Reliability Prediction Models Reliability Prediction Models

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Reliability Prediction Models
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Application of Baye’s Theorem
 Suppose we have estimated prior probabilities for
events we are concerned with, and then obtain new

information.
 We would like to a sound method to computed
revised or posterior probabilities.
 Bayes’ theorem gives us a way to do this.
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Probability Revision using Baye’s Theorem
New Application of
Prior Posterior
Information Bayes’
Probabilities Probabilities
Theorem
Example :- Consider a manufacturing firm that receives

shipment of parts from two suppliers.
 Let A1 denote the event that a part is received from

supplier 1; A2 is the event the part is received from
supplier 2
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Application of Baye’s Theorem
 We get 65 percent of our parts from supplier 1
and 35 percent from supplier 2.
Thus:
P(A1) = .65 and P(A2) = .35
 Quality levels differ between suppliers
Percentage Percentage
Good Parts Bad Parts
Supplier 1 98 2
Supplier 2 95 5
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Application of Baye’s cont.…
 Let G denote that a part is good and B denote the

event that a part is bad.
 Thus we have the following conditional probabilities:
P(G | A1 ) = .98 and P(B | A1 ) = .02
P(G | A2 ) = .95 and P(B | A2 ) = .05

Step 2 Experimental
Step 1
Condition Outcome
Supplier
(A1, G)
G
A1
B
(A1, B)
A2 G (A2, G)
B
(A2, B)
Tree Diagram for Two-Supplier Example

 Each of the experimental outcomes is the

intersection of 2 events.
 For example, the probability of selecting a part from
supplier 1 that is good is given by:
P ( A1 , G )  P ( A1  G )  P ( A1 ) P (G | A1 )
Step 2
Step 1 Probability of Outcome
Condition
Supplier
P(G | A1) P ( A1  G )  P ( A1 ) P (G | A1 )  .6370
.98
P(A1)
P(B | A2)
.65 .02 P ( A1  B )  P ( A1 ) P ( B | A1 )  .0130
P(B | A2)
P(A2) P( A2  G )  P( A2 ) P(G | A2 )  .3325
.95
.35
P(B | A2)
P ( A2  B )  P ( A2 ) P (G | A2 )  .0175
.05
Probability Tree for Two-Supplier Example

A bad part broke one of our machines so we’re through for the
day. What is the probability the part came from suppler 1?
We know from the law of conditional probability that:
P( A1  B )
P( A1 | B )  (1)
P( B)
Observe from the probability tree that:
P ( A1  B )  P ( A1 ) P ( B | A1 ) (2)
The probability of selecting a bad part is found by adding

together the probability of selecting a bad part from supplier 1
and the probability of selecting bad part from supplier 2.
That is:
P ( B )  P ( A1  B)  P ( A2  B)
(3)
 P ( A1 ) P ( B | A1 )  P ( A2 ) P ( B / A2 )
Bayes’ Theorem for 2 events
By substituting equations (2) and (3) into (1), and writing

a similar result for P(B | A2), we obtain Bayes’ theorem for
the 2 event case:
P ( A1 ) P ( B | A1 )
P ( A1 | B ) 
P ( A1 ) P ( B | A1 )  P ( A2 ) P ( B | A2 )
P ( A2 ) P ( B | A2 )
P ( A2 | B) 
P ( A1 ) P( B | A1 )  P ( A2 ) P ( B | A2 )
Bayes’ Theorem for 2 events
P( A1 ) P( B | A1 )
P ( A1 | B) 
P( A1 ) P( B | A1 )  P ( A2 ) P( B | A2 )
(.65)(.02) .0130
   .4262
(.65)(.02)  (.35)(.05) .0305
P ( A2 ) P( B | A2 )
P ( A2 | B ) 
P ( A1 ) P ( B | A1 )  P ( A2 ) P ( B | A2 )
(.35)(.05) .0175
   .5738
(.65)(.02)  (.35)(.05) .0305
Bayes’ Theorem
P ( Ai ) P ( B | Ai )
P ( Ai | B ) 
P ( A1 ) P ( B | A1 )  P ( A2 ) P ( B | A2 )  ...  P ( An ) P ( B | An )
Tabular Approach to Bayes’ Theorem—2-Supplier Problem
(1) (2) (3) (4) (5)

Prior Conditional Joint Posterior
Events Probabilities Probabilities Probabilities Probabilities
Ai P(Ai) P(B | A1 ) P(Ai ∩ B) P(Ai | B)
A1 .65 .02 .0130 .0130/.0305
=.4262
A2 .35 .05 .0175 .0175/.0305
=.5738
1.00 1.0000
cut and tie set method
 A tie set is a set of components whose success results in system
success
 The presence of all components in any tie set connects the input
to the output in the logic diagram.
 A minimal tie set T is a tie set where the set remaining after a
removal of any of its elements is no longer a tie set.
 This means that all components of a minimal tie set must be
succeed to cause system success.
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Cut and tie set method
 Example: Find the tie sets below.
Solution : The tie sets are :

(B1,B4) , (B2,B5), (B1, B3,B5) , (B2,B3,B4)
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Cut and tie Cont..
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Cut and tie Cont..
We can develop a logical model for our system as:
Equivalent Tie Set Logic Diagram
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Cut and tie Cont..
 Now all tie set blocks can be modelled logically as a series
combination of their constituent components, so we can
expand the logic diagram as:
Final Equivalent Tie Set Logic Diagram

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Cut and tie Cont. …
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Thank you
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3.

 Suppose we have estimated prior probabilities for

events we are concerned with, and then obtain new

 We would like to a sound method to computed

revised or posterior probabilities.

 Bayes’ theorem gives us a way to do this.

Example :- Consider a manufacturing firm that receives

 Let A1 denote the event that a part is received from

 Quality levels differ between suppliers

 Let G denote that a part is good and B denote the

P(G | A1 ) = .98 and P(B | A1 ) = .02

P(G | A2 ) = .95 and P(B | A2 ) = .05

Tree Diagram for Two-Supplier Example

 Each of the experimental outcomes is the

Probability Tree for Two-Supplier Example

We know from the law of conditional probability that:

The probability of selecting a bad part is found by adding

By substituting equations (2) and (3) into (1), and writing

(1) (2) (3) (4) (5)

to the output in the logic diagram.

removal of any of its elements is no longer a tie set.

 This means that all components of a minimal tie set must be

succeed to cause system success.

Solution : The tie sets are :

We can develop a logical model for our system as:

Equivalent Tie Set Logic Diagram

Final Equivalent Tie Set Logic Diagram

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