Solutions to Exercise 3

Marvin Rausand
Email: marvin.rausand@ntnu.no

2008-09-09

Problem 3.3
(a) The TOP event “Boiler is boiled dry” will occur if the feed water is disabled
and the fuel supply is not closed. A Suggestion for a fault tree for this TOP
event is shown in Figure 1. When drawing the fault tree we assume that the
PC detects high pressure and sends a signal to the SV to close the PCV. The
connection between PC and SV is not shown in Figure 3.57 in the book,
but described in the text. (There might be some confusion about how SV
is “connected” to the pneumatic line. In the fault tree, it is assumed that
SV may fail and prevent the signal from PC to activate PCV.)

(b) The reliability block diagram corresponding to the fault tree is shown in
Figure 2. The corresponding structure function is:

Φ(x) = [x W x LICV x LIC x LE ]  [(x PC  x LE x LIC x LT ) · x SV x PCV x V-1 ]

(c) The minimal cut sets are:

{W, SV} {W, PCV} {W, V-1}
{LICV, SV} {LICV, PCV} {LICV, V-1}
{LIC, SV} {LIC, PCV} {LIC, V-1}
{LE, SV} {LE, PCV} {LE, V-1}
{LIC, PC} {LE, PC} {W, PC, LT}
{LICV, PC, LT}

Problem 2.10
(a) A sketch of the failure rate function z(t ) is given in Figure 3.

(b) The corresponding probability density function is:

t
f (t ) = z(t ) e − 0 z(u) du

We have that
t t
u
z(u) d u = d u = t − ln(1 + t )
0 0 1+u

1
 Boiler is
boiled dry

Feed water Fuel supply

disabled not closed

No water Spurious closure False signal False signal No signal PCV cannot
supply of LICV from LIC from LE to PCV close fuel flow

W LICV LIC LE A

PCV cannot No signal SV fail to

A
close fuel flow to SV open

SV

PCV fail V-1 left No signal from No signal

to close open level control syst. from PC

PCV V-1 PC

No signal No signal LT failure

from LE from LIC

LE LIC LT

Figure 1: Fault tree – Problem 3.3

W LICV LIC LE

PC
SV PCV V-1
LE LIC LT

Figure 2: Reliability block diagram – Problem 3.3

2
 1,0

0,8

0,6
z(t)

0,4

0,2

0,0
0 2 4 6 8 10

Time t

Figure 3: Failure rate function – Problem 2.10

and hence
t
f (t ) = e −t +ln(1+t ) = t e −t
1+t
(c) The mean time to failure is
∞ ∞
MTTF = t f (t ) d t = t 2 e −t d t
0 0
∞
= t 3−1e −t d t = Γ(3) = 2
0

where we have used the Gamma function.

(d) The distribution is seen to be a Gamma distribution with parameters λ = 1

and k = 2.

Problem 2.15
(a) Let M = N1 + N2 . We want to find the distribution of M when N1 and N2
are independent variables with Poisson distributions with parameters λ1
and λ2 , respectively.

Pr(M = m) = Pr(N1 + N2 = m)

m
= Pr(N1 = i ∩ N2 = m − i )
i =0
m
= Pr(N1 = i ) · Pr(N2 = m − i )
i =0

m λi λm−i
= 1
e −λ1 2
e −λ2
i =0 i! (m − i )!
 
1  m m
= λi1 · λm−i
2 · e −(λ1 +λ2 )
m! i =0 i
(λ1 + λ2 )m −(λ1 +λ2 )
= e
m!

3
 a  a! m m 
Here we used that b = b!(a−b)! and that (a + b)m = i =0 i a i · b m−i .

This means that M = N1 + N2 has a Poisson distribution with parameter

λ1 + λ2 .

(b) The conditional probability of N1 = n when we know that N1 + N2 = m is

Pr(N1 = n ∩ N1 + N2 = m)
Pr(N1 = n | N1 + N2 = m) =
Pr(N1 + N2 = m)
Pr(N1 = n) Pr(N2 = m − n)
=
Pr(N1 + N2 = m)
λn1 −λ λm−n −λ
e 1· 2 e 2
n! (m − n)!
=
(λ1 + λ2 )m −(λ1 +λ2 )
e
 
m! n
m−n
m λ1 λ1
= 1−
n λ1 + λ2 λ1 + λ2

The conditional

distribution
 is therefore a binomial distribution with pa-
λ1
rameters m,
λ1 + λ2