EE353 Notes No. 1 - Reliability Models and Methods

EE 353 - Power System Reliability
Reliability Models and Methods
Prof. Rowaldo R. del Mundo

Department of Electrical and Electronics Engineering
University of the Philippines - Diliman
Probability and Statistics

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
n
P(A) =
N
Example: Probability of rolling a 2 with a perfect die

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

2

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
P(A) =
Limit n
N N
Example: In tossing a coin 100 times, head appears 55

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


3

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


4

SET THEORY CONCEPTS
SET
A finite or infinite collection of distinct objects or
elements with some common characteristics
Venn Diagram of a SET of Geometric Figures


5

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
Venn Diagram of the SUBSET Circles from the

SET of Geometric Figures

6

SET THEORY CONCEPTS
Identity SET
SET that contains all the elements under
consideration. Also called Reference SET and denoted
by letter I
Zero SET
SET with no element denoted by letter Z


7

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 nonprofessional
workers. Three of these are Assemblers (the Set A),
five are Machinists (the Set M), and two are Clerks
(the Set C)
A
M
C
m(A) = 3
m(M) = 5

m(C) = 2
m(I) = 10

8

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,
m(Q) = m(Z) = 0
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,
m(F) = m(A+M) = 3 + 5 = 8
m(A+B) = m(A) + m(B)

if AB = Z
9

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).
E
ES
The size of the Set of all professional employees (engineers

and supervisors) is 13
m(E+S) m(E) + m(S)
13 10 + 5

10

SET THEORY CONCEPTS
Note the Set ES is counted twice. Hence,
m(E+S) = m(E) + m(S) m(ES)
=
10
13
m(A+B) = m(A) + m(B) m(AB)
if AB Z
NOT MUTUALLY EXCLUSIVE


11

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:
P(A) =
m(A)
M(I)
The probability of the employee of NEC SET Company

being both Engineers and supervisor
P(ES) =
m(ES)
=
M(I)

2
23
12

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)
Discrete Random Variable - Countable and Finite
Continuous Random Variable - Measured and Infinite

13

Random Variable
Results of Tossing two dice
Sample
Point
Value of
R.V.
Sample
Point
Value of
R.V.
Sample
Point
Value of
R.V.
1,1
3,1
5,1
1,2
3,2
5,2
1,3
3,3
5,3
1,4
3,4
5,4
1,5
3,5
5,5
10
1,6
3,6
5,6
11
2,1
4,1
6,1
2,2
4,2
6,2
2,3
4,3
6,3
2,4
4,4
6,4
10
2,5
4,5
6,5
11
2,6
4,6
10
6,6
12


14

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

x i = 2 , 3, 4, 5, 6, 7
x i = 8, 9, 10, 11, 12
15

Cumulative Distribution
Cum. Probablity
F(xi)
<2
1/36
3/36
6/36
10/36
15/36
21/36
26/36
30/36
10
33/36
11
35/36
12
36/36 = 1.0
1
Cum. Probability
Value of R.V.
0.8
0.6
0.4
0.2

0
2
9 10 11 12
Random Variable y = x1 + x2
F (xi ) = p ( xi )
x xi

16

For Continuous Random Variable
Probability Density Function
f (x )
x random variable
Cumulative Probability Function
F (x ) =
f ( x )dx


17
Descriptive Measures of Distribution
A.
Central Values of Distribution

The Expected Value or MEAN (Location Parameter, )
+
E (x) =
E (x) =
xf ( x ) dx
xf ( x )
if x is continuous
if x is discrete
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

18
A. Central Values of Distribution

The MEDIAN (Mid-point of the Distribution)

The point z such that
f ( x ) dx = 0.5
for continuous pdf
f ( x ) = 0 .5
for discrete distributi on
The MODE
The value that has the highest probability


19
A. Central Values of Distribution


20
B. Other Descriptive Measures

VARIANCE AND STANDARD DEVIATION
- Measure of Dispersion (Scale Parameter,
SKEWNESS
- Measure of symmetry
KURTOSIS
- Measure of peakedness

21
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
X
X =
i =1


22
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
If n is odd
~ X n / 2 + X n / 2 +1
X =
2
If n is even


23
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 X X i
i =1
S 2 = i =1
n ( n 1)
n
2
i


24

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
2
3
4
5
6
7
8
9
10
-0.10
-0.01
0.00
+0.02
-0.15
-0.06
0.00
-0.08
-0.03
+0.10
Determine the Mean, Median,

Mode and Variance of
Capacitance Change


25

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 x nx
n!
f ( x ) = p q
=
p xq n x
x ! ( n x )!
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.

26



27

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
f(0) =
1
5 MW
f(1) =
2
10 MW
f(2) =
3
15 MW
n=3
p = 0.97
f(3) =


28

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
f (x) =
x!
f ( x) The probability of exactly x

events in a specified interval
- 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.

29



30

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?
= (0.5 faults /( yr x 100 km))(10 km)(40 yrs) = 2.0

f(0) =
f(1) =
f(2) =

31

Continuous Probability Distributions
Normal (Gaussian) Distribution
2
1 x

2
1
f (x) =
e
2
Where,

location parameter
shape parameter

32

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


33

Areas Under the Normal Curve

(See Separate Table)


34

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?
= 1000
x = 700
x
z=
=
= 200


35

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


36

Exponential Distribution
The Exponential Probability Density Function is given by
f ( x) = e
f (x)
x
F ( x) = e
dy
= 1 e x
F (x)
x

37

Weibull Distribution
The Probability Density Function is given by
f ( x) =
1 x
f (x)
Where, scale parameter
shape parameter
location parameter
x

38

Log-Normal Distribution
The Log-normal distribution is the model for a random
variable whose logarithm follows the normal
distribution
y = ln x
g ( y) =
1
e
2
1 y 2

1
f ( x) =
e
2
1 ln x 2



39

Log-Normal Distribution


40

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)
f ( x) =
=0
e
2
slope
x 2
2 2
x 0, > 0
elsewhere
x


41
Reliability Definition
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.


42
Reliability Definition
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)

43
The Reliability Function

The probability that a component will fail by the time t
can be defined by
P(T t ) = F (t )
t0
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 )
t0
44
If the time to failure random variable t has a density

function f(t), then
t
F (t ) = f ( )dt
0
R (t ) = 1 f ( )d
0
or
R(t ) = f ( )d
t


45
For an exponential density function, f (t ) = e ,

the reliability function is
t
R (t ) = 1 e d
0
= 1+ e
t
0
= 1+ e
R(t ) = e
f (t )
F (t ) = 1 e t
f (t ) = e t
R(t ) = e t

time

46
Hazard Function (Failure Rate)

Thepropones to failure of a system or an equipment as a
function of the operating time since last failure is the
probability of failure at time t assuming survival to t is called
the hazard function, h(t)
h(t ) =
f (t )
1 F (t )
If f(t)dt approximates the probability that failure will occur

between t and t+dt, h(t)dt is approximately the conditional
probability that a unit which has survived t hours without
failure will fail in the next dt hours
Example: f (t ) = t
F (t ) = 1 t
t
h(t ) = t =


47
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!
n
N n
[R(t )] [1 R(t )]
P[N (t ) = n] =
n! ( N n )!
n = 0 , 1, 2 , ...., N

48
The expected value of N(t) is n(t) = NR(t). Then

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

49

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 )

50

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 ( )d
where, is a dummy variable
1
N
1 dn(t )
=
Since
and f (t ) =
, then
N dt
R(t ) n(t )
d
1 dn(t ) N
= ln n(t )
h(t ) =
dt
N dt n(t )
t
d ln n(t ) = h(t )dt and ln n(t ) = h( )d + C

0
t
c 0 h ( )d
n(t ) = e e

51
Inserting the initial conditions,
n(0 ) = N = e c
t
n(t ) = Ne 0
hd
n(t ) 0h ( )d
=e
N
t
Therefore, R (t ) = e 0
f (t )
Also, h(t ) =
t
1 f ( )d
0
Therefore,
h ( )d
f (t )
f (t ) = h(t )e
0 h ( )d
t
t
0 h
( )d


52
Thus, f(t), R(t) and h(t) are all related and one implies
the other two. For example
f (t ) = e t
F (t ) = 1 e
R(t ) = e t
h(t ) =
e
e
)=
In many cases, it is more informative to study the

hazard function than the density function.

53
Data Density& Hazard Functions

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
[
n(ti ) n(ti + ti )] N
(t ) =
ti
for
ti < t ti + ti
where n(t) is the number of survivor at any time t.


54
Data Density & Hazard Functions
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
[
n(ti ) n(ti + ti )] n(ti )
(t ) =
ti
for ti < t 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.

55
Failure Data
Item No.
Time To Failure (hrs.)
20
34
46
63
86
111
141
186
10
266


56
Failure Density Function & Hazard Function

Time
ti
08
8 20
12
20 34
14
34 46
12
46 63
17
63 86
23
86 111
25
111 141
30
141 186
45
186 266
80
f(t)
1 10
= 0.0125
8
1 10
= 0.0084
12
1 10
= 0.0074
14
1 10
= 0.0084
12
1 10
= 0.0125
8
1 10
= 0.0059
17
1 10
= 0.0044
23
1 10
= 0.0033
30
1 10
= 0.0022
45
1 10
= 0.0013
80

h(t)
1 10
= 0.0125
8
19
= 0.093
12
18
= 0.0096
14
17
= 0.0119
12
16
= 0.0098
8
15
= 0.0087
17
14
= 0.0100
23
13
= 0.0111
30
12
= 0.0111
45
11
= 0.0125
80
57
f(t) fractional failures/hr.x10-2
f(t) fractional failures/hr.x10-2
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0
100
200
300
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0
Operating time, hr.
Failure Density Function

100
200
300
Operating time, hr.
Hazard Function

58
Mean-Time-To-Failure
(MTTF)
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
MTTF =
tdR (t )
dt = tdR (t )
0
dt


59
integrating by parts,
u = t
dv = dR (t )
du = dt
v = R(t )
MTTF = tR(t ) 0 + R(t )dt

0
MTTF = R(t )dt
if we have a life test information on a population of n

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


60
Constant hazard rate
MTTF = e dt =
t
=
0
Linearly increasing hazard
MTTF = e
1 2
Kt
2
dt =
(1 2 )
2 K 2
2K
Weibull distribution
MTTF = e
0
1
m+1
Kt
m +1
dt =
[1 (m + 1)]
1 ( m +1 )
(m + 1)[K (m + 1)]


61
Hazard Function and

Reliability Models
Constant Hazard Model
h(t ) =
t
h( )d = d = t
f (t ) = e t
F (t ) = 1 e
R(t ) = e t

62
Hazard Function &

Reliability Models
Constant Hazard Model
f (t )
h(t )
e
t
t =1
b. Exponential failure
density function
a. Constant Hazard
F (t )
R(t )
1
11 e
t =1
c. Rising exponential
distribution function
1e
t =1
d. Decaying exponential
reliability function


63
Hazard Function &

Reliability Models
Linearly Increasing Hazard
h(t ) = Kt
t 0
1 2
0 h( )d = 0 K d = 2 Kt
t
f (t ) = Kte
R(t ) = e
1
Kt 2
2
1
Kt 2
2


64
Hazard Function &

Reliability Models
Linearly Increasing Hazard

h(t )
f (t )
slope K
K
K e
Kt
t
1K
b. Rayleigh density
function
a. Linearly increasing
hazard
R (t )
1
F (t )
1
Initial slope = 0
e1 2
1 e1 2
1 K
c. Rayleigh distribution
function
1 K
d. Rayleigh reliability
function
65
Hazard Function &

Reliability Models
Linearly Decreasing Hazard

h (t )
K0
h(t ) =
K0 K1
t
t0
0 (K 0 K 1 )d
t
h( )d =
0
K 0 K1
K 0 K1
K 0 K 1t
0 < t K0 K1
0
K (t t0 )
K0 K1 < t t0
t0 < t +
= K0t
1
K 1t 2
2
1 K 02
(K 0 K 1 )d + K0 dK =
0
1
2 K1
t
(K 0 K 1 )d + K0 dK + t K ( t0 )d
0

1
2
K (t t0 )
2

66
Hazard Function &

Reliability Models
Linearly Decreasing Hazard
(K0 K1t )e
f (t ) =
0 < t K0 K1
0
K (t t0 )e
R (t ) =
K 0 t K 1t 2
2
e
0
1 K 02
2 K1
2
1
K ( t t0 )
2
K 0 K 1 < t t0
t0 < t +
K 0 t K 1t 2
2
0 < t K0 K1
K 02
1
2 K1
2
1
K (t t 0 )
2

K 0 K 1 < t t0
t0 < t +

67
Hazard Function &

Reliability Models
Exponential Hazard Model
h(t ) = Ket
h( )d = Ke d =
0
f (t ) = Ket e
R(t ) = e
(
e
(
e 1 )
(
e 1 )


68
Hazard Function &

Reliability Models
Exponential Hazard Model

R (t )
h(t ) K
1 .0
e
e = 2.7
initial slope = 1
initial slope = 1
Normalized time
=1
( K )(et 1 )
= t
a. Hazard function

=1
b. Reliability function

69
Hazard Function &

Reliability Models
The Weibull Model
h(t ) = Kt
m > 1
1
m +1
0 h( )d = 0 Kt d = m + 1 Kt
t
f (t ) = Kt m e
R(t ) = e
1
Kt m+1
m +1
1
Kt m+1
m +1


70
Hazard Function &

Reliability Models
The Weibull Model

f (t ) [(m + 1)]
K
K
h(t ) K
m=3
m=2
5
4
3
2
1
m=1
m = 0 .5
m=0
m = 0 .5
m (m +1 )
5
4
3
2
1
m = 0 .5
a. Hazard function

m=0
m = 0 .5
m=1
m=2
m=3
b. Density function

71
Hazard Function &

Reliability Models
The Weibull Model

R (t )
F (t )
m=3
5
4
3
2
1
m=2 m=1
m = 0 .5
m=0
m = 0 .5
5
4
3
2
1
K 1 ( m + 1 )
=
t
m
+
1
c. Distribution function

m = 0 .5
m=0
m = 0 .5
m=1
m=2
m=3
K 1 ( m + 1 )
=
t
m
+
1
d. Reliability function

72
Hazard Function &

Reliability Models
The Bathtub Curve
a. Hazard Function
b. Failure Density Function


73
Hazard Function &

Reliability Models
Piecewise-Linear Models
a1 b1t
h(t )
h(t ) = a2 b2 (t t1 )
a3 b3 (t t 2 )
a4
a1
slope b3
0 < t t1
t1 < t t2
t2 < t +
slope b1
slope b2
a2
0 Re gion 1 t1
Re gion 2
slopes:
a3
t 2 Re gion 3 t3
Piecewise-linear failure-rate model

a1 a2
b1 =
t1 0
a 2 a3
b2 =
t 2 t1
a a3
b3 = 4
t3 t 2

74
Hazard Function &

Reliability Models
Piecewise-Linear Models
R(t ) =
e
e
a1t b1t 2
2
0 < t t1
a1t1 b1t12
2
b2 (t t1 )
t1 < t t 2
1
1
a1t1 b1t12
a3 (t t 2 )+ b3 (t t 2 )2
2
2
a 2 (t t1 )

t 2 < t +

75
Hazard Function &

Reliability Models
Hazard Model for Different System
a. Mechanical
b. Electrical

c. Software

76

RELIABILITY ASSESSMENT
of MERALCO Distribution Transformers*
Distribution Transformer Failures
1997: 996 DT Failures
Average of three (3) DT Failures/day
Lost Revenue during Downtime
Additional Equipment Replacement Cost
Lost of Customer Confidence
Identify the Failure Mode of DTs
Develop strategies to reduce DT failures
* R. R. del Mundo, et. al. (1999)

77

METHODOLOGY: Reliability Engineering
(Weibull Analysis of Failure Data)
Gather Equipment History (Failure Data)
Classify DTs (Brand, Condition, KVA, Voltage)
Develop Reliability Model
Determine Failure Mode
Recommend Solutions to Improve Reliability


78

Parametric Model
Shape Factor
Characteristic Life
Shape Factor
<1
=1
>1
Hazard Function
Decreasing
Constant
Increasing

Failure Mode
Failure Mode
Early
Random
Wear-out
79

MERALCO DTs (19891997)
Brand
New
Recond
Rewind
Convert
Total
29,960
835
1,333
2,048
34,712
5,986
118
135
269
6,586
6,358
49
31
21
6,561
2,037
116
90
G
H
TOTAL
2,344
192
168
79
69
1,118
1,588
2,338
44,341
51,129
Note: Total Include Acquired DTs


80

Reliability Analysis: All DTs
Interval
200
400
600
800
1000
1200
1400
1600
1800
2000
2200
2400
2600
2800
3000
Failures
1444
797
638
508
475
363
295
224
159
89
98
51
19
2
0
Survivors
57095
48852
39997
32802
27515
22129
18200
14690
11865
9010
6473
4479
2254
821
127

Hazard
0.0269
0.0178
0.0174
0.0167
0.0189
0.0178
0.0178
0.0167
0.0151
0.0114
0.0177
0.015
0.0122
0.0042
0
81

Reliability Analysis: All DTs
0.03
Hazard
0.025
Weibull Shape = 0.84
0.02
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

82

Reliability Analysis: By Manufacturer
BRAND
A
B
C
D
E
F
G
H
Size
34712
6586
6561
2344
192
168
79
69

Shape
0.84
0.81
0.86
0.76
0.85
0.86
0.76
0.98
Failure Mode
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure

83

Reliability Analysis:
By Manufacturer & Condition
BRAND
A
B
C
D
New
1.11
0.81
0.81
0.67
Reconditioned Rewinded
1.23
1.12
1.29
1.27
1.13
0.77
1.11
1.49

Converted
1.4
1.23
0.94
-

84

Reliability Analysis: By Voltage Rating
PRI
20
20
20
20
13.2
13.2
7.62
7.62
4.8
3.6
2.4
SEC
7.62
120/240
139/277
DUAL
120/240
240/480
120/240
DUAL
120/240
120/240
120/240
All DTs
0.75
0.79
1.14
0.72
0.88
0.91
0.99
0.77
0.87
0.78
1.15

New DTs
0.94
1.1
1.03
1.54
1.46
1.61
1.17
85

Reliability Analysis: By KVA Rating (New DTs)
KVA
10
15
25
37.5
50
75
100
167
250
333
Shape
1.3
1.25
0.92
0.83
0.73
1.05
1.04
1.16
1.11
1.46

Failure Mode
Wear-out
Wear-out
Early
Early
Early
Random
Random
Random
Random
Wear-out
86

MERALCO Distribution Transformer
Reliability Analysis: Recommendations
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

87

of MERALCO Power Circuit Breakers*
Number of Feeder Power Circuit Breakers
VOLTAGE
OCB
VCB
GCB
34.5 KV
13.8 KV
6.24 KV
4.8 KV
TOTAL
149
7
160
28
26
2
216
41
2
156
43
MOCB
ACB
36
3
12
122
11
145
39
* R. R. del Mundo (UP) & J. Melendrez (Meralco), 2001


88

of MERALCO Power Circuit Breakers
Annual Failures of 34.5 kV OCBs
1997
Causes of
Failure
1998
1999
2000
Installed
Failed
Installed
Failed
Installed
Failed
Installed
Failed
Average
Failures
(Units/yr)
Contact
Wear
158
155
149
145
1.15
Bushing
Failure
158
155
149
145
1.317
155
0.645
Mechanism
Failure
3 Circuit Breakers failing per year!

Preventive Maintenance Policy: Time-based (Periodic)

89
Reliability Assessment of
MERALCO Power Circuit Breakers
HAZARD FUNCTION CURVE FOR 34.5 KV GCBs
HAZARD FUNCTION CURVE FOR 34.5 KV OCBs
0.3
0.2
0.1
H a z a rd R a t e
H a z a r d R a te
H a z a r d R a te
0.4
0.2
0.4
0.15
0.1
0.05
0
3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
Time Interval (months)
9 12 15 18 24 30 36 42 48 54 60
6.24 kV MOCBs
54 60
3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
13.8 kV MOCBs
HAZARD FUNCTION CURVE FOR ALL PCBs CONSIDERED
0.2
0.15
0.1
0.05
0
H a z a rd R a te
H a z a r d R a te
36 42 48
0.1
HAZARD FUNCTION CURVE FOR 6.24 KV ACBs
0.4
0.1
0
18 24 30
0.2
34.5 kV GCBs
HAZARD FUNCTION CURVE FOR 6.24 KV MOCBs
0.3
0.2
12
0.3
34.5 kV OCBS OCBs
H a z a rd R a te
HAZARD FUNCTION CURVE FOR 13.8 KV MOCBs
12 18 24 30 36 42 48 54 60
0.4
0.3
0.2
0.1
0
3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
6.24 kV ACBs
All PCBs
TIME-BASED HAZARD FUNCTION


90
Reliability Assessment of
MERALCO Power Circuit Breakers
H a z a r d R a te
0.05
0.04
0.03
0.02
0.01
0
10
15
20
25
30
50
0.1
0
6.24 kV MOCBs
100
125
0.01
150
25
50
20
0.1
0
15
Tripping Interval
6.24 kV ACBs
125
150
0.2
10
100
13.8 kV MOCBs
0.3
75
Tripping Interval
H a z a rd R a t e
H a z a rd R a te
0.2
Tripping Interval
75
HAZARD FUNCTION CURVE FOR 6.24 KV

MOCBs
0.3
15
0.02
34.5 kV GCBs
HAZARD FUNCTION CURVE FOR 6.24 KV

MOCBs
10
0.03
Tripping Interval
34.5 kV OCBS OCBs
0.04
0
25
35
Tripping Interval
H a z a r d R a te
0.05
0.25
0.2
0.15
0.1
0.05
0
H a z a r d R a te
H a z a rd R a te
20
0.25
0.2
0.15
0.1
0.05
0
5
10
15
20
25
30
35
Tripping Interval
All PCBs
TRIPPING OPERATIONS-BASED HAZARD FUNCTION


91

of MERALCO Power Circuit Breakers
Schedule of Servicing for 41XV4
Hazard Rate
0.08
0.06
0.04
0.02
0
0
10
20
30
40
50
60
70
Number of Tripping Operations
Reliability-Based
Preventive Maintenance Schedule

92
Availability
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
UP
DOWN
m1
r1
mn
m3
m2
r2
r3
rn
Time
Two State Model


93
Availability
Alternatively, the two states can be visualized using

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


94
Availability
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)


95
Availability
The average value of A(t) over the interval of interest

is interval availability, and is defined by
A = lim A(t )
t
1
A(t0 ) =
t0
t0
A(t )dt
0
Pr ob
A(t0 )
A
t0
A(t0 )
Availability

time
96
Availability
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

97
Availability
Time Division
Use is not
required
Use is required
Operable
Inoperable
Non-Operating Time
Adm.
Time TA
Logistic
Time TL
Active Repair
Time TAR
Down time
= TD
Free time
= TF
Storage time
= TS
Operating Time = T0
Calendar Time

98
Availability
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.


99
Availability
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.


100
Availability
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.


101
Availability
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


102
Availability
Achieved Availability
Ai (t ) =
total operating time + total corrective and
preventive ma int ence time
Use Availability
A0 (t ) =
total operating time + total storage time

total operating time + total storage time + total corrective
ma int enance downtime


103
Availability
Availability of System with exponential failure and
maintenance Distribution
For an exponential failure distribution, hazard rate h(t) =
and the mean-time-to-failure is
MTTF = e dt =
0
= mean uptime (m)
Also, if maintenance distribution is exponential, repair

rate r(t) = and the mean-time-to-failure is
1
t
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


104
Availability
The availability, defined as the probability that the

system is operable (in UP state) at time t is
e ( + )t
A(t ) =
+
+
+
At steady-state, t
m
A=
=
+
m+r
m
f
=
=
T


105
Availability
The unavailability, defined as the probability that the

system is inoperable (in DOWN state) at time t is
( + )t
U (t ) =
+
+
At steady-state,
r
U=
=
+
m+r
r
f
=
=
T


106
Discrete Markov Chains

1/2
1/2
3/4
1/4
two-state system


107
Number of time intervals

[ 1 ][ 2 ][ 3 ][ 4 ]
1
1/2
1/2
3/4
2
3/4
1/4
2
3/4
2
1/4 1/2
2
27/128 9/128 3/64
27
1/2
1/2
1/4
2
1/2
2
3/4
3/64
3/64
1/64
1/4 1/2
2
1/4
2
1/2
3/4
1/32 1/32
3/4
1/2
1/2
1/2
1
1/4 1/2
1
2
1/2
3/4
9/64 3/64
3/64 1/32
18
1
1/4 1/2
1
3/32 1/32
12
Tree diagram of the two state system

1/2
1/2
1
1/16 1/16
8
128

108

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


109

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
Probability
0.8
State 2
0.6
0.4
State 1
0.2
Number of time intervals
System transient behavior


110

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.


111

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
from 1 P11
state 2 P 21
3 P 31
P = . .
. .
. .
n Pn1
...
P12 P13 ... P1n

P 22 P 23 ... .
P 32 P 33 ... .
.
.
.
.
.
.
.
.
.
.
.
Pnn


112

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 twostate 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
5/8
3/8
P2 =
5 / 16 11 / 16

113

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
P (0) = [1 / 2 1 / 2]


114

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


115

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

116

Limiting state probability evaluation
if represents the limiting probability vector and P is the stochastic
transitional probability matrix, then
P =
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
P 2 ]P = [P1 P 2 ]
1 / 2 1 / 2
P 2 ]
= [P1 P 2 ]
1 / 4 3 / 4
or
[P


117

from which
1
2
P1 + 14 P 2 = P1
1
2
P1 + 34 P 2 = P 2
1
2
P1 + 14 P 2 = 0
1
2
P1 34 P 2 = 0
rearranging gives
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

118
as the two independent equations, they can be expressed in matrix form as
1 / 2 1 / 4 P1 0
=
1
1 P 2 1
The equation can be solved using Cramers rule to give
P1 =
(1 0) (1 / 4 1) 1 / 4
=
= 0.333
1/ 2 1/ 4
3/ 4
1
P2 =
(1 / 2 1) (1 0) 1 / 2
= 0.667
=
3/ 4
3/ 4


119

Absorbing states
.Mathematically this is because
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
+ ... + Q n 1 ] = I Q n
The equation can easily be verified by multiplying out the left hand side

120

n
lim
Q
=0
n
therefore, as n
I Qn I
[I Q][I + Q + Q
+ ... + Q n 1 ] = I
or
I + Q + Q 2 + ... + Q n 1 = [I Q] I
1
[I
Q]
N = [I Q ]


121

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
1/4
1/3
1/2
3
1/3


122

(a) The stochastic transitional probability matrix for this system is
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
[P
P2
3 / 4 1 / 4 0
P 3] 0 1 / 2 1 / 2 = [P1 P 2 P 3]
1 / 3 1 / 3 1 / 3


123

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
0
1 / 3 P1 0
1 / 4
1 / 4 1 / 2 1 / 3 P 2 = 0

1
1 P 3 1
1


124

Using Cramers Rule
1/ 3
0 1/ 2 1/ 3
1
1
P1 =
1/ 4
0
1/ 4
1
1
= 4 / 11
1/ 3
1/ 2 1/ 3
1
similarly P2 = 4/11 and P3 = 3/11


125

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


126

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 0
1
P=
d 1 / 2 1 / 2

127

(a) (i) The transition probabilities after 2 days, i.e., 2 time intervals, are
given by P2
1 0
1
0
P =
1 / 2 1 / 2
1
/
2
1
/
2
t
d
2
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]


128

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
P (0) = [0 1]
[
]
P ( 2) = 0 1
t
1/ 2 1/ 2
1 / 4 3 / 4
d
= [1 / 4 3 / 4]

129

(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
[P
1
0
Pd ]
= [Pt
1 / 2 1 / 2
Pd ]
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.


130

(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
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


131
Continuous Markov Process

GENERAL MODELING CONCEPTS
Transition rate concepts
State 0
Component
operable
State 1
Component
failed
State space diagram
A(t )
R (t )
A(t )
R (t )
t
Variation of reliability and time-dependent availability

132

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
= 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) = e-t, respectively


133

=
number of failures of a component in the given period of time

total period of time the component was operating
number of repairs of a component in the given period of time

=
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


134

Evaluating time dependent probabilities
Using similar approach to that used to developed the Poisson distribution
Po (t + dt ) = Po (t )(1 dt ) + P1(t )( dt )
Similarly,
P1(t + dt ) = P1(t )(1 dt ) + Po (t )(dt )

Po (t + dt ) Po (t )
= Po (t ) + P1(t )
dt
as dt 0
Po (t + dt ) Po (t )
dPo (t )
=
= P'o (t )
dt
dt
dt 0


135

thus,
P'o (t ) = Po (t ) + P1(t )
Also
P' 1(t ) = Po (t ) P1(t )

The equations maybe expressed in matrix form as

[P'o(t ) P' 1(t )] = [Po(t ) P1(t )]
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) = Po ( s ) + P1( s )


136

where Pi(s) is the Laplace transform of Pi(t) and Po(0) is the initial value of Po(t).
Rearranging the equation gives
P (s) =
o
s+
P1( s ) +
1
Po ( 0 )
s+
Similarly equation 9.4b can be transformed into
1
P (s) =
Po ( s ) +
P1(0)
s+
s+
1
Where P1(0) is the initial value of P1(t).


137

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
Po ( s ) =
P ( 0) + P ( 0)
1
1
[P (0) P (0)]
+
s
+
+ s+ +
P1( s ) =
P (0) + P (0)
1
1
[P (0) P (0)]
+
s
+
+ s+ +


138

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
e ( + )t
[Po(0) + P1(0)] +
[Po (0) P1(0)]
Po (t ) =
+
+
e ( + )t
[Po(0) + P1(0)] +
[P1(0) Po(0)]
P1(t ) =
+
+


139

The term Po(0)+P1(0)=1 for all initial conditions and therefore the
equations become
e ( + )t
[Po(0) P1(0)]
Po (t ) =
+
+ +
e ( + )t
[P1(0) Po(0)]
P1(t ) =
+
+ +
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


140

and reduced to the frequently quoted equations for the time-dependent
probabilities of a single repairable component given by
e ( + )t
+
P (t ) =
+ +
e ( + )t
+
P (t ) =
+ +
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.


141

Evaluating time dependent probabilities
..then from equations as t
P = P ( )
o
P1 = P1()
It was shown in chapter 6 that, for the exponential distribution, the mean
time to failure,
MTTF = m = 1 /
Similarly the mean time to repair,
MTTR = r = 1 /
Po =
m
m+r

P1 =
r
m+r
142

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
A(t ) = Po (t ) =
e ( + ) t
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 t


143

. Under this condition Po(t) and P1(t) both tend to zero
Po + P1 = 0
Po P1 = 0
One of these equations must be declared as redundant as they are both
identical.
Po + P1 = 1
Using the two simultaneous equations
Po =
and

P1 =
+
144

STATE SPACE DIAGRAM
Single repairable component
0
Full
Output
3
1
1
Partial
Output
3
2
3
Failed
State space diagram of component with partial output state


145

Two repairable component
0
Full
Output
Full
Output
0
Full
Output
1
1
0
Full
Output
State space diagram for two component system


146
1
Both
Components
Up
2
One
Component
Up
Both
Components
Down
State space diagram for two component system


147

1
3 component system
1
2
2 2
5
2 2
3
1D
2U
3U
1U
2U
3U
1D
2D
3U
1U
2U
3D
2
3
2
1U
2D
3D
1 1
3
State space diagram for three
component system
1U
2D
3U
1D
2D
3D

1 1
3
7
1D
2U
3D
2
2
148

Standby redundant systems
1
Ao
Bs
A
2
B
4
Af
Bo
Ao
Bf
B
B
A
3
Af
Bf
State space diagram for two component standby system


149

Mission orientated systems
1
Both
Components
Up
One
Component
Up
0
Both
Components
Down
State space diagram for two identical non-repairable components


150

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 1 t
t
P=
2 t 1 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,
P =

151

If is given by [Po P1] for the single repairable component, then
[P
t
1 t
P1]
= [Po
t 1 t
P1]
which when written in explicit form, gives
(1 t )Po + tP1 = Po
tPo + (1 t )P1 = P1
Rearranging equations gives
tPo + tP1 = 0
tPo tP1 = 0


152

The value of t, provided it is non-zero and finite, disappears to give
Po + P1 = 0
Po P1 = 0
which are identical to equations 9.14 and will therefore again give
Po =
P1 =
and
In this case the stochastic probability matrix would appear as

1
P=
1

153

Two identical repairable components
The stochastic transitional probability matrix in the form is
1 1 2
2
0
P = 2
1

3 0
2
1 2
(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
[P
P2
2
0
1 2
P 3]
1
= [P1 P 2 P 3]
2
1 2
0
(9.23)


154

which in explicit form, gives
P1(1 2 ) + P 2 = P1
P12 + P 2(1 ) + P 32 = P 2
P 2 + P 3(1 2 ) = P 3
rearranging gives
2P1 + P 2 = 0
2P1 ( + ) P 2 + 2 P 3 = 0
P 2 2 P 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
2
P1 =
( + ) 2
2
P2 =
( + ) 2

2
P3 =
( + ) 2
155

(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
2
=
( + ) 2
unavailability, U = P 2 + P 3
2 + 2
=
( + ) 2


156

(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
2 2
=
( + ) 2
unavailability, U = P 3
2
=
( + ) 2


157

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
2
[P' 1(t ) P' 2(t ) P' 3(t )] = [P1(t ) P 2(t ) P 3(t )]
0
2
0
( + )

2
2
Assume that the system starts in state 1, then
P1(0) = 1, P 2(0) = 0 and P 3(0) = 0


158
2 ( + ) t
2
2
2 ( + )t
P1(t ) =
+
e
+
e
( + ) 2 ( + ) 2
( + ) 2
2
2 ( ) ( + ) t
22
2( + )t
P 2(t ) =
e
e
+
( + ) 2 ( + ) 2
( + ) 2
22
2
2
( + ) t
2 ( + ) t
P 3(t ) =
e
+
e
( + ) 2 ( + ) 2
( + ) 2


159

Reliability evaluation in repairable systems
2
[P' 1(t ) P' 2(t ) P' 3(t )] = [P1(t ) P 2(t ) P3(t )]
0
2
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


160

where
s1 = 12 (3 + + 2 + 6 + 2 )
s 2 = 12 (3 + 2 + 6 + 2 )
R (t ) = e t + e t e 2 t
= 2e t e 2 t


161

MEAN TIME TO FAILURE
Evaluation concepts
MTTF = 0 R (t ) dt
In the case of the repairable redundant system
s1 + s 2
s1 s 2
3 +
=
22
MTTF =
This can be compared with
3
MTTF =
2


162

Stochastic transitional probability matrix method
(a) Two component parallel redundant system
2
1 2
Q=
1

M = [ I Q ] 1
2
1 0 1 2
=
1
0 1
2
=

2
+
1 + 2
= 2
2
2

163

If the system starts in state 1, the MTTF of the system is
MTTF = m11 + m12

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


164

(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 2 ]
and
M = [ I Q]1
= [2 ]1
and MTTF =
1
2


165

(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 = 22/3 +


166

Application of techniques to complex systems
2
1
3
A three component series/parallel system

167

(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 (1 1 2 3)
2
1
Q = 3
(1 2 1 3)
4
3
(1 3 1 2)


168
System Reliability Networks

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.

169
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 x2xn-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
i =1
i =1
= P ( xi ) = R ( xi )

170
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

i t
the component reliability model is e and the
reliability of the system with its components in chain
structure is
t
n
n
R(t ) = e
i t
=e
i =1
i =1
The MTTF is given by
MTTF = e
0
it
i =1
dt =
1
n
i =1

171
If components have linearly increasing hazards

h(t) = Kit,
1
n
R(t ) = e
i t
2
i =1 n
1
2
i t
2 i =1
=e
If p components have a constant hazard and (n p)

components a linearly increasing hazard, the
reliability becomes
p it n 21 K it 2
R(t ) = e e
i
=
1
i
=
p
+
1
=e
i =1
1
Kit 2
i t
2 i = p +1


172
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 1 = 0.01
failure/year and 2 = 0.02 failure/year. Calculate the
reliability and the mean-time-to-failure for 1 year
period.


173
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.

174
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 i t
then reliability of the system becomes
n
R(t ) = 1 1 e it
i =1
The MTTF remains the same for all kinds of
structure.
MTTF = R(t )dt


175
For constant hazard,

MTTF =
i t
1
e

i =1
dt
1 1
1 1
1
= + + ... +
+
+ ...
n 1 + 2 1 + 3
1 2
1
1
1
n +1
+
+
+ ... + ( 1)
n
+
+
+
+
2
3
1
2
4
1
For identical components, the above equation

reduces to
1
i =1
1
MTTF =
i =1 i

176
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 = 0.0005
failure/hour, t = 400 hours (operating time) and (b)
the mean-time-to-failure (MTTF).


177
Standby Redundancy
R(x1)
R(x2)
R(x3)
R(x4)
A Standby
Redundancy Model
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.

178
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
n
(t ) i e t
R(t ) = 1
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.

179
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
f (t ) =
yn
y n = o y n1 = o
y2
...
f (y ) f (y
1
y1 )... f n +1 (t yn )dy1dy2 ...dyn
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


180
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, = 0.001 failure/hour.


181
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.

182
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 i
R(t ) = R ( 1 R )n i
i=k i
n
where R is the reliability of a unit of component

For a constant component failure rate ,
n it
R(t ) = e ( 1 e )n i
i=k i
n


183
Example
Three identical transformers are operating in parallel
with a constant failure rate = 0.001 failure/hour. For
a successful operation, only two transformers are
required. What is the system reliability for a 200-hour
operation?


184
System Reliability
Networks
1
2
3
5
4
6
Primary side
10
11
12
13
14
15
16
17
18
Reliability Network Models for

Typical Substation Configurations
of MERALCO*
19
21
20
22
23
24
25
26
27
28
29
30
31
32
33
34
35
Secondary side
36
37
38
Scheme 1: Single breaker-single bus

(primary and secondary side)
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
* Source: A. Gonzales (Meralco) &

R. del Mundo (UP), 2005
56
57
58

185

Reliability Network Diagram of Single breaker-single bus scheme
(Scheme 1)
15
c
29
ct
2
bus
4
d1
2
b1
2
b2
3
d2
Summary of Substation Reliability Indices for Scheme 1

Event 1 bus tie
Opened 115kV
breaker & opened
34.5kV bus tie
breaker (normal
condition)
Total
Probability
s (failure/yr)
Us (hr/yr)
1.0
0.247152
0.828784
1.0
0.247152
0.828784
where: s - substation failure rate or interruption frequency

Us substation annual outage time or unavailability

186
L1
System Reliability
Networks
L2
70
2
71
72
5
73
4
6
76
77
78
18
16
127
19
128
129
14
13
22
132
133
12
23
10
134
17
15
20
21
130
131

of MERALCO
11
92
79
35
135
136
24
137
34
139
88
31
27
141
81
89
82
32
26
140
90
33
25
138
80
91
28
87
86
30
83
84
85
29
36
93
37
Primary side
94
38
Scheme 2: Single breaker-double bus

(primary side) and two single
breaker-single bus with bus tie
breaker (secondary side)
74
75
95
39
96
40
97
41
98
Bank 1
42
99
100
43
101
44
102
45
103
46
104
47
49
48
105
106
107
50
109
52
53
110
54
57
61
111
112
126
56
125
119
124
121
58
59
Secondary side
108
51
55
Bank 2
122
60
123
120
115
117
116
113
114
118
62
63
64
65
66
67
68
69


187
Substation Reliability Models

Reliability Network Diagram of Single breaker-double bus with
normally opened 115kV bus tie breaker (Scheme 2)
16
c
29
ct
2
bus
3
d1
2
b1
Event 1: Opened 115kV and 34.5kV bus tie breakers;
20
c
37
ct
3
bus
5
d1
2
b1
2
b2
3
d2
2
b2
3
d2
P1 = 0.997985
Event 2: Closed 115kV bus tie breaker & opened 34.5kV bus tie breaker; P2 = 0.000188
20
c
37
ct
2
bus
3
d1
2
b1
3
b2
5
d2
Event 3: Closed 115kV bus tie breaker & closed 34.5kV bus tie breaker; P3 = 0.000000344
20
c
37
ct
2
bus
3
d1
2
b1
3
b2
5
d2
Event 4: Opened 115kV bus tie breaker & closed 34.5kV bus tie breaker; P4 = 0.00182614

188

Summary of Substation Reliability Indices for Scheme 2
Event
Probability
s (failure/yr)
Us (hr/yr)
0.997985
0.251752
0.848919
0.000188
0.302966
1.008374
0.000000344
0.308936
1.023840
0.001826
0.308936
1.023840
1.0
0.251866
0.849275
Total
Event 1: With two primary lines energized & opened 34.5kV bus tie breaker; P1 = 0.997985

189

normally closed 115kV bus tie breaker (Modified Scheme 2)
17
54
1
3
2
3
1
3
2
3
2
3
7
4
4
29
4
29
Event 1: With two primary lines energized & opened 34.5kV bus tie breaker; P1 = 0.997985
17
B1
B2
B3
B5
B4
Event 2: With one line, L2 interrupted & opened 34.5kV bus tie breaker;
17
29
B1
B2
B5
B8
B9
P2 = 0.000188
B10
B11
Event 3: With one line, L2 interrupted and closed 34.5kV bus tie breaker; P3 = 0.000000344

190

normally closed 115kV bus tie breaker (Modified Scheme 2)
29
111
10
3
2
3
6
3
2
3
7
3
7
7
3
4
17
4
6
4
8
4
17
11
Event 4: With two lines energized and closed 34.5kV bus tie breaker;
P4 = 0.001826140
Summary of Substation Reliability Indices for Modified Scheme 2
Event
Probability
Us,(hr/yr)
s (failure/yr)
0.997985
0.176076
0.583548
0.000188
0.251122
0.847621
0.000000344
0.377120
1.261549
0.001826
0.233261
0.758472
1.0
0.176194
0.583923
Total


191

Comparison of Substation Reliability Indices for Scheme 2
Scheme 2
Original (opened 115kV bus tie breaker)
Modified (closed 115kV bus tie breaker)
s (failure/yr)
Us (hr/yr)
0.251866
0.849275
0.176194
0.583923
Note: A remarkable 30% improvement in the performance

of Scheme 2 by making the 115kV bus tie breaker
normally closed.


192
System Reliability
Networks
B1
67
B4
17
32
16
15
81
79
13
78
12
11
B2
82
80
14
77
10
76
B5
75
9
7
73
74
72
71
70
4

of MERALCO
69
68
Primary side
2
3
69
18
84
19
85
20
21
86
87
22
B3
83
88
23
89
24
26
B6
90
25
91
92
27
93
28
94
29
95
30
31
96
33
97
B7
Scheme 3: Ring bus (primary side) and two

single breaker-single bus with
bus tie breaker (secondary side)
34
35
Bank 1
99
36
101
37
40
103
39
104 105
41
42
106
43
44
46
107
108
109
110
111
45
47
48
112
49
52
54
114
128
B10
123
125
129
57
58
Secondary side
115
116
55
56
113
50
130
53
Bank 2
100
102
38
51
B8
98
126
127 124
119
117
121
120
118
122
59
60
62
61
63
B9
64
65
66


193

Reliability Block Diagram of Ring Bus Scheme (Scheme 3)
B1
B4
B1
B2
B5
17
B2
B4
51
B7
B10
B5
B6
B3
Event 1: With two primary lines energized & opened 34.5kV bus tie breaker;
B1
P1 = 0.997985
B4
B1
B3
B5
31
B2
B4
B8
B9
51
B10
B6
B6
B3
Event 2: With two primary lines energized & closed 34.5kV bus tie breaker; P2 = 0.00182614

194

Reliability Block Diagram of Ring Bus Scheme (Scheme 3)
CONT.
B2
B2
B2
B2
17
B1
B3
31
B7
51
B5
B6
Event 3: With one primary line (L2) interrupted and opened 34.5kV bus tie breaker;
B2
B3
B3
31
17
B5
P3 = 0.000188056
B3
B1
B3
B10
B8
B9
51
B10
B6
Event 4: With one primary line (L2) interrupted and closed 34.5kV bus tie breaker; P4 = 0.000000344

195

Summary of Substation Reliability Indices of Ring Bus
(Scheme 3)
Event
Probability
s (failure/yr)
Us (hr/yr)
0.997985
0.137928
0.436499
0.001826
0.195112
0.618379
0.000188
0.147283
0.468233
0.000000344
0.204467
0.650114
1.0
0.138034
0.436836
Total


196
L
1
System Reliability
Networks
L
2
1
1
3 1
1
9
B2
9
9 3
1
B1
1
21
0
8
89
7
B5
7
8
1
7
1
61
4
1
5
8
5
5
4
8
3
8
1
3
2
7
9

of MERALCO
2
2 0
2
2
4 2
B3
9
4
1
9
2
1
2
5
10
0 10
2
62
2 7
8
2
9
3
0
3
3 2
4
B4
10
4
3
1
3
3
3
5
3
3 7
83
4 9
0
4
11
9
Bank
1
5
5 1
3
6
3
6
5
6
6 7
9
7
1
7
37
4
7
5
7
7

6
4
6
6
6
8
7
0
7
2
7
6
12
1
4
5
12
2
5
4
5
5 5 5
6
75
8
5
9
6
0
6
1
15
4
15
2
15
15
3
1
8
0
9
5
9
7
9
9
10
1
10
3
12
5
12
13 8
0
13
2 13
4
10
5
B8
Bank
2
12
4
12
6
12
7
12
9
13
1
13
3
13
5
13
13
6
13 7
8
14
0
14
14
14
15 8
6 14
4
2
0
14
14
14
9 14 5 3
7
Primary
side
B10
12
3
4
6
4
8
6
2
4
4
4
7
4
9
5
0
5
2
8
2
10
10
5
6
10
10 7
10
11 8
9
0
11
1
11
11
2 11 3
11
4
5
11
6
11
11
7
8
2
9
B9
Scheme 4: Breaker-and-a-half bus (primary

side) and two single breaker-single
bus with bus tie breaker
(secondary side)
12
0
4
3
3
6
4
2
9
96
8
B7
2
3
B6
8
6
8
4
8
0
3
1
8
9
2
9
0
8
8
Secondary
side
13
9
14
1
B1
1

197

Reliability Block Diagram of Breaker-and-a-half Scheme (Scheme 4)
1
9
62
2
3
1
6
1
6
6
2
3
33
7
7
7
33
5
34
17
2
17
12
5
1
3
119
4
8
4
1
3
1
3
1
3
1
3
1
6
1
6
3
6
3
6
2
17
4
33
2
33
2
7
5
2
5
33
5
7
119
33
17
34
7
33
8
34
119
4
2
17
33
6
34
119
2
Event 1: With two primary lines energized and opened 34.5kV bus tie breaker;
P1 = 0.997985

198

10
139
11
62
119
4
2
3
1
6
5
6
6
2
3
33
2
7
7
33
5
34
2
17
4
3
12
7
3
1
3
7
4
5
3
2
3
2
6
2
6
5
3
4
3
4
6
119
6
119
6
2
17
5
33
5
2
5
33
5
7
6
2
5
33
5
7
119
33
17
34
6
33
8
34
119
5
2
8
33
6
34
17
7
2
6
2
Event 2: With two primary lines energized and closed 34.5kV bus tie breaker; P2 = 0.001826

199

3
62
12
6
3
6
3
6
3
6
3
7
3
8
4
119
4
4
17
7
3
8
3
8
3
3
17
3
17
2
3
119
3
119
3
4
17
2
4
119
2
4
3
4
Event 3: With one primary line (L1) interrupted and opened 34.5kV bus tie breaker;

P3 = 0.000188

200

10
139
11
62
12
6
3
7
3
7
3
4
3
119
3
4
17
2
4
7
4
Event 4: With one primary line (L1) interrupted and closed 34.5kV bus tie breaker;
P4 = 0.000000344
Summary of Substation Reliability Indices of Breaker-&-a-half

(Scheme 4)
Event
Probability
s (failure/yr)
Us (hr/yr)
0.997985
0.137306
0.435214
0.001826
0.195120
0.611433
0.000188
0.146674
0.466972
0.000000344
0.204473
0.643165
1.0
0.137413
0.435545
Total


201

Comparison of Substation Reliability Indices (Scheme 1 to 4)
Configuration
s (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.
- with normally closed 115kV tie bkr.
0.251866
0.176194
0.849275
0.583923
Scheme 3 (Ring bus)
0.138034
0.436836
Scheme 4 (Breaker-and-a-half bus)
0.137413
0.435545
Note: Scheme 3 & 4 - better than Scheme 1 & 2 by 44% & 45% respectively for substation
failure rates.
Scheme 3 & 4 - better than Scheme 1 & 2 by 47% & 49% respectively for substation
interruption duration or unavailabilty.
Scheme 3 & 4 - better than Modified Scheme 2 by 22% & 25% for substation failure
rates & unavailability, respectively


202
Reliability Models and Methods


203

EE353 Notes No. 1 - Reliability Models and Methods

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EE 353 - Power System Reliability

Reliability Models and Methods

Prof. Rowaldo R. del Mundo

Probability and Statistics

Classical Definition (or Equally Likely)

Example: Probability of rolling a 2 with a perfect die

Prof. Rowaldo R. del Mundo

Probability and Statistics

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

University of the Philippines

Prof. Rowaldo R. del Mundo

Probability and Statistics

University of the Philippines

Prof. Rowaldo R. del Mundo

Probability and Statistics

Venn Diagram of a SET of Geometric Figures

Prof. Rowaldo R. del Mundo

Probability and Statistics

Venn Diagram of the SUBSET Circles from the

Prof. Rowaldo R. del Mundo

Probability and Statistics

University of the Philippines

Prof. Rowaldo R. del Mundo

Probability and Statistics

University of the Philippines

Prof. Rowaldo R. del Mundo

Probability and Statistics

m(A+B) = m(A) + m(B)

Probability and Statistics

The size of the Set of all professional employees (engineers

Prof. Rowaldo R. del Mundo

Probability and Statistics

m(A+B) = m(A) + m(B) m(AB)

NOT MUTUALLY EXCLUSIVE

Prof. Rowaldo R. del Mundo

Probability and Statistics

The probability of the employee of NEC SET Company

University of the Philippines

Probability and Statistics

Prof. Rowaldo R. del Mundo

Probability and Statistics

Results of Tossing two dice

University of the Philippines

Prof. Rowaldo R. del Mundo

Probability and Statistics

University of the Philippines

Probability and Statistics

University of the Philippines

Prof. Rowaldo R. del Mundo

Probability and Statistics

Cumulative Probability Function

University of the Philippines

Prof. Rowaldo R. del Mundo

Probability and Statistics

Descriptive Measures of Distribution

Central Values of Distribution

Example: The Expected Value of tossing two Dice

Prof. Rowaldo R. del Mundo

Probability and Statistics

Descriptive Measures of Distribution

A. Central Values of Distribution

The MEDIAN (Mid-point of the Distribution)

for continuous pdf

for discrete distributi on