Frequency and Duration Indices

Frequency of encountering State i

= P(being in State i) x (rate of departure from State i)
= P(not being in State i) x (rate of entry into State i)

Mean Duration in State i, mi =

1
rate of departure from State i

Reliability Indices:
- Probability of failure/success
expected loss/profit, expected failure time/period
- Frequency of failure/success
frequency of encountering a particular system state
- Mean duration of failure/success
mean up time (MTTF), mean down time (MTTR)

1 Up
2 Up
2

1 Dn
2 Up

1 Up
2 Dn

1 Dn
2 Dn

2-Component Repairable System

Limiting state probabilities, P1, P2, P3 and P4

- matrix method, P =
- frequency balance method

State, Probability, Rate of

i
Pi
departure

Mean
Frequency of
encounter, fi duration, mi

12 / D

1 + 2

12(1+
2) / D

1/(
(1+
2)

12 / D

2 + 1

12(2+
1) / D

1/(
(2+
1)

1 2 / D

1 + 2

1 2(1+
2) / D

1/(
(1+
2)

1 2 / D

1 + 2

12(1+
2) / D

1/(
(1+
2)

where, D = (
1+
1) (
2+
2)

If the two components are identical:

State, Probability, Rate of
i
Pi
departure
1
2

2
( + ) 2
2
( + )2

2
( + )2

Mean
Frequency of
encounter, fi duration, mi

2 2
( + ) 2

1
2
1
+

2 2
( + ) 2

1
2

2
+

If the 2 components are in series:

A = P1 =

2
( + ) 2

1
MTTF = m1 =
2

2 2
fup =
( + ) 2

U = P2 + P3 + P4
If the 2 components are in parallel:

2
U = P4 =
( + )2
A = P1 + P2 + P3

MTTR = m4 =

1
2

2 2
fdn =
( + ) 2

Cumulative States
Different system states leading to
the same system outcome are
combined together to form
cumulative states.

1 Up
2 Up

In a 2-component parallel system,

States 1, 2 and 3 are combined to
form a cumulative UP state.

1 Dn
2 Up

1 Up
2 Dn

2
1

1 Dn
2 Dn

Prob. of cumulative state

= sum of individual probabilities (mutually exclusive events)
Pup = A = P1 + P2 + P3

Frequency of encountering cumulative state

= sum of individual freq transitions within the cumulative state

= expected # of transitions across the boundary wall

surrounding the cumulative state
(only those states that communicate directly across
the boundary wall contribute to the frequency)
fup = P2.
2 + P3.
1

(In a 2-state system, fup = fdown)

Mean Duration of cumulative state

= cumulative probability / cumulative frequency

Two Stage Repair and Installation Process

Previous models assumed that a component becomes
operative and in-service immediately following a repair
action.
In many systems, component restoration takes place in 2
phases:
1. removal of failed component for repair
2. re-installation of repaired component in the system

Two-stage repair and installation process can be modeled by

Markov techniques.

Up

System Up

System Down
3

Failed

Repaired but
not installed

Probability Indices:
P1 =

, P2 =
, P3 =
+ +
+ +
+ +
Availability, A = P1,

Unavailability, U = P2 + P3

Frequency Indices:
fup = f1 = P1.
=

+ +

fDn = f(2+3) = P3. =

+ +

Duration Indices:
m1 = 1/ ,

m2 = 1/ ,

m3 = 1/

mup = m1 = 1/
mDn = m(2+3) = U / fDn = (1/ ) + (1/ ) = m2 + m3

The effect of spares on system availability can be

evaluated using these techniques.

Single Component with a Spare

Up
0 spare

Up
1 spare

System Up

System Down
3

Down
0 spare

Down
1 spare

Down
2 spares

Probability Indices:
A = P1 + P4
U = P2 + P3 + P5
Frequency Indices:
fup = f(1+4) = (P1 + P4)

fDn = f(2+3+5) = (P1 + P3)

Duration Indices:
mup = m(1+4) = A / fup =1/
mDn = U / fDn = (1/ ) +

2( + )( + )

Limiting Number of Spares

The system availability increases as the number of spares is
increased.
With infinite number of spares, the system availability
reaches a limiting value.
This value is important to determine how close the system
availability, with a given number of spares, is to the
theoretical limit.
With infinite number of spares, repair process can be
ignored.

e = system failure rate

Up

= installation rate
System limiting availability,
AL =

e +

System limiting unavailability,

UL =

e
e +

Dn