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Reliability CGG1, Weibull, Exponential, Log-Normal Distributions
Reliability CGG1, Weibull, Exponential, Log-Normal Distributions
Reliability CGG1, Weibull, Exponential, Log-Normal Distributions
Reliability
Software RELIAB_EN.exe Download from site www.spc-inspector.com/cgg
Exponential distribution figure 1.1 is the most commonly used distribution in reliability, and
is generally used to predict the probability of surviving at a (t) time.
MTBF = θ
The hazard function for the exponential distribution = λ, and is constant throughout the function.
Therefore, the exponential distribution should be used for reliability prediction during the rate of
constant failure or at random cause of failure or period of operation.
Some unique failures to the exponential distribution include:
2.- Of all the values 63.21% fall below the mean value, which translates into only a 36.79%
probability of surviving past the time period of one MTBF.
3.- The Reliability R(t) as the time t approaches zero, approaches to one as a limit.
Previously we saw, the reliability for a given (t) time during the constant failure rate period can be
calculated with the formula:
R(t) = e -λt
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Where: e = base of the natural logarithms which is 2.718281828...
λ = failure rate
t = time
Example: The equipment in a manufacturing plant has a failure rate of 0.0015/hr. (MTBF = 1500
hr.). What is the probability of operating for a period of 750 hr. without failure?
λ = 0.000666, t = 750
-λt
e = e – (0.000666)(750) = e – 0.5 = 0.6065
A 60.65% of probability of operating for a period of 750 hr. without failure exists when the MTBF
= 1500 hr (λ = 0.000666).
Note: MTBF and λ do not need to be a function of time in hours. The characteristic of “time” or
usage can be such units as cycles instead of hours. In this case, MCBF (Mean Cycles Between
Failures) could be the appropriate measure.
Using the software RELIAB_EN.exe you can get the following result:
Example: One cycle of the machine completes the assembly of 20 units. A study of this machine
predicted an MCBF of 14,000 cycles (λ = 0.00007143/cycle).
What is the probability of operating 15,000 cycles without failure?
or
A 34.25% probability exists that the machine will run 15,000 cycles without failure.
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An interesting note of prediction during the chance cause failure period is that the probability of
functioning for a given time period (t) is totally independent of previous operation. Therefore, as
long as operation remains in the chance cause failure mode, the probability of failure is the same
during the first 100 hr of operation or for the period of 10,000 hr to 10,100 hr.
Among the many reliability statistical applications, there are relatively few mathematical
relationships that provide a large part of reliability calculations. Some of these include: hazard
function, survival, series systems, parallel systems, perfect and imperfect switching for standby
redundancy, confidence intervals for MTBF, and others.
Although the concepts of reliability theory will not be explored completely, the following definition
of reliability will be used throughout:
Reliability: The probability that an item will perform its intended function for a specified interval
understated environmental conditions.
When making predictions using the exponential distribution, it is imperative that the failure rate in
this period be constant; failures are random in nature. This is also known as the chance cause or
useful life period. Other periods of failure are early 0r infant mortality and wearout.
Figure 1.4 Reliability bathtub curve showing the infant mortality period as the decreasing failure
rate (left), random constant cause failure period (middle), and wearout period as an increasing
failure rate (right).
Infant mortality failures are generally the result of manufacturing errors that are not caught
in inspection prior to burn-in or placing in service. Failures resulting from time/stress dependent
errors may occur in this period.
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Random Failures and wearout failures are generally a factor of design.
No distinct break off from infant mortality to random to wearout failure has been
established. Random failures can occur anywhere in the three periods, as can infant mortality
failures. A failure caused by a cold solder joint may occur well into the service life, but this is really
an infant mortality type failure. Wearout of mechanical parts also begins the moment the product is
put into service.
The probability distributions occurring most often during the infant mortality period are
Weibull, gamma, and decreasing exponential. Probability distributions of value in the constant
failure rate period are exponential and Weibull. During the wearout period, the curves generally
follow the normal or Weibull distributions.
Figure 1.5 is the same as shown in Figure 1.4, except that the nonrandom failure period has
been designated as the constant failure rate period.
Figure 1.5 Reliability bathtub curve showing nonrandom failure period as the constant failure rate
period.
When working with continuous distributions that show positive skewness, calculations using
the Gaussian (normal) distribution prove inadequate. When this situation occurs, and all the values
are (or transformed to be) > 0, taking the natural logs of the values may result in a normal
distribution.
Where:
μestimated = mean of the natural logs of individuals.
S2 = Variance of natural logs of individuals.
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Example: Twenty five measurements are taken of time to failure of a component in hours. The
natural logarithms are found to be normally distributed with an estimated mean
μestimated = 3.5 and a y variance (S2) = 1.30 (remember that μestimated and s2 are for
natural log values). Find the untransformed mean and variance in hours.
= [6634.24][2.6669] = 17692.85
= 17692.85
Z = 0.9693. Using the normal Z tables a value of 0.1662 ó 16.62% will exceed 100 hr.
One of the most versatile for use in reliability applications is the Weibull distribution. With
its many changing shapes the Weibull can be made to fit many distributions. Among these Gaussian
(normal) and exponential distributions, the calculations for the scale and shape parameters which
will be described later are extremely tedious along with be complex. These values of the shape and
scale parameters generally estimated using Weibull probability paper to made a graphical
application.
In using the Weibull distribution several parameters will be used, which are defined as
follows:
Γ(x) = gamma function of a variable (x). Values of Γ(x) are listed in the gamma
function tables along with the equation for calculating the values of Γ(x) for large values of x.
Example: A unit was tested and the following were the results of the test: η = 25,000 y β = 2.0.
Calculate the Weibull mean, standard deviation, and P(s) for 10,000 hr.
∧
Weibull mean estimate μw = 25,000 {Γ (1 + 1/2.0) = 22,155.68
∧
Weibull standard deviation estimate σω =
∧ ____________________
σw = 20,000√ Γ(1+2/2.0) - Γ 2 (1+1/2.0) = 11581.28
2.0
P(s) = e –(10,000/25,000) = e−0.16 = 0.852143
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Figure 1.7 Statistical calculation found with RELIAB_EN.exe.
β
Probability Density Function f(t) = (β/t) (t/θ)β e –(t / θ)
This formula or equations can be used once the parameters value are known to obtain the
Reliability predictions, percentiles and failure rate.
There are procedures to estimate the Weibull parameters from data using the maximum
likelihood estimation method [MLE]
The shape parameter or slope (β) is the main influence over the distribution shape. When θ =
1, the data fit a Weibull distribution with a shape parameter of 3.44, the distribution has a Gaussian
distribution. A shape parameter of 1.0 is an Exponential distribution, while if β = 2.0 this is a
Raleigh distribution.
When using a Weibull Probability Paper, the failure times are plotted in ascending order
over the the Weibull Probability Paper using a median ranks table matched with the proper sample
size or you can use the formula developed by (Kapur & Lamberson).
The best fitting line is drawn through the plotted points, and a parallel line to the best fitting
line is transferred and drawn to determine the shape parameter (β). The percentage of units that is
expected to survive at a given time it is established along to the vertical axis corresponding to the
best fitting line. The horizontal axis is to establish the time or number of cycles to fail.
Example: When you ran a life test of a mechanical system, with a sample of 10 units
The obtained results were collected in hours per failure for each unit, they were not replaced or
repaired. Numbers are as follows: 2200, 2400, 3125, 3300, 3400, 3500, 3550, 3650, 4000, 6000.
hours.
Step 1.- Data were ordered in ascendant manner by column for the 10 units.
1.- 2200
2.- 2400
3.- 3125
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4.- 3300
5.- 3400
6.- 3500
7.- 3550
8.- 3650
9.- 4000
10.- 6000
Step 2.- Now we are to use Median Ranks. Data are paired with data shown previously for n = 10.
If you do not have a median rank table that you can use then you can calculate the median
ranks with a formula developed by authors Kapur & Lamberson, 1977, then those values are going
to be paired with column t of failure
Where:
j = Failure order
n = Sample size
Example: if the failure j = 5, n = 10 when you substitute those values en la formula ( i ) you
obtain: F(t) = (5 – 0.3) / (10 + 0.4) = 4.7 / 10.4 = 45.19 and so forth every calculation for each
order of failure.
Where:
j = Failure order
n = Sample size
One more formula from Dovich 1990 also has a good approach.
Where:
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j = Failure order
n = Sample size
= [3 + .9330(3)] / 9
= (3 + 2.799) / 9
= 5.799 / 9
= 64.43
Step 3.-. Using Weibull Probability Paper. Exist different types of forms of Weibull Probability
Paper with horizontal or vertical shape.
Step 4.- Once you select the form and shape of the Weibull Probability Paper, horizontal axis has
three logarithmic cycles horizontal then you attach and scale the data.
Step 5.- Now you register pairs of values one at a time over the Weibull Probability Paper, plotting
each point where correspond hours and percentages.
Step 6.- Always you should find the best fitting line, the drawing of an straight line helped with a
transparent rule made of plastic is recommended with preference of the tendency of the majority of
points.
Step 7.- You need to transport in parallel with the same tilt, and slope as the line already drawn.
The origin where start such line is located over the vertical axis left side, near the top, prolonged
until cuts the graduated arc. (in this case, the value that you get is 4.1 which indicates a shape of
almost a normal distribution skewed a little bit to the right).
Step 8.- Then, now you should prolong the best fitting line until you cut the horizontal axis at the
top and at the bottom. In this last case the cut is around 550 hours which corresponds with the
minimum life of the product this means that 100% of population at least survive a minimum of 550
hours. (Really 550 hours is reached by 99.97% of the product or just 0.03% can not get 550 Hours,
according to the design of the Weibull Probability Paper).
Step 9.- This straight line give us an instantaneously relation of % of failure and hours.
Example: What percentage of product will fail at 2400 hours of life? The procedure to know
that is as follows: You can go vertically starting in an horizontal value of 2400 until you get the
slopped line plotted previously, then you go horizontally to the left until you find the vertical axis of
percentages where you read the searched value. (In this case approximately 14%).
Step 10.- In this particular case the estimator is called the characteristic life.
(1 – 1/e) for this case too 3750 or 3800 hours is the value of the life μ.
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Weibull
Slope
Weibull Probability
Paper
10
Weibull
Slope
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Figure 1.9 Time of failure for the sample of 10 (Condition)
C).- Compute the natural logarithm of the time to fail for each observation.
D).- Compute the Natural Logarithm of the Natural Logarithm of the inverse of 1 – the median rank
for each uncensored observation.
As an example for the first two median ranks calculated:
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E).- Plot the Ln (t – δ) on the x Axis and Ln [Ln(1/(1 – (t – δ))] on the y axis. An alternative to
plotting Ln (t – δ) on the x – axis and Ln [Ln(1/(1 – (t – δ))] on the y – axis is to use Weibull
Probability Paper and plot (t – δ) versus F(t – δ). As we do some pages before instead of a computer
program as RELIAB_EN.exe
F).- Fit a straight line to the data points. This can be done visually, or a least square regression may
be used. The data Table 1.4 is plotted in figure 1.11. The slope of this line, which is equal to β, is
3.774. This is not the case but if the data in the probability plot appears to fall on a downward or
upward curve, δ may not be equal to zero. The time to fail must be transformed by subtraction of an
estimate of δ. A discussion of how to handle a nonzero parameter is made using RELIAB_EN.exe.
Figure 1.11 Best fitting line and calculation of Delta = 0, Beta = 3.774, Teta = 3896, and R2 =0.859
Probability plots are commonly used as goodness of fit tests. A straight line of the plotted
points indicates the chosen density function is acceptable.
G).- The scale parameter of the Weibull distribution, θ, can be calculated using the expression
θ = exp(– yo /β)
where:
yo = the y intercept
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The y-intercept, yo may be found by extrapolating the line in figures 1.8 and 1.11. The y-
intercept for the data in table 1.4, is –31.2023. Thus, the scale parameter is
1.4.3.- Applications
The shape parameter β and probability density function take different shapes as is shown in
figure 1.12. Weibull Distribution can be used in a wide variety of applications, depending on values
of β, when β has other values the shape can be approach to other distributions par example:
Due to this flexibility, there are, very few failure rates observed that can not be exactly
modeled by the Weibull Distribution, some examples are:
c).- Failure time of items that suffers wearout, as the auto tires.
d).- Systems fail when the less resistant component fails (Weibull Distribution represents a
distribution of extreme value).
Bibliography
1.- Reliability Toolkit: Commercial Practices Edition, Rome Laboratory RAC (Reliability Analysis
Center 1988, 1993 revision
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2.- Kapur K.C., Lamberson L.R. Reliability in Engineering Design. New York, NY: John Wiley
and Sons, inc., 1974.
3.- Ireson W.G. (Editor). Reliability Handbook. New York, NY: McGraw-Hill, Inc. 1966.
4.- Dodson Bryan Weibull Analysis ASQC Quality Press Milwaukee, Wisconsin. 1994.
5.- Lewis, E. E. Introduction to Reliability Engineering, New York: John Wiley, 1987.
6.- Dhillon, B.S. Reliability Engineering in Systems Design and Operation, Princeton, N.J. Van
Nostrand Reinhold, 1983.
7.- González G. Carlos RELIAB_EN.exe Software, México City México, 2007
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