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Fundamentals of Reliability Engineering
and Applications
Dr. E. A. Elsayed
Department of Industrial and Systems Engineering
Rutgers University
(elsayed@rci.rutgers.edu)
Systems Engineering Department
King Fahd University of Petroleum and Minerals
KFUPM, Dhahran, Saudi Arabia
April 20, 2009
2
Reliability Engineering
Outline
• Reliability definition
• Reliability estimation
• System reliability calculations
2
3
Reliability Importance
• One of the most important characteristics of a product, it
is a measure of its performance with time (Transatlantic
and Transpacific cables)
• Products’ recalls are common (only after time elapses). In
October 2006, the Sony Corporation recalled up to 9.6
million of its personal computer batteries
• Products are discontinued because of fatal accidents
(Pinto, Concord)
• Medical devices and organs (reliability of artificial organs)
3
4
Reliability Importance
• Business data
4
Warranty costs measured in million dollars for several large
American manufacturers in 2006 and 2005.
(www.warrantyweek.com)
M a x im u m R e lia b ility le v e l
Reliability
W it h R e p a ir s
T im e
N o R e p a ir s
Some Initial Thoughts
Repairable and Non-Repairable
Another measure of reliability is availability (probability
that the system provides its functions when needed).
5
Some Initial Thoughts
Warranty
• Will you buy additional warranty?
• Burn in and removal of early failures.
(Lemon Law).
T im e
FailureRate
E a r ly F a ilu r e s
C o n s t a n t
F a ilu r e R a t e
In c r e a s in g
F a ilu r e
R a t e
6
7
Reliability Definitions
Reliability is a time dependent characteristic.
It can only be determined after an elapsed time but
can be predicted at any time.
It is the probability that a product or service will
operate properly for a specified period of time (design
life) under the design operating conditions without
failure.
7
8
Other Measures of Reliability
Availability is used for repairable systems
It is the probability that the system is operational
at any random time t.
It can also be specified as a proportion of time
that the system is available for use in a given
interval (0,T).
8
9
Other Measures of Reliability
Mean Time To Failure (MTTF): It is the average
time that elapses until a failure occurs.
It does not provide information about the distribution
of the TTF, hence we need to estimate the variance
of the TTF.
Mean Time Between Failure (MTBF): It is the
average time between successive failures.
It is used for repairable systems.
9
10
Mean Time to Failure: MTTF
1
1 n
i
i
MTTF t
n =
= ∑
0 0
( ) ( )MTTF tf t dt R t dt
∞ ∞
= =∫ ∫
Time t
R(t)
1
0
1
2
2 is better than 1?
10
11
Mean Time Between Failure: MTBF
11
12
Other Measures of Reliability
Mean Residual Life (MRL): It is the expected remaining
life, T-t, given that the product, component, or a system
has survived to time t.
Failure Rate (FITs failures in 109
hours): The failure rate in
a time interval [ ] is the probability that a failure per
unit time occurs in the interval given that no failure has
occurred prior to the beginning of the interval.
Hazard Function: It is the limit of the failure rate as the
length of the interval approaches zero.
1 2
t t−
1
( ) [ | ] ( )
( ) t
L t E T t T t f d t
R t
τ τ τ
∞
= − ≥ = −∫
12
13
Basic Calculations
0
1
0 0
0
( )ˆ, ( )
( ) ( )ˆ ˆ( ) , ( ) ( )
( )
n
i
fi
f s
r
s
t
n t
MTTF f t
n n t
n t n t
t R t P T t
n t t n
λ
=
= =
∆
= = > =
∆
∑
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
surviving components at time t, then the MTTF,
failure density, hazard rate, and reliability at
time t are:
13
14
Basic Definitions Cont’d
The unreliability F(t) is
Example: 200 light bulbs were tested and the failures in
1000-hour intervals are
Time Interval (Hours) Failures in the
interval
0-1000
1001-2000
2001-3000
3001-4000
4001-5000
5001-6000
6001-7000
100
40
20
15
10
8
7
Total 200
14
15
Calculations
Time
Interval
Failure Density
x
Hazard rate
x
0- 1000
1001- 2000
2001- 3000
……
6001- 7000
…….. ……
Time Interval
(Hours)
Failures
in the
interval
0-1000
1001-2000
2001-3000
3001-4000
4001-5000
5001-6000
6001-7000
100
40
20
15
10
8
7
Total 200
15
16
Failure Density vs. Time
1 2 3 4 5 6 7 x 103
Time in hours
16
×10-4
17
Hazard Rate vs. Time
1 2 3 4 5 6 7 × 103
Time in Hours
17
×10-4
18
Calculations
Time Interval Reliability
0- 1000
1001- 2000
2001- 3000
……
6001- 7000
200/ 200= 1.0
100/ 200= 0.5
60/ 200= 0.33
……
0.35/ 10= .035
Time Interval
(Hours)
Failures
in the
interval
0-1000
1001-2000
2001-3000
3001-4000
4001-5000
5001-6000
6001-7000
100
40
20
15
10
8
7
Total 200
18
19
Reliability vs. Time
1 2 3 4 5 6 7 x 103
Time in hours
19
20
Exponential Distribution
Definition
( ) exp( )f t tλ λ= −
( ) exp( ) 1 ( )R t t F tλ= − = −
( ) 0, 0t tλ λ λ= > ≥
λ(t)
Time
20
21
Exponential Model Cont’d
1
MTTF
λ
=
2
1
Variance
λ
=
1
2Median life ( ln )
λ
=
Statistical Properties
21
6
Failures/hr5 10λ −
= ×
MTTF=200,000 hrs or 20 years
Median life =138,626 hrs or 14
years
22
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
Estimator. Order the failure time observations (failure
times) in an ascending order:
1 2 1 1 1
... ...i i i n n
t t t t t t t− + −
≤ ≤ ≤ ≤ ≤ ≤ ≤ ≤
23
Empirical Estimate of F(t) and R(t)
is obtained by several methods
1. Uniform “naive” estimator
2. Mean rank estimator
3. Median rank estimator (Bernard)
4. Median rank estimator (Blom)
( )iF t
i
n
1
i
n +
0 3
0 4
.
.
i
n
−
+
3 8
1 4
/
/
i
n
−
+
24
Empirical Estimate of F(t) and R(t)
Assume that we use the mean rank estimator
24
1
ˆ( )
1
1ˆ( ) 0,1,2,...,
1
i
i i i
i
F t
n
n i
R t t t t i n
n
+
=
+
+ −
= ≤ ≤ =
+
Since f(t) is the derivative of F(t), then
1
1
ˆ ˆ( ) ( )ˆ( )
.( 1)
1ˆ( )
.( 1)
i i
i i i i
i
i
i
F t F t
f t t t t
t n
f t
t n
+
+
−
= ∆ = −
∆ +
=
∆ +
25
Empirical Estimate of F(t) and R(t)
25
1ˆ( )
.( 1 )
ˆ ˆ( ) ln ( ( )
i
i
i i
t
t n i
H t R t
λ =
∆ + −
= −
Example:
Recorded failure times for a sample of 9 units are
observed at t=70, 150, 250, 360, 485, 650, 855,
1130, 1540. Determine F(t), R(t), f(t), ,H(t)( )tλ
26
Calculations
26
i t (i) t(i+1) F=i/10 R=(10-i)/10 f=0.1/∆t λ =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
27
Reliability Function
27
28
Probability Density Function
28
29
Failure Rate
Constant
29
30
Exponential Distribution: Another
Example
Given failure 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.
30
31
Input Data
31
32
Plot of the Data
32
33
Exponential Fit
33
Exponential Analysis
35
Go Beyond Constant Failure Rate
- Weibull Distribution (Model) and
Others
35
36
The General Failure Curve
Time t
1
Early Life
Region
2
Constant Failure
Rate Region
3
Wear-Out
Region
FailureRate
0
ABC
Module
36
37
Related Topics (1)
Time t
1
Early Life
Region
FailureRate
0
Burn-in:
According to MIL-STD-883C,
burn-in is a test performed to
screen or eliminate marginal
components with inherent
defects or defects resulting
from manufacturing process.
37
38
21
Motivation – Simple Example
• Suppose the life times (in hours) of several
units are: 1 2 3 5 10 15 22 28
1 2 3 5 10 15 22 28
10.75 hours
8
MTTF
+ + + + + + +
= =
3-2=1 5-2=3 10-2=8 15-2=13 22-2=20 28-2=26
· ·1 3 8 13 20 26
(after 2 hours) 11.83 hours >
6
MRL MTTF
+ + + + +
= =
After 2 hours of burn-in
39
Motivation - Use of Burn-in
• Improve reliability using “cull eliminator”
1
2
MTTF=5000 hours
Company
Company
After burn-in
Before burn-in
39
40
Related Topics (2)
Time t
3
Wear-Out
Region
HazardRate
0
Maintenance:
An important assumption for
effective maintenance is that
component has an
increasing failure rate.
Why?
40
41
Weibull Model
• Definition
1
( ) exp 0, 0, 0
t t
f t t
β β
β
β η
η η η
−
    
= − > > ≥  ÷  ÷
     
( ) exp 1 ( )
t
R t F t
β
η
  
= − = −  ÷
   
1
( ) ( )/ ( )
t
t f t R t
β
β
λ
η η
−
 
= =  ÷
 
41
42
Weibull Model Cont.
1/
0
1
(1 )t
MTTF t e dtβ
η η
β
∞
−
= = Γ +∫
2
2 2 1
(1 ) (1 )Var η
β β
    ÷ ÷    
= Γ + − Γ +
1/
Median life ((ln2) )β
η=
• Statistical properties
42
43
Weibull Model
43
44
Weibull Analysis: Shape Parameter
44
45
Weibull Analysis: Shape Parameter
45
46
Weibull Analysis: Shape Parameter
46
47
Normal Distribution
47
Weibull Model
Input Data
Plots of the Data
Weibull Fit
Test for Weibull Fit
Parameters for Weibull
Weibull Analysis
Example 2: Input Data
Example 2: Plots of the Data
Example 2: Weibull Fit
Example 2:Test for Weibull Fit
Example 2: Parameters for Weibull
Weibull Analysis
61
Versatility of Weibull Model
Hazard rate:
Time t
1β =
Constant Failure
Rate Region
HazardRate
0
Early Life
Region
0 1β< <
Wear-Out
Region
1β >
1
( ) ( )/ ( )
t
t f t R t
β
β
λ
η η
−
 
= =  ÷
 
61
62
( ) 1 ( ) 1 exp
1
ln ln ln ln
1 ( )
t
F t R t
t
F t
β
η
β β η
  
= − = − −  ÷
   
⇒ = −
−
Graphical Model Validation
• Weibull Plot
is linear function of ln(time).
• Estimate at ti using Bernard’s Formulaˆ( )iF t
0.3ˆ( )
0.4
i
i
F t
n
−
=
+
For n observed failure time data 1 2( , ,..., ,... )i nt t t t
62
63
Example - Weibull Plot
• T~Weibull(1, 4000) Generate 50 data
10
-5
10
0
10
5
0.01
0.02
0.05
0.10
0.25
0.50
0.75
0.90
0.96
0.99
Data
Probability
Weibull ProbabilityPlot
0.632
η
β
If the straight line fits
the data, Weibull
distribution is a good
model for the data
63

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Fundamentals of Reliability Engineering

  • 1. 1 Fundamentals of Reliability Engineering and Applications Dr. E. A. Elsayed Department of Industrial and Systems Engineering Rutgers University (elsayed@rci.rutgers.edu) Systems Engineering Department King Fahd University of Petroleum and Minerals KFUPM, Dhahran, Saudi Arabia April 20, 2009
  • 2. 2 Reliability Engineering Outline • Reliability definition • Reliability estimation • System reliability calculations 2
  • 3. 3 Reliability Importance • One of the most important characteristics of a product, it is a measure of its performance with time (Transatlantic and Transpacific cables) • Products’ recalls are common (only after time elapses). In October 2006, the Sony Corporation recalled up to 9.6 million of its personal computer batteries • Products are discontinued because of fatal accidents (Pinto, Concord) • Medical devices and organs (reliability of artificial organs) 3
  • 4. 4 Reliability Importance • Business data 4 Warranty costs measured in million dollars for several large American manufacturers in 2006 and 2005. (www.warrantyweek.com)
  • 5. M a x im u m R e lia b ility le v e l Reliability W it h R e p a ir s T im e N o R e p a ir s Some Initial Thoughts Repairable and Non-Repairable Another measure of reliability is availability (probability that the system provides its functions when needed). 5
  • 6. Some Initial Thoughts Warranty • Will you buy additional warranty? • Burn in and removal of early failures. (Lemon Law). T im e FailureRate E a r ly F a ilu r e s C o n s t a n t F a ilu r e R a t e In c r e a s in g F a ilu r e R a t e 6
  • 7. 7 Reliability Definitions Reliability is a time dependent characteristic. It can only be determined after an elapsed time but can be predicted at any time. It is the probability that a product or service will operate properly for a specified period of time (design life) under the design operating conditions without failure. 7
  • 8. 8 Other Measures of Reliability Availability is used for repairable systems It is the probability that the system is operational at any random time t. It can also be specified as a proportion of time that the system is available for use in a given interval (0,T). 8
  • 9. 9 Other Measures of Reliability Mean Time To Failure (MTTF): It is the average time that elapses until a failure occurs. It does not provide information about the distribution of the TTF, hence we need to estimate the variance of the TTF. Mean Time Between Failure (MTBF): It is the average time between successive failures. It is used for repairable systems. 9
  • 10. 10 Mean Time to Failure: MTTF 1 1 n i i MTTF t n = = ∑ 0 0 ( ) ( )MTTF tf t dt R t dt ∞ ∞ = =∫ ∫ Time t R(t) 1 0 1 2 2 is better than 1? 10
  • 11. 11 Mean Time Between Failure: MTBF 11
  • 12. 12 Other Measures of Reliability Mean Residual Life (MRL): It is the expected remaining life, T-t, given that the product, component, or a system has survived to time t. Failure Rate (FITs failures in 109 hours): The failure rate in a time interval [ ] is the probability that a failure per unit time occurs in the interval given that no failure has occurred prior to the beginning of the interval. Hazard Function: It is the limit of the failure rate as the length of the interval approaches zero. 1 2 t t− 1 ( ) [ | ] ( ) ( ) t L t E T t T t f d t R t τ τ τ ∞ = − ≥ = −∫ 12
  • 13. 13 Basic Calculations 0 1 0 0 0 ( )ˆ, ( ) ( ) ( )ˆ ˆ( ) , ( ) ( ) ( ) n i fi f s r s t n t MTTF f t n n t n t n t t R t P T t n t t n λ = = = ∆ = = > = ∆ ∑ 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 surviving components at time t, then the MTTF, failure density, hazard rate, and reliability at time t are: 13
  • 14. 14 Basic Definitions Cont’d The unreliability F(t) is Example: 200 light bulbs were tested and the failures in 1000-hour intervals are Time Interval (Hours) Failures in the interval 0-1000 1001-2000 2001-3000 3001-4000 4001-5000 5001-6000 6001-7000 100 40 20 15 10 8 7 Total 200 14
  • 15. 15 Calculations Time Interval Failure Density x Hazard rate x 0- 1000 1001- 2000 2001- 3000 …… 6001- 7000 …….. …… Time Interval (Hours) Failures in the interval 0-1000 1001-2000 2001-3000 3001-4000 4001-5000 5001-6000 6001-7000 100 40 20 15 10 8 7 Total 200 15
  • 16. 16 Failure Density vs. Time 1 2 3 4 5 6 7 x 103 Time in hours 16 ×10-4
  • 17. 17 Hazard Rate vs. Time 1 2 3 4 5 6 7 × 103 Time in Hours 17 ×10-4
  • 18. 18 Calculations Time Interval Reliability 0- 1000 1001- 2000 2001- 3000 …… 6001- 7000 200/ 200= 1.0 100/ 200= 0.5 60/ 200= 0.33 …… 0.35/ 10= .035 Time Interval (Hours) Failures in the interval 0-1000 1001-2000 2001-3000 3001-4000 4001-5000 5001-6000 6001-7000 100 40 20 15 10 8 7 Total 200 18
  • 19. 19 Reliability vs. Time 1 2 3 4 5 6 7 x 103 Time in hours 19
  • 20. 20 Exponential Distribution Definition ( ) exp( )f t tλ λ= − ( ) exp( ) 1 ( )R t t F tλ= − = − ( ) 0, 0t tλ λ λ= > ≥ λ(t) Time 20
  • 21. 21 Exponential Model Cont’d 1 MTTF λ = 2 1 Variance λ = 1 2Median life ( ln ) λ = Statistical Properties 21 6 Failures/hr5 10λ − = × MTTF=200,000 hrs or 20 years Median life =138,626 hrs or 14 years
  • 22. 22 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 Estimator. Order the failure time observations (failure times) in an ascending order: 1 2 1 1 1 ... ...i i i n n t t t t t t t− + − ≤ ≤ ≤ ≤ ≤ ≤ ≤ ≤
  • 23. 23 Empirical Estimate of F(t) and R(t) is obtained by several methods 1. Uniform “naive” estimator 2. Mean rank estimator 3. Median rank estimator (Bernard) 4. Median rank estimator (Blom) ( )iF t i n 1 i n + 0 3 0 4 . . i n − + 3 8 1 4 / / i n − +
  • 24. 24 Empirical Estimate of F(t) and R(t) Assume that we use the mean rank estimator 24 1 ˆ( ) 1 1ˆ( ) 0,1,2,..., 1 i i i i i F t n n i R t t t t i n n + = + + − = ≤ ≤ = + Since f(t) is the derivative of F(t), then 1 1 ˆ ˆ( ) ( )ˆ( ) .( 1) 1ˆ( ) .( 1) i i i i i i i i i F t F t f t t t t t n f t t n + + − = ∆ = − ∆ + = ∆ +
  • 25. 25 Empirical Estimate of F(t) and R(t) 25 1ˆ( ) .( 1 ) ˆ ˆ( ) ln ( ( ) i i i i t t n i H t R t λ = ∆ + − = − Example: Recorded failure times for a sample of 9 units are observed at t=70, 150, 250, 360, 485, 650, 855, 1130, 1540. Determine F(t), R(t), f(t), ,H(t)( )tλ
  • 26. 26 Calculations 26 i t (i) t(i+1) F=i/10 R=(10-i)/10 f=0.1/∆t λ =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
  • 30. 30 Exponential Distribution: Another Example Given failure 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. 30
  • 32. 32 Plot of the Data 32
  • 35. 35 Go Beyond Constant Failure Rate - Weibull Distribution (Model) and Others 35
  • 36. 36 The General Failure Curve Time t 1 Early Life Region 2 Constant Failure Rate Region 3 Wear-Out Region FailureRate 0 ABC Module 36
  • 37. 37 Related Topics (1) Time t 1 Early Life Region FailureRate 0 Burn-in: According to MIL-STD-883C, burn-in is a test performed to screen or eliminate marginal components with inherent defects or defects resulting from manufacturing process. 37
  • 38. 38 21 Motivation – Simple Example • Suppose the life times (in hours) of several units are: 1 2 3 5 10 15 22 28 1 2 3 5 10 15 22 28 10.75 hours 8 MTTF + + + + + + + = = 3-2=1 5-2=3 10-2=8 15-2=13 22-2=20 28-2=26 · ·1 3 8 13 20 26 (after 2 hours) 11.83 hours > 6 MRL MTTF + + + + + = = After 2 hours of burn-in
  • 39. 39 Motivation - Use of Burn-in • Improve reliability using “cull eliminator” 1 2 MTTF=5000 hours Company Company After burn-in Before burn-in 39
  • 40. 40 Related Topics (2) Time t 3 Wear-Out Region HazardRate 0 Maintenance: An important assumption for effective maintenance is that component has an increasing failure rate. Why? 40
  • 41. 41 Weibull Model • Definition 1 ( ) exp 0, 0, 0 t t f t t β β β β η η η η −      = − > > ≥  ÷  ÷       ( ) exp 1 ( ) t R t F t β η    = − = −  ÷     1 ( ) ( )/ ( ) t t f t R t β β λ η η −   = =  ÷   41
  • 42. 42 Weibull Model Cont. 1/ 0 1 (1 )t MTTF t e dtβ η η β ∞ − = = Γ +∫ 2 2 2 1 (1 ) (1 )Var η β β     ÷ ÷     = Γ + − Γ + 1/ Median life ((ln2) )β η= • Statistical properties 42
  • 50. Plots of the Data
  • 56. Example 2: Plots of the Data
  • 58. Example 2:Test for Weibull Fit
  • 59. Example 2: Parameters for Weibull
  • 61. 61 Versatility of Weibull Model Hazard rate: Time t 1β = Constant Failure Rate Region HazardRate 0 Early Life Region 0 1β< < Wear-Out Region 1β > 1 ( ) ( )/ ( ) t t f t R t β β λ η η −   = =  ÷   61
  • 62. 62 ( ) 1 ( ) 1 exp 1 ln ln ln ln 1 ( ) t F t R t t F t β η β β η    = − = − −  ÷     ⇒ = − − Graphical Model Validation • Weibull Plot is linear function of ln(time). • Estimate at ti using Bernard’s Formulaˆ( )iF t 0.3ˆ( ) 0.4 i i F t n − = + For n observed failure time data 1 2( , ,..., ,... )i nt t t t 62
  • 63. 63 Example - Weibull Plot • T~Weibull(1, 4000) Generate 50 data 10 -5 10 0 10 5 0.01 0.02 0.05 0.10 0.25 0.50 0.75 0.90 0.96 0.99 Data Probability Weibull ProbabilityPlot 0.632 η β If the straight line fits the data, Weibull distribution is a good model for the data 63