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Reliability

Engineering

Proceedings of the ISPRA-Course held at the Escuela Tecnica Superior de Ingenieros Navales, Madrid, Spain, September 22-26,1986 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, Directorate-General 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 ISPRA-Course held at the Escuela Tecnica Superior de Ingenieros Navales, Madrid, Spain, September 22-26,1986 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

LEGAL NOTICE Neither the Commission of the European Communities nor any person acting on behalf of the Commission is responsible for the use which might be made of the following information. '

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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

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, 3-25. © 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 repair-failure 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: REPAIR

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. Wear-out 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" Xt

f(t) = Xe" Xt

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 (t-yf- 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 ß­1

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)

l-M(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) = l-w(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 repair-failure and failure repair-processes, and that of the whole process, but they are related by means of the following simultaneous integral equations

w(t) = f(t) + Í f(t-u) v(u)du

0

f

t

v(t) = J

m(t-u) 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,

12

The mentioned simultaneous integral equations can be solved by analytical or numerical methods if the probability functions of the isolated processes: repair-failure and failure-repair, are known. The unavailability of the system due to the whole process repair- failure-repair, 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- Cs+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

=

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(X|D) = L(D|X) Ρ(λ)//~ ί(ϋ|λ) Ρ(λ) ά\

where :

0

) : Test observations

f(λ|D) 1 : 2 A posterior r density function

D = (t

,t ,

,t

L(D|x) : 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(D|X) = 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(x|D), 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(x|D) dx = °

0

2

f"

^ f(x|D) 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 (l-o) of 95$,

c

X 160 (a/2)

= χ ι6ο (0.025) = 197.01

17

X l60 (1 ~^ 2)=

*?6θ (0 ' 975) = 126 ' 88

The limits of the interval

so

μ

u

=

197­01

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

° tn

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 ­ Mt 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

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~ vt

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 _ βχρ (17 . 665 _ 3Μ8μ) . μ

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 < 2.728|D) = 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 environment-system, 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 +

(A-B)

=

A

A V

(aAB )

A

A ■ (A-B)

=

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

· (B-C) = (A-B) · C

A

(v) Distributive law

A + B

A · (B+C) = (A-B)+(A-C)

· 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 straight-forward quantification:

(i) Series systems Group of η independent components, causes system failure

 

η

R

=

Π

(1-R.)

 

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

(1-R.) 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 _Xlt )

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 (Xl " X2)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, Prentice-Hall, 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", North-Holland

(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 wear-out 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, 27-47. © 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

= (χ-γ)/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] ■

lnf-ìTT^

= 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' be a set οί " 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

ι-Ν

ρ Ν

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 tn 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

(11)

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 (1-p) 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

(13 )

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

VVS 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

fc i

(18)

32

Normal Distribution:-

The probability density function p.d.f. of the normal distribution is given by

f(t) = (2TTCT 2 )" 172 βχρ[-(ί-μ) 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 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

(24)

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[ƒ-ι

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)

(26)

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 lf 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

Μμ) =

Ν

£

1=1

μ Χΐ βχρ(­μ) x r

Ν

L - Σ x. 1ημ­Νμ­Σ

i=1

Ν

=0 = i A

Σ

i=1

x i ­ N

i=1

Inχ.!

1

(36)

(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