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Section 8b Peussdistributions 2 Slides Compatibility Mode
Section 8b Peussdistributions 2 Slides Compatibility Mode
Life Distributions
Dr Jane Marshall
Product Excellence using 6 Sigma
Module
PEUSS 2011/2012
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PEUSS 2011/2012
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Histogram
Histogram of hours to failure
35
120.00%
30
100.00%
25
Frequency
80.00%
20
60.00%
15
40.00%
10
20.00%
5
0
.00%
9
5
37
6.
23
75
3.
46
5
12
1.
69
5
8.
91
75
.8
45
11
5
25
.2
.6
73
00
13
16
e
or
M
Hours to failure
Frequency
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Cumulative %
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Probability distribution
Hours to failure
35
Frequency
30
25
20
15
10
5
-500
0
-5 0
500
1000
1500
2000
2500
Hours to failure
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Frequency
PDF, f(t) (%)
1.2
1
0.8
P(t1<t<t2)=
0.6
t2
t1
f(t) dt
0.4
0.2
0
1
Value
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Probability distributions
Hours to failure
Relative frequency
0.5
0.4
0.3
0.2
0.1
0
-500
-0.1 0
500
1000
1500
2000
2500
hours to failure
Probability of failure between 500 and 1000 hours is given by the area
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-1s
-2s
+1s
68.27%
-3s
+2s
+3s
95.45%
99.73%
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Frequency
CDF, F(t) (%)
1
1.2
F( t) =
-f ( t ) dt
0.8
0.6
0.4
0.2
0
1
5t 5
Value
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Cumulative distribution
Cumulative probabilty
cumulative probability
1.2
1
0.8
0.6
0.4
0.2
0
-500
-0.2 0
500
1000
1500
2000
2500
hours to failure
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Survival function
The survival function or reliability function R(t)
Frequency
(%)
R(t)
1.2
1
0.8
0.6
0.4
0.2
0
1
5t 5
Value
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Survival Function
Survival Function
Probability of survival
1
0.8
0.6
0.4
0.2
0
-500
500
1000
1500
2000
2500
Hours to failure
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Hazard function
1 - F (t )
R (t )
Figure shows
increasing hazard
function
Frequency
(%)
h(t)
2Hazard
3 3 Function
4 5 5h(t)6
Value
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Hazard function
Bath-tub curve
Useful Life
Time
Infant
Mortality
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Wear Out
Reliability and Life distributions
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Probability distributions
Exponential distribution
Weibull distribution
Normal distribution
Lognormal distribution
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Exponential distribution
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Exponential distribution
Probability
1.0
Hazard Function
0.160
0.0
0.155
10
20
30
40
Survival Function
50
Rate
0.5
0.150
0
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10
20
30
40
50
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Example
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10
Weibull distribution
Most useful lifetime in reliability analysis
2 parameter Weibull
Shape parameter -
Scale parameter -
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Weibull distribution
PDF : f (t )
CDF : F (t ) 1 e
t
1
Re liability : R (t ) e
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11
Weibull distribution
t-1
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F (t ) 1 e
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(t )
24
12
Hazard function
<1
=1
>1
Time
Infant
Mortality
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Wear Out
Reliability and Life distributions
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Normal Distribution
Not used as often in reliability work
Can represent severe wear-out mechanism
Rapidly Increasing hazard function
e.g.s, filament bulbs, IC wire bonds
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Censoring
Repaired and non repaired
Probability plotting
Hazard plotting
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14
Censoring structures
Complete data
Single censored
Units started together and data analysed before all units have
failed
Right, interval and left
Time censored
Censoring time is fixed
Failure censored
Number of failures is fixed
Multiply censored
Different running times intermixed with failure times field data
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Complete Data
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Interval Censored
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Left censored
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Probability plotting
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Areas to be covered
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18
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Assumptions
Data must be independently identically
distributed (iid)
No causal relationship between data items
No trend in the time between failures
All having the same distribution
Non-repaired items
Repaired items with no trend in the time
between failures
Time to first failure of repaired items
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Trend Analysis
machine S running times to failure
8
7
6
5
4
3
2
1
0
order number
order number
100
200
300
400
500
8
7
6
5
4
3
2
1
0
0
100
200
300
400
500
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20
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21
Example
Failure number (i)
300
6.7
410
16.2
500
25.9
600
35.5
660
45.2
750
54.8
825
64.5
900
74.1
1050
83.8
10
1200
93.3
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Hazard function
<1
=1
>1
Time
Infant
Mortality
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Wear Out
Reliability and Life distributions
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Page 47
Table of Statistics
Shape
1.87010
Scale
57.6561
Mean
51.1897
10
10
5
3
2
5
3
2
0.01
0.1
1.0
10.0
Time in service (Months)
100.0
Table of Statistics
Shape
0.873095
Scale
297.337
Thres
2.9997
90
80
70
60
50
40
30
20
Pe r ce nt
Pe r c e n t
99
90
80
70
60
50
40
30
20
0.01
0.0001
0.0010
0.0100
0.1000
The same data plotted with a three-Parameter Weibull distribution shows a good
fit with 3 months offset (location 2.99 months)
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Weibull CDF
Mode 2 Beta
= 11.9
Mode 1 Beta
= 0.75
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Rank
1
2
3
4
5
6
7
8
Time
10
30
45
49
82
90
96
100
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Status
Suspension
Failure
Suspension
Failure
Failure
Failure
Failure
Suspension
Reverse
rank
8
7
6
5
4
3
2
1
Adjusted rank
Suspended...
[7 X 0
+(8+1)]/ (7+1) = 1,125
Suspended
[5 X 1,125 +(8+1)]/ (5+1) = 2,438
[4 X 2,438 +(8+1)]/ (4+1) = 3,750
[3 X 3,750 +(8+1)]/ (3+1) = 5,063
[2 X 5,063 +(8+1)]/ (2+1) = 6,375
Suspended...
Median
rank
9,8 %
25,5
41,1
56,7
72,3
%
%
%
%
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25
Minitab
Relex
WinSMITH
Reliasoft
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Hazard Plotting
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26
Contents
Assumptions
Fitting parametric distributions
Estimating parameters
Using results for decision making
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Assumptions
Non-repaired items
Repaired items with no trend in the time
between failures
Time to first failure of repaired items
Individual failure modes from non-repaired items
Can deal with censored data
in particular multiply censored data
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27
Hazard Plotting
Cumulative hazard function
H(t)=
H(t)=
t
0
h(t) dt
t
0
f(t) /1-F(t) dt
H(t)= -ln[1-F(t)]
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()
Page 56
28
H = h1 + h2 + . +
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PEUSS 2011/2012
Distance (km)
6700 F
17520 F
6950
17540
7820
17890
8790
18450
9120 F
18960
9660
18980
9820
19410
11310
20100 F
11690
20100
11850
20150
11880
20320
12140
20900 F
12200 F 22700 F
12870
23490
13150 F 26510 F
13330
27410
13470
27490 F
14040
27890
14300 F 28100
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29
Reverse
rank
38
37
36
35
34
33
32
31
30
29
28
27
26
25
24
23
22
21
20
Distance
(km)
6700 F
6950
7820
8790
9120 F
9660
9820
11310
11690
11850
11880
12140
12200 F
12870
13150 F
13330
13470
14040
14300 F
Hazard
(1/rank)
1/38
Cumulative
hazard
0.0263
1/34
0.0557
1/26
0.0942
1/24
0.1359
1/20
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20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
19
18
17
16
15
14
13
12
11
10
9
8
7
6
5
4
3
2
1
17520 F
17540
17890
18450
18960
18980
19410
20100 F
20100
20150
20320
20900 F
22700 F
23490
26510 F
27410
27490 F
27890
28100
1/19
0.2385
1/12
0.3218
1/8
1/7
0.4468
0.5896
1/5
0.7896
1/3
1.1229
0.1859
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Example 1
Plot the data on log 2 cycle paper x log 2 cycle
paper
Estimate Weibull shape parameter
Estimate Weibull scale parameter
Interpret results
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Example 1
distance
0.2
0.4
0.6
0.8
1.2
Cumulative hazard
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Example 1
Log cumulative hazard for shock absorbers
= 2.6
= 28500km
R2 = 0.98
log distance
100000
10000
1000
0.01
0.1
10
log hazard
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Example 1
Since looking at one known failure mode use the estimated
parameters to fit to the distribution
Probability of survival
5000
10000
15000
kilometers
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h o u rs
1500
1000
500
0
0
cumulative hazard
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= 1.01
= 360hrs
R2 = 0.98
10000
log hours
1000
100
10
1
0.01
0.1
10
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Example 2: Interpretation of
results
= 1.01 is approximately an exponential
distribution and constant failure rate
= 360 hrs = 1/ = Mean Time to Failure
Calculating the MTTF from the data gives:
Total hours/number of failures
26839/73 = 367 hrs
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Probability of survival
1.2
1
0.8
0.6
0.4
0.2
0
0
500
1000
1500
2000
Hours to failure
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Probability of failure
1.2
1
0.8
0.6
0.4
0.2
0
0
500
1000
1500
2000
Hours to failure
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Example 3 : pumps
pump no
age at failure
1
1180 m
6320 m
1030 i
120 m
2800 i
970 i
2150 i
700 m
640 i
10
1600 i
11
520 m
12
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failure mode
1090 i
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age
1000
100
10
1
0.01
0.1
10
cum hazard
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35
= 1.95
= 1900hrs
R2 = 0.93
10000
a ge a t fa ilur e
1000
100
10
1
0.1
10
cumulative hazard
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= 0.76
= 3647hrs
R2 = 0.978
a ge a t fa ilure
10000
1000
100
10
1
0.01
0.1
10
cumulative hazard
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Disadvantages of Cum
Hazard Plotting
It is less intuitively clear just what is being plotted.
Cum percent failed (i.e., probability plots) is meaningful and
the resulting straight-line fit can be used to read off times
when desired percents of the population will have failed.
Percent cumulative hazard increases beyond 100% and is
harder to interpret.
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Summary
Important lifetime distributions
Failure distribution (CDF), Survival function R(t) and
the hazard function h(t)
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