Reliability Analysis Methods Overview
Reliability Analysis Methods Overview
Lecture 1
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1. RELIABILITY DEFINITIONS
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RELIABILITY DEFINITIONS (cont.)
➢ Mean-Time-To-Failure (MTTF)
▪ In a life test of replaceable units all the sample units would
not fail at the same time. As such we get a distribution of
time-to-failure. The expected time-to-failure is called MTTF.
Mathematically,
N
1
MTTF = t i = E(t)
N
Where, i=0
R(t)
1
R t = Pr(T > t)
time
F(t)
1
F t = Pr(T t)
time
t R t =1−F t
dF(t) ∞
F t = න f x dx and = f(t)
0 dt R t = න f x dx
t
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RELIABILITY DEFINITIONS (cont.)
∞
➢ According to MTTF = 0 t f t dt another form in terms of R(t) can
be proved.
∞
If lim t 𝑓 t = 0 , then, integrating by parts, 𝐌𝐓𝐓𝐅 = 𝐭𝐝 𝐭 𝐑 𝟎
t→∞
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Failure Rate (cont.)
f(t)
we can say (t 2 = t1 + ∆t). Hazard Rate h t =
R(t)
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Failure Rate (Example)
20 units are put on test and run at their normal operating condition for
1,000 hours. If 6 of those units fail, at the following hours (550, 480,
680, 790, 860, 620), what is the failure rate of the product?
Solution:
• Now thing about the above result, which is a negligible number, but the
question is it a good number or bad number.
• According to customer and to understand the meaning of this result, need
to find MTTF / MTBF (which is just an inverse relationship of ).
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20 units are put on test and run at their normal operating condition for
1,000 hours. If 6 of those units fail, at the following hours (550, 480,
680, 790, 860, 620), what is the mean time to failure of the product?
Solution:
• Now if the customer needs a motor to run 2000 hours without failure, thus
the above product seems to meet the reliability needed.
• But if the customer needs at least 10,000 hours, then for sure it will not
meet the reliability needed.
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BATHTUB CURVE
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2. COMMON DISTRIBUTIONS IN COMPONENT
RELIABILITY
➢ In fact, all the previously mentioned distributions have their own form
of reliability and MTTF. Each one has its own merits depending on
the form of the distribution.
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That is, h t = λ
t t t
and 𝐑 𝒕 = e− 0 h x dx
= e− 0 λdx = e−λ 0 dx = 𝒆−𝝀𝒕
And 𝐟 𝒕 = h t ∙ R t = 𝛌𝒆−𝝀𝒕
(exponential distribution)
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Constant failure rate () (Example)
We have test 20 units and found that our MTBF is 2,996 hours. What
is the reliability of the product at 1,200 hours of operation.
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h t = βt ( β is some constant )
t t t 𝟏 𝟐
Therefore, 𝐑 𝒕 = e− 0 h u du
= e− 0 βudu = e−β 0 udx = 𝒆−𝟐𝛃𝒕
1 2 𝟏 𝟐
and 𝐟 𝒕 = R t ∙ h t = e−2βt × βt = 𝛃𝐭𝐞−𝟐𝛃𝐭
▪ This is the Rayleigh distribution. The wear out region in Bathtub
curve can be modeled by this distribution. Other distributions may
also be used, depending on failure data.
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THREE DISTINCT HAZARD RATES (cont.)
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Example:
Consider λ = 10−3 𝑝𝑒𝑟 hr, calculate R(t = 1000 hrs) for an exponentially
distributed time-to-failure.
−3 ×103
R t = e−λt = e−10 = e−1 = 0.368
Therefore,
F t = 1 − 0.368 = 0.632
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THREE DISTINCT HAZARD RATES (cont.)
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EXPONENTIAL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE
Review:
𝐑 𝒕 = 𝒆−𝝀𝒕
𝟏
𝐌𝐓𝐓𝐅 =
𝛌
(λt is the mean number of shocks – i.e., each failure in the process
is caused by a random shock, and the number of shocks occurring
in a time interval of length t)
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WEIBULL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE
• It is appropriate for a system or complex component composed of
a number of components or parts whose failure is governed by the
most severe defect or vulnerable of its components or parts.
βt β−1 − t β
f t = e α
αβ
∞ ∞
βθβ−1 − θ β θ β
α dθ
−
α
∞
R t = න f θ dθ = න e = −e ฬ
t t αβ t
𝐭 𝛃
−
𝐑 𝐭 =𝐞 𝛂
where
α = scale parameter (to adjust the MTTF value. It is usually specific to the
particular system or component being analyzed).
β = shape parameter (positive real number that affects the distribution of
failure times in the system).
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βt β−1 − t β
f t = e α
αβ
β
βt β−1 − αt
f(t) β e
h t = = α
R(t) t β
−
e α
𝛃−𝟏
𝛃 𝐭
𝐡 𝐭 =
𝛂 𝛂
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USES OF WEIBULL DISTRIBUTION
➢ Case I: β = 1
1 t 1−1 𝟏
That is, 𝐡 𝐭 =α =𝛂
α
1
So, it is the same as an exponential distribution with λ = and
α
MTTF = α.
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USES OF WEIBULL DISTRIBUTION (cont.)
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NORMAL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE
𝟏 f(t)
𝟏 − 𝟐 𝐭−𝛍𝐭 𝟐
𝐟 𝐭 = 𝟐𝛔
𝐞 𝐭
𝛔𝐭 𝟐𝛑 1
Normal Distribution
𝛍𝐭 = 𝐌𝐓𝐓𝐅
t−μt 2
1 ∞ − 2 𝐭−𝛍
𝐑 𝐭 = e 2σt dt = 𝟏 − 𝛷(z) , z =
σt 2π t 𝛔
➢ Normal distribution is good model for components under high stress, which
are time-independent reliability models.
➢ Values of ϕ(z) may be obtained from standard normal distribution table.
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NORMAL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE (cont.)
Example:
A component’s stress to failure is normally distributed with MTTF of 20
kg/cm2 and standard deviation of 3 kg/cm2.
1) Find the reliability at a stress level of 25 kg/cm2.
25 − 20
R t =1−Φ = 1 − Φ 1.667 = 0.048
3
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NORMAL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE (cont.)
3) Find the conditional probability of failure given that the component
has survived under a 25kg/cm2 stress
R = 0.08
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LOGNORMAL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE
➢ Widely used in reliability engineering.
➢ It is good for failures due to events that may vary by several orders of
magnitude, such as the time to finish a repair task.
▪ Specific applications include time to failure of components due to fatigue
cracks.
▪ Other applications are associated with failures attributed to maintenance
activities and distribution of cracks initiated and grown by mechanical
fatigue.
𝟏
𝟏 − 𝐥𝐧𝐭−𝛍𝐭 𝟐
𝐟 𝐭 = 𝐞 𝟐𝛔𝟐𝐭
𝛔𝐭 𝐭 𝟐𝛑
Where,
μt = mean of log of t’s [ μt = E(ln t) and 2 = Var(ln t) ]
➢ The failure rate for the lognormal distribution initially increases over time and
then decreases (depends on the values of the parameters μt and σt).
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LOGNORMAL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE (cont.)
Example:
➢ Time that an operator can shutdown a system successfully
is lognormally distributed with μt = 2.0273 , σ2t = 0.4608 ,
determine probability of success by t = 20 seconds (that is:
the operator shuts down the system within 20 seconds).
➢ The failure probability = Pr(T > t), and the success
probability = Pr(T t)
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LOGNORMAL DISTRIBUTION AS
A MODEL OF TIME-TO-FAILURE (cont.)
➢ Note that you can convert mean-log value to lognormal mean
(same with variance)
σ2
μt + t
MTTS = μy = e 2
1
2 2
σy = eσt − 1 μy
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3. FAILURE MODEL SELECTION
➢ There are ways in which we can establish whether a distribution is
a good fit. Two ways will be discussed:
▪ Non-parametric
(do not need a particular distribution function)
Probability Plotting
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LIFE ESTIMATION
Probability Plotting
Parameter
Maximum Likelihood Estimation
Estimation
Bayesian Estimation
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES
➢ Time to failure data t1 ≤ t 2 ≤ ⋯ ≤ t n
probability of failure
➢ Knowing that, h t =
time
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES (cont.)
t=0 i=1 2 3 4 5 n
t1 t2 t3
for small samples
1
h t =
(n − i)(t i+1 − t i )
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES (cont.)
f(t)
h t =
R(t)
n−i
R ti =
n
➢ Similarly unbiased estimators of R(t) and f(t) are
𝐧 − 𝐢 + 𝟎. 𝟔𝟐𝟓
𝐭𝐢 =
𝐑
𝐧 + 𝟎. 𝟐𝟓
𝟏
𝐟መ 𝐭 𝐢 =
(𝐧 + 𝟎. 𝟐𝟓)(𝐭 𝐢+𝟏 − 𝐭 𝐢 )
➢ Keep in mind that 0.625 and 0.25 are correction terms of a minor
importance, which result in a small bias and a small mean square
error for the Weibull distribution estimation.
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES (cont.)
Example:
1
i
ti f̂ ( t i ) =
(hour) (n + 0.25 )(t i+1 − t i )
1
= 3.88E -5 hr -1
1 1,000 ( 4.25)( 6100) f(t)
7.6E-5 X
1
= 5.74E -5 hr -1
2 7,100 ( 4.25)( 4100)
5.7 X
1
3 11,200 = 7.59E -5 hr -1
( 4.25)( 3100) 3.8 X
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES (cont.)
(t ) =
( n - i + 0.625)
ti R
i
(hour)
i
( n + 0.25)
( 4 - 1 + 0.625)
1 1,000 = 0.853
( 4 + 0.25)
( 4 - 2 + 0.625)
2 7,100 = 0.617
( 4 + 0.25)
( 4 - 3 + 0.625)
3 11,200 = 0.382
( 4 + 0.25)
4 14,300 ( 4 - 4 + 0.625)
= 0.147
( 4 + 0.25)
➢ So, the hazard rate is more or less constant and the reliability is
decreasing exponentially.
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES (cont.)
ti 1
i
(hour)
hˆ(t ) =
(n − i + 0.625)(ti +1 − ti )
1
= 4.52 10 −5
1 1,000 (4 − 1 + 0.625)(7100 − 1000)
1
2 7,100 = 9.29 10 −5
(4 − 2 + 0.625)(11200 − 7100)
1
3 11,200 = 1.99 10 − 4
(4 − 3 + 0.625)(14300 − 11200)
1
4 14,300 = undefined
(4 − 4 + 0.625)(?− 14300)
➢ So, the hazard rate is more or less constant, and the reliability is
decreasing exponentially.
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES (cont.)
Large Samples:
Nf (ti )
The estimate of probability that the component h t i =
Ns (ti )∆t
will fail in the interval (ti, ti + Δt)
Ns (t i )
Nonparametric estimate of the reliability ti =
R
ti
function is R N
Nf (t i )
The pdf is estimated by መf t i fመ t i =
N(∆t)
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NON-PARAMETRIC
HAZARD-RATE ESTIMATES (cont.)
Example:
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Important Time-to-Failure Distributions and
Their Characteristics
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PROBABILITY PLOTTING
➢ Observed data may be plotted on special probability papers such
that the resulting curve falls on a straight line.
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EXPONENTIAL PLOTTING
R t = e−λt
1
or = eλt
R(t)
1
ln = λt
R(t)
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EXPONENTIAL PLOTTING (cont.)
(n − i + 0.625)
ti =
R
(n + 0.25)
(Slide 42)
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n + 0.25
n − i + 0.625
▪ If a straight line is a good fit exponential distribution is an
adequate model.
n+0.25
ti, i = 1,2, … , ณ
𝑛
n−i+0.625
ma𝑥
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EXPONENTIAL PLOTTING (cont.)
Example:
250 Germanium transistors have the following time-to-failures:
(Note that the test was terminated after 240 failures were
observed).
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EXPONENTIAL PLOTTING (cont.)
λE = λ1 + λ2
Therefore,
R = R1 ∙ R 2
= e−λ1 t e−λ2 t
= e−λEt
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WEIBULL DISTRIBUTION
➢ The most versatile distribution in Reliability Engineering because of
its ability to model a variety of distributions.
➢ It can be used to model any failure rate of the product over the
entire lifetime.
▪ For the three cases discussed earlier (decreasing, constant, and
increasing failure rate).
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WEIBULL PLOTTING
t β
−
➢ Weibull distribution: R t =e α
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WEIBULL DISTRIBUTION
➢ If 𝛃 = 𝟏, Weibull distribution becomes an exponential distribution,
t 1
−
because R t = e α = e−λt
1
Thus, λ =
α
➢ scale parameter α, (MTTF) for certain , a stretches the distribution
out over the time.
▪ The bigger scale parameter the more reliable the product is.
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WEIBULL DISTRIBUTION (Example)
You have collected data on a component and calculated that your
product fits a Weibull distribution with a slope of 2. The data also
indicates that your scale parameter is equal to 8,000 hours.
What is the reliability of the system at 5,000 hours.
Solution:
= 2 , = 8,000 , T = 5,000
t β
−
R t =e α
5,000 2
− =0.6766
R 5,000 = e 8,000 or 67.7% Reliability
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WEIBULL PLOTTING
1
ln ln = βlnt − βlnα
R
1
Where, Y equivalent to ln ln
R
X equivalent to ln𝑡
slope m is the shape parameter .
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Steps in Probability Plotting of complete data
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i−0.5
Midpoint n
i
Mean n+1
i−0.3
Median n+0.4
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NORMAL PLOT
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LOGNORMAL PLOT OF THE EXAMPLE
lnt−μ lnt−μ
Example: Lognormal distribution F = Φ( ), Φ −1 F =
σ σ
➢ Conclusion: In this case, Normal distribution fits better than Lognormal distribution
(ie: better R2 value for the normal plot)
Prepared by Dr. Osama Al-Jamal Reliability Analysis Methods - 65
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For certain motor, the instances of failure and the number of days for
the failure. For example, the 1st failure occurs after 400 days, 2nd one
after 820 days. The following table shows a data to 10 failures.
Failure 1 2 3 4 5 6 7 8 9 10
Days 400 820 1050 1244 1500 1780 1920 2100 2230 2500
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WEIBULL PLOTTING (Example)
i−0.3
Step 1: Calculate Median Rank Median, F(t) =
n+0.4
i
Failure Days Median F(t) n = 10
Arranged in ascending order
1 400 0.067
2 820 0.163
3 1050 0.260
4 1244 0.356
5 1500 0.452
6 1780 0.548
7 1920 0.644
8 2100 0.740
9 2230 0.837
10 2500 0.933
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1
Step 2: Determine Natural Logarithm ln ln = βlnt − βlnα
R
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WEIBULL PLOTTING (Example)
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t 1.9551
−
R t =e 1807.811
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CENSORING
➢ Censoring refers to the situation where the exact failure time of a
product or system is not observed or recorded for all samples in the
study.
➢ Censoring occurs due to the following reasons:
▪ when a sample has not failed by the end of the testing period.
▪ when the failure time is unknown due to other reasons, such as;
• the study being terminated before all samples fail.
• the failure time being outside the observation window.
➢ it is often impractical or too time-consuming to observe the failure
time for every individual sample until it fails.
▪ Censoring allows for efficient use of resources and enables
statistical analysis to estimate the reliability characteristics of
the product or system.
Prepared by Dr. Osama Al-Jamal Reliability Analysis Methods - 71
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CENSORING (cont.)
➢ The concept of censoring is closely associated with the likelihood
function, which is used to estimate the parameters of a statistical
model based on observed data.
▪ the likelihood function incorporates the information from both
the observed failure times and the censored data to estimate
the reliability parameters.
➢ Here are a few common types of censoring and their corresponding
likelihood functions:
▪ Right Censoring.
▪ Left Censoring.
▪ Interval Censoring.
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TYPES OF CENSORING
➢ Right Censoring:
▪ Samples are tested until they fail or until a predetermined study
duration is reached.
• If a sample has not failed by the end of the study, its failure
time is considered right-censored.
▪ The likelihood function is based on the observed failure times
and the known censoring times.
• It takes into account the probabilities of observing the
failure times and the probabilities of right-censoring for the
remaining samples.
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TYPES OF CENSORING (cont.)
➢ Interval Censoring:
▪ It occurs when the failure times are only known to lie within
certain intervals.
▪ This type of censoring is often encountered when the failure
times can only be observed at discrete time points or during
specific inspection intervals.
▪ The likelihood function considers the observed intervals and the
probabilities of the failure times falling within those intervals.
• It also incorporates information on the censoring intervals
for the remaining samples.
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LIFE TESTING (cont.)
𝐹
λ =
𝑇
Where, F is number of failures up to 𝑡0 .
T
=
MTTF
F
and number of units actually in test (𝑁′) is 𝑁 ′ = 𝑁 + 𝐹
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𝑇 = 𝑡𝑖 + 𝑁 − 𝐹 𝑡0
i=1
𝐹
λ =
𝑇
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LIFE TESTING (cont.)
𝑓 𝑇
λ = , =
MTTF
𝑇 𝑓
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T = Nt1 + N − 1 t 2 − t1 + ⋯ + N − r + 1 t r − t r−1
r−1
= t i + N − r + 1 Tr
i=1
r
T = t i + N − r Tr
i=1
and
N′ = N
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