Tecsup 2010 Section 3

Statistics Primer 2010/7/11
Statistics Primer
Dr. Albert H.C. Tsang
Phone: (852) 2766–6591 Fax: (852) 2362–5267 email: albert.tsang@polyu.edu.hk
Probability Density Function

(Failure Density / Mortality function)
p.d.f. or f(t) is the number of failures per

unit time, expressed as a fraction of the
original total quantity
tj
f(t) ∫ti
f(t ) d t
t0 ti tj tn
Time to Failure, t
© 2010 by Albert H.C. Tsang Statistics Primer 2
© 2010 by Albert H.C. Tsang 1

Cumulative Distribution Function, c.d.f.
c.d.f. of F(t) records the cumulative

number of failures up to any time t,
expressed as a fraction of the original
total quantity
ti
F(ti ) = ∫ f(τ ) d τ
f(t)
0
F ( ti )
ti
Time to failure, t
For all p.d.f ’s we have:
F(t) 1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0 time

The Reliability Function, R(t)

(Survival function)
R(t) gives the

cumulative number of
survivors up to any
time t , expressed as a
fraction of the original
total quantity
R(t ) = 1 − F(t )
f(t)
1 – F ( ti ) = R ( ti )
F ( ti )
ti Time to failure, t
For all p.d.f.’s we have:
R(t) 1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0 time

Failure Rate (Hazard rate), h(t)
This is a conditional probability, with h(t)dt being the

probability that an item fails during the interval [ t, t + dt ],
given that it has survived to time t.
f(t )
h(t ) = λ (t ) =
R(t )
Reliability, R(t)
 t 
R(t ) = exp  − ∫ λ (τ ) d τ 
 0 

Normal Distribution
Karl Friedrick Gauss
1777 – 1855
Standard deviation, Sigma, σ
−∞ ∞
–6σ –5σ –4σ –3σ –2σ –1σ µ +1σ +2σ +3σ +4σ +5σ +6σ
68.26%
95.46%
99.73%
Normal Distribution
Percentile of F()
µ - 2σ 2.27
µ - 1σ 15.87
µ + 1σ 84.13
µ + 2σ 97.73

Normal Table
2
1 x− µ 
1 − 
2 σ 

f ( x) = e
Normal Distribution σ 2π
1 ∞  z2 
(µ,σ) 1 − Φ( z) =
2π ∫xi  − 2 dz
exp
Pr ( t > ti )?
(0,1)
ti t
µ
Pr ( z > zi )
zi x−µ
0 z=
σ

The Bathtub Curve

Note: The time axis is not drawn to scale. Very often, the useful Life
period is much longer than the other 2 periods
λ(t)
Burn-in Wearout Period

Hazard Rate (Failure Rate)
Useful Life Period

Period
Stress Related Failure
Quality Wearout
Failures Failures
t
Early Age Failures Wearout Failures
Random Failures
& Random Failures & Random Failures
Causes of Early Failure

Early failures occur early in operating life
The failure rate decreases with age
Poor manufacturing techniques, Poor quality control

including processes, handling, and Parts failed in storage or transit,
assembly practices due to improper storage,
packaging and transportation
Poor workmanship
practices
Insufficient burning-in Parts failing when energized for
Insufficient breaking-in the first time
Insufficient debugging Contamination
Sub-standard materials or parts Improper installation
Replacing failed components by Improper start-up
non-screened ones

Causes of Chance Failure

Chance failures occur unexpectedly in time at random, irregular intervals.
However, collectively, they obey certain rules such that the failure rate,
observed over sufficiently long periods, is practically constant
Interference of designed-in Human errors in usage

strength and experienced Misapplication
stress during operation Abuse
Insufficient safety factors Those failures that neither
Occurrence of higher than thorough debugging nor the best
expected random loads preventive maintenance practice
Occurrence of lower than can eliminate
expected random strengths Unexplainable causes
Act of God failures
Causes of Wear-out Failure

Occur late in operating life
The failure rate increases with age
Aging
Wear
Degradation
Creep
Fatigue
Poor service, maintenance, repair, replacement (e.g., replacement of
failed parts by partially aged ones), minor & major overhaul
practices
Short designed-in life

The Bathtub Curve is not the

only Age-Hazard pattern
According to the results of 4%

a study conducted in the
aerospace industry in 2%
1960s, items can be 5%
characterized by one of six
Age-Hazard relationships 7%
shown here 14%
68%
Not all failures are created equal
Useful life
Impeller
worn out
Manage this failure by : changing impellers before end of ‘useful life’
Impeller
damaged
Manage this failure by : installing screen in suction line
Impeller
falls off
Manage this failure by : training people to fit impellers correctly

The Exponential Model

t
− 
− λt θ 
λ(t)
R (t ) = e or R (t ) = e
Hazard Rate (Failure Rate)
Useful Life Period
t
Random Failures
Mean-Time to Failure (MTTF)

This is defined as the mean time to the
first failure (applicable to non-repairable
items)
∞ ∞ ∞
MTTF = ∫ t × f(t ) d t = − ∫ t dR(t ) = ∫ R(t ) × d t
0 0 0

Mean-Time-Between-Failures (MTBF)
This is the defined as the mean time
between two successive failures
(applicable to repairable items) It can
be determined as the ratio of total test
hours to total number of components
tested
∞ ∞
(t )
MTBF = ∫ dt = ∫ R (t )dt
0
0 0
∞ ∞
1
MTTF = MTBF = θ = ∫ R(t ) dt = ∫ e − λt d t =
0 0
λ
R(θ ) = 36.8%


f(t) 70
60
50
40
f(t ) = λe−λt
30
λ - mean arrival rate of failure

20
10 63.2%
0
t
λ = MTTF
1/λ

Failure Rate, λ(t)
λ(t)
time


Prob(t1 ≤ T ≤ t1 + t )
= Prob(T ≥ t1 ) − Prob(T ≥ t1 + t )
= exp ( −λ t1 ) − exp ( −λ (t1 + t ) )
= exp ( −λ t1 ) ⋅ (1 − exp ( −λ t ) )
t1 t1 + t
f (T) →
Time to failure (T) →
t1 t1 + t
f (T) →
Prob(t1 ≤ T ≤ t1 + t T ≥ t1 )
Prob(t1 ≤ T ≤ t1 + t )
=
Prob(T ≥ t1 ) Time to failure (T) →
exp ( −λ t1 ) ⋅ (1 − exp ( −λ t ) )
= = (1 − exp ( −λ t ) )
exp ( −λ t1 )
The exponential model is a memoryless distribution

Weibull Distribution
β
β −1 t
βt − 
η 
f(t ) =   e
f(t)
β=5
η η 
β : shape parameter
β = 3.5 ( ormal)
η : characteristic life
β = 2 (Rayleigh)
β = 1 (Exponential)
β = 0.5 (Hyperexponential)
Weibull Distribution
β = 2.5
Failure rate, λ (t)
β = 1.0
β = 0.5
t

Failure Rate
Number of failures observed r

λ= =
Total test hours Tr
∞ ∞
1
MTTF = MTBF = θ = ∫ R(t ) dt = ∫ e −λt d t =
0 0
λ
1 Tr
θ= = R(θ ) = 36.8%
λ r

Inter-arrival times of complex

repairable systems
A complex repairable system would have undergone many

repair actions after it has been in service for a long time
At steady state, the various components would be at different
ages since the most recent replacement, and each would fail
according to its own distribution function
When a failure of any one of these components can cause the
system to fail, a system failure will be a random event which
can be effectively modeled by the exponential function
FAILURE
Component 1
Component 2
Component i
Component n-1
Component n
system
Time
These system failures can be modeled by the exponential function

References
Book
“Appendix 1: Statistics Primer” in Maintenance,
Replacement, and Reliability: Theory and Applications,
Andrew K.S. Jardine & Albert H.C. Tsang, Taylor & Francis:
CRC Press, 2006, Pages 221-234
Web Sites
Specifications and Product Failure Definitions:
www.weibull.com/hotwire/issue35/relbasics35.htm#footnote2
The Bathtub Curve and Product Failure Behavior
www.weibull.com/hotwire/issue21/hottopics21.htm
www.weibull.com/hotwire/issue22/hottopics22.htm

FIELD DATA
DETERMINATION OF FAILURE RATE & RELIABILITY
Failure rate during

interval Reliability
# of units surviving the
# of failures N f (t ) interval N se (t )
during interval  (t )  R(t ) 
Life in hours Nf (t) N sb (t )  t N se (t )  N 0   N f (t ) N0
0-10 78
10-20 43
20-30 25
30-40 15
40-50 10
50-60 7
60-70 5
70-80 4
80-90 3
90-100 1
over 100 9
N0 = 200
Nsb(t) = Number of surviving units at the beginning of the interval ending at time = t
Nse(t) = Number of surviving units at time = t
Determining rel. para. from field data 9/18/2009

Exercise on Reliability Analysis
1. Equipment A has a mean life of 100 hours and an exponential distribution of times to failure.
Equipment B has a normal distribution of times to failure with a mean of 100 hours and a
standard deviation of 40 hours. If one of these systems is to be used for a 10-hour mission,
which one should be used?
2. An equipment has a MTBF of 400 hours. Assuming an exponential distribution of time to

failure, what is the maximum time of allowable operation if reliability must be at least 0.995?
3. The time to failure of a component in a machine follows an exponential distribution. The

probability that the component would fail before 50 days is 0.92. How often can one expect to
replace this component?
4. A device has an exponential time-to-failure distribution with a mean of 10,000 hours. It has
already been used for 20,000 hours. What will be the chance that the device will survive at
25,000 hours of operation?
5. The reliability function of a component is a 2-parameter Weibull distribution with shape factor
= 2, and characteristic life = 400 hours. Determine the probability that the component will
survive after 250 hours of operation.
Exercise on Reliability Analysis 8/2/2007 Albert H.C. Tsang

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Statistics Primer 2010/7/11

Dr. Albert H.C. Tsang

Phone: (852) 2766–6591 Fax: (852) 2362–5267 email: albert.tsang@polyu.edu.hk

Probability Density Function

p.d.f. or f(t) is the number of failures per

© 2010 by Albert H.C. Tsang Statistics Primer 2

© 2010 by Albert H.C. Tsang 1

Cumulative Distribution Function, c.d.f.

c.d.f. of F(t) records the cumulative

© 2010 by Albert H.C. Tsang Statistics Primer 3

For all p.d.f ’s we have:

© 2010 by Albert H.C. Tsang 2

The Reliability Function, R(t)

R(t) gives the

© 2010 by Albert H.C. Tsang Statistics Primer 5

For all p.d.f.’s we have:

© 2010 by Albert H.C. Tsang Statistics Primer 6

© 2010 by Albert H.C. Tsang 3

Failure Rate (Hazard rate), h(t)

This is a conditional probability, with h(t)dt being the

© 2010 by Albert H.C. Tsang Statistics Primer 7

© 2010 by Albert H.C. Tsang Statistics Primer 8

© 2010 by Albert H.C. Tsang 4

Standard deviation, Sigma, σ

© 2010 by Albert H.C. Tsang Statistics Primer 9

© 2010 by Albert H.C. Tsang Statistics Primer 10

© 2010 by Albert H.C. Tsang 5

© 2010 by Albert H.C. Tsang Statistics Primer 11

© 2010 by Albert H.C. Tsang 6

The Bathtub Curve

Burn-in Wearout Period

Useful Life Period

Stress Related Failure

© 2010 by Albert H.C. Tsang Statistics Primer 13

Causes of Early Failure

Poor manufacturing techniques, Poor quality control

© 2010 by Albert H.C. Tsang Statistics Primer 14

© 2010 by Albert H.C. Tsang 7

Causes of Chance Failure

Interference of designed-in Human errors in usage

© 2010 by Albert H.C. Tsang Statistics Primer 15

Causes of Wear-out Failure

© 2010 by Albert H.C. Tsang Statistics Primer 16

© 2010 by Albert H.C. Tsang 8

The Bathtub Curve is not the

According to the results of 4%

© 2010 by Albert H.C. Tsang Statistics Primer 17

Not all failures are created equal

© 2010 by Albert H.C. Tsang Statistics Primer 18

© 2010 by Albert H.C. Tsang 9

The Exponential Model

Useful Life Period

© 2010 by Albert H.C. Tsang Statistics Primer 19

Mean-Time to Failure (MTTF)

© 2010 by Albert H.C. Tsang Statistics Primer 20

© 2010 by Albert H.C. Tsang 10

© 2010 by Albert H.C. Tsang Statistics Primer 21

The Exponential Model

© 2010 by Albert H.C. Tsang Statistics Primer 22

© 2010 by Albert H.C. Tsang 11

The Exponential Model

λ - mean arrival rate of failure

© 2010 by Albert H.C. Tsang Statistics Primer 23

The Exponential Model