------
0.8
0.6
Then
= Ae- At
0.4
dt
The three probability functions are illustrated graphically in Fig. 3.1 for several dlf...
ferent values of A. To find the MITF. we use Eq. (2.8):
MTTF
fo
a)
e-AtJ'oo
e- At dt = _"_
-A
(7'2
- -I
A)
Ae -At dt
(3.2)
"
0.2
"
""
"
""
" '"
A.
0.25
1.00
5.0(1
0.5
1.0
1.5
2.0
2.5
3.0
3.5
(b)
f(t)
(3.3)
A2
6
and the standard deviation is 11A MITF. This is an interesting result since it im
plies that the variability of failure time increases as the reliability (MITF) increases.
A
.0
R(t)
1.2~
1.0
till
0.25 -
0'['~,
0.4
0.2
"" "
.... '......
'.
...
"':
".
..7.:-:.':":.":".:"!'.':'":..'"r"._._._.
1.5
0.5
(e)
\
""
o
2.5
5.0
1.00 - 5.00 - - -
0.8
r-'..
0.5
1.5
2.0
2.5
3.0
3.5
4.0
(a)
FIGURE 3.1
(a) The exponential reliability function.
I Censoring will be discussed later. It requires the analysis of incomplete failure dam (not all items tested
have
failed).
High variability in failure times is often observed in practice. It should also be noted
that the mean time to failure is the reciprocal of the failure rate. Although 11 AU) is
always in units of time per (between) failures, it is the mean ofthe failure distribution
for the CFR model only.
A second observation concerning this distribution is that
R(MTTF)
e-MTIFIMTIF
= e- I
0.368
~"rt
A component having a CFR has a slightly better than one-third chance of surviving
to its mean time to failure. The design life of a component having an exponentially
distributed failure time may be obtained by solving for the inverse of the reliability
function. That is, for a given reliability R,
R(tR)
e- AtR
(3.4)
When R = 0.5, the median of the distribution is obtained from Eq. (3.4):
- _ 1 I 05
An.
......
.\.1
1,'i\lUJRE MOll1<:S
'olllplcx systems wi II fail through various means resulting from different physical
Ill'IlIlella among the failure modes. the systcm reliabililY R(t) is obtained as
II
0.69315
Imed -
= R
1
--lnR
then
...
(3.5)
= 0.69315 MTTF
The median is always less than the mean since the exponential distribution is skewed
to the right.
EXAMPLE 3.t. A microwave transmitter has exhibited a constant failure rate of
0.00034 failure per operating hour. Therefore MTIF
1/0.00034 = 2941 hr and
tmcd
0.69315 X 2941 = 2039 hr. The reliability function is given by R(t) = e-O.OOO34t.
The reliability over a 30-day continuous operating period is R(30 X 24) = 0.78286. The
design life for a reliability of 0.95 specification is (-In 0.95)/0.00034 = 150.86 hr
(}6)
II
RU)
.-0
g,tl) is the probability that the lth failure Illllde docs nnt occur hdore lime i, ~,(l RU) .
.!dllled as the product of Ihese pn1habilities. is the prohability thai nOlle 01 the
1.IIIIII'e modes occurs before time I. Thc sy;.,tem ha/ard rate function Illay be (Ill! '.' d
11'1111 Eq. (3.6), or it may be obtaint:d direll:>:'" ,"ll1l1linl! th\. tU/;l!d ;,Je Itlllt'\!'
Let Ai(t) be the failure rate function for the ilh failure I11()J.: TI1l.'11
ex p [
RI(t)
J-
A,1/)llt' \
(I
Memorylessness
A well-known characteristic of the CFR model, one not shared by other failure
distributions, is its lack of memory. That is, the time to failure of a component is
not dependent on how long the component has been operating. There is no aging or
wearout effect. The probability that the component will operate for the next 1000 hi
is the same regardless of whether the component is brand new, has been operating
for several hundred hours, or has been operating for several thousand hours. This
property is consistent with the completely random and independent nature of the
failure process. For example, when external, random environmental stresses are the
primary cause of failures, the failure or operating history of the component will not
he relevant.
This property can be demonstrated mathematically using conditional reliability.
I;rom Eq. (2.1
To) _ e--).(t+To)
"
e- At
R(t)
In other words, a bum-in period 10 has no subsequent effect on reliability and will
not improve the component's reliability. T:me to failure depends only on the length
01 Ihl~ observed operating time (I) and not on its current age (To).
and
R(t)
(1 exp\I
exp \
L
i
L
c
= exp
)<It' ,
11
l0
A(t')
(17)
where
A(t)
This is an important result stating that the halarll rate JUflClHl1l tor the sy~
tern is determined by summing the hazarJ rate function;., of the II
dent failure modes. Rdiability te~ting and analysis can be c\lllducteLl tor differenl
failure m(~de~ and a composite reliahility function liL'terIllined. This result
model of thl: . l. ... \... ., .. rw' ,;<, ,hnwll in the
prOVides an
example.
lFaduf' modes '.lre an example of a series relationship. Serial relationships are discussed fllfther
Chaptei 5.
In
IltAI'JI II
I:X .u.... U: J.2. BATHTUB <:URV E. Define three failure modes: (1) a bum-in
a constant failure rate. and (3) aging or wearout phenomena. That is.
1(1)-112
Al (I) == 20 10
A2(/)
effect. (2)
1(1)
= 0.01
( 'I'llnill t:ompollclllS thai operate on a cyclical basis may fail on demand. For exam
"k, 1111 ail conditioning and heating system whose cycle time includes an opera ling
111111' lll1d all idle time may fail when switching from an idle to an operating nnde.
I Igltlhulhs arc more likely to fail when being turned on than while operating. If a
, HII\I<l1I1 failure rale can be assumed for each failure mode and a constant proba.bil
IIV 01 lailure on demand can be assumed, then the component will have an effective
1111\\1;1111 failure rate on a clock-hour basis. To see this, let
A3 (1) = 50 100
Then 3
I
A(t) == 20 10
ond
[(M"
oxp
R(t)
+ nO't +
(,:x,)']
For this system all three effects of the bathtub curve are always present. However, during
its early life infant mortality dominates (DFR). This is followed by a period when the
failure rate remains relatively constant (its useful life) until the wearout (IFR) failure
mode becomes dominant.
Ihe average failure rate while idle (may be zero; e.g., failures per idle hour)
the average failure rate while operating (e.g., failures per operating hour)
I'
Ille probability of failure on demand
{I
average length of the idle time period per cycle
(() = average length of the operating time per cycle
AI
An
A(t)
1111'1\
R(t)
exp [ -
MTTF
yn
""-'=1
A. ==
I
n
2: I~l
1
lIMTTF.;
MTTFi "" A.
(3.8)
_ 40 00 )0'"
60( . ( ~)
Aeff -
In other words, the system itself will have an exponential failure time (CFR model).
If the components are also all identical (i.e., Aj
A1 for i = 2, 3... , n). then
A = nA j
and
1
MTTF = _
nAJ
R(/) == e-(O.OO2+0.015+o.0025)t
=
==
e-O.OI951
A.~
I
will be sho.wn later, the three hazard rate terms are fro.m Weibull failure distributio.ns. Ho.wever, l.he
composite hazard rate ACt) is no.t Wei hUll.
S<:riully related means that the system will fail when the first co.mponent fails.
200
0.03
+ 60(
.01) + 60
.013967
(] .
fhe probability that the compressor will not fail over a 24-hr period is
R(24)
0003967(24)
= 0.9092
(3.9)
EXAMPLE 3.3. An aircraft engine consists of three modules having constant failllre
rates of AI == 0.002, A2 == 0.015, and A3 == 0.0025 failure per operating hour. The reli
ability function for the engine is given by
(3.10)
.:XAMPLE 3.4.
where
II
to
--AI + - - A o +
tI + to
tI + to
tI + to
A "" LA;
;=1
and
Aeff
,U
t\PI'LICATION~
There are several interesting physical processes that give rise to the exponential
I'AtH I
HII"k
I~('lillhllily
"
"
"
"
."i
"
"
______
,1M
-,.._.. - -----
Mudels
1
exp [ -
1[ A(t') dt']
R(t) = ex p [ To+t
Then
= exp
JTo
f:
[r
'I'.\IU.\I. l.1
TO +1
SYHtem renewalll
..........................__----------~--.~4J------~ml.-. -.---
A(t')dt'
('yde
,To
fs(lOOO)
2
A(t')dt']
A(t')dt' =
il
Number of rallu~s
.'
4
A(t')dt'
67
429
rs(138) +
235
Cycle
271
18
8
281
274
19
9
303
271
20
10
294
272
21
II
236
275
22
12
269
274
23
13
283
273
24
14
281
273
25
15
271
273
26
16
263
17
275
A steady-state constant rate of 273 failures per cycle is reached by the 24th
identical components.
Pr{T
n}
for n
15
1,2,3,4,5
where T represents the number of operating cycles until failure. The number of failurc~
(and hence replacements each cycle) is shown in Table 3.1. Since each component is
identical,
MTTF;
15
2( fs )+
+ 5(J..)
15
11
where MTTF; is the mean time (number of operating cycles) to failure for the ith comp('
nent. The system mean time between failures is (Il/3)/lOOO = 0.0036667, and a steady
state failure rate of 110.0036667 = 272.7 failures per cycle is observed. In general, for
a renewal process in which failed components are replaced as they fail, a steady-srate
c')nstant failure rate A is obtained such that
;=1
MTTF;
pt
Rn =
results.~ Let R
(l
p),
en1n(1-p)
e-
np
Lei n = tlat, with at being the fixed time between loads. Then
R(t)
A=
Number of failures
Cycle
Number of failures
e-(plD..I)1
e-
AI
'A similar result is obtained if the loads are applied at random if thl: number of loads per time period
a Poisson distribution.
"This follows from a first-order Taylor series approximation around the origin; i e., fix)
hilS
I(()+ xf'(Q)
= O+x(-I) = -x.
In(l
x)
DMCC 0: , .
ioe"ualifit Mhhr'~
It XA tot ru: l.7. The l'oUuwinll J\\lIllhlhly functilln' has 11 DFR and has IIIl MTI'P of 400.
R(t)
AL dt' :::;
and
expl-
e- ALt ~ R(t) ~
e- Aut
(3. 11)
Therefore if the hazard rate function is bounded, the reliability function can also be
bounded.
The exponential, because of its ~onstant failure rate, provides a boundary be
tween distributions having decreasing failure rates and those having increasing fail
ure rates. Barlow and Proschan [1967] develop the following upper and lower relia
bility bounds for when the hazard rate is decreasing and increasing, respectively. In
addition to knowing that the process has an IFR or DFR, one must know the mean
time to failure. For a DFR process,
e-tlMTfF
R(t):::;
MTTFe~1
MTTF
t > MTTF
t
0.9753
0.8825
0.7780
0.6065
0.4723
0.3679
0.294
0.245
0.7996
0.6060
0.4930
0.3678
0.2938
0.243
0.2057
0.1769
10
50
100
200
300
400
50C
600
or
Upper bound
R(t)
jti2(-.J
('umpllring the aclual reliability III the upper bound computed using Eq. (3.12):
Even when the CFR model does not apply, it can still be used to provide bounds
on system reliability provided the system hazard rate can be bounded. Assume
that
Then
t'
J.4
TilE TWO-PARAMETER EXPONENTIAL DISTRIBUTION
If a failure will never occur prior to some specified time to, then to is a minimum,
or threshold, time. It is also known as the guaranteed lifetime. The parameter to is
IOl:ation parameter that shifts the distribution an amount equal to to to the right
the time (horizontal) axis. This is equivalent to rewriting the density function by
to Fo!' the
Il'placing t with t _ to, with the domain of the random variable now t
('xponential distribution, the probability density function becomes
II
nil
(3.12)
!(t):=
d
-R
- (=t )
Ae- A(t to)
(3.15)
00
dt
For an IFR process,
R(t)
~ { ~-tIMTIF t <
MTTF
t ~ MTTF
(3.13)
They also develop the following upper bound for when the hazard rate is in
creasing.
R(t) :::; {
where
!-WIMTfF
1 - wMTTF
(3.16)
From Eqs. (3.15) and (3.16) the failure rate is A(t) = !(t)/R(t)
A. However, the
mean of the distribution is no longer II A but is shifted a distance to along the taxis.
f~
t :::; MTTF
t> MTTF
MTIF =
(3.14)
6 in Appendix 2E:
Ate-~(t-to) dt
to
(3.17)
The median of the distribution is obtained by solving Eq. (3.16) for tmed,
= e- wt
(tJ
R(tmed)
EXA MPLE 3.6. A government specification calis for a mechanical pump to have an
MTIF of 1000 operating hours. These pumps exhibit continuous wearout and there
fore have an IFR. As a result, lower and upper bounds on the pump's reliability after
200 operating hours are given by 0.8187 :::; R(2oo)
1. For 2000 operating "ours,
o R(2000):::; 0.2032, where w was found to be 0.0007968 by solving Eq. (3.14)
numerically with I =' 2000.
anu obtaining
= e -A(tmed-10)
= 0.5
InO.5
tmed = to
+~
0.69315
to
(3.18)
(3.19)
Tilt' tit'sign lift' tH for II spl'l.:ifIL'd desigll reliability R can he obtainl'd III the SHllIl'
lllaUller as Ihl' median lime. Therefore,
InR
fR =
to + -A
(3.20)
Let A
200
and
MIT I I
F - 200 + 0.00
to.95 = 200
1200
0.95
In 0.001
o:om-
_ 200 + 0.69315
tmed -
= 25L3
I
6.001
FyY)
tl
."
_.
893
t' At
~ ! (A!l!
"'---'
(3.22)
'!
/.
The cumulative rrobability given by Eq. (3.22) is the probabilhy that the kth failure
WIll occur by time t. The mean value for Y k is kIA, and the variance is k1A2. The
mode is (k 1)/,1. We have
Pn(t)
= Pr{Yn
t} - Pr{YnJ !
Po(t)
J.)
1000
t}
Fyn(t) -- Fyn+,(t)
e-At(At)O
e- A1 = R(t)
~.
The Poisson process is often used in inventory analysis to determine the number
of spare components when the time between failures is exponential. For exallll:\e.
if S spare components are available to support a continuous operation over a time
period t, then
3.5
POISSON PROCESS
Rs(t) =
e-At(AW
Pn(t)
= 1
I ~Iuation (3.21) follows from the above and from Eq. (3.22).
The relationship between the two probability distributions can also be seen by
determining the probability of no failures occurring in time t, which is equivalent to
Pr{T 2:: t}. That is,
Prj YA
n.r
0,1,2,...
(3.21)
Unlike the failure distribution that is continuous over time, the POIsson distribution
1s discrete. The mean or expected number of failures over time t is given by At, and
Yk
Ti
Solution. The expected number of failures over the life of the machine is At
0.05(10) = 0.5. From Eq. (3.23),
~-O=?51l
R 2
(l0)
n.
0.5
(I +
0.5 + 0.25
).= 0.9856
A proof of this result may be found in many statistics texts, e.g., Ross [1987, pp. 114-1l7 J. Since k is
:In integer, this is a special ease of the gamma distribution known a" the Erlang distribution. II i, only
Ih,s special case that results in a closed-form expression for the CDF.
(3.23)
Pn(t)
11=0
n'O
where T i , a random variable, is the time between failure i- I and failure i and has
an exponential distribution with parameter A. Therefore Y k is a random variable,
the time of the kth failure. Since the sum of k independent exponential random vari
8
ables has a gamma distribution with parameters k and A, the cumulative distribution
function for Y k can be written as
= I
(I
+ 0.05 x 10 + (0.05 x
10}C),~
0.0144
10
.1.6
Although it would appear from the previous applications that the CFR model is quite
pervasive, numerous examples lead to other failure laws even when inuiviuual COm
ponents are CPR. Consider the case of two independent and redundant') components
each having the same constant failure rate A. In this case a system failure will occur
only when both components have failed. Since (1- e- Ar P is the probability that both
components wiJi fail by time t, the system reliability R(t) is given by
R(/)
= 1=
2e - At
2e- At
e - 2M
+ e- 2A1 )
(3.24)
= /(t)
2Ae At
2Ae
R(t)
(3.25)
Uor
~
0.20
----------
o.lsl. ///"",
0.10
to
q
=-=-:J
IJ.OS~/
1--
I
2A
3
2A
1.5
(3.26)
III ollll'r words, the two-component redundant system will increase the MTTF by a
rlldm of 1.5 over the single component MTTF.
For the microwave transmitter described in Example 3.1, a second
lI'dllnuant transmitter is added. The reliability function for the parallel system is
R(t)
2e ~O.OOO34t
-()(XXI68t
0.95285
liS
I':X I<:RCISES
....l A gearbox has two independent failure modes: a constant failure rate of 0.0003 and a
linearly increasing (wearout) failure rate given by A(t) = tl(5 X 105 ). Find the reliability
of the gearbox for 100 hr of operation.
2AI)dt
.'-2 A CFR system with A = 0_0004 has been operating for 1000 hr. What is the probability
that it will fail in the next 100 hr? The next 1000 hr?
./
.1.1 A component experiences chance (CFR) failures with an MTTF of 1100 hr. Find the
following:
(a) The reliability for a 200-hr mission
The design life for a 0.90 reliability
(c) The median time to failure
~d) The reliability for a 200-hr mission if a second, redundant (and independent) com
ponent is added
AU)
~.
A: -
A(t)
By inspection, A(t) is clearly not a constant hazard rate. Therefore the system Lines
no' have an exponential failure distribution even though both components are CFR.
HJwever, from Eq. (3.25), as t ~ 00, A(t) -oj> A (see Fig. 3.2). Therefore the redun
dant system faiJure rate asymptotically approaches the constant failure rate.
j'''(2e
This is a significant increase over the single-unit reliability of 0.78286. The redundant
~yslcm MTTF is 1.5/0.00034 = 4411.76 hr, compared with 2941.17 hr for a single unit.
2At
A(l - e- Al )
(l O.5c At )
0.25
N(f)dt =
o
2
A
j'"
.,XAMPLE 3.10.
(l - e- At )2
I - (I
MTTF
~~--
5.0
10.0
FIGURE 3.2
15.0
--_./
20.0
.'.4 A hydraulic system is comprised of five components having the following constant fail
0.001,A 2
0.005,A3
0.0007,A4
0.0025, and
urerates (times are in days): AI
As = 0.00001.
(a) Find the system MTTF and standard deviation_
(b) Find the system design life if a 0.99 reliability is desired .
...5 A complex power system has a nonlinear failure rate that has historically been greater
than 0.001 failure per day. Determine an upper bound on the system's reliability for a
60-day operating period.
1.1'
3.6 A landing gear system has repetitive stresses placed on it twice a day as a result of
landings. The probability of a failure during landing is 0.0028. Determine the
of the landinl! I!ear system over a 30-day contingency operation. What is the probability
10 and 20 of the operation?
3.7
A system contains 20 identical and critical components that will be replaced on failure
(renewal process). As a result, a constant failure rate for the system will be observed. If
a design life of IO yr with a reliability of 0.99 is required, what should the system MTTF
and median time to failure be? If each component has a CFR, what will the component
MTTF and median time to failure be?
3.9
Specifications for a power unit consisting of three independent and serially related com
ponents(failure modes) require a design life of 5 yr with a 0.95 reliability.
Let each component have a constant failure rate such that the fir,t component's rate
is twice that of the second and the third component's rate is three times that of the
second. What should be the MTTF of each component and the system?
(b) If two identical power units are placed in parallel, what is the system reliability at
5 yr, and what is the system MTTF?
3.10 The time to failure of fluorescent lights in a large office building is expunentiady di,, .
tributed with a failure rate of 0.03125 hr. How many spare tubes must the hullding
custodian maintain to have at least a 0.95 probability of replacing 11:: failures on a given
Assume continuous 24-hour use of the lights.
3.11 A l1ashlight contains two batteries each having an MITF of 5 operating hours (assume
CFR).
(a) What is the probability of battery failure occurring within the first 2 hr of operation'!
(b) If failed batteries are immediately replaced, what is the probability of mor than
one failure occurring during the first 5 hr of operation?
(c) Would you expect batteries to have a constant failure rate?
J.12 Consider two redundant components having constant but different failure rates.
Derive the reliability function and the MITE
(b) Find the reliability at 1000 hr and the MTTF of a two-component redundant systc III
where A1(t)
0.000356 per hour andA2(t)
0.00156 per hour.
0.00021 per hour i~ replaced on failure. What
3.13 An electronic circuit board with A(t)
is the probability that the third failure will occur by 10000 hours?
3.14 In reliability testing it is of interest to know how long the test must run in order to
generate a specified number of failures. A new condenser fan motor is believed to have
a constant failure rate of 3.4 failures per 100 operating hours. A single test stand is to
be used in which a motor is operated until failure and then replaced with a new motor
from oroduction. What is the expected test time if IO failures are desired?
~.16
\)erive u general expreNlIlll1l for R(t) and the MTIF for the two-component system de
N~~rihcd in Exercise ?t.I~.
~.17
A microwave link in a communications network has a high failure rate. Although sev
eral pieces of equipment have been used in the link, the link always seems to fail at
IIhout the same rate regardless of the age of the equipment and its prior maintenance
In general, microwave transmissions are subject to fading. Selective fading oc
curs when atmospheric conditions bend a transmission to the extent that signals reach
Ihe receiver in slightly different paths. The merging paths can cause interference and
acate data errors. Other channels in the microwave transmission are not affected by
selective fading. Selective fading occurs when there is an electrical storm. Flat fading
occurs during fog and when the surrounding ground is very moist. It is more serious
since it may last several hours and affect surrounding channels. If during the current
season, electrical storms occur about once every week and fog alerts are issued at the
rate of one every two months, what ig the reliability of the link over a 24-hour period?
What assumptions, if any, are necesgary?
.ut)
where a > \,
>0
and a and b are parameters to be determined. Find the hazard rate function, and show
how this model is equivalent to R(t)
.UO Repetitive loading, A packaging machine (cartoner) in a food processing facility will
with a constant probability of 0.005 per application (per carton). Twelve cans of
coffee are combined into a single case for shipment to buyers. The production rate is
30 cans of coffee every minute. What is the probability (reliability) of no jams during
a I-hr production run?
.'-21 For the reliability function R(t)
e ~(IIIOOO)2 , use Eqs. (3.13) and (3.14) and I;ompare the
upper and lower bounds with the actual reliabiIities at 100,200,500,800, 1000,2000,
5000, and 10,000 hr. This failure distribution has an IFR with an MITF of 1772.46.
".12 Show for the exponential distribution that the residual mean life is II Aregardless of the
of time the system has been operating.