Reliability - Estimation

Definition
Reliability of a system or component is

“the probability that it performs its intended

function for a specified time under specified
operating conditions”
Probability Inherent Reliability &
Time Achieved Reliability

Performance
Operating Conditions
 Solve this problem
Number of 1 2 3 4 5 6 7 8 9 10 >10
years of
operation
Number of 220 158 121 96 80 68 47 40 35 25 110
Failures

1. The probability that a component chosen at random lasts more than five
years.
2. The proportion of the original 1000 components put into operation that
fail in year 6.
3. The proportion of the components that survive for at least five years that
fail in year 6.
4. The proportion of the components that survive for at least eight years
that fail in year 9.
Number of 1 2 3 4 5 6 7 8 9 10 >10
years of
operation
Number of 220 158 121 96 80 68 47 40 35 25 110
Failures
Cumulative 220 378 499 595 675 743 790 830 865 890 1000
Failures
Proportion .220 .378 .499 .595 .675 .743 .790 .830 .865 .890 1
of total
1. P{T > 5} = 1 – P{T≤5} = 1 – 0.675 = 0.325

2. P{T = 6} = P{T≤6} - P{T≤5} = 0.743 – 0.675 = .068

3. P{T = 6│T > 5} = P{T = 6} / P{T>5} = 0.068/0.325 =0.209

4. 0.206
Did you observe the close answers for both Q3 and Q4 ?
Let,
F(t) = P{T ≤ t}
Here T is a random variable denoting the life
time of a component.
F(t) is the cumulative distribution function of
the random variable T.

is the probability density function.

Reliability of the component is given by,

R(t) is the probability that a new component

will survive past time ‘t’.
F(t) is he probability that a new component
will not survive past ‘t’
Conditional probability that a new component
will fail between time ‘t’ and ‘t+s’, given that it
survived for T > t

This is called as the Failure Rate

function r(t) or Hazard function
 The length of time a particular piece of equipment operates before failure
is a random variable with cumulative distribution function (cdf)
F(t) = 1- (e-0.043t2.6)
Find:
1. The failure rate function
2. The probability that the equipment operates more than five years
without failure
3. Suppose that 100 pieces of the equipment are placed into service in year
0. What fraction of units surviving four years fail in year 5? Can you
accurately estimate the this proportion using only the failure rate
function?
4. What fraction of units surviving four years fail in the first month of year
5? Can this be accurately estimated using the failure rate function?
 Answers…

1. f(t) = First derivative of F(t): 0- e-0.043t2.6 (2.6*{-0.043 t1.6} )

f(t) = 0.1118t1.6(e-0.043t2.6)

R(t) = 1 – F(t) = (e-0.043t2.6)

r(t) = f(t)/R(t)
Failure rate function: r(t) = 0.1118t1.6

Note: If r(t) i.e λ is given as a function like r(t) = 0.1118t1.6, then use the following
formula to estimate reliability,

If λ value is given, then

2. P(T>5) = R(5) = (e-0.043*(5)2.6) = (e-2.8235) =
0.0594
3.

= 0.7115
Inference: 71% of the machines surviving four
years will fail in the fifth year.
4.

= 0.0836
The exponential failure law
 Let us verify……
How do you calculate λ?
F(1) = 0.2 approximately

λ=0.223
Using this rate of failure value, can you verify
how much will be estimated failure for the
first problem?
 How to estimate Number of
components failed in a given year
λ=0.223

Proportion of components failed in year 1

= F(1) – F(0) = {1-e -0.223(1) }– {1 –e -.223(0)} = {1-0.8} – {1-1} = 0.2

The number of units failed in year 1 = 0.2 *1000 = 200

Proportion of components failed in year 2

=F(2) – F(1) = {1-e -0.223(2) }– {1 –e -.223(1)} = {1-0.640} – {1-0.8} = 0.16
The number of units failed in year 1 = 0.16 *1000 = 160
Year 1 2 3 4 5 6 7 8 9 10 >10
Actual 220 158 121 96 80 68 47 40 35 25 110
Estimated 200 160 128 102 82 66 52 42 34 27 107
Now you should be able to:

Define reliability
Estimate Rate of failure
Derive formula for calculating reliability of a
system
Calculate the expected number of failures in a
given lot of components for a specified year.
All the Best!