Robust Engineering Design-By-Reliability With Emphasis Mechanical Components Structural Reliability

Robust Engineering
Design-By-Reliability
With Emphasis On
Mechanical Components
& Structural Reliability
VOLUME 1
Dimitri B. Kececioglu, Ph.D., RE.

Department of Aerospace and Mechanical Engineering
The University of Arizona
DEStech Publication
Robust Engineering Mi-by-Reliability with Emphasis on Mechanical
Components & Structural Reliability, Volume 1
DEStech Publications, lnc.
1148 Elizabeth Avenue #2
Lancaster, Pennsylvania 17601 U.S.A.
Copyright 0 2003 by Dimiti B. Kececioglu

All rights reserved
No part of this publication may be reproduced, stored in a

retrieval system, or transmitted, in any form or by any means,
electronic, mechanical, photocopying, recording, or otherwise,
without the prior written permission of Dimitri B. Kececioglu.
Printed in the United States of America

10 9 8 7 6 5 4 3 2 1
Main entry under title:

Robust Engineering Design-by-Reliakilitywith Emphasis on Mechanical Components
& Structural Reliability, Volume I
A DEStech Publications book

Bibliography: p.
Includes index p. 685
ISBN NO. 1-932078-07-X

PREFACE
This book, Volume 1 of a three-volume treatise, is the result of

Dr. Kececioglu’s over 45 years of design experience and his realizing
that current conventional design practices using the concepts of design
safety factors and safety margins are not meeting our current needs of
products which have to have very high reliabilities, are safe to operate,
easy to maintain, of highest quality and sold at globally competitive
prices. Witness the all too frequent failures of all types of products:
from cars, to appliances, to the Space Shuttle to the Mars Lander. Dr.
Kececioglu has spent over 36 years developing a more efficient design
methodology he calls: Robust Engineering Design by Reliability
(EDBR)- Mechanical Reliability.
EDBR provides the theoretical and practical tools whereby the
probability and capabililty of parts, components, products and sys-
tems to perform their required functions in specified environments,
for the required period of time without failure, namely their Reli-
ability, can be designed directly into them. In EDBR all design
variables and parameters are taken to be random variables, or dis-
tributed. First the failuregoverning stress equation is arrived at and
from this the distribution of the failuregoverning stress is determined.
Next the failure-governing strength equation is arrived at and from it
the distribution of the failuregoverning strength is determined. Sub-
sequently, the failuregoverning stress and strength distributions are
coupled mathematically, and the associated Reliability is calculated.
All design variables appear explicitely in all of these equations. This
makes it possible to conduct sensitivity analyses and to optimize the
design for weight, volume, and cost while meeting its reliability goal.
With today’s needs to conserve our dwindling physical resources
in terms of structural materials and fossil fuels, it is imperative that
equipment are designed to required Reliability goals; i.e. they should
neither be overdesigned with the attendant waste in materials and
energy consumed in operating the overly heavy equipment, nor un-
derdesigned with the attendant excessive frequency of equipment fail-
ure and of aborted missions, and the associated waste of materials for
spare parts and repairs, and of energy consumed in aborted missions.
It is imperative therefore that the principles expounded-upon in
this book are learned by Design Engineers and Reliability Engineers
so that equipment are designed to desired Reliabilities with optimized
xxvii
xxviii PREFACE
weight and performance characteristics, so that the life-cycle cost of

owning and operating these equipment would be minimum, and ma-
terials and energy will be saved in the process. It is to these needs
of better optimized designs to desired Reliabilities that this book ad-
dresses itself.
To effectively and expediently achieve these design goals however,
it should be assured that the performance results of these equipment
are fed back to engineering, manufacturing, quality control, inspec-
tion, testing, packaging, shipping, purchasing, receiving, sales, and
service so that the design specifications may be improved upon and
the necessary corrective actions taken.
This book is intended to be used as a first text in Engineering: De-
sign by Reliability by upper-level undergraduate and first-year gradu-
ate students, and as a working book for practicing Design and Reliabil-
ity Engineers. Emphasis has been placed on the clarity of presentation
and practicality of the subject matter. Knowledge of college mathe-
matics and of probability and statistics, and of a first course in Design
is required.
It is hoped that, in the not too distant future, Deans of Colleges of
Engineering will require at least one course in Probability and Statis-
tics of all their students, in addition to the regular math courses,
so that students taking Reliability and Quality Analysis, Reliability
Engineering, Reliability & Life Testing, Mechanical Reliability and
EDBR, Burn-In Testing, and Environmental Stress Screening courses
would already have the necessary mathematical background. It is sim-
ilarly hoped that most engineering students will be required to take
at least one course based on the contents of this book, because what
good is it to design and build equipment which meet the requirements
of performance specifications during the relatively short period of an
acceptance test only to fail shortly thereafter or before the required
period of function is consumated. To optimally minimize such prod-
uct failures, all engineers should be knowledgeable of the contents of
this book and should apply the principles presented herein regularly
and diligently.
It is hoped that efforts will be expended to attract students from
all fields of engineering, as well as from mathematics and physics, into
Mechanical Reliability, Engineering Design by Reliability, Reliability
Engineering and Maintainability Engineering, because these fields are
interdisciplinary, and the demand for engineers knowledgable of these
PREFACE xxix
subjects is great and their supply is meager.

Chapter 1 provides an intoduction to the concept of probabilistic
Engineering Design by Reliabilty (EDBR) and explains how important
this methodology is in assuring that designs are accomplished through
the process of determining the failure-governing stress and strength
distributions of a component, and then combining them mathemati-
cally to quantify the designed in Reliability. The design is then com-
pared with the specified Reliability goal. If the designed-in Reliability
is equal to or slightly greater than the specified goal, then a successful
design has been achieved. The methodology is applied to designing a
shaft and the result is compared with the conventional deterministic
design methodology result. It is found that the EDBR methodology
achieves a design that assures a specified Reliability goal while saving
better than 40% in material in the necked down section of the shaft.
Designing to a higher Reliability goal will yield even higher savings.
Furthermore, all design variables are explicitely brought out in the
EDBR methodology, which enables the better optimization of the de-
sign. Also a relationship between a safety factor and Reliability is
provided which shows that some very high safety factors, as given in
Table 1.3 on page 29, yield Reliabilities as low as 0.7132 with a safety
factor as high as 5 .
Chapter 2 presents in detail a fifteen-step Reliability prediction
methodology and the ”Robust Engineering Design by Reliability”
methodology this book covers. This methodology is illustrated with an
example involving multiple failure modes and determining the overall
Reliability of a component considering all failure modes.
The designed-in, lower one-sided Reliability confidence limit is de-
termined at a specified confidence level, as well as the impact of the
sample size of data used to determine the distribution of the failure-
governing stress and strength distributions on this Reliability confi-
dence limit.
Chapter 3 presents three methods of synthesizing distributions,
which are needed to determine the failure-governing stress and strength
distributions needed to quantify the designed-in Reliability. These
methods are the (1) Central Limit (2) Moments and (3) Monte Carlo
Simulation Methods, and are illustrated by examples, including the
use of a very important figure which enables one to determine at a
glance the synthesized failure-governing stress and strength distribu-
tions, once their coefficients of skewness and kurtosis are quantified
xxx PREFACE
from raw data or from the parameters of these distributions. Also

covered are methods to determine the percentiles of distributions.
The moments method which utilizes the fact that a nonlinear func-
tion can in general be linearized by expanding it in a Taylor’s series
about its mean values, from which the first moment, or the mean of
the function is obtained. Subsequently, the second moment about the
mean, or the variance, is determined, as well as the third and the
fourth central moments; i.e. the skewness, as,and the kurtosis, ( ~ 4 ,
are determined.
Methods of generating random values are given to enable the a p
plication of the Monte Carlo Simulation method to synthesize the
failure-governing stress and stength distributions. The error in the
output of a Monte Carlo Simulation process, as a function of the
number of simulations used to arrive at the output, is also quantified:
a very important subject.
Chapter 4 covers methods of determining the failure-governing
stree distribution from the load characteristics and their associated
distributions, the geometry of the components, and their dimensions
with their tolerances. A nine-step method is given to arrive at the
failure-governing stress distribution. The method of binary synthe-
sis of distributions is presented assuming that the input distributions
are normal and the synthesized distribution also approaches a normal
distribution. Next, the system moments method is presented to de-
termine the failure-governing stress distribution, as well as the Monte
Carlo Simulation method. The resulting failure-governing stess dis-
tributions, show that the binary synthesis and the Monte Carlo Sim-
ulation methods yield results in very good agreement.
Chapter 5 provides methods of determining the failure-governing
strength distribution using the same methods discussed in Chapter 5,
knowing that the static strengths; i.e., proportional limit, lower and
upper yield strength, ultimate strength, and breaking strength are
all distributed. Three component failure criteria are covered; i.e., the
(1) Maximum Shear-Stress-Strength, (2) Maximum Distortion Energy
Strength, (3) the Von Mises-Hencky-Goodman Combined Stress Fa-
tigue Strength Criteria. A five-step methodology is presented to de-
termine the appropriate failure-governing strength distribution. An
illustrative example is provided using the binary synthesis of distribu-
tions, the system moments, and the Monte Carlo Simulation methods,
and the results are compared. It is found that the Monte Carlo Sim-
PREFACE xxxi
ulation method is the best, the moment method is the next best and
the binary synthesis method is the third best.
Chapter 6 provides illustrated methods of calculating the Reliabil-
ity of components using the following three models: (1) R = P ( S > s).
(2)R = P ( S - s > 0). (3) R = P(+ > 1). The first model says that
Reliability is given by all probabilities that Strength, S, is greater
than stress, s. Model 2 says that Reliability is given by all probabil-
ities that the difference between Strength and stress is positive, and
Model 3 says that Reliability is given by all probabilies that the ratio
of Strength to stress is greater than 1. Based on these models the
designed-in Reliability is quantified, leading to a double integral con-
taining the equations for the failure-governing stress and strength dis-
tributions. Methods of quantifying these double integrals are given,
consisting of numerical integration using Simpson’s rule and Mellin
transforms, when the stress and Strength distributions are lognormal,
gamma, and Weibull. Closed form solutions for the designed-in Reli-
ability are also given when stress and Strength are both normally or
lognormally distributed. The Reliability of components subjected to
fatigue, given a fixed alternating stress level, the corresponding cycles-
to-failure distribution and a specific life requirement, is quantified, as
well as the Reliability at a specific life given the correponding failure
governing stress and Strength distributions, and also for additional
cycles of operation under combined stresses.
Chapter 7 covers the determination of the designed-in Reliabil-
ity confidence limit at a specified confidence level. Confidence levels
of 50%, SO%, TO%, SO%, 90%, 95%, 99% and 99.9% are provided,
and curves relating the Relilability index and the effective, combined,
sample size for the failure-governing stress and Strength distributions’
sample sizes. The effect of the failure-governing stress and Strength
distributions’ sample sizes on the lower one-sided Reliability c o d -
dence limit is quantified. Illustrative examples are worked out for a
variety of conditions, including the way to design a Reliability goal at
a specified confidence level.
Chapter 8 covers the quantification of the Unreliability and Re-
liability of the stress/Strength distributions interference. The failure
probability and the failure function are derived, and the correct area in
the interference region at the right tail of the failure-governing stress
distribution and at the left tail of the failure-governing Strength dis-
tribution is identified with some surprizing results.
xxxii PREFACE
Chapter 9 provides a unified look at design safety factors, safety

margins and measures of Reliability. Relationships between Reliabil-
ity, median safety factor, and the standard deviation of the safety
factor’s distribution are derived when the failure-governing stress and
Strength distributions are both normal, and also when they are both
lognormal. These relationships are plotted thus making it easy to
quantify the designed-in Reliability when the median safety factor
and the standard deviation of the safety factor’s distribution and the
failure-governing stress and Strength distributions are known.
Chapter 10 provides the comparative accuracy of evaluating Re-
liability using Simpson’s Rule, the Trapezoidal Rule and the Gauss-
Legendre Method. These rules and methods are used when the eval-
uation of the designed-in Reliability in closed form is not possible,
requiring the use of these numerical integration methods. Through ex-
amples it is shown that the Gauss-Legendre method yields the highest
accuracy, next comes Simpson’srule with the Trapezoidal rule yielding
the lowest accuracy.
Chapter 11 covers special exact solutions for the prediction of
the Reliability of mechanical components and structural members.
Thirteen different failure-governing stress and strength combinations
are worked out and illustrated by examples involving the lognormal,
gamma, exponential, uniform, Weibull, extreme value, and normal
distributions.
Chapter 12 presents numerical solutions for the prediction of the
designed-in Reliability of mechanical components and structural mem-
bers when closed form solutions are not available. Six different cases
are covered; namely, (1) Weibull failure-governing stress and strength
distributions, (2) normal and Weibull, (3) Weibull and normal, (4)
lognormal and Weibull, ( 5 ) Weibull and lognormal, and ( 6 ) extreme
value of the maxima and extreme value of the minima, respectively.
All of these cases are illustrated by worked out examples.
Chapter 13 covers the Monte Car10 Simulation method for Relia-
bility determination when closed form solutions for the quantification
of the designed-in Reliability are not available.
Chapter 14 presents the process of Failure Modes, Effects, and
Criticality Analysis (FAMECA), which enables the identification of
all critical failure modes and design factors involved in all critical
components in a product. A procedure to rank the criticality of these
failure modes and the components in which they occur is presented.
PREFACE xxxiii
Then, those that come to the top of the criticality ranking are the ones
that are tackled first, thus utilizing the available resources, including
Design and Reliability Engineers, more efficiently and effectively. Two
methods for implementing a FAMECA are discussed in detail and are
illustrated by examples.
Chapter 15 provides seven additional examples of applications of
the methodologies presented in the previous chapters to practical de-
sign cases, with detailed discussion of their solutions.
Chapter 16 discusses factors and resources to consider for the ef-
ficient implementation of the EDBR methodology. Guidelines are
provided on when to use the presented methodologies, so that the
available manpower and time is put to best use.
ACKNOWLEDGMENTS
The author is deeply indebted to his wife Lorene June Kececioglu,
his daughter Dr. Zoe Diana Kececioglu/Draelos, M.D. Dermatolo-
gist and Dermatology Consultant, and his son Dr. John Dimitri Ke-
cecioglu, Associate Professor of Computer Science with tenure, The
University of Arizona, for their constant encouragement and support.
The contributions of the author’s graduate students is very grate-
fully acknowledged, especially those of Drs. Feng-Bin Sun, Ding Jun
Li, Siyuan Jiang, Wendai Wang, Jiliang Zhang, Yongcang Zhang, and
Messrs. Zishan Wei, Qishan Li, Dimitri Dimou and Thomas Spachos.
The DEStech Publications President, Mr. Anthony A. Deraco and
his staff did an outstanding job in publishing this beautiful book, and
the author is deeply indebted to him.
Dr. Dimitri B. Kececioglu, P.E.

Tucson, Arizona
April 2002
VOLUME 1
TABLE OF CONTENTS
PREFACE.. .. . . . . . . .. . . . .. . . . . .. .. . . . . . . . . . .. .. . . . . . . . , .. . .. . . . . . . . . .xxvii
CHAPTER 1- INTRODUCTION ......................................... 1
1.1- THE NEED FOR ENGINEERING DESIGN BY RELIABILITY.. . 1
1.2- DIFFERENCES BETWEEN MECHANICAL
AND ELECTRONIC RELIABILITY
PREDICTION METHODS ......................................... 2
1.3- AVAILABLE MECHANICAL RELIABILITY
PREDICTION METHODS. .. . . . . . . . .. .. .. . . . . .. . .. . . .. . . .. . . . . .. . . 3
1.4- COMPARISON OF THE CONVENTIONAL
DESIGN METHODOLOGY AND THE
“ENGINEERING DESIGN BY RELIABILITY”
METHODOLOGY ................................................. 4
EXAMPLE 1-1 ... ... . .. .. . . . .. .. .. .. . . . ..... . . . .. .. .. . . . . .. . . . .. .. 9
SOLUTION T O EXAMPLE 1-1 ................................... 9
EXAMPLE 1-2 .. .. .. .. .. . . .. . . . .. . . . .. . .. .. .. . .. ... . .. .. .. .. . .. . . 16
SOLUTION T O EXAMPLE 1-2 .................................. 16
1.5- THE SAFETY FACTOR AND SAFETY
MARGIN CONCEPTS IN DESIGN VERSUS THE
RELIABILITY CONCEPT . . .. .. .. . . . . . . ... . . .. . . .. . . . . . .. . . . . .. . 2 5
EXAMPLE 1-3 ................................................... 32
SOLUTION T O EXAMPLE 1-3.. .. . . . . . ... . . . .. . . . .. . . . . . . .. . . .. 3 2
PROBLEMS ........................................................... 34
REFERENCES ........................................................ 35
CHAPTER 2- FIFTEEN-STEP RELIABILITY PREDICTION
AND THE “ROBUST ENGINEERING DESIGN
BY RELIABILITY” METHODOLOGY. . . . . .. . . . ... . . .. .41
2.1- INTRODUCTION .. .... .. ... . . . . .. .. .. .. .. . .. . .. . . .. . . . .. .. .. ... . 41
vii
...
Vlll CONTENTS
2.2- DEFINITION O F RELIABILITY ................................. 42
2.3- FIFTEEN-STEP METHODOLOGY .............................. 43

EXAMPLE 2-1 ................................................... 59
SOLUTIONS T O EXAMPLE 2-1 ................................. 59
EXAMPLE 2-2 ................................................... 64
SOLUTIONS T O EXAMPLE 2-2 ................................. 64

PROBLEMS ........................................................... 66
REFERENCES ........................................................ 67
CHAPTER 3- THE CENTRAL LIMIT THEOREM.
AND THE MOMENTS AND THE MONTE CARL0
SIMULATION METHODS OF SYNTHESIZING
DISTRIBUTIONS ....................................... 69
3.1- THE SUM OF MANY INDEPENDENT
AND INDENTICALLY DISTRIBUTED (IID)
RANDOM VARIABLES .......................................... 69
EXAMPLE 3-1 ................................................... 73

3.2- THE CENTRAL LIMIT THEOREM .............................. 75
EXAMPLE 3-2 ................................................... 76

3.3- THE METHOD O F MOMENTS .................................. 80
EXAMPLE 3-3 ................................................... 99
3.4- INTERPOLATION PROCEDURE FOR t.b,

TABLES ......................................................... 103
EXAMPLE 3-4 .................................................. 103
SOLUTION T O EXAMPLE 3-4 ................................. 103
EXAMPLE 3-5 .................................................. 105
CONTENTS ix
3.5- THE MONTE CARLO SIMULATION METHOD . . . . . . . . . . . . . . . .106

3.5.1- A GENERAL METHOD T O GENERATE
A RANDOM VARIATE ................................... 107
3.5.2- GENERATION O F RANDOM NUMBERS ................ 111

3.5.3- GENERATION O F RANDOM VARIATES ................ 112
EXAMPLE 3-6 ........................................... 112
SOLUTION T O EXAMPLE 3-6 .......................... 112
EXAMPLE 3-7 ........................................... 113
SOLUTION TO EXAMPLE 3-7 .......................... 113
3.5.4- GENERATION O F TWO CORRELATED VARIATES ....115
3.5.5- GENERATION OF THE MULTIVARIATE
NORMAL PDF ........................................... 120
3.5.6- HOW TO APPLY THE MONTE CARLO
SIMULATION METHOD ................................. 120
3.5.7- ERROR BAND ESTIMATION ON MONTE
CARLO SIMULATION ................................... 131
3.6- COMMENTS ON METHODS FOR SYNTHE
SIZING DISTRIBUTIONS ....................................... 136
PROBLEMS .......................................................... 136
REFERENCES ....................................................... 139
CHAPTER 4- METHODS O F DETERMINING THE FAILURE
GOVERNING STRESS DISTRIBUTION ............... 141
4.1- DETERMINATION O F THE LOAD
CHARACTERISTICS AND THE ASSOCIATED
STRESS DISTRIBUTION ....................................... 141
4.2- PROCEDURE FOR DETERMINING THE FAILURE
GOVERNING STRESS DISTRIBUTION ........................ 150
4.3- METHODS OF SYNTHESIZING THE
FAILURE GOVERNING STRESS DISTRIBUTION ............. 159
4.4- BINARY SYNTHESIS OF DISTRIBUTIONS ................... 159
X CONTENTS
4.5- GENERATION OF SYSTEM MOMENTS ....................... 166

4.6- MONTE CARL0 SIMULATION................................. 170
EXAMPLE 4-1 .................................................. 173

SOLUTION TO EXAMPLE 4-1 ................................. 174
PROBLEMS .......................................................... 175
REFERENCES ....................................................... 176
CHAPTER 5- METHODS OF DETERMINING THE FAILURE
GOVERNING STRENGTH DISTRIBUTION ........... 179
5.1- DISTRIBUTION OF THE MATERIAL PROPERTIES
AND THE ASSOCIATED STRENGTH
DISTRIBUTION ................................................ 179
5.2- DATA GENERATION AND DETERMINATION
OF THE DISTRIBUTIONS OF THE MATERIAL
STRENGTH PROPERTIES ..................................... 181
5.2.1- STATIC STRENGTH DISTRIBUTION ...................182

5.2.2- CYCLES-TO-FAILURE DISTRIBUTIONS ................ 185
5.2.3- STRESS-TO-FAILURE DISTRIBUTIONS
FOR FINITE LIFE ....................................... 196
5.2.4- STRESS-TO-FAILURE DISTRIBUTIONS

FOR LONG LIFE .ENDURANCE STRENGTH
DISTRIBUTION .......................................... 207
5.2.5- THE DISTRIBUTIONAL GOODMAN DIAGRAM ........212

5.3- PROCEDURE FOR DETERMINING THE FAILURE
GOVERNING STRENGTH DISTRIBUTION .................... 218
5.4- BINARY SYNTHESIS OF NORMAL DISTRIBUTIONS
METHOD ....................................................... 229
EXAMPLE 5-1 .................................................. 229
5.5- GENERATING SYSTEM MOMENTS METHOD ................ 231
CONTENTS xi
5.6- MONTE CARLO SIMULATION METHOD ..................... 233

PROBLEMS .......................................................... 234
REFERENCES ....................................................... 235
CHAPTER 6- ILLUSTRATED METHODS OF CALCULATING
THE RELIABILITY OF COMPONENTS ............... 241
6.1- INTRODUCTION ............................................... 241
6.2- THE GENERAL RELIABILITY EXPRESSION TO BE USED
WHEN f(S)AND f(s) ARE BOTH NEITHER NORMAL
NOR LOGNORMALLY DISTRIBUTED ......................... 242
6.3- NUMERICAL INTEGRATION .................................. 245
6.4- MELLIN TRANSFORMS ........................................ 248
6.4.1- DETERMINATION OF THE AREAS UNDER
THE LOGNORMAL DISTRIBUTION FOR RELIABILITY
CALCULATIONS ......................................... 259
6.4.2- DETERMINATION OF AREAS UNDER THE GAMMA
DISTRIBUTION FOR RELIABILITY CALCULATIONS . 260
EXAMPLE 6-1 ........................................... 261
SOLUTIONS TO EXAMPLE 6-1 ......................... 261
6.4.3- DETERMINATION OF THE AREAS UNDER
THE WEIBULL DISTRIBUTION
FOR RELIABILITY CALCULATION..................... 262
6.5- MONTE CARLO SIMULATION................................. 263
6.6- NORMAL FAILURE GOVERNING STRESS
AND STRENGTH DISTRIBUTIONS ............................ 263
EXAMPLE 6-2 ................................................. 268
6.6.1- GENERATING NORMAL DISTRIBUTION APPROXI-
MATION FROM MOST PESSIMISTIC, MOST LIKELY
AND MOST OPTIMISTIC ESTIMATES ..................269
EXAMPLE 6-3 ........................................... 270
xii CONTENTS
6.7- LOGNORMAL FAILURE GOVERNING STRESS

AND STRENGTH DISTRIBUTIONS. .......................... .272
6.8- RELIABILITY OF COMPONENTS GIVEN THE FAILURE
GOVERNING STRESS DISTRIBUTION AND A DISCRETE,
FIXED FAILURE GOVERNING STRENGTH. ................. .274
EXAMPLE 6-4 ................................................. 277
6.9- RELIABILITY OF COMPONENTS GIVEN A DISCRETE
FAILURE GOVERNING STRESS AND THE FAILURE
GOVERNING STRENGTH DISTRIBUTION. .................. .279
EXAMPLE 6-5 ................................................. 279
6.10- RELIABILITY OF COMPONENTS GIVEN DISCRETE
FAILURE GOVERNING STRESS AND STRENGTH ......... .281
6.11- RELIABILITY WHEN f(s) AND f(S)ARE BOTH
NORMAL, AND WHEN s=s
................................. 283
6.12- RELIABILITY WHEN FAILURE GOVERNING
STRESS AND STRENGTH ARE BOTH DISTRIBUTED.. ... .285
EXAMPLE 6-6 ................................................ 285
SOLUTION TO EXAMPLE 6-6 ................................ 285
6.13- RELIABILITY OF COMPONENTS SUBJECTED TO
FATIGUE GIVEN A FIXED ALTERNATING
STRESS LEVEL, THE CORRESPONDING
CYCLES-TO-FAILURE DISTRIBUTION AND
A SPECIFIC LIFE REQUIREMENT.. ........................ .286
EXAMPLE 6-7 ................................................ 289
SOLUTION TO EXAMPLE 6-7.. ............................. .291
EXAMPLE 6-8 ................................................ 291
SOLUTION TO EXAMPLE 6-8 ................................ 293
6.14- RELIABILITY WHEN OPERATING AN ADDITIONAL
NUMBER OF CYCLES HAVING ALREADY
COMPLETED A SPECIFIC NUMBER OF CYCLES
OF OPERATION AT A SPECIFIC ALTERNATING
CONTENTS
...
Xlll
STRESS LEVEL AND THE ASSOCIATED F ( N ) . . . . . . . . . . . . . .296

EXAMPLE 6-9 ................................................ 297
SOLUTIONS TO EXAMPLE 6-9 . . . . . . . . .. . . . . . . . . . . . . . .. .. . . . 298
6.15- RELIABILITY GIVEN THE DISTRIBUTION
OF THE DUTY CYCLES OF OPERATION
OF IDENTICAL COMPONENTS AND THEIR
CYCLES-TO-FAILURE DISTRIBUTION
UNDER FATIGUE LOADING . .. . . . . . . . . . . . . . .. . . .. . . . . . .. .. . . 301
EXAMPLE 6-10 . . . . . . . . . . ... . . . . . . . . . ,. .. . . . . .. . . . . . . . . . . .. . ..306
SOLUTION TO EXAMPLE 6-10. . . . . . . .. .. . . ... . . .. .. . . .. . .. ..306
EXAMPLE 6-11 . . . . . . ... .. .. . . . . . . . . . . . . . .. .... . . . . . . . .. .. .. . .308
SOLUTION TO EXAMPLE 6-11.. . . . .. .. . . . . . . . .. . . .. .. . ... ...309
6.16- RELIABILITY FOR A SPECIFIC LIFE GIVEN
THE FAILURE GOVERNING STRENGTH
DISTRIBUTION FOR THAT LIFE AND A
CONSTANT MAXIMUM ALTERNATING
STRESS UNDER FATIGUE LOADING . .. . . . . .. . .. .. .. .. .. .. ..311
EXAMPLE 6-12 . . . .. . . . . . . . .. . . . . .. .. .. . . .. . . . . .. . .. .. . . .. ... .312
SOLUTION TO EXAMPLE 6-12.. . . . .. . . . .. . ... . . . .. . . . . . .. .. .312
6.17- RELIABILITY FOR A SPECIFIC LIFE GIVEN
THE FAILURE GOVERNING STRENGTH
DISTRIBUTION FOR THAT LIFE AND THE
FAILURE GOVERNING MAXIMUM ALTERNATING
STRESS DISTRIBUTION FOR THAT
LIFE UNDER FATIGUE LOADING .. ,. . . .. . .. .. .. .. .. . . . . . .. .314
AND f ( ~ , , )BOTH NORMAL. ... . ...314
6.17.1- CASE OF f(Sn,)
EXAMPLE 6-13 . . . . . . . . .. . .. . . .. .. ... .. .. . .. . .. ... . ...314
SOLUTION TO EXAMPLE 6-13.. .. . .... . . . .. . . . ... .. .314
6.17.2- CASE OF f(S,,)AND f ( ~ , , )NOT BOTH NORMAL. .316
EXAMPLE 6-14 ... . . . . . . . . . . . .. .. .. . .. . . .. . . .. ... . . .. . .319
SOLUTION TO EXAMPLE 6-14.. . .. ... . .. . .. .. . . .. .. .319
6.18- RELIABILITY FOR COMPLETING AN
xiv CONTENTS
ADDITIONAL NUMBER OF CYCLES.

HAVING ALREADY COMPLETED A SPECIFIC
NUMBER OF CYCLES OF OPERATION
SUCCESSFULLY. GIVEN f(S,.). f(s..).
f(Snl+n)
AND f(s,.+, ) UNDER FATIGUE
LOADING ...................................................... 322
EXAMPLE 6-15 ............................................... 323
SOLUTION TO EXAMPLE 6-15 ............................... 323
6.19- RELIABILITY WITH COMBINED ALTERNATING
AND MEAN STRESS UNDER FATIGUE
LOADING ...................................................... 325
EXAMPLE 6-16 ............................................... 327
EXAMPLE 6-17 ............................................... 331
EXAMPLE 6-18 ............................................... 334
EXAMPLE 6-19 ............................................... 335
PROBLEMS .......................................................... 336
REFERENCES ....................................................... 338
CHAPTER 7- DETERMINATION OF THE DESIGNED-IN
RELIABILITY CONFIDENCE LIMIT
AT A SPECIFIED CONFIDENCE LEVEL ............. 341
7.1- INTRODUCTION ............................................... 341
7.2- DETERMINATION OF MECHANICAL
RELIABILITY .................................................. 342
EXAMPLE 7-1 ................................................. 347
7.3- DETERMINATION OF THE LOWER
ONESIDED CONFIDENCE LIMIT ON
CONTENTS xv
THE RELIABILITY ............................................. 347

EXAMPLE 7-2 ................................................. 361
SOLUTIONS TO EXAMPLE 7-2 ................................ 361
EXAMPLE 7-3 ................................................. 362
7.4- CALCULATING THE LOWER ONESIDED
CONFIDENCE LIMIT ON THE
RELIABILITY .................................................. 363
EXAMPLE 7-4 ................................................. 366
7.5- EFFECT OF CONFIDENCE LEVEL ON THE
LOWER, ONE-SIDED CONFIDENCE LIMIT
ON THE RELIABILITY......................................... 367
7.6- EFFECT OF SAMPLE SIZE ON THE LOWER.
ONESIDED CONFIDENCE LIMIT ON
THE RELIABILITY ............................................. 369
EXAMPLE 7-5 ................................................. 369
7.7- HOW TO DESIGN TO A RELIABILITY GOAL AT
A SPECIFIED CONFIDENCE LEVEL .......................... 370
EXAMPLE 7-6 ................................................. 371
7.8- CONCLUSIONS AND RECOMMENDATIONS ..................374
PROBLEMS .......................................................... 374
REFERENCES ....................................................... 377
CHAPTER 8- UNRELIABILITY AND RELIABILITY
DETERMINATION BY THE STRESS/STRENGTH
DISTRIBUTIONS’ INTERFERENCE APPROACH .....379
8.1- INTRODUCTION ............................................... 379
8.2- THE FAILURE PROBABILITY AND
FAILURE FUNCTION .......................................... 380
xvi CONTENTS
8.3- FAILURE FUNCTION DETERMINATION ..................... 381

EXAMPLE 8-1 ................................................. 383
EXAMPLE 8-2 ................................................. 391
8.4- THE SURVIVAL FUNCTION ................................... 397
8.4.1- OBTAINING THE SURVIVAL FUNCTION ............... 398
EXAMPLE 8-3 ........................................... 399
8.5- DETERMINATION OF RELIABILITY
OR UNRELIABILITY BY THE
DIFFERENCE-DISTRIBUTION METHOD ..................... 402
EXAMPLE 8-4 ................................................. 402
8.6- CONCLUSIONS ................................................. 404
PROBLEMS .......................................................... 405
REFERENCES ....................................................... 408
CHAPTER 9- A UNIFIED LOOK AT DESIGN SAFETY
FACTORS. SAFETY MARGINS AND
MEASURES OF RELIABILITY ........................ 409
9.1- INTRODUCTION .............................................. 409
9.2- FAILURE GOVERNING STRESS AND STRENGTH.
AND THEIR DISTRIBUTIONS ................................ 410
9.3- SAFETY FACTORS ............................................. 411
EXAMPLE 9-1 ................................................. 416
9.4- SAFETY MARGINS ............................................. 417
EXAMPLE 9-2 ................................................. 418
CONTENTS xvii
9.5- MEASURES O F RELIABILITY ................................ 420

EXAMPLE 9-3 ................................................. 425
SOLUTIONS T O EXAMPLE 9-3 ................................ 428
EXAMPLE 9-4 ................................................. 431
SOLUTIONS T O EXAMPLE 9-4 ................................ 431
EXAMPLE 9-5 ................................................. 435
9.6- CONCLUSIONS ................................................. 439
PROBLEMS .......................................................... 439
REFERENCES ....................................................... 442
CHAPTER 10- COMPARATIVE ACCURACY O F EVALUATING
RELIABILITY USING SIMPSON’S RULE.
T H E TRAPEZOIDAL RULE AND T H E
GAUSS-LEGENDRE METHOD ....................... 445
10.1- INTRODUCTION .............................................. 445
10.2- SIMPSON’S RULE, TRAPEZOIDAL RULE.
AND GAUSS-LEGENDRE METHODS ......................... 446
10.3- METHODOLOGY FOR EVALUATING
RELIABILITY ................................................. 448
10.3.1- T H E METHODOLOGY ............................... 448
10.3.2- EXAMPLES ........................................... 454
10.4- COMPARISON O F T H E ACCURACY ........................ 459
10.5- CONCLUSIONS ................................................ 463
REFERENCES ....................................................... 468
CHAPTER 11- EXACT AND EASY T O OBTAIN SOLUTIONS
F O R T H E PREDICTION O F T H E
RELIABILITY O F MECHANICAL
COMPONENTS AND STRUCTURAL
MEMBERS ............................................ 471
11.1- INTRODUCTION .............................................. 471
xviii CONTENTS
11.2- LOGNORMAL FAILURE GOVERNING

STRESS AND STRENGTH DISTRIBUTIONS .. . . . .. . . .. . .. .472
EXAMPLE 11-1 . . . . . . . . . . . .. . . .. . . . . . .. . . . . .. .. . . . .. .. . . . . .. ..474
SOLUTION T O EXAMPLE 11-1.. . .. ., . . . . . . .. . .. . . . . . . .. . . . ..474
11.3- GAMMA FAILURE GOVERNING STRESS
AND STRENGTH DISTRIBUTIONS .. .. . . . . .. .. . . . . . . . . . . . . . .475
11.3.1- T H E RELIABILITY EQUATION .. . . . . .. . . .. . . . . . . . . . .475
EXAMPLE 11-2 . . . . . .. .. .. . . .. .. . . . . . .. . . . . . . . . . . . . . ..479
SOLUTION T O EXAMPLE 11-2.. . . . .. . . . .. . . .. . . .. . . .479
11.3.2- EVALUATION O F T H E RELIABILITY WHEN
STRESS IS EXPONENTIALLY (GAMMA) DISTRIBUTED
AND STRENGTH IS GAMMA (EXPONENTIALLY
DISTRIBUTED .. . . .. . . . .. .. .. . . . . . . .. . . . . . .. . . . . . . . . . . 480
EXAMPLE 11-3 . .. . . . . . . . . . . . . . . . .. . . .. .. . .. . .. . . . .. . .481
SOLUTION T O EXAMPLE 11-3.. . . . . . . . . . . .. . . . . . . . . .481
11.4- EXPONENTIAL FAILURE GOVERNING
STRESS AND NORMAL FAILURE GOVERNING
STRENGTH DISTRIBUTIONS . . . .. .. . . . . . . . . . . . .. . . . . . . . . . . . .481
EXAMPLE 11-4 . .. . . . . . . . . .. . . . . . . . . . . . . . .. . .. . .. . . . . . . . . . .. ..484
SOLUTION T O EXAMPLE 11-4.. . . . . . . . .. . . . . . .. . . . . . . . . . . . ..484
EXAMPLE 11-5 . . . . . . . .. . . . . . . . . . . . . . .. .. . . .. .. . . . . . .. . . .. .. . .485
SOLUTION T O EXAMPLE 11-5.. . . . . . .. ... . .. . .. . .. . . . . . .. . . .485
STRESS AND TRUNCATED NORMAL
FAILURE GOVERNING STRENGTH
DISTRIBUTIONS . . . . . . . .. .. . . .. .. .. .. . . . . . .. .. . . . . . . . . . . . . . .. .486
11.5.1- EXPONENTIAL FAILURE GOVERNING
STRESS AND TWO-SIDES TRUNCATED
NORMAL FAILURE GOVERNING
STRENGTH DISTRIBUTIONS . . . .. .. . . .. . . .. . . .. . .. . . 486
11.5.2- EXPONENTIAL FAILURE GOVERNING STRESS
AND ONE-SIDE TRUNCATED NORMAL FAILURE
GOVERNING STRENGTH DISTRIBUTIONS . . ... . .. .488
CONTENTS XiX
EXAMPLE 11-6 ...................................... .488

SOLUTION TO EXAMPLE 11-6.. .................... .488
1 1 . 6 NORMAL FAILURE GOVERNING STRESS
AND EXPONENTIAL FAILURE GOVERNING
STRENGTH DISTRIBUTIONS ............................... .490
EXAMPLE 11-7 .............................................. .493
SOLUTION TO EXAMPLE 11-7.. ............................ .493
11.7- TRUNCATED NORMAL FAILURE GOVERNING
STRESS AND EXPONENTIAL FAILURE
GOVERNING STRENGTH
DISTRIBUTIONS ............................................. .494
11.7.1- TWO-SIDES TRUNCATED NORMAL FAILURE
GOVERNING STRESS AND EXPONENTIAL
DISTRIBUTIONS ..................................... .494
EXAMPLE 11-8 ...................................... .495
SOLUTION TO EXAMPLE 11-8.. .................... .496
11.7.2- ONE-SIDE TRUNCATED NORMAL FAILURE
GOVERNING STRESS AND EXPONENTIAL
DISTRIBUTIONS ..................................... .496
STRESS AND STRENGTH DISTRIBUTIONS .................498
EXAMPLE 11-9 .............................................. .499
SOLUTION TO EXAMPLE 11-9.. ............................ .499
11.9- UNIFORM FAILURE GOVERNING STRESS
AND GAMMA FAILURE GOVERNING
STRENGTH DISTRIBUTIONS ............................... .499
EXAMPLE 11-10 ............................................. .501
SOLUTION TO EXAMPLE 11-10. ............................ 501
11.10- GAMMA FAILURE GOVERNING STRESS
AND UNIFORM FAILURE GOVERNING
STRENGTH DISTRIBUTIONS .............................. .502
CONTENTS
EXAMPLE 11-11 ............................................ 503

SOLUTION T O EXAMPLE 11-11.. ......................... .503
AND NORMAL FAILURE GOVERNING
EXAMPLE 11-12 ............................................ 506
SOLUTION T O EXAMPLE 11-12 ........................... .506
EXAMPLE 11-13 ............................................ 509
SOLUTION TO EXAMPLE 11-13.. ......................... .509
AND WEIBULL FAILURE GOVERNING
STRENGTH DISTRIBUTIONS. ............................. .510
11.13.1- UNIFORM FAILURE GOVERNING STRESS
STRENGTH DISTRIBUTIONS
WITH 7s 5 a . . ..................................... .510
EXAMPLE 11-14 ................................... 512
SOLUTION T O EXAMPLE 11-14.. .................512
STRENGTH DISTRIBUTIONS WITH a < 7s < b .. .512
STRENGTH DISTRIBUTIONS WITH 7s 2 b . . .... .513
STRENGTH DISTRIBUTIONS WITH /3 = 1 . . ..... .513
11.14- WEIBULL FAILURE GOVERNING STRESS
CONTENTS xxi
11.14.1- WEIBULL FAILURE GOVERNING STRESS

WITH 7s 5 c . . ...................................... 514
EXAMPLE 11-15 .................................. .515
SOLUTION TO EXAMPLE 11-15.. ................ .515
WITH c < ys < d .................................... 516
WITH ys 2 d ........................................ 516
WITH Ps = 1 ........................................ 516
AND EXTREME VALUE OF THE
MINIMA FAILURE GOVERNING
STRENGTH DISTRIBUTIONS ..................... ......... .517
EXAMPLE 11-16 ............................................ 519
11.16- EXTREME VALUE OF THE MAXIMA FAILURE
GOVERNING STRESS AND UNIFORM
DISTRIBUTIONS. ........................................... .519
EXAMPLE 11-17 ............................................ 521
PROBLEMS .......................................................... 522
REFERENCES ....................................................... 524
CHAPTER 12- NUMERICAL SOLUTIONS FOR THE
PREDICTION OF THE RELIABILITY
OF MECHANICAL COMPONENTS AND
xxii CONTENTS
STRUCTURAL MEMBERS WHEN CLOSED FORM

SOLUTIONS ARE NOT AVAILABLE.. . . . . . .. . . .. . .. .527
12.1- INTRODUCTION . . . . ... .. . .. . . . . .. . . . . . . . . .. . . . .. . . . . . . . . . . . . .527
STRENGTH DISTRIBUTIONS . .. . . .. .. .. .. . . . . . . . . . . . .. . . . . .. 528
STRENGTH DISTRIBUTIONS WITH ys 5 7 s . . . . . . . ..528
EXAMPLE 12-1 . . . .. .. . . . . .. . . . . . .. .. . . . . . . . . .. .. . . . . .530
SOLUTION TO EXAMPLE 12-1 . .. .. . . . . . . . . . . . . .. . . .530
STRENGTH DISTRIBUTIONS WITH ys > 7 s . . . . . . .. .530
STRENGTH DISTRIBUTIONS . . . . . . . .. .. . . .. . . . . . .. . . . . . . . . . . 531
EXAMPLE 12-2 ............................................... 532
SOLUTION TO EXAMPLE 12-2.. . . . . . . . .. . . . . . . . . . .. .. . . . . . . .532
STRENGTH DISTRIBUTIONS . . . . . . . .. . . . . .. . . . . . . . . . .. . . . . . .533
EXAMPLE 12-3 ............................................... 534
SOLUTION TO EXAMPLE 12-3.. . . . .. .. . . . . . . . .. .. .. . . .. . . . . .534
12.5- LOGNORMAL FAILURE GOVERNING STRESS
STRENGTH DISTRIBUTIONS . .. . . .. .. .. .. . . .. . . . .. .. . . . . .. ..534
EXAMPLE 12-4 ............................................... 535
SOLUTION TO EXAMPLE 12-4.. . . . .. .. . . . . . . . . . .. .. . . .. .. . . .535
AND LOGNORMAL FAILURE GOVERNING
STRENGTH DISTRIBUTIONS . . . . . . . .. . . .. . . . . .. . .. .. . ... .. ..536
EXAMPLE 12-5 ............................................... 536
CONTENTS xxiii
SOLUTION T O EXAMPLE 12-5.. ............................ .537

12.7- EXTREME VALUE O F T H E MAXIMA
FAILURE GOVERNING STRESS AND
EXTREME VALUE O F THE MINIMA
DISTRIBUTIONS ............................... ...............537
12.7.1- EXTREME VALUE O F THE MAXIMA
EXTREME VALUE O F T H E MINIMA
DISTRIBUTIONS WITH y8 5 7s ...................... 538
EXAMPLE 12-6 ....................................... 538
SOLUTION T O EXAMPLE 12-6.. .................... .538
12.7.2- EXTREME VALUE O F T H E MAXIMA
EXTREME VALUE O F T H E MINIMA
DISTRIBUTIONS WITH ys 2 7s ...................... 539
PROBLEMS ........................................................... 539
REFERENCES ........................................................ 541
CHAPTER 13- MONTE CARLO SIMULATION METHOD
FOR RELIABILITY DETERMINATION.. ............543
13.1- RELIABILITY PREDICTION USING
MONTE CARLO SIMULATION ............................... 543
EXAMPLE 13-1 .............................................. .544
SOLUTION T O EXAMPLE 13-1.. ............................ .547
13.2- ERROR BOUNDS AND NUMBER O F
MONTE CARLO TRIALS ..................................... 548
13.2.1- BINOMIAL DISTRIBUTION METHOD. .............. .548
EXAMPLE 13-2 ....................................... 549
SOLUTION T O EXAMPLE 13-2.. .................... .549
13.2.2- T H E NORMAL APPROXIMATION TO
T H E BINOMIAL METHOD ............................ 554
xxiv CONTENTS
EXAMPLE 13-3 ....................................... 556

SOLUTION T O EXAMPLE 13-3 ....................... 556
13.2.3- T H E PERCENT ERROR METHOD .................... 557
EXAMPLE 13-4 ....................................... 558
13.3- VARIANCE REDUCTION METHODS ......................... 558
13.3.1- T H E IMPORTANCE SAMPLING METHOD ...........563
13.3.2- T H E CONDITIONAL EXPECTATION METHOD ..... 564
EXAMPLE 13-5 ....................................... 565
PROBLEMS ........................................................... 567
REFERENCES ........................................................ 569
CHAPTER 14- FAILURE MODES. EFFECTS. AND
CRITICALITY ANALYSIS ............................ 571
14.1- INTRODUCTION .............................................. 571
14.2- MAJOR STEPS IN A FAMECA ................................ 571
14.3- METHOD 1 .................................................... 572
14.3.1- SYSTEMATIC TECHNIQUE ........................... 573
14.3.2- COMPONENT FAILURE MODES
ANALYSIS ............................................. 573
14.3.3- REQUIREMENTS FOR SPECIAL HANDLING
AND TESTING O F CRITICAL
COMPONENTS ........................................ 585
EXAMPLE 14-1 ........................................ 586
SOLUTIONS T O EXAMPLE 14-1 ...................... 586
EXAMPLE 14-2 ........................................ 587

14.4- METHOD 2 .................................................... 618
CONTENTS XXV
EXAMPLE 14-3 ............................................... 618

SOLUTION T O EXAMPLE 14-3 ............................... 618
14.4.1- CRITICAL ANALYSIS AND RANKING ...............632
PROBLEMS ........................................................... 635
REFERENCES ........................................................ 640
CHAPTER 15- ADDITIONAL APPLICATIONS
O F THESE METHODOLOGIES ...................... 641
EXAMPLE 15-1 ............................................... 641
EXAMPLE 15-2 ............................................... 644
EXAMPLE 15-3 ............................................... 648
EXAMPLE 15-4 ................................................ 654
EXAMPLE 15-5 ............................................... 658
EXAMPLE 15-6 ............................................... 661
EXAMPLE 15-7 ................................................ 662

PROBLEMS ........................................................... 662
REFERENCES ........................................................ 666
CHAPTER 16- APPLICATION GUIDANCE FOR THESE
METHODOLOGIES ................................... 667
16.1- FACTORS AND RESOURCES TO CONSIDER
IN ENGINEERING DESIGN BY
RELIABILITY ANALYSIS ..................................... 667
xxvi CONTENTS
APPENDIX A ......................................................... 671

ABOUT THE AUTHOR ............................................... 679
INDEX ................................................................. 685
Chapter 1
INTRODUCTION
1.1 THE NEED FOR ENGINEERING DESIGN-

BY-RELIABILITY
As high reliabilities are required in today’s complex and expensive com-
ponents and equipment, methods have to be developed which ensure
that the specified, optimum reliability is designed into these compo-
nents and from there into the equipment, especially when mechan-
ical components and structural members are involved. The emerg-
ing design methodology is that of “Engineering Design-By-Reliability,”
(EDBR), whereby all parameters defining the failure governing stress,
to which the component is subjected in its actual application and oper-
ation environment, are taken to be distributed variables. Similarly, all
parameters defining the failure governing strength, the actual compo-
nent exhibits in its application and operation environment, are taken
to be distributed variables also. Once the statistical distributions of
the failure governing stress and strength are determined, by various
techniques of synthesizing these distributions, the associated reliability
can then be calculated, as well as the desired lower, one-sided confi-
dence limit of this reliability. This reliability can be compared with the
specified, optimum target reliability. If it is equal to or greater than
the target reliability, then an acceptable design has emerged. Other-
wise the design is iterated until such time as the specified reliability
requirement is met.
To accomplish the above, this handbook covers the following:
1. A fifteen-step methodology for the prediction of the reliability of

mechanical components and structural members.
1
2 INTRODUCTION
2. Methodologies for determining the failure governing stress distri-

bution for each failure mode.
3. Methodologies for determining the failure governing strength dis-
tribution for each failure mode.
4. Methodologies for calculating the reliability of the component for
each failure mode.
5. A methodology for the determination of the lower one-sided con-
fidence limit on the true reliability at various confidence levels.
6. Available data banks for the application of these methodologies,
and how to use them.
7. Numerous applications of these methodologies.
8. Guidance for the application of these methodologies.
9. Procedures for predicting mechanical equipment reliability.
10. The need for distributional material strength properties data and
the ways such data should be generated.
11. A procedure to determine the error in the reliability determined
by a specific number of Monte Car10 simulations.
12. A procedure for conducting a “Failure Modes, Effects, and Crit-
icality Analysis” (FAMECA).
13. An extended chart of the cumulative normal distribution.
1.2 DIFFERENCES BETWEEN MECHANICAL AND

ELECTRONIC RELIABILITY PREDICTION
METHODS
The conventional mechanical design methodology, based on safety fac-
tors, leaves much to be desired because it affords no quantitative mea-
sure as to how good or how bad the design is. If the safety factor is
taken to be a random variable also, then the reliability and the safety
factor can be related to each other mathematically. This way both con-
cepts can be unified statistically and used to advantage. This approach
is presented in Chapter 9.
This EDBR methodology, or the stress-strength distributions over-
lap approach to predicting the reliability of mechanical components
ELECTRONIC AND MECHANICAL DIFFERENCES 3
and structural members is unlike that used in predicting the reliability

of electronic and electrical components, where usually, but not neces-
sarily always, the concept of the failure rate is used. The failure rate
is defined as the number of failures which occur per unit time at a
specific age of a component or equipment, and is usually expressed in
terms of failures per million hours of operation, or fr/106 hr. The
relationship between this failure rate and the age of the component is
shown in Fig. 1.1 where, for the electronic components in particular,
there is a relatively long life period, during which the failure rate is the
lowest and is essentially constant. This is called the useful life period.
During this period the component’s reliability, R(T),for an operating
period T, is evaluated from [l, pp. 215-2621
R(T) =
where A, is the useful life, constant failure rate.
For mechanical components and structural members there is no
such long, constant failure rate period, as indicated in Fig. 1.1. Con-
sequently, a single exact failure rate value representative of that com-
ponent’s behavior cannot be found. The next alternative is to use
an average failure rate, x, over the function period or mission dura-
tion, 2’2 - 2’1, where 2’7, > 2’1, starting the mission at a given age
2’1. Even with this alternative one needs a source for such failure
rates. Unfortunately, very few sources provide such failure rates. The
emerging methodology for predicting the reliability of such mechanical
components and structural members is the “Engineering Design-By-
Reliability” (EDBR) methodology whereby the failure governing stress-
strength interference approach enables the prediction of the designed-in
reliability and the design of a component to a specified reliability goal.
1.3 AVAILABLE MECHANICAL RELIABILITY

PREDICTION METHODS
There are fundamentally three methods of mechanical reliability pre-
diction:
1. The “Engineering Design-By-Reliability” method [2 through 361.
2. The constant average failure rate and the changing failure rate
methods [37 through 44, 46, 47,481.
3. Testing components, structural members and mechanically ori-
ented equipment and thereby determining directly their reliabil-
ity “bath-tub” curves and reliabilities for specific hours or cycles
of operation.
4 INTROD UCTlON
TI
M e or age, T, hr
Fig. 1.1- Reliability ‘bath-tub” curves for electronic and
mechanical components.
This handbook is about the first method. The second method

utilizes the average m well z s the changing failure rates of mechanical
and structural members. The third method is very costly and time
consuming, but if Methods 1 and 2 do not provide the desired data
this is the only other valid method available.
1.4 COMPARISON OF THE CONVENTIONAL

DESIGN METHODOLOGY AND THE “EN-
GINEERING DESIGN BY RELIABILITY”
METHODOLOGY
The conventional mechanical component design methodology is de-
terministic or single valued. The mwjmum stress in the component is
determined by calculating a single value of the nominal stress and then
using a variety of multiplicative, single-valued factors to modify this
single nominal stress, as illustrated in Fig. 1.2. This procedure gives a
single maximum d u e of the failure governing stress, s.
From the other end, a single value of the nominal strength of the
material t o be used for the component is determined by test or obtained
COMPARISON OF METHOD0LOGIES 5
L
“CRLPS”G m € S S W I T H STR€SS CUNCENTRATION’ turdlo or shaar
mcSI rtnsr and
F , strenptn, or of
(a)
( a ) Stress increase and strength decrease resulting
fmm the application of the respecrive stress
and s t n n m facton.
( b ) Stress and strength distributions.
Fig. 1.2- Stress increase and strength decrease resulting

from the application of the respective stress and
strength modifying factors, and their distribu-
tions.
6 INTRODUCTION
from available design books or material property handbooks. This

single strength value is then multiplied by a variety of single valued
modifying factors, as illustrated in Fig. 1.2, to arrive at the minimum
failure governing strength, S . Then the safety factor, or the safety
margin, is calculated from
S
Safety Factor = S F = -,
S
and
Safety Margin = S M = S F - 1,
or
S
SM=--l.
S
If S F 2 2, or if S M 2 1, the design is regarded adequate with no idea

as to how good the design is and what reliability is associated with it.
In the EDBR method every stress, strength, and their modifying
factors are taken to be distributed. Their distributions are found and
then synthesized into the failure governing stress and strength distribu-
tions, as illustrated in Figs. 1.2 and 1.3. There exists an area, shaded
in Fig. 1.3, in the overlap region of the two plotted distributions, which
gives the unreliability, and one minus this area gives the reliability of
the component.
Reliability pins down quantitatively the numerical probability that
a component, subsystem, or system, will function without failure in a
specified operating environment over a specified operating time. If the
calculated reliability of the components is 99.99%, then on the average
out of 10,000 such components performing a specified function, only
one will fail to complete the mission, the remaining 9,999 would not
fail. If it is found that a risk of 1 in 10,000 is acceptable in terms
of failure cost, downtime cost, loss of production or services, repair
and maintenance cost, and safety, then the designed-in reliability is
adequate. If not, the most sensitive design parameters entering the
failure governing stress and strength distributions can be appropriately
adjusted and by perturbation the desired numerical reliability can be
attained.
The two methods can be compared best by the following two ex-
amples:
Failure governing
Strength distribution ,
0
-S
Stress, s, Strength, S
Fig. 1.3-Failure governing stress and strength distrubutions with the un-
reliability given by the shaded area.
8 INTRODUCTION
I
(aJ Inner shaft details.
M1 7 1 4 1 m-f( .-Critial shouldor

~ ~ * ' ' , ~
(81 in. +J-. . cia in. -it,)-.,
- ---------.----- I-
so.8 rn(20.0In.) __el
rbJBending manent Oiaqqnm.
Fig. 1.4-Alternator inner rotor shaft.

COMPARISON OF METHODOLOGIES 9
EXAMPLE 1-1
The shaft shown in Fig. 1.4 supports an alternator rotor. It is to

be made of AISI 4340 steel, heat treated to a Brinell hardness of 323
to 370 (R, 35 to 40) with a ground finish. The rotor will subject the
shaft to a radial bending load of 607.4 Newtons (136.8 lb) and a torque
of 113 Newton-meters (1,000 lb-in) when delivering full-load electrical
power. The spline drive may exert a maximum misalignment radial
force of 13.3 Newtons (3 lb). The temperature to be experienced by
the shaft will be 294" to 300" K (70" to 80" F). The shaft will rotate
at 12,000 rpm and have a life of 2.5 x lo6 cycles with a reliability of
0.999.
What should the shaft's diameter be using the conventional deter-
ministic design methodology?
SOLUTION TO EXAMPLE 1-1

Various methods can be used for machine design problems in which
the shaft diameter is unknown. For aerospace applications weight, life,
and reliability are important considerations. Shigley [42, p. 4821 has
shown that under these conditions it is wise to use the von-Mises-
Hencky-Goodman method. This method requires the knowledge of
material strengths and application stresses. Juvinall [43, pp. 561, 5641
gives the tensile yield, S, and ultimate, Sut, strength properties for
2.54 centimeter (1 in) diameter, drawn condition, 277 Brinell hardness
material as S, = 1,103 MN/m2 (160 ksi) and S,t = 1,289 MN/m2,
(187 ksi), respectively.
According to Shigley [42, p. 1881 the endurance limit S n may be
found, using modifying factors, as follows:
where
and
S,, = 1,289 MN/m2 (187 ksi) [43,p. 5611.
Then,
Sh = (0.50)(1,289),
or
S i = 644.5 MN/m2 (93.5 ksi).
10 INTRODUCTION
The load factor, C L , is taken to be 1.0 for reverse bending, the size
factor, CD,0.9 for specimens up to 5.08 centimeters (2 in) in diameter,
the surface finish factor, Cs, 0.88 for ground finish, and the fatigue
stress concentration factor, Kf,is taken to be
Kf = 1 + (Kt - I ) CS, (1.2)
where
Kt = combined shear and bending stress concentration factor,
and
q = notch sensitivity factor.
The maximum theoretical shear and bending stress concentration

factors at the shoulder [44,pp. 103-1071, where the bending moment is
near maximum and the stress concentration is the maximum because
it has the smallest fillet radius of 0.318 cm (1/8 in), are
K , = 1.19,
where
K , = shear stress concentration factor,
and
where
Kb = bending stress concentration factor,
respectively, for a shaft around 1.27 centimeters (1/2 in) in diameter,
with a 0.318-centimeter (1/8 in) shoulder radius. What to do when
stress concentration is caused by a combined bending-torsion load has
not been adequately investigated, but it is reasonable to assume that
the combined effect, K t , would be no greater than the product of these
two factors; therefore,
Kt = (1.19)(1.30),
or
Kt = 1.55.
The notch sensitivity factor, q, based on data [45, pp. 296-2981 for
a notch radius of 0.318 centimeters (1/8 in) and S,,t = 1,289 MN/m2
(187 ksi) is 0.90. Therefore, the maximum fatigue stress concentration

factor from Eq. (1.2) is
Kj = 1 + (1.55 - 1)(0.90)(0.88),
or
K j = 1.43.
Now, from Eq. (1.1))
s, = (644.5)(1.O)1.43
(0.90)(0.88)
7
or
Sn = 356.9 MN/m2 (51.8 ksi).

To satisfy the reliability specification, an additional modifying fac-
tor, K,, must be introduced. From Shigley [42, p. 1921, Kc is deter-
mined from
K, = 1 - 0.08D,
where D = 3.091 for a reliability of 0.999. Therefore,
K, = 1 - (0.08)(3.091),
or
Kc = 0.75.
The resulting corrected endurance limit now becomes
sn,corT = Kc s n ,
= (0.75)(356.9),
or
sn,C,TT = 267.7 MN/m2 (38.8 ksi).
The bending moment, M , at the shoulder is 14.1 meter-Newtons

(124.8 in-lb). The bending stress, s ~ , at
~ the
, shoulder is calculated
from
Me
Sx,a = -
I'
12 INTRODUCTION
where
d
c = -
2’
I = bending moment of inertia,
d = shaft diameter,
or
M
M
= 10.19 -,
d3
14.1
= 10.19 -
d3 ’
or
143.7 N - m (1,271.7 lb - in)
Sx,a =
d3 d3
The stress components and their directions are shown in Fig. 1.5.
The torque, T,is constant over the shaft length at 113 N-m (1,000
Ib-in). The torsional stress, rxz,m,
in the design section of the shaft is
therefore taken to be constant and is given by
T
-
c
Tx.z,rn =
J ’
where
J = polar moment of inertia,
or
rn
1
= 5.093 -,
d3
113
= 5.093 -,
d3
or
rxz,m =
d3
(a) xyz elements for volume.
(b) x-z elements at surface.
Fig. 1.5-Rotating shaft stresses.

14 INTRODUCTION
From the von-Mises-Hencky failure criterion [42, p. 1711, the failure

governing mean shear stress, TxZ,m, is the maximum at the outer fiber
of the shaft at which point the contribution due to the vertical shear of
the specimen is zero, hence, it is not included in this analysis. Thus, the
von-Mises-Hencky stress components become, the alternating stress
Su = Sx,a,
or, from Eq. (1.3))
143.7 N - m (1,271.7 lb - in)
s, = ,
d3 d3
and the mean stress
S, = h Txz,m.
Substituting Eq. (1.4) yields
or
996.8 9,968.0
s, = ksi)
d3
Now, the stress ratio, r , becomes
- 143.7/d3
-
996.8/d3 ’
or
r = 0.144.
A conventional Goodman diagram can be prepared from these data.
The alternating and mean stresses are plotted as ordinate and ab-
scissa, respectively, in Fig. 1.6. Defining the stress to failure as the
material’s strength makes it possible to use the Goodman boundary
to represent the strength of this material as modified by environmen-
tal factors. The top portion of the Goodman boundary (Line 1) is
obtained by drawing a straight line between the ordinate at S, =
269 MN/m2 (39 ksi) and the abscissa at S, = 1,289 MN/m2 (187 ksi).
Line 2 is obtained by drawing a straight line joining the ordinate
at S, = 1,103 MN/m2 (160 ksi) with the abscissa also at S, =
1,103 MN/m2 (160 ksi). A third straight line (Line 3) is constructed
5,= 39 ksi
s,
- = 187 ksi
4 4 S. = 160 ksi
B
Alternating stress or strength, ksi

c 5,= 15.9 ksi
S=, 110.6 ksi
1 Line 1 - Modified Goodman line

-r = 0.145
/
0
cI( I-' Soderberg line
-0 50 100 150 200

Mean stress or strength, ksi
Fig. 1.6-Conve~itional combined-stress fatigue diagram showing the

modified Goodman line, the Soderbcrg line, and stress ratio
hie for the deterministic shaft design of Example 1-1.
16 INTRODUCTION
to define Sa and Sm, for this case, with t a n 8 = 0.144x 3 = t a n 23.4'.

(The factor of 3 takes into account the fact that the abscissa scale is
three times the ordinate scale). The intersection of Lines 1 and 3 de-
fines the point of Sa = 109.6MN/m2 (15.9ksi) and Sm = 762.5MN/m2
(110.6ksi).
In conventional design a margin of safety of at least loo%, or a
safety factor of 2, is used to insure a no-failure design! This requires
that sa be constrained as follows:
109.6
I 2,
or
sa 5 54.8 MN/m2 ( 5 7.95 ksi). (1.8)
Substitution of Eq. (1.5) into Eq. (1.8)yields
143.7 N - m
5 54.8 MN/m2 (1,27l.;,b - in -
< 7.95 ksi) .
2
Then,
-3 143.7
d 2 54.8 x lo6'
2 2.622 x m3 (2 0.1600 in3),
or
-
d 2 1.38 cm (0.543in).
Based on these results a shaft diameter of at least 1.38 cm (35/64
in), should be recommended. The inputs and the results of the conven-
tional deterministic design methodology are summarized in Table 1.2
for purposes of comparison with the results of the EDBR methodology,
which is discussed next.
EXAMPLE 1-2
Now solve Example 1-1 using the EDBR methodology.

To apply the EDBR methodology, data in the form of the distri-
butional Goodman diagram given in Fig. 1.7 must be used. The shaft
COMPARISON OF M E THODOL0GIES 17
is to be made of AISI 4340 steel, heat treated to Rockwell C hardness

35 to 40 (Brine11 hardness 323 to 370). Figure 1.7 provides the fatigue
strength data required.
Since the research, conducted by Kececioglu, et. al. [18,19,26-31,
331 has generated the needed data for the strength of the material to be
used for this shaft, under combined conditions of reversed bending and
steady torque for various stress ratios, the modifying factors required
by Juvinall in the previous method, namely, CD and Cs, are already
included in the data. The reliability factor, K,, is introduced differ-
ently in the EDBR methodology, as will be shown later. The difference
in K f for this shaft and the research specimens is negligible. All other
modifying factors are taken to be unity as in the previous method.
The bending moment at the shoulder is taken to be normally dis-
tributed with a mean of M = 14.1 meter-Newtons (126 in-lb), and a
also be written as M -
standard deviation of U M = 1.29 meter-Newtons (11.4in-lb). This can
N(14.1; 1.29) m-N “(126; 11.4) in-lb]. The
failure governing stress, s,, at the shoulder is calculated from Eq. (1.3).
The distributions of all of the variables in the equation for sa are taken
to be normal, and are found using Eq. (1.3) and the method of binary
synthesis of normal distributions discussed in Chapters 3 and 4, such
that
and
(1.10)
where
-2
Ud3 = 3 d cd,
=3 a2 (0.001a),
or
where U d is taken to be 1/6 of the total specified tolerance of f0.003 z,

or (2)(0.003) d/6 = O.OOl& M = 14.1 meter-Newtons (126 in-lb),
Nominal alternating stress, s,, ksi
Mean stress, s,,, ksi
Fig. 1.7-Distributional Goodnian diagram with constant stress ratio

= s,/s,, and distributed fatigue stress and strength distri-
bu tions.
and U M = 1.29 meter-Newtons (11.41 in-lb) which has to be specified.

Substitution of these quantities into Eqs. (1.9) and (1.10) yields
or
- 143.7 N - m (1,271.7 lb - in)
Sa = , (1.11)
a3 z3
and
'
or
us, =
10.19
-
a3 [
(14.1)2(0.003 p)2
+?(1.29)2
d + (0.003 23)2 I'
13.2 N -m (116.8 1; - in)
us, = - (1.12)
a3 d
The distribution of all of the variables in the equation for sm,are taken
to be normal, and are found similarly using Eqs. (1.6) and (1.4)) as
follows:
sm = (5.093:)
Then,
(1.13)
and
(1.14)
where
-
T = 113 N-m (1,000 Ib-in)
20 INTRODUCTION
and
a~ = 9.04 N-m (80 lb-in).
Substitution of these quantities into Eqs. (1.13) and (1.14) yields
- 113
sm = 8.821 b'
or
Sm = 996.8 N
- -m (8,821; - in)
> (1.15)
;i3
and
8.821 (113)2(0.003d3)2 ;i6(9.04)2+

or
=
2 [ -6
d + (0.003d3)2
79.8 N -m (706.3: - in)
06m =
2
From Eqs. (1.11) and (1.15)
or
?: = 0.144.
It is assumed that the variability of T will not affect the reliability
significantly, hence it is taken to be negligible. The case where this is
not valid is covered in [4, 51. The two stresses, S a and Sm,must now be
synthesized into the failure governing stress distribution, f (sf),along
the stress ratio line ?: = 0.144 from Fig. 1.7 as follows:
Sf = ( s,+s,
2 2 ) t .
Substituting ,s = S a / r yields
( 1.15')
Then,
(1.16)
and
1
+ $)
5
OS, = usa (1 ' (1.17)
In Eq. (1.16), Sa is obtained from Eq. (1.11) and 5; = 0.144. In

Eq. (1.17), gSais obtained from Eq. (1.12). Substitution of these into
Eqs. (1.16) and (1.17) yields
143.7
143.7
-- (7.016),
;i3
or
- 1,008.2 N -m ( 1.17')
Sf =
2
and
1
1.--1 1
USf =-
13*2a3 [ T
(0 144)2 '
13.2
-- (7.016)
;i3
or
- 92.6 N - m (819.6: - in)
USf - -3 (1.17")
2
Thus, the mean and the standard deviation of the failure governing
stress distribution have been determined.
The next step is to determine the failure governing strength distri-
bution's parameters. Since the design strength data presented in
Fig. 1.7 apply to this case for i: = 0.144. Figure 1.7 yields the data in
Table 1.1, from which, by interpolation,
-
S j = 1,165.7 MN/m2 (169.1 ksi),
and
OS, = 44.7 MN/m2 (6.48 ksi).
22 INTRODUCTION
If the failure governing strength distribution, f(Sf),and the failure

governing stress distribution, f ( s j ) ,are taken to be normal, then these
two distributions can be coupled mathematically to obtain the relia-
bility of these shafts, from Eq.(6.61), as follows [9, pp. 556-5571:
R = P ( S - s > 0) = 1 00
f(C)dC = 1
00
-
-
uc
=z( f )=m
O(z)dz, (1.18)
where C = S - s, and from Eq. (6.62)
(1.19)
As the specified shaft reliability is 0.999, the value of z(f)= m is found

to be (-3.09) from the standardized normal distribution probability
tables given in Appendix A. Consequently, using this value and the
values of the previously determined parameters of f ( s f ) and f(Sj),
Eq. (1.19) yields
1,165.7 - 1 '008.2~
-3
(1.20)
Rearrangement of Eq. (1.20) yields

-6
d - 1.754 x + 6.9756 x = 0. (1.21)
Solving for the roots of Eq. (1.21) yields a mean shaft diameter of
-
d = 1.046 cm (0.412 in). Consequently, the use of d = 1.07 cm (27/64
in) would be recommended as compared with a diameter of d = 1.38 cm
(35/64 in) required by the conventional, deterministic design method-
ology.
The inputs, outputs, and results for both design methodologies are
given in Table 1.2. A priori reliability is designed into the shaft through
the EDBR methodology, which results in a better than 40% saving in
material for this case in the necked down (middle) section of the shaft.
Furthermore, the design integrity is known in terms of u reliability of
0.999, such that on the average no more than one in 1,000 such shafts
will fail while performing a mission of 2.5 x lo6 cycles' duration. If a
higher reliability is desired, the corresponding value for -(?/a()can
be found, and the required shaft diameter recalculated by the EDBR
methodology. Since all design variables are explicitly brought into this
methodology and incorporated into the failure governing stress and
Table 1.1- Distributional Goodman diagram data for a

life of 2.5 x lo6 cycles and for AISI 4340 steel R,
35/40 hardness with a Kt = 1.42 subjected to
combined alternating-bending load and steady
torque, prepared for designers convenient use*
~ 9 1
Stress Failure governing nor- Stress Failure governing nor-

ratio mal strength distribu- ratio mal strength distribu-
tion para] ?ters - tion para1 !ters
-
rS Sf, Psi C S f , Psi TS Sf,Psi O S f , Psi
0.00 177,900 2,600 0.64 96,800 5,480
0.10 174,300 5,050 0.66 95,200 5,400
0.12 172,300 5,710 0.68 93,700 5,290
0.14 169,800 6,330 0.70 92,300 5,190
0.16 166,900 6,930 0.72 91,000 5,100
0.18 163,700 7,380 0.74 89,700 5,010
0.20 160,200 7,760 0.76 88,500 4,920
0.22 156,600 8,030 0.78 87,400 4,840
0.24 152,800 8,210 0.80 86,300 4,760
0.26 149,000 8,290 0.82 85,200 4,690
0.28 145,400 8,290 0.84 84,200 4,620
0.30 141,400 8,230 0.86 83,300 4,560
0.32 137,700 8,120 0.88 82,400 4,500
0.34 134,200 7,980 0.90 81,600 4,440
0.36 130,700 7,810 0.92 80,700 4,380
0.38 127,400 7,630 0.94 80,000 4,330
0.40 124,300 7,440 0.96 79,200 4,280
0.42 121,200 7,250 0.98 78,500 4,240
0.44 118,400 7,060 1.oo 77,900 4,190
0.46 115,600 6,870 1.20 72,500 3,840
0.48 113,100 6,690 1.40 68,900 3,610
0.50 110,600 6,520 1.60 66,500 3,460
0.52 108,300 6,350 1.80 64,700 3,350
0.54 106,100 6,190 2.00 63,600 3,250
0.56 104,000 6,040 3.00 60,200 3,070
0.58 102,100 5,929 4.00 59,000 2,990
0.60 100,200 5,760 5.00 58,400 2,970
0.62 98,500 5,630 10.00 57,600 2,940
00 57,300 2,900
* The sample sizl for this desi i data is ).
Tabk 1.2- Aktrnator rotor ahaft design aummary ofEDBR mad conventbar1 duign
met hodologia.
Conventional dcsign
apimwli valiicti
1.o Not rcquired
O.!O Not rcuiuired
0.75 Not uscd
0.88 Not required
I A3 Not mluircd
644.5 MN/m2 (93.48 kui) Not r e q u i d
2G8.9 M N / I I I ~ (39.0 kai) Not required
I13 N-m (1,ooO Ibiir) .(113;9) N-m ( I ,oOo,80 Ilbiir)
14.1 111-N ( I 't(ihi-11)) (14.1; l.2!!) 111-N (126; 11.4 i d h )
43.7 N-m 1.271.7 Ib-in ['U;."-rn; 13.2a:-mj 11,271.; Ib-in.
aa [&822$lb-h{
.8 N-m 79 8 N- 4-
8 822.4 Ib-in ?,
3 Ib:h
v i + ' p
109.6 MNIiiI' (15.!)0 kri) b(1,213.3;46.4) MN/nr2 (176.66.73)kai
762.5 MN/II? (1 10.6 kai)
1.38 ciir (35/M iir) 1.07 cm (27/64iir)
0.9!
Noriiral distribution notation (mean; standard deviation).

" 'l'lrcse are the pararireterr of the failure goveriiirrg rtrengtlr distribution j(S1) dong f = 0.145.
The reliability obtained by tlw approach of Slriglcy 1421 ir irot theoretically applicable to thirr conrylex c w ;
Iresce, Ore reliability is really riot kirowrr for the coiiventional methodology.
SAFETY FACTOR VS. RELIABILITY 25
strength distributions to enable the determination of the designed-in

reliability, the design can be optimized from the point of view of shaft
geometry, loads, and material strength characteristics. This example
vividly illustrates the great value of the probabilistic EDBR methodol-
ogy of designing rotating shafts subjected to combined reversed bend-
ing loads and steady torque, and to a specified reliability. Of course
this process can be reversed, and given a design its reliability can be
predicted.
1.5 THE SAFETY FACTOR AND SAFETY MAR-

GIN CONCEPTS IN DESIGN VERSUS THE
RELIABILITY CONCEPT
There are numerous definitions of the safety factor, F , [9, 161. The
most prominent ones are the following:
The extreme safety factor
Minimum strength
Fe =
Maximum stress ’
or
(1.22)
the central safety factor

- Mean strength
F=
Mean stress ’
or
-
- 3
(1.23)
and the median safety factor
p = Median strength
Median stress ’
or
(1.24)
26 INTRODUCTION
The extreme safety factor, given by Eq. (1.22), may also be ex-
pressed as
-
sf -
Fe = -
‘f - k k usJ ’
where k may have a value between three and six, or k asf and k usf
would be three to six times the standard deviation of f(Sj)and of
f ( s i ) ,respectively. Hence, Fe becomes highly dependent on what the
designer uses for k . The central safety factor, F, of Eq. (1.23) as well
as the median safety factor, P, of Eq. (1.24) are more consistent def-
initions; however, for the same P or $‘ value a variety of reliabilities
can be obtained as follows:
Given a safety factor, three possibilities exist whereby the safety factor
may be maintained and yet the reliability varied:
1. The mean of the stress and the mean of the strength may be
changed in the same proportion while maintaining their standard de-
viations. This would keep the safety factor the same, because
and
- kl S
F2 = -
k1 5 ’
_-
- s
3’
or
- -
Fi = Fz !
The significance of Icl sis that the mean strength has been shifted
either to the right or to the left depending on whether ]El is greater
or less than one; similarly for kl3. The physical significance of this is
illustrated in Fig. 1.8. Figure 1.8(a) shows the case of kl > 1, and Fig.
1.8(b) shows the case for k2 < 1. Here, with the same central safety
factor, with Icl > 1, the probability of failure indicated by the shaded
area is substantially less, and vise versa for Ic2 c 1. This illustrates the
fact that the central safety factor is a fallacious indicator of failure in-
cidence, and hence of reliability and design integrity or safety. Similar
conclusions can be drawn for the median safety factor.
\
t
1
\
\
\
\
\
\
.
+I
II
Fig. 1.8- Effects on failure probability of changing the

stress and strength means in the same proportion
while maintaining the safety factor constant.
28 INTRODUCTION
2. Similar results are obtained if the means of the stress and

strength distributions are kept constant but the standard deviations
are varied. This is illustrated in Fig. 1.9. In Curve 3, decreasing the
standard deviation of both distributions reduces the degree of overlap,
and practically eliminates it in the case shown. A similar effect occurs
when the standard deviation of only one of the distributions is reduced
(Curve 2). Going from Curve 3 to Curve 1 or 2 shows the effect caused
by an increase of both or of one of the standard deviations, whereby
the distributions overlap more and the probability of failure increases.
In both cases, because the means of the distributions are unaltered, the
central safety factor remains the same, again illustrating the fallacy of
the safety factor concept.
3. It is obvious that we can also change both means and standard

deviations while keeping the safety factor constant. It is further ob-
vious that the probability of failure, and in turn the reliability, would
vary from a relatively low value to almost 100% by these changes, while
the safety factor is kept the same, as shown in Table 1.3. In Cases 1
through 11, the central safety factor is the same, or 2.5, a moderate
safety factor, and yet the reliabilities vary from as low as 0.6628 to as
hight as 0.9166. In other words, one may expect, on the average, about
337 failures out of 1,000 missions in Case 7, but practically none in
Case 1, whereas it is thought that no failure should occur in all cases
with a central safety factor of 2.5. Hence, the fallacy of designing by
safety factors, because no knowledge of the reliability can be obtained.
It is interesting to note that in Case 13, for the relatively high

safety factor of 5.0, a reliability as low as 0.7132 is still possible if the
variability of the stress and strength distributions is large. Case 14
says that even with a safety factor of 1.25 a relatively high reliability
of 0.9973 is possible. In Case 15, where the stress and strength means
are equal, the reliability is 0.50 and not zero, as would be expected
when strength and stress have the same mean value, thus providing no
safety margin.
If f(Sf)and f ( s j ) are both normally distributed, mathematical
relationships between the central safety factor and reliability can be
derived. The safety factor itself is taken to be a random variable,
F , defined as F = S/s. F is a random variable because S and s are
random variables. Consequently, f ( F ) is a ratio distribution. If gs and
crs are relatively small with respect to 3 and 3, respectively, then f ( F )
is approximated well by the normal distribution whose parameters are
[211
-
-
F = -S -, (1.25)
S
Fig. 1.9 EKects on failure probability of changing the etreee aid
streiigtlr standard devations while maintaining the eafety fac-
tor roiistaiit.
30 INTRODUCTION
Table 1.3- Safety factors and associated reliabilities

for specific cases of stress and strength dis-
tributions 191.
Case Mean Mean 3 trength 3 tress Zentral Relia-

num- strength, stress, std. dev., rtd. dev., 3F, bility,
- -
ber S, psi 3, psi us, Psi us, Psi F = =5 R
1 A B C D
25,000 10,000 1,000 1,500 2.5 3.9166
2 A B k2 c k3D
25,000 10,000 5,000 3,000 2.5 0.9949
3 A B k4C k3D
25,000 10,000 8,000 3,000 2.5 0.9599
4 A B k2 c k2D
25,000 10,000 5,000 7,500 2.5 0.9525
5 A B k4C k2 D
25,000 10,000 8,000 7,500 2.5 0.9147
6 A B k5C k6D
25,000 10,000 10,000 6,000 2.5 0.8997
7 A B k7C k8D
25,000 10,000 25,000 25,500 2.5 0.6628
8 kl A klB C D
12,500 5,000 1,000 1,500 2.5 0.9435
9 k3A k3B C D
50,000 20,000 1,000 1,500 2.5 1.0
10 k3A k3B k7C k8D
50,000 20,000 25,000 25,500 2.5 0.7995
11 klA klB k2C k3D
12,500 5,000 5,000 3,000 2.5 0.9015
12 k3A B C D
50,000 10,000 1,000 1,500 5.0 1.o
13 A klB k7C k8D
25,000 5,000 25,000 25,500 5.0 0.7132
14 A k3B C D
25,000 20,000 1,000 1,500 1.25 0.9973
15 B B C D
10,000 10,000 1,000 1,500 1.0 0.50
kl = 0.5, kz = 5, k3 = 2, k4 = 8, k5 = 10, ks = 4, k i = 25, k8 = 17.

Means: A = 25,000 psi, B = 10,000 psi.
Standard deviations: C = 1,000 psi, D = 1,500 psi.
and
OF =-
1
S \i S2Q,”+32a;
32 +a,”
The reliability is then given by

*
(1.26)
R =
J f(F)dF.
1
(1.27)
The lower limit is 1 because of the following definition for reliability:

R = P ( S > s),
or
R =P (: > 1) ,
therefore
R = P ( F > 1).
This means that reliability is given by all probabilities that the safety
factor is greater than 1. As f(F)is assumed to be normally distributed,
Eq. (1.27) may be evaluated using the area tables of the standardized
normal distribution by determining the associated integration limits as
follows:
z = -.F - F
QF
For F = 1
1-P
z1= -,
(JF
For F = 00
-
00-F
2
, = -,
UF
or
,z = 00.
Consequently,
(1.28)
32 INTRODUCTION
or
R = l --@I (5) , (1.29)
where @p1 is the cumulative distribution function of # ( z ) from --oo to

21. It may be concluded then that there is a relationshiD between
the central safety factor, F , and the reliability, R, and it i^s given by
Eq. (1.29). This equation is shown plotted in Fig. 1.10. To obtain the
reliability, given f(S)and f(s), find F and U F , enter Fig. 1.10 with
them and read off the associated reliability. Therefore, the concept of
design by safety factor can still be salvaged through its statistical rela-
tionship with reliability. For more details on the relationship between
safety factors, safety margins and reliability, the reader is referred to
[9] and [16].
EXAMPLE 1-3
Find the central safety factor and the associated reliability for a
design where Bf = 20,000 psi, a,, = 5,000 psi, 3~ = 90,000 psi, and
as, = 3,500 psi.

The central safety factor, F , from Eq. (1.25), is
-
F = - 90,000
20,000 ’
or
-
F = 4.50.
The standard deviation, OF, from Eq. (1.26) is
OF = -
(90,000)2(5,000)2 + (20,000)
20,000
or
UF = 1.1045.
The reliability is given by Eq. (1.28), where

1- 4.50
21 =
1.1045
SAFETY FACTOR VS. RGLIABILITY 33
0.999999
0.5999
0.50
01 4 8 I2 I6 20
Cantral Safety Factor -P
Fig. 1.10- Relationship between reliability, central safety

factor and the standard deviation of the safety
factor, OF, when f(S)and f(s) are normal dis-
tributions.
34 INTRODUCTION
'Ikible 1.4- Conversion 'pable.
I J
or
21 = -3.169,
and
R= 7
21=-3.169
$ ( x ) dx.
From standardized normal distribution area tables

R = 0.999235,
which compares with
R = 0.9992
found by entering Fig. 1.10 with P = 4.50 and O F = 1.1045.
To help readers using this book, Thble 1.4 provides a conversion
table.
PROBLEMS
1-1. What are the three fundamental methods of reliability predic-

tion?
REFERENCES 35
1-2. What does the statement “The stress is distributed N ( 15; 2 ksi)”
mean?
1-3. What is a stress distribution?
1-4. How would a reduced variation in the diameter of a torsion bar

affect the reliability of that component?
1-5. How do the bathtub curves for mechanical and electronic com-
ponents differ?
1-6. What are the most prominent safety factors and what are their
definitions?
1-7. What is a strength distribution?
1-8. What does the area in the overlap region beneath the strength
distribution and the stress distribution give?
1-9. How would an increased variability of the stress distribution af-

fect the reliability of a component?
1-10. How would increased variability of the stress distribution and

increased variability in the strength distribution affect the central
safety factor, and the extreme safety factor?
1-11. How does an electronic component’s failure rate behave during

its useful life period?
1-12. How does a dynamically loaded mechanical component’s failure

rate behave during its life?
REFERENCES
1. Kececioglu, Dimitri B., Reliability Engineering Handbook, Prentice Hall,
Englewood Cliffs, New Jersey, Vol. 1, 720 pp., 1991. Seventh Printing
1997.
2. Kececioglu, Dimitri B., and Sun, Feng-Bin, “Wear Reliability and Pre-
ventive Replacement Policy for Mechanical Components,” Proceedings
of the 47th Meeting of the Mechanical Failure Prevention Group Meet-
ing on The Systems Engineering Approach to Mechancial Failure Pre-
vention, Virginia Beach, Virginia, pp. 263-278, April 13-15, 1993.
3. Haugen, Edward B., Probabilistic Mechanical Design, John Wiley &
Sons, New York, 622 pp., 1980.
36 INTRODUCTION
4. Kececioglu, Dimitri B. and Major Gaston L. Lamarre, “Reliability

of Mechanical Components Subjected to Combined Alternating and
Mean Stresses with Non-Constant Stress Ratio,’’ Proceedings, 5th In-
ternational Conference on Structural Mechanics in Reactor Technology,
International Congress Center, West Berlin, Germany, 9 pp., August
13-17, 1979.
5. Kececioglu, Dimitri B., and Major Gaston L. Lamarre “Prediction of
the Reliability of Mechanical Components Subjected to Combined Al-
ternating and Mean Stresses with Non-Constant Stress Ratio,” Society
of Reliability Engineers SRE-80 Symposium Proceedings, Toronto On-
tario, Canada, pp. 45-54, May 16-17, 1980.
6. Freudenthal, A.M., “Safety, Reliability and Structural Design,” Amer-
ican Society of Civil Engineers lkansactions, Journal of the Structural
Division, pp. 304-323, 1961.
7. Lipson, C., Kerwalla, C, and Mitchell, L., “Engineering Applications of
Reliability,” Engineering Summer Conference, College of Engineering,
The University of Michigan, Ann Arbor, Michigan, 640 pp., Summer
1963.
8. Shinozuka, M., “On the Reliability Analysis of Mechanical Systems,”
Fifth International Symposium of Space Technology and Science, Tokyo,
Japan, 22 pp., September 2-7, 1973.
9. Kececioglu, Dimitri B., and Cormier, D., “Designing a Specified Reli-
ability Directly Into a Component,” Proceedings of the Third Annual
SAE-ASME-AIAA Aerospace Reliability and Maintainability Confer-
ence, Washington, DC, pp. 546-565, June 29-July 1, 1964.
10. Bratt, M.J., Reethof, G., and Weber, G.W., “A Model for Time Vary-
ing and Interfering Stress-Strength Probability Density Distributions
with Consideration for Failure Incidence and Property Degradation,”
Third Annual SAE-ASME-AIAA Aerospace Reliability and Maintain-
ability Conference Proceedings, Washington, DC, pp. 566 -575 and 592,
June 29-July 1, 1964.
11. Kececioglu, Dimitri B., McKinley, J.W., and Saroni, M., “A Probabilis-
tic Method of Designing a Specified Reliability Into Mechanical Com-
ponents with Time Dependent Stress and Strength Distributions,” The
University of Arizona, Tucson, Arizona, (NASA report under Contract,
NOR 03-022-044), 331 pp., January 25, 1967.
12. Kececioglu, Dimitri, “Reliability Analysis of Mechanical Components
and Systems,” Nuclear Engineering and Design, North-Holland Pub-
lishing Co., pp. 259-290, 1972.
REFERENCES 37
13. Disney, R., and Lipson, C., “The Determination of the Probability
of Failure by Stress/Strength Interference Theory,” Proceedings 1968
Annual Symposium on Reliability, Boston, MA., pp. 417-422, January
16-18, 1968.
14. Kececioglu, Dimitri B., and Haugen, E.B., “Interaction Among the
Various Phenomena Involved in the Design of Dynamic and Rotary
Machinery and Their Effects on Reliability,” Progress (First Technical)
Report submitted to the Office of Naval Research, Washington DC,
under contract N00014-67-A-0209-0002 by the University of Arizona,
Engineering Experiment Station, 380 pp., April 30, 1968.
15. Kececioglu, Dimitri B., Smith, R.E., and Felsted, E.A., “Distributions
of Cycles to Failure in Simple Fatigue and the Associated Reliabilities,”
1969 Annals of Assurance Sciences, Eighth Reliability and Maintain-
ability Conference, Denver, CO, pp. 357-374, July 7-9, 1969.
16. Kececioglu, Dimitri B., and Haugen, E.B., “A Unified Look at Design
Safety Factors, Safety Margins, and Measures of Reliability,” Annals
of the Reliability and Maintainability Conference, San Francisco, CA,
pp. 520-528, July 14-17, 1968.
Machinery and Their Effect on Reliability,” Progress Report (Second
Technical) submitted to the Office of Naval Research, Washington, DC,
under Contract NOOO14-67-A-0209-0002, by the University of Arizona,
Engineering Experiment Station, 241 pp., July 15, 1969.
18. Kececioglu, Dimitri B., Saroni, M.J., Broome, H., and McConnell, J.,
“Design, Development, and Results from Combined Bending-Torsion
Fatigue Reliability Research Machines,” Reported by The University
of Arizona Engineering Experiment Station to NASA-Lewis Research
Center, Cleveland, Ohio, under Grant NGR 03-002-044, 57 pp., July
31; 1969.
19. Kececioglu, Dimitri B., and McConnel, J.B., “Calibration of Combined
Bending-Torsion Fatigue Reliability Research Machines and Reliability
Data Reduction,” Report by The University of Arizona Engineering
Experiment Station to NASA-Lewis Research Center, Cleveland OH,
under Grant NGR 03-002-044,151 pp., July 31, 1969.
20. Kececioglu, Dimitri B., and Broome, H.W., “Probabilistic-Graphical
and Phenomenological Analysis of Combined Bending-Torsion Fatigue
Reliability Data,” Report by The University of Arizona Engineering
Experiment Station to NASA-Lewis Research Center, Cleveland OH,
38 INTRODUCTION
21. Reethof, G., “Relating Probabilistic Methods to Reliability Considera-

tions in Product Design,” ASME Paper 70-De-70, Design Engineering
Conference and Show, Chicago, IL, 11 pp., May 11-14, 1970.
22. Kececioglu, Dimitri B., and Haugen, E.B., “Fatigue Reliability Design
Data for Dynamic Rotary Machinery,” ASME Paper 70-Av/SpT-36,
Space Technology and Heat Ransfer Conference, Los Angeles, CA, 15
pp., June 21-24, 1970.
23. Kececioglu, Dimitri B., Smith, R.E., and Felsted, E.A., “Distributions
of Strength in Simple Fatigue and Associated Reliabilities,” Annals of
the Reliability and Maintainability Conference, Detroit, MI, pp. 659-
672, July 20-22, 1970.
24. Lalli, V.R. and Kececioglu, Dimitri B., “An Approach to Reliability De-
termination of a Rotating Component Subjected to Complex Fatigue,”
Annals of the Reliability and Maintainability Conference, Detroit, MI,
pp. 534-548, July 20-22, 1970.
Machinery and Their Effects on Reliability,” Third Technical Report
submitted to the Office of Naval Research, Washington, DC, under
Contract N00014-67-A-0209-0002 by The University of Arizona, Engi-
neering Experiment Station, 453 pp., August 31, 1970.
26. Kececioglu, Dimitri B., and Smith, J., “Statistical Complex Fatigue
Data for SAE 4340 Steel and Their Use in Design by Reliability,” Re-
port by The University of Arizona, Engineering Experiment Station
to NASA-Lewis Research Center, Cleveland, OH under Grant MGR
03-002-044, 175 pp., November 15, 1970.
27. Kececioglu, Dimitri B., and Chester, Louie B., “Modern Methodol-
ogy of Designing Target Reliability into Rotating Mechanical Compo-
nents,” Research Report submitted to NASA-Lewis Research Center,
Cleveland, OH, CR-120967,183 pp., January 31, 1973.
28. Kececioglu, Dimitri B., Chester, Louie B., and Gardner, Everett O.,
“Sequential Cumulative Fatigue Reliability,” Proceedings 1974 Relia-
bility and Maintainability Symposium, Los Angeles, CA pp. 533-539,
January 29-31, 1974.
29. Kececioglu, Dimitri B., Chester, Louie B., and Dodge, Thomas M.,
“Alternating Bending-Steady Torque Fatigue Reliability,” Proceedings
1974 Reliability and Maintainability Symposium, Los Angeles, CA, pp.
163-173, January 29-31, 1974.
REFERENCES 39
30. Kececioglu, Dimitri B., Chester, Louie B., and Nolf, Chester F., “Com-
bined Bending-Torsion Fatigue Reliability-111,” Proceedings 1975 Reli-
ability and Maintainability Symposium, Washington DC, pp. 511-518,
January 28-30, 1975.
31. Kececioglu, Dimitri B., and Lalli, Vincent R., “Reliability Approach
to Rotating-Component Design,” NASA Technical Note, NASA TN
D-7846, 58 pp., February, 1975.
32. Kececioglu, Dimitri B., Shultz, Joe D., Chester, Louie B., and Nolf,
Chester F., “Fatigue Reliability with Notch Effects for AISI 4130 and
1018 Steels,” fiansactions of the ASME Journal of Engineering for
Industry, pp. 359-370, February, 1975.
33. Kececioglu, Dimitri B., Chester, Louie B., and Dodge, Thomas M.,
“Combined Bending-Torsion Fatigue Reliability of AISI 4340 Steel Shaft-
ing with Kt = 2.34 - 11,” fiansactions of the ASME Journal of Engi-
neering for Industry, pp. 748-761, May 1975.
34. Kececioglu, Dimitri B., and Chester, Louie B., “Fatigue Reliability un-
der Combined Mean and Alternating Axial Stresses for AISI 1018 and
1038 Steels,” 1975 Failure Prevention and Reliability Conference of the
ASME, Washington, DC, Paper No. 75-DET-128, 12 pp., September
17-19, 1975.
35. Kececioglu, Dimitri B., and Chester, Louie B., “Combined Axial-Stress
Fatigue Reliability of AISI 4130 and 4340 Steels,” ASME Journal of
Engineering for Industry, pp. 153-160, February, 1976.
36. Kececioglu, Dimitri B., and Koharcheck, Alan, “Wear Reliability of
Aircraft Splines,” Proceedings of 1977 Reliability and Maintainability
Symposium, Philadelphia, PA, pp. 155-163, January 18-20, 1977.
37. Yurkowsky, William, “Nonelectronic Reliability Notebook,” Hughes
Aircraft Co., RADC-TR-69-458, Report for Rome Air Development
Center, Air Force Systems Command, Griffiss Air Force Base, New
York, 358 pp., March 1970.
38. “Summaries of Failure Rate Data,” Failure Rate Data Interchange,
USA Government-Industry Data Exchange Program, Officer-In-Charge,
Fleet Analysis Center, Naval Weapons Station, Seal Beach, Corona An-
nex, GIDEP Operations Center, Corona, CA 91720, Vol. 2, 205 pp.,
October 1976 and all others since then.
39. “Summaries of Replacement Rate Data,” Failure Rate Data Inter-
change, USA Government-Industry Data Exchange Program, Officer-
In-Charge, Fleet Analysis Center, Naval Weapons Station, Seal Beach,
Corona Annex, GIDEP Operations Center, Corona, CA 91720, Vol. 2
168 pp., October 1976, and all others since then.
40 INTRODUCTION
40. GIDEP Reliability-Maintainability Data Handbook, U.S.A. Government-

Industry Data Exchange Program, Officer-In-Charge, Fleet Analysis
Center, Naval Weapons Station, Seal Beach, Corona Annex, GIDEP
Operations Center, Corona, CA 91720, Vol. 3, Part 1, 51 pp., March
1977, and all others since then.
41. Bellcore Technical Reliability Prediction Procedure for Electronic Equip-
ment (RPP), 290 West Mt. Plesant Avenue, Room 4D-110, Livingston,
New Jersey 07039, 1990.
42. Shigley, Joseph E., Mechanical Engineering Design, McGraw-Hill, New
York, 695 pp., 1977.
43. Juvinall, Robert C. , Engineering Considerations of Stress, Strain, and
Strength, McGraw-Hill, New York, 580 pp., 1967.
44. Peterson, Rudolph E., Stress Concentration Factors, John Wiley &
45. Sines, George and Waisman, J.L., Eds., Metal Fatigue, McGraw-Hill,
New York, 415 pp., 1959.
Englewood Cliffs, New Jersey, Vol. 2, 568 pp., 1992, Seventh Printing
1997.
47. Kececioglu, Dimitri B., Reliability I3 Life Testing Handbook, Prentice
Hall, Englewook Cliffs, New Jersey, Vol. 1, 960 pp., January 1993,
Third Printing 1997.
48. Kececioglu, Dimitri B., Reliability I3 Life Testing Handbook, Prentice
Hall, Englewood Cliffs, New Jersey, Vol. 2, 900 pp., November 1994.
Chapter 2
FIFTEEN-STEP RELIABILITY
PREDICTION AND THE
“ROBUST ENGINEERING
DESIGN BY RELIABILITY”
METHODOLOGY
2.1 INTRODUCTION
Many components are subjected to loads over a period of time, during
which either the failure governing strength distribution, or the failure
governing stress distribution, or both vary. Such is the situation when
components fail due to fatigue, creep, wear, degradation, corrosion,
deterioration, drift, and the like. It is important to know what the
designed-in reliability is. If this is not equal to or greater than the
target, specified reliability then the designer needs to know which de-
sign variables are affecting the reliability most so that he or she can
adjust the design in the most optimum way from the point of view
of cost, weight, volume, producability, testability, operability, dura-
bility, maintainability, and safety. In this chapter, the methodologies
for calculating the reliability designed into a component whose failure
governing strength distribution, failure governing stress distribution,
or both, vary with time are presented. Numerous applications of these
methodologies are given.
It must be pointed out that stress and strength are used here in
their most general sense; namely strength in a particular failure mode
41
42 FIFTEEN-STEP METHODOLOGY
is that magnitude of stress which causes the component to fail in that

particular mode. Stress is any load intensity, be it pounds per square
inch of fiber stress in a mechanical component, insulation voltage in
an electrical insulation, watts amplified in a transformer, axial load in
a support column, cycles of operation at a specific stress level for a
member subjected to fatigue loads, etc. The strength of a mechanical
component in bending is that bending stress at the outermost fibers of
the component, which initiates a crack at those points where the failure
governing bending stress is the highest. The strength of an electrical
insulation is its breakdown voltage. The strength of an amplifier is that
amplified wattage which causes the transformer to fail. The strength
of a column in buckling is that axial load it supports which causes the
column to buckle. The strength of a member subjected to cyclic fatigue
loads is that cycles of operation at which the member will fail due to
the initiation and propagation of cracks which weaken the member to
such an extent that it cannot support the fatigue loads and fractures.
Consequently, the methodologies presented here may be applied to
all types of components from purely electronic to purely mechanical as
long as the failure governing parameter is properly identified as op tress'^
and the stress to failure as “strength.”
The methodologies and analyses presented in this chapter are illus-
trated by examples.
2.2 DEFINITION OF RELIABILITY

A comprehensive, six-point definition of reliability follows:
Reliability is the (1) conditional numerical probability
at a given (2) confidence level, that components or systems
will (3) perform their intended functions without failure or
satisfactorily and within specified performance limits, at a
given (4) age, for a specified length of time, function period,
or ( 5 ) mission time, when used in the manner and for the
purpose intended while operating under the specified (6)
application and operation stress levels.
It is seen that reliability pins down quantitatively the numerical
probability that a component, subsystem, or system will function with-
out failure. If the calculated component reliability were 99.99%, then
on the average out of 10,000 such components performing a specified
function only 1 would fail to complete the mission, and the remain-
ing 9,999 would not fail. If it is found that a risk of 1 in 10,000 is
acceptable in terms of failure cost, downtime, loss of production or
services, repair and maintenance cost and safety, then the designed-in
FIFTEEN-STEP METHODOLOGY 43
reliability is adequate. If not, the most sensitive design parameters

entering the failure governing stress and strength distributions can be
appropriately adjusted and by perturbation the desired numerical re-
liability can be attained. This powerful procedure cannot be had with
the conventional design methodology.
Reliability is a numerical probability conditional to the component,
subsystem or system being designed, manufactured, and operated as
specified; and to its being available to function, or being operationally
ready, when called upon to do so. The confidence level establishes
how sure we are that the specified, target reliability will be equalled,
or even exceeded, by the component, subsystem or system which has
been manufactured and is being operated as specified. The function
of course should be without failure, and the design engineer should
see to it that he or she designs against all possible, and “critical to
the successful function,” failure modes. If the component, subsystem,
or system has already accumulated operating hours or has a given
age, then this fact has to be incorporated into the conditionality of
the calculated reliability. Also, it is desirable to know, or specify, the
operating life, or mission time, of every equipment or system. The
reliability should be calculated for this period of time, to establish
a basis for comparing different designs for the same mission and to
identify the mission duration the specified reliability is for. When the
failure governing stress and strength distributions are time variant then
reliability is a function of operating time, and a different reliability will
be calculated for a different mission time for the same design. Finally,
the application and operation stress levels affect the failure governing
stress and strength, and consequently the associated reliability. These
stress and strength distributions should be determined correctly to
arrive at the correct designed-in reliability while the unit is subjected to
the specified application (internal) and operation (externaly imposed)
stresses.
2.3 FIFTEEN-STEP METHODOLOGY

The recommended fifteen-step “design by reliability” methodology is
the following:
1. Define the design problem and determine the mission profile.

As in Example 1-1, the design. problem must first be defined. In
the example it consists of determining the diameter of the alternator
inner rotor shaft for a life of 2.5 x lo6 cycles under the loads given in
Fig. 1.4for this duration. In more complicated situations the complete
mission profile must be determined such as that given in Fig. 2.l(a)

and Fig. 2.l(b), with the associated environments such as those given
in Fig. 2.2.
2. Determine the design variables and parameters involved.

Example 1-1 dealt with a fatigue design problem of a shaft sub-
jected to combined alternating bending stress due to the bending mo-
ment acting on the shaft and also subjected to a constant shear stress
due to a constant torque transmitted by the shaft. The maximum
bending moment is occuring near the fillet of the shaft, consequently
the shaft diameter at this fillet needs to be determined as the shaft’s
strength will be determined by this diameter where the failure proba-
bility would be the highest.
The design variables are given in Eqs. (1.3), (1.4) and (1.6) from
the stress side, namely M , T and d. From the strength side we need
the endurance strength, S,, for 2.5 x lo6 cycles of operation under pure
alternating stress and the static ultimate strength, Su, under a purely
tensile load. The endurance strength should be determined by taking
into account that there exists a stress raiser in the fillet and hence needs
to be obtained by fatigue testing grooved test specimens which give a
stress concentration factor equal to that in the rotor shaft fillet next
to the right shoulder. If the endurance strength is determined with
non-grooved specimens, then a dynamic stress concentration factor, or
parameter, Kf , should be used. Consequently, all stress and strength
design equations applicable to the problem should be derived, and all
design variables and parameters should be determined. These should
be:
1. Mission significant.
2. Unique, not duplicated.
3. Measurable before, during and after tests.
All mission essential functions should be evaluated in terms of these
design variables and parameters.
After the above effort, a check should be made to ascertain that
the correct, applicable, and significant design variables and parameters
have all been identified and selected.
3. Conduct a Failure Modes, Eoects, and Criticality Analysis (FAMECA)

[l, pp. 473-5041.
This consists of the following:
Orbit
\-Level off
I
45
-Thrust & Climb I

1
I Atmospheric flight,
I
r T i i k c o f T (Luunch)
I
I
I
t
area search.-
including landing
I
I
I
I
I
I
4.5 0.5
orbits orbits
Fig. 2.l(a)-Vhght profile for a hypothetical space vehicle.

46 FIFTEEN-STEP lMETHODOLOGY
I II
I II
I II
Flightpmfde
Functional system profile
I I I I II
Reliability goal profile
I
1.0 RobPbilityofstnrting ; I I I 1
-
I I I 1
(Cypirpl) I I I I 1
I I I I I 1
I I II
I I I 1
I
I
I
I
0.9
I
I ! . . . . , , , ' , ; .
, . ' . S ,
0 1 2 3 4 5 6 7 8 910ll121314
Operating time, hours
Fig. 2.1( b)-Hypothetical space vehicle functional system's

fight profile.
I
I1
I
Load
reverses
I
1
I
Minimum-
Orbit
7.5 hours +
I
Re-entry
6.25 hours
,
Launch Landing
Fig. 2.2-I~tiviroiitrict~ts
for the hypotlietical space vehicle.
1. Identify all components of the system.

2. List all significant failure modes of each component and their
effects on the system’s success.
3. List the causes of these failure modes.
4. Identify all parameters contributing to these causes.
5. Determine the criticality of all significant failure modes on the
system’s success.
6 . List the most critical failure modes in order of priority of study.
For the detailed discussion of this step, the reader is referred to [l,
pp. 473-5041.
4. Determine the dependence or independence of the compo-

nent’s failure modes.
If all failure modes are independent of each other; i.e., a failure
mode does not affect the behavior of any other failure mode, then
the stresses and strengths for that failure mode are calculated without
taking into account the effects of all other failure modes on them. How-
ever, if a failure mode’s behavior is affected by another failure mode
which can occur simultaneously, then all stresses and strengths that
are affected should be properly modified. Only then, the so calculated
reliabilities for each failure mode will be independent of each other.
5. Determine the failure governing criterion involved in each

failure mode.
It is very important that the correct failure governing stress be
determined. The more commonly used failure governing stress criteria
are the following:
1. Maximum principal normal, or direct, stress.
2. Maximum principal shear stress.
3. Maximum distortion energy.
4. Maximum strain energy.
5. Maximum strain.
6. Maximum deflection.
7. Combination of the mean and alternating stresses into the max-

imum shear or distortion energy criterion in case of fatigue.
8. Maximum total strain range in case of fatigue.
9. Maximum allowable corrosion.
10. Maximum allowable vibration amplitude.

11. Maximum allowable creep, and others depending on the nature
of the significant failure mode.
It is imperative that the criterion most applicable to the particular

problem at hand be used. In the case of a shaft, for example, the max-
imum distortion energy criterion would be used to calculate the failure
governing combination of the mean and alternating stresses. These
stresses would then be combined on a modified Goodman diagram,
such as the one shown in Fig. 2.3. The point in the shaft where this
stress combination is closest to or the farthest beyond the failure gov-
erning strength curve would be the point where a failure is most likely
to occur. See Shigley [2, pp. 162-2141 for example, for the methodol-
ogy to develop and apply these failure governing stress criteria. The
details of arriving at the failure governing stress and strength are given
next.
6. Formulate the failure governing stress function.

The functional relationships between the loads, dimensions, tem-
perature, time, physical properties, application and operation environ-
ment factors and other design factors must be determined for each fail-
ure mode, utilizing the applicable failure governing criterion involved.
This process yields the failure governing stress function.
As an example, consider the shaft and the loads shown in Fig. 1.4.
Based on the maximum distortion energy criterion of failure, the failure
governing stresses are the following:
The mean component of the failure governing stress is given by
and the alternating component of the failure governing stress is given

by
Mean stress - s,,
Mean strength -
Fig. 2.3-L2ailure govcriiiiig stress and streiigth distributions for the

case of combined-stress fatigue.
The stress components which enter into Eqs. (2.1) and (2.2) are
shown in Fig. 1.5, and their directions are shown in Figs. 1.5(a) and
1.5(b).
For the problem of Fig. 1.4, Eqs. (2.1) and (2.2) reduce to
and
Sa = Sxa. (2.4)
The stress values to be used in Eqs. (2.1) through (2.4) should
be the maximum stress values and not just the nominal values. In
general the maximum value of each normal stress component, s, may
be determined from
s = kh kl, k: k h * - * ~ ' , (2.5)

where
s' = nominal stress,
kh = load factor,
ki = fatigue stress concentration factor,
k: = temperature factor,
kh = shrink-fit factor, and others.
Precise knowledge of kl, is lacking. Consequently, the best approach is
not to apply stress concentration factors to stress, but to compensate
for this by obtaining the component's correct strength distribution
based on nominally calculated strengths.
A similar approach would have to be used for each shear stress
component also.
In this instance, Eqs. (2.3) and (2.4) would take the following form
if all except Icl, are taken to be equal to 1 for example's sake:
s m = [(k;sxrn)2 + 3(k[Tzzm)23 5
sa = krsza,
where kl,, k:, and k r are the respective fatigue stress concentration
factors.
If the ratio r = s a / s m can be kept constant, then the failure gov-
erning stress, S J , would be given by
Sf = ( s2a + s r2n) i ,
and would be plotted along the particular stress ratio line, as shown
in Fig. 2.3.
Equation (2.6) may be expressed in terms of so alone, if T is known,
from
or
Substitution of Eq. (2.7) into Eq. (2.6) yields
Hence, sf may be obtained from the knowledge of sa and r alone. Con-

sequently, from the failure criterion chosen, the correct failure govern-
ing stress has been determined. This will have to be done for each
significant failure mode of that component.
7. Determine the distribution of each design stress variable and

factor, for each failure mode.
Once the failure governing stress function is determined in the
design-by-reliability methodology, every variable and design factor is
considered to be distributed. Consequently, the distribution of each
variable and design factor should be determined. In Example 1-2,
Eq. (1.15) and here Eq. (2.8), give the failure governing stress func-
tion. In this function sa is distributed, and T may be distributed but
it was taken not to be distributed under the assumption that in this
problem any slight variability in r would not affect the predicted reli-
ability significantly. Consequently, only the distribution of sa needs to
be determined to find f(sr). But, sa is given by Eq. (1.3) which is a
function of M and d, and M and d are distributed. Therefore, their
distribution needs to be determined. In Example 1-2, they were taken
to be normally distributed, thus their distribution is defined by their
mean and standard deviation, or by
-
M = 126 in-lb
and
UM = 11.4 in-lb,
where 2, and I?d were to be found.
There are numerous ways of determining the distribution of a vari-

able, or factor.The reader is referred to many good books on statistics
and probability for this, such as [3 through 121.
This procedure has to be followed for each failure governing stress
function associated with each significant failure mode of the compo-
nent.
8. Determine the failure governing stress distribution for each

failure mode.
All significant and critical failure modes identified by the FAMECA
conducted in Step 3 should be considered and their failure governing
stress distribution should be determined following the previously de-
scribed procedures. In Step 14 the procedures for combining these
results into the component’s overall reliability will be covered. The
end result in the case of the alternator rotor shaft design problem was
finding the parameters of the failure governing stress, which was as-
sumed to be normal, given by Eqs. (1.16) and (1.17), or
-Sf =
8,925.5 lb-in
z3
and
- 819.6 lb-in
us, -
2
This distribution is shown as f ( s j ) in Fig. 2.3.
9. Formulate the failure governing strength function.

The failure governing strength should be the stress at failure for the
specific failure mode involved. It should, therefore, be that strength
which if exceeded a failure in that specific failure mode may result and
the probability that, that failure mode will take place is the unrelia-
bility in that failure mode. It should be the correct strength whose
distribution, when properly coupled with the failure governing stress
distribution found in Step 8, as shown in Fig. 1.3, will yield the com-
ponent’s reliability for that failure mode.
In Example 1-2, S j needed to be found, which requires that the
strength along stress ratio, r , be found. This in turn requires that
a distributional Goodman diagram be generated from experimental
data of combined alternating bending stress and steady shear stress.
It requires the knowledge of the endurance strength, S,, at r = 00 for
a life of 2.5 x lo6 cycles, the static ultimate strength, Su,at T = 0, and
54 FIFTEEN-STEP METHOD OLOG Y
the strengths in between. If Se is not known under the exact conditions

of the design problem at hand, such as when only standardized test
strengths, SL, are available then these results must be adjusted to arrive
at the strength applicable to the problem at hand. This can be done,
in the case of the fatigue failure mode, by using multiplying factors,
ki, to adjust St, as follows:
Se = k, kb k, k d * * * S L , (2.9)
where S L is the endurance strength of a rotating beam fatigue specimen
tested to failure under idealized, controlled laboratory conditions, k,
is the surface finish factor, kb is the size factor, k, is the dynamic stress
concentration factor, kd is the temperature factor, etc.
The strength function in between Se and S, in Fig. 2.3 needs to
be determined next based on the failure governing criteria involved.
Usually the following function holds for combined stress fatigue:
2
=1, (2.10)
where a 2 1, Se is the endurance strength, and S, is the static ultimate

strength.
The intersection of the stress ratio line with the function of Eq. (2.10)
gives the applicable strength function.
10. Determine the distribution of each design strength variable

and factor for each failure mode.
The next step is to determine the distribution of each design strength
variable and factor, for each failure mode. In the case of a component
subjected to combined stress fatigue, for example, it may be seen that
the distributions of SL, ka, kb, k,, kd, -.., Se, and S, need to be deter-
mined in Eqs. (2.9) and (2.10) so that the distribution of the failure
governing strength, f(Sf), can be determined.
11. Determine the failure governing strength distribution for each

failure mode.
The failure governing strength should be determined next by syn-
thesizing the distributions of each strength and strength modifying
factor appearing in the failure governing strength equations, such as
in Eqs. (2.9) and (2.10). The end results would be the parameters
of the failure governing strength distribution applicable to the design
problem at hand. For example, in the design problem of the alternator
rotor shaft of Example 1-2, this process leads to the generation of the
distributional Goodman diagram of Fig. 1.7 and of Table 1.1. Table 1.1
gives the parameters of the failure governing strength under combined
alternating bending and steady shear stress for various stress ratios.
These parameters are the mean and standard deviation of an assumed
normal distribution of the failure governing strength for the specific
stress ratio and for 2.5 x lo6 cycles of life. In this case the stress ratio
was found to be 0.145 and Table 1.1 by interpolation gave the following
failure governing strength distribution parameters: S f = 169,075 psi
and asf = 6,480 psi. This distribution is shown plotted in Fig. 2.3 as
f (Sf1.
12. Determine the component’s reliability for each failure mode.
Having determined the failure governing stress and strength distri-
butions, they are coupled next to calculate the associated reliability
for that failure mode. This was done in Example 1-2 using Eqs. (1.18)
and (1.19)) the general equation being
where f ( S f )is the failure governing strength distribution, and f(s1)

is the failure governing stress distribution, discussed in Step 8. The
methodology is summarized in Fig. 2.4.
The nomenclature used in Fig. 2.4 is the following:
S, = static ultimate tensile strength,
S, = fatigue strength,
ka = size factor,
kb = surface finish factor,
k, = environment factor,
L = loads,
T = temperature,
G = characteristic geometries,
P = physical properties,
t = time,
and
m = miscellaneous factors.
13. Determine the component’s reliability for all failure modes

involved.
+
EDBR methodology
(for each fdure mode)
Determine the failure Determine the failure

governing stress equation governing strength equation
s=ftx,, 4. x.)
--a. S=flx, y2’ a**. u,)
eg.. eg.9
s=fTL T G,P, t, m) i
s=fls,s., k. k. P, 4 m,
ka.
Determine the distribution of Detennine the distribution of

the failure governing stress. the failure governing strength.
-
I
Calculate the component’sreliability
for the failure mode being analyzed.
Fig. 2.4-The Engineering Design By Reliability method-

ology (for each failure mode) flow diagram.
The preceeding steps should be repeated for all significant and crit-
ical failure modes of each component. Such failure modes may be yield-
ing, fracture, fatigue, excessive deflection, buckling, excessive vibration
amplitude, excessive creep, excessive noise, corrosion, etc. In the al-
ternator rotor shaft problem, fracture due to combined stress fatigue
was the only significant critical failure mode of concern. Consequently,
the component’s reliability was based on this failure mode only. In
other cases however, additional significant, critical failure modes, from
among those given previously may occur and the component’s reliabil-
ity due to each one should be determined.
14. Determine the overall component reliability considering all

failure modes involved.
After the component’s reliability due to each failure mode is de-
termined, the overall component reliability due to all failure modes
should be determined. One method of calculating a component’s over-
all reliability is to assume that all failure modes are possible, each and
every failure mode may be initiated and propagated independently, or
dependently but the associated failure governing stress and strength
distributions for each failure mode have been so determined that the
effects of all other failure modes have been taken into account, and
the component fails when at least one of these failure modes causes
the component to fail. Then, the overall component reliability, R,, is
given by
Rc = R1 x R2 x R3 x - * * x k,
or
m
R, = H R , , i = 1,2,..-,m, (2.11)
i= 1
where R1, Rz, Rs, - ., & are the calculated reliabilities due to Failure
Mode 1, Failure Mode 2, Failure Mode 3, . . . , and Failure Mode rn, and
m is the mth possible significant critical failure mode. Consequently,
there would be m possible failure modes for each component.
Another method of calculating a component’s overall reliability is
to assume that the component will fail in that failure mode which has
the highest probability of occurrence; that is, the highest associated un-
reliability or the lowest calculated’reliability, ora,,,,,,
. Consequently,
the component’s reliability is given by
The minimum component reliability would be that given by Eq. (2. 11)’
because
therefore
m
i= 1
Another method of determining the component’s reliability is to

assume that the component fails only in one mode and in the failure
mode that has the highest reliability or in the mode that has the lowest
probability of failure, then
Rc = &., (2.12)
The component’s actual reliability lies somewhere in between the
values given by Eqs. (2.11) and (2.12). If a single failure mode does
cause the component to fail then the component’s actual reliability
may be closer to Rimin. If most failure modes participate to cause
the component to fail, then the component’s actual reliability may be
closer to
m
i=l
The maximum possible component reliability would be that given

by Eq. (2.12).
A better way of arriving a t the actual, overall component relia-
bility would be to find from prior experience the percent of the time
each particular failure mode occurs in such components in their use
environment. Then, the overall component reliability would be given
by
(2.12‘)
i= 1
where
& = reliability due to Failure Mode i,
Pi = probability of occurrence of Failure Mode i,
and
rn = total number of failure modes of the component.
The actual, true component reliability will be known only after

extensive reliability testing is conducted, or extensive actual use data
are acquired and analyzed to calculate the demonstrated reliability of
the component from these data. See Fig. 2.5 for a summary of the
methodology to find the overall component reliability.
EXAMPLE 2-1
A mechanical component may fail at its critical location in three

modes:
1. Fracture due to fatigue.
2. Corrosion.
3. Creep.
Using the EDBR approach the following reliabilities are determined:
Failure Mode 1: R1 = 0.947.
Failure Mode 2: Rz = 0.953.
Failure Mode 3: R3 = 0.960.
Field reliability data analysis has shown that 67% of such components
fail due to fatigue fracture, 26% due to corrosion, and 7% due to creep.
Determine the overall reliability of such components utilizing the
four approaches presented earlier.
SOLUTIONS TO EXAMPLE 2-1
Using Method 1
This result assumes that the component fails in only one failure mode
and in the failure mode that has the highest reliability; i.e., in the
mode that has the lowest probability of failure (unreliability) which in
this case is
Q,=1-&,
= 1 - 0.9999990,
or
Qi = 0.0000010 =
Determine component reliabdity

considering all sigdicant failure modes.
-
b Reliability for Failure Mode A. D

i
c Reliability for Failure Mode B. #
I I
1 I I
Reliability for Failure Mode N.
.)
Synthesis of the reliabilities to arrive
at the overall component reliability
Fig. 2.5-Determination of the component’s reliability con-

sidering all significant failure modes.
In this case the component starts to fail due to creep; and even though
fatigue and corrosion may also be occurring, they may not progress
sufficiently, thus, the component ultimately fails due to creep. Were
this the case then the component’s overall maximum reliability would
be
Using Method 2
Rc = JJ R, = Rcmin= R1 R2 R3 = (0.947)(0.953)(0.960),
i= 1
or
Rc = 0.9462 = Rcrn,,,.
This is the component’s minimum overall reliability as it gives the low-
est possible value. It assumes that the component fails due to one or
more of the failure modes; i.e., it fails due to at least fatigue, or at least
corrosion, or at least creep; or it fails due to any combination of the
three failure modes, including possibly all three. These are the reasons
why this method yields the lowest of all possible reliabilities.
Using Method 3
or
3
JJ & = 0.9462 < Rcactual< &,, = 0.960.
i= 1
This means that the component’s actual reliability would be some-
where between the two bounds of 0.9462 and 0.960.
Using Method 4
i=l
= (0.67)(0.947) -k (0.26)(0.953)-k (0.07)(0.960),
or
RcaCtual
= 0.94780.
It may be seen that this method yields a reliability value between the
two previous bounds.
It must be pointed out that regardless of the relative percentages
of occurrence of the failure modes; i.e., the Pi values, the overall com-
ponent reliability, using Method 4, will always be between the R,,,
value of Method 2 and the & , value of Method 1.
15. Determine the confidence limit on the calculated component

reliability
The question asked frequently is, “HOWgood is the calculated reli-
ability value?” The best way of answering this question is to introduce
the concept of confidence level and the associated confidence limits on
the actual reliability. Confidence level is the percent probability, des-
ignated as 100( 1 - 7)%,with which the actual reliability value may be
expected to fall within two, upper and lower, limits, called the two-
sided confidence limits, or above a lower limit, called the one-sided,
lower confidence limit. In reliability, the lower one-sided reliability
confidence limit, , is preferred such that loO(1 - 7)%of the com-
ponent reliabilities will be equal to or greater than this lower limit
value in the long run.
To find R L ~ = 1 - a for a desired confidence level of (1 - 7) use
Figs. 7.4 through 7.11, which give the lower, onesided confidence limit
on the reliability (13, 141 given
(2.13)
and the sample size, N, of f(C), shown in Fig. 2.6, for the confidence
levels of SO%, SO%, 70%, 80%, 90%, 95%, 99%, and 99.9%. It must be
pointed out that f(C) is composed of two distributions, namely f ( s )
and f(S),with their respective sample sizes, Nsand N s . To simplify
the incorporation of these two sample sizes to determine RJJ , the con-
cept of an effective, combined sample size has been used here in the
development of Figs. 7.4 through 7.11. An effective, combined sample
size, N,,can be determined using Satterthwaite’s approximation (9,101
from
(2.14)
where the failure governing strength distribution is based on a sample

size of N s , and the failure governing stress distribution is based on a
sample size of Ns.To use Figs. 7.4 through 7.11 the effective sample
1 Reliability is
given by the
shaded area to
the right of
the origin.
0 < = s-s
Fig. 2.6-'l'lic strctigtli-stress diflerence distributioa, /(().
size N , on which f(() is based, or on which p( and a( are estimated,

is determined first, next is obtained from Eq. (2.13) and finally
the reliability is read off by entering Figs. 7.4 through 7.11 with these
values of N , and KaiY.
The details of determining R L and

~ Figs. 7.4 through 7.11 are given
in Chapter 7.
EXAMPLE 2-2
A mechanical component has normally distributed failure governing

stress and strength distributions with the following parameters:
3 = 6,500 psi,
us = 1,250 psi,
and
-
S = 10,750 psi,
us = 750 psi.
What is the lower one-sided confidence limit on this component’s reli-
ability at the 50%, SO%, 70%, 80%, 90%, 95%, 99% and 99.9% confi-
dence levels if the failure governing stress distribution’s sample size is
N , = 40, and the failure governing strength distribution’s sample size
is N s = 60?

The parameters of the difference distribution need to be calculated.
jQ is given by
-
Fc = s - 3,
= 10,750 - 6,500,
or
i;~
= 4,250 psi,
and ZC is given by
ZC = (U2S + U , 2 ) i ,
= (7502 + 1, 2502) ’ ,
1
FIF TEEN-STEP M E TIIODOL 0 G Y 65
TABLE 2.1-The expected reliability for Example 2-2

and the lower, one-sided confidence limit
on the reliability at various confidence lev-
els.
Confidence level, Confidence limit on I

CL,% the reliability,
50 0.997
60 0.996
70 0.996
80 0.995
90 0.995
95 0.993
99 0.988
99.9 0.972
or
5~ = 1,458 psi.
From Eq. (2.13), Kair is
4,250
Ka;r = 1,458’
or
Ka;r = 2.92.
The effective sample size, Ne, can be found using Eq. (2.14), then
[(750>2 + (1,250)2]2 +
Ne = + 11,250)*
60-1 40-1
or
Ne = 67.4.
Entering Figs. 7.4 through 7.11 with these two quantities yields the
R L values
~ given in Table 2.1 at the various confidence levels.
66 FIFTEEN STEP METHODOLOGY
PROBLEMS
2-1. What is the definition of Reliability?
2-2. What is the difference between dependent and independent fail-
ure modes?
2-3. What would be some failure governing criteria for electronic corn-
ponents?
2-4. If a system consists of four components with reliabilities of 0.995,
0.999, 0.980 and 0.950, and a probability of occurance of 15%,
25%, 30% and 30%, respectively, what would the reliability esti-
mate of the system be using all four methods?
2-5. Given usf = 6,480 with 35 data points, uSf = 3,000 with five
data points and K = 3, what is at a 95% confidence level?
2-6. A R L = ~ 955 is desired at a 99% confidence level. If K = 5, what
is the effective sample size required?
2-7. Given S = N(6,000; 250) and s = N(4,000; 500) with 100 data
points each, what is R L at
~ 50% conficence level, what is it if
distribution parameters are considered to be exact?
2-8. Fkom the system profiles shown in Fig. 2.l(b), what systems
should be taken into account when predicting the reliability at
the end of the boost stage? How long have these systems been
loaded? What magnitudes of the environmental conditions would
the equipment experience during this portion of the mission?
2-9. h o r n the system profiles shown in Fig. 2.l(b), what systems
should be taken into account when calculating the reliability from
the end of orbit to mission completion? What is the loading time
for this portion of the mission? What magnitudes of the envi-
ronmental conditions would the equipment experiece during this
portion of the mission?
2-10. A structural member has the following characteristics for three
types of loading S1 = N(500,50), S2 = N(100; 5) and SJ =
N(1000; 20). The structural member is loaded with s1 = N(300;
50), s2 = N(50; 10) and sg = N(800; 50). What is the reliability
using methods 1 through 3, assuming all numbers to be exact?
REFERENCES 67
REFERENCES
1. Kececioglu, Dimitri B., Reliability Engineering Handbook, Vol. 2, Pren-
tice Hall, New Jersey, 568 pp., 1991, Seventh Printing 1997.
York, 695 pp., 1977.
3. Hahn, Gerald J., and Shapiro, Samuel S., Statistical Models in Engi-
neering, John Wiley & Sons, New York, 355 pp., 1967.
4. Mann, N. R. , Schafer, R. E., and Singpurwalla, N. D., Methods for
Statistical Analysis of Reliability and Life Data, John Wiley & Sons,
New York, 564 pp., 1974.
5 . Kececioglu, Dimitri B., Reliability Engineering Handbook, Vol. 1, Fourth
Printing, Prentice Hall, New Jersey, 720 pp., 1995.
6. Kececioglu, Dimitri B., Reliability & Life Testing Handbook, Vol. 1,
Prentice Hall, New Jersey, 960 pp., January 1993, Third Printing 1997.
7. Kececioglu, Dimitri B., Reliability €4 Life Testing Handbook, Vol. 2,
Prentice Hall, New Jersey, 900 pp., November 1994.
8. Bowker, A. H., and Lieberman, G. J., Engineering Statistics, Second
Edition, Prentice-Hall, New Jersey, 641 pp., 1972.
9. Anderson, R. L., and Bancroft, T . A., Statistical Theory in Research,
McGraw-Hill, New York, 399 pp., 1952.
10. Bancroft, T. A., and Han Chien-Pai, Statistical Theory and Inference
in Research, M. Dekker, New York, 372 pp., 1981.
11. Montgomery, Douglas C., and Runger, George C., Applied Statistics
and Probability for Engineering, John Wiley & Sons, New York, 752
pp., 1994.
12. Kotz, Samuel, Johnson, Norman Loyd, and Read, Cambell B., Encyclo-
pedia of Statistical Sciences, John Wiley & Sons, New York, 9 Volumes
1982.
13. Lamarre, B. G., “One-sided and Two-sided Tolerance Limits for a
Normal Population,” Master’s Report, Aerospace and Mechanical En-
gineering Department, The University of Arizona, 175 pp., 1975.
14. Lipson, Charles and Sheth, Narendra, J., Statistical Design and Anal-
ysis of Engineering Experiments, McGraw-Hill Book Co., New York,
NY, 518 pp., 1973
Chapter 3
THE CENTRAL LIMIT

THEOREM, AND THE
MOMENTS AND THE MONTE
CARL0 SIMULATION METHODS
OF SYNTHESIZING
DISTRIBUTIONS
3.1 THE SUM OF MANY INDEPENDENT AND

IDENTICALLY DISTRIBUTED (IID) RAN-
DOM VARIABLES
Consider the sum
Y =X1+X~+..-+Xn, (3.1)
where n is very large and the Xi's are iid (independent and identically
distributed) variables. Then, the sum, Y, is a variable. Such sums are
often met in practice. Note that all random variables, X i , are assumed
to be have the same distribution, f(zi),here. We want to find the
distribution of the sum, Y. We are able to do this even if f(zi) is
unknown. All we need is the mean of Xi
69
70 SYNTHESIZING DISTRIBUTIONS
and the variance of X ,

V A R ( X i )= 02.
From Eq. (3.1) and the independence of X i , the mean and variance of
the sum, Y , are
E ( Y ) = np7
and
V A R ( Y )= n 0’.
Now let
z=Y - n p ’
f i g
or
z = c -X i - p .
i= 1 f i g
It may be verified that

E(2)= 0,
and
V A R ( 2 )= 1.
By definition, the moment generating function [l,Vol. 1, p. 1591 of 2
is
or
Since the Xi are all .independent,

THE LAW OF LARGE NUMBERS 71
Expanding the exponential term into a Taylor's series about t = 0,

yields
= f i [ l + &1 2 +-6n3/2
a3
t3
a4
G
+
t4 + o(t4)] ,
i=l
or
(3.4)
where
a3 = E ( X i - ')' = coefficient of skewness [l,Vol. 1, p. 1551 of X i ,

(r3
and
a4 = E ( X i - 'I4 = coefficient of kurtosis [l, Vol. 1, p. 1561 of X i .

a4
Neglecting the terms of higher order than t4, and taking the logarithm
of Eq. (3.4), yields
Expanding this in a logarithmic series, or

x2 x3
loge(l+ Z)= z - -
2
+-
3
- ,
where
yields
Again neglecting the resulting terms of order higher than t4 yields

To obtain the limit distribution asympotically as n + 00, Eq. (3.5)

yields,
(3.5’)
Therefore, the antilog of Eq. (3.5’) yields
Note that the right side of Eq. (3.6) is just the moment generating
function of the standardized normal distribution. Hence, the pdf of 2
is a standardized normal, or
1
fz(,z) = - e - z 2 / 2 , when n + 00. (3.7)
6
Retransforming to Y through Eq. (3.2), finally yields
This is a very important result that the distribution of the sum of

many independent random variables, each having the same distribu-
tion, asymptotically approaches the normal distribution, regardless of
the distribution of the individual variables.
Consequently, the sum, Y,will approach a normal pdf as the num-
ber of terms, n, tends to infinity. In practice, of course, the number
of terms is finite. It is therefore of great interest to know how large n
must be to make the normal distribution a good approximation to the
true distribution of the sum.
Consider Eq. (3.5) again where
which includes the terms of order up to and including l/n. If the limit
for n + 00 is not taken this time, then
Developing the exponential function of the last two terms in series, and
again collecting terms of order up to and including l/n, Eq. (3.9) can
be written as
THE LAW OF LARGE NUMBERS 73
Hence
Performing this integration on the complex plane, yields
where
H 3 ( z ) = z3 - 32, (3.10)
H 4 ( z ) = z4 - 6z2 + 3, (3.11)
and
HG(Z) = z6 - 15z4 + 45z2 - 15. (3.12)
Transforming back to Y , as before, yields
The normal distribution comes from the first term, which is the only
significant term when n is large enough. The second term is propor-
tional to the skewness coefficient, a3; therefore, the distribution of a
sum of symmetrically distributed random variables will converge to
the normal distribution more quickly than the distribution of a sum of
asymmetrically distributed variables.
If the variables are distributed symmetrically, or a3 = 0, the degree
of approximation is then determined by the coefficient of kurtosis, ( ~ 4 .
Thus, the sum whose terms are distributed with smaller values of (a4-
3), will be more nearly normally distributed.
EXAMPLE 3-1
Suppose a random variable, Y , can be expressed as
Y =X~+X2+"'+Xn,
where the X i s are uniformly distributed variables from -c to +c. How
large must n be so that the pdf of Y will differ from a normal distri-
bution by less than 5% at y = 0.

From the given, the pdf of each X , is
- C < X , ~ C ,
f i ( 4 =
("
0 otherwise.
Therefore, the mean, variance, skewness and kurtosis of the Xi are,
respectively,
P\ = P = S_,c 51 xi dxi = 0,
and
~4 = LC5
c 1 4 1 4
xi d x,. --5 -c .
Hence, the coefficients of skewness and kurtosis of the Xi will be
and
According to the question, the following condition must be satisfied
where
Substituting Eq. (3.13) into this condition, yields

CENTRAL LIMIT THEOREM 75
Since a3 = 0, then
a4 - 3
124,~~ ( d I
Y-nP 55%.
In this case,
z = *-Y - n P
6 0
For y = 0 and p = 0, we must have

z =o.
Then, from Eq. (3.11),
&(O) = 3.
Consequently,
or
n 2 3.
3.2 THE CENTRAL LIMIT THEOREM

Assume that a random variable, Y, is a function of the sum of many
independent random variables, or
Y =X1+X~+..-+Xn,
where the Xi are independent random variables with the mean of pxi
and the variance of uLi. The Central Limit Theorem states that the
distribution of the sum, Y ,of independent variables, X i s , each hav-
ing finite mean and variance, will asymptotically approach the normal
distribution with the mean of
n
PY = C P X i , (3.14)
i= 1
and variance of
.-
n.
a; = (3.15)
I
i= 1
even if the X , each have a different distribution, provided that

ffX
lim 1= 0 for all i;
n-+w f f y
i.e., the variance of any one term is negligible compared to the variance
of the sum.
EXAMPLE 3-2
A mechanical component is subjected to six external loadings. At
the critical design section, the stress produced by each loading, si (i =
1, , 2 , . . . , 6), is a random variable whose pdf has been estimated
from available data and is independent of the stresses produced by the
other loadings. The total stress is
s = s1 + s2 - s3 - s4 - + 36. 35
Those distributions are shown plotted in Fig. 3.1, and their parameters
are given in Table 3.1 in 1,000 psi.
Find the 90%, 95% and 99% upper percentiles of the total stress
for design purposes.
From the central limit theorem, the sum, s, approaches a normal
distribution with a mean of
and variance of
n=6
0: = Cfft. (3.17)
i= 1
To find S and us we do not need to know the pdf’s, but just the Si and
us,. These can be calculated from the data and the following results
obtained:
I I Stress number. i I
‘ 1 2 3 4 5 6
S 10 20 1.50 10 0.20 10
us2 1 2 0.25 10 0.04 20
Substitution of these values into the Eqs. (3.16) and (3.17) yields
S = 10 + 20 - 1.50 - 10 - 0.20 + 10 = 28.30 ksi,
CENTRAL LlMIT THEOREM 77
Fig. 3.1 - The stress distributions at the critical design sec-

tion of a complex mechanical component for Ex-
ample 3-2.
TABLE 3.1 - The distributions of stresses in

1,000 psi
for a complex mechanical component for
number Parameters
N ( p = 10;a = 1)
2 N(,u = 20;a = Jz)

3 G(P = 9;q = 6)
4 G(P = 1O;q = 1)
5 E(X = 5)
6 x2(v = 10)
N = normal pdf,
G = gamma pdf,
E = exponential pdf,
x2 = chi-square pdf,
,u = mean,
a = standard deviation,
P = shape parameter,
q = scale parameter,
X = exponential parameter,
Y = degrees of freedom.
CENTRAL LIMIT THEOREM 79
and
a: = 1 + 2 + 0.25 + 10 + 0.04 + 20 = 33.29 ksi2.
From the central limit theorem the total stress can be approximated
by a normal pdf with
3 = 28.30 ksi,
and
ut = d m = 5.77 ksi.
Using the normal pdf probability tables we can find that
P(s - < 3 + 1.282 a,) = 90%,
P ( s 5 3 + 1.645 a,) = 95%,
and
P ( s 5 3 + 2.326 a,) = 99%.
Consequently,
P ( s 5 28.30 + 1.282 x 5.77) = 90%,
P ( s 5 28.30 + 1.645 x 5.77) = 95%,
P ( s 5 28.30 + 2.326 x 5.77) = 99%,
or
P ( s 5 35.70 ksi) = 90%,
P ( s 5 37.79 ksi) = 95%,
and
P ( s 5 41.72 ksi) = 99%,
or the upper percentiles for these stresses are

~0.90= 35.70 ksi,
S0.95 = 37.79 ksi,
and
~0.99= 41.72 ksi,
or 90% of the total stresses will be equal to or less than 35.70 ksi.
Another interpretation is: the probability that the total stress will not
exceed 35.70 ksi is 90%. Similar interpretations may be made for the
95% and 99% percentiles.
Observations on the applicability of the results:
80 SYNTHESIZING DIS TRIBUTIONS
1. Only 6 terms are involved which is not “very many,” that Central
Limit Theorem requires.
2. The Central Limit Theorem also requires that variances be of
similar range, or none be much different so that it dominates the
value of os.Here, Stresses 4 and 6 have variances which highly
dominate the value of the total variance. Hence the applicability
of the Central Limit Theorem is questionable, but later we will
be able to check the adequacy of the normal pdf approximation
using more precise methods.
3. One does not need to know the exact pdf’s of the si’s but only
their means and variances.
3.3 THE METHOD OF MOMENTS

Assume that we have a random function
Y = h ( X 1 , X2, Xn), (3.18)
where the Xis are random variables. The specific assumptions are:
1. The random variables, X I through Xn, are continuous and inde-
pendent, each having finite four moments.
2. The function, h ( - ) , is continuous and differentiable up to the
fourth derivative.
3. The expansion of h ( . ) in a Taylor’s series is convergent in the
domain of investigation.
The nonlinear function, in general, can be linearized by expanding it
in a Taylor’s series about its mean values, then
where all of the partial derivatives are evaluated at the mean values of
the Xis; i.e., at X i = Xi,X2 = X2, . . ., Xn = X,,.
The ap roximate moments can be obtained by taking the expected
P
value of Y from its linear approximation; i.e.,
E(Yk), k = 1, 2, 3 and 4.
METHOD OF MOMENTS 81
Note that terms of the form E [ ( X i - X i ) ( X j - Xj)'],i # j , drop

out since from the independence property this equals to E ( X i - Xi).
E ( X j - xj)kand hence zero because
E ( X i - X i ) = E ( X i ) - E ( X i ) = Xi - Xi = 0.
Finally, the first moment of Y is
where
p ; ( Y ) = first moment of Y about zero,
and
/ ~ 2 ( X i=) second moment of Xi about the mean,
or the variance, a;,.
Most books only give the first term of Eq. (??) and consider the
accuracy sufficient. The first term only provides an exact result for
linear combinations of functions because all second and higher order
partial derivatives are zero. Equation (??) contains only up to second
order terms of a multivariate infinite Taylor's series. Hence, it is only
approximate in the general case.
Also,
/J~(= Y )V A R ( Y )= ~y2 = pi - ( p i ) 2 ,
where
p 2 ( Y ) = second moment about the mean, or variance.
The Taylor's series expansion for the variance of the system's perfor-
mance, with uncorrelated variables and retaining up to third order
terms, is given by
where p g ( X i ) is the third central moment for the ith variate. Most
texts use only the first term, which may be a satisfactory approxima-
tion.
The third central moment is given by
(3.21)
retaining only the lowest-order non-zero term, and the fourth central
moment is given by
+6 5 5[(z)2
(E ) 2
i l j + l j=1
aXj aXi
1
V A R ( X j )V A R ( X , ) . (3.22)
Note that all of the above derivatives should be evaluated at the mean
value of all variables involved, or at
-I
xi =Xi for i = 1, 2, . . . , n.
If the raw data are available then,
N
C Yi
i=l
/&(Y) = - mean about zero, or the raw mean, (3.23)
c y:
N
-N (P)2
fi2(Y)= i=l = VTR(Y), (3.24)
N
N N
5 Yi” c YT -
i=l
fi3(Y)= -- 3 5 .
c i=l
Yi
(3.25)
N N N
and
N N N
c Yi4 c c Yg
fi4(Y)= -- 4 i=l . i=l
i=l
Yi
N N N
(3.26)
METHOD OF M O M E N T S 83
where yi (i = 1, 2, . . . , N) is a sample of Y.
These equations are in the most convenient form for calculation, if
the raw data are available. If the pdf’s of the Y are given then,
P 3 V ) = P i - 3 Pa P i + 2 (d13 * (3.27)
It is related to the coefficient of skewness, a 3 , which is given by
(3.28)
Also,
P 4 V ) = 11: - 4 11; Pi + 6 11; (d12- 3 (3.29)

It is related to the coefficient of kurtosis, 04, which is given by
114
a4 = p2 = - (3.30)
PK
In general,
(3.31)
J-00
= kth raw moment of the distribution fx(z),

= kth moment about zero, or about the origin,
and
(3.32)
J -ca
= kth central moment,
= kth moment about the mean.
Once the first four moments of Y are found, the Pearson distribution
approximation [2, pp. 220-2241 can be used to determine the distribu-
tion of Y from Fig. 3.2 and estimate the percentiles of the distribution
of Y from Tables 3.2 through 3.15.
a3
0 1 2
1
I
a4 = P 2
10
Fig. 3.2 - Distribution approximation determined from the

bakes of and A.
TABLE 3.2
YERCUI‘TAGE POINTS OF P U W H CURVES
I
- -
Lower I01 poliits o f the strndardlrcd d e v l r t e ( I
- --
w)/a; (a- 0.10)
-
A l l r l p r negrtlve.
-
1.8
0.00
1.1856
0.01
I. 1491
0.05
I . 1189
0.05 0.10
-0. IS 0.20 0.30 0.40 0.50 0.60
-0.70
2.0 1.1241 1.5475 I . 3265 1.1104 1.2747 1.2394

2.2 I . 1545 I. 1f42 1.1118 I. 1074 I. 2828 I. 2589 1.2342
2.4 I. 1119 I , 3176 1. J O f l 1.2972 1.2794 I. 2625 1.264 I . 2059
2.6 1.3144 1.1009 1.2911 I. 2846 1.2710 I. 2585 1.2462 I .2I81 I . 1819
2.8 1.2970 1.2854 I . 2771 1.2818 I . 2609 1.2512 1.2419 1.2214 1. I965 1.1651 1.1278
1.0 1.2816 1.2714 1.2643 I. 2596 I. 2505 1.2427 1.2354 1.2197 1.2012 I. 1181 I * 1501 1.11s)
3.2 I . 268 I .259 1.2524 1.2481 1.2406 1.2341 1.2280 1.2155 1.2012 1. 1831 1.162s 1.1#6
3.4 I. 256 I. 248 1.2421 I .2381 I , 2109 I . 2259 1.2208 1.2102 1.2001 1.1851 1. 168l 1.1488
1.6 1.245 1.218 1.2129 1.2293 I. 2229 1.2119 1.2135 I. 2646 1.1951 I . I840 1. I l l 0 1. IS54
85
1.8 1.216 I . 219 I. 2218 1.220s 1.2151 1.2108 I. 2069 I. 1990 I. 1901 1.1816 1.1110 I. lS85
4.0 1.227 1.121 1.2166 I.2116 I . 2080 I. 2018 1.2003 I. 1935 1. 1861 I. 1782 1.169S 1.1ss1
4.2 1.220 1.211 I. 2093 I. 2066 I .2012 1.1976 1.1941 I . 1878 1. I811 I. 1751 I. 161s 1. IS86
4.4 1.213 I. 207 I , 2025 I. 1998 I. 1952 1.1916 1.1887 1.1834 1.1777 1.1114 I . 1649 I. 1514
4.6 I. 207 1.201 1. I971 I. I948 I. 1902 I . I866 I . I837 1.1181 I . 1729 I. 1615 1.1616 1.1ss2
4.8 1.201 1. I96 I. 191s I . 1890 I. I852 I . I817 1.l186 1.1717 1.1692 I. 1645 1.1593 1. IS%
5.0 1. 196 1.191 I. I873 I. 1848 1. I804 I . 1775 1.1747 I . 169) 1. I652 1.1606 1. ISM) 1.116)
5.2 1.191 I. 186 1.1825 I. 1800 1.1764 1.1115 1.1707 I. I656 I.Ib15 I. 1516 1. ISXI 1.146U
5. 4 I. 187 I. 182 1.1783 I. 1760 1.1724 I. 1695 I. I666 I . 1621 I . 1586 I. 1546 1.1199 I. I451
5.6 I. 183 I. 178 1.1741 I. 1720 I. I684 1.1655 I. 1611 1. IS92 I. I555 1.1516 1.1477 I.1411
5.8 1.173 I. I74 1.1710 1.1691 I. 1654 1.l625 1.1601 1.1562 1. IS25 I. 1486 1.1446 I . 1466
6.0 1.176 I . 171 I . I680 I. 1661 1.1624 I . 1595 1. 1511 I . IS32 I . I494 I. I451 1. I424 1.1386
6.2 1.172 1.168 I . 1651 I . 1611 1. 1594 I . IS65 1. I541 I . Is01 I . I468 1.1417 1. I404 1.1n6
1. I69 1.165 I . 1444 I. I401 I. 133)
--
6.4 1.1621 1.1601 1. IS61 1.1515 1.1516 1. I482 1.1113
6.6 1.167 1.162 1. IS90 I . 1571 1. Is44 I515 - - -
-
1. 1.1491 1.1411 1.1418 I. 1187 1.1153 1.132s
‘Prepred by ~ r R. ~ U IKrlwoy, 8rser1 on “ t a ~ ~of e perccntrgr Fulnt5 oi P e r r s m curves, for glvcn /ii. and 62, orpresse~
In standard u n s u r e , ” Corplled by N. 1.. Johnson. Erlc Nlrm rnd 0 . f!. b o r , with an Introduction by e. S. P I I ~ M ,
Ilometrltr. V o l . S O , Nu5. 1 and 4. pp. 459-498. 1961.
TABLE 3.2 - Continued.
o.tJ0 0.90 1.10 1.20 1.30 I .1l1 1.50 1.60 I . 70 1.3u

- PI
3.0 1.0748
3.2 1. l U 4 8 1.0674 I. 0245
3.4 I. 1241 1.0951 I. 0606
3.6 1.1360 1.1133 I .0858 1.0538 I.Ull3
3.8 1. 1430 1. I250 I. I029 I. 0714 1.0474
4.0 I. I467 1.1321 1.1143 I .0937 1,0692 1.0411 I .uo33
4.2 1. I482 I. 1363 1. I216 I. 1049 I. 0848 1.0617 I .I1352
4.4 I. 1484 1.1383 I. 1261 1.1122 I. 0956 1.0766 I .0545 I . u292 1 . LIOOU
4.6 I. I478 I . 1392 1.1287 1.1170 I.lO3l 1.0173 I. 0688 I. 0476 I. U236
4.8 I. 1467 I. 1391 I. I300 I. I200 I. I082 1.0951 I. 0735 1.0617 1.0412 1.111111 0.9923
5.0 I. I447 1.1119 I. I It1 1.1215 1.1115 I . 1002 I .On68 1.0717 I .0544 I .I1347 I .01?6
5.2 I . I426 1. I367 I. 131) I . I225 1.1137 I . IlI38 1.0923 I .0793 I .n644 I .U475 1.0286
5.4 I . 1405 I. 1351 I. 129 I . 1224 I . I147 I. I062 1.0961 I. U849 I. 0720 1.0574 I .04lI
5.6 1.1185 1.1315 1.128 I. I224 1.1157 I. I080 1.0989 I. 0189 I . 0777 I. 0650 I .US08
5. 8 I. 1364 1.1320 I . 127 I. 1 2 1 8 l.ll57 I. 1087 I . 1007 I .0919 1.0820 I. 0709 I .0585
6.0 I . I344 I . 130s 1.126 I . 1206 1.1146 I . 1087 1. I019 I .0943 I. 0853 I A753 I .0443
6.2 1.1324 I. 1283 I. I24 1.1195 l.II45 I. 1091 I . 1028 I.0957 I .no76 I .I1786 I.0689
6.4 I. I304 I. I269 I. 123 1.ll8S 1.1115 I . 1083 I. 1025 1.0962 I.U891 I .08lZ I. 0725
6.6 I. I293 I. 1259 I . 122 I. 1175 1.1125
-
1'. I076 I. I022 I .0966 1 .090 3 I .U8J3 1.0754
bPrc(irred by Mr. Raul Krlvuy, Bored on lbTrlila u f Iiorceiitrgo polnts of Psrrson CIII'VCS. fur t l v e n 6,uiiJ
0 2 , expressed 111 s t r t i d r t d aeosiire," Cuvplled by N. I.. Juhnson. Erlc N I X M rnJ 1). E. A w r . w l l l i an
lnlroducllon h y E. S. Perrraii. B l u w l r l k r . Vul. S O , Nor. J rid 4, pit. 4S9-498. 1963.
TABLE 3.3
I'EllCEN'l'Al;E IOlNTS 01: YEARSON CURVES
- -
0.uo 0.01 0.03 0.05 0.10 0 . IS 0.20 0.30 0.40 0.50 0.60 0.70
1.8 I. 3856 I. 4202 1.4461

2.0 1.3741 I. 4008 1.4215 1.437U I .4691 1.4978
2.2 1.3545 I. 37S8 1.3928 1.405s 1.4323 1.4566 1.4796
2.4 I. 5119 1.3513 I . 36S5 I. 3763 I. 3989 1.4191 1.4316
2.6 I. $144 1.3293 1.3414 1.3506 1. 3700 I. 3873 1.4038 1.4369 1.4714
2.8 I. 2970 I. 3099 I. 3204 I. 321s I. 3453 I. 3603 I . $745 1.4027 1.4318 1.4631 I . 4961
3. 0 1.2816 I. 2930 I. 3023 I. 3094 I. 3243 I. 3375 I . 3499 I. $744 I . 3993 I. 4257 1.4534 1.4831
3. 2 1.268 1.278 1.2865 I .29U 1.1064 I. 3180 I. 3290 1.3505 I. $722 I. 3949 1.4114 1.443s
3.4 1.256 I. 265 1.2728 I . 2790 1.2911 1.3010 1. 3109 I. 1303 I. 3493 1. $691 I . 389s 1.4110
OD 3.6 1.245 1.254 1.2612 I. 2664 1.2771 I .2871 I . 2951 I .a125 I . $299 1.3474 1. 16SS I. 3139
4 3.8 1.236 I. 244 1.2505 I. 2551 I. 2649 1.2742 I * 2823 I. 2976 1.3131 1. 3288 I. 3447 1.1612
4.0 I. 227 1.235 I. 2407 1.2452 I .2546 I . 2625 I. 2703 I.2n4a 1.2941 I. $124 I. 3268 1.3416
4.2 1.220 I. 217 1.2127 1.2370 1.2455 1.2526 1.2598 I. 2734 I . 2n58 I. 2983 1.3IIS 1.3249
4.4 1.213 I .220 I. 2250 I. 2i90 I. 2375 1.2441 1.2510 1.2629 I. 1745 I. 2862 I. 2981 1.3102
4.6 I. 207 1.211 1.2180 1.2217 I . 2295 I. 2367 1.1426 1.2554 1.2642 1.2751 1.2864 1.2976
4.8 I. 201 1.207 1.212u 1.2158 I . 2232 1.2289 1.2344 1.2455 I. 2560 I. 2660 1.17S9 1.1858
5.0 1.196 1.2u2 I. 2063 I . 2095 1.2164 1.2228 1.2281 1.2380 1.2477 1.2569 1.2662 I. 27SS
5.2 1.191 1.197 1.2011 I . 2045 1.2112 1.2169 1.2221 1.2316 1.2404 I . 2488 1.2515 1.2661
5.4 I. I 8 7 I. 192 I. I963 1. I996 1.206) 1.2110 1.2161 1.2251 I. 2334 I. 2418 I. 2498 1.2518
5.6 I.183 I. I88 1.1923 I. 1954 1.2011 I. 2060 1.2106 1.2191 I. 2274 1.2357 1.2431 1.2505
5.8 I. 179 I , I84 I. 1883 1.1914 I. 1971 1.2021 I. 2062 1.2141 1.2221 I. 2297 1.2371
6.0 1.176 1.1ilo 1.1843 I. l8l4 1 . I929 I. I972 1.2016 1.2097 1.2167 I .I237 1.2111
6.2 1.172 I. 177 I. I806 I. 1833 I. I891 1.1941 1.1983 1.2052 1.2117 1.2187 1.225l I . 2118
6.4 1.169 I. I74 1.1776 I . I804 I * 1859 I . I902 1.1942. 1.2012 I. 2078 1.2146 I . 2206 1.2269
-
b.6 1.167 1.171 1.1746 I . 1771 1.1819 1.1862
I__ --
I. 1902 1. I973 I. 2035 I. 2096 -
1.2156 1.2215
'Prepared by Mr. R J I I I Krlvoy, Onred oil ' T a b l e of psrceittate points of P e a r s a t curves. for g l u e n 6,urd B2;
expressed l i t standard nerscire." Conplled by N . 1. Johnsm, Erlc N l x a i and 0 . E. Amos, w l t h r n tntroductlon by
E. S . Pearson. Ilonetrlkr, Vol. SU, Nos. 3 ritd 4, pp. 459-498, 1963.
TABLE 3.3 - Co<tinucd.
IW:LIHI'ACE rowrs OF PCARSON CUI~VES
Upper 1 0 % p o l l i t s o f tlic s t n n d n r d l t e d d e v l e t e (A
I
- ti)/o; ( a - 0.90).
0.80 ( I . 90 I .00 I . 10 1.20 1.50 1.40 1.50 1.60 1.70 1.80
3.0 1.5170
3.2 1.4715 I. 5003 I. 5344
3.4 I. 4346 I. 4588 I. 4867
3.6 1.4042 I. 4248 I. 4482 1.1718 I. 4994
3.8 I. 3788 I . 3967 1.4166 I .4367 1.4598
4.0 1.3572 I. 3730 I . 3903 I. 4078 I . 4273 1.4470 I. 4695
4.2 I. 3388 I . 3528 1.3680 1.3834 1.4001 1.4174 1.4364
4.4 1.3227 1.3354 1.3490 1.3h26 I . 3775 1.3924 1.4089 1.4258 1.4441
4.6 I. 3088 I . 3203 I . 3324 I. 3446 1.3578 1.3712 1.3856 1.4004 1.4162
4.8 1.2960 1.3066 1.3179 1.3290 I. 3409 I. 3528 I. 3656 I. 3787 I. 3927 1.4076 1.4226
5.0 1.2850 1.2948 1.305 I. 3152 1.3260 1.3368 1.3483 I. 3600 1.3724 I. 3855 1.3987
5.2 1.2751 1.2844 I. 294 1.3033 I . 3129 1.3227 I. 3331 I. 3438 1.3548 1.3665 1.3783
5.4 1.2661 1.2749 1.284 I. 2925 I. 3c!: i . 5103 1.3198 I. 3294 I. 3395 1.3500 1.3606
5.6 I. 2502 1.2GS9 1.274 I. 2824 1.2911 1.2994 1.3080 1.3167 1.5259 1 * 3354 1.5450
5.8 1.2513 1.2585 1.266 1.2735 I. 2812 1.2890 1.2972 1.3054 I. 3138 I . 3225 1.3313
6.0 1.2443 1.2515 1.259 1.2661 I. 2733 I. 2805 1.2880 I. 2954 1.3030 1.5110 1.3190
6.2 1.2383 1.2451 I. 252 1.2581 I. 2652 1.2750 1.2844 1.2910 1.2958 1. SO06 1.3076
6.4 1.2334 1.2191 I. 245 1.2515 I. 2S83 1.2648 1.2714 I. 2779 I. 2845 1.2913 I. 2982
6.6 1.2274 1.2357 I. 240 1.2457 1.2514 1,2573 I. 2635 I. 2697 1.2761 1.2826 1.2892
*I'rci)ered by M. Raul Krivoy, Bnsed on 8tTablc of percentage polntr of Pearson curves, for glven 6,and
82, expressed I n standard meeii8re,8t Complled by N, L. Johnson, Erlc Nlxon and D.E. Amos, wlth an
lntroductlon by E. S. Pearson, Dlometrlka, V o l . 5 0 , Nos. 3 and 4, pp. 459-498, 1963.
TABLE 3.4 ‘1’ADLE 3.5
Tullr V I Table u/ ath Prrrenrilts /or SlunJardizrd I’rorson Uiswiburiun.
n
N
8
a -
Giurn PI on4 /?.*
0.05
. .I
-
OM
..- _-
*M
--
. I 1I
Ill
IU
IU
-
I11
-
I4b
.
141
I l l 11) IU 111 181
I11 I 11 Ill I 11 I bS
I I1 181 116 him IU IU
1I1 I b4 11b I 14 1 b1 I 4 1
I 11 I 11 Ibl I11 I l l I41
IY I bb Ib I I11 11) I bb
IU
I bb
Ibb
I bb
IU
I bb
-I1
1
-
1.11
1bI
1bI
lbb
110
Ibl
IU
I11 I11
I11 I I b
IU
Ib l
IU IU lab I* 111 11s IU
IY Ibb IU I I1 1 I1 Ib I 1 11
161 in IU I I1 I II 114 1U
I e4 I1U
I b1 1 b1 11b I I1 I I4 114 1.1s
I1b Ibl ILL I IS I I1
Ib1 I I1 I18 I I* I I1 I b4 I11
I8 I
I bS
1 b1
I11
I11
I b1
1 I1 I I b
1.41 I I b __
89
a = 0.975
a = 0.95
'
C
‘I
OUI ow
__-
I.70 Ill
Ill 114
1.11 1.14
1.11 1.11
1.11 1.1:
Front E S. Pearson and tl. 0. tlartley. BwmcrriAu liiblri /ur Purclr:rmnr. Vol. I ,
19U.Cunbtvlgc Univcrncy PIW (Table 42).
06
TABLE 3.8
1 2 l154:Iom
I 4 I 3191 I 2450
I 6 I46le13)oQ
I 8 1 ~ 1 4 9 l
1 0 l a l o ( I us(
1 2 14361 I W
a 4 IW: I -
2 $ I 6495 I $141
1 8 I )ru I 6 I U
s o I a449 I eIa4
aa
J 4
J6
a.8
4.0
4.2
I
I I I I I I I I ' "
I I 1 1 1 1 I
- 1.a I I.#
aa 11
11 44
11 bb
11 88
11 00
aa aa
8I 44
aJ (b
8J 8l
D w d OIL30
D 7w 0 310
D l p ? Onlb
D J M J 0-
DWW O
IQR) OW46
W
0 U7a
07251 0-
07Ub
O
OW11
W
T
O
OUI)
m 0-7
O M 1 074-
03514 O W
44 00 I- Lola0 O W OW78 0-1
4.a
4.a I 1 1 0 I Ql7 I 0117 0 MI8 0(IS
4.4
4.4 1 1314 I 1W I W b I OIP 0 WU
4.b
4.b 1 lU7 I ICU I 1018 I 0572 I 0117
b.8
b.8 I aiu I ins I 13u I om I ow
b.@
b.@ IM I 1 w 1 1 0 I1118 1-
bb . lt I UIl I PY I 1W I lbl8 1 IW
8.4
8.4 I no 1 1 0 ( I a 1 0 1 Ins 1 1
w
b.8
b.1 I W I ~ C Iim i.im
b.8
b.8 Ixw) rm 1%) I p u IlDOI
b.b
6.a l a m I mi itcy iaim
b.8
b.a I I14 I W 1 a 1
e.4
a.4 I rill I wo
a.4
a.4 I I mu1
92 SYNTHESIZING DISTRlB UTIONS
TABLE 3.0
#I
ooo 0.01 1 am ow 010 0.15 om . 030 0.u) 0.50 om 070
1 2 1 1.547 1 2 O S e 1 2326 12458 12.579

1 4 I 3191 1 3 f S l ' l 4106 1 4271 1 4439 I 4436 1 4340 1 40U
1 6 I 4 W I 324911 5613 1 5932 I 6128 16249 1 6 2 5 8 16031 1 sdol
I 8 1 5588 1 Sl.5lll UI; 1 C.51 I 7138 1 7390 1 7358 I 7667 I 7546 1 7 1 s I 6393 I 8003
2 0 I 6 1 W 16602 I (o(1 1 7 1 6 8 . 7574
2 2 I &%I I 6i93 I 7100 I 7310 .no?
2 4 1 6 4 6 5 1 W 9 1 3 ? 6 I 7318 i662
2 6 1 6495 1 6S3: I 70% I 72G3 7soc
2 9 1 6493 I 6i9? I 3 2 1 I 7 l U i492
30 1 W 9 I 6i33 1 W 4 I 7093 .ijec
3 2
3 4
3 6
38
4 0
4 2
- -I
0.80 I I 0.90 1.00 1.10 I .M
2.0
2 2
2 4
2 6
17453
1.9377
2 a350
2.0531
I
1.uU nl
I
1.6956 1 SZ21 I 7sJ?

2 W /0119 ? I 9614
2 ob?? ? 100: ! lo??
89%I
0792
2
8
1 8210
$0295 lOsB0 l W 7
2.8 ?.uW 2 oiu 2 1100 2 1 m 2
1602 2 1632 2 1415 2 0910 2 0197 1 W l
3.0 2.0013 2.- 2 06S9 2.1249 2
1618 ! 193.3 2 2152 2 2200 2 1097 2 I 4 9 9 2 0782
3.2 1.9767 ? 0136 2 0 1 9 0912 z 2
1314 ?lilS 21096 22429 2 2 6 M 21;1? 2 W i
3.4 1.9476 l.Wll6 ? 0170 2 w 20920 2 ISU 2 I736 2 2147 2 -3 2 2 3148
3.6 I ozll La523 1.w; 2 0163 2 W l 2 0913 2 1304 2 1711 2 2130 2 2534 2 296S
3.8 1.8975 1.9159 1.- 1 ow 2 01s: 2052c 2 - 21261 2 1 w 2 m 23505
4.0 1.8763 1.- I 'IBb 1 03n I 9Bfl 20179 20503 '2- 21207 21- 2 l m
4.2 1.U75 1.6811 1 *161 1-4 I om 1 W 2 2 0166 2 M i 5 2 -1 2 1146 2 1311
4.4 1.8407 I.Wl 1.m1 I ma 1 9 3 4 5 l o d o 1 1!aw 2 0 1 a 2 0 4 4 3 2 0 1 s 21-
4.4 1.- I n 3 1 .m1 9126 19361 19606 1 Q a 6 1 2 0 1 2 8 2- 2 m
4.8 1.651: 1 .m l W 3 ? 19148 1 W 4 l o u l d 19852 20101 2 a 4
50 l u x 187s l m 5 9 19166 I w a 1- lQM02a)b(
3.a 186m 1 m 18983 19184 lpsbo 1 - 1-
1 6 4 3 i 18817 1- 19197 1- 1-
1 0 8 7 0 18844 1- l d b m 19599
1-1 16oaQ Im I O O U ) l o n 7
l u d t 1 8 m 1 m 1-
18.506 16749 1-
1- In
6.6 I I I - 7
1 -7
TABLE 3.10
\?
h
0.00 001 0.03 0.05 0.10 0.15 0.20 0.30 OY)'050 0.60 070
I2 11547 I caw I ojss o w

I 4 I PJ I 2461 1 1655 1 1371 I OIZ 0 9 7 ; l 0 9170
0925(06131
I 03% 0 936.5 0 M97
I 1595 I W.3 0 9493 0 8 6 s 0 7934
1 279? I 132 1 MI4 0 pdoo 0 6806
I%? 1- 1 lssS 1 OSBl 0 9 i l o
I 4746 I Jw I 2579 I 1571 I O W
? 8 I 5463 1 U T 1 I 3 4 2 I 2506 I 1573
30 1 602: I 5i43 1 4245 1 3344 I 2445
32 I 6469 1 Sar 1 46813 I 4057 I 3??2
3 4 1 6 6 1 s I61:? I5394 1 4 6 5 3 I 3 8 9 0
36 1645.5 I 5611 IS144 1 4432
38 I 6152 1 5548 I 4912
4 0 1 5 6 8 3 I 5313
4 2
1 I I
- -
\s,
-
&\
Q.80 0.90 1.00 1 1.10
-
1.(o 1.50 I &I ' 1.70
-1.do
2 2 0 910; 3 74a
2 4 0- 3 66; O i 6 5 9 07109
2
?
3
6
4
0
0 9Sll
I or00
1.153
D 9072
DOOOJ
I Oi4i
OM12 0 7820
09189 0 8545
09B.95 o m
OORS6 i
0 7564 0 i I l O l 0 6672
I
32 12366 I 1568 10;86 l o w s 0- 0 ;:I6 0 is1 0 66?0 0 6419
3 4 1 3112 1?329 I I556 I0815 0 6874 O I U ? 07836 07- 0 6957
36 I r36 lJo00 1 1 2 ; ) 11w 00540 om nMjj o w 0 7498
3g
4 0
4 2
I L?Z
I 432
I 5100
13600
1.4106
I 4537
I z o l l I 2215
1 3470 I 2618
13952 I 3 3 4 6
loe.58 10'240 0 -
I 1474 IoIu8 1 0 2 6 4
I
1 0 2 0 7 O o d Q l OOOIO 06524 O
o w
M
09109 O W 0 3
0 9160
44 1 .m I two 14366 13606 1 %I 1 I443 10653 1- 0 9m
4 a 14121 1 4 2 M 12555 I 1992 I 1403 I QIII 10193
4 6
50
5 1
IyILdlIu19
1.4647
I 301? 1 2470 I Ip??
I slli 11908 1 2 3 s
1 T;;3 13?97 I s 0 8 I 1 131?
1 In61
I?J(#
10619
1.1m
I.lem
I
54 1.45519 1 4 l m 13643 13163 12710 12227
s.a 1- 13w la17 13073 1 a12
5.8 1 4411 I 4220 1 0 1 4 I UOS lloso
6.0
6.2
I I* la79 136lu
14315 13043
I s m
13558
64 I 4173 1 3911
#.a
I I ! 1-1
TABLE 3.11
1 2056
13823
I WI
1 p26
14144
I 6012
I 1 2453 1 s 7 9
1
i
csQ3 14453 14440 I4345 1 4 0 4 2
e214 I s a g I M;? i 6397 I eow 1 560(
1 7149 I 7.56: 1 i W 1 8140 1 6295 I 8330 1 815: 1 Z 4 6 1 7193
16233 1 Bhi: 1 m13 1 9 3 3 1 19581 19735 I 9833 1 9 6 9 1 1 9 3 3 p
189s 196% 2 0071 2
I9343 03S7 2 odo5 2 O Q E 2 lo?( 2 0063
1 942? 2 2 031s ?
I 9bll 0642 2 llod 2 1511 2 1703 2 1059
I 972:? W4 ? a 3 2 077s ? I 1 0 8 ? 13.53 2 ISM 2 219: 2 24U
I 99% 2 OX3 ? ojo: 2 0930 2 1231 '2 152?9 2 1995 2 ! S Y l 2 2i32
Zoo60 2 0361 2 W 9 2 1016 2 1330 2 1600 2 2 246S? 283:
2 1362 2 16?3 ? 2076 2 2476 2 2&4!
2 2060 2 2450 2 291:
2 2404 2 279
3s
4 0
4 2
\s,
- ~ - -
110 1.20 I.30 1.40 I .so
-
a,\ -
460 0.96 1 (u
2 0 I .74U 16803
2.? 10664 Iu949 Ie.3 1 7 5 3 2
2.4 2 1M Z I O O S ? & 4 l 1015: 1 - ClO
2 6 2 2613 2 2667 ? 2344 ? l S 3 2 I143 a366 1 0 % I Blui
2 5 234s ? u 5 1 ? 3 5 5 1 ? 3 3 6 6 2302s 14% 2.1795 2.0998 2Dlol 19451
3 0 2 3741 ?= 24lM 2 C 1 2 2 4 1 s 4009 2 3s58 2.3115 2.2401 2.1% 2 0;s:
3 2 23629 2 4115 2 4371 2 4S66 2 4743 4819 2 4763 2.- 2.4245 2.WS 2 19;)
3.4 2 -14 2 4124 2 4421 2 469S 2 4Sl: 5158 2 5311 2.5383 2.JsIS 2.5161 2 4iop
3.6 2.3i45 24061 24371 24672 24963 5 - 3 ?5483 2.5692 2.5643 2.5015 2 5874
3.8 2 . w 23Obl 24273 2- 2- ' 5181 25468 2.5740 2 . 5 0 ~ 72.a185 2 e34:
4.0 2.3548 23831 2 4 1 s 24456 24739 ' 5061 ?sw 2.)657 2.5046 2.6115 2-
4.2 2 a441 2 3 i 3 4 24UX ?el? 4616 ' 4914 2 5214 2.5514 2 5614 2.6111 ?him
4.4 23336 2 3617 21900 2 4 1 m ? 446S ! 4i37 ?saw 2 5 3 4 s 2.- 2.- 2 6244
4.6 2 3 Z 6 2 4 W 2 43?3 !a ? m2 SlW 2 5460 2 5753 26an
4.8 2 2 1019 ? 413? !444 2 4720 2 4- ?.5276 ?.*I 2 rerl
5.0 2379: 2 w !uD( 2- 2.- 2.5088 2.5371 2 -1
5.1 ! 4170 2 u i n 2 46i3 2 4925 2.51W 2 54%
1.4 ! W 2 4m1 2 4323 2.4769 2 Sol0 2 S75
s.4 2 4152 2 . w 2 . a - 1 2 4Uu 2 CrlW
5.J 24x33 2 4258 2.4482 2.4711 2.4911
6.4 2.4116 2.4352 2 . 4 3 a 2 4%
e.a 2.4232 2.4444 2-
6.4 1.- 2 a
e.4 2 a10
-- I I -- -
TABLE 3.12
I ? Ili(71~103550ee54
1 4 13229 12468 1 1835 I 1371 I a77 0 9 3 1 0 9170
I 6 13479 141911.3453 12912 1.1876 I 1064 1 -1 0 O W 0 buI
I 6 I 6974 I 5 l i 6 I 4569 I 3393
I 5U96 I 2462 1 1676 I 0396 0 0Jb;l
2 0 1- 176831 w 16212 I 4 w I 3046 I 3070 1.1617 I 0451
2 2 ? 0097 I 8304 I 7689 I 6 4 5 0
I 9121 15413 1 4 4 9 1 I2915 I 1-
2 4 ?I?0;20?791osoo18929 1.7753 1 67.51 I 5lM4 1 4226 I 2!EL
2u 2 206: 2 1193 2 0475 1 9934 I 8642 1 7904 I i W 1 5(66 1 4 M !
2 3 ? ZTL ? 1915 2 I244 2 0743 I 9731 18666 I 6063 1 a 7 6 1 51M
30 ? 1?63 2 2460 2 1661 2 139; 20461 19660 189% I i53.3 1 6 2 3
32 ? 0314 I 9631 I 6350 1 7 1 3
3 4 I 9037 I iuo(
3 6
36
4 0
42
\s,
- 1
-
&I\
- 0.W 0.90 I .oo 1.10 1.m I .30 1.60 1.70
-1.m
2? 08107 3 i4S4 !
24 0 . w 08267 b i659 D.iIO9
2 6 09816 09072 b MI? 0.7820 D7?S?
?a 1 m1 0 0012 9189 D . l u I 5 0.i966 3 7440
30 11684 1m b99911 D.92S5 D . 8 6 6 6 3 8100
3.2 1264s I . l m 9 I Q W I .OD75 D.0391 3 8?7b D 6419
3.4 I UM I a 1 2 I.1100 I .mas 1.0143 D wn 0 857
3.6 1 . w 1.34)i I.UI4 I . I713 I . o w 1 I .010? 0 la
3.s 1.W4 1.- 1.3411 1.- I . 1710 1ms 0 $046
4.0 lsooi 1.5081 I .41W 1.333; 1.2491 I 1703 0 -
4.2 1 -0 1.5781 1.4923 1.4074 l..3!&u 1 2446 0 9181
4 4 1 . m 1.- I . 4 7 u 1.3051 1.3162 0 on2
4.6 1.6171 1.5590 1.4611 1. a 7 6
4.8 I .a99 1 .s58 1.5213 1 4 4 6 6 1-
5.0 1 .buo I ,5757 1- I 1Wl
5.1 1.6251 1 S 6 i 1 2183
b.4 1- 1 .nw
b.6 1.=5
5.0 I .3mb
6.a 1 .a
o.a 1.4211
6.4 1.s133
1.UIl
-
6.4
- -
96 SYNTHESIZING DISTRIB UTIONS
TABLE 3.13
\r,
-
r*\
1 2
I 4
1 6
I 8
20
2?
24
? S
2 8
30
32
34
36
3 8
4 a
42
i I I I l i l I I I I12pp7
\
s,
--
-r --
0.90 1.50
I .do 1.70 1M
--
a*\ -
2 0
2 ? lag56
24 ? I344
26 23690 ? 0373 I 9564
2 8 2 5621 2 ?;I? ? 1367 ! 1006 ? 0?01
30 2 iQti ? SlOl ? 42.51 13596 2 2476 2 lrn ? 07s:
3? 1m 1 27022 26439 2 5ilO 2 4877 29369 2-9
3 4 ?sbo? ?M?I ?@a4 2 7631 ? 7 m ? m i ?5435
3 6 Z 9149 "9383 2 9 s : Z W 2 Mi9 ? 8196 2 75t;
36 ? 9459 300?6 2 0 0 1 0 2 9953 29(e30 ?9592 29227
40 2 %il 3 w 9 30559 3 0616 3 0616 3 0 5 u 3-
4 2 2 HI¶ 30731 3g(loB 3 I032 3 1126 3 1171 3 1159
44 2 -11 3 0911 3 1118 3 1100 3 I 4 5 5 3 1579 3 1661
4 6 3 l a 3 1255 3 I466 3 1662 3 1836 3 1-
4 8 31OW 31334 3.1W 3 I i 8 9 3 lsP5 3 2179
b 0 3 I123 3 I J n 3 1623 3 1- 31061 32296
5.2 3 08;6 3 1140 3 1400 3 I&: 3 IM 3 2 1 2 s 323s
5 4
b.6
b8
0.0
1: E
3 1 1 1 3 130s 3 164:
3 Ibw
3 1611
3.1552
3 18W 3 2138
3 1.964 3 2131
3 1m 3.2110
3 l a Jan3
3 pt9
3 ptl
3 tw
3-
6.2
6.4 i i 3.17B 3 -
3.1001
3 m
3.m1
-
64
i --
3.2110
TABLE 3.14
1.2 1.15a .om91035509954

1
1.4 1.219 1 . 2 m 1.1a35 1.1371 I Mii 0 Oi7l
1.6 1.5104 I .41od 1.3450 I d l 3 1 1876 I 1064
I .8 1,7147 I .6113 1 . a ' 1- I 3411 I 2465 1.I6.30 I 0396
20 I .9173 1 .mi 1.7120 I 643 150;s I
so01 1 3opb I 1621
2.2 l.low 1 .w i.aw I OIOC 1 6ZO I 561: 1.4613 1 2949
24 2?56? 2.1437 2 . M W I 9791 I 6375 1 719: I 6152 1 4356
2.6 2.3044 2.27511 2.1854 2 1174 I 9 8 0 9 1 W s 1 1 7618 1 5T;4
2.8 2.- 2.3851 2299023511 2 l o s 0 1 W 18ou I :1?6
3.0 2 . 5 w 2.47511 2 3 9 3 9 2 3 5 3 [ 2 2105 1 106: 2 0110 I a62
3.2 2 201: 2 I120 19160
3.4 2 rnz?
3.6
s.a
4 0 I
4.2
I
- - -
- -
0.90
I
1.10
_
1.10 130
-
.u,
I 1.50 1.60 1.70 IM
2.2 0.8107 3 . i &

2.4 0.- mw . 7 0.7109
2.6 0 . n 3~m 0.7820 D W
2.8 1.- m.9912 0.6115 Dtwd 0 7 M meas
3.0 I . I713 1.0199 0.9295 08666 08IOd D i584 2 7110 U 68?2
3.2 1 .m1.I1U I .an0 owl om4 mum 3i716 Oi2U 06820 06419
3.4 1m e i m a 1.0901 1 o l e 0 947l D 68i6 DS332 07836 Oilw) 08s;
a.6 I .4m3 1.- 1.1763 1 0 9 4 1 lozod D9554 DSOad 00433 07946 O i 4 Y
3.8 1.sm I .4a3 1.1650 I I768 I 0074 I rnl D U 6 S 09M6 06524 00046
4.0 1 . m 1.ssld I .3m I a 1 6 I 17W 1.0899 lojod 09682 09119 00606
4.2 1 . 7 m 1.w 1 .MI6 I 3 4 8 5 I 2576 I . 1761 I 101; I 030 0 9734 0 9163
4.4 1.805 I .m 1.5254 14296 1 - lzud I 1749 I 1029 I aJl3 O m 9
4.6 I. a 1 1 soo( 1 4 1 M 13509 12491 I 1732 I 1034 I M
4.a I .G74 I S 4 0 14941 14064 13230 12443 11710 1 IOM
5.0 1 .i4S3 l a 0 15461 I 4793 1 Sosj I 3 1 S I 2 3 9 1 I
b.2 1% 1651( 1.5483 14648 13842 13010 1-
s.4 1- 1 613l IUI? 14509 13731 I =
8.6 1m I S O J S 15144 14373 I W U
b.I 1.- I MI9 I 5146 I 4984 I a
6.0 1 7 0 6 1 1- I u 6 1 lW
e.2 I U&36 I 6 W :I 5 3 M
e.4 I dbl8 I a 012
1I 1 -
-6.a
- -
TABLE 3.15
aoi 0.10 ais m 0.w

-
a\ 0.00 0.w 0.05 0.10 010 0.w 0.70
I 2 lISI712OS61~124511
14 1322813631 I 4 l 5 l I ~ 1 4 W 1 W 1 4 3 4 8
1 6 ISIDS I SBlO 16202 1636811 u d l I W 16432 I UW 1 5 4 0 4
1 8 1 7147 I 7974 I 6428 I 8855 I 66&¶ I I sli8 I bfso I n96 1 7200 I W
2 0 I 9175 2 0079 2 @S94 2 W O 2 1197 2 I278 2.1219 2 0644 2 0259 1 9569 I -7 1 81s
2 2 2 1006 2 I 9 4 6 2 2502 2 2818 2 3242 2 3420 2 34% 2 32SJ 2 27M 2 2133 2 1366 2 0541
2 41 2 2582 2 3M6 2 4064 2 4426 2 4928 2 5192 2 532.2 2 5319 2 5052 2 4577 2 3W28 2 3145
2 6 I 2 3646 2 4776 2 5362 ? 5719 2 62?3 2 asQl 2 6810 2 6961 2 6914 2 6lW 2 6212 2 W7l
2 81 2 4% 2 SMU 2 6 3 8 9 2 6753 2 7340 2 3 1 5 2 7976 2 8280 2 8377'2 8304 2 WI? 2 7687
3 01 2 5758 2 6639 2 7217 ? 7563 2 8188 2 U04 2 8893 2 9291 2 O W 9 2 OSO 2 9521 2 9333
1
29?9( 2 odzo 300&( 3 a386 3a566 3 0636 3 ow1
3 0712 3 I075 3 1329 3 1492 3 I570
iii
4
380
421 I
I
3 1618 3 1928 3 2157 3 2317
3239732eSQ3.~
3jcm33352
3 3711
I 1.40 I I I 1
i"
1.30 1.50 1.60 1.70 1.80
I
2 0i I 74%
2.?1 I st33 I MI56 l.uzu
241 2 2 2 3 213.53 2 Q I J 1- 1-
261 2 . W ?3ow 23069 2.21% 2 1212
?.S! 2.7151 ?.a642 sdsj Z.4741 2 3774
3 . 0 ; ? 9010 2 W30 2.7050 2.7213 28350
3 2 ! 3 oub 3 019; 2.9615 29500 ?ow5
3 4 1 3.1561 3.lrSn 3.1'258 3.m9 3 o5n
3 61 3.2406 3.2421 3.2360 3 . ~ 1 3 1912
3 8 3.-
4 . 0 ! 3.-
1 3.3155 3 3200
3.3726 3.3641
3.3173 3 W?2
3.soo2 3.-
4 . 2 1 3.3982)3.4173 3 4339
1
3.4484 34340
4 . 4 j 3 . W 9 3.4513 3.4524 3 . 4 m 33050
4.6 6 3-1 3.5241 3 6.419
4.8 3.5275 3 5510 3.5714
3.5721 13 w
5.2 3 8138
5.4
6.6
5.8
6.0
8.2
6.4
8.6
EXAMPLE 3-3
Rework Example 3-2 using the method of moments.
The total stress, s, at the critical design section is
S = h(s1, S2, * * * , 236) = S1 + S2 - S3 - S4 - S5 + S6.
Then,
-dh
= - - a s - 1; for i = 1,2,6,
dsi dsi
-ah
= - - ds - -1; for i = 3,4,5,
asi dsi
and
d2h
- - - -d2s
- - 0; .
for i = 1,2,...,6
dsi2 dsi2
Therefore, from Eq. (3.19),
3 = E(s)= 31 + 3 2 - 3 3 - 34 - 35 -k 3 6 ,
and from Eq. (3.20)
6 6
U: = V A R ( s )= C V A R ( s i )= C o:~
i=l i= 1
From Eq. (3.21)

p3(s) = p 3 ( s 1 ) -k p 3 ( s 2 ) - p3(s3) - c13(s4) - P3(s5) -k p3(S6)r
and from Eq. (3.22)
6 n n-1
/.i4(~) = Cp*(Si) C C V A R ( s j )V A R ( s i ) ,for i 2 j + 1.
+ 6 i>j+l
i=l j=1
The required data are the following:

I I Stress number. i
1 2 3 4 5 6
Mean, Si 10 20 1.50 10 0.20 10
/Q(s~)= u : ~ 1 2 0.25 10 0.04 20
~ l (si)
3 0 0 0.08 20 0.02 80
~4 (si) 3 12 0.23 360 0.01 1,680
Then, the first four moments of s are

S = 10 + 20 - 1.50 - 10 - 0.20 + 10 = 28.30 ksi;
af = p2 = 1 + 2 + 0.25 + 10 + 0.04 + 20 = 33.29 ksi2,
or
0, = 5.77 ksi;
+
p3(s) = 0 0 - 0.08 - 20 - 0.02 + 80 = 59.90 ksi3;
and
p 4 ( ~=
) (3 + 12 + 0.23 + 360 + 0.01 + 1,680)
1
6
+6 VAR(s1). C VAR(si)
i=2
6 6
+VAR(sz) * C VAR(si)+ VAR(s3). C V A R ( s , )
i=3 i=4
1
= 2,055.24 + 6 [l (2 + 0.25 + 10 + 0.04 + 20)

+2 (0.25 + 10 + 0.04 + 20) + 0.25 (10 + 0.04 + 20)
+10 (0.04 + 20) + (0.04) (20)],
or
pq(s) = 3,864.7 ksi4.
Then, the coefficient of skewness of s is
a3 = fi=
P3(4 = -
P;
3 59.9 -
33.295
0.312,
or
,& = 0.097.
Note that for a normal pdf a3 = 0 .
And the coefficient of kurtosis is

a4=p2=--
p 4 ( ~-) 3,864.7
P; (33.29)2 = 3*49'
For a normal pdf a4 = 3.00.
Using the upper tail in a Pearson pdf approximation do the follow-
ing:
1. Find
1.1 - s.
1.2 - 6s= Jm.
1.3 - = &;.
1.4 - p2 = &~q.
2. Find in Tables 3.2 thru 3.15 the standardized percentile z; for a
chosen a using the B1 and values just found.
3. Calculate the estimated 100 a% percentile from
or
-
sa = s- +I za d,,
-
and
P ( s 5 Za) = a.
In this case
So.90= s + zh.90 6,= 28.30 + (1.27) (5.77),

or
S0.90= 35.63 ksi.
z;,?~is found by interpolation from Table 3.3. A precise method

of interpolation is given in the next section.
Also, for
+
A
A
s0.95 = 3 4 . 9 5 6~7
+
= 28.30 (1.715)(5.77),
or
50.95 = 38.20 ksi,

102 SYNTHESIZING DlS TRlBUTlONS
where is found in Table 3.4,
and for
P ( s 5 sô.gg) = 0.99,
+
h
= s ZL.99 * 63,
A
so.99
+
= 28.30 (2.60)(5.77),
or
-
~ 0 . 9 9= 43.30 ksi,
where is found in Table 3.6.
The following table provides a comparison of the ~ 0 . 9 0 ,s0.95 and

obtained using the Central Limit Theorem and the Mo-
~ 0 . 9 9values
ments Method:
Central Limit Method of

Theorem, Moments,
ksi ksi
h
so.90 35.70 35.63

s0.95 37.79 38.20
20.99 41.72 43.30
There is a close correspondence for the 90th and 95th percentiles, but
a significant divergence for the 99th percentile.
The normal pdf approximation is frequently least adequate at the
extreme tails of a distribution. The moments method approximation
“turns out to be better than expected” and the retention of only the
lowest order terms is frequently adequate! The method is limited to
functions to which a Taylor’s series expansion about the mean exists
and the partial derivatives are not too difficult to obtain and are mod-
erate in number. Numerical methods may also be used to find the
partial derivatives.
INTERPOLATION 103
3.4 INTERPOLATION PROCEDURE FOR Z; TA-

BLES
To find the z& value for given p1 and /32, to be designated here as
and P$, when interpolation is required, do the following:
1. Interpolate z' for & linearly.
2. Interpolate z' for p; from
Z* = (1 - e) z.; + e Z;+l
1
- - e (1 - e) (6: z;
4
+ 6:+1 z;+l) , (3.33)
where
and
The intervals of ,& used in the interpolation of P; must be equal;

i.e.,
EXAMPLE 3-4
Given p; = 0.27 and p$ = 3.49, find the upper 10% percentage
point, or the z' value for a = 0.90.
To find the z' value for a = 0.90 do the following:
1. Prepare the following table using linear interpolation:
B1 /31(n-1) = 0.10 = 0.20 Bl(n+l) = 0.30 A(n+;?) = 0.40

B2
3.4 1.2911 1.3109 1.3303 1.3493
B; =3.49 ' = 1.2848
zn-l 2; = 1.3041 &+I = 1.3223 4 + 2 = 1.3406
3.6 1.2771 1.2957 1.3125 1.3299
2. Now we have four values of z corresponding to ,BG = 3.49. We have

to interpolate for pi = 0.27, as follows:
From the previous table,
I
zn-l = 1.2848,
I
z, = 1.3041, (6: = -0.0011),
z ; + ~ = 1.3223, (6;+l = O.OOOl),
and
z;+* = 1.3406.
Using these values, find
6; = 1.3223 - 2 (1.3041) + 1.2848 = -0.0011,
and
6i+l = 1.3406 - 2 (1.3223) + 1.3041 = 0.0001.
These values are used to calculate
or
8 = 0.7.
Substitution of these values into Eq. (3.33) yields
1
z* = (1 - e) 2; +e z;+l - - e (1 - e) (6;.
4
z; + 6;+, . 2;+l) ,
= (1 - 0.7) (1.3041) + (0.7)(1.3223)
1
---(0.7)( 1 - 0.7)[(-0.0011)( 1.3041) + (O.OOOl)( 1.3223)],
4
= 0.39123 + 0.92561 - (0.0525)[(-0.0014345) + (0.0001322)],
= 1.31684 - (0.0525)(-0.0013023),
+
= 1.31684 0.000068,
INTERPOLATION 105
or
z* = 1.316908.
The value of z’, z* = 1.316908, corresponds to & = 3.49, p; =

0.27, and a = 0.90.
EXAMPLE 3-5
Given /3; = 0.76, & = 4.92, and a = 0.10 find the lower 10%
percentage point, or the z’ value for a = 0.10.
To find the z1 value for a = 0.10 do the following:
Prepare the following table using linear interpolation:
81 Pl(n-1) = 0.60 Pl(n) = 0.70 Pl(n+l) = 0.80 Pl(n+2) = 0.90

P2
4.80 1.1593 1.1535 1.1467 1.1391
& = 4.92 Z A - ~ = 1.1573 zk = 1.1519 = 1.1455 z ; + ~ = 1.1384
5.00 1.1560 1.1508 1.1447 1.1379
I
zn-l = 1.1573,
2
; = 1.1519, (6: = -0.001),
I
zn+1 = 1.1455, (6:+1 = -0.0007),
and
I
zn+, = 1.1384.
Using these values, find

6; = 1.1455 - 2 (1.1519) + 1.1573 = -0.001,
6:+1 = 1.1384 - 2 (1.1455) + 1.1519 = -0.0007,
e = [(0.76) - (0.7)1 10,
and
e = 0.6.

I* = (1 - 0.6)(1.1519) (0.6)(1.1455) +
1
+
- -(0.6)( 1 - 0.6)[(-0.001)( 1.1519) (-0.0007) (1.1455)],
4
or
I* = 1.148177.
The value of z', z* = 1.148177, has to have a negative sign because
(Y = 0.10; consequently, I* = -1.148177, corresponds to & = 4.92,
/?; = 0.76, and a = 0.10.

Tables 3.2 and 3.3 were generated using the previously presented
interpolation procedure and the tables given in [5].
3.5 THE MONTE CARL0 SIMULATION METHOD

This method is another one for obtaining information about system
performance from component data. It is a computer-based method
that may be used in engineering to generate estimates of the statis-
tics describing various functions, using statistical descriptions of the
involved variables. Consider a random variable, Y , that is called the
output variable here, which is a known function of one or more other
random variables, XIS, called input variables, which have known dis-
tributions; i.e.,
y = h(X1, x2, * - * 1 Xn), (3.34)

where the population of X1 through X, are known. To find the distri-
bution, or to estimate some parameters of the distributionof the output
variable, we randomly draw a value for each of the input variables from
their populations, respectively. An n-tuplet ( q 1 , 2 ~ ~ 1. .,- , z,;~) is
obtained. Then, calculate the resulting value of the output variable,
y1, from the given function, or from Eq. (3.34), as
Y1 = W l ; l , 22;1, * . * 1 GL;l).
This is called a trial or a sampling. Such a trial is then repeated N
times yielding a random sample of Y , with a sample size of N , or '
{ Y l , Y2r .*. 1 Ynh
where
yj = h(zl;j, z2;j1 * * * , ~ n ; j ) , j = 1, 2, .. . , N .
Based on these resulting sample data, one can determine the distribu-
tion of Y , estimate the parameter(s) of the distribution, its moments,
the percentiles of the output variable Y ,and so on.
M O N T E CARL0 SIMULATION 107
3.5.1 A GENERAL METHOD TO GENERATE A RANDOM

VARIATE
The successful implementation of Monte Carlo simulation techniques
requires the efficient generation of input random values from a dis-
tribution frequently used in Reliability Engineering; i.e., generating a
random sample, { q ~ q 2,, . . . , q ~ } , a given distribution,
fitting
f (Xi).
Suppose we wish to generate a random variate, X , from its popu-
lation with the CDF of Fx(z).Let
Y =FX(X). (3.35)
Since Fx(.)is a cumulative distribution function, we must have that
1. the range of Y is [0, 11, or 0 5 Y 5 1, and
2. Y = Fx(X)is a strictly increasing function.
By the definition, the CDF of Y is
FY(Y) = P(Y 5 Y), (3.36)
where the domain for Y is 0 5 y 5 1.
Substituting Eq. (3.35) into Eq. (3.36), yields
FY(Y) = P[FX(X)IY1. (3.37)
Since F x ( . ) is a strictly increasing function, Eq. (3.37) can be written
as
FY(Y)= P[X IF;YY)I, (3.38)
where F;'(.) denotes the inverse of the function Fx(.).However, by

the definition, the CDF of X is
Fx(2)= P(X 5 2). (3.39)
Comparing Eq. (3.38) with Eq. (3.39), we get
FY(Y)= FXP,-'(Y)l,
or
Fy(y) =y, for 0 5 y 5 1. (3.40)
Then, the pdf of Y is
for 0 5 y 5 1. (3.41)
This shows that the C D F of any random variable is uniformly dis-

tributed over interval [0, 11, or
FX(X) U ( 0 , 1). (3.42)
Consequently, an algorithm for generating a random variate, X , having
a cumulative distribution function of F ( z ) would be as follows:
1. Generate a random number, U ,which is uniformly distributed,
or
U - U ( 0 , 1).
2. Setting U = F ( X ) and solving for X yields X = F - ' ( U ) , or a

random value from that distribution, or from f(z).
Figure 3.3 illustrates the algorithm graphically.
This method that generates a variate having the desired distri-
bution is called the general inverse-transform method. Repeating N
times, one can obtain a random sample of X with a sample size of N ,
or { X l , x2, * . ' , X N h
The inverse-transform method can also be used when X is a discrete
variable. Assume that X can take on only the values z1,22, . . . where
z1 < z2 < .... Then the procedure is
1. Generate U - U ( 0 , 1).
2. Determine the smallest positive integer i such that U 5 F(zi),
and return X = zi.
Figure 3.4 illustrates the method for the discrete case, where we
generate X = 2 3 in this case.
To verify that the discrete inverse-transfrom method is valid, we
only need to show that P ( X = zi) = F ( z i ) - F(zi-1) for all i.
Since the i chosen by the algorithm is the smallest positive integer
such that U 5 F ( z i ) ;i.e.,
F(zi-1)< U IF(zi),
the X = zi and F(zi-1) < U 5 F ( z i ) are the same events, or
P(X = z i ) = P [ F ( z i - l ) < U 5 F ( z ~ ) ] . (3.43)
-
Since U U ( 0 , l), we must have
P[~<Usbl=b-~ (3.44)
Comparing Eq. (3.43) with Eq. (3.44), yields
P ( X = zz) = F(z2) - F(Q-1). (3.45)
This means that X has the CDF of F ( z ) .
z
n
X
0
- 0
I
I
I
I
I
1
I
I
I
I
I
I
I
I
I
I
I
I
109
3
3 --
0
Fig. 3.3 - Invcrsc trarrsforrn trrcthod for continuous rilridorri variable?.

K
I
I
I
I
I
I
I
I 6
I
I
I
X-
I
I
I
I K
-
I
I
0
h
K
E
II
5 h
0
110
MONTE CARL0 SIMULATION 111
3.5.2 GENERATION OF RANDOM NUMBERS

The degree of success of conducting Monte Carlo simulation is deter-
mined principally by two factors:
1. The quality of the source of random numbers.
2. The choice of a rational computational algorithm.
The choice of a method for generating random numbers is of the first
importance.
The great majority of random-number generators in use today are
linear congruential generators. With a prechosen number 20,a se-
quence of integers 21, 2 2 , . . . is defined by the recurrence relation
Zi = ( a Zi-1 + b) (Mod m ) , (3.46)
where
m = modulus,
a = multiplier,
b = increment,
and
20 = seed, a nonnegative integer.
The symbol Mod stands for a modulo-operation. Equation (3.46)
means that Zi is the remainder after a Zi-1 + b is divided by m. For
example, the quotient of 20 divided by 3 is 6, and the remainder is 2,
or 20 (Mod 3) = 2. Therefore,
0 5 2,s m - 1,
and the sequence repeats at most m steps. Finally, to obtain the
desired random number Ui on [0, 11, let
Ui = Z,/m, i 5 m. (3.47)
For example, setting a = 5, b = 3, m = 8, and choosing 20 =
7 in Eq. (3.46), Table 3.16 gives the results of 2, and Ui for i =
1, 2, . . . , 10.
Note that Z g = 21 = 6 and 210 = 2 2 = 1, and so on. That is,
from i = 9 through i = 16, we will obtain exactly the same values of Zi
and hence of Ui that we did from i = I through i = 8, and in exactly
the same order (since m = 8). However, by careful choice of those
four parameters (m, a, b and ZO),a pseudorandom number sequence
can be generated such that no reasonable statistical test will detect
any significant departure from randomness. Theoretically, the larger
a modulus, m, the better the quality of a (pseudo) random-number
generator.
Table 3.16 - The results of the random-number gener-

+
ator, Zj+l = 5.5 3 (Mod 8).
1 6 0.750
2 1 0.125
3 0 0.000
4 3 0.375
5 2 0.250
6 5 0.625
7 4 0.500
8 7 0.875
9 6 0.750
10 1 0.125
3.5.3 GENERA.TI0 i OF RANDOM VARIATES

Once a random-number generator is available, the inverse-transform
method can be used to generate random variates with exactly the
desired distribution (including the values of the parameters). For a
random variable whose cumulative distribution function, C D F , is in-
vertable, simply set U = F ( X ) and solve for X ,then get
x = F-'(U),
where
u - U ( 0 , 1).
EXAMPLE 3- 6
Generate a sample from a uniform distributon, U ( a , b).
SOLUTION TO EXAMPLE 3- 6
The cumulative distribution function of a uniform U ( a , b) is
x-a
F ( z ) = -.
b-a
Letting
F ( s ) = 21,
where
u = a random number,
and solving for 5,yields

2 = W ( u )= a + ( b - a)u.
Thus, the procedure of generating a uniform, V ( a , b), random variate,
X, is as follows:
1. Generate U - U ( 0 , 1).
2. Substitute into X = a + ( b - a ) U.
EXAMPLE 3-7
Generate a sample from a two-parameter exponentia- distribution
with the pdf of
xe-A(z-7) y 5 2 5 00,
f(4= ( 0 otherwise.

The cumulative distribution function, c d ! , of the two-parameter
exponential distribution is
F(x)=
{ - e-A(z-7) when
when
2
I
2 7,
< y.
So to find 2, set u = F ( z ) and solve for z to obtain
1
2 = F-'(u) = - T log,(l - u)
A
+ y. (3.48)
Note that since 1 - U and U have the same U ( 0 , 1) distribution, we

may use U instead of 1 - U in Eq. (3.48), or
1
2 = --log,u+7. (3.49)
x
We prefer Eq. (3.49) over Eq. (3.48) since the former needs more com-
puter time as it contains one more subtraction.
-Thus, to generate the exponential random variate, first generate a

U U ( 0 , 1) and then let X = log, U + 7 . -1
However, some random variates, for example a normal variable, are
more complicated to generate than the two types of random variates
in the previous examples, because their cdf have no simple closed-

from inverse expressions. In these cases, the inverse-transform method
can also be used directly, but a numerical method has to be used
to solve the equation U = F(X) for X, which need more computer
time. However, there are some more efficient techniques, based on
some special property of the desired distribution function F ( z ) ,or the
random variable X . For the normal variable case, from the Central
Limit Theorem, the sum of a large number of independent random
terms is approximately normally distributed. Assuming that twelve is
high enough to yield a normally distributed variable, then
12
(3.50)
has a standardized normal distribution, or N ( 0 , 1). If Z is a N ( 0 , 1)

+
variate, then Y = a 2 p will be a N ( p , a2)variate.
There are some much faster and exact algorithms for generating
N ( 0 , 1) random variates. One of them, which is in wide use today,
was introduced by Box and Muller [9]. This method says, to generate
U1 and U2 as iid U ( 0 , l), set
XI = ( - 2 1 0 g , u ~ ) ~ ~ 2 c 0 s ( 2 * u ~ ) , (3.51)
and
x:,= ( - 2 l o g , ~ l ) ' / ~ ~ i n ( 2 * ~ 2 ) . (3.52)
These variable transformations can be inversed as
(3.53)
and
1 x2
~2 = -tan-' - (3.54)
2n x1.
The joint density function of X1 and X2 is
f b l , z2) = f('Z11, 212) 14, (3.55)
where
u2) =joint density function of U1 and U2,
f(q,
or
1 0<21151, OLU2<1,
fbl, 212) =
0 otherwise,
and
J = Jacobian of the variable transform,
or
J=I 1
XI+.;
-x2e- 2
=I
or
Consequently,
or
(3.56)
This expression shows that f(x1, x2) is a product of two N ( 0 , 1) den-

sity functions. Thus, X1 and X2 are two iid N ( 0 , 1) random variates.
Therefore, using Eqs. (3.51) and (3.52), two independent random num-
bers may produce two independent N ( 0 , 1) random variates, X1 and
X2. Once standard normal variates are available, it is easy to obtain
any specified normal and lognormal variates.
Table 3.17 provides algorithms whereby random values may be gen-
erated for twelve different continuous, and two different discrete dis-
tribut ions.
3.5.4 GENERATION OF TWO CORRELATED VARIATES

If random variables XI and X2, with means and variances 1.11, a: and
1.12, a;,respectively, should show a correlation coefficient p , then use
x
2
a2
= p-&+
01
(P2
02
- P-M)
01
+ ( 1 - p2) 112a 2 (3.57)
TABLE 3.17 - Generation of random valuesfrom various distributions given random standard
normal, 2, and random standard uniform, I/, values.
be eiriiulnted I'robabili ly density function Procedure to obtain random valuen X

j(t)= el 5 D t 5 b. X =a+(b-a)U.
Exponeritial x = --A log, (I + y.

Norriial x=oz+p.
Logriorni al
Wci l u 11
I Itayleigti x = 'I(-2 log, U)l'?

Distribution to
-tl
c %
3
.-de
%
Probability .density
_.. functioti
3
be simulated
>
2 I1
u
aJ
1
2
0
2
C
0
E
ld
a
0
U
1-
h
I
i:
.0
-I P
Y
h
E V D for the
W
4
V
0
8
H
8
H
I1
I
-
Maxima
-!I-
n
h
W
!I-
-I P
Y
EVD for the
%
v
h
4
V
0
8
H
8
H
I1
I1
I
Minima
=LL;I;.-
-4
-I P
Q
--
-M'
v
n
J
P
4
0
Gaiiiriia
VI
I
0
H
8
CI
II
II
I
117
(integral values
of P )
%!
g L
f(z) = (1 - 2)"-11 0 525
d
- 1.
L,
v
W
h
4
Beta
4
VI
VI
27-1
I
I
H
H
H
H
II
II
I "N'
I
-
(integral
values of ti and 7)
%
I1
Distribution to
be simulated Probabili ty denri tv function Procedure lo obtain random values X
Johtison Su
b-
b-
oo
Poisson /(z)=Af x=o,1,2,***. X = k, where k is the lowed

integer such that
n
X = Ckr,
0 if Ui < p,
where ki =
1 if Ui 2 pI
i = 1,2,-..,n.
Z is a random 1
the uniform distribution over interval (1,O). When more than one value is required, a typical value
is designated as Zi or Ui. All values are taken independently of one another.
MONTE C A R L 0 SIMULATION 119
to be able to generate random variate X2 from random variate X I ,

where
2 = standard normal variate, or - N ( 0 , 1).
Thus, the procedure for generating a pair of correlated variates is
1. Generate U - U ( 0 , 1).
2. Use the inverse-transform method to obtain X1 = FC1(U).
3. Use Eq. (3.57) to get X2.
To verify that this procedure is valid, we only need to show that the
mean, the variance of X2, and the correlation coefficient of X1 and X2
are equal to p 2 , 0 2 and p, respectively.
From Eq. (3.57),
E(X2) = p"zE(X1)
01
+ (p2 - p%)
01
+ ( 1 - p2)'/202 E ( Z ) ,
02 Q2
= P-P1+
Q1
(P2 - P-Pd
01
+ 0,
or
and
+
V A R ( X 2 ) = p 2U- $2 V A R ( X 1 ) ( 1 - p2 ) ~2 V
2AR(Z),
01
2 6 2 2 2
= p -0 +(l-p)02,
u;
or
V A R ( X 2 ) = a;,
and
E(X1X2) = E p x :
01
+ ( p 2 - p%p1)X1 + ( 1 - p 2 ) l b Z X l ] ,
Ql
+(1 - p2)"2a2 E ( Z ) E ( X l ) ,
or
E(XlX2) = Palan + PlP2.
Finally, the correlation coefficient of X1 and X2 is defined as
or
P12 = P.
3.5.5 GENERATION OF THE MULTIVARIATE NORMAL

PDF
The n-dimensional multivariate normal distribution with mean vector
U = (p1, p2, . . . , p,)* and covariance matrix El where the ith row
and j t h column element is aij, and has the joint density function
where X = ( X I , Xz, . . . , Xn)Tis any point in an n-dimensional real

space and 1x1 is the determinant of C. Note that E ( X i ) = pi and
COV(Xi, X,) = ajj = cji;i.e., !Z is symmetric and positive definite.
Since Z
! is symmetric and positive definite, it can be decomposed
as X = C CT,where C is a n x n lower triangular matrix. If Cjj
denotes the (2, j ) t h entry of C, a simpler method to generate the
desired multivariate normal vector X is as follows:
1. Generate 21, 22, . . . , 2, as iid N ( 0 , 1) random variates.
i
2. Let X j = p, + C CjjZj.
j=l
3.5.6 HOW TO APPLY THE MONTE CARL0 SIMULA-

TION METHOD
To illustrate how to use the Monte Carlo simulation method, we will
apply it to solve Example 3-2 again. In the case of the total stress
distribution determination and the determination of the various per-
centiles thereof, the following Monte Carlo Simulation procedure may
be used:
M O N T E C A R L 0 SIMULATION 121
1. Determine the function relating the independent variables to the

dependent variable, or relating the inputs to the output, or
or
2. Determine the distribution of each independent variable, or in-

put, or
or the pdf's of each stress component, as given in Fig. 3.1 and

Table 3.1.
3. Determine the cumulative distribution function of each variable,
or input, or F ( s i ) , as shown in Fig. 3.5.
4. Generate a random number, uniformly distributed between zero
and one, for each random variable. Uniformly distributed ran-
dom numbers having values between 0 and 1, or U ( 0 ,l ) , are
illustrated in Fig. 3.6. The uniform, or rectangular, distribution
function is given by
f (4= { 01 O<U<l,
elsewhere.
5. Obtain a set of randomly chosen values for each random variable

from
where
i = 1,2, - , 6 = random variables involved,
and
j = 1,2,- - - , l o , 000, - . . = number

of trials, or sets of random
numbers generated,
or do as shown in Fig. 3.7.
I
F(s3
(I 0
91 s1.1
Fig. 3.5a - I’roc-cdtire for deterniiiiiiig tlic curnulativc Fig. 3.5b - Detcrminc tlic cumulative dirtribution
distribution ftiirctiori of variable 4. function of variable 51.
I I
Fig. 3.5d - L)etcriiiirrc tiic cumulative dietributioit

function of variable S6.
0
U
Fig. 3.8 - Uniformly distributed random numbers having

values between 0 and 1.
Hg. 3.7a - Procedure for fiiidirig a randomly selected Fig. 3.7b - Procedure for finding a ruldomly relected
valuc of variable 9,. value of variable 8,.
fig. 3.8a - Fiiitliilg 10,000 or i n t m rantloiiily sclectcd Rg. 3.Bb - Fiiidiirg 10,000 or niore randomly selected
valiica of vari;ible s,. values of variable 3s.
3
m
J
6. Repeat many times, j = 10,000 or more preferably, as shown in

Fig. 3.8.
7. Substitute the values of each set; i.e., s1,l;s 2 , ~ ;... ; S ~ J into
, the
output function, and determine a random value of the output, or
or
where
N = 10,000 or more, preferably.
Stress number 1 2 3 4 5 6
Random value,
si, ksi 11.3 17.5 1.9 6.3 0.3 9.2
or
Y1 = 29.5 ksi.
8. Arrange these Y ,or s, values in ascending value, or order, or as
Y1 5 y 2 5 y3 5 5 YN.
9. Find the a-percentile value desired from the
ranked observation, where N is the total number of observations.

In this example the 90th percentile for N = 100 is obtained from
0.90 (100 + 1) = 90.9th,
ranked observation in 100 simulations. If the 90th observation

was 35.3 ksi and the 91st was 35.7 ksi, the estimate of the 90th
percentile would be
35.3 + (90.9 - 90)(35.7 - 35.3) = 35.66 ksi.

Similarly, the 95th percentile would be 38.18 ksi, and the 99th
percentile would be 43.85 ksi. These compare closely with those
of the previous two methods, as shown in the following table:
Percentile - ksi
90th 95th 99th
Monte Carlo Simulation Method
Method of Moments
Central Limit Theorem Method
I 1
35.66 38.18
35.63 38.20
35.70 37.79
1 43.85
43.30
41.72
10. Calculate the four moments from the Monte Carlo values of the
output, or of s, and use these in a Pearson distribution approxi-
mation; namely, /31 and /32, or obtain an empirical fit to the his-
togram constructed &om the Monte Carlo values and find the a p
proximations to the desired percentiles. The moments calculated
from the Monte Carlo values are very close to those obtained by
the moments method, consequently, similar approximations are
obtained.
11. Fit several distributions which are chosen to be potentially ac-
ceptable (empirically and/or phenomenologically) using one or
more of the following techniques:
1. Probability plotting.
2. Maximum likelihood estimators.
3. Matching moments.
4. Least squares.
MONTE CARLO SIMULATION 129
Fig. 3.9 - The calculation of the a percentile of stress s, or

s,, using Eq. (3.59).
5. Parameters calculation.
Apply goodness-of-fit tests and criteria, together with the co-
efficients of skewness and kurtosis values and phenomenological
considerations to decide OR the best distribution to use. The
a-percentile can then be calculated from
a= /’”
-00,0,7
f(s) ds = F(s,), (3.59)
as shown in Fig. 3.9. The histogram of the generated simulated

t values is shown in Fig. 3.10.
130 SYNTHESIZING DISTRJB UTIONS
35
2s
-4 !320
s
"
0
ul,
1
11 t-l
45.0 50.0 55.0 60.0 65.0 72.0

To 39.9 44.9 49.9 54.9 59.9 64.9 69.9 72.9
Total Stress
Fig. 3.10 - Stress values from 100 simulations.

3.5.7 ERROR BAND ESTIMATION ON MONTE CARLO

SIMULATION
Monte Carlo simulation has been used widely in Reliability Engineer-
ing. It is easy to use, especially in the case when the analytical solution
can not be obtained. It is known that the Monte Carlo solution for a
specific problem is not unique due to the limited, though large, sample
size used. The solution varies with the initial seed, the random number
generator and the method of generating random variates. This being
the case, it is desirable to estimate the error in the simulated solu-
tion, and to determine the sample size required to obtain the desired
accuracy.
Consider that the variation of the simulation results is only caused
by the limited sample size, N . Let X be the random variable, and
let F ( z ) and f ( z ) be the cdf and pdf o f X, respectively. Let the zj,
j = 1, 2, . . . , N , be a sample from X obtained by simulation, and
let &, k = 1, 2, . . . , N , be the order statistic of X. Then, the <k are
random variables with cdf [lo, p. 4041
Let k = [ N a ] ,0 5 a 5 1, where k is the largest integer less than or

equal to N a,then <k is the sample percentile from a sample of size of
N . Let F(z,) = a, where z, is the true percentile of X. If the p d j of
X exists and is differentiable at z,, it can be shown that the sample
percentile & is asymptotically normally distributed [ll,p. 3691; i.e.,
<k rv N(zai O(k(N)), (3.61)
where
(3.62)
Equation (3.61) implies that the error of the simulated percentile,

E N ( Z , ) = Jk - za,asymptotically follows a normal distribution; i.e.,
EN(za) cv "0, OcN), (3.63)

where
UcN = O&(N)*
Therefore, for a given confidence level 1 - p, the maximum error is
where z1-8/2 is the (1 - p/2) percentile of the standard normal distri-

bution. It can be seen that emaz,p has the same order of magnitude as
1 / n . Also e m a z , ~depends on the values of a! and f(zQ),as may be
seen from Eq. (3.64).
Conversely, for a given maximum error, emas,8, the minimum sam-
ple size, N , is given by
(3.65)
In Eqs. (3.64) and (3.65) f(z,) is unknown. For Eq. (3.65) a pre-
calculation is needed to obtained the approximation of f (x,). How-
ever, from the simulated sample, f (2,) may be approximated from (1)
the frequency histogram, or (2) a pdf which may be estimated from
partial observations, or the observations in the a! x 100% interval in the
simulated sample. The second approximation is recommended to be
employed. This is because only the early portion of the pdf is needed
to calculate the error band for a! 5 0.20.
For example, the stress, s, of a mechanical component with 4 stress
components, whose pdf’s are exponentially distributed, where the stre-
ses are additive, is simulated for probabilities of a! = 0.01, 0.05, 0.10
and 0.20. The sample sizes used are N = 500, 2,000 and 5,000; and
100 replications are made for each sample size. The input parameters
are listed in Table 3.18. The sample mean of so, S o , and the sample
standard deviation of so, S ,, which are obtained from 100 replica-
tions of simulated t , values, are also listed in Table 3.18. The plot of
a typical frequency histogram and the fitted pdf is given in Fig. 3.11.
It may be seen in Fig. 3.11 that the fitted pdf is a good approximation
of the early segment of the underlying p d f .
The approximate percentile of d, and the standard deviation of the
error, o e ~were
, obtained in this manner, and are given in Table 3.18.
The approximate pdf is a two-parameter Weibull distribution, and its
parameters are obtained by averaging the 100 corresponding parame-
ters of the fitted Weibull pdf from 100 replications. The parameters
of each fitted Weibull pdf are estimated by the maximum likelihood
estimation method using only the first one third of the observations in
each sample of size N. From Table 3.18, it may be seen that 3, and
8,) and Ss, and U,N are reasonably close.
Let CN(Z,) be the error of the simulated percentile of X when the
sample size equals N , as defined in Eq. (3.65). Let K be an integer,
and M = K N , then the mean errors, given by
. K
Table 3.18 - Input parameters and statistical compari-

son of the simulation results for 100 repli-
cations.
0 0.02 I 0.01 0.05 0.1
s, 4,541.2 2,133.9 1,035.8 200.0

ssa 215.1 137.5 93.8 49.3
d, 4,587.6 2,127.6 1,018.1 191.9
0 6N 235.3 154.1 104.3 43.9
-
so 4,536.9 2,122.9 1,027.9 201.8
SSa 138.2 93.9 72.8 32.1
&I 4,567.4 2,130.5 1,025.1 195.6
Q€ N 147.1 96.9 65.9 28.1
Xi = parameter of the pdf of the ith stress component.

ci = coefficient of variation for the pdf of the ith
stress component.
pij = correlation coefficient of the ith and the j t h
stress component.
3, = sample mean of so.
SS, = sample standard deviation of sa.
8, = approximation of s,.
u , ~ = see Eqs. (3.62) and (3.63) for definition.
'I'he fitted pd/ when the first 2.500
Oil1 of 10.000 obrcrvaiions arc ii~:iI,
The histogmn with N = 10,000.

134
20th percentile of the fitted Pdj.
I
1 I 1
0 a.0 1.0 8.0 8.0 10

Stress
Stress XIO'
XIO' psi
psi
~ ~ . The Iiiutogrclln and the fitted pdj of the stress of the system.
i 3.11
and C M ( X ~ )have
, the same standard deviation, because E M ( Z ~ )E, N ( Z , )
and S N ( X ~ are
) asymptotically normally distributed with zero means
and standard deviations-u e MucN, and ucN,respectively. Consequently
(3.66)
and from Eq. (3.62)
1 a ( 1 -a)
KN ’
or
USN = uc*.
This implies that the total of M simulated observations from X may
be divided into K subsamples. The average of the percentile of X
estimated from these K subsamples has the same error as the percentile
estimated from one sample of size M. It is known that to rearrange the
contents of a sample in increasing value is time consuming, especially
when the sample size is large. The computation increases quadratically
with the increase in the sample size of M. Therefore, more accurate
results are obtained by doing more replications with smaller sample
sizes and then taking the average, thereby saving much computation
time.
F’rom the analytical and numerical analysis results the following
conclusions may be drawn:
1. The simulated percentiles of a random variable and their er-

ror are random variables, and they are asymptotically normally
distributed with the mean and standard deviation defined by
Eqs. (3.61) and (3.63), respectively.
2. The error band of the simulated error, obtained for a given con-
fidence level 1 - @, and the error band have the same order of
magnitude as l/n. They also strongly depend on the values
of a and f(z,).
3. In the error band equation, Eq. (3.64), the pdf of the underly-
ing distribution is unknown, however, a good approximation of
f (za)can be obtained by fitting a Weibull pdf to the simulated
observations which fall in the interval which includes za.
4. It has been shown that a total of M observations from the un-

derlying distribution may be divided into K subsamples. the
average percentile from these K subsamples has the same error
as the percentile obtained from one sample of size M . Therefore,
more accurate results may be obtained by doing more replica-
tions of smaller sample sizes and then taking the average, and
thereby saving computation time.
3.6 COMMENTS ON METHODS FOR SYNTHE-

SIZING DISTRIBUTIONS
Overall, the Method of Moments used in conjunction with the Pear-
son or Johnson distribution approximation, appears to be the most
economical approach, and provides an adequate approximation under
most conditions. It also allows us to analyze the relative importance
of each component variable by examining the magnitude of its par-
tial derivative. As a result it might be desirable to set more stringent
tolerances on those components that contribute most heavily to the
system’s variance. This method does not require a knowledge of each
component’s distribution, but only estimates of the moments. If the
system is very complex and the Moments Method cannot be used con-
veniently, use Monte Car10 simulation.
PROBLEMS
3-1. Determine which converges more quickly to a normally distributed

variable:
1. A series of uniformly or Rayleigh distributed terms?

2. A series of Rayleigh or lognormally distributed terms?
3-2. The sum, X ,of n terms, all uniformly distributed from -c to c,

obviously cannot be smaller than -n c or larger than n c. Find
P ( z > nc) as calculated from the asymptotic normal distribu-
tion. How large must n be to make these probabilities smaller
than
PROBLEMS 137
3-3. Let
where X I is a normal variable with a mean and standard devia-

tion of 10 and 1, respectively, and X;! is lognormally distributed
with a mean and standard deviation of 20 and 4, respectively, and
X3 follows the Weibull distribution with parameters of fl = 2,
q = 5, and y = 1. Compute the mean and standard deviation of
Y using:
1. Method of Moments.
2. Monte Carlo Simulation.
3-4. Why the cycle length of the random-number generator in Eq.
(3.46) can never be longer than m?
3-5. Give the algorithm for generating a random variate with pdf
ft4 = {Tfl [1+ ,
where
-w < 5 < 00,

-w < y < 00,
and
fl > 0.
3-6. Show that the algorithm of inverse-transform for generating the

ith order statistic is valid when a cdf is strictly increasing. Verify
directly that for i = 1 and i = n it is valid to let X = 1 - U'l2
and X = U'/",respectively.
3-7. The Laplace distribution has the pdf of f(z)= 0.5e-1'1, for all
real 5. Derive the inverse transform algorithm for the Laplace
distribution.
x -
3-8. Obtain K = 20 random samples of sample size N = 50 each from
U ( 0 , 1).
1. What is the theoretical value of the mean and standard

deviation of x?
2. What is estimate of the mean and standard deviation of
from sampling?
3-9. Given X - U(-2, + 2) and Y = X 2 .
1. Derive the theoretical cuf of Y.
2. Obtain a random sample of N = 40 of X and then of Y .
3. Compare the theoretical and empirical cdf’s on a plot.
3-10. The stress of a complex mechanical component at the critical
section consists of four stress components. The total stress at
this section is given by
s = s1 + s:! - s3 + s4,
where si is the respective the value of the stress component. The
value for each stress component is a random variable whose pdf
has been estimated from available data and is independent of the
other stress Components. These distributions are the following:
1. Stress Component 1
where
p = 2 ksi,
where
B = 2.5, = 3.0 ksi, and y = 0.5 ksi.
where
-
s’3 = 0.1 log, ksi, and a,; = 0.2 log, ksi.
REFERENCES 139
where
P = 8, and q = 5 ksi-'
Do the following:
1. Find the 90%, 95% and 99% percentiles of the total stress,
using the Central Limit Theorem method.
2. Same as in Case 1, but using the Method of Moments.
3. Same as in Case 1, but using the Monte Carlo Simulation
method, with 100 and also with 10,000 simulated s values.
4. Discuss comparatively the results of Cases 1, 2 and 3.
5. Calculate and PZ, and using the Pearson pdf approxima-
tion decide which distributions may represent the data best,
using the 81 and P2 values found in Cases 1, 2 and 3.
In all cases above write out all equations used and give the s t e p
by-step procedures used to get your results in addition to the
computer programs used.
REFERENCES
1. Kececioglu, Dimitri B., Reliability Engineering Handbook, Pren-

tice Hall, Inc., Englewood Cliffs, N.J., Vol 1, 720 pp. and Vol 2,
568 pp., 1991, Seventh Printing 1997.
2. Hahn, G. T. and Shapiro S. Samuel, Statistical Models in Engi-
neering, John Wiley & Sons, New York, N Y, 355 pp., 1967.
3. Lindgren, B. W., Statistical Theory, The MacMillan Company,
Collier-MacMillan, London, 521 pp., 1968.
4. Cramer, H. Mathematical Methods of Statistics, Princeton Uni-
versity Press, Princeton, 575 pp., 1951.
5. Krivoy, Raul, based on Table of Percentage points of Pearson
Curves for Given f i and &, Expressed i n Standard Measure,
Compiled by Johnson, N. L., Eric Nixon and Amos, D. E. with
an introduction by Pearson, E. S., Biometrika, Vol. 1, Table 41,
1954.
6. Pearson, E. S. and Hartley, H. O., Biometrika, Tables for Statis-

titians, Cambridge University Press, Cambridge, England, Vol.
1, Table 41, 1954.
7. Kececioglu, Dimitri B. and Jiang, S., Error Bound Estimation O n
Monte Carlo Simulations, Proceedings of the Institute of Envi-
ronmental Sciences, pp. 124-128, April 23-27, 1990.
8. Law, Averill M. and Kelton, W. David, Simulation Modeling and
Analysis, McGraw-Hill Book Co., 1221 Avenue of the Americas,
New York, NY 10020, 400 pp., 1982.
9. Box and Muller, The Annals of Mathematical Statisics, Vol. 29,
pp. 610-613, 1958.
10. Lindgren, B.W., Statistical Theory, The MacMillan Company,
Collier-MacMillan Limited, London, 521 pp., 1968.
11. Cramer, H., Mathematical Methods of Statistics, Princeton Uni-
versity Press, Princeton, 575 pp., 1951.
Chapter 4
METHODS OF DETERMINING
THE FAILURE GOVERNING
STRESS DISTRIBUTION
4.1 DETERMINATION OF THE LOAD CHAR-

ACTERISTICS AND THE ASSOCIATED STRESS
DISTRIBUTION
The Engineering Design by Reliability methodology has to be provided
with statistically generated, distributional data needed in the determi-
nation of the failure governing stress distribution, which in turn is
needed for the prediction of the reliability designed into components,
and for the optimization of their design. Such distributional data in-
clude, but are not limited to, the following:
1. Critical dimensions of components.

2. Loads, moments, and torques.
3. Pressures.
4. Temperatures.
5. Physical properties; e.g., Young’s modulus, bulk modulus, Pois-
son’s ratio, coefficient of thermal expansion, etc.
6. Environmental parameters; e.g. , radiation, corrossive gases or
fluids in contact wit4 the component, etc.
141
142 S T R E S S DISTRIBUTION
7. Interdimensional relationships among components; e.g., types

of fits, dimensional interference, clearances between components
which move relative to each other, distances among components
that have to be kept within specific limits, etc.
8. Deflections.
9. Elongations and other dimensional changes due to creep loads,
temperatures, etc.
10. Vibration amplitudes.
11. Noise levels, etc.
It must be realized that these data are peculiar to each type of

component or structure being designed, and the associated applica-
tion and operation environment. Consequently, distributions of these
design data, parameters, and factors may not be tabulated for gen-
eral use as may be done for the failure governing strength data. The
majority of these distributions have to be determined for the specific
component being designed, and for the specific loads, dimensions and
environments involved.
Design has as its major objective to size components to desired
reliabilities. Sizing is arriving at the dimensions the components should
be manufactured to. A designer usually prescribes, in additon to a base
dimension, a tolerance for this base dimension. It may be assumed
that the distribution of the specific dimension for the production lot
of such identical components is normal, as may be seen in Fig. 4.1,
for example. The data from which Fig. 4.1 was determined is given
in Table 4.1. This assumption of normality is the most common even
though the distribution of dimensions may not necessarily be normal,
particularly when a machinist keeps adjusting the machine setting to
assure that the dimension being machined stays within the tolerance
limits and tends to favor either the lower or the upper end of the
tolerance range. If the assumption of normality prevails, then the base
dimension is assumed to be the mean of the dimension and 1/6 of the
total tolerance is assumed to be the standard deviation of the normally
distributed dimension, because the total tolerance is taken to equal to
6a.
The loads, moments and torques acting on the component being
designed are also distributed. These are usually determined by at-
taching transducers. to several critical locations of a component where
a stress analysis indicates the stresses might be amongst the high-
est. Such transducers include electric strain gages, piezoelectric strain
gages, fatigue gages, brittle stress-coatings, photo-st ress coatings, etc.
LOAD CHARACTERISTICS 143
NORMRL OISTRIBUTlON PRRQHETERS

FREQ’UENCY PER CLASS INTERVAL WIDTH
0 0.2695 0.2700 0.2705
DIAMETER IN.
VALUE: 0.2702 IN.

STANDARD DEVIATION: 2.6 x lo-.' IN.
KO(MOCOROV-SHIRW TEST: 0.144
CHI-SQUARED TEEST: 1.506
SKEWHESS : -0.885
KURTOSIS: 3.273
Fig. 4.1- Diameters of test sections for 41 specimens of

0.2700 in. nominal diameter AISI 4340 steel rod
PI.
144 STRESS DISTRIBUTION
Table 4.1- Diameter of the test section of 41 specimens of

0.2700 in. nominal diameter made from AISI
4340 steel rod [l] (See Fig. 4.1).
Diameter Diameter Diameter

in. in. in.
0.2700 0.2701 0.2702
0.2701 0.2702 0.2698
0.2705 0.2704 0.2702
0.2696 0.2705 0.2698
0.2704 0.2695 0.2705
0.2702 0.2703 0.2702
0.2704 0.2700 0.2701
0.2702 0.2702 0.2704
0.2701 0.2699 0.2704
0.2700 0.2705 0.2696
0.2702 0.2703 0.2703
0.2704 0.2705 0.2700
0.2704 0.2702 0.2700
0.2703 0.2704
In Fig. 4.2 the record from electric resistance strain gages attached to
a rotating shaft is shown.
The rotating shaft is subjected to reversed bending and steady
torque load. Through calibration of the strain gages the loads which
produce bending and torque outputs like those recorded are deter-
mined. Then, through stress analysis the stresses resulting from such
loads are calculated. The record of Fig. 4.2 is for the stress and stress
ratio data in Tables 5.4, 5.13 and 6.4, and in Figs. 5.10 through 5.12
and Fig. 6.4. The variation of the maximum reversed bending stress
and torque stress would then result in these stresses being distributed.
In the case of this shaft the variation was so small that it was negligible
and the average of the maximum reversed bending stress was used for
its mean and thus its representative value [2, 31.
Figure 4.3 gives the relative bending moments due to in-flight and
ground loads acting on a Saturn V rocket as a function of the station
location [4]. Other references which present data for loads acting on
aircraft and space vehicles are [5], [6]. Statistical loads are evaluated
in [7].
Figure 4.4 provides a typical recording of the stresses in a steering
center link of a passenger car subjected to axial and bending loads
resulting from riding over a pot-holed road IS]. Here it may be seen
that the stresses have a random character, that is, an irregular mix-
ture of magnitudes and frequencies. Some of the peaks of the stresses
are well above the indicated endurance limit for the material. These
stresses may cause microcracks in the material and result in its failure
in fatigue. These random stresses are converted to histograms and dis-
tributions, as shown in Fig. 4.5, by a simple peak counting method in
the six levels used. There are other methods to convert random signals
into a continuous distribution. Peak counting overestimates severity,
since each peak is counted as if it were preceeded and followed by a
zero crossing. Nevertheless, the distribution for all three types of roads
is normal, thus giving the distribution of the failure governing stress
for each road type in the steering center [8]. A similar study but for
gears subjected to random loads and the resulting random stresses has
been done by Schilke [9, lo].
The previous provides an insight into how loads and stresses may
be monitored and their distributions determined. Similar approaches
need to be implemented and data need to be generated, or acquired,
to obtain distributions of pressures, temperatures, physical properties,
etc. Several information analysis centers may be consulted for such
data, such as [ll], [12] and [13].
It must be pointed out that data on load characteristics and stress
distributions is even scarcer than for strength distributions. It is urged
that more research be conducted to determine load and stress distri-
146 STRESS DlSTRlBUTION
BENDING CAGE OUTFUT TORQUE GAGE OVTPUT
r ROTATING BY POWER
ROTATING BY FXND
,6 DIV.
BENDING -
CALIBAATION
TFUCES
DIV .
DIV.
I OF
L ZERO ZERO
?ORQUE dD I!X
BEt
TRACE 'lRACP
Fig. 4.2- Visicorder record of output from bending and

torque electric resistance strain-gage bridges at-
tached to a rotating shaft [3].
Fig. 4.3- Saturn V (selected co6guration) relative bend-

ing moments due to in-flight and ground loads as
a function of the location [4].
Fig. 4.4- Typical road-load recording for a pot-holed road

- Stress fluctuations in steering center link com-
bined axial and bending stress. A = estimated
endurance limit.
RECORDING HISKMXALl
DIVIDED IN f6 LEVELS PLOTTED IN f 6 LEVELS ROAD oemwno)(
145 MILES OF GOOD ROAD

AT ro MPH
L oad 3.S x 10' TOTAL NUMEER
OFOCCURRENCES
29 MILES OF MEDIUM ROAO

AT 50 YPH
Load 1.4 x 10' TOTAL NUMBER
1
OF OCCURRENCES
62 MILES OF POT HOLE ROAD

AT 25 W H
Load S x 10' TOTAL NUUBW
OF OCCURRENCES
I . .
L ' f
-TIME
I 10 (0' 10' 10. Id
CUMULA'IIVE CYCLES
COUNT NUMBERS oFnMeS Pu)TCUMULATIVELY FOR
EACH LEVELS IS RUCHED EACH LEVEL TO DEVELOP
OR EXCEEDED HlSK)CRAM
Fig. 4.5- Assembly of random load records in continuous

histograms [8].
butions, and made available to design engineers.
4.2 PROCEDURE FOR DETERMINING THE FAIL-

URE GOVERNING STRESS DISTRIBUTION
The procedure for arriving at the failure governing stress distribution
of components, as illustrated in Figs. 1.2 and 4.6, is as follows:
1. Identify all significant failure modes.

These failure modes may include, but are not limited to, yielding,
fracture, fatigue (simple, combined, cumulative, random loading,
low-cycle, high-cycle, thermal), excessive deflection, buckling, ex-
cessive vibration amplitude, overheating, excessive noise, exces-
sive creep and corrosion (chemical, stress, fretting), ion tunnel-
ing, whisker growth, electrostatic discharge, etc.
2. If a significant failure mode results from a specific combination
of stresses then perform stress probing.
This involves the selection by inspection, finite element analysis,
thermal imaging, past experience, etc., of several points where
stresses would be relatively higher than at other points, based
on section sizes of, and discontinuities in, the component, and
on the normal force, the shear force, the bending moment and
torque diagrams of the components or structural members, etc. If
inspection of this information would not enable the identification
of the critical stress point, then all of the stresses in two or three
of the most likely locations should be calculated to determine the
locations where the combination of stresses acting are most likely
to result in the component’s or structural member’s failure.
3. Calculate the six nominal stress components at these locations.
In general, six components of stress are involved in mechanical
components and structural members. These are shown in Fig.
1.5(a) and are: sz, sy, sz, T ~ ~ and, The first three are
normal stresses and the last three are shear stresses. Most such
stresses may be expressed as
where
s = stress,
PROCEDURE 151
F M U R E G 0 V E R ” G STRESS
DISTRIBUTION DETERMZNATION
+
Define spline 1. h e r s p h e +
assembly 2. Outerspline
3. shaft
1Define design problem
Conduct FAMECAO
w
I H
Idenafy geometry
Idenafy operating
Ldcnufy design vanablcs
and paramcten for each
significant M**
t
Select appropnatc rarlure
-
e
governing criterion for each
cnvllonmcnts sipnificant M
I
- I
I I
f
Idenafy loads Dctcnaiac loads affecting
each significant F M 1
Identify production
dtnaly marenu an
P tennine geometry involve
in each significant Fbl
thcir failure
I charaftelistics I
Failure modes. effccu and criticality analysis.
** Failure modc.
Fig. 4.6 - Failure governing stress distribution determina-

tion flow diagram for aircraft splines.
152 STRESS DlSTRlBUTfON
Dcttrrmne pmducaon
p m s s involved
Oetennrne FG* mess equation at each

cntical locaaon
1
Synthesize all pdfs bto
the FG stress disaibution
Failure governing.
** Robabihty densiry function.
Fig. 4.6 - (Continued)

PROCEDURE 153
L = loads; e.g., axial, bending, torsional,

T = temperature,
G = size or characteristic geometric dimensions; e.g.,
diameters, lengths, radii, discontinuities,
p = physical properties; e.g., Poisson’s ratio, Young’s
modulus, shear modulus, coefficient of thermal
expansion, thermal conductivity,
and
t = time.
Knowledge of strength of materials, theories of elasticity and

plasticity, photoelasticity, experimental stress analysis, finite ele-
ment analysis and others is required to formulate and then calcu-
late or determine these stresses. This phase is beyond the scope
of this book. Many available references, such as [14, 15, 16, 171
should be consulted. Figure 4.7 provides a summary of the t h w
retical stress analysis methods. Figure 4.8 provides a summary of
experimental stress analysis methods of determining the actual
stresses in the component.
4. Determine the maximum value of each stress component with the
use of proper stress modifying factors.
As indicated in Fig. 1.2(a) and Eq. (2.5) the nominal stresses
may need to be augmented by applying appropriate stress modi-
fying factors. These factors may include, but are not necessarily
limited to, the following:
(a) Stress concentration factors which convert the nominal stress
at the location in the component where a failure is more
likely to occur to a higher stress level. In the case of a
shaft, such as shown in Fig. 1.4, this would be at the fillet
joining the nominal diameter to the shoulder, and where the
bending moment is near maximum.
(b) Load factors, such as static, quasistatic, dynamic, impact,
shock, and energy load factors. These are factors which
would be applied to the axial, bending, and torsional loads
to arrive at the actual loads acting on the shaft in its appli-
cation and operation environment.
(c) Temperature stress factors. The temperature distribution
around critical points in a component significantly changes
154 STRESS DlSTRlBUTlON
t
THEOFETICAL STRESS ANALYSIS FOR EACH FAILURE
MODE-AND-CAUSE COMBINATION
Simple design-book approach
Sophisticated approach
Advanced stress analysis
I Mathematical q u ations
solution
I Finite element
analysis
Fig. 4.7 - Summary of theoretical stress analysis methods

for each failure mode-and-cause Combination.
PROCEDURE 155
I EXPERIMENTAL STRESS ANALYSIS FOR EACH

FAILURE MODE-AND-CAUSE COMBINATION
I
ttT T
4
Simulated tests
on the component
1 1 1
I
I
l r
Photoelasticity
analysis
i
Fig. 4.8 - Experimental stress analysis methods for each

fai 1ure mode-and-cause combination.
the failure governing stress. In a shaft, the effect of bearing

temperature on the fillet stress may be significant, hence
the resulting increase in the failure governing stress at the
critical stress point in the shaft should be accounted for
either directly by thermal stress additions or reductions, or
by thermal stress factors.
(d) Forming or manufacturing stress factors. The residual stresses
imparted into the component in forming operations such as
machining, grinding, extruding, drawing, etc. should be su-
perimposed onto the previously calculated stresses to arrive
at the true stress in the component.
(e) Surface treatment stress factors. Operations such as those
resulting from shot peening, cold working, plating, etc. in-
duce surface stresses which may increase or decrease the to-
tal stresses. For example, shot peening introduces compres-
sive surface stresses which when superimposed onto other
tensile stresses acting at that location would result in the
net reduction of the maximum tensile stresses and thus re-
duce the probability of failure.
(f) Heat treatment stress factors. The stress augmentations, or
reductions, induced in a component from distortions result-
ing from temperature gradients introduced during the heat
treatment process, should be incorporated into the previ-
ously calculated stresses.
(g) Assembly stress factors. Shrink and press fits, as well as
other assembly practices introduce additional surface stresses,
which should be superimposed onto the previously calcu-
lated stresses.
(h) Corrosion stress factors. Plain and stress corrosion may
be encountered in numerous applications. Plain corrosion
reduces cross-sections, increases the nominal stresses, and
introduces stress concentration factors by galvanic action.
Stress-corrosion increases local stress by a combination of
molecular action and microscopic stress-concentration. These
should be taken into consideration in determining the max-
imum stresses in a component.
(i) Direct surface environment stress factors. Stresses in sur-
faces exposed to specific gases and liquids are altered, in
some cases significantly, by a combination of molecular and
physical action. Any stress changes resulting from such ac-
tions should be accounted for.
(j) Notch sensitivity factors. Materials do not exhibit the high
theoretical stress-concentration factors determined by pho-
PROCEDURE 157
toelasticity, in actual applications, particularly under fa-

tigue. The notch sensitivity factor reduces the theoretical
stress concentration factor to the actual, particularly, in fa-
tigue.
It must be pointed out that some of these stress factors may

be considered as strength factors and properly accounted for as
strength reducing or augmenting factors. The important fact is
that they should be accounted for appropriately in either case.
Such stress factors and procedures for applying them may be
found in numerous sources [18, 19, 20, 211.
The effects of these stress factors are shown schematically in Fig.
1.2(a). This figure is not intended to be an exhaustive one; fur-
thermore, in specific cases, the relative effects may not be in the
direction shown and all of the factors may not apply. It should
also be pointed out that additional stress factors may be appli-
cable in special cases. These should be recognized and properly
incorporated into the stresses involved.
See Eq. (2.5) for an example where such factors are applied to
the case of the shaft shown in Fig. 1.4, and consult Section 2.3
for details.
5. Calculate the principal stresses.

Calculation of the principal stresses may or may not be required,
depending on the convenient form of use of the failure governing
stress criterion applicable to the particular problem at hand. For
a shaft it might be the won Mises-Hencky criterion applicable
for ductile materials which utilizes the Distortion Energy The-
ory as the failure governing criterion. Such stress formulas are
written in the conventional-stress, as well as the principal-stress
form; consequently, the principal stresses need not necessarily
be calculated. Other criteria, however, such as the maximum
principal stress or the maximum principal shear stress criterion,
require that the principal stresses be calculated by known meth-
ods [14-18, 22-28], to arrive at the failure governing stress. Again
applicable stress factors should be applied to the six stress com-
ponents before the principal stresses are calculated. For example,
the stress concentration factor would apply to some but not all
of the stresses, depending on the plane on which the respective
stresses act and on the associated geometric discontinuities in-
volved.
6. Combine these stresses into the failure governing stresses, at each

location, in accordance with the failure governing criterion in-

volved in the failure mode being considered.
The location with the highest failure governing stress is the one
where the component will have the hightest probability of failure.
See Example 1-2 and Eqs. (1.9) through (1.21), and Section 2.3
and Eqs. (2.1) through (2.8), on how the maximum stresses are
combined into the failure governing stress.
7. Determine the distribution of each nominal stress, and stress
modifying factor and parameter, in the equation for the failure
governing stress, like in Eqs. (1.9) through (1.21).
Namely, the distribution of the moment acting on the shaft in
the example, f ( M ) , of the torque, f(T), and of the diameter,
f ( d ) , are needed. In the example f ( M ) and f(T)are specified,
but f(d) needs to be determined to meet the shaft reliability goal
of 0.999.
In reality these distributions have to be determined either exper-
imentally or empirically. To determine the distribution of each
nominal stress, the distribution of each load contributing to that
stress needs to be known. Similarly, the distribution of each
modifying factor, like the dynamic stress concentration factor,
or the notch sensitivity factor, needs to be determined either by
new research or from published results. The distributions of the
dimensions need to be known, like lengths, groove radii, fillets,
diameters, etc. Unfortunately relatively little such distributional
design data has been published currently, and research needs to
be conducted to determine these distributions and enable the
fullest application of the methodologies presented here.
8. Synthesize the previous distributions into the failure governing
stress distribution.
Once the distribution of each nominal stress, stress modifying
factor, and parameter entering the failure governing stress calcu-
lations is found or determined, then the distribution of the failure
governing stress can be determined. For example, in Eq. (2.4)
sa is distributed, and in turn, s/ in Eqs. (2.6) and (2.8) is also
distributed. This is the distribution shown in Fig. 2.3 as f ( s r )
for the specified total cycles of life, or of operation.
There are several methods for synthesizing distributions. The
four most expedient are: (1) Central limit theorem, (2) Binary
synthesis of normal distributions, (3) Generation of system mo-
ments, (4) Monte-Carlo simulation. Details of these four methods
and their applications are given in the next section.
SYNTHESIZING T H E STRESS DISTRIBUTION 159
9. Repeat the previous steps for each significant failure mode.

To enable the determination of a component’s reliability, its prob-
ability of not failing, in all of the possible critical failure modes
should be calculated; consequently, the failure governing stress
distribution for each failure mode needs to be determined.
Once the failure governing stress distribution for each failure
mode is known, the next step is to determine the failure gov-
erning strength distribution. Finally, the appropriate coupling
of the failure governing stress and strength distributions yields
the reliability of that component for that failure mode, as will be
discussed later.
4.3 METHODS OF SYNTHESIZING THE FAIL-

URE GOVERNING STRESS DISTRIBUTION
Given a function of random variables, the distribution of the depen-
dent variable may be determined by a variety of available methods [28,
29, 301. The most frequently used, and among the easiest and most
effective ones, are the four given in Fig. 4.9. Of these, the least ef-
fective in mechanical reliability is the direct application of the central
limit theorem. It will not be discussed here as it essentially is a spe-
cial case of the binary synthesis and the moment generating functions
methods. The other three methods will be discussed in detail and will
be illustrated in finding the distribution of the failure governing stress
4.4 BINARY SYNTHESIS OF DISTRIBUTIONS

F’unctions of random variables can be synthesized into a single function
by determining the mean and standard deviation of this single func-
tion, given the mean and standard deviation of each random variable
in the function. If the coefficient of variation of each variable is less
than 0.10, or lo%, and more than two operations with variables are in-
volved in the original function, then.it may be assumed that the mean
and standard deviation of the synthesized single function, or of the
dependent variable, approximate satisfactorily enough the parameters
of a normal, Gaussian distribution: The procedure consists of combin-
ing two of the variables in the functions first, using their mean and
standard deviation, and determining the mean and standard deviation
of the combined variables. The next step is to combine the previously
160 STRESS DISTRlB UTION
1 MITINODS OF S m E S I S OF DISTRIBUTIONS
t
Generation of
system moments
I -
of distributions simulation
Fig. 4.9 - Metho& o f synthesis of distributions.

BINARY SYNTHESIS 161
determined combined variable with the next variable using its mean
and standard deviation and finding the mean and the standard devi-
ation of the distribution of these two variables combined, and so on,
until all variables are combined into the single dependent variable by
finding its mean and standard deviation.
For example, in a general function
= h(zli z2i $3, '' * , zCn), (4.3)
we are given f(zl),f(z2),f(z3),...,f(zcn)in terms of their mean and
standard deviation. We find the mean and standard deviation of
f ( q , z 2 ) = f(z1,z). Now we combine f(21,z) with f ( 2 3 ) and find the
mean and standard deviation of f(z1,2; 2 3 ) = f ( ~ 1 , 2 , 3 ) , and so on until
the mean, %, and the standard deviation, oz,of f(z), or of h(z1,2,3,...,n)
are found. Then, Z and o, are taken to be the parameters of f(z). If
the coefficient of variation's magnitude and the multiplicity-of-random-
variables requirement have been met then Z and oz may be taken to
be the parameters of a normal distribution, or
f ( z ) = N ( Z ,0 2 ) . (4.4)
In this particular case, f ( z ) would be the failure governing stress dis-
tribution, or f ( s f ) .
To facilitate the process of binary synthesis, Table 4.2 has been
prepared, where the formulas for determining the mean and standard
deviation of the various mathematical operations, with each variable
being distributed, are given. For example, Operation No. 1 in Table
4.2 is for a constant. Then, the mean is taken to be the value of the
constant itself, and its standard deviation is zero. Operation No. 4 in
Table 4.2 is for the sum, z, of two random variables z and y, where
+
the mean of the sum, or of z, f, is given as ( p z p Y ) , where p stands
for the mean, and the standard deviation of the sum, oz,is given as
(a: + ai)li, and so on.
1
The mean and standard deviations for both independent and corre-
lated variables are given in Table 4.2. Usually the variables on the right
side of an equation are independent of each other, then the correlation
coefficient, p, for any two independent variables is zero. If there is a
positive, complete, absolute linear correlation between any two vari-
ables, then p = +l. If the relationship is one of negative, complete,
absolute linear correlation, then p = -1. Actually -1 5 p 5 1.
Let us see how this method was applied to the alternator motor
shaft problem in Example 1-2. The failure governing stress was given
as
1
Sf (4.5)
FADLE 4.2- Dinmy syntliceie of tlietrilmtions.
Operation Operation Mean, Standard deviation,

no. 2 11, U,
1. Constant: z = c. C. 0.
2. Product with a constant: C Pr- C US.

2 = c2.
3. Product with a constant and cpr f d . c ur.

addition or subtractioir a l a
constant:
2 = c2 fd.
4. Addition: z = 2 + y. i’t +pv.
5. Subtraction: z = x - y. I’r - ilv
6. Product,: z = x . y
+
cow U
b
c)
v
a
w
L.
p$
N U
-4-
h
-*1
h
N
a
a
\
"
(1 n
+
w H
II v
I1 r)
11
..
r)
r)
3
G
C*
H
4a
H
..
L.
4) 0
.a
3 11 It 3
V
0
d
r) Y
P
r-:
The only random variable here is 3;, consequently, we need its mean
and standard deviation to find the mean and the standard deviation
of sf. Then,
Sf = c s,, (4.6)
where
1 $
c = (1 + F) = 6.9687,
with 'i; = 0.145. z = sf and x = sa, according to Operation No. 2 in

Table 4.2. Then,
-
Sf = c Sa, (4.7)
and
To find Sf and uSf from Eqs. (4.7) and (4.8) we need to know Sa and
us,. For this we need the equation for s a , which is
M
sa = 10.2-, (4.9)
d3
where M- and d are random variables. To apply the method of synthesis
we find ( d 3 ) and u d 3 , using Operation No. 8.2 in Table 4.2. Then,
-
( d 3 )= (z)3, (4.10)
and
(4.11)
Now we find
($) and OMId3,
which is of the form x/y, where x = M and y = d3. Consequently,

using Operation NO. 7 of Table 4.2, yields
(4.12)
and
(4.13)
-
where ( d 3 ) and a d 3 are given by Eqs. (4.10) and (4.11). Substitution
of these equations into Eqs. (4.13) yields
(4.14)
where = 126,U M = 11.4,a is to be found, and Od = 0.OOla. Substi-

tution of these equations into Eq. (4.14) yields
1
OM/& = 11.41--. (4.15)
a3
Using Operation No. 2 of Table 4.2, and substituting Eq. (4.12) into
Eq. (4.9) yields
-
- M 126
or
sa
):(
= 10.2 - = 10.2-4 = 10.2-
d 2,
- 1
(4.16)
S, = 1,285.2-.
a3
Using Eqs. (4.9) and Eq. (4.15) yields
or
1
o,, = 116.4 -. (4.17)
2
Finally, substituting the value of c = 6.9687 and Eq. (4.16) into Eq.
(4.7) yields
- 8,956.2 (4.18)
Sf =
2 '
and substituting c = 6.9687 and Eq. (4.17) into Eq. (4.8) yields
1 811.O
us,= (6.9687)(116.4) (3) 7 .
= (4.19)
Numerous additional applications of this method are presented in C h a p

ters 6 and 15.
166 STRESS DIS TRIB UTION
4.5 GENERATION OF SYSTEM MOMENTS

The method of system moments consists of using the Taylor’s series
expansion of the system’s performance, or output, or function of ran-
dom variables, about its mean if we want the function’s mean, or its
variance if we want the function’s variance, and so on for all of the mo-
ments of the function, and then of evaluating each resulting moment
equation at the mean values of all of the random variables involved. If
the variables are uncorrelated, then the first moment, or the mean, of
z , E ( z ) , in the function of Eq. (4.3) is given by [29, pp. 228-235.1
1 a2ii
- C-
. ax;
2 r=l
Var(xi), (4.20)
where only the terms up to the second order of an infinite series have
been retained. Most books give only the first term of Eq. (4.20) for the
first moment and consider it adequate. In Eq. (4.20), E stands for the
expected value or the mean, the sum of the partials is evaluated at the
mean value of the variables involved, arid Vur stands for the variance,
or u2.
The second moment about the mean is known as the variance. The
Taylor’s series expansion for the variance of z is given by [29, p. 2311
(4.21)
where only the terms up to the third order of an infinite series have
been retained. Most books give only the first term of Eq. (4.21) for
the variance and consider it adequate. In Eq. (4.21) p 3 ( x i ) is the third
central moment of the variate.
Once these two moments are found, then Eq. (4.20) gives the mean
of ( z ) or Z, and Eq. (4.21) gives the square of the standard deviation
of z , or a:. If we can assume that f(z) is well represented by a normal
distribution, then Z and u, provide its parameters, thus defining the
distribution of f(z);
Equations (4.20) and (4.21) are for independent, or uncorrelated,
variables. If the variables are correlated see [29, pp. 255 - 2571 for the
equations of the moments of the functions of random variables.
GENERATION OF SYSTEM MOMENTS 167
If N observed values of a random variable, x , are available, then

N
-
C xi
i=l
x=- (4.22)
N '
(4.23)
and
5x9 Nz i + ~ ( " i )
~ 3
i= 1 - 3 i-= .1
p3(4= - -
i=l
(4.24)
N N N
Let us see how this method is applied to the motor shaft problem
of Example 1-2. The failure governing stress was found to be given by
Eq. (1.17), or
1
Sf = s , (1++) z 1
(4.25)
1
where F = 0.145, (1 + h)'

= 6.9687, and s, = 10.2 g. Substitution
of these into Eq. (4.2) yields
sf = (10.2%) (6.9687),
or
M
~f = 71.08-. (4.26)
d3
Now we need to find zif and uSf using the moments method. Equation
(4.26) written in the form of Eq. (4.3), is
Sf = h(M,d), (4.27)
where z = sf, 2 1 = M and 22 = d. Equation (4.20) then becomes
or
-
- M 1 a2sf 1 a2sf
Sf = 71.08- + - - V a r M + - - Var d, (4.29)
;i3 2 a M 2 2 ad'
where
Substituting these into Eq. (4.29) yields

- -
-
Sf
M -
= 71.08 = +
1 (0) O& + 1 M 2
-(71.08)(12)-ad,
$ 2 2 z5
or
- -
- M M
Sf = 71.08- + 426.48- 0;. (4.30)
z3 ;i5
In this case, Ud was taken to be 0.001 2, therefore Eq. (4.30) becomes
- -
- M M
Sf = 7 1 . 0 8 +
~ 426.48- (0.001Z)2,
d d
- -
- M M
Sf = 71.08- + 0.00042-,
;i3 ;i3
or
(4.31)
and substituting M = 126 yields

- 8,956.1
Sf = (4.32)
2 .
This compares with
- 8,956.2
Sf = (4.33)
2 '
GENERATION OF SYSTEM MOMENTS 169
found using the binary synthesis of normal distributions method. The

moments method is the more exact of the two. The difference is neg-
ligible.
Let us find a,/ next using the moments method. Equation (4.21)
written for this case becomes
(4.34)
or
(4.35)
The partial derivatives were calculated before already, and the p3(zi)
are zero if the zi are normally distributed. Substituting these into Eq.
(4.35)yields
- 2
a:f = (71.08$)2 OK + [71.08(-3);] ;i a: + (71.08;) (O)(O)
or
71.08(-3)(-4)-
“I
a5
(0),
2
= (71.08$)2 02+ (-213.24:) a:. (4.36)
Substitution of the values for C T M , M,and ad into Eq. (4.36)yields

2
a:, = (71.08i)2 a& + (-213.24q) (0.001a)2,
d
-26.87 ,
3 f = ( +810.31
u2 2+(T)
or
- 810.76
USf -- (4.37)
2
This compares with

811 .O
as, -
-- (4.38)
d
found using the binary synthesis of normal distributions method. The
difference is negligible. The moments method is the more exact of the
two methods.
4.6 MONTE CARL0 SIMULATION

Monte Carlo simulation involves the generation of random values for
each variable and factor in the failure governing stress equation accord-
ing to the distribution of each one of these variables and factors, as
they would occur naturally, would they be all measured at a particular
point in time, while the component whose failure governing stress we
are determining was functioning in actual, designed-to use operation
and application environment. These random values are then substi-
tuted into the failure governing stress equation and the associated fail-
ure governing stress is calculated. This procedure is repeated many
times, preferably 10,000 times, thus obtaining 10,000 or more values
of sf. Next these S J ’ S are ranked, or ordered, in increasing value, and
divided into seven, nine, eleven or thirteen classes of equal intervals in
S! values. A histogram is constructed next using the frequency of the
generated s j values falling into each class interval. The shape of the
histogram is studied to see if a familiar distribution from among the
normal, lognormal, Weibull, beta, gamma, Erlang, Rayleigh, extreme
value of the maxima, etc., represents the histogram best. Usually
two or three of the candidate distributions are then fitted to the data
and goodness-of-fit tests, such as the Chi-squared, the Kolmogorov-
Smirnov, the Anderson-Darling and the Cramer-von Mises goodness-
of-fit tests, are conducted to decide which distribution represents the
data best.
The detailed stepby-step methodology for determining the failure
governing stress distribution using Monte Carlo simulation, as illus-
trated in Fig. 4.10, consists of the following:
1. Determine the failure governing stress equation, or function.
2. Get the probability density function, pdf, or the distribution,
of each variable and parameter in the failure governing stress
equation.
3. Find the cumulative distribution function of each variable and
parameter in the failure governing stress equation.
MONTF CARLO SlhfULATlON 171
MONTE CARLO SIMULATION

for
. failure Soverning stress distribution determination
:j A
Get the pf'flx) for each variable x,.
".1 A f l x * ; m
. 0
I x: x.
i
-
Get rhc cumuhave dntibuoon funcaon for
f ,
each vanable x, from Ffx) = Ax,) dx,.
Gcnuate a uruformly distnburtd random number krwecn

zero and one for each variable. RLTq,,
and obtain a
set of I, values from
-m
Fig. 4.10 - Monte Carlo simulation method of determining

the failure governing stress distribution.
172 STRESS DISTRlBUTlON
r
Subsntutc each set of x , values mto the fulm g o v e m g
sues qwnon and obtun y, values.
Fig. 4.10 - Continued.

4. Generate a uniformly distributed random number between zero

and one in value, RuXiJ,for each variable and parameter in the
failure governing stress equation, and obtain a set of values for
each variable and parameter, xij, from
5. Substitute each set of xij values into the failure governing stress
equation and obtain values of the failure governing stress, yj.
6. Repeat these steps many times, for j 2 10,000 sets of trials.
7. Arrange, or order, the y j in increasing value.
8. Construct a histogram and decide which are the two or three
distributions which fit this histogram best, from among those
listed in Fig. 4.10 and also given previously.
9. Fit these candidate distributions to the simulated yj, or the sj,
values by determining their parameters.
10. Conduct goodness-of-fit tests, like the Chi-squared (x2),the Kol-
mogorov-Smirnov (K-S),Anderson-Darling and Cramer-von Mises
[30, pp. 679-7861, and decide which distribution represents the sj
values best, thus determining the failure governing stress distri-
bution, f ( s j ) .
EXAMPLE 4-1
A rotating shaft is subjected to a bending moment, M only. Its
maximum failure governing stress, s j , is given by
Mc M d/2 M
I
Sf=-=-- xd4/64
- 10.2--.
d3
(4.40)
Find the distribution of the failure governing stress using the binary
synthesis and the Monte Car10 simulation methods, given the following:
-
M = 2,860 in.-lb.; O M = 280 in.-lb;
-
d = 1.00 in. and Od = 0.01 in.
Using the binary synthesis method and Table 4.2,

- -
M
($) 2,= (4.41)
or
2,860
- 2,860,
and
where
ad3 = (3)(z2)(0d)= (3)(1.00)3(0.01) = 0.03.
Then,
O(M/d3)= -
1
(1.00)3
[ +
+
(2, 860)2(0.03)2 (1.00)
(1.00)2 (0.03)2
or
OMld3 = 292.7.
Consequently, from Eq. (4.40),
Bf = 10.2( $) = (10.2)(2,860),
or
3f = 29,172 psi,
and
03s = 10.2 OM/& = (10.2)(292.7),
or
ass= 2,985.5 psi.
Using Monte Car10 simulation and 10,000 trials the following results
were obtained:
PROBLEMS 175
Coefficient of Coefficient of
- kurtosis
sf, psi I Y , ~ psi skewness
28,876 2,998 0.042 2.91
One may see the very good agreement in the results obtained by
these two methods. Also, if the stress were normally distributed the
coefficient of skewness would have been zero and the coefficient of kur-
tosis would have been 3.00.
PROBLEMS
4-1. A rotating shaft is subjected to a bending moment, M only.

Find the distribution of the failure governing stress using binary
synthesis, given the following:
-
= 3,100in-lb; UM = 300 in-lb;
;Ei = 1.50 in and bd = 0.02 in.
4-2. Given the information in Problem 4-1, find the distribution of

the failure governing stress, using the system moments method.
the failure governing stress,using Monte Carlo simulation with at
least 5,000 points.
-
M = 2,500 in-lb; UM = 265 in-lb;
-
d = 1.00 in and Ud = 0.01 in.

least 5,000 points.
4-7. Compare the results given in Problems 4-1, 4-2 and 4-3. Com-
ment on the normality of the results given by the system moments
and the Monte Carlo simulation methods.
-
M = 5,000 an - lb; UM = 500 an - Eb;
-
d = 2.50 an and r7,j = 0.03 in.


least 5,000 points.
4-12. Compare the results given in Problems 4-9,4-10 and 4-11. Com-
REFERENCES
1. Kececioglu, Dimitri B. and Zipperer, John C., “Interaction Among the
Various Phenomena Involved in the Design of Dynamics and Rotary
Machinery and Their Effects on Reliability,” Progress Report submit-
ted to the Office of Naval Reseach, Washington D.C., under Contract
N00014-67-A-0209-0002 by The University of Arizona, Engineering Ex-
periment Station, Volume I, Fourth Technical, 182 pp., and Volume 11,
495 pp., August 31, 1971.
2. Kececioglu, Dimitri B. and McConnel, J. B., “Calibration of Combined
Bending Torsion Fatigue Reliability Research Machines and Reliability
Data Reduction,” Report by The University of Arizona, Engineering
Experiment Station to NASA-Lewis Research Center, Cleveland, Ohio,
REFERENCES 177
3. Kececioglu, Dimitri B., and Smith, J., “Statistical Complex Fatigue

Data for SAE 4340 Steel and Its Use in Design by Reliability,” Re-
to NASA-Lewis Research Center, Cleveland, OH under Grant NGR
03-002-044, 175 pp., November 15, 1970.
4. Scoggins, James R. and Vaughan, William W., “Problem of Atmo-
spheric Wind Inputs for Missile and Space Vehicle Design,” AIAA Con-
ference Paper, Colorado State University, Fort Collins, Colorado, July
10-22, 1963.
5. Abraham, Lewis H., “Structural Design of Missiles and Spacecraft,”
McGraw-Hill Book Co., New York, 335 pp., 1962.
6. Diamond, M. and Essenwanger, Oskar M., “Statistical Data on At-
mospheric Design Properties to 30 km,”Astronautics and Aerospace
Engineering, p. 69, December 1963.
7. Shah, H. C., “Statistical Evaluation of Load Factors in Structural De-
sign,” Department of Civil Engineering, Stanford University, Califor-
nia, 26 pp., 1969.
8. Conover, J. C., Kaeckel, H. R., and Keppola, W. T., “Simulation
of Field Loadings in Fatigue Testing,” SAE Automotive Engineering
Congress, Detroit, Michigan, SAE Paper No. 660102, 18 pp., January
10-14, 1966.
9. “Military Handbook 5, Metallic Materials and Elements for Flight Ve-
hicle Structures,” Superintendent of Documents, Washington, D.C.,
February 1966 with updatings.
10. Battelle Memorial Institute, “Defence Metals Information Center,” 505
King Ave., Columbus, Ohio 43201.
11. Mechanical Properties Data Center, Belfour Stulen, Inc., 13919 W. Bay
Shore Drive, Traverse City, MI 49684.
12. Metals and Ceramics Information Center, Battelle-Columbus Labora-
tories, 505 King Avenue, Columbus, OH 43201.
13. Naitonal Technical Information Service (NTIS) U.S. Department of
Commerce, 5285 Port Royal Road, Springfield, VA 22151.
York, 631 pp., 1963.
15. Juvinall, Robert C., Engineering Considerations of Stress, Strain, and
16. Peterson, Rudolph E., Stress Concentration Design Factors, John Wi-
ley & Sons, New York, 155 pp., 1953.
New York, 498 pp.,1959.
York, 753 pp., 1972.
19. Deutschman, A.P., Michels, H.J., and Wilson, C.E., Machine Design-
Theory and Practice, Macmillan Publishing, New York, 932 pp., 1975.
20. Rolfe, Stanley T., and Barsom, John M., fracture and Fatigue Con-
trol in Structures - Applications of Racture Mechanics, Prentice-Hall,
Englewood Cliffs, New Jersey, 562 pp., 1977.
21. Peterson, R.E., Stress Concentration Factors, John Wiley & Sons, New
York, 317 pp., 1974.
22. Roark, Raymond J., Formulas for Stress and Strain, McGraw-Hill, New
York, 432 pp., 1965.
23. Dieter, George E., Engineering Design: A Materials Processing Ap-
proach, McGraw-Hill, New York, 592 pp., 1983.
24. Siddall, James N., Probabilistic Engineering Design: Principles and
Applications, Marcel Dekker, New York, 528 pp., 1983.
25. Ray, Martyn S., Elements of Engineering Design: A n Integrated Ap-
proach, Prentice-Hall, Englewood Cliffs, New Jersey, 266 pp., 1985.
26, Stephenson, John and Callander, R. A., Engineering Resign, John Wi-
ley & Sons, New York, 705 pp., 1974.
27. Cullum, Roy D., Handbook of Engineering Design, Butterworths, Lon-
don, 303 pp., 1988.
28. Kececioglu, Dimitri B., Reliability Engineering Handbook, Prentice-
Hall, Englewood Cliffs, New Jersey, Vol. 1, 720 pp., and Vol. 2, 568
pp., 1991, Seventh Printing 1997.
30. Kececioglu, Dimitri B., Reliability & Life Testing Handbook, Volume 1,
Prentice-Hall, Englewood Cliffs, New Jersey, 960 pp., Third Printing
1997.
Chapter 5
METHODS OF DETERMINING
THE FAILURE GOVERNING
STRENGTH DISTRIBUTION
5.1 DISTRIBUTION OF THE MATERIAL PROP-

ERTIES AND THE ASSOCIATED STRENGTH
DISTRIBUTION
The failure governing strength distribution is the distribution of stress
at failure. The calculation of reliability requires distributional material
strength properties data, including static, yield and ultimate strength
data, cycles-to-failure and stress-to-failure data in fatigue, creep data,
Young’s modulus data, and data for Poisson’s ratio, thermal conduc-
tivity, thermal coefficient of expansion, bulk modulus, dynamic stress
concentration factor, etc., for room and other temperatures, and under
different application and operation environments. These are needed to
determine the failure governing strength distribution.
Basically, we can obtain these data from tests such as strength or
life tests under specific experimental conditions. These tests should be
well planned and organized so that enough and trustworthy data are
obtained for statistical analyses. More, very important information is
given in Chapters 1and 2 of [l]about test objectives, types, scheduling,
management, and data acquisition and processing in reliability and life
testing.
There are many distributions that can be used as distributions of
material strength properties. The most widely used distributions for
strength and fatigue life are the normal (Gaussian), lognormal and
179
180 STRENGTH DISTRIBUTION
Weibull.
The pdf of the normal distribution is
where
X = material's strength, life or other property,
-
X = mean of X ,
and
ox = standard deviation of X .
This is a two-parameter distribution with parameters x
and ux.
More information about the normal distribution can be found in [I,
Chapter 91 and[2, Chapter 71. Some properties, such as ultimate
strength and endurance strength, may be normally distributed.
The pdf of the two-parameter lognormal distribution is
f ( X ) 2 0, x 2 0, - 00 < 3? < 00, OX' > 0,

where
x' = log,X,
--I
X = mean of the Naperian, or natural, logarithms of X , log,,
and
crxt = standard deviation of the Naperian, or natural,
logarithms of X ,log,.
More information about the lognormal distribution can be found
in [l, Chapter 111 and [2, Chapter 81.
The pdf of the three-parameter Weibull distribution is
ACTUAL DATA GENERATION & DISTRIBUTIONS 181
where
p = shape parameter,
7 = scale parameter,
and
y = location parameter.
More information about the Weibull distribution can be found in

[l, Chapter 121 and [2, Chapter 61. The lognormal and the Weibull
distributions are very widely used. For example, these distributions
are often used as the distributions of the cycles-to-failure in fatigue.
The parameters in these distributions can be determined by statistical
methods [l,21.
5.2 DATA GENERATION AND DETERMINATION

OF THE DISTRIBUTIONS OF THE MATE-
RIAL STRENGTH PROPERTIES
The probabilistic design for reliability methodology has to be provided
with statistically generated, distributional strength data for its imple-
mentation, for the prediction of the reliability designed into compo-
nents, and for the optimization of their design. For time dependent
analysis a variety of such data is required. That data and the distri-
butions which are discussed in this section are the following:
1. Static strength data for the yield, ultimate and breaking strength
distributions.
2. Cycles-to-failure distributions for finite life in fatigue at specific
combinations of alternating and mean stresses.
3. Stress-to-failure distributions for finite life in fatigue at specific
cycles of life, and for specific combinations of alternating and
mean stresses.
4. Stress-to-failure distributions for very long life; i.e., for lives to
the right of the knee of the S-N diagram, or for endurance
strength distributions.
5. Distributional Goodman diagram data for combined alternating-
mean stress fatigue at a specific cycles of life.
182 STRENGTH DISTRIB UTION
Figures 5.1 [3] and 6.17 give the three of the four types of design
data needed for fatigue. The first type is the cycles-to-failure data,
the second is the stress-to-failure data to the left of the knee, and the
third type is the stress-to-failure data to the right of the knee. The
fourth type of fatigue design data is that provided by the distributional
Goodman diagram of Figs. 5.19 and 5.20.
Distributional data for the determination of the failure governing
strength do not abound. There have been increasing efforts during
the last ten years to generate such data; nevertheless, the pace of
such efforts has to increase to give the engineering design-by-reliability
methodology the impetus it deserves.
Once the distributional data are obtained by testing, the parame-
ters of the applicable strength distribution, based on past experience
or physical background, can be determined by an appropriate statisti-
cal method. Goodness-of-fit tests can be conducted to determine the
best-fit distribution.
5.2.1 STATIC STRENGTH DISTRIBUTION

The static strength distributions of yield, ultimate and breaking strengths
are needed for the following applications:
1. To determine the reliability of components subjected to static

loads only. The yield strength distribution is used when any load-
ing and the resulting failure governing stress causes a permanent
set in the component and any such permanent set is considered
to be component failure.
2. To enable the construction of the distributional S-N diagram.

The static ultimate strength distribution is used to arrive at the
stress-to-failure distribution at lo3 cycles of life by assuming that
the mean of the distribution at lo3 cycles is equal to 0.9 of the
mean of the static ultimate strength, Su,distribution, or
The standard deviation of the strength distribution at lo3 cycles

may be assumed to be 10 percent of the static ultimate strength
distribution, as shown in Fig. 5.1.
3. To approximate the mean of the endurance strength distribution

by assuming that the endurance strength mean of steels is equal
to one-half the static ultimate strength if this strength is less than
c3
______.__+ ENDURANCE STRENGTH
-
2 40 ,
DlSTRlBUT ION:
5 MEAN = 58,5 00 psi
$
w
30-
c
+ STANDARD DEVIATION =
4,200psi
4 3 . 1 . ’ . - 7 Y - b * 1 .- . * I - - - ‘
Fig. 5.1- Distributiotial S-N surfa‘acc for AISI 43/10 s t ~ w lwirc, 0.0625 in. diairictcr, cold drawn,
annealed and straiglitetied based oti cycles-to-failure data at fixed alternating stress levels
and oti results given i n Table 15-1 [3].
184 STRENGTH DlSTRlB UTION
200,000 psi and equal to 100,000 psi if the strength is equal to/or
greater than 200,000 psi, or
(5.5)
or
No such approximation has been established for the standard

deviation of the endurance strength, using that of the static ul-
timate strength.
4. To use the yield or the ultimate strength as the mean strength
distribution of the distributional Goodman diagram along the
mean strength axis for a stress ratio of zero, as shown in Fig. 1.7.
In this figure the static ultimate strength has been used, on the
assumption that breakage of the specimen causes its failure. The
static yield strength distribution is used when any permanent set
in the specimen causes its failure.
The number of specimens used in such static material strength
tests is usually between 10 and 45. The upper end of this range should
be preferred. When the specimen are tested to failure the yield, ul-
timate and breaking loads are recorded, as well as the original and
final necked-down diameters of each specimen, The yield and ultimate
strengths of each specimen are calculated by dividing the respective
loads by the original cross-sectional area. The breaking strength is
calculated by dividing the breaking load by the necked-down cross-
sectional area of each specimen.
Table 5.1 gives an actual example of ultimate tensile strength data.
The calculated parameters of the static ultimate strength distribu-
tions, the Chi-squared and the Kolmogorov-Smirnov statistics for the
goodness-of-fit tests, the skewness and kurtosis are given in Figs. 5.2,
5.3 and 5.4, assuming normal, lognormal and Weibull distributions,
respectively. It can be seen that the normal distribution best fits this
set of ultimate tensile strength data. Actually as a result of many such
fits it has been concluded that the normal distribution best represents
the static strength data [4, 51.
Distributional static and dynamic strength data may be found in
(3 through 271 and in this chapter. Figure 5.5 gives a typical static
strength histogram, and the mean and standard deviation thereof, for a
Titanium alloy. Figure 5.6 gives the static yield, ultimate and breaking
strength distributions of AISI 4340 steel, R, 35/40. It is generally
accepted that static strength data are normally distributed. Some
typical values are given in Tables 5.2 and 5.3.
TABLE 5.1-Ultimate tensile strength data of 50 wire

specimens of AISI 4340 cold drawn and an-
nealed steel wires with a nominal diameter
of 0.0937 f 0.0005 in.
I Ultimate tensile strength, psi.

103,633 103,779 103,633 103,799
102,906 102,616 101,162 107,848 103,488
104,796 106,831 102,470 99,563 102,906
103,197 102,325 105,232 105,813 101,017
100,872 104,651 103,924 108,430 104,651
97,383 105,087 102,325 106,540 103,197
101,162 106,395 105,377 101,744 105,337
98,110 100,872 104,796 101,598 101,744
104,651 104,360 106,831 103,799 106,104
101,453 105,087 100,145 100,726
5.2.2 CYCLES-TO-FAILURE DISTRIBUTIONS

The cycles-to-failure distribution for components subjected to fatigue
loads are needed for the following applications:
1. To determine the reliability of components subjected to a specific

combination of alternating and mean stress for a specified cycles
to failure.
2. To enable the construction of the distributional alternating stress,
S, versus cycles-to-failure, N,or the S-N diagram for a fixed
mean stress, as shown in Fig. 5.1.
3. To provide data for the determination of the stress-to-failure dis-
tribution at specified cycles of life.
The number of specimens used to determine each cycles-to-failure

distribution at a specific alternating and mean stress combination is
usually between 12 and 35. The upper end of this range should be
used, and preferably as many as 45 and more, if a better discrimination
capability for the best distribution to use is desired.
Each specimen in the sample of 35 or more is tested to failure,
which is usually taken to be the fracture of the specimen. The cycles
of operation or the total number of revolutions run by each specimen
lSG STRENGTH DISTRIBUTION
18
T
+
ULT STRENGTH PSI X 10
MERN V R L U E : 103,421$0 PSI
STANDARD D E V I A T I O N : <347.6 PSI
KOLMOGOROV-SMIRNOV T E S T : 0.042
CH I -SQUFIRED T E S T : 0 -892
SKEWNESS : -0 a250
KURTOSIS: 2 -976
Fig. 5.2- Static ultimate strength normal distribution for

50 specimens of 0.0937 in. diameter AISI 4340
steel wire.
ACTUAL DATA GENERATTON 22 DTSTFUBUTTONS 187
+ 11.59
11.55
ULT STRENGTH, log, p s i
MEAN VflLUE: 11 -546 log, p s i
STANDARD OEVIRTION: 0 a23 log psi

e
KOLMOGOROV-SMIRNOV TEST: 0.042
CHI-SQUARE0 TEST: 0 a954
SKEWNESS : -0 a 3 1 5
KURTOSIS : 3 -038
Fig. 5.3- Static ultimate strength lognormal distribution

for 50 specimens of 0.0937 in. diameter AISI
4340 steel wire.
t-
Z 181
UCTIRATE STRENGTH X 10
KOLtIOGOROV-SHIRNOV TEST: 0.069

CHI-SQUARE0 TEST: r.so
ME I 8 U L L SLOPE [ BETR I : 6 -784
IItNItlW LIFE (WtltlAl: 89500
'SCRLE PRRRtlETER ( E T A ] : 14896
Fig. 5.4- distribution for

Static ultimate strength Weibull
50 specimens of 0.0937 an. diameter AISI 4340
steel wire.
ACTUAL DATA GENERATION QL' DISTRIBUTIONS 189
4
Q,
3
E
a
z
Standard deviation
1 I I 1 I I 1 I 1
164.7 171.8 178.9 186.0 193.1 200.2 207.3 214.4 221.5
Ultimate tensile strength, kpsi
Fig. 5.5- Ultimate tensile strength statistical histogram

for solution treated and aged Titanium alloy Ti-
4A1-3MeIV (341.
rUltimate Strength
--
-_
190
1 I
165 170 175
Static strength, k p s i
L.
Fig. 5.6- Static yield, ultirnatc and breaking strength distributions of ungrooved specimens of
0
AISl 4340 steel, R, 35/40. See ‘l’able 5.2 for data [4].
TABLE 5.2- Static ultimate tensile strength distributional data (11).
Steel type
AISI 4340
AISI 4340
AISI 4340
Nutiiber of
specintetis
33
50
50
l YP C
318'' dia.
Rod
Wire
Wire
I
Critical
gcomclry, Mean Standard
Specilrlcrl tliatnctcr, value, deviation,
0.2700
0.0625
0.0937
kpst
116.4
113.0
103.4
l
kpsi
1 .(i
2.3
I'reatment
Cold rolled
and annealed
Atiticalcd and
cold drawn
Annealed and
cold drawn
AISI 4130 34 3/11'' tlia. 0.1980 104.6 1.9 Cold rolled
Rod and annealed
AISI 4340 10 314'' dia. 0.5000 177.0 2.5 Heat treated to
Rod R, 35/40
TABLE 5.3- Tensile strength for ungrooved and grooved

AISI 4340 steel, R, 35/40 specimens [9]*.
Normal Yield Ultimate Breaking

distribution strength strength strength
parameters kpsi kpsi kpsi
Mean, S 171.0 177.9 255.0
Ungrooved Standard 3.0 2.5 4.5
deviationps
Mean, S Can not be 255.5 304.0
Grooved** Standard determined 2.5 3.0
deviat ion,as I
* The sample size is 35 specimens.

** See insert in Fig. 5.10 for the grooved geometry.
up to fracture are recorded and used to obtain the cycles-to-failure

distribution at that specific alternating and mean stress combination.
Figures 5.7,5.8 and 5.9 give the calculated parameters, the Chi-squared
and the Kolmogorov-Smirnov statistics for goodness-of-fit tests, and
the skewness and kurtosis for an actual cycles-to-failure data set for
the normal, lognormal and Weibull distributions, respectively. It can
be seen that the lognormal distribution fits the best this set of cycles-
to-failure data. Actually as a result of many such fits it has been
concluded that the lognormal distribution best represents the cycles-
to-failure distribution when the whole sample of 35 or more is tested
to failure [5].
Figures 5.10, 5.11 and 5.12 give actual cycles-to-failure and en-
durance strength data [6] for grooved, solid, rotating specimens sub-
jected to reversed bending and steady torque. The specimens are of
AISI 4340 steel, Condition C4 per Mil-S-5000B1heat treated to Rock-
well C 35/40 per MIL-H-6875 with a minimum tempering tempera-
ture of 1, OOO'F, and inspected as per MIL-1-6868. The circumferential
groove geometry is given in the insert in Figs. 5.10, 5.11 and 5.12. In
Table 5.4 are given the parameters of the cycles-to-failure distributions
plotted in Fig. 5.10, 5.11 and 5.12. The cycles-to-failure distributions
are considered to be lognormal [7], hence the means and standard de-
viations of the logarithms of the cycles to failure are given in Table 5.4.
These distributions would consequently plot normal on log N abscissa
12
T
3=--
CYCLES-TO-FAILURE X 10
flERN VALUE: 58989 e 2 CYCLES
STWDARD DEVIRTION: 9610 a 2 CYCLES
KOltlOGOROV-SflIRNOV TEST: 0.154
CHI-SOURREO TEST: 3 0029
SKMNESS : 0 -969
KURTOSlSz 3 *626
Fig. 5.7- Normal cycles-tefailure distributionof 35 AISI 4340

steel R 35/40 grooved specimens for an alternating
stress level of 49,700 p s i at a stress ratio of 0.40, and
a nominal groove base diameter of 0.491 inches. The
circumferential groove provides a theoretical stress
concentration factor of 2.34.
194 STRENGTH DETRIB UTION
Log, CYCLES-TO-FQILURE
HERN VFILUE: 10 973 loge-cyc.les
STANDFIR0 OEVIATION: 0 155 his q r r l ~ s
KOMOGOROV-SfiIRNOV TEST : 0 122
CHI-SOUFIRED TEST: 1.153
SKEWNESS : 0 0563
KIIRTOSIS: 3 126
Fig. 5.8- Lognormal cycles-tefailure distribution of 35 AISI
4340 steel R 35/40 grooved specimens for an alter-
nating stress level of 49,700 psi at a stress ratio of
0.40, and a nominal groove base diameter of 0.491
inches. The circumferential groove provides a t h e
retical stress concentration factor of 2.34.
ACTUAL DATA GENERATION & DlSTRlBUTlONS 195
2oT
CYCLES-TO-FA1 UJRE x 10
KOLMOGOROV-SMIRNOV TEST: 0.123
CHI-SQURREO TEST: 3.108
WEIBULL SLOPE [ B E T A ) : 2 *037
flINIMUfl LIFE (GFIMflRI: 40899
SCALE PRRRMETER ( E T A ) : 20518
Fig. 5.9- Weibull cycles-tefailure distribution of 35 AISI

4340 steel R 35/40 grooved specimens for an alter-
nating stress level of 49,700 psi at a stress ratio of
0.40, and a nominal groove base diameter of 0.491
inches. The circumferential groove provides a t h m
retical stress concentration factor of 2.34.
scales, as shown in Figs. 5.10, 5.11 and 5.12. Figure 5.1 gives similar
plots for AISI 4340 steel wire.
The mean + 3 0 ~ 1and -30N’ lines shown in Figs. 5.1, 5.10, 5.11
and 5.12 are the best fit lines to the cycles-to-failure distributions us-
ing the “least-squares” method. The “least-squares” straight line fit to
the means of the logarithms of the cycles-to-failure is shown as a solid
line in these figures. For the + 3 a ~ flines three times the experimen-
tal standard deviation, based on the logarithm of the cycles-to-failure
data, was added to the experimental mean values, based on the loga-
rithm again, at each alternating bending stress level. A “least-squares”
straight line was fitted to these values. This line is the upper dashed
line in Figs. 5.1, 5.10, 5.11 and 5.12. Similarly, by the subtracting
three times the experimental standard deviation from the mean and
fitting a straight line to these values by the “least-squares” method,
the lower dashed lines in Figs. 5.1, 5.10, 5.11 and 5.12 were obtained.
Table 5.5 gives the mean and standard deviation of the cycles-to-
failure data for plain carbon steel wire specimens subjected to pure
reversed bending [8], whose characteristics are given in Table 5.6. The
plot of the data in Table 5.5 is given in Fig. 5.13.
Table 5.7 gives the mean and standard deviation of the cycles-to-
failure data for aluminum wire specimens subjected to pure reversed
bending [8], whose characteristics are given in Table 5.8. The plot of
the data in Table 5.7 is given in Fig. 5.14.
The best and recommended form of presentation of the cycles-to-
failure data for ease of designer’s use is also given in Table 6.4. There,
for each stress ratio 5;, the cycles-to-failure distribution parameters,
mean and standard deviation, on loglo basis, are given at 10,000 psi
increments for the alternating, reversed bending stress. This way the
designer can obtain directly, or by minimum interpolation, the pa-
rameters of the cycles-to-failure distribution he needs, to predict the
reliability of the components he is designing. The way this type of data
is used to predict the reliability of components subjected to fatigue is
illustrated in Sections 6.13 and 6.14.
5.2.3 STRESS-TO-FAILURE DISTRIBUTIONS FOR FINITE

LIFE
There is a class of reliability problems which require knowledge of
the stress-to-failure distribution for finite life of components subjected
to fatigue loads. Therefore, the next type of design data needed in
time-dependent, fatigue type situations is the stress-to-failure data for
cycle lives to the left of the knee of the S-N diagram. The method
used to convert cycles-to-failure data to stress-to-failure data is given
by Kececioglu, et al. [4, lo]. These distributions are considered to
197
Fig. 5.10- Cycles-to-failure distribution at the stress ratio of for AISI 4340 steel It, 35/40,
0
d
b.
00
I
.-
Phase I grooved speciinen (51.

198
cr
-3
Fig. 5.11- Cycles-to-fiiilurc: distributioti at the stress ratio of 3.5 for AISI 4340 steel R, 35/40,
0
m
2
m
Phase I grooved speciirren [5]. a
199
m
-7
0
-7
.-0
3
3
3
f?
n
m
n
e
Fig. 5.12- Cycles-tdailure distribution at the stress ratio of 0.44 for AISI 4310 steel R, 35/40,
d
Phase I grooved speciiiicii [5].

TABLE 5.4- Lognormal' distribution parameter estimates and max D values"' for the gen-
erated cycles-to-failure research data for AISI 4340 steel R, 35/40 hardness
with a theoretical strcss concentration factor of 1.42 arid subjected to combined
alternnting bending and stendy torque [g),
Average Logriorrtial distribution parameters

Stress alterriatirig I Staridard 1 I
I
F
ratio, stress level, Srnaple Mcan", tieviation**, a3, Max D
~r
- size
(34,
Skcwtiesu Kurtosis value
pY i loge N %R, N
144,000 12 7.906547 0.227914 - 1.586 4.258 0.207
114,000 18 9.101961 0.1 16130 -0.407 2.123 0.092
00 98,000 18 9.992123 0.176382 -0.265 1.945 0.094
h3
81,000 18 1 1.252667 0. I53954 0.575 2.697 0.159
0
0 73,000 18 11.970997 0.23494 1 -0.906 2.707 0.198
151,000 12 7.262676 0.197789 -0.435 2.006 0.128
1 15,000 18 8.7208'34 0. I57247 0.403 2.869 0.086
3.50 83,000 18 10.5451(i0 0.28GGG4 0.686 4.407 0.184
74,000 18 11.180338 0.274219 -0.342 2.501 0.084
111,000 12 8.777704 0.145966 0.742 2.295 0.280
92,000 18 9.890129 0.280831 -0.171 1.916 0.120
0.83 76,000 18 11.001940 0.195062 -0.703 2.457 0.111
18 11.743320 0.167235 -0.030 1.769 0.147
18 10.856736 0.248421 1.210 3.899 0.214
18 11.277700 0.347000 1.091 3.747 0.114
18 1 I .82535I 0.305282 -0.457 3.183 0.118
'Tlic cycles-to-failure distributiori at eilcli altcrtiatirig lcvcl is taketr to be logrionrial, thcri

tlic log,-cycles-to-failure tliutrihtiori is riorrrid.
"'rhcse pararieters are the tncari arid standard deviation of the logarithms of the cycles to
failure.
*** Maxirnurn 11 value for thc Koliriogoiov-Sinirriovgoodricee-of-ftww test.
TABLE 5.5- Cycles-to-failure data for plain carbon

steel wire specimens, whose characteris-
tics are given i n Table 5.6, subjected to
reversed bending using the lognormal dis-
tribution [8].
Alternating Number of Lognormal distribution parameters

stress, psi specimens Mean, log,, Standard deviation, log,,
66,000 50 5.585 0.108
76,000 37 5.140 0.094
86,000 26 4.715 0.068
96,000 17 4.394 0.052
106,000 10 4.102 0.073
TABLE 5.6- Characteristics of plain carbon, cold

d r a w n steel wire specimens used to
generate the data i n Table 5.5 IS].
Diameter, in 5 x 10-2
Overall length, in 11
Length between supports, in 10
Yield strength at 2% offset, psi 108,000
Ultimate strength, psi 130,000
Modulus of elasticity, psi 30 x lo6
Surface condition As received
4.0 2 4.4 4.6 48 SO 52 5.4 5.6
loglo Cycles
Fig. 5.13- Cycles-to-failure distribution mean and standard

deviation for steel specimens at various stress lev-
els. See Tables 5.5 and 5.6 for specific data [8].
TABLE 5.7- Cycles-to-failure data for aluminum wire

specimens, whose characteristics are given
in Table 5.8, using the lognormal distri-
bution. The specimens are 7075-T6 wire
with vaseline coated surface [8].
Alternating Number of Lognormal distribution parameters

stress, psi specimens Mean, loglo Standard deviation, loglo
20,000 8 6.435 0.124
25,000 14 5.827 0.124
30,000 20 5.423 0.089
35,000 17 5.059 0.048
40.000 20 4.748 0.043
45,000 17 4.531 0.033
50.000 72 4.273 0.026
60,000 20 3.827 0.040
70,000 20 3.494 0.018
TABLE 5.8- Characteristics of 7670-T6 aluminum

wire specimens used to generate the
data in Table 5.7 [8].
Diameter, in 1 x lo-'
Modulus of elasticity, psi 10.5 x lo6
Surface condition Vaseline coated
204 S T R E N G T H DISTRIBUTION
4.9 f
- 70.000 9.1. 2 0 rpach.na
4.e--
47.-
Y)
45.000 pal. 17 apochana
m
2
4 4.6.- -40,000 eel. 2 0 apaclmaem
m
0,
-
M
0
4.5 -.
30.000 pal, 20 *paclmnm
4.4 --
ohmnod mean
20.000 0.1.
4.3 13 aoeclmane
3.0 3.3 4.0 4.5 s.0 s.5 6.0 6.5 7.0
log,,, Cycles
Fig. 5.14- Cycles-to-failure distribution mean and standard

deviation for aluminum specimens at various
stress levels. See Table 3.7 and 3.8 for specific
data [8].
be normal, hence the mean and standard deviation values of these

distributions for specific cycles of operation define these distributions.
A computer program has been developed at The University of Arizona
which generates the stress-to-failure distributions, as illustrated in Fig.
5.15, from the cycles-to-failure distributions.
Once the cycles-to-failure distribution are generated as described
in Section 5.2.2 [8],distributions at a specific cycles of life may be
determined using a method somewhat similar to the “probit analysis”
of Finney [29]. In essence, the stress versus the cycles-to-failure graph,
when analyzed at a specified number of cycles, N, gives a series of
cumulative failure distributions for each stress level tested, as shown
in Fig. 5.15. The cumulative fatigue distribution function is given by
where f j ( N ) is the cycles-to-failure distribution at the j-th stress level,

and F’(N) is the cumulative failure probability up to a life of N cycles
for the j-th stress level. Note that Eq. (5.7) is truncated at zero
for the lower limit because it is impossible to have negative cycles of
operation. When the cycles-to-failure distributions are known for a
sufficient range of stresses, a cumulative failure probability range from
zero to 100 percent can be obtained for each stress level as indicated
in Fig. 5.15 [4].
The cumulative failure probability at specific cycles of life and stress
level gives the proportion of specimens that will fail with a strength
equal to or less than the specific stress level. This condition is true
for all stress levels; and if, for specific cycles of life, a plot is made of
the cumulative failure probability versus the stress level, a Cumulative
histogram is obtained as shown in Fig. 5.15. From this, a strength
frequency histogram can be calculated [lo]. The strength frequency
histogram ordinate at the j-th stress level and at the specific, N, cycles
of life is given by
where F j + l ( N ) and F’(N) are calculated using Eq. (5.7).

Once the strength frequency histogram is obtained, standard sta-
tistical techniques can be used to fit the appropriate distribution to it
and determine its parameters thus obtaining a strength distribution at
a specific cycles of life.
To obtain an accurate strength. distribution, an adequate number
and a sufficient range of stress levels are required so that the complete
strength frequency histogram range is covered. Also, there must be a
sufficient number of specimens tested to determine the cycles-to-failure
TH DISTRIBUTIONS
CYCLES OF L I F E
Cunuur IVE
HISTOGRAN -
I
C unu LAT I VE
DISTRIBUTION
/
//
//
LCYCLES-TO-FAI
DtSTRlBUTIONS
LURE 6
Fig. 5.15- Cumulative failure probability technique for the
determination of the strength distribution at a
specific cycles of life.
distributions adequately at each stress level. All specimens should

come from the same population thus exhibiting similar characteristics.
Cycles-to-failure distributions are usually obtained for approximately
5 to 8 stress levels for the complete strength range of the specimen,
with 35 or more specimens tested at each stress level. However, this
would result in a strength histogram from which only gross indications
of the actual strength distributions could be obtained. To rectify this
problem, additional cycles-to-failure distributions must be determined,
by interpolation and extrapolation, for stresses between and outside of
the stress levels tested.
Figure 5.16 gives these parameters for steel wire specimens whose
characteristics are given in Table 5.6 and Fig. 5.17 for aluminum wire
specimens whose characteristics are given in Table 5.8. The data used
to generate Tables 5.9 and 5.10 are given in Tables 5.5 and 5.7,respec-
tively. The application of the design data presented in Tables 5.9 and
5.10 is illustrated in Sections 6.16 and 6.17. More such data need to
be generated to enable the prediction of the reliability of components
subjected to fatigue loads.
5.2.4 STRESS-TO-FAILURE DISTRIBUTIONS FOR LONG

LIFE - ENDURANCE STRENGTH DISTRIBUTIONS
The third type of data needed for fatigue design is the stress-to-failure
for long, or endurance, life and is frequently called the endurance limit,
or “infinite life” strength data. These stress-to-failure distributions are
needed for the following purposes:
1. To calculate the reliability of components subjected to fatigue

loads over a very long period of time, such that the components
accumulate over 500,000 cycles of operation. Such distributions
are, therefore, for cycles of operation to the right of the knee of
the S-N diagram.
2. To construct distributional Goodman diagrams for long, endurance
life.
The data generation for endurance strength is usually conducted

by the “staircase”, or “up and down”, testing method [29, 30, 311. In
this method 35 to 45 specimens are tested at prechosen stress levels
sequentially. The first specimen is tested at a stress level which is close
to the estimated mean of the endurance strength. If the specimen
fails before the specific prechosen cycles of life, the next specimen is
tested at a decreased stress level by a prechosen stress increment. If
the specimen completes this specific cycles of life without failure, the
208 STRENGTH DISTRlBUTION
105
100
95
90
85
8(
-36 ENVELOPE
7
-I-
OO 4.2 4.6
L
4.8 5.0
I I
5,2
Cycles-tefdure, log,, N
Fig. 5.16- Steel specimens mean strength and plus and mi-
nus 30 envelopes based on the results given in
Table 5.9 [lo].
TABLE 5.9- Normal strength distribution param-

eters for steel specimens having log-
normal cycles-to-failure distributions
whose characteristics are given in Ta-
ble 5.6 [lo].
Life loglo cycles Mean Standard

strength, psi strength, psi
4.30 99,327.8 2,032.6
4.35 97,610.6 1,977.3
4.40 95,879.1 1,894.1
4.45 94,206.8 1,821.1
4.50 92,608.3 1,824.2
4.55 91,041.8 1,880.1
4.60 89,487.7 1,932.8
4.65 87,963.1 1,941.1
4.70 86,509.6 1,888.1
4.75 85,161.9 1,815.2
4.80 83,909.1 1,789.3
4.85 82,707.9 1,822.8
4.90 81,524.0 1,884.9
4.95 80.345.0 1,950.4
5.00 79,170.6 2,008.3
5.05 78,004.6 2,053.9
5.10 76,851.1 2,088.0
5.15 75,711.6 2,116.6
5.20 74,583.2 2,146.3
5.25 73,468.3 2,167.6
5.30 72,369.5 2,174.1
70 --
65 --
GO - -
55 --
.-
50
45 --
40 .-
35 --
30 --
25 --
Cycles-to-failure, log,, iV
Fig. 5.17- Aluminum specimens mean strength and plus

and minus 3a envelopes based on the results
given in Table 5.10 [lo].
ACTUAL DATA GENERATION & DISTRIBUTIONS 21 1
TABLE 5.10- Normal strength distribution parameters

for aluminum specimens having lognormal
cycles-to-failure distributions whose char-
acteristics are given in Table 5.8 [lo].
Life Mean Standard Life Mean Standard

log10 strength, deviation, log10 strength, deviation,
cycles psi psi cycles psi psi
3.55 68,282.9 661.4 4.65 42,221.1 884.6
3.60 66,772.4 765.7 4.70 41,221.3 893.0
3.65 65,260.3 867.9 4.75 40,059.2 812.9
3.70 63,748.3 969.9 4.80 39,170.5 731.9
3.75 62,242.7 1,053.6 4.85 38,353.6 720.0
3.80 60,800.5 1,037.7 4.90 37,548.2 732.5
3.85 59,529.6 922.3 4.95 36,742.9 747.8
3.90 58,385.1 852.8 5.00 35,935.3 758.3
3.95 57,264.0 816.1 5.05 35,135.5 783.6
4.00 56,143.7 781.1 5.10 34,375.4 799.0
4.05 55,023.4 746.3 5.15 33,660.2 849.3
4.10 53,903.2 711.4 5.20 32,962.2 922.9
4.15 52,782.9 676.6 5.25 32,268.1 996.2
4.20 51,662.2 641.6 5.30 31,578.9 1,060.0
4.25 50,544.2 604.2 5.35 30,899.2 1,110.7
4.30 49,480.2 548.0 5.40 30,233.8 1,150.7
4.35 48,497.3 551.4 5.45 29,584.7 1,186.4
4.40 47,525.2 576.5 5.50 28,949.4 1,224.2
4.45 46,552.7 603.0 5.55 28,324.2 1,262.6
4.50 45,566.7 656.1 5.60 27,707.4 1,294.2
4.55 44,506.5 760.9 5.65 27,101.6 1,310.0
4.60 43,370.4 835.2
next specimen is tested at a stress level increased by the same stress

increment. The test is conducted in this manner until all specimens
are tested, as shown in Fig. 5.18 which gives the test results of an
actual staircase test for AISI 1038 steel grooved specimens for 3 x lo6
cycles of life in pure, reversed bending. The stress increment and the
cycles of life are kept constant for all specimens. The stress increment
is usually taken to be approximately by one standard deviation of the
endurance strength [30] which needs to be estimated roughly before
the test.
If the endurance distribution is assumed to be normal, or is trans-
formed to a normal such as lognormal distribution, the statistical anal-
ysis method for this type of data in [31] can be easily used to determine
the mean and standard deviation of the endurance strength. For the
test results in Fig. 5.18, the calculated mean of the endurance strength
is Se=26,706 psi and the standard deviation is as,=1,970 p s i . Other
endurance strength distributions obtained from staircase test results
are given at the right end of the S-N diagrams of Figs. 5.10, 5.11
and 5.12. More details of the staircase test and the corresponding sta-
tistical analysis methods can be found in Volume 2 of this book. In
fact, the staircase testing method could also be used to determine the
stress-to-failure distributions for finite life.
5.2.5 THE DISTRIBUTIONAL GOODMAN DIAGRAM

The fourth type of data for fatigue design are those provided by the
distributional Goodman diagram. If the probability of operating for
the duration of the service life without failure; i.e., the reliability is de-
sired, then distributional, statistically determined Goodman diagrams
are needed. Towards this objective the distributions of the stress-to-
failure for a specific service life and for various alternating-to-mean
stress ratios are required. This information can be generated through
the stress-to-failure distribution methodology of Section 5.2.3 for a fi-
nite life, or through staircase testing for a long service life presented in
Section 5.2.4.
Table 5.11 gives such data for grooved specimens subjected to re-
versed bending and steady torque for which the data in Figs. 5.10,
5.11 and 5.12 were generated, and from which Fig. 5.19 was plotted
[91.
Table 5.12 gives such data for AISI 4340, cold drawn and annealed
steel [3, 111. The steel rod specimens were subjected to alternating
axial tension and compression and a mean axial tension in a Sonntag
axial fatigue testing machine. The data in Table 5.12 are shown plotted
in Fig. 5.20. Additional such data may be found in [5,32, 331.
The best and recommended form of presentation of the combined-
t
I
I
I
I
I
I
1
I
I
I
,I
,I
213
I
1
-c
Fig. 5.18- Statistical test results o1)taiiied witti the Wiedcniann fatigue tcstiiig iiracliine for AISI
.,cu 2n
- 1
1038 steel grooved speciiiiciis, groove Lase diameter d =0.2700 ~ T L ,groove radius r =0.ofi2
3
in.,speciinen diaiiicter D =0.375 in., and 3 x lo6 cycles of life in pure, reversed Ixnding.
L-
O
TABLE 5.11- Distributional Goodman diagram data for a life of 2.5 x lo6 cycles, for
AISI 4340 steel, & 35/40 hardness with a theoretical stress concentration
factor of 1.42, subjected to combined alternating bending and steady
torque, and for various stress ratios [9].
I'l'est
no.
3
4
1
2
I
Number of
spccirriens
35
35
35
35
-r
00
3.50
2.00
0.45
I lor nial
-
s,
kpsi
57.3
55.1
55.8
49.8
endurance
US,
kpsi
2.9
3.7
3.3
3.7
normal eridurarice
s trength d is tribu-
-
Sf
kpsi
57.3
57.3
78.9
120.9
US,
kpsi
2.9
3.9
4.7
9.0
5 10 0.00 177.9"" 2.5"" 177.9" ** 2.5""
'?: = Fz,/3kzz,,,.
**rl'liCscarc terrris of the altcriiatiiig bctidiiig stress, S,.
iti
""l'hese parameters are those nieasurcd along tlic respective stress ratio lines.
****'l'liesevalues are the riornial distribution paranictcru of the ultirnate strength of urigrooved Ypeci-
niens obtained from static terivilc tests.
- -
ao
(7 i,i3
as, = 2.9Kpsi
Kpsi
F, = 3.5
Curve A [SJ(S,+~US,)I" + [ ~ ~ ( ~ ~ + 3 u s ~at) l ~4.128;
Curve 8 : [S./S.]"+[SmISu]*=l;
curve A: a3
- i ; pc 0.9871.
a2 = 2.521; p2 = 0.9998.
- -
1.522; p3 0.9999.
0 20 40 60 80 100 120 140 160 180

Nomiiid mean strength, S,,,kpsi
Fig. 6.19- Distributional Goodinan fatigue strength diagram for a life of 2.5 x lo6 cycles for AISI
4340, R, 35/40 stcel grooved sliaftirig specirricris w i t h Kt = 1.42 subjcctcd to alter-
riatirig bcridirig strcss onto wliicli a mean tortioiial shear hau b ~ w -superirnposcd.
i
See Table 5.11 [Y].
n
Noiuinal mean stre~igtlr,S,,,k p y i
Fig. 5.20- Distributiorial Goodman strength diagram for a life of 2.5 x lo6 cycles of life for
AISI 4340, II, 35/40 steel groovctl slisfling speciineits with lit = 2.34 subjected to
alterriatiiig bciitlitig stress orito wliicli a incan tortioiial sltcar liu been supcrimposed.
See 'l'sble 5.12 [17].
TABLE 5.12- Axial alternating tension-compression with superimposed contant axial
mean tension results of fatigue strength distribution (normal) parameters
at lo6 cycles of life for different alternating-to-mean stress ratios for AISI
4340 steel [l?).
Norirral failure
govcraing
Meail stress Alterriating stress endurance strength
distribution distribution distribution
paranictcrs paratiieterv paraiiietcrs
- -
Test Number of - ratio,
Stress - S,,, US," sa US. 3, US,
no. specimens 7 = SJS,,, kpsi kpsi kp~i kpsi kpsi kp.91
I 50 00 0 0 48.7 4.4 48.7 4.4
2 24 2.0 23.3 -* 46.5 52.0
3 24 1 .o 4 0.6 1.8 40.B 1.8 57.4 2.6
4 29 0.4 71.1 2.2 28.9 0.9 77.7 2.3
5 30 0.1 101.2 3.0 10.1 0.3 101.7 3.0
6 23 0.0 116.4'' 1.3" 0 0.0 116.4" 1.3"
Not available.
**'l'licseare tire paratrictcrs of tlic static ul(hate strciigtfi distribution.
218 STRENGTH DlSTRIB UTION
stress, distributional Goodman type fatigue strength data, for ease

of designer’s use, is that given in Table 5.13. Here, for mean stress
ratios varying from 0 to 00 the corresponding fatigue failure governing
strength distribution parameters, mean and standard deviation, are
given. This distribution is the one along each stress ratio given, and is
assumed to be normal.
More details of the combined stress and the statistical analysis
methods can be found in Volume 2 of this book.
With these four types of fatigue data described in Sections 5.2.2,
5.2.3, 5.2.4 and 5.2.5, the majority of components subjected to fa-
tigue loading can be designed and their designed-in reliability assessed.
Again it is urged that more such data be generated to enable the ap-
plication of the engineering design by reliability methodology.
5.3 PROCEDURE FOR DETERMINING THE

FAILURE GOVERNING STRENGTH DISTRI-
BUTION
The procedure of determining the failure governing strength distribu-
tion, as illustrated in Figs. 1.2 and 5.21, is as follows:
1. Establish the applicable failure governing strength criterion.
This criterion should be the same as that used for the failure gov-
erning stress involved and failure mode being considered. A major
problem in design is to determine the strength which, if exceeded,
leads to the true probability of failure. For this, the strength criterion
best associated with the particular failure mode should be selected.
The most popular strength criteria are the following:
1.1- Maximum Direct-Stress Strength Criterion-This criterion is
used for brittle materials or for ductile materials subjected to dynamic
loads. The direct-stress strength criterion which should not be ex-
ceeded by the maximum direct stress for no-failure probability, de-
pends on the tensile or compressive proportional limit as the strength
criterion. If a permanent deformation in excess of 0.2% strain causes
a failure then the 0.2% yield limit in tension or compression is the
strength criterion. If a fracture constitutes a failure, then the ultimate
strength becomes the strength criterion. Figure 5.22 shows three of
the tensile strength criteria discussed.
As shown in Fig: 5.22, for the tensile strength case, at each tensile
strength limit a distribution of values exists due to inherent variabilities
in these strengths from specimen to specimen tested. These variabil-
ities result in the strength distributions shown. The strength curve
PROCEDURE 219
TABLE 5.13- Distributional Goodman diagram data for a

life of 2.5 x lo6 cycles and for AISI 4340 steel
R, 35/40 hardness with a Kt = 1.42 subjected
to combined alternating bending and steady
torque, prepared for designer’s convenient use
[91-
Failure governing Failure governing

normal strength normal strength
distribut n parameters distribi on parameters
Stress - Stress -
ratio, Sf QSt ratio, Sf
- -
r psi
T psi psi psi
0 178,000 2,500 0.66 97,755 6,047
0.10 177,792 5,500 0.68 96,089 5,895
0.12 177,161 5,801 0.70 94,531 5.752
0.14 176,090 6,565 0.72 93,039 5,628
0.16 174,396 7,338 0.74 91,643 5,503
0.18 172,218 8,102 0.76 90,329 5,389
0.20 169,395 8,826 0.78 89,085 5,279
0.22 166,177 9,475 0.80 87,893 5,180
0.24 162,490 10.010 0.82 86,777 5,086
0.26 158,600 10,441 0.84 85,711 4,996
0.28 154,518 10,567 0.86 84,697 4,914
0.30 150,340 10,588 0.88 83,734 4,833
0.32 146,159 10,459 0.90 82,820 4,753
0.34 142,117 10,227 0.92 81,945 4,688
0.36 138,165 9,940 0.94 81,117 4,627
0.38 134,358 9,613 0.96 80,333 4,560
0.40 130,652 9,277 0.98 79,564 4,499
0.42 127,221 8,939 1,oo 78,885 4,447
0.44 123,893 8,611 1,20 73,221 4,017
0.46 120,754 8,297 1,40 69,460 3,742
0.48 117,804 7,996 1.60 68,867 3,559
0.50 115,039 7,718 1.80 65,005 3,431
0.52 112,378 7,447 2.00 63,616 3,339
0.54 109,900 7,209 3.00 60,218 3,113
0.56 107,570 6,978 4.00 58,978 3,031
0.58 105,358 6,764 5.00 58,388 2,993
0.60 103,258 6,561 10.00 57,584 2,941
0.62 101,311 6,380 00 57,317 2,924
0.64 99,486 6,200
FAILURE GOVEEIMNG STRENGTH

DISTRIBUTION DETERMINATION
Use the same failure governing

criterion as that used in the failure
governing stress pdf determination
Determine the failure governing strength

equation for each failure mode
Determine the pdf of

all nominal strengths
-I
Determine the pdf of
all parameters
Determine thepdf of the nominal

strength modifying factors
Synthesize all p d f f into the

failure governing strength pdf
Fig. 5.21-Failure governing strength distribution determi-

nation flow diagram.
P.L. - --- 1J.S. - Ultinute strcngth
Y.S. - Yicld strcngth
P.L. - Proportional limit
221
1 I
1 1
0 0.002 0.01 0.02
Tensile strain, in/in
Fig. 5.22- Tensile strerigth criteria.

drawn is the one passing through the mean of these distributions in-
dicated on the vertical base of these distributions. Once a particular
strength has been chosen as the strength limit, it is the distribution
of that strength limit that should be plotted with the associated max-
imum failure governing stress distribution, as shown in Figs. 1.2 and
1.3.
1.2- Maximum Shear-Stress Strength Criterion-This criterion is
used for ductile materials. A probability of failure exists when the
shear strength is exceeded by the maximum shear stress in the com-
ponent. The strength level which defines failure is again a matter of
choice. It could be the proportional limit strength, yield strength, or
ultimate strength in shear. This strength also would have a distribu-
tion of its own just like the tensile strength.
1.3- Maximum Distortion Energy Strength Criterion-This is the
most applicable strength criterion of all, particularly for ductile or
semiductile materials. A failure probability exists when the maximum
distortion energy calculated from the maximum stresses in the compo-
nent exceeds the distortion energy the material can absorb at failure.
Again, this energy at which component failure occurs would have a
distribution of its own, like the other strength criteria do.
1.4- The Von Mises-Hencky-Goodman Combined Stress Fatigue
Strength Criterion-This criterion is used for components subjected to
combined fatigue loads. Here the combined failure governing maximum
alternating and mean stress distribution in a component is determined
and located on the corresponding alternating to mean stress-ratio line
in the Goodman diagram as shown in Fig. 5.23. Next, the proper
endurance limit, S,, and direct-stress strength, S,, distributions are
located. These are all connected by curved lines and the distribu-
tional Goodman diagram is thus obtained. These curves represent the
strength distribution for the number of stress cycles corresponding to
the particular endurance strength, S,, distribution used.
Assuming the ratio of the maximum alternating stress to the max-
imum mean stress is constant, variabilities in the alternating and the
mean stress would give a stress distribution along the line drawn in
Fig. 5.23 with a slope s , / s m through the origin. Also, assuming that
the Goodman fatigue curves accurately represent the fatigue strength
distribution of the component involved, they provide the parameters of
the strength distribution shown in Fig. 5.24, based on the intersection
of the stress-ratio plane with the distributional Goodman diagram.
This is the strength distribution which should be coupled with the
failure governing stress distribution to obtain the reliability associated
with such components.
A more exact representation of the combined-stress fatigue prob-
lem is shown in Fig. 5.25. Here the s,/sm ratio is taken to be a
n
m
Strength distribution
(three dimensional)
Mean stress - s,,

Mean strength - %,
Fig. 5.23- Distributional Goodman diagram with a constant stress ratio, sa/s,,,, arid distributed
fatigue strcss and strength.
Meat1 strcss, s,,, ksi
Fig. 5.24- Modified Goodinail diagram with a variable stress ratio, sa/sm, and the exact curvi-
liriear strength distributions.
225
Fig. 5.25- Combined distributional bivariate stress and strength diagram, showing the combined
bivariatc rriargi rial strength distribution.
random variable thus giving rise to a three dimensional distribution of

the failure governing stress. The strength distribution has a curvilin-
ear mean, representing more closely the distribution of experimentally
determined fatigue strengths, thus giving rise to a three dimensional
strength distribution. It is the intersection of these two three dimen-
sional distributions that gives a more accurate probability of failure of
components subjected to combined-stress fatigue. One minus this fail-
ure probability is equal to the reliability of such components. Details
on the determination of the fatigue strength, the von-Mises-Hencky
stresses, and the Goodman diagram may be found in [35,361.
2. Determine the nominal strength distribution.
The nominal strengths whose distributions are needed for the EDBR
methodology are those determined under idealized and standardized
test conditions in research or test laboratories. The strengths involved
include, but are not limited to, the following: static proportional limit,
static yield, static ultimate, dynamic yield, dynamic ultimate, finite-life
fatigue, long-life fatigue (endurance), cycles to failure in fatigue, stress
to failure in fatigue, creep, distortion energy, corrosion, deflection,
buckling, strain range in fatigue, combined alternating-mean strength
in fatigue, vibration amplitude, noise, temperature, clearance between
two parts in relative motion, and many others. Much research needs
to be conducted to obtain these nominal strength distributions.
3. Modify the nominal strength with appropriate strength factors.
The nominal strength should be modified with appropriate strength

factors to convert the nominal strength determined under idealized
and standardized test conditions to those that will be exhibited by the
component in the actual use geometry and environment it is designed
for. Any deviations from the actual use geometry, and application and
operation environments, obviously require that certain corrections be
made to the strength and its distribution, to make it applicable to
the actual case; hence, the need for strength correction factors. These
factors may include, but are not necessarily limited to, the following:
0 Size.
0 Forming and manufacturing process.
0 Surface finish.
0 Loads.
0 Heat treatment.
PROCEDURE 227
0 Direct surface environment.

0 Temperature.
Time.
0 Corrosion.
0 Surface treatment.
In general, these strength factors have values less than one and the
nominal failure governing strength is multiplied by them to arrive at
the actual component’s strength. Strength factors and their modes of
application may be found in [35 through 481.
For example, the actual endurance strength in fatigue, Sel is given
by
Se = k, kb kc kd . * * Si, (5.9)
where
S
L = endurance strength of a rotating fatigue speci-
men tested to failure under idealized, controlled
laboratory conditions,
k, = surface finish factor,
kb = size factor,
k, = fatigue stress concentration factor, properly
modified based on the assumptions made in de-
termining kl, in Eq. (2.5),
kd = temperature factor, and others.
Again as in ki, precise knowledge of k, is lacking; consequently, it is

best to obtain the component’s strength distribution based on nom-
inally calculated stresses to failure from specimens having grooves of
similar geometry and subjected to loads similar to those of the actual
component.
4. Determine the distribution of the nominal strength, and of each

strength modifying factor and parameter.
Determine the distribution of the nominal strength, and of each

strength modifying factor and parameter in the failure governing streng-
th equation. Much research is needed to determine the distributions
of the Ic modifying factors appearing in Eq. (5.9), as well as of Sk to
obtain the distribution of Se applicable to the component that is to be
designed to the specified reliability.
5. Synthesize these distributions into the failure governing strength

distribution.
Once the strength equation and the distributions of all variables

entering this equation, like Eq. (5.9), are known, then the same tech-
niques used to synthesize the failure governing stress distribution can
be used to obtain the failure governing strength distribution. However,
the actual component strength distributions should best be determined
by testing actual components at the exact geometry, and application
and operation environments under which the component shall function.
0therwise, distributions generated under different conditions should be
converted, in the manner discussed previously, by the use of the ap-
propriate strength criterion, strength factors, and design parameters.
As an example, consider the shaft in Fig. 1.4. If it is to be made
out of steel and designed for 2.5 x lo6 cycles of life, then according
to the distortion energy failure criterion and the combination of alter-
nating and mean stresses, the failure governing strength distribution
is a surface, as shown in Fig. 5.23. We need, however the strength
distribution, f(S), for stress ratio, r , which may be obtained from
(5.10)
where
f(Se)= endurance strength distribution at 2.5 x lo6 cy-

cles, where Se is given by Eq. (5.9),
f(Su)= static ultimate strength distribution of standard
specimens (This gives a conservative estimate of
reliability. The use of static strength distribu-
tions obtained from specimens having a grooved
geometry giving the same stress concentration as
the shaft fillet, for example, is more appropri-
ate.),
r = - S=a ratio of alternating failure governing stress to
Sm
mean failure governing stress, which is consid-
ered to be constant, as shown in Fig. 5.23, for
the sake of this example.
As each parameter in Eq. (5.9) is distributed in real life, Se will

also be distributed. f(Se)may be determined by the same methods
given for the determination of f(S).It is best, however, when it is de-

termined directly from tests with the actual material, geometry, loads,
and environment in which it is to be used.
The static ultimate strength distribution, f(S,), should also be
determined directly from tests on the actual material, geometry and
environment in which it is to be used. The ratio s,/sm may be deter-
mined by specific loads applied to the component under use conditions.
We are assuming, for simplicity’s sake, that the variability in this ra-
tio is zero; i.e., it is constant. With this information, f(S)can be
determined analytically. In our problem S o / S m is known, and with
the knowledge of f(S,)and f(S,,), the specific fl(S) applicable to our
problem can be obtained. This failure governing strength distribution
is shown in Figs. 1.2(b), 1.3, 5.23 and 5.24.
Now that we have discussed the key elements of determining the ap-
propriate failure governing strength equation, let us next discuss meth-
ods for synthesizing the distribution of the failure governing strength.
5.4 BINARY SYNTHESIS OF NORMAL DISTRI-

BUTIONS METHOD
The procedure for synthesizing the failure governing strength distribu-
tion, using the methods of binary synthesis, is identical to that for the
failure governing stress given in Section 4.3.All that has to be done is
to substitute the word stress with the word strength. Let us illustrate
the methodology with an example.
EXAMPLE 5-1
A rotating shaft is subjected to a bending moment only. It is to be

designed for a life of 5 x lo6 cycles. Find its failure governing strength
distribution.
SOLUTION T O EXAMPLE 5-1
The fatigue strength is given by Eq. (5.9). It is assumed that only

the surface finish and size factors apply in this case, and that the
independent variables in Eq. (5.9) are all normally distributed. The
endurance limit distribution parameters are given to be
-I
S, = 80,000 psi,
and
as: = 6,400 psi.
The surface finish distribution parameters are given to be

-
ka = 0.70,
and
aka = 0.05.
The size factor distribution parameters are given to be
-
kb = 0.85,
and
ak, = 0.09.
Equation (5.9) now becomes

Se = ka kb SL. (5.11)
Using the binary synthesis method and Opeartion No. 6 in Table 4.2,
f(SJ is determined as follows:
or
-
kakb = 0,595,
and from Operation No. 6 in Table 4.2, with p = 0,
akak,
-2 2 -2 2
= ( k , ok, -k ICb g k a + '
'
7
+
= [(0.70)2(0.09)2 (0.85)2(0.05)2 + (0.05)2(0.09)2] ,
or
akakb = 0.0761.
Further,
kakbs:! = (Icalcb)(q),
= (0.595)(80,000),
SYSTEM MOMENTS 231
and, similarly,
UkakbS: [ - 2
= ( h k b ) (oS:)2 ( o k a k , I 2 + ( a k a k b ) 2 (US:)
+ (q2)2
= [(0.595)2(6,400)2 + (80, 000)2(0.0761)2
1
+(0.0761)2(6,4 0 0 ) ~ ] ,
or
If f(Se)is assumed to be normally distributed, then its parameters are

-
S e = 47,600.0 psi,
and
US, = 7,199.3 psi.
5.5 GENERATING SYSTEM MOMENTS METHOD

The procedure for synthesizing the failure governing strength distri-
bution using the method of generating system moments is identical to
that given for the failure governing stress in Section 4.5. All that has
to be done is to substitute the word stress with the word strength. Let
us illustrate the methodology by applying it to the problem in Section
5.4.
Equation (4.20) applied to Eq. (5.11) now becomes
or
(5.13)
where
and
Substitution of the above into Eq. (5.13)yields

-
s, = ZazbbSk. (5.14)
Substitution of the given quantities into Eq. (5.14)yields
-
Se = (0.70) ,
(0.85)(80,000)
or
-
S , = 47,600psi.
Equation (4.21)applied to Eq. (5.11) now becomes
2
Var(Se) gse,
or
(5.15)
Substitution of the known relationships into Eq. (5.15)yields

Die =
- - I 2 2
( k b s e ) aka
- - I 2 2
+
4- ( k a S e )Okb -4- (xa&)a& 0. (5.16)
Substitution of the.known quantities into Eq. (5.16)yields
*S. = [(0.85)(80,000)12(0.05)2
+
[(0.70)(80,000)12(0.09)2
+
[(0.70)(0.85)12(6,400)2,
= 115.6 x lo5 + 254.0 x lo5 + 145.0 x lo5,
= 514.6 x lo5,
or
as, = 7,174 psi.
It may be seen that the differences in the parameters obtained by this

method and the binary synthesis method are negligible.
5.6 MONTE CARLO SIMULATION METHOD

The procedure for synthesizing the failure governing strength distribu-
tion using the Monte Carlo simulation method is identical to that given
for the failure governing stress distribution in Section 4.6. All that has
to be done is substitute the word strength for the word stress. Using
this procedure, and a sample of 10,000 trials, the quantities given in
Table 5.14 were calculated.
TABLE 5.14-Results of using the Monte Carlo Simula-

tion method.
- Coefficient of Coefficient of
Se, psi as,, psi skewness kurtosis
47.614 6,834 0.256 3.365
The results, using these three methods are summarized in Table

5.15.
TABLE 5.15-Comparison of synthesis methods.
Method of - Coefficient of Coefficient of

synthesis Se, psi as,, psi skewness kurtosis
Binary 47,600.0 7,199.3 - -
Moments 47,600 7,174 - -
Monte Carlo
simulation 47,614 6,834 0.256 3.365
The difference in the parameter values obtained by this method and

the previous methods lies in the fact that the coefficient of skewness of
f(Se)is significantly different than zero, and the coefficient of kurtosis
is also significantly different than 3:00, which should be the case were
f(Se)normal. The preferred approach would be to fit the Weibull
distribution to the Se values generated by Monte Carlo simulation and
find its parameters. This distribution should then be used for the
failure governing strength distribution.
Of the three methods presented here for synthesizing the failure

governing strength distribution, the Monte Carlo simulation method
is the best, the moments method is the next best and the binary syn-
thesis method is the third best. If no computer programs and/or no
computers are available it is recommended that the moments method
be used, because for normal distributions it is the quicker one.
PROBLEMS
5-1. Given that the endurance strength, S,, is distributed as N(20,OOO;

4,000), the surface finish factor, Ic,, is distributed as N(0.75;
0.01), the size factor, kb, is distributed as N(0.85; 0.05) and the
notch sensitivity factor, Ic,, is distributed as N(0.95; 0.01), find
the normal parameters of the strength distribution using binary
synthesis.
5-2. Given the factors and distributions in Problem 5-1, find the pa-
rameters of the strength distribution using the system moments
method.
rameters of the strength distribution using Monte Carlo simula-
tion with at least 10,000 points.
5-4. Given that the endurance strength, S,, is distributed as N(10,
000; 1,000) and that the only other factor affecting the strength
is the notch sensitivity factor, k,, distributed as N(0.87, 0.02),
find the normal parameters of the strength distribution using
binary synthesis.
rameters of the strength distribution using the system moments
met hod.
rameters of the strength distribution using Monte Carlo simula-
tion with at least 5,000 points.
and Monte Carlo simulation methods.
and Monte Carlo simulation methods.
REFERENCES 235
5-9. Given that the endurance strength, S,, is distributed as N(17,OOO;

3,000), the surface finish factor, k,, is distributed as N(0.75;
0.01), the size factor, kb, is distributed as N(0.85; 0.05) and the
notch sensitivity factor, k,, is distributed as N(0.95; 0.01), do the
following:
1. Using just the endurance strength, S,, and the surface fin-
ish factor, k,, perform a Monte Carlo simulation and find
the mean and standard deviation of the resulting strength
distribution.
2. Repeat Case 1, but include the size factor, kb.
3. Repeat Case 2, but include the notch sensitivity factor, k,.
4. Comment on the differences between the results obtained in
Cases 1 through 3.
5-10. Given a uniform random number generator that generates values

from zero to one, find or create a n algorithm to generate Weibull,
Exponential, Normal, and Extreme Value Distributed data.
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Bending-Torsion Fatigue Reliability Research Machines and Reliability
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under Grant NGR 03-002-044, 151 pp., July 31, 1969.
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238 S TREN G TH DIS TRIBUTION
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Machinery and Their Effects on Reliability,” Fourth Technical Progress
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pp., August 31, 1971.
33. Kececioglu, Dimitri B., Chester, L. B., Nolf, C. F. Jr., Stultz, J. D.
and Vase, A., “Interaction Among the Various Phenomena Involved in
the Design of Dynamic and Rotary Machinery and Their Effects on
Reliability,” Fifth Technical Progress Report by The University of Ari-
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ume I, 183 pp., and Volume 11, 497 pp., August 31, 1972.
REFERENCES 239
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Chapter 6
ILLUSTRATED METHODS OF
CALCULATING THE
RELIABILITY OF COMPONENTS
6.1 INTRODUCTION
From the failure governing stress, s, and strength, S, points of view,
reliability, R, is given by “all probabilities that the failure governing
strength exceeds the failure governing stress,” or
R = P ( S > s) = P ( s < S), (6.1)
and
Q = P ( S < S) = P ( s > S). (6.2)
Transferring s to the left side of these inequalities yields
R = P ( S - s > 0) = P ( s - s < O ) , (6.3)
and
Q = P ( S - s < 0) = P ( s - S > 0). (6.4)
Dividing both sides of the inequalities of Eqs. (6.1) and (6.2) by s yields
S S
R = P ( - > 1) = P ( s < l), (6-5)
S
and
S S
Q = P ( -S < I) =P(-
S
> 1).
The numerous examples in this chapter illustrate the use of these reli-
ability and unreliability expressions.
241
242 ILLUSTRATED METHODS
6.2 THE GENERAL RELIABILITY EXPRESSION

TO BE USED WHEN f(S)and f ( s )ARE BOTH
NEITHER NORMALLY NOR LOGNORMALLY
DISTRIBUTED
In the case of Eq. (6.1), it can be shown that given f(S)and f (s), the
reliability of the component is obtained from [I, pp. 555-5561.
for the case when S > s, where a and 6 are the minimum and maximum
values, respectively, the stress can assume in its probability density
function, pdf, and c is the maximum value the strength can assume in
its pdf. For the lognormal, Weibull and gamma pdf’s a is the location
parameter, and 6 and c = 00. For the beta distribution, a is the location
parameter, and 6 and c may be made finite values. Equation (6.7) may
be derived from Eq. (6.1) as follows:
The probability that a stress of value s1 exists in interval ds is equal
to the area of the element ds, or to A1 in Fig. 6.l(a), or
The probability of strength exceeding s1 is equal to the shaded area

A27 or
s1
The probability of a failure not occurring; i.e., the reliability, at s1 is

the product of these two probabilities, or
dR = f(s1) ds x f(S) dS. (6.10)

31
The component’s reliability would then be all probabilities of strength

being greater than all possible values of stress, or
R = / dR=
-ca
/m f ( s ) [/mf(S)d S ] ds.
LS J
(6.11)
GENERAL E X P W S l O N 243
Left tail of the

seibution stren
fW
fW
(a) Probability areas of stress and strength for reliability

detennination when strength exceeds stress.
ribution strength
(b) Probability areas of stress and strength for reliability

determination when stress is less than strength.
Fig. 6.1 - Probability areas of stress and strength for reli-

ability determination.
It should be emphasized that the functions f ( s ) and f(S) are proba-

bility density functions rather than frequency distributions.
An alternative expression for reliability can be obtained by consid-
ering that a nu-failure probability exists when stress remains less than
strength. Following the same reasoning as before, the probability that
a given strength S1 exists in an interval d S , is given by
(6.12)
Similarly, the probability of stress being less than S1, is
P ( s < Sl) =
-@J
7 f ( s ) ds = A;. (6.13)
Areas A', and A; are indicated on Fig. 6.l(b). Thus the no-failure
probability at S1 is the product of these two probabilities, or
d R = f(S1)d S x
s1
1
-@J
f(s) d s . (6.14)
The component's reliability is the probability of no failures occuring

for all possible values of strength, or
R=/dR=
-a3
/mf(S) 11
L- @J
f(s) d s ] d S .
J
(6.15)
It may also be shown that the component's reliability is given by
R= /m [/m
--oo
f(s)
Ls
f ( S )d S ] d s .
J
(6.15')
The probabilities of component failure, or the unreliabilities, corre-

sponding to the above reliabilities can be obtained by repeating the
previous probability analysis while using the fact that a failure prob-
ability exists when strength is less than a given stress, or when stress
exceeds a given strength. Consequently,
Q= 1f(s) 1f(s)
-00 i: 1 d S dsl (6.16)
NUMERICAL INTEGRATION 245
or
(6.17)
Of course, as R+Q = 1, Eqs. (6.16) and (6.17) may also be obtained

by using Eqs. (6.11) and (6.15).
Now it can be shown that the failure function is
(6.18)
or
(6.19)
These failure functions are drawn inside the overlapping portion of

the stress and strength distributions shown in Fig. 1.3. The unrelia-
bility is the area under the function of Eq. (6.18), or of Eq. (6.19),
per Eqs. (6.16) and (6.17), hence the shaded area in Fig. 1.3 is the
probability of failure.
Methods of evaluating Eq. (6.7), for any combination of distribu-
tions f(S)and f(s),are presented next.
6.3 NUMERICAL INTEGRATION

To quantify a component’s, or structure’s, reliability using Eq. (6.7),
evaluate the inner integral for various values of s, multiply each value
thus obtained by f(s) and evaluate now the outer integral from a to b,
by applying Simpson’s rule. These operations, illustrated in Fig. 6.2,
may be expedited by the use of a computer program. Other methods
of numerical integration may also be used to evaluate Eq. (6.7) when
f(S) and f(s) are not both either normally or lognormally distributed.
Simpson’s rule is
(6.20)
where n is the desired number of uniform width intervals, as shown in
Fig. 6.3; i.e., Ax = %,f(zn) = f ( b ) , and f(x0) = f(a).
O or Y if non-normal s~ S
-00 if normal
( v, 1f(s)
0- """
O or 'Iif non-normal
r
s!
"""- 5
-QO if normal
Fig. 6.2 - Use of Simpson's rule to evaluate Eq. (6.7) (not

drawn to scale).
L
Fig. 6.3 - Interval and variable designation for Simpson'e rule of numerical integration.
b
For any n, an approximation for J f ( x ) dx can be obtained with
a
an error of
(6.21)
where K 2 lf4(x)1, a 5 x 5 b, or the maximum value the fourth

derivative of f(x) obtains in interval a to b. The value of the first
approximation, 11,is subtracted from that of the second approxima-
tion, 1 2 , and the result is compared with the desired accuracy, 6. This
comparison is continued until Ik - 1 k - l 5 6. Then, I k is the desired
b
approximation for Jf(x) dx. Here a and b are the truncated limits of
a
the function whose area is being evaluated.
The desired accuracy is obtained either by extending the truncation
limits, by increasing the number of intervals, or both. In this manner
the reliability of a component having any type of a continuous distri-
bution for the stress and the strength can be determined. Computer
programs for this method are available.
6.4 MELLIN TRANSFORMS

To quantify Eq. (6.7) Mellin transforms [1,2] may be used. The Mellin
transforms for Eq. (6.7) are
(6.22)
and
(6.23)
Then Eq. (6.7) becomes
R=
l GdF,
0
(6.24)
where
d F = - f ( ~ )ds. (6.25)
MELLIN TRANSFORMS 249
The limits have changed because the variables of integration have

changed. Where the lower and upper values of stress are -00 or a, and
00 or b, and of S are s and 00 or c, respectively, the maximum range
for either G or F is from 0 to 1 by definition of these new variables.
Figure 6.4 shows a plot of F versus G , the new variables. Inspection of
Eq. (6.24) reveals that the reliability is the cross-hatched area under
the G = f ( F ) curve, as designated in Fig. 6.4 (a). This area may be
planimetered, and its ratio to the total area bound by the axes, and
F = 1 and G = 1 calculated, thus obtaining the reliability. The values
of F and G are identified in Fig. 6.4(b).
Simpson’s rule which has been described before, can also be used
to calculate the reliability more precisely using the values of G and F
found previously.
The Mellin transforms for Eq. (6.15) are
(6.26)
-aJ
and
1
S
G= F ( S ) dS, (6.27)
--oo
so that Eq. (6.15) becomes

1
R=\FdG, (6.28)
0
where
dG = f ( S ) dS. (6.29)
This reliability is illustrated in Fig. 6.5 (a), and is given by the cross-
hatched area. The values of F and G are identified in 6.5(b).
(6.30)
and
(6.31)
0 G
For a given value of s

G > F. except at 0 and
1 uhere they are equal.
Fig. 6.4 (a) - Transform method of reliability determination

for any stress and strength distribution where
/.
1
€3 = dF.
0
-- 8
L
II
. .
25 1
Fig .6.4 (b) - Graphical representation of F and

v
n
G,d in Fig. 6.4(a).

(0
4
P
.C1
lir
hD
I
252 ILL USTRATED METHODS
iL
For a given value ot S

F > G. except at 0 and
1 . tvhere they are equal.

for any stress and strength distribution, where
4
U
n
c
c/:
v3
253
v3
v3
G
n
lo
W
- Graphical rcpreseirtatiori of I: and C,used in Fig. 0.6 (a).

P
1
Fig .6.5 (b)

9
I

1
Q = / G dF, (6.32)
0
where
dF = f(s) ds. (6.33)
This reliability is illustrated in Fig. 6.6 (a), and is given by the cross-
hatched area. The F and G values are identified in Fig, 6.6(b).
9
G=
J
S
f(S)dS, (6.34)
and
(6.35)
S

1
Q=/FdG, (6.36)
0
where
dG = -f(S)dS. (6.37)
The plot of F versus G is given in Fig. 6.7 (a) where the cross-
hatched area indicates the reliability and the uncross-hatched area the
unreliability associated with the stress and strength distributions in-
volved. The F and G values are identified in Fig. 6.7(b).
This Mellin transform method enables the evaluation of reliabil-
ity or unreliability for any combination of distributions of stress and
strength, provided the areas F and G under these distributions can be
found. If these two distributions are both either normally distributed
or lognormally distributed, then the more expedient methods presented
later should be used. Examples are also given later that illustrate the
application of these methods.
The accuracy of determining the reliability by this transform method
depends on the accuracy of evaluating the areas F and G and of plot-
ting them and measuring the area for R and &, or if Simpson’s rule
MELLIN TRANSFORMS 255
For a given value of s

F > G. except at 0 and
1 where they are equal.

1
Q=/GdF.
0
v)
‘b
n
v)
c mh
u3
256
257
For a given value of S

G > F. except at 0 and
1 where they are equal.
Fig. 6.7 (a) - 'llansform method of reliability determination

1
Q=/FdG.
0
I
T
n
II
c/3
3
258
7n
u3
II
3
0
v
P
n
n
r-
In
?
w
Fig. 6..7 (b) - Grapliical rcpreseatation of F and G,ueed in Fig. 5.7 (a).
(d
I
LOGNORMAL DISTRIB UTlON 259
is used on the number of intervals used and the limits of integration

chosen, or on the accuracy of other numerical analysis and computer
techniques used.
Methods of finding areas under the relatively common distributions
of lognormal, gamma and Weibull are presented next. This way the
reliability of components having stress and strength distributions that
are normal, lognormal, gamma or Weibull may be determined.
6.4.1 DETERMINATION OF THE AREAS UNDER THE

LOGNORMAL DISTRIBUTION FOR RELIABILITY
CALCULATIONS
A relatively common distribution in reliability studies is the lognormal
distribution. It is used when stress or strength is markedly skewed in
its distribution and when a plot of the logarithm of s or S versus their
relative frequency of occurrence is normal. In other words, if
log, s = s' (6.38)
is normally distributed then s is lognormally distributed. The distri-
bution of s' which is normal [4, pp. 333-3971 is given by
(6.39)
where
(6.40)
(6.41)
and N is the number of observations.

The stress probability density function, f(s), which is lognormal
would then be given by [3, p. 89 ; 4, p. 399-4411
(6.42)
Similar expressions can be written for strength.

To evaluate F and G, Eq. (6.39)and the corresponding equation

--I
for S should be used, after b , S and us!,U S I are calculated for the
lognormal stress and strength distributions. As Eq. (6.39)is a normal
probability density function, tables of areas under the standardized
normal probability density function may now be used to determine the
areas F and G. This is done by calculating the value of
(6.43)
entering the normal area tables with this value, and finding the desired
area.
It must be pointed out that, as Eq. (6.42)is defined for s 2 0, the
lower limits of integration for R, Q, F and G of -00, in the previous
integral equations, become 0.
6.4.2 DETERMINATION OF AREAS UNDER THE GAMMA

DISTRIBUTION FOR RELIABILITY CALCULATIONS
Another distribution which arises in reliability is the gamma distribu-
tion [5,pp. 565-5921 whose probability density function is given by
1
rlr(p)('71)
P-1
~ G ( s=
) - e - t for s 2 0, p > -1,q > 0, (6.44)
where r stands for the gamma function and should not be confused
with the probability density function of the distribution itself.
In Eq. (6.44)
q = scale parameter,
and
fl = shape parameter.
The distribution becomes the single parameter exponential when p =
1, and a distribution skewed to the right when ,8 > 0. A partial area
under this distribution is given by
(6.45)
To evaluate Eq. (6.45)determine

u = - -s1 s1
(6.46)
,pi -a,,
GAMMA DISTRIBUTION 26 1
and
P=P-1, (6.47)
then
P ( 0 < s < 51) = I ( u , p ) . (6.48)
Knowing P, 77 and s1, calculating u and p , and entering Pearson’s
tables [6] with these values of u and p yields the numerical value of Eq.
(6.45).
The following procedure may be used to determine 77 and P from
stress distribution data:
P= (;)2, (6.49)
and
-
S
(6.50)
77= 3’
EXAMPLE 6-1
For a given gamma stress distribution 3 = 9,000 psi, ns = 3,000

psi and m3 = 21.7 x lo9, do the following:
1. Find the area under this distribution from s = 0 to s1 = 8,000

psi.
2. Write the stress pdf.
1. From Eq. (6.46)

51
u=-=--8,000
- 2.67,
us 3,000
from Eq. (6.49)
Then,
p = p - 1 = 9 - 1 = 8.
The table for u = 2.67 and p = 8 gives

8,000
s
s1
I ( u , p ) = I(2.67,8) = /
0
f ( s ) ds =
0
f ( s ) ds = 0.40885
with proper interpolation.

2. The gamma stress distribution parameters p and 77 may be found
as follows:
From case 1
P=9,
and from Eq. (6.50)
9,000
q = -= 1,000.
9
Therefore,
or
6.4.3 DETERMINATION OF THE AREAS UNDER THE

WEIBULL DISTRIBUTION FOR RELIABILITY CAL-
CULATION
The Weibull probability density function [4, pp. 271-3311 is
where
0 = shape parameter,
7 = scale parameter,
and
so = location parameter, or the lower bound of stress.
M O N T E CARLO SIMULATION 263
The distribution becomes the exponential for /3 = 1, a distribution

skewed to the right for 0 2 /3 2 2.6, approximates the normal pdf for
2.6 2 @ 2 3.7, and a distribution skewed to the left for /3 ? 3.7.
The area under this distribution’s pdf is given by
(6.52)
or
(6.53)
Substitution of values of s, so, ,O and q into Eq. (6.53) gives the value
of F. The corresponding value of G may be calculated similarly if f (s)
is Weibull distributed as well. This would then enable the calculation
of the component’s reliability by the use of the Mellin transforms,
Simpson’s rule or of a computer program.
6.5 MONTE CARLO SIMULATION

Monte Carlo simulation techniques can be used to estimate the relia-
bility and unreliability defined by Eqs. (6.1) and (6.2). For the details
see Chapter 13.
6.6 NORMAL FAILURE GOVERNING STRESS

AND STRENGTH DISTRIBUTIONS
When f(s) and f(S)are both normally distributed Eq. (6.3) may be
used to determine the associated reliability estimate. Equation (6.3)
says that the reliability is given by all probabilities that the difference
between the failure governing strength and stress is positive. This
corresponds [l] to the positive area under the difference distribution
f(S- s) as shown in Fig. 6.8. If we denote (S- s) by C, Eq. (6.3) may
then be written as
(6.54)
where d is the upper limit of [.

Reliability is
given by the
shaded area to
the right of
the origin.
- = 5-s
0 i
Fig. 6.8 - The strength-stress difference distribution, f(C).

NORMAL DISTRIBUTIONS 265
If f(s) and f(S) are both normal distributions, then they may be
expressed as
(6.55)
and
(6.56)
respectively. f(<) is defined as the difference distribution of f(S)and

f(s), and as f(S)and f(s) are normally distributed then f(<) is nor-
mally distributed also [7], and is expressed by
(6.57)
where the mean, <,is given by

- -
<=S-3, (6.58)
and the standard deviation, a<,is given by
“c = Ja; + a;. (6.59)

The reliability would then be given by all probabilities of < being pos-
itive, hence
R = P ( S - s > 0) = P(< > 0) = If(<)

00
0
d<,
or
(6.60)
The pdfof f(<) and the value of R are shown in Fig. 6.8.
The relationship between the normal difference distribution and the
standardized normal distribution can be utilized to evaluate the inte-
<
gral of Eq. (6.60). The transformation relating and the standardized
variable t may be used, which is
2
<-c
= -.
oc
The new limits of the integrand of Eq. (6.60) are the following:
oo-c
z(00) = -= 00,
ac
for < = 0,
and
Consequently,
00 00
-z dz = /4(z)
2
dz. (6.61)
m
4 ( z ) is the standardized normal pdf, and values of the integral can

be obtained by entering the normal distribution area tables in Ap-
pendix A with the value of
(6.62)
where
-
S = mean of the strength distribution,
8 = mean of the stress distribution,
US = standard deviation of the strength distribution,
and
us = standard deviation of the stress distribution.
It may be seen that, with normally distributed f(S) and f(s), the
reliability can be calculated if m is known. Given in Fig. 6.9 is the
reliability plotted versus m on probability paper. Thus, given 8, 3,us
\\
\
267
IZ
Fig. 6.9 - llelationehip between reliability and factor nt.
and crs, rn can be calculated and the reliability can be obtained from
Fig. 6.9.
The unreliability can be obtained from all probabilities that ( < 0,
then
(6.63)
or from
m
(6.64)
Being equivalent, both methods yield the following unreliability ex-

pression:
(6.65)
or
. 1
e
-2
2 dr = / 4 ( z ) dz.
--oo -m
EXAMPLE 6-2
Let
-
s = 10,000 psi, = 18,000 psi,
crs = 3,000 psi, and CTS = 4,000 psi.
Find the associated reliability using Eq. (6.61).
From the given quantities,

-
( = 9 - S = 18,000 - 10,000 = 8,000 psi,
and
= 4- = J(4,000)2 + (3,000)2 = 5,000 psi.

GENERATING NORMAL APPROXIMATION 269
Therefore,
-
c8,000 =
m = _ _ = -- -1.6,
a< 5,000
and
R = /m
m=-1.6
4 ( z ) dz.
From Appendix A,
R = 0.9452.
Figure 6.10 yields a similar result.
6.6.1 GENERATING NORMAL DISTRIBUTION APPROX-

IMATION FROM MOST PESSIMISTIC, MOST LIKELY
AND MOST OPTIMISTIC ESTIMATES
In many situations, the unavailability of sufficient data from which the
stress and strength distributions may be determined poses problems in
evaluating component reliability. A method exists whereby an approx-
imation for the normal distribution can be obtained from estimates of
three distribution percentile points. The three percentile points are
the most optimistic, the most likely and the most pessimistic values
of the parameter whose distribution is needed. These values provide
the information required to calculate the mean and standard deviation
of an approximate normal distribution conforming to these percentile
points. The accuracy of these estimates and the degree of closeness of
the normal to the actual distribution obviously determine the degree
of approximation involved. With a, b and c, as the most optimistic,
most likely and most pessimistic values, respectively, of the stress, the
mean of the stress distribution may be approximated by
- a+4b+c
S = (6.66)
6 ’
and the standard deviation of the stress from
c-a
ffs = -. (6.67)
6
Similar values may be obtained for the normal strength distribution.
Having the means and standard deviations of the stress and strength
distributions, the previously discussed methodologies may be used to
2 70 ILLUSTRATED METHODS
Table 6.1-Most pessimistic, most likely, and most op-

timistic estimates for the failure governing
stress for Example 6-3.
Failure governing stress estimates, psi

Expert Rating of Most Most Most
number the expert, pessimistic, MP likely, ML optimistic, MO
W (Minimum) (Mean) (Maximum)
1 5 61,500 64,500 67,500
2 7 69,700 72,000 72,400
3 4 62,500 69,700 71,300
4 6 56,800 59,200 62,700
5 9 59,200 61,300 64,500
calculate the component’s reliability.
EXAMPLE 6-3
Table 6.1 represents the opinions of five experts concerning the es-
timates for the failure governing stress of a given design. Calculate the
mean and standard deviation of the failure governing stress.

Fkom Table 6.1 the estimate for the mean failure governing stress
is
- a+4b+c
s =
6 ,
- 61,903.22 +
4(64,909.68) + 67,296.77 1
6
or
-
= 64,806.45 psi,
and the estimate of the standard deviation of the failure governing
stress is
c-a
a, = -
6 ’
- 67,296.77 - 61,903.22
- 1
6
GENERATING NORMAL APPROXIMATION 271
or
6, = 898.91 psi.
a, b and c were calculated using the weighted average of the estimates
of the MP, ML and MO values as follows:
5
C wi MPi
i= 1
a = 5
1
C wi
i= 1
a =
5(61,500) + 7(69,700) + 4(62,500) + 6(56,800) + 9(59,200) 1
5+7+4+6+9
-
-
1,919,000
31 ’
or
a = 61,903.22 psi.
Similarly,
5
C wi MLi
i=l
b = 5
1
C wi
i=l
b =
5(64,500) + 7(72,000) + 4(69,700) + 6(59,200) + 9(61,300) 1
5+7+4+6+9
- 2,012,200
-
31 ’
or
b = 64,909.68 psi.
Similarly,
5
C wi MOi
c =
i=l,
5
,
C wi
i=l
c =
5(67,500) + 7(72,400) + 4(71,300) + 6(62,700) + 9(64,500) 1
5+7+4+6+9
- 2,086,200
-
31 ’
or
c = 67,296.77 psi.
6.7 LOGNORMAL FAILURE GOVERNING STRESS

When f ( s ) and f(S)are both lognormally distributed Eq. (6.5) may be
used to determine the associated reliability. Equation (6.5) says that
reliability is given by all probabilities the ratio of strength to stress is
greater than 1, as shown in Fig. 6.10. Consequently, if we set
S
E= 1; (6.68)
then Eq. (6.5) may be written as
(6.69)
Taking the logarithm of both sides of Eq. (6.68) yields

s
log ( = log - = log
S
s - log s.
Since S and s are lognormally distributed, then log S and log s are
normally distributed. Therefore log 5, the difference of two normally
distributed random variables, is normally distributed also, with mean
-
log < = log -s =-log- s - log s.
S
(6.70)
and standard deviation
(6.71)
where
USI = standard deviation of the log S’s,
and
us#= standard deviation of the log s’s.
The limits of integration in Eq. (6.69) now become the following:

Since
z=
log <- 7
ulog f
L 0 G NO RlIA L D ISTRIB CITIONS 273
a) Plot of 5 versus f(5) which is lognormal.
0
I
z'
- -- log, < = log, -
:4
S
i > S
b) Plot of <' versus f(<') which is normal.

Fig. 6.10 - The probability density function for the ratio of
strength to stress when both are lognormally dis-
tributed, and the areas giving unreliability and
reliability.
2 74 ILLUSTRATED METHODS
then for 5 =1
-
log 1 - log 5
z(l0g 1) = 9
<
or
and for 5 = 00
z(l0g 00) =
log 00 - log < 7
%g E
or
-
z(l0g 00) =
00 - log <= 00.
%g €
Therefore, Eq. (6.69) can be evaluated from
R= /m 4(z) dz, (6.72)

41% 1)
where
- -
z(l0g 1) = --1%
~
< =-
log s - log s
1 ’ (6.73)
<
- -
“log
(“fog s + “fog .)
Knowing log S, log s, slog s, and ulog s, z(1og 1) can be calculated.
Entering Appendix A with this value will yield the sought reliability.
Fig. 6.11 can also be used to find this reliability [8].
Figure 6.12 summarizes the three methods presented so far for
quantifying reliability.
6.8 RELIABILITY OF COMPONENTS GIVEN THE

FAILURE GOVERNING STRESS DISTRIBU-
TION AND A DISCRETE, FIXED FAILURE
GOVERNING STRENGTH
When the failure governing stress distribution, f(s), for a specific pe-
riod of operation is determined, and the failure governing strength dis-
tribution has negligible variability, or 0s = 0, such that all strengths
STRESS DISTRIBUTION WITH FIXED STRENGTH 275
elog s/ em
V
V
1 os1 s = 0.00 a,/ S =0.05
2 0.10 0.05
3 0.00 0.10
4 0.10 0.10
5 0.00 0.15
6 0.10 0.15
7 0.20 0.05
8 0.20 0.10
9 0.20 0.15
10 0.30 0.05
11 0.30 0.10
12
V
S
-
0.30
=antilog( log s ),
v
0.15
-
S = antilog( log S 1
Fig. 6.11 - Reliability when f(S) and f(s) are both Iognor-
mal.
276 ~LLUSTRATEDMETHODS
Calculation of Reliabiliv for each Failure Stode

a
I FG stress pdf I I FG smngthpdf 1
I
Lr’
Reliability
1
f
R= P(S>s). R=P[(S-s IS]R=P(S/s> 1)
”“
a I
R=j jf(S) dS f(s) ds.
W
R=j O(z1 dz
m
0
R=I WZ) dz
n
--
n = -(log s - log S )..
For general pdf ‘s,
1 .use Mellin transformi
aith numerical inu-
- mation. Use these
if f(S) and
Use these if
f(S) and f(s) are
?.use numerical inte- f(s) arc both both lognormal.
-gration mice, normal.
3.use Monte Car10
simulation.
Fig. 6.12 - Flow diagram for the calculation of reliability for

each failure mode.
STRESS DISTRIBUTION WITH FIXED STRENGTH 277
are essentially represented by a single value, or by their mean, 's, the

reliability of components subjected to such a combination of stresses
and exhibiting such a discrete strength is given by
(6.74)
as may be seen from Fig. 6.13. This equation results from substituting
f(s), 3,and us = 0 into Eq. (6.15), and also from using Eq. (6.74)
whereby R = P ( s < 3). Consequently, the reliability under this case is
given by the area under f (s) to the left of 3,where the failure govern-
ing stress is indeed less than the failure governing strength represented
by 3 alone.
EXAMPLE 6-4
The failure governing stress distribution in a mechanical compo-

nent, be it a shaft, spindle, a structural member, a spring, or other, has
been determined to be normally distributed with a mean of 3 = 55,000
psi and a standard deviation of us = 6,000 psi. The failure governing
strength distribution for this component has negligible variability and
is represented by 3 = 75,000 psi and us = 0.
What is the reliability of this component?
This case is illustrated in Fig. 6.13 and Eq. (6.74) applies. Conse-
quently, the reliability is given by
-
S
-m
where
-
S-S
~(75,000) = -,
US
Uti re I i i i b i I i t y, Q
0 s s, s
Fig. 6.13 - Reliability given the failure governing etreae distribution, f ( s ) ,and a
diecrete failure governing atrerigth repreaented by and us = 0.
DISCRETE STRESS AND STRENGTH DISTRIBUTION 279
- 75,000- 55,000
- 1
6,000
or
2(75,000) = 3.33.
From the standardized normal distribution area tables in Appendix A
this component’s reliability is found to be
R = 0.999566.
6.9 RELIABILITY OF COMPONENTS GIVEN A

DISCRETE FAILURE GOVERNING STRESS
AND THE FAILURE GOVERNING STRENGTH
DISTRIBUTION
When the failure governing stress distribution has negligible variabil-
ity, or us = 0, such that all stresses are essentially represented by a
single value, or by their mean 3, and the failure governing strength
for a specific period of operation is distributed with a pdf of f(S),the
reliability of components subjected to such a combination of a discrete
stress and exhibiting a distributed strength is given by
R= f(S)dS, (6.75)
as may be seen from Fig. 6.14. This equation results from substi-
tuting 3, us = 0, and f(S) into Eq. (6.15’).Also Eq. (6.1)becomes
R = P ( S > 3). Consequently the reliability is given by the area under
f(S)to the right of 3, where the failure governing strength is indeed
greater than the failure governing stress represented by 3 alone.
EXAMPLE 6-5
The failure governing stress distribution of a component has been
found to have negligible variability and is represented by S = 55,000
psi and us = 0. The failure governing strength of this component has
been found to be normally distributed with a mean of 3 = 75,000 psi
and a standard deviation of us = 3,500psi.
What is this component’s reliability?
f(sj = N( Z, CJS=O) ---@
Unreliability, Q
'\
'\
0
-S s, s
Fig. 6.14 - Reliability givcii a discrete failure governing stress represented by 3 and
u, = 0 and the failiirc governing strength distribution l(S).
DISCRETE STRESS AND STRENGTH 281
00
R = p s ) dS,
s
= /m
55,000
f(S) dS,
= /m
~(55,000)
4(4 dz,
where
8-3
~(55,000) = -,
0.5
-
- 55,000 - 75,000 ,
3,500
or
~(55,000) = -5.71.
this component's reliability is found to be
R = 0.98435.
6.10 RELIABILITY OF COMPONENTS GIVEN

DISCRETE FAILURE GOVERNING STRESS
AND STRENGTH
When both the failure governing stress and strength distributions have
negligible variability such that us = U S = 0, then they are represented
by their mean value, or 3 and 3,respectively, as shown in Fig. 6.15.
This is the case for the conventional deterministic design methodology
currently in prevalence, where stress and strength are represented by
a single value and their variabilities are ignored. Under this case, as
long as > 3, or strength is greater than stress, R = 1. When 3
approaches 3 from above R = 1, until at = S the reliability becomes
1,
I
2IIs I
4
0
i
d
z"
II
A
'A
:=*
4
282
NORMAL STRESS AND STRENGTH AND S = S 283
indeterminate, because from Eq. (6.62) rn = -00, and when 3 = 3,

Eq. (6.62) yields
If S is lower than S , and us = us = 0, then from Eq. (6.62), m = 00,

and Eq. (6.61) yields R = 0.
These cases are illustrated in Fig. 6.16.
6.11 RELIABILITY WHEN f(s) AND f(S)ARE

BOTH NORMAL, AND WHEN B = S'
< <
If the situation 3 > 3 prevails then = 3-3 is positive, and if is very
large and positive, then m from Eq. (6.62) is very large and negative.
<
Consequently, from Eq. (6.61), R approaches 1. If = 00 then R = 1.
<
As decreases and remains positive, R decreases below 1, until at
3 = 3, with us and us both nonzero, or when < = 0, m = 0 and from
-
9
Eq. (6.61) R = 0.50, even though F = = 1, or the central safety
-
factor, F, is equal to 1, and the central safety margin, SM = F - 1 = 0.
In conventional deterministic design the implications of Sit4 = 0 is that
components so designed will all fail, whereas the EDBR approach says
that only 50 % of such components will fail.
< <
- If the situation 3 < 3 prevails, then = 3 - 3 is negative, and if
is near zero and negative, then m from Eq. (6.62) is near zero but
positive and from Eq. (6.61) the reliability decreases below 0.5. As
becomes numerically very large and remains negative, the reliability
<
approaches zero, until at = -00, R = 0.
These cases and these values of the reliability, obtained by using
the EDBR methodology, are also illustrated in Fig. 6.16. As may be
seen in Fig. 6.16, the actual reliability is a continuous function rather
than a discontinuous one, which is the case for the deterministic design
methodology.
De t el-ini n i s 1i c Pro bab i I is tic e ngi neeri
design by reliability
methodology
-00 - 0
s-i=r - +oo
Fig. 6.16 - Deterministic a i d probabilistic reliability when the value of < varies from
-00 to 00, per Eq. (5.64).
DISTRIBUTED STRESS A N D STRENGTH 285
6.12 RELIABILITY WHEN FAILURE GOVERN-

ING STRESS AND STRENGTH ARE BOTH
DISTRIBUTED
When the failure governing stress and strength are both distributed;
i.e., f(s) and f(S)are given, then Eqs. (6.1) through (6.15‘) together
with the methodologies presented earlier can be used to calculate the
reliability of such components.
EXAMPLE 6-6
The failure governing stress distribution of a component has been

found to be normally distributed with a mean of 3 = 55,000 psi and a
standard deviation of us = 6,000 psi. The failure governing strength
of this component has been found to be normally distributed with a
mean of 3 = 75,000 psi and a standard deviation of us = 3,500 psi.

where
-
S-S
m = - 1 ,
+
(0,” 0;)
- - 75,000 - 55,000
[(3, 500)2 + (6,000)2]4 ’
or
m = -2.88.

this component’s reliability is found to be
R = 0.998012.
6.13 RELIABILITY OF COMPONENTS SUBJECTED

TO FATIGUE GIVEN A FIXED ALTERNAT-
ING STRESS LEVEL, THE CORRESPOND-
ING CYCLES-TO-FAILUREDISTRIBUTION
AND A SPECIFIC LIFE REQUIREMENT
In fatigue two types of strength data are obtained:
1. Cycles-to-failure data from which the appropriate cycles-to-failure
distribution f ( N ) is determined. Such distributions are shown
in Fig. 6.17.
2. Stress-to-failure data from which the appropriate stress-to-failure,
or strength, distribution f(S), is determined. Such distributions
are also shown in Fig. 6.17.
In this section the case when the alternating stress level is kept
constant at a level Sal is discussed. Then, the reliability for such
components to survive nl cycles of life at an alternating stress level of
Sal is given by all probabilities that the life at failure, N , is greater
than the desired life, nl, for these components. Then, from Eq. (6.1)
the associated reliability is given by
R = P ( N > n1) = (6.76)

n1
This reliability is given by the cross-hatched area shown in Fig. 6.18.

Research data strongly indicate that the cycles-to-failure distribu-
tion is lognormal [9, p. 367 ; lo]. Consequently, the logarithm of the
cycles to failure is normally distributed. It is for this reason that the
f ( N ) distribution in Fig. 6.18 is drawn to be normally distributed using
a log N abscissa scale. The f ( N ) ' s in Fig. 6.17 will look like Fig. 6.18
on a log N scale for the abscissa. Then, from the properties relating
the lognormal and normal distributions, Eq. (6.76) may be evaluated
as follows:
nl
00
R = J f ( N ) dN = /m
log nl=n;
f ( N ' ) dN'= 1 4(z)
M
4n;)
dz, (6.77)
where
f ( N ' ) = pdf of the log N , and is normal,
--\ Cycles-to-lhilurc distributions
Cycles to failure, N
Fig. 6.17 - Cycles-to-failure and stress-to-failure distributions for the determination of reliability.
N
m
00
/
”I log N = N’
Fig. 6.18 - Cycles-to-failuredistribution in fatigue at a specific alternating stress level,
Sol, with a logarithmic abscissa scale.
FATIGUE RELIABILITY WITH SPECIFIC LIFE 289
Table 6.2-Characteristics of plain carbon, cold

drawn steel wire specimens [lo]for Exam-
ple 6-7.
Characteristics
Diameter, in 0.050
Modulus of elasticity, psi 30 x lo6
Surface condition As received
N’ = log N,
ni = log nl,
- =
N’ mean of the logarithms of the cycles to failure, N,
CN! = standard deviation of the (N’)’s,
and
(6.78)
Entering Appendix A with z(ni) yields the reliability of such compo-

nents.
Figure 6.19 illustrates the corresponding f ( N ’ ) and # ( z ) pdf’s, and
the areas which give the reliability.
EXAMPLE 6-7
A steel shaft of the geometry and material given in Table 6.2, is to
operate at a constant stress level of 76,000 psi for n = 100,000 cycles.
Its cycles-to-failure distribution parameters are given in Table 6.3.
What is the probability of this shaft operating for 100,000 revolu-
tions without failure?
5
t:
= log N +oo
-0
00 0 h! N
'
Fig. 6.19 - Relationship between f ( N ' ) and 4 ( z ) .

FATIGUE RELIABILITY WITH SPECIFIC LIFE 29 1

This case is illustrated in Fig. 6.18, and Eqs. (6.76), (6.77) and
(6.78) apply. Then, ni = log,olOO,OOO = 5.0, from Table 6.3 N‘ is
5.140 and C T N ~is 0.094. Then,
z(n’,) =
ni - E’ 1
0”
- 5.0 - 5.140
0.094 ’
or
~ ( n ‘ ,=) -1.49,
and
/
00
R= 4(z)dz.
-1.49
Hence from the standardized normal distribution area tables in Ap-

pendix A, the reliability of this shaft for 100,000 cycles of operation,
starting at the age zero, is
R = 0.931888.
It would be of interest to note that if the life cycles are reduced to
80,000 then by similar calculations, the corresponding reliability will
be found to be 0.9941, which is a 6.67 percent increase over that for
100,000 cycles of life.
EXAMPLE 6-8
The shaft in the inset of Fig. 6.20 is to be made out of the steel and
the geometry whose distributional fatigue strength properties are given
in Table 6.4. The shaft will be operating at a constant stress ratio of
0.83 and an alternating bending stress of 60,000 psi for 100,000 cycles.
What is the shaft’s reliability?
292
Fig. 6.20 - Cycles-to-failuredistributions at the stress ratio of 0.83 for AISI 4340 steel
R, 35/40 Phase I grooved specimens [ll].
Table 6.3-Cycles-to-failure data for plain c a r b o n

steel wire speciments subjected to re-
versed bending using the lognormal distri-
b u t i o n [10]for E x a m p l e 6-7.
I Lognormal cycles-to-failure
~
A1ternating Number of distribution’s parameters

stress, specimens Mean, I Standard deviation,
ksi lo910 10910
66 50 5.587 0.108
5.140 0.094
4.715 0.068
4.394 0.052
106 4.102 0.073
The shaft’s reliability, as illustrated in Fig. 6.18, is given by Eq.

(6.76)[12,p. 275 ; 10, p. 3671,or
R = P ( N > nl),
where
R = probability the shaft will not fail in nl cycles of
operation,
P ( N > nl) = probability the cycles to failure, or life, N , will be
more than the cycles of operation, so that they
do not fail,
nl = cycles of operation,
and
N = cycles of life of the shaft.
Mathematically Eq. (6.76)is evaluated from Eq. (6.77)
R=
7
nl
f(N)dN,
Table 6.4-Distributional S-Ndiagram finite life data

for designers’ use for AISI 4340, R, 35/40
steel shafting with a theoretical stress con-
centration factor of 1.42 and 0.498-inch di-
ameter at the base of the shaft groove,
under combined alternating bending and
steady mean torsional shear stress [ll],for
Example 6-8.
Stress Alternating Lognormal cycles-to-failure
ratio, bending, distribution’s parameters
-r Mean, Standard deviation,
Sa - -
psi logioN = N’ %gloN = GN’
60,000 5.67794 0.08511
70,000 5.27360 0.08323
80,000 4.92334 0.08159
90,000 4.61439 0.08016
00 100,000 4.33803 0.07887
110,000 4.08803 0.07770
120,000 3.85980 0.07664
130,000 3.64984 0.07566
140,000 3.45546 0.07476
60,000 5.36274 0.13462
70,000 4.99 175 0.12432
80,000 4.67062 0.11540
90,000 4.38737 0.10753
3.5 100,000 4.13400 0.10049
110,000 3.90379 0.09412
120,000 3.69554 0.08831
130,000 3.50304 0.08296
140,000 3.32482 0.07801
60,000 5.32049 0.08580
70,000 4.94537 0.08571
80,000 4.62043 0.08563
0.83 90,000 4.33381 0.08556
1oo;ooo 4.07743 0.08549
110,000 3.84550 0.08543
120.000 3.63377 0.08538
60,000 5.11573 0.14268
0.44 70,000 4.66834 0.12349
80,000 4.28079 0.10671
Next Page
where
f ( N ) = cycles-to-failure distribution at P = 0.83 and

sa = 60,000 psi.
As f ( N ) is a lognormal distribution such that the 1oglON’sare normally

distributed, Eq. (6.77)becomes
R = /m
loglonl
f(N‘)dN‘
or
where
f ( N ’ ) = distribution of the 1ogloN’s.
From Eq. (6.78)
and
4 ( ~ ) = standardized normal distribution.

For this-case loglo n l = loglo 100,000 = 5, loglo N = 5.32049 and
*luglo N = 0.08580 from Table 6.4 for ‘F = 0.83 and sa = 60,000 psi.
Therefore, Eq. (6.81) gives
5 - 5.32049
Z(logloloo, 000) =
0.08580 ’
= -3.735.
Entering the standardized normal distribution area tables in Appendix

A with z = -3.735 yields the reliability of this shaft of
R = 0.999906.
Chapter 7
DETERMINATION OF THE
DESIGNED-IN RELIABILITY
CONFIDENCE LIMIT AT A
SPECIFIED CONFIDENCE
LEVEL
7.1 INTRODUCTION
In mechanical design it is imperative that the strength of a part or
component be significantly greater than the applied stress if it would
have an acceptable reliability. By how much should the strength exceed
the stress? This is a difficult question to answer. In deterministic
design, a safety factor is used to determine the relative magnitude of
strength and stress. The definition of the theoretical safety factor, S F ,
is
Strength
SF =
Stress *
For additional definitions of the safety factor see Sections 1.5 and 9.3.
It is obvious that the larger the S F , the smaller is the chance of failure.
But the S F does not quantify the chance of failure. Furthermore, it is
quite possible that the chosen safety factor may lead to a weak design,
as shown in Table 1.3. This can happen even if the value of the safety
factor is large because the deterministic, single-valued strength and
stress used do not bring into the design the effect of the scatter, or the
341
342 CONFIDENCE LEVEL DETERMINATION
standard deviation, in the strength and stress. If the scatter is large,

even a large value of the safety factor may lead to a weak design. On
the other hand if the scatter is small, even a relatively small value of
the safety factor may lead to overdesign, or a heavy and expensive
design.
The design-by-reliability or the probabilistic-design-for-reliability
approach enables the designer to quantify the chance of success, or
reliability, of his design, and also to attach a confidence level to the
designed-in reliability. This chapter provides a methodology [I] for
calculating the expected reliability of the design and the desired lower
one-sided confidence limit on the true reliability for various commonly
used confidence levels.
7.2 DETERMINATION OF MECHANICAL RE-

LIABILITY
Reliability can be defined as the probability that a system will per-
form satisfactorily for at least a given period of operation when used
under stated conditions. When applied to a mechanical component or a
structural member, the reliability thereof is calculated using the distri-
bution of the failure governing stress, f(s), the component is subjected
to in its use environment, and the distribution of the failure governing
strength, f(S), exhibited by the component in its use environment [2,
31. These two distributions are illustrated in Fig. 7.1, where the shaded
area gives the unreliability of the component. Given these two distr-
butions the reliability, R , is given by the probability that the failure
governing strength exceeds the failure governing stress [3, pp. 2651, or
R = P ( S > s), (74
where
S = failure governing strength,
and
s = failure governing stress.
Rearranging, Eq. (7.2) becomes
R = P ( S - s > O), (7.3)
or
R = P(C > O), (7-4)
Follure governlng
str engl11 dist rlbut Ion
FoiIu r e governing
(9) slress dlst rlhilion
343
-6 -
0 L1
Slress, s, Slrenglh, S
the
fig. 7.1 - Failure governing stress and strength distributions with unreliability given by
shaded area.
where
<=s-s. (7.5)
In probabilistic design for reliability the strength and stress are
<
considered to be random variables. Thus is also a random variable.
If S and s are both normally distributed, it can be proven that f, is
also normally distributed.
Figure 7.2 shows the shaded area where C is greater than 0, which
gives the probability of success, or reliability. The reliability is then
given by
R= Jd* f (I)
di. (7.6)
Since f, is normally distributed, the estimate of the average reliability

is given by
where
4
= estimate of the mean of 5,

and
3( = estimate of the standard deviation of (
From the properties of normal distributions
-+ S - $ ,
A -
and
3<= (3; + z y ,
where
-
S = estimate of the mean strength,
A
3 = estimate of the mean stress,

3s = estimate.of the standard deviation of strength,
and
= estimate of the standard deviation of stress.
Reliability is given
by the shaded area,
or by R, ,= I-a.
Fig. 7.2 - The strength-stressdifference distribution, f(C).

These estimates are calculated from
(7.10)
i=l
M
(7.11)
i=l
(7.12)
and
(7.13)
where
N = sample size of strength,
and
M = sample size of stress.
To evaluate Eq. (7.7) the standardized normal distribution's area
tables need to be used. They are given in Appendix A. To enable this,
the standard normal deviate
(7.14)
needs to be used in conjunction with the standardized normal distri-

bution, q5(z). Then, the limit of integration for ( = 00 becomes
(7.15)
and for C =0
(7.16)
The associated reliability can then be obtained from Appendix A

using
(7.17)
DETERMINATION OF T H E CONFIDENCE LIMIT 347
To illustrate this approach consider the following example:
EXAMPLE 7-1
For a mechanical component the failure governing strength and
stress are assumed to be normally distributed with the following pa-
rameters:
-h
S = 170,000 psi, 8s = 5,000 psi,

A
3 = 112,500 psi, Zs= 10,200 psi.
-< = -S --S = 170,000

- A
- 112,500 = 57,500 psi,

5~ = (Zg + +
Z;)l/' = (5,0002 10, 2002)1/2= 11,360 psi,
- A
c-
_- - -~ 57,500 = -5.06,
ZC 11,360
and
O0 1 2
R=/ - e--i- dz.
-5.06 6
From Appendix A
R = 0.9999997,
or
R = 0.967.
This means that out of lo7 such components, on the average, only three
will fail and the remainder will function successfully, for the function
period for which this reliability is determined, and the two given dis-
tributions prevail.
7.3 DETERMINATION OF THE LOWER ONE-

SIDED CONFIDENCE LIMIT ON THE RE-
LIABILITY
To find out how good the calculated reliability is, one needs to attach
a confidence level to the calculated reliability. Remember that C is a
c
random variable and that the true values of and a( are not known,
and only estimates thereof are available, as determined from a finite
sample.
Equation (1.18) for the difference distribution, shown in Fig. 7.2,
c,
says that reliability is given by all probabilities or (S-s), is positive.
I f f ( < ) is normal and its true parameters, p( and a ( , are known, then
c
l O O ( 1 - a)%of the values would be greater than the lower one-sided
c,
limit on or of
1L1 = P( - K q.
K is so chosen that 1 O O a % of the distribution of c, or of f(C), would
lie to the left of ( ~ 1 ,per Eq.(1.18), hence
RL1 = P(C 2 0) = 1 - a = -y*.
However, in practice, ,q and a( are rarely known and estimates of
these values, or i ; and
~ 8~ are used. Hence, we cannot anymore state
<
that lOO(1 - a)% of the values would lie above ( ~ 1= 0, as may
be seen in Fig. 7.2 because pc and a( are random variables and the
limit c ~ depends
1 upon the particular outcome of the sample. Different
samples will lead to different values of ( ~ 1 . How close the limit is to
p( - Kac depends on how good the estimates & and i7c are. It is
<
evident that the percentage of values lying above ( ~ 1will not always
be l O O ( 1 - a)%. It is possible, however, to determine a constant K
such that in a large series of samples from a normal distribution, a fixed
<
proportion p* of the intervals, > i;~ - K ~ cwill
, include lOO(1- a)%
of the distribution.
From Fig. 7.2, it may be seen that the problem of confidence level
is reduced to finding a factor K such that
(7.18)
The factor K should insure that p* percent of the time the area to
the right of co will be -y* percent of the total area, such that
p* = confidence level,
and
-y* = lower, one-sided confidence limit on the reliability
at a confidence level of p*.
<
..
Since and 6, are estimated from a finite sample and different

sample sizes may lead to different estimates thereof, the sample size
DETERMINATION OF THE CONFIDENCE LIMIT 349
has to be taken into consideration. Equation (7.18) can be rewritten

as
-fiK 2 fiw,
% (7.19)
where
N = sample size.
Furthermore, Eq. (7.19) can be expressed as
(7.20)
where
-< = true mean of <.
Rearranging, Eq. (7.20) becomes
(7.21)
where
a( = true standard deviation of c.
The quantity (N- l)i3q/uz is x2 distributed with u = N - 1degrees
of freedom [4, p. 4-54]. It follows that
(7.22)
where
W is x2/u distributed.
The quantity -fi[(Co-c)/ac] is a constant and will be designated
by 6, the noncentrality factor, or
co -T
6= -0 -= f i K 7 = , (7.23)
oc
where K,* is defined as the standard normal deviate corresponding to
Y*,or
(7.24)
The quantity
(7.25)
is normally distributed with a mean of zero and a standard deviation

of 1. Equation (7.21) can now be written as
(7.26)
The right side of Eq. (7.26) is by definition the noncentral Student’s

t statistic [5] with v degress of freedom. It follows that
m K 5 t, (7.27)
where t is defined as
P(t,,s > t ) = 1 - p*, (7.28)
or
P(tv,s < t ) = p*. (7.29)
To calculate the factor K , it now sufficies to evaluate t that satisfies
Eqs. (7.29) and (7.27), or
K =t / m . (7.30)
Equation (26.7.9) in [6] gives the following expression for the non-
central Student’s t cumulative distribution:
where
x=- v
v + t2’
B = beta function,
and
H h , = probability integral,
(7.32)
DETERMINATION OF THE CONFIDENCE LIMIT 35 1
for Y 2 0.
Equation (7.31) has been evaluted, using different methods, for a
limited range of values [5, 71. Using a computer, the series expansion
of P(tv,s) would be more appropriate. This series expansion is [6,
Eq. (26.7.9)]
(7.33)
where
Y
x=- (7.34)
Y +t2’
and
Iz = incomplete beta function with variate 0 5 x 5 1.
Using a computer, Eq. (7.33) was evaluated 111 for the following
values of p* , r*,and N:
p* = 0.50, 0.60, 0.70, 0.80, 0.90, 0.95, 0.99 and 0.999,
-y* = 0.85, 0.90, 0.95, 0.995 through 0.9145,
and
N = 5 to 50, in steps of 5.
For the values of N greater than 50, an approximation to the non-
central Student’s t distribution was used. This approximation, derived
in [l],is
K,* + \/K;. - ab
K = I (7.35)
a
where
K;.
a = l - (7.36)
2 ( N - 1) ’
K;.
b = K,”. - - (7.37)
N ’
N = sample size,
(7.38)
and
K,* is defined by Eq. (7.24).
Equation (7.35) was used to evaluate K for the following values of
N From 50 to 100 in steps of 10, and from 150 to 1,000 in steps of 50.
For each value of y*, a table was made relating K to the different
N and @* [l]. From these tables, the charts of Figs. 7.3 through 7.10
were made.
To use the graphs, it is necessary to use the following procedure:
1. Evaluate the effective sample size, Ne, using Satterthwaite’s
approximation [3]
(7.39)
where
A
N s = sample size used to determine 3,

N , = sample size used to determine s,
and
3 ~ 3,s , 3, are defined by Eqs. (7.9), (7.12) and (7.13),
respectively.
2. Evaluate K , using Eq. (7.18), or from
(7.40)
But, from previous discussion, and Fig. 7.2, (0 = 0, thus
(7.41)
3. Enter with these K and Ne values the chart for the desired
confidence level, @*, and read off the lower, one-sided confidence limit
on the reliability, R L ~directly.
,
This procedure is illustrated by two examples next.
DETERMINATION OF THE CONFIDENCE LIMIT 353
*5 10 20 30 so 100 200 500 1000

Effective Sample S i z e . ne.
Fig. 7.3 - Curves relating K,the effective sample size, N,,

and the lower one-sided confidence limit on the
reliability, &I, based on the normal di.f€erence
distribution for a coniidence level of p’ = 50%.
5 10 20 30 50 100 200 SO0 1000

Effective Sample Sire.ne.
Fig. 7.4 - Curves relating K , the effective sample size, Ner

and the lower one-sided coddence limit on the
reliability, R L ~based
, on the normal difference
distribution for a confidence level of 8’ = 60%.
10
5 10 20 30 50 100 200 500 1000
Effective Sample Slre. nc.
Fig. 7.5 - Curves relating K ,the effective sample size, Ne,

distribution for a confidence level of p’ = 70%.
F5g. 7.6 - Curves relating K ,the effective sample size, Ne,

reliability, € 2 ~ 1 ,based on the normal d8erence
distribution for a codidence level of p’ = 80%.
10
K 5
i
5
Fig. 7.7 - Curves relating K , the effective sample size, N,,

reliability, &-I, based on the normal difference
distribution for a confidence level of p' = 90%.
Fig. 7.8 - Curves relating K , the effective sample size, N,,

, on the nomal dBerence
distribution for a confidence level of = 95%.
DETERMINATION OF THE CONFlDENCE LIMIT 359
5 10 20 30 50 ‘.EO 200 lC00

Ufaetiw Sample Size. .
n
Fig. 7.9 - Curves relating K, the effective sample size, Ne,

distribution for a confidence level of p* = 99%.
5 10 20 30 50 100 2 00 500 1000

E f f a c t i n S u p l . Sic.. no.
Fig. 7.10 - Curves relating K,the effective sample size: N,,

, on the normail difference
distribution for a confidence level of p’ = 99.9%.
EXAMPLE 7-2
Consider the same data as in Example 7-1, with N s = 35 and
Ns= 20. What is the lower one-sided confidence limit on the reliability
of this component at the SO%, 90%, 95%, and 99% confidence levels?
-
< = 3; -S
A -
= 57,500 psi,
i ? ~= (i?: + i?i)1/2
= 11,360 psi,
,
( 11,360)4
+
Ne = p,ooo)4 (10,200)4 1 = 29.32,
35-1 20-1
and
Entering Fig. 7.6, for the 80% confidence level, with Ne = 29.32
and K = 5.06 yields
N 0.955.
Entering Fig. 7.7, for the 90% confidence level, with the same values
of N, and K yields 0.945 5 R L 5 ~ 0.955. By visual interpolation
R L N~ 0.948.
Similarly for the 95% confidence level
R L 2~! 0.945.
For the 99% confidence level 0.945 5 R L ~2 0.935, and by visual
interpolation
h ! ~ 1 2: 0.937.
It may be seen that the lower, one-sided confidence limit of the true
reliability changes substantially, because the confidence level changes,
from 0.955 at the confidence level of 80% to 0.937 at the confidence
level of 99%. These values of reliability are also substantially smaller
than the expected, or average, value of 0.967 calculated in Example
7-1. Table 7.1 summarizes the R L ~results
, obtained with the data of
Example 7-1 for the four different confidence levels.
Table 7.1 - The expected reliability for Example 7-1

on the reliability at four confidence levels
for Example 7-2.
Expected Confidence Lower, one-sided

reliability, level confidence limit
- CL, on the reliability,
R % RLl
0.967 80 0.955
0.967 90 0.948
0.967 95 0.945
0.967 99 0.937
EXAMPLE 7-3
Mechanical components have normal failure governing strength and
stress distributions with the following parameters:
-
h
S = 170,000 psi, 5s = 5,000 psi, N s = 32,

n
3 = 144,500 psi, Zs = 8,900 psi, Ns = 32.
What is the lower, one-sided confidence limit on the reliability of

this component at the 80%) 90%, 95%, and 99% confidence level?
Using the same method as in Example 7-2,
-
<
= 170,000 - 144,500 = 25,500 psi,
Zc = (5, 0002 + 8, 90O2)l/* = 10,208.32993 psi,
+
(5, 0002 8, 9002)2
+ 1 = 49.79,
Ne = 50004 89004
32-1+32-1
and
-
K=,=<
A
25,500
= 2.49796.
uc 10,208.32993
From Figs. 7.6 through 7.9
R L=
~ 0.985 at the 80% confidence level,
CALCULATING THE CONFIDENCE LIMIT 363
R L=
= 0.975 at the 95% confidence level,
and
R L=
whereas the expected, or average, reliability estimate is
+(z) dz = 100
-2.49796
4 ( z ) dz = 0.9938.
These results and the values of R L at ~ additional confidence levels,

which enable the plotting of Fig. 7.11,are given in Table 7.2. Figure
7.11 shows the location of the RLls at the different confidence levels
on the reliability distribution, for visual comparison purposes.
7.4 CALCULATING THE LOWER ONE-SIDED

CONFIDENCE LIMIT ON THE RELIABIL-
ITY
In Section 7.3, the procedure for determining the lower, one-sided con-
fidence limit on the actual reliability is given when the failure governing
stress and strength distributions are both normal. It consists of the
following:
1. Calculate
(7.42)
2. Calculate the effective sample size, Ne, from
(7.43)
3. Enter the chart for the desired confidence level with these K and
Ne values, and read off the lower one-sided confidence limit on
the associated reliability, R L ~ .
364 CONFIDENCE LEVEL DETERMINATlON
Table 7.2 - The lower, one-sided, confidence limit on

the reliability at various confidence levels
and the corresponding probability densi-
ties to enable the plotting of Fig. 7.11, us-
ing the data of Example 7-3.
Confidence Lower, one-sided Probability

level, confidence limit density of
CL, on the reliability, the reliability,
% RL1 f (W**
99.9 0.947 0.0001
99.0 0.965 0.0267
95.0 0.975 0.1031
90.0 0.980 0.1747
80.0 0.985 0.2792
70.0 0.990* 0.3512
60.0 0.992* 0.3862
50.0 0.994* 0.3989
40.0 0.995** 0.3862
30.0 0.996** 0.3512
20.0 0.997** 0.2792
10.0 0.998** 0.1747
1 .o 0.999** 0.0267
* Obtained from the charts of [l].

** Calculated from Eq. (7.38).
t
0
I
I
2
I
I
I
I
365
I
I
P
t
0
=?
n
9
I
3
0
9
-
CL,%, Confidence level
Fig. 7.11 -- R L for

~ dill'crcnt confdeiice levels, using the data of Example 7 - 3.
Let us illustrate this procedure with the following example.
EXAMPLE 7-4
A mechanical component has normally distributed failure governing

stress and strength distributions with the following parameters:
S = 112,500 psi,
us = 10,200 psi,
and
-
S = 170,000 psi,
US = 5,000 psi.
1. What is the component’s average reliability?

2. What is the lower, one-sided confidence limit on this compo-
nent’s reliability at the SO%, SO%, 70%, SO%, 90%, 95%, 99%
and 99.9% confidence levels if the failure governing stress dis-
tribution’s sample size is Ns = 20, and the failure governing
strength distribution’s sample size is Ns = 35?
1. The component’s average reliability is obtained, using Eqs. (6.62)

and (6.61), as follows:
- -
m=--=- c S-S
1 ,
*c (O;+O;)T
_- - 170,000 - 112,500
[(5,000)2 + (10,200)2]+’
or
m = -5.06. (7.44)
Then,
Jm
EFFECT OF CONFIDENCE LEVEL 367
or
From the standardized normal distribution's area tables, given

in Appendix A,
-
R = 1 - 2.0963 x
or
-
2 = 0.99999979037, Or 09679037.
It must be noted that the reliability calculated using Eq. (6.61)

is always the average reliabdity to which approximately a 50%
confidence may be attached, because the distribution of the reli-
ability is not necessarily normal.
2. For this problem, from Eqs. (7.42) and (7.44)
K = I - 5.061 = 5.06,
and from Eq. (7.43)
+ (10, 200)2]2
N, =
[(5,000)2
p,ooo)4
35-1
, (10,200)4
20-1
+ '7
or
Ne = 29.3.
Entering Figs. 7.3 through 7.10 with these two quantities yields
the R L values
~ in Table 7.3 at the various specified confidence
levels.
7.5 EFFECT OF CONFIDENCE LEVEL ON THE

LOWER, ONE-SIDED CONFIDENCE LIMIT
ON THE RELIABILITY
As the confidence level increases, the lower, one-sided confidence limit
on the reliability decreases in value because a larger proportion of the
distribution of the reliability has to be covered to the right of the R L ~
value for a higher confidence level. This is illustrated in Fig. 7.12.
w
b,
m
Fig. 7.12 -- R L for

~ different corifiderice levels in Example 7 4 (Schematic).
EFFECT OF SAMPLE SIZE 369
TABLE 7.3-The expected reliability for E x a m p l e 7-4

on the reliability at various confidence lev-
els.
Confidence level, Confidence limit on

CL, % the reliability, R L ~
50 0.968
60 0.964
70 0.960
80 0.955
90 0.948
95 0.945
99 0.937
99.9 0.998
7.6 EFFECT OF SAMPLE SIZE ON THE LOWER,

ONESIDED CONFIDENCE LIMIT ON THE
RELIABILITY
One of the major advantages of the reliability confidence limit deter-
mination is that the uncertainties in the calculation of the parameters
of the failure governing stress and strength distributions using vari-
ous sample sizes are brought into the reliability determination using
Eq. (7.43) with N s and N,. A larger sample size yields a higher R t l
value for the same value of K, or the same average reliability, because
N , calculates to be larger, as may be seen from Eq. (7.43) and from
Figs. 7.3 through 7.10.
If the parameters of one of the two distributions are known well,
which means that they are based on a large amount of past and present
data and knowledge, then in Eq. (7.43), N, and N s assume the value
of 00 in the limit, and Ne assumes%he value of 00 also in the limit;
consequently, R L asymptotically
~ approaches E.
E X A M P L E 7-5
Assume that in Example 7-4, Ns is again 35, but Ns is increased

to 100.
1. Find R L at
~ the CL = 90%.
2. Find R L at
~ the CL = 95%.
From Eq. (7.43)
Ne =
[(5,000)2
p,ooo)4
+ (10, 200)212
, (10,200)4
,
1,
35- 1 100-1
or
Ne = 131.4.
From the solution to Example 7--, E = 5.06.
1. The for a CL = 90%, from Fig. 7.7, with a K = 5.06 and

Ne = 131.4, iS 0.961, or
2. The for a CL = 95%, from Fig. 7.8, with a K = 5.06 and

Ne = 131.4, is 0.958, or
P ( R > 0.958) = 95%.
It may be seen that increasing the failure governing stress distribution’s

sample size from 20 to 100 increases R L at ~ CL = 90% from 0.948 to
0.961, and at CL = 95% from 0.945 to 0.958.
7.7 HOW TO DESIGN TO A RELIABILITY GOAL

AT A SPECIFIED CONFIDENCE LEVEL
It is recommended that, in contracts, a design reliability goal and the
associated confidence level be specified. Then, the design reliability
goal should be taken to be the lower, one-sided confidence limit on the
actual reliability, such that the probability that the actual reliability
of the contracted equipment is equal to and greater than, the design
reliability goal is equal to the confidence level in the long run.
Let us illustrate by an example how this can be achieved.
DESIGN T O RELIABILITY GOAL 371
EXAMPLE 7-6
Design the shaft in Example 1-2 in such a way that the design
reliability goal of = 0.999 is achieved at a 95% confidence level, as-
suming that N s = 35 and Ns = 20.
a
Take R1;1to be equal to = 0.999, the design reliability goal, and
as a first try take 2 = 0.450 in. Then, from Eq. (1.17'),
- 8,925.5
Sf = -,
Ti3
8.925.5
or
Sf = 97,947.87 psi,
and from Eq. (1.17"),
- 819.6
as1 --
2 )
- 819.6
(0.450)3'
or
us, = 8,994.24 psi,
From the solution to Example 1-2,
-
Sj = 169,100 psi,
and
asl = 6,480 psi.
Find Ne using Eq. (??), or
Ne =
[(6, 480)2 + (8, 994.24)2]2 + 1,
16,480)' I (8,994.24)'
35-1 20-1
or
Enter Fig. 7.8 with N , = 39.1 and = 0.999, and find the associated
K , which in this case is K = 3.86. Now use this value of K and find
-m, which in this case is m = -3.86. Use this m in Eq. (1.19) and find
d , or
- 169.100
d-
-3.86 = 1 ,
[(y)’
+(6,480)2]’
and
2.7969 x lolo 2 - 3.0184 x lo9 2 + 6.9775 x lo7 = 0,
a
which yields = 0.421 in. This is significantly different than the
assumed value of 2 = 0.450 in.
a
As a second try, take = 0.418 in. Then,
- 8,925.5
Sf = -,
a3
-
- 8,925.5
(0.418)3’
or
3j = 122,209.15 psi,
and
819.6
a,f = -
2 ’
- 819.6
(0.418)3’
or
aSf= 11,222.07 psi,
From the solution to Example 1-2,
-
S j = 169,100 psi,
and
asj = 6,480 psi.
Find Ne using Eq. (7.43), or
Ne =
[(6,480)’ + (11, 222.07)2]’ + 1,
16,480)4 I
35-1 20-1
DESIGN T O RELIABILITY GOAL 373
or
N , = 33.0.
Enter Fig. 7.8 with Ne = 33.0 and R L =
~ 0.999, and find the associated
K , which in this case is K = 3.96. Now use this value of K and find
m, which in this case is m = -3.96. Use this m in Eq. (1.19) and find
-
d, or
+
8 924 8
d'
- 169.100
-3.96 = 1 ,
[(y)2
+ (6, 480)2]
and
2.7936 x lo1' Z - 3.0184 x lo9 Z + 6.9256 x lo7 = 0,
which yields d = 0.422 in at a confidence level of 95%. This compares
with a 2 = 0.412 in found in Example 1-2 at an approximately 50%
confidence level. The new design with a shaft diameter of a = 0.422
in would assure that such shafts would exhibit a reliability of 0.999 at
a 95% confidence level, and 95% of a large number of such lots will
exhibit a reliability equal to and greater than 0.999.
Incidentally, a try with 2 = 0.415 in yielded the following:
N, = 32.5,
K = 3.99,
and
-
d = 0.422 in;
consequently, a design diameter of 2 = 0.422 in should be used for a
design reliability goal of 0.999 at a 95% confidence level and the shaft
diameter should be specified as
d =a& 3 ~ d ,
where
-
d = 0.422 in,
and
ud = 0.0012,
= (0.001)(0.422),
= 0.000422,
or
3Od = (3)(0.000422),
= 0.00127.
Therefore, specify
d = 0.422 in f 0.00127 in.
It may be seen that the mean of the shaft’s diameter had to be
increased by only 0.010 in to achieve a reliability of 0.999 at a 95%
confidence level, instead of at approximately 50% confidence level.
7.8 CONCLUSIONS AND RECOMMENDATIONS

The method developed for calculating the lower, one-sided confidence
limit on the true reliability, &I, for desired confidence levels gives ac-
curate results for the whole practical range of N,. Figures 7.3 through
7.10 enable the quick and easy determination of R L for ~ the commonly
used confidence levels.
It is recommended that these methodologies be used to calculate
the average reliability, as well as the desired lower, one-sided confidence
limit on the true reliability of mechanical components and structural
members through the use of this stress-strength-interference approach
and of Figs. 7.3 through 7.10.
PROBLEMS
7-1. Mechanical components have normal failure governing stress and
strength distributions with the following parameters:
S = 12,500 psi,
us = 1,200 psi,
and
-
S = 17,000 psi,
US = 1,000 psi.
1. What is these components’ average reliability?

2. What is the lower, one-sided confidence limit on this com-
ponent’s reliability at the 50%, SO%, 70%, 80%, 90%, 95%,
99% and 99.9% confidence levels if the failure governing
stress distribution’s sample size is N, = 25, and the failure
governing strength distribution’s sample size is N s = 95?
PROBLEMS 375

3 = 100,000 psi,
us = 20,000 psi,
and
-
S = 170,000 psi,
os = 1,500 psi.

2. What is the lower, one-sided confidence limit on these com-
ponents, reliability at the 50%, SO%, 70%, 80%, 90%, 95%,
99% and 99.9% confidence levels if the failure governing
stress distribution’s sample size is Ns = 95, and the failure
governing strength distribution’s sample size is N s = 25?
7-3. Assume that in Problem 7-2, N s is again 35, but Nsis decreased
to 20.
1. Find R L at~ the CL = 90%.
2. Find R L at~ the CL = 95%.
3. Compare the results of Cases 1 and 2 with those of Problem
7-2 at the same confidence levels.
3 = 115,000 psi,
us = 15,000 psi,
and
-
S = 195,000 psi,
as = 2,000 psi.

2. Given Ns = 45, what should N s be for a reliability of 0.999
at a 99% confidence level?
7-5. How does the confidence level affect their lower, one-sided confi-
dence limit on the reliability? Give two numerical examples.
7-6. How is the lower, one-sided reliability limit affected by a larger

effective sample size, Ne, and how is it affected by a lower effective
sample size? Give two numerical examples for each case.
3 = 150,000 psi,
us = 20,000 psi,
and
-
S = 180,000 psi,
CTS= 1,800 psi.
2. Given N s = 45, what should N , be for a reliability of 0.945
at a 95% confidence level?
A
7-8. Mechanical components have an average reliability of ?? = 0.965.

The component has a normally distributed failure governing strength
distribution with the following parameters:
-
S = 170,000 psi,
us = 5,000 psi.
The stress distribution is also normally distributed with a coef-
ficient of variation of 0.12. Find the mean value of the failure
governing stress, 3.
A
7-9. Mechanical components have an average reliability of fi: = 0.965.

These components have a normally distributed failure governing
stress distribution with the following parameters:
3 = 112,500 psi,
us = 10,200 psi.
The strength distribution is also normally distributed with a co-

efficient of variation of 0.07. Find the mean value of the failure
governing strength, 3.
7-10. Design the shafts in Example 7-6 in such a way that the design
reliability goal of fi: = 0.9999 is achieved at a 90% confidence
level, assuming that N s = 45 and N , = 30.
PROBLEMS 377
REFERENCES
1. Lamarre, B. G., “One-sided and Two-sided Tolerance Limits For a
Normal Population,” Master’s Report, Aerospace and Mechanical En-
gineering Department, The University of Arizona, 185 pp., 1975.
2. Kececioglu, D., and Cormier, D., “ Designing a Specified Reliabil-
ity into a Component,” Proceedings Third Annual SAE-ASME-AIAA
Aerospace Reliability and Maintainability Conference, Washington, D.
C., pp.546-565, 1964.
3. Kececioglu, D., “Reliability Analysis of Mechanical Components and
Systems,” presented at the International Conference on Structural Me-
chanics in Reactor Technology, Berlin, Sept. 20-24,1971, and published
in Nuclear Engineering and Design, Vol. 19, pp. 259-290, 1972.
4. Reliability Handbook, Edited by Grant W. Ireson, McGraw-Hill, New
York, 705 pp., 1966.
5. Resnikoff and Lieberman, Tables of the Non-Central t-Distribution,
Stanford University Press, 389 pp., 1957.
6. Handbook for Mathematical Functions, National Bureau of Standards,
Edited by Milton Abramowitz and Irene A. Stegun, Dover Publications,
Inc., 1,046 pp., 1965.
7. Johnson, N. L., and Welch, B. L., “Application of the Non-Central
t-distribution,” Biometrika, Vol. 31, pp. 362-389, 1940.
Chapter 8
UNRELIABILITY AND
RELIABILITY DETERMINATION
BY THE STRESS/STRENGTH
DISTRIBUTIONS’
INTERFERENCE APPROACH
8.1 INTRODUCTION
The failure-governing st ress/s trengt h distributions interference appro-
ach to reliability determination for mechanical components and struc-
tural members is a very powerful tool at the design stage [l]. Most
presentations of this approach state that the whole area under the
interference section of the failure-governing stress and strength distri-
butions either gives, or is indicative of, the probability of failure, or
of the unreliability. Here, the correct area giving the unreliability and
reliability is determined, and the equations whose area give unrelia-
bility and reliability are derived, and illustrated by examples. It is
also shown how to visualize the unreliability and the reliability of me-
chanical components and structural members, and thus decide how to
adjust the failure governing stress and strength distributions to attain
the desired reliability goal.
A clear understanding of the placement of the area giving unrelia-
bility or reliability is lacking. For example, such an area can be found
which gives the unreliability and is outside of the so called “overlap
region.” Furthermore, an area can also be found which gives reliability.
379
380 UNRELIABILITY AND RELIABILITY
The mathematical determination of the equation giving these areas is

the best way to clarify these aspects, and the presentation of examples
is the best way of illustrating that. This chapter meets these objectives.
8.2 THE FAILURE PROBABILITY AND FAIL-

URE FUNCTION
The probability of component failure, or unreliability, can be obtained
probabilistically from the fact that “unreliability is all probabilities
that strength is less than stress, or that stress exceeds strength;” i.e.,
Q = P ( S < s) = P ( s > S), (8.1)
where
Q = unreliability, or probability of failure,
P = probability,
S = strength,
and
s = stress.
The probability that a stress of value s1 exists in interval dsl, as
shown in Fig. 8.1, is equal to the area of the element dsl, A l , or
The probability of strength being less than s1, is

s1
P ( S < SI) = L m f ( S )d S = A;. (8.3)
The probability of failure, or the unreliability, at s1, is the product of

above two conditional probabilities, or
The component’s unreliability would then be all probabilities of

strength being less than all possible values of stress, or
Q = /d[Q(si)] =
-XI
f(si) dsi J”
-aJ
f(s)dS. (8-5)
FAILURE FUNCTION DETERMINATION 38 1
Rlght tail of the

stress distribution
Fig. 8.1- Probability areas of stress and strength for u n r e

liability determination when strength is less than
stress.
Rearranging and dropping the subscript of s1 yields the unreliabil-

ity equation
Q= Imf(S)f
-m -m
f(s)dSl ds = I,f *
00
(s)ds- (8.6)
where
is the so called “failure function.” By definition, Q is then the cumu-

lative function of f’(s). It should be noted here that f*(s) is not a
probability density function, it is simply a failure function, because the
area underneath it gives the failure probability, or &, which is smaller
than 1 in d u e in general, except at the limit it is equal to 1. The
limiting case is that when the reliability is zero.
8.3 FAILURE FUNCTION DETERMINATION

The following procedure is recommended to determine the failure func-
tion, as illustrated in Table 8.1 for normal f(s) and f(S):
1. Choose values of s7 or si, in such a range that gives a significant

change in the value of
lSif(S)dS.
J-00
It is best to plot f(s) and f(S) and identify the s range.

2. Find the value of
which is the standardized normal pdf transform.

3. Find
J--00
which is the area under f(S) from --oo to si.

4. Find c$[zs(si)]
which is the height of the standardized normal pdf
at the value of Si.
5. Calculate the height of the strength pdf at the value of si.
6. Determine the value of zs(si)= (Si - 3)/a,. which is the stan-

dardized normal pdf transform for the value si.
7. Find c$[zs(si)],
the height of the standardized normal pdf of Step
6 at S i .
8. Calculate the height of the stress pdf at the value of Si.
9. Calculate the product of the values obtained in Steps 3 and 8.

10. Plot f ( ~versus
) si.
11. Plot f(S)versus si on the same plot of Step 10.

12. Plot f*(s)versus si on the same plot of Step 10.
13. Measure the area under f*(s)from a precise plot thereof.
14. Measure the area under f ( s ) or f(S) from a precise plot thereof.
FAILURE FUNCTION DETERMINATION 383
15. Find the unreliability from
‘ Area under f*(s)

= Area under f(s) or f(S)*
The area under f*(s) can also be obtained using Simpson’s rule,
the Trapezoidal rule, or the Gauss rule.
If the f(s) and f*(S)are not normally distributed, a table similar to
Table 8.1 may be prepared to get f*(s),f (s), and f(S), as is illustrated
later.
EXAMPLE 8-1
To demonstrate the failuregoverning stress/strength distribution
interference approach to unreliability determination, three cases are
presented using normally distributed stress and strength:
Case 1: f(s) + N ( 3 , a,) = N(50 kpsi, 15 k p s i ) ,
f(S) + N ( 3 , as) = N(75 kpsi, 5 kpsi),
Case 2: f(s) + N(3, a,) = N ( 5 0 kpsi, 15 kpsi),
f(S) + N ( S , US) = N(50 kpsi, 5 kpsi),
Case 3: f(s) + N ( 3 , a,) = N(50 kpsi, 15 kpsi),
f(S) + N ( 3 , US) = N ( 2 5 kpsi, 5 kpsi),
The pdf‘s for these three cases are as follows:
For Case 1:
and
For Case 2:
and
For Case 3:
and
The previously presented procedure will be used to determine the

the failure function, f*(s),and then the unreliability by finding the
area under f * ( s )from
Q= Jm-a2
f * ( s ) ds.

The calculations for Case 1 are given in Table 8.1. The rest of the
calculated values for Cases 2 and 3 are given in Tables 8.2 and 8.3,
respectively. The failure function f*(s), for the three cases is plotted
in Figs 8.2, 8.3, and 8.4; and the unreliability and reliability values are
summarized in Table 8.4 for purposes of comparison.
Sample Calculations for Case 1
For s = 80 kpsi,
S-S 80-75
zs(s) = --
--- - 1.0,
US 5
@ [ z s ( s ) ]= 1s=80,000
-a2
f(S)dS = 0.8413 = area,
$ [ z s ( s ) ] = 0.2420 = standardized normal pdf’s ordinate,
$[zs(s)]- 0.2420
--=
f (S) = US 5
0.0484 = strength pdf’s ordinate,
S-3 80-50
ZS(S)= -- --- - 2.00)
0s 15
q5[zs(S)]= 0.05399.
0.05399
f (4= q5[zs(s.)]
US
-
15
= 0.003599,
f * ( s )= f ( s )J s
-m
f(s)dS = 0.003599 x 0.8413 = 0.00302811.
From Fig. 8.2 the area under f*(s) gives the unreliability of
Q = 0.05650,
TABLE 8.1- Determination of the failure function, /*(s), values for Example 8-1, Case
1 with normal /(s) and normal j ( S ) .
4 5 a 7 8
T s =
50.0 I -5.0 I
= c, /(S)dS
0.00000000
dIzs(i)l
0.0000000
w
0.00000000
2.
0.00
-
-3
0,
t
444
0.398900000
/(a)
&pJ
0,
0.026593300
=3xa
0.000000000
55.0 -4.0 O.oooO3167 0.0004744 0.00009588 0.33 0.377800000 0.02518G600 0.000000800
60.0 -3.0 0.00135000 0.0014320 0.00088840 0.67 0.318400000 0.021226600 o.ooo028860
65.0 -2.0 0.02275000 0.0539900 0.01079800 1.00 0.242000000 0.010133300 0.000367033
70.0 -1.0 0.1587oooO 0.242oooO 0.0484oooO 1.33 0.164700000 O.OlOI)&XWO 0.001712520
75.0 0.0 0.50000000 0.398woO 0.07976000 1.07 0.(~893oooo o . o o o ~ ~ ~ o o0.003297660
o
80.0 1 .o 0.84130000 0.242oooO 0.0484oooO 2.00 0.0539aO000 0.003599OW 0.0030281 10
85.0 2 .0 0.97772500 0.0539900 0.0 1079800 2.33 0.026430 0.001762000 0.001 72 1910
tW.0 3.0 0.99865000 0.0044320 o.oouBB64o 2.67 0.011300000 0.000753300 0.000752300
95.0 4 .O 0.9!WS833 0.0001338 0.00009488 3.00 0.004432000 0.000295500 0.000295500
100.0 5.0 1.00000000 0.0000000 0.00000000 3.33 0.001500000 0.000104000 0.000104000
105.0 0.0 1.00000000 0.0000000 0.0000U000 3.67 0.000474400 O.ooOo31030 O.ooOo31630
110.0 7 .O I .00000000 0.0000000 0.00000000 4.00 0.000133800 0.000008920 0.000008920
115.0 8.0 I .00000000 0.UOOOW)O U.UOUUUUUO 4.33 U.000033800 U.owUU22SO 0.000002260
120.0 9.0 I .000U0000 0.0000000 0.- 4.07 O.OUWWJJI O.OUUOOU~M~ 0.000000107
-
125.0 10.0 1.00000000 0.0000000 0.00000000 5.00 0.000000000 0.000000000 0.000000000
TABLE 8.2- Determination of the failure function, / . ( 5 ) , values for Example 8-1, Cane
2 with normal I($)and normal j ( S ) .
-
I 2 3 4 5 6 7 8
$ 'W 4I2sb)l T q j Y T
kpri
- -
*-S
0s = J* j(S)dS Olzs(r)l d2dd
d
-
* -0
0, dl4.)1 &.u =3r8
25.0 -5.0 0.00000000 0.00000UO 0.000U0000 - 1 .07 0.098'33oooO 0.000595000 0.000000000
30.0 -4 .o
-3.0
O.ooOO3 167 0.0004744 0.00009488 - 1.33 0.164700000 0.010980000 0.00000Q3.(7
35.0 0.00136oOo 0.0044320 0.00088640 -1.00 0.242000000 0.016133300 O.ooOo2I780
40.0 -2.0 0.02275000 0.0539900 0.01079800 -0.67 0.318400000 0.021226600 O.ooo1829oo
45.0 -1.0 0.1587oooO 0.242oooO 0.0484oooO -0.33 0.377800000 0.025 186800 0.003997000
50.0 0.0 0.50000000 0.3989000 0.07978000 0.00 0.308- 0.020593300 0.013296800
55 .O 1 .0 0.84 130000 0.242oooO 0.0484oouO 0.33 0.377800000 0.025186000 0.02118B400
60.0 2.0 0.97772500 0.0539900 0.01079800 0.07 0.318400000 0.021226600 0.020743600
65.0 3.0 0.99865000 0.0044320 0.00088640 1.OO 0.242000000 0.016133300 0.0161IlSOO
70.0 1.O O.!MM833 0.0001338 0.00009488 1.33 0.164700U00 0.0108(u)o 0.01097w1oo
75.0 5.0 1.00000000 0.0000000 0.00000000 1.67 0.098930000 0.006595000 0.006595000
80.0 6.0 1.00000000 0.0000000 0.00000000 2.00 0.053990000 0.00359z)oo 0.003599000
85.0 7.0 1.00000000 0.0000000 0.00000000 2.33 0.02643oooO 0.001762000 0.00 I 762000
90.0 8.0 I .MWW)0000 0.0000000 0.- 2.07 0.011300U00 0.000753300 0.000753300
95.0 9.0 I .00000000 0.0000000 0.00000000 3.00 0.004432000 0.000295500 0.000295500
100.0 10.0 1.00000000 0.0000000 0.00000000 3.33 0.0015(i0000 O.OO0 104000 o.Oo0104000
105.O I1 .o 1.00000000 0.0000000 0.00000000 3.67 0.000474400 0.000316300 O.ooOo31630
110.0 12.0 1.00000000 0.0000000 0.00000000 4.00 0.000133800 0.000008920 0.000008910
115.0 13.0 1.00000000 0.0000000 0.00000000 433 O.oooO33860 0.000002250 0.000002250
120.0 14.0 1.00000000 0.0000000 0.00000000 4.07 0.00000733 I 0.000000487 0.000000J87
-
125.0 15.0 1.000UW00 0.- 0.00000MO 5 .OO 0.- 0.000UOOOOU 0-.
TABLE 8.3- Determination of the failure-function, /*(J), values for Example 8.1, Cane
3 with normal /(s) and normal f ( S ) .
-I
*
2 1 A
-mF
5
4:)=
6 7 I n Q
-
kpri - r-S
0s
fkakll r -7
I
0.
~ 3 x 8
0.0 -5.0 0.0000000 -3.33 0.000000000
5.O -4.0 O.ooOo3200 0.0004744 0.0000949 -3.00 0.0044320 0.00029550 0.000000000
10.0 -3.0 0.00135000 0.0044320 0.0008804 -2.67 0.0113OOO 0.00075330 0.000001017
15.0 -2.0 0.02275000 0.0539900 0.0107980 -2.33 0.0264300 0.00170200 O.ooOo40080
20.0 -1.0 0.1587oooO 0.242oooO 0.0484000 -2.00 0.0539900 0.00359900 0.000571160
25.0 0.0 0.50000000 0.3989000 0.0797800 -1 .67 0.0989300 0.00659500 0.003297500
30.0 1.o 0.84130000 0.242oooO 0.0484000 -1.33 0.1047000 0.01098ooo 0.009237500
35.0 2 .o 0.97725wO 0.053'9900 0.0107980 -1.00 0.242oooO 0.01013330 0.015760200
40.0 3.0 0.99)'3865000 0.0044320 0.0008804 -0.67 0.3184000 0.021226GO 0.02I 197900
45.0 4.0 0.9999lXKNI 0.0001338 0.0000949 -0.33 0.3778000 0.02518660 0.025285800
50.0 5.0 1.00000000 0.0000000 0.0000000 0.00 0.398W 0.02659330 0.026593300
55.0 6.0 1.00000000 0.0000000 0.0000000 0.33 0.3778000 0.02518660 0.025186600
Go.0 7.0 1.00000000 0.0000000 0.0000000 0.W 0.3184000 0.02122660 0.021226000
05.0 8.0 1.00000000 0.0000000 0.0000000 I .ou 0.242oooO 0.01613330 0.016133300
70.0 9.0 1.00000000 O.OU00000 0.0000000 1.33 O.lG47000 0.01088000 0 . 0 1 ~ ~
75.0 10.0 I .00000U00 0.0000000 0.0000000 1 .07 O.rn89300 0.00859500 0.008595000
80.0 11.0 1.00000000 0.0000000 0.0000000 2.00 0.05399W 0.00359900 0.003599000
85.0 12.0 1.00000000 0.OW)OOO 0.0000000 2.33 0.0204300 0.00176200 0.001762000
90.0 13.0 1.00000000 0.0000000 0.0000000 2.67 0.0113OOO 0.00075330 0.000753300
95.0 14.0 I .00000000 0.0000000 0.0000000 3.00 0.0044320 0.00029550 0.000295500
100.0 15.0 1.00000000 0.00U0000 0.0000000 3.33 0.0015800 0.00010400 0.000104000
105.0 16.0 I .00000U00 0.0000000 0.0000000 3.G7 0 . ~ 7 4 4 O.ooOo3163 0.000031830
110.0 17.0 1.00000000 0.0000000 0.0000000 4.00 I
0.0001338 0.00000892 0.000008920
L
3
388
68E
PD
w
I
0
c.,
c.
0
h.
FAILURE FUNCTION DETERMINATION 391
TABLE 8.4- Summary of the unreliability and reliabil-

ity for the three cases of Example 8-1.
1
Unreliability Reliability
Exact Exact
difference difference
Graphical distribution Graphical diatribution
Cases method method* method method*
1 0.05650 0.05705 0.94350 0.94295
2 0.49500 0.50000 0.50500 0.5000
3 0.95238 0.94295 0.04762 0.05705
* See Section 8.5.
and consequently the reliability of

R = 0.94350.
EXAMPLE 8-2
To illustrate how this method would apply if f(s) andf(S) are
both lognormal and to see the shape of the failure function curve, the
following distributions will be used:
and
-
where s' = loglo s, s' = 5.0, a , ~= 0.07, and = 5.32049, as! = 0.0858.
When both stress and strength are lognormally distributed, from
Eq. (8.5),
For the inner integral, let

loglo S - 5.32049
Y= 0.0858 7
where ') stands for the cumulative distribution function of the stan-
(
z
dardized normal distribution. Substitution of Eq. (8.9) into Eq. (8.8)
yields
(8.10)
The failure function, f*(s),now is given by
(8.11)
or
(8.12)
The procedure of obtaining the failure function, f*(s),is illustrated

step by step in Table 8.5. Sample calculations are given next, with the
rest of the caIcuIated values given in Table 8.5. The plot of the failure
function is given in Fig. 8.5.
SAMPLE CALCULATION FOR EXAMPLE 8-2
For s = 120.0 kpsi, loglo s = 5.0791813,
5.0791813 - 5.0
Zi(S) = = 1.1311608,
0.07
5.0791813 - 5.32049
z;(s) = = -2.8124563,
0.0858
FAIL URE FUNCTION DETERMINATION 393
@[zh(s)] = 0.0024771,
and
f * ( 4 = f ( 4 @[Z4(41,
= (0.1087852 x 10-4)(0.0024771),
= 0.0002695 x
EVALUATION OF THE UNRELIABILITY
The unreliability, Q, is given by Eqs. (8.6) and (8.7). The value

of Q can be obtained either by measuring the area under the curve
of f*(s),and under fs(s) or fs(s) graphically following the procedure
given earlier, or by using numerical integration methods. Here, Simp-
son's rule will be used to calculate the value of Q. It can be seen
from Table 8.5 and Fig. 8.5, when the value of s is less than 100,000
psi or greater than 190,000 psi, the value of f * ( s ) is very small. For
s < 100,000 psi, from Table 8.5,
@(z;(lOo, 000)) I 0.0001,

so
1100,000
f*(s)ds 5 0.0001 s,
100,000
f(s) ds 5 0.0001.
For s > 190,000 psi from Table 8.5, @(z~(190,000))

5 1, then
lOg,o 190,000 - 5.0

= 1-@( 0.07 1,
= 1 - 0.999966,
I 0.00005,
therefore,
200,000
/,,,,, f*(s)ds.
TABLE 8.5- Determination of the failure function, j * ( s ) , values for Example 8-2, with
lognormal /(J) and lognormal j ( S ) .
.. d 5 I 6 I 7 i 8
101 ,a( *)-*I
z; I
8.'
=5x7
-0.6530782 -4.26861860 0.2221099 0.oooO248 O.WMO98 0.0000022
95.0 4.9777230 -0.3182343 -3.W494050 0.2470747 0.oooO728 O.ooOo330 O.oooO228
0.0000082
100.0 5.00000UO 0.0000000 -3.73531470 0.2475120 O.OOO1880 0.-&0
105.0 5.0211893 0.30703'90 -3.48835350 0.2251097 0.0004382 0.0002415 O.oooO544
110.0 5.0413927 0.5913241 -3.25288250 0.1889187 0.0009250 0.0005770 o.ooo1090
115.0 5.0606979 0.807 I 122 -3.02788050 0.1417856 0.0011935 0.0012228 0.0001807
120.0 5.0791813 I . I 3 1 1008 -2.81245030 0.1087852 0.003224 I 0.0024771 0.00020~5
125.0 5.uiWi9lOO I .3844280 - 2 .(iOS82750 0.0759439 0.0054I74 0.0045271 0.0003438
l30.0 5.1 139433 I .0277020 -2.40730380 0.05061 72 0.01)85078 0.0079763 0.0004037
I 35.0 5. I 303338 I .8(il9l I I -2.2 I027300 0.0323948 0.0 I283 14 0.0132ooO 0.0004157
140.0 5.l.101281 2.0875437 - 2.032IW50 0.0200000 0.0182938 0.021 IfW) 0.0001237
145.0 5.1613600 2.3052573 - I.85456870 0.01 1'3750 0.0249447 0.0321570 0.000385 I
150.0 5.17m13 2.5155893 - I .0829G910 0.oo(i97zU 0.032604 I 0.04047'90 0.000324 I
155.0 5.1303311 2.7190242 -1.51099GGU 0.003Sl0 0.0412249 0.uC~42580 0.oooZ540
iri.0 5.20~11200 2.9 I 5wm7 - I .35031940 U.OOZ2032 0.050308l 0.uW;9l50 0.0001'3IS
165.0 5.2174839 3.Io(19134 - I .20053G'W 0.0012023 0.0595321 0. I 150700 0.0001383
170.0 5.2304489 3.2921 272 - 1.049430 I0 O.oooO452 0.0681878 O.I46(1600 0.0000948
175.0 5.2*130381 3.47 19723 -0.'30170330 o.oo03-11
I 0.0707753 O.IL)JO(~OO O.oo(w128
10.0 5.2552725 3.G40750l -0.7601 I107 O.OOO1780 0.0840376 0.2236200 O.oooO398
185.0 5.2671717 3.8I0739 1 -0.02l42500 0.0000919 0.0899870 0.2070300 O.ooOo240
130.0 5.1787536 3.0821948 -0.48043780 0.OOOO4G9 0.0!!4421 7 0.31'31800 o.oooo15o
195.0 5.2W347 4.l433522 -0.354'35750 0.0000238 U.WJ72329 0.3G317W 0.0000086
200.0 5.3010300 4.3004283 -0.228WBOo O.oooO119 0.0984026 0.4090500 0.0000049
-
a n
5
3
5 0
395
Using Simpson’srule, or Eq. (10.4) in the interval [go,000;200,000],

and choosing 5,000 psi to be the increment,
h
-V(.O)
3
+ 4 f b d + 2f(52) + 4 f h ) +. . .
+ 2 f b n - 2 ) + 4f(zn-1) + f ( 4 ,
5,000
3 x 104
+
(0.0000022 4 x 0.0000082 + 2 x 0.0000228 + .
+ +
+2 x 0.0000150 4 x 0.0000086 0.0000049),
0.00188837,
1 - Q 2 1 - 0.0018837 = 0.99812.
The exact value of the reliability for this example can be determined
from [2, p. 181
(8.13)
where
5.32049 - 5.0
n=-
(0.08582 + 0.072)f ’
or
n = -2.89428.
Consequently, from standardized normal distribution area tables
R = 0.99811. (8.14)
It may be seen that the earlier numerical analysis approach yields
a result within 0.005% of the exact reliability.
THE SURVIVAL FUNCTION 397
I
Right tail of the Left tail of the
bution stren
S
Fig. 8.6- Probability areas of stress and strength for reli-
ability determination.
8.4 THE SURVIVAL FUNCTION

In this section, the mathematical model for the survival function,
f’*(s),is derived, and a method of determining the reliability graphi-
cally; i.e., by measuring the area under the survival function, is given
and is illustrated by an example.
The reliability of a component can be determined from the basic
concept that a no-failure probability exists when a given strength is
not exceeded by stress. The probability that a stress of value 51 exists
in the-interval dsl is equal to the area of the element dsl shown in Fig.
8.6, Allor
(8.15)
The probability that strength exceeds s1 is equal to the shaded area

A2, shown in Fig. 8.6, or
P(S > 51) = 1 f(S)

00
51
dS = A2. (8.16)
The probability of no failure; i.e., the reliability at s1 is the product

of these two conditional probabilities, or
(8.17)
The component's reliability would then be all probabilities of strength

being greater than all possible values of stress, or
(8.18)
or
R= 1,f'*W
00
ds, (8.19)
where
f'*M = f ( 4 jrn
f(S)dS1 (8.20)
and it is called the survival function.
8.4.1 OBTAINING THE SURVIVAL FUNCTION

The procedure of obtaining the survival function, f'*(s), is similar to
the determination of the failure function, f*(s), and is illustrated step
by step in Table 8.6:
1. Choose a value of s, or s i , in such a range that gives a significant
change in the value of Eq. (8.20).
2. Evaluate
(8.21)
using Columns 2 and 3.

3. Obtain the values for f(S)for the chosen values of sir using
Columns 4 and 5.
4. Obtain the corresponding value for f(s) using Columns 6, 7 and
8.
5. Obtain the product of Columns 3 and 8, and get f'*(s).
6. Plot f(s) versus S i .
THE SURVIVAL FUNCTION 399
7. Plot f(S)versus si.

8. Plot f ’ * ( ~ versus
) Si.
9. Measure the area under either f(s) or f(S),and f’*(s) from

precise plots thereof.
10. Find the reliability from
Area under f’*(s)

R=
Area under f (s) or f (S) ‘
The difference between Tables 8.1 and 8.6 is that in Table 8.6, Column
3 has changed to
and Column 9 has changed to f’*(s)= Column 3 x Column 8.

EXAMPLE 8-3
The Case 3 of Example 8-1 is repeated here to illustrate the deter-
mination of the reliability. Recall that
f(s) = N(s,a,)= N(50 kpsi, 15 kpsi),
and
f(S)= N ( 3 , ~ s=)N(25 kpsi, 5 k p s i ) ,
Using Table 8.6 results, plot the survival function f’*(s),and determine
the reliability by finding graphically the area under this curve, or from
R= LW00
f’*(s)ds.

Fill in Table 8.6 as described earlier. Sample calculations axe given
next, with the rest of the calculated values given in Table 8.6. The
plot of the survival function is given in Fig. 8.7.
Sample calculations for Example 8-3 axe as follows:
For s = 25 kpsi,
4[zS(s)] -
- 0.09893 = 0.006595,
f ( 4= 0 5 15
.TABLE 8.6- Determination of the survival function, /“(s), values for Example 8-2,
with normal /(s) and normal j ( S ) .
4 5
*
0 7 8 9
t&L= 1 -4243) f(s)= -=
fJ(J) f ( J )= I ’* ( 3 )
4JItS(J)I 61JS( b )I
05
-
*-J
0,
4J[z,(r)] =3 x 8
4 0.0 -5.0 I .w000000 0 .owKKKw) 0.OUO0w)o -3.33 0.001560 0.O001040 0.00010400
0 5.0 -4.0 0.9999(i8.10 0.0004744 0.00009488 -3.00 0.004432 0.0002955 0.00029550
0
10.0 -3.0 0.99805000 0.0044320 0.00088h40 -2.G7 0.011300 0.0007533 0.00075230
15.0 -2.0 0.97725000 0.0539900 0.01079800 -2.33 0.020430 0.0017020 0.00172200
20.0 -1.0 0.8’1134000 0.242oooo u.owioooo -2.00 O.US~~[N 0.00~~9900.00302~)~
25.0 0.0 0.50000000 0.398’3ooo 0.0797t1000 - 1 .(i7 o.uwno 0.0005950 o . o o ~ m o u
30.0 1.0 0.1586G000 0.2.12oooo 0.04840000 -1.33 O.IG4700 0.0109800 0.00174300
35.0 2.0 0.02 275000 0.0539900 0.01079noo -1.00 0.2~12000 0.0161333 0.0003~7~0
40.0 3.0 0.00I35000 0.0044320 0.00088640 -0.67 0.318400 0.0212260 O.oooO2870
45.0 4.0 0.00003107 0.0001338 0.00009488 -0.33 0.377800 0.025180G 0.00000000
50.0 5.0 0.00000000 0.0000000 u.oouooooo 0.00 u.39nooo 0.0205933 0.00000000
d
x
cr:
40 1
f’*(s)= f(s) 1 f(S)

S
00
dS = 0.006595 x 0.5 = 0.003298.
From Fig. 8.7 the area under f’*(s)gives the reliability of R =

0.04762, and consequently the unreliability of Q = 0.95238.
8.5 DETERMINATION OF RELIABILITY

OR UNRELIABILITY BY THE
DIFFERENCE-DISTRIBUTION METHOD
It is convenient to use the difference-distribution method to determine
the reliability of a component if strength and stress are independent
random variables, and both are normally distributed.
Then,
(8.22)
where
-
S-S
m=-
(u;+ a : ) $ .
Since R + Q = 1, then
Q = 1 -R = Lmh e - 1 ’ ’
m
dz. (8.23)
EXAMPLE 8-4
The three cases of Example 8-1 are redone here so as to give a
correlation between the stress-strength interference approach and the
difference-distribution method.
For Case 1:
f(s) = N ( ~ , u , =
) N(50 kpsi, 15 k p s i ) ,
and
f(S) = N ( S , o s )= N(75 kpsi, 5 k p i ) ,
THE DIFFERENCEDISTRIB UTION METHOD 403
-
m=-
S-3
- - 75 - 50
- - -- 25 - -1.58,
-
(0: +a!)$ (152+ 52); 15.81
or
Q1 = [: @ ( z )dz = 0.05705,
and
R1 = 1 - 0.05705 = 0.94295.
For Case 2:
f(s) = N(B,a,) = N(50 kpsi, 15 k p s i ) ,

and
f(S)= N ( S ,0 s ) = N(50 kpsi, 5 kpsi),
50 - 50
m=- = 0,
(152+ 52)$
or
and
Q2 = rm @ ( z )dz = 0.5,
R2 = 1 - 0.5 = 0.5.
For Case 3:
f(s) = N(B,a,) = N(50 kpsi, 15 kpsi),

and
f(S)= N ( S , a s )= N(25 kpsi, 5 k p s i ) ,
25 - 50 =--25
m=- - 1.58,
(152+ 52)t 15.81
or
Q3 = 1-
1.58
@ ( z ) dz = 0.94295,
and
R3 = 1 - 0.94295 = 0.05705.
8.6 CONCLUSIONS
1. The analysis presented in Sections 8.2 and 8.3 shows that Eq.
(8.6) gives the unreliability and Eq. (8.18) gives the reliabil-
ity once the failure governing stress distribution, f(s), and the
corresponding failure governing strength distribution, f (S),are
determined. In many cases, however, exact closed form analyt-
ical solutions to Eqs. (8.6) and (8.18) cannot be reached. So
the graphical and numerical analysis methods for evaluating the
reliability and the unreliability, presented in this chapter and
Chapter 6, would then be very useful [3; 41.
2. The failure function f*(s),of Eq. (8.7) gives the equation of the
curve, the area under which gives the probability of failure, or
the unreliability Q , as may be seen in Figs. 8.2 through 8.5.
3. The survival function f’*(s)of Eq. (8.20) gives the equation of
the curve, the area under which gives the probability of success,
or the reliability R, as may be seen in Fig. 8.7.
4. Comparing the results obtained using the graphical analysis and
the difference distribution methods in Table 8.4, it can be seen
that the absolute errors are less then 1%. The accuracy of graph-
ing the curves of f(s),f(S), f*(s), and f’*(s),and the accuracy
of measuring the area that represents the unreliability or the
reliability, or the area under the failure function f*(s)and the
survival function f’*(s)determines the accuracy of Q or R. For
very low probabilities the area under f*(s)and f‘*(s)should be
determined using Simpson’s or Trapezoidal rule, or the Gauss-
Legendre formulas [5, Chapters 14 and 151.
5. When the value of Q (or R) is small, the plotting of the curve
of the failure function, or the survival function, is difficult. But
then, since Q+R = 1, it is best to plot the survival, or the failure
function that yields the larger area.
6. The overlap region (interference area) of f(s) and f(S) is often
considered to be indicative of the unreliabililty, but this is not
always true. The unreliability is given only by the area under
the curve of the. failure function f*(s),given by Eq. (8.7).
7. The following may be observed from the examples presented in
this chapter, when stress and stength are both normally dis-
tributed:
s
(a) When > 3, the reliability is greater than the unreliability.
In this case, if the interference area is large, as may be seen
PROBLEMS 405
in Fig. 8.2, it indicates that the unreliability is relatively

high.
(b) When 3 = 3, R is equal to Q, and R = Q = 0.5. The
interference area is not equal to the value of the unreliability,
and the curve of the failure function is not always bounded
by the interference area, as may be seen in Figure 8.3. If
also cS = as the two curves of f ( s ) and f(S)are on top
of each other and the interference area lies under the whole
curve of f(s), and the area under the curve of the failure
function occupies half of the area under f(s).
(c) When 3 < 8,the unreliability is greater then the reliability,
and the interference area does not indicate the unreliability
anymore, as may be seen in Fig. 8.4. Futhermore, the
unreliability area occupies almost the whole area under the
stress pdf!
(d) When << 8 the interference area does not indicate the
unreliability but the reliability, as may be seen in Fig. 8.7,
and the area under the curve of the survival function is
bounded by the strength pdf!
8. When f(s) and f(S)are both lognormally distributed, as in the
case in Example 8-2, the unreliability is again given by the area
under the failure function as may be seen in Fig. 8.5. The shape
of this area appears to be similar to that in Fig. 8.2 for normally
distributed f ( s )and f(S).
9. Now we know that we should not use figures like that in Fig. 8.8
to indicate the failure probability area, but a figure like that in
Fig. 8.9.
PROBLEMS
8-1. Using the procedure presented in Sections 8.3 and 8.4, deter-
mine the unreliability and reliability for normallly distributed
stress, N(45 kpsi, 10 kpsi), and normally distributed strength,
N(70 kpsi, 5 kpsi), and compare the results with the ones ob-
tained by the difference-distribution method.
8-2. Using the procedure presented in Sections 8.3, and 8.4, deter-
mine the unreliability for lognormally distributed stress LN(4.8
loglo kpsi, 0.07 loglo kpsi) and lognormally distributed strength
LN(5.25 log,, kpsi, 0.085 log,, kpsi), and compare the results
with the ones obtained by the difference-distribution method.
Failure governing
strength distribution
\
Stress, s,Strength, S
Fig. 8.8- Failure governing stress and strength distribu-

tions with unteliability given by, or indicated by,
the interference area erroreously.
PROBLEMS 407
Failurn go-ming
stnngth distribution
i
- -
0 t S"
Stress, t, Strength, S
Fig. 8.9- Failure governing stress and strength distribu-

tions with unreliability given by the shaded area.
408 UNRELIABILIT Y AND RELIABILITY
REFERENCES
1. Freundenthal, A.M., “Safety, Reliability and Structural Design,” American
Society of Civil Engineers Transactions, Journal of the Structural Di-
vision, Proc. Paper 2764, pp. 304-323, March 1961.
2. Kececioglu, Dimitri B., “Mechanical-Structural Reliability Analysis and
The Associated Confidence Level,” First National Congress on Pres-
sure Vessels and Piping, The American Society of Mechanical Engi-
neers, published in their Failure Analysis and Prevention of Failures
Proceedings, pp. 12-35, May 1971.
3. Kaput, K.C. and Lamberson, L.R., “Reliability in Engineering Design,”
John Wiley & Sons, Inc., New York, NY, 586 pp., p. 123., 1977.
4. Haugen, Edward B., “Probabilistic Mechanical Design,” John Wiley &
Sons, Inc., New York, NY, 1980, 626 pp., p. 373.
5. Scheid, Francis, “Theory and Problems of Numerical Analysis,” Schaum’s
Outline Series, McGraw-Hill Book company, New York, NY, 1968,422
PP.
Chapter 9
A UNIFIED LOOK AT DESIGN

SAFETY FACTORS, SAFETY
MARGINS AND MEASURES OF
RELIABILITY
9.1 INTRODUCTION
The integrity of any design, and in particular that of mechanical com-
ponents and structural members, has to be based on the knowledge of
the applied stress they experience in actual use and of their strength
to withstand the applied stress. The stress is that which the part be-
ing designed will experience in actual operation. The strength under
use conditions is the stress at failure. It follows then that the proper
stress to use in the design process is that stress at which, if it exceeds
the strength, failure is likely to occur. Frequently, however, the abm-
lute maximum of such stresses is used, and to determine the strength,
an attempt is made to arrive at either the average or the minimum
strength to assure a considerably conservative design. Two basic de-
sign integrity measures are then used to assess the design:
1. The safety factor.

2. The safety margin.
These measures serve to essentially establish the relative difference

between the design strength and the design stress, as will be discussed
later in this chapter. In the majority of cases, such an approach results
409
410 MEASURES OF DESIGN INTEGRITY
in overdesign, and does not provide a quantitative measure of the in-

tegrity of the design in the sense that if a component is overdesigned,
it is not known ahead of time by how much.
Today, with the prevailing severe constraints on system design in
terms of reliability, weight, volume, safety and cost, this approach be-
comes inadequate. The best measure, today, of design integrity is
coming from Reliability Engineering efforts. These efforts are result-
ing in mathematical and experimental techniques which are enabling
the designer to calculate the designed-in Reliability, the most logical
measure of the integrity of a design. The reason for this is that Reli-
ability gives the quantitative measure of the design integrity in terms
of the probability, or chance, that a specific component will function as
intended for the duration of their operation without failure.
The design-by-reliability approach utilizes the fact that all vari-
ables which enter into the stress and strength equations are described
in accordance with their distributions. As a result, the design stress
and strength are also described in accordance with their own distribu-
tions. These distributions are called failure governing stress and failure
governing strength distributions, respectively. Once these two distribu-
tions are determined, the associated reliability can be calculated [l,pp.
85-109; 2, pp. 555-562; 31.
This chapter has the following objectives:
1. Explicitly discuss measures of design integrity; namely safety fac-

tors, safety margins and reliability.
2. Establish the relationship among all three.
3. Provide an approach to using safety factors, safety margins and
reliability in a unified manner, with the objective of making the
quantitative reliability designed into a mechanical component,
the best measure of the integrity of the design. Once both the
safety factor (or the closely allied safety margin) and the relia-
bility are established, then the combination of the two provides
a powerful measure of the adequacy of the design, which today’s
designer is required to evaluate quantitatively.
9.2 FAILURE GOVERNING STRESS AND

STRENGTH, AND THEIR DISTRIBUTIONS
Prior to the discussion of safety factors, safety margins, and reliability,
we should explicitly bring out the two most important distributions in
design. These are the failure governing stress and the failure governing
SAFETY FACTORS 411
strength distributions, shown in Fig. 9.1. The procedure of arriving at

the failure governing stress distribution for mechanical components is
as illustrated in Fig. 9.2. A detailed fifteen-step methodology to arrive
at these two distributions is given in Chapter 2.
The next step is to become familiar with the various definitions
and forms of safety factors, safety margins, and reliability, and the
determination of their interrelationship.
9.3 SAFETY FACTORS

A variety of safety factor definitions have been proposed and used.
These definitions and their discussion follow:
1. “Ratio of the ultimate strength in a component to the allowable
or actual working stress” [l through 111. This can be written as
Safety Factor = F = -,
SW
5w
where
Su = ultimate strength, psi,
and
sw = working stress, psi.
These values are placed on Fig. 9.1, where the mean ultimate
strength is designated by SW. Unfortunately, as no specific value of
the ultimate strength is given, one would not know whether Su should
be placed at the right extremity, at the mean, at the left extremity,
or somewhere else on the failure governing strength distribution. If,
for example, a few samples were tested, the ultimate strength of each
determined, and all of these values averaged, it is possible that this
value might be Sul,as indicated on Fig. 9.1; or a value of 5112,might
be obtained as also indicated on Fig. 9.1. Consequently, the values of
ultimate strengths obtained from published data in most handbooks
and textbooks of design, do not tell us where to place such values on
the ultimate strength distribution. They could be placed anywhere as
it has been shown in Fig. 9.1. This,.unfortunately, leads to the uncer-
tainties inherent in the conventional design methodologies, as will be
elaborated upon later.
The mean allowable, or actual, working stress is designated by 3
in Fig. 9.1. Here again, the same considerations, brought out in the
discussion of the ultimate strength, apply, in that the allowable, or
actual, working stress may be the average or the maximum failure
Follura govornlng
o tr cngt h dl r lr I butIon
f-oilurs ()owning
0) slress dlstrlbtrrlon
- 1
-8 1
I
-
0 I I
31 S", Sm
S l r q 6, Slrrnglh, S
Fig. 9.1 - Failure governing stress and strength distributions with unreliability given by the
shaded area. Various stresses and strengths used in safety factor definitions are also
shown.
,Strmnqth
Didributian
sTFIuSWlTWQTMAfTRaSF;pGmFK~
(SET rom
- f(S1,
(b)
f(S1
m u s wnw TEMPERATURE m m d
T
IMCII€4SlNQ
STRUS WrrW LOAO -OR/
STRE¶S W I T H STRESS C C N a M R A n O N ’
Thrsa distributions
,may bo those of
tatsilo or ahoar
strrra and
FIcrwI rtrrngth, o r of
NOMINAL STRESS’ distortion onuqy.
(a)
Stress increase and strength demase resulting
fmm the application of the respective stress
and strength factors.
Stress and strength distributions.
Fig. 9.2 - Determination of the failure governing stress and

strength distributions.
413
governing stress, or it may have been determined from the value of the
safety factor used. It may be near the minimum of the failure governing
stress distribution, as indicated by sl, or near the maximum of the
failure governing stress distribution, as indicated by sq in Fig. 9.1. It
may be seen from this discussion and Fig. 9.1, that this ratio called
the safety factor may actually be as small as Su1/s2, or as large as
S U ~ / depending
S~, on the specific strength values used and stress values
calculated, and all of them would be within the scope of this definition.
2. “Ratio of the yield strength in a component to the allowable or
actual working stress” [5 through 111.
The discussion given for the ultimate strength also applies for the
yield strength, the only difference being that instead of the ultimate
strength distribution, the yield strength distribution is used.
3. “Ratio of the maximum safe load to the normal service load”
[121.
This definition implies that the integrity of a design can be de-
termined by comparing the load which if exceeded will result in the
failure of the component (safe load), with the actual loads expected to
be applied (normal service load). This suggests that in Fig. 9.1 instead
of the stress distribution the load distributions should be used. As re-
liability, R, is given by “all probabilities that the safe load, L , exceeds
the normal service load, 1,” i.e., by
R = P(L > l), (9.2)
or
L
R = P ( i > l), (9.3)
this is a good definition, particularly when the loads are considered to

be distributed.
4. “Safety factor is the ratio of the computed strength, S , to the
corresponding computed load, I, i.e., F = S/1.” Uncertainties will cause
a variation of strength, AS, and of load, Al, from the computed values,
so that the lowest probable strength, Smin = S - AS and the highest
+
probable load, l,,, = 1 Al, must satisfy the inequality Smin L 1max
for no failure. Then,
S - A S >_ 1 + Al,
or
AS A1
S[1 - --] 2 1[1 + TI.
S
SAFETY FACTORS 415
Consequently, the minimum safety factor is
(9.4)
Thus, if the maximum variations are 25% of the computed values,

a minimum safety factor would be [13]
=
+
1 0.25
= 1.67.
Fmin
1 - 0.25 (9.5)
This definition attempts to bring in the distributional aspects of strength

and load as “uncertainties”, and it is inferred that both strength and
load are entities having the same dimension of either stress or load.
5. “Ratio of the damaging stress (e.g., fatigue limit) to the maxi-
mum known working stress” [14].
This definition carries a similar connotation as the previous one,
whereby the failure governing strength is called “damaging stress” and
the failure governing stress is called “ maximum known working stress.”
6. “Ratio of mean strength to mean load” [15].
This is the same as F = S/3 where “load” should be the stress
resulting from the acting mean load if “strength” is taken to be the
mean of the failure governing strength.
7. “Ratio of significant strength to significant stress” [16].
This is similar to that of No. 5, where the “significant strength” is
the failure governing strength or “damaging stress”, and the “signifi-
cant stress” is the failure governing stress or “working stress.”
It may be seen that, although definitions vary widely with a p p r e
priate interpretations of the terms used, the safety factor is the ratio
of a particular strength value to a particular stress value, or
S
Safety Factor = F = -. (9.6)
s
In addition, the central safety factor is the ratio of the central
tendency measure of the failure governing strength distribution to the
central tendency measure of the failure governing stress distribution.
In the particular case that the two distributions are normal, the best
measure of their central tendencies is the mean, therefore,
Central Safety Factor = F = -.

s (9.7)
s
The best concept such a safety factor can convey is how far the
mean strength is removed from the mean stress. In other words,
Table 9.1 - Parameters for Example 9-1.
Item Symbol Value

-
Mean of load P 5,500 lb
Standard deviation
of load UP 300 lb
Mean of yield -
tensile strength S 40,000 psi
Standard deviation of
tensile yield strength US 3,500 psi
Mean of rod -
diameter d 0.5 in
Tolerance of rod
diameter Ad = f 3 a d 0.003 in
it merely establishes the relative placement of the failure governing

stress and strength distributions, with no indication, whatsoever, of
the quantitative failure probability of the component. Sometimes de-
signers believe that designing to a safety factor above some precon-
ceived magnitude, usually above 2.5, would results in no component
failure. On the contrary, with such, and even higher safety factors, the
failure probability may vary from a very satisfactory low value to an
intolerably high value. Furthermore, a safety factor of one, to most
designers, implies that failure will occur 100% of the time because,
presumably, there is no safety margin, whereas failure would actually
occur only 50% of the time, if the stress and strength distributions
are normal and their means are equal. This behavior is discussed in
Chapter 6.
EXAMPLE 9-1
Determine the central safety factor, P , of the solid circular tensile
member subjected to an axial load, given the information in Table 9.1.
SOLUSION TO EXAMPLE 9-1
The failure mode of concern is that of yielding due to the tensile
load. Consequently, the failure govern'ing stress is given by
P
s=-
A'
SAFETY MARGINS 417
where
A = cross-sectional area of the rod,
or
A = nd2/4.
Then,
P P
s=-- - 1.27324 -
n $14 &'
3 is determined from
-
P
3= 1.27324 3 ,
d
5,500
= 1.27324-
0.52 '
or
3 = 28,011.28 psi.
From Eq. (9.7), given 3 = 40,000 psi, the central safety factor is
- 3 40,000
F=-=
3 28,011.28'
or
-
F = 1.43.
9.4 SAFETY MARGINS

The basic safety margin definition used in most design books [17,183
is
Safety Margin = A4 = F - 1. (9.8)
This means that the safety margin is the amount by which the
safety factor value exceeds unity. This definition again ignores the fact
that stress and strength are distributed, as does the safety factor.
One way of circumventing this problem is to so define the safety
margin that it incorporates all distribution parameters. In the case
of the normal distribution, the means and standard deviations of the
failure governing stress and strength distributions are required. One

such definition is
This definition is essentially the expression for the number of strength

standard deviations the mean strength is removed from the maximum
stress. It does incorporate the four normal distribution parameters if
the equivalent for
, , ,s is substituted. An equivalent for smaz may be
Smaz = 3 + kus, (9.10)
then
-
M=
S - (S + kus) (9.11)
US
This is a good definition, with one minor ambiguity, namely the selec-
tion of a k value, which determines the maximum stress value. The
value of k would change the magnitude of the M , by changing the
extent of inclusion of the right tail of the stress distribution into the
calculations of the probability of failure. It should be mentioned that
exact reliability determinations are quite sensititive to the overlapping
“tails” of these two distributions. The complexity of the system to
which the component belongs and the required accuracy of determin-
ing the system’s reliability govern the selection of the magnitude of k .
Customarily, values between three and six stress standard deviations
are used; i.e., k = 3 to 6. Lusser [18] recommends using k = 6 while
also using a value of 5 standard deviations to the left of the mean for
the minimum strength. As an example, if 3 = 20,000 psi, 3 = 10,000
psi, us = 1,000 psi, os= 500 psi, and k = 4.5, then
20,000 - (10,000 + 4.5 x 500)
M= = 7.75.
1,000
If k = 3.0, then M = 8.50, and if k = 6.0, then M = 7.0. It may
be seen that the safety margin increases by 9.7% when k decreases to
3.0 from 4.5, and decreases by 9.7% when k increases to 6.0 from 4.5.
Although this isn’t too great a change, it may result in a significant
change in the reliability of the component. Consequently, even the
safety margin does not provide a true measure of the component’s
reliability.
EXAMPLE 9-2
Using the data in Example 9-1 find the safety margin, M , defined
by Eq. (9.9), if the maximum stress is given by sm,, = S + 6us.
SAFETY MARGINS 419

Fkom Eq. (9.9)
-
M = S - smax 7
US
or
-
M=
S - (3 +6 ~ 3 ) (9.11')
0.9
In Example 9-1, the mean of the failure governing stress, 3, was deter-
mined to be 28,011.28 psi. Using Eq. (4.21) u, is given by
where, from Table 9.1,

UP = 300 lb,
and the tolerance on d is specified as f30d. Take 3ud = 0.003 in.
Then,
Ud = 0.001 in.
Since
P
s = 1.27324-,
d2
then
[
u, = (1.27'324s)2ug + (-l.27324$)2u;]
112
= [ (1.27324-&)' 30O2 + (-1.27324 "'"d.5C9)' 0.0012]
or
us = 1,531.99 psi.
Substituting all values obtained in Example 9.1 and above into Eq. (9.11')
yields
40,000 - (28,011.28 + 6 x 1,531.99)
M= ,
3,500
or
M = 0.80.
Note that if the definition of Eq. (9.8) for the safety margin is used,
then using the central safety factor from Example 9.1, M would be
M=F-1,
= 1.43 - 1,
or
M = 0.43.
9.5 MEASURES OF RELIABILITY

From the failure governing stress and strength points of view, reliabil-
ity, R , is given by “all probabilities that the failure governing strength
exceeds the failure governing stress” [2], or
R = P ( S > s). (9.12)
By transferring s to the left side of the inequality, yields
R = P ( S - s > O), (9.13)
and by dividing both sides of the inequality of Eq. (9.12) by s, yields
S
R = P ( - > 1). (9.14)
S
In the case of Eq. (9.12), it has been shown in Section 6.2 that
given f l (S), representing the failure governing strength distribution,
and f i ( s ) , representing the failure governing stress distribution of a
component, the reliability of this component according to Eq. (9.12) is
given by
(9.15)
where a and b are the minimum and maximum values, respectively, the
stress can assume in its probability density function (pdf), and c is the
maximum value the strength can assume in its pdf. For the normal
p d f , u = -00, and b and c = +oo. For the lognormal, Weibull and
gamma pdf’s, u is the location parameter, and b and c may be made
a finite value. Methods of evaluating Eq. (9.15) have been presented
in Section 6.4 for any combination of distributions fl(S)and f2(s). It
MEASURES OF RELIABILITY 421
I I
5 6 J S - S
Fig. 9.3 - The strength-stress difference distribution, f(<).
has also been discussed in Section 6.4 that [2] reliability is the only
quantitative measure of integrity of a design, in as much as it gives
the numerical probability that the designed component, which in the
actual use environment is subjected to stresses described by f2(s) and
exhibits strengths described by fl(S), will function as desired, and
without failure.
The case of Eq. (9.13) says that reliability is given by all prob-
abilities the diference between strength and stress is positive. This
corresponds [2] to the positive area under the difference distribution
f3(S- s) shown in Fig 9.3. If we denote (S - s) by <,then Eq. (9.13)
may be written as
rd
(9.16)
where d is the upper limit o f t .

If fi(S)and f2(9) are normal distributions, f3(<) is also a normal
distribution; hence, in terms of the parameters of these distributions,
Eq. (9.16) becomes [2]
(9.17)
where 4 ( z ) is the standardized normal distribution function, and values

of the integral can be obtained by entering the standardized normal
distribution’s area tables with the value of
(9.18)
Therefore,
R = f4(m) = f4(-f/at). (9.19)
It may be seen that, with normally distributed fl(S) and f 2 ( s ) ,
reliability can be calculated once m is known. Given in Fig. 9.4 is the
reliability plotted versus m on probability paper. Thus, given s, S, a,
and as,rn can be calculated and the reliability can be obtained from
Fig. 9.4.
Another representation is given in Fig. 9.5 [l, p. 5261, where the
reliability is plotted versus the safety factor. It may be seen that the
abscissa is
(9.20)
and the family-of-curves parameter is
(9.21)
This representation does bring in all four parameters, 3, 3,a, and

as,required for the determination of the component’s, or structure’s,
reliability.
This approach suggests the following representations as well: Di-
viding the numerator and the denominator in Eq. (9.18) by 3 yields
(9.22)
(9.23)
and
(9.24)
Equation (9.23) can be used as follows: Plot as the abscissa and

R as the ordinate, using D = ag/3 as the parameter of the family-of-
curves. Equation (9.24) can be used as follows: Plot 2 as the abscissa,
423
Fig. 9.4 - Relationship between reliability and factor rn as defined above.

424
1.2 1.3 1.4 IS 16 1.7 10 I9 2 0 22 24 2.6

RLLIAUJfY
SAFETY FACTOR -f
Fig. 9.5 - Rclationehip between reliability, safety factor, and C BB defined above.
R as the ordinate, and D = ut/S as the parameter of the family-of-

curves. The latter merely requires the superposition of another abscissa
on the previous one with the values of marked against the F abscissa
reduced by the value of unity, as shown in Fig. 9.6.
Still another representation is that of Lipson, et a1 [20, pp. 328-333,
6391. Here, Eq. (9.18) is put into the form
(9.25)
where
vs = a& (9.26)
and
v, = u,/s. (9.27)
The V's are the coefficients of variation of the distributions in-
volved. Equation (9.25) is then solved for the central safety factor to
give
(9.28)
where
(9.29)
and
2
W=l-m V,.2 (9.30)
Figure 9.7 gives a nomogram wherefrom, knowing the reliability, V,
and Vs the safety factor can be determined. The procedure requires
the determination of R from Fig. 9.4, knowing m. A line drawn from
V, to Vs crosses the calculated R curve at the corresponding safety
factor F, which is read along the abscissa.
A similar approach is suggested also by Johnson [21, pp. 177-
2021, where an expression is derived for the safety factor in terms of
8,3,us,0s and R with essentially identical results as those of Lipson,
et a1 [20].
EXAMLE 9-3
Assume that the failure governing stress and strength of the ten-
sile member in Example 9-1 are normally distributed. Determine the
reliability as follows:
a
426
’ 0.30 * 0.30
I 0.25
0”l“II
0.20 9
0.15
0.10
0.05
0
SAFETY FACTOR-f
Fig. 9.7 - Relationship between reliability, safety factor, etreae coefficient of variation, and strength
coefficient of variation for normal streas and strength dietributionr.
1. Using Eq. (9.17).

2. Using Figs. 9.5 and 9.6.

1. Since the failure governing stress, s, and strength, S, are nor-
mally distributed with the parameters obtained in Examples 9-1 and
9-2, the reliability is given by Eq. (9.17), or
where $ ( z ) is the standardized normal distribution function, and Val-

ues of the integral can be obtained by entering standardized normal
ditribution area tables with the value of
-
S-S
m=-
(4+ 0 s2) 112'
Substituting all four parameters, 3, 3, us and us,into this equation
yields
40,000 - 28,011.28
m=-
+
(3, 5002 1, 531.9g2)lI2'
or
m = -3.1379.
From the standardized normal distribution's area tables in Appendix
A this component's reliability is found to be
R = 0.999155.
2. From Eq. (9.21) the coefficient of variation of the reliability is
C= (4
+ 0 s2) 112
s 7
- (3. 5002 + 1, 531.992)'/2 1

40,000
or
C = 0.0955.
Entering Fig. 9.5 with = 1.43 and C = 0.0955 yields
R = 0.999.
Similarly,
- (3, 5002
-
+ 1, 531.9g2)'I2 1
28,011.28
or
D = 0.136.
Entering Fig. 9.6 with D = 0.136 and F = 1.43 yields
R = 0.999.
The case of Eq. (9.14) results in a still different approach to com-
bining the safety factor with reliability. Freudenthal [22, pp. 307-3111
and Shinozuka [23, pp. 7-91 have pursued this approach by consider-
ing the safety factor itself as a distributed variable, since S and s are
themselves distributed as f(S)and f(s),respectively.
The ratio F = S/s is different for each component in the same p o p
ulation, since stress and strength are random variables. Thus, stress
and strength being random variables, F is also a random variable with
a pdf of f8(F),the distributional form of which is determined by the
distribution of S or f(S), and of s or f(s). To be specific, consider the
following two cases:
1. S and s are normally distributed,
2. S and s are lognormally distributed.
Since failure occurs when S/s < 1, or F < 1, the unreliability, or
the probability of failure, is given by
(9.31)
and reliability is given by

00
R=I-Q=i FB(F)dF. (9.32)
In Fig. 9.8, the pdf f s ( F ) has been plotted and the reliability has been
indicated.
Normally Distributed S and s - When f(S)and f ( s ) are both
normal distributions, a convenient measure of their central location
could be the central safety factor, F, representing the central, or mean,
-QD
0
I
I
-F t=
SAFETY FACTOR -F
Fig. 9.8 - Plot of the probability density function for the safety factor and designation of the area
giving reliability.
MEASURES OF RELIABILITY 43 1
value as S/3. In the cases discussed here, S and s are considered to be

statistically independent.
In this case, with the standard deviations of S and s reasonably
small, F will be practically normally distributed with parameters,
(9.33)
and
(9.34)
To evaluate R from Eq. (9.32), z = needs to be determined.

- OF -
For F = 1, z = a,
OF
and for F = 00, z = OF = 00.
Therefore, Eq. (9.32) becomes
R= /dm $64 dz, (9.35)
where
1 - 7
d=-.
QF
Then,
R =1-@ [TI.
1-F
(9.36)
In Fig. 9.9, Eq. (9.36) is plotted, where F = S/a is the abscissa, R

is the ordinate and QF is the parameter of the family of curves.
EXAMPLE 9-4
Rework Example 9-3 using Eq. (9.36), or Fig. 9.9.
From Eq. (9.36), the reliability is given by
R =1-0 (-)1-F ,
where
F = -3-- 40,000
-
3 28,011.28’
432 MEASURES OF DESIGN I N T E G R I T Y
0.999999
c
1
0.9999
-
c-
-
1
m
-
4
J
W 0.99
U
050
01 4 8 I2 I6 20
CENTRAL SAFETY F A C T O R - F
Fig. 9.9 - Relationship between reliability, central safety

factor and the standard deviation of the safety
factor’s pdf, QF, when f ( S ) and f(s) are both
normal distributions.
-
F = 1.4279962,
and from Eq. (9.34)
- +
(40,000)2(1,531.99)2 (28,011.28)2(3,500)2
28,011.28 +
28, 011.282 1, 531.9g2
or
UF = 0.14713.
Substituting these values into Eq. (9.36) yields

R = 1 - @ ( 1 -0:iy7y3962)
7
= 1 - @(-2.9089662),
or
R = 0.9982.
Lognormally Distributed S and s - When f(S)and f(s) are both

lognormal distributions, the procedure of deriving f s ( F ) , is as follows:
Taking the logarithm of both sides of Eq. (9.6) gives
loge F = loge S - loge S. (9.37)
Since S and s are both lognormally distributed, then loge S and loge s
are normally distributed. Therefore, loge F , the difference of two nor-
mally distributed random variables is normally distributed also. Fur-
thermore, the median is a better measure of the central tendency for
the lognormal distribution and it can be determined easily because the
antilog of the mean of l o g e s ' s is the median of all S, or 3, and the
antilog of the mean of loge s's is the. median of all s, or 5.
Consequently,
loge s = loge S7 (9.38)
(9.39)
It follows then that the distribution of loge F is normal, and from

Eq. (9.37), with mean
(9.40)
or
or
(9.42)
or
"
F=,,
3 (9.42')
S
and standard deviation
where
as = standard deviation of the loge S's,
and
us = standard deviation of the loge s's.
The limits of integration in Eq. (9.32) now become the following:
Since
(9.44)
then, for
and for
Therefore,
(9.45)
where
or
(9.46)
Equation (9.46) is plotted in Fig. 9.10, where P = s / S is the ab-

scissa, R is the ordinate, and u is the parameter of the family of curves.
It may be seen that knowing 3 and s', P can be calculated. Knowing u,
and us, u can be calculated. Then, from Fig. 9.10, the corresponding
reliability can be obtained.
EXAMPLE 9-5
Consider the same tensile member as that in Example 9-1. Now,
assuming that the failure governing stress and strength are lognormally
distributed, find the median safety factor, #, and the reliability, R.
Since f(S)and f(s) are lognormal distributions, Eqs. (9.42) and
(9.46) are used to calculate the median safety factor, P , and the relia-
bility, R, respectively. From previous examples,
-
S = 40,000 psi,
as = 3,500 psi,
3 = 28,011.28 psi,
and
us = 1,531.99 psi.
Then [24, Eqs. (8.17) and (8.18), p.4041,

0.
. MEDIAN SAFWN FACTOR -5
Fig. 9.10 - Relationship between reliability, median safety factor, and the standard deviation of the
safety factor’s p d / , o , when /(S)and /(s) are both lognormal distributions.
or
US = 0.0873332,
and
1
= IOge40,OOO- -0.08733322,
2
or
loge S = 109, S = 10.592821.
Then,
S = antilog(log, S),
= antilog(10.592821),
or
= 39,847.741psi.
Similarly, for stress
or
os = 0.054651,
and
1
= loge 28,011.28- -0.0546512,
2
or
log, s = log, 5 = 10.238869,
and
S' = antilog(log,S'),
= antilog(10.238869),
or
2 = 27,969.48 psi.
From Eq. (9.42') the median safety factor is
- 39,847.741
-
27,969.48 '
or
P = 1.4246865.
From Eq. (9.46) the reliability is
where
2 2 112
0 = (as+a,) 7
+
= (0.08733322 0.0546512)'/2,
or
u = 0.1030233.
Finally,
R=l-@
(- log, 1.4246865)
0.1030233 '
= 1 - @(-3.435648),
or
R = 0.9997.
F'reudenthal [22, pp. 311-3141 has developed a similar approach for
determining reliability when f(S)and f(s) are Weibull distributions.
It may be seen that the safety factor (or safety margin) and reli-
ability can be combined, a unification of these three design integrity
concepts can be achieved, and this design integrity can be quantified,
in terms of the designed-in reliability, via the knowledge of the failure
governing stress and strength distributions.
CONCLUSIONS 439
9.6 CONCLUSIONS
It has been shown that when the safety factor is taken to be a ratio
of some strength to some stress it conveys no measure of the integrity
of the design, in terms of the quantitative probability of success or
failure of a component designed on this basis. A similar statement
can be made for the safety margin. However, when the reliability of a
component is quantified, as can be done by the groups of Eqs. (9.12)
and (9.15); (9.13)) (9.16)) (9.17), (9.18), (9.22), (9.23) and (9.24); and
(9.14)) (9.32), (9.35), (9.36) and (9.46), it may be seen that not only can
the reliability of a component be calculated from the knowledge of the
failure governing stress and strength distributions, but also the safety
factor and the safety margin, can be made a part of this reliability.
This may be verified by a study of Eqs. (9.22), (9.23) and (9.24); and
(9.32), (9.35)) (9.36) and (9.46). As a consequence, Figs. 9.4 through
9.7, 9.9 and 9.10 may be generated, which enable one to determine the
reliability of a component from the knowledge of the parameters defin-
ing the failure governing stress and strength distributions. The safety
factor and the safety margin can also be obtained from Eqs. (9.6), (9.7),
(9.8)) (9.9)) (9.28)) and (9.33) with (9.36)) and (9.42') with (9.46).
It has also been shown that the safety factor can be regarded as
itself distributed, as may be seen from Eq. (9.32) and Fig. 9.10. Fur-
thermore, from this distribution, the reliability of a component can be
calculated from Eqs. (9.32), (9.35) and (9.46). As a consequence, a
unification of the various concepts of safety factor, safety margin and
reliability has been achieved.
PROBLEMS
9-1. For a mechanical component the failure governing strength and

stress are assumed to be normally distributed with the following
parameters :
-
S = 18,000 psi, us = 4,000 psi,
3 = 10,000 psi, us = 3,000 psi.
Determine the following:
(1) Central safety factor.

(2) Safety margin (Assume k = 3).
(3) Reliability.
9-2. A mechanical component has lognormally distributed failure gov-

erning stress and strength with the following parameters:
3 = 11,200 psi, us = 1,200 psi,

-
S = 17,000 psi, us = 3,000 psi.
Determine the following:
(1) Median safety factor.

(2) Safety margin (Assume k = 3).
(3) Reliability.
9-3. Consider a pressure vessel that has a 10-in diameter is 22-in long
and has a wall thickness of 0.20 in. The material used is a 303
Stainless Steel having a normally distributed yield strength with
a mean of 65,000 psi and a standard deviation of 5,000 psi.
(1) The pressure in the vessel is 1,600 psi. Calculate the central
safety factor and the reliability.
(2) The pressure in the vessel is normally distributed with a
mean of 1,600 psi and a standard deviation of 100 psi. Cal-
culate the central safety factor and the reliability.
9-4. The loads applied to a column are measured and recorded as

10,125, 11,260, 12,080, 12,825, 13,550, 14,670 lb. Assume that
the maximum safe load has a normal distribution with a coeffi-
cient of variation of 0.10. The reliability goal is 0.999. Determine
the central safety factor for the conventional design approach.
9-5. The breaking strength of a wire rope is given as having a co-

efficient of variation of 0.15. The wire rope is subjected to a
load with a coefficient of variation of 0.21. This wire rope is
designed using the conventional approach with a central safety
factor of 1.667. Assuming the stress and strength are normally
distributed, estimate the reliability of this wire rope.
9-6. The ultimate strength of a mechanical component follows the

Weibull distribution with a minimum strength y = 50 ksi, shape
parameter p = 2 and scale parameter q = 77 ksi. The actual
working stress is normally distributed with a mean of 55 ksi and
a standard deviation of 2.8 ksi. Using Eqs. (9.17) and (9.25)
estimate the approximate reliability of this component.
PROBLEMS 441
9-7. Given are the normally distributed failure governing strength and
stress of a shaft with coefficients of variation of 0.113 and 0.128,
respectively. Determine the mean and the standard deviation of
the central safety factor that satisfies the reliability goal of 0.999.
9-8. Rework Problem 9-7 using the lognormal distributions to model
the strength and stress.
9-9. The failure governing stress and strength of a mechanical compo-
nent have been found to be normally distributed with coefficients
of variation of 0.15 and 0.12, respectively. The model for the total
expected cost of this component is given by
c = c$+ C,(l - R),

where
co = $1,000,
c,
-
= $2,000,
F = central safety factor,
and
R = reliability.
Determine the optimum central safety factor that minimizes the
total expected cost.
9-10. Assume that both failure governing strength and stress have log-
normal distributions with the coefficients of variation of 0.25 and
0.20, respectively. The nominal values are the median for stress
and the lower 5% point for strength. The target reliability is
0.9999. Determine the safety factor used for the conventional
design approach.
REFERENCES
1. Kececioglu, Dimitri B. and Haugen, Edward B,“A Unified Look at
Design Safety Factors, Safety Margins and Measures of Reliability,”
Proceedings of the Seventh Reliability and Maintainability Conference,
San Francisco, CA, pp. 520-530, July 14--17, 1968.
2. Kececioglu, Dimitri B. and Dave Cormier, “Designing a Specified Re-
liability Directly into a Component,” Proceedings of the Third Annual
SAE-ASME-AIAA Aerospace Reliability and Maintainability Confer-
ence, Washington, DC, pp. 546-565, June 29-July 1, 1964.
3. Haugen, Edward B., Probabilistic Mechanical Design, John Wiley &
4. Kececioglu, Dimitri B., McKinley, Joe W. and Saroni, Maurice, “A
Probabilistic Method of Designing a Specified Reliability Into Mechan-
ical Components with Time Dependent Stress and Strength Distribu-
tions,” The University of Arizona, Tucson, Arizona, NASA Report un-
der Contract NGR 03-002-044,331 pp., January 25, 1967.
5 . Gentle, E. J. and Chaple, C. E., Aviation and Space Dictionary, Aero
Publishers, Inc., Los Angeles, CA, 4th ed., 445 pp., 1961.
6. Faires, Virgil M., Design of Machine Elements, The MacMillan Co.,
New York, NY, 3rd ed., 550 pp., 1955.
7. Parker, Henry, Simplified Mechanics and Strength of Materials, John
Wiley & Sons, New York, NY, 230 pp., 1951.
8. Willems, N. and Easley, J. T., Strength of Materials, McGraw-Hill,
New York, NY, 508 pp., 1981.
9. Eschbach, Ovid W., Handbook of Engineering Fundamentals, John Wi-
ley & Sons, NY, 3rd ed., 700 pp., 1950.
10. Bassin, M. and Bradsky, S.,Statics and Strength of Materials, McGraw-
Hill Book Co., New York, NY, 354 pp., 1960.
11. Howell, G.M., Factors of Safety, Machine Design, pp. 76-81, July 12,
1956.
12. Phelan, Richard M., Fundamentals of Machine Design, McGraw-Hill
Book Co., New York, NY, 2nd ed., 208 pp., 1962.
13. Bresler, B., and Lin, T., Design of Steel Structures, John Wiley & Sons,
New York, NY, 710 pp., 1960.
14. Schoof, R., “How Much Safety Factor?” Allis-Chalmers Electrical Re-
view, 1st Quarter, pp. 21-24, 1960.
REFERENCES 443
15. McCalley, Robert B., Jr., “Nomogram for the Selection of Safety Fac-
tors,” Design News, pp. 138-141, Sept. 1, 1957.
16. Lipson, Charles, “New Concept on Safety Factors,” Product Engineer-
ing, Vol. 9, pp. 275-278, Sept. 1960.
17. Shigley, Joseph E., Mechanical Engineering Design, McGraw-Hill Book
Co., New York, NY, 869 pp., 1983.
18. Lusser, Robert, “Reliability Through Safety Margins,” U.S. Army Ord-
nance Missile Command, Redstone Arsenal, AL, ASTIA Document
AD-212-476, U59-14, 17 pp., October 1958.
19. Disney, Ralph and Lipson, Charles,“The Determinnation of the Prob-
ability of Failure by Stress/Strength Interference Theory,” Proceedings
1968 Annual Symposium on Reliability, Boston, Massachusetts, pp.
417-422, January 16-18, 1968.
20. Lipson, Charles, Joe, Kerawalla and Mitchell, Larry, “Engineering Ap-
plications of Reliability,” Engineering Summer Conferences, College of
Engineering, The University of Michigan, Ann Arbor, MI, 640 pp.,
Summer 1963.
21. Johnson, Roy C., Optimum Design of Mechanical Elements, John Wi-
ley & Sons, New York, NY, 535 pp., 1961.
22. F’reudenthal, A.M., “Safety, Reliability and Structural Design,” Amer-
ican Society of Civil Engineers Tkansactions, Journal of the Structural
Division (Proceedings Paper 2764), pp. 305-323, March 1961.
23. Shinozuka, M., “On the Reliability Analysis of Mechanical Systems,”
Presented at the Fifth International Symposium on Space Technology
and Science, Tokyo, Japan, 22 pp., September 2-7, 1963.
Upper Saddle River, New Jersey, Vol. 1, 720 pp., Seventh Printing in
1997.
25. Dhillon, B.S., “Bibliography of Literature on Safety Factors,” Micro-
electronics and Reliability, Vol. 29, No 2, pp. 267-280, 1989.
26. Zhu, T.L., “Reliability-based Safety Factor for Aircraft Composite Struc-
tures,” Computers and Structures, Vol. 48, No 4, Aug. 17, pp. 745-748,
1993.
27. Verderaime, V., “Aerostructural Safety Factor Criteria Using Deter-
ministic Reliability,” Journal of Spacecraft and Rockets, Vol. 30, No 2,
pp. 244247, Mach-April 1993.
28. Hicks, Tyler G., Machine Design Calculations Reference Guide, McGraw-
Hill, 184 pp., 1987.
29. Spotts, M. F., Design of Machine EZements, Prentice-Hall, Englewood

Cliffs, NJ 07632, 684 pp., 1978.
30. Shigley, Joseph E., Theory of Machines and Mechanisms, McGraw-Hill
Book Co., New York, NY, 719 pp., 1995.
Chapter 10
COMPARATIVE ACCURACY OF
EVALUATING RELIABILITY
USING SIMPSON’S RULE, THE
TRAPEZOIDAL RULE AND THE
GAUSS-LEGENDRE METHOD
10.1 INTRODUCTION
The stress/strength interference approach is a very powerful tool for
the prediction of the reliability of mechanical components and struc-
tural members. After the failure-governing stress and strength dis-
tributions of a component or structural member are determined, the
reliability of this component or structural member can be expressed as
a double integral. However in many cases, this integral cannot be eval-
uated in a closed form, consequently numerical integration methods
have to be used.
Using the stress-strength interference aproach, the reliability, R, is
given by [I], [21
(10.1)
or
(10.2)
J-00 J-00
445
446 COMPARATIVE ACCURACY
s, s
Fig. 10.1 - The shaded area gives the reliability given the
stress and strength pdf ‘s.
where fs(s) and fs(S)are the pdf’s of the failure governing stress and
strength, respectively. If Eq. (10.1) is used the reliability is given by
the shaded area in Fig. 10.1, where
(10.3)
and is called the survival function [3, p. 91.

In many design cases f’*(s)is very complicated and Eqs. (10.1)
and (10.2) cannot be evaluated in closed form, necessitating tlie use
of numerical integration methods. This is the reason Simpson’s rule,
the Trapezoidal rule, and the Gauss-Legendre methods of numerical
integration for evaluating the reliability are covered in this chapter,
and their relative accuracies are determined.
10.2 SIMPSON’S RULE, TRAPEZOIDAL RULE,

AND GAUSS-LEGENDRE METHODS
Simpson’s rule for numerical integration is
NUMERICAL METHODS 447
0 - & % 5,b=%
Fig. 10.2 - Numerical integration parameters for Simpson’s
rule.
where n is the desired even number of uniform intervals, as shown in

Fig. 10.2, and
b-a
h=Ax=-
n
, fbo) = f(41 and f b n ) = m. (10.5)
For any positive integer n, the error c in the area given by Eq.
(10.4), is approximately
(10.6)
where
f4)(<) = fourth derivative of f(z) evaluated at C,
a = minimum value of x,
and
b = maximum value of x.
The range a to b is the region of f ( z ) under which the area needs to
be determined.
The Trapezoidal rule for numerical integration is
(10.7)
where n and h have the same meaning as in Simpson’s rule. The error
is approximately
(10.8)
where
f(2)(<) = second derivative of f(x).
The Gauss-Legendre formula for numerical integration is [4, p. 1341
0.9)
where the z i s are the roots of the polynomial
(10.10)
and the coefficients are

z(1 - x;>
A, = (10.11)
n2[Pn-l(zi)]
The values of zi and Ai are given in Table 10.1 [4,Table 15.11, [5], [6].
Given the value of n, the values of zi and A; are obtained from Table
10.1, and the values of f(z;) are calculated. Then, these Ai and f(xi)
values are substituted into the Gauss-Legendre formula to obtain the
value of the integral.
The estimate of the truncation error for the Gauss-Legendre for-
mula is given by
n
€2-
2n + 1
[f(l)+ f W )-k - C Aa xi f(41, (10.12)
i=l
where k is the approximate integral obtained by the Gauss n-point

formula.
10.3 METHODOLOGY FOR EVALUATING RE-

LIABILITY
10.3 .1 THE METHODOLOGY
Equation (10.4),(10.7) and (10.9) are limited to the cases in which
the integral limits are finite numbers, whereas for evaluating reliability,
METHODOLOGY 449
TABLE 10.1- Values of arguments zpand coefficients Ai

for the Gauss-Legendre formula.
- -
n
- Xci A1 n
- xi A2
2 f0.57735027 1.oooooooo 14 f0.98628381 0.03511946
f0.92843488 0.08015809
4 f0.86113631 0.34785485 f0.82720131 0.1215 1857
f0.33998104 0.65214515 f0.68729290 0.15720317
f0.51524864 0.18553840
6 f 0.93246951 0.17132449 f0.31911237 0.20519846
f0.66120939 0.36076157 f0.10805495 0.21526385
f0.2386 1919 0.46791393
16 f0.98940093 0.02715246
8 f0.96028986 0.10122854 f0.94457502 0.06225352
f0.79666648 0.22238103 f0.86563120 0.09515851
f0.52553241 0.31370665 f0.75540441 0.12462897
f0.18343464 0.36268378 f 0.6 1787624 0.14959599
f0.45801678 0.16915652
10 f0.97390653 0.06667134 f0.28160355 0.18260341
f0.86506337 0.14945135 f0.09501251 0.18945061
f0.67940957 0.21908636
f0.43339539 0.26926672
f0.14887434 0.29552422
12 f0.98156063 0.04717534
f0.90411725 0.10693933
f0.76990267 0.16007833
f0.58731795 0.20316743
f0.36783150 0.23349254
- f0.12533341 0.24914704 -
they are -00 and 00, or 0 and 00. One way is to truncate the right
and left tails of the survival function, f’*(s),by error analysis. Then,
Eq. (10.1) becomes
(10.13)
such that the truncation error
(10.14)
is less than the desired error. However, in some cases it may be difficult
to perform the error analysis, because f’*(s)may be complicated.
A more convenient method would be to transform the infinite in-
tegral limits into finite ones. For example, the Mellin transforms may
be employed to transform the original limits to 0 and 1. The Mellin
transforms for Eq. (10.1) are
(10.15)
and
F = Lmfs(s)ds. (10.16)
Then, Eq. (10.1) becomes

1
R=/d G d F , (10.17)
where
dF = -f(s) ds. (10.18)
The reliability, R , is given by the shaded area indicated in Fig.
10.3. So the problem is changed from evaluating the area under the
curve of f‘*(s),to evaluating the area under the curve of the function
G = f ( F ) ,which can be done easily by using the Simpson, Trapezoidal
or Gauss-Legendre formulas.
The general procedure of using Simpson’s and the Trapezoidal rule
is as follows:
1. Choose a desired number of intervals, n. Usually the larger the
value of n, the more accurate the evaluated reliability will be.
METHODOLOGY 45 1
1.o
0.999
0.900
0 P q 1.0
Fig. 10.3- Use of three subintervals for the G = f ( F ) plot to

improve the accuracy of the predicted reliability.
2. Divide the interval [0,1] into n uniform increments.

3. Let
i
Fi = -; i = 0 , 1 , 2 , . . - , n . (10.19)
n
4. Using Eq. (10.16)’ or
(10.20)
solve for Si.
5. Substitute si into Eq. (10.15)’ and get
(10.21)
6. Evaluate the reliability using Simpson’s rule
(10.22)
or using the Trapezoidal rule
1
R ---(Go
2n
+ 2G1+ 2G2 + + 2Gn-2 +
* . -
+2Gn-1 + Gn). (10.23)
The Gauss-Legendre formula cannot be used to evaluate the re-

liability through Eq. (10.17) directly because its interval is [-1’11.
However, the interval [O, 11 can be normalized to [-1’11 as follows:
Let
x = 2 F - 1, (10.24)
then
F = -x + l (10.25)
2 ’
METHODOLOGY 453
and
1
dF = -dx. (10.26)
2
Consequently, Eq. (10.17) becomes
R= '1
2
1
-1
G ( z ) dx, (10.27)
or
l n
C
R = - Ai G ( x ~ ) .
2 2=.
(10.28)
1
The general procedure of using the Gauss-Legendre formula is the

folllowing:
1. Choose the desired total point number, n.
2. Enter Table 10.1 with this n to get the values of zis and Ais.
3. Substitute the zi (i = 1 , 2 . - ,n) values into Eq. (10.25) to get
(10.29)
4. Substitute these Fi values into Eq. (10.20) and get
(10.30)
Then, solve Eq. (10.30) to get the values of Si.
5. Substitute these s; values into Eq. (10.15) to get
(10.31)
6. Now, the reliability can be obtained using Eq. (10.28), or from
(10.32)
10.3.2 EXAMPLES
Three examples are given here to illustrate in detail the procedure for
evaluating reliability. Example 10-1 illustrates Simpson’s rule, with
stress and strength both being normally distributed. Example 10-2
illustrates the Trapezoidal rule with stress and strength both Weibull
distributed. Example 10-3 ilustrates the Gauss-Legendre method with
stress extreme value of the maxima distributed and strength extreme
value of the minima distributed. The parameters of the stresses and
strengths for these three examples are given in Table 10.2, and the
stepwise calculated results are given in Tables 10.3, 10.4 and 10.5,
respectively.
The percentile of the normal distribution, zp, needed in Table 10.3,
Column 2, can be approximated by [7, p. 9331
zp = t -
co + c1t + c2t2 + (10.33)
1 + dl t + d2 ?i + d3 t 3
E M
for any 0 5 p 5 0.5,

where
Co = 2.515517, C1 = 0.802853, C2 = 0.010328,
dl = 1.432788, d2 = 0.189269, d3 = 0.001308,
and lc(p)l < 4.5 x (10.34)
This method is useful for calculating zp by a computer program.

For the case that 0.5 5 p 5 1.0, consider
4=1-p,
then 0 5 q 5 0.5. Using Eq. (10.33) calculate zq, and obtain the value
of zp from zp = -zg.
In Example 10-1, Table 10.3, Column 5, to calculate G ( s ) by a
computer program, the following approximate formula may be used [7,
p. 9321:
For any 0 5 z 5 00
P ( z ) = LW4(z)dz2 1 - z ( z ) ( b 1 + b2t2 + b3t3 +

+b4t4 + b5t5) + E(Z), (10.35)
TABLE 10.2- The parameters of the distributions used
for comparison of the accuracy of the three
methods of determining reliability.
1 The VRIIIC
triic.
of rcl iahiI i t.y
Norrrlid - Noririal
3 = 85,000 psi S = 93,500 psi
1 n., = 4,000 psi us = 3,000 psi 0.9554350
We i hid I Wci bull
/jr, = 2.0, q.9 = 85,000 psi 0.99944GG
E x tm:lne value Extreme valuc
of the rnaxima of the minima
'ys = 35,000;qs = 2,000 0.9969359 I
TABLE 10.3- The I.' and ct' values for Example 10-1 us-
ing Simpson's rule.
I 2 :I 1 5
I' zt(9)= y 3 = -3 t 0 . 9 '1(.9) Zz(3) = c = 1 - (b[Zz(3)]
0.0000 00 00 00 0.00000
0.I250 1.150 89,GOO - 1.300 0.90320
0.2500 0.675 87,700 - 1.933 0.97128
0.3750 0.319 86,276 -2.108 0.99180
0.5000 0.OOO 85,000 -2.830 0.99767
0.6250 -0.319 83,436 -3.350 0.99960
0.7500 -0.675 82,300 -3.730 0.99990
0.8750 - 1.150 80,4 00 -4.370 0.99999
I .oooo --oo -cm -00 1.ooooo
METHODOLOGY 457
TABLE 10.4 - The F and G values for Example 10-2 us-

ing the Trapezoidal rule.
F 3 =7s[-~0ge~G ~=ke z p [ - ( ; ) P s ]
0.0000 00 0.0000000
0.1250 2,884.05 0.9988494
0.2500 2,356.82 0.9992328
0.3750 1,980.74 0.9994571
0.5000 1,665.11 0.9996163
0.6250 1,371.14 0.9997398
0.7500 1,072.72 0.9998407
0.8750 703.84 0.9999261
1.oooo 0.00 1 .ooooooo
where
(10.36)
1
t=- (10.37)
1+px’
and p , b l , b,b3, b4, and b5 are constants, given by
p = 0.2316419,
bl = 0.319381530,
b = -0.356563780,
b3 = 1.781477937,
b 4 . Z -1.821255978,
and
b5 = 1.330274429.
The error is
I+)] < 7.5 x
TAULE 10.5- Tltc values t ~ ~ c d10~ ciIlcL1lnlC
d lllc rclia-
bility i n l3xample 10-3 usitig tlie Gauss-
Legend re mc t ho cl .
Ai :c i Fl AICI
0.10122854 -0.!)6028986 0.01 98581 0.098174 !I 1
0.22238103 -0.796GGG48 O . l O l G G G 8 24,465.85 0.994854GO 0.2212367!1
0.31370GG5 -0.53553241 0.2372338 22,G12.72 0.99795970 0.31301iliIiO
0.3G269378 -0.18343464 0.4082827 21,289.76 0.99894G51 0.36230170
0.36268378 0.183434 64 0.591 7173 20,220.05 0.99938277 0.36245!)!)2
0.3 1370G65 0.5255324 1 0.7627GG2 19,272.51 0.999615G4 0.3I :15t((i07
0.22238 103 0.79666648 0.8983332 18,346.35 0.99975809 0.222:j272:1
0.10122854 0.96028986 0.980 1449 17,268.18 0.99985889 O.lOl2142(i
COMPARISON OF THE ACCURACY 459
Now, the reliability for Example 10-1, evaluated using Simpson’s

rule is given by Eq. (10.22) and Table 10.3 results, is
R=- (0.00000 + 4 x 0.90320 + 2 x 0.97128 + 4 x 0.99180

3x8
+ +
+2 x 0.99767 4 x 0.99960 2 x 0.99990
+
+4 x 0.99999 1.00000),
or
R = 0.9381691.
The reliability for Example 10-2, evaluated using the Trapezoidal
rule given by Eq. (10.23) and Table 10.4 results, is
1
R = -[O.OOOO
2x8
+ 2(0.9988494 + 0.9992328 + 0.9994531
+0.9996163 + 0.9997398 + 0.9998407 + 0.9999281)
+1.00000],
or
R = 0.9370825.
The reliability for Example 10-3, evaluated using the Gauss-Legendre
method and using Table 10.5 results, is
l n
R=-
2 2=1
.
CAiGi, (10.38)
1
R = -(0.09847494
2
+ 0.22123679 + 0.3130666 + 0.3623017
+0.36245992 + 0.31358607 + 0.22232723 + 0.10121426),
or
R = 0.99733375.
10.4 COMPARISON OF.THE ACCURACY

For the comparison of the accuracy using Simpson’s rule, the Trape-
zoidal rule and the Gauss-Legendre method, the following three cases
are considered:
Case 1. Normally distributed stress and strength.
Case 2. Weibull distributed stress and strength.
Case 3. Extreme value distributed stress and strength.

The parameters of the distributions of the stress and strength for
these three cases are given in Table 10.2.
The true values of the reliability for each case are evaluated as
follows:
For Case 1, since the stress and stength are normally distributed,
the reliability is given by
(10.39)
where +(z) stands for the standardized normal probability density

function, and
-
S-S
m=- (10.40)
(0; + 0,2)i,
From the parameters given in Table 10.2
93,500 - 85,000
m=- = -1.7,
(4,0002 + 3,0002) 3
and
00
R = [l.7 +(z) dz = 0.955435.
For Case 2, the pdf of stress is
(10.41)
and for strength is
(10.42)
Then, from Eq. ( l O . l ) ,
(10.43)
Let’s assume
0 s = Ps,
then, Eq. (10.43) becomes
(10.44)
COMPARISON OF THE ACCURACY 46 1
Let
then
and
Equation (10.44) now becomes
Consequently,
B
R= 77s (10.45)
775 + q!'
For Case 2, p = 2.0, qs = 2,000 and qs = 85,000, therefore
85, 0002
R=
+
85, 0002 2, 0002'
or
R = 0.999446673.
For Case 3, the stress is the extreme value of the maxima dis-
tributed and strength is the extreme value of minima distributed, then
(10.46)
(10.47)
where
77s = 77s = 77.

From Eq. (10.2) IS, p. 156)
ezp[-ezp(- -)Ids,
s - Ys (10.48)
77
or
If we let
s - 7s
y = ezp( - )>
7)
then, Eq. (10.49) becomes
R= I,00
1
e q [ - y - -ezp(
Y
Ts-YS
7)
11 dY> (10.50)
or
(10.51)
where
20,000-35 000
A =e r) =e 2,000' = 5.53 x lo-*.
The integration of Eq. (10.51))
(10.52)
yields
A = 0.9959359.
For each case, when Simpson's and the Trapezoidal rules are used,
three different situations A, B, and C are compared:
In Situation A, the whole interval [0,1] is divided into three subin-
tervals, as indicated m Figure 10.3. Points p and q are so chosen that
at Point p , G Z 0.90, at Point q, G 2 0.999, and the numbers of uni-
form intervals in each subinterval are equal. Then Simpson's and the
Trapezoidal rules are applied to each subinterval. If the values of the
integrals in each subinterval are IoP, Ipq, I q l , then
R = Iop + Ipq + I q l . (10.53)
CONCLUSIONS 463
In Situation B, the whole interval [0,1] is divided into two subin-

tervals, [O,p], and [p, 11 as indicated in Figure 10.3. The Point p is
chosen in a way that makes G ( p ) 0.90, and the value of R is ob-
tained the same way as in Situation A. Let the number of uniform
intervals in subinterval [O,p] be n1,and in subinterval [p, 11 be n2, and
+
make nl = 2 n2, then n = nl n2 = 3 n2.
In Situation C, the whole interval [0,1] is not divided into any
subintervals.
The results of the evaluation for the reliability using different nu-
merical integration methods in these three cases are given in Tables
10.6, 10.7, 10.8 and 10.9. Table 10.6 gives the results of Situation
A, Table 10.7 of Situation B, and Table 10.8 of Situation C for the
three cases. Table 10.9 gives the results of the three cases using the
Gauss-Legendre method.
10.5 CONCLUSIONS
From the results given in Tables 10.6, 10.7, 10.8 and 10.9 the following
may be concluded:
1. The results in Situation A are usually better than in Situations
B and C, and the results in Situation B are better than in Situa-
tion C also, particularly when the true value of the reliability is
close to 1. This is because when the true value of the reliability
is higher, the value of function G increases very rapidly in an in-
terval like [O,p] but with a very small value of p. For this reason
increasing the number of the uniform intervals in the new very
small subinterval [0,p ] yields a higher accuracy.
In Eqs. (10.22) and (10.23) Gi 5 1, and for any n, Go = 0,
consequently if all Gi values are taken to have the maximum
possible value of 1, then
1
R, 5 K[O+ 4-n2 + 2(-n2 - 1) + 11, (10.54)
or
(10.55)
and
(10.56)
TABLE 10.6- Results of Situation A for comparing the
accuracy of the predicted reliability.
I Cilsc! 1
?'1.aJXZOitlal Sin~pson 'llapezoitlal si lllpsoll
0.04895(37 #.!I902590 0.999127!) 0.995!) 3 4 2
O.!)5:l4052 O.!J!)~XKI!) O.!l!J!)3O(i4 0.!1!159355
0.9548138 0.9994126 0.9993861 0.9959358
0.9552435 0.9994327 O.9994211 0.9959359
0.9553711 0.99944 12 0.0904362 0.995935!)
0.9554082 0.9994446 0.9994425 0.9959 x 9
0.9554188 0.9994459 0.9994451 0.9959359
" J l Cc 0 c c 01
465
TABLE 10.8- Results of Situation C for comparing the
accuracy of the predicted reliability.
-
I ( rse 1 C sc 2 CaIsc 3
Trapezoidal Simpson Trapezoidal Simpson llapczoidsl
~
0.9207007 0.9578862 0.9370825 0.9544815 0.9337323

0.9425212 0.9786744 0.9682765 0.9752315 0.9648567
0.9508951 0.9890645 0.9838675 0.9856062 0.9804189
0.9539118 0.9942576 0.9916601 0.9907937 0.9882000
0.9549405 0.9968531 0.9955549 0.9933873 0.9920906
0.9552750 0.9981504 0.9975015 0.9946842 0.9940358
0.9553795 0.9987988 0.9984745 0.9953327 0.9950084
CONCLUSIONS 467
TABLE 10.9- Results of using the Gauss-Legendre

method for comparing the accuracy of the
predicted reliability.
Case 2 Case 3
0.999464 0.998020
0.999452 0.997334
0.999448 0.996656
0.999448 0.996516
0.999447 0.996421
0.999447 0.996301
0.999447 0.996120
0.999447 0.996059
or
(10.57)
The inequalities (10.55)and (10.57)say that for a given value of

n, the maximum value that can be obtained using Eq. (10.22)is
(1 - &),and using Eq. (10.23)is 1- (&). Table 10.10gives the
maximum values obtained from Eqs. (10.55)and (10.57)when
Simpson’s and the lkapezoidal rules axe used for n = 2‘’where
1 =3,4,-.*,12.
2. For a given n, the Gauss-Legendre method has the highest ac-
curacy among these three numerical integral methods discussed
here, and the second one is Simpson’s rule. For example, in
Case 1, when n = 24, the absolute error for the Gauss-Legendre
method is
10.955446- 0.9554351 = 0.000011,

for Simpson’s rule is
10.954888- 0.955435)= 0.000547,

and for the Trapezoidal rule is
10.9534052- 0.9554351 = 0.0020298.

TABLE 10.10- Maximum values of reliability when using

Simpson’s rule and the Trapezoidal rule.
n Using Simpson’s rule Using the Trapezoidal rule

8 0.9583333 0.9375000
16 0.9791667 0.9687500
32 0.9843750 0.9843750
64 0.9947916 0.9921875
128 0.9973958 0.9960937
256 0.9986979 0.9980468
512 0.9993489 0.9990234
1024 0.9996744 0.9995117
2048 0.9998372 0.9997558
4096 0.9999186 0.9998779
3. The value of reliability using the Gauss-Legendre method is usu-

ally greater than the true value, and when n increases it gets
closer to the true value. Better accuracy may be achieved by
using values of arguments zk and coefficients, Ak, for the Gauss-
Legendre formula given in [5] and [6] with 20-digit accuracy.
4. The value of reliability using Simpson’s rule and the Trapezoidal
rule is usually less than the true value, and when n increases, it
gets closer to the true value.
CONCLUSIONS 469
REFERENCES
1. F’reundenthal, A.M., “Safety, Reliability and Structural Design,”American
Society of Civil Engineers Zhnsactions, Journal of the Structural Di-
vision, Proc. Paper 2764, pp. 304-323, March 1961.
2. Kececioglu, Dimitri, B., “Mechanical-Structural Reliability Analysis
and The Associated Confidence Level,” First National Congress on
Pressure Vessels and Piping, The American Society of Mechanical En-
gineers, published in their Failure Analysis and Prevention of Failures
Proceedings, pp. 12-35, May 1971.
3. Kececioglu, Dimitri B. and Li Dingjun, “Aspects of Unreliability and
Reliability Determination by the Stress/Strength Interference Approach,”
presented at the 1984 Pressure Vessel and Piping Conference of ASME,
San Antonio, Texas, June 17-21, 1984, and published in “Probabilistic
Structural Analysis,” The American Society of Mechanical Engineers,
345 East 47th Street, New York, NY 10017, as PVP - Vol. 93, pp.
75-100, June 1984.
4. Scheid, F. “Theory and Problems of Numerical Analysis,” McGraw-Hill
Book Company, Inc., 472 pp., pp. 107-149, 1968.
5. Davis, P. and Rabinowitz, P., “Additonal Abscissas and Weights for
Gaussian Quadratures of Higher Order,” Journal of Research of the
National Bureau of Standards, Vol. 56, No. 1, pp. 35-37, January
1956.
6. Davis, P. and Rabinowitz, P., “Additonal Abscissas and Weights for
Gaussian Quadrature of Higher Order: Values for n = 64, 80, 96,”
Journal of Research of the National Bureau of Standards, Vol. 60, No.
6, pp. 613-614, June 1958.
7. Abramowitz, M. and Stegun, I.A., “Handbook of Mathematical h n c -
tions with Formulas, Graphs, and Mathematical Tables,” Dover Pub-
lications, Inc., 180 Varick St., New York, NY 10014, 1043 pp, 1972.
8. Kapur, K.C. and Lamberson, L.R., “Reliability in Engineering Design,”
John Wiley & Sons, Inc., One Wiley Drive, Somerset, N J 08873, 586
pp, 1977.
Chapter 11
EXACT AND EASY TO OBTAIN

SOLUTIONS FOR THE
PREDICTION OF THE
RELIABILITY OF MECHANICAL
COMPONENTS AND
STRUCTURAL MEMBERS
11.1 INTRODUCTION
The following sections present equations for the direct and exact cal-
culation of the reliability of a component, or structural member, given
the following combinations of the failure governing stress and strength
distributions:
1. Lognormal failure governing stress and strength.
2. Gamma failure governing stress and strength.
3. Exponential (gamma) failure governing stress and gamma (expo-
nential) failure governing strength.
4. Exponential failure governing stress and normal failure governing
strength.
5. Exponential failure governing stress and truncated normal failure
governing strength.
471
472 SPECIAL EXACT RELIABILITY SOLUTIONS
6. Normal failure governing stress and exponential failure governing

strength.
7. Truncated normal failure governing stress and exponential failure
governing strength.
8. Exponential failure governing stress and strength.
9. Uniform failure governing stress and gamma (exponential) failure
governing strength.
10. Gamma (exponential) failure governing stress and uniform failure
governing strength.
11. Uniform failure governing stress and normal failure governing
strength.
12. Normal failure governing stress and uniform failure governing
strength.
13. Uniform failure governing stress and Weibull failure governing
strength.
14. Weibull failure governing stress and uniform failure governing
strength.
15. Uniform failure governing stress and extreme value of the minima
failure governing strength.
16. Extreme value of the maxima failure governing stress and uniform
failure governing strength.
These solutions should facilitate the prediction of the reliability of
mechanical components and structural members given these combina-
tions of the failure governing stress and strength distributions. Also
they can be used to reverse the process; i.e., given the reliability goal
to arrive at one of the parameters of either the failure governing stress
or the failure governing strength distribution.
11.2 LOGNORMAL FAILURE GOVERNING

STRESS AND STRENGTH DISTRIBUTIONS
Consider X is lognormally distributed with c d !
-00 < p' < 00, 0

' > 0. (11.1)
LOGNORMAL STRESS AND STRENGTH DISTRIBUTIONS 473
Let Y = log, X, then the cdf of Y can be obtained by
FY(Y) = P ( Y L Y),
= P(log,X 5 logex),
= P(X 5 z),
or
FY(Y) = /=
0 2
1
le
a' (27T)Z
- 1(*. )2 dx. (11.2)
Noting that y = log, 2 and dy = i d z , Eq. (11.2) becomes
(11.3)
Therefore, Y = log, X is normally distributed with the mean of p' and

the standard deviation of a'.
When stress and strength are both lognormally distributed, then
(11.4)
and
-00 < p; < 00, a$ > 0. (11.5)

Using the above conclusion, loges is normally distributed with the
mean of pt and the standard deviation of a:, and log, S is also normally
distributed with the mean of pk and the standard deviation of a;.
The reliability is given by
R = P ( s < S),
or
R = P(log, s < log, S). (11.6)
Using Eqs. (6.61) and (6.62) yields
or
R = 1 - @(m), (11.7)
where
m=- Pi- - P:
(11.8)
(0;+ a;2)4.
The same result was obtained in Section 6.7, but using a different
derivation.
EXAMPLE 11-1
The stress and strength of identical components are both lognor-
mally distributed with parameters p i = 11.2 log, p s i and al, = 0.13
log, psi for stress, and &. = 11.5 log, psi and a$ = 0.03 log, psi for
strength. Evaluate the reliability of these components.
Using Eq. (11.8)
m=- Pk - P:
+
(a? a;2)t ’
11.5 - 11.2
=-
(0.032 +0 ~ 3 ’~ )
or
m = -2.2486.
Consequently, Eq. (1 1.7) becomes
R = 1 - @(m),
= 1 - @(-2.2486).
Entering the standardized normal distribution area tables yields

@(-2.2486) = 0.0123.
Therefore, the reliability is
R = 1 - 0.0123,
or
R = 0.9877, or 98.77%.
GAMMA STRESS AND STRENGTH DISTRIBUTIONS 475
11.3 GAMMA FAILURE GOVERNING STRESS

11.3.1 THE RELIABILITY EQUATION
The gamma probability density function is
p>o, q>o, x > o , (11.9)
where 7 is the scale parameter, /3 is the shape parameter, and r(p)

stands for the gamma function evaluated at the value of @. It should
be pointed out that when P = 1 the gamma distribution becomes, as
a special case, the exponential distribution with one parameter, 7,or
m =71] e -z
q , q>o, xzo. (11.10)
When stress and strength are both gamma distributed, then
and
ps >o, 7)s > 0, s > 0. (11.12)
Here, it is assumed that Ps and 0s are integer values.

Using
S
R = P ( - > l), (11.13)
S
and V = S/s, the probability density function, f ( v ) , can now be ob-

tained as follows:
Assume that X and Y are two random variables with the joint
probability density function f(x,y), and V and W are functions of X
and Y ,or
v = v(X,Y),
W = W(X,Y). (11.14)
Also assume that the inverse function of V = v ( X , Y ) and W =

w ( X , Y ) exist; i.e.,
x = .(V,W),
Y = y(V,W). (11.15)
Then, the joint probability density function would be [l, pp. 76-78]
f ( v 4 = f[4v,w)lY(vlw)l IJ I1 (1 1.16)
where I J I is the absolute value of the Jacobian, which is the following
determinant:
(1 1.17)
Here, consider two random variables V and W , such that

S
v = V(S,S) = -,
S
W = W(S,S) = s, (11.18)
where V > 0 and W > 0. Then, the inverse functions are
s = S ( V , W ) = VW, (11.19)
and
s = S(V, W ) = w. (11.20)
Determination of the partial derivatives of S and of s with respect to
V and W , respectively, yields
as =-a(vw) = w ,
- (11.21)
aV av
as ---a(vw)
_ = v, (11.22)
aw aw
as a(w)
- (11.23)
av a v - 0,
and
= - - a(w)
-as - 1. ( 11.24)
aw aw
G A M M A STRESS A N D STRENGTH DISTRIBUTIONS 477
Then, the Jacobian would be
(1 1.25)
and
IJI = w. (11.26)
Consequently, the joint probability density function of V and W would
be
f(v, 4 = fW1 4 1 f[S('U, 4 1 'w- (11.27)
Since
(11.28)
and
( 1 1.29)
substitution of Eqs. (11.28) and (11.29) into Eq. (11.27), and rear-
rangement of Eq. (11.27) yields
To obtain f(v), integrate Eq. (11.30) with respect to w between

the limits 0 and 00, or
1.3
Since
rearrangement of Eq. (11.31) yields
r(p, +ps) s@, ds-l

(11.32)
f
(
'
) = qp,) r(ps) .( +a)ps+ps 3
where a = q s / q S .Hence,
R = P(V > l ) ,
or
R=
r(ps + ps) JW & v@s-l
dv . (11.33)
r(Ps) F(D.9) 1 (v + a)fls+Os
Let
a
u=- (11.34)
V +a'
then,
a(1- u )
V =
u '
and
CY
dv = -- du. (11.35)
U2
Rearrangement of Eq. (1 1.33) yields
or
(11.37)
Here B ( a ,b) stands for the Beta function for any a > 0, b > 0, or
B ( a ,b) = 1' u4-' ( 1 - u)~-' du,

GAMMA STRESS A N D STRENGTH DISTRIBUTIONS 479
and
(11.38)
Function B,(a, b ) , defined by
B&, b) = Jdz ua-1 (1 - u)b-1 du,

0 5 I 5 1, a > 0, b > 0 (11.39)
The ratio Iz(u,b) = wl

is called the “Incomplete Beta Function.”
has been tabulated for selected combi-
nations of (a,b) and x. Consequently,
R = L / ( l + a ) (Ps,Ps). (11.40)
Entering the Incomplete Beta Function tables [2], the value of R can
be obtained.
EXAMPLE 11-2
The stress and strength of identical components are both gamma
distributed with parameters Ps = 3 and qs =100,000 psi for stress, and
PS = 2 and qs =250,000 psi for strength. Evaluate the reliability of
these components.
For this problem
7)s 250,000
a!=-= = 2.5,
qs 100,000
- a-! ---2*5 - 0.7143,

l+a 1+2.5
13s = 3,
and
13s = 2.
1 0.7143
u2 (1 - u ) du,
or
= 10.7143 (3, 2).
Entering Pearson’s [2] “Tables of The Incomplete Beta Function,” the
result is
Consequently,
R = 0.6768, or 67.68%.
11.3.2 EVALUATION OF THE RELIABILITY WHEN STRESS

IS EXPONENTIALLY (GAMMA) DISTRIBUTED
AND STRENGTH IS GAMMA (EXPONENTIALLY)
DISTRIBUTED
Equation (11.10) is the probability density function of the exponential
distribution which is the special case of the gamma distribution when
P = 1. Therefore, Eq. (11.37) can be used to evaluate the reliability
in a closed form in the following two cases. Case 1: Stress is exponen-
tially distributed and strength is gamma distributed. Case 2: Stress is
gamma distributed and strength is exponentially distributed.
For Case 1, PS = 1, then using Eq. (11.38), Eq. (11.37) becomes
and using cy = qs/qs yields
R = 1 - (-)k
77s
(11.41)
77s + 77s
For Case 2, Ps = 1, then Eq. (11.37) becomes
EXPONENTIAL STRESS A N D NORMAL STRENGTH 481
or
R = (-)a?71s (1 1.42)
71s + 71s
EXAMPLE 11-3
The stress of identical components is exponentially distributed with
the parameter qs =90,000 psi. The strength of these components is
gamma distributed with the parameters /3s = 3 and 7s =125,000 psi.
Evaluate the reliability of these components.
Using Eq. (11.41) yields
R=l-(- 5% )P",
71s + 77s
- 90,000
- - (90,000 125,000 )3 9+
or
R = 0.9266, or 92.66%.
11.4 EXPONENTIAL FAILURE GOVERNING

STRESS AND NORMAL FAILURE GOVERN-
ING STRENGTH DISTRIBUTIONS
Assume that the probability density function for stress is
1 -I
f(s) = - e q s l s > 0, (11.43)
71s
and for strength is

1 1 s B 2
e-5(=&)
f (S) = , -m<s<m. (11.44)
0s (27r) i
The reliability is determined by [3, 41
(11.45)
which can be rewritten as
(11.46)
Since f ( s ) = 0, if s < 0, then
Therefore, Eq. (1 1.46) becomes
(1 1.47)
Substitution of Eqs. (11.43) and (11.44) into Eq. (11.47) yields
or
Since
f (5)
+-=&[(s-s+$)
2
S
2
s u;
+ - - + ] 1
2
77s 77s 77s
Eq. (11.48) becomes
R = 1 -a!(--)
s
US
= 1 -a!(--)
s
US
= 1 -a!(--)
s
US
3
= 1 - @(--)
US
1-J0 1 1 e- f ( s - 2 s ) 2 ] dS,
--M US (245
or
Noting that 1 - a!(-z) = a!(z), then Eq. (11.49) reduces to
R = a!(-)
s -e (1 1.50)
US
When 3 / u s 2 4.5,
a(--)
s 5 @(-4.5) = 0.0000034.
US
Consequently, @(-S/us) is quite small relative to 1 and Eq. (11.49)

reduces to
R=l-e (11.51)
or
(11.52)
EXAMPLE 11-4
q, =90,000 psi, and the strength is normally distributed with 3 =300,000
p s i and crs =30,000 p s i . What is the reliability of these components?
In this case,
3
-=
300,000
= 10 > 4.5.
US 30,000
Therefore, using Eq. (11.52) yields
-
= 1 - 0.03771 @(9.6667),
= 1 - 0.03771 x 1,
or
R = 0.9623, or 96.23%.
EXAMPLE 11-5
Identical components are designed to a specified reliability of 0.995.
It is known that their stress is exponentially distributed with qs =28,000
psi, and their strength is normally distributed with us = 1,000 psi.
What is the minimum allowable mean value of their strength?
Given R, qs and us,Eq. (11.49) can be used to solve the minimum
allowable mean value of strength, 3. But there is no close form solution
for 9. As a first approximation, assume that
In this case,
(1 1.53)
and
(11.54)
Substitution of Eqs. (11.53) and (11.54) into Eq. (11.49), and rear-
rangement of Eq. (11.49) yields
(11.55)
Taking the logarithm of both sides of Eq. (11.55) and then multiplying
both sides by -2 yields
23
--
7)s
-+= -2
u2
7)s
log,(l - R ) . ( 1 1.56)
Transferring ui/r,$ to the right side and dividing both sides by 2 / q s

yields
s =-
- 2
qs ri
2 - 2 log,(l - R ) .
77, I (11.57)
Substitution of the values of R, us and qs into Eq. (11.57) yields
s=-[
- 28’ooo
2
1’ooo2 - 2 log,(l - 0.995)
28,0002
or
-
S = 148,370 p s i .
Checking that
- 148,370 - 1,ooo2
S- 6
2= 28’ooo = 74.128 > 4.5,
US 1, 000
the solution 9 = 148,370 psi is accepted.

In the case that (3 - $)/us < 4.5, Eq. (11.49) can be solved
numerically to obtain the solution for 3.

STRESS AND TRUNCATED NORMAL FAIL-
URE GOVERNING STRENGTH DISTRIBU-
TIONS
11.5.1 EXPONENTIAL FAILURE GOVERNING STRESS AND
TWO-SIDES TRUNCATED NORMAL FAILURE GOV-
ERNING STRENGTH DISTRIBUTIONS
An argument might be made about using the normal distribution to
represent the failure governing strength is that the strength could not
be negative, which is allowed in a normal distribution. In general, the
probability of strength being less than zero, @ ( - s / u s ) , is extremely
small if 9 is much greater than as. See Section 11.4. Therefore, it
does not effect the calculated reliability very much. Otherwise, the use
of the normal distribution for strength is debatable. This drawback
can be avoided by using the truncated normal distribution, instead.
Another situation for using the truncated normal distribution is that
the strength could not be too small or too large from engineering design
knowledge. For example, the material could be tested before being put
into use to make sure the strength is greater than a certain preselected
value which is the maximum applied stress.
EXPONENTIAL STRESS & TRUNCATED NORMAL STRENGTH 487
The two-sides truncated normal strength pdf is

1 1 - L( S ) ’
f(S)= @(*)s -3 - @(*)s -3 US 1 e 2 a ,~
(245
0 < 2715 s 5 s2 < 00. (11.58)
The pdf for stress is given by Eq. (11. 43). Noting that S1 5 S 5
S2 and s 2 0, using Eq. (11. 45) yields the reliability
or, since S1 5 S 5 S2 and s 2 0,
(11.59)
or
and for a two-sides truncated pdf, :J f ( S ) d S = 1; then,
(1 1.60)
Similar to the derivation procedure of Eq. (11. 49), Eq. (11.60)
becomes
1 - 51( 2T s
- $ a2
R = l - - - e
@ ( k s )- @ ( M )
us us
2
dS,
or
11.5.2 EXPONENTIAL FAILURE GOVERNING STRESS

AND ONE-SIDE TRUNCATED NORMAL FAILURE
GOVERNING STRENGTH DISTRIBUTIONS
The left-side truncated normal strength pdf is
--oo < S16 s < 00. (11.62)

Following the same derivation procedure used in Section 11.5.1, yields
or
EXAMPLE 11-6
7, =90,000 psi, and the strength is left-side truncated, normally dis-
tributed with the parameters =300,000 psi, as =30,000 psi, and
S1 =250,000 psi. What is the reliability of these components?
EXPONENTIAL STRESS & TRUNCATED NORMAL STRENGTH 489
1 2 x 300 000 - 30 000'

= 1- 1 e-5( 90,obo 90,0002)
300 000-250,000
(' ' 30,000 1
300,000 - 250,000 - 30
9d,o000'
o,-,
30,000
= 1- 0'03771 @(1.3333),
(a( 1.6667)
=I- 0*03771 x 0.908784,

0.952211
or
R = 0.9640, or 96.40%.
Comparing the result obtained in Example 11.4, the reliability in
Example 11-6 is indeed improved. That is because the left-side trun-
cated normal distribution is used to represent the strength, with the
materials having a strength lower than 250,000 psi not being used.
The right-side truncated normal strength pdf is
-00 < S I s2 < 00. (1 1.64)

Noting that S 5 S2 and s 2 0, using Eq. (11.45) yields the relia-
bility
or
(11.65)
The first term in Eq. (11.65) is P(S < 0,s 2 0 , s > s), which is zero.
Therefore, substitution of Eqs. (11.43) and (11.64) into Eq. (11.65)
06P SNOILRTOS ALITIHVI73H J 3 V X 3 WI133dS
Tp+S-ZS Tp-s
)a] SD sh [(+-)a-(

AND EXPONENTIAL FAILURE GOVERN-
ING STRENGTH DISTRIBUTIONS
If stress is normally distributed and strength is exponentially dis-
tributed, then
NORMAL STRESS A N D EXPONENTIAL STRENGTH 49 1
and
1 -2
f(S) = - e qs, s 2 0. (11.69)
rlS
The reliability is determined by [3, 41
( 11.70)
which can be rewritten as
(11.71)
The first term in Eq. (11.71) is
(1 1.72)
Since f(S)= 0 if S < 0, Eq. (11.72) becomes
-
S
= a(--). (1 1.74)
0s
R = a(--)
us
-
S
+ 1" [/"
f(s) f(S) dS] ds. ( 1 1.75)
or
(11.76)
Since
Eq. (11.76) becomes
= a(--)
-S +e
--(--$
1 23
'Is
e2 1
0s
or
-
~ = a ( - -S ) + e (11.77)
us
Noting that 1 - @(-z) = (a(z), Eq. (11.77) reduces to
(11.78)
NORMAL STRESS AND EXPONENTIAL STRENGTH 493
When S / o , 2 4.5, @ ( - S / a s )S 0. Therefore, Eq. (11.77) reduces

to
(11.79)
EXAMPLE 11-7
Identical components are designed to a specifieG reliability of 0.95.
Their strength is exponentially distributed with qs = 200,000 psi, and
their stress is normally distributed with a standard deviation of 2,000
psi. Determine the maximum allowable mean stress for these compo-
nents.
Given R, 7s and us, Eq. (11.78) can be used to solve for the
maximum allowable mean value of stress, 3. But there is no closed
form solution for 8. As a first approximation, assume that
In this case,
(11.80)
and
(11.81)

1 25 m2
e- 5 ( G -$1
s = R. (11.82)
Taking the logarithm of both sides of Eq. (11.82), and then multiplying
both sides by -2, yields
2 3 af-
- - - - -2 log$. (11.83)
7s 7;
Transferring ui/qi to the right side, and dividing both sides by 2/77s,
yields
s = - 77s($- 2 lo@).
- (11.84)
2 77s
Substitution of the values of R, us,and 77s into Eq. (11.84)yields
- 2,0002
S =
2oo,2Oo0 (200,0002
or
3 = 10,269 p s i .
Checking that
2 0002
s-2 10,269- . i F
7)5= 2oo’ooo = 5.1245 > 4.5,
us 2,000
the solution 3 = 10,269 psi is accepted.
In the case that ( 3 - $ ) / C<T4.5,
~ Eq. (11.77)can be solved
numerically to obtain the solution for 3.
11.7 TRUNCATED NORMAL FAILURE GOVERN-

ING STRESS AND EXPONENTIAL FAIL-
URE GOVERNING STRENGTH DISTRIBU-
TIONS
11.7.1 TWO-SIDES TRUNCATED NORMAL FAILURE GOV-
ERNING STRESS AND EXPONENTIAL FAILURE
Due to the same reason, pointed out at the beginning of Section 11.5.1,
the truncated normal distribution could be used for stress as well. For
example, the design prevents the components from becoming over-
loaded in some systems. Therefore, the stresses acting on these com-
ponents could not be greater than a certain preselected value. The
negative values of a normally distributed stress can also be corrected
by using a truncated normal distribution for stress.
TRUNCATE NORMAL STRESS & EXPONENTIAL STRENGTH 495
The two-sides truncated normal stress pa!! is

1 1 e - T1 ( sj y5 2
f(s) = @0 s( M - ) @(F) as ( 2 4 f
7
0 5 s 1 5 s 5 s2 < 00. (11.85)

The probability density function for strength is given by Eq. (11.
69). Noting that s1 5 s 5 s2, using Eq. (11. 70) yields the reliability
or
(1 1.86)
or
1 s 3 2
R= 1 e-s(+) . e - $ ds.
(11.87)
Similar to the derivation procedure of Eq. (11.77), Eq. (11.87) becomes
or
(1 1.88)
EXAMPLE 11-8
The stress is two-sides truncated normally distributed with the pa-
rameters S =10,300 p s i , a, =2,000 p s i , s1 =0, and s2 =12,000 p s i .
The strength of these identical components is exponentially distributed

with 7s =200,000 psi. What is the reliability of these components?
Using Eq. (1 1.88) yields
1 2 x 10 300
e -5( 200,;)oo
- -12 000’
-
12 000-10 300 0-10 300
@( ’ 2,000’ - @( 2,060 )
+
* [.( 12,000 - 10,300
2,000 2,000
or
@(0.8600)- @(-5.1400)
R = 0.949851
@(0.8500)- @(-5.1500).
Entering the area tables of the standardized normal distribution yields
0.80511 - 0
R = 0.949851
0.80234 - 0’
or
R = 0.9531, or 95.31%.
11.7.2 ONE-SIDE TRUNCATED NORMAL FAILURE GOV-

ERNING STRESS AND EXPONENTIAL FAILURE
The left-side truncated normal stress pdf is
1 1 - -( s s ,
1 ”)
1 e 2 u ~ ,
f(s) = 1 - @ ( 9 ) (T, (27+
o<s1gs<oo. (11.89)
Following the same derivation procedure used in Section 11.7.1 yields
TRUNCATE NORMAL STRESS & EXPONENTIAL STRENGTH 497
or
( 11.90)
The right-side truncated normal stress pdf is

1 1
-00 < s 5 s2 < 00. (11.91)

Noting that s 5 52, using Eq. (11. 70),yields the reliability
or
(1 1.92)
Since S 2 0, then
or
(11.94)
Similar to the derivation procedure of Eq. (11.77))Eq. (11.94) becomes
(11.95)

STRESS AND STRENGTH DISTRIBUTIONS
When stress and strength are both exponentially distributed, then
1 - 0
f(s) = - e ) 7 s L 0, (11.96)
7)s
and
1 (S-Y.7)
f(S)= - e ‘1s , 7s L 0. (1 1.97)
7)s
Substitution of Eqs. (11.96) and (11.97) into Eq. (11.70) and perform-
ing the inner integral yields
R=
or
(11.98)
If -ys = 7s = 0, then stress and strength are both single-parameter

exponential distributions, and Eq. (11.98) reduces to
(1 1.99)
or
R=-
s (11.loo)
S+S’
UNIFORM STRESS A N D G A M M A STRENGTH 499
EXAMPLE 11-9
The stress developed in identical components is known to be expo-
nentially distributed with 3 =10,000 psi. The strength of these com-
ponents is also exponentially distributed with 3; =130,000 p s i . What
is the reliability of these components?
Substitution of the values of 3 and into Eq. (11.100) yields
130,000
R=
+
130,000 10,000 ’
or
R = 0.9286, or 92.86%.
11.9 UNIFORM FAILURE GOVERNING STRESS

AND GAMMA FAILURE GOVERNING
If the stress is uniformly distributed and the strength is gamma dis-
tributed, then
fs(s) = { 1
,
,
0 5 a 5 s 5 b,
otherwise,
(1 1.101)
and fs(S)is determined by Eq. (11.12).

Noting S > 0 and a 5 s 5 b, using Eq. (11.45) yields the reliability
(11.102)
Noting that the first item in Eq. (11.102) is P ( S 5 a , s 2 a , s < S),

which is zero, and substituting Eqs. (11.12) and (11.101) into (11.102)
yields
or
Denote the gamma cumulative distribution function by G ( z ;a, i).

Then,
(1 1.104)
and is known as the incomplete gamma function.

Using Eq. (11.104), Eq. (11.103) may be rewritten as
or
1
+ +
R = 1 + - ps ” [G(b;Ps 1, -) - G ( a ; P s 1,
b-a 77s
b 1 U
- _ _G ( b ;Ps, -1 + --(a; 1
Ps, -). (1 1.106)
b-a 7s b-a 77s
UNIFORM STRESS A N D G A M M A STRENGTH 501
Knowing the pdf‘s of stress and strength, yields the values of their
parameters: a, b, ps, and 77s. Entering the tables of the incomplete
gamma function (see Section 11.13.1), the value of the reliability may
be calculated using Eqs. (11.105) or (11.106).
When bs = 1, the strength distribution becomes the exponential.
b-a
e V S -
-7
~ 7s . (11.107)
EXAMPLE 11-10
The stress of identical components is uniformly distributed with the
parameters a =80,000 psi and b =120,000 psi. The strength is gamma
distributed with parameters qs =250,000 psi and ps =2. What is the
reliability of these components?
Using Eq. (11.106) and entering the tables of the incomplete gamma
function yields
1
R = 1 + - ps 77s[G(b;Ps + 1, -) - G(a;ps+ 1,
b-a 77s
-- b G(b;Ps, -)1 + -G(a;
a 1
Ps, -),
b-a 77s b-a 77s
2 x 250,000
= 120,000 - 80,000
1
[G(120,000;2 1, 250,000+ ) - G(80,OOO;2 1, +
250,000
1
- 1207Oo0
250,000 1
G(120,000;2,
120,000 - 80,000
1
80’ Oo0 G(80,OOO;2,
120,000 - 80,000 250,000)’
2 x 250,000
=1+ (0.012917 - 0.004304)
120,000 - 80,000
- 120’Oo0 x 0.084201
120,000 - 80,000
80’ooo x 0.041483,
-I-120,000 - 80,000
or
R = 0.9380, or 93.80%.
11.10 GAMMA FAILURE GOVERNING STRESS

If the stress is gamma distributed and the strength is uniformly dis-
tributed, then
"(') = { @=q,
1
0
O<c<S<d,
, otherwise,
(11.108)
and fs(s) is determined by Eq. (11.11).

the reliability:
GAMMA STRESS AND UNIFORM STRENGTH 503
or
1
R=-- Ps” [G(d;pS+ 1, -) - G(c;PS+ 1, -
d-c 7)s
(11.110)
Knowing the pdf’s of stress and strength, yields the values of their
parameters: c, d, pS, and qs. Entering the tables of the incomplete
gamma function (see Section 11.13.1), the value of the reliability may
be calculated using Eqs. (11.109) or (11.110).
When ps = 1, the strength distribution becomes the exponential.
(11.111)
EXAMPLE 11-1 1
The stress of identical components is gamma distributed with pa-
rameters qs =100,000 psi and ps =0.7. The strength of these compo-
nents is uniformly distributed with the parameters c =200,000 psi and
d =250,000 psi. What is the reliability of these components?
Using Eq. (11.110) and entering the tables of the incomplete gamma
function yields
0.7 x 100,000
R=-
250,000 - 200,OOO
G(250,OOO;0.7 + 1, ooo ) - G(200,000;0.7+ 1, 100,000
250,000 1
+250,000 - 200,000
G(250,OOO;0.7, ooo )
1
- 2oo'Oo0 G(200,OOO;0.7,
250,000- 200,000 100,000)~
0.7 x 100,000
-- (0.784420- 0.681698)
250,000- 200,000
+ 2507Oo0
x 0.964267
250,000 - 200,000
-
200,000
x 0.930957,
250,000 - 200,000
or
R = 0.9537, or 95.37%.

If the stress is uniformly distributed and the strength is normally dis-
tributed, then f(s) is given by Eq. (11.101)and f(S)is given by Eq.
(11.44). Substitution of Eqs. (11.101)and (11.44)into Eq. (11.45)
yields
0 0 1 -'(%)' [lsfs(s) ds] dS. (11.112)
In Eq. (11.112), dividing the whole integral interval [a, m] into two
subintervals [a, b] and (b, 003 yields
R =/ b
Q US (2n)s
le -'(el2
[ l s f s ( s )ds] dS
[/.'fs(s) ds] dS. (11.113)
Since the strength is always larger than b in the interval [b, 001, the
second term of the right side of Eq. (11.113) may be written as
(11.114)
but
(11.115)
UNIFORM STRESS AND NORMAL STRENGTH 505
and
lSf(s) ds = 0. (11.116)
Therefore,
lsf(s) ds = 1. (1 1.1 17)
.=-I l
b-a
b
a
l
us ( 2 7 r ) T
le
-;(29)'
( S - a ) dS
or
(11.118)
The second term in Eq. (11.118) is equal to
l-@(G). (11.119)
The first term in Eq.(11.118) may be rewritten as
+ lb(S- a )us ( 2 4 5l e
2
1 -3 ( 2 2 )
. dS] 1
-
- US
(b- a) ( 2 7 4
-;(%) 2
] d [-i1 (7)2]s - S
+-b - a
or
+-b - a ( 11.120)
Substitution of Eqs. (11.119) and (11.120) into Eq. (11.118), and

combining terms, yields
R = l +
( b - a ) (27r)f '1 ( 11.121)
EXAMPLE 11-12
The stress of identical components is uniformly distributed with
the parameters a =130,000 psi and d =180,000 psi. The strength is
normally distributed with parameters 3 =250,000 psi and US =30,000
psi. What is the reliability of these components?
Using Eq. (11.121) and entering the area tables of the standardized
normal distribution yields
-$(%)- 2 - e-p)
R = l + US
( b - a ) (2n)2: - '1
30,000
=1+
(180,000 - 130,000) ( 2 ~ ) ;
130 000-250 000 1 180,000- 250,000
e-f( ' 30,000 ' ) - e-5 ( 30,000
250,000 - 180,000 180,000 - 250,000

-t180,000 - 130,000 @ ( 30,000
NORMAL STRESS AND UNIFORM STRENGTH 507
- 250,000 - 80,000 120,000 - 250,000

180,000 - 130,000 (
30,000
30,000
=I+
(180,000 - 130,000) ( 2 ~ ) ;
*(0.000335462- 0.065728528)
250,000 - 180,000 o.oo9816
i-180,000 - 130,000
- 250,000 - 80,000
180,000 - 130,000 O7
or
R = 0.9981, or 99.81%.

If the stress is normally distributed and the strength is uniformly dis-
tributed, then f(S)is given by Eq. (11.108) and f ( s ) is given by Eq.
(11.68). Substitution of Eqs. (11.108) and (11.68) into Eq. (11.70)
yields
In Eq. (11.122), dividing the whole integral interval [-m, d] into two
subintervals [-m, c] and (c, d] yields
or
R = - Il d 1 -r ( 2 3 ) ’
le 2 us [-(s-~) + (d-a)] ds
d-c us (27+
1 ,,2
1 e-5( is-) ds. ( 1 1.123)
The second term in Eq. (11.123) is equal to
@(F). (1 1.124)
The first term in Eq. (11.123) may be rewritten as
or
(1 1.125)
Substitution of Eqs. (11.124) and (11.125) into Eq. (11.123), and

combining terms, yields
R= -0s
1
( d - c) ( 2 ~ ) ;
+-@(--)+z@(T).
d-3 d-3 S-c
(11.126)
d-c
NORMAL STRESS AND UNIFORM STRENGTH 509
EXAMPLE 11-13
The stress of identical components is normally distributed with

parameters 3 =103,000 psi and US =20,000 psi. The strength is uni-
formly distributed with parameters c =170,000 psi and d =230,000
Using Eq. (11.126) and entering the tables of the standardized

normal distribution areas yields
-
- -20,000
(230,000 - 170,000) (27r)i
170,000-103 OOO 2 230 000- 103,000
. [e-z(1 20,000' -e-z(
1
'2o.m
230,000 - 103,000
+230,000 - 170,000
103,000 - 170,000 170,000 - 103,000
(
@
+230,000 - 170,000 20,000

-20,000
- x (0.003656495 - 0.000000001)
(230,000 - 170,000) ( 2 ~3 )
230,000 - 103,000 103,000 - 170,000
@(3.35),
+230,000 - 170,000 i- 230,000 - 170,000
-20,000
- x (0.003656495 - 0.000000001)
(230,000 - 170,000) ( 2 ~5)
230,000 - 103,000 103,000 - 170,000 o.99960,
+230,000 - 170,000 230,000 - 170,000
or
R = 0.99996, or 99.996%.

The Weibull strength pdf is
There are three different cases that may be considered:

1. Îs Ia,
2. a < 7s < b, and
3. 7s 2 b.
11.13.1 UNIFORM FAILURE GOVERNING STRESS AND

WEIBULL FAILURE GOVERNING STRENGTH DIS-
TRIBUTIONS WITH 7s 5 u
In this case, substitution of Eqs. (11.101) and (11.127) into Eq. (11.70)
yields
(1 1.128)
(11.129)
(1 1.130)
then, solving Eq. (11.130) for s yields

-
1
s = 77s YPS +Îs, (11.131)

and
77s
ds = - Y ~ S
-L-1
dy. (11.132)
PS
UNIFORM STRESS A N D WEIBULL STRENGTH 51 1
Substituting Eqs. (11.131) and (11.132) into Eq. (11.129) yields
(1 1.133)
The gamma cdf is

1 l Z t a - ’ e - lt dt,
G(z; Q, -) =
7) va r ( 4
a>o, O ~ Z < O o , (1 1.134)
and is known as the incomplete gamma function. It is tabled in [2]. To
determine the probability that a random value from a gamma distribu-
tion with parameters 7 and a takes on a value less than s,determine
( 11.135)
let
p=a-l, ( 1 1.136)
and find 1(u,p) from these tables. This is the desired cumulative prob-
ability G(s; a,f).
From Eqs. (11.133) and (11.134)
l 1
e-YyG- dy
(11.137)
Therefore, Eq. (1 1.133) becomes
( 1 1.138)
Knowing the parameters a, b, ,&, 775, and ÎS, the tables of the
incomplete gamma function yield the value of R.
EXAMPLE 11-14
parameters a =130,000 psi and b =180,000 psi. The strength is Weibull
distributed with parameters @s=2, 7s =300,000 psi and ys =100,000
Using Eq. (11.138) and entering the tables of incomplete gamma
function yields
-
300, ooo r (4)
(180,000 - 130,000) x 2
180,000 - 100,000
* ( [( 300,000
130,000 - 100,000
-G [( 300,000
- 3007000 J;F x (0.293918 - 0.

(180,000 - 130,000) x 2
or
R = 0.9649, or 96.49%.

TRIBUTIONS WITH u < 7 s < b
In this case, Eq. (11.128) becomes
( 1 1.139)
WEIBULL STRESS A N D UNIFORM STRENGTH 513
Following the same derivation procedures, as in the previous case,

yields

TRIBUTIONS WITH 7s 2 b
If 7s 2 b, then
R=l. (11.141)

TRIBUTIONS WITH p = 1
If Ps = 1, the Weibull distribution becomes the exponential distribu-
tion. Then, from Eq. (11.133)
(11.142)
or
e 9s -e V.s ). (11.143)
This result is the same as that of Eq. (11.107) if 7s = 0.
11.14 WEIBULL FAILURE GOVERNING STRESS

The Weibull stress pdf is
, ys ‘<Oo7 (11.144)
, otherwise.
There are three different cases that may be considered:
1. 7 s Ic,
2. c < ys < d, and

3. ys 2 d.
11.14.1 WEIBULL FAILURE GOVERNING STRESS AND

UNIFORM FAILURE GOVERNING STRENGTH DIS-
TRIBUTIONS WITH 7s 5 C
In thiscase, substitutionof Eqs. (11.108) and (11.144) into Eq. (11.45)
yields
(11.145)
or
(11.146)
Let
s - ys p3
(11.147)
y=(,) ;
then, solving Eq. (11.147) for S yields
-
1
S=vs Y O 3 +Îs, (11.148)
and
(11.149)
From Eq. (11.146)
(11.150)
Similar to the derivation procedure of Eq. (11.137),
(11.151)
WEIBULL STRESS AND UNIFORM STRENGTH 515
Therefore, Eq. ( 11.150) becomes
or
-G[(?) A ;j-/l]}. 1
(11.152)
Knowing the parameters c, d, P,, qs, and rs,the tables of the

incomplete gamma function yield the value of R.
EXAMPLE 11-15
The stress of identical components is Weibull distributed with pa-
rameters @, =0.8, qs =150,000 psi and r =O. The strength is uniformly
distributed with parameters c =210,000 psi and d =280,000 psi. What
Using Eq. (11.151) and entering the tables of the complete and
incomplete gamma functions yields
-G [ ,; ; 11 },
150, ooo r (&)
= 1-
(280,000 - 210,000) x 0.8
' { [(280,000 - 0) -1,1]

150,000 0.8
- [(
210,000 - 0)
150,000
-
1 1]
0.8'
} 1
= 1 - 0.971143 x (0.950814 - 0.797764),

or
R = 0.8514, or 85.14%.

TRIBUTIONS WITH C < ys < d
In this case, Eq. (11.145) becomes
(1 1.153)
The first term is equal to zero because the probability that stress is
smaller than ys is zero. Furthermore, following the same derivation
procedures as for the case in Section 11.14.1 yields
or

TRIBUTIONS WITH 7s 2 d
If ys 2 d , then
R = 0. (11.155)

TRIBUTIONS WITH Ps = 1
If ps = 1, the Weibull distribution becomes the exponential distribu-
tion. Then, from Eq. (11.150)
(11.156)
or
R=l-- (1 1.157)
d-c
This result is the same as that of Eq. (11.111) if ys = 0.
UNIFORM STRESS AND EXTREME STRENGTH 517

AND EXTREME VALUE OF THE MIN-
IMA FAILURE GOVERNING STRENGTH
DISTRIBUTIONS
The cdf of the extreme value of the minima distributed strength is
(1 1.158)
(11.159)
Substituting Eq. (11.158) into Eq. (11.159) yields

”-7s
ds. (11.160)
Let
(11.161)
Then, solving Eq. (11.161) for s yields
9 = 77s loge +TYS~ (11.162)
and
Ils
ds = - dy. (1 1.163)
Y
(11.164)
where
0-7s
A=ens, (1 1.165)
and
B=eqs. (1 1.166)
Equation (11.164) may be rewritten as
( 1 1.167)
Since the values of
are well tabulated in [7], the reliability, R, may be evaluated from
R = - [77Esl ( A ) - El(B)]. (11.168)

b-a
Knowing the strength distribution, A and B may be calculated
using Eqs. (11.165) and (11.166). Tables, or numerical integration,
yield the values of El(z) for Eq. (11.168). Then, Eq. (11.168) yields
the value of R.
Equation (11.164) may also be evaluated as follows:
Since
Y2 - E+. . . + ( - I ) " - Y" +-..,
e -Y = 1 - y + -
(1 1.169)
2! 3! n!
then
y("-')
1-
e-Yy-1 = - 1 + -Y- - Y 2 + . + (- 1)" -
1 * + * * * . (11.170)
Y 2! 3! n!
(11.171)
Changing the position of the integral sign, Eq. (11.171) becomes

n-1
7s
n= 1
00
Bn - A"
= - 7s
b-a
log, - -+
B 7 7
A b-anzl
C(-l)"n-n! '
or
(11.172)
EXTREME VALUE STRESS A N D UNIFORM STRENGTH 519
EXAMPLE 11-16
parameters a =100,000 psi and b =170,000 psi. The strength is ex-
treme value of the minima distributed with parameters 7s =270,000
psi and 71s=23,000 psi. What is the reliability of these components?
3 lOOOOO-270.OOO
A =e 'IS =e ' 23.000 ,
or
A = 0.000616591,
and using Eq. (1 1.166) yields
170 000-270 000
B=e 'IS =e '23.0oO' ,
or
B = 0.012934901.
Using Eq. (11.168) and entering the tables of function El(z)in [7]
yields
R = - 77s
b - a [El(4- El (B)I,
-
-
23,000
[E~(0.000616591)- El (0.012934901)],
170,000 - 100,000
- 23,000
- (6.790852 - 3.783510),
170,000 - 100,000
or
R = 0.9881, or 98.81%.
11.16 EXTREME VALUE OF THE MAXIMA FAIL-

URE GOVERNING STRESS AND UNIFORM
FAILURE GOVERNING STRENGTH DIS-
TRIBUTIONS
The cdf of the extreme value of the maxima distributed stress is
-s-7s
Fs (s) = ede 7)s (1 1.173)
R= ld [,"
d-c -00
fs(s) ds] dS. (1 1.174)
Substituting Eq. (11.173) into Eq. (11.174) yields
(11.175)
Let
-s--7s
y=e 9 s . (1 1.176)
Then, solving Eq. (11.176) for S yields
s = -7s log, Y + T S , ( 11.177)

and
qs
dS = -- dy. (1 1.178)
Y
or
c
R=2 e-Yy-' dy, (1 1.179)
d-C
where
9
C=e9., (11.180)
and
d--7s
D=evs. (11.181)
Equation (11.179) may be rewritten as
or
(1 1.182)
E X TREM E VALUE STRESS A N D UNIFORM STRENGTH 521
where E l ( z ) is defined in Section 11.13.

Knowing the stress distribution, C and D may be calculated using
Eqs. (11.180) and (11.181). Tables or numerical integration yield the
values of E l ( z ) for Eq. (11.182). Then, Eq. (11.182) yields the value
of R.
Similar to the derivation procedure in Section 11.15,
(1 1.183)
EXAMPLE 11-17
The stress of identical components is extreme value of the maxima
distributed with parameters y5 =70,000 psi and q5 =40,000 psi. The
strength is uniformly distributed with parameters c =200,000 psi and
or
C = 0.0387742,
and using Eq. (11.181) yields
or
D = 0.01 11090.
Using Eq. (11.182), and entering the tables of function El(z) in [7],
yields
-
- 40,000
[E1(0.0111090) - El (0.0387742)],
250,000 - 200,000
= 0.8 x (3.933869 - 2.711189),
or
R = 0.9781, or 97.81%.
PROBLEMS
11-1. The stress and strength of identical components are both log-
normally distributed with parameters p: = 11.5 log, psi and
a: = 0.12 log, psi for stress, and pk = 11.8 log, psi and u$ = 0.09
log, psi for strength. Evaluate the reliability of these compo-
nents.
11-2. The stress and strength of identical components are both gamma
distributed with parameters ps = 3, qs =80,000 psi for stress, and
ps = 2, T,IS=170,000 psi for strength. Evaluate the reliability of
these components.
11-3. The stress of identical components is exponentially distributed
with qS =80,000 psi, and the strength of these components is
gamma distributed with parameters ps = 2 and 77s =130,000
psi. Evaluate the reliability of these components and compare
the result with the result obtained in Problem 11-1.
11-4. The stress of identical components is gamma distributed with
parameters ps = 3 and q, =2,000 psi, and the strength of these
components is exponentially distributed. These components are
designed to a specified reliability of 0.995. Determine the mini-
mum allowable mean value of their strength.
11-5. Equation (11.36) is the general solution for gamma stress and
strength distributions. In the case of ps = 1 and ps = 1, simplify
the result and compare it with the result obtained in Section 11.6.
with qs =50,000 psi, and the strength is normally distributed
with parameters =200,000 psi and us =1,500 psi. What is the
reliability of these components?
11-7. Identical components are designed to a specified reliability of
0.995. It is known that their stress is exponentially distributed
with qs =25,000 psi, and their strength is normally distributed
with as =800 psi. What is the minimum allowable mean value
of their strength?
0.995. Their stress is exponentially distributed, and the strength
is normally distributed with the parameters =14,000 psi and
as =900 psi. What is the maximum allowable mean value of
their stress?
PROBLEMS 523

with qs =80,000 psi, and the strength is left-side truncated nor-
mally distributed with parameters 3 =290,000 psi, us =30,000
psi and S1 =240,000 psi. What is the reliability of these compo-
nents?
11-10. The strength of identical components is exponentially distributed
with qs =80,000 psi, and the stress is normally distributed with
parameters 3 =30,000 psi and us =800 psi. What is the reliabil-
ity of these components?
0.95. It is known that their strength is exponentially distributed
with qs =125,000 psi, and their stress is normally distributed
with us =1,500 psi. What is the maximum allowable mean value
of their stress?
0.95. Their strength is exponentially distributed with one pa-
rameter, and their stress is normally distributed with parame-
ters 3 =10,000 psi and us =2,000 psi. What is the minimum
allowable mean value of their strength?
11-13. The stress is two-sides truncated normally distributed with pa-
rameters 3 =10,000 psi, us =1,500 psi, s1 =0, and s2 =12,000
psi. The strength of identical components is exponentially dis-
tributed with 7s =200,000 psi. What is the reliability of these
components?
11-14. The stress developed in identical components is known to be ex-
ponentially distributed with q, =5,000 psi. The strength of these
components is also exponentially distributed with qs =175,000
11-15. The stress developed in identical components is known to be
exponentially distributed with one parameter, and the strength
of these components is also exponentially distributed with qs =
220,000 psi. What is the maximum allowable mean of stress to
meet the reliability goal of 0.992?
11-16. The stress of identical components is uniformly distributed with
parameters a =70,000 psi and b =125,000 psi. The strength is
gamma distributed with parameters 7s =250,000 psi and ps =2.
What is the reliability of these components?
11-17. The stress of identical components is gamma distributed with pa-
rameters qs =90,000 psi and ps =0.75. The strength is uniformly
distributed with parameters c =210,000 psi and d = 250,000 psi.

What is the reliability of these components?
parameters a =120,000 psi and d =190,000 psi. The strength
is normally distributed with parameters 3 =245,000 psi and
trs =28,000 psi. What is the reliability of these components?
11-19. The stress of identical components is normally distributed with
parameters 3 =100,000 psi and us =22,000 psi. The strength
is uniformly distributed with parameters c =160,000 psi and
Weibull distributed with parameters ,L? =2, q =290,000 psi and
y =100,000 psi. What is the reliability of these components?
11-21. The stress of identical components is Weibull distributed with the
parameters ps =0.8, qs =130,000 psi and 7 =O. The strength
is uniformly distributed with parameters c =220,000 psi and
extreme value of the minima distributed with parameters ys =
260,000 psi and qs =24,000 psi. What is the reliability of these
components?
11-23. The stress of identical components is extreme value of the m a -
ima distributed with parameters ys =60,000 psi and qs = 40,000
psi. The strength is uniformly distributed with parameters c =
210,000 psi and d =260,000 psi. What is the reliability of these
components?
REFERENCES 525
REFERENCES
1. Shooman, M. L., Probabilistic Reliability: An Engineering Approach,
McGraw-Hill, Inc., 524 pp., 1968.
2. Pearson, K., Tables of The Incomplete Beta-Function, Cambridge Uni-
versity Press, Bentley House, P. 0. Box 92,200 Euston Road, London,
N. W. 1, or 32 East 57th Street, New York, NY, 10022,505 pp., 1968.
3. Kececioglu, Dimitri B. and Cormier, David, “Designinga Specified Re-
liability Directly into a Component,” Proc. Third Annual SAE-ASME-
AIAA Aerospace Reliability and Maintainability Conference, Washing-
ton, DC, pp. 546-565, June 29-July 1, 1964.
nents and Systems,” Nuclear Engineering and Design, Vol. 19, pp.
259-290, 1972.
5. Kapur, K. C. and Lamberson, L. R., Reliability in Engineering Design,
John Wiley & Sons, 586 pp., 1977.
6. Hahn, Gerald J. and Shapiro, Samuel S., Statistical Models in Engi-
neering, John Wiley & Sons, 355 pp., 1967.
7. Abramowtiz, Milton and Stegun, Irene A., Handbook of Mathematical
Functions with Formulas - Graphs, and Mathematical Tables, National
Bureau of Standards Applied Mathematics Series 55, 1046 pp., 1965.
One Lake Street, Upper Saddle River, NJ, Vol. 1, 688 pp., 1991, Sev-
enth Printing, 1997.
Chapter 12
NUMERICAL SOLUTIONS FOR

THE PREDICTION OF THE
RELIABILITY OF MECHANICAL
COMPONENTS AND
STRUCTURAL MEMBERS
WHEN CLOSED FORM
SOLUTIONS ARE NOT
AVAILABLE
12.1 INTRODUCTION
It is essential to determine the reliability of mechanical components and
structural members by using Eqs. (11.45) and (11.70) after obtaining
the failure governing stress and strength distributions. However, in
many cases, such a double integration cannot be evaluated in a closed
form. This chapter presents equations in single integration form which
are in a simplified form for the calculation of the reliability, giving the
following combinations of failure governing stress and strength distri-
butions:
1. Weibull failure governing stress and strength.
527
528 NUMERICAL RELIABILITY SOLUTIONS
2. Normal failure governing stress and Weibull failure governing

strength.
3. Weibull failure governing stress and normal failure governing
strength.
4. Lognormal failure governing stress and Weibull failure governing
strength.
5 . Weibull failure governing stress and lognormal failure governing
strength.
6. Extreme value of the maxima failure governing stress and ex-
treme value of the minima failure governing strength.
The solutions for these combinations of failure governing stress and
strength are very useful in real engineering situations and can be solved
easily by numerical integration.

The pdf of the Weibull failure governing stress is given by Eq. (11.144)
and of the Weibull failure governing strength is given by
e , 7s I S < 00, (12.1)

, otherwise.
There are two different cases that may be considered:
1. 7 s 5 rs, and
2. r s > 7s.

TRIBUTIONS WITH ys <_ 7s
yields
roo roo
WEIBULL STRESS AND STRENGTH 529
or
(12.2)
In the above derivation, J?&,f(s)[J," f(S)d S ] d s = Fs(ys)because
J," f(S)d S = P T ( S > s) = 1 in the case of s 5 ys.
Let
then
dy = 5 (7) B. -1
ds, (12.3)
and
s 7 qsy-b8 + 7s. (12.4)
(12.5)
Even though the closed form solution of Eq. (12.5) can not be
obtained, the double integration form of the solution has been simpli-
fied into a single integration form solution which is more convenient to
solve.
EXAMPLE 12-1
The stress of identical components is Weibull distributed with the
parameters 0, = 0.8, 7, = 150,000 psi and ys = 0. The strength is
also Weibull distributed with parameters ps = 2, 7s = 300,000 psi
and ys =50,000 p s i . What is the reliability of these components?
Since ys < ys, using Eq. (12.5) yields
or
e-[y+(
Jdm
50000-0 0’8 150,000y-o~8+O-50,000 2
R = 1 - e-( i;o,ooo 300,000 by.
+
Using the software MATHCAD for the third term yields

R = 1 - 0.66018 + 0.61584,
or
R = 0.9557

TRIBUTIONS WITH ys > 7 s
In this case, using Eq. (11.45) yields
or
(12.6)
The first term of Eq. (12.6) is P ( S < ys,S > s) which is zero since
s 2 ys; therefore, substitution of Eqs. (11.144) and (12.1) into Eq.
(12.6) yields
NORMAL STRESS AND WEIBULL STRENGTH 53 1
or
(12.7)
Let
then Eq. (12.7) can be transformed to

The pdf of the normal failure governing stress is determined by Eq.
(11.68) and the Weibull failure governing strength is determined by
Eq. (12.1). Substitution of Eqs. (11.68) and (12.1) into Eq. (11.70)
yields
00
or
532 NUMERICAL RELIABILITY SOL UTIONS
Let
y=- s - YS
rlS
then
( 12.10)
and
s = rlSY + 7s. (12.11)
EXAMPLE 12-2
The stress of identical components is normally distributed with the
parameters S = 100,000 psi and o, = 20,000 p s i . The strength is
Weibull distributed with parameters Ps = 2, 7s = 300,000 p s i and
7s =50,000 p s i . What is the reliability of these components?
R =WYS) +
a,(2?r)i
/0
00
e
-[(SsY+7;-32
20,
: yPs]
dY 7
or
50,000 - 100,000
R = a( )
20,000
-[
s,
00 (300,000y+50,000-1100,000)*
+20,000(27r)
300,000 :
2 x 20,0002 +Y21
dY.
Using the software MATHCAD for the second term yields
R = @(-2.5) + 300’000 x 0.160816,

20,000(2.rr)
+
= 0.006210 0.961237,
or
R = 0.9674.
WEIBULL STRESS AND NORMAL STRENGTH 533

The pdf of the Weibull failure governing stress is given by Eq. (11.144)
and the normal failure governing strength is given by (11.44).
Using Eq. ( 11.45) yields
or
R= 1"
-W
f(S)[/' f(s) ds] d S
-W
+ Jrnf ( S ) [ I Sf(s) ds] dS.
78 -W
(12.13)
The first term in Eq. (12.13) is P ( S < ys,s < S) which is zero since
s 2 ys; therefore, substitution of Eqs. (11.44) and (11.144) into Eq.
(12.13) yields
or
(12.14)
Let
y=- s -7 s
775
then Eq. (12.14) can be transformed to
R = 1 -@(-)7 s - 3 - dY.
US
( 12.15)
EXAMPLE 12-3
parameters ps = 0.8, qs = 150,000 psi and T~ = 0. The strength is
normally distributed with parameters 3 = 250,000 p s i and U S =30,000
p s i . What is the reliability of these components?
0 - 250,000
=1-@(
30,000 )
-
150,000 /.m
e-[(150.000 +0-250,000)2
2~30,0002 +yo'81dy.
30,000 (2a)4 0
R=l-O- 1507Oo0 x 0.112699,

30,000 ( 2 ~ ) :
or
R = 0.7752.
12.5 LOGNORMAL FAILURE GOVERNING ST-

RESS AND WEIBULL FAILURE GOVER-
NING STRENGTH DISTRIBUTIONS
The pdf of the lognormal failure governing stress is determined by
(12.16)
and the Weibull failure governing strength is determined by Eq. (12.1).
J -00 JS J7S J S
LOGNORMAL STRESS AND WEIBULL STRENGTH 535
roo roo
or
EXAMPLE 12-4
The stress of identical components is lognormally distributed with
the parameters p: = 11.2 log, psi and ut = 0.13 log, p s i . The strength
is Weibull distributed with parameters /3s = 2, q = 300,000 psi and
7s =50,000 p s i . What is the reliability of these components?
or
log, 50,000 - 11.2

R=@( 0.13
+ + ";(g? +( ds.
Using the software MATHCAD for the second term yields the result
R = @(-2.9248) + 0.13 1(2r)i: x 0.322969,

or
R = 0.9928.

AND LOGNORMAL FAILURE GOVERNING
The pdf of the Weibull failure governing stress is determined by Eq.
(11.144) and the lognormal failure governing strength is determined by
log,s-p’
1
1e
- 3 ( ; r ss) 2 dx, </A’S < 00, >O.
f(S) = -00 U;
s 0; ( 2 4 5
(12.18)
or
(12.19)
The first term in Eq. (12.19) is P(S < y s , s < S) which is zero since
s 3 ys by definition; therefore, substitution of Eq. (11.144) and (12.18)
into Eq. (12.19) yields
or
EXAMPLE 12-5
parameters ps = 0.8, qs = 150,000 psi and y3 = 0. The strength
EXTREME STRESS AND STRENGTH 537
is lognormally distributed with parameters 14; = 12.3 log, psi and

osI = 0.12 log, psi. What is the reliability of these components?
or

1
R=l- x 0.077606,
0.12 ( 2 4 5
or
R = 0.7420.
12.7 EXTREME VALUE OF THE MAXIMA FAIL-

URE GOVERNING STRESS AND EXTREME
VALUE OF THE MINIMA FAILURE GOV-
ERNING STRENGTH DISTRIBUTIONS
1 -a
fs(s) = -e
77,
v s e-e
--
The pdf of the extreme-value-of-the-maxima distributed stress is
" , (12.21)
and the pdf of the extreme-value-of-theminima distributed strength is
(12.22)
There are two different cases that may be considered:

1. -yS I rs, and
2. 7 s > 7s.
12.7.1 EXTREME VALUE OF THE MAXIMA FAILURE GOV-

ERNING STRESS AND EXTREME VALUE OF THE
MINIMA FAILURE GOVERNING STRENGTH DIS-
TRIBUTIONS WITH ys 5 7s
yields
00
or
EXAMPLE 12-6
The stress of identical components is extreme-value-of-the-maxima
distributed with the parameters ys = 70,000 psi and 7, = 40,000 psi.
The strength is extreme-value-of-theminima distributed with param-
eters 7s = 270,000 psi and qs = 23,000 psi. What is the reliability of
these components?
Since 7s 2 ys, using Eq. (12.23) yields
-1
R = F , ( V ~ ) + 1 0 0 e-J-7s
rls 7s
98 e
-[e-
m -
?S +e vs Ids,
or
270,OOO-70,000
40,000
R = e-e
00 s-7O.OOO S-70,000 s--270,000
--
e 40,000 . e-[e 40,w+e 23,000 Ids.
Using the software MATHCAD for the second term yields the result
194.646
R = 0.993285 +
40,000 ’
or
R = 0.9982.
PROBLEMS 539
12.7.2 EXTREME VALUE OF THE MAXIMA FAILURE GOV-

ERNING STRESS AND EXTREME VALUE OF THE
MINIMA FAILURE GOVERNING STRENGTH DIS-
TRIBUTIONS WITH ys 2 7s
In this case, substitution of Eqs. (12.21) and (12.22)into Eq. (11.45)
yields
or
(12.24)
The first term in Eq. (12.24)is P(S < T ~s, < S) which is zero since
s 2 T~ by definition. Therefore, Eq. (12.24)becomes
or
(12.25)
77s J-YS
PROBLEMS
12-1. The stress of identical components is Weibull distributed with

the parameters pS = 0.8, qs = 170,000 psi and -ys = 0. The
strength is also Weibull distributed with parameters ps = 1.9,
77s = 285,000 psi and 7 s =40,000 psi. What is the reliability of
these components?
12-2. The stress of identical components is normally distributed with
the parameters 3 = 80,000 psi and crs = 30,000 psi. The
strength is Weibull distributed with parameters ps = 1.9,qs =
285,000psi and 7s =40,000 psi. What is the reliability of these
components?
12-3. The stress of identical components is Weibull distributed with the

parameters ps = 0.8, qs = 170,000 psi and ys = 0. The strength
is normally distributed with parameters 3 = 220,000 psi and
US =20,000 psi. What is the reliability of these components?
12-4. The stress of identical components is lognormally distributed

with the parameters p: = 11.2 log, psi and U: = 0.13 log, psi.
The strength is Weibull distributed with parameters ps = 1.9,
77 = 285,000 psi and ys =40,000 psi. What is the reliability of
these components?
12-5. The stress of identical components is Weibull distributed with
the parameters ps = 0.8, qs = 170,000 psi and ys = 0. The
strength is lognormally distributed with parameters p$ = 12.3
log, psi and a; = 0.12 log, psi. What is the reliability of these
components?
12-6. The stress of identical components is extreme-value-of-the-maxima
distributed with the parameters vs = 60,000 psi and qs = 38,000
psi. The strength is extreme-value-of-theminima distributed
with parameters ys = 230,000 psi and qs = 22,000 psi. What
PROBLEMS 541
REFERENCES
1. Shooman, M. L., Probabilistic Reliability: An Engineering Approach,
McGraw-Hill, Inc., 524 pp., 1968.
2. Pearson, K., Tables of The Incomplete Beta-Function, Cambridge Uni-
versity Press, Bentley House, P. 0. Box 92,200 Euston Road, London,
N. W. 1, or 32 East 57th Street, New York, NY, 10022, 505 pp., 1968.
3. Kececioglu, Dimitri B. and Cormier, David, “Designing a Specified Re-
liability Directly into a Component,” Proc. Third Annual SAE-ASME-
AIAA Aerospace Reliability and Maintainability Conference, Washing-
ton, DC, pp. 546-565, June 29-July 1, 1964.
nents and Systems,” Nuclear Engineering and Design, Vol. 19, pp.
259-290, 1972.
5. Kapur, K. C. and Lamberson, L. R., Reliability an Engineering Design,
John Wiley & Sons, 586 pp., 1977.
neering, John Wiley & Sons, 355 pp., 1967.
7. Abramowtiz, Milton and Stegun, Irene A., Handbook of Mathematical
Fvnctions with Formulas - Graphs, and Mathematical Tables, National
Bureau of Standards Applied Mathematics Series 55, 1046 pp., 1965.
One Lake Street, Upper Saddle River, NJ, Vol. 1, 688 pp., 1991, Sev-
enth Printing in 1997.
Chapter 13
MONTE CARLO SIMULATION

METHOD FOR RELIABILITY
DETERMINATION
13.1 RELIABILITY PREDICTION USING MONTE

CARLO SIMULATION
From the failure governing stress, s, and the failure governing strength,
S, points of view, a component’s reliability, R, is given by “all proba-
bilities that the failure governing strength exceeds the failure governing
stress,” or
R = P ( S > s) = P ( s < S), (13.1)
and its unreliability is given by
Q = P ( S < s) = P ( s > S). (13.2)
Equations (13.1) and (13.2) can be evaluated using Monte Carlo

simulation techniques. This may be done by generating uniformly
distributed random numbers, Ui and Uj,between 0 and 1, and then
obtaining random values for Si and sj, respectively, from the following
equations:
(13.3)
543
544 MONTE CARL0 SIMULATION
(13.4)
using the algorithm described in Chapter 3. Repeat this process,

preferably over 10,000 times. Count those trials, Ns,out of a total
of NT trials for which the condition S > s is satisfied. A reliability
estimate is then given by
(13.5)
and an unreliability (the probability of failure) estimate is given by
= 1 - Ns/NT = NF/NT, (13.6)

where
NT = total number of trials,
Ns = total number of successful trials, or when S > s,
and
NF = total number of failed trials, or when S < s.
The details of applying Monte Car10 simulation to determine the relia-
bility of components, given their failure governing stress and strength
distributions, are given in Fig. 13.1.
EXAMPLE 13-1
It is known that the strength of the Titanium Alloy, Ti-6A1-4V,
this component will be made of, is lognormaly distributed, or
where
-
S = 150,600 psi,
and
(TS = 7,200 psi,
or
-
S' = 11.92124106,
RELIABILITY PREDICTION 545
MONTE CARLO SlMLTLAnON

for
Reliabdity Determination.
I Get the failure governing s m s s and strength distributions.

I
I
0 S
f
fls: L/\ S
1
Get the cumulative relative trequency for

both stress and strength from zero to one.
f
Generate uniformly distributed random numbers
between zero and one for both S and s.
Fig. 13.1 - Flow diagram of Monte Carlo simulation for re-

liability determination.
Get the values of S, and s,. Compare them to satisfy

the following condition:
(S,-s,) > 0.
If satisfied designate it as one, if not satisfied
designate it as zero.
Repeat the previous two steps for j 2 10,OOO trials.

I
s, , 5:
s, 1 5: V ( S - 5,)> 0 count 1.
SJ < 0 count 0.
if (S,-
s,a., ' st0.m
I Count how many trials satisfy [(S - s) > 01, thus find
N[(S - s ) > 01. Count the total number of uids N,.
Calculate the reliability.

L I
N[(S - S ) > 01
R=
NT
Fig. 13.1 - Continued.

RELIABILITY PREDICTION 547
and
c& = 0.04778148.
The distribution of the stress applied to this component, is the Weibull
distribution, or
where
P = 3,
17 = 80,000 psi,
and
7 = 10,000 psi.
Using the Monte Carlo simulation method estimate the reliability of
this component.

100,000 Monte Carlo simulations were conducted. A sample of the
results is given in Table 13.1. For example, for the first trial in the
first row of Table 13.1, two uniformly distributed random numbers
were generated, which were
U1 = 0.90882038,
and
U2 = 0.55126891.
Substituting these two numbers into Eqs. (13.3) and (13.4), respec-
tively, yielded
S1 = 160,325.1 psi,
and
s1 = 84,306.6 psi.
Since Sl > s1 in this trial, the number 1 was entered into the fourth
column of Row 1 in Table 13.1. This process was repeated 100,000
times in this example.
From Eq. (13.5) and the results in Table 13.1,
A 99,417
R =
100,000 ,
or
h = 99.417%.
548 MONTE CARLO SIMULATION
Table 13.1-Sample of Monte Carlo runs for Example

13-1.
Simulation S, S, If S > s enter 1,

number psi psi if S < s enter 0
1 160,325.1 84,306.6 1
2 143,074.2 6 1,098.2 1
3 118,223.1 121,780.4 0
100,000 152,809.9 99,995.6 1

C N ( S > s) = 99,417
13.2 ERROR BOUNDS AND NUMBER OF

MONTE CARLO TRIALS
Monte Carlo estimates have associated error bounds. The larger the
number of trials the more precise the final answer is. Given the error
with which the answer is to be determined, the required number of
trials can be determined.
13.2.1 BINOMIAL DISTRIBUTION METHOD

The Monte Carlo trials are discrete events and independent of each
other. Consequently, their outcome follows the binomial distribution;
i.e., the number of successes, N s , in N trials follows a binomial distri-
bution, or
f(Ns= z) = ):( RZ (1 - R ) N - z (13.7)
For a given N s in N trials, the lower, tow-sided confidence limit on

the predicted reliability, R L ~may
, be obtained from
1-CL
(13.8)
k=O
and the upper, two-sided confidence limit on the reliability, R u ~from
,
(13.9)
ERROR BOUNDS 549
The exact lower, one-sided confidence limit on the predicted reliability,

R L I ,may be obtained from
Nz
);(
k=O
(1 - (RL1)N-k = 1 - CL, (13.10)
and the upper, one-sided confidence limit on the reliability, Ru1, from
5 (t)
k=N-Ns
(1 -
(Ru1)N-k = 1 - CL. (13.11)
These equations are cumbersome, binomial confidence limit charts [l,

21, may be used to determine the lower and upper confidence limits
on the reliability predicted by the Monte Carlo simulation method at
desired confidence levels. These desired confidence levels are the 80%,
90%, 95%and 99%. The charts for these are given in Figs. 13.2 through
13.5 [I, pp. 88-90].
EXAMPLE 13-2
A reliability of 0.980 is predicted by 1,000 Monte Carlo trials. What

are the 95% confidence level (CL) limits on this predicted reliability?
Entering Fig. 13.4, which is for CL = 95%, with z / N = 0.980 and

going to the upper curve for a sample size of N = 1,000, the lower
confidence limit on the reliability of 0.972 is obtained. Going to the
lower curve for N = 1,000, the upper confidence limit on the reliability
of 0.983 is obtained. This yields the confidence interval of
(0.972; 0.983)
This means that for this set of 1,000 trials the true reliability will
lie within such intervals with a probability of 95%. This interval may
change, and could be significantly different, for another set of 1,000
trials.
Another interpretation is that if a large number of sets of Monte
Carlo simulations were conducted, each set consisting of 1,000 Monte
Carlo trials, and the confidence limits were thusly determined, 95% of
these confidence intervals would contain the true reliability.
MONTE CARL0 SIMULATION
Fig. 13.240% binomial confidence limits for p = z / N and

various sample sizes N [11.
ERROR BOUNDS 551
Fig. 13.3-90% binomial confidence limits for p = z / N and

various sample sizes N [I].

ERROR BOUNDS 553

13.2.2 THE NORMAL APPROXIMATION TO THE BINO-

MIAL METHOD
The charts refered to in the previous method frequently need to be
interpolated for the specific number of Monte Carlo trials used; fur-
thermore, such charts are not available for Monte Carlo trials in excess
of N = 1,000. Estimates of the confidence limits on the reliability
may then be obtained with sufficient accuracy using the normal dis-
tribution approximation of the binomial distribution [2; 3, p. 244; 4,
pp. 507-5081.
Assuming the reliability values are normally distributed with a
mean of the true reliability, R, which can be approximated by the
mean reliability predicted by Monte Carlo simulation, z,
A
and a stan-
dard deviation of
(13.12)
the following probabilistic statement may be written:
where
R = true reliability,
and
zl-a = upper (1 -
2
5) point of the standardized normal
distribution.
The value of q - 2 for a confidence level of 95% is found as follows:
CL = 0.95 = 1 - a ,
Q
(I! = 0.05, - = 0.025,
2
CY
1 - - = 1 - 0.025,
2
or
1 - 0.025 = 0.975.
From the standardized normal distribution area tables in Appendix A,
ERROR BOUNDS 555
Similarly, for a confidence level of CL = 90%

C L = 0.90 = 1 - a,
or
CY
0 = 0.10, - = 0.05,
2
and
CY
1 - - = 1 - 0.05,
2
or
1 - 0.05 = 0.95.
F'rom the standardized normal distribution area tables in Appendix A,
Similarly, for a C L = 99%,
The lower, two-sided confidence limit on the reliability is given by
or
and the upper, two-sided confidence limit on the reliability is given by

1
- 1
R u 2 = R + z i - a2N
- [N%(l-g)]'. ( 13.15)
The accuracy of the predicted reliability can be evaluated in terms

-
of its variance, UR. For a large reliability, R, and/or a small number
a
of simulation trials, N, the variance of can be quite large. As N
h
approaches infinity, R approaches the true reliability.

To increase the accuracy; i.e., to narrow the confidence bounds
about R, the number of Monte Carlo trials, N, should be increased.
The error of the predicted reliability, E , or the difference between

the predicted and the true reliability, is given by
(13.16)
or
E=zl-g
2
[1 2)]
R(l-
I
2
.
(13.17)
It is evident from Eq. (13.17) that as N approaches infinity, the error,

E, goes to zero.
This process may also be used to determine the number of Monte
Car10 trials which provide the maximum allowable error, E , in esti-
mating R. The needed N, given E and ?E from the normal pdf approx-
imation of the binomial pdf, can be estimated by solving Eq (13.17)
for N, or
( 13.18)
EXAMPLE 13-3
Find the lower and upper, two-sided confidence limits on the reli-
ability for the case of Example 13-2 using the normal approximation
to the binomial distribution.

A
Given that = 0.980, C L = 95%, z1-2 = 1.960 and N = 1,000,

then the lower, two-sided confidence limit on the reliability is
- 1 - - 1
R L ~= R-21-a- [NW(l-B)]',
2N
1
= 0.980 - 1.960- [(1,000)(0.980)(1- 0.980)]$,
1,000
= 0.980 - 0.0087,
or
R L =~ 0.9713,
ERROR BOUNDS 557
which compares with R L =~ 0.972 found using the binomial confidence

limits chart.
The upper, two-sided confidence limit on the reliability is
1
= 0.980 + 1.960-1,000 [(1,000)(0.980)(1- 0.980)]4 ,
= 0.980 + 0.0087,
or
Ru2 = 0.9887,
which compares with Ru2 = 0.983 found using the binomial confidence
limits chart. This example shows that a conservative estimate of the
confidence interval, or range, is obtained using the normal approxi-
mation to the binomial distribution. This approximation is usually
adequate for both NZ and N(l - Z) equal to or greater than 5.
13.2.3 THE PERCENT ERROR METHOD

The error, El or the difference between the predicted and the actual
reliability, is given by Eq. (13.17), or
Then, the percent error in the predicted reliability is given by

E
€96 = -
7 x loo%,
R
- Z1-Z
2
[
- -
i i ( 1 -Z) ] (y),
1
5
or
1
1-R
€% = (13.19)
558 MONTE C A R L 0 SIMULATION
Using Eq. (13.19), Charts can be prepared giving the percent error,
a
A
E%, in the predicted reliability, where is plotted along the abscissa,

and the E% in the predicted reliability, is plotted along the ordinate.
A single curve is plotted in the body of the chart for each specific
value of the number of Monte Carlo trials, N. Such a chart is given
in Figs. 13.6(a) and 13.6(b). The values used to prepare Figs. 13.6(a)
and 13.6(b) are given in Table 13.2.
To find N for a desired percent error, E%, use Eq. (13.19) or
1-a
h
2
N = Z1-n 2. (13.20)
R (E%)~
EXAMPLE 13-4
Find the percent error in the predicted reliability given in Example

13-2.

n
Entering Fig. 13.6 with % = 0.980 along the abscissa, going to the
curve labeled N = 1,000, one reads off along the ordinate e% = 0.9%.
If using Eq. (13.19), one can get
e% = 1.96 (1,000- Oeg80

x 0.980
y2 loo%,
x
or
E% = 8.85%.
13.3 VARIANCE REDUCTION METHODS

The major advantage of the Monte Carlo simulation method for re-
liability determination is that it could handle almost all complicated
models that can be p.rogrammed or sampled. In the simulation-based
method or direct simulation method described in Section 13.1, the reli-
ability is estimated as the ratio of the number of successes (the number
of simulation trials satisfying the condition S > s) to the total number
of simulation trials. Therefore, for larger reliability (or smaller unrelia-
bility) larger sample sizes are required to meet the given accuracy. For
example, to estimate an unreliability of Q = within &lo% of st&
tistical error, the needed sample size, N , is, on the average, 3.84 x lo8
ERROR BOUNDS 559
3 0.9 0.99 339

!I.
Predicted Reliability. 6
Fig. 13.6(a)- Percent error versus predicted reliability with a
doublelog abscissa scale as a function of the
Monte Carlo trials used.
w N = number of Monte
Carlo trials used
2 05 0.6 0.7 0.8 0.9 1.o

2 A
Predicted Reliability, i?
w
I .o
0.9
.-, .S
n.i
0.6
:IS
0.4
0.3
0.2
k
E
3
0.1
0.0
2 0.990 0.992 0.954 0.996 0.998 1 .Ooo
2 c
Predicted Reliability, R
Fig. 13.6(b)- Percent error versus predicted reliability with a
linear abscissa scale as a function of the Monte
Carlo trials used.
ERROR BOUNDS 561
Table 13.2-Percent error in the predicted reliability for vari-

ous numbers of Monte carlo simulations (trials),
at a confidence level of 95%, from Eq. (13.19),
where 2 1 4 2 = 20.975 = 1.960.
Reliability pre- Number of Monte Error in the pre-

dicted by Monte Carlo simulations dicted reliability
Carlo simulation, (trials),
A in percent,
-
R N €%
0.500 500 8.77
0.700 500 5.74
0.900 500 2.92
0.950 500 2.01
0.990 500 0.88
0.999 500 0.28
0.500 1,000 6.20
0.700 1,000 4.06
0.900 1,000 2.07
0.950 1,000 1.42
0.990 1,000 0.62
0.999 1,000 0.20
0.500 2,000 4.38
0.700 2,000 2.87
0.900 2,000 1.46
0.950 2,000 1-01
0.990 2,000 0.44
0.999 2,000 0.14
0.500 5,000 2.77
0.700 5,000 1.81
0.900 5,000 0.92
0.950 5,000 0.63
0.990 5,000 0.28
0.999 5,000 0.09
Table 13.2-Continued.
Reliability pre- Number of Monte Error in the pre-

dicted by Monte Carlo simulations dicted reliability
Carlo simulation, (trials), in percent,
4
-
R N €%
0.500 10,000 1.96
0.700 10,000 1.28
0.900 10,000 0.65
0.950 10,000 0.45
0.990 10,000 0.20
0.999 10,000 0.06
0.500 25,000 1.24
0.700 25,000 0.81
0.900 25,000 0.41
0.950 25,000 0.28
0.990 25,000 0.12
0.999 25,000 0.04
0.500 50,000 0.88
0.700 50,000 0.57
0.900 50,000 0.29
0.950 50,000 0.20
0.990 50,000 0.09
0.999 50,000 0.03
0.500 100,000 0.62
0.700 100,000 0.41
0.900 100,000 0.21
0.950 100,000 0.14
0.990 . 100,000 0.06
0.999 100,000 0.02
ERROR BOUNDS 563
or larger by Eq. (13.20). Unfortunately, the unreliabilities of mechan-

ical components equal to or smaller than are common. So, the
direct method for reliability determination usually consumes a lot of
computer time and is inefficient. However, some variance reduction
techniques, such as the importance sampling and conditional expec-
tation methods, may be employed to achieve the same accuracy with
a relatively smaller number of simulation trials. These methods are
described next.
13.3.1 THE IMPORTANCE SAMPLING METHOD

As shown before, the reliability, R, to be estimated can be obtained
from
(13.21)
where
fl(S) = strength pdf,

f2(s) = stress pdf,
and
H ( S - s) = ( 1 if S ~ S ,
0 if S < s.
Multiplying and dividing by gl(S) g2(s) inside the integration sign, the
integral given in Eq. (13.21) can be rewritten as
H ( S - ~ ) ~ ~ ( ~ ) ~ ~ ( ~ ) g l ( S ) g 2 ( s )(13.22)
dSds,
91 (s)92 (S)
where gl(S) and g2(s) are two new arbitrary probability density func-
tions called the importance sampling density functions.
If two sets of random samples {Si}El and { s , } ~ ~are, drawn from
the importance sampling distributions of 91 (S)and 92 (s),respectively,
then the reliability, R, can be estimated by
(13.23)
For any choice of gis, the estimate in Eq. (13.23) is an unbiased esti-
mator of R, since
N
1
= - x R ,
N 1=1
.
or
E [Z] = R.
The variance of the estimated reliability usually can be reduced by us-
ing the importance sampling technique. The drawback of this method
is that it is difficult to find proper importance sampling density func-
tions in practical applications. Some procedures that optimize the
selection of importance densities are given in [5, 6, 71.
13.3.2 THE CONDITIONAL EXPECTATION METHOD

The reliability, in general, is given by Eq. (13.1) or
R = P ( S > s) = P ( s < S ) .
Now a random sample is taken from the cumulative strength distribu-
tion, F s ( S ) (or the stress distribution F,(s)),say { S Z } L (or
~ {si}g,).
For each randomly generated value of the strength Si (or the stress Si),
the reliability is estimated, respectively, by
= P ( s < SZ)=F,(Sz), i = 1, 2, ..., N ,
or
ii,=P(S>sa)=l-F&a), i = l , 2, ..., N ,
where
F s ( S) = strength cdf,
and
F,(s) = stress cdf.
ERROR BOUNDS 565
Then, the estimate of reliability for this method will be given by

N N
1 1 - 1
R=--CRi=-EFs(Si), (13.24)
N 2.= 1 N 2=1
.
or
-
-
R=-
N 2=.
1
c
N
1
l N
=- c
[l - FS(Si)].
N 2=1
.
(13.25)
The estimate of R given in Eqs. (13.24) or (13.25) is an unbiased esti-

mator. For example from Eq. (13.24)
(13.26)
where fs(S)is the strength pdf from which the Sis are sampled. And
from Eq. (6.15), or from
R= J, FAS)fS(S)dS,
Eq. (13.26) becomes
N
E [g]= -N1x . R ,
2=1
or
E [5]= R.
-
The variance of the estimate, fE, through this method will be much
less than that obtained through the direct simulation method.
EXAMPLE 13-5
Using the conditional expectation method, estimate the reliability
for the case of Example 13-1.
Table 13.3-Monte Carlo runs for Example 13-5.

..
Simulation Si , R,=
number i psi Fs(Si)
1 148,978.7 0.994715
2 156,039.7 0.997719
3 143,801.5 0.990708
200 140,890.2 0.987472

c 198.846
S O L U T I O N TO EXAMPLE 13-5
200 Monte Carlo simulations were conducted. A sample of the
results is given in Table 13.3.
From Eq. (13.24) and the results in Table 13.3,
-
A
R = -x&,200
200 2=1
.
- 1
- -(198.846),
200
or
-
A
R = 0.99423.
This example shows the benefits of using variance reduction tech-
niques. Using the numerical integration, discussed in Chapter 6, the
reliability of the component is
R = 0.99422377.
In Example 13-1, 100,000 Monte Carlo trials were used to obtain the
estimated reliability of 0.99417. Only 200 Monte Carlo simulations
were conducted using the variance reduction technique in this example
to achieve a reliability estimate with four decimal place accuracy.
PROBLEMS 567
PROBLEMS
13-1. Equipment have a Weibull times-to-failure distribution with y =

0, q = 1,000 hr and p = 2, perform 1,000 Monte Carlo sim-
ulations for T = 150 hr and get an estimate of the reliability.
Repeat this procedure ten times. Estimate the mean and stan-
dard deviation of the reliability estimate from the Monte Carlo
simulations. What is the actual reliability for T = 150 hr. How
do these compare?
13-2. Repeat Problem 13-1, using 10,000 Monte Carlo simulations,
how do the results compare to the results in Problem 13-l?
13-3. Given a normal stress distribution with N(100; 15) and a strength
distribution with N(300; 40),perform 10,000 Monte Carlo simu-
lations and estimate the reliability. What is the actual reliability?
n
13-4. Given = 0.9500 from 10,000 Monte Carlo simulations, what is

the 95% and the 99% confidence interval on the reliability using
the normal approximation to the binomial?
13-5. If the reliabilty is estimated to be 0.9990 and the percent error
at the 95% confidence interval is desired to be 0.0002, how many
Monte Carlo simulations are required?
13-6. Given a = 0.9965 from 100,000 Monte Carlo simulations, what is

the 95% and the 99% confidence interval on the reliability using
the normal approximation to the binomial?
13-7. What is the percent error for 100,000 Monte Carlo simulations
for a reliability of 0.9999 at the 95% confidence level?
13-8. If the reliability is estimated to be 0.9999 and the percent error
at the 95% confidence interval is desired to be 0.00002, how many
Monte Carlo simulations are required?
13-9. An equipment has an exponential times-to-failure distribution
with X = 1.0 x fr/hr. Perform 1,000 Monte Carlo simu-
lations for T = 1,200 hr and get an estimate of the reliability.
Repeat this procedure 10 times. Estimate the mean and stan-
dard deviation of the reliability estimate from the Monte Carlo
simulations. What is the actual reliability for T = 1,200 hr. How
do these compare?
13-10. Repeat Problem 13-9, using 10,000 Monte Carlo simulations.

How do the results compare with the results in Problem 13-7?
13-11. Given a normal stress distribution with N(500; 50) and a strength
distribution with N(1,500; loo), perform 10,000 Monte Carlo sim-
ulations and estimate the reliability. What is the actual reliabil-
ity? Are these enough points to estimate the reliability? If not
how many should be used?
REFERENCES 569
REFERENCES
1. Pearson, E. S., and Hartley, H. O., Biometn’ka Tables for Statisticians,
Cambridge University Press, Cambridge, England, Vol.1, 1954.
2. Dixon, W. J . , and Massey, F. J., Introduction to Statistical Analysis.
Second Edition, McGraw-Hill, New York, NY, 678 pp., 1957.
3. Kececioglu, Dimitri B., Reliability tY Life Testing Handbook, Vol. 2,
Prentice Hall, New Jersey, 568 pp., 1993.
neering, John Wiley & Sons, New York, NY, 355 pp., 1967.
5. Shooman, Martin L., Probabilistic Reliability: A n Engineering Ap-
proach, McGraw-Hill, New York, NY, 524 pp., 1968.
6. Mazumdar, M., et al., “Review of the Methodology for Statistical Eval-
uation of Reactor Safety Analysis,” prepared by Westinghouse Nuclear
Energy Systems for Electric Power Research Institute, Palo Alto, CA,
September 1975.
7. Meger, H. A., ed., Symposium on Monte Carlo Methods, Wiley, New
York, 1956.
8. Spanier, J., “A New Multi-Stage Procedure for Systematic Variance
Reduction in Monte Carlo,” Proceedings Conference in Reactor Math-
ematics and Applications, CONF-710302, Vol. 11, pp. 760-770, 1971.
Chapter 14
FAILURE MODES, EFFECTS,

AND CRITICALITY ANALYSIS
14.1 INTRODUCTION
Two methods of FAilure Modes, Effects, and Criticality Analysis
(FAMECA) are covered in this chapter and illustrated by three com-
prehensive examples. Such an analysis identifies those components in
an equipment, or system, whose design needs to be changed, or im-
proved upon, to increase their reliability and safety of operation. In a
complex equipment or system, all components cannot be redesigned!
There just is not enough time, engineers, and money to do this! Con-
sequently, the components that are the most critical; i.e., if they fail
the equipment or system will fail, need to be scientifically singled out.
A thorough FAMECA done by experienced design and reliability en-
gineers, together, will accomplish this task and will determine which
components and which failure modes should be tackled first and im-
proved upon.
14.2 MAJOR STEPS IN A FAMECA

The major steps in a FAMECA are the following:
1. Identify all critical failure modes and design factors involved for
all critical parts.
2. Identify all significant effects of these failure modes on the oper-

ation of the components in which each part functions.
571
572 FAMECA
3. List ways of detecting each critical part failure and identify each
component’s failure mode.
4. Determine the effect of each component’s failure mode on sub-
system function.
5. Estimate the time that would elapse from component failure to
loss of mission.
6. Estimate time of operation of each component during the mis-
sion.
7. Determine the probability of loss of mission for each possible
failure.
8. Determine the relative magnitude of the application and opera-
tion stress factors as they affect each component’s failure mode.
9. Determine the total number of relative failures for each significant
failure mode.
10. Determine the probability of failure of each critical component.
11. Calculate the criticality ranking number for each critical compo-
nent’s failure mode.
12. Rank the critical component failure modes by their just-calculated
criticality ranking numbers.
13. Recommend possible redesign to significantly reduce the com-
ponent’s criticality ranking, if redesign can not be implemented
remove the component from the critiality list.
14. Distribute the updated critical components list to design and
reliability engineers for corrective actions.
15. Follow through to insure the appropriate actions are being, or
have been, taken.
14.3 METHOD 1
This method is covered in two parts. Part 1 covers the purpose, and
outlines the manner in which the FAMECA is applied. Part 2 describes
the procedures required to conduct a FAMECA and the sequence of
the responsibilities required at the component, subsystem and system
levels of reliability analysis. The format used in illustrating the appli-
cation of the technique is precisely the same format that should be used
when this technique is incorporated into a design assurance manual.
METHOD 1 573
14.3.1 SYSTEMATIC TECHNIQUE

In the design of complex systems, in general, the critical components
in the design cannot be identified through a simple inspection of the
design. Consequently, a systematic approach to identify and rank
the criticality and the corresponding increases in system reliability is
deemed necessary. When the critical components have been identified
and ranked, a concerted effort can be implemented to reduce the crit-
icality of the most critical components in the system. The result is
that greater returns, in terms of system reliability improvement, are
realizable for a given engineering effort.
To insure maximum accuracy of the FAMECA, the component de-
sign engineer, the system design engineer, and the reliability engineer
must integrate their efforts. This technique delineates the inputs re-
quired from each discipline, as well as the technical approach to be
used in conducting the FAMECA.
Overall responsibility for implementing and controlling the execu-
tion of FAMECA is placed with the project reliability engineer. The
specific FAMECAs to be conducted at the component and subsystem
design levels are the responsibilities of the component design engineer
and the system design engineer, respectively. The sequence of activities
and the groups responsible for performing these activities are summa-
rized in Table 14.1. The sequence of the analyses and the associated
forms have been designed in such a manner as to result in the output
of a given analysis being the input for the next level of analysis.
14.3.2 COMPONENT FAILURE MODES ANALYSIS

Here a systematic technique for identifying the critical components in
a design is provided, as well as possible courses of action for reduc-
ing component criticality. A FAMECA shall be conducted for each
mission phase. Mission phases are defined as marked changes in en-
vironment, such as count-down, lift-off, etc., and/or changes in the
functional complexity, such as booster engine staging, programmed
pitch-over, etc. The failure modes analysis must also be continually
updated to insure compatibility of the criticality ranking list with the
latest design changes.
The following documents may be used as supplements:
1. Design assurance manuals for engineers, which may contain sys-

tem models, system reliability apportionment, system reliability
prediction, stress analysis, and component reliability sensitivity
analysis.
574 FAMECA
TABLE 14.1 - Sequence of FAMECA activities and
responsibilities.
System Project
design engineer design engineer reliability engineer
Prepare a failure mode

Prepare analyses of all 3etermine the effect of each malysis control log
component failure modes :ornponent failure mode :or components and sub-
and associated detec- m the subsystem. Identify jystems. Distribute
tion means. Submit .hose component :omponent failure modes
Bilure modes that analysis forms and sub-
would result in s u b system failure modes
system failure. analysis forms to re-
rponsible design groups.
Conduct criticality
analysis. Prepare rank
xder list of critical
components. Prepare
recommendations for
Review critical items criticality reduction.
list and recommendat- Submit critical com-
Lions. Wherever feas- ponents list and recom-
ible, incorporate mendations to system
design changes that design engineer.
will preclude or reduce
component criticality. Revise critical com-
Record action taken ponents list in accor-
for every critical dance with reduction
component. Prepare in parts criticality
recommendations for through subsystem re-
those parts that remain design. Delete those
critical. Submit action components that are no
taken to reduce com- longer critical. Prepare
ponent criticality and additional recommen-
recommendations for dations for those
component design components that are still
changes to project critical. Submit critical
reliability engineer. components list and
recommendations to
Wherever feasible, in- component designers.
corporate design
changes that will re- Prepare a final critical
duce component criti- components list to iden-
cality through use of tify those components
part redundancy, part that are still critical.
derating, redesign to Submit final critical
fail-safe, etc. Submit component list to
action taken to reduce quality control for im-
criticality of com- plementation of special
ponents to project control of critical com-
i reliability engineer. ponents. Distribute
copies of critical com-
ponents list to respon-
sible design groups. As
design changes are made,
the entire process is
reiterated to insure that
the critical components
list is compatible with
the latest design.
METHOD 1 575
2. MIL-STD-1629A (24 November 1980), Procedures for Perform-

ing a Failure Modes, Effects, and Criticality Analysis.
3. MIL-STD-2070 (AS), Procedures for Performing a Failure Modes,
Effects and Criticality Analysis for Aeronautical Equipment.
RESPONSIBILITIES OF VARIOUS ENGINEERS IN CON-

DUCTING A FAMECA:
PROJECT RELIABILITY ENGINEER SHALL:
1. Initiate requirements for component failure modes analysis by
formal announcement to department concerned.
2. Create and distribute the following required failure modes anal-
ysis forms to responsible design groups:
2.1 Component FAMECA form to component design engineer.
2.2 Subsystem FAMECA form to the subsystem design engineer.
3. Implement and maintain a failure modes analysis log. Table 14.2
is an example of a failure modes and effects analysis log. Log
entries include:
3.1 Analysis to be performed at both system and component
levels.
3.2 Analysis due dates.
3.3 Analysis completion dates.
COMPONENT DESIGN ENGINEER SHALL:

1. Perform a component FAMECA for each component within his
responsibility. Table 14.3 is an example of a component failure
modes and effects analysis form.
2. Enter the appropriate information in the blocks on the compo-
nent failure modes and effects analysis form.
3. In Column 1, list all pieces or parts that comprise the component.
4. In Column 2, briefly describe the function of each part.
5. In Column 3, list all ways each part can fail.
6. In Column 4, list the effect that each possible part failure will
have on component operation.
TABLE 14.2-Example of a failure modes and effects analysis log.
Failure modes and effects analysis log Proiect: FUMTU

I I I I Su bsystcm Criticality
I I Compoiicnt analysis required

I Component
analysis
due datc
I Component
analysis
datc
analysis
diic date
an sly sis analysis
completion complction
date date
Ilydraulic control valvc 5/12/l0XX 6 / 8 / 19XX 5/30/10XX
XX-66912
Hydraulic pump XX-66842
Accumulator XX-6G321 5/6/19XX
Bypass valve XX-66333
Reservoir XX-66382
Actuator XX-68721
Pressure sensor XX-35421
Propulsion Flex level sensor XX-21320 5/27/19XX 5/30/19XX
Pressure regulator XX-21433
Flow control valve XX-21444
TABLE 14.3-Example of component failure modes and effects form and analysis.
Component failure modes and effects analysis

Component name: f Iraulic control valve Operating time: 76 min SubByitem iydraulics
?art no: XX-66012 Predicted re tbilily: 0.UUBBB Project: 'UMTU
Part Pnrt Fdure Detection
Part function failure effect means Remarks
1 2 3 4 6 "
1. Spool centering Maintainr a. Centering a. Valve will roriiain a. Vimual indicator a. Spool in by-
spring control spool spring breaks in'prsesure" con- will show Dwied by 300-
in'neutral. or becomes dition when electric 'prensure. when pSi ralief
poait ion. disengaged. power is removed. electric power i i valve.
removed.
b. Centering b. Valve will ilowly b. More than 6 b. Time required
rpring l08e8 return l o pressure aocondn will be tu return tu
rodieiico. condition when required for 'pressuru" in
electric power is visual indica- dependent on
removed. tor t o return magnitude of
t o "preisure" resiliency
VI position. loss.
-4 2. Valve spool Controls flow Calling of a. Control of a. Erratic flow of a. Reaction time
-4 to preinure spool or spool hydraulic pres- hydraulic fluid. i s dependent
and return cylinder. iure will be on aeverity
parts. errsttic. b. Valve will not of galling.
reipond t o input
b. Valve will jum mignnls. b. Spool juuiniitig
clo8ed. llydraulic fluid will normally
will continue to be precedsd
c. Valve will j a m flow when electric by erratic
open. power is removed. hydraulic
now.
c. Ilydraulic h i d
will not flow
when electric power
ii applied.
3. Valve input Poiition8 Disengagement Valve will romain N o hydraulic flow If lovor dis-
lover control of input lavor. cloied when input whea input laver in engugus whilo
8pOOl. lever i8 moved t o moved to open valve is opeti.
open poiition. position. vnlve w i l l close.
5 78 FAMECA
7. In Column 5, list the ways in which each component failure can

be detected. If a part failure can occur without a resultant com-
ponent failure, as would be the case in parallel redundancy, this
fact shall be so noted in the remarks column.
8. In Column 6, enter any clarifying or qualifying statements deemed
necessary, or any other additional information on the compo-
nent’s failure modes and/or effects of failures on component op-
eration.
9. Submit a copy of the completed component failure modes analysis
to the responsible system design engineer.
SYSTEM DESIGN ENGINEER SHALL:
1. Perform a subsystem failure modes and effects analysis. Table

14.4 is an example of a subsystem failure modes and effects anal-
ysis form.
2. Enter the appropriate information in the blocks on the subsystem
failure modes and effects analysis form.
3. In Column 1, list all of the components that comprise the sub-
system.
4. In Column 2, briefly describe the component’s function in the
subsystem.
5. In Column 3, list all modes of failure for each component. The
failure modes for each component are obtained from the compo-
nent FAMECA previously discussed.
6. In Column 4, enter the effect each component failure would have
on the subsystem’s operation. To determine this, consider the
effect that failure would have if the failure resulted in premature
operation of the component, in failure of the component to op-
erate at the selected time, in failure of the component to cease
operation at the selected time, or in failure of the component
during operation.
7. In Column 5, enter the estimated time that would elapse from
component failure to the time of loss of vehicle or mission.
8. In Column 6, enter the time of operation of each component as
determined by the system-model-sequence-time bar-graphs in the
project system model.
TABLE 14.4-Subsystem failure modes and effects analysis.
~ ~~
Project: FUMTU Mission Phase: Flight Date: 5/30/19XX

~~
Component Component Probability

name and Component Failure Failure effect Reaction operating or loss,
part number function modes on subsystem time, rnin time, min PL,%
1 2 3 4 5 6 7
Hydraulic Control hydraulic 1. Valve remaina XX-68721 Actuator 0.5 10 100
control. valve now to xx-68721 i n “prwure” will not release
XX-66912. actuator. condition when the payload latching
electrical power mechanism.
is removed.
2. Valve slowly No eKect on 1.5 10 0

returns to subsystem during
neutral when flight phase.
electrical power
is removed.
3. Control of Erratic hydraulic 1.5 10 10

hydraulic now could prevent
pressure is operation of
erratic. XX-68721 actuator
due to resultant
vibration.
4. Valve jams XX-68721 Actuator 0.5 10 50

closed. will not release
the payload latdiiiig
iiidiaihtii.
580 FAMECA
9. In Column 7, enter the probability of loss of the vehicle or mission

for each possible failure. The percentage probability of loss is to
be assigned in the following increments:
Probability of loss of
Effect of item failure mission or vehicle, %
Actual loss 100
Probable loss 50
Possible loss 10
No loss 0
10. Submit completed copy of the subsystem failure modes and ef-
fects analysis to the project reliability engineer.
P R 0JE CT RELIABILITY ENGINEER SHALL:

1. Compute component criticality ranking and prepare critical com-
ponents ranking list as follows:
2. Enter the appropriate information in the blocks at the top of the
component criticality analysis form. An example is illustrated
in Table 14.5. The predicted reliability number is obtained from
the component’s reliability prediction.
3. If the failure history of the component is known, enter the number
of times the component failed in each mode in Column 5. No
entries are made in Columns 1 through 4.
4. If the failure history of the component is not known, enter the
environments to which the component will be exposed at the
tops of Columns 1 through 4. Environmental conditions for the
mission phase should be defined in the project system model. For
each environmental condition, evaluate the effect that condition
would have on each mode of failure. A number from 1 to 10 is
selected to indicate the estimated effect that the environmental
condition will have on each failure mode. Where it is judged
to contribute significantly to the possibility of failure in a given
mode, the number 10 is used. Intermediate numbers are used to
express the possible conditions lying between the extremes. The
product of the estimates of these environment factors for each
failure mode is then computed and entered in Column 5.
5. Column 5 is summed and the ratio of the number of failures in
each mode to the total number of failures is determined. In the
TABLE 14.5-Component criticality analysis.
Component criticality analysis

Comoonent: fiydraulic control valve
~~
Miwion phase: Flight
Part no. XX. I912 I Subsystem: H raulic I Proiect: FI
Co~nporicnt
failure
Tcm p .
1 ivi ro~i
rn *
Number of
failures, or
product of cwi-
roiiiiicnl factors,
Failure
frcquciicy
ratio,
= E’MFR
Probability
of loss of
riiiwioii or
vcliiclc,
I Unrcliabilitv=
1 - reliability,
v
I Criticality,Cll,
Itlodes Shock -
Vib. Humid. P P/,Icfi PL,% (FMIW) ( PL)(Q )
1 2 -3
1
4
2
5
96
6
0.59
7
100
8
0.00040
9
0.000236
Valve remains 6 8
in “pressure”
condition when
electrical
power is
removed.
Control of 4 4 1 1 16 0.10 LO 0.00040 0.000004

hydraulic
pressure is
erratic.
Valve jams 10 5 I I 50 0.31 50 0.00040 0.000062

closed. - C P = 162
582 FAMECA
case where products are used, the ratio of the product for each
mode to the sum of the products is computed. The resulting
ratios are the failure mode frequency ratios, FMFR, estimated
for each failure mode. This FMFR is entered in Column 6.
6. In Column 7, enter the estimated probability of loss, PL, of the
mission or vehicle if the failure in a given mode should occur.
This probability of loss figure is obtained from the subsystem
FAMECA previously discussed.
7. In Column 8, enter the component’s unreliability, Q. The Q
for a component is determined by subtracting the component’s
predicted reliability from 1.
8. In Column 9, enter the product of the failure mode frequency
ratio, the probability of loss, and the component unreliability.
These products are the criticality ranking numbers, CR, for each
component failure mode, or
CR = (FMFR)(PL)(Q).
9. When the CR for each failure mode has been determined, rank
the component failure modes by CR. The ranked critical com-
ponents are entered on the critical components ranking list, as
shown in Table 14.6.
10. Recommend, whenever possible, subsystem redesign to reduce or
preclude component criticality in Column 4. Subsystem critical-
ity reduction can be achieved by:
10.1 The use of redundancy.
10.2 The realignment of component/subsystem functional inter-
dependence such that the subsystem will fail-safe.
10.3 The incorporation of instrumentation for monitoring crit-
ical component operation so that incipient failures can be
detected by the operator in time to preclude system failure.
10.4 The redesign of the subsystem to take advantage of a lower
failure mode frequency ratio for a component. For example,
if a check-valve fails open more often than it fails closed,
the subsystem might be redesigned such that a failure in
the open condition does not result in subsystem loss.
11. Distribute critical component list to system design engineers for
corrective action on the subsystems for which they are responsi-
ble.
TABLE 14.6-Critical components ranking list.
~~~ ~
Critical component ranking list
Criticality Action taken

number and Failure ranking Recommended and drawing
name mode ( x 106) action change
1 2 3 4 5
XX-66912- Valve remains in 23ti Use redundant Redundant hydraulic
Hydraulic upr(?sLIure” x x-(itiY 12 control valve would
control valve. condition when hydraulic result in system
electrical power control valve. exceeding weight
is removed. limitations. Not
Redesign. accepted. Redesign
initiated.
XX-52120- Fails to generate 221 Derate parts Part derating

Guidance signal pitch signal used in investigation
discriminator. during pitchover. discriminator. initiated.
XX-22138- Actuator does 210 Install actuator Actuator moved to

Electric not open on opposite side opposite side of
actuator. XX-33221 of valve so that valve. See Dwg.
valve. valve will “fail Chg. XX-22100E.
tlafu.”
584 FAMECA
SUBSYSTEM DESIGN ENGINEER SHALL:
1. Review critical component list.

2. Evaluate impact of component redesign on subsystem cost, per-
formance, weight, space, etc.
3. Redesign subsystem if criticality can be reduced more easily then
by component redesign.
4. Note in the “Action Taken” column those cases in which criti-
cality of a component cannot be reduced through practical sub-
system redesign.
5. Recommend possible component redesign that will improve com-
ponent reliability, result in fail-safe operation of the component,
or otherwise reduce component criticality.
6. Return critical component list to project reliability engineer for
revision and updating.
P R 0JECT RELIABILITY ENGINEER SHALL:
1. Conduct second component criticality analysis.

2. Remove components from critical component list that are no
longer considered critical.
3. Revise rank order of remaining critical components to accommo-
date changes due to subsystem redesign.
4. Recommend component modifications to reduce or preclude com-
ponent criticality. Component criticality reduction can be achieved
by:
4.1 Derating parts. A technique for determining which parts
are most sensitive to derating changes should be developed.
Part stress level through stress analysis should be developed.
4.2 Selection of high-reliability parts.
4.3 Use of part redundancy and incorporation of independent
instrumentation and test points for monitoring each leg of
redundant circuits.

1. Analyze feasibility of recommended component modifications.
METHOD 1 585
2. Redesign components, if practical.

3. Note redesign action taken on critical components list along with
the drawing changes that implement the design changes.
4. Return list to project reliability engineer.
PROJECT RELIABILITY ENGINEER SHALL:
1. Change criticality ranking of components on critical components

list to reflect design changes.
2. Update list periodically to reflect subsequent changes in compo-
nent criticality resulting from component or subsystem design
changes, state-of-the-art improvements, etc.
14.3.3 REQUIREMENTS FOR SPECIAL HANDLING AND

TESTING OF CRITICAL COMPONENTS
1. Determine the requirements for special testing, handling, and

monitoring of critical components.
2. Incorporate the requirements for special testing of components in
procurement specifications or drawings, if part is in-house man-
ufactured, to insure that the critical mode of failure is examined.
3. Incorporate requirements for special marking, handling, and trans-
portation as required in the procurement specifications or appli-
cable drawings if in-house manufactured.
4. Request that vendor data control establish vendor data require-
ments to insure identification and receipt of special test reports
on critical components.
5. Design special instrumentation or monitoring devices, wherever
feasible, to enable the operator to detect an incipient failure and
preclude a serious subsystem failure.
QUALITY ASSURANCE ENGINEER SHALL:
1. Design special receiving inspection tests to ensure that handling

and testing of vendor parts is commensurate with their critical
nature.
586 FAMECA
2. Design tests that specifically test components at the assembly

and system levels to ensure that the critical failure mode is ex-
ercised.
3. Process data accumulated from testing of individual components
and testing and/or operation of systems containing critical com-
ponents.
4. Distribute above to responsible design, reliability and quality as-
surance departments.
UPDATING THE CRITICAL COMPONENTS RANKING LIST

Design changes will, in many cases, result in changes in the crit-
icality of individual components. For this reason, a FAMECA must
be accomplished each time a component or a subsystem redesign is
executed. The criticality ranking list is to be correspondingly revised
to reflect changes in component criticality.
EXAMPLE 14-1
MUDRATT is a four wheel drive vehicle capable of attaining 130

mph on finished surface, 60-90 mph on marginally prepared surfaces
and up to 50 mph on rough terrain. MUDRATT is powered by a
10-cylinder internal combustion engine. The power is transferred to
MUDRATT’s 33 inch all weather tires via a five speed standard trans-
mission. The vehicle is comprised of three primary subsystems: chas-
sis, power plant and drive train. Each of the subsystems is made up of
three components. See Fig. 14.1.
1. Chassis: The chassis is made up of a frame, body panels, and the

glass system.
2. Power Plant: MUDRATT’s engine displaces 3.1 liters across its
10 cylinders and has electronically controlled fuel injectors.
3. Drive Train: Power is transferred to the ground through a clutch-
less 5 speed manual transmission coupled to a 2-speed transfer
case.
Prepare the FAMECA worksheets for MUDRATT.
Tables 14.7 through 14.9 give the components failure modes and
effects forms for this MUDRATT system. Tables 14.10 through 14.12
METHOD 1 587
give the component failure criticality analysis. Tables 14.13 through

14.15 give the critical component ranking list.
EXAMPLE 14-2
A high pressure air compressor (4,500 psi) is used on submarines to
supply all high pressure air necessary for operations. Three such iden-
tical compressors, in different locations, are used on each submarine
and any one compressor is able to supply the total air requirements,
although normal operating procedure is to operate all three at a time.
Throughout the analysis, it is assumed that the operator handles the
machinery in accordance with the technical manual. The compressor,
without the electrical power controller and without the high pressure
air storage tank, is the system under analysis. The compressor is an
electric motor driven, two-cylinder, four-stage, piston-type unit with
closed fresh water cooling and self-contained lubrication.
The compressor system consists of the following subsystems:
1. Number 10 - Motor. The vertically mounted drive motor is bolted
to the compressor baseplate to form an integral part of the com-
pressor assembly.
2. Number 20 - Instrumentation and Monitors.
2.1 Number 21 - Air discharge pressure readouts and relief valves.
2.2 Number 22 - Cooling water pressure readout and relief valves.
2.3 Number 23 - Lubricating oil pressure readout and cutout.
2.4 Number 24 - Temperature monitor.
3. Number 30 - Cooling and moisture separation.
4. Number 40 - Lubrication. The compressor has two independent
lubrication systems: frame lubrication and cylinder lubrication.
5. Number 50 - Compressor.
Figures 14.2, 14.3 and 14.4 are the compressor system functional
block diagrams showing the interrelationship of the five subsystems
and the functional outputs. Figure 14.2 is the second indenture level
(system) diagram and Figs. 14.3 and.14.4 are examples of lower inden-
ture level functional block diagrams.
Table 14.16 gives the definitions for levels of severity. Individual
failure modes and causes were assigned one of the probability of oc-
currence levels specified in Table 14.17.
Prepare the FAMECA worksheets for the high pressure air com-
pressor.
588 FAiVECA
- Vehicle chassis- Body

I
h w e r Plant
r
r- Electrical
-
L
DrivcTrain L
1 Axles 1
Fig. 14.1- System diagram of MUDRATT for Example 14-1.

TABLE 14.7 - Component failure modes and effects analysis.
Subsystem: Vehicle Chassi! System: MUDRATT
ComDonent I Failure Possible Failure End ellects
Component function I mode causes effect Subsystem 1 System Recommendation
Provides I Extensive Structural Little Limited I Limited Reinforce current
structural frame fractures due steering vehicle vehicle suspension structural
foundation cracks/ to high speed response or suspension speed components.
for vehicle broken operation over control. support and and Reinforce chassis
Vehicle suspension. welds. rough terrain. steering range. suspension support
frame I control. I features.
Pr6vide Ex tensi ve Structural Misalinnrrient I Excessive I Limited Reinforce cliassis
structural frame fractures due wear and veliicle drive traiii iiiouiitirig
foundation cracks/ 10 Iligll SlMCd train degraded life and points.
for vehicle broken operation over vehicle
I I
Vehicle
drive train.
Provide
welds.
Projectile
environmental penetrates.
arid limited
armor
rough terrain.
Limited
body armor. I
I Vehicle
and/or
occupant
terminate.
1 output.
1 Degraded
vel&le
and/or
"occupant
1 performance.
I Mission
failure.
Additional armor.
Evasive operation
development.
Lower vehicle profile.
body protection
to vehicle
subsystems
and occupant. I
Provide I Wind Improved bullet
eriviroriiiiental screen itinterid. screeii proof glass.
and limited failure. failure.
Veliicle armor or liniited Retractable armor.
glass protection Projectile
to veliicle penetrates. protechii.
occupant and
subsystems.
TABLE 14.8 - C o m p o n e n t failure modes a n d effects analysis.
Subsvstem: Vehicle Power Plaiit Svsteiti: MUDRATT
Component Failure Possible Failure Elid el .ts
Component function mode causes effect Subsystem Reconimeiidation
Contain fuel for Fuel cell Projectile Vehicle &el cell Mission Additioiial armor
mission energy explosion. penetration. and destroyed. failure. protection.
requirements. occupant Relocate fuel cell
Fuel cell Protect fuel termination. in less Iicrzardous
from fire and position.
loss during Eliniinate liquid fuel
mission liaeard requiremetits.
environinent .
Provide Electrical I,OSS of Tertiiinated No power Misaion Additiotinl protcctioti
starting, systeni power engine output for failure. from moisture
Power Plant ignition failure. due to performance. vehicle penetration.
electrical and vehicle moisture engine and Relocate ~ i i a i n
system electrical peiietration subsyslerlls. coiupollellts.
power ILlldlOr
requirements. damaged
Ilollsillg.
Provide Projectile Projectile Terminated No power Missioii Additional artnor
mechanical penelratioti. penetrates engine output for failure. protectioti for
output for engine case. perforniance. veliicle engi tie corripartinent .
vehicle engine and
Power Plant mobility. subsystems.
engine Projectile Terminated No power Mission Additional armor
penetrates engine output for failure. protection for
engine perfortnance. velricle inajor cooling
cooling engine arid system coiiipoiieiits.
system. subsystems. Relocate radiator.
Air cooled engine.
TABLE 14.9 - Component failure modes and effects anal-
ysis.
Subsystem: Ve :le Drive T r a i n System WUDRA'
I Component Failure Possible Failure End e:cts
Component I function causes effect Subsystem System
I Provide Loss of air Loss of air due Tire LOSS or Limited
vehicle pressure. to tire puncture deflates. air in vehicle tires.
propulsion from road tire. perfor- Strict product
Wlieels and interface liasard or mance inspection.
tires with varying projectile and Single unit
I terrain profiles. oenetration. speed.
I Provide Second Vehicle no Terminate No power Mission
power axle failure. longer propels vehicle output for failure. torque converten,
through itself. mobility. vehicle to reduce load.
direct wheels Reduce power
niwhanical Nole: and tires. output.
Axles linkage depc~ideiicy Excessive Develop stronger
to wheels 011 torque applied
and tire redundant to drive train.
from failure.
1
transmission
transfer case.
Provide Transmission Vehicle no Terminate No power Mission
power failure due longer propels vehicle output for failure. torque converters
through to medianical itself. mobility. vehicle to reduce load.
direct failure of wheels Reduce power
mechanical bearings, and tires. output.
'hansmission/ linkage splined Excessive Develop stronger
transfer case to axles, shafts torque transmission and
wheels and/or applied to transfer case.
and tires gears. transmission
for power and/or
plant. transfer case.
TABLE 14.10 - Vehicle chassis failure criticality analysis.
' Subsystem: lelticle cliassis System: M JDRATT Predicted reliability = 0.9998
Number of Failure mode Probability
Component failures frequency of loss of Unreliability=
failure or product, ratio, mission, 1 - reliability, Criticality,CR,
iriodes P I:M im PI, ,% Q ( F MFlz)(pi-)(Q)
ExlelIsive u7 0.53 10 0.0002 0.0000I UG
frame
cracks/
broken
welds.
Projec 1ile G1 0.33 100 0.0002 0.0OOOGGO

penetrates.
Wind 25 0.14 10 0.0002 0.0000028

screen
failure. I
cP=183
TABLE 14.11 - Vehicle power plant failure criticality anal-
Subsystem: 1 hide Power Plant System: MUDRATT Predicted reliability = 0.9997

Number of Failure mode Probability
Component fnilurcs frequency of loss of Urireliability=
failure or product, ratio, mission, 1 - reliability, Criticality,CR,
modes P FMFR fL 9% Q ( F MF R )(fL, )(Q)
&el cell 31 0.26 100 0.0003 0.000078
01 explosion.
(0
w
Electrical G8 0.5B 50 0.0003 0.000084
system
failure.
Projcc t ile 22 0.18 50 0.0003 0.000027

penetration.
TABLE 14.12 - Vehicle drive train failure criticality analy-
sis.
Subsystem: Vehicle Drive Train I System: MUDRATT I Predicted rc iability = 0.9995
I Number
- . of I Failure mode I Probabilitv I
Component I failures I frequency I of lossoi I Unreliability=
failure or product, ratio, mission, -
1 reliability, Criticality,CR,
modes P FMFR PL ,% Q
LOSS 122 0.58 10 0.0005
of air
pressure.
Second 28 0.13 100 0.0005 0.000065

axle
failure.
'Ikansmission 60 0.29 100 0.0005 0.001450

failure.
TABLE 14.13 - Critical ranking list of vehicle chassis.
Criticality
Component Failure ranking Recommended
name mode ( x 107) action
Vehicle body ProjecLile pcnetratcs. GGO Addi tioiial armor,
Evasive operation
development .
Lower veliicle profile.
Vehicle frame Extensive frame 106 Reinforce current

cracks/ brokeii suspension structural
welds. components.
Veliicle glass Wind screen failure. 28 Improved bullet proof

ElaSS.
TABLE 14.14 - Critical ranking list of vehicle power plant.
Criticality
Power plant electrical Electric systein a4 Additional protection
system failure. from moisture
penetration.
Fuel cell h e 1 cell explosion. 78 Additional armor

protcctioii.
ltelocale fuel cell
in less hazardous
position.
Elimiiinle liquid fuel
requirements.
Power plant engine Projectile penetrates. 27 Additional armor

protection for engine
com~artinent.
TABLE 14.15 - Critical ranking list of vehicle drive train.
Criticality
Transmission/ ‘l’ransmission faiI ure. 145 Development of
transfer case torque converters
to reduce load.
Develop stronger
transmission and
transfer case.
cn Axles Second axle failure. 65 Development of

(0
4 torque converters
to reduce load.
Develop stronger
axles.
Wheels and tires Loss of air pressure. 29 Self inendiiig

tires.
Strict product
iitepccliori.
Single unit
design (solid tire.)
598 FAMECA
Fig. 14.2 - Second indenture level functional block di-

agram of the high pressure air compressor
of Example 14-2.
METHOD I 599
READOUT3 (24.1)
OIL PRESSURE?
READOUT (23.1)
OIL PRESSURE OIL PRESSURE
OIL CUlDUT (23.2)
WATER PRESSURE
WATER PRESSURE
' WATER READOUT
'
WA'IEREaEsSURE
#22 REUEF (SAf;EIY)
AIR PRESSURE
AIR '
READOUT (21.1-21.4)
STAGES 1 . 2 . 3 & 4
'
AIR AZESSURE
L
STAGES 1 . 2 . 3 h 4 HIGH AIR fREsSURE
#21
REIlEJ? (SAFETY) (215-21.8)
STAGES 1 . 2 . 3 a 4
Fig. 14.3 - Third identure level functional block dia-

g r a m of the Number 20 instrumentation
and monitors of Example 14-2.
600 FAMECA
1
TEMPERA'IUXE
SENSOR D
CRANKCASE
OIL
i
lEMpERAluRE
SENSOR *
WATER - CONTROL
-
I I
I
CMAMJAL
Swl"G)
r
mvl.P€wluRE
SENSORS AIR
DISCHARGE
1st STAGE b
P
2nd STAGE >

- *
-
3rd STAGE D
-STAGE - b
Fig. 14.4 - Fourth indenture level functional block

diagram of the Number 24 temperature
monitor of Example 14-2.
METHOD 1 601
Table 14.16 - High pressure air compressor assembly

levels of severity for Example 14-2.
Level Description
Level 1 MINOR - Failure that allows continued operation without change in
output requirements and failure that causes loss of diagnostic function.
For instance, a failure of any one of the several readout gages for tem-
perature or pressure will allow the compressor to perform its primary
function of supplying high pressure air.
Level 2 MAJOR - Failure which may cause change of output if not corrected
during the next regularly scheduled check. Failure that is identified by
available instrumentation that requires periodic checking and logging of
information. Warning is available before damage to equipment occurs.
For instance, any failure mode that results in a lower than normal
reading on one of the readouts provided is classified in this level.
The compressor readouts (gages) are under surveillance by operating
personnel. Any abnormal reading therefore allows action to be taken to
prevent loss of function or damage.
Level 3 CRITICAL - Failure which will cause loss of output and damage to
equipment if not corrected immediately. Failure that cannot be detected
by instrumentation requires observations by operator based on special
training, skill, experience and alertness. Failure that requires automatic
shutdown devices to react to avoid damage beyond normal maintenance
capability. For instance, a loss of lubricating oil volume or pressure
requires immediate correction, otherwise the compressor will be severely
damaged. An open or shorted winding in the motor must also be
detected and corrected before excess temperature rise severely damages
the motor.
Level 4 CATASTROPHIC - Failure that causes loss of output and destrucion of
equipment before automatic monitoring can react. Required repair effort
beyond normal maintenance capability. For instance, several automatic
shutoff devices are provided to protect the compressor against failures,
such as low oil pressure or high cooling water temperature. An undetected
failure in any one of these devices can be catastrophic if a malfunction,
which the device is intended t o protect against, occurs. If the oil
pressure drops and the automatic shutoff does not function, the result
is catastrophic. Such an event requires two failures which makes the
probability of occurrence relatively small, but the severity is neverthe-
less categorized as Level 4. Any failure in the main drive (motor shaft
or gears) will result in complete loss of function - no air output. The
level of severity of such a failure mode is classified as catastrophic even
though the damage may be repairable by shipboard personnel.
602 FAMECA
Table 14.17 - High pressure air compressor assembly

levels of severity for Example 14-2.
Level Description
1 (Very low) Failure that is estimated to occur once or less
in a two-year operating period; a negligible
chance of occurrence; any double failure.
2 (Low) Failure that is estimated to occur one to two
times in a two-year operating period; a rare,
random occurrence.
3 (Medium) Failure that is estimated to occur two to
three times during a two-year operating period;
a remote chance of occurrence.
4 (High) Failure that is estimated to occur more than
three times during a two-year operating period.

Table 14.18 is a listing of failure modes and corresponding failure
causes at the initial indenture level. Table 14.19 is a listing of failure
modes and associated possible failure causes at the next lower (second)
indenture level. Table 14.20 is at the third indenture level and the sam-
ple chosen is subsystem Number 20 - instrumentation and monitors.
Similarly, Table 14.21 is at the fourth indenture level and the sample
chosen is temperature monitor Number 24.
The criticality matrix (see Fig. 14.5) shows that four failure modes
(00-05, 20-04, 40-02 and 40-03) fall into the area of unacceptability.
1. SN 20-04 - No actuation of automatic shutoff devices when
input is abnormal. See Table 14.19.
2. SN 40-03 - High oil pressure and volume in lubrication system.
See Table 14.19.
3. SN 00-05 - No air output. See Table 14.18.
4. SN 40-02 - Low oil volume in lubrication system. See Table
14.19.
No failure modes were estimated to have a probability of occurrence
of 4 (high) and only 5 were found to have a probability of occurrence of
3 (medium). The prime reason is that there are numerous readouts and
automatic shutdown devices provided in the design. These instruments
and devices are backup protection in the event of a primary functional
failure. The impact is that the probability of a failure mode occurrence
is significantly reduced since two failures have to occur simultaneously
to cause the end effect.
TABLE 14.18 - Failure modes and effects analysis a t the initial
indenture level for Example 14-2.
Oiibpiit specilicn- synlplollls imcr f fnilrirc 12xisbing
- Ilcnirrrks niitl
tioii functional Fai lu re I’ossiblc detccL- Local End compensating rccomrnend-
description modes causes ability eKect errecl provision LS *
- LFP* ations
lmza&%i Low air Failure in Air Low pres- None. 3 2 See second
1500 psi prcssurc. conipres- pressure sure air indenture
-
390 41oof: nor stngc rentlout. dclivercd ICVCI 1150.
13.5 cfli. (VAlVe, lo user.
cylindcr).
Iligh air Fniliirc i n Air Air Ncgligible Air prcssiirc 3 2
pressure. coin pressor prensure pressure if relief relief valve
stage readout. relief valve limits dam-
(vnlve). val ve operates. age.
will
limit
build up.
00-03 High air Failure in Air tem- A u to- No air Temperature 3 1 See fourth
toiipcr- cooling pernlure niatic oulpul indicator, indenture
nlurc. stage. rcadout. shulor if shutofT high air level 124.
will operales. temperature,
activate. Diesel automatic
action may shutdown
rcsult limits
with mas- damage.
sive dam-
age.
00-04 Reduced air Motor fail- Nonc. High Rcdiicc Motor ovcr- 3 1
oulpllt ure (low motor air vol- load protcc-
volume. r/min). current. ume lo tion relay
user. limits
damage.
t SN: Symbol number of failure mode.

* LS: Level of severity.
*,LFP:Level of failure probability.
Output specifica- Symptoms Effect < ‘ailure Existing Remarks and
tion functional Failure Possi blc detcct- Local End compensating recommeiid-
description SN modes causes ability effcct effect provision ations
14 igh pressure 00-05 No air Motor Readouts. Mobor No air None. See second
air - (cont’d): output . failure. does delivery indenture
4500 psi not lo user. levels fll0,
300-41 O°F run. n20, ~ 3 0 ,
13.5 clh- and fl.10.
(cont’d.) Instru- Readoii t . False Nuisancc None.
menla- signal sltu tdown.
tion and regarding
monitor compressor
failure. ftinction.
Cooling Readouts. Auto- No air Auloinalic
and mois- matic delivery shutdown
litre sep- shut- l o user. limits
aration down. damage.
failure.
Lubrica- Readouts. Auto- No air Automatic
tion matic delivery sliiitdow n
failure. shul- lo user. limits
down. damage.
TABLE 14.19 - Failure iiiodes and effects analysis a t the sec-
ond indenture level for Example 14-2.
Output specifica- Symptoms Effect a hilure Existing Remarks and
tion functional Failure Possible detect- Local Elld conipcnsating recommcnd-
description modes causes abili ty efTcct efTcct provision ations
fll0 Motor: Stops 2 open I.ligl1 Tempera- No air None. Overcurrent
3510 r/min, running. windings. current. ture rise output. protection
GO lip. in motor. will trip
controller
before motor
ovcrhcats to
dangerous level.
Torque to: LOW 1 open High Tcmpera- Reduced None.

Cooling r/min winding. current. lure air.
lJubrication rise in
Coinpressor. I motor.
Rougli Bad top Vibration. Teinpera- Loss of None. Can cause extcn-
running. bearing. Varying lure rise oil seal; sive damage
Intermittent rfmin. in motor. loss of unless operator
clcctrical A cidi ble cooling SllUtS
connection noise. water; compressor.
or contact. reduced Vibration
lubrica- sensor and
tion and cutout would
cooling. stop cornpressor
before mmsive
damane occurs.
Output specilica-
tion functional
descrintion
1120 Instruinen-
tation and
monitoring:
Readout of
prcsurc and
temperature.
-
-
SN
20-01
20-02
Failure
modes
Rendout is
abnormal;
actual
input is
iiormal.
Readout
indicates
normal;
actual
Possible
causes
Faulty
instru-
ment or
sensor.
Faulty
instru-
ment.
+Svmntoms
detecl-
ability
Operntioiis
normal.
No obvious
symptoms.
I Effect of failure
CKCCt
End
eKect
Nuisance
shutdown.
L~~~ or
ou tpu I.
Damage to
compressor.
Existing
compensating
provision
Noiie.
Automatic
s11111oK.
Devices
and alarms
recommeiid-
ations
input will limit

abnormal. damage.
Automatic 20-03 False Faulty Compressor Device Nuisance None.
shutoff. actuation device. shuts OK. actuates. shutdown.
(inputs
normal).
20-04 No actiietion Faulty Gages will Damage to Gages will
(input device. indicate conipressor. provide
abnorninl) . abnornial rJoSs or warning
-
(beyond air output. to operator.
I
011I.putspecilica- sylnplollls I<frcct of fniliire Ex isti iig Itciiiarks nut1
tioil functional Failurc I”ossil,le dctect- Local Imd compensating rcco~i~~~ic~~d-
tlcscription SN lllotles I
otions
u30 Cooling and 30-01 Air not Loss of ‘1 Air and I High air I High prcs- Gages will If shutdown
moisture cooled. water; , water I temper- sure; high warn opcr- is delayed
separation: clogging. tcmpcr- ature; temper- ator; shut- and diesel
alure air not ature; down devices action
readouts dried. diesel will limit starts, com-
indicate action pressor
high tem- possible. sufiers
perature. extensive
damage.
Air 30-02 Air Cracked Air Loss of Low air 2
cooling. leakage. cooler escapes cooling prcssure
tubes; into effi- output;
ruptured ambient ciency. volume
grrskct. or into
water;
may be
detcct-
able by
low air
pressure
reading
or noise.
Air 30-03 Moist n111 No Moisture Damage t o
drying. air. rnoisturc obvious inbo con I Dressor
trap;
loss of mechanical
cooling.
on pistons,
Output clpccifica- Symptoms Ellect of failure Existing Remarks and
tion functional Failure Possible detect- Local End compensating recommend-
description SN modes causes ability efiect ellect provision LS ations
fl30 Cooling and 30-04 High oil Loss of Oil lem- Oil Reduced Oil tempera- 3 If' operator
cnoistiire tcoipcr- water; perallire ~ I ~ C R S I I ~ O liclxica- lure nntl docs not
scparntion nture. clogged nntl niid t c i n - tioil clli- pressure rcncl l o oil
(cont'tl) : oil or pressure pernture ciency; gages will temperature
water reads build-up. eventual warn rise, diesel,
lines. high. damage; operator. nction may
possible occur
"diesel causing
action". extensive
Oil cooling daningc.
30-05 W n k I in Lcnkage Loss of Redilced 2
oil. from cooling lubrica-
water water. tion em-
side Lo ciency;
oil side. cvcllttlal
damage.
Outpub spccifica- Symptoins Isxisting Rctnnrka ncitl
I.ioii Iicnctionnl cletcct- . I~ctrl Isnd coiiipciisnting rccoiciiiictid-
dcacription ability ellcct cllccl provision nLiona
us0 Lubrication: Oil lcak- Ovcr- Oil pressure Prcssurc drop
age; low Iicating, gage may may be insuf-
oil noisc, warn opcr- ficient to
pressure damage. ator. If rcgistcr on
reading. oil prcs- gage or acti-
surc is vate shutdown
low cnougli, dcvicc.
cutout will
slop com-
pressor.
Lubricating Oil volume Excessive Nonc. Tcmperaturc
the compressor. gage (less wcar; indicator
tlian 1 ovcr- nnd oil vol-
drop per Iicating; unic gagc not
minule). extcnsive scnsi tivc
damage. enough to
detect fault.
Oil tempcr- Excess oil Oil tcmpcr- Temperature
ature reads in cyl- ature gagc gagc indica-
high. inders may warn tion may not
opcrator. be sensitive
causc enough to
"diesel warn before
action". tlicncl action
is initintccl.
- -
Output specifica-
tion functional
-
Failurc I Possible I Symptoms
detect-
Eflcc
Locsl
f failure
End
Existing
cornpcnsating
Remarks and
recommend-
50-01 &
description SN modcs causes ability
Low air
eflcct cflect
Low air
provision -
LFP
2
ations
f150Compressor
pressure. failure; pressure pressure
cylinder reading. output.
failure;
inter-
stage
piping
failurc.
Air: 50-02 High air Valve High Reduced Possi blc Relief 2
4500 p.s.i. pressure. failure. pressure air rupture valves.
-
390' 410'F reading. volume. of com-
13.5 cni poiicnts;
destruc-
tion of
compressor.
50-03 High air Gylindcr Air tem- Air out- Air output Temperaturc 1
I.eniper- water perature put tem- temper- indicator;
aturc. jackct reads perature nturc Iiigh air
or gasket Iiigh. high. high. temperature
failure. automatic
- sliutdown.
TABLE 14.20 - Failure modes and effects analysis at the third
indenture level for Example 14-2.
-
Output specifica- Symploms Eflecl r failure Existing Remarks and
tion functional Failure Possible dclecl- Locol End compensating rccoinmend-
description
fl2l Air pressure:
-SN
21-01
modes
L o w pressure
causes
Faulty
ability
Low pres-
ellcct
Incorrect
ellect
Nuisance
provision
None.
-
LS -
1
LFP
1
a t ions
Interstage pres- indication instru- sure reading; shutdown.

sure readings: with prcs- ment; indica- air
42 p.s.i. first sure normal. leaking tion. leakage.
stage. meter
210 p.s.i. sec- line.
ond stage. 21-02 Normal prcs- Faulty None Pressure Relief valve 2 1
1090 p s i . sure indi- instrument. until build-up will opcn.
third slage. cat.ion with rclicf iintil
4,500 psi high prcs- valvc automatic
fourth stage. sure in actuates. shutdown.
syalcni.
d2l Air pressiirc- 21-03 1)ocs 1101 In tcrnal lligli prcs- Prcssiirc Next stage 3 1 Dorililc failiirc-
(cont ’d): opcn wlicn valve sure build-up relief Failure of valve
Interstage pres- pressure failure reading. in next except for to cause
sure reliefs: reaches (sticking, slage. fourth stage. pressure
First stage operate broken build-rip and
relief valve pressure. spring, etc.) relief valve
to operate failure.
a t 83 psi.
Second stage 21-04 Open a t Internal Air Valve Nuisance None. 1 1 Compressor
relief valve lower than valve escapes opens. shutdown. system is not
l o operate a t operale failure (audi bk). Dperable until
286 psi. pressure. (scored seat, valve is fixed.
broken
spring, etc.)
2 1-05 Does not Jammed or Air No None. 4 1
close when clogged continues pressure,
overpres- valve. to escape. no air
sure is output.
- relicvcd. --
Output specifica- ’failure Existing Remarks and
tion functional Failure Possible detect- End compensating recommend-
description
U22 Water pressure:
SN
22-01
modes
Low pressure
causes
Faulty
ability
Low
eriect
Incorrect
ericct
Nuisance
provision
None.
-
LFP
1
ations
Water pressure indication instru- pressure reading; shutdown.

reading 30 psi. with pres- ment; reading. water
sitre noriiial. broken leakage.
meter
line.
22-02 Normal prcs- Faulty Increasing Air tem- Air tetn- 1 Double fnilurc-
sure intli- inslru- tcmpera- perature pcraltrrc railtire to
cation with nient. lure rising; shutdown; cause pressure
pressure reading. water water lem- drop and
low. temper- perattire instrument
ature sllllldown. failtire.
rising.
22-03 Norrnal pres- Faulty No obvious or
bSs None-until 1 Check to
sure indi- instru- detect- cooling air temper- determine if
cation with ment; ability. waler- ature starts this is a
pressure pinched rising to risc. possi blc
Iiigh. meter air tcm- failure mode.
line. peralure.
Output specifica-
- Symptoms Effect failure Existing
- Remarks and
tion functional Failure Possible detect- Local End compensating recommend-
description -SN modes causes ability effect effect provision
None.
-
LS -
1
LFP
1
ations
623 Oil pressure: 23-01 Low pressure Faulty Low oil incorrect Nuisance
Oil pressure indicition instru- pressure reading. sliu tdown.
reading 22 psi. with pres- ment. reading.
sure normal.
23-02 Normal pres- Faulty None. None. Heating- Low oil 3 1 Double failure.
sure indi- instru- wear, pressure
cation with ment; eventual switch.
pressure crushed severe
low. tubing. damage.
23-03 Normal pres- Faulty None. None. Loss of None. 1 1 Check to
sure indi- iristru- oil. determine if
cation with ment. this is a
pressure possible
high. failure mode.
Low oil pressure 23-04 No cutout Internal Oil pres- None. Heating Oil pressure 3 1 Double failure-
cutout- signal when switch sure gage wear, gage warns cutoff switch
automatic a t prceure failure. reads low. severe operator. failure and
12 psi. low. damage. oil pressure
failure.
23-05 Cutout sig- In ternal Compressor No coin- None. 4 1 Compressor will
nal always switcli will not prcuuor not functioii
prevent at failure. run. output. until cutout
any pres- is repaired.
- sure. - -
TABLE 14.21 Failure modes and effects analysis a t the fourth
indenture level, for Example 14-2.
- Symptoms Effect of failure Existing
-
tion functional Failure Possible detecl- Locel End coin pensating recommend-
-SN
24-01
modes
High tempcr-
causes
Faulty
ability
lncorrect
effect erect
Nuisance
provision
None.
LS
- ations
1
readouts: aturc incli- instru- rending. shutdown.
Oil temperature cation with ment.
reading (crank- temperature
case 102'F). normal.
21-02 Normal (em- Fall 1Ly None. Nonc. Oil cool- None. 2
peraturc instru- ing fault
indication ment. not instrument
with tem- detected. failure and
perature oil cooling
high. failure.
Water temperature 21-03 High tempcr- Faulty Incorrect Nuisance None. 1
reading 100'F. aturc indi- instru- reading. shutdown.
cation with ment.
temperature
normal.
Water temperature 24-01 Normal tem- Faulty None. None. L~~~ or Automatic 3 1 Double
reading 100'F- perature instru- cooling high water failure-
(cont'd) indication ment. Cfi- temperature instrument
with tem- cicncy. shutofl will failiirc and
peralure stop com- failure to
high. pressor. cause cool-
ing water
teiiipernture
- - - rise.
Output npccilicn- 1Syrilplonls Elicct of fniltirc Bxistiri~
lion functional Failurc Possible dc tect- coinpcnsating rccornmcnd-
description causes ability provision
124.1 Temperature Faulty Incorrect None.
readouts- peraturc instru- reading. shutdown.
(cont 'd): indication ment .
Inlet air temper- w i t h tem-
ature readings: peralurc
98.F first, normal.
124'F second, 24-OG Normal tem- Faulty None. Automatic
IOO'F third, perature instru- pcraturc high air
and 105'F indication ment. input to tempcr-
fourth stages. with tem- slagc. aturc shut-
pcralurc ofT will
higll. stop com-
pressor.
Disdiargc air 24-07 High temper- Faulty Incorrect Nuisancc None.
tcmperrrturc ature in& ins tru- reading. shutdown.
rcndings: cation with incnl.
292'F first, temperature
323'F second, normal.
335'F third, 21-08 Normal tcin- Fall I ly None. None. High tcm- Automatic
and 390'F fourth peraturc instru- pcraturc high air
stages. indication ment. output temperature
with tem- into next shutoR
peraturc stage. will stop
- high. compressor.
0u tpu t spccifica-
- ~~
Syrn ptoms
-
Remarks and
Lion fiinctiorial lgi I u ro 1'osi hlo tlctcct- rccomiiicntl-
description
g24.2 Automatic
-SN
24-09
modes
No
causcs
Faulty
ability
High
crrect
Loss of
-
LFP
1
ations
Double
shutoffs: shutoff shutoff temper- cooling failure-
High watcr signal devicc. ature efi- operator can
tcmpcraturc when rcading cicncy- shut down
shutoff stops temperature on gage. air and compressor
motor a t 130'F. high. oil tem- before
perature cxtensive
rise- darn age
cxtcnsivc occurs.
clamagc.
24-10 Shutoff Faulty Compressor Device No 1 Cornprcssor
signal ShUtOIT coinprcssor not opcrablc
when dcvice. output. until auto-
tcmpcr- actuatc matic shut-
ature is position. off is fixcd.
normal.
n24.2 Automatic 24-11 No Faulty High tem- High air 3 Double failure-
shutoffs- shutoff switch. perature temper- however all
(cont'd): signal reading ature shutoff signals
High air temper- when on gage. output. arc routcd to
ature temperature sct of rclay
stops motor in is high. contacts.
any stage.
21-12 Slllllom Faulty Coniprmqor S w i tcli No cotn- 1 Coinprmqor
signal whcii switch. will not rcinains prmor not opcrablc
temperature run. in input. until switch
is normal. actuate is fixcd.
- -
iMETHOD 1 617
3
LEVEL OF
IROBABIIlTY
OF OCCURRENCE 30-05 0041
OMn
10-02
2 30-01: -04
4M)l
5041: -02
20-01 10-02 0003 I

30-03
20-03 oO-04
1 20-02
50-03
1 2 3 4
IEVEL OF SEVERITY
NOTES:
1. Any failure mode located in the shaded area of the
matrix is arbitrarily defined as unacceptable for this
example - severity level 3 and highqaud a pmbabiiity
level 3 and higher.
2. "he matxix example shows .only failwe modes of the top
and stcond mdenme level to maintain simplicity.
Fig. 14.5 - Criticality matrix of the high pressure air

compressor for Example 14-2.
618 FAMECA
14.4 METHOD 2
This method is illustrated by applying it to aircraft splines. To eval-
uate the designs of aircraft splines and recommend areas of design,
material, lubrication, treatment, and environment changes to achieve
reliability and maintainability improvement, it is necessary to identify
the critical failure modes and design factors involved. The FAMECA
is one method that can be used to determine the spline failure modes
involved in the prediction of a spline’s reliability, the critical effect
of each failure mode on the operation of the equipment in which the
spline is operating, and the design factors which should be considered
to improve the reliability and maintainability of splines.
Through the evaluation of all failure modes, their effects, causes
and criticality, appropriate design changes can be selectively applied
to obtain the most cost effective reliability and maintainability benefits.
EXAMPLE 14-3.
Conduct a detailed FAMECA of aircraft splines, a cut-away of

which is given in Fig. 14.6.
SOLUTION TO EXAMPLE 14-3.
The failure modes and effects analysis for aircraft splines [l; 21 is
given in Table 14.22. In the analysis, the spline assembly is broken
down into the interlocking splines and the spline shaft. The tooth
wear of the interlocking splines is considered first because it is the
most predominant failure mode. Tooth wear in splines is comprised
primarily of fretting wear, fretting corrosion wear, and abrasion wear.
1. Fretting wear is caused by the mechanical welding (bonding) and
tearing apart of the asperities on the contacting surfaces, under
contact pressure, which are subjected to relative oscillatory or
vibratory motion.
2. Fretting corrosion wear is the removal of the corrosion prod-
ucts resulting from chemical reaction between the pure, nascent
surfaces generated by fretting wear and a corrosive atmosphere.
Weak oxides which are formed on the fretted surfaces break off
to form debris, which adds to abrasion wear.
3. Abrasion wear is caused by the abrasive action of the debris from
fretting wear and fretting corrosion, which generate additional
debris-caused wear.
METHOD 2 619
Female s p l i n e Yale spline

r'
Fig. 14.6 - A typical male and female aircraft spline combi-

nation.
I’agc
TJlc 14.22-F‘nilura modcs and cflccts annlynis lntcrlocking 1/12
splinm
Failure Causes (in Factors Range of
efrcct tlccrcasing which Critical tiinc 1.0
Failurc on asscinbly ordcr of rcduce fai lu rc critical
mode function importance) failures criterion failure Rcmarks
Tooth wear. Vibration. Misalignment. Alignment Wear from 300-2,500hr -
Misalinnmcnt will incrcasc the
guides; a few spline. life. vibration, fretting action,
Noisy mufTss; thousandths sinusoidal contact stress, and
operation. crowning. of an inch temperature which in turn will
to a 120-3,000 h r increase the wcar in the tooth.
knife to an ovcrhaul. Experimental data
Rough edge show that the wcar rate as a
operation. tooth function of misalignment is
land. approximated by an exponential
Loss of function y = eozl which reduces
operat ion. +
to log, y = 0.5329 1 6 . 1 2 3 4 ~ ~
where y = wcar rate/hour and
I s = degrees of misalignment.
I
I Inadequate Better Grease in splines tends to
I lubrication. greases produce a blanketing lubri-
I or oils; cating effect which reduccs
I favorable wcar, but has a debris-retaining
I wct spline effect which tends to promote
I environment. wear due to abrasion. Of seven
I greases evaluated by SWRI,
I grease €3 (MILG-22164 B)
I provitlcd thc longmt no-wmr
I induction period. Greasc C
I (MIL-G-27617) provided no
1 induction period but provided
I very high performance in a jet
I fuel environment, possibly due
I to low solubility. Mineral oil
v provided the most favorable wet
spline environment.
n Table 14.22 -(Cont’d) Failure modes and cffects analysis
Range of
time to
Interlocking
splincs
Page
2/12
critical
failure Remarks
Reduction in the number of
spline teeth results in
improved load sharing, which
Q, reduces the contact load on
h3 the more heavily loaded teeth.
Concurrently, the contact
stresses may be reduccd by
increasing tooth height.
Materials with higher Young’s

modulus are preferred. AISI
9310 steel carburized splines
give significantly longer w a r
lirc than thc commonly uscd
AlSI 4120 stecl splincs.
Surface treatment with
a 0.001 in. coating of
Electroless Nickel 11 incrcascs
wear lifc, a t 0.004 in. total
wear, from about 50 hr to
about 960 hr.
I/ Table 14.22 -(Cont’d) Fnilurc modcs and cffccts analysis
milure Range of
Interlocking
splines
3/i2
eflect Critical time to

Failure on assembly order of reduce failure critical
mode function importance) I failures criterion failure Remarks
Tooth wear. Vibration. I Alignment; Vibration increases
I balincc; fretting corrosion,
I spccd hence tlic wear.
I control;
I appropriate
I slifrncm of
I spline
I assembly;
I avoidance of
I resonance.
I
I Temperature Better In general, there is a small
I too high. lubrication. positive correlation betwcn
I temperature and tooth w a r
I which is more significant for
I softer spline materials,
I indicating a possible
V temperature-chemical
interaction.
I
-. Page
Tahlc 14.22-(Cont’d) Failirrc modes and cflccts analysis Interlocking 4/12
splines
efiect decrcasing which Critical time to
Failure on ascmbly ordcr of rcducc fai lu rc critical
mode function importance) failures criterion faiI u re Remarks
Tooth wear. Hostile Wet Jet fuels JP-5 and JP-6 combine
I cnvironmcnt; cnvironrncnt a lubricating clTcct with thc
I corrosi vc with O-rings. exclusion of oxygcn to inhibit
I fluids; corrosion and mitigatc wear.
I dry air. Mineral oil with
I additives provides the most
I favorable envi ron mcnt.
I
I lnadcquate Improved Preventive maintenance such as
I maintenance. prevcntive thorough cleaning and re-
I maintenance greasing, and prevention of
I schcdules; misalignmcnt will reduce thc
I efiective wear ratc. Corrcctive maintc-
I corrective nance procedures should include
I maintenance the prevention of mismatching
I procedures. of uscd splines, or of misalignment,
I to reduce spline tooth wear.
I
I Pump Chcck valve.
I cavitation.
Pagc
Interlocking 5/12
splines
effmt decreasing which Critical time to
mode function importance) failures criterion failure Remarks
Tooth wear. Crowning Crowning which providcs
I radius too tolerance for iiiisalignincnt
I small. rcsults in incrcascd wcar.
I Wear decreases as
I thc crown radius of curvaturc
I increases. Within the tooth
I wear range of 0.004 to
I 0.012 in., wear life is
I incrcascd from 57% to 72% as
I the crown radius is incrcascd
1 from 11.25 in. to 00.
-
Page
1
~~~
Table 14.22-(Cont'd)
Failure
Failure m o d e s a n d effects analysis
Causes in Facton Range of

Interlocking
splines
6/12
elfect Critical time to

mode function
~.~ iniportance) failurea criterion failure Remarks
Tooth Vibration. Excessive Reduced fracture. In exDerimental tests. tootli
fracture. shear loads. fracture occurred frequently
Noisy st resses . when stresses exceeded 4,620
operation. psi.
Erratic
operation.
L ~ S Sor Tooth surface Optimum Roughness of the tooth surface

operation. too rough. roughness. increases the no-wear itduction
I
period, but provides stress risers
for early niicroscopic crack
initiation.
Page
T a b l e 14.22-(Corit’d) Failure rnodes aiid effects analysis Interlocking 7/12
splines
Fai 1u re Causes (in Facton, Range of
effect decreasing wliicli Critical h i e lo
mode function irnporlance&) failures criterion failure Remarks
Tooth Vibration. Alignment; Vibration adds additional
fracture. I balance. stresses which decrease
I endurance life and result in
I fracture.
I
I
I
I
I
I Material Stroiiger A hard case will1 a sofler, inore
I too weak or iiinlerinls. ductile, core is desirable.
I l o o brilllc.
I
I
I
I
I
c!
Page
Table 14.22 -(Cont’d) Failurc modes and effects analysis Interlocking 8/12
Hplirru,
riuiure bauses (111 ~aczurzi itange 01
effect decreasing which Critical time to
mode function importance) fai1u re6 criterion failure Remarks
‘lboth Excessive Iteduccd Select materials wliicli do not
fracture. strain strain tend to become brittle or are
hardening. hardening. fracture prone through strain
hardening.
1nadequat e lniproved Case hardening may dcweasc the

surface quality of toughness of the material but
hardening. hardening. increase the crack initiation
arid propagation tendency.
r
Page
Table 14.22-(Cout'd) Failure modes aiid effects aiialysis Interlocking 9/12
splines
I
I
effect decreasing which Critical time to
,Spalling. Vibration. Below surface Reduction of Spalling is tlie result of
tensile contact tensile stresses preseiit a t the
Accelerated stresses ; stress and point of maximum stress a few
wear. vibratory vibration. thousandths of a n inch below
motion of the contact surfaces. Due to
the teeth in vibratory motion of the teeth
contact. in contact, tlie loading and
unloading of stresses initiates
subsurface cracks which propa-
babe LO the surface, causing a
layer of n~aterialLo separate
from the contacting surfaces, lierice
spalling provides debris which
contributes to abrasion wear.
Also, suflicient nietal niay be
removed by spalling to eventu-
ally lead to tooth weakening
and sirlsequcnt fracture.
14.22- .(COllt'd) Failure iiiodes aird eRects a i d y s i s
I
n
1
Table 14.22-(COIlt’d) F a i l u r e modes a n d effects aiialysis

Interlocking
splines
Pane
ll/i2
erect decreasing which Critical tinie to

Failure on asscmbly ordcr of reduce failiirc critical
’ Shear Loss of power High shear Reduced load Fracture. Wlien the operating- condil.ions
fracture. transmission, stresses. in torque. dictate a high torqiie load, tlic
tlicrcfore slicar stresscs miist IJC rcdiiccd
loss of tliroiigh dcsign control of sliaft
opcration . dimensions.
Excessive Increased High-stress concentration most

strcss radius of Iikcly occiiri at thc ncck whcrc
coiiccntrntion shoulders and tlic splinc is rnountcd on the
nt critical fillets. sliaft.
locations.
Shaft Incrcascd
cross section shaft
too small. diameter.
Material too Strongcr

ductile or materials.
too weak.
Page
I
I
Failure Cairses (in Factors Itange of
ellect decressing whidi Critical time to
Failure on assembly order of reduce failure
mode function importance) failures cr i leri on
’
Bursting of Loss of Excessive Reduced loads; Fracture.

the spline operation. radial force increased face
shell. a t pitch line. width.
I
I
I
I
Excessive
stress due to
beam loading
Reduced loads;
increased face
width.
Fracture.
I All three stresses are lensile
stresses and may add up to
cause failure.
I of the teelll.
I
I Fracture.
I Excessive Reduced rpm
I stress caused
li by centrifugal
force.
632 FAMECA
The failure effect of tooth wear on the function of the next higher
assembly is interactive and progressive until all of the teeth are worn
away and there is loss of function. The causes of tooth wear are con-
sidered in the decreasing order of their importance. For each failure
mode and its cause, factors are identified which can be addressed in
design to reduce tooth wear. Column 5 of Table 14.22 shows that
much progress is needed in establishing critical wear failure criteria to
design for a specified reliability and life in the required operating envi-
ronment. Column 6 of Table 14.22, based on depot overhaul records,
shows that ranges of operating lives of aircraft splines are extremely
broad, and data on which those ranges are based do not appear to
follow any well-behaved pattern.
The remaining failure modes of tooth fracture, spalling, shaft bend-
ing deformation, shear fracture, and bursting of the spline shell are
analyzed next. The primary causes of failure, the factors which reduce
such failures, the critical failure criteria, the range of time to critical
failure, and remarks on reducing these failures are given.The results
are recorded in the same manner as those for tooth wear.
14.4.1 CRITICALITY ANALYSIS AND RANKING

The results of the failure modes and effects are incorporated into the
criticality analysis to provide a ranking, or order of priority, for all
significant failure modes, and are given in Tables 14.23 through 14.26.
A systematic approach is used to determine a criticality ranking
for the spline failure modes. Since the failure history for splines is
not known, the approach uses quantitative estimates, based on the
FAMECA results, to evaluate the effect potential environment condi-
tions would have on each one of the failure modes . A number from 1 to
10 is assigned, using the Delphi technique, to indicate the estimated ef-
fect the environmental condition will have on each failure mode. Where
it is judged that a particular environment will have a negligible effect in
a failure mode, the number 1 is assigned. The number 10 is used where
the environmental condition is judged to contribute significantly to the
possibility of spline failure from that particular failure mode. Condi-
tions between these two extremes are assigned numbers between 1 and
10. The results appear in the five columns under “Environments” in
Tables 14.23 and 14.24. Based on these ratings, the columns under
“Product of Environment Effect Rating, P,” and “Failure Mode fie-
quency Ratio” are calculated as shown. The “Probability of Loss of
Mission , PL, ” is based on a range of values given in Table 14.25.
The specific values listed are arrived at by using the Delphi technique.
The “ Unreliability Weighing Factor, Q, ” for each failure mode is de-
termined by calculating the reliability of each failure mode using the
Table 14.23-Male spline (including shaft) criticality analysis.
Environments and their ratings Product of Failure mode Probability Unrcliability

environment frequency of loss of weighting
Q,
effect ratings, ratio. miasion, factor, Criticality,
W Failure mode P P I C P = FMFR PL 8 (FMFR)(PL)(S)
W
Tooth wear
Fretting wear 3 5.25 5.75 9.75 8 7,063.87 0.1753 0.119 0.41 0.00856
Fretting corrosion 4.75 4.75 9 4.75 7.25 6,992.96 0.1736 0.119 0.41 0.00846
Abrasion wear 4.5 6.25 8 7.75 7.5 13,078.13 0.3241 0.119 0.41 0.01580
Spalling wear 2.75 7 6.25 7.75 8.25 7,692.48 0.1910 0.119 0.41 0.00931
Tooth fracture 2.25 7 2.5 6 9.75 2,303.44 0.0572 0.600 0.13 0.00446
Tooth
deformation 3 5.25 2.5 7 9.5 2,618.44 0.0649 0.250 0.00357
Shaft fracture 2.25 3 1 8.75 9.75 575.86 0.0143 1 .Ooo - 4 F k i z r
Table 14.24-Female spline criticality analysis.
I
I I I
I Eri Prodllcl of Failure mode Probability Unrelialility
cnvironnient frequency of loss of wcigl1ting
elTect ratings, ratio, nlissiorl, factor, Criticality,
Failure mode Temp. P P I C P = FMFR Pl Q (I;'hfFR)(PL)(Q)
Tooth wear
Fretting wear 0.1 19 0.41 0.00849
0.119 0.4 1 0.00841
Abrasion wear 0.119 0.4 1 0.01 570
0.41 0.00925
0.13 0.00443
5.25 I 2.5 I 7 2,618.44 I 0.0645 I 0.250 0.22 0.00354

1 I I I I I
shell I 2.25 4 1.5 7 8.75 ~26.88 0.0204 0.988 0.11 0.00222
>'P= 40,5T6.20
PROBLEMS 635
Table 14.25-Values of probability of loss of mission, PL.
Probability of
Effect of item failure loss of mission, PL.
methodology discussed in [2], as follows:

25+m
Q=-
50 ’
where m is the standardized normal variate used in calculating the
reliability from the normal distribution area tables.
The last column in Tables 14.23 and 14.24 gives the final results
of the criticality analysis in terms of a criticality value which is the
product of the previous three columns. A criticality ranking list for
the spline system is given in Table 14.26, with the failure mode having
the highest criticality value listed on the top. The failure modes with
the highest criticality values should be the ones that receive the highest
priority on all design improvement efforts for higher product reliability
and maintainability. It is of interest to note that the most critical
failure mode is wear, in all of its three modes, whereas conventional
spline design usually concentrates on designing against tooth fracture!
PROBLEMS
14-1. Conduct a comprehensive FAMECA for the high pressure air

compressor system of Example 1 4 2 determining the criticality
ranking of all units in this compressor using your own inputs fol-
lowing the format of Table 14.5 of the text. Explain why you
chose the “Environment factor,” the “Probability of loss of mis-
sion,” and the “Unreliability weighting factor” values you used
to determine the criticality ranking.
14-2. Conduct a comprehensive FAMECA for a hydraulically actuated

elevation and azimuth control system for the airborne vehicle
shown in Fig. 14.7, and determine the criticality ranking of all
units in this system using your own inputs following the format of
Table 14.5 of the text. Explain why you chose the “Environment
636 FAMECA
It T a b l e 14.26-Spline criticality ranking.
Failure mode ranking x lo4 Recommendations

Abrasion wear. 158 Improve lubrication to guard against
debris from fretting wear and
fretting corrosion which generate
additional debris-caused wear;
Spalling wear. 93 I Improve design through better material

and sizing; minimize misalignment.
Fketting wear. 86 Improve design through better material
and sizing; minimize misalignment.
Fretting corrosion. 85 Improve lubrication and operating
environment.
Tooth fracture. 45 Improve design through better material
and sizing; minimize vibration.
Tooth deformation. 36 Improve design through better material
and sizing.
Shaft fracture. 30 Improve design
- through
- better material
I and sizing.
Bursting of I 22 I Improve design through better material
spline shell. and sizing; reduce rpm, minimize
misalignment.
PROBLEMS 637
factor,” the “Probability of loss of mission,” and the “Unreliabil-

ity weighting factor” values you used to determine the criticality
ranking.
14-3. The hydraulic system diagram in Fig. 14.8 shows a hydraulic
pressure supply to three subsystems considered essential for the
completion of a successful aircraft landing. Two engine-driven
pumps and related components supply normal pressure to the
subsystems. Either pump system is singly capable of supplying
the systems should one pump system fail. In the event both
engine systems fail to supply pressure, an auxiliary hydraulic
pressure system is on standby to supply the three essential sub-
systems. It is assumed that electrical power is always available
to the auxiliary pump motor.
Conduct a comprehensive FAMECA for this hydraulic system
and determine the criticality ranking of all units using your own
inputs following the format of Table 14.5 of the text. Explain
why you chose the “Environment factor,” the “Probability of
loss of mission,” and the “Unreliability weighting factor” values
you used to determine the criticality ranking.
14-4. Conduct a FAMECA on one of the following units:
(1) Your car’s water pump.
(2) Your car’s fuel pump.
You may consider going to a car repair shop or a supplier of the
unit you choose to work on and get exploded views of that unit
which shows all components. All drawings, pictures, sketches,
etc., should be submitted with your FAMECA.
14-5. Conduct a FAMECA on one of the following units:
(1) Room window air conditioner.
(2) Electric chain saw.
You may consider going to a supplier of the unit you choose to
work on to get exploded views, drawings and pictures. All draw-
ings, pictures, etc., should be submitted with your FAMECA.
638 FAMECA
Shut-off
WCk diSC0MCCt
Quick disconnect
actuator
Shut-off
Cleck valve
Filter
Servo valrrc
w C
Fig. 14.7 - The hydraulically actuated elevation and az-

imuth control system of Problem 14-2.
r
R- R-
Main system xeservoir
Filter
Shut-off valves (motor driven)
Enginc d r i w n pivlps
t
w
Olcck valvcs
Pressure r e l i c f
Q,
w
W Ulock ViI1VC
L/G scloct volvc
I
Flap s e l e c t
vo I ve 1 Lrilot A Drake l l c t e r
cop1 l o t
Flep e q u a l i z e r Q-l
LanJAng goo r
act u t o rs
Flap a c t u a t o r r
‘ 8
Fig. 14.8 - Hydraulic system diagram of Problem 14.3.
640 FAMECA
REFERENCES
1. Kececioglu, Dimitri B., Chester, L.B., Koharchek, A., and Shehata,
M., Aircraft Spline Reliability Predictive Technique Development and
Design Improvement Methodology, First Progress Report submitted to
the Weapons Engineering Support Activity, Department of the Navy,
Washington Navy Yard, Washington, D.C, under Contract N00156-
75-C-0944,202 pp., 31 Jan. 1975.
2. Kececioglu, Dimitri B., L. B. Chester, Koharchek, A., and Shehata,
M., Aircraft Spline Reliability Predictive Technique Development and
Design Improvement Methodology, Second Progress Report submit-
ted to the Wea-pons Engineering Support Activity, Department of
the Navy, Washington Navy Yard, Washington, D.C, under Contract
N00156-75-C-0944,202 pp., 31 Jan. 1975.
3. Heather, B.D., The Evaluation and Practical Applications of FAMECA,
RADC-TR- 83-72, Rome Air Development Center, Griffiss Air Force
Base, N.Y. 13341, AD/A131 358, 94 pp., Mar. 1983.
4. MIL-STD-l629A, Procedures for Performing a Failure Modes, Effects
and Criticality Analysis, 24 Nov. 1980.
5. MIL-STD-2070 (AS), Procedures for Performing a Failure Modes, Ef-
fects and Criticality Analysis for Aeronautical Equipment.
6. Barry T. McKinney, FMECA, The Right Way, Annual Reliability and
Maintainability Symposium Proceedings, pp. 253-259, 1991.
7. Benjamin C. Wei, A Unified Approach to Failure Mode Effects and
Criticality Analysis (FMECA), Annual Reliability and Maintainability
Symposium Proceedings, pp. 260-271, 1991.
8. MIL-STD-1629 (SHIPS), Procedures for Performing a Failure Modes
and Effects Analysis for Shipboard Equipment, 42 pp., 1 November,
1974.
Chapter 15
ADDITIONAL APPLICATIONS
OF THESE METHODOLOGIES
The various methodologies for designing by reliability presented and

discussed in the previous chapters are best understood through ad-
ditional examples of applications to a variety of practical situations.
This is accomplished in this chapter through additional practical cases
of design together with the detailed discussion of their solutions.
EXAMPLE 15-1
Determine the reliability of the lug shown in Fig. 15.1, subjected

to a tensile load given the information in Table 15.1.
Considering that the failure mode of this lug is tensile fracture at

Section A-A, the failure governing stress, sf, is acting at Section A-A,
and is given by
P
Sf = -, (15.1)
A
where
A = area of Section A-A,
or
A = 2bt. (15.2)
The reliability of this lug is then obtained by determining the dis-
tribution of this failure governing stress, f(sj), and coupling it with
641
642 ADDITIONAL APPLICATIONS
Table 15.1-Design parameters for Example 15-1.
Item Symbol Value
Mean of the material’s ultimate tensile strength 3 104,300 psi

Standard deviation of the US 3,600 psi
material’s ultimate tensile strength -
Mean of the load P 21,200 lb
Standard deviation of the load UP 2,120 lb
-
Mean of the radial thickness t 0.250 in
Standard deviation of the ct 0.005 in
radial thickness -
Mean of the width b 0.8625 in
Standard deviation of the width Ub 0.005 in
A k . 4
t
1
Fig. 15.1-Lug of Example 15-1 subjected to a tensile load.

ADDITIONAL APPLICATIONS 643
the corresponding failure governing strength distribution, f(Sj),

and
assuming that both f(sr) and f(S/)are normally distributed, or
(15.3)
m
where
(15.4)
The parameters of the failure governing strength, and usf, are

given, consequently the parameters of the failure governing stress,
and osf,need to be determined to calculate the associated reliability.
From Eqs. (15.1) and (15.2), the mean of the failure governing stress
is given by
(15.5)
Substitution of the given values into Eq. (15.5) yields

- 21,200
Sf = 2(0.8625)(0.250) ’
or
-
sf = 49,159.4 psi.
The standard deviation of the failure governing stress, uSf,is given by
Operation No. 7 of Table 4.2, or
(15.6)
where
-
A = 2bZ = (2)(0.8625)(0.250),
or
-
A = 0.4313 in2.
Using Operation No. 6 in Table 4.2 yields
(15.7)
with p = 0.
Substitution of the given values into Eq. (15.7) yields
[
= 2 (0.8625)2(0.005)2 + (0.250)2(0.005)2
’
BA
+(0.005)2(0.005)2] ,
or
O A = 0.0090 in2.
It has been given that the load distribution, assumed to be normal,

has the parameters
-
P = 21,200 psi,
and
~p = 2,120 psi.
0 s =-
+
(21, 200)2(0.009)2 (0.4313)
0.4313
or
us = 5,020.2 psi.
Substitution of the failure governing stress and strength distribution
parameters into Eq. (15.4) yields
m=-
104,300 - 49,159.4
[(3,600)2 + (5, 020.2)2]i ’
or
m = -8.9260.
From Appendix A this m value yields a reliability of
R = 0.918779.
EXAMPLE 15-2
Determine the diameter and the tolerance of the solid, circular,

tension member shown in Fig. 15.2 for a required reliability of R =
Item Symbol Value

-
Mean of the load P 6,000 lb
Standard deviation of the load UP 90 lb
Mean of the ultimate s 156,000 psi
tensile strength
ultimate tensile strength
Tolerance of the rod’s diameter Ad = f3un f0.003 in
0.99865, given the information in Table 15.2.
SOLUTION TO E X A M P L E 15-2
The failure mode of concern is that of fracture due to the tensile
load. Consequently, the failure governing stress is given by
P
s=- (15.8)
A’
where
d2
A = cross-sectional area of the rod = T- (15.9)
4’
or
A = 0.7854 d2. (15.10)
The reliability of this rod is given by Eqs. (15.3) and (15.4) where m
is that value which gives the required reliability of R = 0.99865. F’rom
Appendix
- A m = -3.00. As m is now known in Eq. (15.4) as well as
S f and os,,only and oSfneed to be determined to find the required
diameter and its tolerance.
From Eqs. (15.8) and (15.10)
-
- P
Sf = -
a2 )
TT
- 6,000
0.7854a2’
+ d
Fig. 15.2-Circular, solid, tension member of Example 15-2.

or
- 7,369.4
Sf =-.
a2
oSfis obtained from Eq. (15.6) for which U A needs to be found. A p
plying Operation No. 8.1 of Table 4.2 to Eq. (15.10) yields
UA = (0.7854)(2)20d, (15.11)
where
1 1
ad = - Ad = - 0.003,
3 3
or
ad = 0.001 in.
U A = (0.7854)(2) (a)(0.001),
or
UA = 0.0015708Z.
Substitution of all needed quantities into Eq. (15.6) yields
+
(6, 000)2(0.0015708a)2 (0.7854 J2)2(90)2
a2 [
USf -
-
0.7854 (0.7854 a2)2+ (0.0015708a)2
which may be simplified by recognizing that ui << x2and thus d r o p
ping the term ui in the denominator, or
1
-
- (2,025z2 + 36)5.
USf
0.3927 a3
Equation (15.4), with m = -3.00 for R = 0.99865, now becomes
156,000 - ; iz
7 639.4
-3.00 = - 7 .
{ (4,300)2+ [0.39272,(2,025a2 + 36)1]2}'

This equation yields
241.6959a6 - 23.835a4 + 0.58242863a2 - 0.000021 = 0,

which gives the mean rod diameter as

-
dl = 0.2326 in,
and
-
d2 = 0.21086 in.
The larger value should be used because the smaller value gives m =
f3.00, which results in an unreliability of Q = 0.99865, rather than a
reliability of R = 0.99865. Consequently, since Od = 0.001 in, the rod
can be specified by
d=2f3od,
or
d = 0.2326 f 0.003 in,
for a reliability of R = 0.99865.
EXAMPLE 15-3
Determine the width, depth and dimensional tolerances of a simply

supported wooden beam subjected to a uniformly distributed load, as
shown in Fig. 15.3 for a required reliability of R = 0.99973, given the
data in Table 15.3.
The failure mode of concern is that of tensile fracture, at the lower-

most fiber in the center of the beam, due to bending. Consequently,
the failure governing stress is given by
Me
Sf =- (15.12)
I '
where for this beam 11, pp. 28-29]
and
bd3 b(2b)3 2
I = - = -= - b4.
12 12 3
Item Symbol Value
Mean of the distributed load ?j 21.25 lb/in

Standard deviation of gq 1.25 lb/in
the distributed load -
Mean of the span 1 144 in
1
Standard deviation of 01 in
the span
Mean of the material’s s 1,350 psi
ultimate strength
Standard deviation of the QS 50 psi
material’s ultimate strength -
Mean of the width b -
Standard deviation of gb
-b
36
the width -
Mean of the depth d 2-6
Standard deviation of gd
-d
36
the depth
Fig. 15.3-Simply supported rectangular beam with a uni-

formly distributed load of Example 15-3.
ADDITIONAL APPLICATIONS 65 1

q12 b
Sf = T * p l
or
3 412
Sf =-- (15.13)
16 b3 '
The mean of the failure governing stress, S J , is obtained by the substi-
tution of ij, i and 6 into Eq. (15.13), or
-
Sf=-'
3 (21.25)(144)2
9
16 T;3
or
- 82,620.0
Sf = psi.
z3
The standard deviation of the failure governing stress, uSf,is given by
Operation No. 7 in Table 4.2, then
( 15.14)
and using Operation No. 6 in Table 4.2 yields
and
u12= 2 i ul. (15.16)
Substitution of Eq.(15.16) and the given values into Eq. (15.15) yields
uqp = [ (21.25)2 [(2)(144) (k)] 2

+ (144)4(1.25)2
+(1.25)2 [(2)(144) '}2I):( ,
or
uq12= 26,000.4 lb-in.
In Eq. (15.14)
( 15.17)
Knowing that
-
b
Ub = -
36'
Eq. (15.17) becomes
Ub3
-2
= 3b . - -
5 - z3
-
36 12'
Substitution of these relationships and the given values into Eq. (15.14)
yields
+
I?(26,000.4)2 (21.25)(144)2($j)
uSf = -* - 2
16 $3 I?+($)
or
--4,858.3
USf - psi.
i3
The corresponding failure governing strength distribution parameters
are given as
-
S f = 1,350 psi,
and
asf = 50 psi.
The required reliability for this beam is given by Eqs. (15.3) and
(15.4), where m is that value which gives the required reliability of
R = 0.99973. From Appendix A it is found that m = -3.46. Substi-
tution of the appropriate quantities into Eq. (15.4) yields
1,350 - 82,620.0
-3
-3.46 = - b
[(50)2 + (
4 ] )
7
858.3
1 .
This equation yields
1.9257166 - 223.074E3 + 6,543.503357 = 0,

which gives the mean beam width as
-
bl = 4.256 in,
and
-
b2 = 3.618 in.
The larger value should be used because the smaller value gives rn =
+3.46, which results in an unreliability of Q = 0.99973, rather than a
reliability of R = 0.99973. Consequently, since
6 4.256
ab=-=- = 0.118 in,
36 36
the beam’s width should be specified as
b = 6&33b,
= 4.256 f 3 (0.118),
or
b = 4.256 f 0.354 in.
The depth of the beam is then
-
d = 261 = 2 x 4.256,
or
-
d = 8.512 in.
The standard deviation of the beam’s depth is
-
d 8.512
ad=-=-
36 36 ’
or
ad = 0.236 in.
The beam’s depth should then be specified as

d = af3Od,
= 8.512 f 3 (0.236),
Item Symbol Value

-
Mean of the compressive load P 1,000 lb
Standard deviation of UP 200 lb
the compressive load
Mean of the column’s diameter a 1.00 in
Standard deviation of ud 0.010 in
the column diameter -
Mean of the column’s length 1 100 in
Standard deviation of Dl 1 in
the column’s length -
Mean of the Young’s Modulus E 30 x lo6 psi
Standard deviation of UE 1,500 psi
the Young’s Modulus
or
d = 8.512 f 0.708 in.
Finally the beam should be specified as follows:
b = 4.256 f 0.354 in,
d = 8.512 f 0.708 in,
and
1 = 144 f 1 in,
for a reliability of R = 0.99973.
EXAMPLE 15-4
Determine the reliability of the slender, circular column shown in
Fig. 15.4 subjected to an axial, compressive load, given the data in
Table 15.4.
ADDITIONAL APPLlCATlONS 655
r
P
rd
4
I 77
Fig. 15.4-Uniform slender, pin-ended at both ends, solid,

circular column subjected to an axial compres-
sive load, of Example 15-4.
The failure mode of concern for such a slender solid, circular column
is elastic buckling. Consequently, its reliability, R,is defined as
R = P(PC - PA > 0) = P(PC > PA), (15.18)
or all probabilities that the critical load, P c , which will cause the
column to buckle and thus fail, is greater than all applied, operating
loads, PA.
Equation (15.18) can be quantified from
s
00
R = 4(z)dz,
m
where
(15.19)
The failure governing critical buckling load is given by [l, pp. 526-5301
T ~ E I
Pc = - (15.20)
12 '
where
Td4
I=- (15.21)
64 *
Substitution of Eq. (15.21) and the given values into Eq. (15.20) yields
- . -Ed4
p c = 7r3
64 l2 '
or
E d4
Pc = 0.48447- (15.22)
12 *
The mean of the failure governing critical load is then obtained from
Eq. (15.22), or
--4
- Ed
PC = 0.48447-. (15.23)
i2
Substitution of the given values into Eq. (15.23)yields

- (30 x 10~)(1.00)~
P c = 0.48447 7
(100)2
or
-
P c = 1,453.4lb.
The standard deviation of the failure governing critical load is obtained
using Operation No. 8.3 of Table 4.2,or
4 -3
U d = 4d ad.
Substituting the given values yields
0;:= 4 (1.00)3(0.010),
or
a; = 0.04.
Using Operation No. 6 of Table 4.2 yields
= [(E) ad4 + (d ) 0~+ &Jj4]

- 2 2 4 2 2
' . (15.24)
Substitution of the given values into Eq. (15.24)yields
aEd4 = [(30 x 106)2(0.04)2+ (1.00)8(1,500)2

1
+(i,500)2(0.04)2]5
or
aEd4 = 1.2 x 106.
Subsequently, using Operation No. 7 of Table 4.2 yields
(15.25)
where
-
up = 21 a[.
Therefore, substitution of the given and derived values into Eq. (15.25)
yields
or
cEd4/12 = ii+q-!r {I
(30x 106)(1.00)4]* [(2)(100)(1)]~+(100)4(1.2x106)2
(100)4+[2(100)(1)12 I‘
5
‘TEd4/12 = 59.9881,
and from Eq. (15.22)
Upc = 0.484470~d41p= 0.48447 X 59.9881,
or
0pC = 29.1 lb.
Consequently, the failure governing critical load distribution’s param-
eters are
-
Pc = 1,453.4 lb,
and
~ p ,= 29.1 lb.
These results together with the failure governing applied load distri-
bution parameters, can now be substituted into Eq. (15.19), then
1,453.4 - 1,000
m=- = -2.2434.
+
[(29.1)2 (200)2]5
From Appendix A this rn value yields a reliability of R = 0.98756.
EXAMPLE 15-5
A stainless steel helical compression spring has the properties given

in Table 15.5. It is subjected to repeated loading which results in a
mean deflection of 0.90 in and an amplitude of 0.80 in. Find the reli-
ability of this spring for 50,000 cycles of operation.
The failure mode of this spring is fracture due to fatigue. The

failure governing stress is the maximum shear stress, s , ~ on
, the inside
diameter of the spring, and is given by
(15.26)
where
d
Ks=l+- (15.27)
20’
Table 15.5-Properties of the stainless steel used in Ex-

ample 15-5.
Item Symbol Value
Mean spring wire diameter 0.092 in

Standard deviation of the 39.9 x 1 0 - ~ in
wire’s diameter
Mean spring diameter 0.658 in
Standard deviation of 3.82 x in
the spring’s diameter
Mean shear modulus 11 x lo6 psi
Standard deviation of 230 x lo3 psi
the shear modulus
Mean number of active coils 14
Standard deviation of the 0.0833
number of active coils
Mean spring deflection 0.80 in
Standard deviation of 0.016 in
the spring’s deflection
Mean alternating shear 94,180 psi
strength at 50,000 cycles
Standard deviation of the shear 8,270 psi
strength at 50,000 cycles
or
- (1 + &) d G Y
3,s - xD2n
The failure governing stress distribution’s mean, from Eq. (3.19) and
omitting second order items, is
(15.28)
Substitution of all values involved in Eq. (15.28) yields

(1 + .&(0.092)) (11 x 106)(0.80)
s, = 1
x 0.6582 14
or
S,, = 45,487 psi.
The standard deviation, from Eq. (3.20), is
(15.29)
where
zi = the variables involved in Eqs. (15.26) and (15.27);
namely, d, D ,G, y and n,
and the pg(zi) are zero because all variables are taken to be normally
distributed.
For example,
(15.30)
After all such partials are found, substituted into Eq. (15.29), and
subsequently all values involved in Eq. (15.30) are substituted from
Table 15.5, yields
assf= 1,429 psi.
The reliability of this spring is found using Eqs. (6.61) and (6.62), then
from Eq. (6.62)
(15.31)
ADDITIONAL APPLICATIONS 66 1
Substituting the parameters of the failure governing shear stress and

strength distributions into Eq. (15.31) yields
94,180 - 45,487
m=-
+
[(8,270)2 (1,429)2]4’
or
m = -5.802.
Entering this value of m in the tables of Appendix A yields this spring’s
reliability as
R = 0.986684.
EXAMPLE 15-6
Consider the same shaft geometry, failure governing stress distri-

bution and material as in Example 1-2. However, the stress ratio is
now increased to 0.340 from 0.145.
What is the reliability of these shafts?
From Example 1-2, the diameter of the shaft, 2, was determined to

be 0.412 in. Using Eqs. (1.16) and (1.17) the failure governing stress
distribution parameters are S f = 127,616.5 psi and osf = 11,642.3 psi.
For a stress ratio of 0.340 the failure governing strength distribution
was found to be 3; = 134,200 psi and asf = 7,980 psi, from Table 1.1.
From Eq. (1.19)
127,616.5 - 134,200
4.f)=
[(11, 642.3)2 + (7,980)2]4 ’
- - 6,583.5
-
11,114.657 ’
or
~ ( f=) -0.46643.
Therefore, from Appendix A the reliability of these shafts is found to
be
R = 0.67939,
as compared with a shaft reliability of 0.999 in Example 1-2. This
means that out of 10,000 shafts only about 6,794 will complete their
mission without failure and the remaining 3,206 shafts will fail to ac-
complish their mission of operating for 2.5 x lo6 cycles without failure.
662 APPLICATIONS
EXAMPLE 15-7
Consider shafts having the same geometry as determined in Exam-

ple 15-6, the same material and the same stress ratio, or F = 0.340;
however, the failure governing stress distribution now is reduced to a
mean of Bf = 95,712.4 psi and a standard deviation of osf = 8,731.7
psi, 75% of that in Example 15-6.
What is the reliability of these shafts?
The failure governing strength distribution is the same as that in

Example 15-6; consequently, from Eq. (1.19)
95,712.4 - 134,200
z(f) =
+
[(8,731.7)2 (7,980)2]6'
- - 38.487.6
11,828.9'
or
Z( f ) = -3.254.
Therefore, from Appendix A the reliability of these shafts is found to
be
R = 0.99943,
as compared with a shaft reliability of 0.67939 in Example 15-6. This
means that reducing the loads, or increasing the shaft diameter, or
decreasing the stress concentration, which reduce the failure governing
stress and its distributional parameters, increase the reliability of these
shafts from about 67.9% in Example 15-6 to 99.9% in this case.
PROBLEMS
15-1. Determine the reliability of the solid circular tension member

subjected to a tensile load given the information in Table 15.6.
15-2. Rework Problem 15.1, assuming all variates are lognormally dis-
t ributed .
15-3. Determine the width, b, and the tolerance of the lug shown in
Fig. 15.1 subjected to a tensile load for a required reliability of
R = 0.99865, given the information in Table 15.7.
PROBLEMS 663
Table 15.6-Parameters for Problem 15-1.
Item Symbol Value
Mean of the material’s ultimate tensile strength s 120,000 psi

material’s ultimate tensile strength -
Mean of load P 20,000 lb
Standard deviation of the load UP
- 2,000 lb
Mean of the rod diameter d 0.5 in
Tolerance of the rod’s diameter Ad = f 3 u d 0.015 in
Table 15.7-Design parameters for Problem 15-3.
Item Svmbol Value
Mean of the ultimate tensile strength s 104,000 psi

ultimate tensile strength -
Mean of the load P 50,000lb
Standard deviation of the load U-P
6,000 Ib
Mean of the width 1 1.5 in
Standard deviation of the width 0
-1 0.05 in
Mean of the hole diameter d 1.0 in
Standard deviation of the diameter ud 0.01 in
664 APPLICATIONS
Item Symbol Value
Mean of the distributed load 120 lb/in

Standard deviation of 20 lb/in
the distributed load
Mean of the span 40 in
the span
Mean of the material s 35,000 psi
ultimate strength
Standard deviation of the US 800 psi
material’s ultimate strength
Mean of the width 1.25in
the width
Mean of the depth 2 in
the depth
15--4. A simply supported beam, as shown in Fig 15.3, is subjected to

a uniformly distrbuted load. The design parameters are given in
Table 15.8. What is the reliability of this beam?
15-5. Consider Problem 15.4. If the beam is subjected to a concen-
trated load with a mean of 2,500 lb and a standard deviation of
100 lb at the mid-point of the beam, what is the reliability of
this beam?
15-6. The axial stress in a mechanical component is measured using
strain gage instrumentation. The maximum values for eight mis-
sions are recorded as follows: 49, 62, 48, 57, 50, 52, 51, 58 ksi.
The strength of the component is normally distributed with a
mean of 70 ksi and a standard deviation of 3.9 ksi. Determine
the following:
(1) The reliability for a mission.
(2) The reliability for ten missions.
PROBLEMS 665
15-7. A high-strength bolt is carrying a tensile load with a mean value

of 84,000 Ib and a standard deviation of 8,000 lb. The bolt has a
mean ultimate strength of 205 ksi and a coefficient of variation of
0.12. Find the bolt’s diameter such that its reliability is greater
than 0.999, assume the coefficinet of variation of the diameter is
0.01,
(1) if both strength and stress are normally distributed,
(2) if both strength and stress are lognormally distributed.
(3) Compare the results obtained in Cases (1) and (2).
15-8. A solid circular shaft is subjected to both a torque, T,and a
bending moment, M . The yield strength of this shaft has a mean
value of 50 ksi and a standard deviation of 2 ksi. The moment,
M , and the torque, T, both are normally distributed with means
of 2,450 lb-in and 3,800 lb-in, and coefficints of variation of 0.15
and 0.12, respectively. If the diameter of the shaft is designed to
be 1 f 0.03 in, find the reliability of this shaft.
(1) Assume the strength has a normal distribution.
(2) Assume the strength has a lognormal distribution.
(3) Assume the strength has a two-parameter Weibull distribu-
tion.
15-9. A slender, solid circular column shown in Fig. 15.4 is subjected to
an axial, compressive load, given the data in Table 15.9. Find the
maximum column length such that the reliability of this column
is not less than 0.999.
15-10. The breaking strength of a wire rope is given as having a mean
of 18,000 lb and a coefficient of variation of 0.15.
(1). Compute the reliability of this rope if a load, with a mean of
12,000 lb and a standard deviation of 2,200 lb, is applied.
(2) What is maximum load that can be applied if the minimum
reliability is 0.99?
15-11. A steel beam, which is 20 in long, has a solid rectangular cross
section with a width of 1 f 0.01 in and a depth of 1.2 f 0.01 in.
There is a concentrated load 800 f 50 lb on the end of the beam.
The yield strength of the beam is normally distributed having a
mean of 80 ksi and a standard deviation of 6.0 ksi.
(1) Determine the safety factor.
(2) Determine the reliability of this beam.
666 APPLICATIONS
Item Symbol Value

-
Mean of the compressive load P 1,200 lb
Standard deviation of UP 200 lb
the compressive load -
Mean of the column’s diameter d 1.00 in
Standard deviation of ad 0.010 in
the column’s diameter -
Mean of the Young’s Modulus E 30 x lo6 psi
Standard deviation of UE 1,500 psi
of the Young’s Modulus
15-12. Consider the same shaft geometry and material as in Example

1-2. However, the shaft is subjected to a resultant moment of
500 f 50 in-lb and steady torque of 1,000 f 150 lb-in. What is
the reliability for lo6 cycles?
REFERENCES
1. Popov, P. Igor, Introdution to Mechanics of Solids, Prentice-Hall,

Inc., Englewood Cliffs, NJ, 571 pp., 1968.
Chapter 16
APPLICATION GUIDANCE FOR

THESE METHODOLOGIES
16.1 FACTORS AND RESOURCES TO CONSIDER

IN ENGINEERING DESIGN BY RELIABIL-
ITY ANALYSIS
The engineering design by reliability (EDBR) methodology takes more
time and money to apply and obtain a design solution, than the con-
ventional deterministic design methodology. It is estimated that the
additional time required may vary from 25 % to 250 % of that re-
quired for the conventional, deterministic design methodology. The
higher figure would apply in the early stages of the implementation
thereof, but as experience is gained and the needed data are acquired
eventually this figure may go down to 50 percent. It is also estimated
that the additional cost may vary from 10 percent to 45 percent of
that required for the conventional, deterministic design methodology.
However these additional expenditures would be more than recouped
by eliminating overdesign, as well as underdesign, and by fewer fail-
ures and lower associated costs over the life of the equipment. The
EDBR methodology does require more design data than that needed
for the deterministic approach. In particular, specific data to arrive at
the appropriate failure governing stress and strength distributions are
needed. The failure governing stress distribution requires distributions
of loads, temperatures, physical properties, dimensions and of stress
factors which convert stress-related information developed under other
application and operation environments to those applicable to the de-
sign problem at hand. The failure governing strength distribution re-
667
668 APPLICATION GUIDANCE FOR THESE METHODOLOGIES
quires distributions of the static and dynamic strength properties of

materials at various temperatures, and of the strength factors which
convert strength-related information developed under other applica-
tion and operation environments to those applicable to the problem at
hand.
This EDBR methodology also requires applicational knowledge of
statistics and probability, and of the methodologies presented previ-
ously in this handbook. It also requires that patience and persever-
ance be exercised by the designer to apply it, and that the necessary
additional time and money be authorized and appropriated.
The use of all of the resources in personnel, knowledge of the
methodology, time and money do fortunately result in the following
positive outcomes:
1. A better and quantitative measure of the integrity of a design;
i.e., reliability.
2. The designer is forced to develop explicitly the failure governing
stress and strength math models wherein all variables and design
factors appear explicitly for a better design approach.
3. The expected values, as well as the variabilities, of each variable
and design factor are properly considered in the design.
4. A sensitivity analysis can be conducted with the math models
thus developed to identify the design variables and factors which
contribute to the reliability in various degrees per man-hour and
dollar spent. The most significant design variables and factors
can thus be ranked in order of design effectiveness.
5. Optimization analysis of design variables and factors can be con-
ducted with the developed distributional math models, and un-
derdesign as well as overdesign can be avoided.
6. Trade-off analyses of design variables and factors can be con-
ducted with the developed distributional math models.
7. Gaps in the available design data are brought out more effec-
tively and on the basis of their design effectiveness, thus provid-
ing justification for the appropriation of the required resources
in personnel, knowledge of the methodology, time and money.
8. The need to teach the EDBR methodology is forcefully brought
out. This also points out to the need of eventually teaching in
all Engineering Colleges courses in “Reliability Engineering” and
“EDBR.”
FACTORS AND RESOURCES 669
9. The need to establish EDBR groups in D.O.D. agencies and in-

dustry becomes more apparent and justifiable.
10. Management can be convinced more effectively as to the great
value of funding for reliability in design, for optimizing such de-
signs for the specified reliability, and for spending more money
to generate the needed distributional stress and strength design
data.
It was mentioned in the beginning that more man-hours and money
are required for the EDBR methodology, however, it must also be un-
derstood that the expenditure of these additional resources assure the
attainment of a specified, optimum reliability in design with the result-
ing savings due to fewer failures, lower failure costs, greater equipment
availability, and higher equipment safety.
It is desirable to classify the design problems into various categories
which require varying intensities of EBDR efforts. Such a classification
is presented in Table 16.1, wherein are given the types of components
and the equipment in which they function, which would require varying
degrees of application of the EDBR methodology, as well as of the
associated component reliabilities. This classification is tentative, but
only much experience with it will determine whether or not it should
be revised.
Every effort should be expended to convince management, and de-
sign and reliability engineers that this design methodology, when a p
plied as recommended previously, is the best available to assess the
integrity of a design. Management should also see to it that the Reli-
ability Engineering, Product Assurance and Design organizations
include personnel who are knowledgeable of this design methodology
and who diligently apply the EDBR methodology to the solution of
appropriate design problems.
TABLE 16.1- Classification of design problems which require varying intensities of
EDBR efforts.
-
Case case ‘J’ypc of Design Component relia-
no. bility range required
1 High criticality compoii(:iil s ;i11(1 1’1 I 1 h!s 1. iinplemcntation of t he Over 0.96
equipment are involved wtiicli rcquirc! 1,2)111< rrw~liotlology,consider-
high, optimized reliabilitics,, atid the iiig all failurc niodcs of each
failure conscquenccs arc very coutly, component atid applying it to
becaiisc cithcr a very large nurnbcr of all critical components in the
such cornponcnts arc ilivolved, or tlie cq u i pmcnt
equipment in which thcy function and
thcir mission is very costly antl moch
is a1 stake, or adjacent costly unils
maybe scriously damaged, or human
injury or death may result when sucli
- corn po nenI s fail.
2 Semi-critical components antl equip- Implementation of the EDBR I 0.999991 to 0.9999990
niciits are irivolvcd whicli do iiot rc- mcthodology to most critical
quire very high dcsigncd-in reliabil- cornponcnts anti for all fail-
itics, bccairse tlioir failures do no1 ure modos rnoclcs in equip
causc scverc equipment and systcrn inciit with significant failurc
- brcakdow 11s. conseciuct iccs.
ABOUT THE AUTHOR 679
Dr. Dimitri Kececioglu, P.E., a Fullbright Scholar, a Fellow
of the Society of Automotive Engineers, and a Fellow of the Ameri-
can Society for Quality, is considered to be the Deming of Reliability
Engineering. He received his B.S.M.E. from Robert College, Istanbul,
Turkey in 1942, and his M.S. in Industrial Engineering in 1948 and his
Ph.D. in Engineering Mechanics in 1953, both from Purdue Univer-
sity, Lafayette, Indiana. He is currently a Professor in the Department
of Aerospace and Mechanical Engineering, The University of Arizona;
Professor-in-Charge of a unique ten-course Reliability Engineering pro-
gram leading to the Master of Science degree in the Reliability Engi-
neering Option; Director of the Annual Reliability Engineering and
Management Institute; Director of the Annual Reliability Testing In-
stitute; Director of the Applied Reliability Engineering and Product
Assurance Institute for Engineers and Managers; and a Reliability and
Maintainability Engineering consultant.
This book is based on the following extensive experience of the
author in Reliability Engineering, Maintainability Engineering, Reli-
ability & Life Testing, Mechanical Reliability, Environmental Stress
Screening, and Burn-In Testing:
1. He initiated and was the Director of the Corporate Reliability

Engineering Program at the Allis-Chalmers Manufacturing Co.,
Milwaukee, Wisconsin, from 1960 to 1963.
2. He started the Reliability Engineering Instructional Program at

The University of Arizona in 1963, which now has more than ten
courses in it. A Master’s Degree with a Reliability Engineering
Option is currently being offered in the Aerospace and Mechani-
cal Engineering Department at The University of Arizona under
his leadership. He started this option in 1969.
3. He conceived and directed the first two Summer Institutes for 30

college and university faculty in R,eliability Engineering ever to
be supported by the National Science Foundation. The first was
in the summer of 1965 and the second in the summer of 1966.
These faculty started teaching Reliability Engineering courses
at their respective universities and/or incorporating Reliability
Engineering concepts into their courses.
680 AUTHOR
4. He helped initiate The Professional Certificate Award in Reli-

ability and Quality Engineering at The University of Arizona
in 1991. This is a 15-unit program. The certificate’s require-
ments are met via videotapes of the VIDEOCAMPUS organiza-
tion through Extended University. No participant needs to be
present on the campus of The University of Arizona to get this
certificate.
5. In 1963 he conceived, initiated, and has directed since then the

now internationally famous and very successful The Annual Reli-
ability Engineering and Management Institute at The University
of Arizona, sponsored by over 15 top companies in the U.S.A.
6. In 1975 he conceived, initiated, and has directed since then the

now internationally famous and very successful The Annual Reli-
ability Testing Institute at The University of Arizona, also spon-
sored by over 15 top companies in the U.S.A.
7. In 1992 he conceived, initiated, and has directed since then The

Annual Applied Reliability Engineering and Product Assurance
Institute for Engineers and Managers.
8. He has lectured extensively and has conducted over 400 training

courses, short courses and seminars worldwide, and has exposed
over 12,000 reliability, maintainability, test, design, and product
assurance engineers to the concepts of this and his 7 other books.
9. He has been the Principal Investigator of mechanical reliability

research for the NASA-Lewis Research Center, the Office of Naval
Research, and the Naval Weapons Engineering Support Activity
for ten years.
10. He has been consulted extensively by over 100 industries and gov-
ernment agencies worldwide on Reliability Engineering, Reliabil-
ity & Life Tesfing, Maintainability Engineering, and Mechanical
Reliability matters.
11. He has been active in the Annual Reliability and Maintainability

Symposia and numerous other Conferences dealing with Relia-
bility Engineering since 1963.
AUTHOR 68 1
12. He founded the Tucson Chapter of the Society of Reliability En-

gineers in 1974 and was its first president. He also founded the
first and currently very active Student Chapter of the Society of
Reliability Engineers at The University of Arizona.
13. He has authored and co-authored over 152 papers and articles,
of which over 143 are in all areas of Reliability Engineering.
14. In addition to this book, he authored or contributed to the fol-
lowing books:
1- Bibliography on Plasticity - Theory and Applications, by Dr.
Dimitri B. Kececioglu, published by the American Society
of Mechanical Engineers, New York, 191 pp., 1950.
2- Manufacturing, Planning and Estimating Handbook, by Dr.
Dimitri B. Kececioglu and Lawrence Karvonen contributed
part of Chapter 19, pp. 19-1 to 19-12, published by McGraw-
Hill Book Co., Inc., New York, 864 pp., 1963.
3- Introduction to Probabilistic Design for Reliability, by Dr.
Dimitri B. Kececioglu, published by the United States Army
Management Engineering Training Agency, Rock Island, Illi-
nois, contributed Chapter 7 of 109 pp., and Chapter 8 of 137
pp., May 1974.
4- Manual of Product Assurance Films on Reliability Engineer-
ing and Management, Reliability Testing, Maintainability,
and Quality Control, published by Dr. Dimitri B. Kece-
cioglu, 7340 N. La Oesta Avenue, Tucson, Arizona 85704-
3119, 178 pp., 1976.
5- Manual of Product Assurance Films and Videotapes, Dimitri
Kececioglu, published by Dr. Dimitri B. Kececioglu, 7340
N. La Oesta Avenue, Tucson, Arizona 85704-3119, 327 pp.,
1980.
6- The 1992-1994 Reliability, Maintainability and Availability
Software Handbook, by Dr. Dimitri B. Kececioglu and Mr.
Pantelis Vassiliou, 7340 N. La Oesta Avenue, Tucson, Ari-
zona 85704-3119, 118 pp., November 1992.
7- Reliability Engineering Handbook, by Dr. Dimitri B. Ke-
cecioglu, DEStech Publications, 1148 Elizabeth Ave. , #2,
Lancaster, PA 17601-4359, Vol. 1, 720 pp., 2002.
682 AUTHOR
8- Reliability Engineering Handbook, by Dr. Dimitri B. Ke-

cecioglu, DEStech Publications, 1148 Elizabeth Ave., #2,
9- Reliability & Life Testing Handbook, by Dr. Dimitri B. Ke-
10- Reliability & Life Testing Handbook, by Dr. Dimitri B. Ke-
11- Environmental Stress Screening - Its Quantification, Opti-
mization and Management, by Dr. Dimitri B. Kececioglu
and Dr. Feng-Bin Sun, DEStech Publications, 1148 Eliza-
beth Ave., #2, Lancaster, PA 17601-4359, 546 pp., 2002.
12- Maintainability, Availability and Operational Readiness En-
gineering Handbook, by Dr. Dimitri B. Kececioglu, DEStech
Publications, 1148 Elizabeth Ave., #2, Lancaster, PA 17601-
4359, Vol. 1, 814 pp., 2002.
13- Burn-in Testing - Its Quantification and Optimization, by
Dr. Dimitri B. Kececioglu, and Dr. Feng-Bin Sun, DEStech
Publications, 1148 Elizabeth Ave., #2, Lancaster, PA 17601-
4359, 650 pp., 2002.
15. He has received over 100 prestigious awards and has been rec-
ognized for his valuable contributions to the fields of Reliability
Engineering and Testing, Maintainability Engineering, Burn-In
Testing, Environmental Stress Screening, and Mechanical Relia-
bility. Among these are the following:
1- F’ulbright Scholar in 1971.
2- Ralph Teetor Award of the Society of Automotive Engineers
as “Outstanding Engineering Educator’’ in 1977.
3- Certificate of Excellence by the Society of Reliability Engi-
neers for his “personal contributions made toward the ad-
vancement of the philosophy and principles of Reliability
Engineering” in 1978.
4- ASQ-Reliability Division, Reliability Education Advance-
ment Award for his “outstanding contributions to the de-
velopment and presentation of meritorious reliability edu-
cational programs” in 1980.
AUTHOR 683
5- ASQ Allen Chop Award for his “outstanding contributions

to Reliability Science and Technology” in 1981.
6- The University of Arizona College of Engineering Anderson
Prize for “engineering the Master’s Degree program in the
Reliability Engineering Option” in 1983.
7- Designation of “Senior Extension Teacher” by Dr. Leonard
Freeman, Dean, Continuing Education and University Ex-
tension, University of California, Los Angeles in 1983.
8- Honorary Member, Golden Key National Honor Society in
1984.
9- Honorary Professor, Shanghai University of Technology in
1984.
10- Honorary Professor, Phi Kappa Phi Honor Society in 1988.
11- The American Hellenic Educational Progressive Association
(AHEPA) “Academy of Achievement Award in Education”
in 1992.
12- On the occasion of “The 30th Annual Reliability Engineering
and Management Institute,” the President of The University
of Arizona, Dr. Manuel T. Pacheco, presented him a plaque
inscribed: “Your reputation as an outstanding teacher and
advocate of Reliability and Quality Engineering is well es-
tablished in the international engineering community. In
your capacity as Director of this Institute, as well as the
Reliability Testing Institute, you have provided the forum
in which many hundreds of our nation’s engineers and stu-
dents of engineering have received training in Reliability and
Quality Engineering.
I particularly acknowledge your efforts in establishing and
developing funding for the endowment which bears your
name and which will support worthy graduate students in
the future. The ‘Dr. Dimitri Basil Kececioglu Reliability
Engineering Research Fellowships Endowment Fund’ will
help to ensure that The University of Arizona remains in the
forefront of engineering education and continues to provide
engineering graduates to support our nation’s industries. In
this highly competitive world the quality and the reliability
of American products are essential to retaining our position
684 AUTHOR
of world economic leadership. The University of Arizona is

proud to be an important part of that effort and can take
justifiable pride in your own very significant contribution.”
16. He conceived and established The Dr. Dimitri Basil Kececioglu

Reliability Engineering Research Fellowships Endowment Fund
in 1987. The cosponsors of his institutes, mentioned in Items 5
and 6, have contributed generously to this fund which has now
crossed the $335,000 mark.
17. He was elected to the presigious Fellow Member grade of the Soci-
ety of Automotive Engineers International in 1996 for “his excep-
tional professional distinction and important technical achieve-
ments”.
18. He was given the “Distinguished Probabilistic Methods Educator

Award” of the Society of Automotive Engineers International in
1997.
19. He was elected to the presigious Fellow Member grade of the
American Society for Quality in 1999 “for having pioneered The
University of Arizona’s ten-course Reliability Engineering Cur-
riculum and Master’s Degree Program in Reliability and Qual-
ity Engineering; exposed Reliability to over 12,000 participants
through two NSF Institutes, 39 Reliability Engineering and Man-
agement Institutes, 29 Reliability Testing Institutes, and 400
seminars for industry and government; published 152 papers and
35 research reports, published 14 books and contributed to 6
more books.”
INDEX
Index Terms Links
A
Accuracy comparison 445 459
Additional design by reliability
examples 641 666
Approximation degree 269
B
Bending moment 11 16
Bending stress 11
Beta function 478
Binary synthesis method 229
Binary synthesis of distributions 16 159 162
C
CDF 107 108
Central limit theorem 69 75 79 80 102
114
Central safety factor 415
Coefficient of kurtosis 71 73 74 83 100
Coefficient of skewness 71 73 74 83 100
Coefficient of variation 334
Combined -stress fatigue 222
Conditional probability 296 297
Confidence level 62
Confidence limit 62 334 342 363
This page has been reformatted by Knovel to provide easier navigation.

Index Terms Links
Cumulative distribution function 108
D
Damaging stress 415
Data generation and determination 181
Degrees of freedom 349 350
Design by reliability guidance 667 669
Design by safety factor 31 43
Design data variables 142
Design variables 44
Designed-in reliability 41 42 43
Deterministic design 341
Deterministic reliability methodology 283 284
Difference-distribution 402 421
Direct-stress strength 222
Discrete failure governing strength 279 281
Discrete failure governing stress 274 280 281
Distortion energy 222 226
Distribution 180
cycle-to-failure 185 205
finite life 196
long-life-endurance 207
lognormal 180
normal 180
failure governing stress 141 150
failure governing strength 179 218
static strength 182
Weibull 180

Index Terms Links
E
Electrical insulation 42
Endurance limit 11 192
Energy theory distortion 157
Engineering design by reliability (EDBR) 1 2 3 4 6
16 24 41 56 59
Evaluating reliability 445 448 454 480
Exact prediction of reliability 471
Exponential failure governing
strength 490
Exponential failure governing stress 480 498
Extreme value distributed strength 460 517 537
Extreme value distributed stress 460 519 537
F
Failure function 380 385 398
Failure governing strength 331 342 363 379 404
Failure governing stress criteria 48 49
Failure governing stress distribution
determination procedure 150
Failure governing stress function 49 52 53 331 342
363 379 404
Failure mode 43 48 53 54 57
276
Failure probability 380
Failure rate 3
FAMECA 2 44 53 571
Criticality analysis and ranking 632

Index Terms Links
FAMECA 2 (Cont.)
Failure mode analysis 590 617 620
Failure mode analysis documents 573
Major steps 571
Requirements of critical components 585
Responsibilities of various
engineers in FAMECA 575
Sequence of FAMECA 574
Systematic technique 573
Fatigue loads 42
Fatigue stress concentration factors 51
G
Gamma cumulative distribution
function 500 515
Gamma distribution 260
Gamma failure governing strength 471 475 499
Gamma failure governing stress 471 475 502
Gamma probability density function 471
Gauss-Legendre method 445 448 450 467
Goodman diagram 14 17 49 53 55
212 218 222 231
I
Incomplete beta function 479
Incomplete Gamma function 500 503 511 515
Inverse function 476
Inverse-transform 108

Index Terms Links
J
Jacobian 476
Joint probability density function 475
L
Linear interpolation 103 105
Load characteristics 146
Load factor 10
Lognormal distribution 259 272
Lognormal failure governing strength 471 536
Lognormal failure governing stress 471 534
M
Material strength properties 179
Maximum allowable mean value
of stress 493
Maximum distortion energy strength
criterion 222
Maximum known working stress 415
Maximum shear-stress strength
criterion 222
Mean 332 344 473
Mellin tranforms 248 450
Method of moments 80 99 102
Minimum allowable mean value
of strength 485
Mission profile 43
Modified Goodman diagram 224
Moment generating function 70 72

Index Terms Links
Moment method 331 334

Monte Car10 simulation 2 69 106 111 170
171 233 263 543
binomial method for confidence limits 548
conditional expectation 564
confidence limits on reliability 548
correlated variates generation 115
error band estimation 131
error 548 556
importance sampling 563
linear congruential generators 111
multivariate normal PDF
generation 120
normal approximation 554
percent error method 557
random-number generators 111
simulation procedure 120
trials 548
variance reduction methods 558
Most likely estimates 270
Most optimistic estimates 270
Most pessimistic estimates 270
N
Nominal strength 4
Noncentrality factor 349
Normal distribution 269
Normal failure governing strength 454 459 481 504 533
Normal failure governing stress 454 459 490 507 531
Normal service load 414

Index Terms Links
Numerical integration 245 247 445 467

Numerical prediction of reliability 527
O
One-sided confidence limit 367 369 370 374
P
Pearson distribution 83
Pearson’s table 261
Principal stress 157
Priori reliability 24
Probabilistic engineering design
by reliability 283 284
R
Random variable 107 348
Reliability “bath-tub” curves 3 4
Reliability goal 3
Reliability of components 241
Reliability prediction 41
Reliability 244 273
S
Safe load 414
Safety factor 2 6 24 25 26
27 30 31 32 341
409 411 417 422 429
439
Safety margin 6 24 25 27 31
409 411 417 439

Index Terms Links
Sample size 346 348 369

Satterthwaite’s approximation 352
Simpson’s rule 247 249 393 396 445
450 452 454 459 462
467
Six nominal stress components 150
S-N diagram 185
Staircase method 311
Standard deviation 473
standard deviation 332 344
Standardized normal distribution 265 266
Strength criterion 222,
Strength distribution 226
Strength factor 226 227
Strength-stress difference distribution 263 264
Stress modifying factors 153
Stress probing 150
Stress ratio 331
Stress-strength interference approach 374 445
Student’s t statistic 350
Survival function 397 398 404 446
System moments 166 231
T
Target reliability 1 41
Taylor’s series 71 80 81 102
Tensile strength 221
Tolerance limits 142
Transform method 252 255 257

Index Terms Links
Trapezoidal rule 445 450 452 454 459

462 467
Truncated normal failure governing strength 486
Truncated normal failure governing
stress 494
Truncation error 448
U
Ultimate strength 411
Uniform failure governing strength 502 507 513
Uniform failure governing stress 499 504 510 517
Uniform increments 452
Uniform interval 447
Unreliability 244 268 273
Useful life period 3
V
Variance 333
Von Mises-Hencky-Goodman 222
Von-Mises-Hencky failure criterion 13
Von Mises-Hencky criterion 157

APPENDIX A
STANDARDIZED NORMAL DISTRIBUTION’S AREA TABLES
1- F(z)= I” kf3-y t* dt.
USAGE
For t 2 3.0, entries are in abbreviated notation x . x x x x - p ,
where
1 - F ( % )= x . x x x x10-*.
EXAMPLE 1
X is normally distributed with mean p = 27 and standard deviation
u = 4. What is the probability X will exceed 41?
SOLUTION TO EXAMPLE 1
z = (41 - 27)/4 = 3.50,
P ( X 2 41) = 1- F(3.50),
or
P(X 2 41) = 2.3263 x = 0.00023263.
EXAMPLE 2
From Example 1, what is the probability that X will be less than
41?
SOLUTION TO EXAMPLE 2
P(X < 41) = 1 - [l
- F(3.50)],
= 1- 0.00023263,
or
P(X < 41) = 0.99976737.
671
672 APPENDIX A
-
z 1 -F(z) 1 - F(z) -
Z 1 - F(2) -
Z 1 -F(z)
0.00 0.50000 0.40 0.34458 0.80 0.21186 1.20 0.11507

0.01 0.49601 0.41 0.34090 0.81 0.20897 1.21 0.11314
0.02 0.49202 0.42 0.33724 0.82 0.20611 1.22 0.11123
0.03 0.48803 0.43 0.33360 0.83 0.20327 1.23 0.10935
0.04 0.48405 0.44 0.32997 0.84 0.20045 1.24 0.10749
0.05 0.48006 0.45 0.32636 0.85 0.19766 1.25 0.10565

0.06 0.47608 0.46 0.32276 0.86 0.19489 1.26 0.10383
0.07 0.47210 0.47 0.31918 0.87 0.19215 1.27 0.10204
0.08 0.46812 0.48 0.31561 0.88 0.18943 1.28 0.10027
0.09 0.46414 0.49 0.31207 0.89 0.18673 1.29 0.098525
0.10 0.46017 0.50 0.30854 0.90 0.18406 1.30 0.096800

0.11 0.45620 0.51 0.30503 0.91 0.18141 1.31 0.095093
0.12 0.45224 0.52 0.30153 0.92 0.17879 1.32 0.093418
0.13 0.44828 0.53 0.29806 0.93 0.17619 1.33 0.091759
0.14 0.44433 0.54 0.29460 0.94 0.17361 1.34 0.090123
0.15 0.44038 0.55 0.29116 0.95 0.17106 1.35 0.088508

0.16 0.43644 0.56 0.28774 0.96 0.16853 1.36 0.086915
0.17 0.43251 0.57 0.28434 0.97 0.16602 1.37 0.085343
0.18 0.42858 0.58 0.28096 0.98 0.16354 1.38 0.083793
0.19 0.42465 0.59 0.27760 0.99 0.16109 1.39 0.082264
0.20 0.42074 0.60 0.27425 1.00 0.15866 1.40 0.080757

0.21 0.41683 0.61 0.27093 1.01 0.15625 1.41 0.079270
0.22 0.41294 0.62 0.26763 1.02 0.15386 1.42 0.077804
0.23 0.40905 0.63 0.26435 1.03 0.15151 1.43 0.076359
0.24 0.40517 0.64 0.26109 1.04 0.14917 1.44 0.074934
0.25 0.40129 0.65 0.25785 1.05 0.14686 1.45 0.073529

0.26 0.39743 0.66 0.25463 1.06 0.14457 1.46 0.072145
0.27 0.39358 0.67 0.25143 1.07 0.14231 1.47 0.070781
0.28 0.38974 0.68 0.24825 1.08 0.14007 1.48 0.069437
0.29 0.38591 0.69 0.24510 1.09 0.13786 1.49 0.068112
0.30 0.38209 0.70 0.24196 1.10 0.13567 1.50 0.066807

0.31 0.37828 0.71 0.23885 1.11 0.13350 1.51 0.065522
0.32 0.37448 0.72 0.23576 1.12 0.13136 1.52 0.064255
0.33 0.37070 0.73 0.23270 1.13 0.12924 1.53 0.063008
0.34 0.36693 0.74 0.22965 1.14 0.12714 1.54 0.061780
0.35 0.36317 0.75 0.22663 1.15 0.12507 1.55 0.060571

0.36 0.35942 0.76 0.22363 1.16 0.12302 1.56 0.059380
0.37 0.35569 0.77 0.22065 1.17 0.12100 1.57 0.058208
0.38 0.35197 0.78 0.21770 1.18 0.11900 1.58 0.057053
0.39 0.34827 0.79 0.21476 1.19 0.11702 1.59 0.055917
APPENDIX A 673
-
z 1- F ( z ) -
z 1-F(z) - z 1- F ( z ) -z 1- F ( z )
1.60 0.054799 2.00 0.022750 2.40 0.0081975 2.80 0.0025551
1.61 0.053699 2.01 0.022216 2.41 0.0079763 2.81 0.0024771
1.62 0.052616 2.02 0.021692 2.42 0.0077603 2.82 0.00240 12
1.63 0.051551 2.03 0.021 178 2.43 0.0075494 2.83 0.0023274
1.64 0.050503 2.04 0.020675 2.44 0.0073436 2.84 0.0022557
1.65 0.049471 2.05 0.020182 2.45 0.0071428 2.85 0.0021860

1.66 0.048457 2.06 0.0 19699 2.46 0.0069469 2.86 0.0021182
1.67 0.047460 2.07 0.019226 2.47 0.0067557 2.87 0.0020524
1.68 0.046479 2.08 0 .O 18763 2.48 0.0065691 2.88 0.0019884
1.69 0.045514 2.09 0.018309 2.49 0.0063872 2.89 0.0019262
1.70 0.044565 2.10 0.0 17864 2.50 0.0062097 2.90 0.0018658

1.71 0.043633 2.11 0.017429 2.51 0.0060366 2.91 0.0018071
1.72 0.042716 2.12 0.017003 2.52 0.0058677 2.92 0.0017502
1.73 0.041815 2.13 0.016586 2.53 0.0057031 2.93 0.0016948
1.74 0.040930 2.14 0.016177 2.54 0.0055426 2.94 0.0016411
1.75 0.040059 2.15 0.015778 2.55 0.0053861 2.95 0.0015889

1.76 0.039204 2.16 0.015386 2.56 0.0052336 2.96 0.0015382
1.77 0.038364 2.17 0.015003 2.57 0.0050849 2.97 0.00 14890
1.78 0.037538 2.18 0.014629 2.58 0.0049400 2.98 0.0014412
1.79 0.036727 2.19 0.014262 2.59 0.0047988 2.99 0.0013949
1.80 0.035930 2.20 0.013903 2.60 0.0046612 3.00 1.3499 -3

1.81 0.035148 2.21 0.013553 2.61 0.0045271 3.01 1.3062
1.82 0.034380 2.22 0.013209 2.62 0.0043965 3.02 1.2639
1.83 0.033625 2.23 0.0 12874 2.63 0.0042692 3.03 1.2228
1.84 0.032884 2.24 0.012545 2.64 0.0041453 3.04 1.1829
1.85 0.032157 2.25 0.012224 2.65 0.0040246 3.05 1.1442 -3

1.86 0.031443 2.26 0.011911 2.66 0.0039070 3.06 1.1067
1.87 0.030742 2.27 0.011604 2.67 0.0037926 3.07 1.0703
1.88 0.030054 2.28 0.011304 2.68 0.0036811 3.08 1.0350
1.89 0.029379 2.29 0.01 1011 2.69 0.0035726 3.09 1.0008
1.90 0.028717 2.30 0.010724 2.70 0.0034670 3.10 9.6760 -4

1.91 0.028067 2.31 0.010444 2.71 0.0033642 3.11 9.3544
1.92 0.027429 2.32 0.010170 2.72 0.003264 1 3.12 9.0426
1.93 0.026803 2.33 0.009903 2.73 0.0031667 3.13 8.7403
1.94 0.026190 2.34 0.009642 2.74 0.0030720 3.14 8.4474
1.95 0.025588 2.35 0.0093867 2.75 0.0029798 3.15 8.1635 -4

1.96 0.024998 2.36 0.0091375 2.76 0.0028901 3.16 7.8885
1.97 0.024419 2.37 0.0088940 2.77 0.0028028 3.17 7.6219
1.98 0.023852 2.38 0.0086563 2.78 0.0027179 3.18 7.3638
1.99 0.023295 2.39 0.0084242 2.79 0.0026354 3.19 7.1136
674 APPENDIX A
-
z 1- F ~ z ) -
z 1- F ( z ) I 1 -F ~ z ) -
z 1- F ( z )
3.20 6.8714 -4 3.60 1.5911 -4 4.00 3.1671 -5 4.40 5.4125 -6

3.21 6.6367 3.61 1.5310 4.01 3.0359 4.41 5.1685
3.22 6.4095 3.62 1.4730 4.02 2.9099 4.42 4.9350
3.23 6.1895 3.63 1.4171 4.03 2.7888 4.43 4.7117
3.24 5.9765 3.64 1.3632 4.04 2.6726 4.44 4.4979
3.25 5.7703 -4 3.65 1.3112 -4 4.05 2.5609 -5 4.45 4.2935 -6

3.26 5.5706 3.66 1.2611 4.06 2.4536 4.46 4.0980
3.27 5.3774 3.67 1.2128 4.07 2.3507 4.47 3.9110
3.28 5.1904 3.68 1.1662 4.08 2.2518 4.48 3.7322
3.29 5.0094 3.69 1.1213 4.09 2.1569 4.49 3.5612
3.30 4.8342 -4 3.70 1.0780 -4 4.10 2.0658 -5 4.50 3.3977 -6

3.31 4.6648 3.71 1.0363 4.11 1.9783 4.51 3.2414
3.32 4.5009 3.72 9.9611 -5 4.12 1.8944 4.52 3.0920
3.33 4.3423 3.73 9.5740 4.13 1.8138 4.53 2.9492
3.34 4.1889 3.74 9.2010 4.14 1.7365 4.54 2.8127
3.35 4.0406 -4 3.75 8.8417 -5 4.15 1.6624 -5 4.55 2.6823 -6

3.36 3.8971 3.76 8.4957 4.16 1.5912 4.56 2.5577
3.37 3.7584 3.77 8.1624 4.17 1.5230 4.57 2.4386
3.38 3.6243 3.78 7.8414 4.18 1.4575 4.58 2.3249
3.39 3.4946 3.79 7.5324 4.19 1.3948 4.59 2.2162
3.40 3.3693 -4 3.80 7.2348 -5 4.20 1.3346 5 4.60 2.1125 -6

3.41 3.2481 3.81 6.9483 4.21 1.2769 4.61 2.0133
3.42 3.1311 3.82 6.6726 4.22 1.2215 4.62 1.9187
3.43 3.0179 3.83 6.4072 4.23 1.1685 4.63 1.8283
3.44 2.9086 3.84 6.1517 4.24 1.1176 4.64 1.7420
3.45 2.8029 -4 3.85 5.9059 -5 4.25 1.0689 -5 4.65 1.6597 -6

3.46 2.7009 3.86 5.6694 4.26 1.0221 4.66 1.5810
3.47 2.6023 3.87 5.4418 4.27 9.7736 -6 4.67 1.5060
3.48 2.5071 3.88 5.2228 4.28 9.3447 4.68 1.4344
3.49 2.4151 3.89 5.0122 4.29 8.9337 4.69 1.3660
3.50 2.3263 -4 3.90 4.8096 -5 4.30 8.5399 -6 4.70 1.3008 -6

3.51 2.2405 3.91 4.6148 4.31 8.1627 4.71 1.2386
3.52 2.1577 3.92 4.4274 4.32 7.8015 4.72 1.1792
3.53 2.0778 3.93 4.2473 4.33 7.4555 4.73 1.1226
3.54 2.0006 3.94 4.0741 4.34 7.1241 4.74 1.0686
3.55 1.9262 -4 ‘3.95 3.9076 -5 4.35 6.8069 -6 4.75 1.0171 -6

3.56 1.8543 3.96 3.7475 4.36 6.5031 4.76 9.6796 -7
3.57 1.7849 3.97 3.5936 4.37 6.2123 4.77 9.2113
3.58 1.7180 3.98 3.4458 4.38 5.9340 4.78 8.7648
3.59 1.6534 3.99 3.3037 4.39 5.6675 4.79 8.3391
APPENDIX A 675
-
z 1- F ( r ) 4 1- F ( z ) 1- F(z) -
z 1- F(z)
4.80 7.9333 -7 5.20 9.9644 -8 5.60 1.0718 -8 6.00 9.8659 -10

4.81 7.5465 5.21 9.4420 5.61 1.0116 6.01 9.2761
4,82 7.1779 5.22 8.9462 5.62 9.5479 -9 6.02 8.7208
4.83 6.8267 5.23 8.4755 5.63 9.0105 6.03 8.1980
4.84 6.4920 5.24 8.0288 5.64 8.5025 6.04 7.7057
4.85 6.1731 -7 5.25 7.6050 -8 5.65 8.0224 -9 6.05 7.2423 -10

4.86 5.8693 5.26 7.2028 5.66 7.5687 6.06 6.8061
4.87 5.5799 5.27 6.8212 5.67 7.1399 6.07 6.3955
4.88 5.3043 5.28 6.4592 5.68 6.7347 6.08 6.0091
4.89 5.0418 5.29 6.1158 5.69 6.3520 6.09 5.6455
4.90 4.7918 -7 5.30 5.7901 -8 5.70 5.9904 -9 6.10 5.3034 -10

4.91 4.5538 5.31 5.4813 5.71 5.6488 6.11 4.9815
4.92 4.3272 5.32 5.1884 5.72 5.3262 6.12 4.6788
4.93 4.1115 5.33 4.9106 5.73 5.0215 6.13 4.3939
4.94 3.9061 5.34 4.6473 5.74 4.7338 6.14 4.1261
4.95 3.7107 -7 5.35 4.3977 -8 5.75 4.4622 -9 6.15 3.8742 -10

4.96 3.5247 5.36 4.1611 5.76 4.2057 6.16 3.6372
4.97 3.3476 5.37 3.9368 5.77 3.9636 6.17 3.4145
4.98 3.1792 5.38 3.7243 5.78 3.7350 6.18 3.2050
4.99 3.0190 5.39 3.5229 5.79 3.5193 6.19 3.0082
5.00 2.8665 -7 5.40 3.3320 -8 5.80 3.3157 -9 6.20 2.8231 -10

5.01 2.7215 5.41 3.1512 5.81 3.1236 6.21 2.6492
5.02 2.5836 5.42 2.9800 5.82 2.9424 6.22 2.4858
5.03 2.4524 5.43 2.8177 5.83 2.7714 6.23 2.3321
5.04 2.3277 5.44 2.6640 5.84 2.6100 6.24 2.1878
5.05 2.2091 -7 5.45 2.5185 -8 5.85 2.4579 -9 6.25 2.0523 -10

5.06 2.0963 5.46 2.3807 5.86 2.3143 6.26 1.9249
5.07 1.9891 5.47 2.2502 5.87 2.1790 6.27 1.8052
5.08 1.8872 5.48 2.1266 5.88 2.0513 6.28 1.6929
5.09 1.7903 5.49 2.0097 5.89 1.9310 6.29 1.5873
5.10 1.6983 -7 5.50 1.8990 -8 5.90 1.8175 -9 6.30 1.4882 -10

5.11 1.6108 5.51 1.7942 5.91 1.7105 6.31 1.3952
5.12 1.5277 5.52 1.6950 5.92 1.6097 6.32 1.3078
5.13 1.4487 5.53 1.6012 5.93 1.5147 6.33 1.2258
5.14 1.3737 5.54 1.5124 5.94 1.4251 6.34 1.1488
5.15 1.3024 -7 5.55 1.4283 -8 5.95 1.3407 -9 6.35 1.0765 -10

5.16 1.2347 5.56 1.3489 5.96 1.2612 6.36 1.0088
5.17 1.1705 5.57 1.2737 5.97 1.1863 6.37 9.4514 -11
5.18 1.1094 5.58 1.2026 5.98 1.1157 6.38 8.8544
5.19 1.0515 5.59 1.1353 5.99 1.0492 6.39 8.2943
676 APPENDIX A
1 - F(z) 4 1 -F(z) -
z 1 - F(z) -
z 1 - F(z)
6.40 7.7689 - 1 1 6.80 5.2310-12 7.20 3.0106 -13 7.60 1.4807 -14
6.41 7.2760 6.81 4.8799 7.21 2.7976 7.61 1.3705
6.42 6.8137 6.82 4.5520 7.22 2.5994 7.62 1.2684
6.43 6.3802 6.83 4.2457 7.23 2.4150 7.63 1.1738
6.44 5.9737 6.84 3.9597 7.24 2.2434 7.64 1.0861
6.45 5.5925 -11 6.85 3.6925-12 7.25 2.0839 2-13 7.65 1.0049 -14
6.46 5.2351 6.86 3.4430 7.26 1.9355 7.66 9.2967
6.47 4.9001 6.87 3.2101 7.27 1.7974 7.67 8.5998
6.48 4.5861 6.88 2.9926 7.28 1.6691 7.68 7.9544
6.49 4.2918 6.89 2.7896 7.29 1.5498 7.69 7.3568
6.50 4.0160 -11 6.90 2.6001 -12 7.30 1.4388 -13 7.70 6.8033 -15
6.51 3.7575 6.91 2.4233 7.31 1.3357 7.71 6.2909
6.52 3.5154 6.92 2.2582 7.32 1.2399 7.72 5.8165
6.53 3.2885 6.93 2.1042 7.33 1.1508 7.73 5.3773
6.54 3.0759 6.94 1.9605 7.34 1.0680 7.74 4.9708
6.55 2.8769 -11 6.95 1.8264 -12 7.35 9.9103-14 7.75 4.5946 -15
6.56 2.6904 6.96 1.7014 7.36 9.1955 7.76 4.2465
6.57 2.5158 6.97 1.5847 7.37 8.5314 7.77 3.9243
6.58 2.3522 6.98 1.4759 7.38 7.9145 7.78 3.6262
6.59 2.1991 6.99 1.3744 7.39 7.3414 7.79 3.3505
6.60 2.0558 -11 7.00 1.2798 -12 7.40 6.8092 -14 7.80 3.0954-15
6.61 1.9216 7.01 1.1916 7.41 6.3150 7.81 2.8594
6.62 1.7960 7.02 1.1093 7.42 5.8560 7.82 2.6412
6.63 1.6784 7.03 1.0327 7.43 5.4299 7.83 2.4394
6.64 1.5684 7.04 9.6120 -13 7.44 5.0343 7.84 2.2527
6.65 1.4655 -11 7.05 8.9459 -13 7.45 4.6670 -14 7.85 2.0802-15
6.66 1.3691 7.06 8.3251 7.46 4.3261 7.86 1.9207
6.67 1.2790 7.07 7.7467 7.47 4.0097 7.87 1.7732
6.68 1.1947 7.08 7.2077 7.48 3.7161 7.88 1.6369
6.69 1.1159 7.09 6.7056 7.49 3.4437 7.89 1.5109
6.70 1.0421 -11 7.10 6.2378 -13 7.50 3.1909 -14 7.90 1.3945 -15
6.71 9.7312 -12 7.11 5.8022 7 51 2.9564 7.91 1.2869
6.72 9.0862 7.12 5.3964 7 '12 2.7388 7.92 1.1876
6.73 8.4832 7.13 5.0184 7.53 2.5370 7.93 1.0957
6.74 7.9193 7.14 4.6665 7.54 2.3490 7.94 1.0109
6.75 7.3923 -12 7.15 4.3389 -13 7.55 2.1763 -14 7.95 9.3256-16
6.76 6.8996 7.16 4.0339 7.56 2.0153 7.96 8.6020
6.77 6.4391 7.17 3.7499 7.57 1.8661 7.97 7.9337
6.78 6.0088 7.18 3.4856 7.58 1.7278 7.98 7.3167
6.79 5.6067 7.19 3.2396 7.59 1.5995 7.99 6.7469
APPENDIX A 677
1- F ( t ) -
z 1- F ( z ) 1
. 1- F ( t ) -
z I - F(z)
8.00 6.2210 -16 8.40 2.2324 -17 8.80 6.8408 -19 9.20 1.7897 -20
8.01 5.7354 8.41 2.0501 8.81 6.2573 9.21 1.6306
8.02 5.2873 8.42 1.8824 8.82 5.7230 9.22 1.4855
8.03 4.8736 8.43 1.7283 8.83 5.2338 9.23 1.3532
8.04 4.4919 8.44 1.5867 8.84 4.7859 9.24 1.2325
8.05 4.1397 -16 8.45 1.4565 -17 8.85 4.3760 -19 9.25 1.1225 -20
8.06 3.8147 8.46 1.3369 8.86 4.0007 9.26 1.0222
8.07 3.5149 8.47 1.2270 8.87 3.6573 9.27 9.3073 -21
8.08 3.2383 8.48 1.1260 8.88 3.3430 9.28 8.4739
8.09 2.9832 8.49 1.0332 8.89 3.0554 9.29 7.7144
8.10 2.7480 -16 8.50 9.4795 -18 8.90 2.7923 -19 9.30 7.0223 -21
8.11 2.5310 8.51 8.6967 8.91 2.5516 9.31 6.3916
8.12 2.3309 8.52 7.9777 8.92 2.3314 9.32 5.8170
8.13 2.1465 8.53 7.3174 8.93 2.1300 9.33 5.2935
8.14 1.9764 8.54 6.7111 8.94 1.9459 9.34 4.8167
8.15 1.8196 -16 8.55 6.1544 -18 8.95 1.7774 -19 9.35 4.3824 -21
8.16 1.6751 8.56 5.6434 8.96 1.5234 9.36 3.9868
8.17 1.5419 8.57 5.1743 8.97 1.4826 9.37 3.6266
8.18 1.4192 8.58 4.7437 8.98 1.3538 9.38 3.2986
8.19 1.3061 8.59 4.3485 8.99 1.2362 9.39 3.0000
8.20 1.2019 -16 8.60 3.9858 -18 9.00 1.1286 -19 9.40 2.7282 -21
8.21 1.1059 8.61 3.6530 9.01 1.0303 9.41 2.4807
8.22 1.0175 8.62 3.3477 9.02 9.4045 -20 9.42 2.2554
8.23 9.3607 -17 8.63 3.0676 9.03 8.5836 9.43 2.0504
8.24 8.6105 8.64 2.8107 9.04 7.8336 9.44 1.8639
8.25 7.9197 -17 8.65 2.5750 -18 9.05 7.1484 -20 9.45 1.6942 -21
8.26 7.2836 8.66 2.3588 9.06 6.5225 9.46 1.5397
8.27 6.6980 8.67 2.1606 9.07 5.9509 9.47 1.3992
8.28 6.1588 8.68 1.9788 9.08 5.4287 9.48 1.2614
8.29 5.6624 8.69 1.8122 9.09 4.9520 9.49 1.1552
8.30 5.2056 -17 8.70 1.6594 -18 9.10 4.5166 -20 9.50 1.0495 -21
8.31 4.7851 8.71 1.5194 9.11 4.1191 9.51 9.5331 -22
8.32 4.3982 8.72 1.3910 9.12 3.7562 9.52 8.6590
8.33 4.0421 8.73 1.2734 9.13 3.4250 9.53 7.8642
8.34 3.7145 8.74 1.1656 9.14 3.1226 9.54 7.1416
8.35 3.4131 -17 8.75 1.0668 -18 9.15 2.8467 -20 9.55 6.4848 -22
8.36 3.1359 8.76 9.7625 -19 9.16 2.5949 9.56 5.8878
8.37 2.8809 8.77 8.9333 9.17 2.3651 9.57 5.3453
8.38 2.6464 8.78 8.1737 9.18 2.1555 9.58 4.8522
8.39 2.4307 8.79 7.4780 9.19 1.9642 9.59 4.4043
6 78 APPENDIX A
-
z 1 - F(z) -
z 1 - F(z) -
z 1 - F(z) -
z 1 -F(z)
9.60 3.9972 -22 9.70 1.5075 -22 9.80 5.6293 -23 9.90 2.0814 -23
9.61 3.6274 9.71 1.3667 9.81 5.0984 9.91 1.8832
9.62 3.2916 9.72 1.2389 9.82 4.6172 9.92 1.7038
9.63 2.9865 9.73 1.1230 9.83 4.1809 9.93 1.5413
9.64 2.7094 9.74 1.0178 9.84 3.7855 9.94 1.3941
9.65 2.4578 -22 9.75 9.2234 -23 9.85 3.4272 -23 9.95 1.2609 -23
9.66 2.2293 9.76 8.3578 9.86 3.1025 9.96 1.1403
9.67 2.0219 9.77 7.5726 9.87 2.8082 9.97 1.0311
9.68 1.8336 9.78 6.8605 9.88 2.5416 9.98 9.3233-24
9.69 1.6626 9.79 6.2148 9.89 2.3001 9.99 8.4291
10.00 7.6199 -24

Robust Engineering Design-By-Reliability With Emphasis Mechanical Components Structural Reliability

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Robust Engineering Design-By-Reliability With Emphasis Mechanical Components Structural Reliability

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Robust Engineering

Dimitri B. Kececioglu, Ph.D., RE.

Copyright 0 2003 by Dimiti B. Kececioglu

No part of this publication may be reproduced, stored in a

Printed in the United States of America

Main entry under title:

A DEStech Publications book

ISBN NO. 1-932078-07-X

This book, Volume 1 of a three-volume treatise, is the result of

weight and performance characteristics, so that the life-cycle cost of

subjects is great and their supply is meager.

from raw data or from the parameters of these distributions. Also

Chapter 9 provides a unified look at design safety factors, safety

Dr. Dimitri B. Kececioglu, P.E.

2.2- DEFINITION O F RELIABILITY ................................. 42

2.3- FIFTEEN-STEP METHODOLOGY .............................. 43

SOLUTIONS T O EXAMPLE 2-2 ................................. 64

EXAMPLE 3-1 ................................................... 73

EXAMPLE 3-2 ................................................... 76

3.4- INTERPOLATION PROCEDURE FOR t.b,

3.5- THE MONTE CARLO SIMULATION METHOD . . . . . . . . . . . . . . . .106

3.5.2- GENERATION O F RANDOM NUMBERS ................ 111

4.5- GENERATION OF SYSTEM MOMENTS ....................... 166

EXAMPLE 4-1 .................................................. 173

5.2.1- STATIC STRENGTH DISTRIBUTION ...................182

5.2.4- STRESS-TO-FAILURE DISTRIBUTIONS

5.2.5- THE DISTRIBUTIONAL GOODMAN DIAGRAM ........212

5.6- MONTE CARLO SIMULATION METHOD ..................... 233

6.7- LOGNORMAL FAILURE GOVERNING STRESS

STRESS LEVEL AND THE ASSOCIATED F ( N ) . . . . . . . . . . . . . .296

ADDITIONAL NUMBER OF CYCLES.

THE RELIABILITY ............................................. 347

8.3- FAILURE FUNCTION DETERMINATION ..................... 381

9.5- MEASURES O F RELIABILITY ................................ 420

11.2- LOGNORMAL FAILURE GOVERNING

EXAMPLE 11-6 ...................................... .488

EXAMPLE 11-11 ............................................ 503

11.14.1- WEIBULL FAILURE GOVERNING STRESS

STRUCTURAL MEMBERS WHEN CLOSED FORM

SOLUTION T O EXAMPLE 12-5.. ............................ .537

EXAMPLE 13-3 ....................................... 556

SOLUTION T O EXAMPLE 14-2 ....................... 602

EXAMPLE 14-3 ............................................... 618

EXAMPLE 15-7 ................................................ 662

APPENDIX A ......................................................... 671

1.1 THE NEED FOR ENGINEERING DESIGN-

1. A fifteen-step methodology for the prediction of the reliability of

2. Methodologies for determining the failure governing stress distri-

1.2 DIFFERENCES BETWEEN MECHANICAL AND

and structural members is unlike that used in predicting the reliability

1.3 AVAILABLE MECHANICAL RELIABILITY

This handbook is about the first method. The second method

1.4 COMPARISON OF THE CONVENTIONAL

Fig. 1.2- Stress increase and strength decrease resulting

from available design books or material property handbooks. This

If S F 2 2, or if S M 2 1, the design is regarded adequate with no idea

M1 7 1 4 1 m-f( .-Critial shouldor

(81 in. +J-. . cia in. -it,)-.,

Fig. 1.4-Alternator inner rotor shaft.

The shaft shown in Fig. 1.4 supports an alternator rotor. It is to

SOLUTION TO EXAMPLE 1-1

The maximum theoretical shear and bending stress concentration

(187 ksi) is 0.90. Therefore, the maximum fatigue stress concentration