Lecture # 2

EENG415 Power System Reliability

 Probability Theory

Dr. M. R. Qader

1
 What Is Reliability?
• Ability of a component/system to performits
intended function
• Within a specified period of time
• Under stated condition
→Qualitative sense in terms of performance function,
time, and surrounding conditions
How to quantify ‘reliability’?
Relate to the absence of failures, that due to random
phenomenon, Define numerically in terms of
probability measures
2
 Example 5: Transmission lines
100 MW 100 MW

G Load
100 MW
G Load
100 MW
100 MW
SystemA System B
• Given that each system has the following levelof
reliability
System Failure Probability Cost (million SGD)
A 0.009 70
B 0.01 25

• Which system is more reliable?

• Which system is more cost-effective?
3
Observation of AComponent
Z(t)
2

0
Z(t) Time
2

Time
4
 Outline
• Some definitions
• Sample space and events
• Probability measures and related rules
• Application to power systems
• Random variables
• Some distributions

5
Sample space or state space
Events
Union of events
Intersection of events
Disjoint events
Complement of anevent

SAMPLE SPACE AND EVENT

6
 Sample Spaceor State Space

The set of all possible outcomes ofa

random phenomenon

• Example
– Outcome of coin flipping, state space ={H,T}
– Outcome of dice rolling, state space ={1,2,3,4,5,6}
– Astatus of a generator, state space = {Up, Down}

7
 A Status of Two Transmission Lines

Line 1 Line 1

Line 2 Line 2

(1 Up, 2 Up) (1 Up, 2 Down)

Line 1 Line 1

Line 2 Line 2

(1 Down, 2 Up) (1 Down, 2 Down)

State space = { (1U,2U), (1U,2D) , (1D,2U) , (1D,2D)}

8
 Events

A set of outcomes or a subset of a sample

space.

• Example
– Event: rolling a 1 on one dice, E ={1}
– Event : a generator fails, E ={Down}

9
An Event : One Transmission Line Fails

Line 1 Line 1

Line 2 Line 2

(1 Up, 2 Up) (1 Up, 2 Down)

Line 1 Line 1

Line 2 Line 2

(1 Down, 2 Up) (1 Down, 2 Down)

E = { (1U,2D) , (1D,2U)}

10
 Union of Events

Union of event E1 and E2 (E1 U E2 ) contains

outcomes from either E1 or E2 or both.
• Example
– E1is an event that at least one line isup,
E1 = { (1U,2U), (1U,2D) , (1D,2U)}
– E2is an event that at least one line isdown,
E2 = { (1U,2D) , (1D,2U) , (1D,2D) }
– Then, union of event E1and E2is,
E= E1 U E2 = { (1U,2U), (1U,2D) , (1D,2U) , (1D,2D) }
11
 Intersection of Events

Intersection of events E and E , (E ∩ E )

1 2 1 2

contains outcomes from both E and E . 1 2

• Example
– E1is an event that at least one line isup,
E1 = { (1U,2U), (1U,2D) , (1D,2U)}
– E2is an event that at least one line isdown,
E2 = { (1U,2D) , (1D,2U) , (1D,2D) }
– Then, intersection of event E1and E2is,
E= E1 ∩ E2 = { (1U,2D) , (1D,2U) }

12
 Disjoint Events or Mutually Exclusive

If E and E are disjoint events, the intersection of

1 2

E and E ,(E ∩ E ) is an empty set.

1 2 1 2

• Example
– E1 is an event that two lines are up,
E1 = { (1U,2U)}
– E2 is an event that two lines are down,
E2 = { (1D,2D) }
– Then, E1 and E2 are disjoint events.

13
 Complement of anEvent
The set of outcomes that are from thestate
space but not included in anevent.

• Example
– E1 is an event that two lines are up,
E1 = { (1U,2U)}
– Ē1 is a complement of E1,
Ē1 = { (1U,2D) , (1D,2U) , (1D,2D) }

14
 Example

• 3 generators
• Each50 MW
1 • Find the followings:
2 Load – state space of this system.
– Event E1 that only one
3 generating unit isup.
– Event E2 that all three
generating units aredown.
– Event E3 that the third unit is
down.

15
 State Space
1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

State space = {(1U,2U,3U),(1D,2U,3U),(1U,2D,3U),

(1U,2U,3D),(1D,2D,3U),(1D,2U,3D),(1U,2D,3D), (1D,2D,3D)}
16
Probability of an event
Complementation rule
Addition rule
Conditional probability rule
Bayes’ rule
Independent events
Multiplication rule

PROBABILITY MEASURESAND
RELATED RULES

17
 Probability of anEvent
Aprobability is defined asa quantitative
measure of an event in a state space.
• Aprobability needs to satisfy the following
properties:
1. 0 ≤ P(E)≤ 1
2. P(state space) = 1
3. If E , E , …are mutually exclusive events in state
2 2

space, then

18
• For any set, E,

• We have,

• This implies that,

19
 Complementation Rule

Probability of the set of outcomes that arenot

included in an event.
P(Ē)= 1 – P(E)

• Example
Probability of success = 1 – Probability of failure

20
 Addition Rule

A method of finding a probability of union of two

events.
P(E1 U E2) = P(E1) + P(E2) – P(E1 ∩ E2)

• If E1and E2are mutually exclusive, then

P(E1U E2) = P(E1) +P(E2).

E1 E2 E1 E2

21
• In general,

22
 Conditional Probability Rule

The probability that event E2 occurs, given

that the event E1 has already occurred,
denoted by P(E2 |E1).

• This formula is well defined only when

P(E1) > 0.

23
 Example
• Consider a system of two transmission lines. The state
space of this problem is { (1U,2U), (1U,2D) , (1D,2U) ,
(1D,2D) }. If the probability of each eventis given asfollows.
Event Probability
(1U,2U) 0.81
(1U,2D) 0.09
(1D,2U) 0.09
(1D,2D) 0.01

• Calculate the probability that the second transmission line

fails (E2) given that the first transmission line has failed (E1).

• Note that in this example, P(E2| E1) = P(E2), coincidence?

24
 Bayes’ Rule

If an event E depends on a number of mutually

exclusive events Bj, then

B3 • Conditional probability rule can

B1 be used to calculate probability
E B5 of an event
B2 B4

25
 Independent Events

The two events are independent, ifand

only if
• Example
– Failure ofa generator in one location and failure of
another generator in a distance location
– Failure of line 1 and failure of line 2
– (Latter on we willlearn about “common mode
failure”– failure asa result of the samecause)
• This also implies that P(E2| E1) = P(E2).

26
Independent VSMutually Exclusive
• Consider a system of two transmission lines. The state
space of this problem is { (1U,2U), (1U,2D) , (1D,2U) ,
(1D,2D) }. If the probability of each eventis given asfollows.
Event Probability Event Probability
(1U,2U) 0.81 (1U,2U) 0.80
(1U,2D) 0.09 (1U,2D) 0.10
(1D,2U) 0.09 (1D,2U) 0.09
(1D,2D) 0.01 (1D,2D) 0.01

System A System B
• Determine whether or not the event of failure of the first
transmission line and the event of failure of the second
transmission line are independent.

27
 Multiplication Rule

A method of finding probability of intersectionof

two events.

P(E1 ∩ E2) = P(E1)×P(E2 |E1)

• If E1and E2are independent, then

P(E1∩ E2) = P(E1)×P(E2).

28
Example
State space
Lossof load probability

APPLICATION TO POWER SYSTEMS

29
 Example

• 3 generators
• Each50 MW
1 • Identical probability of failure
2 Load
= 0.01
• Assume that each generator
3 fails independently.
• Find probability distribution
of generating capacity.

30
 State Space
1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

State space = {(1U,2U,3U),(1D,2U,3U),(1U,2D,3U),

(1U,2U,3D),(1D,2D,3U),(1D,2U,3D),(1U,2D,3D), (1D,2D,3D)}
31
 Generating Probability Distribution
• Find probability associated with eachgenerating
capacity level
• 4 capacity levels, 0 MW, 50 MW, 100 MW, and 150
MW
• Let
– E0be an event that generating capacity is 0MW
– E1be an event that generating capacity is 50MW
– E2 be an event that generating capacity is 100MW
– E3 be an event that generating capacity is 150MW

32
 Capacity 0 MW
• E0= {(1D,2D,3D)}
P(E0) = P(1D ∩ 2D ∩ 3D)
• Using multiplication rule,
P(E0) = P(1D)×P(2D)×P(3D)
P(E0) = 0.01×0.01×0.01 = 0.000001

33
 Capacity 50 MW
• E1= {(1D,2D,3U),(1D,2U,3D),(1U,2D,3D)}
P(E1) = P{(1D,2D,3U)U(1D,2U,3D)U(1U,2D,3D)}
• Using addition rule,
P(E1)= P{(1D,2D,3U)} + P{(1D,2U,3D)} + P{(1U,2D,3D)}
P(E1) = P(1D ∩ 2D ∩ 3U) + P(1D ∩ 2U ∩ 3D) + P(1U ∩ 2D ∩ 3D)

• Using multiplication rule,

P(E1)= P(1D)×P(2D)×P(3U) + P(1D)×P(2U)×P(3D) + P(1U)×P(2D)×P(3D)

• Using complementation,
P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99

• Then, P(E1) = 0.000297

34
 Capacity 100 MW
• E2= {(1D,2U,3U),(1U,2D,3U),(1U,2U,3D)}
P(E2) = P{(1D,2U,3U)U(1U,2D,3U)U(1U,2U,3D)}
• Using addition rule,
P(E2)= P{(1D,2U,3U)} + P{(1U,2D,3U)} + P{(1U,2U,3D)}
P(E2) = P(1D ∩ 2U ∩ 3U) + P(1U ∩ 2D ∩ 3U) + P(1U ∩ 2U ∩ 3D)

• Using multiplication rule,

P(E2)= P(1D)×P(2U)×P(3U) + P(1U)×P(2D)×P(3U) + P(1U)×P(2U)×P(3D)

• Using complementation,
P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99

• Then, P(E2) = 0.029403

35
 Capacity 150 MW
• E3= {(1U,2U,3U)}
P(E3) = P(1U ∩ 2U ∩ 3U)
• Using complementation,
P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99
• Using multiplication rule,
P(E3) = P(1U)×P(2U)×P(3U)
P(E3) = 0.99×0.99×0.99 = 0.970299

36
Generating Probability Distribution

Capacity (MW) Probability

0 0.000001
50 0.000297
100 0.029403
150 0.970299

37
 Lossof Load Probability
• Assume that load has
distribution shown on Load (MW) Probability
right, find loss of load
probability. 50 0.20
• Let Ebe the event that 100 0.75
system suffers loss of
load, then 150 0.05
E= {Generation < Load}

38
• Let
– B1be an event that load is 50MW
– B2 be an event that load is 100MW
– B3 be an event that load is 150MW
• Then, using Bayes’ rule,
P(E)= P(E|B1)×P(B1) + P(E|B2)×P(B2) + P(E|B3)×P(B3)
P(E)= P(E|B1)×0.20 + P(E|B2)×0.75 + P(E|B3)×0.05

39
 Load 50 MW
1 1 1 1
50 50 50 50
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
50 50 50 50
2 2 2 2
3 3 3 3
50 50 50 0
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

P(E|B1) = P{ (1D,2D,3D) } = 0.000001

40
 Load 100 MW
1 1 1 1
100 100 100 100
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
100 100 100 100
2 2 2 2
3 3 3 3
50 50 50 0
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

P(E|B2) =P{(1D,2D,3U),(1D,2U,3D),(1U,2D,3D), (1D,2D,3D) }

P(E|B2) = 0.000297 + 0.000001 = 0.000298 42
 Load 150 MW
1 1 1 1
150 150 150 150
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3 (1D,2U,3 (1U,2D,3 (1U,2U,3
U) U) U) D)

1 1 1 1
150 150 150 150
2 2 2 2
3 3 3 3
50 50 50 0
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

P(E|B3) = 1 - P{ (1U,2U,3U) } = 0.029701 42

• Lossof load probability is,
P(E)= P(E|B1)×0.20 + P(E|B2)×0.75 + P(E|B3)×0.05
P(E)= 0.000001×0.20 + 0.000298×0.75 + 0.029701×0.05
P(E)= 0.00170875

43
 Example

Magic number?? • 3 generators

• Each50 MW
1 • Identical probability of failure
2 Load
= 0.01
• Assume that each generator
3 fails independently.
• Find probability distribution
of generating capacity.

44
Probability density function
Probability distribution function
Survival function
Hazard rate function
Expectation, variance, covariance, and correlation
Moment generating function

RANDOM VARIABLES

45
 Random Variable (RV)

A real-valued function that assigns

numerical values to all possible outcomes
in the state space
• Discrete RVassigns discrete value.
– Ex:Number of components down in apower
system
• Continuous RVassigns continuous value.
– Ex:Time to failure of acomponent
46
Discrete RV:Number of T- Lines Down

Outcomes Random Variable

Line 1
(1 Up, 2 Up) 0
Line 2
Line 1
(1 Up, 2 Down)
Line 2 1
Line 1
(1 Down, 2 Up)
Line 2
Line 1
(1 Down, 2 Down) 2
Line 2 48
 Continuous RV:Time to Failure

Agenerator start working at

time x = 0
G

Outcome: time to It can fail at any time, x ≥0

failure

Random Variable, X x≥0

48
 Probability Density Function
A function that gives probabilities associated
with all possible values of arandom variable.
Prx  X  x 
px  PrX  x f x lim
x x0 
• Discrete RV: • Continuous RV: x
Exponential distribution function
PrX  1  0.1
f x 0.5e0.5x , x  0
0.5
0.3 0.3

Pr 2  X  3  0.5e 0.5x d

3
0.2
2
0.1 0.1 x

1 2 3 4 5 1 2 3 4 5

49
 Probability Distribution Function
A function that gives a probability that a random
variable X takes on value less than or equal to x.
F a  Pr  X  xi  F a PrX  a   
a
f
xi a 
xdx
• Discrete RV: 1.0
• Continuous RV:
0.9
Exponential distribution function

0.6

0.3

0.1

1 2 3 4 5 1 2 3 4 5

F 2 PrX  2 0.1 0.2  0.3 50

 Consider XasTime to Failure

Agenerator start working at

time x = 0
G

Outcome: time to It can fail at any time, x ≥0

failure

Random Variable, X x≥0

51
Failure Probability Density Function

Probability that a component fails attime x.

Prx  X  x  x
f x lim
x0 
x
Exponential distribution function

f x 0.5e0.5x , x  0
0.5

Pr 2  X  3  0.5e 0.5x d

3

2
x

1 2 3 4 5

52
 Failure Probability Distribution
Function
A probability that a component failsbefore
or at time x.
F x PrX  x  f tdt
x



Exponential distribution function

1 2 3 4 5

53
 Survival Function
A function that gives probability ofa
component survival beyond timex.

Rx PrX  x 1 PrX  x 1 F x

• Time to failure of a component is a random variable,
X.
• Commonly used in reliability theory


R4  Pr X  4   0.5e 0.5x d
0.5
4
x

55
 Hazard Rate Function
A function that gives a rate at time x, at which
a component fails ( i.e. failure rate), given that
it has survived for timex.

• Denoted by Ф(x),
Probability of a component fails between time x and x+Δx given
that it has survived for time x

Prx  X  x  x | X  x
x lim
x0 x
55
• From,
Prx  X  x  x | X  x
x lim
x0 x
• We have

Prx  X  x  x 
 x  lim
1

x0 x PrX  x
f x
x
R x

56
 An Important Relationship
• From hazard function asΔx → 0,
xx  Prx  X  x  x| X  x
• This gives probability of failure of a
component in interval (x,x+Δx).
 x

Prx  X  x  x | X 
x

x x +Δ x 58
 Expected Value
Average amount of the outcome of a
random experiment; sum of probabilityof
each possible outcome multiplied by its
value
• Summation for discrete RV
EX   xi PX  xi 
i

• Integration for continuous RV


EX   xf xdx


58
 Variance
Measure squared distance of thepossible
values from expected value
VarX  E X  E X 2

• For discrete RV,

VarX   xi  EX  P X  xi 
2

i
• For continuous RV,

VarX   x  E X  2
f x dx


59
Binomial distribution
Poisson distribution
Exponential distribution

SOME DISTRIBUTIONS

60
 Binomial Distribution Function
• Discrete distribution
• Number of success(or failure) inn
independent trials
• Eachtrial has two outcomes, success or failure
• Sameprobability of success,p
• Probability of getting x successin n trialsis,
n x
PrX  x f x;n, p   p 1 p
nx

 x
E X  np Var X  npq
61
 Binomial Distribution Example
• 3 identical components, each has probability
of success,p.
1U 2U 3U
X= number of component in upstate

 3 2
1D 2U 3U 1U 2D 3U 1U 2U 3D PrX  2 f 2;3, p   p 1 p
 2

1D 2D 3U 1U 2D 3D 1D 2U 3D

1D 2D 3D

62
 What if # of trials continue to ∞ ?
• Let p =Λ/n, Λ= number of events in n trials,
• Asn →∞,
        
nx

x
n
PrX  x  f x;n, p   f  x;n,      1 
 n   x  n   n

     x 
e
Pr X  x  f  x; n,  
 n x!
• This leads to the nextdistribution.

63
 Poisson Distribution
• Discrete distribution
• Number of occurrences(failure or success) ina
fixed time
• Given that an average/expected number of
events isΛ,
• Probability of x occurrences in this intervalis,
xe
PrX  x f x;
x!
EX   VarX  
64
 Poisson Distribution Example
• Atransmission line fails on average 2 times
per year, propose Poisson distributions model
for 5-year and 10-year time interval.
• What isΛ?
• What is the probability ofhaving 2 failures in 5
years?
• What is the probability of having 2 failuresin
10 years?

65
 What if # of failureis zero?
• If after a long experiment, we found out that within time
period, t, we have number of failure equals to Λ.
• The average number of failure is then  , let us
represent this number by λ =  . t
t 0 
• Then,
e
PrX  0 f 0;   e 
 e t
0!
• Gives probability of no failure during time t, or
equivalently, this is the probability that the components
has survived up to time t. (to be continued…)

66
 X: Time to Failure

Agenerator start working at

time x = 0
G

Outcome: time to It can fail at any time, x ≥0

failure

Random Variable, X x≥0

67
 Exponential Distribution Function
• Non-negative continuous random variable
• Commonly used to represent up time ofa
component
• Probability that a component will fail at time x
is,
f x ex , x 
• Mean time to failure (MTTF) is EX 
0 1


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 Exponential Distribution Example

x1 x2 x3 x4 x5

x1  x2  xn
• Mean time to failure is 
n
• n = number of failures
1 n
 
MTTF Total observatio n time
• λ is called “Failure rate”.

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 Constant Hazard Function
• If we assume that the up time of a component
is exponentially distributed, the failure rate is
constant.
f x e x
,x 0 R x e   x , x  0
f x
x  , x  0
R x 

• This is also called “memoryless property”

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 Memoryless Property
• Observe a component up to time t. and a
component has not failed yet.
• Interested to find residual lifetime,Y= X-t.
FY x PrY  x | X t  PrX  t  x | X  t 
• Distribution of a residual lifetime isindependent
of the time that the component has been in
operations.
• This component does not age, only random
failure

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Characteristics of Exponential Dist.

f x ex R x e   x  x  

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Relationship with PoissonDistribution

• Constant failure rate, λ

• Consider time (0,t)
• Expected number of failure =λt
• Poisson distribution: probability of y failuresin
time t.
Pr Y  y  f y; t  
t  e
y  t

Y!
• If no failure occur in time t,
PrY  0 et
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• Recall survivor function of exponential
distribution,
Rt et ,t  0
• For Poisson failure, the distribution of time
between failures, y1, y2, y3,…are
exponentially distributed

y1 y2 y3 y4 y5

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 Other Distributions

• Normal distribution
• Weibull distribution
• Gamma distribution
• Log-normal distribution

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 Summary
• Probability theory
• Probability rules (addition, conditionalprobability)
• Basic application to power systems
• Some distributions, binomial, Poisson, exponential.
• Survival function
• Hazard function
• Relationship among distribution function, survival
function and hazardfunction
• Exponential distribution

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 Application
• Toconstruct system probability distribution,
given that failure probability of each
component is known.
• For repairable systems, components are
characterized by failure/repair rates, the
system is described by the stochastic process,
coming up in the next fewweeks.
• Exponential distribution has constant hazard
rate, we’ll be seeing a lot of it in this class

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 About Next Lecture
• Reliability Theory
– Physical meaning of hazard rate function
– Hazard rate function approximation
• Reliability measure
• Simple reliability evaluation techniques

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