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Chapter 2
Chapter 2
R(t)= Pr{T ≥ t}
where R(t ) ≥ 0 , R(0) = 1,and
limt →∞ R(t ) = 0
Chapter 2 2
Graph of a Reliability Function
0.8
0.6
0.4
0.2
0
0 20 40 60 80 100 120
Chapter 2 3
The Cumulative Distribution
Function (CDF)
Chapter 2 4
Graph of a CDF
F(t) The probability of a failure
1.2
0.8
0.6
0.4
0.2
0
0 20 40 60 80 100 120
Chapter 2 5
The Density Function (PDF)
d F(t) d R(t)
f(t) = = -
dt dt
∞
f (t ) ≥ 0 and ∫0
f (t )dt = 1
Chapter 2 6
Graph of a Density Function (PDF)
f(t)
0.02
0.018
0.016
0.014
0.012
0.01
0.008
0.006
0.004
0.002
0
0 20 40 60 80 100 120
Chapter 2 7
Relationship between PDF and CDF
∞
R(t)= ∫ f(t ′) dt '
t
Chapter 2 8
Finding Failure Probabilities
a b
Chapter 2 9
Example
2
t
R(t) =1− ; 0 ≤ t ≤10 yrs
100
Find: a. R(3 yrs)
b. The CDF, F(t)
c. Pr{1<T<3}
d. The density function, f(t)
Chapter 2 10
Example - solution
32 t2
a . R ( 3) = 1 − = .91 R(t ) = 1 − ; 0 ≤ t ≤ 10 yrs
100 100
Chapter 2 11
Mean Time to Failure (MTTF)
∞ ∞
MTTF = ∫ t f(t) dt = ∫ R(t) dt
0 0
Chapter 2 12
Derivation of MTTF (Appendix 2A)
∞ dR(t )
MTTF = ∫ tf(t) dt = ∫
∞
0
−t dt
0 dt
Integration by parts:
∞
∞ ∞
MTTF = −tR(t ) 0 + ∫ R(t )dt = ∫ R(t ) dt
0
0
Since
t →∞ t →∞ ⎢⎣ 0 ⎥⎦
Chapter 2 13
Example - MTTF
∞ 10 t
MTTF = ∫ t f (t )dt = ∫ t dt
0 0 50
3 10 3
t 10 100 2
= = = = 6 yr
150 0 150 15 3
Chapter 2 14
Example - MTTF revisited
2
∞ 10 t
MTTF = ∫ R (t )dt = ∫ (1 − )dt
0 0 100
3 10
t 1000 2
=t− = 10 − = 6 yr
300 0 300 3
Chapter 2 15
Median Time to Failure and Mode
Chapter 2 16
Example - median and mode
R(t) = 1 - t2 / 100 = .5
t2 /100 = .5
f(t)
by inspection
tmode = 10 yrs
10 t
Chapter 2 17
Comparison of MTTF, Median, & Mode
Chapter 2 18
Design Life
For example:
Find that time, t.99 such that R(t.99) = .99
Then t.99 is the 99 percent design life.
One percent will fail before time t.99
Chapter 2 19
Example – design life
t2 /100 = .04
t2 = 4 or t.96 = 2 yrs
f(t) .96
2 10 t
Chapter 2 20
Variance & Standard Deviation
definitional form:
∞
σ = ∫ (t - MTTF ) f(t)dt
2 2
0
computational form:
∞ 2
σ = ∫ t f(t)dt - (MTTF )
2 2
0
Chapter 2 21
Example - standard deviation
2
⎛ 2⎞
3
10 t
σ =∫ 2
dt − ⎜ 6 ⎟
0 50 ⎝ 3⎠
10 2
⎛ 2 ⎞ 10, 000
4
t
= −⎜6 ⎟ = − 44.444 = 5.55
200 0 ⎝ 3 ⎠ 200
or σ = 5.55 = 2.36 yr .
Chapter 2 22
Hazard Rate Function
P( A ∩ B)
P( A | B) =
Pr {t ≤ T ≤ t+ Δt}= R(t)- R(t+ Δt)
P( B)
-[R(t+Δt)-R(t)] 1 -dR(t)
1 f(t)
λ(t) = lim Δt R(t) = =
Δt →0 dt R(t) R(t)
Chapter 2 23
Example - hazard rate function
t / 50 t / 50 2t
λ (t ) = = =
1 − t / 100 100 − t
2 2
100 − t 2
100
λ (t)
IFR
t
10 yr
Chapter 2 24
Derivation of R(t) from the
Hazard Rate Function
d R (t) 1
λ (t) = −
dt R (t)
t R (t ) d R(t ')
∫ λ (t ')dt ' = − ∫
d R(t )
λ (t )dt = −
R(t ) 0 1 R (t ')
t
− ∫ λ (t ')dt ' = ln R(t )
0
⎢⎣ 0 ⎥⎦
Chapter 2 25
Hazard Rate Function & R(t)
t
∫
R(t ) = e 0
λ ( t ') dt '
−
Example:
λ (t ) = .02t , then
t
∫
R(t ) = e 0
− .02 t ' dt '
=e −.01t 2
Chapter 2 26
The Bathtub Curve
Chapter 2 27
Human Mortality Curve
0.024
0.019
0.014
0.009
0.004
-0.001
0 10 20 30 40 50 60 70
Age
Chapter 2 28
More on the Bathtub Curve
Burn-in Useful Life Wearout
Characterized by DFR CFR IFR
Chapter 2 29
Average Failure Rate (AFR)
t2
1 ln R( t 1 ) - ln R( t 2 )
AFR( t 1,t 2 ) = ∫
t 2 - t 1 t1
λ (t ′) dt ' =
t 2 - t1
since:
- ∫ 0λ (t ′)dt '
t
R(t) = e
Note: AFR(0,t) = AFR(t) = -ln R(t) / t
Chapter 2 30
Example - Average Failure Rate
L
− ln M1 −
t O
P
2
AFR (t ) = N 100 Q
t
Chapter 2 31
Conditional Reliability
P {T > T 0 + t} R( T 0 + t)
= =
P {T > T 0 } R( T 0 )
Chapter 2 32
Residual MTTF
∞ ∞
R(t +T 0 )
MTTF ( T 0 )= ∫R( t | T 0 ) dt = ∫ dt
0 0
R( T 0 )
∞
1
= ∫
R( T 0 ) T 0
R( t′) dt '
where t’ = t + T0
Chapter 2 33
Example - conditional reliability
R ( t + 1) 1 − ( t + 1) / 100
2 t2
R ( t |1) = = R(t) = 1−
R (1) 1 − (1 / 100) 100
100 − ( t + 1) 2
= = 1.01 − ( t + 1) 2 / 99
100 (.99 )
1 ⎡ 103 1 ⎤ 5.67
or MTTF (1) = ⎢10 − −1 + ⎥ = = 5.72 yr.
.99 ⎣ 300 300 ⎦ .99
Chapter 2 34
Residual MTTF(T0)
MTTF(T0)
7.000
6.000
5.000
4.000
3.000
2.000
1.000
0.000
0 2 4 6 8 10 12
Chapter 2 35
Student Exercise #1
Chapter 2 36
Student #1- solution
Chapter 2 37
Student Exercise #1 (continued)
Chapter 2 38
Student Exercise #1-solution
1 / 200 1
f . λ(t ) = =
(200 − t ) / 200 200 − t
t
200
Chapter 2 39
Student Exercise #2
Insulators on a power distribution system have
a reliability function with t measured in yr.
R(t) = 1 / (1 + .05t) where t >= 0
Find:
a. F(1 yr) and R(2)
b. R(2|1)
c. The hazard rate function
(optional)
d. AFR(3)
Chapter 2 40
Student Exercise #2 - solution
Chapter 2 41
Summary - The Four Functions
Chapter 2 42