Reliability
Engineering
Proceedings of the ISPRACourse held at the Escuela Tecnica Superior de Ingenieros Navales, Madrid, Spain, September 2226,1986 in collaboration with Universidad Politecnica de Madrid
Edited by
Aniello Amendola
and
Amalio Saiz de Bustamante
ISPRA Courses on Reliability and Risk Analysis
Kluwer Academic Publishers
RELIABILITY ENGINEERING
—COURSES
ON RELIABILITY AND RISK ANALYSIS
A series devoted to the publication of courses and educational seminars given at the Joint Research Centre, Ispra Establishment, as part of its education and training program. Published for the Commission of the European Communities, DirectorateGeneral Telecommunications, Information Industries and Innovation.
The publisher will accept continuation orders for this seríes which may be cancelled at any time and which provide for automatic billing and shipping of each title in the series upon publication. Please write for details.
RELIABILITY
ENGINEERING
Proceedings of the ISPRACourse held at the Escuela Tecnica Superior de Ingenieros Navales, Madrid, Spain, September 2226,1986 in collaboration with Universidad Politecnica de Madrid
Edited by
ANIELLO AMENDOLA
Commission of the European Communities, Joint Research Centre, Ispra Establishment, Ispra, Italy
and
AMALIO SAIZ DE BUSTAMANTE
UniversidadPolitecnica de Madrid, Escuela Tecnica Superior de Ingenieros Navales, Madrid. Spain
PARI. rur?. y.Mk
CL
KLUWER ACADEMIC PUBLISH ERS
DORDRECHT / BOSTON / LONDON
Library of Congress Cataloging in Publication Data
ΠΕ
Reliability engineering : proceedings of The Ispracourse held at the Escuela Tecnica Superior de Ingenieros Navales. Madrid, Spain. 2226 September 1986 1n collaboration with Universidad Politécnica de Madrid / edited by Aniello Amendola and Amallo Saiz deBustamante.
p. c». — (Ispra courses on reliability and risk analysis)
Includes Index.
ISBN 9027727627
1. Reliability (Engineering)—Congresses.
I. Amendola, Aniello,
1938
. II. Saiz de Bustamante. Amallo. III. Universidad
Politécnica de Madrid. IV. Serles. TA169.R4394 1988 620'. 00452—dc19
ISBN 9027727627
8Θ15565
CIP
Commission of the European Communities,
^Ml H
Joint Research Centre Ispra (Varese), Italy
Publication arrangements by Commission of the European Communities DirectorateGeneral Telecommunications, Information Industries and Innovation, Luxembourg
EUR 11587
© 1988 ECSC, EEC, EAEC, Brussels and Luxembourg
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Table of Contents
Introduction 
v i 
i 

Part I: Reliability and data 

Fundamentals of reliability 
theory 

A. 
Saiz de Bustamante 
3 

Estimation of parameters of distribution A.Z. Keller 
2 7 

Inference, a Bayesian approach C.A. Clarotti 
k 9 

Component event data collection 

A. 
Besi 
6 7 

The organisation and use of abnormal occurrence data 

H.W. Kalfsbeek 
9 5 

Part II: Modelling Techniques 

Fault tree and event tree techniques 

A. 
Poucet 
1 2 9 
Elements of Markovian Reliability Analysis
I.A. Papazoglou
Monte Carlo methods
17
1
A. 
Saiz de Bustamante 
2 0 5 
Common cause failures analysis in reliability and risk assessment 

A. 
Amendola 
2 2 1 
Human factors in reliability and risk
assessment
I.A.
Watson
Part III: Study Cases
Systems Reliability Analysis in the Process Industry
2 5 7
A.
Amendola and S. Contini
3 0 3
VI
The Rijnmond risk analysis pilot study and other related studies
H.G. Roodbol
Study cases of petroleum facilities as comparison
bases for different
methods
3 1 9
J.P. Signoret, M. Gaboriaud and A. Leroy 
3 4 5 

Study case on aeroespace 

S. 
Sanz Fernández de Cordoba 
3 6 7 

Reliability of electrical networks A.G. Martins 
3 8 7 

Software reliability : a study case 3. Muñera 
4 
17 
Study case on nuclear
3. González
Probabilistic evaluation of surveillance and out
of service times for the reactor instrumentation system I.A. Papazoglou
engineering
protection
Structural reliability: an introduction with particular reference to pressure vessel problems A.C. Lucia
Reliability of marine structures
C.
Guedes Soares
Subject Index
4 4 7
4 6 3
4 8 7
5
1 3
5 6 1
Introduction
Reliability, 
Availability, 
and 
Maintainability 
(RAM) 
are 

concepts 
which 
are 
nowadays 
entering 
into 
the 
technological 

field. 
They 
characterize, 
indeed, 
the 
objective 
of 
any engineer 

ing science, 
that 
is 
the 
achievement 
of 
reliable, easy 
to 

operate 
and 
to maintain 
systems, 
in 
a 
cost 
effective 
way. 

Reliability 
analysis 
is 
also 
a fundamental 
part 
in any 
safety 

assessment 
of potentially 
dangerous 
plants, 
which 
are now 
being 
subjected 
to evermore stringent 
regulations 
and 
public 
attention. 

This 
book, originated from 
a 
first 
JRC collaborative 
effort 
on 
this 
theme 
in an 
enlarged 
European 
Community, 
offers 
a 

comprehensive 
 
even 
if 
an incomplete 
 state of 
the 
art review, 

which shows 
the 
maturity 
of 
reliability 
engineering 
as 
practised 

in 
different 
technological 
sectors. 

The 
first 
part 
of 
the 
book 
is devoted 
to 
some 
basic 

definitions 
in 
Reliability 
Theory 
and 
to 
some problems 
of 
data 

collection 
and 
parameter 
estimation. 
The 
book does 
not 
enter 
in 

a 
review 
of 
existing 
data 
bases, 
since 
this was 
already 
the 

subject 
of 
a 
previous 
work 
which 
appeared in 
the 
same Reidel 

series under 
the 
title 
"Reliability 
Data Bases" (A. 
Amendola 
and 

A.Z. 
Keller 
eds. 
J. 

With 
respect 
to 
the 
original 
course 
programme, 
in 
which 

the 
theme 
was only briefly discussed, 
the 
Editors 
were 
happy 
to 

include 
in 
the 
book 
a 
rather provocative 
paper 
on 
Bayesian 

inference, 
which 
focusses 
the engineers 
attention 
to 
the 
basic 

meaning 
of probabilistic 
assessment. 

The 
second 
part 
of 
the 
book 
presents 
in a 
rather 
detailed 

manner 
the 
most 
currently 
used approaches 
in systems 
reliability 

modelling 
like 
fault 
trees, 
event 
trees, 
Markov 
and 
Montecarlo 

methods 
and 
includes 
review 
papers 
on controversial 
issues 
like 

common 
cause 
failure 
analysis 
and 
human 
factors. 
The 
third 
part 
of 
the 
book 
is 
of 
a 
more 
applicative 

character, 
however 
it 
also describes techniques 
like 
DYLAM, 

Petri Nets, Structural 
Reliability 
theory 
and 
others 
which 
whilst 

not 
being 
specific 
to 
the 
presented 
study 
cases 
nevertheless are 

of 
great 
theoretical 
interest. 
The
study
cases
are
derived
In
from
networks,
process
to
plants
industry,
power
for
availability and reliability assessments, examples are also given
help
to locate the role of reliability engineering in more comprehensi
of
aerospace, telecommunication, electrical
nuclear
applications
which
plants·
risk
and
marine
for
structures.
both
addition
studies
chemical
and
nuclear
ve safety assessments. 

Of course this 
book 
does not pretend to exhaustively 
cover 

the 
specific problems 
raised 
by 
the different 
technological 

systems; however it 
is 
the 
hope of 
the editors that 
it 
will 
prove 

of 
general interest 
to practitioners 
involved with RAM and 
safety 

assessments and that 
it 
will 
have contributed 
to 
a 
cross 

fertilization of the 
techniques among the different 
sectors. 

The 
Editors 
PART I
RELIABILITY AND DATA
FUNDAMENTALS OF RELIABILITY THEORY
A. Saiz de Bustamante Universidad Politécnica de Madrid
ABSTRACT. The concepts on reliability, maintainability and availability are presented as applied to system behaviour. As an example of reliability modelling the constant failure and repair rates is developped. The last part of the paper is dedicated to the background of deductive and inductive methods to assess systems availability.
1. INTRODUCTION
The reliability of a system (component) is the probability of performing without failure a specified function under given conditions for a specified period of time. Therefore it represents the probability of survival at time t. By a "system" it is meant a group of components that work together to accomplish a specific function. A component is constituent of a higher level system or component, and can include human components of system.
A failure is the inability of a system (component) to perform its
intended function, and may occur as a result of defects in the system (component), wear, tear, or because unexpected stresses.
A failure is classified as catastrophic if the failure is complete
and sudden.
A degradation failure is a partial and gradual failure.
A failure is complete when the deviation in characteristics of the
item is such as to cause complete lack of the required function. The maintainability of a system is the probability of restoring it to specific condition after its failure within a given period of time when the maintenance is performed in accudance with prescribed procedures.
Maintenance is defined as all the actions necessary to restore an
A. Amendola and A. San de Bustamante (eds.), Reliability Engineering, 325. © 1988 by ECSC, EEC, EAEC, Brussels and Luxembourg.
item to specified condition. The availability of a maintained system is defined as the probability that the system is able to perform its intended function at a given time during its life. Both, failures and repais, are probabilistic events, being the time to that event a random variable. At any given time a maintained system is either functioning or being repaired, being possible to define system states according to the status of its components. In the simple case of a repairable component it can be assumed two states: the operating state  χ = 0 , and the failed state  χ = 1 j
being χ a random indicator variable depending on the parameter time. The transition from χ = 0 to χ = 1 is called a failure, and from χ = 1 to χ = 0 a repair, being assumed also the changes of states happened istantaneously and that at most only one transition occurs at a sufficiently short time interval Markov chains. The system behaviour can be represented by its transition diagram as shown at Figure 1. The whole process can be understood as a train of random square
waves, depending on two
Repair, or the number of failures and the Time to Repair. The repairfailure process is analyzed at point 2, the failure repair process at point 3> and the whole process at point 3·
random variables: Time To Failure and Time to
2. BASIC CONCEPTS OF RELIABILITY
The random variable "time to failure"  τ = TTF , corresponding to the process repair failure, being a typical example the life cycle, is described by means of its associated probability functions, according to the following definitions.
(i) R(t): Reliability
Probability of system survival up to time t.
R(t) = Pr (τ > t)
(ii) F(t): Failure distribution function
Probability of system failure prior to, or a time t
F(t) = Pr (τ £ t)
Therefore
R(t) + F(t) = 1
Cerapeaeat 
fails 

Ceaipeaeat 
repaired 

(I) 
TRANSITION 
DIAGRAM 
X(tl
F: FAILURE
_{R}_{:} _{R}_{E}_{P}_{A}_{I}_{R}
RANDOM
SQUARE WAVE
(II) RANDOM SQUARE WAVES
FIG. 1 Representation of the whole process: failurerepairfailure
(iii) f(t): Failure density function Unconditional probability of system failure between t and t+dt
f (t)dt = Pr(t < τ <. t + dt)
f(t) = ÌF(t) dt
(iv) λ(t): Failure rate Conditional probability of system failure between t and t+dt, given that it has survived to time t
X(t)d(t) = Pr(t <. τ <. t + dt  τ > t)
,
,
_{=}
X( _{t} ) _{=} _
Ρτ(ί ± τ ϋ t + dt) _ f(t)dt "
Ρτ(τ»ί)
R(t)
^ >
R(t)
f
dt
In R(t)
or 

R(t) = exp 
J X(t)dt 

and 
t
f(t) = X(t) exp ƒ X(t)dt
0
The expected lifetime of a non maintained component or its mean time to failure MTTF is the expected value of the random variable
MTTF = Ε(τ) = J"t f(t)dt = ƒ" R(t)dt
given that
0
lim
t
R(t) \(t)~ + 0 + 0
0
in
Reliability Engineering, explaining the life characteristic of
The failure rate distribution
plays an important
role
components. 
Figure 2 shows a typical failure graph known as 
bathtub curve. 
The initial failures of wear in period correspond to negative aging zone I or decreasing failure rate. Wearout period zone Ill correspond to positive aging or increasing failure rate. The random failures period zone II correspond to a constant failure rate  electrical or electronic components or slightly positive aging mechanical components. A constant failure rate is described by an exponential distribution and represent an ageless condition, because the conditional probability of failure is invariable with time. Under this circumstances:
R(t) = e" ^{X}^{t}
f(t) = Xe" ^{X}^{t}
USEFUL
Tia ·
I
LIFE
i
FIG. 2 The bathtub curve
x(t) = λ MTTF = 1/λ σ = 1/λ
Any condition can be represented by a three parameters Weibull distribution defined by
Í X(t)dt =
ß
(^)
where
y: Threshold parameter η: Scale parameter β: Shape parameter
the distribution is unimodal and the failure rate is
increasing positively aging: if ß < 1, there is no mode and the failure rate is decreasing, negatively agingj if β = 1, the distribution is exponential and the failure rate constant. The conditional and unconditional probabilities are as follow:
If ß > 1,
β
R(t) = exp  ( — )
f(t) A (tyf ^{1}
ηβ
ηβ
V η
ß" ^{1}
/
exJ(ţ^))
\
^{V}
η
I
I
MTTF = γ + η Γ(1+1/ß)
σ ^{2} = η ^{2} [Γ(2/β+ΐ) Γ ^{2} (ΐ/β+ΐ) ]
Example 1
Assuming a population of components which follow a Weibull distribution
with η = 25000 hours J given
γ = 0 and ß depending on the life cycle period as
wear 
in 
: 
ß 
= 
.5 
random 
: 
ß 
= 
1 
wear out: ß = 3
4
the end of the wear in period is 10 hours, and the useful life 10 hours, calculate:
a) Reliability and failure rate at 10, 100, 1000, 10000 and 20000 hours assuming no debug and a debugging process.
b) Mean Time To Failure at the wear in, random failures and wear out periods.
Solution:
a) R(t) = exp (£ )
λ (t) = n" ^{ß} ß t ^{ß}^{}^{1}
no debugging: R(t) = R . (10) R (t) R 
(t) 
t 
> IO ^{4} 

win 
R 
wout 

debugging 
: R(t) = R„(t) R 
(t) 
t 
> 10 

R 
wout 
wear in period
t = 10
R(10) = 0.9802
Random failures period
t = 100
R _{D} (100)
= 0.996
(10) = 0.001 hour" ^{1}
R(100)
= 0.9802 0.996 = 0.9763
t 
= 1000 
R (1000) 
= 0.9608 
R(1000) = 0.9802 O.9608 = 0.9418 
R 

t 
= 10000 
R (10000) = O.6703 R(10000) = O.9802 O.6703 = 0.6570 R 
λ(t) = λ = Ι/η = 4'10
hour"
wear out period
t = 20000
R wout
(20000) = 0.5993
R„(20000) R = 0.4493
debugging
no debugging: R(20000) = O.9802 0.2693 = O.264O
0.5993 0.4493 = 0.2693
: R(20000)
=
λ(20000) = 7·68 10
(wear out) hour"
b) ΜΤΤΓ = γΓ(1+ΐ/β),
because Ύ = 0
wear in period MTTF = 225000 = 5OOOO hours
Random failure period MTTF = 125000 = 25OOO hours
wear out period MTTF = 0.893425000 = 22335 hours
3. BASIC CONCEPTS OF MAINTAINABILITY
The associated probability functions to the random variable "time to repair" τ = TTR as good as new, corresponding to the process failurerepair are defined, as follow
(i) M(t): Maintainability Probability of a system being repaired before time t, given that it failed at time zero
M(t) = Pr (τüt)
(ii) m(t): Repair density function Unconditional probability of system repair between t and t+dt
m(t)dt = Pr (t<. τ ¿ t + dt)
m(t) = A. M(t)
dt
10
(iii) μ(ΐ): Repair rate Conditional probability of system repair between t and t+dt, given that it has been at a failed state from time zero to time t
p(t)dt = Pr (t <t < t + dt τ * t)
and
^{M}
( _{t} ) _ Pr(t < τ £ t + dt) _ 
m(t) 
ΡΓ(Τ > t) 
lM(t) 
M(t) = 1  exp  J v(t)dt
^{0} f t m(t) = μ(ΐ) exp  i p(t)dt
0
The expected value of the time to repair,
OD
MTTR = ƒ 
t m(t)dt 
0 
If a constant repair rate can be assumed,
M(t) = 1  e
m(t) = 
μ e 
μ(ΐ) = 
μ 
MTTR = i
4. BASIC CONCEPTS OF AVAILABILITY
The life cycle of a maintained system consits on repetitions of repair to failure and failure to repair processesj but the time origen for the whole process differs from the time origen for each process. The associated probabilistic functions for the whole process are given below.
(i) A(t): Instantaneous availability Probability that the system is at the operating state at time t, given it was on operating state at time zero.
(ii) Q(t): Instantaneous unavailability Probability that the system is at the failed state at time t, given it was an operating state at time zero.
11
A(t) + Q(t) = 1
(iii) w(t); Failure intensity Unconditional probability of system failure between t and t+td, given the system at operating state at time zero.
(iv) 
v(t): Repair intensity Unconditional probability of system repair between t and t+dt, given the system at operating state at time zero. 

(v) 
W(t t ) : ENF at interval t t 

The expected number of failures  ENF  at interval [ t t ] , is given by the formula 

w(t t ) = ƒ 
w(t)dt 

^{t} 
l 

because 

w(t,t+dt) = lw(t)dt 

(vi) 
V(t t ) : ENR at interval t t 
Analogously to (V), interval Ct.t«!»
the expected number of repairs  ENR  at
V(t _{l} t _{2} ) =
H
_{f}
V(t)dt
The failure rate and repair intensities differ from the failure and repair densities, as previously defined, because the differences of time origins of the repairfailure and failure repairprocesses, and that of the whole process, but they are related by means of the following simultaneous integral equations
w(t) = f(t) + Í f(tu) v(u)du
0
f 
t 

v(t) = J 
m(tu) w(u)du 

0 
The first equation indicates that the probability of failure per unit time at time t, is the sum of the probability of a first failure on that internal of time, and the probabilities of failure on that interval of time after a repair on time Π ^{u} > u+du ] for any u ε C °>t 1 ·
According to the second equation the probability of repair per unit
is the sum of the probabilities of repairs on that
time at time t,
interval of time after a fialure Qu , u+du ] for any u ε[θ, ΐ ] .
12
The mentioned simultaneous integral equations can be solved by analytical or numerical methods if the probability functions of the isolated processes: repairfailure and failurerepair, are known. The unavailability of the system due to the whole process repair failurerepair, can be calculated from the failure and repair density functions,
ft
Q(t) = J
0
[w(u)  v(u) ] du = W(0,t)  V(0,t)
5. THE CONSTANT FAILURE AND REPAIR RATES MODEL
Constant failure and repair rates assumption simplify the analytical treatment of system reliability analysis, being adequate for solid state electronic components during their useful life of random failures period, or as an approximation for components of large number of parts with different rates for long periods. The Laplace transform of the simultaneous integral equations of the whole process,
where
w(s) = f(s) + f(s) · v(s) v(s) = m(s) · w(s)
f(s) =«[f(t) ] =
ƒ" e ^{C}^{s}^{+}^{X}^{]}^{t} dt =i
s+λ
m(s) = «[m(t) ] = f^e^^d t 
= 
±  
0 
s+μ 
The simultaneous integral equations become
Therefore
w(s) = J
s+λ
+ 1*1*1
s+λ
v(s) = M s )
S+ μ
V(S)
^{v}^{(}^{s}^{)}
=
*( _{S}_{+} M) S+ÍS+λ+μ)
β+ίβ+λ+μ)
_{=} J_/ü _{+} λ + uV s
λ+μ _{\}_{S}
_î_ \ S + λ + μ /
_{S}_{+}_{λ}_{+}_{μ} _{/}
13
the inverse Laplace transform
f<,\
^{λ} μ
w(t) = — — + λ+μ
^{λ}
λ+μ
( ^{λ} +μ) «.
e
t
v(t) = ÜL  ¿Χ _{e} ^{(}^{X}^{+}^{M}^{)} t
λ+μ
λ+μ
the unavailability
Q(t) =f
[ w(t)
Ο and the availability
v(t) ] dt = _ L [ le ^{(}^{X}^{+}^{M}^{)} t ] λ+μ
A(t) = 1 Q(t) = P + J_e~ ^{(}^{U}^{,}^{l}^{)} t
λ+μ
λ+μ
The steady state availability A(°°) is defined as the proportion
use when the time interval is
of time that the system is available for very large,
A(») = lim A(t)
t ■* «
at the present constant rates model
A(~) =
μ
_{λ}_{+}_{μ}
=
r
^{λ}
MTTF
ì 
+ I 
MTTF+MTTR 
μ 
λ 
6. ASSESSMENT OF PROBABILISTIC FUNCTIONS
There
probabilistic functions of the repairfailure and failurerepair processes:
the
are
three general
approaches
to
the
assessment
of
(i) Curve fitting when it is possible to construct a histogram from data obtained from extensive life testing or field observations. The fitting is done by means of a piecewise polynominal approximation. (ii) Statistical Inference (classical approach) assuming a parametric probability distribution by means of point and interval estimation and a goodness of fit test.
14
If the failure rate is increasing a normal, lognormal, or Weibull (ß >1) distribution can be assumed. For the repair process a lognormal distribution is frequently best fitted. The data from life tests consists on lifetimes from censored trials
on 
Ν identical components called: 
. 
Type 1 censorship, being the test finalized at a fixed time Τ 
. 
Type 2 censorship, being the test terminated at time t , when the rth failure occurres r <. Ν . 
The maximum likelihood estimation of a component mean life, if
constant failure rate can be assumed, and the data come from a censored
life test finalizing censorship).
II
at
the
time
of
the
rth
failure
(Type
where
Ì = i[ï t. _{+} (nr)tl= ^
λ
r_
ι
^{r} J
r
λ = Constant failure rate
t. = Time to i failure
t 
= Time to the last failure 
η 
= Number of components under test. 
r 
= Observed failures during test. 
t 
= Cumulative operating time of all components under test: 
^{c}
(nr)t
r
r
+ ι=1 Σ t. ι
To construct an interval estimation for an exponential distribu
tion test without replacements , it can be shown that the statistic
2t λ is
a χ with 2n degrees of freedom, therefore:
c
= _X ^{2} 2n(tt/2) 2t c
λ
u
1
ΡΓ(λ
u
X ^{2} 2n(la/2)
2t c
>
λ > λ, ) = 1
1
being o the level of significance. The above formulae are not applicable to type I censorship.
15
(iii) Statistical Inference (Bayesian approach), assuming for λ the
status of a random variable  ^{Λ} finite.
,
because the sample size is
According to Bayes' theorem,
f(XD) = L(DX) Ρ(λ)//~ ί(ϋλ) Ρ(λ) ά\
where :
0
) : Test observations
f(λD) 1 : 2 A posterior r density function
D = (t
,t ,
,t
L(Dx) : Likelyhood function of results D , given λ
Ρ(λ)
: Λ prior density function (to be chosen)
If an exponential distribution can be assumed the likelihood function,
L(DX) = λ r
^{r}
exp (λ Σ t.)
and choosing a uniform prior distribution
ρ(λ): 1/K,
0 < \ < K
then, the posterior density can be approximated by a gamma distribution
of parameters α and ß, if t / »
K.
f( _{X} D)
I a ^{ß}^{+}^{1} r( i)L
'(ß+1)
ß+
[exp ()1λ ^{β}
1
'"'J
where :
β = Ν : Number of observations (shape parameter)
õ"l= t : Cumulative operating time (scale parameter).
As a point estimate of λ, it can be choosen the mode of f(xD), its
mean, or its median, which in this case is oß mode and a(ß+l) mean.
twosided coefficient limits for Λ , can be defined by
The
J ^{1} f(xD) dx = °
0
2
f"
^ f(xD) dx = 
16
being o the level of significance.
Example 2 

The following 
repair times  TTR 
of 
an electric generator is given 
below 
3.39 
1.23 
•41 
.12 
.66 
.83 
.80 
.97 
.18 
1.29 
.20 
.03 
.26 
.29 
.13 
•33 
.24 
.02 
•19 
1.87 
.11 
•94 
•53 
.89 
.15 
.02 
.28 
.07 
.68 
1.28 
.13 
.86 
.28 
•43 
•25 
.18 
.00 
.21 
•54 
.64 
.17 
•33 
.48 
•23 
.50 
•47 
.44 
.05 
.29 
.50 
.35 
.17 
I.38 
.15 
•70 
.27 
.07 
.85 
.14 
.20 
.84 
.07 
.19 
1.19 
.08 
•03 
.01 
I.48 
.04 
.06 
.01 
.09 
.17 
•50 
•59 
•73 
.43 
.20 
.01 
.08 
From this data assess the maintainability of the generator using
the:
a) classical approach}
b) bayesian approach.
Solution:
The test results can be summarize by means of a frequency histogram, with 10 intervals of 0.2 time units each, except for the 10th class which includes from 1.8 to 4 time units (see Table 1 ) . The data suggest an exponential distribution with a constasi repair rate μ.
The Mean
given times.
1 2.19 time units
MTTR
Time to Repair  MTTR = .456  is the mean value of the
• 456
.522 
obtained from
besides the assessment of a exponential distribution is correct due to randomness.
and for a
but it could not coincide
a)
The point estimate of the standard deviation  S =
the data defered from MTTF,
time  t t
hours,
 is 36.48 hours,
 is
36.48
The cumulative repair
confidence level (lo) of 95$,
c
_{X} _{1}_{6}_{0} _{(}_{a}_{/}_{2}_{)}
= χ _{ι}_{6}_{ο} (0.025) = 197.01
17
X _{l}_{6}_{0} (1 _{~}_{^} 2)=
_{*}_{?}_{6}_{θ} (0 _{'} 975) = 126 _{'} 88
The limits of the interval
so
_{μ}
u
_{=}
^{1}^{9}^{7}^{}^{0}^{1}
236.48
126.88 126.88
236.48
2.70 time units
= 1>74 time units
Pr(2.70» μ » 1.74) 0.95
2
The χ goodness of fit for the selected exponential distribution requires that the statistic,
where
ζ
= Σ
° ^{t}^{n}
f th u
_{E} ¿ (α)
tf
f
f
o
tn
Ν
o
df
= observed frequency of repairs at time interval
= theoretical frequency of repairs at time interval
f th
_{=} ( _{β} ^{μ} *1 _{e} ^{M}^{t} 2) Ν
= total number of repairs = 80
= level of significance
= degrees of freedom = Number of class intervals minus number of parameters to be estimated minus one.
According to Table 1, and for α = 5%
df
χ ^{2} (α) = 949
=611= 4
949
3.322 < 949
: μ = 2.19 can be accepted for a
level of significance of 5%, according to χ test. The KolmognovSmirnov test of fit for an exponential distribution is based on the statistic,
Therefore the null hypothesis Η
D(n,o) = Sup [d(i ) ]
where
%
f
c
18
d(i) = max [d _{1} (i),d _{2} (i) ]
djU ) =(
 F[t(i) ] )
d _{2} (i) = (F[t(i)3 izi)
being
F(t) = 1
e~ ^{v}^{t}
Ν : Sample size
a : Level of significance
d(i): Max. deviation at time (i)
i : Number of repairs at time t(i)
F(t): Distribution (null hypothesis).
The null hypothesis of
exponentiality
is rejected if D(n, α ) is too
large (see Table I of paper "Estimation of parameters").
In order to use the Kolmognov statistic
the data
should be
rearranged in ascending orders then the frequencies and cumulative frequencies can be calculated from each Time to Repair t(i) ' , and compared · with the theorethical cumulative distribution to get the maximum deviation d(i), as done in Table 2,
D(80,0.05) = SupQd(i) ] = 0.0791
according to mentioned Table I, the critical value corresponding to sample size 80 and level of significance o = 0.5·
l^ ^{6} . = 0.1521
since D(80j0.05) < 0.1521, the null hypothesis of exponentiality Η : μ =
= 2.19 is accepted.
b) The posterior distribution assuming an uniform prior density is
a gamma distribution with the following parameters:
α
β
= Σ t. = 36.48 time units
= Ν
= 8θ
observations
,(„,„) =36 ^ ol!
_{e} 36.48, _{μ} 80 _ _{β}_{χ}_{ρ} _{(}_{1}_{7} . _{6}_{6}_{5} _ _{3}_{Μ}_{8}_{μ}_{)} . _{μ} 8θ
as shown in Fig. 3·
19
f(u)
2.000
1.882
1.765
1.647
1.529
1.412
1.294
1.176
1.059
0.941
0.824
0.706
0.588
0.471
0.353
0.235
0.118
0.000
_{1}
FIG.
_{1}_{.}_{6}
2.2
2.8
_{3}_{.}_{4}
3  Posterior gamma function of μ.
As mentioned before the following values can be adopted as point estimates of ρ
Mode
Mean =2.22 Median = 2.212
= 2.193
The mode of the posterior probability coincides with the classical point estimate. The confidence limits for a level of significance α of 5%
or
IL = 1.764
L
μ
=2.728
Pr(I.764 < μ < 2.728D) = O.95
20
7. APPLICATION TO SYSTEM
From the Reliability Engineering approach a system is a group of interacting components, such as hardware, materials and personnel.
and it should be possible to
establish clearly its external and internal boundaries. The external boundary allows us to determine the effects of the environmentsystem, and the internal boundaries to establish the interaction among components within the system. The system state is a consequence of components state due to their interrelations as represented by the system logic. The relationship of events or components states to the system state can be expresse by means of the logical operators: A(AND)j V(0R), or the algebraic operators + j which can be manipulated according to the rules of the Boolean algebra:
The system must be identifiable,
(i) Absorption
A + 
(AB) 
= 
A 
A V 
(aAB ) 
A 

A ■ (AB) 
= 
A 
Β 
Α Λ 
(ΑΛΒ) 
ΑΛΒ 
(ii)
Identity
A + 
A 
= 
A 
A V A 
= 
A 

A . 
A 
= 
A 
Α Λ 
A 
= 
A 

(iii) Commutative 

A + Β = 
Β + A 
A V Β 
Β 
V A 

A ·Β = Β ·A 
ΑΛΒ 
B 
Λ A 
(iv) Associative law
A + (B+C) = (A+B) + C
· (BC) = (AB) · C
A
(v) Distributive law
A + B
A · (B+C) = (AB)+(AC)
· C = (A+B)(A+C)
A V (B C) = (AVB)VC
ΑΛ( Β C) = (ΑΛΒ)ΛΟ
AV(BVC) = (AVB)/(AVC)
ΑΛ(ΒΛΟ) = (ΑΛΒ)/(ΑΛθ
which allow the determination of the minimal path sets defining the success modes of the system, or its complement, the minimal cut sets. The formal representation of the system logic is called the system
21
structure function. The use of the structure function for each set of events allows the construction of a truth table  only two states for each component, represented by a binary state variable indicator x. = $; x. = 1 , or a decision table  where more than two states are considered for each component representing the system behaviour which can be analyzed by means of the following two methodologies:
(i) The forward or inductive methods based on the idenfication of different failures of components and their consequences or another component and system. Examples of this methodology are the "Failure Mode and Effect Analysis" (FMEA) and the "Event Tree Analysis" (ETA), (ii) The backward or deductive methods based on the identification of different system states, and then the second, third, etc., tiers events that by logical links contributes to it. Example of this methodology is the "Fault Tree Analysis" (FTA).
In order to implement both the deductive or the inductive methods of system reliability analysis it is necessary to understand how the system works, specially the relationship among components events or their states. For this purpose the knowledge of system flow charts and the development of logic diagram are of prime importance. In spite of the complexity of reliability system analyses, there are simple systems, where the application of probability theory allows a straightforward quantification:
(i) Series systems Group of η independent components, causes system failure
η 

R 
= 
Π 
(1R.) 

sist 
1=1 
ι 
in which the failure of one
(ii) Parallel configuration The system will fail it and only if all components fail
R
sist .
=
1 
η
1=1 Π
(1R.) ι
(iii) Standby redundancy This type of parallel configuration represents a system with one unit operating on η units as standby. If the components are statistically independent, identical, and with a constant failure rate, being the switching arrangement perfect,
22
R
.
sis
= 1
j=0
(Xt)
j _{e}_{} Xt
ji
But if the component are not identical, and assuming only two, the failure density function of the system,
f(t) = iV(tu)f(u)du =Î!î2(e ^{X} l ^{t} _ _{Λ} ^{λ} 2*)
0
2
^{λ} 2~ ^{λ} 1
and its reliability
R(t) = e " ^ _{+} _ L (e ^{} ^ e ^{_}^{X}^{l}^{t} )
λ
_{1} λ _{2}
where λ
and λ are the constant failure rates of each component.
Example 3
Fig. 3 shows a standby power system, where a diesel generator is backed up by a battery. Answer the following questions:
(a)
Reliability of the power system with battery for time 10 hours and 100 hours assume:
(b)
(c)
λ
1
= 0.0001
λ 2 = 0.0002
λ„ 3 = 0.001
Indicate the system logic if the system can be maintained.
Unavailability of the system for times: 1, 5, 10, 100 hours and the steady state, assuming a constant rates model
λ = 0.0003
V = 0.2
Solution:
(a) Parallel series system
R . (t) = 1
[le ^{(}^{X}^{l} " ^{X}^{2}^{)}^{t} J _{+} (le^) .
SIS
_{=} _{e} ( ^{x} l ^{+} ^{x} 2)t
0.0003t
=
e
_{+}
+
_{e} ^{x} 3t _ _{β} (λ _{1} _{+} λ _{2} _{+} λ _{3} Η 

O.OOlt 
0.0013t 

e 

e 
_{=}
R(10) 
= 0.9999 
R(IOO) 
= 0.9971 
23
II)
HOC K
Θ
OIAGRAM
©
©
GENERATOR
COMPONENTS
©
>
■
I
1
»
I
I
1
©
Jt
1
1
I
1
V
1
1
©
r
1
■
>
1
1
*
1
III) 
TRUTH 
TABLE 
(IU I 
FAUI T 
TREE 
STATUS
»
«Γ
r
t
1
1
β
1
SYSTEM
FIG.
4
Three component
power
STATE
I
2
3
4
S
(
7
9
system
24
series system
R. (t)=e ^{(} ^{X} ^^
RÎÎ5)
= 0.99997
R(100) = O.99719
(b) The indicator random variables system,
component =H=1 : XI componentfl2 : X2
component 4£ 3 : X3
: XS
system
of the
states of components and
The system logic can be represented by the following statement:
"IF (XI = 0 and X2 = 0) OR X3 = 0 THEN XS = 0"
Fig.
according the above mentioned logic statement.
4 developes a Truth Table and Fault
(c) Q(t) =J_[le ^{(}^{X}^{+}^{,}^{l}^{)}^{t} ]
λ+μ
Q(l) 
= Ο.ΟΟΟ2719 
Q(5) 
= Ο.ΟΟΟ9476 
Q(IO) 
= 0.0012957 
Q(100) 
= O.OOI4977 
Q(~) 
= * = O.OOI4977 
λ+μ
Tree for the system
25
REFERENCES
l S. Osäki, Stochastic System Reliability Modelling, World Scientific
(1985).
2 Ernst V. Frankel, System Reliability and Risk Analysis, Martinus Nijhuff Publishers (1984)·
3 J· Henley, H. Kumamoto, Reliability Engineering and Risk Assessment, PrenticeHall, Inc. (198I).
4l Richard E. Barlow, F. Proschan, Statistical Theory of Reliability and Life Testing, Mc. Ardle Press Inc. (1975)·
5 R· Mann, E. Schäfer, and D. Sigpurwaller, Methods for Statistical Analysis of Reliabilty and Life Data, John Wiley and Sons (1974)·
6 A.
Serra and R.E. Barlow, Theory of Reliability Proceeding of an
International School of Physics "Enrico Fermi", NorthHolland
(1986).
ESTIMATION OF PARAMETERS OF DISTRIBUTION
A.Z. Keller, PhD, BSc, FBCS, FIQA, FSaRS School of Industrial Technology, University of Bradford, England.
1. Introduction
Acquisition of dependable data for reliability and safety analysis is always a major problem for practitioners. Available data sets sure usually small and subject to significant uncertainties arising from incomplete knowledge of the duty cycle or the specific environment the particular component or subsystem is subjected to and for which data is being acquired.
This general shortage of data requires procedures whereby the proba bility distributions governing the reliability behaviour of the com ponent can be identified and the parameters of the governing distribu tion estimated. This procedure can often provide a valuable insight into the reliability of the component. If, for example, failure behav iour is fitted by a Weibull distribution then, if the shape parameter is greater than unity, one has a wearout phenomenon again, if the parameter is less, one has a growth situation and if the shape parame ter is of the order of unity one can infer that the failure mechanism is random in nature. The first stage of data analysis is selection of candidate distributions; this is then followed by estimation of param eters; the distribution best describing the data can then be selected on the basis of a goodness of fit test or other appropriate criteria.
The following are the most commonly used methods of estimation.
1. Graphical methods.
2. Method of least squares.
3. Method of matching moments.
A. Method of maximum likelihood.
27
A. Amendola and A. Sail de Bustamante (eds.), Reliability Engineering, 2747. © 1988 by ECSC, EEC, EAEC, Brussels and Luxembourg.
28
2. Graphical Methods
Graphical methods are the simplest but inaccurate and have many practical advantages in the early stages of data analysis. Any distribution can be transformed into a standard distribution by means of linear transformation as follows:
y 
= (χγ)/η 
(1) 

where 
γ  location parameter 

η 
 scale parameter 

y 
 transformed variate 

χ 
 original variate 
(2) 

In this way if we put ρ = F(x) = G(y) for all 0 < ρ < 1, the standard distribution G is free of the scale and the location parameters and 

y 
= G ^{}^{1} (Ρ) = G ^{}^{1} [F(x)] 
(3) 
Instead of plotting χ against F(x), one may choose to plot χ against G~ [F(x)] which is equal to y. On the graph paper with y axis so
calibrated, since χ and y are linearly related, every
positive slope represents a cdf F(x) with some scale and location parameters.
straight line with
Example
For the Weibull distribution, the cumulative distribution function F(t) is given by
F(t) = 1  exp[(t/T) ^{n} ]
(4)
and the reliability function is given by
i.e .
R(t)
In R(t)
=
exp[(t/r) ^{n} ] = (t/f) ^{n}
In
Ηπτϋ] ■
lnfìTT^
= nlnt

nlnT
(5)
It is seen that if 1/R(t) is plotted against time t on a log log χ log paper, the points would be on a straight line. The parameters n and Τ are then estimated from the slope and the intercept of the straight line respectively.
3. Method of Least Squares
The method of least squares is one of the most widely used methods for
29
fitting a curve (or straight line) to a series of data points. The estimation of parameters of the curve is based on the criteria of minimising the sum of squared deviations of the fitted curve and the actual data points.
Let 
(Χ,.ΥΙ)» (*2' ^{ν} 2'' 
' ^{x} N' ^{y} Nl' ^{b}^{e} ^{a} ^{s}^{e}^{t} ^{ο}^{ί} " ^{N} observations 
and let 
y = f(x:9.), j = 1 
M 
be the functional relationship of the dependent variable y where
8.(j=1
squares finds the value of θ. such that
M)
are the parameters to be
estimated. The method of least
J
D ^{¿} =
Σ
i=1
(y f(t ;β ) Γ
J
is minimum. This is accomplished by setting
of D with respect to its parameters Q.(j=1
of M normal equations
the first m partial derivatives
M)
and solving the set
thus obtained for M parameters.
i.e.
2
_6D
_ 0
for j =1
M
Considering an example of fitting a straight line to a set of data, let y = ax+b be the form of the functional relationship of the dependent variable. The sum of squared deviations can be written as follows:
where
b
and
i.e.
i.e .
?
D
Ν
_{5}
= Σ. (y, ax. + b r
i=1
1
(x^y ^
i=1
ar e
estimate d
ÔD
2
j =
a
0
=
Ν
a s
N
Σ.
ar e
the
follows :
paired
data
(y _{±}

ax. _{+}
b)(x.)
points .
N
N
Ν
a L v
^{b} Σ ^{x} i =LVi
, _{n} 2 
Ν 

 ^ 
= 0 
= 
Ζ 
2(y. 
i=1 

Ν 

a 
£ χ 
+ Nb = £y 

i=1 
ax.
+
b)
= 0
The parameters
a
^{(}^{6}^{)}
(7)
30
The least square estimates a* and b* are obtained by solving the normal equations (6) and (7).
η
Ν
ιΝ
ρ Ν
ι
a* =
Ν
i=i ^{χ}
_{Γ}
Ν

2
Li=i "J
(8)
_{b} , _{=}_{±} ι=,
ι=
Ν
uf"
 Ν
^i U
Ί ,
1
( _{9} )
4. Method of Matching Moments
In this method, theoretical moments of the distribution are equated with the sample moments. k ^{t}^{n} moment of a probability density function f(t) about the origin is defined as:
μ^ = J t ^{k} f(t) dt all values of t
(10)
and its estimator for a sample of Ν observations are given by
Vi.Vi*
1=1
^{(}^{1}^{1}^{)}
t. are unbiased estimators of μ ^{1} Advantage of this method is that they are relatively simple to evaluate provided the theoretical moment exists. It may also be necessary some times to evaluate higher moments about the mean in order to estimate the parameters. One of the serious disadvantages of this method is that the sampling distribution of these estimators for the purpose of interval estimation are not always easy to evaluate.
Examples
Binomial distribution:
The probability density of the binomial distribution is given by
P(x;N,p) = (J) p ^{X} (1p) ^{N}^{_}^{X}
(12)
31
where
Ν number of trials.
χ number of successes,
ρ probability of success.
Suppose that in Ν trials η successes have been observed and we are interested to estimate p. Expected number of successes (theoretical first moment about the origin) is given by:
Z>P(X> =
all
values of
χ
Ν
„.
Σ ^{Χ} ^{Ν} ^{!}
x=0
x,,
,(Nx)
_{X} ^{P} , ^{(} Ñ ^{P} x).
^{l}
'■
^{=} ^{N} ^{P}
^{(}^{1}^{3} ^{)}
However, we have observed η successes in Ν trials. When this is equated with (13) one has:
η = NP
and the estimator 
ρ is given by ρ = ^ 
(14) 
Exponential: 

The probability density of exponential distribution is given by: 

f(t) =0¿exp((*t) 
(15) 

and its theoretical first moment about the origin (mean) is given by 

OS 

μ' = Γ toíexp((Xt)dt 
(16) 
= 1/0¿
, selected components and it is required to estimate 0(as given in (15) to describe these failure times. Moment estimator of o¿, o^is obtained by equating the theoretical moment as given in (16) with the sample moments. First moment (sample) about the origin Tor the data points
_{V}_{V}_{S} fc _{N} lsgivenby
Let t , t
t _{N} be the observed failure times of Ν randomly
_
^{N}
t = (1/N) £
t
(17)
i=1
Hence the matching moment estimate of (y is given by
¿ι
Ν
= Ν/ Ζ
i=1
^{f}^{c} _{i}
^{(}^{1}^{8}^{)}
32
Normal Distribution:
The probability density function p.d.f. of the normal distribution is given by
f(t) = (2TTCT ^{2} )" ^{1}^{7}^{2} βχρ[(ίμ) ^{2} /(2σ ^{2} )]
(19)
Since this distribution is characterised by two parameters μ and σ , two sample moments are required to obtain the estimates for μ and a ^{2} . The first moment about the origin μ and the second moment about the mean μ2 for (19) is given by
μ' = ƒ
tf(t)dt = μ
(20)
μ
= j
co
(t^) ^{2} f(t)dt =σ ^{2}
respectively. Corresponding sample moments for Ν observed failure
times, t., t , t ,
,
t _{N} are given by
(21)
t* _{1}
1
= jg
Ν
Ζ
i=1 Σ
^{t} _{i}



(for 
simplicity 
t 
i s 
used 
instead 
of 
t ' 
) 
(22) 
Ν
t _{2} =¿ ¿(vt) ^{2}
=
1
Ν
Σ (ti ^{2} 2ti
t _{+}
t ^{2} )
"¿[ít^Ztit^Ht ^{2} ]
(23)
but
i.e .
£ t
= Nt from
"Ν Z t j
(22)
,T2
2Nt
„T2
+ Nt'
L\ ^{2}
 Nt ^{2}
N
^
i
^
Ν
. 2 "
J
^{(}^{2}^{4}^{)}
33
Note that in equation (23) instead of the true parameter μ, the
estimator t is used.
moment estimates for μ and Q 2 are given by
Equating (20) with (22) and (21) with (24) the
A
μ
1
^{N}
= i Σ ti
^{A} ^{2}
Ν[ƒι
Ν J
respectively. Q ^{2} is biased. However an unbiased estimator of c
^{2} ¿rfr'
NL
(i
y2
fl
„
5. Method of Maximum Likelihood
is given by
(25)
^{(}^{2}^{6}^{)}
The most favoured method from the point of view of statistical theory is that of maximum likelihood. This is derived from the stipulation that the probability of obtaining the given sample values should be a maximum, if the estimator equals the population value. Thus if the estimator of a population parameter is 0 and one has reason to assume some given probability density f(t;0) then one requires that
=
Ν
TT
π
1=1
f(t ; Θ)
be a maximum or
JL=
The equation,
Ν
In L = Σ
i=1
f(t _{l}_{f} 9)
_{H} = o = _{} ιδ _{}_{!} [ιηΓ( _{ν} θ)]
(28)
(29)
(30)
will give a maximised value of Θ. Maximum likelihood estimators (MLE) may be sometimes biased, but it is usually possible to adjust for this bias. MLE are sufficient if a sufficient estimator exists for the problem. They are most efficient for large N(>^ 30) and are invariant. The distribution of the MLE's has the normal distribution as the
34
limiting distribution (Ν » * ) and confidence limits for estimates can be derived from the normal distribution as follows:
Let
·
y
(09)/og
be the standardised normal variate
(31)
Then
with
p(y < y·) = ^
y* ţ i exp(t ^{2} /2)dt
<ρ
_{*}_{} ^{2} _{s}
rør
(32)
In general if more than one parameter is to be estimated from the sample
the variance covariance matrix of the estimators 0.(j=1
obtained from the inverse of the matrix of second partial derivatives of Α., these are:
M)
is
δβ.δθ.
ι
J
(33)
are used to form the elements of the Μ χ M matrix Α.
i.e.
δ _{2} £
δθ'
6 ^{2} ¿
δ θ,δ rf' θ.
tf«
is called Fisher's Matrix.
EXAMPLES
Poisson Distribution:
β ^{2} *.
J¿L·
δ
Θ ^{2}
(34)
The probability density function of the Poisson distribution is given by
ρ(χ;μ) _ μ
exptμ)
χ!
(35)
35
Where μ is the mean occurrence rate/unit time.
Let Χι , X2»
X(j be the
number of observed occurrences for Ν
equally spaced time intervals. Then the likelihood of such a sample is given as
_{Μ}_{μ}_{)} _{=}
Ν
£
1=1
μ ^{Χ}^{ΐ} βχρ(μ) ^{x} r
Ν
L  Σ x. 1ημΝμΣ
i=1
Ν
t£ ^{=}^{0} ^{=} i A
Σ
i=1
x _{i} _{} N
i=1
Inχ.!
1
_{(}_{3}_{6}_{)}
(37)
The maximum likelihood estimates is given by
μ
= Έ
Ν
Σ
i=1
* _{±}
(38)
Appropriate variance for this estimator can be obtained as follows
i.e.
σ
μ
=
μ
Κμ/μ *
2
2
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