1

A collection of formulas for GENG5507 (version 9514)

Manyoftheseformulaswillbeusedinthecourseofstudyingthisunit.Thiscollectionisintendedtoassistyou
indoingtheweeklyquizzes,midtermandfinalexam.Wewillcovertheuseofmany,butnotnecessarilyall,of
theseformulasduringthecourse.
Ifadditionalformulas(orcorrections)arerequired,pleaseusetheGENG5507discussionboardQuestionsfor
theunitcoordinatorabouttheorganisationofthecourseForumtopostyoursuggestion.
Acronyms
rv randomvariable
md mutuallydisjoint(theydonthaveanythingincommon,alsocalledmutuallyexclusive)
mde mutuallydisjointandexhaustive(exhaustiveunionistheentiresamplespace)
cdf cumulativedistributionfunction
pdf probabilitydensityfunction
pmf probabilitymassfunction
stddev standarddeviation
MTTF meantimetofailure
MTTR meantimetorepair

No. Formula Explanationofnotations Validity&

conditions
Application
1.Probability Rules
1
P(A) =
n
A
n
S

n
A
istheno.ofoutcomes
inA;n
S
isthetotalno.of
outcomesinthesample
space
u P(A) 1

n
S
= 1
uII

Probability
definition(for
equallylikely
outcomes)
2

P(A B) = P(A)
+P(B) - P(A B)
:union(OR). :jointor
intersection(AND)
Generaladdition
rule
3

P(A B) = P(A) +P(B)

A anu B aie
mu

4
P(A) = 1 - P(A)
A = not A, complement
of A
Complementrule
5

P(B|A) =
P(B A)
P(A)

Event (B|A): event B
given event A
P(A)>u Conditional
probability
6

P(A|B) = P(A)orP(A B) = P(A) P(B)

Independenceof
events
7 P(A B) = P(B|A) P(A)
OR= P(A|B) P(B)
WhenP(A)>0
ORwhen
P(B)>0
Multiplicative
rule
2

No. Formula Explanationofnotations Validity&

conditions
Application
8
P(B) = P(B|A) P(A) +P(B|A) P(A)

P(A
i
) = 1 -P(A)

0<P(A)<1
Lawoftotal
probability
9
P(A
k
|B) =
P(A
k
B)
P(B)
= P(A
k
)
P(B|A
k
)
P(B|A

) P(A

)
n
=1

k = 1, , n A
I
saremde.
P(B)>0and
P(A
i
)>0foralli

BayesTheorem
2.1RandomVariables
10
p = Hcon = _ t(t)

-
Jt
isthemeanorexpected
valueofthervtwithpdf
f.
Mean/expectatio
nofcontinuous
rvs
11
o
2
= Iorioncc = ] (t - p)
2
(t)

-
Jt
and o = o
2

o
2
=varianceofrvtwith
pdff.
o=stddev
Variance/stddev
ofcontinuous.
rvs
12
p = x(x)
uII x

isthemeanorexpected
valueofXwithpmff
Mean/expectatio
nofdiscretervs
13
o
2
= (x - p)
2
(x)
uII x
anu
o =

o
2

o
2
=varianceofXwith
pmff
o=stddevofX
Variance&std
devofdiscrete
rvs
14
F(x) = P(X x) = (y)
<x

F(x)andf(x)aretheCDF
andpmfofrvX,
respectively
u F(x) 1,
(x) =
uII x
1
u 1
Discrete
probability
distribution
15
F(t) = ] (x)Jx
t
-
or (t) =
dP(t)
dt

F(t)andf(t)arethecdf
andpdfofrvX
u F(t) 1
] (t)

-
Jt =
1
Continuousprob.
distrib.
16
R(t) = P(I > t) = _ (x)Jx

t

R(t) = 1 - F(t)
R(t)isthereliability
functionwithrvTofpdff
u R(t) 1
u t <
Reliability
functionof
continuousrv
17
r(t) =
](t)
1-P(t)
=
](t)
R(t)
=
](t)
] ](t)dt

t
or
r(t) = -
1
R(t)
dR(t)
dt

r(t)isthehazardrateof
rvT(alsowrittenash(t)
andZ(t))
r(t) > u Hazardrateofa
rv
18
(t) = -
dR(t)
dt
=
dP(t)
dt

f(t)isthepdfoftherv pdfofarv
19
B(t) = _ i(x)ux
t
0

H(t)=cumulativehazard
rateofacontinuousrv

3

No. Formula Explanationofnotations Validity&

conditions
Application
20
NTTF = ] t(t)Jt =

0
] R(t)Jt

0

MTTF
2.2.1DiscreteModels
BinomialDistribution
21

(x) =
n!
(n-x)!x!
p
x
(1 - p)
n-x

f(x)=pmfofX;p=prob.
ofsuccessinatrial;n=
totalno.oftrials;n!isthe
factorialofn,i.e.,
n! = n(n - 1) 1

x=0,1,,n
Binomialpmf
22
F(y) =
n!
(n-x)!x!
p
x
(1 -p)
n-x

x=0


y=0,1,,n
BinomialCDF
23 p = np Meanof
binomialdistrib.
24
= npq = np(1 - p)or

2
= npq = np(1 - p)
q=1p Stddev&
varianceof
binomialdistrib.
PoissonDistribution
25
(x) =

x
x!
c
-

isthemeanrateof
occurrence

x = u,1, ,n
Poissonpmf
26
F(y) =

x
x!
c
-

x=0

y=0,1,,n
PoissonCDF
27 p = whenconsideringPoisson
distributions
MeanofPoisson
distribut.
28
o = oro
2
=

Stddev&
varianceof
Poissondistrib.
4

No. Formula Explanationofnotations Validity&

conditions
Application
29
(x) =
(x)
n
n!
c
-x

x=expectednumberof
eventsin(0,x)
n = u,1, , Poissonprocess
2.2.2ContinuousModels
NormalDistribution
30
(t) =
1
o2n
c
-
(t-)
2
2c
2

- < t <

Normalpdf
31
F(t) = P(I t) = _
1
o2n
c
-
(x-)
2
2c
2
Jx
t
-

- < t <

NormalCDF
32
R(t) = 1 - u_
t -p
o
]

- < t <

Reliability
function(for
Normal
distributions)
33
Z =
I -p
o

T=normalrvwithmean
andstddevo;Zis
standardnormal
Transformfrom
normalto
standardnormal
34 u(z)=1u(z) u(z)istheCDFofthe
standardnormalatz.Itis
foundinastatistictable.
ValueofCDFofa
standardnormal
atz
35 P(Z z
u
) = Z=standardnormalrv;z
u

isthe100(1o)
th

percentileofthestandard
normal
Percentileofthe
standardnormal
distribution
LogNormalDistribution
36
(t) =
1
ot2n
c
-
(Int-)
2
2c
2

andoarethemeanand
stddevofX=ln(T)
T = e
X
> u
foi all X
pdfoflognormal
distribution
37
F(t) = u_
ln t - p
o
_
u(*)isthecdfofthe
standardnormal
CDFoflognormal
distribution.
5

No. Formula Explanationofnotations Validity&

conditions
Application
38
R(t) = 1 - u_
ln t - p
o
_ = u_
p - lnt
o
_
Note: 1u(z)
= u(z)
Reliability
functionof
lognormal
distribution
39
Mean=e
_+
o
2
2
_

Meanof
lognormal
distribution
40
Stddev=

e
|2+2o
2
]
- e
|2+o
2
]

Stddevoflog
normaldistrib.
ExponentialDistributions
41
(t) = c
-t

t u, > u pdfof
exponential
distribution
42
F(t) = 1 -e
-t
andR(t) = e
-t

CDFand
reliabilityof
exponential
distribution
43
p = HIIF = _ R(t)Jt = _ c
-xt

0
ut
= 1 z
For
exponential
distribution
meanof
exponential
distribution
44
o = stonJorJ Jc: =
1

For
exponential
distribution
Stddevof
exponential
distribution
45
NTTF =
1

For
exponential
distribution
Inverserelation
forexponential
distribution
46 MLEofthehazardrateforrightcensoredat
t
r
,thetimeofther
th
failure
z
`
=
1
1
r
| t

+ (n - r)t

=1
]

Beta=1
(exponential
distribution)
only
Specialcaseof
MLE=Number
offailures/Total
operatingtime
forcomponents
with
independent
Exponential
failuretimes
6

No. Formula Explanationofnotations Validity&

conditions
Application
47
t = -
ln|R(t)]

= -HIIF ln|R(t)]
For
exponential
distribution
Findingtgiven
R(t)
48

r(t) = alsowrittenash(t)andZ(t)
For
exponential
distribution
Hazardrate(also
knownas
instantaneous
failurerate)for
exponential
distribution
GammaDistribution
49
(t) =
z
([)
(zt)
[-1
c
-xt

t0
pdfofGamma
distribution
50
p =
[
z
onJ o
2
=
[
z
2

Meanand
varianceof
gamma
distribution.
WeibullDistribution
51
(t) =
|
q
_
t
q
]
|-1
c
-[
t
q

t0 pdfofWeibull
distribution
52
F(t) = 1 - c
-[
t
q

|
andR(t) = c
-[
t
q

t0 CDF/reliabilityof
Weibulldistr.
53
r(t) =
|
q
[
t
q

|-1
alsowrittenash(t)andZ(t)
ForWeibull
distribution
Hazardrate(also
knownas
instantaneous
failurerate)for
Weibulldistrib.
54
t = q|-ln (R(t))]
1
|

ForWeibull
distribution
Findingtfora
givenR(t)
55
p = p(1 +
1
[
)
I(x)istheGamma
functionfoundinTables.
(x) = x(x - 1). For
x=integer,I(x)=(x1)!
MeanofWeibull
distribution
7

No. Formula Explanationofnotations Validity&

conditions
Application
56
o
2
= p
2
_ [1 +
2
[
- j [1 +
1
[
[
2
_,
o = o
2

Variance/stddev
ofWeibull
distribution
3.SystemReliabilityandAvailability
57
R
Ss
= _R

n
=1

R
i
=reliabilityofitemi
[meansproductof
Seriessystem
reliability
58
R
Ss
= 1 -_(1 - R

)
n
=1

Asabove Parallelsystem
reliability
59
R
Ss
=
n!
i! (n - i)!
n
=k
R

(1 - R)
n-

R=reliabilityofitem,
n=totalnumberofitems,
k=numberofitemsmust
working
koutofn
systemreliability
60
R
Ss
(t) = c
-t

(t)

i!
n-1
=0

perfectswitch
ing,
exponential&
identicalitems
Standbysystem
reliability
61

R
Ss
= P(S|C)P(C) + P(S|C

)P(C

P(S|C)=prob.ofsystem
workingwhenCworks;
C

=Cnotworking
decomposition
method
Complexsystem
reliability
62
A = _
p

+ p

n
=1

i
=repairrate,
i
=hazard
rate
Exponential
distributed
failuretimes
Seriessystem
availability
63
A = 1 - _

+ p

n
=1

i
=repairrate,
i
=hazard
rate
Exponential
distributed
failuretimes
Parallelsystem
availability
8

No. Formula Explanationofnotations Validity&

conditions
Application
64
A = 1 -
1
( + )
n
[
n
i

n-1
=0
p

n-

=repairrate,=hazard
rate
Itemsare
exponentially
distributed&
identical
koutofn
system,
availability
65
HIIF(sys) = __
1
p

]
[
2
=1
_
-1 [
I _1 +
1
[
]
Components
musthave
Weibulldist.
withcommon
shape
parameter
MTTF(Sys)of2
Weibull(,
i
)
componentsin
series
configuration

4.DataSummary
66
x =
x

n
=1
n

x isthesamplemean Calculationof
samplemean
67
s
2
=
(x

- x )
2 n
=1
(n - 1)

s
2
isthesamplevariance Calculationof
samplevariance
68
HIIF =
t

n
1
n

t
i
isthetimetothefirst
failureofeachitemi,nis
thenumberofitems
failed
Pointestimate,
onlyusedwhen
allitemshave
failurewithinthe
testtime
69 NTTF = In T=totaltimeontestofall
items,n=no.offailures
Pointestimateof
MTTFusedwhen
thetestistime
terminatedand
notallitemsmay
havefailed.
70
i
n

i = 1, , n Cumulative%
(ranking)
71
i
n + 1

i = 1, , n Meanranking
72
i - u.S
n + u.4

i = 1, , n Bernards
formulafor
medianranking
9

No. Formula Explanationofnotations Validity&

conditions
Application
73
N
t
i
=
(n+1)-
t
i-1
1+(n-m)
and
i
t
i
= i
t
i
-1
+ N
t
i

r
t
i
=
i
t
i
-u.S
n +u.4

n=samplesize;
i
t
i
-1
=ordernumberof
thepreviousfailure;
m=no.ofpreceding
items;r
t
i
=rankingoft

Meanorder
numberand
rankingwith
censoreddata
74 Ordernumber=Previousordernumber+INC
INC =
(n+1)-Pcous ordcr numbcr
1+k

k=nm=no.ofitems
followingsuspendedset
Alternativeto
findingmean
ordernumberfor
censoreddata
75 Forcompletedatar=n:I = t

n
t=1

ForType1censoring:
I = t

+ (n - r)t

=1

ForType2censoring
I = t

+ (n - r)t

=1

Type1timeterminated
att
*.

Type2terminatedafter
afixednumberoffailures
r.t
r
isthetimeoftherth
failure
r=totalnumberof
failures,n=samplesize

5.ConfidenceIntervals
76
P _X

-z
o
n
p X

+z
o
n
] = 1 - o

=samplemean,o=
populationstddev,
=populationmean,
n=samplesize,o=risk,zis
suchu(z)u(z)=1o
ocanbe
replacedby
samplestddev
owhenn>30
100(1o)%two
sidedCIforthe
meanofnormal
distribution
77
NTTRNTTR

+z
o
n

MTTR

=samplemean
timetorepair,otherssee
above
Asabove 100(1o)%one
sidedCIforthe
meanofnormal
distrib.(repair
time)whenis
known
78
Lowerlimit:X

- to
2
,n-1
c
n

Upperlimit:X

+ to
2
,n-1
c
n

to
2
,n-1
=o/2criticalpoint
ofthetdistributionwith
degreeoffreedomn1,
seeabove
Whenn30or
distributionis
Normal
100(1o)%two
sidedCIforthe
meanofa
distrib.whenis
unknown
79
HIIF
2I
_
1-u,2
2

T=totaltimeontest,
_
1-u,2
2
=_
2
criticalvalue
withparameter1oand
2r,r=no.offailures
Failure
terminated
test:fortime
terminated
test,df=2r+2
100(1o)%one
sidedCIforthe
meanof
exponential
distribution
(MTTF)
80
HIIF
2I
_
u,2
2

As above

Asabove

Asabove
10

No. Formula Explanationofnotations Validity&

conditions
Application
81
2I
_
u2,2
2
HIIF
2I
_
1-u2,2
2

Asabove Asabove 100(1o)%two
sidedCIforthe
meanof
exponential
distrib.(MTTF)
6.HypothesisTesting
82
Z =
X

-
0
on

=populationmean,

0
=nullhypothesisvalue
of,o=populationstd
dev,n=samplesize,
X

=samplemean
Normalpopul.
orn30
Teststatisticfor
onesampleZ
testfor witho
known:
distributedas
N(0,1)underH
0

83
t =
X

-
0
Sn

S=samplestddev,
othersasabove
Asabove Teststatisticfor
onesamplet
testfor witho
unknown:
distributedast
n1

underH
0

84
_
2
=
21

p=populationmean
p
0
=nullhypothesisvalue
ofp
T=totalusagetime
r=numberoffailures
Failure
terminated
contextonly:
fortime
terminated,
use2(r+1)in
placeof2r
Teststatisticfor
a_
2
testforan
Exponentialdist.
mean:distrib.
as_
2
2
underH
0

7.RegressionAnalysis
85 = o

+ [

X + e

Simple
regressionform.
86
S
x
= x

- nx y
S
xx
= x

2
n

- nx
2

x=xvalues
y=yvalues
x =averageofxvalues
y=averageofyvalues
n=numberofpoints

87
b =
S
x
S
xx

Slopeparameter
estimate.
88 o = y - bx b=slopeparameter
estimate
y=averageofyvalues
x =averageofxvalues
Intercept
estimate.
89
r =
S
x

S
xx
S

Correlation
coefficient.
11

No. Formula Explanationofnotations Validity&

conditions
Application
90
r
2
=
(

-y)^2
n
=1
(y

n
=1
- y)^2

=yvalueestimated
fromregression.
y=averageyvalue
y=actualyvalue
Coefficientof
Determination.
91
:or(e

) =
(

-y

)^2
n
=1
n - 2

sc = :or(e

)
Seeprevious. Estimates
varianceofthe
errorterms
92
to
2
,n-2
sc _
1
n
+
n(x
0
-x
|
)^2
nx
i
2
-(x
i
)^2

x
0
=xvalueinquestion

Confidence
intervalforata
pointx
0

93
to
2
,n-2
sc _1 +
1
n
+
n(x
0
-x
|
)^2
nx
i
2
-(x
i
)^2

Seeprevious Prediction
intervalforata
pointx
0

94
Lowerlimit:B

- t
n-p
u 2
SE(B

)
Upperlimit:B

+ t
n-p
u 2
SE(B

)
B

=coefficientestimator
SE(B

)=standarderrorof
estimate
n=numberofdatapoints
p=numberof
parametersinregression
model
Requires
standard
assumptions
oflinear
regression
analysis
1uu(1 - o)%CI
forpartialslope
ofalinear
regressionmodel
95
I =
B

SE(B

Asabove Asabove Teststatisticfor

testing
significanceof
slopeinlinear
regression:
distrib.ast
n-p

underH
0

8.AdditionalFormulasfromWorkshops
96

PLL(perannum)=

. p
]
. n

ofPLL=Potentiallossoflife
(fatalities/year)

i
=frequencyincidenti(perannum)
p

=probabilityoffailurefromincidenti
n
i
=numberofpeopleaffectedbyincident
i
0
i
=fractionalexposuretimeofpersonnel
whereincidenticouldoccur

97
I
LSIR
(x, y) = I
R
i
(x, y
n
=1
)

LSIR=Locationspecificindividualrisk(also
knownaspeakrisk)
n=allpossibleeventsthatcanimpactofan
individualatlocation(x,y)andI
R
(x, y)=
riskvalueforaneventI(yr
1
)

12

No. Formula Explanationofnotations Validity&

conditions
Application
98

FAR =
No. o otolitics o:cr H ycors x 1u
8
Iotol no. o bours workcJ in H ycors

FAR=Fatalaccidentrate
99
CPR =
r(1 + r)
n
(1 + r)
n
-1

r=costofcapitalpertime
period(years)
n=numberoftime
periods
Capitalprice
reductionfactor
100 EAC=CPRxNPV CPR=seeabove
NPV=NetPresentValue
EAC=Estimatedannual
cost.
Estimatedannual
cost/benefitof
operatingagiven
asset.
101 J
max
= max
1<I<n
|max(|F(t

) -
F
`
(t

)|, |F(t

) -F
`
(t
-1
)|)]
n=samplesize,F(t
I
)=cdf
attimet
I
,F
`
(t
I
)=plotting
position(estimation)of
F(t
I
)attimet
I
,u
max
=
criticalvaluefoundinthe
tablefornanda
significanceo
Kolmogorov
Smirnovtest
102
SH =
p
S
-p
L
_o
S
2
+ o
L
2

S
=meanstrength
L
=
meanloado
S
=
strengthstddevo
L
=load
stddev
Safetymargin
103
IR =
o
L
_o
S
2
+o
L
2

Loading
roughness
104
R = u
`

p
S
-p
L
_o
S
2
+o
L
2
/

= u(SN)
Normal
probabilityof
strengthand
load
Reliabilityby
loadstrength,
singleload
105
NPI =
C
n
(1 + r)
n
,
n
0

NPV=Netpresentvalue
n=yearinwhichcost
incurred
r=discountrate
Businesscases,
LCC,NPV