Components Reliability

L05 Components Reliability
Quantitative Risk Analysis L05

Fall 2013
Components Reliability
1
Performance Assessment
ability to realize continuously the intended function
(design intent).
is a random variable that can be estimated
probabilistically.
Performance
Efficiency
Effectiveness of
realizing intended
function
Comparison of
input vs output
Capability
Probability to
attain its function
under all conditions
Reliability varies
with time
Availability
Fraction of time
system is operational
Reliability
Maintenance
2
Reliability, Availability
Reliability: Given a system demand, reliability is the
ability to start and continue to operate when a unit is
online. Includes random failure.
Availability is the ability of a unit to respond to system
demand, so it includes reliability (random failure) and
offline intervals for maintenance or repair of the unit.
Returning the unit to service following failure or
maintenance, thereby increasing availability, can be
critically important to continued operation of the system.
3
System Reliability
Deterministic view of system:
Understand how and why a system fails. How to design and test a
system for high reliability.
Probabilistic view of system:
Predict system reliability and system failure: Calculate Pr of
system function at T= t and P(failure at T>t)
R(t) = 1 P(fail T t) = 1F(t) = P(fail T > t)
R(t) = P(T > t|c
1
, c
2
, )
Conditions affect component and system reliability
4
Time to Failure
Calendar time
Operational time
Number of kilometers driven
Number of cycles for a working item
Number of times a switch is operated
Number of rotations of a bearing

5
Time Variable
In many applications we will assume that the time to
failure T is a continuous random variable.
Discrete variables may be approximated by continuous
variables.
6
Probability Density Function
A probability density function (pdf), f(t), is a function of
probability in terms of a variable, often time,T.
The f(t) is the probability within dt or dP(t) = f(t)dt.
The f(t) = dP/dt or slope of probability with respect to
the variable t.
7
Probability Density Function
Using f(t) = dP/dt
Within t
1
and t
2
, the total (cumulative) probability is
Total P = 1
P(t
2
) P(t
1
) =
dP
du
du
t
1
t
2
}
= f (u)du
t
1
t
2
}
f (t) dt
0
}
= 1
8
Distribution Function for T
For a probability density function (pdf) f(t), the
cumulative distribution function (cdf) for T is
F(t) = cumulative probability of item failure within the
interval (0, t)
F(t) = P(T s t) = f(u) du, t > 0
0
t
}
9
Probability Density Function for T
The probability density function, f(t), for T is expressed
in terms of F(t) as
Therefore, when t is small,
f(t) =
d
dt
F(T) =
lim
At 0
F(t + At) F(t)
At
=
lim
At 0
P(t < T s t + At)
At
P(t < T s t + At) ~ f(t) At
at t = 0
Note that this is an unconditional probability,
which is independent of history.
slope
10
PDF, f(t), and CDF, F(t)
F(t): cumulative P, 0 to t
f(t): rate of P accumulation
11
F(t) and f(t) for T
P(t
1
< T t
2
) = F(t
2
) F(t
1
) =
the area under the pdf curve between t
1
and t
2.
F(t
2
) F(t
1
) = f (t)dt
t
1
t
2
}
= P(t
2
) P(t
1
)
12
Reliability Function, CDF
The reliability function (survivor function) is defined by
R(t) = probability the item will not fail in (0, t)
= probability the item will survive to T = t
= probability the item will fail for time T > t
R(t) = 1F(t) = P(T > t)
13
Compare R(t) with F(t)
14
Conditional Failure Rate Function, h(t)
The conditional probability that a non-repairable
(replaceable) component will fail in (t, t + t) given that
the component is functioning at time t is
< s + A
< s + A > =
>
P(t T t t)
P(t T t t |T t)
P(T t)
given
+ A
=
F(t t) F(t)
R(t)
15
Conditional Failure Rate Function, h(t)
The conditional pdf h(t) exhibits changes in the
conditional probability of failure of a component over its
lifetime. Therefore, it is sometimes referred to as the
hazard rate.
a conditional probability density function
16
for a component that is working at time t and is dependent on
history. For identical items, it is the relative proportion of total
items working at t but failing in t.
Comparison of h(t) and f(t)
P(t < T s t + At , T > t) ~ h(t) At
When t is small, conditional probability
The unconditional probability that a new component at t
= 0 will fail in (t, t + t) is
P(t < T s t + At) ~ f(t) At
Note that at t = 0, R(t=0) = 1, so h(t=0) = f(t=0).
independent of history
17
Probability Function Comparison
The failure rate probability density function h(t)
represents the life distribution of an item and the
sensitivity to failure following time t with reliability R(t).
, h(t) rises as R(t) drops
18
Failure Rate Relations
The explicit form of h(t) is needed
to calculate reliability, R(t), of a
component during operational
life.
19
Cumulative Failure Rate
The cumulative, conditional failure distribution or
cumulative hazard function H(t) is
For a given time interval (0, t), the average failure rate is
R(t) = e
h(x)dx
0
t
}
20
Cumulative Failure, Reliability
As shown, the reliability cdf is related to h(t):
If h(t) is constant = , R(t) is the exponential cdf:
F(t) is the cdf of failure, which is complementary to R(t):
R(t) = e
h(x)dx
0
t
}
R(t) = e
t
F(t) = 1 e
t
21
Cumulative Failure, Exponential
H(t), cdf of failure for constant h(t) = :
The exponential function has no memory:
So a used item that is working is just as good as a
new item! This approximation must be tested!
P(t s T s t + At | T > t) =
F(t + At) F(t)
R(t)
=
e
t
e
(t+At)
e
t
= 1 e
At
, assumes constant
H(t) = h(x)dx
0
t
}
= t
22
Life Distribution of a Component
Divide (0, t) into intervals of length t
n(i): number of items that fail in interval i
m(i): number of items working in start of i
h(t)t represents the fraction of total systems that fail in
interval i with length t
= probability that n(i) fail in i given m(i) are working at
start of i.
from the classical
definition of Pr, n/N
23
Bathtub Curve
h(t)
h(t)
test data to estimate h(t)
(t) (t)
24
Mean Time To Failure
Mean time to failure, (MTTF) illustrates the expected
time during which the item will perform its function
successfully Expected Life
For
0 0
( ) ( ) ( )

'
= = < > = =
} }
MTTF E T T t f t dt t R t dt
(by partial integration)
lim
t
t f (t) = 0
0
( )
= =
}
MTTF R t dt
25
R(t) Calculations
R(t), F(t), cumulative distribution functions, cdf:
< s + A
< s + A , > =
>
P(t T t t)
P(t T t t T t)
P(T t)
< s , > =
1 2
1 2
R(t ) R(t )
P(t T t T t)
R(t)
+ A
=
R(t) R(t t)
R(t)
+ A
=
F(t t) F(t)
R(t)
26
Conditional Reliability Distribution
An item new at t = 0 and still working at t. The
probability that it survives an added time x is the
conditional reliability (survivor) function, R(x|t)
R(x | t) = P(T > x + t | T > t) =
P(T > x + t)
P(T > t)
=
R(x + t)
R(t)
27
Reliability Function Relationships
F(t) f(t) R(t) h(t)
F(t) = f(u)du
0
t
}
1R(t) 1 exp h(u)du
0
t
}
|
\
|
.
f(t) =
d
dt
F(t)
d
dt
R(t) h(t) exp h(u) du
0
t
}
|
\
|
.
R(t) = 1F(t) f(u) du
t
}
exp h(u)du
0
t
}
|
\
|
.
h(t) =
dF(t) / dt
1F(t)
f(t)
f(u) du
t
}

d
dt
lnR(t)
28
Example 5.1
A device time to failure follows the exponential
distribution. If the device has survived up to time t,
determine its residual MTTF.
Given
exponential distribution
useful functions
conditional reliability
MTTF
( ) exp( ) = f u u
exp( ) exp( ) =
}
t dt t
( )
( | )
( )
t +
t =
R t
R t
R t
0
( )
= =
}
MTTF R t dt
29
Mean Residual Life (MRL)
Mean residual life (MRL) or
conditional time to failure = (t):
What is the remaining life in a component put into
operation at t = 0 and still working at time = t ?
The R(x|t) is the Pr that the item working at age t
survives an additional time x = t.
R(x | t) = P(T > t + x | T > t) =
P(T > t + x)
P(T > t)
=
R(t + x)
R(t)
30
Mean Residual Life (MRL)
The mean residual life (MRL) is
31
Example 5.1, solution
Mean residual life (MRL) for a component that follows
the exponential reliability model:
Note that if is constant, a used item is just as reliable as
a new item. The exponential R(t) has no memory.
independent of t
32
Other Measures of a Life Distribution
Median life: P(X x
m
) = R(t
m
) = 0.50
Item will fail before t
m
with a 0.5 probability and will
fail after t
m
with a 0.5 probability.
Mode: f(t
mode
) = max f(t); t
mode
is the most likely
failure time (with highest probability)
33
Other Measures of a Life Distribution
f(t
mode
) = max f(t)
f(t
m
) = 0.50
Compare this pdf, skewed to the right, with the Gaussian pdf.
34
Reliability, Methods
35
Reliability Assessment
Methods for components and systems based on
analytical models and empirical data.
Used to estimate reliability and failure rates, R(t), f(t),
h(t), H(t), which are used for:
Failure probabilities for reliability and risk metrics
Risk decisions and risk management
Economic decisions
36
Selection of Reliability Models
Model types:
Physical models representing detailed failure mechanisms:
most useful but often not available
Selection and fitting of standard engineering distributions
(parametric models)
Non-parametric method in which the model structure is
determined by the data
(not based in advance on a particular population distribution)
37
Test Data to Support
Reliability Models
Usefulness of periodic test data
Selection of component models for behavior
Reliability model parameter updating
Nonparametric method:
Estimation of reliability from evaluation of sample data
Parametric method:
Represent reliability using hypothesized models with
parameters obtained from the sample data with tests of
models and calculation of parameter confidence
intervals.
38
Graphical Nonparametric Procedures
A failure test to completion of n components yield time
to failure for each item: t
1
t
2
t
n
.
Failure data also can be grouped into equal time-to-
failure (TTF) increments, t
Based on the definition of reliability as the probability of
success estimated by the relative frequency of
occurrence, n/N, a nonparametric estimate of a reliability
cdf at a specific time is
39
R(t
i
) =
N
S
(t
i
)
N
=
units working at t
i
all units
=
n
N
Graphical Nonparametric Procedures
Nonparametric estimate of reliability cdf at specific time t
i
:
The failure pdf and the conditional probability of failure pdf are
estimated by:
40
R(t
i
) =
N
S
(t
i
)
N
N
S
(t
i
) = # of working units, success
N = # of all units
t
i
= upper endpoint of each t
f (t
i
) =
N
f
(t
i
)
NAt
N
f
(t
i
) = # failed units in (t
i
, t
i
+t)
h(t
i
) =
f (t
i
)
R(t
i
)
=
N
f
(t
i
)
N
S
(t
i
) At
N
S
(t
i
) = N
S
(t
i-1
) N
f
(t
i
)
Average conditional failure rate within the interval (t
i
, t
i
+t)
previous current
success fail
Time to Failure (TTF)
Data for a Component
Test data are observed during the three stages of a
component life: infant mortality, random failure (useful
life region), and wear out.
Given collected data, calculate the empirical failure rate
pdf, reliability cdf, and the conditional failure pdf.
41
Time, t, in hours
~ constant
~ decreasing
~ increasing
Time to Failure (TTF)
Data for a Component
TTF Data for an
Electronic
Component During 3
Stages
H/W
replicate the
calculations and
draw the histogram
submit excel file
42
TTF Parameter Data
TTF parameters or failure on demand distribution can be
based on:
Field data
Reliability tests within realistic conditions and credible upset
conditions that are be encountered in service
Test types:
with replacement of the failed items
without replacement of failed items
44
TTF Test Samples
Sample types for TTF (time-between failures) tests:
Complete samples in which all items fail during the
observation period and all failure times are known. Usually
not practical, especially for highly reliable items that would
require extremely long test periods
Time terminated, yielding Type I right-censored data (data
incomplete for failures at longer time): n items observed over a
preset time period.
(# failures = random variable)
Failure terminated, yielding Type II right-censored data (data
incomplete for longer time failures: observation of n items
terminated following a preset # of failures. (time of test =
random variable)
45
Type I Life Test (Time T Fixed)
With Replacement
With n non-repairable items observed with
replacement, and terminated after test time t
0
.
Accumulated item time T, total time of items on test
(failed and not failed) = T = nt
0
.
The exponential MLE (maximum likelihood estimate)
for is , where r failures (random variable) were
observed in total item time T = nt
0
. (T = unit time on
test; t
0
= observed test time.)
The MTTF = T/r
Number of observed units on test, n = n + r
46
= r T
= r T
replaced
Type I Life Test (Time T Fixed)
Without Replacement
With n nonrepairable items observed without
replacement, terminated after time t
0
during which r
failures (random variable) occurred.
Accumulated item time T, total time on test =
The exponential ML estimates for and MTTF are:
MTTF = T/r
Number of observed units, n = n (no replacements)
47
= r T
T = t
i
+ (n r )t
0
i =1
r
= r failed time + (n r ) survived time

Type II Life Test (r Failures Fixed)
With Replacement
With n nonrepairable items observed with replacement,
and terminated after time t
r
(random variable) when the
r
th
failure has occurred.
Accumulated item time T, total time on test (failed and
not failed) = T = nt
r
.
The exponential MLE (maximum likelihood estimate)
for is , where r failures were observed in total
unit time T = nt
r
.
The MTTF = T/r
Number of observed units, n = n + r 1 (last unit is not
replaced)
48
= r T
= r T
Type II Life Test (r Failures Fixed)
Without Replacement
With n nonrepairable items observed without
replacement, terminated after time t
r
(random variable)
during which r failures occurred.
Accumulated item time T, total time on test =
The exponential ML estimates for and MTTF are:
MTTF = T/r
Number of observed units, n = n (no replacement)
49
= r T
T = t
i
+ (n r )t
r
i =1
r
= r failed time + (n r ) survived time

Life Tests, Summary
Type I Life Test (t
0
fixed) with replacement: n = n + r
T = nt
0
; = r/T ; MTTF = T/r
Type I Life Test (t
0
fixed) without replacement: n = n
T = t
i
+ (n r)t
0
Type II Life Test (r fixed) with replacement: n = n + r 1
T = nt
r
Type II Life Test (r fixed) without replacement: n = n
T = t
i
+ (n r)t
r
50
Time Terminated
Failure Terminated
Example 5.2
51
Samplesize=12
Find: Type of Data and T, ?
52
Timeterminated,risarandomvariable
=51years,timeoftest=t
0
Samplesize=12
Observed r = 8 failures
T = t
i
i =1
r
+ (n r ) t
0
= 208 + 4(51) = 412yr
= r/T =8/412 =0.019/yr
Example 5.3
53
Samplesize=12
Find: Type of Data and T, ?
Model Reliability Data
Estimate H(t) and h(t) using an empirical reliability
(survivor) function, S(t), for i failures from sample of size n
Type I, time terminated: test interval is (0, t
0
), t
0
fixed, to
observe r failures (r is random variable).
Type II, failure terminated: test interval is (0, t
r
)
,
t
r
random
variable, with time as long as needed to observe r failures
If the data are complete without censoring, r = n
54
S(t ) =
1 0 s t < t
1
n i
n
t
i
s t < t
i +1
i = 1, 2,..., n 1
0 t
n
s t <
(n i) items working in t
i
-t
i
+1
Uses of Empirical Data
Estimating parameters of a reliability model.
R(t) = exp[H(t)]
Evaluate the conditional functions h(t) and H(t)
(conditional failure rate functions)
H(t) = ln[R(t)]; h(t) = dH(t)/dt
H(t) can be represented by ln[Sn(t)] from component
reliability data.
55
Empirical Estimate of TTF CDF
The empirical estimate, F
n
(t), of the TTF cdf (time to
failure cumulative distribution function), F(t), is the
complement of the empirical estimate of the Survivor
function or Reliability cdf, R(t).
The empirical estimate of the cumulative failure cdf,
F
n
(t), is therefore found from the empirical estimate,
S
n
(t), of the Reliability cdf:
F
n
(t) = 1 S
n
(t)
56
Example 5.4
failure times (years) for 19 identical units
26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 42,
43, 50, 56
Time to failure is a random variable, because the 19 units
exhibit random failure times even though all units were
produced from the same design and process
57
Ayyub,RAEE
T = t
i
= 686 yr
= r/T
= 19/686 = 0.028/yr
58
Ayyub,RAEE
1
0
S
n
(t)
Completedata:
All19unitsobserved
tofailure
Complete Data
S
n
(t) ~ a t
Based on test, = 0.028/yr
Question: Is a near linear
dependence of S
n
(t) on expected?
59
endoftest
Slide 18
Example 5.3 (contd)
60
Longest
TTF
observed
End of test
S
n
(t) ~ 1 t
Based on test, = 0.019/yr
Example 5.3 (contd)
61

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L05 Components Reliability

Quantitative Risk Analysis L05

= r failed time + (n r ) survived time

= r failed time + (n r ) survived time

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