Estimation of Probabilities of Detection for Cracks

in Pipes in Swedish Nuclear Power Plants

Lina Tidström

U.U.D.M. Project Report 2004:2

Examensarbete i matematisk statistik, 20 poäng

Handledare: Björn Brickstad och Tomas Jelinek, DNV
Examinator: Sven Erick Alm
Februari 2004

Department of Mathematics
Uppsala University
Abstract
Cracks in cooling pipes in nuclear power plants are a security risk if growing without being
detected. A big crack might cause leakage and rupture. Each summer, non-destructive tests,
NDT, are performed under the so-called revision, at the Swedish nuclear power plants, when
pipes and components are investigated for cracks and defects. There are different methods and
testing techniques. The goal of this study is to estimate the efficiency of NDT performed with
ultrasonic testing for detection of intergranular stress corrosion cracks in cooling pipes. The
effectiveness was measured as the probability of detection, POD, expressed as a function of
crack size. Data used for the estimation consisted of detection results from qualification tests
and MTO studies performed at SQC, Swedish Qualification Center. The statistical method
used was generalized linear models, and SAS was used for the calculations. The estimation
resulted in a model where POD depends on absolute crack depth. Relative depth has been
used in some other studies, but here relative depth is strongly non-significant, i.e. does not
affect the detection probabilities. The study was done for DNV, Det Norske Veritas, as a part
of a research project performed by DNV, commissioned by SKI, Statens
Kärnkraftinspektion/Swedish Nuclear Power Inspectorate.
Acknowledgement
I wish to thank my examinator Sven Erick Alm, at the Department of Mathematics, for
answering a lot of questions and giving me support and guidance when writing this work. I
am also thankful to Tomas Jelinek and Björn Brickstad, Det Norske Veritas, Stockholm, for
being helpful and for introducing me into the area. Many thanks also to Hans Lundberg,
Swedish Qualification Center, Täby, for answering all my questions about cracks and
ultrasonic testing and for showing me around at SQC.

1
Abstract ...................................................................................................................................... 0
Acknowledgement...................................................................................................................... 1
1 Introduction ........................................................................................................................ 2
1.1 POD, Probability Of (correct) Detection.................................................................... 3
2 Description of data ............................................................................................................. 5
2.1 Qualification data ....................................................................................................... 5
2.1.1 Example of qualification data ............................................................................ 5
2.2 MTO data ................................................................................................................... 6
2.3 Comments on qualification and MTO data ................................................................ 7
2.4 The cracks .................................................................................................................. 8
2.4.1 Definitions of the crack variables....................................................................... 8
2.4.2 About the variables............................................................................................. 9
2.4.3 The available cracks ......................................................................................... 10
3 Method ............................................................................................................................. 13
3.1 Correct detection ...................................................................................................... 13
3.2 Model ....................................................................................................................... 13
3.2.1 Distributions ..................................................................................................... 13
3.2.2 Generalized linear models (GLIM) .................................................................. 14
3.2.3 Overdispersion ................................................................................................. 14
4 Results .............................................................................................................................. 15
5 Discussion and conclusions.............................................................................................. 23

References ................................................................................................................................ 25
Appendices ............................................................................................................................... 26
A. Terminology ................................................................................................................. 26
PSA, Probabilistic Safety Assessment ............................................................................. 26
NDT, Non-destructive testing .......................................................................................... 26
IGSCC, Intergranular Stress Corrosion Cracking ............................................................ 26
UT-01, Ultrasonic Testing procedure............................................................................... 27
Round Robin-trials ........................................................................................................... 27
PISC ................................................................................................................................. 27
Qualification..................................................................................................................... 28
MTO, Man-Technology-Organization ............................................................................. 29
HAZ, Heat Affecting Zone............................................................................................... 29
CDE, Cold-Deformed Elbows.......................................................................................... 29
DID, Service Induced Defects (Drift Inducerade Defekter)............................................. 30
DNV, Det Norske Veritas ................................................................................................ 30
SQC, Swedish Qualification Center................................................................................. 30
SKI, Swedish Nuclear Power Inspectorate (Statens Kärnkraftinspektion) ...................... 30
Nuclear Activities in Sweden........................................................................................... 30
B. Statistical theory........................................................................................................... 32
GLIM, Generalized Linear Models.................................................................................. 32
The exponential family..................................................................................................... 32
Log likelihood function.................................................................................................... 32
Link function .................................................................................................................... 34
Estimation of parameters.................................................................................................. 34

1
1 Introduction
For estimation of risk levels in complex systems, subsystems or components in an industry,
so-called risk based inspections are used more and more. The purpose of the estimation is to
evaluate and plan risk reduction actions in an optimal way; both in aspect of economics and
concerning security reasons. Profit, competition and security demands are factors making that
kind of risk analyses more and more desirable. Probabilistic Safety Assessment (PSA) is one
method, which is dominating within the nuclear power industry.

Cooling pipes in nuclear power plants might be a security risk if there is a rupture and
leakage. The conditioned probability of core damage given leakage and rupture,
C = P(core damage | leakage), can be estimated in a PSA-analysis, and the risk level of a
component calculated as the product of the conditioned probability and the probability of
leakage and rupture. The calculated risk levels of components are used to evaluate and plan
possible actions taken for security reasons. To make security systems more reliable is one way
to reduce the risk level, another is to affect the probability of leakage for a component.

The probability of leakage is changed if a component for example is repaired or exchanged, if

it is investigated and examined for cracks and defects or if there is any mechanism observing
indications of leakage in an early stage. Change of service conditions or redesign also affects
the probability of leakage.

When examining components for cracks and defects by so-called non-destructive testing
(NDT), the opportunity to evaluate and control risk levels for critical components is good. If
no crack is detected the risk level is decreased since the probability that the component
actually is free of defects is increased. If a crack is detected, actions are taken if it is causing a
risk and the risk level for the component is decreased. In principle, the risk level is always
decreased after NDT.

Estimation of the efficiency of NDT, Probability Of Detection (POD), is important in PSA-

analyses for calculations of probability of leakage. The probability of leakage, often
calculated using the theory of Probabilistic Fracture Mechanics (PFM), and thereby also the
risk level for a component, is sensitive for what testing efficiency that is assumed.

The goal of this study is to estimate POD for NDT performed with ultrasonic testing
according to the procedure UT-01, for detection of intergranular stress corrosion cracks in
cooling pipes in Swedish nuclear power plants, defined as a function of crack size. POD will
be estimated from qualification and MTO data, Man-Technology-Organization, from Swedish
Qualification Center (SQC). The study is part of a research project performed by Det Norske
Veritas (DNV), commissioned by the Swedish Nuclear Power Inspectorate (SKI).

More about italicized expressions are given in Appendix A.

2
1.1 POD, Probability Of (correct) Detection
Non-destructive testing (NDT) of components in nuclear power plants can be done in different
ways, for example with radiography, eddy current, ultrasonic testing, liquid penetrant,
magnetic particle and visual inspection. Ultrasonic testing (UT) is common when searching
for surface breaking cracks, so-called Intergranular Stress Corrosion Cracks (IGSCC). The
procedure UT-01 gives instructions on how to perform ultrasonic testing.

How likely a component is to cause a leak and rupture, the probability of leakage, can be
calculated using the theory of Probabilistic Fracture Mechanics (PFM) with test efficiency as
input data. Therefore, estimation of efficiency, the probability to find defects (POD), for each
method and procedure of NDT is important.

The efficiency of ultrasonic testing according to the procedure UT-01 has been examined in
different studies, however, never based upon Swedish data. It is common to define POD as

POD = Φ[c1 + c 2 ⋅ ln (a / h )] , (1)

where a is crack dept, h is wall thickness and Ф is the Gaussian distribution function, i.e. with
relative depth as explaining variable. In a study by Simonen and Woo on Round Robin-trials,
[1], the ability of different testing teams was also considered, giving the following equations.

Poor: POD = Φ(0.240 + 1.485 ⋅ ln(a / h) ) .

Good: POD = Φ(1.526 + 0.533 ⋅ ln(a / h) ) .

Advanced: POD = Φ(3.630 + 1.106 ⋅ ln(a / h) ) .

The teams defined as “good” performed over average, and “advanced” teams represent
performance that may be achieved with further improved procedures. The function for the
“good inspection team” is what so far has been assumed for estimation of probabilities of
leakage and rupture. Figure 1 shows the curves plotted against the relative depth.

1
0,9
0,8
0,7
0,6 Poor
POD

0,5 Good
0,4 Advanced
0,3
0,2
0,1
0
0 0,2 0,4 0,6 0,8 1
relative depth of crack

Figure 1. The Simonen & Woo study

3
Another study, by Simola and Pulkkinen, [2], applied on data from PISC III exercise, resulted
in the following Equation

POD = Φ(164
. + 0.75 ⋅ ln(a / h) ) ,

which is plotted in Figure 2.

1
0,9
0,8
0,7
0,6
POD

0,5 POD
0,4
0,3
0,2
0,1
0
0 0,2 0,4 0,6 0,8 1
relative depth of crack

Figure 2. The Simola & Pulkkinen study

In this study, a POD function will be estimated from hit/miss data from qualification tests; the
environment is more idealistic compared to testing in a nuclear power plant, and POD will
probably overestimate the true probabilities. In a nuclear power plant you get exposed to heat,
noise, radiation, safety clothing, time pressure - factors affecting the performance. Also, the
person qualifying is extra motivated, since passing is the way to get an employment.
However, the estimation give an idea of the efficiency of UT-01.

A small number of cracks have been tested in MTO studies too. Qualified operators
performed these tests. Since they performed the tests without pressure to qualify, their
detection results might indicate a more reliable level for POD.

4
2 Description of data
The data used for estimation of POD is from qualification tests performed at Swedish
Qualification Center (SQC). Concerning other questions about the data and the procedure
UT-01, Hans Lundberg at SQC has been consulted.

Besides, data from MTO-studies (Man-Technology-Organization) have been used and Johan
Enkvist, Dept. of Psychology, Stockholm University, has been consulted for questions about
those.

2.1 Qualification data

Qualification data consists of 117 cracks (IGSCC in austenitic stainless steel); 16 from Cold-
Deformed Elbows (CDE) and 101 from straight pipes with welded joints (Heat Affecting
Zone, HAZ). Most of the cracks were manufactured fatigue cracks and then welded into the
test pipes. 14 of the cracks from straight pipes were real IGSCC cracks (Service Induced
Defect, DID).

It contains detection results from 41 people having performed qualification tests at SQC. At
the tests, 27 passed at a first try, 13 made the test once more and 8 of them qualified. One
person made a successful third try. Of the 41 persons, five never qualified. All together there
are results from 55 different performance tests.

2.1.1 Example of qualification data

How well each crack has been detected and characterized at the qualifications is described in
data with the following notation (see Table 1 for an example).

X correct; i.e. the crack is detected, identified as a crack and its size and location stated close
enough to the real one,
FC False Call; what is thought to be a crack is incorrectly located where there is no crack,
0 wrong; an existing crack has not been detected,
no test; the piece containing this crack has not been examined,
0F correct detection but incorrect characterisation; the crack has been detected but characterized
as a geometrical defect, i.e. not as a crack.

At the qualification tests there are also test pieces without cracks. These, however, are not
included in the data and therefore the total number of false calls cannot be revealed, so that
some of the qualification results may seem odd at a first glance. The different levels of the
qualification results are of no real interest here though. For estimation of POD correct
detection (X) is what will be considered as a successful test, and false calls (FC), incorrect
characterisation (0F) and wrong detection (0) as an unsuccessful test, see Section 3.2.1.

Reasons for making false calls might be disturbing noise in the equipment, bad calibration,
small defects nearby the crack intended to be detected or a tendency to find too many cracks.
Presence of a defect reported as a geometrical one will be noted when performing NDT, but
no size measured since it is not thought to be a crack.

5
 Operator AB1 AV2 BH1 BO1 BU1
Result OK OK OK OM1 OMA
Crack nr
21 X X X X
22 X X X X
23 X X X 0F
24 X X X 0F
25 X X X X
26 X FC 0F X 0F
27 X 0 0F X X
28 X X X X X
29 X X X X X
30 X X X X X
31 0 X X X 0
32 X X 0 X 0F
33 X X X X 0
34 X X X X 0F
35 X X X X X
36 0 FC
37 X X X X
38 X X 0 0
39 X FC 0 X

Table 1. Example of qualification data

Depending on the wall thickness of the pipe, the cracks are divided into groups.

Group 1: wall thickness <7 mm,

Group 2: wall thickness 7-15 mm,
Group 3: wall thickness >15 mm.

The identities of people and cracks are coded for anonymity. Each person is named with two
letters followed by a number telling if the test was performed for the first, second or even the
third time. The cracks are numbered 1-117. Information whether a qualification test was
successful, or for what group of cracks it was not, is given by: OK = qualified, OM1, OM2,
OM3 or OMA = missed on group 1, 2, 3 or all three. More about qualification tests and the
specific criteria can be read in Appendix A.

2.2 MTO data

In the MTO-data there is a total of 12 cracks and 21 persons from two studies (9/12 cracks
and 14/19 operators in study 1 respectively 2). Nine of the cracks were used and 12 of the
operators participated at both occasions. The cracks and persons can also be found in
qualification data. One year passed between the studies. See Appendix A for more details.

The persons that participated in the MTO studies were already qualified operators.

MTO data is given in the same form as qualification data.

6
2.3 Comments on qualification and MTO data
The number of tests performed and the number of successful detections for each crack are
given in the data.

Some persons have performed qualification tests two times (one person even three times) and
also participated in one or two MTO-studies. One approach is to consider them as different
persons at different occasions since their knowledge and skill have improved or changed after
studying more, and between the MTO studies one year has passed. Also, the same person has
never tested the same test pieces (except for the MTO studies).

Qualification results in themselves (OK, OM1,..) are not an issue here. The qualification
criteria also involves frequency of false calls for non-existing cracks, which is not included in
data nor of any interest since not used for estimation of POD (there is no crack). Generally,
individual detection frequencies are high.

Nine test occasions were removed from data since these (five) persons never qualified. This is
because they will never perform any NDT in nuclear power plants and are not considered
representative for this study.

The qualification data is sparse with only 3-9 tests per crack, making inference more
uncertain. For cracks tested in the MTO studies another 19-33 tests have been made.

The MTO data are actually from two different studies but considered as one group: a group of
data that is assumed to be closer to reality than the qualification data.

7
2.4 The cracks
2.4.1 Definitions of the crack variables
To describe the location and size of a crack, a coordinate system is imagined as shown in
Figure 3.

Figure 3. Coordinate system

The following variables are defined for each crack:

depth (of crack) Measured as difference in z from inside the pipe.

length Difference in x.

distance The mean of two distances from the centre of the

weld (or a reference line) to two points of the crack.

(wall) thickness

tilt The angle a crack makes with the z-axis, as shown in

Figure 4.

skew The angle between crack and weld (x-axis), also

shown in Figure 4.

Figure 4. Tilt and skew

8
 CDE Cold-Deformed Elbow; a bent pipe with cracks
located in the elbow, see Figure 5. This information
was not given in the data but defined after consulting
SQC,

Figure 5. Cold-deformed elbow

HAZ Heat Affecting Zone; a straight pipe with cracks in

the area where there is a welded joint. This was not
given in the data but defined after consulting SQC.

DID Service Induced Defect (Drift Inducerad Defekt); a

piece of pipe coming from an authentic pipe from a
nuclear power plant containing real IGSCC cracks.

All measurements are given in mm and all angles in degrees.

2.4.2 About the variables

All the variables mentioned above, and perhaps even interactions between these, might in
different ways influence POD. A simple model for the estimated POD, with few explaining
variables is desired. As mentioned in Section 1.1, relative depth of the crack is a variable
commonly used, meaning cracks of the same absolute depth from pipes of different thickness
are not detected with the same probabilities. The distance between the transmitter and the
crack affects the sound waves: for longer distances the waves get more attenuated and makes
detection harder, so relative depth might be of more interest than absolute. On the other hand,
cracks of the same relative depth might have very different absolute depths; POD ought to be
related to the actual crack size as well.

Length also gives information of the crack size. Intuitively depth is more interesting, since
closer related to probability of leakage. The interaction between length and depth will also be
considered (the area of a crack).

The distance to the welded joint is not expected to influence POD. Not for the artificial cracks
tested at the qualifications at least, since these welds, contrary to real ones, do not reflect the
sound waves. In reality, closeness to the weld makes detection hard since signals from cracks
might be difficult to distinguish from reflections caused by the weld. This problem does not
occur for cracks in elbows.

A crack might remain undiscovered if the direction of the sound waves when testing is not
sufficiently angular against it, because the waves are reflected in another direction, never

9
returning to the transmitter. This problem might be caused by presence of tilt or skew.
However, the procedure UT-01, [3], covers cracks with tilt ±30° and skew ±20°; small
indications should be examined more carefully using different transmitters and directions. If
there is an effect of tilt and skew it is probably not that obvious in the data for this study, since
cracks are expected here when testing and even small signals presumably are paid attention to
- the case might be the opposite for NDT in nuclear power plants where cracks are not
expected generally. By the same argument, POD is expected to overestimate the true detection
probability for very small cracks.

Cracks from pipes with real IGSCC cracks, DID, are the most interesting ones since they are
not artificial. Unfortunately their number is small (12).

2.4.3 The available cracks

The 97 cracks that will be considered for estimation of POD have depths in the interval 2-26
mm, length 12-66 mm, wall thickness 4-35 mm and distance to weld 3-22 mm, shown below
in Figure 8.

To look for extreme or unusual cracks, different plots were examined. One crack turned out a
bit odd, marked as a square in Figure 6, with no depth defined but at the same time being the
longest of all the 117 cracks. DNV’s advice was to remove it when fitting a model. For the
rest, a deeper crack generally also is longer. Three more cracks were excluded since they were
never tested (in the data set considered for estimation of POD). Cracks from elbows, CDE, all
have larger distance variables than the ones from straight pipes, HAZ, symbolised by circles
in Figure 7, they also belong to the shallower ones from thinner pipes. The 16 cracks from
CDE will also be removed before estimating POD, not only because of the different distances
but also since the effect of distance for CDE would be another and because they are different
then cracks at HAZ. The fact that CDE components now are being replaced in Swedish
nuclear power plants is also considered. A total of 97 cracks will be used for estimation of the
POD function.

30

25
depth of crack

20

15

10

0
0 20 40 60 80 100 120
length of crack

Figure 6. Depth plotted against length, for all 117 cracks, the crack without
depth symbolised with a square.

10
 30

25

depth of crack
20

15

10

0
0 50 100 150 200
distance to weld

Figure 7. Depth plotted against distance to weld, for all 117 cracks, cracks
from CDE symbolised with circles.

A pairwise measurement of association between the variables can be calculated with the so-
called correlation coefficient, r. When the correlation is zero between two variables they are
uncorrelated, and probably independent of each other (i.e. there is no association). A positive
correlation indicates that a large value for one of the variables probably means a large value
for the other as well, a negative correlation indicates the opposite. The magnitude of r is
bounded by 1.

Correlations between the variables depth of crack, length of crack, distance to weld and
thickness of pipe for the 97 cracks considered, are shown in Table 2. Each cell also includes
the p-value for the hypothesis test: correlation = 0. A p-value less than or equal to 0.05 means
that the hypothesis is probably not correct, and that there is some association between the
variables, i.e. that the variables presumably are dependent in some way. Variables are more
likely to be correlated the smaller the p-value is. The relations between the variables are also
shown in Figure 8, with the 12 DID marked as triangles.

depth length thickness distance

depth 1

length 0.7 1
<.0001
thickness 0.6565 0.45821 1
<.0001 <.0001
distance 0.23145 0.10362 -0.06882 1
0.0225 0.3125 0.5030

Table 2. Correlation coefficient, r (upper value), and p-values for the 97

cracks considered for estimation of POD.

11
 30 30

25 25
depth of crack

depth of crack
20 20

15 15

10 10

5 5

0 0
0 10 20 30 40 50 60 70 0 5 10 15 20 25
length of crack distance to weld

30 25

25 20

length of crack
depth of crack

20
15
15
10
10
5
5

0 0
0 10 20 30 40 0 10 20 30 40 50 60 70
thickness of pipe wall distance to weld

70 25

60
20
distance to weld

50
length of crack

40 15

30 10
20
5
10

0 0
0 10 20 30 40 0 10 20 30 40
thickness of pipe wall thickness of pipe wall

Figure 8. Depth, length, distance and thickness plotted against each other for the 97
cracks considered in the data set for estimation of POD.

The 12 Service Induced Defects (DID), are all at most 8 mm deep, their lengths between 28
and 66 mm, located at 10-21 mm distance from weld, of 10 or 16 mm pipes. The number is
too small though, to draw any conclusions about true cracks. (Perhaps they generally are a bit
longer than artificial cracks of the same depth.)

The 12 cracks in the MTO studies have depths in the interval 2-8 mm, lengths 12-66 mm, they
all belong to thickness group 2, with 7-11 mm pipes and are located 4-19 mm from the weld.

12
3 Method
3.1 Correct detection
Correct detection of a crack is of interest for estimation of POD, i.e. correctly located and
measured. False calls or wrong characterizations are considered as unsuccessful tests; POD is
estimated for actual cracks. When finding a crack, action will be taken to reduce the
probability of leakage. If this is done for non-existing or incorrectly located cracks, costly
reparations will be done unnecessarily and perhaps a dangerous crack remains. To be able to
calculate risk levels and to optimise risk reduction measures, POD is needed.

3.2 Model
3.2.1 Distributions
There are only two possible outcomes when searching for a crack: either it is detected or not.
The result can be described with the stochastic variable Wi,k, following the Bernoulli
distribution:
Wi ,k ~ Be( pi ) ,

1 , for correct detection (X )

Wi ,k = 
0 , otherwise ( FC , 0, 0 F ),

with
pi = P(Wi ,k = 1) ,
i = crack (1,... , N ) ,
N = total number of cracks ,
k = test (1,... , ni ) of crack nr i ,
ni = total number of tests of crack i .

Each crack has been tested several times, giving more information on how easy this crack is
to detect. Wi,k is summed over all tests for crack i and the binomial distributed variable Yi is
obtained:
ni
Yi = ∑ Wi , k ,
k =1

Yi ~ Bin (ni , pi ) ,

with,
E(Yi ) = ni ⋅ pi and Var(Yi ) = ni ⋅ pi ⋅ (1 − pi ) .

The probability of (correct) detection, pi, is unknown but can be estimated by the observed
relative detection frequency: pˆ i = y i / ni , where y i is the observed detection frequency. pi
depends on which crack is being tested and its specific size, and more correctly expressed as a
function of i , pi = p( i ) , where i is a vector of variables for crack size and location with

13
 E( pˆ ( i )) = p ( i ) and

p( ) ⋅ (1 − p ( ))
Var ( pˆ ( i )) = i i
.
ni

Since different people have examined the same crack, pˆ ( i ) depends on individual abilities
as well. Above, no concern is taken regarding different operators. The estimation of POD is
supposed to represent NDT performed by qualified operators following the procedure UT-01.
Nevertheless, differences between operators will cause some problems when making
inference for POD, which is discussed in Section 3.2.3.

3.2.2 Generalized linear models (GLIM)

To examine how POD depends on size and location of the crack, a regression analysis is
performed according to generalized linear models. This is appropriate for the binomial
distribution.

The event probability p (actually, the response of the mean) and the explaining variables
x1 , x 2 , ... , x R −1 are related by a so-called link function g:
g ( p) = β 0 + β 1 x1 + β 2 x 2 + ... + β R −1 x R −1 = Xβ. For the Binomial distribution the so-called
probit and logit links are commonly used. More about GLIM and statistical theory can be read
in Appendix B.

3.2.3 Overdispersion
As mentioned above, the detection probability actually also depends on the operators
performing the tests, not only on the size and location of the crack. This is known from
different studies; to develop procedures, strategies and education of personnel is one way to
make the human factor less influential. When trying to fit a model for POD considering only
the sizes of the cracks (not the operators) the results will be affected by some underlying
distribution for the detection probabilities over individuals (or lack of homogeneity): the
variance of the response will be larger than would be expected for binomially distributed
variables resulting in too many significant parameters. A way to model overdispersion is to
introduce a so-called scale parameter, φ , into the variance function: Var(Y ) = φ ⋅ σ 2 . The
estimates of the model parameters will be the same as without a scale parameter, it is their
standard deviation that changes, affecting their significance. There are different ways to
estimate the parameter φ ; one iterative procedure is Williams’ method (available in the
statistical software SAS, Statistical Analysis System). Since POD will not to be used for
prediction of detection probabilities for different individuals, there is no need to perform a
more exact analysis for overdispersion; Williams’ method will be accurate enough.

14
4 Results
Before fitting a model for POD, for example the following questions had to be answered:

• Use all data from both the qualification tests and MTO-studies?
• Which cracks to include - should cracks with tilt and/or skew be excluded? What about
cracks in elbows?
• Which link function is appropriate?
• Should the variables be transformed by, for example, logarithms?

Depth of crack, length of crack, distance from weld joint, thickness of pipe wall, tilt, skew,
DID, HAZ or CDE, detection results from qualifications and MTO studies: this is the
information available for 117 cracks. More about the variables is described in Section 2.4.

Since data is sparse, DNV’s opinion is that all data should be used, except for data from the
persons never passing the qualification test. Also, they find the MTO data to be very
interesting, because these tests are performed by already qualified operators and might be
closer to reality. The real IGSCC cracks (DID) are considered as the most interesting cracks.
The problem, though, is that the number of cracks in the MTO data and the number of DID is
small. 12 cracks were tested at the MTO studies and there are 12 real cracks, which are too
few for reliable estimates. The information from qualification data and the manufactured
fatigue cracks is richer. Independently of testing situation or type of crack, probabilities of
detection in the data are assumed to follow the same POD model, and all data will be used for
estimation of POD, with indicator variables for detection results from MTO studies
respectively real IGSCC cracks, defined like

1 , for Service Induced Defects (real IGSCC cracks)

DID = 
0 , for artificial cracks

and

1 , for cracks tested in the MTO studies

MTO = 
0 , otherwise
.
This is a way to use as much information from the data as possible, but still get an idea about
a more likely level of POD closer to reality, than if POD would be estimated only from
qualification results (which are likely to overestimate the true probabilities). The estimated
parameter for the explaining variable will be the same whether DID/MTO = 1 or 0, but the
constant will change ( c1 in Equation 1) for different cases (if there is a significant difference
in POD for DID/MTO = 1 or 0, so that estimation of the indicator parameters makes sense).

Cracks with tilt and/or skew are kept in the data. There is no obvious reason to exclude them.
Indicator variables for tilt and skew will be estimated if they turn out to have significantly
different POD, modeling for the differences in that case. If cracks with tilt and/or skew would
give extremely different results this would of course be reconsidered. Also, in a real
environment, presence of tilt and skew is unknown.

15
Four cracks are excluded before fitting a model, because of odd size variables and not being
tested. Also, the group of 16 cracks from CDE are excluded, for example due to differences in
the variables. Excluding CDE also makes the incomplete information of tilt and/or skew for
these cracks no longer a problem. All together there are 97 cracks remaining.

First, a model was fitted only to qualification data, to try and keep the data as homogeneous as
possible and reduce possible disturbing effects from the MTO data. A 14-parameter model
was defined with probit link, and step-by-step the most insignificant variable removed at 5%
significance level. The probit link was chosen, since it is appropriate, and also because it has
been used in some other studies, see Equation (1). A logit link was also examined, but did not
improve the model. The variables were depth, length, distance, thickness, their interactions of
second order and indicator variables for tilt, skew and DID. Not surprisingly, this did result in
a large model with many significant explaining variables: depth of crack, length of crack,
thickness of pipe, distance to weld, interactions: (depth × length), (depth × distance),
(thickness × distance), skew and DID at 5% significance level. The reason is probably
overdispersion, see Section 3.2.3, which also is hinted by the deviance statistics (D =
145.9545 with 87 degrees of freedom, the ratio should be close to one).

To avoid misleading inference for the regression parameters, a scale parameter to handle the
overdispersion was estimated by Williams’ method, from the large model, and the procedure
eliminating non-significant parameters carried through once more. Now, the only significant
variables turned out to be depth of crack and an indicator variable for DID (at 5% significance
level), and the POD function can be written

POD = Φ(c1 + c2 ⋅ depth + c3 ⋅ DID) . (2)

The significant and negative parameter estimated for the DID indicator, see Equation (3),
indicates that the authentic cracks are harder to detect than the artificial ones.

Length and thickness, together with the dummy variable for DID, are both strongly significant
too. There are strong correlations between these two variables and depth, according to Table
2, meaning that by themselves they will probably all give a similar explanation of POD. No
combination of the three size variables or interactions is improving the model significantly.
The indicators of tilt and skew are non-significant if added to the model. Depth is most
intuitively related to probability of leakage and therefore selected as the explaining variable.
The parameters estimated for the model in Equation (2) are

POD = Φ (0.8519 + 0.0707 ⋅ depth − 0.7015 ⋅ DID ) , (3)

So, for authentic cracks (DID=1), now with the constant, c1 = 0.8519 – 0.7015, Equation (3)
can be written more clearly as

POD = Φ (0.1504 + 0.0707 ⋅ depth ) , (4)

and for artificial cracks (DID = 0), as

POD = Φ (0.8519 + 0.0707 ⋅ depth ) . (5)

16
To logarithm the depth makes sense since POD then approaches zero for very small depths - a
non-existing crack cannot be found. The model does not seem to be affected by the logarithm
in other ways; if to transform depth with logarithm or not is a matter of taste. Transformed
depth yields

POD = Φ(c1 + c2 ⋅ ln(depth) + c3 ⋅ DID) , (6)

and with estimated parameters we get

POD = Φ (0.5790 + 0.4422 ⋅ ln(depth) − 0.7173 ⋅ DID ) ,

giving, for DID = 1,

POD = Φ (− 0.1383 + 0.4422 ⋅ ln(depth) ) , (7)

and for DID = 0,

POD = Φ (0.5790 + 0.4422 ⋅ ln(depth) ) . (8)

How the logarithm affects the function, can be seen in Figure 9 and Figure 10.

DID = 1, authentic cracks

1
0,9
0,8
0,7
0,6
ln(depth), (7)
POD

0,5
depth, (4)
0,4
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 9. POD for DID = 1, Equations (4) and (7).

(Note that all authentic cracks in the data have depth less than 8mm.)

17
 artificial cracks

1
0,9
0,8
0,7
0,6
ln(depth), (8)
POD

0,5
depth, (5)
0,4
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 10. POD for DID = 0, Equations (5) and (8).

In Figure 11 the POD curves for DID = 0 and DID = 1 are plotted together to show the
differences, and in Figure 12 and 13 they are plotted separately, together with observed
(relative) detection frequencies and lower and upper 95% confidence band. The confidence
band connects the confidence intervals for each point on the curve. Cracks of the same depth
with the same observed detection frequencies are symbolized with circles in Figure 12.

1
0,9
0,8
0,7
0,6
p, DID=0
POD

0,5
p, DID=1
0,4
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 11. POD for both authentic (DID = 1) and artificial cracks, Equations (7) and (8).

18
 1
0,9
0,8
0,7 y/n
0,6 2 cracks
POD 0,5 p, DID=1
0,4 L
0,3 U
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 12. POD with confidence band (95%) and observed relative
detection frequencies for authentic cracks (DID = 1), Equation (7).

1
0,9
0,8
0,7
y/n
0,6
p, DID=0
POD

0,5
L
0,4
0,3 U
0,2
0,1
0
0 10 20 30
depth of crack

Figure 13. POD with confidence band (95%) and observed relative
detection frequencies for artificial cracks, Equation (8).

Now, considering (6) as the basic model, the MTO data is included, a dummy variable for
MTO is introduced and the parameters are re-estimated, giving

POD = Φ (0.6503 + 0.3720 ⋅ ln(depth) − 0.5285 ⋅ DID − 0.5015 ⋅ MTO ) . (9)

The indicator variable for MTO is significant; POD is lower in the MTO data as expected.
When defining (9), POD is assumed to follow the same model for MTO as for qualification
tests; this assumption might be questioned. Whether the effects of DID and MTO are additive
is uncertain, there is only two DID cracks being tested both at qualifications and MTO,
making inference of DID-MTO-interaction uninformative. Intuitively, DID might be thought
to be harder to find in a situation like MTO as well, but the opposite could also be argued
since the operators taking part in MTO have more experience from real cracks than from
artificial ones. However, no conclusions are drawn about additivity here; the situations of DID
respectively MTO are looked at separately. POD is lower for both DID and MTO.

19
For authentic cracks in a qualification situation (DID = 1 and MTO = 0)

POD = Φ (0.1218 + 0.3720 ⋅ ln(depth) ) , (10)

and for tests of artificial cracks in an MTO situation (DID = 0 and MTO = 1)

POD = Φ (0.1488 + 0.3720 ⋅ ln(depth) ) . (11)

For artificial cracks at a qualification situation (DID = 0 and MTO = 0)

POD = Φ (0.6503 + 0.3720 ⋅ ln(depth) ) . (12)

Note that Equations (10) and (11) are almost identical! Estimated models from data sets with
or without MTO data included, for DID = 1 or 0, i.e. Equation (7) and (10) respectively
Equation (8) and (12), are almost identical, as shown in Figure 18.

Equations (10), (11) and (12) are plotted together against depth of crack in Figure 14, and
separately in Figures 15-17. Cracks of the same depth with the same observed detection
frequencies are symbolized with circles in Figure 15.

1
0,9
0,8
0,7
0,6 p, (12)
POD

0,5 p, (11)
0,4 p, (10)
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 14. POD for Equations (10), (11) and (12).

20
 1
0,9
0,8
0,7 y/n
0,6 2 cracks
POD

0,5 p, (10)
0,4 L
0,3 U
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 15. POD for authentic cracks in a qualification situation, Equation (10).

1
0,9
0,8
0,7
y/n
0,6
p, (11)
POD

0,5
L
0,4
U
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 16. POD for artificial cracks in an MTO situation, Equation (11).

1
0,9
0,8
0,7
y/n
0,6
p, (12)
POD

0,5
L
0,4
U
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 17. POD for artificial cracks in a qualification situation, Equation (12).

21
 1
0,9
0,8
0,7
0,6
POD p, (7)
0,5
p, (10)
0,4
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

1
0,9
0,8
0,7
0,6
p, (8)
POD

0,5
p, (12)
0,4
0,3
0,2
0,1
0
0 5 10 15 20 25 30
depth of crack

Figure 18. POD estimated for authentic cracks in a qualification situation with or
without MTO in the data set, Equation (7) and (10), and estimated for artificial cracks
in a qualification situation with or without MTO in the data set, Equation (8) and (12).

If cracks from cold-deformed elbows also are included, POD does not seem to be different for
straight or elbows, when the variables ln(depth), DID and MTO are considered. An indicator
variable for cracks in elbows gets non-significant. The estimated parameters, for all the 113
cracks, are almost the same as before, with

POD = Φ (0.5496 + 0.4122 ⋅ ln(depth) − 0.4862 ⋅ DID − 0.4623 ⋅ MTO ) .

All the estimated models have a low level of model fit. This is probably due to the fact that
data is sparse.

22
5 Discussion and conclusions
The goal of this study was to estimate the probability of detection for cracks (intergranular
stress corrosion cracks) in pipes in Swedish nuclear power plants, when using ultrasonic
testing. Different factors might affect how likely a crack is detected. In this study the
following variables were considered: depth of crack, length of crack, distance to weld joint,
thickness of pipe wall, whether the crack was authentic (DID) or artificial (as most of the
cracks in the data), whether the crack had tilt and/or skew, for explanations see Section 2.4.1.
That was the information given for the cracks in the data used for the estimation. The data
included cracks from both straight pipes and elbows. The cracks from so-called cold-
deformed elbows were excluded though, since these cracks are different than the rest. The
data consisted of detection results from qualification tests and MTO studies performed at
SQC, Swedish Qualification Center. Detection results from 97 cracks (from straight pipes)
were used for the estimation.

The statistical model used was generalized linear models, with probit link function, which is
suitable for binomially distributed data. At first, a 14-parameter model was defined for only
the qualification data (to reduce possible effects from the MTO data), with the variables
mentioned above and interactions between the first four. Step-by-step, the most non-
significant variable was removed, at 5% significance level. This, however, resulted in a large
model, with 10 significant parameters. The reason for this is probably overdispersion, due to
the fact that the probabilities presumably depend on individual operators as well. To model
for overdispersion, a scale parameter, φ , was estimated by Williams’ method, see Section
3.2.3. After introducing the scale parameter, the resulting model was described with depth of
crack as explaining variable, with significantly lower detection probabilities for real IGSCC
(DID) than artificial cracks.

If investigating the variables depth, length, thickness of pipe wall and distance to weld one
and one together with an indicator variable for DID (since the POD is different for authentic
and artificial cracks), they all, except distance, turn out to be significant. However, since none
of the three different models is better than the other, the level of explanation is about the same
for all three models and since depth, length and thickness are strongly correlated (meaning
that by themselves they will probably all give a similar explanation of POD), see Section
2.4.3 and Table 2, depth is chosen as explaining variable – depth is also more intuitively
related to probability of leakage. A model with depth (and DID-indicator) is not improved by
adding any of the other variables or interactions.

A common transformation of size variables is the logarithm, which was considered

appropriate for the fitted model, since the function then is close to zero for very small cracks;
for estimated parameters, see Equations 7-8 and Figures 11-13.

The situation when performing ultrasonic testing at a qualification test is different compared
to when testing at nuclear power plants. The environment is laboratory without disturbing
factors as time pressure, noise, heat, and so on, and the operator is probably extra motivated
and careful when qualifying, in order to pass the test. Also, cracks are expected at
qualification tests, contrary to when testing in nuclear power plants. Detection probabilities
estimated from qualification data are therefore likely to overestimate the true probabilities.
The fact that most of the cracks in the data are artificial also might affect the estimated
probabilities compared to true probabilities. In the estimated model, real IGSCC cracks (DID)
seem to be harder to detect.

23
Data from MTO studies were assumed to be closer to reality than qualification data. These
tests were performed in the same environment and on some of the cracks (mostly artificial)
also tested at the qualification tests, but by already qualified operators, i.e. without having to
pass any qualification test. As a next step, the MTO data were added to the qualification data
to investigate if there was any significant difference between detection probabilities
depending on situation (for a model where ln(depth) was considered as explaining variable).
Detection probabilities turned out to be lower for the MTO data, as expected, see Equations
10-12 and Figures 14-17.

MTO data and detection results for real IGSCC cracks (DID), which were considered more
interesting than qualification data and artificial cracks, were unfortunately sparse. There were
only 12 cracks in the MTO data and 12 real IGSCC all together. The small numbers make the
inference insecure; a single crack might affect the estimation a lot.

The fact that the number of tests performed for each crack generally is small, with 3-9
tests/crack in qualification data, also makes the inference insecure, since the random variation
in the data is large. Perhaps this is the reason for the remarkably low level of model fit for
estimated models.

For the estimated probabilities, it is important to be aware of the following, which may make
the estimates insecure:

• Most of the cracks in the data were artificial.

• The environment where the tests were performed was laboratory.
• Data from real IGSCC (DID) and MTO studies were sparse.
• Data generally were sparse.
• DID and cracks tested at MTO studies have depths less than or equal to 8 mm.
• The assumption that detection probabilities in an MTO situation have the same model
as detection probabilities in a qualification situation might be questioned.

It could be of interest in future studies to investigate why real IGSCC cracks (DID) seem to be
harder to detect than the artificial ones, tested at qualifications. Also, to consider if
qualification tests are representative for true tests. In future studies, the different variables
could also be investigated more, and, for example, perhaps truncated for large size values, or
transformed in another way.

As a remark: relative depth (with logarithm, as well as without) was strongly non-significant
in the data sets used in this study. In some other studies this was the only variable considered,
see Section 1.1.

24
References

[1] Simonen F.A., Woo, H.H., Analyses of the Impact of Inservice Inspection Using
a Piping Reliability Model, NUREG/CR-3869, 1984.

[2] Simola, K., Pulkinnen, U., Statistical Models for Reliability and Management of
Ultrasonic Inspection Data, Report No. KUNTO(96)10, VTT Automation,
Finland, 1996.

[3] Provningsprocedur för manuell ultraljudsprovning av rör och komponenter, UT-

01 rev 0. (Testing procedure for manual ultrasonic testing of pipes and
components, UT-01 rev 0.)

[4] Enkvist, J., Edland, A., Svenson, O., Effects of Time Pressure and Noise in
Non-Destructive Testing, SKI Report 01:48, Statens Kärnkraftinspektion, 2001.

[5] Enkvist, J., Edland, A., Svenson, O., Operator Performance in Non-Destructive
Testing: A Study of Operator Performance in a Performance Test, SKI Report
00:26, Statens Kärnkraftinspektion, 2000.

[6] www.ski.se

[7] www.dnv.com

[8] www.sqc.se

[9] Brickstad, B., Zang, W., NURBIT, Nuclear RBI Analysis Tool, A Software for
Risk Management of Nuclear Components, Technical Report No.10334900-1,
DNV, Stockholm, Sweden, 2001.

[10] Sen, A., Srivastava, M., Regression analysis, Theory, Methods, and
Applications, Springer-Verlag, 1990.

[11] McCullagh, P., Nelder J.A., Generalized Linear Models, 2nd edition, Chapman
& Hall, London, 1989.

[12] Olsson, U., Generalized linear models: an applied approach, Lund,

Studentlitteratur, 2002.

[13] Hosmer, D.W., Lemeshow, S, Applied logistic regression, Wiley, New York,
1989.

25
Appendices
A. Terminology
PSA, Probabilistic Safety Assessment
PSA is the dominating method for estimation of risk levels for components and systems, and
of probability for core damage, in a nuclear power plant.

The conditioned probability of core damage or radioactive radiation given fracture or leakage,
C = P(core damage | leakage), can be estimated.

Risk reduction measurements are planned and evaluated considering the risk level of each
component and theory for crack growth, for example repairs, where and how often NDT
should be performed, improvement of security systems and leakage control, and re-
constructions.

Results from this study will be used by DNV for risk evaluation using the RBI-code
NURBIT, [9], with Risk Reduction Factor (RRF) defined as

CDF( no ISI)
RRF = , (13)
CDF(with ISI using inspection interval ∆t)

where CDF is the estimated probability of core damage (per year),

CDF = P (small leak) ⋅ C (small leak) + P(large leak) ⋅ C (large leak) + P( rupture) ⋅ C (rupture) .

NDT, Non-destructive testing

Without destroying pipes and components, cracks and defects in metallic materials can be
detected using different techniques, for example with radiography, eddy current, ultrasonic
testing, liquid penetrant, magnetic particle and visual inspection. Characteristics for these
methods (except for ultrasonic testing) will not be mentioned here. Specially trained personnel
perform NDT during the summer shutdown when the nuclear power plant is not running for
about 3-5 weeks for inspection and service, the so-called revision. The testing techniques have
different qualities and are suitable in different situations; they might also be a complement to
each other. The risk level for a component is always reduced after NDT. If a defect is
detected, some action will be taken, either it will be repaired, or, if not so risky, a returning
test planned; anyway, the probability of leakage is reduced. If no defect is detected, the
probability that the component does not contain any defects is increased and the probability of
leakage reduced.

IGSCC, Intergranular Stress Corrosion Cracking

Defects of different types have turned out to appear in pipes and components. They might be
surface breaking, corrosion on inside or outside, geometrical defects and so on. Of interest in

26
this study is so-called Intergranular Stress Corrosion Cracks (IGSCC) in stainless steel,
surface-breaking cracks. Detection and characterization for NDT of IGSCC is described in the
procedure UT-01, [3].

IGSCC is the most frequent type of defects in pipes and in boiling water reactors in Swedish
nuclear power plants. About two risky cracks are detected at each revision. The risk of
damage is increased for older components.

UT-01, Ultrasonic Testing procedure

To find cracks of type IGSCC, ultrasonic testing (UT) is common. At manual UT a small
transmitter is placed on the pipe and a specific area is examined (mentioned in the sections
about HAZ and CDE), transmitting sound waves with short wave length and high frequency
into the material. If stopped by irregularities, the waves are reflected back to the transmitter
and signals are shown on a monitor.

The procedure UT-01, [3], gives instructions on how to actually perform UT: how to detect
defects, criteria for indications when to do a more careful examination, how to calibrate the
equipment and so on. When a defect is detected and characterized as a crack, the size and
location is measured.

Defects considered in UT-01 are surface breaking planar defects, i.e. cracks of type IGSCC,
with a detection target of 2 mm and determination of depths at wall thickness > 7 mm. Cracks
with tilt ±30° and with skew ±20° (meaning the crack is not parallel to a reference line, shown
in Figure 4) are considered. The direction to search with the transmitter is angular to the weld
for straight pipes and longitudinal and radial at elbows.

During NDT, several transmitters with different angles of transmission, frequencies and
wavelengths might be used to get a maximum of information. To calibrate the equipment
accurately is important but very time-consuming.

Mechanical ultrasonic testing has developed more and more. 80-90% of all NDT with
ultrasonic testing are performed mechanically today, giving better results than manual testing
in the normal case. In some situations, manual testing is the only and cheapest alternative but
when possible testing is done mechanically, especially in environments with high radiation
and inside reactors or in water.

Round Robin-trials
Study performed in several groups/countries on the same test blocks, using the same or
different methods, [1].

PISC
Program for the Inspection of Steel Components, an international project where the reliability
of NDT has been studied. In PISC III, IGSCC were considered, [2].

27
Qualification
Skilled operators are very important for a good result of NDT. This is why operators have to
qualify before employment. First, there are courses to attend and then you have to pass
qualification tests, where in a practical way demonstrating your knowledge about calibration,
detection, characterization and estimation of crack size.

In 1998/1999 the first qualification tests took place in Sweden. Before, you did not have to be
qualified to perform NDT at the nuclear power plants. A total of 42 persons have qualified
since then. Today (December 2003), there are 24 qualified operators in Sweden, 14
qualifications will cease before summer. Every fifth year the qualification has to be updated
and performance tests carried through once more. In between you have to be active as an
operator.

At qualification, taking place during 5-7 days at SQC, pieces with about 20 cracks are tested
(see Table 1). Detection of cracks is time consuming: about three pieces are tested per day -
corresponding for NDT in a nuclear power plant is two “pieces” per day; this gives an idea
about the importance of an optimally performed PSA and calculations where to perform NDT.
Some of the test pieces do contain more than one crack, other none at all. The number is
unknown to the operator. One of 6-8 transmitters is also calibrated during the qualification; to
save time the rest are calibrated in advance at home. To make the environment as real as
possible the test pieces are mounted at different heights, in a rack.

If not qualified at a first try, it is possible to make another after one month. The performance
tests are judged all together, but also for each of the three groups, which the cracks are
divided into according to wall thickness (mentioned below). At a second qualification you
only redo tests on the corresponding group in which you failed the first time. This is to save
time and money. If not passing the second test, a new qualification can be done after one year;
then tests are performed on all three groups. The same person never tests the same test pieces
when returning to SQC for a new qualification.

To be qualified you have to:

• correctly detect and characterize at least 70% within a group,

• correctly detect and characterize at least 80% of all defects,
• report not too many false calls.

A crack is considered correctly detected and characterized if reported as an IGSCC and placed
more than 50% within a so-called hit box, surrounding the true crack by ±10 mm. Also, the
tolerance of length measurement is ±20 mm and for depth ±2 mm/ ±3 mm for wall thickness
≤15 mm respectively >15 mm.

At the qualification tests, there are between 4-12 cracks in each group, mentioned above,
which are defined as:

Group 1: wall thickness <7 mm,

Group 2: wall thickness 7-15 mm,
Group 3: wall thickness >15 mm.

Both straight pipes and elbows are tested. Most of the cracks are artificial.

28
MTO, Man-Technology-Organization
Operators performing NDT have to keep a high level of concentration and attention, not to
miss any indications of cracks and defects. Pressure of time, noise, heat, motivation,
individual decision-making, long working hours are example of factors affecting the
performance; both physical and psychological. In what extension stress is affecting and how it
is dealt with is individual. Differences between operators, despite the same equipment and
procedure (strategy) are a known fact. Also, the same individual might solve a problem
differently depending on the situation. It is known from international studies that operators are
performing NDT somewhat differently depending on qualification or real situation. At a
qualification test, cracks are expected unlike when testing in a real environment; at the nuclear
power plants there are no cracks in general. Furthermore, when detecting, most of the small
indications derive from defects and irregularities in the material, not cracks. The operators are
aware of this and do probably not pay as much attention to small indications when testing for
real as at the qualification tests. POD estimated from qualification tests will probably
overestimate the true detection probabilities for small sizes. However, not to find small cracks
is not that dangerous, it is the large ones causing a greater risk.

In two Swedish studies, [4] and [5], performance of NDT of IGSCC for UT-01 depending on
working environment was examined in a psychological aspect. Already qualified operators
(these people can also be found in qualification data) performed ultrasonic tests at SQC on a
selection of the test pieces also used at the qualification tests. The first study examined the
effect of attitude and opinion of importance of specific information for detection and
characterization. Operators who used more time for both detection and characterization, with
more regard to information when detecting and less when characterizing had the best results.
The second one examined the effect of time-pressure and noise: the operators did perform
tests both under stress, i.e. noise and limited time, and non-stress and the results were
compared. The operators turned out to get more focused and motivated when exposed to time
pressure and noise, resulting in better tests. Data from these two MTO studies are also part of
data in this study. Since the tests are performed by operators already qualified, they might be
closer to reality and therefore of more interest than the other data. The problem, though, is
that the data are few.

HAZ, Heat Affecting Zone

When two pipes are joined by a weld the material is affected by heat and cracks might appear.
At detection, the areas on both sides of the weld are tested according to UT-01:

• ±25 mm for 3.9-6 mm wall thickness,

• ±15 mm 6-11 mm wall thickness,
• ±10 mm 11-40 mm wall thickness.

CDE, Cold-Deformed Elbows

In pipe bends, elbows, cracks might develop because of fatigue. According to UT-01, the
whole bend is examined when NDT is performed.

29
DID, Service Induced Defects (Drift Inducerade Defekter)
The notation of real IGSCC cracks in pipes from a nuclear power plant. Most of the cracks in
the data are manufactured fatigue cracks welded into the test pipe.

DNV, Det Norske Veritas

DNV was established in 1864. It is an independent foundation with the objective of
safeguarding life, property and the environment. DNV is an international company with 5500
employees and 300 offices in 100 different countries, with headquarter in Oslo, Norway.

DNV operates in multiple industries internationally, but in four industries they have a strong
market presence and a large customer base. These industries are:

• Maritime,
• Oil & Gas,
• Process,
• Transportation (Rail and Automobile).

For more information, see [7].

Commissioned by SKI, DNV performs different research projects about security of systems
and components in Swedish nuclear power plants. For example, this study is part of one such
project.

SQC, Swedish Qualification Center

SQC is an independent, accredited qualification organ, qualifying personnel, techniques and
procedures for different types of testing of components in Swedish nuclear power plants. SQC
is owned by OKG Aktiebolag (OKG), Forsmarks Kraftgrupp AB (FKA), Barsebäck Kraft AB
(BKAB) and Ringhals AB. See [8], for further information.

Data in this study are from qualification tests and MTO studies performed at SQC. Identities
of people and defects are coded for anonymity.

SKI, Swedish Nuclear Power Inspectorate (Statens Kärnkraftinspektion)

SKI is the authority regulating and supervising all the nuclear activities in Sweden: nuclear
fuel manufacture, nuclear power plant operation, transports and waste management. The
authority’s mission is to ensure that the owner takes the full responsibility for safe operation,
which is stipulated to the holder of a license to conduct nuclear activities. SKI also finances
and conducts research and development into nuclear issues.

SKI works on behalf of the Government and reports to the Ministry of the Environment. It
was formed in 1974 and currently has about 115 employees. For more information about SKI,
see [6].

Nuclear Activities in Sweden

There are eleven power-producing reactors at four sites in Sweden: Barsebäck, Forsmark,
Oscarshamn and Ringhals. Eight of these are boiling water reactors and three are of

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pressurized water reactor type. Figure 19 shows the location of the nuclear facilities in
Sweden, (taken from [6]).

Nuclear power accounts for about half of the electricity generated in Sweden.

Severe incidents are very uncommon in Sweden and radioactive releases that exceed the
limits have so far not occurred.

Figure 19. Nuclear Facilities in Sweden.

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 B. Statistical theory
GLIM, Generalized Linear Models
The statistical theory of General linear models (GLM), [10], is used for regression analyses
when data follow a Normal (Gaussian) distribution. The relationship between the response y
(the variable of interest) and the explaining variables x is expressed as a linear function (in
matrix terms): y=Xβ+e, with independent normally distributed residuals e, with constant
variance. The mean value E(y)=Xβ=µ, is called the linear predictor. In reality other
distributions are often the case, for example the Binomial distribution.

A more extended theory is Generalized linear models (GLIM), [11], [12], [13], concerning
the whole exponential family of distributions. A so-called link function is now explaining the
mean linearly by the linear predictor: g(µ)=Xβ.

The exponential family

The distribution of the variable Y belongs to the exponential family if the density can be
written as

 yθ − b(θ ) 
f ( y ) = exp + c( y, φ )  ,
 a(φ ) 

where
θ = canonical parameter, function of µ = E( y ) ,
φ = dispersion parameter ,
a, b, c some functions (a is often the identity function).

The parameters θ and φ are estimated with the maximum likelihood method (i.e. for a specific
assumption of distribution they are defined in such a way that the probability for the observed
result is maximized).

The Binomial, Gamma, Poisson or Normal distributions are examples of distributions

belonging to the exponential family.

Log likelihood function

For a distribution in the exponential family, the log likelihood function can be written

yθ − b(θ )
l = ln( f ( y, θ , φ )) = + c( y, φ ) .
a (φ )

The following relations are known from the likelihood theory.

2
 ∂l   ∂ 2l   ∂l 
E  = 0 and − E 2  = E  ,
 ∂θ   ∂θ   ∂θ 

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which together with

∂l y − b' (θ ) ∂ 2l b' ' (θ )

= and =− ,
∂θ a(φ ) ∂θ 2
a (φ )

from l, lead to the following expressions of mean and variance,

E(Y ) = b ′(θ ) ,

Var (Y ) = a (φ ) ⋅ b′′(θ ) .

As an example, the Binomial distribution, Y~Bin (n, p) with E(Y ) = n ⋅ p , can be defined by
the probability density

 n
f ( y, p ) =   ⋅ p y ⋅ (1 − p) n − y =
 y
  p   n 
= exp y ⋅ ln  + n ⋅ ln(1 − p) + ln  ,
 1− p   y 

where
p
θ = ln , and consequently
1− p

exp(θ ) 1
p= and 1 − p = .
1 + exp(θ ) 1 + exp(θ )

Further,
φ = 1,
a = identy function,
 1 
b(θ ) = −n ⋅ ln  = n ⋅ ln (1 + exp(θ )).
 1 + exp(θ ) 

and
n
c( y, φ ) = ln  ,
 y

which gives

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   n 
f ( y, p ) = exp y ⋅ θ − n ⋅ ln(1 + exp(θ )) + ln  .
  y 

The mean and variance of the Binomial distribution are then given by

exp(θ )
E(Y ) = b' (θ ) = n ⋅ = n ⋅ p,
1 + exp(θ )

exp(θ ) ⋅ [(1 + exp(θ )) − exp(θ )]

Var (Y ) = b' ' (θ ) = n ⋅ =
(1 + exp(θ ))2
exp(θ ) 1
= n⋅ ⋅ = n ⋅ p ⋅ (1 − p).
(1 + exp(θ ) ) (1 + exp(θ ) )

Link function
The link function g(µ)=Xβ must be monotone and differentiable. The choice of link function
depends on the type of data. Each distribution in the exponential family has a so-called
canonical link, in the same form as the canonical parameter, g ( µ ) = θ . However, the
canonical link is not necessarily always the best.

For the response y/n, where Y∼Bin (n,p), the mean is: µ = p. Common for the Binomial
distributions are the links:

probit: g ( p) = Φ −1 ( p ) ,
 p 
logit: g ( p ) = log   , (canonical link function)
1 − p 
CLL: g ( p) = log(− log(1 − p )) . (Complementary Logit Link)

Their inverses, g-1 , restrict the mean to the interval [0,1]: g-1 (g(p)) = p ∈ [0,1]. This is
appropriate when the response, i.e. the estimated probability, only can take these values.

Estimation of parameters
In what way the explaining variables x1 , x 2 , ... , x R −1 are affecting the response of the model is
examined by estimating the parameters β0 ,…, βR-1 with the log likelihood method. For a
single observation, as before,

y ⋅ θ − b(θ )
l = ln( f ( y,θ , φ )) = + c( y, φ ) .
a (φ )

The value for which the derivative of l with respect to the parameter βj , equals zero
maximizes l and gives β∃j , estimates for βj , j = 0,.. ,R-1. Since θ is a function of µ,
and g ( µ ) = Xβ = η , the chain rule yields that the derivatives can be written

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 ∂l ∂l ∂θ ∂µ ∂η
= ⋅ ⋅ ⋅ ,
∂β j ∂θ ∂µ ∂η ∂β j

where, b′(θ ) = µ ,
∂µ
b' ' (θ ) = = V (the variance function),
∂θ
R −1
∂η
η = Xβ = ∑ x j β j with = x j and
j =0 ∂β j
2
−1  ∂η 
W =   ⋅ V .
 ∂µ 

This gives the expression

∂l y − µ 1 ∂µ W ∂η
= ⋅ ⋅ ⋅xj = ⋅(y − µ) ⋅ ⋅ xj .
∂β j a(φ ) V ∂η a(φ ) ∂µ

By summing over all observations (i = 1, .. , N),

∂l y − µ i ∂η i
= ∑ Wi ⋅ i ⋅ ⋅ xi , j .
∂β j i a(φ ) ∂µ i

However, estimation of the parameters is usually done numerically.

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