DEPARTMENT OF APPLIED MATHEMATICS & COMPUTATIONAL SCIENCES
COURSE PLAN
1. COURSE CODE : 09MN01/ 09ML01
2. COURSE TITLE : STATISTICS AND RELIABILITY ENGINEERING 3. SEMESTER & BRANCH : I ME - INDUSTRIAL ENGINEERING & LEAN MANUFACTURING 4. FACULTY : Dr.T.BABITHA 5. OBJECTIVES The application of mathematical models and techniques is becoming increasingly important in today’s business environment. This course aims at equipping each student to understand how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. The approach is heuristic and nonrigorous and attempts to develop in the student an intuitive feel for the subject which enables him or her to think “probabilistically”. i.e both understanding and applying probability theory. Reliability, Safety and Quality are the key words to success in today's commercial, industrial and public sector environments. Reliability Engineering performs a wide variety of special management and engineering tasks to ensure that system reliability and quality goals are achieved. These tasks include designing for reliability and maintainability, developing appropriate quality control procedures, and incorporating failure data and failure analysis in program management. 6. LEARNING OBJECTIVES: Most experimental searches for paranormal phenomena are statistical in nature. Probability is a way of expressing knowledge or belief that an event will occur or has occurred. In mathematics the concept has been given an exact meaning in probability theory, that is used extensively in areas of study as statistics, finance, gambling, science, and philosophy to draw conclusions about the likelihood of potential events and the underlying mechanics of complex systems. The word probability derives from probity,. the modern meaning of probability, which is used as a measure of the weight of empirical evidence, and is arrived from inductive reasoning and statistical inference. Randomness is a concept with somewhat disparate meanings
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in several fields. It also has common meanings which may have loose connections with some of those more definite meanings. The classical version of probability theory developed, proceeds from the assumption that outcomes of random processes are equally likely; thus they were among the first to give a definition of randomness in statistical terms. Bayesian probability is one of the most popular interpretations of the concept of probability. The Bayesian interpretation of probability can be seen as an extension of logic that enables reasoning with uncertain statements. In probability theory and statistics, the cumulative distribution function (CDF) or just distribution function, completely describes the probability distribution of a real-valued random variable X. In the case of only two random variables, it is called a bivariate distribution. A Statistical hypothesis test is a method of making statistical decisions using experimental data. In statistics, a result is called statistically significant if it is unlikely to have occurred by chance. The phrase ‘Test of significance’, like much of modern statistics, was coined by Ronald Fisher .Critical tests of this kind may be called tests of significance, and when such tests are available we may discover whether a second sample is or is not significantly different from the first. Statistical hypothesis testing is a key technique of frequentist statistical inference. Design of experiments, or Experimental design, is the design of all information- gathering exercises where variation is present, whether under the full control of the experimenter or not. Often the experimenter is interested in the effect of some process or intervention on some objects, which may be people, parts of people, groups of people, plants, animals, etc. Design of experiments is thus a discipline that has very broad application across all the natural and social sciences. The first to apply the newly discovered statistical methods to the problem of quality control was Walter A. Shewhart of the Bell Telephone Laboratories. Also the aim of the course is to provide the foundations and advanced topics for reliability engineering. The focus will be on the study of definition, analysis, assessment and design of reliability concepts based on probability and statistics. This course will provide an intensive survey of the complete field of reliability engineering. The course is designed to give a thorough philosophical and mathematical base for reliability engineering along with examples of application.
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7. COURSE PLAN WEEK TOPICS ASSIGNMENTS TUTORIALS
Random Variables and Probability Distributions:
Sample spaces – events, probability axioms - conditional probability - independent events - Baye's 1 formula. Distribution functions - marginal distributions - conditional distributions - stochastic independence. Expectation - conditional expectation and conditional variance. Moment generating functions - cumulant 2 generating functions – probability distributions - binomial, poisson Geometric, uniform, normal, Gamma, Beta, (generating function, Mean, Variance and simple problems. ESTIMATION: Point estimation - 3 characteristics of estimation - interval estimation - interval estimates of mean, standard deviation, proportion, difference in means and ratios of standard deviations. Probability density function and properties of t, F and Chi-square distributions. Test for means, variances 4 and attributes using the above distributions, a large sample tests - tests for means, variances and proportions. CORRELATION AND REGRESSION: - Multiple 5 and partial correlation – regression - linear, non- linear, logistic, multiple regression (only problems). DESIGN OF EXPERIMENTS AND ANALYSIS OF VARIANCE: Experimental designs – full 6 factorial, partial factorial, Taguchi’s orthogonal array method. Completely randomized block, latin square design 7 (only problems). ANOVA - One way and two way classifications, Multiway ANOVA (Only Problems).
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INTRODUCTION TO RELIABILITY: Definition of reliability- reliability Vs quality-reliability 8 function - MTTF – hazard rate function- bathtub curve – derivation of the reliability function-constant failure rate model. Time dependent failure models- exponential, Weibull 9 distribution. RELIABILITY OF SYSTEM AND MODELS: Serial configuration – parallel configuration – 10 Assignment 2 combined series parallel systems- system structure function, minimal cuts and minimal paths. Load sharing systems, standby system, degraded 11 systems, three state devices – covariate models, static models, dynamic models, physics of failure models. DESIGN FOR RELIABILITY, MAINTAINABILITY AND AVAILABILITY: Reliability specification and system measurements - 12 reliability allocation - design methods – failure analysis – system safety and fault tree analysis – analysis of down time – the repair time distribution. Reliability under preventive maintenance – 13 maintenance requirements – design methods - availability concepts and definitions – system THE ANALYSIS OF FAILURE DATA AND RELIABILITY TESTING: Data collection – 14 Tutorial 2 empirical methods – ungrouped and grouped complete, censored data Static life estimation- test time calculation – burn in 15 testing, acceptance, sequential, binomial testing – accelerated life testing – other acceleration models Experimental design- reliability growth process- 16 idealized growth curve- various growth models- identifying failure and repair distributions.
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Students are expected to come prepared for each class after revising the previous class topics as there will be a connection between the topics. 9. EVALUATION COMPONENTS S.No. COMPONENT CA MARKS 1 TESTS 30 50 2 ASSIGMENT –I 10 3 ASSIGMENT –II 10 4 FINAL SEMESTER EXAMINATION 50 TOTAL 100 Continuous assessment is for 50 marks. Three tests will be conducted as per the college test time table. Best two out of three will be taken for assessment. The final examination will be of three hours duration for 100 marks. 10. Reference Books
TITLE AUTHOR PUBLISHER
S. No. Probability and Statistics Prentice Hall, New 1 with Reliability, Queuing and Trivedi K S Delhi,1982 Computer Applications Probability, Statistics and Academic Queuing Theory with 2 Arnold O Allen Press, 1978. Computer Science Applications An Introduction To Tata Mcgraw Hill, 3 Reliability And Charles E Ebeling 2006 Maintainability Engineering McGraw Hill book A forecasting and Time series Doughlas C Montgomory, 4 Company, 1976. Analysis Lynwood A Johnson
5 “Quality Control Daleh Bester Field Prentice Hall, 1986
Way kuo, Rajendra Prasad Cambridge
Optimal Reliability Design 6 V, Frank A and Tillman University Press P and Applications ching- lai Hwang Ltd., 2001. Patrick D. T. O'Connor, Practical Reliability John Wiley and 7 David Newton, Richard Engineering Sons, 2002 Bromley Engineering Design and 8 Srinath LS ISTE, 1999 Reliability
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11. WEB LINKS S.No. TOPIC URL Sampling 1 http://stattrek.com/Lesson3/SamplingDistributions.aspx Distribution 2 Estimation http://cnx.org/content/m11263/latest/ http://en.wikipedia.org/wiki/Statistical_hypothesis_testing Testing of 3 www.richland.edu/james/lecture/m170/ch09-int.html Hypothesis http://www.xycoon.com/hypothesistesting.htm Probability http://www-itl-nist-gov/div898/handbook/eda/section3/eda36-htm 4 distributions Regression http://www-statpac-com/statistics-calculator/correlation-regression-htm 5 and Correlation Design of Experiments 6 www.camo.com/rt/Resources/design_of_experiment.html & Analysis of Variance http://www.socialresearchmethods.net/kb/relandval.php 7 Reliability http://www.mem.drexel.edu/courses/documents/reliability_wang.pdf http://books.google.co.in/books?id=D0hUoaXN28EC&printsec=frontcover&dq 8 Reliability =reliability+engineering#PPA4,M1 http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm Weibull 9 http://www.math.utah.edu/~lzhang/teaching/3070summer2009/Daily%20Updates/ Distribution lectures/sec4_5.pdf