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Fundamentals of Reliability 
              Fundamentals of Reliability
             Engineering and Applications
                      Part 2 of 3

                               E. A. Elsayed
                           ©2011 ASQ & Presentation Elsayed
                            Presented live on Dec 07th, 2010




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liability_Calendar/Short_Courses/Sh
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ASQ Reliability Division 
                 ASQ Reliability Division
                  Short Course Series
                  Short Course Series
                     The ASQ Reliability Division is pleased to 
                     present a regular series of short courses 
                   featuring leading international practitioners, 
                           academics, and consultants.
                           academics and consultants

                  The goal is to provide a forum for the basic and 
                  The goal is to provide a forum for the basic and
                        continuing education of reliability 
                                    professionals.




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Fundamentals of Reliability Engineering and
              Applications



                 E. A. Elsayed
            elsayed@rci.rutgers.edu
            elsayed@rci rutgers edu
               Rutgers University




              December 7, 2010
                        ,
                                          1
Outline
        Part 1.   Reliability Definitions

   Reliability Definition…Time dependent
                Definition Time
    characteristics
   Failure Rate
   Availability
   MTTF and MTBF
   Time to First Failure
   Mean Residual Life
   Conclusions
    C     l i


                                            2
Outline
  Part 2.    Reliability Calculations


1. Use f f il
1 U of failure d t
                 data
2. Density functions
3.
3 Reliability function
4. Hazard and failure rates




                                        3
Outline
Part 3.     Failure Time Distributions


1. Constant failure rate distributions
1 C     t t f il       t di t ib ti
2. Increasing failure rate distributions
3.
3 Decreasing failure rate distributions
4. Weibull Analysis – Why use Weibull?




                                           4
Outline
  Part 2.      Reliability Calculations


1. Use f f il
1 U of failure d t
               data
  a)   Interval data (no censoring)
  b)   Exact failure times are known
2. Density functions
3. Reliability function
             y
4. Hazard and failure rates




                                          5
Basic Calculations

  Suppose n0 identical units are subjected to a
  test. During the interval (t, t +∆t ), we observed
  nf (t ) failed components Let ns (t ) be the
                 components.
  surviving components at time t , then we define:

Failure density function        f ˆ (t )  n f (t )
                                           n 0 t
                           ˆ (t )  nf (t ) ,
                           h
Failure rate function              ns (t )t

Reliability function    Rˆ (t )  P (T  t )  n s (t )
                                   r
                                                 n0       6
Basic Definitions Cont’d
The unreliability F(t) is
                                 1
                            F t   R t




                       ︵
                       ︶

                                     ︵
                                     ︶
Example: 200 light bulbs were tested and the failures in
1000-hour intervals are

          Time Interval (Hours)           Failures in the
                                               interval
                     0-1000                    100
                  1001-2000                    40
                  2001-3000
                  2001 3000                    20
                  3001-4000                    15
                  4001-5000                    10
                  5001-6000                     8
                  6001-7000                     7
          Total                                200
                                                            7
Calculations
                            Time        Failure Density Hazard rate
                            Interval
                            I t    l    f (t ) x 104    h(t ) x 104
                                           100                  100
Time Interval   Failures      0-1000     200  103
                                                    5 .0
                                                              200  103
                                                                         5 .0

 (Hours)          in the
                 interval
   0-1000        100
                            1001-2000
                            1001 2000
                                             40                  40
                                                     2 .0
                                                         0               4 .0
                                                                             0
1001-2000        40                       200  103           100  103
2001-3000        20
3001-4000        15         2001 3000
                            2001-3000
                                            20
                                                    1 .0
                                                                 20
                                                                        3 .3 3
4001-5000        10                      200  103            60  103
5001-6000         8
6001-7000         7             ……            ……..                 ……
Total            200
                                             7                    7
                            6001-7000    200  103
                                                    0 .3 5
                                                               7  103
                                                                        10


                                                                                  8
Failure Density vs. Time


×10-4




           1   2       3     4     5   6   7   x 103

                   Time i h
                   Ti   in hours
                                                   9
Hazard Rate vs. Time


×10-4
   -




         1   2      3     4      5   6   7   × 103

                 Time in Hours

                                                     10
Reliability Calculations

Time Interval   Failures
  (Hours)         in the    Time Interval   Reliability R (t )
                 interval   0-1000
                            0 1000          5/5=1.0
                                            5/5=1 0
    0-1000       100
 1001-2000       40         1001-2000          /
                                            2.0/4.0=0.5
 2001-3000
 2001 3000       20
 3001-4000       15
 4001-5000       10         2001-3000       1/3.33=0.33
 5001-6000
 5001 6000        8
 6001-7000        7
                            ……              ……
Total            200

                            6001-7000       0.35/10=.035


                                                                 11
Reliability vs. Time
          y




1   2      3     4      5   6   7   x 103
        Time in hours

                                            12
Exponential Distribution

Definition                          (t)

 h (t )        0, t  0                Time

 f (t )   exp( t )


 R (t )  exp( t )  1  F (t )
            p(


                                                  13
Exponential Model Cont’d
                              Cont d

Statistical Properties
                                                5       1 0       6 F a il u r e s / h r
                1                                          


M TTF                                 MTTF=200,000 hrs or 20 years
                
                                            5       1 0  6 F a il u r e s / h r
                     1                  
V a ri a n c e 
                     2                Standard deviation of MTTF is
                                       200,000 hrs or 20 years
 M e d i a n lif e        ln       1     Median life =138,626 hrs or 14
                              2
                                   
                     ︵

                               ︶


                                         years

                                                                                           14
Exponential Model Cont’d
                           Cont d

Statistical Properties
                                 5       1 0 6 F a il u r e s / h r
           1                             


M TTF                   MTTF=200,000 hrs or 20 years
           

It is important to note that the MTTF= 1/failure
                                 MTTF
is only applicable for the constant failure rate
case (failure time follow exponential distribution.
       (                      p



                                                                      15
Empirical Estimate of F(t) and R(t)
When the exact failure times of units is known, we
use an empirical approach to estimate the reliability
metrics. The most common approach is the Rank
                              pp
Estimator. Order the failure time observations (failure
times) in an ascending order:

               ...                             ...
   t1  t2           ti 1  ti  ti  1           t n 1  t n




                                                                      16
Empirical Estimate of F(t) and R(t)
            p                    ()       ()
F (ti )    is obtained by several methods
                        y

                                        i
1.
1 Uniform “naive” estimator
           naive
                                        n
                               i
2.
2 Mean rank estimator         n1                   .
                                            i  0 .3
3. Median
3 M di rank estimator (B
          k ti t (Bernard)
                         d)                 n 0 4
                                                /
                                        i 3 / 8
4. Median rank estimator (Blom)
                                        n 1 4

                                                        17
Empirical Estimate of F(t) and R(t)
Assume that we use the mean rank estimator
  ˆ (t )  i
  F i
           n 1
  ˆ (t )  n  1  i
  R i                ti  t  ti 1 i  0,1, 2,..., n
            n 1

Since f (t ) is the derivative of F(t ), then

            F (ti 1 )  F (ti )
            ˆ            ˆ
  f (ti ) 
  ˆ                                ti  ti 1  ti
              ti .(n  1)
                     (
                   1
  f (ti ) 
  ˆ
              ti .(n  1)
                                                        18
Empirical Estimate of F(t) and R(t)
                   1
   (t ) 
  ˆ
           ti .(n  1  i )
     i
                (
  H (ti )   ln ( R(ti )
  ˆ                ˆ

Example:

Recorded failure times for a sample of 9 units are
observed at t=70 150 250 360 485 650 855
             =70, 150, 250, 360, 485, 650, 855,
1130, 1540. Determine F(t), R(t), f(t),  t ,H(t)




                                     ︵
                                        ︶
                                                     19
Calculations

i   t (i)   t(i+1) F=i/10 R=(10-i)/10
                   F i/10 R (10 i)/10   f 0.1/t
                                        f=0.1/t    1/(t.(10 i))
                                                   =1/(t.(10‐i))     H(t)
0    0       70     0          1        0.001429     0.001429                       0
1    70     150    0.1        0.9       0.001250     0.001389         0.10536052
2   150     250    0.2        0.8       0.001000     0.001250         0.22314355
3   250     360    0.3        0.7       0.000909     0.001299         0.35667494
4   360     485    0.4        0.6       0.000800     0.001333         0.51082562
5   485     650    0.5        0.5       0.000606     0.001212         0.69314718
6   650     855    0.6        0.4       0.000488     0.001220         0.91629073
7   855     1130   0.7        0.3       0.000364     0.001212          1.2039728
8   1130    1540   0.8        0.2       0.000244     0.001220         1.60943791
9   1540      -    0.9        0.1                                     2.30258509


                                                                               20
Reliability Function
                     y

           1.2



             1


Reliability
R li bilit 0.8


           0.6



           0.4



           0.2



             0
                 0   200   400    600   800   1000   1200

                                 Time




                                                            21
Probability Density Function
           0.001600


           0.001400


           0.001200


           0.001000

Density
           0.000800
Function
           0.000600


           0.000400


           0.000200


           0.000000
           0 000000
                      0   200   400      600   800   1000   1200

                                      Time


                                                                   22
Constant Failure Rate

               0.001900

               0.001700

               0.001500
               0 001500

               0.001300

               0.001100
Failure Rate
               0.000900

               0.000700

               0.000500

               0.000300

               0.000100
                          0   200   400    600   800   1000   1200

                                          Time


                                                                     23
Exponential Distribution: Another Example

Given failure d t
Gi    f il    data:

Plot the hazard rate, if constant then use the
exponential distribution with f (t), R (t) and h (t) as
defined before.

We use a software to demonstrate these steps.



                                                      24
Input Data




             25
Plot of the Data




                   26
Exponential Fit




                  27
Exponential Analysis
Summary

In this part, we presented the three most important
relationships in reliability engineering.

We estimated obtained estimate functions for failure
rate, reliability and failure time. We obtained these
function for interval time and exact failure times
                                             times.




                                                        29

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Fundamentals of reliability engineering and applications part2of3

  • 1. Fundamentals of Reliability  Fundamentals of Reliability Engineering and Applications Part 2 of 3 E. A. Elsayed ©2011 ASQ & Presentation Elsayed Presented live on Dec 07th, 2010 http://reliabilitycalendar.org/The_Re liability_Calendar/Short_Courses/Sh liability Calendar/Short Courses/Sh ort_Courses.html
  • 2. ASQ Reliability Division  ASQ Reliability Division Short Course Series Short Course Series The ASQ Reliability Division is pleased to  present a regular series of short courses  featuring leading international practitioners,  academics, and consultants. academics and consultants The goal is to provide a forum for the basic and  The goal is to provide a forum for the basic and continuing education of reliability  professionals. http://reliabilitycalendar.org/The_Re liability_Calendar/Short_Courses/Sh liability Calendar/Short Courses/Sh ort_Courses.html
  • 3. Fundamentals of Reliability Engineering and Applications E. A. Elsayed elsayed@rci.rutgers.edu elsayed@rci rutgers edu Rutgers University December 7, 2010 , 1
  • 4. Outline Part 1. Reliability Definitions  Reliability Definition…Time dependent Definition Time characteristics  Failure Rate  Availability  MTTF and MTBF  Time to First Failure  Mean Residual Life  Conclusions C l i 2
  • 5. Outline Part 2. Reliability Calculations 1. Use f f il 1 U of failure d t data 2. Density functions 3. 3 Reliability function 4. Hazard and failure rates 3
  • 6. Outline Part 3. Failure Time Distributions 1. Constant failure rate distributions 1 C t t f il t di t ib ti 2. Increasing failure rate distributions 3. 3 Decreasing failure rate distributions 4. Weibull Analysis – Why use Weibull? 4
  • 7. Outline Part 2. Reliability Calculations 1. Use f f il 1 U of failure d t data a) Interval data (no censoring) b) Exact failure times are known 2. Density functions 3. Reliability function y 4. Hazard and failure rates 5
  • 8. Basic Calculations Suppose n0 identical units are subjected to a test. During the interval (t, t +∆t ), we observed nf (t ) failed components Let ns (t ) be the components. surviving components at time t , then we define: Failure density function f ˆ (t )  n f (t ) n 0 t ˆ (t )  nf (t ) , h Failure rate function ns (t )t Reliability function Rˆ (t )  P (T  t )  n s (t ) r n0 6
  • 9. Basic Definitions Cont’d The unreliability F(t) is 1 F t   R t ︵ ︶ ︵ ︶ Example: 200 light bulbs were tested and the failures in 1000-hour intervals are Time Interval (Hours) Failures in the interval 0-1000 100 1001-2000 40 2001-3000 2001 3000 20 3001-4000 15 4001-5000 10 5001-6000 8 6001-7000 7 Total 200 7
  • 10. Calculations Time Failure Density Hazard rate Interval I t l f (t ) x 104 h(t ) x 104 100 100 Time Interval Failures 0-1000 200  103  5 .0 200  103  5 .0 (Hours) in the interval 0-1000 100 1001-2000 1001 2000 40 40  2 .0 0  4 .0 0 1001-2000 40 200  103 100  103 2001-3000 20 3001-4000 15 2001 3000 2001-3000 20  1 .0 20  3 .3 3 4001-5000 10 200  103 60  103 5001-6000 8 6001-7000 7 …… …….. …… Total 200 7 7 6001-7000 200  103  0 .3 5 7  103  10 8
  • 11. Failure Density vs. Time ×10-4 1 2 3 4 5 6 7 x 103 Time i h Ti in hours 9
  • 12. Hazard Rate vs. Time ×10-4 - 1 2 3 4 5 6 7 × 103 Time in Hours 10
  • 13. Reliability Calculations Time Interval Failures (Hours) in the Time Interval Reliability R (t ) interval 0-1000 0 1000 5/5=1.0 5/5=1 0 0-1000 100 1001-2000 40 1001-2000 / 2.0/4.0=0.5 2001-3000 2001 3000 20 3001-4000 15 4001-5000 10 2001-3000 1/3.33=0.33 5001-6000 5001 6000 8 6001-7000 7 …… …… Total 200 6001-7000 0.35/10=.035 11
  • 14. Reliability vs. Time y 1 2 3 4 5 6 7 x 103 Time in hours 12
  • 15. Exponential Distribution Definition (t) h (t )     0, t  0 Time f (t )   exp( t ) R (t )  exp( t )  1  F (t ) p( 13
  • 16. Exponential Model Cont’d Cont d Statistical Properties 5 1 0 6 F a il u r e s / h r 1     M TTF  MTTF=200,000 hrs or 20 years  5 1 0  6 F a il u r e s / h r 1   V a ri a n c e  2 Standard deviation of MTTF is 200,000 hrs or 20 years M e d i a n lif e ln 1 Median life =138,626 hrs or 14  2  ︵ ︶ years 14
  • 17. Exponential Model Cont’d Cont d Statistical Properties 5 1 0 6 F a il u r e s / h r 1     M TTF  MTTF=200,000 hrs or 20 years  It is important to note that the MTTF= 1/failure MTTF is only applicable for the constant failure rate case (failure time follow exponential distribution. ( p 15
  • 18. Empirical Estimate of F(t) and R(t) When the exact failure times of units is known, we use an empirical approach to estimate the reliability metrics. The most common approach is the Rank pp Estimator. Order the failure time observations (failure times) in an ascending order: ... ... t1  t2   ti 1  ti  ti  1   t n 1  t n 16
  • 19. Empirical Estimate of F(t) and R(t) p () () F (ti ) is obtained by several methods y i 1. 1 Uniform “naive” estimator naive n i 2. 2 Mean rank estimator n1 . i  0 .3 3. Median 3 M di rank estimator (B k ti t (Bernard) d) n 0 4 / i 3 / 8 4. Median rank estimator (Blom) n 1 4 17
  • 20. Empirical Estimate of F(t) and R(t) Assume that we use the mean rank estimator ˆ (t )  i F i n 1 ˆ (t )  n  1  i R i ti  t  ti 1 i  0,1, 2,..., n n 1 Since f (t ) is the derivative of F(t ), then F (ti 1 )  F (ti ) ˆ ˆ f (ti )  ˆ ti  ti 1  ti ti .(n  1) ( 1 f (ti )  ˆ ti .(n  1) 18
  • 21. Empirical Estimate of F(t) and R(t) 1  (t )  ˆ ti .(n  1  i ) i ( H (ti )   ln ( R(ti ) ˆ ˆ Example: Recorded failure times for a sample of 9 units are observed at t=70 150 250 360 485 650 855 =70, 150, 250, 360, 485, 650, 855, 1130, 1540. Determine F(t), R(t), f(t),  t ,H(t) ︵ ︶ 19
  • 22. Calculations i t (i) t(i+1) F=i/10 R=(10-i)/10 F i/10 R (10 i)/10 f 0.1/t f=0.1/t  1/(t.(10 i)) =1/(t.(10‐i)) H(t) 0 0 70 0 1 0.001429 0.001429 0 1 70 150 0.1 0.9 0.001250 0.001389 0.10536052 2 150 250 0.2 0.8 0.001000 0.001250 0.22314355 3 250 360 0.3 0.7 0.000909 0.001299 0.35667494 4 360 485 0.4 0.6 0.000800 0.001333 0.51082562 5 485 650 0.5 0.5 0.000606 0.001212 0.69314718 6 650 855 0.6 0.4 0.000488 0.001220 0.91629073 7 855 1130 0.7 0.3 0.000364 0.001212 1.2039728 8 1130 1540 0.8 0.2 0.000244 0.001220 1.60943791 9 1540 - 0.9 0.1 2.30258509 20
  • 23. Reliability Function y 1.2 1 Reliability R li bilit 0.8 0.6 0.4 0.2 0 0 200 400 600 800 1000 1200 Time 21
  • 24. Probability Density Function 0.001600 0.001400 0.001200 0.001000 Density 0.000800 Function 0.000600 0.000400 0.000200 0.000000 0 000000 0 200 400 600 800 1000 1200 Time 22
  • 25. Constant Failure Rate 0.001900 0.001700 0.001500 0 001500 0.001300 0.001100 Failure Rate 0.000900 0.000700 0.000500 0.000300 0.000100 0 200 400 600 800 1000 1200 Time 23
  • 26. Exponential Distribution: Another Example Given failure d t Gi f il data: Plot the hazard rate, if constant then use the exponential distribution with f (t), R (t) and h (t) as defined before. We use a software to demonstrate these steps. 24
  • 28. Plot of the Data 26
  • 31. Summary In this part, we presented the three most important relationships in reliability engineering. We estimated obtained estimate functions for failure rate, reliability and failure time. We obtained these function for interval time and exact failure times times. 29