Ee353 Notes No 1 Reliability Models and Methods

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EE353 Notes No. 1 - Reliability Models and Methods
Power System Reliability (Technological Institute of the Philippines)
Studocu is not sponsored or endorsed by any college or university

Downloaded by hanabishi man (hanabishiman@gmail.com)
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Prof. Rowaldo R. del Mundo

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Probability
– A “Measure of Chance” expressed over a scale of 0 and 1
– A kind of regularity that occur amid random fluctuations
• Classical Definition (or Equally Likely)
– If an event can occur in N equally likely and different
ways, and if n of these ways have an attribute A, then
the probability of occurrence of A is defined by
Example: Probability of rolling a 2 with a perfect die

{1,2,3,4,5,6}
N=6 n=1
P(2) = 1/6

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• Empirical Definition (or Relative Frequency)

– If an experiment is conducted N times, and a particular
attribute A occurs n times, then the limit of n/N as N
becomes large is defined as the probability of event A
Example: In tossing a coin 100 times, head appears 55

times
N = 100 n = 55
P(head) = 55/100 = 0.55

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• Subjective Definition (or Man-in-the-Street)

– The probability P(A) is a measure of the degree of
belief one holds in a specified proposition A
Example:
Out of 100 equipment that were upgraded by introducing
a new design, 75 will perform better
P(improved performance) = 75/100 = 0.75

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SET THEORY CONCEPTS

• SET
– A finite or infinite collection of distinct objects or
elements with some common characteristics

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SET THEORY CONCEPTS

• SUBSET
– A partition of the SET by some further characteristics
that differentiate the members of the SUBSET from the
rest of the SET
! "# $

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SET THEORY CONCEPTS

• Identity SET
– SET that contains all the elements under
consideration. Also called Reference SET and denoted
by letter #
• Zero SET
– SET with no element denoted by letter $
"

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SET THEORY CONCEPTS

• Size of a SET
– The number of elements in the SET A is denoted by m(A)
and is referred to as the size of the SET A
Example: The NEC SET company employs ten non-

professional
workers. Three of these are Assemblers (the Set A),
five are Machinists (the Set M), and two are Clerks
(the Set C)

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SET THEORY CONCEPTS

• The SET Q, made up of all workers who are both machinists
and assemblers, does not contain any element (mutually
exclusive), i.e., Q = AM = Z. Hence,
• The SET F, consisting of all factory workers (assemblers and

machinists), is the Union of SETs A & M, i.e., F = A + M
This SET contains eight distinct elements, three from A and five
from M. Thus,
&

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SET THEORY CONCEPTS

Example:
In addition to the 10 Non-professional workers, the NEC SET
Company also employs eight full time Engineers (the Set E),
three full time supervisors (the Set S), and two individuals
who are both engineers and supervisors (the Set ES).
The size of the Set of all professional employees (engineers

and supervisors) is 13
'(

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SET THEORY CONCEPTS

Note the Set ES is counted twice. Hence,
)*+, , -../ 012. #304
''

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PROBABILITY AND SET THEORY

• The PROBABILITY of some Event A may be regarded as
equivalent to comparing the relative size of the SUBSET
represented by the Event A to that of the Reference SET I
• Example:
The probability of the employee of NEC SET Company
being both Engineers and supervisor
'

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• Random Variable
A function defined on a sample space
• Tossing two Dice
• Operating time (hours)
• Distance covered (km)
• Cycles or on/off operations
• Number of revolutions
• Throughput volume (tons of raw materials)
'

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• Random Variable
Sample Value of Sample Value of Sample Value of
Point R.V. Point R.V. Point R.V.
1,1 2 3,1 4 5,1 6
1,2 3 3,2 5 5,2 7
1,3 4 3,3 6 5,3 8
1,4 5 3,4 7 5,4 9
1,5 6 3,5 8 5,5 10
1,6 7 3,6 9 5,6 11
2,1 3 4,1 5 6,1 7
2,2 4 4,2 6 6,2 8
2,3 5 4,3 7 6,3 9
2,4 6 4,4 8 6,4 10
2,5 7 4,5 9 6,5 11
2,6 8 4,6 10 6,6 12
'

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• Probability Distribution
Value of Occur. Probablity 0.2
R.V. m(xi) p(xi)
0.15
Probability
2 1 1/36
0.1
3 2 2/36
0.05
4 3 3/36
5 4 4/36 0
2 3 4 5 6 7 8 9 10 11 12
6 5 5/36
Random Variable y = x1 + x2
7 6 6/36
8 5 5/36
9 4 4/36 xi − 1
x i = 2 , 3, 4, 5, 6, 7
10 3 3/36 36
11 2 2/36 p (x i ) =
12 1 1/36 13 − x i
x i = 8, 9, 10, 11, 12
36
'

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• Cumulative Distribution
Value of R.V. Cum. Probablity 1
F(xi)
Cum. Probability
0.8
<2 0 0.6
2 1/36 0.4
3 3/36 0.2
4 6/36 0
2 3 4 5 6 7 8 9 10 11 12
5 10/36
Random Variable y = x1 + x2
6 15/36
7 21/36
8 26/36
F (xi ) = p ( xi )
9 30/36
10 33/36
11 35/36 x ≤ xi
12 36/36 = 1.0
'!

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• For Continuous Random Variable

– Probability Density Function
f (x ) x "# $% &#" #'()
– Cumulative Probability Function
x
F (x ) = f ( x )dx
−∞
'"

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• Descriptive Measures of Distribution

A. Central Values of Distribution
The Expected Value or MEAN (Location Parameter, µ)
+∞
E (x) = xf ( x ) dx if x is continuous
−∞
E (x) = xf ( x ) if x is discrete
x
Example: The Expected Value of tossing two Dice

12
E ( x) = xf ( x) = 2(1 / 36) + 3(2 / 36) + 4(3 / 36) + 5(4 / 36) + 6(5 / 36)
x=2
= 7(6 / 36) + 8(5 / 36) + 9(4 / 36) +10(3 / 36) + 11(2 / 36) +12(1/ 36)
=7
'%

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The MEDIAN (Mid-point of the Distribution)
The point z such that
z
f ( x ) dx = 0.5 for continuous pdf
−∞
z
f ( x ) = 0 .5 for discrete distributi on
x
The MODE
The value that has the highest probability
'&

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B. Other Descriptive Measures
VARIANCE AND STANDARD DEVIATION
- Measure of Dispersion (Scale Parameter, σ)
SKEWNESS
- Measure of symmetry
KURTOSIS
- Measure of peakedness
'

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• Statistic of Sample Population

A. SAMPLE MEAN
If x1, x2,…,xn represent a random sample of size n,
then the SAMPLE MEAN is defined by the Statistic
n
Xi
i =1
X =
n

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B. SAMPLE MEDIAN
If x1, x2,…,xn represent a random sample of size n,
arranged in increasing order of magnitude, then the
SAMPLE MEDIAN is defined by the Statistic
~ X ( n +1)
X = % &&
2
~ X n / 2 + X n / 2 +1
X = % '
2

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C. SAMPLE MODE
If x1, x2,…,xn, not necessarily all different, represent
a random sample of size n, then the MODE is that
value of the sample that occurs most often or with
greatest frequency
D. SAMPLE VARIANCE
n n 2
n X i2 − Xi
i =1 i =1
S2 =
n ( n − 1)

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Example
Ten (10) 5-microfarad capacitors were placed on test. The
change in capacitance on each unit after 100 hours is shown
below:
UNIT NO. CHANGE in CAPACITANCE
1 -0.10
2 -0.01
3 0.00 ( )( & )
4 +0.02 ( & &
5 -0.15 # * #
6 -0.06
7 0.00
8 -0.08
9 -0.03
10 +0.10

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Discrete Probability Distributions

• Binomial Distribution
If a Binomial trial can result in success with a probability
p and a failure with a probability q = 1 – p, then the
probability distribution of the binomial random variable
x, the number of successes in independent trials, is
n n!
f (x) = p xq n− x = p xq n− x
x x ! ( n − x )!
A binomial experiment is one that possess the following properties:
a. The experiment consists of n repeated trials;
b. Each trial results in an outcome that may be classified as a success or
failure;
c. The probability of success remains constant from trial to trial; and
d. The repeated trials are independent.

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"

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Example
Determine the probability of a capacity available for a
generation system with 3 identical 5 MW units each having
0.97 probability that it will be available
Units In Capacity Available
0 0 MW
1 5 MW
2 10 MW
3 15 MW
+ * + ,-./

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• Poisson Distribution
The Poisson Distribution represents the probability of
isolated event occurring a specified number of times in a
given interval of time or space when the rate of
occurrence in a continuum of time or space is fixed
x f ( x) − The probability of exactly x
λ
f (x) = e −λ events in a specified interval
x!
λ - rate of occurrence
Example
• Number of lightning strokes in a period
• Number of telephone calls in a day
Note: Only the occurrence of an event is counted, its non-occurrence is not.

Hence, the total number of events is not known.
&

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Example
On a large system, the average number of cable faults per year
per 100 kilometer of cable is 0.5. Considering a specified piece
of cable 10 km long, what are the probabilities of 0, 1, 2, etc.
faults during a 40 year period?
λ = (0.5 faults /( yr x 100 km))(10 km)(40 yrs) = 2.0
'

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Continuous Probability Distributions

• Normal (Gaussian) Distribution
2
1 x−µ
1 −
2 σ
f (x) = e Where, µ − location parameter
σ 2π σ − shape parameter

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If the mean value µ is set at zero and all the deviations
are measured from the mean in terms of the standard
deviation, the function becomes
z2
1 − x−µ
f (z) = e 2 Where, z=
2π σ
z 1 − y2/ 2
F(z) = e dy
−∞ 2π

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Areas Under the Normal Curve

(See Separate Table)

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Example
An Electric Cooperative installed 2,000 lamps along
the highway. These lamps have an average life of 1000
burning hours with a standard deviation of 200 hours.
How many lamps might be expected to fail in the first
700 hours?
x = 700 µ = 1000 σ = 200
x−µ
z= =
σ

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From the Normal Curve Table
F(-1.5) = 1 – F(1.5) = 0.0668
The Expected Number of Failures is

E(700) = 0.0668 x 2,000
= 134 lamps

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• Exponential Distribution
The Exponential Probability Density Function is given by
− λx
f ( x) = λe
λ f (x)
x
−λy
F ( x) = λe dy
0
F (x) = 1 − e −λx
x
"

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• Weibull Distribution
The Probability Density Function is given by
f (x)
η −1 x−µ η
η x−µ −
σ
f ( x) = e
σ σ
Where,σ − scale parameter

η − shape parameter
µ − location parameter
x
%

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• Log-Normal Distribution
The Log-normal distribution is the model for a random
variable whose logarithm follows the normal
distribution
y = ln x
1 y −µ 2
1 −
2 σ
g ( y) = e
σ 2π
1 ln x − µ 2
1 −
2 σ
f ( x) = e
σ 2π
&

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• Log-Normal Distribution

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• Rayleigh Distribution
The Rayleigh distribution is used to represent the
distribution of radial error in a plane where the errors
in each axis are independent and normally distributed
with equal variance and zero mean
f (x)
x 2 slope
x −
2σ 2 x ≥ 0, σ > 0
f ( x) = 2
e
σ
=0 elsewhere
x
'

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A reliable piece of equipment is understood to be

basically sound and give trouble-free performance in
a given environment.
There is a need to determine reliability to which
numerical values can be allocated in order to make
meaningful comparisons between the reliability of
alternative equipment proposals.

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Reliability is the probability that an equipment or

system will perform satisfactorily for at least a
given period of time when used under stated
conditions.
Essential Elements of the Definition

– Probability (Numerical Value)
– Satisfactory Performance (Defines Failure)
– Time (Random Variable)
– Conditions (Environment)

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The probability that a component will fail by the time t
can be defined by
P(T ≤ t ) = F (t ) t≥0
where t is a random variable denoting time-to- failure.

F(t) is the cumulative distribution function of failure
Since success and failure are mutually exclusive,
then the Reliability Function can be defined by
R(t ) = 1 − F (t ) t≥0

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If the time to failure random variable t has a density

function f(t), then
t
F (t ) = f (τ )dt
0
t
R (t ) = 1 − f (τ )dτ
0
or
∞
R(t ) = f (τ )dτ
t

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For an exponential density function, f (t ) = λe ,

− λt
the reliability function is
t
f (t )
R (t ) = 1 − λ e − λτ d τ
0 λ f (t ) = λe − λt
− λτ t
= 1+ e 0 | F (t ) = 1 − e − λt
= 1+ e − λt
−e −0 R(t ) = e − λt
t time
R(t ) = e − λt

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Hazard Function (Failure Rate)

"* * $ 0 *
*
* '' &
1 & )*
f (t )
h(t ) =
1 − F (t )
% f(t)& ** 2 *
& t+dt) h(t)dt ** 2 &
* '' &
2 dt
2 * 3 f (t ) = λε − λt F (t ) = 1 − ε − λt
λε − λt
h(t ) = − λt = λ
ε
"

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Reliability in terms of Hazard Function

Consider a population of N items with the same
failure time distribution. The items fail independently
with the probability of failure given by F(t) = 1 - R(t)
and probability of success given by R(t). If the
random variable N(t) represents the number of
surviving units at time t, then N(t) has binomial
distribution with p = R(t) and q = 1-R(t).
N!
P[N (t ) = n] = [R(t )] [1 − R(t )]
n N −n
n! ( N − n )!
n = 0 , 1, 2 , ...., N

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The expected value of N(t) is n(t) = NR(t). Then

n(t )
R (t ) = P(n ) =
N
[R(t )] [1 − R(t )]
n n
N n
n(t ) N − n(t )
F (t ) = 1 − = E (n ) = n • p = n • R(t )
N N
dF (t )
Since f (t ) = , then
dt
d d 1 d
f (t ) = [1 − R (t )] = d [1 − n(t ) N ] = − ⋅ n(t )
dt dt N dt
With the failure density function
n(t ) − n(t + ∆t )
f (t ) = lim
∆t →0 N ⋅ ∆t
&

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and the hazard function
n(t ) − n(t + ∆t )
h(t ) = + lim
∆t →0 n(t ) ⋅ ∆t
The hazard function in terms of the failure density function is
n(t ) − n(t + ∆t ) N 1
h(t ) = + lim ⋅ ⋅
∆t →0 ∆t N n(t )
and since R(t) = n(t)/N, then

f (t )
h(t ) =
R(t )

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Relating the reliability function to the density function and
to the hazard function, we have
R(t ) = 1 − F (t )
t
R(t ) = 1 − f (τ )dτ where, τ is a dummy variable
0
1 N 1 dn(t )
Since = and f (t ) = − ⋅ , then
R(t ) n(t ) N dt
1 dn(t ) N d
h(t ) = − ⋅ = − ln n(t )
N dt n(t ) dt
t
d ln n(t ) = −h(t )dt and ln n(t ) = − h(τ )dτ + C
0
c − 0 h (τ )dτ
t
n(t ) = e e
'

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Inserting the initial conditions,
n(0 ) = N = e c
t
− hτdτ
n(t ) = Ne 0
n(t ) − 0h (τ )dτ
t
=e
N t
− h (τ )dτ
) R(t ) = e 0
f (t ) f (t )
Also, h(t ) = t
= t
(τ )dτ
0h
1 − f (τ )dτ e
0
t
(τ )dτ
) f (t ) = h(t )e 0h

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Thus, f(t), R(t) and h(t) are all related and one implies
the other two. For example
f (t ) = λe − λt
F (t ) = 1 − e − λt
R(t ) = e − λt
− λt
λe
h(t ) = − λt
)= λ
e
In many cases, it is more informative to study the
hazard function than the density function.

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Estimating the Hazard Function & Failure Density
Data Density Function (fd(t))
The data density function (also called empirical density
function) defined over the time interval ti < t ≤ ti+∆ti is
given by the ratio of the number of failures occurring in the
interval to the size of the original population N, divided by the
length of the interval.
fd (t ) = [n(ti ) − n(ti + ∆ti )] N

for ti < t ≤ ti + ∆ti
∆ti
where n(t) is the number of survivor at any time t.

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Data Hazard Rate or Failure Rate (hd(t))
The data hazard rate or failure rate over the time
interval ti<t ≤ti+∆ti is defined by the ratio of the
number of failures occurring in the time interval to the
number of survivors at the beginning of the time
interval, divided by the length of the time interval.
hd (t ) = [n(ti ) − n(ti + ∆ti )] n(ti )

for ti < t ≤ ti + ∆ti
∆ti
Note:
• The failure density function fd(t) is a measure of
the overall speed at which failures are occurring.
• The hazard rate hd(t) is a measure of the
instantaneous speed of failure.

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Failure Data
Item No. Time To Failure (hrs.)

1 8
2 20
3 34
4 46
5 63
6 86
7 111
8 141
9 186
10 266

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Failure Density Function & Hazard Function
Time ∆ ti f(t) h(t)
1 10 1 10
0–8 8 = 0.0125 = 0.0125
8 8
1 10 19
8 – 20 12 = 0.0084 = 0.093
12 12
1 10 18
20 – 34 14 = 0.0074 = 0.0096
14 14
1 10 17
34 – 46 12 = 0.0084 = 0.0119
12 12
1 10 16
46 – 63 17 = 0.0125 = 0.0098
8 8
1 10 15
63 – 86 23 = 0.0059 = 0.0087
17 17
1 10 14
86 – 111 25 23
= 0.0044 = 0.0100
23
1 10 13
111 – 141 30 = 0.0033 = 0.0111
30 30
1 10 12
141 – 186 45 = 0.0022 = 0.0111
45 45
1 10 11
186 – 266 80 = 0.0013 = 0.0125
80 80
"

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f(t) fractional failures/hr.x10-2

f(t) fractional failures/hr.x10-2
8-5 8-5
8-4 8-4
8-, 8-,
,-7 ,-7
,-6 ,-6
,-5 ,-5
,-4 ,-4
, ,
, 8,, 4,, ,, , 8,, 4,, ,,
Operating time, hr. Operating time, hr.
9 1 &

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9, 9, 95
: ,,5;
MTTF = Expected value of t
t
= E (t ) = tf (t )dt
0
dF (t ) d [1 − R(t )] dR(t )
but f (t ) = = =−
dt dt dt
∞ tdR (t ) ∞
MTTF = − dt = − tdR (t )
0 dt 0
&

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9, 9, 95
integrating by parts,
u = −t dv = dR (t )
du = − dt v = R(t )
∞ t
MTTF = − tR(t ) 0 + R(t )dt
0
t 0
MTTF = R(t )dt
0
if we have a life test information on a population of n

items with failures t1, t2, …, tn, then the MTTF is
n
1
MTTF = ti
n i =1
!(

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Constant hazard rate
∞
∞
− λt 1 − λt 1
MTTF = e dt = e =
0 λ 0 λ
Linearly increasing hazard
1 2
∞ − Kt
2 Γ (1 2 ) π
MTTF = e dt = =
0
2 K 2 2K
Weibull distribution
Γ [1 (m + 1)]
1 m+1
∞ − Kt
m +1
MTTF = e dt = 1 ( m +1 )
0 (m + 1)[K (m + 1)]
!'

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Constant Hazard Model
h(t ) = λ
t t
h(τ )dτ = λdτ = λt
0 0
f (t ) = λe − λt
F (t ) = 1 − e − λt
R(t ) = e − λt

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Constant Hazard Model f (t )

h(t )
λ
λ
λ e
t t
t =1 λ
a. Constant Hazard b. Exponential failure
density function
F (t ) R(t )
1 1
1−1 e
1e
t t
t =1 λ t =1 λ
c. Rising exponential d. Decaying exponential
distribution function reliability function

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Linearly Increasing Hazard
h(t ) = Kt t ≥0
t 1 2 t
h(τ )dτ = Kτ dτ = Kt
0 0 2
1
− Kt 2
f (t ) = Kte 2
1
− Kt 2
R(t ) = e 2

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Linearly Increasing Hazard

h(t ) f (t )
K slope K
K e
Kt
t t
1K
a. Linearly increasing b. Rayleigh density
hazard function
F (t ) R (t )
1 1 Initial slope = 0
e1 2
1 − e1 2
t t
1 K 1 K
c. Rayleigh distribution d. Rayleigh reliability

function function

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Linearly Decreasing Hazard

h (t )
K0
K 0 − K 1t 0 < t ≤ K0 K1
h(t ) = 0 K0 K1 < t ≤ t0
K (t − t0 ) t0 < t ≤ +∞
t
K0 K1 t0
t 1
(K 0 − K 1τ )dτ = K0t − K 1t 2
0 2
t K 0 K1 1 K 02 t
h(τ )dτ = (K 0 − K 1τ )dτ + K0 dK τ =
0 0 0 1 2 K1
K 0 K1 t t 1
(K 0 − K 1τ )dτ + 0 dτ + K (τ − t0 )dτ = K (t − t0 )
2
0 K 0 K1 t0 2
!!

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Linearly Decreasing Hazard

1
− K 0 t − K 1t 2
(K0 − K1t )e 2
0 0 < t ≤ K0 K1
f (t ) = K 0 K 1 < t ≤ t0
1 K 02 1 2
− − K ( t − t0 )
K (t − t0 )e 2 K1
e 2
t0 < t ≤ +∞
1
− K 0 t − K 1t 2
2
e 0 < t ≤ K0 K1
R (t ) = 0
K 0 K 1 < t ≤ t0
1K 02 1 2
− − K (t − t 0 )
2 K1 2 t0 < t ≤ +∞
e e
!"

lOMoARcPSD|34235895
7 8 5 6
Exponential Hazard Model
h(t ) = Keαt
K K K
0
t
h(τ )dτ =
0
t
ατ
Ke dτ =
α
αt
e −
α
=
α
(eαt
)
−1
−
K
(eα −1 )
t
f (t ) = Keαt e α
−
K
(eα −1 )
t
R(t ) = e α
!%

lOMoARcPSD|34235895
7 8 5 6
Exponential Hazard Model
h(t ) K R (t )
1 .0
( K α )(eαt −1 )
e τ e
e = 2.7 initial slope = − 1

initial slope = 1 2
τ t
Normalized time τ =1 τ = αt τ =1α
a. Hazard function b. Reliability function
!&

lOMoARcPSD|34235895
7 8 5 6
The Weibull Model
h(t ) = Kt m
m > −1
t 1 t
h(τ )dτ = Kt dτ = Kt m +1 m
0 0 m+1
1
− Kt m+1
f (t ) = Kt m e m +1
1
− Kt m+1
R(t ) = e m +1
"(

lOMoARcPSD|34235895
7 8 5 6
The Weibull Model
m (m +1 )
f (t ) [(m + 1)]
h(t ) K K K
5 m=3 5
m=2
4 4
3 m=1 3 m = − 0 .5
2 2 m=0
m = 0 .5 m = 0 .5
1 m=0 1 m=1
m=2
m = − 0 .5 m=3
t→ 1 2 τ → 1 2
a. Hazard function b. Density function
"'

lOMoARcPSD|34235895
7 8 5 6
The Weibull Model
F (t ) R (t )
m=3 m=2 m=1
5 m = 0 .5 5
4 m=0 4
m = − 0 .5
3 3
2 2
m=1 m = − 0 .5
1 1 m=2 m=0
m=3 m = 0 .5
τ → 1 2 τ → 1 2
1 (m +1) 1 (m +1)
K K
τ= t τ= t
m+1 m+1
c. Distribution function d. Reliability function
"

lOMoARcPSD|34235895
7 8 5 6
The Bathtub Curve
a. Hazard Function
b. Failure Density Function
"

lOMoARcPSD|34235895
7 8 5 6
Piecewise-Linear Models
h(t ) a1 − b1t 0 < t ≤ t1

h(t ) = a2 − b2 (t − t1 ) t1 < t ≤ t2
a4
slope b3 a3 − b3 (t − t 2 ) t2 < t ≤ +∞
a1 slope b1
slope b2 a1 − a2
a2 a3 slopes: b1 =
t1 − 0
t 2 Re gion 3 t3
t a 2 − a3
0 Re gion 1 t1 Re gion 2
b2 =
t 2 − t1
Piecewise-linear failure-rate model a − a3
b3 = 4
t3 − t 2
"

lOMoARcPSD|34235895
7 8 5 6
Piecewise-Linear Models
1
− a1t − b1t 2
2
e 0 < t ≤ t1
R(t ) = 1
− a1t1 − b1t12
e 2
e −b2 (t −t1 ) t1 < t ≤ t 2
1 1
− a1t1 − b1t12 − a3 (t −t 2 )+ b3 (t −t 2 )2
2 − a 2 (t − t1 ) 2 t 2 < t ≤ +∞
e e e
"

lOMoARcPSD|34235895
7 8 5 6
Hazard Model for Different System
a. Mechanical b. Electrical c. Software
"!

lOMoARcPSD|34235895
! " ## ## $
% &
Distribution Transformer Failures
! "
#$ %" % & " '
' " ' &
Identify the Failure Mode of DTs
Develop strategies to reduce DT failures
+ ,- ,- $)( . $%/ ) - #(- 000
""

lOMoARcPSD|34235895
, 5
METHODOLOGY: Reliability Engineering
(Weibull Analysis of Failure Data)
( #$ %" )
' * +' + ,- + -
% . /
" /
& "" 0 1"% .
"%

lOMoARcPSD|34235895
, 5
Parametric Model
• Shape Factor Failure Mode
• Characteristic Life
Shape Factor Hazard Function Failure Mode
<1 Decreasing Early
=1 Constant Random
>1 Increasing Wear-out
"&

lOMoARcPSD|34235895
0 -.2+ , :'&%&<'&&";
Brand New Recond Rewind Convert Total
A 29,960 835 1,333 2,048 34,712
B 5,986 118 135 269 6,586
C 6,358 49 31 21 6,561
D 2,037 116 90 - 2,344
E - - - - 192
F - - - - 168
G - - - - 79
H - - - - 69
TOTAL 44,341 1,118 1,588 2,338 51,129
Note: Total Include Acquired DTs
%(

lOMoARcPSD|34235895
- = All DTs
Interval Failures Survivors Hazard
200 1444 57095 0.0269
400 797 48852 0.0178
600 638 39997 0.0174
800 508 32802 0.0167
1000 475 27515 0.0189
1200 363 22129 0.0178
1400 295 18200 0.0178
1600 224 14690 0.0167
1800 159 11865 0.0151
2000 89 9010 0.0114
2200 98 6473 0.0177
2400 51 4479 0.015
2600 19 2254 0.0122
2800 2 821 0.0042
3000 0 127 0
%'

lOMoARcPSD|34235895
, 5
' All DTs
0.03
0.025
Weibull Shape = 0.84
0.02
Hazard
0.015
0.01
Failure Mode: EARLY FAILURE
0.005
Is it Manufacturing Defect?
0
0 200 400 600 800 1000 1200 1400 1600 1800 2000 2200 2400 2600 2800 3000
Time Interval

lOMoARcPSD|34235895
, 5
' By Manufacturer
BRAND Size Shape Failure Mode

A 34712 0.84 Early Failure
B 6586 0.81 Early Failure
C 6561 0.86 Early Failure
D 2344 0.76 Early Failure
E 192 0.85 Early Failure
F 168 0.86 Early Failure
G 79 0.76 Early Failure
H 69 0.98 Early Failure

lOMoARcPSD|34235895
, 5
'
By Manufacturer & Condition
BRAND New Reconditioned Rewinded Converted

A 1.11 1.23 1.12 1.4
B 0.81 1.29 1.27 1.23
C 0.81 1.13 0.77 0.94
D 0.67 1.11 1.49 -

lOMoARcPSD|34235895
, 5
' By Voltage Rating
PRI SEC All DTs New DTs
20 7.62 0.75 -
20 120/240 0.79 0.94
20 139/277 1.14 1.1
20 DUAL 0.72 1.03
13.2 120/240 0.88 1.54
13.2 240/480 0.91 -
7.62 120/240 0.99 1.46
7.62 DUAL 0.77 -
4.8 120/240 0.87 1.61
3.6 120/240 0.78 1.17
2.4 120/240 1.15 -

lOMoARcPSD|34235895
, 5
' By KVA Rating (New DTs)
KVA Shape Failure Mode
10 1.3 Wear-out
15 1.25 Wear-out
25 0.92 Early
37.5 0.83 Early
50 0.73 Early
75 1.05 Random
100 1.04 Random
167 1.16 Random
250 1.11 Random
333 1.46 Wear-out
%!

lOMoARcPSD|34235895
0 -.2+ ,
- =
• Review Replacement Policies
- New or Repair
- In-house or Remanufacture
• Improve Transformer Load Management Program
- Predict Demand Accurately (TLMS)
• Consider Higher KVA Ratings
• Consider Surge Protection for 20 kV DTs
%"

lOMoARcPSD|34235895
, 5
! " ## ## $
%( ! ) &
+ ,- ,- $)( . $% 1 2 3- )() $")4 )"#(5% /
%%

lOMoARcPSD|34235895
! " ## ## $
%( ! )
!"#
Causes of 1997 1998 1999 2000 Average
Failure Failures
Installed Failed Installed Failed Installed Failed Installed Failed (Units/yr)
Contact 158 2 155 2 149 1 145 2 1.15
Wear
Bushing 158 1 155 3 149 3 145 1 1.317
Failure
Mechanism - - 155 1 - - - - 0.645
Failure
2 > ? @ A
=, 9 : ;
%&

lOMoARcPSD|34235895
-
0 -.2+ 2 > ?
HAZARD FUNCTION CURVE FOR 34.5 KV OCBs HAZARD FUNCTION CURVE FOR 34.5 KV GCBs HAZARD FUNCTION CURVE FOR 13.8 KV MOCBs
0.4 0.2 0.4
H a z a r d R a te
H a z a r d R a te
H a z a rd R a t e
0.3 0.15 0.3
0.2 0.1 0.2
0.1 0.05 0.1
0 0
0
3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60 6 12 18 24 30 36 42 48 54 60 3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
Time Interval (months) Time Interval (months) Time Interval (months)
!"# $ !"# % "&

HAZARD FUNCTION CURVE FOR 6.24 KV MOCBs HAZARD FUNCTION CURVE FOR 6.24 KV ACBs HAZARD FUNCTION CURVE FOR ALL PCBs CONSIDERED
0.4 0.2 0.4

H a z a rd R a te
H a z a rd R a te
H a z a r d R a te
0.3 0.15 0.3

0.2 0.1 0.2
.
0.1 0.05 0.1
0 0 0
3 6 9 12 15 18 24 30 36 42 48 54 60 6 12 18 24 30 36 42 48 54 60 3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
Time Interval (months) Time Interval (months) Time Interval (months)
'"(! '"(!
,# 09>- 0 7-$- 5 *2,#+*
&(

lOMoARcPSD|34235895
-
0 -.2+ 2 > ?
HAZARD FUNCTION CURVE FOR 34.5 KV OCBs ) * +, - . -+ + !"# / ) * +, - . -+ + !"# /
0.05 0.05
0.25
H a z a r d R a te
H a z a r d R a te
0.2 0.04 0.04
H a z a rd R a te
0.15 0.03 0.03

0.1 0.02 0.02
0.05 0.01 0.01
0 0 0
25 50 75 100 125 150
5 10 15 20 25 30 35 25 50 75 100 125 150
Tripping Interval Tripping Interval Tripping Interval
!"# $ !"# % "&
HAZARD FUNCTION CURVE FOR 6.24 KV HAZARD FUNCTION CURVE FOR 6.24 KV HAZARD FUNCTION CURVE FOR 34.5 KV OCBs
MOCBs MOCBs
0.25
0.3 0.3
0.2
H a z a rd R a t e
H a z a r d R a te
H a z a rd R a te
0.2 0.2 0.15

0.1
0.1 0.1
0.05
0 0 0
5 10 15 20 5 10 15 20 5 10 15 20 25 30 35
Tripping Interval Tripping Interval Tripping Interval
'"(! '"(!
, # #*B + 0 -,#+* 9>- 0 7-$- 5 *2,#+*
&'

lOMoARcPSD|34235895
! " ## ## $
%( ! )
Schedule of Servicing for 41XV4
0.08
Hazard Rate
0.06
0.04
0.02
0
0 10 20 30 40 50 60 70
Number of Tripping Operations
9>
&

lOMoARcPSD|34235895
-
For a system or equipment which is essentially in
continuous demand, there tends to be relatively long
periods of service or UP time followed by, hopefully,
much shorter periods of outage or DOWN time.
Thus, life process consists of alternating UP and
DOWN periods. The system, therefore, can be
represented by the two states -- the UP state and
the DOWN state.
State
m1 m2 m3 mn
UP
r1 r2 r3 rn
DOWN Time
Two State Model
&

lOMoARcPSD|34235895
Alternatively, the two states can be visualized using

directed flow lines to show the possible transitions
between states
UP
Failure
Repair
DOWN
Transition State Diagram
&

lOMoARcPSD|34235895
The availability of a system at time t (called

instantaneous or point availability) is defined as
A(t ) = P(System is in UP state at time t )
It is common to assume that the system is in UP

state at time t = 0, so that A(0) = 1, A(t) will then
decrease with t but eventually stabilized at some
fixed value A (steady state availability)
&

lOMoARcPSD|34235895
The average value of A(t) over the interval of interest

is interval availability, and is defined by
A = lim A(t )
t →∞
1 t0
A(t0 ) = A(t )dt
t0 0
Pr ob
− A(t0 )
A(t0 )
A
time
t0 Availability
&!

lOMoARcPSD|34235895
-
Time Division Criteria
I. Equipment State of Operability
1. Operable
2. Inoperable
a. Administrative Time
b. Logistic Time
c. Active Repair Time
II. Use Demand
1. Use is required
2. Use is not required
a. Time in storage, as a spare
b. Free time, as off hours when no operation is in
process
&"

lOMoARcPSD|34235895
Time Division
Use is required Use is not
required
Operable Inoperable
Operating Time = T0 Non-Operating Time
= TS
Down time Free time
Storage time
= TD = TF
Time TA
Adm.
Time TAR
Active Repair
Time TL
Logistic
Calendar Time
&%

lOMoARcPSD|34235895
-
Definitions of Time Divisions
Operating time is the time during which the system
is operating in a manner acceptable to the operator.
Although unsatisfactory operation (or failure) is
sometimes the result of the judgment of the
maintenance man.
Down time is the total time during which the system
is not in acceptable operating condition. Downtime
can, in turn, be subdivided into a number of
categories such as active repair time, logistic time
and administrative time.
&&

lOMoARcPSD|34235895
Active repair time is that portion of down time during

which one or more technicians are working on the
system to effect a repair. This time includes
preparation time, fault-location time, fault-correction
time final check-out time for the system, and perhaps
other subdivisions as required in special cases.
Logistic time is that portion of down time during
which repair is delayed solely because of the
necessity for waiting for a replacement part and other
subdivision of the system.
'((

lOMoARcPSD|34235895
Administrative time is that portion of down time not

included under active repair time and logistic time.
Free time is time during which operational use of the
system is not required. This time may or may not be
down time, depending on whether or not the system
is operable condition.
Storage time is time during which the system is
presumed to be in operable condition, but is being
held for emergency - i.e., as a spare.
'('

lOMoARcPSD|34235895
Availability definitions according to time divisions

considered
– Intrinsic or Inherent Availability
total operating time
Ai (t ) =
total operating time + total active repair time
– Operational Availability
A0 (t ) =
total operating time + total corrective ma int enance downtime
'(

lOMoARcPSD|34235895
– Achieved Availability
Ai (t ) =
total operating time + total corrective and
preventive ma int ence time
– Use Availability
total operating time + total storage time
A0 (t ) =
total operating time + total storage time + total corrective
ma int enance downtime
'(

lOMoARcPSD|34235895
-
Availability of System with exponential failure and
maintenance Distribution
For an exponential failure distribution, hazard rate h(t) = λ
and the mean-time-to-failure is
∞ − λt 1
MTTF = e dt = = mean uptime (m)
0 λ
Also, if maintenance distribution is exponential, repair
rate r(t) = µ and the mean-time-to-failure is
∞
− t 1
MTTR = e dt = = mean repair time (r)
0
The mean-time-between-failures is cycle time t
MTBF = MTTF + MTTR = m + r
The cycle frequency f = 1 T
'(

lOMoARcPSD|34235895
The availability, defined as the probability that the

system is operable (in UP state) at time t is
µ µe − (λ +µ )t
A(t ) = +
λ+µ λ+µ
At steady-state, t→∞
m µ
A= =
λ+µ m+r
m f
= =
T λ
'(

lOMoARcPSD|34235895
The unavailability, defined as the probability that the

system is inoperable (in DOWN state) at time t is
− (λ + µ )t
λe λ
U (t ) = −
λ+µ λ+µ
At steady-state,
λ r
U= =
λ+µ m+r
r f
= =
T µ
'(!

lOMoARcPSD|34235895
? 2
1/2
1/2 1 2 3/4
1/4
two-state system
'("

lOMoARcPSD|34235895
? 2
Number of time intervals
[ 1 ][ 2 ][ 3 ][ 4 ] 1
1/2 1/2
2 1
3/4 1/4 1/2 1/2
2 1 2 1
3/4 1/4 1/2 1/2 3/4 1/4 1/2 1/2
2 1 2 1 2 1 2 1
3/4 1/4 1/2 1/2 3/4 1/4 1/2 1/2 3/4 1/4 1/2 1/2 3/4 1/4 1/2 1/2
2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1
27/128 9/128 3/64 3/64 3/64 1/64 1/32 1/32 9/64 3/64 3/64 1/32 3/32 1/32 1/16 1/16
27 9 6 6 6 2 4 4 18 6 4 4 12 4 8 8
Tree diagram of the two state system 128
'(%

lOMoARcPSD|34235895
? 2
Time interval State Probanility

State 1 State 2
1 1/2 = 0.500 1/2 = 0.500
2 3/8 = 0.375 5/8 = 0.625
3 11/32 = 0.344 21/32 = 0656
4 43/128 = 0.336 85/128 = 0.664
5 171/512 = 0.334 341/512 = 0.666
State probabilities of the 2-state system
'(&

lOMoARcPSD|34235895
? 2
The result shown are presented in graphical form. These characteristics are
known as the transient behavior or time dependent values of the state
probabilities.
1.0
0.8
State 2
Probability
0.6
0.4
State 1
0.2
0 1 2 3 4 5 6
Number of time intervals
System transient behavior
''(

lOMoARcPSD|34235895
? 2
Stochastic transitional probability matrix
In order to apply matrix techniques to system reliability evaluation., it

is necessary to deduce a matrix which represents the probabilities of making
a transition from one state to another in a single step or time interval.
Again consider the system shown in the figure, these transition
probabilities can be represented by the following matrix P
P11 P12 1/ 2 1/ 2
P= =
P 21 P 22 1/ 4 3 / 4
where Pij = probability of making a transition to state j after a time interval

given that it was in state i at the beginning of the time interval.
'''

lOMoARcPSD|34235895
? 2
The definition Pij indicates that the row position of the matrix is the state
from which the transition occurs and the column position of the matrix is state to
which the transition occurs. Consequently, for an n-state system the general form
of the matrix, which must always be square, is
to state
1 2 3 ... n
from 1 P11 P12 P13 ... P1n
state 2 P 21 P 22 P 23 ... .
3 P 31 P 32 P 33 ... .
P= . . . . .
. . . . .
. . . . .
n Pn1 . . Pnn
''

lOMoARcPSD|34235895
? 2
Time dependent probability evaluation
In order to illustrate the evaluation of the transient behavior of a system

using the stochastic transitional probability matrix, reconsider the simple two-
state system. The stochastic transitional probability matrix can be multiplied by
itself , i.e., square it. This gives
P11 P12 P11 P12
P2 =
P 21 P 22 P 21 P 22
(P11 P11 + P12 P 21 ) (P11P12 + P12 P 22 )
=
(P 21 P11 + P 22 P11 ) (P 21P12 + P 22 P 22 )
If the values of P11, P12, P21, P22 are substituted in equation
3/8 5/8
P2 =
5 / 16 11 / 16
''

lOMoARcPSD|34235895
? 2
If the system starts in state 1, the initial probability vector is
1 2
P (0) = [1 0]
Since the probability of being in state 1 at zero time is unity and the
probability of being in state 2 is zero. If, on the other hand, it is known that the
system is equally likely to start in state 1 or state 2, then this initial probability
vector becomes
1 2
P (0) = [1 / 2 1 / 2]
''

lOMoARcPSD|34235895
? 2
In the first case, the probability vector representing the state
probabilities after two time intervals is
P (2) = P (0) P 2
3/8 5/8
= [1 0]
5 / 16 11 / 16
1 2
= [3 / 8 5 / 8]
''

lOMoARcPSD|34235895
? 2
In the second case., the probability vector representing the state
probabilities after two time intervals is
P (2) = P (0) P 2
3/8 5/8
= [1 / 2 1 / 2]
5 / 16 11 / 16
1 2
= [11 / 32 21 / 32]
This principle can again be extended to give
n
P ( n ) = P ( 0) P
''!

lOMoARcPSD|34235895
? 2
Limiting state probability evaluation
if represents the limiting probability vector and P is the stochastic

transitional probability matrix, then
αP = α
This principle can be applied to the simple two state system shown in
figure 8.1. Define P1 and P2 , a third equation which is independent of
equations 8.7 and 8.8 is needed. This additional equation is
[P 1 P 2 ]P = [P1 P 2 ]
or
1/ 2 1/ 2
[P 1 P 2] = [P1 P 2 ]
1/ 4 3 / 4
''"

lOMoARcPSD|34235895
? 2
from which
1
2
P1 + 14 P 2 = P1
1
2
P1 + 34 P 2 = P 2
rearranging gives
1
−
2
P1 + 14 P 2 = 0
1
2
P1 − 34 P 2 = 0
To solve for the two unknowns, P1 and P2, a third equation which is independent
is needed. The additional equation is
P1 + P 2 = 1
''%

lOMoARcPSD|34235895
? 2
as the two independent equations, they can be expressed in matrix form as
− 1 / 2 1 / 4 P1 0
=
1 1 P2 1
The equation can be solved using Cramer’s rule to give
(1× 0) − (1 / 4 × 1) − 1 / 4
P1 = = = 0.333
− 1/ 2 1/ 4 − 3/ 4
1 1
(−1 / 2 × 1) − (1× 0) − 1 / 2
P2 = = = 0.667
− 3/ 4 − 3/ 4
''&

lOMoARcPSD|34235895
? 2
Absorbing states
…….Mathematically this is because n
1
lim =0
n→∞
2
This principle of mathematical expectation was given as
∞
E ( x) = xiPi
i =1
This principle not only applies to single probability elements Pi, but also
to multi- probability elements
N = 1 ⋅ I + 1 ⋅ Q + 1 ⋅ Q 2 + ... + 1 ⋅ Q n −1
N = I + Q + Q 2 + ... + Q n −1
The equation is not readily evaluated. Instead consider the following identity
[I - Q][I + Q + Q 2
+ ... + Q n −1 ] = I − Q n
The equation can easily be verified by multiplying out the left hand side
' (

lOMoARcPSD|34235895
? 2
n
lim
n→∞
Q =0
therefore, as n
I − Qn → I
[I − Q][I + Q + Q 2
+ ... + Q n −1 ] = I
or
I + Q + Q 2 + ... + Q n −1 = [I − Q] I
−1
[I Q]
−1
N = [I − Q ]
−1
' '

lOMoARcPSD|34235895
? 2
Example
Consider the 3-state system shown and the transition probabilities
indicated. Evaluate
(a) the limiting state probabilities associated with each state and,
(b) the average number of time intervals spent in each state if state 3 is
defined as an absorbing state.
1/4 1/3
1/2
2 3
1/3
'

lOMoARcPSD|34235895
? 2
(a) The stochastic transitional probability matrix for this system is
1 2 3
1 3 / 4 1/ 4 0
P = 2 0 1/ 2 1/ 2
3 1/ 3 1/ 3 1/ 3
If the limiting state probabilities are P1, P2 and P3 respectively, then from
equation 6
3 / 4 1/ 4 0
[P 1 P 2 P 3] 0 1 / 2 1 / 2 = [P1 P 2 P 3]
1/ 3 1/ 3 1/ 3
'

lOMoARcPSD|34235895
? 2
giving the following explicit equations
3 / 4 P1 + 1 / 3 P 3 = P1
1 / 4 P1 + 1 / 2 P 2 + 1 / 3 P 3 = P 2
1 / 2 P 2 + 1 / 3P 2 = P 3
One of these equations must be deleted and replaced by
P1 + P 2 + P 3 = 1
Deleting the third equation, rearranging the remaining three equations
and putting into matrix form gives
− 1/ 4 0 1 / 3 P1 0
1/ 4 − 1/ 2 1/ 3 P 2 = 0
1 1 1 P3 1
'

lOMoARcPSD|34235895
? 2
Using Cramer’s Rule
0 0 1/ 3
0 − 1/ 2 1/ 3
1 1 1
P1 = = 4 / 11
− 1/ 4 0 1/ 3
1/ 4 − 1/ 2 1/ 3
1 1 1
similarly P2 = 4/11 and P3 = 3/11
'

lOMoARcPSD|34235895
? 2
(b) If state 3 is the absorbing state, the truncated matrix Q becomes
1 2
1/ 2 1/ 4
1 3/4 1/4 =8
Q= 0 1/ 4
2 0 1/2
4 2
1 0 3 / 4 1/ 4 =
[I − Q] = − 0 2
0 1 0 1/ 2
1/ 4 − 1/ 4
= 1 2
0 1/ 2
1 4 2
1/ 2 1/ 4 N=
2 0 2
0 1/ 4
[I − Q]−1
=
1/ 4 − 1/ 4 or N11 = 4, N12 = 2, N21 = 0, N22 = 2
0 1/ 2
' !

lOMoARcPSD|34235895
? 2
Example
A man either drives his car to work or catches a train. Assume that he
never takes the train two days in a row but if he drives to work, then the next day
he is just as likely to drive again as he is to catch the train. Evaluate
(a) the probability that he drives to work after (i) 2 days (ii) a long time,
(b) the probability that he drives to work after (i) 2 days (ii) a long time if
on the first day of work he tosses a fair die and drives to work only if
a 2 appears.
The stochastic probability matrix for this Markov process is
t d
t 0 1
P=
d 1/ 2 1/ 2
' "

lOMoARcPSD|34235895
? 2
(a) (i) The transition probabilities after 2 days, i.e., 2 time intervals, are
given by P2
2
0 1 0 1
P =
1/ 2 1/ 2 1/ 2 1/ 2
t d
t 1/ 2 1/ 2
=
d 1/ 4 3 / 4
Suppose first that, on the first day of work, he takes the train. In this case the
initial vector of probabilities P(0) is
t d
P (0) = [1 0]
' %

lOMoARcPSD|34235895
? 2
and the state probabilities after 2 days are
1/ 2 1/ 2
P (2) = [1 0]
1/ 4 3 / 4
t d
= [1 / 2 1 / 2]
i.e. if he takes the train on the first day, he is as likely to catch the train as to drive
two days later. Suppose that he drove to work on the first day. In this case the
initial vector of probabilities is
t d
P (0) = [0 1]
1/ 2 1/ 2
P (2) = [0 1]
1/ 4 3 / 4
t d
= [1 / 4 3 / 4]
' &

lOMoARcPSD|34235895
? 2
(a) (ii) To evaluate the probabilities after a long time, we need to
evaluate the limiting state probabilities. Let these limiting probabilities be Pt and
Pd for catching the train and driving respectively, then
0 1
[P t Pd ] = [Pt Pd ]
1/ 2 1/ 2
That is,
1 / 2 Pd = Pt
also
Pt + Pd = 1
A straight forward evaluation of these two simultaneous equations gives
Pd = 2 / 3 and Pt = 1 / 3
Therefore, in the long run, he will drive to work 2/3 of a time.
' (

lOMoARcPSD|34235895
? 2
(b) (i) The probability of getting a 2 in a single throw of a pair die = 1/6.
Therefore the initial vector of probabilities in this case is
t d
P (0) = [5 / 6 1 / 6] and
1/ 2 1/ 2
P (2) = [5 / 6 1 / 6]
1/ 4 3 / 4
t d
= [11 / 24 13 / 24]
Hence, the probability that he drives two days later is 13/24.
(b) (ii) Since this problem is an ergodic problem, the limiting values of
probability do not depend on the initial conditions. The results for this case, which
the reader may like to verify, are identical therefore to case (a), (ii), i.e.,
Pd = 2 / 3 and Pt = 1 / 3
' '

lOMoARcPSD|34235895
2 ?
GENERAL MODELING CONCEPTS
Transition rate concepts
λ
State 0 State 1
Component Component
operable µ failed
State space diagram
A(t )
R (t )
A(t ) R (t )
t
Variation of reliability and time-dependent availability
'

lOMoARcPSD|34235895
2 ?
Define:
Po(t) = probability that the component is operable at time t
P1(t) = probability that the component is failed at time t
= failure rate
µ = repair rate
The failure density function for a component with a constant hazard rate
of was given in equation 6.31 as
f(t) = e- t
The density functions for the operating and failed states of the system
shown in figure 9.1a are therefore
fo(t) = e- t and f1(t) = µe-µt, respectively
'

lOMoARcPSD|34235895
2 ?
number of failures of a component in the given period of time

λ=
total period of time the component was operating
number of repairs of a component in the given period of time
µ=
total period of time the component was repaired
This concept of a transition rate leads to the definition
Transition rate = number of times a transition occurs from a given state/ time
spent in that state
'

lOMoARcPSD|34235895
2 ?
Evaluating time dependent probabilities
Using similar approach to that used to developed the Poisson distribution
Po (t + dt ) = Po (t )(1 − λdt ) + P1(t )( µdt )
Similarly,
P1(t + dt ) = P1(t )(1 − µdt ) + Po (t )(λdt )
Po (t + dt ) − Po (t )
= −λPo (t ) + µP1(t )
dt
as dt 0
Po (t + dt ) − Po (t ) dPo (t )
= = P'o (t )
dt dt → 0 dt
'

lOMoARcPSD|34235895
2 ?
thus,
P'o (t ) = −λPo (t ) + µP1(t )
Also
P' 1(t ) = λPo (t ) − µP1(t )
The equations maybe expressed in matrix form as
−λ λ
[P' (t )
o P' 1(t )] = [Po (t ) P1(t )]
µ −µ
The equations are linear differential equations with constant coefficients.
There are number of ways in which such equations can be solve but one of the
easiest and most widely used is by Laplace transform.
The Laplace transform of the first equation is
sPo ( s ) − Po (0) = −λPo ( s ) + µP1( s )
' !

lOMoARcPSD|34235895
2 ?
where Pi(s) is the Laplace transform of Pi(t) and Po(0) is the initial value of Po(t).
Rearranging the equation gives
µ 1
P (s) =
o P1( s ) + Po ( 0 )
s+λ s+λ
Similarly equation 9.4b can be transformed into
λ 1
P (s) =
1 Po ( s ) + P1(0)
s+µ s+µ
Where P1(0) is the initial value of P1(t).
' "

lOMoARcPSD|34235895
2 ?
The equations can now be solved for Po(s) and P1(s) as linear
simultaneous equations using a straightforward substitution method or using the
matrix solution techniques. In either case
µ Po (0) + P1(0) 1 1
Po ( s ) = + ⋅ [λPo(0) − µP1(0)]
λ+µ s λ +µ s+λ +µ
λ Po (0) + P1(0) 1 1
P1( s ) = + ⋅ [µP1(0) − λPo(0)]
λ+µ s λ +µ s+λ +µ
' %

lOMoARcPSD|34235895
2 ?
The equations must now be transformed back into the real time domain
using inverse Laplace transforms. The inverse transform of 1/s is 1 and 1/(s+a) is
e-at, which gives
µ e − ( λ + µ )t
Po (t ) = [Po(0) + P1(0)] + [λPo (0) − µP1(0)]
λ+µ λ+µ
λ e − ( λ + µ )t
P1(t ) = [Po(0) + P1(0)] + [µP1(0) − λPo(0)]
λ+µ λ+µ
' &

lOMoARcPSD|34235895
2 ?
The term Po(0)+P1(0)=1 for all initial conditions and therefore the
equations become
µ e − ( λ + µ )t
Po (t ) = + [λPo(0) − µP1(0)]
λ+µ λ+µ
λ e − ( λ + µ )t
P1(t ) = + [µP1(0) − λPo(0)]
λ+µ λ+µ
In practice the most likely state in which the system starts is state 0, i.e.
the system is in an operable condition at zero time. In this case
Po (0) = 1 and Po (0) = 0
' (

lOMoARcPSD|34235895
2 ?
and reduced to the frequently quoted equations for the time-dependent
probabilities of a single repairable component given by
λ e − ( λ + µ )t
µ
P (t ) =
o +
λ+µ λ+µ
λ e − ( λ + µ )t
λ
P (t ) =
1 +
λ+µ λ+µ
The probabilities Po(t) and P1(t) are the probabilities of being found in the
operating state and failed state respectively as a function of time given that the
system started at time t=0 in the operating state.
' '

lOMoARcPSD|34235895
2 ?
Evaluating time dependent probabilities
…..then from equations as t
µ
P = P (∞ )
o o
λ+µ
λ
P1 = P1(∞)
λ+µ
It was shown in chapter 6 that, for the exponential distribution, the mean
time to failure,
MTTF = m = 1 / λ
Similarly the mean time to repair,
MTTR = r = 1 / µ
m r
Po = P1 =
m+r m+r
'

lOMoARcPSD|34235895
2 ?
The values of Po and P1 are generally referred to as the steady-state or
limiting availability A and unavailability U of the system respectively. The time
dependent availability A(t) of the system is given by
µ λ
A(t ) = Po (t ) = + e −( λ + µ ) t
λ+µ λ+µ
As noted earlier, this is the probability of being found in the operating state at
some time t in the future given that the system started in the operating state at
time t=0. this is quite different from the reliability R(t) as given by
R(t ) = e − λt
'

lOMoARcPSD|34235895
2 ?
……. Under this condition P’o(t) and P’1(t) both tend to zero
− λPo + µP1 = 0
λPo − µP1 = 0
One of these equations must be declared as redundant as they are both

identical.
Po + P1 = 1
Using the two simultaneous equations
µ λ
Po = and P1 =
λ+µ λ+µ
'

lOMoARcPSD|34235895
2 ?
STATE SPACE DIAGRAM
Single repairable component
: *
µ1 µ3
λ1 λ3
8
λ2
&
: * µ2
State space diagram of component with partial output state
'

lOMoARcPSD|34235895
2 ?
Two repairable component
,
λ1 ,
: * µ1 : *
λ2 µ2 λ2 µ2
, λ1 ,
: * : *
µ1
State space diagram for two component system
' !

lOMoARcPSD|34235895
2 ?
8 4 ,
2λ λ
! : !
# * # * # *
* *
µ 2µ
State space diagram for two component system
' "

lOMoARcPSD|34235895
2 ?
3 component system 8
8
4
µ1 µ3
λ1 µ2 λ2 λ3
4 5
8 8 8
4 4 4
µ1 µ2
µ3
µ2 λ2 µ3 λ3 µ1 λ1
λ3
λ1 6 λ2 /
8 8 8
4 4 4
µ1 λ1
λ3 µ2
7
8
λ3 4 λ2
State space diagram for three
component system
' %

lOMoARcPSD|34235895
2 ?
Standby redundant systems
1
Ao
λA Bs
µA µB
2 4
Af Ao
Bo Bf
λB λA
µB 3 µA
Af
Bf
State space diagram for two component standby system
' &

lOMoARcPSD|34235895
2 ?
Mission orientated systems
8 4 ,
! : !
# * # * # *
* *
State space diagram for two identical non-repairable components
' (

lOMoARcPSD|34235895
2 ?
Stochastic transitional probability matrix
In this case of the single repairable component represented by the state
space diagram, the stochastic transitional probability matrix P is
1 2
1 1 − λ∆t λ∆t
P=
2 µ∆t 1 − µ∆t
EVALUATING LIMITING STATE PTOBABILITIES
Single repairable component
It was shown that the stochastic transitional probability matrix was ideally suited
for the evaluation of limiting state probabilities. The approach used was to define
as the limiting state probability vector which remained unchanged when
multiplied by the stochastic transitional probability matrix, that is,
αP = α
' '

lOMoARcPSD|34235895
2 ?
If is given by [Po P1] for the single repairable component, then
1 − λ∆t λ∆t
[P o P1] = [Po P1]
µ∆t 1 − µ∆t
which when written in explicit form, gives
(1 − λ∆t )Po + µ∆tP1 = Po

λ∆tPo + (1 − µ∆t )P1 = P1
Rearranging equations gives
− λ∆tPo + µ∆tP1 = 0
λ∆tPo − µ∆tP1 = 0
'

lOMoARcPSD|34235895
2 ?
The value of t, provided it is non-zero and finite, disappears to give
− λPo + µP1 = 0
λPo − µP1 = 0
which are identical to equations 9.14 and will therefore again give
µ λ
Po = and P1 =
λ+µ λ+µ
In this case the stochastic probability matrix would appear as
1 2
1− λ λ
P=
µ 1− µ
'

lOMoARcPSD|34235895
2 ?
Two identical repairable components
The stochastic transitional probability matrix in the form is
1 2 3
1 1 − 2λ 2λ 0
P=2 µ 1− λ − µ λ
3 0 2µ 1 − 2µ (9.22)
In this case the state space diagram is shown in figure 9.4. The
stochastic transitional probability matrix in the form given by equation 9.21 is
1 − 2λ 2λ 0
[P 1 P 2 P 3] µ 1− λ − µ λ = [P1 P 2 P 3]
0 2µ 1 − 2µ (9.23)
'

lOMoARcPSD|34235895
2 ?
which in explicit form, gives
P1(1 − 2λ ) + P 2 µ = P1
P12λ + P 2(1 − λ − µ ) + P 32µ = P 2
P 2λ + P 3(1 − 2 µ ) = P 3
rearranging gives
− 2λP1 + µP 2 = 0
2λP1 − (λ + µ ) P 2 + 2 µP 3 = 0
λP 2 − 2 µP 3 = 0
and P1 + P 2 + P 3 = 1
The limiting state probabilities can be obtained by using straightforward
substitution methods or matrix techniques, and are
µ2 2λµ λ2
P1 = P2 = P3 =
(λ + µ ) 2 (λ + µ ) 2 (λ + µ ) 2
'

lOMoARcPSD|34235895
2 ?
(a) Series connected components
In the case of two identical components connected in series, the up
state of the system is state 1 and the down state is states 2 and 3, therefore
availability, A = P1
µ2
=
(λ + µ ) 2
unavailability, U = P 2 + P 3
2λµ + λ2
=
(λ + µ ) 2
' !

lOMoARcPSD|34235895
2 ?
(b) Parallel connected components
In the case of two identical components connected in parallel, state 2
also becomes an up state giving
availability, A = P1 + P 2
µ 2 − 2λµ
=
(λ + µ ) 2
unavailability, U = P 3
λ2
=
(λ + µ ) 2
' "

lOMoARcPSD|34235895
2 ?
Differential equations method
P1(t) = probability that both components are in operative state at time t,
P2(t) = probability that one component is operative and one component is failed
at time t, and
P3(t) = probability that both components are failed at time t.
Using the principle of equation 9.4c, the differential equations for this
system are
− 2λ 2λ 0
[P' (t )
1 P' 2(t ) P' 3(t )] = [P1(t ) P 2(t ) P 3(t )] µ − (λ + µ ) λ
0 2µ − 2µ
Assume that the system starts in state 1, then
P1(0) = 1, P 2(0) = 0 and P 3(0) = 0
' %

lOMoARcPSD|34235895
2 ?
µ2 2λµ −( λ + µ ) t λ2 −2 ( λ + µ )t
P1(t ) = + e + e
(λ + µ ) 2 (λ + µ ) 2 (λ + µ ) 2
2λµ 2λ (λ − µ ) −( λ + µ ) t 2λ2 −2( λ + µ )t
P 2(t ) = + e − e
(λ + µ ) 2 (λ + µ ) 2 (λ + µ ) 2
λ2 2λ2 −( λ + µ ) t λ2 −2 ( λ + µ ) t
P 3(t ) = − e + e
(λ + µ ) 2 (λ + µ ) 2 (λ + µ ) 2
' &

lOMoARcPSD|34235895
2 ?
Reliability evaluation in repairable systems
− 2λ 2λ 0
[P' (t )
1 P' 2(t ) P' 3(t )] = [P1(t ) P 2(t ) P 3(t )] µ − (λ + µ ) λ
0 0 0
This set of differential equations can be solved using Laplace transforms as
described in Appendix 4. The reliability of the system is [29]
R (t ) = P1(t ) + P 2(t )
s1 exp(− s 2t ) − s 2 exp(− s1t )
=
s1 − s 2
'!(

lOMoARcPSD|34235895
2 ?
where
s1 = 12 (3λ + µ + λ2 + 6λµ + µ 2 )
s 2 = 12 (3λ + µ − λ2 + 6λµ + µ 2 )
R (t ) = e − λt + e − λt − e −2 λt
= 2e −λt − e − 2 λt
'!'

lOMoARcPSD|34235895
2 ?
MEAN TIME TO FAILURE
Evaluation concepts
∞
MTTF = 0 R (t ) dt
In the case of the repairable redundant system
s1 + s 2
MTTF =
s1 s 2
3λ + µ
=
2λ2
This can be compared with
3
MTTF =
2λ
'!

lOMoARcPSD|34235895
2 ?
Stochastic transitional probability matrix method
(a) Two component parallel redundant system
1 2
1 − 2λ 2λ
Q=
µ 1− λ − µ
M = [ I − Q ] −1
−1
1 0 1 − 2λ 2λ
= −
0 1 µ 1− λ − µ
−1
2λ − 2λ
=
−µ λ+µ
1 λ+µ 2λ
=
2λ2 µ 2λ
'!

lOMoARcPSD|34235895
2 ?
If the system starts in state 1, the MTTF of the system is
MTTF = m11 + m12

(λ + µ ) + ( 2λ )
=
2λ2
3λ + µ
=
2λ2
…….when only one component is operable i.e., state 2. In this case the MTTF of
the system is
MTTF = m 21 + m 22
µ + 2λ
=
2λ2
'!

lOMoARcPSD|34235895
2 ?
(b) Two component series system
In the case when the two component are connected in series, the same
technique can be applied. In this case however, state 2 and 3 are failure states
and therefore both can be declared absorbing states.
The truncated matrix Q now consist of a single element
Q = [1 − 2λ ]
and M = [ I − Q]−1
= [2λ ]−1
1
and MTTF =
2λ
'!

lOMoARcPSD|34235895
2 ?
(c) Failure rate derivation
MTTF can be considered as the reciprocal of the failure rate of the system and
vice versa.
a) for a two component series system,

effective failure rate = 2
b) for a two component parallel system in which both components being
operable is considered the system up state,
effective failure rate = 2 2/3 +µ
'!!

lOMoARcPSD|34235895
2 ?
Application of techniques to complex systems
A three component series/parallel system
'!"

lOMoARcPSD|34235895
2 ?
(j) If the system shown in figure operate with either component 2 or 3 or both in
an operable state, then, for this system, states 2, 5-8 are defined as absorbing
states and deleted to give Q as
1 3 4
1 (1 − λ 1 − λ 2 − λ 3) λ2 λ1
Q=3 µ2 (1 − µ 2 − λ 1 − λ 3) −
4 µ3 − (1 − µ 3 − λ 1 − λ 2)
'!%

lOMoARcPSD|34235895
* ?
Series Configuration (Chain Structure)
R(x1) R(x2) R(x3) R(x4)
A Series System
This arrangements represents a system whose

subsystems or components form a series network. If
any of the subsystem of component fails, the series
system experiences an overall system failure.
'!&

lOMoARcPSD|34235895
* ?
The reliability of this structure is given by

R(t) = P(x1,x2,…xn)
= P(x1)P(x2| x1)P(x3| x2 x1)…P(xn| x1 x2…xn-1)

where P(x) is the probability of success.
If the n items x1, x2, …, xn are independent, then the
system reliability becomes
R(t ) = P( x1 )P( x2 )...P( xn )

n n
= ∏ P ( xi ) = ∏ R ( xi )
i =1 i =1
'"(

lOMoARcPSD|34235895
* ?
The Mean-Time-To-Failure (MTTF) of the system is

given by ∞
MTTF = R (t )dt
0
If each component exhibits a constant hazard, then

− λi t
the component reliability model is e and the
reliability of the system with its components in chain
structure is n − λt
n
i
− λi t
R(t ) = ∏ e =e i =1
i =1
The MTTF is given by n
− λi t
∞ 1
MTTF = e i =1
dt = n
0
λi
i =1
'"'

lOMoARcPSD|34235895
* ?
If components have linearly increasing hazards

h(t) = Kit, n 1 2
− λi t
R(t ) = ∏ e 2
i =1 n
1 2
− λi t
2 i =1
=e
If p components have a constant hazard and (n – p)
components a linearly increasing hazard, the
reliability becomes
p n 1
− Kit 2
R(t ) = ∏ e − λi t
∏e 2
i =1 i = p +1
p n
1
− λi t − Kit 2
2 i = p +1
=e i =1
e
'"

lOMoARcPSD|34235895
* ?
Example:
Two non-identical cables in series are required to

feed a load from the distribution system. If the two
cables have constant failure rates λ1 = 0.01
failure/year and λ2 = 0.02 failure/year. Calculate the
reliability and the mean-time-to-failure for 1 year
period.
'"

lOMoARcPSD|34235895
* ?
Parallel Configuration
R(x1)
R(x2)
R(x3)
R(x4)
A Parallel Network
This structure represents a system that will fail if and

only if all the units in the system fail.
'"

lOMoARcPSD|34235895
* ?
The system reliability is given be

R(t ) = R(x1 + x2 + ... + xn )
R(t ) = 1 − F ( x1 , x2 ,..., xn )
n
= 1 − ∏ [1 − R(xi )]
i =1
In case of constant hazard components
F ( xi ) = 1 − e − λi t
then reliability of the system becomes
n
R(t ) = 1 − ∏ 1 − e −λit ( )
i =1
The MTTF remains the same for all kinds of
∞
structure. MTTF = R(t )dt
0
'"

lOMoARcPSD|34235895
* ?
For constant hazard,

n
MTTF =
0
∞
(
1 − ∏ 1 − e −λit dt )
i =1
1 1 1 1 1
= + + ... + − + + ...
λ1 λ2 λn λ1 + λ2 λ1 + λ3
1 1 1
+ ... + (− 1)
n +1
+ + n
λ1 + λ2 + λ3 λ1 + λ2 + λ4
λi
i =1
For identical components, the above equation
reduces to
n
1 1
MTTF =
λ i =1 i
'"!

lOMoARcPSD|34235895
* ?
Example
Supposing two identical motors are operating in a

redundant configuration. If either of the motor fails,
the remaining motor can still operate at the full
system load. Assuming both motors to have constant
failure rates and failures are statistically independent,
calculate (a) the system reliability for λ = 0.0005
failure/hour, t = 400 hours (operating time) and (b)
the mean-time-to-failure (MTTF).
'""

lOMoARcPSD|34235895
* ?
Standby Redundancy
R(x1)
R(x2)
R(x3)
A Standby
Redundancy Model
R(x4)
This type of redundancy represents a distribution
with one operating and n units as standbys. Unlike a
parallel network where all units in the configuration
are active, the standby units are not active.
'"%

lOMoARcPSD|34235895
* ?
The system reliability of the (n+1) units, in which one

unit is operating and n units on the standby mission
until the operating unit fails, is given by
R(t ) = 1 −
n
(λt ) i e −λt
i =1 i!
The above equation is true if the following are true:
1. The switch arrangement is perfect.
2. The units are identical.
3. The units failure rate are constant.
4. The standby units are as good as new.
5. The unit failures are statistically independent.
'"&

lOMoARcPSD|34235895
* ?
In the case of (n+1) non-identical units whose failure

time density functions are different, the standby
redundant system failure density is given by
t yn y2
f (t ) = ... f 1 ( y1 ) f 2 ( y2 − y1 )... f n +1 (t − yn )dy1dy2 ...dyn

y n = o y n−1 = o y1 = 0
Consequently, the system reliability can be obtained

by integrating fs(t) over the interval [t,∞] as follows:
∞
R(t ) = f ( t )dt
t
'%(

lOMoARcPSD|34235895
* ?
Example
Two generators are connected in parallel to supply a

load with one of the generators on standby. The
units’ failure rates are constant and the standby unit
is as good as new at the beginning of the operation.
Evaluate the system reliability for a 100-hr operation
for a given failure rate, λ = 0.001 failure/hour.
'%'

lOMoARcPSD|34235895
* ?
K-Out-of-n Configuration
R(x1)
R(x2)
R(x3)
A k-out-of-n Structure
This is another form of redundancy. It is used where

a specified number of units must be good for the
system success.
'%

lOMoARcPSD|34235895
* ?
The reliability of this type of configuration is obtained

by applying the binomial distribution.
The system reliability for k-out-of-n number of
independent and identical units is given by
n n i
R(t ) = R ( 1 − R )n − i
i=k i
where R is the reliability of a unit of component
For a constant component failure rate λ,
n n −iλt
R(t ) = e ( 1 − e )n − i
i=k i
'%

lOMoARcPSD|34235895
* ?
Example
Three identical transformers are operating in parallel

with a constant failure rate λ = 0.001 failure/hour. For
a successful operation, only two transformers are
required. What is the system reliability for a 200-hour
operation?
'%

lOMoARcPSD|34235895
1
2
4
5
6
* ?
7
8
Primary side 9
10
11
12
13
14
15
16
17
18
$ ) 19
21
20
22
* # 23
25
24
26
%& 27
29
28
30
31
32
33
34
35
Secondary side 37
36
38
Scheme 1: Single breaker-single bus

39
40
41
(primary and secondary side) 43

44
45
42
46
47
48
49
50
51
52
53
54
55
+ %."5)6 - 7% 4#()8 )"#(5% 2 56

57
,- $)( . $% 1 / 58
'%

lOMoARcPSD|34235895
* ?
* ? @ @ ? 9 @
: ';
λc
15λ λct
29λ λbus
2λ λd1
4λ λb1
2λ λp λb2
2λ λd2
3λ
# '
Event 1 Probability λs (failure/yr) Us (hr/yr)

1.0 0.247152 0.828784
Total 1.0 0.247152 0.828784
= λ 9 C
< @
'%!

lOMoARcPSD|34235895
L1 L2
1 70
2 71
3 72
4 73
5 74
6 75
* ?
7 76
8 77
9 78
18 16
17
127
128 19 15
129 20
14
130 21 13
131 22 12
132
$ )
23
133 10 11 92 79
134 35
91 80
135
136 24 34 90
137 81
* #
33 89
138 25 82
32
139 26 88 83
140 31 87 84
27
141 28 30 86 85
% 36
93
29
Primary side
37 94
38 95
39 96
40 97
41 98
Scheme 2: Single breaker-double bus Bank 1 42 99

Bank 2
(primary side) and two single 43
44
100
101
breaker-single bus with bus tie 45
46
102
103
104
breaker (secondary side)

47
48 105
49 106
50 107
Secondary side
51 108
52 109
53 110
54 111
55 126 112
56
57
125 124 119 115 113
58 121 117
59 116 114
60 122
61 123 120 118
62
63
64
65
66
67
68
69
'%"

lOMoARcPSD|34235895
* ? @ @ ? 9
'' ?3 ? : ;
λc
16λ λct
29λ λbus
2λ λd1
3λ λb1
2λ λp λb2
2λ λd2
3λ
Event 1: Opened 115kV and 34.5kV bus tie breakers; P1 = 0.997985
λc
20λ λct
37λ λbus
3λ λd1
5λ λb1
2λ λp λb2
2λ λd2
3λ
Event 2: Closed 115kV bus tie breaker & opened 34.5kV bus tie breaker; P2 = 0.000188
λc
20λ λct
37λ λbus
2λ λd1
3λ λb1
2λ λp λb2
3λ λd2
5λ
Event 3: Closed 115kV bus tie breaker & closed 34.5kV bus tie breaker; P3 = 0.000000344
λc
20λ λct
37λ λbus
2λ λd1
3λ λb1
2λ λp λb2
3λ λd2
5λ
Event 4: Opened 115kV bus tie breaker & closed 34.5kV bus tie breaker; P4 = 0.00182614
'%%

lOMoARcPSD|34235895
Event Probability λs (failure/yr) Us (hr/yr)

1 0.997985 0.251752 0.848919
2 0.000188 0.302966 1.008374
3 0.000000344 0.308936 1.023840
4 0.001826 0.308936 1.023840
Total 1.0 0.251866 0.849275
Event 1: With two primary lines energized & opened 34.5kV bus tie breaker; P1 = 0.997985
'%&

lOMoARcPSD|34235895
* ? @ @ ? 9
'' ?3 ? : ;
λΒ1 λΒ1
Β3 λΒ2
Β3 λΒ1
Β3 λΒ1 λΒ2 λΒ2
Β3
Β3
λ17 λ54 λΒ3 λΒ4 λΒ5
λΒ6 λΒ7 λΒ7

Β4 λΒ4
29 λΒ9 λΒ6 λΒ4
29
λ17 λB1 λB2 λB3 λB4 λB5
Event 2: With one line, L2 interrupted & opened 34.5kV bus tie breaker; P2 = 0.000188
λ17 λ29 λB1 λB2 λB5 λB8 λB9 λB10 λB11
Event 3: With one line, L2 interrupted and closed 34.5kV bus tie breaker; P3 = 0.000000344
'&(

lOMoARcPSD|34235895
* ? @ @ ? 9
'' ?3 ? : ;
λΒ1 λΒ1 λΒ3
Β2 λΒ3
Β6 λΒ3
Β2 λΒ6 λΒ3
Β7 λΒ3
Β7 λΒ7
Β3
λ29 λ111 λΒ5 λΒ8 λΒ10 λΒ11
λΒ6 λΒ7 λΒ7 λλΒ4

17 λΒ4
Β8 λλΒ4
17
Event 4: With two lines energized and closed 34.5kV bus tie breaker; P4 = 0.001826140
#
Event Probability λs (failure/yr) Us,(hr/yr)
1 0.997985 0.176076 0.583548
2 0.000188 0.251122 0.847621
3 0.000000344 0.377120 1.261549
4 0.001826 0.233261 0.758472
Total 1.0 0.176194 0.583923
'&'

lOMoARcPSD|34235895
2 #
Scheme 2 λs (failure/yr) Us (hr/yr)
Original (opened 115kV bus tie breaker) 0.251866 0.849275
Modified (closed 115kV bus tie breaker)

0.176194 0.583923
* =- ? (D
? @ '' ?3 ?
'&

lOMoARcPSD|34235895
67
B1 1
B4
* ?
17
16 32 82
15 81
80
14
13 79
12 78
11 77
10 76
B2 9
8
75 B5
73 74
7 72
6
5 71
70
4
$ )
69
3 68
2
Primary side
3 69
83
* #
18
19 84
20 85
21 86
22 87
% B3 88
24
25
23
89
90
B6
26 91
27 92
28 93
29 94
30 95
31 96
33
97
B7 34 98
B8
Scheme 3: Ring bus (primary side) and two Bank 1 35 99

Bank 2
single breaker-single bus with 37

36
38
101
100
102
103
39
bus tie breaker (secondary side) 42

40
41
43
104 105
106
107
44 108
45 109
46 110
47 111
48 112 Secondary side
49 113
51 50 114 115
52 130 116
53
54
128 123 119
55 125 121 117
56
B10 58
57 129 126
127 124
120
122
118
59
60
62
61
63
B9
64
65
66
'&

lOMoARcPSD|34235895
> ? @ @> : ;
λB1 λB4
λB1 λB2
λB5 λB2 λ17 λ51 λB7 λB10
λB4 λB5
λB6 λB3
λB1 λB4
λB1 λB3
λB5 λB2 λ31 λB8 λB9 λ51 λB10
λB4 λB6
λB6 λB3
Event 2: With two primary lines energized & closed 34.5kV bus tie breaker; P2 = 0.00182614
'&

lOMoARcPSD|34235895
> ? @ @> : ;
9 :-
λB2 λB2 λB2 λB2
λB1 λ17 λB7 λ51 λB10
λB3 λ31 λB6 λB5
Event 3: With one primary line (L2) interrupted and opened 34.5kV bus tie breaker; P3 = 0.000188056
λB2 λB3 λB3 λB3
λB1 λ31 λB8 λB9 λ51 λB10
λB3 λ17 λB5 λB6
Event 4: With one primary line (L2) interrupted and closed 34.5kV bus tie breaker; P4 = 0.000000344
'&

lOMoARcPSD|34235895
# @>
: ;

1 0.997985 0.137928 0.436499
2 0.001826 0.195112 0.618379
3 0.000188 0.147283 0.468233
4 0.000000344 0.204467 0.650114
Total 1.0 0.138034 0.436836
'&!

lOMoARcPSD|34235895
L L
1 2
1 7
1 8
7
1 9
1 61 9
9 3
1
3 1
5
1
4
B1 1
8
9
0
2
* ?
21 8
1 89
8
B2 B6
0 7
9
7
8 B5 8
5
8
8
8
6
6 4
5 3 8
4 2
8
3 1 8
2 7 0
9
3 8
1 9 0
8 1 4
9
$ )
2 9 5
9 9
2
B3 2 0
2
1
2 B7 96
8
7
9
2
4 2 2
3
10 10
9 Primary
* # 5 0 10 1
10
8
62
2 7
2
10
4
2
10
3 side
9 4 12 5
% 3
0
2
9
3
3 0
10
6
10
5
10
3 1 10 7
3 10
3 2
3 11 8 9
B4 4
3
6 3
3
5
0
11 11
11
1 B8
3 7 2 11 3
83 4 11
4 9 5
11
0 4 6 11
11
4 1 11 7
9 8
2
4 12
4 1
B9 B10
4 12
5 2
Scheme 4: Breaker-and-a-half bus (primary Bank

1
4
6
12
3
Bank
2
4
side) and two single breaker-single 12 12

4 7 4
8 4 5 12
9 6
5 12
5 0 12 7
bus with bus tie breaker 5 12

5 1
2 13 8 9
3 5 0 13
5 4 1
13
5 5 5 2 13
13
(secondary side)
6 3
75 4 13
5
8
13
6 13
5
Secondary
9 6
6
6
2
6 0
1
15 14
13 7
8 side 13
9
3 6 4 0
6 4
15 14 14
5 14
6 2 15 8 6 14 14
1
6 0 4 2
6 15
6 14 14
6 7 3 15 14
8
1 9 14 5 3
9 7 7
7 0
1 7 7
4
3
7
2
B1
7
5
7
7
6
1
7
'&"

lOMoARcPSD|34235895
> ? @ > ? 9 9 9 : ;
λΒ1
Β3 λΒ2
Β3
λλΒ1
6 λλΒ1
6
λΒ1 λΒ3 λΒ3 λΒ3 λΒ3
λΒ9 λ62 λΒ12 λΒ6

Β2 λΒ3
33
λλΒ7
7 λΒ8 A
λΒ5 λΒ4 λΒ7 λλ119 λΒ8

Β4 Β4
λΒ7
33 λΒ5
34
λ17 λΒ2
17
λΒ1
Β3 λΒ1
Β3 λΒ1
Β3 λΒ1
Β3
λλΒ1
6 λλΒ1
6 λΒ3 λΒ3 λλΒ3
6 λλΒ3
6
A λΒ2
17 λΒ4
33 λΒ2 λΒ2
33
λλΒ2
7 λΒ2 λΒ5
Β2 λΒ5
33
λλΒ5
7 λΒ5
λλ119
33 λ17
34 λΒ7
33 λΒ8
34
λ119 λΒ4
Β2 λ17
33 λΒ6
34
λΒ8 λλ119
Β2
Event 1: With two primary lines energized and opened 34.5kV bus tie breaker; P1 = 0.997985
'&%

lOMoARcPSD|34235895
> ? @ > ? 9 9 9 : ;
λΒ1
Β3 λΒ2
Β3
λλΒ1
6 λλΒ5
6
λΒ1 λΒ7 λΒ3 λΒ7

Β3 λΒ4
Β3
λΒ10 λ139 λΒ11 λ62 λΒ12 λΒ6

Β2 λΒ3
33
λλΒ2
7 λΒ8 A
λΒ5 λΒ8 λΒ7 λλ119

Β4 λΒ7
Β4
λΒ7
33 λΒ5
34
λΒ7 λΒ2
17
λΒ5
Β3
λλΒ2
6 λλΒ2
6 λΒ5
Β3 λΒ4
Β3
λλΒ4
6 λλ119
6 λλ119
6
A λΒ2
17 λΒ5
33 λΒ5
Β2 λΒ5
33
λλΒ5
7 λΒ4 λΒ6
Β2 λΒ5
33
λλΒ5
7 λΒ5 λΒ5
λλ119
33 λ17
34 λΒ6
33 λΒ8
34
λ119 λΒ5
Β2 λΒ8
33 λΒ6
34
λ17 λΒ7
Β2 λΒ6
Β2
Event 2: With two primary lines energized and closed 34.5kV bus tie breaker; P2 = 0.001826
'&&

lOMoARcPSD|34235895
> ? @ > ? 9 9 9 : ;
λΒ3 λΒ6
Β3 λΒ6 λΒ6 λΒ6 λΒ7
Β3 Β3 Β3 Β3
λΒ9 λ62 λΒ12 λΒ5 A
λΒ4 λΒ7 λΒ8 λλ119 λΒ4 λΒ4

Β4 Β4 17
λΒ7 λΒ7
Β3 λΒ8 λΒ8 λΒ8 λΒ3 λΒ3 λΒ2
Β3 Β3 17 17 Β3 λλ119
Β3 λλ119
Β3
λΒ2 λΒ3 λΒ4 λΒ2 λΒ3 λ119 λΒ4 λΒ4

17 Β4 λΒ2
Β4 λΒ3
Β4
Event 3: With one primary line (L1) interrupted and opened 34.5kV bus tie breaker; P3 = 0.000188
((

lOMoARcPSD|34235895
> ? @ > ? 9 9 9 : ;
λΒ7 λΒ6
Β3
λΒ7
Β3 λΒ7
Β3 λΒ7 λΒ4 λλ119
Β3 Β3
λΒ10 λ139 λΒ11 λ62 λΒ12 λΒ5
λΒ8 λΒ7 λΒ4

17 λΒ2
Β4
Event 4: With one primary line (L1) interrupted and closed 34.5kV bus tie breaker; P4 = 0.000000344
# > ? 969 9
: ;
1 0.997985 0.137306 0.435214
2 0.001826 0.195120 0.611433
3 0.000188 0.146674 0.466972
4 0.000000344 0.204473 0.643165
Total 1.0 0.137413 0.435545
('

lOMoARcPSD|34235895
* ?
2 # : ' ;
Configuration λs (failures/yr) Us (hrs/yr)

Scheme 1 (Single breaker-single bus) 0.247152 0.828784
Scheme 2 (Single breaker-double bus)
- with normally opened 115kV tie bkr. 0.251866 0.849275
- with normally closed 115kV tie bkr. 0.176194 0.583923
Scheme 3 (Ring bus) 0.138034 0.436836
Scheme 4 (Breaker-and-a-half bus) 0.137413 0.435545
* = 6 9 '6 D6 D
6 9 '6 "D 6 &D
6 9 D6 D
6 E

lOMoARcPSD|34235895

Ee353 Notes No 1 Reliability Models and Methods

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EE353 Notes No. 1 - Reliability Models and Methods

Power System Reliability (Technological Institute of the Philippines)

Studocu is not sponsored or endorsed by any college or university

Prof. Rowaldo R. del Mundo

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Example: Probability of rolling a 2 with a perfect die

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• Empirical Definition (or Relative Frequency)

Example: In tossing a coin 100 times, head appears 55

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• Subjective Definition (or Man-in-the-Street)

P(improved performance) = 75/100 = 0.75

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SET THEORY CONCEPTS

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SET THEORY CONCEPTS

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SET THEORY CONCEPTS

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SET THEORY CONCEPTS

Example: The NEC SET company employs ten non-

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SET THEORY CONCEPTS

• The SET F, consisting of all factory workers (assemblers and

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SET THEORY CONCEPTS

The size of the Set of all professional employees (engineers

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SET THEORY CONCEPTS

)*+, , -../ 012. #304

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PROBABILITY AND SET THEORY

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• For Continuous Random Variable

f (x ) x "# $% &#" #'()

– Cumulative Probability Function

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• Descriptive Measures of Distribution

Example: The Expected Value of tossing two Dice

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• Descriptive Measures of Distribution

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• Descriptive Measures of Distribution

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• Descriptive Measures of Distribution

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• Statistic of Sample Population

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• Statistic of Sample Population

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• Statistic of Sample Population

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• Statistic of Sample Population

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Discrete Probability Distributions

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Discrete Probability Distributions

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