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Paper 6
Paper 6
=
= > s <
=
k
i
(Y/X): conditional pdf of Y
i
given X
i
=x is given by
=
0
(2 ( )
i i i
r x y
i i i i
e I r xy
o |
| o |
g
i
(.):
marginal pdf of X
i
=
(1 )
(1 )
i i
r x
i i
r e
o
o
h
i
(.):
marginal pdf of Y
i
=
(1 )
(1 )
i i
r y
i i
r e
|
|
(.), (.) :
ij ij
q Q
pdf &cdf of transition time from regenerative states pdf
&cdf of transition time from regenerative state S
i
to S
j
.
:
i
Mean sojourn time in state S
i
.
:
symbol of ordinary Convolution
( ) A t
0
( ) ( ) ( )
t
B t A t u B u du =
}
: symbol of stieltjes convolution
( ) A t
0
( ) ( ) ( )
t
B t A t u dB u =
}
Special Issue Page 32 of 95 ISSN 2229 5216
International Journal of Advances in Science and Technology,
Vol. 3, No.3, 2011
3. Transition Probability and Sojourn Times
The steady state transition probability can be as follows
1 1
01
(1 ) r
p
o
| u
=
+
,
2 2
02
(1 ) r
p
o
| u
=
+
,
05
p
u
| u
=
+
2 2
12.3
2 2 1 1
(1 )
(1 ) (1 )
r
p
r r
o
o |
=
+
,
1 1
10
2 2 1 1
(1 )
(1 ) (1 )
r
p
r r
|
o |
=
+
2 2
20
2 2 1 1
(1 )
(1 ) (1 )
r
p
r r
|
| o
=
+
,
1 1
21.4
2 2 1 1
(1 )
(1 ) (1 )
r
p
r r
o
| o
=
+
,
1 1
57
(1 ) r
p
o
| e
=
+
,
2 2
56
(1 ) r
p
o
| e
=
+
,
50
p
e
| e
=
+
,
1 1
62.89
1 1
(1 )
(1 )
a r
p
r
o
o e
=
+
,
1 1
61.89
1 1
(1 )
(1 )
b r
p
r
o
o e
=
+
62
1 1
(1 )
p
r
e
o e
=
+
,
71
2 2
(1 )
p
r
e
o e
=
+
,
2 2
72.89
2 2
(1 )
(1 )
a r
p
r
o
o e
=
+
,
2 2
71.89
2 2
(1 )
(1 )
b r
p
r
o
o e
=
+
(3.1-3.16)
here we get,
01 02 05
21.4 20
10 12.3
50 56 57
62 62.89 61.89
71 72.89 71.89
1
1
1
1
1
1
p p p
p p
p p
p p p
p p p
p p p
+ + =
+ =
+ =
+ + =
+ + =
+ + =
0
1
| u
=
+
,
1
1 1 2 2
1
(1 ) (1 ) r r
| o
=
+
,
2
2 2 1 1
1
(1 ) (1 ) r r
| o
=
+
,
5
1
e |
=
+
,
6
1 1
1
(1 ) r
e o
=
+
,
7
2 2
1
(1 ) r
e o
=
+
,
(3.17-3.28)
Special Issue Page 33 of 95 ISSN 2229 5216
International Journal of Advances in Science and Technology,
Vol. 3, No.3, 2011
4. Analysis of Characteristics
4.1 Mean Time to System Failure:
To determine the MTSF of the system, we regard the failed state of the system as absorbing
state, by probabilistic arguments, we get
0 01 1 02 2 05 5
1 10 0 13
2 20 0 24
5 50 0 57 7 56 6
6 68 2 68
7 71 1 78
( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
( ) ( )
t Q t Q t t Q t t
t Q t Q
t Q t Q
t Q t t Q t Q t t
t Q t Q
t Q t Q
| | | |
| |
| |
| | | |
| |
| |
= + +
= +
= +
= + +
= +
= +
(4.1-4.6)
Taking laplace stieltjes transforms of these relations and solving for
**
0
( ) s | ,
**
0
( )
( )
( )
N s
s
D s
| =
(4.7)
Where
0 1 01 05 71 57 2 02 05 56 62 5 05 7 05 57 6 05 56
( ) ( ) N p p p p p p p p p p p p p = + + + + + + + .
(4.8)
01 10 02 20 05 05 57 71 10 05 56 62 20
1 (1 ) (1 ) D p p p p p p p p p p p p p = + +
(4.9)
4.2 Availability Analysis:
Let ( )
i
A t be the probability that the system is in up-state at instant t given that the system entered
regenerative state i at t=0.using the arguments of the theory of a regenerative process the point wise
availability ( )
i
A t is seen to satisfy the following recursive relations
0 0 01 1 02 2 05 5
1 1 10 0 12.3 2
2 2 20 0 21.4 1
5 5 50 0 56 6 57 7
6 6 62.89
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
A t M t q t A t q t A t q t A t
A t M t q t A t q t A t
A t M t q t A t q t A t
A t M t q t A t q t A t q t A t
A t M t q t
= + + +
= + +
= + +
= + + +
= +
2 62 2 61.89 1
2 7 72.89 2 71 1 71.89 1
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
A t q t A t q t A t
A t M t q t A t q t A t q t A t
+ +
= + + +
(4.10-4.16)
Now taking Laplace transform of these equations and solving them for
*
0
( ), A s
We get
* 1
0
1
( )
( )
( )
N s
A s
D s
=
(4.17)
The steady state availability is
* 1
0 0
0
1
( ( ))
lim
s
N
A sA s
D
= =
Where
Special Issue Page 34 of 95 ISSN 2229 5216
International Journal of Advances in Science and Technology,
Vol. 3, No.3, 2011
1 05 57 1 21.4 72.89 71 71.89 2 72.89 7 2 12.3 71 71.89 7 12.3 21.4
05 56 1 61.89 62 62..89 21.4 2 62 62..89 6 2 61.89 12.3 6 12.3 21.4
05 5 12.3 21.4 12.3 21.4
[ ( ) ( ) ]
[ ( ( ) ) ( ) ]
(1 ) (1 )
N p p p p p p p p p p p p
p p p p p p p p p p p p
p p p p p
= + + + + + +
+ + + + + + +
+
0 01 1 2 12.3 62 2 1 21.4
( ) ( ) p p p p + + +
(4.18)
1 10 20 10 20 0 5 05 6 56 05 7 57 05 1 57 05 20 72.89
05 56 20 20 61.89 01 02 01 20 2 57 05 10 61.89
05 57 10 10 72.89 01 02 01 10
( )( ) [( (1 )
(1 ) ( )] [( (1 )
(1 ) ( )
D p p p p p p p p p p p p p
p p p p p p p p p p p p p
p p p p p p p p p
= + + + + +
+ + + + +
+ + + +
(4.19)
4.3 Busy Period Analysis Of The Repairman:
Let B
i
(t) be the probability that the repairman is busy at instant t, given that the system entered
regenerative state I at t=0. By probabilistic arguments we have the following recursive relations for
Bi
(t)
0 01 1 02 2 05 5
1 1 10 0 12.3 2
2 2 20 0 21.4 1
5 50 0 57 7 56 6
6 62 2 62.89 2
( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
B t q t B t q t B t q t B t
B t W t q t B t q t B t
B t W t q t B t q t B t
B t q t B t q t B t q t B t
B t q t B t q t B t
= + +
= + +
= + +
= + +
= +
61.89 1
6 71 1 72.89 2 71.89 1
( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
q t B t
B t q t B t q t B t q t B t
+
= + +
(4.20-4.25)
Taking laplace transform of the equations of busy period analysis and solving them for
*
0
( ) B s ,we
get
* 2
0
1
( )
( )
( )
N s
B s
D s
=
(4.26)
In the steady state
* 2
0 0
0
1
( ( ))
lim
s
N
B sB s
D
= =
(4.27)
Where
2 1 01 21.4 02 61.89 05 21.4 56 05 61.89 56 05 21.4 57 72.89 05 71 57 05 72.89 57
2 12.3 01 02 05 56 62.89 62 05 56 12.3 61.89 05 57 72.89 05 12.3 57 71 71.89
[( (1 ) )]
( ( ) ( ))
N p p p p p p p p p p p p p p p p p p p p
p p p p p p p p p p p p p p p p p p p
= + + + + + +
+ + + + + + +
(4.28)
D
1
is already specified
4.4 Expected Number of Visits by the Repairman
We defined as the expected number of visits by the repairman in (0,t],given that the system
initially starts from regenerative state S
i
By probabilistic arguments we have the following recursive relations for ( )
i
V t
0 01 1 02 2 05 5
1 10 0 12.3 2
2 20 0 21.4 1
5 50 0 57 7 56 6
6 62 2 62.89 2 61
( ) ( ) (1 ( )) ( ) (1 ( )) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
V t Q t V t Q t V t Q t V t
V t Q t V t Q t V t
V t Q t V t Q t V t
V t Q t V t Q t V t Q t V t
V t Q t V t Q t V t Q
= + + + +
= +
= +
= + +
= + +
.89 1
7 71 1 72.89 2 72.89 2
( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
t V t
V t Q t V t Q t V t Q t V t = + +
(4.29-4.34)
Special Issue Page 35 of 95 ISSN 2229 5216
International Journal of Advances in Science and Technology,
Vol. 3, No.3, 2011
Taking laplace stieltjes transform of the equations of expected number of visits
And solving them for
**
0
( ) V s , we get
** 3
0
1
( )
( )
( )
N s
V s
D s
=
(4.35)
In steady state
* 3
0 0
0
1
( ( ))
lim
s
N
V sV s
D
= =
(4.36)
Where
3 05 12.3 21.4
(1 )(1 ) N p p p = (4.37)
D
1
is already specified
4.5 Profit Analysis
The expected total profit incurred to the system in steady state is given by
0 0 1 0 2 0
P C A C B C V = (4.38)
Where
0
C =revenue/unit uptime of the system
1
C =cost/unit time for which repairman is busy
2
C =cost/visit for the repairman
5. Graphical Study of System Behavior
For a more clear view of the system characteristics w.r.t. the various parameters involved, we
plot curves for MTSF and profit function in figure-2 and figure-3 w.r.t the failure paprameter (
1
o )
of unit A for three different values of correlation coefficient (r
11
=0.25, r
12
=0.50, r
13
=0.75), between
X
1
and Y1 and two different values of repair parameter (
1
| ) of unit A while the other parameters
are kept fixed as
2 1 2
0 1 2
.005, .03, .02
500, 300, 50 C C C
o | | = = =
= = =
From the figure-2 it is observed that MTSF decreases as failure rate increases irrespective of other
parameters. the curves also indicates that for the same value of failure rate,MTSF is higher for
higher vaues of correlation coefficient(r),so here we conclude that the high value of r between
failure and repair tends to increase the expected life time of the system.
From the figure-3 it is clear that profit decreases linearly as failure rate increases. Also for the fixed
value of failure rate, the profit is higher for high correlation (r).
Following can also be interpreted from figure-3
For r
11
=0.25 the profit is depending upon whether the failure rate is < or =or> 0.0685, so in this case
the system is profitable only if the failure rate is less than 0.0685
For r
11
=0.50 the profit is depending upon whether the failure rate is < or =or> 0.0793, so in this
case the system is profitable only if the failure rate is less than 0.0793
For r
11
=0.75 the profit is depending upon whether the failure rate is < or =or> 0.0884, so in this case
the system is profitable only if the failure rate is less than 0.0884
So finally we conclude that the high correlation between failure and repair of the system yields the
better system performance.
Special Issue Page 36 of 95 ISSN 2229 5216
International Journal of Advances in Science and Technology,
Vol. 3, No.3, 2011
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
0
500
1000
1500
2000
2500
3000
3500
4000
4500
M
T
S
F
failure rate
MTSF vs failure rate for different values of repair rate and
correlation coefficient
r11=0.25
r12=0.50
r13=0.75
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
-300
-200
-100
0
100
200
300
400
500
600
700
P
r
o
f
i
t
Failure rate of unit A
Profir vs Failure rate
r11=0.25
r12=0.50
r13=0.75
Figure -2
Figure -3
Special Issue Page 37 of 95 ISSN 2229 5216
International Journal of Advances in Science and Technology,
Vol. 3, No.3, 2011
References
[1] L.P.Goel, R.Gupta and S.k.singh, cost analysis of two-unit priority standby system with
imperfect switch and Arbitrary distribution, microelectron.reliab.25(1), (1985) 65-69.
[2] L.R.goel, P.Srivastava and R.Gupta, two unit cold standby system with correlated failures
and repairs, int.j. of system science,vol.23(3), (1992) p.379-391
[3] V.goyal and K.murari,cost anlysis of a two unit standby system with regular repairman and
patience time , microelectron.reliab.25(1), (1984) 453-459.
[4] L.P.Goel,R.Gupta,Cost benefit analysis of two unit parallel system with administrative delay
in repair,Int.j.of system science,vol.21,(1990),1369-1379
[5] R.Gupta, C.K.Goel and A. tomer. , Analysis of two unit stand by system with correlated
repair and failure with random appearance and disappearance of repairman, vol.3, (2010), 53-61
[6] R.gupta, K.Kumar, A two unit complex system with correlated failure and repair times. Pure
and applied mathematica sciences,LXVII(1-2), ,(2008) 23-34
[7] R.Gupta,V. Sharma and N.Rastogi,cost benefit analysis of a three unit redundant system with
correlated failure and repair times,int.journal of agricultural statistical sciences,vol.2 no.-
1(2006) p.-71-81
[8] A.Chaudhary,Neeraj and K.Kumar,Profit analysis of a complex system with correlation in
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103
Special Issue Page 38 of 95 ISSN 2229 5216