INTRODUCTION

Denitions
Reliability is the probability that a component or a system will perform its required function (i.e.
not fail) for a given period of time when used under stated operating conditions. To determine
reliability in the operational sense:
1. Failure must be dened in an unambiguous and observable manner.
(if 1 brake fails, the system may not fail)
2. Period of time/function must be specied (e.g. 50,000 miles for the braking system)
3. Operating conditions must be specied (e.g. between given temperature limits for the brak-
ing system)
Maintainability is the probability that a failed component or a system will be restored to a speci-
ed condition (e.g. all wheel brakes functional) within a specied time (e.g. 1 day) when mainte-
nance is performed in accordance with prescribed procedures (e.g. replacing brake line).
Availability is the probability that a component or a system will perform its required function for
at given point time when used under stated operating conditions. If your car was in the shop last
year 3 days to repair a leaking oil pump (which had to be ordered) and 2 day to replace a seal
(which had to dry for 48 hours), its average availability over the year was (365-5)/365=0.99 or
99%.
2
Why study reliability engineering?
Reliability is an important consideration in consumer purchasing. A 1985 Gallup poll con-
ducted in 1985 among 1000 individuals indicates that reliability as well as maintainability is
an important consideration in consumer purchasing:
Ten Most Important Product Attributes
*
Attribute Average Score
Performance 9.5
Lasts a Long Time 9.0
Service 8.9
Easily Repaired 8.8
Warranty 8.4
Easy to Use 8.3
Appearance 7.7
Brand name 6.3
Packaging/Display 5.8
Latest Model 5.4
*
Quality Progress, 18, 12-17 (1985)
Achieving high performance over the lifetime of a product requires considering reliability
and maintainability issues at the design and manufacturing stages. The following diamond
tree shows the interrelationships between reliability, maintainability and other design and
operational issues to achieve high performance. By looking downwards from the top of the
diamond tree, one can describe how various goals and subgoals are achieved. Looking
upward, one can identify why a goal needs to be achieved. As can be seen from the dia-
mond tree, reliability and maintainability assessment are not only important for the engi-
neering design process, but also necessary for:
o life-cycle costing
o cost-benet analysis
o operational capability studies
o repair and facility resourcing
o inv entory and spare parts requirement determinations
o replacement decisions
o establishment of preventive maintenance programs.
3
M. Modarres,Reliability and Risk Analysis, 3, Marcel Dekker, Inc, New York (1993)
Failures may lead to safety problems, possible damage, loss of life and/or property and sub-
sequent litigation.
Probabilistic vs. Deterministic Approach to Failure Pre vention
The traditional approach to failure prevention is to design a high safety margin or high safety fac-
tor into the product (e.g. a brake line designed to withstand 4 times the expected load). Some
problems with this approach are:
Leads to overdesign and high cost.
The physics and chemistry of intrinsic failure mechanisms are not always accurately quan-
tiable (e.g. crack formation and propagation, ionic contamination in semiconductors).
External events that can cause failures (e.g. earthquake, human error, excessive heat or
vibration) may appear to be occurring stochastically.
All failure mechanisms may not be known (e.g. TWA 800 fuel tank explosion in 1996 due
to spark ignition of the fuel vaporized by overheating of the HVAC system).
Cannot usually account for common cause failures (e.g. loss of power that supports both
operation and safety systems)
4
Cannot be used to quantify the engineering or nancial risk (probability of failure multi-
plied by consequence) associated with a process, product or mission.
A probabilistic approach to reliability engineering provides tools to solve these problems.
Overview of Reliability Engineering I
MODULE TOPIC SUBJECT MATTER HOURS
2 INTRODUCTION Denition of reliability, availability and risk
Overview of subject matter
Reliability, availability and maintainability
in life-cycle design
Process vs. product reliability
4 PROBABILITY OVERVIEW Axioms of probability
Bayes theorem
Expectation
Probability density function (PDF)
Cumulative distribution function (CDF)
Failure rate, failure frequency
Reliability function, mean-time-to-failure (MTTF)
Common probability distributions
(binomial, Poisson, Erlang,
exponential, gamma, normal,
log-normal, Weibull, extreme value, composite)
2
1
STATISTICS OVERVIEW Point and interval estimation
Maximum likelihood estimators
Non-parametric methods
Censored data
7 SYSTEM RELIABILITY MODELING
AND PREDICTION - STATIC METHODS
Reliability block diagrams for
series, parallel, M-out-of-N systems
(decomposition method, minimum cut-set method,
minimum-tie-set method)
Failure-modes-and-effects analysis
Fault-tree/event-tree analysis,
concept of statistical importance
Root cause analysis
Modeling of statistically dependent failures
(including common mode failures)
New static methods
(inuence diagrams, digraph technique, GO-FLOW)
5
2
SYSTEM RELIABILITY MODELING
AND PREDICTION - DYNAMIC METHODS
Back-up systems for full or partial function
(standby systems including standby redundancy)
Monte-Carlo methods
Markov models, state-space diagrams,
steady-state probabilities
New dynamic methods (DYLAM, cell-to-cell-mapping)
TAKE-HOME MIDTERM
5
MODULE TOPIC SUBJECT MATTER HOURS
4 MAINTAINABILITY AND AVAILABILITY Maintenance as a stochastic point process Avail-
ability analysis of systems with repair Design
tradeoff analysis Preventive maintenance
4
3
DEVICE AND COMPONENT HAZARD
RATES
Operating conditions Acceleration factors Hazard
rate units Hazard rates, examples
2 RELIABILITY OF PROGRAMMABLE
DEVICES
Software reliability factors and terminology
Severity of faults Current modeling techniques
Communications software fault-tolerance Sys-
tems design for fault detection
2
4
HUMAN RELIABILITY SHARP method
Human reliability analysis models (simulation models
expert judgement method, analytical methods)
3 RELIABILITY OPTIMIZATION Reliability allocation (equal apportionment,
ARINC apportionment, AGREE allocation
method, effort minimization) Dynamic programming
Optimization in probabilistic design
2 RISK ANALYSIS Risk perception and acceptability Determination of
risk values Formalization of risk assessment Regula-
tory requirements
3
5
RELIABILITY AND RISK MANAGEMENT Business factors to consider in reliability and risk
management (cost, functionality, producibility, ser-
viceability, program schedule) Organizational factors
to consider in reliability and risk management
(resource allocation, training) Applicable standards
Failure analysis procedure,model reliability program
TAKE-HOME FINAL
6
PROBABILITY OVERVIEW
Probability is a measure of uncertainty on the likelihood of an event. A probability assignment
can be regarded as a numerical encoding of the state of knowledge. If an event A occurs X times
out of n possible events then
Frequency of Event A

X
n
_
,
and
Pr {A} P( A)
n

lim

X
n
_
,
Since it may be impractical to perform a large number of experiments, probability is usually esti-
mated from:
Symmetry (e.g. there are two possible events in a coin toss which should occur with equal
likelihood if coin toss is honest)
Frequencies (e.g. reported number of failures of a certain pump per year in a plant)
Averages (e.g. total controlled mCis released by a plant into environment divided by num-
ber of releases gives the average activity per release)
Axioms of Probability
1. 0 P( A) 1
2. P( A) + P( A) 1
3. If A
1
and A
2
are mutually exclusive, i.e. P( A
1

A
2
) P( A
1
A
2
) 0, then
P( A
1
A
2
) P( A
1
+ A
2
) P( A
1
) + P( A
2
)
7
Proposition
If
P( A
1
A
2
) 0,
then
P( A
1
+ A
2
) P( A
1
) + P( A
2
) P( A
1
A
2
)
Proof
First, recalling that "A
1
A
2
" means "A
1
and A
2
" and "A
1
+ A
2
" means "A
1
or A
2
", we can show
A
1
A
1
( A
2
+ A
2
) A
1
A
2
+ A
1
A
2
and
A
1
+ A
2
A
1
( A
2
+ A
2
) + A
2
( A
1
+ A
1
)
A
1
A
2
+ A
2
A
1
+ A
1
A
2
.
Then
P( A
1
) P[ A
1
( A
2
+ A
2
)] P( A
1
A
2
) + P( A
1
A
2
) > P( A
1
A
2
) P( A
1
) P( A
1
A
2
)
and
P( A
1
+ A
2
) P( A
1
A
2
+ A
2
A
1
+ A
1
A
2
)
P( A
1
A
2
+ A
2
A
1
) + P( A
1
A
2
)
P( A
1
A
2
) + P( A
2
A
1
) + P( A
1
A
2
)
P( A
1
) P( A
1
A
2
) + P( A
2
) P( A
1
A
2
) + P( A
1
A
2
)
> P( A
1
+ A
2
) P( A
1
) + P( A
2
) P( A
1
A
2
)
Q.E.D.
Often the probability assigned to an event reects a perceived state of knowledge rather than
having been deduced axiomatically. Such a probability is called subjective probability.
8
Some Examples
Example 1
The outcome of 20 coin tosses is given below. Find the frequency of "tails" as a function
increasing number of tosses.
Toss# 1 2 3 4 5 6 7 8 9 10
Outcome h h t h t h t t t h
Toss# 11 12 13 14 15 16 17 18 19 20
Outcome h t t h t h t h h t
Solution
Frequency
Number of Desirable Outcomes
Number of Events
Toss# 1 2 3 4 5 6 7 8 9 10
Frequency 0 0 1/3 1/4 2/5 2/6 3/7 4/8 5/9 5/10
Toss# 11 12 13 14 15 16 17 18 19 20
Frequency 5/11 6/12 7/13 7/14 8/15 8/16 9/17 9/18 9/19 10/20
9
Example 2
What is the probability of rolling 4 in single throw of 2 dice?
Solution
Possible combinations leading to the desired event and their respective probabilities are the fol-
lowing:
Event Die#1 Die#2 Probability of Event
A 1 3 1/36
B 2 2 1/36
C 3 1 1/36
Since the events are mutually exclusive
P( A + B + C) P( A) + P(B) + P(C) 3/36 1/12
Example 3
The turn signal circuit of an automobile consists of the turn signal lamp, the dashboard indicator
and a fuse. The turn signal does not work if any these circuit elements fail and each elements
can fail with a probability of 0.2 during 50,000 miles of driving. What is the probability that the
turn signal will fail during 50,000 miles of driving?
Solution
Dene the events:
A: Turn signal lamp fails B: Dashboard indicator fails
C: Fuse fails D: Turn signal fails
Then
P(D) P( A + B + C) P( A + B) + P(C) P( A + B)P(C)
P( A) + P(B) P( A)P(B) + P(C) P(C)[P( A) + P(B) P( A)P(B)]
P( A) + P(B) + P(C) P( A)P(B) P( A)P(C) P(B)P(C) + P( A)P(B)P(C)
3(0. 2) 3(0. 2)
2
+ (0. 2)
3
0. 488
10
Event Decomposition
Conditional Probability P( A|B)
P( AB)
P(B)
Proposition
Let A
1
, A
2
,..., A
n
be n mutually exclusive and exhaustive events, i.e.
P( A
n
A
m
) 0 if n m and
n
m1

P( A
m
) 1
Then for any event B,
P(B) P(B| A
1
)P( A
1
) + P(B| A
2
)P( A
2
) +
. . .
+ P(B| A
n
)P( A
n
)
The events A and B are called statistically independent if P( AB) P( A)P(B)
Example 4
A liquid supply system consists of two identical pumps. The system fails if both pumps fail and
pump failures are statistically independent. Find the probability of system failure per month if
the probability of pump failure per month is 0.01.
Solution
Let
P( A
i
) Probability per month that pump i (i 1, 2) fails
P(B) Probability per month that the system fails
Then
P(B) P( A
2
A
1
) P( A
2
| A
1
)P( A
1
)
P( A
1
| A
2
)P( A
2
) P( A
2
)P( A
1
) (0. 01)
2
0. 0001
Note that axioms of probability also hold for conditional probabilities, e.g.
P( A|B) + P( A|B) 1
P(( A
1
+ A
2
)|B) P( A
1
|B) + P( A
2
|B) P( A
1
A
2
|B)
11
The Bayes Equation
From event decomposition rules recall that
P( A
i
B) P( A
i
|B)P(B) P(B| A
i
)P( A
i
)
and if A
i
(i 1, . . . , n) are mutually exclusive and exhaustive
P(B) P(B| A
1
)P( A
1
) + P(B| A
2
)P( A
2
) +
. . .
+ P(B| A
n
)P( A
n
) .
Then
P( A
i
|B)
P(B| A
i
)P( A
i
)
n
i1

P(B| A
i
)P( A
i
)
This equation is known as the Bayes Equation. The Bayes equation relates the a priori probabili-
ties P(B| A
i
) to the a posteriori probabilities P( A
i
|B).
Example 5
In a communication channel a 0 or 1 is transmitted correctly with probabilities P(X 0) P
0
and P(X 1) P
1
, respectively. Due to noise in the channel, a 0 can be received as 1 with prob-
ability P(Y 1| X 0) and a 1 can be received as 0 also with probability
P(Y 0| X 1) . What is the probability that a 1 is transmitted if a 1 is received?
Solution
Note that the events X 1 and X 0 are exhaustive. Then
P(X 1|Y 1)
P(Y 1 , X 1)
P(Y 1)

P(Y 1| X 1)P(X 1)
P(Y 1| X 1)P(X 1) + P(Y 1| X 0)P(X 0)

P
1
(1 )
P
1
(1 ) + P
0

If 0, then P(X 1|Y 1) 1 and the channel is said to be noiseless.

12
Example 6
Suppose there exists a ctitious test for instrumentation degradation which has the property
P( A|B) P( A|B) 0. 95 for P(B) 0. 005,
where the events A, B, A and B are dened as
A The test states that the instrument is degraded
B Instrument is degraded
A The test states that the instrument is functioning properly
B The instrument is functioning properly
Is the test a good test?
Solution
In order to judge whether the test is good or not we need to know the likelihoods of the events
that:
the instrument is degraded when the test states that the instrument is degraded (i.e. P(B| A)),
and
the instrument is functioning properly when the test states that the instrument is functioning
properly, (i.e. P(B| A)).
From the Bayes equation
P(B| A)
P( A|B)P(B)
P( A|B)P(B) + P( A|B)P(B)

(0. 95)(0. 005)

(0. 95)(0. 005) + (0. 05)(0. 995)
0. 087156,
since P( A|B) + P( A|B) 1 > P( A|B) 1 0. 95, and
P(B| A)
P( A|B)P(B)
P( A|B)P(B) + P( A|B)P(B)

(0. 95)(1 0. 005)

(0. 95)(1 0. 005) + (0. 05)(0. 005)
0. 999736
So the test is good for verifying that the instrument is functioning properly but not for detecting
the degradation. This conclusion can be also inferred from
13
P( A|B) + P( A|B) 1 > P( A|B) 1 0. 95.
i.e., the probability that the test will state that the instrument is functioning properly when it is
degraded is 95%.
Probability Distribution Functions
Let p(x) dx Probability that the stochastic variable x is between x and x + dx
The p(x) is called the probability distribution function or probability density function (pdf) for
the variable x. Giv en p(x), the probability that x is within x
min
and x
max
can be found from
P(x
min
x x
max
)
x
max
x
min

dx p(x)
This expression follows from the mutual exclusiveness of the events x x
1
, x x
2
, x x
3
etc.
The P(x
min
x x
max
) P
X
(x) where X {x: x
min
x x
max
} is called the cumulative distri-
bution function or Cdf of x over X.
Example 7
For a certain type of resistors, the probability that the resistor resistance has the value r ohms is
given by the distribution
p(r)
1

2 (200)
2
exp

1
2
(r 1000)
2
40, 000
_
,
a) What is the probability that the resistance of a resistor is between r
min
= 900 and r
max
=
1100 ohms?
b) What is the expected (or average) value of r?
Solution
a) The Cdf we need to nd is
P
R
P(r
min
r r
max
)
r
max
r
min

dr p(r)
1
2

'

erf

r
max
1000
2002
_
,
erf

r
min
1000
2002
_
,

1
2

'

erf

1100 1000
2002
_
,
erf

900 1000
2002
_
,

14

1
2
{erf(0. 353553) erf(0. 353553)} 0. 383
erf(z)
2

z
0

e
u
2
du
b) The expected value of r is
< r >

dr rp(r)

dr
r

2 (200)
2
exp

1
2
(r 1000)
2
40, 000
_
,
1000 ohms.
Sometimes it is necessary to nd the pdf of a given function y(x) of the stochastic variable x. In
this situation
p(y) abs

dx
dy
_
,
p(x)

xx(y)
Example 8
Suppose
p(t) e
t
, 0 t <

.
Then for
y e
t
> ln(y) t > abs

dt
dy
_
,

1
y
,
p(y)
y

y
y
1
, 0 y 1
Another practically important problem is to nd the pdf p
Z
(z) of z x + y where x and y are sta-
tistically independent stochastic variables with given pdfs p
X
(x) and p
Y
(y) dened over
X {x: x
min
x x
max
} and Y {y: y
min
y y
max
}, respectively. First, we note that if
A: event that x is within x and x + dx
and
B: event that y is within y and y + dy,
then
p
XY
(x, y)dxdy Pr{AB} = p
X
(x) p
Y
(y)dxdy > p
XY
(x, y) p
X
(x) p
Y
(y)
From the denition of Cdf
15
P
Z
(z)
X

dx dy p
XY
(x, y)
x
max
x
min

dx p
X
(x)
zx
y
min

dy p
Y
(y)
> p
Z
(z)
P
Z
(z)
z

x
max
x
min

dx p
X
(x) p
Y
(z x)
y
max
y
min

dy p
Y
(y) p
X
(z y).
Example 9
Production Lines A and B in a factory produce shafts and bushings, respectively. In the nished
product, the bushings are supposed to t over the shafts with a minimum clearance of 0.1 mm
and a maximum clearance of 0.5 mm. The probability that Line A will produce a shaft with
radius x mm is
p
A
(x)
1
2 (0. 1)
e

(x 10)
2
0.02
mm
1
and the probability that Line B will produce a bushing with inner radius y mm is
p
B
(y)
1
2 (0. 1)
e

(y 10.3)
2
0.02
mm
1
.
Find the percent of nished products rejected.
Solution
Let z y x. We want to nd
1
0.5
0.1

dz p(z).
Assume that Lines A and B are statistically independent. Then
p(z)

dx p
A
(x) p
B
(z + x)
5. 00

e
(25.00z
2
15.00z + 2.25)
mm
1
.
>
0.5
0.1

dz p(z) 0. 84
Then the percent of nished products rejected is 100(1 0. 84) 16 %
16
9.5 9.6 9.7 9.8 9.9 10 10.1 10.2 10.3 10.4 10.5
0
0.2
0.4
0.6
0.8
1
1.2
1.4
x (mm)
p
A
(
x
)
/
m
m
9.8 9.9 10 10.1 10.2 10.3 10.4 10.5 10.6 10.7 10.8
0
0.2
0.4
0.6
0.8
1
1.2
1.4
y (mm)
p
B
)
(
y
)
/
m
m
0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
z(mm)
p
z
(
z
)
/
m
m
Rejected Rejected