Example

The probability of successful start of a certain engine is and

four trials are to be made. Evaluate the individual and
cumulative probabilities of success in this case.

n = 4, p=, q=1=

(p+q)4 = p4 + 4p3q + 6p2q2 + 4pq3 + q4

Number of Cumulative
successes failures Individual probability probability
0 4 q4 = (3/4) 4 = 81/256 81/256
1 3 4pq3 = 4(1/4)(3/4) 3 = 108/256 189/256
2 2 6p2q2 = 6(1/4) 2 (3/4) 2 = 54/256 243/256
3 1 4p3q = 4(1/4) 3 (3/4) = 12/256 255/256
4 0 p4 = (1/4) 4 = 1/256 256/256
=1

Binomial Distribution Application

Example:
It is known that, in a certain manufacturing process, 1% of the products are
defective. If the a customer purchases 200 of these products selected at
random, what is the expected value and standard deviation of the number of
defects?
n = 50 q = 0.01 p = 1 0.01 = 0.99

E(defects) = n.q = 200 x 0.01 = 2

(defects) = npq = 200 x 0.01 x 0.99 = 1.41

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Example:
The manufacturing company has a policy of replacing, free-of-charge,
all defective products that are purchased.
If the product manufacturing cost is $10 per unit and each product is
sold for $15, how much profit is made from a sale of 1000 products?
q = 0.01
For 1000 products, n = 1000
Expected # of defects, E(defects) = n.q = 10

Therefore, 1010 products must be manufactured to sell 1000 products.

Manufacturing cost = $10 x 1010 = $10,100

Income = $15 x 1000 = $15,000

Profit = $15,000 - $10,100 = $4900

Profit per unit = $4900/1000 = $4.90

Example:
If the company decides to increase the manufacturing cost to $10.05
per unit in order to decrease the probability of defects to 0.1%,

q = 0.001
For 1000 products, n = 1000
Expected # of defects, E(defects) = n.q = 1

Therefore, 1001 products must be manufactured to sell 1000 products.

Manufacturing cost = $10.05 x 1001 = $10,060.05

Income = $15 x 1000 = $15,000

Profit = $15,000 - $10,060.05 = $4939.95

Profit per unit = $4939.95/1000 = $4.94

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 Effect of Redundancy
Consider a system consisting of 4 identical components,
each having a failure probability of 0.1.
q = 0.1 (p = 0.9) n=4 (p+q)4 = p4 + 4p3q + 6p2q2 + 4pq3 + q4
S y s te m st a t e I n d iv id u a l p r o b a b ilit y
a ll c o m p o n e n t s w o r k in g p4 = (0 .9 ) 4 = 0 .6 5 6 1
3 w o r k in g , 1 f a ile d 4 p 3 q = 4 (0 .9 ) 3 (0 .1 ) = 0 .2 9 1 6
2 w o r k in g , 2 f a ile d 6 p 2 q 2 = 6 (0 .9 ) 2 (0 .1 ) 2 = 0 .0 4 8 6
1 w o r k in g , 3 f a ile d 4 p q 3 = 4 (0 .9 )( 0 .1 ) 3 = 0 .0 0 3 6
a ll c o m p o n e n t s fa ile d q4 = (0 .1 ) 4 = 0 .0 0 0 1
= 1

Consider 4 criteria System reliability, R

all components required for success
(no redundancy) 0.6561
3 components required for success 0.6561+0.2916
(partial redundancy) = 0.9477
2 components required for success 0.6561+0.2916+0.0486
(partial redundancy) = 0.9963
1 component required for success 0.6561+0.2916+0.0486+0.0036
(full redundancy) = 0.9999

System with Derated States

Consider a generation plant with two 10 MW units, each having a
probability of failure (forced outage rate) of 10%.
q = 0.1, p = 0.9, n=2
Binomial Distribution: (p + q)2 = p2 + 2pq + q2
Capacity Outage Probability Table:
Units Out Cap Out (MW) Cap In (MW) Probability Cum. Prob
0 0 20 0.81 1
1 10 10 0.18 0.19
2 20 0 0.01 0.01

If the generation plant operates to supply a 15 MW load,

what is the probability of load loss (system failure)?
Probability of load loss = Loss of Load Probability (LOLP) = 0.19
Expected # of days of load loss = 0.19 x 365 = 69.35 days/yr
Loss of Load Expectation (LOLE)

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 System with Derated States
If the generation plant operates to supply a 15 MW load,
what is the Expected Load Loss (ELL)?
Capacity Outage Probability Table:
Units Out Cap Out (MW) Cap In (MW) Probability Cum. Prob
0 0 20 0.81 1
1 10 10 0.18 0.19
2 20 0 0.01 0.01

Units Out Cap Out (MW) Cap In (MW) Load Loss (MW) Probability Col.4 x Col.5
0 0 20 0 0.81 0
1 10 10 5 0.18 0.90
2 20 0 15 0.01 0.15
1.05

Expected Load Loss (ELL) = 1.05 MW

Example
A generating plant is to be designed to satisfy a constant 10 MW load.
Four alternatives are being considered:
a) 1 x 10 MW unit
b) 2 x 10 MW units
c) 3 x 5 MW units
d) 4 x 3.33 MW units

The probability of unit failure is assumed to be 0.02.

For each unit,

q = forced outage rate (FOR) = unavailability, U = 0.02
p = availability, A = 0.98

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 Capacity Outage Probability Tables
capacity
units (MW) Binom. Individual cum.
out out in Distr. prob prob
(a) 1 x 10 MW LOLP = 0.01
0 0 10 A 0.98 1.00 LOLE = 365 x 0.02
1 10 0 U 0.02 0.01 = 7.3 d/yr
(b) 2 x 10 MW
2
0 0 20 A 0.9604 1.0000
1 10 10 2AU 0.0392 0.0396 LOLP = 0.0004
2 20 0 U
2
0.0004 0.0004 LOLE = 0.15 d/yr
(c) 3 x 5 MW
3
0 0 15 A 0.941192 1.000000
2
1 5 10 3A U 0.057624 0.058808
2 10 5 3AU
2
0.001176 0.001184 LOLP = 0.001184
3 15 0 U
3
0.000008 0.000008 LOLE = 0.43 d/yr
(d) 4 x 3.33 MW
4
0 0 13.33 A 0.92236816 1.00000000
3
1 3.33 10 4A U 0.07529536 0.07763184
2 2
2 6.66 6.66 6A U 0.00230496 0.00233648
3 10 3.33 4AU
3
0.00003136 0.00003152 LOLP = 0.00233648
4 13.33 0 U
4
0.00000016 0.00000016 LOLE = 0.85 d/yr

Expected Load Loss

Capacity (MW) Load Loss Prob Li x pi
Out In Li (MW) pi (MW)
(a) 1 x 10 MW
0 10 0 0.98 0
ELL = 0.2 MW
10 0 10 0.02 0.2
0.2 = 200 kW
(b) 2 x 10 MW
0 20 0 0.9604 0
10 10 0 0.0392 0 ELL = 0.004 MW
20 0 10 0.0004 0.004 = 4.00 kW
0.004
(c) 3 x 5 MW
0 15 0 0.941192 0
5 10 0 0.057624 0
10 5 5 0.001176 0.00588 ELL = 0.00596 MW
15 0 10 0.000008 0.00008 = 5.96 kW
0.00596
(d) 4 x 3.33 MW
0 13.33 0 0.92236816 0
3.33 10 0 0.07529536 0
6.67 6.67 3.33 0.00230496 0.00768320 ELL = 0.00789 MW
10 3.33 6.67 0.00003136 0.00020907 = 7.89 kW
13.33 0 10 0.00000016 0.00000160
0.00789387

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 Comparative Analysis

Effect of unit unavailability:

System ELL (kW) at Different Unit FORs
2% 4% 6%)
(a) 1 x 10 MW 200 400 600
(b) 2 x 10 MW 4.00 16.00 36.00
(c) 3 x 5 MW 5.96 23.68 52.92
(d) 4 x 3.33 MW 7.89 31.12 69.09

System with Non-identical Components

All components must be identical to apply the Binomial Distribution.
If components of a system have non-identical capacities:
- Units with identical capacities are grouped together
- COPT is developed for each group
- COPT for different groups are combined, one at a time
- Final COPT for the system is used for reliability evaluation

A pumping station has 2 x 20 t/hr units, each having an unavailability

of 0.1, and 1 x 30 t/hr unit with an unavailability of 0.15.
Calculate the capacity outage probability table for this plant.
COPT for 2 x 20 t/hr units: COPT for 1 x 30 t/hr unit:
Units Cap Out Cap In Units Cap Out Cap In
Out (t/hr) (t/hr) Prob Out (t/hr) (t/hr) Prob
0 0 40 0.81 0 0 30 0.85
1 20 20 0.18 1 30 0 0.15
2 40 0 0.01

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 System with Non-identical Components
Combining COPTs:
2 x 20 t/hr units
40 / 0.81 20 / 0.18 0 / 0.01
1 x 30 30 / 0.85 70 / 0.6885 50 / 0.153 30 / 0.085
t/hr unit 0 / 0.15 40 / 0.1215 20 / 0.027 0 / 0.0015
Each cell contains: Capacity In / probability

Overall System COPT:

Cap In Cap Out
(t/hr) (t/hr) Prob
70 0 0.6885
50 20 0.1530
40 30 0.1215
30 40 0.0850
20 50 0.0270
0 70 0.0015