LIFE CYCLE RELIABILITY ENGINEERING

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0
LIFE CYCLE
RELIABILITY
ENGINEERING

Guangbin Yang
Ford Motor Company

JOHN WILEY & SONS, INC.

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Library of Congress Cataloging-in-Publication Data:

Yang, Guangbin, 1964-

Life cycle reliability engineering / Guangbin Yang.
p. cm.
Includes bibliographical references and index.
ISBN-13: 978-0-471-71529-0 (cloth)
ISBN-10: 0-471-71529-8 (cloth)
1. Reliability (Engineering) 2. Product life cycle. I. Title.
TS173.Y36 2007
620
.00452—dc22
2006019150

Printed in the United States of America

10 9 8 7 6 5 4 3 2 1
To Ling, Benjamin, and Laurence
CONTENTS

Preface xi
1 Reliability Engineering and Product Life Cycle 1
1.1 Reliability Engineering, 1
1.2 Product Life Cycle, 2
1.3 Integration of Reliability Engineering into
the Product Life Cycle, 5
1.4 Reliability in the Concurrent Product Realization Process, 6
Problems, 7

2 Reliability Definition, Metrics, and Product Life Distributions 9

2.1 Introduction, 9
2.2 Reliability Definition, 10
2.3 Reliability Metrics, 12
2.4 Exponential Distribution, 17
2.5 Weibull Distribution, 19
2.6 Mixed Weibull Distribution, 22
2.7 Smallest Extreme Value Distribution, 24
2.8 Normal Distribution, 26
2.9 Lognormal Distribution, 28
Problems, 31

vii
viii CONTENTS

3 Reliability Planning and Specification 33

3.1 Introduction, 33
3.2 Customer Expectations and Satisfaction, 34
3.3 Reliability Requirements, 41
3.4 Reliability Program Development, 48
3.5 Reliability Design and Design for Six Sigma, 61
Problems, 64

4 System Reliability Evaluation and Allocation 65

4.1 Introduction, 65
4.2 Reliability Block Diagram, 66
4.3 Series Systems, 68
4.4 Parallel Systems, 71
4.5 Mixed Configurations, 73
4.6 k-out-of-n Systems, 77
4.7 Redundant Systems, 79
4.8 Reliability Evaluation of Complex Systems, 84
4.9 Confidence Intervals for System Reliability, 91
4.10 Measures of Component Importance, 99
4.11 Reliability Allocation, 106
Problems, 118

5 Reliability Improvement Through Robust Design 122

5.1 Introduction, 122
5.2 Reliability and Robustness, 123
5.3 Reliability Degradation and Quality Loss, 125
5.4 Robust Design Process, 129
5.5 Boundary Definition and Interaction Analysis, 132
5.6 P-Diagram, 133
5.7 Noise Effects Management, 134
5.8 Design of Experiments, 136
5.9 Experimental Life Data Analysis, 148
5.10 Experimental Degradation Data Analysis, 152
5.11 Design Optimization, 156
5.12 Robust Reliability Design of Diagnostic Systems, 172
5.13 Case Study, 179
5.14 Advanced Topics in Robust Design, 181
Problems, 190

6 Potential Failure Mode Avoidance 194

6.1 Introduction, 194
CONTENTS ix

6.2 Failure Mode and Effects Analysis, 195

6.3 Advanced Topics in FMEA, 208
6.4 Fault Tree Analysis, 212
6.5 Advanced Topics in FTA, 225
6.6 Computer-Aided Design Controls, 230
Problems, 235

7 Accelerated Life Tests 237

7.1 Introduction, 237
7.2 Development of Test Plans, 238
7.3 Common Stresses and Their Effects, 246
7.4 Life–Stress Relationships, 252
7.5 Graphical Reliability Estimation at Individual Test
Conditions, 266
7.6 Analytical Reliability Estimation at Individual Test
Conditions, 274
7.7 Reliability Estimation at Use Condition, 292
7.8 Compromise Test Plans, 302
7.9 Highly Accelerated Life Tests, 326
Problems, 327

8 Degradation Testing and Analysis 332

8.1 Introduction, 332
8.2 Determination of the Critical Performance
Characteristic, 333
8.3 Reliability Estimation from Pseudolife, 334
8.4 Degradation Analysis with Random-Effect Models, 337
8.5 Degradation Analysis for Destructive Inspections, 345
8.6 Stress-Accelerated Degradation Tests, 351
8.7 Accelerated Degradation Tests with Tightened
Thresholds, 358
8.8 Accelerated Degradation Test Planning, 364
Problems, 373

9 Reliability Verification Testing 379

9.1 Introduction, 379
9.2 Planning Reliability Verification Tests, 380
9.3 Bogey Testing, 383
9.4 Sample Size Reduction by Tail Testing, 389
9.5 Sequential Life Testing, 394
9.6 Reliability Verification Using Prior Information, 406
9.7 Reliability Verification Through Degradation Testing, 408
Problems, 410
x CONTENTS

10 Stress Screening 412

10.1 Introduction, 412
10.2 Screening Techniques, 413
10.3 Design of Screen Plans, 415
10.4 Principle of Degradation Screening, 417
10.5 Part-Level Degradation Screening, 419
10.6 Module-Level Screening, 425
10.7 Module Reliability Modeling, 431
10.8 Cost Modeling, 433
10.9 Optimal Screen Plans, 435
Problems, 438

11 Warranty Analysis 442

11.1 Introduction, 442
11.2 Warranty Policies, 443
11.3 Warranty Data Mining, 447
11.4 Reliability Estimation from Warranty Claim Times, 451
11.5 Two-Dimensional Reliability Estimation, 454
11.6 Warranty Repair Modeling, 470
11.7 Warranty Cost Estimation, 473
11.8 Field Failure Monitoring, 477
11.9 Warranty Cost Reduction, 480
Problems, 482

Appendix: Orthogonal Arrays, Linear Graphs, and

Interaction Tables 486
References 495

Index 511
PREFACE

This decade has witnessed a rapid development of economic globalization char-

acterized by international free trade and free flow of capital across countries. It is
now common to see similar products from different countries in the same market
at the same time. This competition is further intensified by customers’ immedi-
ate access to detailed information about products through the ubiquitous Internet.
With little time and effort, customers can compare competing products in terms of
features, cost, reliability, service, and many other factors. It is not surprising that
the best-informed customers are the picky ones; they always choose the products
that work best and cost least. To survive and grow in such a competitive business
environment, manufacturers must deliver reliable products with more features, at
lower cost, and in less time. In response to these market forces, manufactur-
ers are challenging reliability professionals as well as providing opportunities to
improve reliability, shorten design cycle, reduce production and warranty costs,
and increase customer satisfaction. To meet these challenges, reliability profes-
sionals need more effective techniques to assure product reliability throughout
the product life cycle.
This book is designed to provide useful, pragmatic, and up-to-date reliabil-
ity techniques to assure product reliability throughout the product life cycle,
which includes product planning; design and development; design verification
and process validation; production; field deployment; and disposal. In particular,
we discuss techniques for understanding customer expectations, for building reli-
ability into products at the design and development stage, for testing products
more efficiently before design release, for screening out defective products at the
production stage, and for analyzing warranty data and monitoring reliability per-
formance in the field. The book is comprised of 11 chapters organized according
to the sequence of the product life cycle stages. In Chapter 1 we describe briefly
xi
xii PREFACE

the concepts of reliability engineering and product life cycle and the integration
of reliability techniques into each stage of the life cycle. Chapter 2 delineates
the reliability definition, metrics, and product life distributions. In Chapter 3 we
present techniques for analyzing customer expectations, establishing reliability
targets, and developing effective reliability programs to be executed throughout
the product life cycle. Chapter 4 covers methodologies and practical applications
of system reliability modeling and allocation. Confidence intervals for system
reliability are also addressed in this chapter. Chapter 5 is one of the most impor-
tant chapters in the book, presenting robust reliability design techniques aimed at
building reliability and robustness into products in the design and development
phase. In Chapter 6 we describe reliability tools used to detect, assess, and erad-
icate design mistakes. Chapter 7 covers accelerated life test methods, models,
plans, and data analysis techniques illustrated with many industrial examples. In
Chapter 8 we discuss degradation testing and data analysis methods that cover
both destructive and nondestructive inspections. In Chapter 9 we present relia-
bility techniques for design verification and process validation and in Chapter 10
address stress screening topics and describe more advanced methods for degra-
dation screening. The last chapter, Chapter 11, is dedicated to warranty analysis,
which is important for manufacturers in estimating field reliability and warranty
repairs and costs.
The book has the following distinct features:

ž It covers many new and practical reliability techniques, including customer-

driven reliability target setting, customer-driven reliability allocation, relia-
bility design using design for six sigma, robust reliability design, accelerated
life tests with higher usage rates, accelerated life tests with tightened thresh-
olds, destructive degradation testing and analysis, sample size reduction
based on physical characteristics, degradation screening, two-dimensional
warranty analysis, and many other techniques.
ž Pragmatism is emphasized throughout the book. All reliability techniques
described are immediately applicable to product planning, design, testing,
screening, and warranty analysis.
ž Examples and exercises deal with real-world applications. Although many
problems have been from the automotive industry, other industries have
essentially the same problems.
ž The book closely relates reliability to customer satisfaction and presents
reliability and quality techniques, such as quality function deployment and
customer-driven reliability allocation, for improving customer satisfaction.
ž We provide and review recent advances in important reliability techniques
which researchers will find useful in new developments.
ž Some 300 references, representing helpful resources for pursuing further
study of the topics, are cited.

The book is designed to serve engineers working in the field of reliability and
quality for the development of effective reliability programs and implementation
PREFACE xiii

of programs throughout the product life cycle. It can be used as a textbook for
students in industrial engineering departments or reliability programs but will
also be useful for industry seminars or training courses in reliability planning,
design, testing, screening, and warranty analysis. In all cases, readers need to
know basic statistics.
I am indebted to a number of people who contributed to the book. Mr. Z.
Zaghati, Ford Motor Company, encouraged, stimulated, and assisted me in com-
pleting the book. I am most grateful to him for his continuing support.
I would like to specially acknowledge Dr. Wayne Nelson, a consultant and
teacher in reliability and statistics. He gave me detailed feedback on parts of this
book. In addition, Dr. Nelson generously shared with me some of his unpublished
thoughts and his effective and valuable book-writing skills.
A number of people provided helpful suggestions and comments on parts of
the book. In particular, I am pleased to acknowledge Prof. Thad Regulinski,
University of Arizona; Dr. Joel Nachlas, Virginia Polytechnic Institute and State
University; Dr. Ming-Wei Lu, DaimlerChrysler Corporation; Prof. Fabrice Guerin
and Prof. Abdessamad Kobi, University of Angers, France; and Dr. Loon-Ching
Tang, National University of Singapore. I am also grateful for contributions from
Dr. Vasiliy Krivtsov, Ford Motor Company. Over the years I have benefited from
numerous technical discussions with him.
I would also like to thank Prof. Hoang Pham, Rutgers University; Dr. Greg
Hobbs, Hobbs Engineering Corporation; and Prof. Dimitri Kececioglu, University
of Arizona, who all generously reviewed parts of the manuscript and offered
comments.
Finally, I would like to express my deep appreciation and gratitude to my
wife, Ling, and sons Benjamin and Laurence. Their support was essential to the
successful completion of the book.

GUANGBIN YANG

Dearborn, Michigan
May 2006
1
RELIABILITY ENGINEERING
AND PRODUCT LIFE CYCLE

1.1 RELIABILITY ENGINEERING

Reliability has a broad meaning in our daily life. In technical terms, reliability is
defined as the probability that a product performs its intended function without
failure under specified conditions for a specified period of time. The definition,
which is elaborated on in Chapter 2, contains three important elements: intended
function, specified period of time, and specified conditions. As reliability is quan-
tified by probability, any attempts to measure it involve the use of probabilistic
and statistical methods. Hence, probability theory and statistics are important
mathematical tools for reliability engineering.
Reliability engineering is the discipline of ensuring that a product will be
reliable when operated in a specified manner. In other words, the function of
reliability engineering is to avoid failures. In reality, failures are inevitable; a
product will fail sooner or later. Reliability engineering is implemented by taking
structured and feasible actions that maximize reliability and minimize the effects
of failures. In general, three steps are necessary to accomplish this objective. The
first step is to build maximum reliability into a product during the design and
development stage. This step is most critical in that it determines the inherent reli-
ability. The second step is to minimize production process variation to assure that
the process does not appreciably degrade the inherent reliability. Once a product
is deployed, appropriate maintenance operations should be initiated to allevi-
ate performance degradation and prolong product life. The three steps employ a
large variety of reliability techniques, including, for example, reliability planning

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

1
2 RELIABILITY ENGINEERING AND PRODUCT LIFE CYCLE

and specification, allocation, prediction, robust reliability design, failure mode

and effects analysis (FMEA), fault tree analysis (FTA), accelerated life testing,
degradation testing, reliability verification testing, stress screening, and warranty
analysis. To live up to the greatest potential inherent to these reliability techniques
for specific products, we must develop and implement appropriate and adequate
reliability programs that synthesize these individual reliability techniques. In par-
ticular, such programs include the tasks of specifying the reliability requirements,
customizing and sequencing the reliability techniques, orchestrating the imple-
mentation, and documenting the results. In subsequent chapters we describe in
detail reliability programs and individual reliability techniques.

1.2 PRODUCT LIFE CYCLE

Product life cycle refers to sequential phases from product planning to disposal.
Generally, it comprises six main stages, as shown in Figure 1.1. The stages, from
product planning to production, take place during creation of the product and thus
are collectively called the product realization process. The tasks in each stage
are described briefly below.

Product Planning Phase Product planning is to identify customer needs, ana-

lyze business trends and market competition, and develop product proposals. In
the beginning of this phase, a cross-functional team should be established that
represents different functions within an organization, including marketing, financ-
ing, research, design, testing, manufacturing, service, and other roles. Sometimes
supplier representatives and consultants are hired to participate in some of the
planning work. In this phase, the team is chartered to conduct a number of tasks,
including business trends analysis, understanding customer expectations, com-
petitive analysis, and market projection. If the initial planning justifies further
development of the product, the team will outline the benefits of the product to
customers, determine product features, establish product performances, develop
product proposals, and set the time to market and time lines for the completion
of such tasks as design, validation, and production.

Design and Development Phase This phase usually begins with preparation of
detailed product specifications on reliability, features, functionalities, economics,
ergonomics, and legality. The specifications must meet the requirements defined
in the product planning phase, ensure that the product will satisfy customer expec-
tations, comply with governmental regulations, and establish strong competitive
position in the marketplace. The next step is to carry out the concept design. The
starting point of developing a concept is the design of a functional structure that
determines the flow of energy and information and the physical interactions. The
functions of subsystems within a product need to be clearly defined; the require-
ments regarding these functions arise from the product specifications. Functional
block diagrams are always useful in this step. Once the architecture is complete,
PRODUCT LIFE CYCLE 3

Product
Planning

Design
and
Development
Product
Realization
Process

Verification
and
Validation

Production

Field
Deployment

Disposal

FIGURE 1.1 Phases of the product life cycle

the physical conception begins to determine how the functions of each subsystem
can be fulfilled. This step benefits from the use of advanced design techniques
such as TRIZ and axiomatic design (Suh, 2001; K. Yang and El-Haik, 2003)
and may result in innovations in technology. Concept design is a fundamental
stage that largely determines reliability, robustness, cost, and other competitive
potentials.
Concept design is followed by detailed design. This step begins with the
development of detailed design specifications which assure that the subsystem
requirements are satisfied. Then physical details are devised to fulfill the functions
of each subsystem within the product structure. The details may include physical
linkage, electrical connection, nominal values, and tolerances of the functional
parameters. Materials and components are also selected in this step. It is worth
noting that design and development is essentially an iterative task as a result of
4 RELIABILITY ENGINEERING AND PRODUCT LIFE CYCLE

design review and analysis. The implementation of effective reliability programs

will reduce repetition.

Verification and Validation Phase This phase consists of two major steps:
design verification (DV) and process validation (PV). Once a design is com-
pleted successfully, a small number of prototypes are built for DV testing to
prove that the design achieves the functional, environmental, reliability, regula-
tory, and other requirements concerning the product as stipulated in the product
specifications. Prior to DV testing, a test plan must be developed that specifies
the test conditions, sample sizes, acceptance criteria, test operation procedures,
and other elements. The test conditions should reflect the real-world use that
the product will encounter when deployed in the field. A large sample size in
DV testing is often unaffordable; however, it should be large enough so that the
evidence to confirm the design achievement is statistically valid. If functional
nonconformance or failure occurs, the root causes must be identified for poten-
tial design changes. The redesign must undergo DV testing until all acceptance
criteria have been met completely.
Parallel to DV testing, production process planning may be initiated so that
pilot production can begin once the design is verified. Process planning involves
the determination of methods for manufacturing a product. In particular, we
choose the steps required to manufacture the product, tooling processes, pro-
cess checkpoints and control plans, machines, tools, and other requirements. A
computer simulation is helpful in creating a stable and productive production
process.
The next step is PV testing, whose purpose is to validate the capability of
the production process. The process must not degrade the inherent reliability
to an unacceptable level and must be capable of manufacturing products that
meet all specifications with minimum variation. By this time, the process has
been set up and is intended for production at full capacity. Thus, the test units
represent the products that customers will see in the marketplace. In other words,
the samples and the final products are not differentiable, because both use the
same materials, components, production processes, and process monitoring and
measuring techniques. The sample size may be larger than that for DV testing,
due to the need to evaluate process variation. The test conditions and acceptance
criteria are the same as those for DV testing.

Production Phase Once the design is verified and the process is validated,
full capacity production may begin. This phase includes a series of interrelated
activities such as materials handling, production of parts, assembly, and quality
control and management. The end products are subject to final test and then
shipped to customers.

Field Deployment Phase In this phase, products are sold to customers and real-
ize the values built in during the product realization process. This phase involves
marketing advertisement, sales service, technical support, field performance mon-
itoring, and continuous improvement.
INTEGRATION OF RELIABILITY ENGINEERING INTO THE PRODUCT LIFE CYCLE 5

Disposal This is the terminal phase of a product in the life cycle. A product
is discarded, scraped, or recycled when it is unable to continue service or is not
cost-effective. A nonrepairable product is discarded once it fails; a repairable
product may be discarded because it is not worthy of repair. The service of some
repairable products is discontinued because their performance does not meet
customer demands. The manufacturer must provide technical support to dispose
of, dismantle, and recycle the product to minimize the associated costs and the
adverse impact on the environment.

1.3 INTEGRATION OF RELIABILITY ENGINEERING INTO

THE PRODUCT LIFE CYCLE

From a manufacturer’s perspective in gaining a competitive advantage, the prod-

uct realization process should be minimized with respect to time and cost. On
the other hand, once they take ownership, customers expect products to operate
reliably and to incur little maintenance cost. The conflicting interests have moti-
vated manufacturers to integrate reliability programs into the product life cycle.
As described in Chapter 3, a reliability program consists of a series of reliability
tasks that are well sequenced to achieve the reliability target and customer satis-
faction. The reliability tasks are customized to fit the needs of specific products
and implemented throughout the product life cycle. In the product realization
process, reliability tasks are especially important because of the amount of value
that they can add to products. In particular, reliability techniques are aimed at
building reliability into products and reducing the cost and time associated with
the process. To maximize efficiency, reliability tasks should be incorporated into
the engineering activities that take place in this process. A comprehensive reli-
ability program adds value to the product life cycle even after a product enters
the field deployment phase.
The functions of reliability tasks are important in each phase of the product
life cycle. In the product planning phase, a multidisciplinary reliability team is
organized to develop a reliability program suitable for the product, to set a reli-
ability target, to translate customer expectations into engineering requirements,
and to conceive and evaluate product proposals from a reliability perspective.
Whenever possible, reliability tasks should be incorporated into other planning
activities. The reliability decisions made in this phase have a tremendous impact
on each stage of the product life cycle. For example, setting a reliability target
has strong effects on cost, time to market, and competitiveness. An overly ambi-
tious target would incur unaffordable design and development costs and prolong
the product realization process, and thus jeopardize competitive advantages. Con-
versely, a low reliability target certainly undermines competitiveness simply by
losing customers.
Reliability tasks play an especially important role in the design and devel-
opment phase; reliability activities usually add more value to a product in this
phase than in any other phase. The objective of reliability tasks in this phase is
6 RELIABILITY ENGINEERING AND PRODUCT LIFE CYCLE

to design-in the reliability of the product while designing-out potential failure

modes. This may be accomplished by allocating the product reliability target to
the integral subsystems or components and assuring achievement of the respec-
tive reliability goals through the implementation of reliability design techniques
such as robust reliability design, FMEA, FTA, and design controls. These proac-
tive reliability tasks are aimed at designing things right the first time. Doing so
would cut off the design–test–fix loop, which was a typical design model in the
old days and unfortunately is still sometimes used. Clearly, a reliability program
can accelerate the design and development cycle and save the associated costs.
Reliability tasks are vital elements of DV and PV. In the DV stage, reliability
verification testing is performed to demonstrate that the design meets the relia-
bility requirements. In the PV step, the test is intended to prove the capability of
the production process. The process must be capable of manufacturing final prod-
ucts that fulfill the reliability target that has been specified. The determination of
economic and statistically significant sample size and test time is a challenge to
almost all manufacturers. The reliability techniques described in Chapter 9 have
the power to make the best trade-off. The function of reliability tasks in this
phase is more than testing. For example, life and performance data analysis is
often necessary to arrive at meaningful conclusions about the conformability of
the design and process under evaluation.
The reliability tasks in the production phase are intended to assure that the
process results in the manufacture of uniform and reliable products. To maintain
a stable process over time, process control plans and charts are implemented to
monitor the process and help identify special causes as soon as they emerge.
Sometimes, reactive reliability methods are needed in the production phase.
For example, acceptance sampling may determine whether or not to accept a
particular production lot being concerned. Products may be subjected to an envi-
ronmental stress screening to precipitate defective units before being shipped to
customers.
The reliability tasks involved in the field deployment phase include the collec-
tion and analysis of warranty data, identification and projection of failure trends,
customer feedback analysis, and failure analysis of warrantied parts. Six-sigma
projects are often initiated in this phase to determine the causes of significant
failure modes and to recommend containment and permanent corrective actions.

1.4 RELIABILITY IN THE CONCURRENT PRODUCT

REALIZATION PROCESS

A conventional product realization process is serial; that is, a step starts only after
the preceding step has been completed. In the sequential model, the information
flows in succession from phase to phase. Design engineers in the upstream part
of the process usually do not address the manufacturability, testability, and ser-
viceability in their design adequately because of a lack of knowledge. Once the
design is verified and the process fails to be validated due to inadequate manufac-
turability, design changes in this phase will increase cost substantially compared
PROBLEMS 7

to making the changes in the design and development phase. In general, cost to
fix a design increases an order of magnitude with each subsequent phase (Levin
and Kalal, 2003).
The application of concurrent engineering to a product realization process is
the solution to problems associated with the sequential model. In the framework
of concurrent engineering, a cross-functional team is established representing
every aspect of the product, including design, manufacturing process, reliability
and quality planning, marketing and sales, purchasing, cost accounting, mate-
rial handling, material control, data management and communication, service,
testing, and others. The team relays information to design engineers concerning
all aspects of the product so that from the very beginning the engineers will
address any potential issues that would otherwise be ignored. The information
flow is multidirectional between all functional areas, as stated above, and contin-
ues throughout the entire product realization process. As a result, other phases in
addition to design and development also benefit from the concurrent involvement.
For example, test plans can be developed in the design and development phase,
with valuable input from design engineers and other team members. If a testabil-
ity problem is discovered in this phase, design engineers are more likely to make
design changes. Under concurrent engineering, most phases of the product real-
ization process can take place simultaneously. The resulting benefits are twofold:
maximization of the chance of doing things right the first time, and reducing
the time to market. Ireson et al. (1996) and Usher et al. (1998) describe concur-
rent engineering in greater detail and present application examples in different
industries.
In the environment of concurrent engineering, a multidisciplinary reliability
team is required to perform effective reliability tasks. The team is an integral
part of the engineering team and participates in decision making so that reli-
ability objectives and constraints are considered. Because reliability tasks are
incorporated into engineering activities, a concurrent product realization process
entails multiple reliability tasks to be conducted simultaneously. The environment
allows reliability tasks to be implemented in the upfront phases of the process to
consider the potential influences that might be manifested in subsequent phases.
For example, the reliability allocation performed at the beginning of the process
should take into account the technological feasibility of achieving the reliability,
economics of demonstrating the reliability, and manufacturability of components.
Although being concurrent is always desirable, some reliability tasks must be per-
formed sequentially. For example, a process FMEA usually starts after a design
FMEA has been completed because the former utilizes the outputs of the lat-
ter. In these situations, we should understand the interrelationships between the
reliability tasks and sequence the tasks to maximize the temporal overlap.

PROBLEMS

1.1 Explain the concept of reliability and the function of reliability engineering.
8 RELIABILITY ENGINEERING AND PRODUCT LIFE CYCLE

1.2 Describe the key engineering tasks and reliability roles in each phase of a
product life cycle.
1.3 Explain the important differences between serial and concurrent product real-
ization processes.
1.4 How should a reliability program be organized in the environment of con-
current engineering?
2
RELIABILITY DEFINITION,
METRICS, AND PRODUCT LIFE
DISTRIBUTIONS

2.1 INTRODUCTION

The focus in this book is on the development of effective reliability programs

to be implemented throughout a product life cycle. A reliability program usually
consists of reliability planning, design, testing, and analysis. In reliability plan-
ning, reliability must be defined for the particular product of concern; that is,
the intended function, the specified conditions and the specified period of time
must adhere to and satisfy or exceed the pertinent design requirements. To make
a reliability definition operational, ambiguous and qualitative terms should be
avoided. Once reliability has been defined, appropriate metrics must be chosen
to characterize it. Efficient metrics are those sensitive to stress and time, and most
concern both the manufacturer and customers. Selection of the metrics is critical;
once determined, they are used throughout the reliability program. In other words,
reliability target setting, design, testing, and analysis should work consistently on
the same metrics. Evaluation of the metrics may sometimes apply nonparamet-
ric approaches; however, parametric approaches are more useful and insightful,
especially when inference or prediction is involved. In this book we use para-
metric methods. Therefore, statistical distributions are necessary in measuring
reliability.
In this chapter we define reliability and elaborate on the three essential ele-
ments of the definition. Various reliability metrics and their relationships are
presented. In addition, we describe the most commonly used statistical distribu-
tions, including the exponential, Weibull, mixed Weibull, smallest extreme value,

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

9
10 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

normal, and lognormal. The reliability definition, metrics, and life distributions
presented in this chapter are the basic materials for subsequent reliability design,
testing, and analysis.

2.2 RELIABILITY DEFINITION

First we define terms that relate to the definition of reliability.

ž Binary state. The function of a product is either success or failure.

ž Multistate. The function of a product can be complete success, partial suc-
cess, or failure. Performance degradation is a special case of multistate.
ž Hard failure. This is a catastrophic failure that causes complete ceasation
of a function. Such a failure mode occurs in a binary-state product.
ž Soft failure. This is partial loss of a function. This failure mode occurs in
a multistate (degradation) product.

In our daily life, reliability has a broad meaning and often means dependabil-
ity. In technical terms, reliability is defined as the probability that a product
performs its intended function without failure under specified conditions for
a specified period of time. The definition contains three important elements:
intended function, specified period of time, and specified conditions.
The definition above indicates that reliability depends on specification of the
intended function or, complementarily, the failure criteria. For a binary-state
product, the intended function is usually objective and obvious. For example,
lighting is the intended function of a light bulb. A failure occurs when the light
bulb is blown out. For a multistate or degradation product, the definition of
an intended function is frequently subjective. For example, the remote key to
a car is required to command the operations successfully at a distance up to,
say, 30 meters. The specification of a threshold (30 meters in this example) is
somewhat arbitrary but largely determines the level of reliability. A quantitative
relationship between the life and threshold for certain products is described in
G. Yang and Yang (2002). If the product is a component to be installed in a
system, the intended function must be dictated by the system requirements, and
thus when used in different systems, the same components may have different
failure criteria. In the context of commercial products, the customer-expected
intended functions often differ from the technical intended functions. This is
especially true when products are in warranty period, during which customers
tend to make warranty claims against products that have degraded appreciably
even through they are technically unfailed.
Reliability is a function of time. In the reliability definition, the period of
time specified may be the warranty length, design life, mission time, or other
period of interest. The design life should reflect customers’ expectations and
be competitive in the marketplace. For example, in defining the reliability of a
RELIABILITY DEFINITION 11

passenger automobile, the length of time specified is 10 years or 150,000 miles,

which define the useful life that most customers expect from a vehicle.
It is worth noting that time has different scales, including, for example, cal-
endar time, mileage, on–off cycles, and pages. The life of some products can
be measured on more than one scale. Sometimes, it is difficult to choose from
among different scales because all appear to be relevant and of interest. The
guide is that the scale selected should reflect the underlying failure process. For
example, the deterioration of the body paint of an automobile is more closely
related to age than to mileage because the chemical reaction to the paint takes
place continuously whether or not the vehicle is operating. In some cases, more
than one scale is needed to characterize the life. The most common scales are
age and usage. A typical example is the automobile, whose life is usually mea-
sured by both age and mileage. Modeling and evaluating reliability as a function
of time and usage has been studied in, for example, Eliashberg et al. (1997),
S. Yang et al. (2000), and G. Yang and Zaghati (2002).
Reliability is a function of operating conditions. The conditions may include
stress types and levels, usage rates, operation profiles, and others. Mechanical,
electrical, and thermal stresses are most common. Usage rate (frequency of oper-
ation) is also an important operating condition that affects the reliability of many
products. Its effects on some products have been studied. Tamai et al. (1997)
state that the number of cycles to failure of a microrelay is larger at a high usage
rate than at a low rate. Tanner et al. (2002) report that microengines survive
longer when running at high speed than when running at low speed. According
to Harris (2001), rotation speed is a factor that influences revolutions to failure
of a bearing. Nelson (1990, 2004) describes the effects but ignores them in accel-
erated life test data analyses for the sake of simplicity. In Chapter 7 we describe
a model that relates usage rate to product life.
Understanding customer use of a product is a prerequisite for specifying real-
istic conditions. Most products are used in a wide range of conditions. The
conditions specified should represent the real-world usage of most customers.
In many situations it is difficult or impossible to address all operating condi-
tions that a product will encounter during its lifetime. However, the stresses to
which a product is most sensitive should be included. Chan and Englert (2001)
describe most stresses that have large adverse effects on the reliability of electronic
products.
The reliability definition for a specific product should be operational. In other
words, the reliability, intended function, specified condition, and time must be
quantitative and measurable. To achieve this, qualitative and uninformative terms
should be avoided. If the product is a component to be installed in a system,
the definition should be based on the system’s requirements. For example, the
reliability of an automobile is defined as the probability that it will meet customer
expectations for 10 years or 150,000 miles under a real-world usage profile.
The 10 years or 150,000 miles should be translated into the design life of the
components within the automobile.
12 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

2.3 RELIABILITY METRICS

In this section we describe common metrics used to measure reliability. In

practice, the appropriate and effective metrics for a specific product must be
determined based on product uniqueness and use.

Probability Density Function (pdf) The pdf, denoted f (t), indicates the failure
distribution over the entire time range and represents the absolute failure speed.
The larger the value of f (t), the more failures that occur in a small interval of
time around t. Although f (t) is rarely used to measure reliability, it is the basic
tool for deriving other metrics and for conducting in-depth analytical studies.

Cumulative Distribution Function (cdf) The cdf, denoted F (t), is the proba-
bility that a product will fail by a specified time t. It is the probability of failure,
often interpreted as the population fraction failing by time t. Mathematically, it
is defined as
t
F (t) = Pr(T ≤ t) = f (t)dt. (2.1)
−∞

Equation (2.1) is equivalent to

dF (t)
f (t) = . (2.2)
dt

For example, if the time to failure of a product is exponentially distributed with

parameter λ, the pdf is

f (t) = λ exp(−λt), t ≥ 0. (2.3)

and the cdf is

t
F (t) = λ exp(−λt)dt = 1 − exp(−λt), t ≥ 0. (2.4)
0

Reliability The reliability function, denoted R(t), also called the survival func-
tion, is often interpreted as the population fraction surviving time t. R(t) is the
probability of success, which is the complement of F (t). It can be written as

∞
R(t) = Pr(T ≥ t) = 1 − F (t) = f (t)dt. (2.5)
t

From (2.4) and (2.5), the reliability function of the exponential distribution is

R(t) = exp(−λt), t ≥ 0. (2.6)

RELIABILITY METRICS 13

Hazard Function The hazard function or hazard rate, denoted h(t) and often
called the failure rate, measures the rate of change in the probability that a
surviving product will fail in the next small interval of time. It can be written as
 
Pr(t < T ≤ t + t|T > t) 1 dR(t) f (t)
h(t) = lim = − = . (2.7)
t→0 t R(t) dt R(t)

From (2.3), (2.6), and (2.7), the hazard rate of the exponential distribution is

h(t) = λ. (2.8)

Equation (2.8) indicates that the hazard rate of the exponential distribution is
a constant.
The unit of hazard rate is failures per unit time, such as failures per hour
or failures per mile. In high-reliability electronics applications, FIT (failures in
time) is the commonly used unit, where 1 FIT equals 10−9 failures per hour. In
the automotive industry, the unit “failures per 1000 vehicles per month” is often
used.
In contrast to f (t), h(t) indicates the relative failure speed, the propensity
of a surviving product to fail in the coming small interval of time. In general,
there are three types of hazard rate in terms of its trend over time: decreasing
hazard rate (DFR), constant hazard rate (CFR), and increasing hazard rate (IFR).
Figure 2.1 shows the classical bathtub hazard rate function. The curve represents
the observation that the life span of a population of products is comprised of
three distinct periods:

1. Early failure period: The hazard rate decreases over time.

2. Random failure period: The hazard rate is constant over time.
3. Wear-out failure period: The hazard rate increases over time.

early wear-out
failures failures
h(t)

random
failures

0 t1 t2
t

FIGURE 2.1 Bathtub curve hazard rate function

14 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

Early failures are usually caused by major latent defects, which develop into
patent defects early in the service time. The latent defects may be induced by
manufacturing process variations, material flaws, and design errors; customer
misuse is another cause of early failures. In the automotive industry, the infant
mortality problem is significant. It is sometimes called the one-month effect,
meaning that early failures usually occur in the first month in service. Although
a decreasing hazard rate can result from infant mortality, early failures do not
necessarily lead to a decreasing hazard rate. A substandard subpopulation con-
taining latent defects may have an increasing hazard rate, depending on the life
distribution of the subpopulation. For example, if the life distribution of the sub-
standard products is Weibull with a shape parameter of less than 1, the hazard
rate decreases over time. If the shape parameter is greater than 1, the hazard rate
has an increasing trend.
In the random failure period, the hazard rate remains approximately constant.
During this period of time, failures do not follow a predictable pattern and occur at
random due to the unexpected changes in stresses. The stresses may be higher or
lower than the design specifications. Higher stresses cause overstressing, whereas
lower stresses result in understressing. Both over- and understressing may pro-
duce failures. For instance, an electromagnetic relay may fail due to a high or
low electric current. A high current melts the electric contacts; a low current
increases the contact resistance. In the constant hazard rate region, failures may
also result from minor defects that are built into products due to variations in
the material or the manufacturing process. Such defects take longer than major
defects to develop into failures.
In the wear-out region, the hazard rate increases with time as a result of
irreversible aging effects. The failures are attributable to degradation or wear out,
which accumulates and accelerates over time. As a product enters this period, a
failure is imminent. To minimize the failure effects, preventive maintenance or
scheduled replacement of products is often necessary.
Many products do not illustrate a complete bathtub curve. Instead, they have
one or two segments of the curve. For example, most mechanical parts are domi-
nated by the wear-out mechanism and thus have an increasing hazard rate. Some
components exhibit a decreasing hazard rate in the early period, followed by an
increasing hazard rate. Figure 2.2 shows the hazard rate of an automotive sub-
system in the mileage domain, where the scale on the y-axis is not given here
to protect proprietary information. The hazard rate decreases in the first 3000
miles, during which period the early failures took place. Then the hazard rate
stays approximately constant through 80,000 miles, after which failure data are
not available.

Cumulative Hazard Function The cumulative hazard function, denoted H (t),

is defined as

t
H (t) = h(t)dt. (2.9)
−∞
RELIABILITY METRICS 15

h(t)

0 10 20 30 40 50 60 70 80 90
Miles (× 103)

FIGURE 2.2 The hazard rate of an automotive subsystem in mileage domain

For the exponential distribution, we have

H (t) = λt, t ≥ 0. (2.10)

From (2.7) and (2.9) the relationship between H (t) and R(t) can be written as

R(t) = exp[−H (t)]. (2.11)

If H (t) is very small, a Taylor series expansion results in the following approx-
imation:
R(t) ≈ 1 − H (t). (2.12)

H (t) is a nondecreasing function. Figure 2.3 depicts the H (t) associated with
DFR, CFR, and IFR. The shapes of H (t) for DFR, CFR, and IFR are convex,

DFR
H(t)

CFR

IFR

0
t

FIGURE 2.3 Cumulative hazard functions corresponding to DFR, CFR and IFR
16 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

wear-out
failures
random
early failures
H(t)

failures

0 t1 t2
t

FIGURE 2.4 Cumulative hazard function corresponding to the bathtub curve hazard
rate

flat, and concave, respectively. Figure 2.4 illustrates the H (t) corresponding to
the bathtub curve hazard rate in Figure 2.1.

Percentile The percentile, denoted tp , is the time by which a specified fraction

p of the population fails. It is the inverse of F (t): namely,

tp = F −1 (p). (2.13)

For the exponential distribution, we have

 
1 1
tp = ln . (2.14)
λ 1−p

In application, tp is sometimes used to characterize the time by which an allow-

able small portion of the population would fail. A special percentile is B10 , where
B10 = t0.1 , the time by which 10% units of the population would fail. This special
quantity is frequently used in industry; for example, it is a common characteristic
of bearing life.

Mean Time to Failure (MTTF) MTTF is the expected life E(T ) of a nonre-
pairable product. It is defined as

∞
MTTF = E(T ) = tf (t) dt. (2.15)
−∞

If the range of T is positive, (2.15) can be written as

∞
MTTF = R(t) dt. (2.16)
0
EXPONENTIAL DISTRIBUTION 17

For the exponential distribution, MTTF is

∞
1
MTTF = exp(−λt) dt = . (2.17)
0 λ

MTTF is a measure of the center of a life distribution. For a symmetric distri-

bution such as the normal distribution (Section 2.8), the MTTF is the same as
the median. Otherwise, they are not equal. For a highly skewed distribution, the
difference between the two is appreciable.

Variance The variance, denoted Var(T ), is a measure of the spread of a life

distribution, defined as

∞
Var(T ) = [t − E(T )]2 f (t)dt. (2.18)
−∞

For the exponential distribution, the variance is

∞  2  2
1 1
Var(T ) = λ exp(−λt)dt =
t− . (2.19)
0 λ λ
√
In many applications we prefer using the standard deviation, Var(T ), since it
has the same unit as T . Generally, the standard deviation is used together with
MTTF.

2.4 EXPONENTIAL DISTRIBUTION

The f (t), F (t), R(t), h(t), H (t), E(T ), and Var(T ) of the exponential distribu-
tion are given in (2.3), (2.4), (2.6), (2.8), (2.10), (2.17), and (2.19), respectively.
In these equations, λ is called the hazard rate or failure rate. The f (t), F (t), R(t),
h(t), and H (t) are shown graphically in Figure 2.5, where θ = 1/λ is the mean
time. As shown in the figure, when t = θ , F (t) = 0.632 and R(t) = 0.368. The
first derivative of R(t) with respect to t evaluated at time 0 is R  (0) = −1/θ . This
implies that the tangent of R(t) at time 0 intersects the t axis at θ . The tangent is
shown in the R(t) plot in Figure 2.5. The slope of H (t) is 1/θ , illustrated in the
H (t) plot in Figure 2.5. These properties are useful for estimating the parameter
λ or θ using graphical approaches such as the probability plot (Chapter 7) or the
cumulative hazard plot (Chapter 11).
The exponential distribution possesses an important property: that the hazard
rate is a constant. The constant hazard rate indicates that the probability of a
surviving product failing in the next small interval of time is independent of time.
That is, the amount of time already exhausted for an exponential product has no
effects on the remaining life of the product. Therefore, this characteristic is also
called the memoryless property. Mathematically, the property can be expressed as

Pr(T > t + t0 |T > t0 ) = Pr(T > t), (2.20)

18 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

1/q 1

F(t)
0.632
f (t)

0 0 q
t t

1 1/θ
R(t)

0.368 h(t)

0 q 0
t t
H(t)

tan−1 (1/q)
0
t

FIGURE 2.5 Exponential f (t), F (t), R(t), h(t) and H (t)

where t0 is the time already exhausted. Equation (2.20) is proved as follows:

Pr(T > t + t0 ∩ T > t0 ) Pr(T > t + t0 )

Pr(T > t + t0 |T > t0 ) = =
Pr(T > t0 ) Pr(T > t0 )
exp[−λ(t + t0 )]
= = exp(−λt) = Pr(T > t).
exp(−λt0 )

The exponential distribution may be appropriate for modeling random failures.

This can be explained by the following arguments. Random failures are usually
caused by external shocks such as an unexpected change in load. External shocks
usually can be modeled using the Poisson process. If every shock causes a fail-
ure, the product life can be approximated using the exponential distribution. The
arguments suggest that the exponential distribution may be adequate for a failure
process described by the threshold strength model, where a failure occurs when
WEIBULL DISTRIBUTION 19

the stress is greater than the threshold strength. On the other hand, the argu-
ments imply that the exponential distribution is inappropriate for failures due to
degradation or wear out.
The exponential distribution is widely used and is especially popular in mod-
eling the life of some electronic components and systems. For example, Murphy
et al. (2002) indicate that the exponential distribution adequately fits the failure
data of a wide variety of systems, such as radar, aircraft and spacecraft electron-
ics, satellite constellations, communication equipment, and computer networks.
The exponential distribution is also deemed appropriate for modeling the life
of electron tubes, resistors, and capacitors (see, e.g., Kececioglu, 1991; Meeker
and Escobar, 1998). However, the author’s test data suggest that the exponential
distribution does not adequately fit the life of several types of capacitors and
resistors, such as electrolytic aluminum and tantalum capacitors and carbon film
resistors. The Weibull distribution is more suitable. The failure of these compo-
nents is driven primarily by performance degradation; for example, an electrolytic
aluminum capacitor usually fails because of exhaustion of the electrolyte.
The exponential distribution is often mistakenly used because of its mathe-
matical tractability. For example, the reliability prediction MIL-HDBK-217 series
assumes that the life of electronic and electromechanical components follows an
exponential distribution. Because of the exponential assumption and numerous
other deficiencies, this handbook has been heavily criticized and is no longer
actively maintained by the owner [U.S. Department of Defense (U.S. DoD)].
Another common misuse lies in redundant systems comprised of exponential
components. Such systems are nonexponentially distributed (see, e.g., Murphy
et al. 2002).

2.5 WEIBULL DISTRIBUTION

The pdf of the Weibull distribution is
   
β β−1 t β
f (t) = β t exp − , t > 0. (2.21)
α α

The Weibull cdf is

   
t β
F (t) = 1 − exp − , t > 0. (2.22)
α

The hazard function is

 β−1
β t
h(t) = , t > 0. (2.23)
α α
The cumulative hazard function is
 β
t
H (t) = , t > 0. (2.24)
α
20 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

The 100pth percentile is

tp = α[− ln(1 − p)]1/β . (2.25)

The mean and variance are

 
1
E(T ) = α 1 + ,
β
    
2 1
Var(T ) = α  1 +
2
− 1+
2
, (2.26)
β β

respectively, where (·) is the gamma function, defined by

∞
(x) = zx−1 exp(−z)dz.
0

In the Weibull formulas above, β is the shape parameter and α is the char-
acteristic life; both are positive. α also called the scale parameter, equals the
63.2th percentile (i.e., α = t0.632 ). α has the same unit as t: for example, hours,
miles, and cycles. The generic form of the Weibull distribution has an additional
parameter, called the location parameter. Kapur and Lamberson (1977), Nelson
(1982) and Lawless (2002), among others, present the three-parameter Weibull
distribution.
To illustrate the Weibull distribution graphically, Figure 2.6 plots f (t), F (t),
h(t), and H (t) for α = 1 and β = 0.5, 1, 1.5, and 2. As shown in the figure,
the shape parameter β determines the shape of the distribution. When β < 1
(β > 1), the Weibull distribution has a decreasing (increasing) hazard rate. When
β = 1, the Weibull distribution has a constant hazard rate and is reduced to the
exponential distribution. When β = 2, the hazard rate increases linearly with t,
as shown in the h(t) plot in Figure 2.6. In this case the Weibull distribution is
called the Rayleigh distribution, described in, for example, Elsayed (1996). The
linearly increasing hazard rate models the life of some mechanical and electrome-
chanical components, such as valves and electromagnetic relays, whose failure
is dominated by mechanical or electrical wear out.
It can be seen that the Weibull distribution is very flexible and capable of
modeling each region of a bathtub curve. It is the great flexibility that makes
the Weibull distribution widely applicable. Indeed, in many applications, it is the
best choice for modeling not only the life but also the product’s properties, such
as the performance characteristics.

Example 2.1 The life of an automotive component is Weibull with α = 6.2 ×

105 miles and β = 1.3. Calculate F (t), R(t), and h(t) at the end of the warranty
period (36,000 miles) and t0.01 .
WEIBULL DISTRIBUTION 21

2.5 1

2 0.8
b = 0.5 1
1.5 0.6

F(t)
b = 0.5
f (t)

1 1.5
1 0.4
2 1.5
0.5 0.2
2
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
t t

4 4
3.5 3.5
2 2
3 3
1.5
2.5 2.5
1.5 H(t)
h(t)

2 2
b = 0.5 1
1.5 1.5
1
1 1 b = 0.5
0.5 0.5
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
t t

FIGURE 2.6 Weibull f (t), F (t), h(t) and H (t) for α = 1

SOLUTION From (2.22) the probability of failure at 36,000 miles is

   
36,000 1.3
F (36,000) = 1 − exp − = 0.024.
6.2 × 105

This indicates that 2.4% of the component population will fail by the end of
warranty period. The reliability at 36,000 miles is

R(36,000) = 1 − 0.024 = 0.976.

That is, 97.6% of the component population will survive the warranty period.
From (2.23), the hazard rate at 36,000 miles is
  1.3−1
1.3 36,000
h(36,000) = = 0.89 × 10−8 failures per mile.
6.2 × 105 6.2 × 105

Because β > 1, the hazard rate increases with mileage. From (2.25), t0.01 , the
mileage by which 1% of the population will fail, is given by

t0.01 = 6.2 × 105 × [− ln(1 − 0.01)]1/1.3 = 18,014 miles.

22 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

2.6 MIXED WEIBULL DISTRIBUTION

A mixed distribution comprises two or more distributions. Mixture arises when

the population of interest contains two or more nonhomogeneous subpopula-
tions. Such cases occur frequently in practice. A common example is that a good
subpopulation is mixed with a substandard subpopulation due to manufacturing
process variation and material flaws. The substandard subpopulation fails in early
time, but the good one survives considerably longer. In addition to the mixture
of good and bad products, a manufacturing process fed with components from
different suppliers usually produces nonhomogeneous subpopulations. The use
condition, such as environmental stresses or usage rate, is also a factor con-
tributing to the mixture of life distributions. When a homogeneous population
of products is operated at different conditions, the life of the products usually
has multiple modes. This case is often seen in the warranty data analysis. The
automotive industry is a frequent witness to mixed distributions, due to all the
factors described above. Such distributions are especially common on new vehi-
cle lines, of which the assembly processes may be on the learning curve early
in the launch time. Then the processes become stable and stay under control as
the inherent problems are corrected as a result of ongoing reliability improve-
ment programs such as six-sigma projects, early warranty analysis, and fleet
testing.
It is always desirable and valuable to distinguish between the nonhomo-
geneous subpopulations and analyze them individually, as discussed in Evans
(2000). Sometimes, however, it is difficult or impossible to make a separation.
For example, an automobile manufacturer has no way to know if a vehicle sold
in a region continues operation in the same region; then the mixture of vehicles
in different locations arises. In this situation, a mixed distribution is useful or
essential.
A mixture of two distributions is usually of most interest. The mixed distri-
bution is often bimodal and finds extensive applications in the development of
burn-in or screen plans. Some examples are given in Jensen and Peterson (1982),
Kececioglu and Sun (1995), Chan and Englert (2001), and G. Yang (2002). The
bimodal Weibull distribution is perhaps the most common mixed distribution in
practice because of its inherent flexibility. In Chapter 10, module-level screening
models are based on the bimodal Weibull distribution. The pdf of the mixed
Weibull distributions of two subpopulations f1 (t) and f2 (t) is

f (t) = ρf1 (t) + (1 − ρ)f2 (t)

   
β1 β1 −1 t β1
= ρ β1 t exp −
α1 α1
   
β2 β2 −1 t β2
+ (1 − ρ) β2 t exp − , t > 0, (2.27)
α2 α2
MIXED WEIBULL DISTRIBUTION 23

where ρ is the fraction of the first subpopulation accounting for the entire popu-
lation and βi and αi (i = 1, 2) are the shape parameter and characteristic life of
subpopulation i. The associated cdf is

F (t) = ρF1 (t) + (1 − ρ)F2 (t)

       
t β1 t β2
= 1 − ρ exp − − (1 − ρ) exp − , t > 0. (2.28)
α1 α2

Example 2.2 An automotive component population produced in the first two

months of production contains 8% defective units. The mileage to failure of
the components has a bimodal Weibull distribution with β1 = 1.3, α1 = 12,000
miles, β2 = 2.8, and α2 = 72,000 miles. Plot f (t) and F (t), and calculate the
probability of failure at the end of the warranty period (36,000 miles).

SOLUTION f (t) is obtained by substituting the data into (2.27), plotted in

Figure 2.7. F (t) is calculated from (2.28) and shown in Figure 2.8. The proba-
bility of failure at 36,000 miles is
   
36,000 1.3
F (36,000) = 1 − 0.08 × exp −
12,000
   
36,000 2.8
− 0.92 × exp − = 0.202.
72,000

This indicates that 20.2% of the component population produced in the first two
months of production will fail by 36,000 miles.

1.6

1.4

1.2

1
f (t) (× 10−5)

0.8

0.6

0.4

0.2

0
0 20 40 60 80 100 120
Miles (× 103)

FIGURE 2.7 f (t) of the mixed Weibull distribution

24 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

0.8

0.6
F(t)

0.4

0.2

0
0 20 40 60 80 100 120
3)
Miles (× 10

FIGURE 2.8 F (t) of the mixed Weibull distribution

2.7 SMALLEST EXTREME VALUE DISTRIBUTION

In terms of mechanical, electrical, or thermal structure, some products, such as

cable insulators and printed circuitry, can be considered to consist of a series of
identical components. These products fail when the weakest components do not
function; the life of the weakest components determines the product life. The
smallest extreme value distribution may be suitable for modeling the life of such
products. The pdf of this distribution is
    
1 t −µ t −µ
f (t) = exp exp − exp , −∞ < t < ∞. (2.29)
σ σ σ

The cdf is
  
t −µ
F (t) = 1 − exp − exp , −∞ < t < ∞. (2.30)
σ

The hazard function is

 
1 t −µ
h(t) = exp , −∞ < t < ∞. (2.31)
σ σ

The cumulative hazard function is

 
t −µ
H (t) = exp , −∞ < t < ∞. (2.32)
σ
SMALLEST EXTREME VALUE DISTRIBUTION 25

0.14 1
s =3
0.12
0.8
0.1
0.08 0.6

F(t)
f(t)

6
0.06 0.4 9
9
0.04 6
0.2
0.02 s=3
0 0
10 15 20 25 30 35 40 10 15 20 25 30 35 40
t t

10 30
8 25
s=3 s=3
20
6
H(t)
h(t)

15
4 6
6 10 9
2 5
9
0 0
10 15 20 25 30 35 40 10 15 20 25 30 35 40
t t

FIGURE 2.9 Smallest extreme value f (t), F (t), h(t) and H (t) for µ = 30

The cumulative hazard function is simply the hazard function times σ . The mean,
variance, and 100pth percentile are

E(T ) = µ − 0.5772σ, Var(T ) = 1.645σ 2 , tp = µ + up σ, (2.33)

respectively, where up = ln[− ln(1 − p)].

In the formulas above, µ is the location parameter and σ is the scale parameter;
−∞ < µ < ∞ and σ > 0. They have the same unit as t. When µ = 0 and σ = 1,
the distribution is called the standard smallest extreme value distribution, and the
hazard rate equals the cumulative hazard rate. Figure 2.9 plots the distribution
for µ = 30 and various values of σ . The hazard rate plot indicates that the
distribution may be suitable for products whose hazard rate increases rapidly with
increased time in service, due to excessive degradation or wear out. However,
the distribution is seldom used to model product life in reality because it allows
the life to be negative, and the probability of failure is greater than zero when
the time is zero. Instead, the distribution is very useful in analytical studies when
the Weibull distribution is involved because of their relation. If y is Weibull with
shape parameter β and characteristic life α, t = ln(y) has the smallest extreme
value distribution with σ = 1/β and µ = ln(α). This relationship is used in
Chapter 7 to develop accelerated life test plans.
26 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

2.8 NORMAL DISTRIBUTION

The pdf of the normal distribution is

 
1 (t − µ)2
f (t) = √ exp − , −∞ < t < ∞. (2.34)
2πσ 2σ 2

The normal cdf is

t  
1 (y − µ)2
F (t) = √ exp − dy, −∞ < t < ∞. (2.35)
−∞ 2πσ 2σ 2

The mean and variance are

E(T ) = µ and Var(T ) = σ 2 , (2.36)

respectively. The hazard function and cumulative hazard function can be obtained
from (2.7) and (2.9), respectively. They cannot be simplified and thus are not
given here.
When T has a normal distribution, it is usually indicated by T ∼ N (µ, σ 2 ).
µ is the location parameter and σ is the scale parameter. They are also the pop-
ulation mean and standard deviation as shown in (2.36) and have the same unit
as t, where −∞ < µ < ∞ and σ > 0. Figure 2.10 plots the normal distribution
for µ = 15 and various values of σ .

0.5 1
s=1 s=1
0.4 0.8
1.5
0.3 0.6
2
F(t)
f (t)

0.2 1.5
0.4
2
0.1 0.2

0 0
10 12 14 16 18 20 10 12 14 16 18 20
t t

6 16
5 14
s =1 12
4
10
s =1
h(t)

H(t)

3 8
1.5 1.5
2 6
4
1 2
2 2
0 0
10 12 14 16 18 20 10 12 14 16 18 20
t t

FIGURE 2.10 Normal f (t), F (t), h(t) and H (t) for µ = 15

NORMAL DISTRIBUTION 27

When µ = 0 and σ = 1, the normal distribution is called the standard normal

distribution. Then the pdf becomes
 2
1 z
φ(z) = √ exp − , −∞ < z < ∞. (2.37)
2π 2

The cdf of the standard normal distribution is

z  2
1 y
(z) = √ exp − dy, −∞ < z < ∞. (2.38)
−∞ 2π 2

(z) is tabulated in, for example, Lewis (1987) and Nelson (1990, 2004).
Many commercial software packages such as Minitab and Microsoft Excel are
capable of doing the calculation. With the convenience of (z), (2.35) can be
written as  
t −µ
F (t) =  , −∞ < t < ∞. (2.39)
σ

The 100pth percentile is

tp = µ + zp σ, (2.40)

where zp is the 100pth percentile of the standard normal distribution [i.e., zp =

−1 (p)]. As a special case, t0.5 = µ; that is, the median equals the mean.
The normal distribution has a long history in use because of its simplicity
and symmetry. The symmetric bell shape describes many natural phenomena,
such as the height and weight of newborn babies. The distribution is consid-
erably less common in modeling life because it allows the random variable to
be negative. It may be suitable for some product properties if the coefficient
of variation (σ/µ) is small. The normal distribution is very useful in statistical
analysis. For example, the analysis of variance presented in Chapter 5 assumes
that the data are normally distributed. In analytic reliability studies, the nor-
mal distribution is often needed when the lognormal distribution is involved.
The relationship between the normal and lognormal distribution is described in
Section 2.9.
The normal distribution has an important property frequently utilized in relia-
bility design. If X1 , X2 , . . . , Xn are independent random variables and normally
distributed with (µi , σi2 ) for i = 1, 2, . . . , n, then X = X1 + X2 + · · · + Xn has
a normal distribution with mean and variance


n 
n
µ= µi and σ 2 = σi2 .
i=1 i=1

Example 2.3 An electronic circuit contains three resistors in series. The resis-
tances (say, R1 , R2 , R3 ) in ohms of the three resistors can be modeled with the
normal distributions R1 ∼ N (10, 0.32 ), R2 ∼ N (15, 0.52 ), and R3 ∼ N (50, 1.82 ).
28 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

Calculate the mean and standard deviation of the total resistance and the proba-
bility of the total resistance being within the tolerance range 75 ± 5%.

SOLUTION The total resistance R0 of the three resistors is R0 = R1 + R2 +

R3 . The mean of the total resistance is µ = 10 + 15 + 50 = 75 . The standard
deviation of the total resistance is σ = (0.32 + 0.52 + 1.82 )1/2 = 1.89 . The
probability of the total resistance being within 75 ± 5% is
   
78.75 − 75 71.25 − 75
Pr(71.25 ≤ R0 ≤ 78.75) =  −
1.89 1.89
= 0.976 − 0.024 = 0.952.

2.9 LOGNORMAL DISTRIBUTION

The pdf of the lognormal distribution is

 
1 [ln(t) − µ]2 1 ln(t) − µ
f (t) = √ exp − = φ , t > 0, (2.41)
2πσ t 2σ 2 σt σ

where φ(·) is the standard normal pdf. The lognormal cdf is

 
t
1 [ln(y) − µ]2 ln(t) − µ
F (t) = √ exp − dy =  , t > 0,
0 2πσy 2σ 2 σ
(2.42)
where (·) is the standard normal cdf. The 100pth percentile is

tp = exp(µ + zp σ ), (2.43)

where zp is the 100pth percentile of the standard normal distribution. An impor-

tant special case of (2.43) is the median t0.5 = exp(µ). The mean and variance
of T are, respectively,

E(T ) = exp(µ + 0.5σ 2 ) and Var(T ) = exp(2µ + σ 2 )[exp(σ 2 ) − 1]. (2.44)

When T has a lognormal distribution, it is usually indicated by LN(µ,σ 2 ). µ

is the scale parameter and σ is the shape parameter; −∞ < µ < ∞ and σ > 0.
It is important to note that unlike the normal distribution, µ and σ here are not
the mean and standard deviation of T . The relationships between the parameters
and the mean and standard deviation are given in (2.44). However, µ and σ are
LOGNORMAL DISTRIBUTION 29

0.4 1
s = 0.5
0.3 0.8
1
s = 0.5
0.6

F(t)
f(t)

0.2 1.5
1 0.4
0.1
1.5 0.2
0 0
0 1 2 3 4 5 6 0 1 2 3 4 5 6
t t

0.8 3
s = 0.5
2.5
0.6 s = 0.5
2
h(t)

0.4 H(t) 1
1.5
1
1
0.2 1.5
1.5 0.5
0 0
0 1 2 3 4 5 6 0 1 2 3 4 5 6
t t

FIGURE 2.11 Lognormal f (t), F (t), h(t) and H (t) for µ = 1

the mean and standard deviation of ln(T ) because ln(T ) has a normal distribution
when T is lognormal.
The lognormal distribution is plotted in Figure 2.11 for µ = 1 and various val-
ues of σ . As the h(t) plot in Figure 2.11 shows, the hazard rate in not monotone.
It increases and then decreases with time. The value of t at which the hazard
rate is the maximum is derived below.
The lognormal hazard rate is given by

φ
h(t) = , (2.45)
σ t (1 − )

where φ and  are the function of [ln(t) − µ]/σ . Taking the natural logarithm
on both sides of (2.45) gives

ln[h(t)] = ln(φ) − ln(σ ) − ln(t) − ln(1 − ). (2.46)

Equate to zero the first derivative of (2.46) with respect to t. Then

ln(t) − µ φ
+σ − = 0. (2.47)
σ 1−

The solution of t, say t ∗ , to (2.47) is the value at which the hazard rate is
maximum. Before t ∗ , the hazard increases; after t ∗ , the hazard rate decreases.
30 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

3
2.7
2.4
2.1
1.8
1.5
x

1.2
0.9
0.6
0.3
0
0 0.3 0.6 0.9 1.2 1.5 1.8 2.1
s

FIGURE 2.12 Plot of x versus σ

There is no closed form for t ∗ ; it is calculated with a numerical method. Let

t ∗ = x exp(µ). (2.48)

Figure 2.12 plots x versus σ . From the chart the value of x is read for a specific
σ value. Then it is substituted into (2.48) to calculate t ∗ . It can be seen that the
hazard rate decreases in practically an entire lifetime when σ > 2. The hazard rate
is in the increasing trend for a long period of time when σ is small, especially
at the neighbor of 0.2. The time at which the hazard rate begins to decrease
frequently interests design engineers and warranty analysts. If this time occurs
after a very long time in service, the failure process during the useful life is
dominated by degradation or wear out.
The lognormal distribution is useful in modeling the life of some electronic
products and metals due to fatigue or crack. The increasing hazard rate in early
time usually fits the life of the freak subpopulation, and the decreasing hazard rate
describes the main subpopulation. The lognormal distribution is also frequently
used to model the use of products. For example, as shown in Lawless et al. (1995),
M. Lu (1998), and Krivtsov and Frankstein (2004), the accumulated mileages of
an automobile population at a given time in service can be approximated using
a lognormal distribution. This is illustrated in the following example and studied
further in Chapter 11.

Example 2.4 The warranty plan of a car population covers 36 months in service
or 36,000 miles, whichever comes first. The accumulated mileage U of the car
population by a given month in service can be modeled with the lognormal
distribution with scale parameter 6.5 + ln(t) and shape parameter 0.68, where
t is the months in service of the vehicles. Calculate the population fraction
exceeding 36,000 miles by 36 months.
PROBLEMS 31

SOLUTION From (2.42) the probability that a car exceeds 36,000 miles by
36 months is
 
ln(36,000) − 6.5 − ln(36)
Pr(U ≥ 36,000) = 1 −  = 0.437.
0.68

That is, by the end of warranty time, 43.7% of the vehicles will be leaving the
warranty coverage by exceeding the warranty mileage limit.

In this section, lognormal distribution is defined in terms of the natural log-

arithm (base e). Base 10 logarithm can be used, but its use is less common in
practice, especially in analytical studies.

PROBLEMS

2.1 Define the reliability of a product of your choice, and state the failure criteria
for the product.
2.2 Explain the concepts of hard failure and soft failure. Give three examples of
each.
2.3 Select the metrics to measure the reliability of the product chosen in Problem
2.1, and justify your selection.
2.4 Explain the causes for early failures, random failures, and wear-out failures.
Give examples of methods for reducing or eliminating early failures.
2.5 The life of an airborne electronic subsystem can be modeled using an expo-
nential distribution with a mean time of 32,000 hours.
(a) Calculate the hazard rate of the subsystem.
(b) Compute the standard deviation of life.
(c) What is the probability that the subsystem will fail in 16,000 hours?
(d) Calculate the 10th percentile.
(e) If the subsystem survives 800 hours, what is the probability that it will
fail in the following hour? If it survives 8000 hours, compute this prob-
ability. What can you conclude from these results?
2.6 The water pump of a car can be described by a Weibull distribution with
shape parameter 1.7 and characteristic life 265,000 miles.
(a) Calculate the population fraction failing by the end of the warranty
mileage limit (36,000 miles).
(b) Derive the hazard function.
(c) If a vehicle survives 36,000 miles, compute the probability of failure in
the following 1000 miles.
(d) Calculate B10 .
32 RELIABILITY DEFINITION, METRICS, AND PRODUCT LIFE DISTRIBUTIONS

2.7 An electronic circuit has four capacitors connected in parallel. The nominal
capacitances of the four are 20, 80, 30, and 15 µF. The tolerance of each
capacitor is ± 10%. The capacitance can be approximated using a normal
distribution with mean equal to the nominal value and the standard deviation
equal to one-sixth of the two-side tolerance. The total capacitance is the sum
of the four. Calculate the following:
(a) The mean and standard deviation of the total capacitance.
(b) The probability of the total capacitance being greater than 150 µF.
(c) The probability of the total capacitance being within the range 146 ±
10%.
2.8 The time to failure (in hours) of a light-emitting diode can be approximated
by a lognormal distribution with µ = 12.3 and σ = 1.2.
(a) Plot the hazard function.
(b) Determine the time at which the hazard rate begins to decrease.
(c) Compute the MTTF and standard deviation.
(d) Calculate the reliability at 15,000 hours.
(e) Estimate the population fraction failing in 50,000 hours.
(f) Compute the cumulative hazard rate up to 50,000 hours.
3
RELIABILITY PLANNING
AND SPECIFICATION

3.1 INTRODUCTION

Today’s competitive business environment requires manufacturers to design,

develop, test, manufacture, and deploy higher-reliability products in less time
at lower cost. Reliability, time to market, and cost are three critical factors
that determine if a product is successful in the marketplace. To maintain and
increase market share and profitability, manufacturers in various industrial sec-
tors have been making every effort to improve competitiveness in terms of
these three factors. Reliability techniques are known powerful tools for meet-
ing the challenges. To maximize effectiveness, individual reliability techniques
are orchestrated to create reliability programs, which are implemented through-
out the product life cycle. Recognizing the benefits from reliability programs,
many large-scale manufacturers, such as Ford Motor Company, General Elec-
tric, and IBM, have established and continue to enhance reliability programs
suitable for their products. The past few years have also witnessed the develop-
ment and implementation of various programs in a large number of midsized and
small-scale organizations.
A reliability program should begin at the beginning of a product life cycle,
preferably in the product planning stage. Planning reliability simultaneously with
product features, functionality, cost, and other factors ensures that customer
expectations for reliability are addressed in the first place. Concurrent planning
enables reliability to be considered under constraints of other requirements, and
vice versa. Reliability planning includes understanding customer expectations

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

33
34 RELIABILITY PLANNING AND SPECIFICATION

and competitors’ positions, specification of the reliability target, determination of

reliability tasks to achieve the target, and assurance of resources needed by the
tasks.
In this chapter we describe the quality function deployment method for under-
standing customer needs and translating the needs into engineering design require-
ments. Then we present methods for specifying a reliability target based on
customer needs, warranty cost objectives, and total cost minimization. Also dis-
cussed is the development of reliability programs for achieving the reliability
target.

3.2 CUSTOMER EXPECTATIONS AND SATISFACTION

Customers’ choice determines the market share of a manufacturer. Loss of

customers indicates erosion of market share and profitability. Thus, customer
satisfaction has become a critical business objective and the starting point of
product design. To satisfy customer demands to the greatest extent, manufactur-
ers must understand what customers expect and how to address their expectations
throughout the product life cycle. As an integral part of the design process, reli-
ability planning and specification should be driven by customer needs. In this
section we present the quality function deployment method, which evaluates
customer needs and translates the needs into engineering design requirements
and production control plans.

3.2.1 Levels of Expectation and Satisfaction

Customer expectations for a product can be classified into three types: basic
wants, performance wants, and excitement wants. Basic wants describe cus-
tomers’ most fundamental expectations for the functionality of a product. Cus-
tomers usually do not express these wants and assume that the needs will be
satisfied automatically. Failure to meet these needs will cause customers to be
seriously dissatisfied. Examples of such wants are cars being able to start and
heaters being able to heat. Performance wants are customers’ spoken expecta-
tions. Customers usually speak out for the needs and are willing to pay more
to meet the expectations. A product that better satisfies the performance wants
will achieve a higher degree of customer satisfaction. For example, good fuel
economy and responsive steering are two typical performance wants on cars.
Reliability is also a performance want; meeting customer expectation for reli-
ability increases customer satisfaction significantly. Excitement wants represent
potential needs whose satisfaction will surprise and delight customers. Customers
do not realize that they have such needs, so these wants are unspoken. Examples
of such needs related to a gasoline car are fuel economy of 45 miles per gallon
and acceleration from 0 to 60 miles in 6 seconds.
Meeting the three types of customer expectations can lead to different levels
of customer satisfaction. Satisfying basic wants does not appreciably increase
CUSTOMER EXPECTATIONS AND SATISFACTION 35

Customer
satisfaction

performance wants
excitement wants

Degree of
basic wants
want being
satisfied

FIGURE 3.1 Customer expectations described by the Kano model

customer satisfaction; however, failure to do so greatly dissatisfies customers.

Meeting performance wants increases customer satisfaction linearly. If these
wants are not satisfied, customer satisfaction decreases linearly. When excite-
ment wants are fulfilled, customer satisfaction increases exponentially. When
they are not met, customer satisfaction stays flat. The relationships between cus-
tomer satisfaction and the three types of customer expectations can be described
by the Kano model, shown in Figure 3.1. The relationships indicate that manu-
facturers must satisfy all three types of wants to maximize customer satisfaction.
It is worth noting that a higher-level customer want can degrade to a lower one
as time goes. In particular, an excitement want may become a performance or a
basic want, and a performance want may turn into a basic want. For example,
an antilock braking system, commonly known as ABS, installed in automobiles
was an excitement want in the early 1990s and is a performance want today. We
can expect that it will be a standard feature and thus become a basic want in the
near future.

3.2.2 QFD Process and Reliability Deployment

Global competition has pressed manufacturers to deliver products that meet
customer demands, including reliability expectation, to the greatest extent. In
Section 3.2.1 we discussed customer expectations and satisfaction that must
be addressed in each phase of the product life cycle. A powerful method for
doing this is quality function deployment (QFD), a structured tool that identifies
important customer expectations and translates them into appropriate technical
characteristics which are operational in design, verification, and production. Akao
(1990) describes QFD in detail. QFD enables resources to be focused on meet-
ing major customer demands. Figure 3.2 shows the structure of a QFD, which is
often called a house of quality because of its shape. A house of quality contains
a customer (horizontal) axis and a technical (vertical) axis. The customer axis
describes what customers want, the importance of the wants, and the competi-
tive performance. The customer wants component is often referred to as WHAT,
36 RELIABILITY PLANNING AND SPECIFICATION

Technical
Characteristics Correlation

Technical Characteristics
(HOWs)

Customer Wants Customer Desirability Relationship Matrix Competitive Performance

(WHATs)

Direction of Improvement

Technical Importance

Technical Targets (HOW MUCH)

Technical Competitive
Benchmarking

FIGURE 3.2 Typical house of quality

meaning what is to be addressed. The technical axis explains the technical char-
acteristics that affect customer satisfaction directly for one or more customer
expectations. Also on the technical axis are the correlations, importance, and tar-
gets of the technical characteristics and technical competitive benchmarking. The
technical characteristics component is often referred to as HOW, meaning how
to address WHAT; then technical targets are accordingly called HOW MUCH.
The interrelationships between customer wants and technical characteristics are
evaluated in the relationship matrix.
The objective of QFD is to translate customer wants, including reliability
expectation, into operational design characteristics and production control vari-
ables. This can be done by deploying the houses of quality in increasing detail.
In particular, customer wants and reliability demands are converted to technical
characteristics through the first house of quality. Reliability is usually an impor-
tant customer need and receives a high importance rating. The important technical
characteristics, which are highly correlated to reliability demand, among others,
are cascaded to design parameters at the part level through the second house of
quality. The design parameters from this step of deployment should be closely
related to reliability and can be used in subsequent robust design (Chapter 5) and
performance degradation analysis (Chapter 8). Critical design parameters are then
deployed in process planning to determine process parameters through the third
house of quality. Control of the process parameters identified directly minimizes
unit-to-unit variation (an important noise factor in robust design) and reduces
CUSTOMER EXPECTATIONS AND SATISFACTION 37

HOWs

Relationships HOWs
WHATs

between
WHATs and Relationships HOWs

WHATs
HOWs between
WHATs and Relationships HOWs

WHATs
Product Planning HOWs between
WHATs and Relationships

WHATs
Part Deployment HOWs between
WHATs and
Process Deployment HOWs

Production Deployment

FIGURE 3.3 Quality function deployment process

infant mortality and variation in degradation rates. The fourth house of quality
is then used to translate the process parameters into production requirements.
The deployment process is illustrated in Figure 3.3. A complete QFD process
consists of four phases: (1) product planning, (2) part deployment, (3) process
deployment, and (4) production deployment. The four phases are described in
detail in the following subsections.

3.2.3 Product Planning Phase

In this phase, customer expectations collected from different sources, which may
include market research, customer complaints, and comparison with competi-
tors, are translated into specified technical characteristics using the first house
of quality. The steps in developing the house of quality are described below
and illustrated with an example of an automobile windshield wiper system. The
example is only typical for such a system and is not intended to be exhaustive.

1. State what customers want in the WHAT entries of the first house of quality.
These customer expectations are usually nontechnical and fuzzy expressions. For
example, customers may state their reliability wants as “long life,” “never fail,”
and “very dependable.” Technical tools such as affinity and tree diagrams may be
used to group various customer requirements (Bossert, 1991). For an automobile
windshield wiper system, customer expectations include high reliability, minimal
operation noise, no residual water traces, no water film, and large wiping area,
among others. These wants are listed in the WHAT entries of the quality house,
as shown in Figure 3.4.
2. Determine customer desirability, which rates the desirability for each cus-
tomer want relative to every other want. Various scaling approaches are used
in practice, but none of them is theoretically sound. In the windshield wiper
example, we use the analytic hierarchy process approach (Armacost et al., 1994),
which rates importance levels on a scale of 1 to 9, where 9 is given to the
38 RELIABILITY PLANNING AND SPECIFICATION

−−
++ +
+ −
++

Friction Coefficient
+ +: strongly

High Motor Speed

Low Motor Speed
Motor Operating

Blade-to-Glass
Arm Rotation

Arm Length
positive
Motor Load
Desirability
Customer

Competitive Performance

………
+: positive
Torque

Angle
−: negative
− −: strongly
negative 1 2 3 4 5

High B
9 3 9 1 3 1 1 … A C
Reliability D
C
Minimal Noise 5 9 3 3 3 1 3 A B
D
No Residual B
7 3 3 3 3 3 A C
Water Traces D
C
No Water Film 9 3 3 3 3 A B
D
Large Wiping C
3 9 3 A B
Area D
……… … … … … … … …
Direction of o o o o o o o
Improvement …
A, B, C: Competing
Technical 93 144 36 90 24 62 72 … products
Importance
Technical D: Prior-generation
0.16 1.2 115 1.7 0.35 40 58 …
Targets product

A 0.21 1.5 113 1.6 0.35 45 62

Technical B 0.19 1.3 115 1.6 0.38 39 62

Competitive
Benchmarking C 0.15 1.2 110 1.8 0.34 42 56

D 0.14 1.3 110 1.6 0.34 42 56

Unit Nm Nm deg m rpm rpm …

FIGURE 3.4 Example QFD for automobile windshield wiper system planning

extremely important level, 7 to strongly important, 5 to very important, 3 to

important, and 1 to not important. Even numbers 2, 4, 6, and 8 are assigned
to the importance levels in between. It is recommended that customer demand
as to reliability receive a high importance rating (8 or higher), especially when
products are safety related. In the wiper system example, customer expectations
for high reliability and no water film reflect customer safety concern and thus
are assigned the highest ratings. The customer desirability column of Figure 3.4
shows the ratings for all customer wants listed.
3. Evaluate the competitive performance for major competing products and
the prior-generation product. The evaluation is accomplished by rating customer
satisfaction as to each of the customer wants on a scale of 1 to 5, where 5 is
assigned to the state of being completely satisfied, 4 to very satisfied, 3 to fairly
well satisfied, 2 to somewhat dissatisfied, and 1 to very dissatisfied. The objective
CUSTOMER EXPECTATIONS AND SATISFACTION 39

of the evaluation is to assess the strengthes and weaknesses of the product being
designed and to identify areas for improvement. Shown on the right-hand side of
Figure 3.4 are the competitive performance ratings for three competitors (denoted
A, B, and C) and the predecessor of this wiper system (denoted D).
4. List the technical characteristics that directly affect one or more customer
wants on the customer axis. These characteristics should be measurable and
controllable and define technically the performance of the product being designed.
The characteristics will be deployed selectively to the other three houses of quality
in subsequent phases of deployment. In this step, fault tree analysis, cause-and-
effect diagrams, and test data analysis of similar products are helpful because the
technical characteristics that strongly influence reliability may not be obvious. In
the wiper system example, we have identified the technical characteristics that
describe the motor, arm, blade, linkage, and other components. Some of them
are listed in Figure 3.4.
5. Identify the interrelationships between customer wants and technical char-
acteristics. The strength of relationship may be classified into three levels, where
a rating of 9 is assigned to a strong relation, 3 to a medium relation, and 1
to a weak relation. Each technical characteristic must be interrelated to at least
one customer want; one customer want must also be addressed by at least one
technical characteristic. This ensures that all customer wants are concerned in the
product planning, and all technical characteristics are established properly. The
ratings of the relation strength for the wiper system are entered in the relation-
ship matrix entries of the quality house, shown in Figure 3.4. It can be seen that
the motor load is one of the technical characteristics that strongly affect system
reliability.
6. Develop the correlations between technical characteristics and indicate
them in the roof of the house of quality. The technical characteristics can have
a positive correlation, meaning that the change of one technical characteristic in
a direction affects another characteristic in the same direction. A negative corre-
lation means otherwise. Four levels of correlation are used: a strongly positive
correlation, represented graphically by ++; positive by +; negative by −; and
strongly negative by −−. Correlations usually add complexity to product design
and would result in trade-off decisions in selecting technical targets if the corre-
lations are negative. Correlations among the technical characteristics of the wiper
system appear in the roof of the quality house, as shown in Figure 3.4.
7. Determine the direction of improvement for each technical characteristic.
There are three types of characteristics: larger-the-better, nominal-the-best, and
smaller-the-better (Chapter 5), which are represented graphically by ↑, ◦, and ↓,
respectively, in a house of quality. The direction is to maximize, set to target,
or minimize the technical characteristic, depending on its type. The technical
characteristics listed in Figure 3.4 are all nominal-the-best type.
8. Calculate ratings of technical importance. For a given technical character-
istic, the values of the customer desirability index are multiplied by the corre-
sponding strength ratings. The sum of the products is the importance rating of
40 RELIABILITY PLANNING AND SPECIFICATION

the technical characteristic. The importance ratings allow the technical character-
istics to be prioritized and thus indicate the significant characteristics that should
be selected for further deployment. Characteristics with low values of rating may
not need deployment to subsequent QFD phases. In the wiper system example,
the importance rating of the motor load is 9 × 9 + 5 × 3 + 7 × 3 + 9 × 3 = 144.
Ratings of the listed technical characteristics are in the technical importance row,
shown in Figure 3.4. The ratings indicate that the motor load is an important
characteristic and should be deployed to lower levels.
9. Perform technical competitive benchmarking. Determine the measurement
of each technical characteristic of the predecessor of the product as well as the
competing products evaluated on the customer axis. The measurements should
correlate strongly with the competitive performance ratings. Lack of correlation
signifies inadequacy of the technical characteristics in addressing customer expec-
tations. This benchmarking allows evaluation of the position of the predecessor
relative to competitors from a technical perspective and assists in the develop-
ment of technical targets. In the wiper system example, the measurements and
units of the technical characteristics of the products under comparison are shown
in Figure 3.4.
10. Determine a measurable target for each technical characteristic with inputs
from the technical competitive benchmarking. The targets are established so that
identified customer wants are fulfilled and the product being planned will be
highly competitive in the marketplace. The targets of the technical characteristics
listed for the wiper system are shown in Figure 3.4.

3.2.4 Part Deployment Phase

The product planning phase translates customer wants into technical characteris-
tics, determines their target values that will make the product competitive in the
marketplace, and identifies the significant technical characteristics that need to
be expanded forward to the part deployment phase. To perform part deployment,
outputs (i.e., the significant technical characteristics) from the product planning
phase are carried over and become the WHATs of the second house of qual-
ity. In this phase, part characteristics are identified to address the WHATs. The
steps for developing the second house of quality are similar to these for the first.
Outputs from this phase include important part characteristics and their target
values. These part characteristics are highly correlated to customer wants and are
indicators of product reliability. These characteristics should be deployed to the
next phase and serve as the control factors for robust design (Chapter 5). ReVelle
et al. (1998) describe the use of QFD results for robust design.

3.2.5 Process Deployment Phase

The significant part characteristics identified in the part deployment phase are
expanded further in the process deployment phase. In this phase the third house
of quality is developed, where the WHATs are carried from the significant HOWs
RELIABILITY REQUIREMENTS 41

of the second house of quality, and the new HOWs are the process parameters to
produce the WHATs at the target values. Outputs from this phase include critical
process parameters and their target values, which should be deployed to the next
phase for developing control plans. Deployment is critical in this phase, not only
because this step materializes customer wants in production, but also because the
process parameters and target values determined in this step have strong impacts
on productivity, yield, cost, quality, and reliability.

3.2.6 Production Deployment Phase

The purpose of production deployment is to develop control plans to ensure
that the target values of critical process parameters are achieved in production
with minimum variation. To fulfill this purpose, the critical process parameters
and their target values are expanded further through the fourth house of qual-
ity. Outputs from this phase include process control charts and quality control
checkpoints for each process parameter. The requirements and instructions for
implementing control plans should also be specified in this phase. Readers inter-
ested in statistical quality control may refer to Montgomery (2001a). From the
reliability perspective, this phase is a critical step in the QFD process because
effective control plans are needed to minimize infant mortality and unit-to-unit
variation of parts and to improve field reliability and robustness.

3.3 RELIABILITY REQUIREMENTS

For most products, reliability is a performance need for which customers are
willing to pay more. Meeting this expectation linearly increases customer satis-
faction, which decreases linearly with failure to do so, as depicted in Figure 3.1.
To win the war of sustaining and expanding market share, it is vital to estab-
lish competitive reliability requirements, which serve as the minimum goals and
must be satisfied or exceeded through design and production. In this section we
describe three methods of setting reliability requirements, which are driven by
customer satisfaction, warranty cost objectives, and total cost minimization. Lu
and Rudy (2000) describe a method for deriving reliability requirement from
warranty repair objectives.

3.3.1 Statement of the Requirements

As defined in Chapter 2, reliability is the probability that a product performs
its intended function without failure under specified conditions for a specified
period of time. The definition consists of three essential elements: intended func-
tion, specified period of time, and specified conditions. Apparently, reliability
changes as any of them varies. To be definitive, quantitative, and measurable, the
reliability requirements must contain the three elements. We should avoid vague
or incomplete requirements such as “no failure is allowed” or “the reliability goal
is 95%.”
42 RELIABILITY PLANNING AND SPECIFICATION

Reliability requirements must define what constitutes a failure (i.e., the failure
criteria). The definition may be obvious for a hard-failure product whose failure is
the complete termination of function. For a soft-failure product, failure is defined
in terms of performance characteristics crossing specified thresholds. As pointed
out in Chapter 2, the thresholds are more or less subjective and often arguable. It
thus is important to have all relevant parties involved in the specification process
and concurring as to the thresholds. In a customer-driven market, the thresholds
should closely reflect customer expectations. For example, a refrigerator may be
said to have failed if it generates, say, 50 dB of audible noise, at which level
90% of customers are dissatisfied.
As addressed earlier, life can be measured in calendar time, usage, or other
scales. The most appropriate life scale should be dictated by the underlying failure
mechanism that governs the product failure process. For example, mechanical
wear out is the dominant failure mechanism of a bearing, and the number of
revolutions is the most suitable life measure because wear out develops only by
rotation. The period of time specified should be stated on such a life scale. As
discussed before, reliability is a function of time (e.g., calendar age and usage).
Reliability requirements should define the time at which the reliability level is
specified. For many commercial products, the specified time is the design life.
Manufacturers may also stipulate other times of interest, such as warranty lengths
and mission times.
Reliability is influenced largely by the use environment. For example, a resis-
tor would fail much sooner at a high temperature than at ambient temperature.
Reliability requirements should include the operating conditions under which
the product must achieve the reliability specified. The conditions specified for
a product should represent the customer use environment, which is known as
the real-world usage profile. In designing subsystems within a product, this pro-
file is translated into the local operating conditions, which in turn become the
environmental requirements for the subsystems. Verification and validation tests
intended to demonstrate reliability must correlate the test environments to the
use conditions specified; otherwise, the test results will be unrealistic.

3.3.2 Customer-Driven Reliability Requirements

In a competitive business climate, meeting customer expectations is the starting
point and driving force of all design, verification, and production activities. In
the context of reliability planning, customer needs should be analyzed and fur-
ther correlated with reliability requirements. Satisfying these requirements should
lead to customer satisfaction. In this section we present a method of specifying
reliability requirements based on customer expectations.
Suppose that n important customer wants, denoted E1 , E2 , . . . , En , are linked
to m independent critical performance characteristics, denoted Y1 , Y2 , . . . , Ym .
The thresholds of Y1 , Y2 , . . . , Ym are D1 , D2 , . . . , Dm , respectively. The perfor-
mance characteristics may be identified through QFD analysis. Each customer
want is strongly interrelated to at least one performance characteristic; the strength
RELIABILITY REQUIREMENTS 43

customer
dissatisfaction
Di customer
satisfaction
Yi

0
Time

FIGURE 3.5 Correlation between performance degradation and customer dissatisfaction

of the relationship has a rating of 8 or 9, as designated in Section 3.2.3. We fur-

ther assume that the performance characteristics degrade monotonically and that
customers are dissatisfied when any of the characteristics crosses the thresh-
old. The thresholds may or may not be the critical values that are specified
from an engineering perspective. Often, customers have tighter values than those
deemed functionally operational. The probability that a performance characteris-
tic lies within the threshold measures the degree of customer satisfaction as to
performance. The complement of the probability is the degree of customer dis-
satisfaction. Without loss of generality, Figure 3.5 shows the correlation between
performance degradation and customer dissatisfaction for a smaller-the-better
characteristic.
The degree of customer satisfaction on Ei can be written as

mi
Si = Pr(Yj ≤ Dj ), i = 1, 2, . . . , n, (3.1)
j

where Si is the degree of customer satisfaction on Ei , Yj a performance charac-

teristic that is interrelated to Ei with a strength rating of 8 or 9, and mi the total
number of such performance characteristics. Note that the index j may not be
numerically consecutive.
If the minimum allowable customer satisfaction on Ei is Si∗ , we have

mi
Pr(Yj ≤ Dj ) = Si∗ , i = 1, 2, . . . , n. (3.2)
j

When the number of important customer wants equals the number of crit-
ical performance characteristics (i.e., n = m), (3.2) is a system containing m
equations with m unknowns. Solving the equation system gives unique solu-
tions of the probabilities, denoted pi (i = 1, 2, . . . , m). If the two numbers are
unequal, unique solutions may be obtained by adopting or dropping less important
customer wants, which have lower values of customer desirability.
44 RELIABILITY PLANNING AND SPECIFICATION

Because the product is said to have failed if one of the m independent perfor-
mance characteristics crosses the threshold, the reliability target R ∗ of the product
can be written as

R ∗ = Pr(Y1 ≤ D1 ) Pr(Y1 ≤ D1 ) · · · Pr(Ym ≤ Dm ) = p1 p2 . . . pm . (3.3)

It is worth noting that meeting the minimum reliability level is a necessary and
not a sufficient condition to achieve all specified customer satisfactions simultane-
ously, because the reliability depends only on the product of pi (i = 1, 2, . . . , m).
This is illustrated in the following example. To fulfill all customer satisfactions,
it is important to ensure that Pr(Yi ≤ Di ) ≥ pi (i = 1, 2, . . . , m) for each perfor-
mance characteristic in product design.

Example 3.1 Customers have highly desirable wants E1 , E2 , and E3 on a prod-

uct. QFD indicates strong correlations of E1 to Y1 and Y2 , E2 to Y1 and Y3 , and
E3 to Y2 , where Y1 , Y2 , and Y3 are the independent performance characteristics
of the product. Customer satisfactions on E1 , E2 , and E3 are required to be,
respectively, greater than or equal to 88%, 90%, and 95% at the design life.
Determine the minimum reliability at this time.

SOLUTION From (3.2) we have p1 p2 = 0.88, p1 p3 = 0.9, and p2 = 0.95.

Solving this equation system gives p1 = 0.93, p2 = 0.95, and p3 = 0.97. Then
from (3.3), the reliability target is

R ∗ = p1 p2 p3 = 0.93 × 0.95 × 0.97 = 0.857.

Note that meeting this overall reliability target does not guarantee all customer
satisfactions. For instance, R ∗ = 0.857 may result in p1 = 0.98, p2 = 0.92, and
p3 = 0.95. Then E3 is not satisfied.

3.3.3 Warranty Cost-Driven Reliability Requirements

Although meeting customer demands is the objective of commercial business,
some organizations may not have enough market information about customer
expectations and would base reliability requirements on warranty cost objectives.
Let Cw∗ be the maximum allowable warranty cost, t0 be the warranty period, c0
be the average cost per repair, and n be the production volume. If the product is
subject to a free replacement warranty policy (Chapter 11), the expected warranty
cost Cw of n units is
Cw = c0 nW (t0 ), (3.4)

where W (t0 ) is the expected number of repairs per unit by t0 . If the repair is a
minimal repair (i.e., the failure rate of the product immediately after repair equals
that right before failure), W (t0 ) can be written as
 
1
W (t0 ) = ln . (3.5)
R(t0 )
RELIABILITY REQUIREMENTS 45

In Chapter 11 we describe the concept of minimal repair and gives (3.5).

Using (3.5), we can rewrite (3.4) as
 
1
Cw = c0 n ln . (3.6)
R(t0 )

Because the total warranty cost must not be greater than Cw∗ , from (3.6) the
reliability target is  
∗ Cw∗
R = exp − . (3.7)
c0 n

For a complicated product, the costs per repair and failure rates of subsystems
may be substantially different. In this situation, (3.4) does not provide a good
approximation to the total warranty cost. Suppose that the product has m sub-
systems connected in series and the life of the subsystems can be modeled with
the exponential distribution. Let c0i and λi denote the cost per repair and failure
rate of subsystem i, respectively. The expected warranty cost is


m
Cw = nt0 c0i λi . (3.8)
i=1

In many applications it is reasonable to assume that the failure rate of sub-

system i is proportional to its production cost: namely, λi = KCi , where K is a
constant and Ci is the production cost of subsystem i. Then the failure rate of
subsystem i can be written as
Ci
λi = λ, (3.9)
C
where C and λ are,
 respectively, the
mproduction cost and failure rate of the
product, and C = m C
i=1 i and λ = i=1 λi . Substituting (3.9) into (3.8) gives

λnt0 
m
Cw = c0i Ci . (3.10)
C i=1

Because the total warranty cost must not exceed Cw∗ , the maximum allowable
failure rate of the product can be written as

C∗ C
λ∗ = mw . (3.11)
nt0 i=1 c0i Ci

Example 3.2 A product consists of five subsystems. The production cost and
cost per repair of each subsystem are shown in Table 3.1. The manufacturer plans
to produce 150,000 units of such a product and requires that the total warranty
cost be less than $1.2 million in the warranty period of one year. Determine the
maximum allowable failure rate of the product.
46 RELIABILITY PLANNING AND SPECIFICATION

TABLE 3.1 Subsystem Production Cost and Cost per Repair

Subsystem
Cost (dollars) 1 2 3 4 5

c0i 25 41 68 35 22
Ci 38 55 103 63 42


SOLUTION The total production cost is C = 5i=1 Ci = $301. From (3.11),
the maximum allowable failure rate of the product is

1,200,000 × 301
λ∗ =
150,000 × 8760 × (25 × 38 + · · · + 22 × 42)
= 2.06 × 10−5 failures per hour.

Some products are subject to two-dimensional warranty coverage. In other

words, the products are warranted with restrictions on time in service as well as
usage. For example, the bumper-to-bumper warranty plans of cars in the United
States typically cover 36 months in service or 36,000 miles, whichever occurs
first. Under the two-dimensional warranty coverage, failures of the products are
not reimbursed if the use at failure exceeds the warranty usage limit. This policy
lightens warranty cost burden for manufacturers to some extent. The reduced
warranty cost should be taken into account in the development of reliability
requirements.
After such products are sold to customers, usages are accumulated over time.
Because customers operate their products at different rates, the usages at the same
time in service are widely distributed. The distribution and usage accumulation
model may be determined by using historical data. In Chapter 11 we discuss
use of the lognormal distribution and linear relationship to describe the mileage
accumulation of automobiles over time. Suppose that the warranty time and
usage limits are t0 and u0 , respectively. Using customer survey data, recall data,
or warranty repair data, we may compute the probability Pr[U (t) ≤ u0 ], where
U (t) is the accumulated use by time t. Then (3.8) can be modified to
 t0 
m
Cw = n Pr[U (t) ≤ u0 ]dt c0i λi . (3.12)
0 i=1

Accordingly, (3.11) becomes

Cw∗ C
λ∗ = t0 m . (3.13)
n 0 Pr[U (t) ≤ u0 ]dt i=1 c0i Ci

Example 3.3 Refer to Example 3.2. Suppose that the product is warranted with
a two-dimensional plan covering one year or 12,000 cycles, whichever comes
RELIABILITY REQUIREMENTS 47

first. The use is accumulated linearly at a constant rate (cycles per month) for
a particular customer. The rate varies from customer to customer and can be
modeled using the lognormal distribution with scale parameter 6.5 and shape
parameter 0.8. Calculate the maximum allowable failure rate of the product.

SOLUTION The probability that a product accumulates less than 12,000 cycles
by t months is
   
ln(12,000) − 6.5 − ln(t) 2.893 − ln(t)
Pr[U (t) ≤ 12,000] =  = .
0.8 0.8

From (3.13) the maximum allowable failure rate is

1,200,000 × 301
λ∗ = 12
150,000 0 [[2.893 − ln(t)]/0.8]dt (25 × 38 + · · · + 22 × 42)
= 0.0169 failures per month = 2.34 × 10−5 failures per hour.

Comparing this result with that from Example 3.2, we note that the two-
dimensional warranty plan yields a less stringent reliability requirement, which
favors the manufacturer.

3.3.4 Total Cost-Driven Reliability Requirements

Reliability requirements derived from warranty cost target take into account the
failure cost and do not consider the cost associated with reliability investment. In
many applications it is desirable to determine a reliability target that minimizes
the total cost. Conventionally, the total cost comprises the failure cost and the
reliability investment cost, as depicted in Figure 3.6. If the two types of costs can
be quantified, the optimal reliability level is obtained by minimizing the total.
The traditional view perceives reliability program costs as investment costs.
This might have been true in the old days, when reliability efforts focused on

failure cost
total cost
reliability
program cost
Cost

0 optimum
Reliability

FIGURE 3.6 Costs associated with a reactive reliability program

48 RELIABILITY PLANNING AND SPECIFICATION

failure cost
reliability
total cost program cost

Cost

0
optimum
Reliability

savings in design,
verification, and
production

FIGURE 3.7 Costs and savings associated with a proactive reliability program

testing and were essentially reactive. Such programs do not add much value at the
beginning of the design cycle. Nowadays, reliability design techniques such as
robust design are being integrated into the design process to build reliability into
products. The proactive methods break the design–test–fix loop, and thus greatly
reduce the time to market and cost. In almost every project, reliability investment
is returned with substantial savings in design, verification, and production costs.
Figure 3.7 illustrates the costs and savings. As a result of the savings, the total
cost is reduced, especially when the required reliability is high. If the costs and
savings can be quantified, the optimal reliability level is the one that minimizes
the total cost. Clearly, the optimal reliability is considerably larger than the one
given by the conventional total cost model.
As we know, modeling failure cost is a relatively easy task. However, estimat-
ing the costs and savings associated with a reliability program is difficult, if not
impossible. Thus, in most applications the quantitative reliability requirements
cannot be obtained by minimizing the total cost. Nevertheless, the principle of
total cost optimization is universally applicable and useful indeed in justifying
a high-reliability target and the necessity of implementing a proactive reliability
program to achieve the target.

3.4 RELIABILITY PROGRAM DEVELOPMENT

In Section 3.3 we described methods for establishing reliability requirements

which have to be satisfied for products to be competitive in the marketplace.
Reliability activities conducted to achieve the established targets are not free and
sometimes require a large amount of investment. However, the investment costs
will be paid off through the reduction in failure expenses and engineering design,
verification, and production costs, as illustrated in Figure 3.7. Furthermore, the
reliability tasks compress the design, verification, and production cycles and thus
lead to a shorter time to market. The reliability tasks are more effective when
RELIABILITY PROGRAM DEVELOPMENT 49

they are well orchestrated and integrated into a reliability program. In this section
we describe a generic reliability program, considerations for developing product-
specific programs, and management of reliability programs.

3.4.1 Generic Reliability Program

An effective reliability program consists of a series of reliability tasks to be imple-
mented throughout the product life cycle, including product planning; design and
development; verification and validation; production; field deployment; and dis-
posal. The reliability activities are not independent exercises; rather, they should
be integrated into engineering projects in each stage of the life cycle and assist
successful completion of the projects. Figure 3.8 shows the main stages of a
typical product life cycle and the reliability tasks that may be implemented in
each of the stages. The listed reliability tasks are not intended to be exhaustive;
other reliability techniques, such as redundancy design, are not included because
of fewer applications in commercial products.
In the product planning stage, reliability tasks are intended to capture customer
expectations, establish competitive reliability requirements, and organize a team
and secure the resources needed by the reliability program. The reliability tasks
in this stage are explained briefly below.

1. Organizing a reliability team. A cross-functional team should be assembled

at the beginning of a product planning stage so that the reliability requirements are
considered in the decision-making process. Even though reliability requirements
are ultimately driven by customers, the top leaders of some organizations still
unfortunately perceive reliability deployment as a luxurious exercise. In these
situations it is vital to seek a management champion of the team and assure
that the resources needed throughout the reliability program will be in place.
Outputs of the team can be maximized if the team members have diversified
expertise, including reliability, market research, design, testing, manufacture, and
field service.
2. Quality function deployment (QFD). This is a powerful tool for translating
customer expectations into engineering requirements. The method was described
in detail in Section 3.2.
3. Reliability history analysis. This task is to collect and analyze customer
feedback, test data, and warranty failure data of the prior-generation product.
The analysis should indicate what customer wants were not reasonably satisfied
and reveal areas for improvement. Methods of reliability analysis using warranty
data are described in Chapter 11.
4. Reliability planning and specification. The objective of this task is to estab-
lish a competitive reliability target that is economically achievable and develop
an effective reliability program to reach or exceed the target. This task can be
assisted by utilizing the results of QFD and reliability historical data analysis.

In the design and development stage and before prototypes are created, reli-
ability tasks are to build reliability and robustness into products and to prevent
 50

Product Design Verification Field

Planning and and Production Deployment Disposal
Development Validation

• Organizing a • Reliability modeling • Reliability • Process control plans • Warranty plan

reliability team • Reliability allocation verification testing and charts development
• QFD • Reliability prediction • Analytical reliability • Process capability • Field failure tracking

FIGURE 3.8
• Reliability history • Stress derating verification analysis • Warranty data
analysis • Robust design • Accelerated life • Stress screening analysis
• Reliability planning • Concept and design testing • Acceptance sampling • Customer feedback
and specification FMEA • Accelerated • Failure analysis analysis

• FTA degradation testing • Failure analysis

• Design controls • Failure analysis • Six-sigma process

• Accelerated life • Process FMEA implementation

testing • Process control plans • Lesson learned

• Accelerated and charts

degradation testing • Process capability

• Failure analysis analysis

• Reliability estimation
• Warranty cost

Reliability tasks for a typical product life cycle

prediction
• Reliability design
review
RELIABILITY PLANNING AND SPECIFICATION
RELIABILITY PROGRAM DEVELOPMENT 51

potential failure modes from occurrence. The reliability tasks in this stage are
described below.

1. Reliability modeling. This task is to model product reliability according to

the architecture of the product. The architecture lays out the logic connections of
components, which may be in series, parallel, or more complex configurations.
Product reliability is expressed as a function of component reliabilities. This
relationship is useful in reliability allocation, prediction, and analysis. We discuss
this task in detail in Chapter 4.
2. Reliability allocation. The reliability target established in the product plan-
ning stage should be apportioned appropriately to lower-level structures (sub-
systems, modules, or components) of the product. The reliability allocated to a
structure becomes the reliability target of that structure. Organizations respon-
sible for lower-level structures must achieve their respective targets so that the
overall reliability target is attained. Reliability allocation methods are presented
in Chapter 4.
3. Reliability prediction. In the early design stage, it is frequently desirable to
predict reliability for comparing design alternatives and components, identifying
potential design issues, determining if a design meets the allocated reliability
target, and projecting reliability performance in the field. Several methods are
often employed for prediction in this stage. Part count and part stress analy-
sis for electronic equipment, well documented in MIL-HDBK-217 (U.S. DoD,
1995), was a prevailing approach until the mid-1990s. The approach assumes
that component lifetimes are exponentially distributed (with a constant failure
rate) and that a system is in the logic series of the components. In addition to
these assumptions, part stress analysis overemphasizes temperature effects and
overlooks other stresses, such as thermal cycling and transient conditions, which
are the primary causes of failure in many systems. It was reported repeatedly
that the DoD’s handbook produced overly pessimistic results, especially when
used in commercial products. Unsurprisingly, the handbook was subjected to
overwhelming criticism and it is no longer upgraded. A more recent prediction
methodology known as PRISMPlus was developed by the Reliability Analysis
Center (RAC), now the Reliability Information Analysis Center (RIAC). The
methodology includes component-level reliability prediction models and a pro-
cess for assessment of system reliability due to noncomponent variables such as
software and process. The prediction program is comprised of RAC failure mod-
els and failure data, user-defined data, and a system failure model that applies
process-grading factors. Smith and Womack (2004) report that the methodology
produced a more realistic result for an airborne system in a correlation study.
There are various commercial software packages that are capable of performing
reliability prediction based on this methodology. Another approach to reliability
prediction in the early design stage is modeling system reliability as a function
of component reliabilities based on the system configuration (Chapter 4). Com-
ponent reliabilities may be estimated from historical test data, warranty data, or
other sources. Ideally, prediction of component reliability should be driven by
52 RELIABILITY PLANNING AND SPECIFICATION

a physics-based model, which describes the underlying failure process. Unfortu-

nately, such models are unavailable for most applications, due to the difficulty
in understanding and quantifying the failure mechanisms.
4. Stress derating. This task is to enhance reliability by reducing stresses that
may be applied to a component to levels below the specified limits. When imple-
mented in an electronic design as it often is, derating technique lowers electrical
stress and temperature versus the rated maximum values. This alleviates parame-
ter variation and degradation and increases long-term reliability. Useful references
for this technique include, for example, U.S. DoD (1998) and O’Connor (2002).
5. Robust design. A failure can be attributed to either a lack of robustness
or the presence of mistakes induced in design or production. The purpose of
robust design is to build robustness and reliability into products in the design
stage through implementation of a three-stage process: concept design, parameter
design, and tolerance design. In Chapter 5 we describe in detail the methodology
of robust reliability design with an emphasis on parameter design. This technique
can result in a great improvement in reliability and robustness but has not been
implemented as extensively have as conventional reliability tools.
6. Concept and design FMEA (failure mode and effects analysis). As stated
above, the causes of failure can be classified into two groups: lack of robustness
and presence of mistakes. Concept and design FMEA are performed to uncover
potential failure modes, analyze effects, and determine causes of failures. The
FMEA process is intended to detect design errors that have been embedded into
a design and supports recommendations for corrective actions. In Chapter 6 we
describe the FMEA methodology.
7. Fault tree analysis (FTA). Some failure modes of a design may evoke
special concerns, especially when safety is involved. In such situations, FTA is
often needed to identify the root causes of the failure modes and to assess the
probability of failure occurrence. We introduce the FTA technique in Chapter 6.
8. Design controls. This task is aimed at detecting design deficiencies before
a design is prototyped. This is accomplished by analyzing product responses to
stresses such as temperature, humidity, vibration, mechanical and electrical load,
and electromagnetic interference. The common problems uncovered in design
control include crack, fatigue, overheating, and open or short circuit, among
others. Once concerns are identified and evaluated, corrective actions should
be recommended. Implementation of design controls usually requires dedicated
computer programs. In Chapter 6 we describe concisely several design control
techniques that are applied widely in industry.
9. Accelerated life testing. Testing products in the design stage is essential
in nearly all design programs for the purpose of comparing design options,
uncovering failure modes, estimating reliability, and verifying a design. Testing
a product to failure at a normal operating condition is often unfeasible econom-
ically, especially in the current competitive business environment. Instead, we
conduct accelerated life tests at higher stress levels, which shortens test time and
reduces test cost. This task can be a part of robust reliability design, which often
RELIABILITY PROGRAM DEVELOPMENT 53

requires testing products to failure at different combinations of design settings.

In Chapter 7 we present accelerated life test methods and life data analysis.
10. Accelerated degradation testing. Even under accelerating conditions, test-
ing high-reliability products to failure may be too lengthy a task to be affordable.
For some products a failure is said to have occurred if one of the performance
characteristics crosses a specified threshold. The characteristics are the indicators
of product reliability. Therefore, it is possible to estimate reliability of such prod-
ucts by using degradation measurements, which are recorded during testing. This
type of test is more efficient than an accelerated life test in terms of test time
and cost. This task can be a part of robust reliability design aimed at determining
the optimal levels of design parameters. In Chapter 8 we describe accelerated
degradation test methods and degradation data analysis.
11. Failure analysis. Accelerated life or degradation testing may produce
failures. The failed units should be analyzed for failure modes, effects, and mech-
anisms. Failure analyses at the component or material level usually enable a deep
understanding of the root causes and may lead to prevent the same failure modes.
All products that fail prior to field deployment should be analyzed thoroughly
for causes. Even in the field deployment phase, most warranty return parts are
subjected to failure analysis to determine the failure modes and mechanisms in
the real world.
12. Reliability estimation. This task is needed throughout the product life cycle
for a variety of purposes. In many applications it is not a separate task. Rather,
it is a part of, for example, reliability history analysis, accelerated testing, design
comparison, and warranty analysis. In Chapters 7, 8, and 11 we present methods
for reliability estimation from different types of data.
13. Warranty cost prediction. Warranty cost not only quantifies the revenue
that would be eroded by warranty repairs but also indicates customer satisfaction
and competitiveness once a product enters the marketplace. From an engineering
perspective, warranty cost reflects the reliability as well as maintainability, both of
which should be considered in design. Warranty cost depends on warranty policy,
product reliability, sales volume, and cost per repair. In the design stage, product
reliability may be estimated from test data, computer simulation, or historical
data. In Chapter 11 we present methods for estimating warranty cost.
14. Reliability design review. A reliability program should establish several
checkpoints at which reliability tasks are reviewed. The objective of the review is
to audit whether the reliability program is executed as planned in terms of sched-
ule and accuracy. Importantly, the review team should evaluate the possibility
that the reliability target will be achieved through implementation of the estab-
lished reliability program based on what has been accomplished. If necessary,
the team should recommend actions to improve the effectiveness of the pro-
gram. Whenever possible, reliability design reviews should be conducted along
with engineering design reviews. The concurrent reviews enable the reliability
54 RELIABILITY PLANNING AND SPECIFICATION

accomplishments to be examined by design engineers from a product design per-

spective, and vice versa. These interdisciplinary reviews usually identify concerns
that would not be discovered in individual reviews.

In the product verification and process validation stage, reliability tasks are
intended to verify that the design achieves the reliability target, to validate that the
production process is capable of manufacturing products that meet the reliability
requirements, and to analyze the failure modes and mechanisms of the units
that fail in verification and validation tests. As presented in Chapter 1, process
planning is performed in this phase to determine the methods of manufacturing
the product. Thus, also needed are reliability tasks that assure process capability.
The tasks that may be executed in this phase are explained below.

1. Reliability verification testing. This task is to demonstrate with minimum

test time and sample size that a product meets the reliability target. In Chapter 9
we describe test methods, approaches to determination of sample size and test
time, and techniques for sample size reduction.
2. Analytical reliability verification. Reliability verification through testing
may be too expensive and time consuming to be affordable in some situations.
When there are adequate mathematical models that relate product life to stresses,
design parameters, and manufacturing variables, the product reliability may be
verified by evaluating such models. This approach, often referred to as virtual
validation, involves finite element analysis, computer simulation, and numerical
calculation.
3. Process FMEA. This task is performed in the process planning stage to
detect potential process failure modes, analyze effects, and determine causes
of failure. Then actions may be recommended to correct the process steps and
prevent the failure modes from occurrence in production. In Chapter 6 we present
the concept, process, and design FMEA, with focus on the design FMEA.

In the production stage, the objective of reliability tasks is to assure that the
production process has minimum detrimental impact on the design reliability.
The tasks that may be implemented in this phase are described as follows.

1. Process control plans and charts. Process variation increases unit-to-unit

variation and infant mortality and thus should be minimized in each step of the
production process. This task is to develop and implement process control plans
for the critical performance characteristics which are identified in the fourth house
of quality of the QFD process. In Chapter 11 we present statistical process control
charts for monitoring infant mortality using early warranty data. Montgomery
(2001a) describes in detail methods for process control.
2. Process capability analysis. Process capability measures the uniformity of
a production process. A process of low capability produces high variability in
performance and low reliability. This task is to estimate the process capability
RELIABILITY PROGRAM DEVELOPMENT 55

and to provide information for minimizing process variation. Process capability

analysis is well described in Montgomery (2001a).
3. Stress screening. Some products may have latent defects due to material
flaws, process variation, or inadequate design. Defective products will fail in
early service time and should be eliminated before being shipped to customers.
For this purpose, stress screening is often conducted. This task is covered in
Chapter 10.
4. Acceptance sampling. This task is accomplished, as needed, to make a deci-
sion as to whether to accept a particular production lot based on measurements
of samples drawn at random from the lot. Due to material defects or the pro-
cess running out of control, certain lots may contain a large portion of defective
units. Failure to reject such substandard lots will result in low field reliability
and customer dissatisfaction. ANSI/ASQ (2003a, b) provide standard methods
for acceptance sampling.

In the field deployment stage, reliability tasks are aimed at developing a

warranty plan, tracking field failures, assessing field reliability performance,
evaluating customer satisfaction, analyzing warrantied parts, and developing con-
tainment and permanent corrective actions as needed. The major reliability tasks
are described below.

1. Warranty plan development. A preliminary warranty coverage may be

planned in the product planning stage. The plan is finalized when the prod-
uct is ready for marketing. Although a warranty plan is determined largely by
market competition, the final decisions are driven by financial analysis. An impor-
tant component of the financial analysis is the warranty repair cost, which may
be estimated from warranty repair modeling or reliability prediction. Warranty
policies and repair cost estimation are addressed in Chapter 11.
2. Field failure tracking. This task is intended to collect failure information
from warranty repairs and customer complaints. The failure information should
be as specific and accurate as possible and include failure modes, operating
conditions at which the failures occur, failure time and usage (e.g., mileage), and
others. Often, a computer system (i.e., a warranty database) is needed to store
and retrieve these failure data. This task is covered in Chapter 11.
3. Warranty data analysis. This task is to estimate field reliability, project
warranty repair numbers and costs, monitor field failures, and detect unexpected
failure modes and patterns. Early detection of unusual failure modes and high
failure probability can promote corrective actions to change ongoing manufactur-
ing process and repair strategies. For safety-related products such as automobiles,
timely warranty data analysis enables the assessment of risks associated with crit-
ical failure modes and may warrant recalls. In Chapter 11 we present methods
for warranty data analysis.
4. Customer feedback analysis. The real-world usage profile is the ultimate
environment in which a product is validated, and customer satisfaction is the
56 RELIABILITY PLANNING AND SPECIFICATION

predominant factor that drives the success of a product. Customer feedback on

both functional and reliability performance must be analyzed thoroughly to deter-
mine what product behaviors do and do not satisfy customers. The results are
valuable inputs to the QFD development of the next-generation product. The
sources for collecting feedback may include customer surveys, warranty claims,
and customer complaints.
5. Six-sigma process implementation. Warranty data analysis of early failures
may indicate unusual failure modes and failure probability. The root causes of the
failures should be identified and eliminated in subsequent production. This may
be accomplished by implementing the six-sigma process. The process is charac-
terized by DMAIC (define, measure, analyze, implement, and control). The first
step of the process is to define the problem and the project boundaries, followed
by creating and validating the measurement system to be used for quantifying
the problem. The analyze step is to identify and verify the causes of the prob-
lem, and the improve step is to determine the methods of eliminating the causes.
Finally, improvement is implemented and sustained through the use of control
plans. The DMAIC approach has been used extensively in industry and has gen-
erated numerous publications, including, for example, Pyzdek (2003) and Gitlow
and Levine (2005). In Section 3.5 we discuss six sigma in more detail.
6. Lessons learned. This task documents lessons learned as well as success
stories. Lessons should cover all mistakes, from missing a checkpoint to failure
to meet customer expectations. The causes of mistakes must be identified, and
recommendations must be made to prevent similar mishaps in the future. Success
stories are processes and actions that have proved successful in improving the
effectiveness of a reliability program and reducing the cost and time associated
with the program. Both lessons learned and success stories should be commu-
nicated to teams that are developing other products and should be archived as
reliability historical data to be reviewed in the development of next-generation
products.

3.4.2 Product-Specific Reliability Program

A product-specific reliability program should serve as a road map leading prod-
uct planning, design and development, testing, production, and deployment to
achieve the reliability target and customer satisfaction at low cost and in a short
time. The specific program may be customized starting with the generic reli-
ability program presented in Section 3.4.1. Such a program should be suitable
for the particular product, minimize the cost and time incurred by the program
itself, and maximize the savings in time and costs associated with engineer-
ing design, verification, and production, as explained in Figure 3.7. Developing
such a reliability program is basically the process of answering the following
questions:

ž What reliability tasks should be selected for the specific product?

RELIABILITY PROGRAM DEVELOPMENT 57

ž When should the individual reliability tasks be implemented in the product

life cycle?
ž How is the effectiveness of the reliability tasks assured and improved?

Selection of suitable reliability tasks requires a thorough understanding of the

theoretical background, applicability, merits, and limitations of the tasks. The
interrelationships, similarities, and differences between the reliability tasks under
consideration need to be well understood and assessed to improve program effi-
ciency. For example, to consider QFD as a candidate for a reliability program,
we should have knowledge of the QFD process, the procedures for developing
houses of quality, and the inputs and outputs of each house of quality. We should
also understand that QFD is applicable to customer-driven products as well as
contract-driven products. Here, the customers are not necessarily the end users;
they can be internal users. Understanding the applicability allows this technique to
be considered for government-contracted products. The function of QFD enables
customer expectations to be linked to engineering technical characteristics so
that the design activities and production controls are aligned with satisfying cus-
tomers. Often, a complex system benefits more than a simple component from this
technique, because technical characteristics of a simple component are relatively
easily related to customer wants without using a structured tool. Having these
understandings, we would consider QFD for a complex government-contracted
product and not use it for a simple commercial component. The relation of QFD
to other reliability tasks should also be considered and exploited to increase the
efficiency of the reliability program. For example, the QFD technique is corre-
lated with robust reliability design. The technical characteristics scoped in the
houses of quality are the control factors of subsequent robust reliability design.
Thus, robust reliability design will be facilitated if QFD is implemented earlier.
Cost-effectiveness is an important factor that must be considered when select-
ing a reliability task. Once a task is identified as be applicable to the product being
planned, the effectiveness of the task is evaluated. This may be assisted by review-
ing the relevant lessons learned and success stories and analyzing the pros and
cons of the technique. Some reliability techniques that are powerful for a product
may not be effective or are even not suitable for another product. For example,
accelerated degradation testing is an efficient test method for a product whose
performance degrades over time but is not suitable for a binary-state product.
In addition to the effectiveness, the cost and time that a reliability task will
incur and save must be taken into account. A reliability task certainly increases
the expense. However, it saves the time and costs associated with engineering
design, verification, and production. The essence is illustrated in Figure 3.7. A
good reliability task incurs low cost and produces substantial savings.
Now let’s address the second question: When should individual reliability
tasks be implemented in the product life cycle? Once appropriate reliability tasks
are selected, the sequence of these tasks should be optimized for maximum effec-
tiveness. Essentially, reliability tasks are integral parts of the engineering design,
verification, and production program. Thus, the time lines of reliability tasks
58 RELIABILITY PLANNING AND SPECIFICATION

should be aligned with those of the design, verification, and production activi-
ties. For example, QFD is a tool for translating customer wants into engineering
requirements and supports product planning. Thus, it should be performed in the
product planning stage. Another example is that of design controls, which are
conducted only after the design schematics are completed and before a design is
released for production. In situations where multiple reliability tasks are devel-
oped to support an engineering design, verification, or production activity, the
sequence of these tasks should be orchestrated carefully to reduce the associated
cost and time. Doing so requires fully understanding of interrelationships among
the reliability tasks. If a task generates outputs that serve as the inputs of another
task, it should be completed earlier. For instance, thermal analysis as a method of
design control for a printed circuit board yields a temperature distribution which
can be an input to reliability prediction. Thus, the reliability prediction may begin
after the thermal analysis has been completed.
The time line for a reliability program should accommodate effects due to
changes in design, verification, and production plans. Whenever changes take
place, some reliability tasks need to be revised accordingly. For example, design
changes must trigger the modification of design FMEA and FTA and the rep-
etition of design control tasks to verify the revised design. In practice, some
reliability tasks have to be performed in early stages of the life cycle with lim-
ited information. As the life cycle proceeds, the tasks may be repeated with more
data and more specific product configurations. A typical example is reliability
prediction, which is accomplished in the early design stage based on part count
to provide inputs for comparison of design alternatives and is redone later to pre-
dict field reliability with specific product configuration, component information,
stress levels, and prototype test data.
Once the reliability program and time lines are established, implementation
strategies should be developed to assure and improve the effectiveness of the
program. This lies in the field of reliability program management and is discussed
in the next subsection.

Example 3.4 An automotive supplier was awarded a contract to produce a type

of electronic module to be installed in automobiles. The supplier has developed
a reliability program for the design, verification, and production of modules to
meet a specified reliability target and customer satisfaction. The program was not
intended to include field deployment because the original equipment manufacturer
(OEM) had a comprehensive reliability program to cover the modules deployed
in the field. Suitable reliability tasks were selected for the modules and integrated
into the design, verification, and production activities. The time lines of the tasks
were aligned with these of design, verification, and production. Figure 3.9 shows
the main activities of design, verification, and production and the reliability tasks
aligned with each activity. The design process is essentially iterative; design
changes are mandated if the design does not pass the design reviews, design
verification testing, or process validation testing. Some reliability tasks such
as the FMEA and reliability prediction, are repeated whenever design changes
take place.
RELIABILITY PROGRAM DEVELOPMENT 59

Reliability Team Creation, QFD,

Analyzing OEM and Customer Needs Reliability History Analysis, Reliability
Planning and Specification

Concept Design Reliability Allocation, Robust Design,

Concept FMEA

CAE Modeling, Robust Design, Design

Schematic Design FMEA, Stress Derating, Reliability
Prediction

Schematic Design Review Reliability Design Review

Thermal Analysis, Vibration Analysis,

Printed Circuit Board (PCB) Design Reliability Prediction

PCB Design Review Reliability Design Review

Prototype Build

Reliability Verification Planning and

Design Verification (DV) Testing, Performance and Life Data
Analysis, Failure Analysis

Process FMEA, Process Capability

Pilot Production Analysis

Reliability Verification Planning and

Process Validation (PV) Testing, Performance and Life Data
Analysis, Failure Analysis

Process FMEA, Process Capability

Volume Production Analysis, Process Control Plans and
Charts, Acceptance Sampling

FIGURE 3.9 Reliability program for an automotive electronic module

60 RELIABILITY PLANNING AND SPECIFICATION

3.4.3 Reliability Program Management

Effective management is an important dimension that assures the success of a reli-
ability program. The tasks of management include organizing an efficient team,
assigning roles and responsibilities, planning schedules, developing emergency
plans, securing required resources, creating effective communication avenues and
a cooperative working environment, reviewing progress, motivating smart and
hard work, and so on. Although the accomplishment of a task moves one step
forward to success, only the achievement of all tasks in a timely and economical
manner maximizes the effectiveness of a reliability program.
The first task of a reliability program usually is to organize a reliability team
for reliability planning at the beginning of the product planning stage. Since the
potential reliability tasks will cover all stages of the product life cycle, the team
should be cross-functional and comprised of reliability and quality engineers as
well as representatives of marketing, design, testing, production, and service per-
sonnel. This diversified representation enables a reliability program to be planned
and implemented concurrently with the engineering design, verification, and pro-
duction activities. As discussed earlier, a reliability program is an integral part of
the engineering design, verification, and production tasks. Therefore, the product
manager should champion the reliability team, although he or she may not be a
reliability expert. The championship is beneficial to the reliability team in that it
has the authority to assure the project resources, gain the cooperation of design,
verification, and production personnel, and exercise veto power over premature
design release. The product manager may appoint a reliability expert as the reli-
ability program leader; however, the manager is still responsible for the success
of the reliability program.
The resources needed by a reliability program should be planned and secured
as early as possible. The resources may include, for example, team member skills,
time commitment, test equipment, failure analysis tools, software, measurement
systems, and samples. In regard to the team member skills, many reliability
engineers do not have sufficient knowledge of the physics of the products on
which they are to work. In reality, it is unrealistic to expect otherwise because of
their educational and industrial backgrounds. Thus, it is important for reliability
engineers to receive sufficient training on the physics of products. Such training
definitely increases the effectiveness of communications with design, verification,
and production engineers and enables a deeper understanding of reliability issues,
with higher productivity. On the other hand, team members without a reliability
background should also be trained in basic reliability knowledge so that they can
have reliability thinking in their design, verification, and production work and
command a common language in teamwork. The hardware and software resources
that will be consumed in a reliability program shall be planned for well ahead.
The budget for procuring new equipment and software is a part of the product
program budget and should be approved by the product manager. In planning,
some outsourcing jobs, such as failure analysis using dedicated equipment, may
be anticipated, and the resulting costs should be added to the total budget. In
a reliability program, test samples are nearly essential for testing and analysis.
RELIABILITY DESIGN AND DESIGN FOR SIX SIGMA 61

The sample size needed in design, verification, and production is determined by

the reliability team. The product program planner must count in this sample size
when ordering test samples. The reliability team should get its full order. It is not
uncommon for the reliability team to be short of test samples, especially when
functional tests require additional samples.
An effective reliability program should set up reasonable checkpoints at which
progress is reviewed, potential problems are identified, corrective actions are rec-
ommended, and plans for the next steps may be adjusted. Progress review should
check not only the amount of work done versus the goal, but also the accuracy of
the work and the conclusions drawn from the work by looking into the methods,
data, and process used to accomplish the work. Review at checkpoints usually
results in identification of existing and potential problems, such as improper use
of test and data analysis methods. This is followed by recommendations for cor-
recting the problems and preventing them from reoccurring. If necessary, the
plans for the next steps should be adjusted to allow the changes.

3.5 RELIABILITY DESIGN AND DESIGN FOR SIX SIGMA

Reliability design is aimed at establishing reliability into products at the design

stage through the use of a matrix of reliability tools. It is perhaps the most
important component in a reliability program in terms of the benefits versus
costs it brings. The component consists of a series of tasks, such as QFD, robust
reliability design, and FMEA. As addressed in Section 3.4.2, the sequence of
these tasks should be optimized so that the effectiveness of the reliability design
is maximized. This may be achieved by using the design for six sigma (DFSS)
approach. In this section we describe concisely six-sigma methodologies and
a reliability design process using the DFSS approach. More description of six
sigma may be found in, for example, Bruce and Launsby (2003) and K. Yang
and El-Haik (2003).

3.5.1 Overview of Six Sigma

As we know, sigma is a statistical term representing the standard deviation that
quantifies a process variation. The sigma number is used to measure the capa-
bility of a process to produce defect-free products. For example, a three-sigma
process yields 66,800 defects per million opportunities, whereas a six-sigma pro-
cess produces only 3.4 defects per million opportunities. Most organizations in
the United States are operating at three- to four-sigma quality levels. Therefore,
six sigma represents a quality objective toward which an organization may strive.
The approach to achieving the objective is called simply six sigma.
Six sigma is a highly disciplined process that helps us focus on designing,
developing, and delivering near-perfect products, processes, and services. It is
a structured approach composite of many different methodologies, tools, and
philosophies, such as robust design, FMEA, gauge repeatability and reproducibil-
ity, and statistical process control. The essence of six sigma does not lie in the
62 RELIABILITY PLANNING AND SPECIFICATION

individual disciplines that it utilizes but in the synergy that all the different
methodologies and tools provide in the pursuit of improvement. Currently, there
are two types of six-sigma approaches: six sigma and DFSS. The six-sigma
approach is aimed at resolving the problems of existing products or processes
through use of the DMAIC process, introduced in Section 3.4.1. Because of its
reactive nature, it is essentially a firefighting method, and thus the value it can add
is limited. In contrast, DFSS is a proactive approach deployed at the beginning
of a design cycle to avoid building potential failure modes into a product. Thus,
DFSS is capable of preventing failure modes from occurring. DFSS is useful in
the design of a new product or the redesign of an existing product.
DFSS is implemented by following the ICOV process, where I stands for
identify, C for characterize, O for optimize, and V for validate. The main activities
in each phase of the ICOV process are described below.

ž Identify requirements phase (I phase). This phase involves defining the

scope and objective of a project, developing a team and a team charter,
assigning roles and responsibilities, gathering customer expectations, and
performing competitive analysis. In this phase, customer wants are translated
into technical characteristics, and the requirements of the characteristics are
specified.
ž Characterize design phase (C phase). This phase is to translate the tech-
nical characteristics into product functional characteristics, develop design
concepts, and evaluate design alternatives.
ž Optimize design phase (O phase). This phase is to optimize product perfor-
mance with minimum sensitivity to use conditions and variations in both
material and production process. The optimal setting of design parameters
is determined, and the resulting product performance is predicted.
ž Validate design phase (V phase). This phase is to validate the optimal
design. Test plans must be devised carefully and be valid statistically. Test
operation procedures must be standardized. Failed units are analyzed to
determine the root causes; the analysis may lead to design changes.

3.5.2 Reliability Design by the DFSS Approach

DFSS is essentially a process that drives achievement of the six-sigma objective
in an effective manner. As stated earlier, individual reliability tasks should be
well sequenced to maximize effectiveness. A powerful approach to sequencing
is the DFSS. To implement DFSS in a reliability program, we may orchestrate
the reliability tasks for design and verification according to the ICOV process.
In the context of the ICOV process, the first phase in reliability design is “iden-
tify requirements”, which begins in the product planning stage. In this phase,
market research, benchmarking, and competitor analysis are performed and cus-
tomer expectations are collected and analyzed. Then a QFD is constructed to
determine the technical characteristics, and a reliability target is specified. Also
RELIABILITY DESIGN AND DESIGN FOR SIX SIGMA 63

defined in the I phase are the reliability team and the roles and responsibilities
of the team members.
The second phase of reliability design in the framework of the ICOV process
is “characterize design”, which occurs in the early design and development stage.
In this phase the technical characteristics identified in the I phase are translated
further, into product functional characteristics to be used in the O phase. The
translation is done by expanding the first house of quality to the second house.
Reliability modeling, allocation, prediction, FMEA, and FTA may be performed
to help develop design alternatives. For example, a concept FMEA may rule out
potential design alternatives that have a high failure risk. Once detailed design
alternatives are generated, they are evaluated with respect to reliability by apply-
ing reliability techniques such as reliability prediction, FMEA, FTA, and design
control methods. Outputs from this phase are the important product characteristics
and the best design alternative that has high reliability.
The next phase in reliability design by the ICOV process is “optimize design”,
which is implemented in the late design and development stage. The concept
design has been finalized by this stage and detailed design is being performed.
The purpose of reliability design in this phase is to obtain the optimal setting
of design parameters that maximizes reliability and makes product performance
insensitive to use condition and process variation. The main reliability tasks
applied for this purpose include robust reliability design, accelerated life testing,
accelerating degradation testing, and reliability estimation. Functional and relia-
bility performance may be predicted at the optimal setting of design parameters.
Design control methods such as thermal analysis and mechanical stress analysis
should be implemented after the design optimization is completed to verify that
the optimal design is free of critical potential failure modes.
The last phase of reliability design by the ICOV process is to validate the
optimal design in the verification and validation stage. In this phase, samples are
built and tested to verify that the design has achieved the reliability target. The
test conditions should reflect real-world usage. For this purpose, a P-diagram (a
tool for robust design, described in Chapter 5) may be employed to determine
the noise factors that the product will encounter in the field. Accelerated tests
may be conducted to shorten the test time; however, it should be correlated to
real-world use. Failure analysis must be performed to reveal the causes of failure.
This may be followed by a recommendation for design change.
In summary, the DFSS approach provides a lean and nimble process by which
reliability design can be performed in a more efficient way. Although this process
improves the effectiveness of reliability design, the success of reliability design
relies heavily on each reliability task. Therefore, it is vital to develop suitable
reliability tasks that are capable of preventing and detecting potential failure
modes in the design and development stage. It is worth noting that the DFSS is
a part of a reliability program. Completion of the DFSS process is not the end
of the program; rather, the reliability tasks for production and field deployment
should begin or continue.
64 RELIABILITY PLANNING AND SPECIFICATION

PROBLEMS

3.1 Define the three types of customer expectations, and give an example of each
type. Explain how customer expectation for reliability influences customer
satisfaction.
3.2 Describe the QFD process and the inputs and outputs of each house of
quality. Explain the roles of QFD in reliability planning and specification.
3.3 Perform a QFD analysis for a product of your choice: for example, a lawn
mower, an electrical stove, or a refrigerator.
3.4 A QFD analysis indicates that the customer expectations for a product include
E1 , E2 , E3 , and E4 , which have customer desirability values of 9, 9, 8, and
3, respectively. The QFD strongly links E1 to performance characteristics
Y1 and Y3 , E2 to Y1 and Y2 , and both E3 and E4 to Y2 and Y3 . The required
customer satisfaction for E1 , E2 , E3 , and E4 is 90%, 95%, 93%, and 90%,
respectively. Calculate the reliability target.
3.5 A manufacturer is planning to produce 135,000 units of a product which
are warranted for 12 months in service. The manufacturer sets the maximum
allowable warranty cost to $150,000 and expects the average cost per repair to
be $28. Determine the reliability target at 12 months to achieve the warranty
objective.
3.6 Refer to Example 3.3. Suppose that the customers accumulate usage at higher
rates, which can be modeled with the lognormal distribution with scale
parameter 7.0 and shape parameter 0.8. Determine the minimum reliability
requirement. Compare the result with that from Example 3.3, and comment
on the difference.
3.7 Describe the roles of reliability tasks in each phase of the product life cycle
and the principles for developing an effective reliability program.
3.8 Explain the process of six sigma and design for six sigma (DFSS). What are
the benefits of performing reliability design through the DFSS approach?
4
SYSTEM RELIABILITY EVALUATION
AND ALLOCATION

4.1 INTRODUCTION

Webster’s College Dictionary (Neufeldt and Guralnik, 1997) defines a system as

a set or arrangement of things so related or connected as to form a unity or
organic whole. Technically, a system is a collection of independent and interre-
lated components orchestrated according to a specific design in order to achieve
a specified performance and reliability target and simultaneously meet environ-
mental, safety, and legal requirements. From the hierarchical structure point of
view, a system is comprised of a number of subsystems, which may be further
divided into lower-level subsystems, depending on the purpose of system anal-
ysis. Components are the lowest-level constituents of a system. For example, a
car is a typical system. It consists of a powertrain, a chassis, a body, and an
electrical subsystem. A powertrain subsystem contains engine, transmission, and
axle, which are still tremendously complex and can be broken down further into
lower-level subsystems.
In Chapter 3 we described methods for setting reliability targets and develop-
ing effective reliability programs to achieve the targets and customer satisfaction.
A reliability target is usually established for an entire product, which may be
considered as a system. To ensure the overall target, it is important to allo-
cate the target to individual subsystems that constitute the product, especially
when suppliers or contractors are involved in a product realization process. The
apportioned reliability to a subsystem becomes its target, and the responsible
organization must guarantee attainment of this target. In the car example, the

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

65
66 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

overall reliability target for a car should be allocated to the powertrain, chassis,
body, and electrical subsystem. The reliability allocated to the powertrain is fur-
ther apportioned to the engine, transmission, and axle. The allocation process is
continued until the assembly level is reached. Then the auto suppliers are obli-
gated to achieve the reliability of the assemblies they are contracted to deliver.
In this chapter we present various reliability allocation methods.
A comprehensive reliability program usually requires evaluation of system
(product) reliability in the design and development stage for various purposes,
including, for example, selection of materials and components, comparison of
design alternatives, and reliability prediction and improvement. Once a system
or subsystem design is completed, the reliability must be evaluated and com-
pared with the reliability target that has been specified or allocated. If the target
is not met, the design must be revised, which necessitates a reevaluation of reli-
ability. This process continues until the desired reliability level is attained. In
the car example, the reliability of the car should be calculated after the system
configuration is completed and assembly reliabilities are available. The process
typically is repeated several times and may even invoke reliability reallocation
if the targets of some subsystems are unattainable.
In this chapter we describe methods for evaluating the reliability of systems
with different configurations, including series, parallel, series–parallel, and k-out-
of-n voting. Methods of calculating confidence intervals for system reliability are
delineated. We also present measures of component importance. Because system
configuration knowledge is a prerequisite to reliability allocation, it is presented
first in the chapter.

4.2 RELIABILITY BLOCK DIAGRAM

A reliability block diagram is a graphical representation of logic connection of

components within a system. The basic elements of logic connections include
series and parallel, from which more complicated system configurations can be
generated, such as the series–parallel and k-out-of-n voting systems. In a relia-
bility block diagram, components are symbolized by rectangular blocks, which
are connected by straight lines according to their logic relationships. Depending
on the purpose of system analysis, a block may represent a lowest-level com-
ponent, a module, or a subsystem. It is treated as a black box for which the
physical details are not shown and may not need to be known. The reliability of
the object that a block represents is the only input that concerns system reliability
evaluation. The following example illustrates the construction of reliability block
diagrams at different levels of a system.

Example 4.1 Figure 4.1 shows the hierarchical configuration of an automobile

that consists of a body, a powertrain, and electrical and chassis subsystems.
Each subsystem is broken down further into multiple lower-level subsystems.
From a reliability perspective, the automobile is a series system (discussed in
the next section) which fails if one or more subsystems break. Figure 4.2 shows
RELIABILITY BLOCK DIAGRAM 67

Body Powertrain Electrical Chassis

subsystem subsystem subsystem subsystem

Exterior Interior Engine Transmission Axle Power Customer Vehicle Brakes Suspension
supply features control
FIGURE 4.1 Hierarchical configuration of a typical automobile

Body Powertrain Electrical Chassis

subsystem subsystem subsystem subsystem

1 2 3 4

FIGURE 4.2 Reliability block diagram with blocks representing first-level subsystems

Exterior Interior Engine Transmission Axle Power supply

1 2 3 4 5 6

10 9 8 7

Suspension Brakes Vehicle Customer

control features
FIGURE 4.3 Reliability block diagram with blocks representing second-level subs-
ystems

the reliability block diagram of the automobile, in which the blocks represent
the first-level subsystems, assuming that their reliabilities are known. Figure 4.3
is a diagram illustrating second-level subsystems. Comparing Figure 4.2 with
Figure 4.3, we see that the complexity of a reliability block diagram increases
with the level of subsystem that blocks represent. The reliability block diagram
of a typical automobile contains over 12,000 blocks if each block represents a
component or part.

In constructing a reliability block diagram, keep in mind that physical config-

urations in series or parallel do not necessarily indicate the same logic relations
in terms of reliability. For example, an automobile engine may have six cylinders
connected in parallel mechanically. From a reliability perspective, the six cylin-
ders are in series because the engine is said to have failed if one or more cylinders
fails. Development of a reliability block diagram for a large-scale system is time
68 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

consuming. Fortunately, today, the work can be facilitated by using a commercial

software package, such as Reliasoft, Relex, or Item.
A reliability block diagram is a useful and basic tool for system reliability anal-
ysis. In Chapter 6 we describe application of the diagram to fault tree analysis.
In the sections that follow we present methods for calculating system reliability
based on the diagram. The software mentioned above is capable of doing the
calculations.

4.3 SERIES SYSTEMS

A system is said to be a series system if the failure of one or more components

within the system results in failure of the entire system. In other words, all com-
ponents within a system must function for the system to succeed. Figures 4.2 and
4.3 show the automobile series systems at two hierarchical levels. The reliability
of a general series system can be calculated as follows.
Suppose that a series system consists of n mutually independent components.
Here, mutual independence implies that the failure of one component does not
affect the life of other components. We use the following notation: Ei is the event
that component i is operational, E the event that the system is operational, Ri the
reliability of component i, and R the system reliability. By definition, successful
operation of a system requires all components to be functional. From probability
theory, the system reliability is

R = Pr(E) = Pr(E1 · E2 · · · En ).

Because of the independence assumption, this becomes

n
R = Pr(E1 ) Pr(E2 ) · · · Pr(En ) = Ri . (4.1)
i=1

If the n components are identical with reliability R0 , the system reliability is

R = R0n . (4.2)

Equation (4.1) indicates that the system reliability is the product of reliabilities
of components. This result is unfortunate, in that the system reliability is less than
the reliability of any component. Furthermore, the system reliability decreases
rapidly as the number of components in a system increases. The observations
support the principle of minimizing the complexity of an engineering design.
Let’s consider a simple case where the times to failure of n components in a
system are modeled with the exponential distribution. The exponential reliability
function for component i is Ri (t) = exp(−λi t), where λi is the failure rate of
component i. Then from (4.1), the system reliability can be written as
 
n
R(t) = exp −t λi = exp(−λt), (4.3)
i=1
SERIES SYSTEMS 69

where λ is the failure rate of the system and


n
λ= λi . (4.4)
i=1

The mean time to failure of the system is

 ∞
1
MTTF = R(t) dt = n . (4.5)
0 i=1 λi
Equation (4.3) indicates that the life of a system follows the exponential dis-
tribution if all components within the system are exponential and the failure rate
of the system is the sum of all individual failure rates. Equation (4.3) is widely
used, and perhaps misused, because of its simplicity. For example, MIL-HDBK-
217F (U.S. DoD, 1995) assumes that all components have constant failure rates
and uses (4.3) to calculate the system failure rate.

Example 4.2 Refer to Figure 4.2. Suppose that the lifetimes of the body, pow-
ertrain, and electrical and chassis subsystems are exponentially distributed with
λ1 = 5.1 × 10−4 , λ2 = 6.3 × 10−4 , λ3 = 5.5 × 10−5 , and λ4 = 4.8 × 10−4 fail-
ures per 1000 miles, respectively. Calculate the reliability of the vehicle at 36,000
miles and the mean mileage to failure.

SOLUTION Substituting the values of λ1 , λ2 , λ3 , and λ4 into (4.4) yields

λ = 5.1 × 10−4 + 6.3 × 10−4 + 5.5 × 10−5 + 4.8 × 10−4

= 16.75 × 10−4 failures per 1000 miles.

The reliability at 36,000 miles is R(36,000) = exp(−16.75 × 10−4 × 36) =

0.9415. The mean mileage to failure (MMTF) is obtained from (4.5) as
1
MMTF = = 597,000 miles.
16.75 × 10−4
Now let’s consider another case where the times to failure of n components
in a system are modeled with the Weibull distribution. The Weibull reliability
function for component i is
 

t βi
Ri (t) = exp − ,
αi

where βi and αi are, respectively, the shape parameter and the characteristic life
of component i. From (4.1) the system reliability is
 n 

 t βi
R(t) = exp − . (4.6)
i=1
αi
70 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

Then the failure rate h(t) of the system is

 
βi t βi −1
n
h(t) = . (4.7)
α αi
i=1 i

Equation (4.7) indicates that like the exponential case, the failure rate of the
system is the sum of all individual failure rates. When βi = 1, (4.7) reduces
to (4.4), where λi = 1/αi .
If the n components have a common shape parameter β, the mean time to
failure of the system is given by
 ∞
 ((1/β) + 1)
MTTF = R(t) dt = n  , (4.8)
0 (1/α )β 1/β
i=1 i

where (·) is the gamma function, defined in Section 2.5.

Example 4.3 A resonating circuit consists of an alternating-current (ac) power

supply, a resistor, a capacitor, and an inductor, as shown in Figure 4.4. From
the reliability perspective, the circuit is in series; the reliability block diagram
is in Figure 4.5. The times to failure of the components are Weibull with the

AC power

Capacitor
Inductor

Resistor

FIGURE 4.4 Resonating circuit

AC power Inductor Capacitor Resistor

1 2 3 4

a1 = 1.3 a2 = 1.8 a3 = 1.6 a4 = 2.3

b1 = 3.3 × 105 h b2 = 1.5 × 106 h b3 = 4.7 × 106 h b4 = 7.3 × 105 h

FIGURE 4.5 Reliability block diagram for the resonating circuit

PARALLEL SYSTEMS 71

parameters shown in Figure 4.5. Calculate the reliability and failure rate of the
circuit at 5 × 104 hours.

SOLUTION Substituting the values of the Weibull parameters into (4.6) gives
  1.3  1.8  1.6
5 × 104 5 × 104 5 × 104
R(5 × 10 ) = exp −
4
− −
3.3 × 105 1.5 × 106 4.7 × 106
 2.3

5 × 104
−
7.3 × 105
= 0.913.

The failure rate is calculated from (4.7) as

 1.3−1  1.8−1
1.3 5 × 104 1.8 5 × 104
h(5 × 10 ) =
4
−
3.3 × 105 3.3 × 105 1.5 × 106 1.5 × 106
 1.6−1  2.3−1
1.6 5 × 104 2.3 5 × 104
− −
4.7 × 106 4.7 × 106 7.3 × 105 7.3 × 105
= 2.43 × 10−6 failures per hour.

4.4 PARALLEL SYSTEMS

A system is said to be a parallel system if and only if the failure of all components
within the system results in the failure of the entire system. In other words, a
parallel system succeeds if one or more components are operational. For example,
the lighting system that consists of three bulbs in a room is a parallel system,
because room blackout occurs only when all three bulbs break. The reliability
block diagram of the lighting system is shown in Figure 4.6. The reliability of a
general parallel system is calculated as follows.
Suppose that a parallel system consists of n mutually independent components.
We use the following notation: Ei is the event that component i is operational;

Bulb 1
1

Bulb 2
2

Bulb 3
3

FIGURE 4.6 Reliability block diagram of the lighting system

72 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

E the event that the system is operational; X the complement of X, where X

represents Ei or E; Ri the reliability of component i; F the system unreliability
(probability of failure); and R the system reliability. By definition, all n compo-
nents must fail for a parallel system to fail. From probability theory, the system
unreliability is
F = Pr(E) = Pr(E 1 · E 2 · · · E n ).

Because E i (i = 1, 2, . . . , n) are mutually independent, this equation can be

written as


n
F = Pr(E 1 ) Pr(E 2 ) · · · Pr(E n ) = (1 − Ri ). (4.9)
i=1

The system reliability is the complement of the system unreliability: namely,

n
R =1− (1 − Ri ). (4.10)
i=1

If the n components are identical, (4.10) becomes

R = 1 − (1 − R0 )n , (4.11)

where R0 is the reliability of a component. If R is specified in advance as a

target, the minimum number of components required to achieve the target is

ln(1 − R)
n= . (4.12)
ln(1 − R0 )

If the life of the n identical components is modeled with the exponential

distribution with failure rate λ, (4.11) can be written as

R(t) = 1 − [1 − exp(−λt)]n . (4.13)

The mean time to failure of the system is given by


11
∞ n
MTTF = R(t) dt = . (4.14)
0 λ i=1 i

In contrast to a series system, the reliability of a parallel system increases

with the number of components within the system, as indicated in (4.10). Thus,
a parallel configuration is a method of increasing system reliability and is often
implemented in safety-critical systems such as aircraft and spaceships. However,
use of the method is often restricted by other considerations, such as the extra
cost and weight due to the increased number of components. For instance, parallel
design is rarely used for improving automobile reliability because of its cost.
MIXED CONFIGURATIONS 73

Example 4.4 Refer to Figure 4.6. Suppose that the lighting system uses three
identical bulbs and that other components within the system are 100% reliable.
The times to failure of the bulbs are Weibull with parameters α = 1.35 and
β = 35,800 hours. Calculate the reliability of the system after 8760 hours of
use. If the system reliability target is 99.99% at this time, how many bulbs
should be connected in parallel?

SOLUTION Since the life of the bulbs is modeled with the Weibull distribution,
the reliability of a single bulb after 8760 hours of use is
 

8760 1.35
R0 = exp − = 0.8611.
35,800

Substituting the value of R0 into (4.11) gives the system reliability at 8760 hours
as R = 1 − (1 − 0.8611)3 = 0.9973. From (4.12), the minimum number of bulbs
required to achieve 99.99% reliability is

ln(1 − 0.9999)
n= = 5.
ln(1 − 0.8611)

4.5 MIXED CONFIGURATIONS

There are situations in which series and parallel configurations are mixed in a
system design to achieve functional or reliability requirements. The combinations
form series–parallel and parallel–series configurations. In this section we discuss
the reliability of these two types of systems.

4.5.1 Series–Parallel Systems

In general, a series–parallel system is comprised of n subsystems in series
with mi (i = 1, 2, . . . , n) components in parallel in subsystem i, as shown
in Figure 4.7. The configuration is sometimes called the low-level redundancy

1 2 . . . n

1 1 1

2 2 2

. . .
. . .
. . .

m1 m2 mn

FIGURE 4.7 General series–parallel system

74 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

1 2 n

FIGURE 4.8 Reliability block diagram equivalent to Figure 4.7

design. To calculate the system reliability, we first reduce each parallel subsystem
to an equivalent reliability block. From (4.10), the reliability Ri of block i is


mi
Ri = 1 − (1 − Rij ), (4.15)
j =1

where Rij is the reliability of component j in subsystem i; i = 1, 2, . . . , n and

j = 1, 2, . . . , mi . The n blocks constitute a series system equivalent to the orig-
inal system, as shown in Figure 4.8. Then the system reliability R is obtained
from (4.1) and (4.15) as
 

n
mi
R= 1 − (1 − Rij ) . (4.16)
i=1 j =1

When all components in the series–parallel system are identical and the num-
ber of components in each subsystem is equal, (4.16) simplifies to

R = [1 − (1 − R0 )m ]n , (4.17)

where R0 is the reliability of an individual component and m is the number of

components in each subsystem.

4.5.2 Parallel–Series Systems

A general parallel–series system consists of m subsystems in parallel with ni
(i = 1, 2, . . . , m) components in subsystem i, as shown in Figure 4.9. The con-
figuration is also known as the high-level redundancy design. To calculate the
system reliability, we first collapse each series subsystem to an equivalent relia-
bility block. From (4.1) the reliability Ri of block i is

ni
Ri = Rij , i = 1, 2, . . . , m, (4.18)
j =1

where Rij is the reliability of component j in subsystem i. The m blocks form

a parallel system equivalent to the original one, as shown in Figure 4.10. Sub-
stituting (4.18) into (4.10) gives the reliability of the parallel–series system as
 

m

ni
R =1− 1 − Rij  . (4.19)
i=1 j =1
MIXED CONFIGURATIONS 75

1
1 2 n1

2
1 2 n2

. . . . . . . . . . . .

m
1 2 nm

FIGURE 4.9 General parallel–series system

.
.
.

FIGURE 4.10 Reliability block diagram equivalent to Figure 4.9

If all components in the parallel–series system are identical and the number of
components in each subsystem is equal, the system reliability can be written as

R = 1 − (1 − R0n )m , (4.20)

where R0 is the reliability of an individual component and n is the number of

components in each series subsystem.

Example 4.5 Suppose that an engineer is given four identical components, each
having 90% reliability at the design life. The engineer wants to choose the system
design that has a higher reliability from between the series–parallel and paral-
lel–series configurations. The two configurations are shown in Figures 4.11 and
4.12. Which design should the engineer select from the reliability perspective?

1 1

2 2

FIGURE 4.11 Series–parallel design

76 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

1 2

1 2

FIGURE 4.12 Parallel–series design

SOLUTION From (4.17), the reliability of the series–parallel design is

R = [1 − (1 − 0.9)2 ]2 = 0.9801.

From (4.20), the reliability of the parallel–series design is

R = 1 − (1 − 0.92 )2 = 0.9639.

Obviously, the series–parallel design should be chosen.

In general, the reliability of a series–parallel system is larger than that of a

parallel–series system if both use the same number of components. To illustrate
this statement numerically, Figure 4.13 plots the reliabilities of the two systems
versus the component reliability for different combinations of the values of m and
n. In the figure, S-P stands for series–parallel and P-S for parallel–series. It is
seen that the difference between the reliabilities is considerable if the component

0.9

0.8

0.7

0.6 S–P: n = 3, m = 3
R

P–S: n = 3, m = 3
0.5 S–P: n = 2, m = 3
P–S: n = 2, m = 3
0.4 S–P: n = 3, m = 2
P–S: n = 3, m = 2
0.3

0.2
0.5 0.55 0.6 0.65 0.7 0.75 0.8 0.85 0.9 0.95 1
R0

FIGURE 4.13 Reliability of series–parallel and parallel–series systems

k-OUT-OF-n SYSTEMS 77

reliability is low. However, delta decreases as the component reliability increases

and becomes negligible when it is very high, say 0.99. Figure 4.13 also indicates
that, given the same number of components, a system with n > m has a lower
reliability than one with m > n.

4.6 k -OUT-OF-n SYSTEMS

As presented in Section 4.4, a parallel system is operationally successful if at

least one component functions. In reality, there are systems that require more
than one component to succeed in order for the entire system to operate. Such
systems are often encountered. A power-generating system that consists of four
generators working in a derating mode may require at least two generators to
operate in full mode simultaneously to deliver sufficient power. Web hosts may
be installed with five servers; at least three of them must be functional so that the
web service is not interrupted. In a positioning system equipped with five sensors,
a minimum of three sensors operable is required to determine the location of an
object. Systems of this type are usually referred to as the k-out-of-n:G systems,
where n is the total number of components in the system, k is the minimum
number of n components that must function for the system to operate successfully,
and G stands for “good,” meaning success. By the definition, a parallel system
is a 1-out-of-n:G system, whereas a series system is an n-out-of-n:G system.
Sometimes, we may be interested in defining a system in terms of failure. A
system is known as a k-out-of-n:F system, where F stands for “failure,” if and
only if the failure of at least k components causes the n-component system to fail.
Following this definition, a parallel system is an n-out-of-n:F system, and a series
system is a 1-out-of-n:F system. Apparently, a k-out-of-n:G system is equivalent
to an (n − k + 1)-out-of-n:F system. Because of the equivalence relationship, in
this chapter we study only the k-out-of-n:G system.
Suppose that the times to failure of n components in a k-out-of-n:G system
are independently and identically distributed. Let x be the number of operational
components in the system. Then x is a random variable and follows the binomial
distribution. The probability of having exactly k components operational is

Pr(x = k) = Cnk R0k (1 − R0 )n−k , k = 0, 1, . . . , n, (4.21)

where R0 is the reliability of a component.

Since an operable k-out-of-n:G system requires at least k components to be
functional, the system reliability R is

n
R = Pr(x ≥ k) = Cni R0i (1 − R0 )n−i . (4.22)
i=k

When k = 1, that is, the n components are in parallel, (4.22) becomes R =

1 − (1 − R0 )n . This is the same as (4.11).
When k = n, that is, the n components are in series, (4.22) can be written as
R = R0n . This is identical to (4.2).
78 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

If the time to failure is exponential, the system reliability is


n
R(t) = Cni e−λit (1 − e−λt )n−i , (4.23)
i=k

where λ is the component failure rate. The mean time to failure of the system is

11
∞ n
MTTF = R(t)dt = . (4.24)
0 λ i=k i

Note that (4.24) and (4.14) are the same when k = 1.

Example 4.6 A web host has five independent and identical servers connected
in parallel. At least three of them must operate successfully for the web service
not to be interrupted. The server life is modeled with the exponential distribution
with λ = 2.7 × 10−5 failures per hour. Calculate the mean time between failures
(MTBF) and the reliability of the web host after one year of continuous service.

SOLUTION The web host is a 3-out-of-5:G system. If a failed server is repaired

immediately to a good-as-new condition, the MTBF is the same as the MTTF
and can be calculated from (4.24) as

1 
5
1
MTBF = −5
= 2.9 × 104 hours.
2.7 × 10 i=3 i

Substituting the given data into (4.23) yields the reliability of the web host at
8760 hours (one year) as


5
−5 −5
R(8760) = C5i e−2.7×10 ×8760i
(1 − e−2.7×10 ×8760 5−i
) = 0.9336.
i=3

As discussed above, a 1-out-of-n:G system is a pure parallel system. In general,

a k-out-of-n:G system can be transformed to a parallel system which consists of
Cnk paths, each with k different components. To illustrate this transformation,
we consider a 2-out-of-3:G system. The equivalent parallel system has C32 = 3
parallel paths, and each path has two components. The reliability block diagram
of the parallel system is shown in Figure 4.14. With the notation defined in
Section 4.4, the probability of failure of the parallel system can be written as

F = Pr(E1 · E2 · E1 · E3 · E2 · E3 ) = Pr[(E 1 + E 2 ) · (E 1 + E 3 ) · (E 2 + E 3 )].

By using the Boolean rules (Chapter 6), this equation simplifies to

F = Pr(E 1 · E 2 + E 1 · E 3 + E 2 · E 3 ). (4.25)
REDUNDANT SYSTEMS 79

1 2

1 3

2 3

FIGURE 4.14 Reliability block diagram equivalent to a 2-out-of-3:G system

The equation indicates that the system fails if any of the three events E 1 · E 2 ,
E 1 · E 3 , or E 2 · E 3 occurs. The event is called a minimal cut set. The defi-
nition and application of the minimal cut set is presented in Section 4.8 and
discussed further in Chapter 6. As shown in (4.25), a 2-out-of-3:G system has
three minimal cut sets, and each contains two elements. In general, a k-out-
of-n:G system contains Cnn−k+1 minimal cut sets, and each consists of exactly
k elements.
Let’s continue the computation of the probability of failure. Equation (4.25)
can be expanded to

F = Pr(E 1 · E 2 ) + Pr(E 1 · E 3 ) + Pr(E 2 · E 3 ) − 2Pr(E 1 · E 2 · E 3 ).

Since E 1 , E 2 , and E 3 are mutually independent, the system reliability can be

written as

R =1−F
= 1 − (1 − R1 )(1 − R2 ) − (1 − R1 )(1 − R3 ) − (1 − R2 )(1 − R3 )
+ 2(1 − R1 )(1 − R2 )(1 − R3 ). (4.26)

If the components are identical and have a common reliability R0 , (4.26)

becomes
R = 1 − (1 + 2R0 )(1 − R0 )2 .

The reliability is the same as that obtained from (4.22). Note that unlike (4.22),
(4.26) does not require the components to be identical in order to calculate the
system reliability. Hence, transformation of a k-out-of-n:G system to an equiva-
lent parallel system provides a method for calculating the system reliability for
cases where component reliabilities are unequal.

4.7 REDUNDANT SYSTEMS

A redundant system contains one or more standby components or subsystems

in system configuration. These standby units will enable the system to continue
80 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

the function when the primary unit fails. Failure of the system occurs only when
some or all of standby units fail. Hence, redundancy is a system design technique
that can increase system reliability. Such a technique is used widely in critical
systems. A simple example is an automobile equipped with a spare tire. Whenever
a tire fails, it is replaced with the spare tire so that the vehicle is still drivable.
A more complicated example is described in W. Wang and Loman (2002). A
power plant designed by General Electric consists of n active and one or more
standby generators. Normally, each of the n generators runs at 100(n − 1)/n
percent of its full load and together supplies 100% load to end users, where
n − 1 generators can fully cover the load. When any one of the active generators
fails, the remaining n − 1 generators will make up the power loss such that the
output is still 100%. Meanwhile, the standby generator is activated and ramps
to 100(n − 1)/n percent, while the other n − 1 generators ramp back down to
100(n − 1)/n percent.
If a redundant unit is fully energized when the system is in use, the redundancy
is called active or hot standby. Parallel and k-out-n:G systems described in the
preceding sections are typical examples of active standby systems. If a redun-
dant unit is fully energized only when the primary unit fails, the redundancy is
known as passive standby. When the primary unit is successfully operational, the
redundant unit may be kept in reserve. Such a unit is said to be in cold standby.
A cold standby system needs a sensing mechanism to detect failure of the pri-
mary unit and a switching actuator to activate the redundant unit when a failure
occurs. In the following discussion we use the term switching system to include
both the sensing mechanism and the switching actuator. On the other hand, if the
redundant unit is partially loaded in the waiting period, the redundancy is a warm
standby. A warm standby unit usually is subjected to a reduced level of stress and
may fail before it is fully activated. According to the classification scheme above,
the spare tire and redundant generators described earlier are in cold standby. In
the remainder of this section we consider cold standby systems with a perfect or
imperfect switching system. Figure 4.15 shows a cold standby system consist-
ing of n components and a switching system; in this figure, component 1 is the
primary component and S represents the switching system.

2
S .
.
.

FIGURE 4.15 Cold standby system

REDUNDANT SYSTEMS 81

4.7.1 Cold Standby Systems with a Perfect Switching System

If the switching system is 100% reliable, system reliability is determined by the
n components. Let Ti denote the time to failure of component i (i = 1, 2, . . . , n)
and T denote that of the entire system. Obviously,


n
T = Ti . (4.27)
i=1

If T1 , T2 , . . . , Tn are independently and exponentially distributed with failure

rate λ, T follows a gamma distribution with parameters n and λ. The probability
density function (pdf) is

λn n−1 −λt
f (t) = t e , (4.28)
(n)

where (·) is the gamma function, defined in Section 2.5. The system reliabil-
ity is
 ∞ n 
n−1
λ n−1 −λt (λt)i
R(t) = t e dt = e−λt . (4.29)
t (n) i=0
i!

The mean time to failure of the system is given by the gamma distribution as
n
MTTF = . (4.30)
λ
Alternatively, (4.30) can also be derived from (4.27). Specifically,


n n
1 n
MTTF = E(T ) = E(Ti ) = = .
i=1 i=1
λ λ

If there is only one standby component, the system reliability is obtained

from (4.29) by setting n = 2. Then we have

R(t) = (1 + λt)e−λt . (4.31)

Example 4.7 A small power plant is equipped with two identical generators,
one active and the other in cold standby. Whenever the active generator fails, the
redundant generator is switched to working condition without interruption. The
life of the two generators can be modeled with the exponential distribution with
λ = 3.6 × 10−5 failures per hour. Calculate the power plant reliability at 5000
hours and the mean time to failure.

SOLUTION Substituting the data into (4.31) yields

−5
R(5000) = (1 + 3.6 × 10−5 × 5000)e−3.6×10 ×5000
= 0.9856.
82 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

By setting n = 2 in (4.30), we obtain the mean time to failure as

2
MTTF = = 5.56 × 104 hours.
3.6 × 10−5

If the n components are not identically and exponentially distributed, the

computation of system reliability is rather complicated. Now let’s consider a
simple case where the cold standby system is comprised of two components.
The system will survive time t if any of the following two events occurs:

ž The primary component (whose life is T1 ) does not fail in time t; that is,
T1 ≥ t.
ž If the primary component fails at time τ (τ < t), the cold standby component
(whose life is T2 ) continues the function and does not fail in the remaining
time (t − τ ). Probabilistically, the event is described by (T1 < t) · (T2 ≥
t − τ ).

Since the above two events are mutually exclusive, the system reliability is

R(t) = Pr[(T1 ≥ t) + (T1 < t) · (T2 ≥ t − τ )] = Pr(T1 ≥ t)

+ Pr[(T1 < t) · (T2 ≥ t − τ )]
 t
= R1 (t) + f1 (τ )R2 (t − τ ) dτ, (4.32)
0

where Ri and fi are, respectively, the reliability and pdf of component i. In most
situations, evaluation of (4.32) requires a numerical method. As a special case,
when the two components are identically and exponentially distributed, (4.32)
can result in (4.31).

4.7.2 Cold Standby Systems with an Imperfect Switching System

A switching system consists of a failure detection mechanism and a switching
actuator, and thus may be complicated in nature. In practice, it is subject to failure.
Now we consider a two-component cold standby system. By modifying (4.32),
we can obtain the system reliability as
 t
R(t) = R1 (t) + R0 (τ )f1 (τ )R2 (t − τ ) dτ, (4.33)
0

where R0 (τ ) is the reliability of the switching system at time τ . In the following

discussion we assume that the two components are identically and exponentially
distributed with parameter λ, and deal with two cases in which R0 (τ ) is static or
dynamic.
REDUNDANT SYSTEMS 83

For some switching systems, such as human operators, the reliability may not
change over time. In these situations, R0 (τ ) is static or independent of time. Let
R0 (τ ) = p0 . Then (4.33) can be written as
 t
−λt
R(t) = e + p0 λe−λτ e−λ(t−τ ) dτ = (1 + p0 λt)e−λt . (4.34)
0

Note the similarity and difference between (4.31) for a perfect switching system
and (4.34) for an imperfect one. Equation (4.34) reduces to (4.31) when p0 = 1.
The mean time to failure of the system is
 ∞
1 + p0
MTTF = R(t) dt = . (4.35)
0 λ

Now we consider the situation where R0 (τ ) is dynamic or dependent on time.

Most modern switching systems contain both hardware and software and are com-
plicated in nature. They can fail in different modes before the primary components
break. If such failure occurs, the standby components will never be activated to
undertake the function of the failed primary components. Since switching sys-
tems deteriorate over time, it is realistic to assume that the reliability of such
systems is a function of time. If the life of a switching system is exponentially
distributed with parameter λ0 , from (4.33) the reliability of the entire system is
 t  
−λt −λ0 τ −λτ −λ(t−τ ) −λt λ −λ0 t
R(t) = e + e λe e dτ = e 1+ 1−e . (4.36)
0 λ0

The mean time to failure is

 ∞
1 1 λ
MTTF = R(t)dt = + − . (4.37)
0 λ λ0 λ0 (λ + λ0 )

As will be shown in Example 4.8, an imperfect switching system reduces

the reliability and MTTF of the entire system. To help better understand this,
we first denote by r0 the ratio of the reliability at time 1/λ with an imperfect
switching system to that with a perfect system, by r1 the ratio of the MTTF with
an imperfect switching system to that with a perfect one, and by δ the ratio of λ
to λ0 . Then from (4.31) and (4.36), we have

r0 = 12 [1 + δ(1 − e−1/δ )]. (4.38)

From (4.30) with n = 2 and (4.37), we obtain

  
1 δ
r1 = 1+δ 1− . (4.39)
2 1+δ

Figure 4.16 plots r0 and r1 for various values of δ. It can be seen that the
unreliability of the switching system has stronger effects on MTTF than on the
84 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

1
r0
0.95
r1
0.90

0.85
r0, r1

0.80

0.75

0.70

0.65
0 10 20 30 40 50 60 70 80 90 100
d

FIGURE 4.16 Plots of r0 and r1 for different values of δ

reliability of the entire system. Both quantities are largely reduced when λ0 is
greater than 10% of λ. The effects are alleviated by the decrease in λ0 , and
become nearly negligible when λ0 is less than 1% of λ.

Example 4.8 Refer to Example 4.7. Suppose that the switching system is sub-
ject to failure following the exponential distribution with λ0 = 2.8 × 10−5 failures
per hour. Calculate the power plant reliability at 5000 hours and the mean time
to failure.

SOLUTION Substituting the data to (4.36) yields

 
−5 3.6 × 10−5  −2.8×10−5 ×5000
R(5000) = e−3.6×10 ×5000 1 + 1 − e
2.8 × 10−5
= 0.9756.

The mean time to failure is obtained from (4.37) as

1 1 3.6 × 10−5
MTTF = + −
3.6 × 10−5 2.8 × 10−5 2.8 × 10−5 (3.6 × 10−5 + 2.8 × 10−5 )
= 4.34 × 104 hours.

Comparing these results with those in Example 4.7, we note the adverse effects
of the imperfect switching system.

4.8 RELIABILITY EVALUATION OF COMPLEX SYSTEMS

So far we have studied series, parallel, series–parallel, parallel–series, k-out-of-

n, and redundant systems. In reality, these configurations are frequently combined
RELIABILITY EVALUATION OF COMPLEX SYSTEMS 85

and form more complex systems in order to fulfill functional requirements.

Some networks, such as power supply grids, telecommunication systems, and
computing networks, are so complicated in structure that they cannot easily be
decomposed into the said configurations. Reliability evaluation of complex sys-
tems requires more advanced methods. In this section we present three simple
yet powerful approaches. For large-scale complex systems, manual calculation of
reliability is difficult, if not prohibitive. Various commercial software packages,
such as Reliasoft, Relex, and Item, are capable of calculating reliability and other
measures of reliability of complex systems through simulation.

4.8.1 Reduction Method

Some systems are made up of independent series, parallel, series–parallel, paral-
lel–series, k-out-of-n, and redundant subsystems. The system reduction method
is to collapse a system sequentially into the foregoing subsystems, each repre-
sented by an equivalent reliability block. The reliability block diagram is further
reduced until the entire system is represented by a single reliability block. The
method is illustrated in the following example.

Example 4.9 The reliability block diagram of an engineering system is shown

in Figure 4.17. The times to failures of the components are modeled with the
exponential distribution with the failure rates shown by the corresponding blocks
with a multiplication of 10−4 failures per hour. Compute the system reliability
at 600 hours of mission time.

SOLUTION The steps for calculating the system reliability are as follows:
1. Decompose the system into blocks A, B, C, and D, which represent a
parallel–series, parallel, series, and cold standby subsystem, respectively,
as shown in Figure 4.17.
2. Calculate the reliabilities of blocks A, B, C, and D. From (4.19), the reli-
ability of block A is
 −4 
RA = 1 − (1 − R1 R2 )(1 − R3 R4 ) = 1 − 1 − e−(1.2+2.3)×10 ×600
 −4 
1 − e−(0.9+1.6)×10 ×600
= 0.9736.

A B D

1.2 2.3 4.8 4.3

5
1 2 9
3.3
6
3 4 10

0.9 1.6 7 8 4.3

1.7 2.5

FIGURE 4.17 Engineering system of Example 4.9

86 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

From (4.10), the reliability of block B is

−4 −4
RB = 1 − (1 − R5 )(1 − R6 ) = 1 − (1 − e−4.8×10 ×600
)(1 − e−3.3×10 ×600
)
= 0.955.

From (4.1) we obtain the reliability of block C as

−4
RC = e−(1.7+2.5)×10 ×600
= 0.7772.

From (4.31) the reliability of block D is

−4
RD = (1 + 4.3 × 10−6 × 600) × e−4.3×10 ×600
= 0.9719.

The equivalent reliability block diagram is shown in Figure 4.18.

3. The equivalent system in Figure 4.18 is further reduced to blocks E and F,
which are series and parallel subsystems, respectively.
4. Calculate the reliabilities of blocks E and F.
RE = RA RD = 0.9736 × 0.9719 = 0.9462.
RF = 1 − (1 − RB )(1 − RC ) = 1 − (1 − 0.955)(1 − 0.7772) = 0.99.

ThereliabilityblockdiagramequivalenttoFigure 4.18isshowninFigure 4.19.

5. The equivalent system in Figure 4.19 consists of two units in series. It is
reduced to one single block, G.
6. Calculate the reliability of block G.

RG = RE RF = 0.9462 × 0.99 = 0.9367.

Now that the original system has been reduced to a single unit, as shown in
Figure 4.20, the reduction process is exhausted. Then the system reliability is
R = RG = 0.9367.

E F

B
A D
C

FIGURE 4.18 Reduced system equivalent to Figure 4.17

E F

FIGURE 4.19 Reduced system equivalent to Figure 4.18

RELIABILITY EVALUATION OF COMPLEX SYSTEMS 87

FIGURE 4.20 Reduced system equivalent to Figure 4.19

4.8.2 Decomposition Method

The system reduction method is effective when a complex system can be par-
titioned into a number of simple subsystems whose reliabilities are directly
obtainable. In some situations we encounter more complex systems, such as
the well-known bridge system shown in Figure 4.21, which cannot be solved by
the reduction method. In this subsection we present a decomposition method also
known as the conditional probability approach or Bayes’ theorem method.
The decomposition method starts with choosing a keystone component, say
A, from the system being studied. This component appears to bind the system
together. In Figure 4.21, for instance, component 5 is a such keystone component.
The keystone component is assumed to be 100% reliable and is replaced with
a line in system structure. Then the same component is supposed to have failed
and is removed from the system. The system reliability is calculated under each
assumption. According to the rule of total probability, the reliability of the original
system can be written as

R = Pr(system good | A) Pr(A) + Pr(system good | A) Pr(A), (4.40)

where A is the event that keystone component A is 100% reliable, A the event
that keystone component A has failed, Pr(system good | A) the probability that
the system is functionally successful given that component A never fails, and
Pr(system good | A) the probability that the system is functionally successful
given that component A has failed. The efficiency of the method depends on the
selection of the keystone component. An appropriate choice of the component
leads to an efficient calculation of the conditional probabilities.

Example 4.10 Consider the bridge system in Figure 4.21. Suppose that the reli-
ability of component i is Ri , i = 1, 2, . . . , 5. Calculate the system reliability.

SOLUTION Component 5 is chosen as the keystone component, denoted A.

Assume that it never fails and is replaced with a line in the system configuration.

1 2

3 4

FIGURE 4.21 Bridge system

88 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

1 2

3 4

FIGURE 4.22 Bridge system when component 5 never fails

1 2

3 4

FIGURE 4.23 Bridge system when component 5 has failed

Then the system is reduced as shown in Figure 4.22. The reduced system is a
series–parallel structure, and the conditional reliability is

Pr(system good | A) = [1 − (1 − R1 )(1 − R3 )][1 − (1 − R2 )(1 − R4 )].

The next step is to assume that component 5 has failed and is removed from
the system structure. Figure 4.23 shows the new configuration, which is a paral-
lel–series system. The conditional reliability is

Pr(system good | A) = 1 − (1 − R1 R2 )(1 − R3 R4 ).

The reliability and unreliability of component 5 are Pr(A) = R5 and Pr(A) = 1 −

R5 , respectively. Substituting the equations above into (4.40) yields the reliability
of the original system as

R = [1 − (1 − R1 )(1 − R3 )][1 − (1 − R2 )(1 − R4 )]R5

+ [1 − (1 − R1 R2 )(1 − R3 R4 )](1 − R5 )
= R1 R2 + R3 R4 + R1 R4 R5 + R2 R3 R5 − R1 R2 R4 R5
− R2 R3 R4 R5 − R1 R2 R3 R5
− R1 R3 R4 R5 − R1 R2 R3 R4 + 2R1 R2 R3 R4 R5 . (4.41)

As illustrated in Example 4.10, calculating the reliability of the bridge system

needs the selection of only one keystone component, and (4.40) is applied once.
RELIABILITY EVALUATION OF COMPLEX SYSTEMS 89

For some complex systems, the reliabilities of decomposed systems cannot be

written out directly. In these situations we may select additional keystone com-
ponents and apply (4.40) successively until each term in the equation is easily
obtainable. For example, if Pr(system good | A) cannot be worked out immedi-
ately, the decomposed system with A functional may be further decomposed by
selecting an additional keystone component, say B. Applying (4.40) to keystone
component B, we may write the reliability of the original system as

R = Pr(system good | A · B) Pr(A) Pr(B) + Pr(system good | A · B) Pr(A) Pr(B)

+ Pr(system good | A) Pr(A). (4.42)

The decomposition method discussed above selects one keystone component

at a time. W. Wang and Jiang (2004) suggest that several such components be
chosen simultaneously for some complex networks. For example, if two keystone
components, say A and B, are selected, the original system will be decomposed
into four subsystems with conditions A · B, A · B, A · B, and A · B, respectively,
where A · B is the event that both A and B are functioning, A · B is the event
that A is not functioning and B is, A · B is the event that A is functioning and B
is not, and A · B is the event that both A and B are not functioning. By applying
the rule of total probability, the reliability of the original system can be written as
R = Pr(system good | A · B) Pr(A) Pr(B) + Pr(system good | A · B) Pr(A) Pr(B)
+ Pr(system good | A · B) Pr(A) Pr(B)
+ Pr(system good | A · B) Pr(A) Pr(B). (4.43)

Equation (4.43) has four terms. In general, for binary components, if m key-
stone components are selected simultaneously, the reliability equation contains
2m terms. Each term is the product of the reliability of one of the decomposed
subsystems and that of the condition on which the subsystem is formed.

4.8.3 Minimal Cut Set Method

The decomposition method studied earlier is based on the rule of total probability.
In this subsection we present an approach to system reliability evaluation by using
a minimal cut set and the inclusion–exclusion rule. First let’s discuss cut sets. A
cut set is a set of components whose failure interrupts all connections between
input and output ends and thus causes an entire system to fail. In Figure 4.21, for
example, {1, 3, 5} and {2, 4} are cut sets. Some cut sets may contain unnecessary
components. If removed, failure of the remaining components still results in
system failure. In the example above, cut set {1, 3, 5} contains component 5,
which can be eliminated from the cut set without changing the failure state of
the system. Such cut sets can be further reduced to form minimal cut sets. A
minimal cut set is the smallest combination of components which if they all fail
will cause the system to fail. A minimal cut set represents the smallest collection
of components whose failures are necessary and sufficient to result in system
90 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

failure. If any component is removed from the set, the remaining components
collectively are no longer a cut set. The definitions of cut set and minimal cut
set are similar to those defined in Chapter 6 for fault tree analysis.
Since every minimal cut set causes the system to fail, the event that the system
breaks is the union of all minimal cut sets. Then the system reliability can be
written as
R = 1 − Pr(C1 + C2 + · · · + Cn ), (4.44)
where Ci (i = 1, 2, . . . , n) represents the event that components in minimal
cut set i are all in a failure state and n is the total number of minimal cut
sets. Equation (4.44) can be evaluated by applying the inclusion–exclusion rule,
which is
 n n
Pr(C1 + C2 + · · · + Cn ) = Pr(Ci ) − Pr(Ci · Cj )
i=1 i<j =2

n
+ Pr(Ci · Cj · Ck ) + · · ·
i<j <k=3
+ (−1) n−1
Pr(C1 · C2 · · · Cn ). (4.45)

Example 4.11 Refer to Example 4.10. If the five components are identical and
have a common reliability R0 , calculate the reliability of the bridge system shown
in Figure 4.21 using the minimal cut set method.

SOLUTION The minimal cut sets of the bridge system are {1, 3}, {2, 4}, {1, 4, 5},
and {2, 3, 5}. Let Ai denote the event that component i has failed, i = 1, 2, . . . , 5.
Then the events described by the minimal cut sets can be written as C1 = A1 · A3 ,
C2 = A2 · A4 , C3 = A1 · A4 · A5 , and C4 = A2 · A3 · A5 . From (4.44) and (4.45)
and using the rules of Boolean algebra (Chapter 6), the system reliability can be
written as
 4
  4 4
R =1− Pr(Ci ) − Pr(Ci · Cj ) + Pr(Ci · Cj · Ck )
i=1 i<j =2 i<j <k=3

− Pr(C1 · C2 · C3 · C4 )

= 1 − [Pr(A1 · A3 ) + Pr(A2 · A4 ) + Pr(A1 · A4 · A5 ) + Pr(A2 · A3 · A5 )

− Pr(A1 · A2 · A3 · A4 ) − Pr(A1 · A3 · A4 · A5 ) − Pr(A1 · A2 · A3 · A5 )
− Pr(A1 · A2 · A4 · A5 ) − Pr(A2 · A3 · A4 · A5 ) + 2Pr(A1 · A2 · A3 · A4 · A5 )]
= 1 − [2(1 − R0 )2 + 2(1 − R0 )3 − 5(1 − R0 )4 + 2(1 − R0 )5 ]
= 2R05 − 5R04 + 2R03 + 2R02 .
Note that (4.41) gives the same result when all components have equal relia-
bility R0 .
CONFIDENCE INTERVALS FOR SYSTEM RELIABILITY 91

4.9 CONFIDENCE INTERVALS FOR SYSTEM RELIABILITY

In the preceding sections of this chapter we presented methods for calculating

system reliability from component data. The reliabilities of components are usu-
ally unknown in practice and are estimated from test data, field failures, historical
data, or other sources. The estimates inevitably contain statistical errors. In turn,
system reliability calculated from such estimates deviates from the true value.
Therefore, it is often desirable to estimate confidence intervals for system reli-
ability, and the lower bound is of special interest. In this section we describe
methods for estimating confidence intervals for system reliability.
In the literature, there are numerous approaches to estimation of confidence
intervals, which were developed for different instances. For example, Crowder
et al. (1991) present the Lindstrom and Madden approximate method for systems
with binomial components. Mann (1974) develops approximately optimum con-
fidence bounds on series and parallel system reliability for systems with binomial
component data. The method applies when no component failures occur. Assum-
ing that components are exponentially distributed and highly reliable, Gertsbakh
(1982, 1989) describes methods for estimating confidence intervals for series,
parallel, series–parallel, and k-out-of-n:G systems. Ushakov (1996) and Gne-
denko et al. (1999) give various solution procedures for computing confidence
intervals for series, parallel, series–parallel, and complex systems comprised of
binomial or exponential components. In addition to these analytical methods,
Monte Carlo simulation is a powerful approach to handling complicated cases
where component lifetimes are Weibull, normal, lognormal, or other distributions,
and systems are in complex configurations. Moore et al. (1980) provide a model
for calculating confidence intervals through the maximum likelihood method.
The model can be used for simple as well as complex systems comprised of
Weibull or gamma components. A. Chao and Hwang (1987) present a modified
Monte Carlo technique for calculating system reliability confidence intervals from
pass–fail or binomial data. A more comprehensive literature review is given in,
for example, Willits et al. (1997) and Tian (2002).
In this section we describe two approaches to estimating confidence intervals
for system reliability. The methods make no assumptions as to time to failure
distribution of components, but require known estimates of component reliabili-
ties and variances of the estimates. Both may be obtained by using the methods
described in Chapters 7 and 8 when component life is modeled with a parametric
distribution. Nonparametric estimates such as the Kaplan–Meier estimates can
be found in, for example, Meeker and Escobar (1998).

4.9.1 Normal-Approximation Confidence Intervals

System reliability modeling described in previous sections establishes system
reliability as a function of component reliabilities. Mathematically,

R = h(R1 , R2 , . . . , Rn ), (4.46)
92 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

where h implies a function, R is the system reliability, Ri (i = 1, 2, . . . , n) is

the reliability of component i, and n is the number of components in the system.
Note that both R and Ri may depend on time. Substituting the estimates of Ri
into (4.46) gives the estimate of system reliability as

R̂ = h(R̂1 , R̂2 , . . . , R̂n ), (4.47)

where ∧ implies an estimate.

If the n components are in series, (4.46) reduces to (4.1). According to Coit
(1997), the variance of R̂ is
n 


n
Var(R̂) = Ri2 + Var(R̂i ) − Ri2 . (4.48)
i=1 i=1

If the n components are in parallel, (4.46) becomes (4.10). The variance of R̂ is

n 



n
Var(R̂) = (1 − Ri )2 + Var(R̂i ) − (1 − Ri )2 . (4.49)
i=1 i=1

Using (4.48) and (4.49), we can easily derive the variance of R̂ for a series–para-
llel or parallel–series system.
For a complex system, the variance of R̂ can be approximated by using a
Taylor series expansion of (4.46). Then we have
n 

∂R 2
Var(R̂) ≈ Var(R̂i ). (4.50)
i=1
∂Ri

Note that the covariance terms in the Taylor series expansion are zero since
the n components are assumed to be mutually independent. Coefficient ∂R/∂Ri
in (4.50) measures the sensitivity of the system reliability variance to the varia-
tion of individual component reliability. As we will see in the next section, the
coefficient is also Birnbaum’s component importance measure.
Substituting estimates of component reliabilities and component-reliability
variances into (4.48), (4.49), or (4.50), we can obtain an estimate of Var(R̂), de-
noted V̂ar(R̂). We often approximate the distribution of R̂ with a normal dis-
tribution. Then the two-sided 100(1 − α)% confidence interval for the system
reliability is 
R̂ ± z1−α/2 V̂ar(R̂), (4.51)

where z1−α/2 is the 100(1 − α/2) percentile of the standard normal distribution.
The one-sided lower 100(1 − α)% confidence bound is

R̂ − z1−α V̂ar(R̂). (4.52)
CONFIDENCE INTERVALS FOR SYSTEM RELIABILITY 93

Note that (4.51) and (4.52) can yield a negative lower confidence bound.
To ensure that the lower confidence bound is always nonnegative, we use the
transformation
R
p = ln . (4.53)
1−R

p̂ is obtained by replacing R in (4.53) with R̂. According to Meeker and Escobar

(1998), the random variable

p̂ − p
Zp̂ = 
V̂ar(p̂)

can be approximated by the standard normal distribution, where


 V̂ar(R̂)
V̂ar(p̂) = .
R̂(1 − R̂)

The distribution of Zp̂ leads to the two-sided 100(1 − α)% confidence interval as


R̂ R̂
, , (4.54)
R̂ + (1 − R̂) × w R̂ + (1 − R̂)/w

where   
 z1−α/2 V̂ar(R̂) 
w = exp  .
R̂(1 − R̂)

The one-sided lower 100(1 − α)% confidence bound is obtained by replacing

z1−α/2 with z1−α and using the lower endpoint of (4.54).

Example 4.12 Refer to Example 4.10. Suppose that the estimates of component
reliabilities and component-reliability variances at the mission time of 1000 hours
have been calculated from life test data, as shown in Table 4.1. Estimate the two-
and one-sided lower 95% confidence bound(s) on the system reliability.

TABLE 4.1 Estimates of Component Reliabilities and Variances

Component
1 2 3 4 5

R̂i
 0.9677 0.9358 0.9762 0.8765 0.9126
V̂ar(R̂i ) 0.0245 0.0173 0.0412 0.0332 0.0141
94 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

SOLUTION Substituting estimates of the component reliabilities into (4.41),

we obtain the estimate of the system reliability at 1000 hours as R̂ = 0.9909. To
use (4.50) to calculate the variance of the estimate of the system reliability, we
first work out the partial derivatives of (4.41) with respective to Ri . They are
∂R
= R2 + R4 R5 − R2 R4 R5 − R2 R3 R5 − R3 R4 R5 − R2 R3 R4 + 2R2 R3 R4 R5 ,
∂R1
∂R
= R2 + R3 R5 − R1 R4 R5 − R3 R4 R5 − R1 R3 R5 − R1 R3 R4 + 2R1 R3 R4 R5 ,
∂R2
∂R
= R4 + R2 R5 − R2 R4 R5 − R1 R2 R5 − R1 R4 R5 − R1 R2 R4 + 2R1 R2 R4 R5 ,
∂R3
∂R
= R3 + R1 R5 − R1 R2 R5 − R2 R3 R5 − R1 R3 R5 − R1 R2 R3 + 2R1 R2 R3 R5 ,
∂R4
∂R
= R1 R4 + R2 R3 − R1 R2 R4 − R2 R3 R4 − R1 R2 R3 − R1 R3 R4 + 2R1 R2 R3 R4 .
∂R5
Evaluating the partial derivatives at the estimates of component reliability gives
  
∂R  ∂R  ∂R 
= 0.0334, = 0.1248, = 0.0365,
∂R1 Ri =R̂i ∂R2 Ri =R̂i ∂R3 Ri =R̂i
 
∂R  ∂R 
= 0.0666, = 0.0049.
∂R4 Ri =R̂i ∂R5 Ri =R̂i
Substituting into (4.50) the values of the partial derivatives and the estimates of
the component-reliability variances, we obtain the estimate of the system relia-
bility variance as
  2
5
∂R 
V̂ar(R̂) ≈ V̂ar(R̂i )
i=1
∂Ri Ri =R̂i

= 0.03342 × 0.02452 + 0.12482 × 0.01732 + 0.03652 × 0.04122

+ 0.06662 × 0.03322 + 0.00492 × 0.01412 = 1.25 × 10−5 .
Here (4.54) is used to calculate the confidence intervals. First we calculate the
value of w for the two-sided 95% confidence intervals. It is
 √

1.96 × 1.25 × 10−5

w = exp = 2.157.
0.9909 × (1 − 0.9909)

Substituting the values of w and R̂ into (4.54), we get the two-sided 95% con-
fidence interval for the system reliability as [0.9806, 0.9957]. Now we calculate
the value of w for the one-sided 95% confidence bound. It is
 √

1.6448 × 1.25 × 10−5

w = exp = 1.9058.
0.9909 × (1 − 0.9909)
CONFIDENCE INTERVALS FOR SYSTEM RELIABILITY 95

Substituting the value of w and R̂ into the lower endpoint of (4.54) gives 0.9828,
which is the one-sided lower 95% confidence bound on the system reliability.

4.9.2 Lognormal-Approximation Confidence Intervals

The confidence intervals described in Section 4.9.1 are based on the normal
approximation to the distribution of system reliability estimate. Now we present
a method, due largely to Coit (1997), for the situation in which very few com-
ponent failures are available. The method is similar to the normal approximation
except that the estimate of system reliability (unreliability) is assumed to have
the lognormal distribution. This assumption is legitimate for a large-scale system,
as we show later.
Like the normal approximation, the method also requires calculation of the
variance of system reliability estimate. For a pure series system, the variance is
computed by using (4.48); for a pure parallel system, it is calculated from (4.49).
If the system is more complex, the variance is determined by using the system
reduction method discussed earlier and applying (4.48) and (4.49) sequentially.
The process for determination of the variance consists of the following four steps:

1. Partition the system into blocks where each block is comprised of compo-
nents in pure series or parallel configurations.
2. Calculate the reliability estimates and variances for series blocks using
(4.48) and for parallel blocks using (4.49).
3. Collapse each block by replacing it in the system reliability block diagram
with an equivalent hypothetic component with the reliability and variance
estimates that were calculated for it.
4. Repeat steps 1 to 3 until the system reliability block diagram is represented
by a single component. The variance for this component approximates the
variance of the original system reliability estimate.

Once the variance is calculated, we estimate the confidence intervals for system
reliability. The estimation is based on the assumption that the system reliability
(unreliability) estimate has a lognormal distribution. This assumption is reason-
able for a relatively large-scale system. For a series configuration of independent
subsystems, the system reliability is the product of the subsystem reliability val-
ues, as formulated in (4.1). Then the logarithm of the system reliability is the
sum of the logarithms of the subsystem reliabilities. According to the central
limit theorem, the logarithm of system reliability approximately follows a normal
distribution if there are enough subsystems regardless of their time-to-failure dis-
tributions. Therefore, the system reliability is lognormal. An analogous argument
can be made for a parallel system, where the system unreliability is approxi-
mately lognormal. Experimental results from simulation reported in Coit (1997)
indicate that the approximation is accurate for any system that can be partitioned
into at least eight subsystems in series or parallel.
96 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

For a series system, the estimate of system reliability has a lognormal distri-
bution with parameters µ and σ . The mean and variance are, respectively,

1 2
E(R̂) = exp µ + σ ,
2
Var(R̂) = exp(2µ + σ 2 )[exp(σ 2 ) − 1] = [E(R̂)]2 [exp(σ 2 ) − 1].

The mean value of the system reliability estimate is the true system reliability:
namely, E(R̂) = R. Hence, the variance of the log estimate of system reliability
can be written as 

Var(R̂)
σ = ln 1 +
2
. (4.55)
R2

The estimate of σ , denoted σ̂ , can be obtained by substituting into (4.55) the

estimates of system reliability and variance calculated earlier.
Because R̂ is lognormal, the random variable Zln(R̂) = [ln(R̂) − µ]/σ has the
standard normal distribution. This yields the two-sided 100(1 − α)% confidence
interval for the system reliability as
   
1 2 1 2
R̂ exp σ̂ − z1−α/2 σ̂ , R̂ exp σ̂ + z1−α/2 σ̂ . (4.56)
2 2

The one-sided lower 100(1 − α)% confidence bound is obtained by replacing

z1−α/2 with z1−α and using the lower endpoint of (4.56).
Similarly, for a parallel system, the two-sided 100(1 − α) % confidence inter-
val for the system unreliability is
   
1 2 1 2
F̂ exp σ̂ − z1−α/2 σ̂ , F̂ exp σ̂ + z1−α/2 σ̂ , (4.57)
2 2

where 

V̂ar(R̂)
F̂ = 1 − R̂ and σ̂ 2 = ln 1 + .
F̂ 2

Note that Var(F̂ ) = Var(R̂). The lower and upper bounds on system reliability
equal 1 minus the upper and lower bounds on system unreliability from (4.57),
respectively. The one-sided lower 100(1 − α)% confidence bound on system reli-
ability is 
1 2
1 − F̂ exp σ̂ + z1−α σ̂ . (4.58)
2

Coit (1997) restricts the confidence intervals above to systems that can be
partitioned into series or parallel blocks in order to calculate the variances of block
reliability estimates from (4.48) or (4.49). If the variances for complex blocks are
CONFIDENCE INTERVALS FOR SYSTEM RELIABILITY 97

computed from (4.50), the restriction may be relaxed and the confidence intervals
are applicable to any large-scale systems that consist of subsystems (containing
blocks in various configurations) in series or parallel.

Example 4.13 The reliability block diagram of an engineering system is shown

in Figure 4.24. There are nine different types of components in the system. All
components are independent, although three component types are used more than
once. Suppose that the component reliability and variance at the mission time of
500 hours have been estimated from life tests. The data are given in Table 4.2.
Calculate the one-sided lower 95% confidence bound on the system reliability.

SOLUTION The system can be decomposed into eight subsystems in series. Thus,
the lognormal approximation may apply to estimate the confidence bound. First the
system is partitioned into parallel and series blocks, as shown in Figure 4.25. The
estimates of block reliabilities are

R̂A = R̂1 R̂2 = 0.9856 × 0.9687 = 0.9548,

R̂B = 1 − (1 − R̂3 )2 = 1 − (1 − 0.9355)2 = 0.9958,
R̂C = R̂4 R̂5 R̂6 = 0.9566 × 0.9651 × 0.9862 = 0.9105,
R̂D = 1 − (1 − R̂7 )2 = 1 − (1 − 0.9421)2 = 0.9966,
R̂E = R̂8 R̂9 = 0.9622 × 0.9935 = 0.9559,

The variance estimates for series blocks, A, C, and E, are calculated from (4.48).
Then we have

V̂ar(R̂A ) = [R̂12 + V̂ar(R̂1 )][R̂22 + V̂ar(R̂2 )] − R̂12 R̂22

= (0.98562 + 0.03722 )(0.96872 + 0.02132 ) − 0.98562 × 0.96872
= 0.00174.

3 7 8 9
1 2 4 5 6
3 7 9

FIGURE 4.24 Reliability block diagram of Example 4.13

TABLE 4.2 Estimates of Component Reliabilities and Variances

Component
1 2 3 4 5 6 7 8 9

R̂i
 0.9856 0.9687 0.9355 0.9566 0.9651 0.9862 0.9421 0.9622 0.9935
V̂ar(R̂i ) 0.0372 0.0213 0.0135 0.046 0.0185 0.0378 0.0411 0.0123 0.0158
98 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

A B C D E

3 7 8 9
1 2 4 5 6
3 7 9

FIGURE 4.25 Reduced system equivalent to Figure 4.24

Similarly,
V̂ar(R̂C ) = 0.00344 and V̂ar(R̂E ) = 0.00038.

The variance estimates for parallel blocks, B and D, are calculated from (4.49).
Then we have

V̂ar(R̂B ) = [(1 − R̂3 )2 + V̂ar(R̂3 )]2 − (1 − R̂3 )4

= [(1 − 0.9355)2 + 0.01352 ]2 − (1 − 0.9355)4 = 1.55 × 10−6 ,
V̂ar(R̂D ) = 1.418 × 10−5 .

After estimating the block reliabilities and variances, we replace each block
with a hypothetical component in the system reliability block diagram. The dia-
gram is then further partitioned into a series block G and a parallel block H, as
shown in Figure 4.26. The reliability estimates for the blocks are

R̂G = R̂A R̂B R̂C R̂D = 0.8628 and R̂H = 1 − (1 − R̂9 )(1 − R̂E ) = 0.9997.

The variance estimates for blocks G and H are

V̂ar(R̂G ) = 0.0045 and V̂ar(R̂H ) = 5.9556 × 10−7 .

Again, blocks G and H are replaced with two pseudocomponents, as shown

in Figure 4.27. The two components are in series and can be represented by one

G H

E
A B C D
9

FIGURE 4.26 Reduced system equivalent to Figure 4.25

G H

FIGURE 4.27 Reduced system equivalent to Figure 4.26

MEASURES OF COMPONENT IMPORTANCE 99

FIGURE 4.28 Reduced system equivalent to Figure 4.27

block, denoted I, as shown in Figure 4.28. The estimates of the system reliability
and variance at 500 hours equal these of block I: namely,

R̂ = R̂I = 0.8625 and V̂ar(R̂) = V̂ar(R̂I ) = 0.0045.

Substituting the values of R̂ and V̂ar(R̂) into (4.55) gives


0.0045
σ̂ = ln 1 +
2
= 0.0052.
0.8625

The one-sided lower 95% confidence bound on the system reliability is

√
R̂ exp(0.5σ̂ 2 − z1−α σ̂ ) = 0.8625 × exp(0.5 × 0.0052 − 1.645 × 0.0052)
= 0.768.

4.10 MEASURES OF COMPONENT IMPORTANCE

In the preceding sections of this chapter we described methods for estimating

system reliability and confidence intervals for various system configurations. The
evaluation may conclude that the reliability achieved for the current design does
not meet a specified reliability target. In these situations, corrective actions must
be taken to improve reliability. Such actions may include upgrading components,
modifying system configuration, or both at the same time. No matter what actions
are to be taken, the first step is to identify the weakest components or subsystems,
which pose most potential for improvement. The identification can be done by
ranking components or subsystems by their importance to system reliability, then
priority should be given to the components or subsystems of high importance.
An importance measure assigns a numerical value between 0 and 1 to each
component or subsystem; 1 signifies the highest level of importance, and thus
the system is most susceptible to the failure of corresponding component or
subsystem, whereas 0 indicates the least level of importance and the greatest
robustness of the system to the failure of relevant component or subsystem.
There are numerous measures of importance. In this section we present three
major measures, including Birnbaum’s measure, criticality importance, and
Fussell–Vesely’s importance, which are applicable to both components and sub-
systems. Other importance measures can be found in, for example, Barlow and
Proschan (1974), Lambert (1975), Natvig (1979), Henley and Kumamoto (1992),
Carot and Sanz (2000), and Hwang (2001). Boland and El-Neweihi (1995) sur-
vey the literature concerning the topic of importance measures and make critical
comparisons.
100 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

4.10.1 Birnbaum’s Measure of Importance

Birnbaum (1969) defines component importance as the probability of the com-
ponent being critical to system failure, where being critical means that the
component failure coincides with the system failure. Mathematically, it can be
expressed as
∂R(t)
IB (i|t) = , (4.59)
∂Ri (t)
where IB (i|t) is Birnbaum’s importance measure of component i at time t, R(t)
the system reliability, and Ri (t) the reliability of component i. The measure of
importance may change with time. As a result, the components being weakest
at a time may not remain weakest at another point of time. Thus, the measure
should be evaluated at the times of particular interest, such as the warranty period
and design life.
As indicated in (4.59) and pointed out in Section 4.9.1, IB (i|t) is actually the
measure of the sensitivity of the system reliability to the reliability of component
i. A large value of IB (i|t) signifies that a small variation in component reliability
will result in a large change in system reliability. Naturally, components of this
type should receive and deserve more resources for improvement.
Since R(t) = 1 − F (t) and Ri (t) = 1 − Fi (t), where F (t) and Fi (t) are the
probabilities of failure of the system and component i, respectively, (4.59) can
be written as
∂F (t)
IB (i|t) = . (4.60)
∂Fi (t)

Example 4.14 A computing system consists of four computers configured acc-

ording to Figure 4.29. The times to failure of individual computers are dis-
tributed exponentially with parameters λ1 = 5.5 × 10−6 , λ2 = 6.5 × 10−5 , λ3 =
4.3 × 10−5 , and λ4 = 7.3 × 10−6 failures per hour. Calculate Birnbaum’s impor-
tance measures of each computer in the system at t = 4000 and 8000 hours,
respectively.

SOLUTION Let Ri (t) denote the reliability of computer i at time t, where

i = 1, 2, 3, 4, and t will be omitted for notational convenience when appropri-
ate. We first express the system reliability in terms of the reliabilities of individual

1 2

3 4

FIGURE 4.29 Reliability block diagram of the computing system

MEASURES OF COMPONENT IMPORTANCE 101

computers by using the decomposition method. Computer 2 is selected as the key-

stone component, denoted A. Given that it never fails, the conditional probability
of the system being good is

Pr(system good | A) = 1 − (1 − R1 )(1 − R3 ).

Similarly, provided that computer 2 is failed, the conditional probability that the
system is functional is

Pr(system good | A) = R3 R4 .

From (4.40), the system reliability at time t is

R(t) = [1 − (1 − R1 )(1 − R3 )]R2 + R3 R4 (1 − R2 ) = R1 R2 + R2 R3 + R3 R4

− R1 R2 R3 − R2 R3 R4 .

From (4.59), Birnbaum’s importance measures for computers 1 through 4 are

IB (1|t) = R2 (1 − R3 ), IB (2|t) = R1 + R3 − R1 R3 − R3 R4 ,
IB (3|t) = R2 + R4 − R1 R2 − R2 R4 , IB (4|t) = R3 (1 − R2 ).

Since the times to failure of the computers are exponential, we have Ri (t) =
e−λi t , i = 1, 2, 3, 4.
The reliabilities of individual computers at 4000 hours are

R1 (4000) = 0.9782, R2 (4000) = 0.7711,

R3 (4000) = 0.8420, R4 (4000) = 0.9712.

Then the values of the importance measures are

IB (1|4000) = 0.1218, IB (2|4000) = 0.1788,

IB (3|4000) = 0.2391, IB (4|4000) = 0.1928.

According to the importance measures, the priority of the computers is, in des-
cending order, computers 3, 4, 2, and 1.
Similarly, the reliabilities of individual computers at 8000 hours are

R1 (8000) = 0.957, R2 (8000) = 0.5945,

R3 (8000) = 0.7089, R4 (8000) = 0.9433.

The importance measures at 8000 hours are

IB (1|8000) = 0.173, IB (2|8000) = 0.3188,

IB (3|8000) = 0.4081, IB (4|8000) = 0.2975.

Thus, computers 3, 2, 4, and 1 have a descending priority.

102 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

0.45
0.4
0.35 3
0.3 2
0.25
IB (i|t)

4
0.2
computer 1
0.15

0.1
0.05
0
0 1000 2000 3000 4000 5000 6000 7000 8000
t (h)
FIGURE 4.30 Birnbaum’s importance measures of individual computers at different
times

Comparison of the priorities at 4000 and 8000 hours shows that computer
3 is most important and computer 1 is least important, at both points of time.
Computer 4 is more important than 2 at 4000 hours; however, the order is reversed
at 8000 hours. The importance measures at different times (in hours) are plotted
in Figure 4.30. It indicates that the short-term system reliability is more sensitive
to computer 4, and computer 2 contributes more to the long-term reliability.
Therefore, the importance measures should be evaluated, and the priority be
made, at the time of interest (e.g., the design life).

4.10.2 Criticality Importance

Birnbaum’s importance measure equals the probability that a component is critical
to the system. In contrast, criticality importance is defined as the probability that
a component is critical to the system and has failed, given that the system has
failed at the same time. In other words, it is the probability that given that the
system has failed, the failure is caused by the component. Mathematically, it can
be expressed as
∂R(t) Fi (t) Fi (t)
IC (i|t) = = IB (i|t) , (4.61)
∂Ri (t) F (t) F (t)
where IC (i|t) is the criticality importance and the other notation is the same as
those for Birnbaum’s importance. Equation (4.61) indicates that the criticality
importance is Birnbaum’s importance weighed by the component unreliability.
Thus, a less reliable component will result in a higher importance.

Example 4.15 Refer to Example 4.14. Determine the criticality importance me-
asures for the individual computers at 4000 and 8000 hours.
 MEASURES OF COMPONENT IMPORTANCE 103

SOLUTION By using (4.61) and the results of IB (i|t) from Example 4.14, we
obtain the criticality importance measures for the four computers as

R2 (1 − R3 )(1 − R1 ) (R1 + R3 − R1 R3 − R3 R4 )(1 − R2 )

IC (1|t) = , IC (2|t) = ,
1−R 1−R
(R2 + R4 − R1 R2 − R2 R4 )(1 − R3 ) R3 (1 − R2 )(1 − R4 )
IC (3|t) = , IC (4|t) = .
1−R 1−R
The reliability values of the four computers at 4000 and 8000 hours have been
worked out in Example 4.14. The system reliabilities at the specified times are
R(4000) = 0.9556 and R(8000) = 0.8582. Then the criticality importance mea-
sures at 4000 hours are

IC (1|4000) = 0.0597, IC (2|4000) = 0.9225,

IC (3|4000) = 0.8515, IC (4|4000) = 0.125.

Computers 2, 3, 4, and 1 have a descending priority order.

Similarly, the criticality importance measures at 8000 hours are

IC (1|8000) = 0.0525, IC (2|8000) = 0.9116,

IC (3|8000) = 0.8378, IC (4|8000) = 0.115.

The priority order at 8000 hours is the same as that at 4000 hours. Figure 4.31
plots the criticality importance measures at different times (in hours). It is seen
that the priority order of the computers is consistent over time. In addition,
computers 2 and 3 are far more important than computers 1 and 4, because they
are considerably less reliable.

1
0.9
0.8 3 2
0.7
0.6
IC (i|t)

0.5
0.4
0.3
0.2 computer 1
4
0.1
0
0 1000 2000 3000 4000 5000 6000 7000 8000
t (h)

FIGURE 4.31 Criticality importance measures of individual computers at different times

104 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

4.10.3 Fussell–Vesely’s Measure of Importance

Considering the fact that a component may contribute to system failure with-
out being critical, Vesely (1970) and Fussell (1975) define the importance of a
component as the probability that at least one minimal cut set containing the
component is failed given that the system has failed. Mathematically, it can be
expressed as
Pr(C1 + C2 + · · · + Cni )
IFV (i|t) = , (4.62)
F (t)

where Cj is the event that the components in the minimal cut set containing
component i are all failed; j = 1, 2, . . . , ni , and ni is the total number of the
minimal cut sets containing component i; F (t) is the probability of failure of
the system at time t. In (4.62), the probability, Pr(C1 + C2 + · · · + Cni ), can be
calculated by using the inclusion–exclusion rule expressed in (4.45). If compo-
nent reliabilities are high, terms with second and higher order in (4.45) may be
omitted. As a result, (4.62) can be approximated by

1 
n i

IFV (i|t) = Pr(Cj ). (4.63)

F (t) j =1

Example 4.16 Refer to Example 4.14. Calculate Fussell–Vesely’s importance

measures for the individual computers at 4000 and 8000 hours.

SOLUTION The minimal cut sets of the computing system are {1, 3}, {2, 4},
and {2, 3}. Let Ai denote the failure of computer i, where i = 1, 2, 3, 4. Then
we have C1 = A1 · A3 , C2 = A2 · A4 , and C3 = A2 · A3 . Since the reliabilities
of individual computers are not high, (4.63) is not applicable. The importance
measures are calculated from (4.62) as

Pr(C1 ) Pr(A1 · A3 ) F1 F3
IFV (1|t) = = = ,
F (t) F (t) F
Pr(C2 + C3 ) Pr(A2 · A4 ) + Pr(A2 · A3 ) − Pr(A2 · A3 · A4 )
IFV (2|t) = =
F (t) F (t)
F2 (F4 + F3 − F3 F4 )
= ,
F
Pr(C1 + C3 ) F3 (F1 + F2 − F1 F2 )
IFV (3|t) = = ,
F (t) F
Pr(C2 ) F2 F4
IFV (4|t) = = ,
F (t) F

where Fi = 1 − Ri and F = 1 − R. Substituting into the equations above the

values of Ri and R at 4000 hours, which have been worked out in Examples 4.14
MEASURES OF COMPONENT IMPORTANCE 105

and 4.15, we obtain the importance measures as

IFV (1|4000) = 0.0775, IFV (2|4000) = 0.9403,

IFV (3|4000) = 0.875, IFV (4|4000) = 0.1485.

Ranked by the importance measures, computers 2, 3, 4, and 1 have a descending

priority order.
Similarly, the importance measures at 8000 hours are

IFV (1|8000) = 0.0884, IFV (2|8000) = 0.9475,

IFV (3|8000) = 0.885, IFV (4|8000) = 0.1622.

The priority order at 8000 hours is the same as that at 4000 hours. Figure 4.32
plots the importance measures of the four individual computers at different times
(in hours). It is seen that computers 2 and 3 are considerably more important
than the other two at different points of time, and the relative importance order
does not change with time.

Examples 4.14 through 4.16 illustrate application of the three importance mea-
sures to the same problem. We have seen that the measures of criticality impor-
tance and Fessell–Vesely’s importance yield the same priority order, which does
not vary with time. The two measures are similar and should be used if we
are concerned with the probability of the components being the cause of sys-
tem failure. The magnitude of these measures increases with the unreliability
of component (Meng, 1996), and thus a component of low reliability receives a

1
0.9
0.8 3
2
0.7
0.6
IFV (i|t)

0.5
0.4
0.3
4 computer 1
0.2
0.1
0
0 1000 2000 3000 4000 5000 6000 7000 8000
t (h)

FIGURE 4.32 Fessel-Vesely’s importance measures of individual computers at different

times
106 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

high importance rating. The two measures are especially appropriate for systems
that have a wide range of component reliabilities. In contrast, Birnbaum’s mea-
sure of importance yields a different priority order in the example, which varies
with time. The inconsistency at different times imposes difficulty in selecting the
weakest components for improvement if more than one point of time is of interest.
In addition, the measure does not depend on the unreliability of the component
in question (Meng, 2000). Unlike the other two, Birnbaum’s importance does
not put more weight on less reliable components. Nevertheless, it is a valuable
measure for identifying the fastest path to improving system reliability. When
using this measure, keep in mind that the candidate components may not be eco-
nomically or technically feasible if the component reliabilities are already high.
To maximize the benefits, it is suggested that Birnbaum’s importance be used at
the same time with one of the other two. In the examples, if resources allow only
two computers for improvement, concurrent use of the measures would identify
computers 3 and 2 as the candidates, because both have large effects on system
reliability and at the same time have a high likelihood of causing the system to
fail. Although Birnbaum’s measure suggests that computer 4 is the second-most
important at 4000 hours, it is not selected because the other two measures indi-
cate that it is far less important than computer 2. Clearly, the resulting priority
order from the three measures is computers 3, 2, 4, and 1.

4.11 RELIABILITY ALLOCATION

In earlier sections we presented methods for estimating system reliability from
component data. The methods are basically a bottom-up process; that is, we
begin with estimating component reliability and end with determination of sys-
tem reliability. In this section we describe a top-down process by which the
system reliability target is allocated to individual components within the system
in the manner that when each component achieves the allocated reliability, the
overall system reliability target is attained. This process is called the reliability
allocation or apportionment. For wording convenience, we use component to
refer to a component, module, or subsystem. A reliability allocation problem can
be formulated as
h(R1∗ , R2∗ , . . . , Rn∗ ) ≥ R ∗ , (4.64)
where R ∗ is the system reliability target, Ri∗ (i = 1, 2, . . . , n) is the reliability
target of component i, and h denotes a functional relationship between the system
reliability and component reliabilities. The functional relationship is obtained
from system reliability analysis described in previous sections. Now the task of
reliability allocation becomes solving inequality (4.64) for Ri∗ .
Reliability allocation is an important task in a comprehensive reliability pro-
gram, especially when the products under development are complicated. The
distinct benefits of reliability allocation are as follows:
1. A complicated product contains a number of components, which are often
planned, designed, tested, and manufactured by different external suppliers and
RELIABILITY ALLOCATION 107

contractors and various internal departments. It is important that all parties

involved are partnered and share the objective of delivering the end product
to customers with the required reliability. From the project management point of
view, to accomplish this, each and every partner should be assigned and commit-
ted to the reliability target. Reliability allocation defines a legitimate reliability
goal for each component.
2. Quantitative reliability targets for components motivate responsible parties
to improve reliability through use of reliability techniques in the first place,
better engineering design, robust manufacturing processes, and rigorous testing
methods.
3. Mandatory reliability requirements force reliability tasks, most of which
were described in Chapter 3, to be considered equally with engineering activ-
ities aimed at meeting other customer expectations, such as weight, cost, and
performance, in the process of product realization.
4. Reliability allocation drives a deep understanding of product hierarchical
structure (i.e., the functional relationships among components, subsystems, and
the end product). The process may lead to identification of design weakness and
subsequent improvement.
5. Outputs of reliability allocation process can serve as inputs to other reli-
ability tasks. For example, reliability assigned to a component will be used to
design a reliability verification test for the component (Chapter 9).
Reliability allocation is essentially a repetitive process. It is conducted in the
early design stage to support concept design when available information is
extremely limited. As the design process proceeds and more details of the design
and materials are determined, the overall reliability target should be reallocated to
reduce the cost and risk of achieving the reliability goal. The allocation process
may be invoked by the failure of one or more components to attain the assigned
reliability due to technological limitations. The process is also repeated whenever
a major design change takes place.
There are numerous methods for reliability allocation. In this section we delin-
eate the simple, yet most commonly used ones, including the equal allocation
technique, ARINC method, AGREE technique, and optimal allocation method-
ology. Also presented is the customer-driven approach, which was developed by
the author and never published elsewhere. Prior to describing these methods, let’s
discuss the criteria for reliability allocation.

4.11.1 Criteria for Reliability Allocation

The task of reliability allocation is to select component reliability targets R1∗ ,
R2∗ , . . . , Rn∗ which satisfy the inequality (4.64). Mathematically, there are an infi-
nite number of such sets. Clearly, these sets are not equally good, and even
some of them are unfeasible. For instance, some sets assign extremely high
reliability goals to certain components and thus may be economically or techno-
logically unachievable. Some sets allocate low-reliability targets to critical com-
ponents whose failure would cause safety, environmental, or legal consequences.
108 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

It is important to establish some criteria that should be considered in reliability

allocation. The common criteria are described below. But the appropriate ones
depend on specific products. For example, Y. Wang et al. (2001) propose some
for use in computerized numerical control (CNC) lathes.

1. Likelihood of failure. A component that has already demonstrated a high

probability of failure in previous applications should be given a low-reliability tar-
get because of the arduous effort required to improve the reliability. Conversely,
it is reasonable to assign a high-reliability goal to a reliable component.
2. Complexity. The number of constituent parts (modules or components)
within a subsystem reflects the complexity of the subsystem. AGREE (1954)
defines complexity as the number of modules and their associated circuitry, where
a module is, for example, a transistor or a magnetic amplifier. Y. Wang et al.
(2001) define the complexity of a CNC lathe subsystem as the ratio of the number
of essential parts within the subsystem (whose failure causes the subsystem to
fail) to the total number of such essential parts in the entire CNC machine. In
general, complexity should be defined in a way to reflect the fact that a higher
complexity leads to a lower reliability. It has an objective similar to that of the
likelihood of failure. Thus, in reliability allocation, a more complex subsystem
will be assigned a lower-reliability target.
3. Criticality. The failure of some components may cause severe effects, inc-
luding, for example, loss of life and permanent environmental damage. The sit-
uation will be exacerbated when such components have a high likelihood of
failure. Apparently, criticality is a synthesis of severity and failure probability,
as defined in the FMEA technique described in Chapter 6. If a design cannot
eliminate severe failure modes, it is imperative that the components attain the
minimum probability of failure. As such, high-reliability goals should be assigned
to them.
4. Cost. Cost is a major criterion that concerns the commercial industry and
often is an objective subject to minimization. The costs required to achieve the
same reliability increment vary with components. Some components incur a high
cost to improve reliability a little because of the difficulty in design, verification,
and production. It may be economically beneficial to allocate a higher-reliability
target to the components that require less cost to improve reliability.

4.11.2 Equal Allocation Technique

The equal allocation technique treats equally all criteria including those described
in Section 4.11.1 for all components within a system and assigns a common
reliability target to all components to achieve the overall system reliability target.
Although naive, this method is the simplest one and is especially useful in the
early design phase when no detail information is available. For a series system,
the system reliability is the product of the reliabilities of individual components.
RELIABILITY ALLOCATION 109

Thus, (4.64) can be written as

n
Ri∗ ≥ R ∗ . (4.65)
i=1

The minimum reliability requirement of a component is given by

Ri∗ = (R ∗ )1/n , i = 1, 2, . . . , n. (4.66)

If all components are exponential, (4.65) becomes


n
λ∗i ≤ λ∗ , (4.67)
i=1

where λ∗i and λ∗ are the maximum allowable failure rates of component i and
system, respectively. Then the maximum allowable failure rate of a component is
λ∗
λ∗i = , i = 1, 2, . . . , n. (4.68)
n
Example 4.17 An automobile consists of a body, a powertrain, an electrical
subsystem, and a chassis connected in series, as shown in Figure 4.2. The life-
times of all subsystems are exponentially distributed and equally important. If
the vehicle reliability target at 36 months in service is 0.98, determine the reli-
ability requirement at this time and the maximum allowable failure rate of each
subsystem.

SOLUTION From (4.66), the reliability of each individual subsystem is

Ri∗ (36) = (0.98)1/4 = 0.995, i = 1, 2, 3, 4.

The maximum allowable failure rate of the vehicle in accordance with the overall
reliability target is

ln[R ∗ (36)] ln(0.98)

λ∗ = − =− = 5.612 × 10−4 failures per month.
36 36
From (4.68), the maximum allowable failure rate of each individual subsystem is

5.612 × 10−4
λ∗i = = 1.403 × 10−4 failures per month, i = 1, 2, 3, 4.
4

4.11.3 ARINC Approach

The ARINC approach, proposed by the Aeronautical Research Inc., assumes that
all components are (1) connected in series, (2) independent of each other, (3)
exponentially distributed, and (4) have a common mission time. Then reliability
110 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

allocation becomes the task of choosing the failure rates of individual components
λ∗i such that (4.67) is satisfied. The determination of λ∗i takes into account the
likelihood of component failure (one of the criteria described earlier) by using
the following weighting factors:
λi
wi = n , i = 1, 2, . . . , n, (4.69)
i=1 λi
where λi is the failure rate of component i obtained from historical data or
prediction. The factors reflect the relative likelihood of failure. The larger the
value of wi , the more likely the component is to fail. Thus, the failure rate target
allocated to a component should be proportional to the value of the weight:
namely,
λ∗i = wi λ0 , i = 1, 2, . . . , n, (4.70)
n
where λ0 is a constant. Because i=1 wi = 1 and if the equality holds in (4.67),
inserting (4.70) into (4.67) yields λ0 = λ∗ . Therefore, (4.70) can be written as

λ∗i = wi λ∗ , i = 1, 2, . . . , n. (4.71)

This gives the maximum allowable failure rate of a component. The correspond-
ing reliability target is readily calculated as

Ri∗ (t) = exp(−wi λ∗ t), i = 1, 2, . . . , n.

Example 4.18 Refer to Example 4.17. The warranty data for similar subsystems
of an earlier model year have generated the failure rate estimates of the body,
powertrain, electrical subsystem, and chassis as λ1 = 1.5 × 10−5 , λ2 = 1.8 ×
10−4 , λ3 = 2.3 × 10−5 , and λ4 = 5.6 × 10−5 failures per month, respectively.
Determine the reliability requirement at 36 months in service and the maximum
allowable failure rate of each subsystem in order to achieve the overall reliability
target of 0.98.

SOLUTION As worked out in Example 4.17, the maximum allowable failure

rate of the vehicle in accordance with the reliability target of 0.98 at 36 months
is λ∗ = 5.612 × 10−4 failures per month. Next we calculate the weighting factors
by using (4.69) and obtain

1.5 × 10−5
w1 =
1.5 × 10−5 + 1.8 × 10−4 + 2.3 × 10−5 + 5.6 × 10−5
1.5 × 10−5
= = 0.0547,
27.4 × 10−5
1.8 × 10−4 2.3 × 10−5
w2 = = 0.6569, w3 = = 0.0839,
27.4 × 10−5 27.4 × 10−5
5.6 × 10−5
w4 = = 0.2044.
27.4 × 10−5
RELIABILITY ALLOCATION 111

Substituting the values of λ∗ and the weighting factors into (4.71) gives the
maximum allowable failure rates of the four subsystems. Then we have

λ∗1 = 0.0547 × 5.612 × 10−4 = 3.0698 × 10−5 ,

λ∗2 = 0.6569 × 5.612 × 10−4 = 3.6865 × 10−4 ,
λ∗3 = 0.0839 × 5.612 × 10−4 = 4.7085 × 10−5 ,
λ∗4 = 0.2044 × 5.612 × 10−4 = 1.1471 × 10−4 .

The minimum reliability requirements corresponding to the maximum allowable

failure rates are

R1∗ (36) = exp(−λ∗1 × 36) = exp(−3.0698 × 10−5 × 36) = 0.9989,

R2∗ (36) = exp(−3.6865 × 10−4 × 36) = 0.9868,
R3∗ (36) = exp(−4.7085 × 10−5 × 36) = 0.9983,
R4∗ (36) = exp(−1.1471 × 10−4 × 36) = 0.9959.

As a check, the resulting vehicle reliability at 36 months is

R1∗ (36) × R2∗ (36) × R3∗ (36) × R4∗ (36) = 0.9989 × 0.9868 × 0.9983 × 0.9959
= 0.98.

This equals the reliability target specified.

4.11.4 AGREE Allocation Method

The AGREE allocation method, developed by the Advisory Group of Relia-
bility of Electronic Equipment (AGREE), determines the minimum allowable
mean time to failure for each individual subsystem to satisfy the system reliabil-
ity target. This allocation approach explicitly takes into account the complexity
of subsystems. Complexity is defined in terms of modules and their associated
circuitry, where each module is assumed to have an equal failure rate. This
assumption should be kept in mind when defining the boundary of modules. In
general, module counts for highly reliable subsystems such as computers should
be reduced because the failure rates are far lower than those of less reliable
subsystems such as actuators.
The AGREE allocation method also considers the importance of individual
subsystems, where importance is defined as the probability of system failure
when a subsystem fails. The importance reflects the essentiality of the subsystem
to the success of system. The importance of 1 means that the subsystem must
function successfully for the system to operate. The importance of 0 indicates
that the failure of the subsystem has no effect on system operation.
112 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

Assume that the subsystems are independently and exponentially distributed,

and operate in series with respect to their effect on system success. Then (4.64)
can be written as

n
  
1 − wi 1 − Ri∗ (ti ) = R ∗ (t), (4.72)
i=1

where R ∗ (t) is the system reliability target at time t, Ri∗ (ti ) the reliability target
allocated for subsystem i at time ti (ti ≤ t), wi the importance of subsystem i,
and n the number of subsystems. It can be seen that the allocation method allows
the mission time of a subsystem to be less than that of the system.
Since the times to failure of subsystems are distributed exponentially and
we have the approximation exp(−x) ≈ 1 − x for a very small x, (4.72) can be
written as
n
 
λ∗i wi ti = − ln R ∗ (t) ,
i=1

where λ∗i is the failure rate allocated to subsystem i. Taking the complexity into
account, λ∗i can be written as

mi ln[R ∗ (t)]
λ∗i = − , i = 1, 2, . . . , n, (4.73)
mwi ti
where mi is the number of modules  in subsystem i, m is the total number of
modules in the system and equals n1 mi , and wi is the importance of subsystem
i.
Considering the approximations exp(−x)≈1 − x for small x and ln(y) ≈ y−1
for y close to 1, the reliability target allocated to subsystem i can be written as

1 − [R ∗ (t)]mi /m
Ri∗ (ti ) = 1 − . (4.74)
wi
If wi is equal or close to 1, (4.74) simplifies to

Ri∗ (ti ) = [R ∗ (t)]mi /mwi . (4.75)

It can be seen that (4.73) and (4.74) would result in a very low reliability
target for a subsystem of little importance. A very small value of wi distortedly
outweighs the effect of complexity and leads to an unreasonable allocation. The
method works well only when the importance of each subsystem is close to 1.

Example 4.19 An on-board diagnostic system is installed in an automobile to

detect the failure of emission-related components. When a failure occurs, the
system generates diagnostic trouble codes corresponding to the failure type, saves
the codes to a computer to facilitate subsequent repair, and illuminates the failure
indicator on the panel cluster to alert the driver to the need for repair. The system
consists of sensing, diagnosis, and indication subsystems, where the sensing and
RELIABILITY ALLOCATION 113

TABLE 4.3 Data for AGREE Reliability Allocation

Subsystem Number of Operating Time
Number Subsystem Modules Importance (h)

1 Sensing 12 1 12
2 Diagnosis 38 1 12
3 Indication 6 0.85 6

diagnosis subsystems are essential for the system to fulfill the intended functions.
Failure of the indication subsystem causes the system to fail at an estimated
probability of 0.85. In the case of indicator failure, it is possible that a component
failure is detected by the driver due to poor drivability. Determine the reliability
targets for the subsystems in order to satisfy the system reliability target of 0.99
in a driving cycle of 12 hours. Table 4.3 gives the data necessary to solve the
problem.

SOLUTION From Table 4.3, the total number of modules in the system is m =
12 + 38 + 6 = 56. Substituting the given data into (4.73) yields the maximum
allowable failure rates (in failures per hour) of the three subsystems as
12 × ln(0.99) 38 × ln(0.99)
λ∗1 = − = 1.795 × 10−4 , λ∗2 = −
56 × 1 × 12 56 × 1 × 12
= 5.683 × 10−4 ,
6 × ln(0.99)
λ∗3 = − = 2.111 × 10−4 .
56 × 0.85 × 6
From (4.74), the corresponding reliability targets are
1 − [0.99]12/56 1 − [0.99]38/56
R1∗ (12) = 1 − = 0.9978, R2∗ (12) = 1 −
1 1
= 0.9932,
1 − [0.99]6/56
R3∗ (6) = 1 − = 0.9987.
0.85
Now we substitute the allocated reliabilities into (4.72) to check the system reli-
ability, which is
[1 − 1 × (1 − 0.9978)] × [1 − 1 × (1 − 0.9932)] × [1 − 0.85 × (1 − 0.9987)]
= 0.9899.
This approximately equals the system reliability target of 0.99.

4.11.5 Customer-Driven Allocation Approach

In Chapter 3 we presented methods for setting the reliability required for a prod-
uct to meet customer expectations. Now we describe an approach to allocating the
114 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

reliability target to each subsystem. As in Chapter 3, suppose that QFD (quality

function deployment) analysis has identified k important customer expectations,
denoted E1 , E2 , . . . , Ek . The customer expectations are linked to m independent
and monotone-critical performance characteristics, denoted Y1 , Y2 , . . . , Ym , whose
thresholds are D1 , D2 , . . . , Dm , respectively. Let S1∗ , S2∗ , . . . , Sk∗ be the minimum
customer satisfactions on E1 , E2 , . . . , Ek , respectively. Here Si∗ (i = 1, 2, . . . , k)
are specified. The probabilities of the performance characteristics not exceeding
the respective thresholds are obtained by solving (3.2). Then we have
Pr(Yi ≤ Di ) = pi , i = 1, 2, . . . , m. (4.76)
The system (product) is supposed to consist of n subsystems, each of which has
nj (j = 1, 2, . . . , n) performance characteristics strongly correlated to the system
performance characteristics as indicated by the second house of quality. Let (x1 ,
x2 , . . . , xn1 ), (xn1 +1 , xn1 +2 , . . . , xn1 +n2 ), . . . , (xn1 +n2 + ···+ nn−1 +1 , xn1 +n2 + ··· + nn−1 +2 ,
. . . , xn1 +n2 +···+nn−1 +nn ) denote the performance characteristic vectors of subsys-
tems 1, 2, . . .,and n, respectively. Also let di be the threshold of xi , where
i = 1, 2, . . . , n1 nj . Through QFD analysis we can identify the subsystem per-
formance characteristics which are strongly interrelated to each system perfor-
mance characteristic. The assumption regarding independence of Y1 , Y2 , . . . , Ym
prescribes that one subsystem characteristic cannot affect more than one system
characteristic and that the characteristics of the same subsystem are indepen-
dent. We further assume that each subsystem characteristic is correlated to a
system characteristic and all are independent. Suppose that Yi is determined
by mi subsystem characteristics and Yi exceeds Di if any of the mi subsystem
characteristics crosses a threshold. Thus, the probability of Yi not exceeding Di is


mi

mi
pi = Pr(Yi ≤ Di ) = Pr(xj ≤ dj ) = p(xj ), i = 1, 2, . . . , m, (4.77)
j j

where p(xj ) = Pr(xj ≤ dj ), xj denotes a subsystem characteristic strongly related

to Yi , and index j may not be numerically consecutive. If the mi subsystem char-
acteristics are equally important and the associated probabilities are set equal,
we have
1/m
p(xj ) = pi i , i = 1, 2, . . . , m. (4.78)
Using (4.78), we can specify the reliability target for each subsystem per-
formance characteristic. Because subsystem i is measured by ni performance
characteristics, the reliability target Ri∗ of subsystem i can be written as

J1
Ri∗ = p(xj ), i = 1, 2, . . . , n, (4.79)
j =J0 +1
 
where J1 = i1 nj , J0 = 1i−1 nj for i ≥ 2, and J0 = 0 for i = 1.
Equation (4.79) gives the minimum reliability requirement that is correlated to
the minimum customer satisfaction. It is worth noting that the reliability target is a
RELIABILITY ALLOCATION 115

function of time because the performance characteristics change with time. Thus,
we should specify the time of particular interest at which minimum reliability
must be achieved.

Example 4.20 A product consists of three subsystems. Through QFD analysis,

we have identified that customers have three important expectations for the prod-
uct, say E1 , E2 , and E3 , and that there exist strong correlations of E1 to Y1 and
Y2 , E2 to Y1 and Y3 , and E3 to Y2 , where Yi (i = 1, 2, 3) are the independent
product performance characteristics. The QFD study further indicates that Y1 is
strongly affected by x1 and x3 , Y2 by x2 , x5 and x6 , Y3 by x4 , where x1 and x2
are the performance characteristics of subsystem 1, x3 and x4 of subsystem 2,
and x5 and x6 of subsystem 3. Determine the reliability target of each subsys-
tem to achieve 88%, 90%, and 95% customer satisfactions on E1 , E2 , and E3 ,
respectively, at the design life.

SOLUTION From (3.2) we have p1 p2 = 0.88, p1 p3 = 0.9, and p2 = 0.95.

Solving this equation system gives p1 = 0.93, p2 = 0.95, and p3 = 0.97. Then
the product reliability target at the design life is R ∗ = p1 p2 p3 = 0.93 × 0.95 ×
0.97 = 0.857. Since Y1 is affected by x1 and x3 , from (4.78), we obtain p(x1 ) =
p(x3 ) = 0.931/2 = 0.9644. Similarly, we have p(x2 ) = p(x5 ) = p(x6 ) = 0.951/3
= 0.983 and p(x4 ) = 0.97.
The reliability target at the design life for each subsystem is determined
from (4.79) as

2

4
R1∗ = p(xi ) = 0.9644 × 0.983 = 0.948, R2∗ = p(xi )
i=1 i=3

= 0.9644 × 0.97 = 0.9355,

6
R3∗ = p(xi ) = 0.983 × 0.983 = 0.9663.
i=5

As a check, the minimum system reliability is R1∗ × R2∗ × R3∗ = 0.948 × 0.9355
× 0.9663 = 0.857. This is equal to the product reliability target R ∗ . It should
be pointed out that meeting the subsystem reliability targets does not guarantee
all customer satisfactions. To ensure all customer satisfactions, p(xj ) for each
subsystem characteristic must not be less than the assigned values.

4.11.6 Optimal Allocation Methods

Cost is an important factor that often dominates a reliability allocation. As
described in Chapter 3 and illustrated in Figure 3.7, reliability investment cost
increases with required reliability level. However, the investment is returned
116 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

with savings in engineering design, verification, and production costs. The sav-
ings subtracted from the investment cost yields the net cost, which concerns
a reliability allocation. In general, the cost is a nondecreasing function of required
reliability. The more stringent the reliability target, the higher the cost. As the
reliability required approaches 1, the cost incurred by meeting the target increases
rapidly. Cost behaviors vary from subsystem to subsystem. In other words, the
cost required to attain the same increment in reliability is dependent on sub-
system. As such, it is economically beneficial to assign higher-reliability goals
to the subsystems that demand lower costs to meet the targets. The discussion
above indicates that reliability allocation heavily influences cost. A good allo-
cation method should achieve the overall reliability requirement and low cost
simultaneously.
Let Ci (Ri ) denote the cost of subsystem i with reliability Ri . The cost of the
entire system is the total of all subsystem costs: namely,


n
C= Ci (Ri ), (4.80)
i=1

where C is the cost of the entire system and n is the number of subsystems. In the
literature, various models for Ci (Ri ) have been proposed. Examples include Misra
(1992), Aggarwal (1993), Mettas (2000), Kuo et al. (2001), and Kuo and Zuo
(2002). In practice, it is important to develop or select the cost functions that
are suitable for the specific subsystems. Unfortunately, modeling a cost function
is an arduous task because it is difficult, if not impossible, to estimate the costs
associated with attaining different reliability levels of a subsystem. The modeling
process is further complicated by the fact that subsystems within a system often
have different cost models. Given the constraints, we often employ a reasonable
approximation to a cost function.
If the cost function Ci (Ri ) for subsystem i (i = 1, 2, . . . , n) is available, the
task of reliability allocation may be transformed into an optimization problem.
In some applications, cost is a critical criterion in reliability allocation. Then the
reliability targets for subsystems should be optimized by minimizing the cost,
while the constraint on overall system reliability is satisfied. This optimization
problem can be formulated as


n
Min Ci (Ri∗ ), (4.81)
i=1

subject to h(R1∗ , R2∗ , . . . , Rn∗ ) ≥ R ∗ , where Ri∗ (i = 1, 2, . . . , n) are the decision

variables, R ∗ is the overall system reliability target, and h has the same meaning
as in (4.1). Solving (4.81) gives the optimal values of Ri∗ or the optimal reliability
targets for subsystems.
As a variant, the cost model Ci (Ri∗ ) in (4.81) may be substituted by an effort
function, and the allocation method is known as the effort minimization approach.
RELIABILITY ALLOCATION 117

Let Ei (Ri , Ri∗ ) denote the effort function, which describes the dollar amount of
effort required to increase the reliability of subsystem i from the current reliability
level Ri to a higher reliability level Ri∗ . The larger the difference between Ri and
Ri∗ , the more the effort, and vice versa. Thus, the effort function is nonincreasing
in Ri for a fixed value of Ri∗ and nondecreasing in Ri∗ for a fixed value of Ri .
Using the effort function, (4.81) can be written as


n
Min Ei (Ri , Ri∗ ), (4.82)
i=1

subject to h(R1∗ , R2∗ , . . . , Rn∗ ) ≥ R ∗ , Ri∗ ≥ Ri ; i = 1, 2, . . . , n.

In some situations where a system failure can cause severe consequences,
such as the loss of human life or permanent damage to environment, increasing
reliability may be more critical than cutting cost. Then the objective of reliability
allocation is to maximize the system reliability while meeting the given cost
constraint. The problem can be formulated as

Max[h(R1∗ , R2∗ , . . . , Rn∗ )], (4.83)


subject to ni=1 Ci (Ri ) ≤ C ∗ , where C ∗ is the maximum allowable cost for the
system. Solving (4.83) yields the optimal values of reliability targets for individ-
ual subsystems.
The optimization problems above consider only two factors: system reliability
and cost. In practice, we may want to include some other important dimensions,
such as weight and size, which have effects on reliability and cost. Then the
optimization models should be modified accordingly to take these factors into
account. For example, a constraint on weight may be added to (4.81) if the objec-
tive is still to minimize the cost.
The optimization models above are known as nonlinear programming prob-
lems. To solve any of the models, numerical methods are required. Efficient
algorithms may be found in, for example, Bazaraa et al. (1993) and Kuo et al.
(2001). Nowadays, implementation of the algorithms is no longer a tough chal-
lenge, due to the availability of commercial software such as Matlab; even
Microsoft Excel is able to solve small optimization problems.

Example 4.21 A system consists of four subsystems configured according to

Figure 4.33. The cost (in dollars) of each subsystem is given by

bi
Ci (Ri ) = ai exp , i = 1, 2, 3, 4,
1 − Ri

where Ri is the reliability of subsystem i and ai and bi are cost-function param-

eters whose values are summarized in Table 4.4 for each subsystem. The system
is required to achieve a design life reliability of 0.92. Determine the subsystem
reliability targets that minimize the total cost.
118 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

2
1 4
3

FIGURE 4.33 System configuration of Example 4.21

TABLE 4.4 Parameters of the Cost Function

Subsystem
1 2 3 4

ai 3.5 3 4.5 1.2

bi 0.07 0.11 0.13 0.22

SOLUTION Based on the system configuration, the system reliability is R =

R1 R4 (R2 + R3 − R2 R3 ). Let Ri∗ denote a target of Ri (i = 1, 2, 3, 4). Then the
optimization model is
   
0.07 0.11 0.13
Min 3.5 exp + 3 exp + 4.5 exp
1 − R1∗ 1 − R2∗ 1 − R3∗
 
0.22
+1.2 exp ,
1 − R4∗

subject to R1∗ R4∗ (R2∗ + R3∗ − R2∗ R3∗ ) ≥ 0.92. The optimization model can be sol-
ved easily using a numerical algorithm. Here we employ Newton’s method and
the Solver in Microsoft Excel, and obtain R1∗ = 0.9752, R2∗ = 0.9392, R3∗ =
0.9167, and R4∗ = 0.9482. The costs (in dollars) associated with the subsystems
are C1 (R1∗ ) = 58.81, C2 (R2∗ ) = 18.31, C3 (R3∗ ) = 21.42, and C4 (R4∗ ) = 83.94.

The minimum total cost of the system is C = 4i=1 Ci (Ri∗ ) = $182.48.

PROBLEMS

4.1 An automotive V6 engine consists of six identical cylinders. For the engine
to perform its intended functions, all six cylinders must be operationally
successful. Suppose that the mileage to failure of a cylinder can be modeled
with the Weibull distribution with shape parameter 1.5 and characteristic
life 3.5 × 106 miles. Calculate the reliability and failure rate of the engine
at 36,000 miles.
4.2 A special sprinkler system is comprised of three identical humidity sensors,
a digital controller, and a pump, of which the reliabilities are 0.916, 0.965,
and 0.983, respectively. The system configuration is shown in Figure 4.34.
Calculate the reliability of the sprinkler system.
PROBLEMS 119

Sensor

Controller Pump

FIGURE 4.34 Reliability block diagram of a sprinkler system

2 5 6

1 3

7 8
4

FIGURE 4.35 Reliability block diagram of Problem 4.3

4.3 Calculate the reliability of the system in Figure 4.35, where component i
has reliability Ri (i = 1, 2, . . . , 8).
4.4 A power-generating plant is installed with five identical generators running
simultaneously. For the plant to generate sufficient power for the end users,
at least three of the five generators must operate successfully. If the time
to failure of a generator can be modeled with the exponential distribution
with λ = 3.7 × 10−5 failures per hour, calculate the reliability of the plant
at 8760 hours.
4.5 A critical building has three power sources from separate stations. Nor-
mally, one source provides the power and the other two are in standby.
Whenever the active source fails, a power supply grid switches to a standby
source immediately. Suppose that the three sources are distributed identi-
cally and exponentially with λ = 1.8 × 10−5 failures per hour. Calculate
the reliability of the power system at 3500 hours for the following cases:
(a) The switching system is perfect and thus never fails.
(b) The switching system is subject to failure according to the exponential
distribution with a failure rate of 8.6 × 10−6 failures per hour.
4.6 A computing system consists of five individual computers, as shown in
Figure 4.36. Ri (i = 1, 2, . . . , 5) is the reliability of computer i at a given
time. Compute the system reliability at the time.
4.7 Refer to Problem 4.6. Suppose that the computer manufacturers have pro-
vided estimates of reliability and variance of each computer at 10,000 hours,
as shown in Table 4.5. Calculate the one-sided lower 95% confidence bound
on the system reliability at 10,000 hours.
4.8 Calculate the Birnbaum, criticality, and Fessel–Vesely measures of impor-
tance for the computing system in Problem 4.7. What observation can you
make from the values of the three importance measures?
120 SYSTEM RELIABILITY EVALUATION AND ALLOCATION

1 2

3 4

FIGURE 4.36 Reliability block diagram of a computing system

TABLE 4.5 Estimates of the Reliability and Variance of Individual Computers

Computer
1 2 3 4 5

R̂i
 0.995 0.983 0.988 0.979 0.953
V̂ar(R̂i ) 0.0172 0.0225 0.0378 0.0432 0.0161

4.9 An automotive powertrain system consists of engine, transmission, and axle

subsystems connected in logic series. The reliability target of the powertrain
system is 0.98 at 36 months. Allocate the reliability target equally to each
subsystem.
4.10 Refer to Problem 4.9. The lives of the engine, transmission, and axle sub-
systems are assumed to be exponentially distributed with 6.3 × 10−5 , 3.1 ×
10−5 , and 2.3 × 10−5 failures per month, respectively. Determine the reli-
ability target of each subsystem using the ARINC method.
4.11 A system is comprised of four subsystems connected in logic series. The
system reliability target is 0.975 at 500 hours of continuous operation. Com-
pute the reliability target for each subsystem using the AGREE approach
with the data given in Table 4.6.
4.12 A product consists of four subsystems. QFD analysis indicates that the
product has four important customer expectations (Ei , i = 1, 2, 3, 4), four
system performance characteristics (Yj , j = 1, 2, 3, 4) highly correlated
to Ei , and six subsystem performance characteristics (xk , k = 1, 2, . . . , 6)

TABLE 4.6 Data for Problem 4.11

Number of Operating Time
Subsystem Modules Importance (h)

1 33 1 500
2 18 1 500
3 26 0.93 405
4 52 1 500
PROBLEMS 121

E1 E2 E3 E4

Y1 Y2 Y3 Y4

x1 x2 x3 x4 x5 x6

FIGURE 4.37 Strong correlations between Ei and Yj and Yj and xk

cascaded from Yj . Here x1 and x2 belong to subsystem 1, x3 to subsys-

tem 2, x4 and x5 to subsystem 3, and x6 to subsystem 4. The correlations
between Ei and Yj , and Yj and xk are shown in Figure 4.37. The customer
satisfactions on E1 , E2 , E3 , and E4 are specified to be 90%, 92%, 95%,
and 87%, respectively. Determine the reliability target required for each
subsystem to achieve the customer satisfaction.
4.13 Refer to Example 4.21. If the maximum allowable cost for the system is
$250, determine the subsystem reliability targets that maximize the system
reliability.
5
RELIABILITY IMPROVEMENT
THROUGH ROBUST DESIGN

5.1 INTRODUCTION

In Chapter 3 we presented methods for setting the reliability target of a product.

The target quantifies the reliability requirement, which is a part of the design
specifications that must be satisfied. In Chapter 4 we described approaches to
allocating the reliability target to subsystems and components within the product
and predicting product reliability. In many situations the predicted reliability is
lower than the target or the allocated reliability. The difference is usually substan-
tial for a product containing new technologies. To achieve the specified reliability,
we often require rigorous reliability improvement in the product design phase.
There exist numerous methods for increasing reliability. Redundancy is a classical
reliability design approach; however, it adds cost and weight and finds rare appli-
cations in most commercial products (e.g., automobiles). Using high-reliability
materials and components is also a common practice. But this method may be
inefficient in today’s competitive business climate because of the increased cost.
Robust design is a powerful technique for improving reliability at low cost
in a short time. Robust design is a statistical engineering methodology for opti-
mizing product or process conditions so that product performance is minimally
sensitive to various sources of variation. The methodology was first developed
and advocated by Taguchi (1987). Since the 1980s, it has been applied exten-
sively to boost the quality of countless products and processes. A large body
of the literature describes success stories on this subject. Ryoichi (2003) reports
that the robust design method has been successful in airplane-engine engineering

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

122
RELIABILITY AND ROBUSTNESS 123

development and presents three wining cases in particular. Menon et al. (2002)
delineate a case study on the robust design of spindle motor. Tu et al. (2006)
document the robust design of a manufacturing process. Chen (2001) describes
robust design of very large-scale integration (VLSI) process and device. Taguchi
(2000) and Taguchi et al. (2005) present a large number of successful projects
conducted in a wide spectrum of companies.
Numerous publications, most of which come with case studies, demonstrate
that robust design is also an effective methodology for improving reliability. K.
Yang and Yang (1998) propose a design and test method for achieving robust
reliability by making products and processes insensitive to the environmental
stresses. The approach is illustrated with a case study on the reliability
improvement of the integrated-circuit interconnections. Chiao and Hamada
(2001) describe a method for analyzing degradation data from robust design
experiments. A case study on reliability enhancement of light-emitting diodes is
presented. Tseng et al. (1995) report on increasing the reliability of fluorescent
lamp with degradation data. C. F. Wu and Hamada (2000) present the design of
experiments and dedicate a chapter to methods of reliability improvement through
robust parameter design. Condra (2001) includes Taguchi’s method and basic
reliability knowledge in one book and discusses several case studies. Phadke and
Smith (2004) apply robust design method to increase the reliability of engine
control software.
In this chapter we describe the concepts of reliability and robustness and dis-
cuss their relationships. The robust design methods and processes for improving
reliability are presented and illustrated with several industrial examples. Some
advanced topics on robust design are described at the end of the chapter; these
materials are intended for readers who want to pursue further study.

5.2 RELIABILITY AND ROBUSTNESS

In contrast to the standard reliability definition given in Chapter 2, the IEEE

Reliability Society (2006) defines reliability as follows: “Reliability is a design
engineering discipline which applies scientific knowledge to assure a product
will perform its intended function for the required duration within a given envi-
ronment. This includes designing in the ability to maintain, test, and support
the product throughout its total life cycle. Reliability is best described as prod-
uct performance over time. This is accomplished concurrently with other design
disciplines by contributing to the selection of the system architecture, materials,
processes, and components—both software and hardware; followed by verifying
the selections made by thorough analysis and test.”
Compared to the standard definition, the IEEE Reliability Society’s definition
is more oriented to engineering. It emphasizes that reliability is a design engineer-
ing discipline in view of the fact that the reliability, maintainability, testability,
and supportability of a product depend largely on the quality of design. As
described earlier, a powerful design technique is robust design, which aims at
building robustness into products in the design phase.
124 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

Robustness is defined as the ability of a product to perform its intended

function consistently at the presence of noise factors. Here, the noise factors are
the variables that have adverse effects on the intended function and are impossi-
ble or impractical to control. Environmental stresses are the typical noise factors.
This definition is widely applied in the field of quality engineering to address
initial robustness when the product service time is zero. If customer satisfaction
over time is concerned, the effect of time should be taken into account.
Reliability and robustness are correlated. On the one hand, reliability can be
perceived as robustness over time. A robust product has high reliability during
its early time in service under varions use conditions. To be reliable, the product
must maintain its robustness over time. It is possible that a robust product is not
reliable as time increases. Let’s consider a scenario. A product is said to have
failed if its performance characteristic crosses a threshold. The product is robust
against the use conditions and unit-to-unit variation in the early service time. As
age increases, the performance characteristic degrades rapidly, resulting in low
reliability. This scenario is illustrated in Figure 5.1, where S1 and S2 represent
two use conditions, and G is the threshold of performance characteristic y. On
the other hand, robustness can be thought of as reliability at different use con-
ditions. A reliable product has a high robustness value under the use conditions
specified. To be robust, the product must maintain its reliability under different
use conditions. It is possible that a reliable product is not robust. For example,
a product that is reliable under S1 may not be reliable under S2 . In this case the
product is not robust against the use conditions, as illustrated in Figure 5.2.

S1
y

S2
G

0
t
FIGURE 5.1 Robust product sensitive to aging

S1

S2
y

0
t
FIGURE 5.2 Reliable product sensitive to use conditions
RELIABILITY DEGRADATION AND QUALITY LOSS 125

S1

S2

y
G

0
t
FIGURE 5.3 Product insensitive to aging and use conditions

A product should be designed to achieve both high robustness and reliability.

Such a product is robust against noise factors and reliable over time, as illustrated
in Figure 5.3, and thus is said to have high robust reliability. From the discussions
above, robust reliability can be defined as the ability of a product to perform its
intended function consistently over time at the presence of noise factors.
To achieve high robust reliability, a robust design should integrate the time
variable into the design scheme. Such a design technique, called robust reliability
design, is an extension of Taguchi’s robust design. In this chapter we describe
mainly methods for the improvement of robust reliability.

5.3 RELIABILITY DEGRADATION AND QUALITY LOSS

5.3.1 Quality Loss Function

In engineering design, it is widely perceived that all products meeting design
tolerance specifications are equally good regardless of how far a quality char-
acteristic (i.e., a performance characteristic) deviates from its target. However,
from the customer’s point of view, these products have different quality levels;
the closer the characteristic to the target, the better. Any deviation from the tar-
get value will cause a loss which can be measured in dollars. The perception
is described meaningfully by the quadratic quality loss function, which can be
written as
L(y) = K(y − my )2 , (5.1)

where L(y) is the quality loss, y a quality characteristic, my the target value of
y, and K the quality loss coefficient. Quality characteristics can be categorized
into three types: (1) nominal-the-best, (2) smaller-the-better, and (3) larger-the-
better.

Nominal-the-Best Characteristics In engineering design we frequently encoun-

ter the nominal-the-best characteristics. The nominal value is the target value. Due
to production process variation, the characteristics are allowed to vary within a
range, say ±
0 , where
0 is called the tolerance. For example, the voltage output
of a battery can be written as 12 ± 0.1 V. Equation (5.1) describes the quality
126 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

L0

L(y)
f(y)

my − ∆0 my my + ∆0
y
FIGURE 5.4 Quadratic quality loss for a nominal-the-best characteristic

loss of this type of characteristics. The quality loss is illustrated in Figure 5.4. If
the quality loss is L0 when the tolerance is just breached, (5.1) can be written as
L0
L(y) = (y − my )2 . (5.2)

20
The quality characteristic y is a random variable due to the unit-to-unit varia-
tion and can be modeled with a probabilistic distribution. The probability density
function (pdf) of y, denoted f (y), is depicted in Figure 5.4. If y has a mean µy
and standard deviation σy , the expected quality loss is

E[L(y)] = E[K(y − my )2 ] = KE[(y − µy ) + (µy − my )]2

= K[(µy − my )2 + σy2 ]. (5.3)

Equation (5.3) indicates that to achieve the minimum expected quality loss, we
have to minimize the variance of y and set the mean µy to the target my .

Smaller-the-Better Characteristics If y is a smaller-the-better characteristic, its

range can be written as [0,
0 ], where 0 is the target value and
0 is the upper
limit. The quality loss function is obtained by substituting my = 0 into (5.1) and
can be written as
L(y) = Ky 2 . (5.4)

The quality loss function is depicted is Figure 5.5. If the quality loss is L0 when
y just breaches the upper limit, the quality loss at y can be written as
L0 2
L(y) = y . (5.5)

20
The expected quality loss is

E[L(y)] = K(µ2y + σy2 ). (5.6)

Larger-the-Better Characteristics If y is a larger-the-better characteristic, its

range is [
0 , ∞], where
0 is the lower limit. Because the reciprocal of a
RELIABILITY DEGRADATION AND QUALITY LOSS 127

L0

L(y) f (y)

0 ∆0
y
FIGURE 5.5 Quadratic quality loss for a smaller-the-better characteristic
L(y)

f (y)
L0

0 ∆0
y
FIGURE 5.6 Quadratic quality loss for a larger-the-better characteristic

larger-the-better characteristic has the same quantitative behavior as a smaller-

the-better one, the quality loss function can be obtained by substituting 1/y for
y in (5.4). Then we have
2
1
L(y) = K . (5.7)
y
The quality loss function is depicted in Figure 5.6. If the quality loss is L0
when y is at the lower limit
0 , the quality loss at y is
L0
20
L(y) = . (5.8)
y2
The expected loss is obtained by using the Taylor series expansion and can be
written as  
K 3σy2
E[L(y)] ≈ 2 1 + 2 . (5.9)
µy µy

Equation (5.9) indicates that increasing the mean or decreasing the variance
reduces the quality loss.

5.3.2 Reliability Degradation

As described in Chapter 2, failure modes can be classified into two groups: hard
failure and soft failure. Hard failure is catastrophic failure, and soft failure is
degradation of product performance to an unacceptable level. The quality loss
128 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

functions presented in Section 5.3.1 are applicable to these two types of failure
modes.
Hard Failure For a hard-failure product, there is generally no indication of per-
formance degradation before the failure occurs. Customers perceive the product
life as the key quality characteristic. Obviously, life is a larger-the-better char-
acteristic. The quality loss function for life can be modeled by (5.7). Then (5.8)
is used to calculate the quality loss, where
0 is often the design life and L0
is the loss due to the product failure at the design life. Here the design life is
deemed as the required life span because customers usually expect a product to
work without failure during its design life. L0 may be determined by the life
cycle cost. Dhillon (1999) describes methods for calculation of the cost.
The expected quality loss for life is described by (5.9). To minimize or reduce
the loss due to failure, we have to increase the mean life and reduce the life
variation. In robust reliability design, this can be accomplished by selecting the
optimal levels of the design parameters.
Soft Failure For a soft-failure product, failure is defined in terms of a per-
formance characteristic crossing a prespecified threshold. Such a performance
characteristic usually belongs to the smaller-the-better or larger-the-better type.
Few are nominal-the-best type. Regardless of the type, the performance charac-
teristic that defines failure is the quality characteristic that incurs the quality loss.
The characteristic is often the one that most concerns customers.
The quality loss functions presented in Section 5.3.1 describe the initial loss
due to the spreading performance characteristic caused by material and process
variations. After the product is placed in service, the performance characteristic
degrades over time. As a result, the reliability decreases and the quality loss
increases with time. It is clear that the quality loss is nondecreasing in time.
Taking the time effect into account, the expected loss for a smaller-the-better
characteristic can be written as
E{L[y(t)]} = K[µ2y (t) + σy2 (t)]. (5.10)
Similarly, the expected loss for a larger-the-better characteristic is
 
K 3σy2 (t)
E{L[y(t)]} ≈ 2 1+ 2 . (5.11)
µy (t) µy (t)

The relationships among performance degradation, reliability, and quality loss

are illustrated in Figures 5.7 and 5.8. Figure 5.7 shows a smaller-the-better char-
acteristic degrading over time and an increasing probability of failure defined by
the characteristic. In Figure 5.7,
0 is the threshold G, f [y(ti )] (i = 1, 2, 3) is
the pdf of y at ti , and the shaded area represents the probability of failure at
the corresponding time. In Chapter 8 we describe the degradation reliability in
detail. Figure 5.8 plots the quality loss function for the characteristic at different
times. It is clear that the probability of failure increases with the quality loss.
Therefore, minimizing the quality loss maximizes the reliability. As (5.10) and
ROBUST DESIGN PROCESS 129

∆0

y(t) f [ y(t3)]
f [ y(t2)]
f [ y(t1)]

0 t1 t2 t3
t
FIGURE 5.7 Relation of performance degradation and probability of failure
L[ y(t)]

f [y(t2)]
f [y(t1)] f[y(t3)]

0 ∆0
y(t)
FIGURE 5.8 Quadratic quality loss as a function of time

(5.11) indicate, the quality loss may be minimized by alleviating the performance
degradation, which can be accomplished by robust design (to be discussed later).

5.4 ROBUST DESIGN PROCESS

In Section 5.3 we related reliability degradation to quality loss and concluded that
reliability can be improved through robust design. In this section we describe the
process of robust design.

5.4.1 Three Stages of Robust Design

Robust design is a statistical engineering methodology for minimizing the per-
formance variation of a product or process by choosing the optimal conditions
of the product or process to make the performance insensitive to noise factors.
According to Taguchi (1987), a robust design consists of three stages: system
design, parameter design, and tolerance design.
System design involves selection of technology and components for use,
design of system architecture, development of a prototype that meets customer
requirements, and determination of manufacturing process. System design has sig-
nificant impacts on cost, yield, reliability, maintainability, and many other perfor-
mances of a product. It also plays a critical role in reducing product sensitivity to
noise factors. If a system design is defective, the subsequent parameter design and
tolerance design aimed at robustness improvement are fruitless. In recent years,
some system design methodologies have emerged and shown effective, such as
130 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

the axiomatic design and TRIZ (an innovative problem-solving method). Dieter
(2000), Suh (2001), Rantanen and Domb (2002), and K. Yang and El-Haik
(2003) describe the system design in detail. Nevertheless, there are few systematic
approaches in the literature, largely because system design is skill intensive.
Parameter design aims at minimizing the sensitivity of the performance of a
product or process to noise factors by setting its design parameters at the optimal
levels. In this step, designed experiments are usually conducted to investigate the
relationships between the design parameters and performance characteristics of
the product or process. Using such relationships, one can determine the optimal
setting of the design parameters. In this book, parameter design is the synonym
of robust design in a narrow sense. In a broad sense, the former is a subset of
the latter.
Tolerance design is to choose the tolerance of important components to reduce
the performance sensitivity to noise factors under cost constraints. Tolerance
design may be conducted after the parameter design is completed. If the parame-
ter design cannot achieve sufficient robustness, tolerance design is necessary. In
this step, the important components whose variability has the largest effects on
the product sensitivity are identified through experimentation. Then the tolerance
of these components is tightened by using higher-grade components based on the
trade-off between the increased cost and the reduction in performance variabil-
ity. Jeang (1995), P. Ross (1996), Creveling (1997), C. C. Wu and Tang (1998),
C. Lee (2000), and Vlahinos (2002) describe the theory and application of the
tolerance design.

5.4.2 Steps of Robust Design

As stated earlier, robust design implies the parameter design in this book. The
steps of a robust design are structured to save time and cost and to improve the
robust reliability in an efficient manner. The steps are as follows:
1. Define the boundary. Robust design is usually performed on the sub-
systems or components of a complex product. This step is to determine
the subsystem or component within the product for robust design and to
identify the impact of neighboring subsystems and components on the
subsystem or component under study in terms of functional interactions
and noise disturbance. In the remainder of this chapter, the subsystem or
component under study is referred to as a system unless stated otherwise.
Section 5.5 delineates the system boundary definition.
2. Develop a P-diagram (a parameter diagram). It shows pictorially the
(a) system for robust design, (b) design parameters (control factors), (c)
noise factors, (d) inputs (signals), (e) outputs (functions, responses), and
(f) failure modes. A P-diagram contains all information necessary for
subsequent robust design. In Section 5.6 we discuss the P-diagram in
detail.
3. Determine the key quality characteristic that characterizes the functions
of the system to the greatest extent. The characteristic is to be monitored
ROBUST DESIGN PROCESS 131

and measured in experimentation. For a binary-state system, life is usually

the key quality characteristic and is used as the experimental response.
For a degradation system, the critical performance characteristic is the
key quality characteristic. In Chapter 8 we discuss selection of the critical
performance characteristic.
4. Identify the key noise factors and determine their levels. In general, numer-
ous noise factors apply to the system under study. It is impossible or
impractical to include all noise factors in a robust design; only the key
factors can be studied. The key noise factors are those that have the largest
adverse impact on the functions of the system. The range of noise levels
should be as broad as possible to represent real-world use conditions. The
number of noise levels is constrained by the test time, cost, and available
capacity of test equipment.
5. Determine the main control factors and their levels. The main control
factors are those to which the functions of the system are most sensitive.
The range of control factor levels should be as wide as possible while
maintaining the intended functions. The number of levels is restricted
by the availability of time, budget, and test resource. In this step it is
important to identify potential interactions between control factors. An
interaction between two factors exists if the effect of a factor on the
system function depends on whether the other factor is present.
6. Design the experiment. In this step, the orthogonal arrays are employed
to design the experiment. An inner array is selected to accommodate the
control factors and their potential interactions. An outer array is used
to lay out the noise factors. In Section 5.8 we describe the design of
experiment in detail. In this step we should also decide an appropriate
number of replicates at each experimental condition to obtain sufficient
statistical accuracy with available resources. The order in which the exper-
iments are conducted is randomized to avoid biased effects. The test
equipment, measurement tools, and measurement frequency on the key
quality characteristic are selected in this step. If necessary, a study of
gauge repeatability and reproducibility, commonly known as gauge R&R,
should be performed. Montgomery (2001a), for example, presents gauge
R&R methods.
7. Conduct the experiment. This step is to generate and collect measurement
data on the key quality characteristic of test units at each experimental
condition. In experimentation it is essential to comply with the opera-
tional standards of the test facility and reduce human errors. In some
applications, a computer simulation may replace physical testing to save
time and cost. The simulation does not need experimental replicates,
because every run of the simulation gives the same results. The most
critical factor for a successful computer simulation is to create a model
that represents the system adequately.
8. Analyze the experimental data. In this step we (a) identify the con-
trol factors that have statistically significant effects on the experimental
132 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

response, (b) determine the optimal setting of the significant control fac-
tors, and (c) predict the response under the optimal setting. Graphical
response analysis or analysis of variance (ANOVA) is usually performed
in this step.
9. Run a confirmation test. The optimality of the control factor levels is
confirmed by running a test on the samples at the optimal setting.
10. Recommend actions. The optimal setting should be implemented in design
and production. To sustain the improvement, follow-up actions such as
executing a statistical process control are recommended. Montgomery
(2001a) and Stamatis (2004), for example, describe quality control appro-
aches, including statistical process control.

5.5 BOUNDARY DEFINITION AND INTERACTION ANALYSIS

A complex product is usually expensive. Robust design through experiment on the

final product is usually unaffordable. Rather, it is often conducted on subsystems
or components (both referred to as systems, as stated earlier) within the product.
To perform robust design on a system, we first have to define the boundary of the
system. The system selected is a part of the product, and hence has interactions
with other subsystems, components, and software within the product. On the other
hand, the system may also interact directly with the environment, customers,
and the production process. The interaction can be physical contact, information
exchange, or energy flow. The last two types of interactions can be one-way or
two-way. Some interactions are integral parts of the system functionality, and
some can cause noise effects that jeopardize the functionality.
A boundary diagram is often used to illustrate the boundary of a system.
Figure 5.9 shows a generic example of a boundary diagram in which the one-
directional arrow represents a one-way interaction, and the two-directional arrow,
a two-way interaction. Defining the boundary of a system is the process of identi-
fying the signals to the system, the outputs from the system, and the noise sources

Neighboring components: Neighboring subsystems:

receiving signal from system sending signals to system

Environment: Software: information

temperature, System exchange
humidity, etc.

Customer: Manufacturing:
use frequency, process variation,
load, etc. manufacturability

FIGURE 5.9 Generic boundary diagram

P-DIAGRAM 133

disturbing the system. Therefore, a boundary diagram provides useful informa-

tion to subsequent creation of a P-diagram. In addition, a boundary diagram is a
valuable input to failure mode effect and analysis (FMEA) in that it recognizes
the failure effects of the system under concern. FMEA is discussed in Chapter 6.

5.6 P-DIAGRAM

A P-diagram illustrates the inputs (signals), outputs (intended functions or respo-

nses), control factors, noise factors, and failure modes of a system. Figure 5.10
shows a generic P-diagram, where the noise factors, signals, and intended func-
tions may be carried over from a boundary diagram, if it has been created.
The control factors and failure modes are new additions. A P-diagram contains
the necessary information for robust design. The elements of a P-diagram are
described below.
Signals are inputs from customers or other subsystems or components to the
system under study. The system transforms the signals into functional responses
and, of course, failure modes. Signals are essential to fulfilling the function of
a system. For example, the force applied on an automobile braking pedal is a
signal to the braking system, which converts the applied force into a braking
force to stop the vehicle within a safe distance.
Noise factors are variables that have adverse effects on robustness and are
impossible or impractical to control. Generally, there are three types of noise
factors:
ž Internal noise: performance degradation or deterioration as a result of prod-
uct aging. For example, abrasion is an internal noise for the automobile
braking system.
ž External noise: operating conditions that disturb the functions of a system,
including environmental stresses such as temperature, humidity and vibra-
tion, as well as operating load. For a braking system, road condition, driving
habits, and vehicle load are external noise factors.
ž Unit-to-unit noise: variation in performance, dimension, and geometry
resulting from variability in materials and production process. This noise

Noise factors

Signals Intended functions

System

Failure modes

Control factors

FIGURE 5.10 Generic P-diagram

134 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

factor is inevitable, but can be reduced through tolerance design and process
control. In the braking system example, variation in the thickness of drums
and pads is this type of noise factor.

In the automotive industry, noise factors are further detailed. For example, at
Ford Motor Company, noise factors are divided into five categories: (1) unit-to-
unit variation; (2) change in dimension, performance, or strength over time or
mileage; (3) customer usage and duty cycle; (4) external environment, including
climate and road conditions; and (5) internal environment created by stresses from
neighboring components. Although the last three types belong to the external
noise described above, this further itemization is instrumental in brainstorming
all relevant noise factors. Strutt and Hall (2003) describe the five types of noise
factors in greater detail.
Control factors are the design parameters whose levels are specified by design-
ers. The purpose of a robust design is to choose optimal levels of the parameters.
In practice, a system may have a large number of design parameters, which are
not of the same importance in terms of the contribution to robustness. Often, only
the key parameters are included in a robust design. These factors are identified
by using engineering judgment, analytical study, a preliminary test, or historical
data analysis.
Intended functions are the functionalities that a system is intended to perform.
The functions depend on signals, noise factors, and control factors. Noise factors
and control factors influence both the average value and variability of functional
responses, whereas the signals determine the average value and do not affect the
variability.
Failure modes represent the manner in which a system fails to perform its
intended functions. As explained earlier, failure modes can be classified into two
types: hard failure and soft failure. In the braking system example, excessive
stopping distance is a soft failure, whereas complete loss of hydraulic power in
the braking system is a hard failure.

Example 5.1 An on-board diagnostic (OBD) system is installed in automobiles

to monitor the failure of exhaust gas recirculation (EGR) components. Such an
OBD system is also referred to as an EGR monitor. When a component fails,
the EGR monitor detects the failure and illuminates a malfunction light on the
instrument panel to alert the driver to the need for repair. Figure 5.11 shows a P-
diagram for an EGR monitor. The example would only be typical for this monitor
and is not intended to be exhaustive. A full P-diagram of the monitor contains
more noise factors and a large number (about 70) of calibration parameters, as
well as several strategies and algorithms of calibration.

5.7 NOISE EFFECTS MANAGEMENT

The creation of a P-diagram leads to the identification of all noise factors that
disturb the functional responses and generate failure modes. The noise factors
 Noise Factors
Unit-to-unit variation: sensor transfer function variation, gasket orifice size
variation, spring load variation, tube insertion depth variation, etc.
Wear out/degradation (internal noise): gasket bead compression, orifice
erosion, wire connector correction, sensor degradation, regulator spring drift, etc.
Customer usage (external noise): extreme driving conditions, etc.
External environment (external noise): temperature, barometer, humidity, etc.
NOISE EFFECTS MANAGEMENT

Internal environment (external noise): exhaust gas composition, excessive

vibration from neighboring pressure sensor and regulator, supply voltage
variation, fluid exposure, etc.

Signals Intended Function

Exhaust gas flow, EGR voltage, EGR Monitor Detect a failure only when it occurs
manifold absolute pressure

Failure Modes
Control Factors
Fail to detect a failure (beta error),
Calibration parameters,

values which will surface in the FMEA process (Chapter 6).

falsely detect a failure (alpha error),

FIGURE 5.11 P-diagram of an EGR monitor

calibration algorithms,
fail to complete a federal test
and strategies
procedure cycle

the failure mode “fail to detect a failure (beta error)” is caused by multiple noise
may be the consequence of several noise factors. For example, in Figure 5.11,

cause the most troublesome failure modes, those with high risk priority number
One noise factor may result in more than one failure mode; one failure mode

involves numerous noise factors, it is important to identify the critical factors that
transfer function can cause both alpha and beta errors. Since a product usually
factors, including sensor transfer function variation, wire connector corrosion,
supply voltage variation, and others. On the other hand, the variation in sensor
135

and failure modes have cause-and-effect relations, which usually are complicated.
136 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

The effects of critical noise factors must be addressed in robust design. System
design, parameter design, and tolerance design are the fundamental methods for
reducing noise effects. In system design, the following common techniques are
often employed to eliminate or mitigate the adverse effects:

1. Change the technology and system architecture. This method is proactive

and expensive. It is effective in alleviating the effects of internal and external
noise factors.
2. Reduce or remove noises through design. This technique needs special design
aimed at particular noises. For example, in electronic circuit design, sev-
eral capacitors are paralleled to reduce the influence of electrostatic dis-
charge.
3. Adopt a compensation device. Although passive, this approach is useful in
many applications. For example, cooling systems are installed in automobiles
to lower the engine temperature, which is a critical external noise factor for
an engine system. The success of this method depends on the reliability of the
compensation device. Once the device fails, the noise effects will be active.
4. Disguise or divert noise through special design. This technique bypasses
noise to unimportant systems or environment. For example, heat sinks may
be installed in electronic products to dissipate heat to the surrounding so as
to bring down the temperature of heat-sensitive components.

5.8 DESIGN OF EXPERIMENTS

In earlier sections we defined the scope of robust design, identified the critical
control factors and noise factors and their levels, and determined the key quality
characteristic. The next step in robust design is to design the experiment.
Design of experiment is a statistical technique for studying the effects of
multiple factors on the experimental response simultaneously and economically.
The factors are laid out in a structured array in which each row represents a
combination of levels of factors. Then experiments with each combination are
conducted and response data are collected. Through experimental data analysis,
we can choose the optimal levels of control factors that minimize the sensitivity
of the response to noise factors.
Various types of structured arrays or experimental designs, such as full factorial
designs and a variety of fractional factorial designs are described in the literature
(e.g., C. F. Wu and Hamada, 2000; Montgomery, 2001b). In a full factorial
design, the number of runs equals the number of levels to the power of the
number of factors. For example, a two-level full factorial design with eight factors
requires 28 = 256 runs. If the number of factors is large, the experiments will be
unaffordable in terms of time and cost. In these situations, a fractional factorial
design is often employed. A fractional factorial design is a subset of a full
factorial design, chosen according to certain criteria. The commonly used classical
fractional factorials are 2k−p and 3k−p , where 2 (3) is the number of levels, k
DESIGN OF EXPERIMENTS 137

the number of factors, and 2−p (3−p ) the fraction. For example, a two-level
half-fractional factorial with eight factors needs only 28−1 = 128 runs.
The classical fractional factorial designs require that all factors have an equal
number of levels. For example, a 2k−p design can accommodate only two-level
factors. In practice, however, some factors are frequently required to take a differ-
ent number of levels. In such situations, the classical fractional factorial designs
are unable to meet the demand. A more flexible design is that of orthogonal
arrays, which have been used widely in robust design. As will be shown later,
the classical fractional factorial designs are special cases of orthogonal arrays. In
this section we present experimental design using orthogonal arrays.

5.8.1 Structure of Orthogonal Arrays

An orthogonal array is a balanced fractional factorial matrix in which each row
represents the levels of factors of each run and each column represents the levels
of a specific factor that can be changed from each run. In a balanced matrix:

ž All possible combinations of any two columns of the matrix occur an equal
number of times within the two columns. The two columns are also said to
be orthogonal.
ž Each level of a specific factor within a column has an equal number of
occurrences within the column.

For example, Table 5.1 shows the orthogonal array L8 (27 ). The orthogonal
array has seven columns. Each column may accommodate one factor with two
levels, where the low and high levels are denoted by 0 and 1, respectively. From
Table 5.1 we see that any two columns, for example, columns 1 and 2, have
level combinations (0,0), (0,1), (1,0), and (1,1). Each combination occurs twice
within the two columns. Therefore, any two columns are said to be orthogonal.
In addition, levels 0 and 1 in any column repeat four times. The array contains
eight rows, each representing a run. A full factorial design with seven factors and

TABLE 5.1 L8 (27 ) Orthogonal Array

Column
Run 1 2 3 4 5 6 7

1 0 0 0 0 0 0 0
2 0 0 0 1 1 1 1
3 0 1 1 0 0 1 1
4 0 1 1 1 1 0 0
5 1 0 1 0 1 0 1
6 1 0 1 1 0 1 0
7 1 1 0 0 1 1 0
8 1 1 0 1 0 0 1
138 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

two levels of each would require 27 = 128 runs. Thus, this orthogonal array is
1
a 16 fractional factorial design. In general, because of the reduction in run size,
an orthogonal array usually saves a considerable amount of test resource. As
opposed to the improved test efficiency, an orthogonal array may confound the
main effects (factors) with interactions. To avoid or minimize such confounding,
we should identify any interactions before design of experiment and lay out the
experiment appropriately. This is discussed further in subsequent sections.
In general, an orthogonal array is indicated by LN (IP × JQ ), where N denotes
the number of experimental runs, P is the number of I-level columns, and Q is
the number of J-level columns. For example, L18 (21 × 37 ) identifies the array as
having 18 runs, one two-level column, and seven three-level columns. The most
commonly used orthogonal arrays have the same number of levels in all columns,
and then LN (IP × JQ ) simplifies to LN (IP ). For instance, L8 (27 ) indicates that the
orthogonal array has seven columns, each with two levels. The array requires
eight runs, as shown in Table 5.1.
Because of the orthogonality, some columns in LN (IP ) are fundamental (inde-
pendent) columns, and all other columns are generated from two or more of the
fundamental columns. The generation formula is as follows, with few exceptions.

(number in the column generated from ifundamental columns)


i
= (number in fundamental columnj )(mode I), (5.12)
j =1

where 2 ≤ i ≤ total number of fundamental columns. The modulus I calculation

gives the remainder after the sum is divided by I.

Example 5.2 In L8 (27 ) as shown in Table 5.1, columns 1, 2, and 4 are the fun-
damental columns, all other columns being generated from these three columns.
For instance, column 3 is generated from columns 1 and 2 as follows:

column 1 column 2 column 3

     
0 0 0
0 0 0
     
0 1 1
     
0 + 1 (mode 2) = 1
     
1 0 1
1 0 1
     
1 1 0
1 1 0

5.8.2 Linear Graphs

As explained in Section 5.8.1, an orthogonal array is comprised of fundamen-
tal columns and generated columns. Fundamental columns are the independent
DESIGN OF EXPERIMENTS 139

columns, and generated columns are the interaction columns. For example, in
Table 5.1, the interaction between columns 1 and 2 goes to column 3. In an
experimental layout, if factor A is assigned to column 1 and factor B to column
2, column 3 should be allocated to the interaction A × B if it exists. Assigning an
independent factor to column 3 can lead to an incorrect data analysis and faulty
conclusion because the effect of the independent factor is confounded with the
interaction effect. Such experimental design errors can be prevented by using a
linear graph.
A linear graph, a pictorial representation of the interaction information, is
made up of dots and lines. Each dot indicates a column to which a factor (main
effect) can be assigned. The line connecting two dots represents the interaction
between the two factors represented by the dots at each end of the line segment.
The number assigned to a dot or a line segment indicates the column within the
array. In experimental design, a factor is assigned to a dot, and an interaction is
assigned to a line. If the interaction represented by a line is negligible, a factor
may be assigned to the line.
Figure 5.12 shows two linear graphs of L8 (27 ). Figure 5.12a indicates that
columns 1, 2, 4, and 7 can be used to accommodate factors. The interaction
between columns 1 and 2 goes into column 3, the interaction between 2 and 4
goes into column 6, and the interaction between columns 1 and 4 goes into column
5. From (5.12) we can see that column 7 represents a three-way interaction among
columns 1, 2, and 4. The linear graph assumes that three-way or higher-order
interactions are negligible. Therefore, column 7 is assignable to a factor. It should
be noted that all linear graphs are based on this assumption, although it may be
questionable in some applications.

Example 5.3 To assign an experiment with five two-level factors, A, B, C, D,

and E, and interactions A × B and B × C to L8 (27 ), using Figure 5.12a we can
allocate factor A to column 1, factor B to column 2, factor C to column 4,
factor D to column 7, factor E to column 5, interaction A × B to column 3, and
interaction B × C to column 6.

Most orthogonal arrays have two or more linear graphs. The number and
complexity of linear graphs increase with the size of orthogonal array. A multitude
of linear graphs provide great flexibility for assigning factors and interactions.

1
2
3
7
3 5 5
1 4

6 7
2 4
6
(a) (b)

FIGURE 5.12 Linear graphs for L8 (27 )

140 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

The most commonly used orthogonal arrays and their linear graphs are listed in
the Appendix.

5.8.3 Two-Level Orthogonal Arrays

A two-level orthogonal array is indicated as LN (2P ). The most frequently used
two-level arrays are L4 (23 ), L8 (27 ), L12 (211 ), and L16 (215 ).
L4 (23 ), shown in Table 5.2, is a half-fractional factorial array. The first two
columns can be assigned to two factors. The third column accommodates the
interaction between them, as indicated by the linear graph in Figure 5.13. If
a negligible interaction can be justified, the third column is assignable to an
additional factor.
The layout and linear graphs of L8 (27 ) are shown in Table 5.1 and Figure 5.12,
respectively. This array requires only eight runs and is very flexible in investi-
gating the effects of factors and their interactions. It is often used in small-scale
experimental designs.
L12 (211 ), given in the Appendix, is unique in that the interaction between any
two columns within the array is partially spread across the remaining columns.
This property minimizes the potential of heavily confounding the effects of factors
and interactions. If engineering judgment considers the interactions to be weak,
the array is efficient in investigating the main effects. However, the array cannot
be used if the interactions must be estimated.
L16 (215 ) is often used in a large-scale experimental design. The array and the
commonly used linear graphs can be found in the Appendix. This array provides
great flexibility for examining both simple and complicated two-way interactions.
For example, it can accommodate 10 factors and five interactions, or five factors
and 10 interactions.

5.8.4 Three-Level Orthogonal Arrays

Three-level orthogonal arrays are needed when experimenters want to explore the
quadratic relationship between a factor and the response. Although the response

TABLE 5.2 L4 (23 ) Orthogonal Array

Column
Run 1 2 3

1 0 0 0
2 0 1 1
3 1 0 1
4 1 1 0

3
1 2
FIGURE 5.13 Linear graph for L4 (23 )
DESIGN OF EXPERIMENTS 141

surface method is deemed advantageous in investigating such a relationship,

experimental design using orthogonal arrays is still widely used in practice
because of the simplicity in data analysis. Montgomery (2001b) describes
response surface analysis.
LN (3P ) refers to a three-level orthogonal array where 0, 1, and 2 denote the
low, middle, and high levels, respectively. Any arrays in which the columns
contain predominantly three levels are also called three-level orthogonal arrays.
For example, L18 (21 × 37 ) is considered a three-level array. The most commonly
used three-level arrays are L9 (34 ), L18 (21 × 37 ), and L27 (313 ).
L9 (34 ) is the simplest three-level orthogonal array. As shown in Table 5.3,
this array requires nine runs and has four columns. The first two columns are the
fundamental columns, and the last two accommodate the interactions between
columns 1 and 2, as shown in Figure 5.14. If no interactions can be justified, the
array can accommodate four factors.
L18 (21 × 37 ) is a unique orthogonal array (see the Appendix for the layout
and linear graphs of this array). The first column in this array contains two
levels and all others have three levels. The interaction between the first two
columns is orthogonal to all columns. Therefore, the interaction can be estimated
without sacrificing additional columns. However, the interactions between any
pair of three-level columns are spread to all other three-level columns. If the
interactions between three-level factors are strong, the array cannot be used.
L27 (313 ) contains three levels in each of its 13 columns (the layout and linear
graphs are given in the Appendix). The array can accommodate four interactions
and five factors, or three interactions and seven factors. Because the interaction
between two columns spreads to the other two columns, two columns must be
sacrificed in considering one interaction.

TABLE 5.3 L9 (34 ) Orthogonal Array

Column
Run 1 2 3 4

1 0 0 0 0
2 0 1 1 1
3 0 2 2 2
4 1 0 1 1
5 1 1 2 0
6 1 2 0 1
7 2 0 2 1
8 2 1 0 2
9 2 2 1 0

3, 4
1 2
FIGURE 5.14 Linear graph for L9 (34 )
142 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

5.8.5 Mixed-Level Orthogonal Arrays

The orthogonal arrays that have been discussed so far can accommodate only two-
or three-level factors. Except for L18 (21 × 37 ), the arrays require that all factors
have an equal number of levels. In practice, however, we frequently encounter
situations in which few factors have more levels than all others. In such cases,
the few factors with multiple levels will considerably increase the array size. For
example, L8 (27 ) is good for investigating five independent factors. However, if
one of the five factors has to take four levels, L16 (45 ) is needed simply because
of the four-level factor, apparently rendering the experiment not economically
efficient. To achieve the economic efficiency, in this section we describe the
preparation of mixed-level orthogonal arrays using the column-merging method.
The method is based on a linear graph and the concept of degrees of freedom
(Section 5.8.6). In particular, in this section we describe a method of preparing
a four-level column and an eight-level column in standard orthogonal arrays.
First, we study a method of creating a four-level column in a standard two-
level orthogonal array. Because a four-level column has three degrees of freedom
and a two-level column has one, the formation of one four-level column requires
three two-level columns. The procedure of forming a four-level column has three
steps:

1. Select any two independent (fundamental) columns and their interaction

column. For example, to generate a four-level column in L8 (27 ), columns
1, 2, and 3 may be selected, as shown in Figure 5.15.
2. Merge the numbers of the two independent (fundamental) columns selected
and obtain 00, 01, 10, and 11, denoted 0, 1, 2, and 3, respectively. Then
the merging forms a new column whose levels are 0, 1, 2, and 3. In the
L8 (27 ) example, combining the numbers of columns 1 and 2 gives a new
series of numbers, as shown in Table 5.4.
3. Replace the three columns selected with the four-level column. In the L8 (27 )
example, the first three columns are replaced by the new column. The new
column is orthogonal to any other column, except for the original first three
columns. Now, a four-level factor can be assigned to the new column, and
other two-level factors go to columns 4, 5, 6, and 7.

In experimentation, an eight-level column is sometimes needed. As with a four-

level column, an eight-level column can be prepared using the column-merging

2
3

1 5
4

6
7
FIGURE 5.15 Selection of three columns to form a new column
DESIGN OF EXPERIMENTS 143

TABLE 5.4 Formation of a Four-Level Column

in L8 (27 )
Column
Combined New
Run 1 2 3 Number Column 4 5 6 7

1 0 0 0 00 0 0 0 0 0
2 0 0 0 00 0 1 1 1 1
3 0 1 1 01 1 0 0 1 1
4 0 1 1 01 1 1 1 0 0
5 1 0 1 10 2 0 1 0 1
6 1 1 0 11 3 1 1 1 0
7 1 1 0 11 3 0 1 1 0
8 1 1 0 11 3 1 0 0 1

15 8

14 9
13 1 11
12 10
3 5
7
2 4
6
FIGURE 5.16 Selection of seven columns to form a new column

method. Because an eight-level column counts for seven degrees of freedom, it

can be obtained by combining seven two-level columns. The procedure is similar
to that for creating a four-level column.
1. Select any three independent (fundamental) columns and their four inter-
action columns with the assistance of linear graphs. For example, if an
eight-level column is to be created in L16 (215 ), we can choose the indepen-
dent columns 1, 2, and 4 and their interaction columns, 3, 5, 6 and 7, as
shown in Figure 5.16. Column 7 accommodates three-column interaction
(columns 1, 2, and 4) or two-column interaction (columns 1 and 6).
2. Merge the numbers of the three independent (fundamental) columns sele-
cted and obtain 000, 001, 010, 011, 100, 101, 110, and 111, denoted by
0, 1, 2, 3, 4, 5, 6, and 7, respectively. Then the merging forms a new
column with these eight levels. In the L16 (215 ) example, combining the
numbers of columns 1, 2, and 4 gives a new series of numbers, as shown
in Table 5.5.
3. Replace the seven columns selected with the eight-level column. In the
L16 (215 ) example, columns 1 to 7 are replaced by the new column. The
new column is orthogonal to any other column, except for the original
seven columns. Now, the new array can accommodate an eight-level factor
and up to eight two-level factors.
144 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.5 Formation of an Eight-Level Column in L16 (215 )

Column
Combined New
Run 1 2 4 Number Column 8 9 10 11 12 13 14 15

1 0 0 0 000 0 0 0 0 0 0 0 0 0
2 0 0 0 000 0 1 1 1 1 1 1 1 1
3 0 0 1 001 1 0 0 0 0 1 1 1 1
4 0 0 1 001 1 1 1 1 1 0 0 0 0
5 0 1 0 010 2 0 0 1 1 0 0 1 1
6 0 1 0 010 2 1 1 0 0 1 1 0 0
7 0 1 1 011 3 0 0 1 1 1 1 0 0
8 0 1 1 011 3 1 1 0 0 0 0 1 1
9 1 0 0 100 4 0 1 0 1 0 1 0 1
10 1 0 0 100 4 1 0 1 0 1 0 1 0
11 1 0 1 101 5 0 1 0 1 1 0 1 0
12 1 0 1 101 5 1 0 1 0 0 1 0 1
13 1 1 0 110 6 0 1 1 0 0 1 1 0
14 1 1 0 110 6 1 0 0 1 1 0 0 1
15 1 1 1 111 7 0 1 1 0 1 0 0 1
16 1 1 1 111 7 1 0 0 1 0 1 1 0

5.8.6 Assigning Factors to Columns

To lay out an experiment, we must select an appropriate orthogonal array and
allocate the factors and interactions to the columns within the array. The selection
of an orthogonal array is directed by the concept of degrees of freedom, and the
assignment of factors and interactions is assisted by linear graphs.
The term degrees of freedom has different meanings in physics, chemistry,
engineering, and statistics. In statistical analysis, it is the minimum number of
comparisons that need to be made to draw a conclusion. For example, a factor
of four levels, say A0 , A1 , A2 , and A3 , has three degrees of freedom because
we need three comparisons between A0 and the other three levels to derive a
conclusion concerning A0 . Generally, in the context of experimental design, the
number of degrees of freedom required to study a factor equals the number of
factor levels minus one. For example, a two-level factor counts for 1 degree of
freedom, and a three-level factor has 2 degrees of freedom.
The number of degrees of freedom of an interaction between factors equals
the product of the degrees of freedom of the factors comprising the interaction.
For example, the interaction between a three-level factor and a four-level factor
has (3 − 1) × (4 − 1) = 6 degrees of freedom.
The number of degrees of freedom in an orthogonal array equals the sum
of degrees of freedom available in each column. If we continue to use LN (IP )
to denote an orthogonal array, the degrees of freedom of the array would be
(I − 1) × P. For example, the number of degrees of freedom available in L16 (215 )
is (2 − 1) × 15 = 15. L18 (21 × 37 ) is a special case that deserves more attention.
DESIGN OF EXPERIMENTS 145

As shown in Section 5.8.4, interaction between columns 1 and 2 of the array is

orthogonal to all other columns. The interaction provides (2 − 1) × (3 − 1) = 2
degrees of freedom. Then the total number of degrees of freedom is 2 + (2 −
1) × 1 + (3 − 1) × 7 = 17. From the examples we can see that the number of
degrees of freedom in an array equals the number of runs of the array minus one,
that is, N − 1. This is generally true because N runs of an array provide N − 1
degrees of freedom.
Having understood the concept and calculation of degrees of freedom, we
can select an appropriate orthogonal array and assign factors and interactions
to the columns in the array by using its linear graphs. The procedure is as
follows:

1. Calculate the total number of degrees of freedom needed to study the factors
(main effects) and interactions of interest. This is the degrees of freedom
required.
2. Select the smallest orthogonal array with at least as many degrees of free-
dom as required.
3. If necessary, modify the orthogonal array by merging columns or using
other techniques to accommodate the factor levels.
4. Construct a required linear graph to represent the factors and interactions.
The dots represent the factors, and the connecting lines indicate the inter-
actions between the factors represented by the dots.
5. Choose the standard linear graph that most resembles the linear graph
required.
6. Modify the required graph so that it is a subset of the standard linear
graph.
7. Assign factors and interactions to the columns according to the linear graph.
The unoccupied columns are error columns.

Example 5.4 The rear spade in an automobile can fracture in the ends of the
structure due to fatigue under road conditions. An experiment was designed
to improve the fatigue life of the structure. The fatigue life may be affected
by the setting of the design parameters as well as the manufacturing process.
The microfractures generated during forging grow while the spade is in use.
Therefore, the control factors in this study include the design and production
process parameters. The main control factors are as follows:

ž Factor A: material; A0 = type 1, A1 = type 2

ž Factor B: forging thickness; B0 = 7.5 mm, B1 = 9.5 mm
ž Factor C: shot peening; C0 = normal, C1 = masked
ž Factor D: bend radius; D0 = 5 mm, D1 = 9 mm

In addition to these main effects (factors), interactions B × D and C × D are

possible and should be included in the study. Select an appropriate orthogonal
array and lay out the experiment.
146 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

1
D C
C×D
7
3 5
B×D
A
B 2 4
6
(a) (b)

FIGURE 5.17 (a) Required linear graph; (b) standard linear graph

1D

7A
B×D C×D
3 5

2 6 4
B error column C

FIGURE 5.18 Assignment of factors and interactions to L8 (27 )

SOLUTION To design the experiment, we first calculate the degrees of freedom

for the factors and interactions. Each factor has two levels and thus has 2 − 1 = 1
degree of freedom. Each interaction has (2 − 1) × (2 − 1) = 1 degree of freedom.
The total number of degrees of freedom equals 4 × 1 + 2 × 1 = 6. Then we select
L8 (27 ), which provides seven degrees of freedom, to lay out the experiment.
The next step is to construct a linear graph to represent the interactions and
factors. The graph is shown in Figure 5.17a. This graph resembles the standard
linear graph in Figure 5.17b. Then we reconstruct the linear graph by match-
ing the graph to the standard linear graph and assign factors and interactions
to the columns, as shown in Figure 5.18. Factor A is assigned to column 7
rather than column 6 to avoid factor A being confounded with any potential
interaction between factors B and C. Column 6 is empty and serves as an error
column.

5.8.7 Cross Arrays

So far, the design of experiment has dealt only with control factors. The purpose
of robust design is to make products insensitive to noise factors by choosing the
optimal levels of design parameters. To achieve this purpose, it is essential to
incorporate noise factors into the experimental design. C. F. Wu and Hamada
(2000), for example, suggest that a single array be used to accommodate both
the control and noise factors. In the scheme of Taguchi’s robust design, control
factors and noise factors are allocated to separate orthogonal arrays. The array
that accommodates control factors is referred to as the inner array, and the array
that contains noise factors is called the outer array. The combination of an inner
DESIGN OF EXPERIMENTS 147

TABLE 5.6 Cross Orthogonal Array

Outer Array

z1 : 0 0 1 1
Inner Array
Factors and Interactions z2 : 0 1 0 1

Run 1 2 3 4 5 6 7 z3 : 0 1 1 0

1 0 0 0 0 0 0 0
2 0 0 0 1 1 1 1
3 0 1 1 0 0 1 1
4 0 1 1 1 1 0 0
Experimental data
5 1 0 1 0 1 0 1
6 1 0 1 1 0 1 0
7 1 1 0 0 1 1 0
8 1 1 0 1 0 0 1

and an outer array forms a cross array. Table 5.6 shows a cross array in which
the inner array is L8 (27 ) and the outer array is L4 (23 ). The outer array can
accommodate three noise factors (z1 , z2 , and z3 ).
The run size of a cross array is N × l, where N is the run size of the inner array
and l is the run size of the outer array. For the cross array in Table 5.6, the total
number of runs is 8 × 4 = 32. If more noise factors or levels are to be included in
the experiment, the size of the outer array will be larger. As a result, the total run
size will increase proportionally, and the experiment will become too expensive.
This difficulty may be resolved by using the noise-compounding strategy.
The aim of using an outer array is to integrate into the experiment the noise
conditions under which the product will operate in the field. The test units at a
setting of control factors are subjected to a noise condition. The quality char-
acteristic of a unit usually takes extreme values at extreme noise conditions. If
the quality characteristic is robust against extreme conditions, it would be robust
in any condition between extremes. Therefore, it is legitimate in an outer array
to use only extreme noise conditions: the least and most severe conditions. The
least severe condition often is a combination of the lower bounds of the ranges
of the noise factors, whereas the most severe is formed by the upper bounds.
In the context of reliability testing, experiments using the levels of noise
factors within the use range frequently generate few failures or little degradation.
Considering this, elevated levels of carefully selected noise factors are sometimes
applied to yield a shorter life or more degradation. Such noise factors must not
148 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.7 Cross Array for the Rear Spade Experiment

Inner Array Outer Array

D B D×B C D×C A
Run 1 2 3 4 5 6 7 z11 z12

1 0 0 0 0 0 0 0
2 0 0 0 1 1 1 1
3 0 1 1 0 0 1 1
4 0 1 1 1 1 0 0
Fatigue life data
5 1 0 1 0 1 0 1
6 1 0 1 1 0 1 0
7 1 1 0 0 1 1 0
8 1 1 0 1 0 0 1

interact with the control factors. Otherwise, the accelerated test data may lead to
a falsely optimal setting of the control factors (Section 5.14.4).

Example 5.5 Refer to Example 5.4. The noise factors for the rear spade are as
follows:
ž Noise factor M: stroke frequency; M0 = 0.5 Hz, M1 = 3 Hz
ž Noise factor S: stroke amplitude; S0 = 15 mm, S1 = 25 mm

There are four combinations of noise levels, but running the experiments at the
least and most severe combinations would yield sufficient information. The least
severe combination is M0 and S0 , and the most severe combination is M1 and S1 .
The two combinations are denoted by z11 and z12 . Then the outer array needs to
include only these two noise conditions. Using the linear graph in Figure 5.18,
we developed the cross array for the experiment of the rear spade as given in
Table 5.7.

5.9 EXPERIMENTAL LIFE DATA ANALYSIS

In Section 5.8.7 we described the design of experiment with a cross array, as

shown in, for example, Tables 5.6 and 5.7. Once the design is completed, the next
step is to perform the experiment according to the cross array. Because reliability
is the primary experimental response, experimentation is indeed a reliability test.
As we know, products can fail in two distinct failure modes: hard and soft. If a
product is subject to a catastrophic failure, the product is said to be binary: either
success or failure. Life is the only meaningful quality characteristic of this type of
EXPERIMENTAL LIFE DATA ANALYSIS 149

product. In this section we describe methods for analyzing experimental life data.
If a product loses its function gradually, it is possible to monitor and measure a
performance characteristic during testing. The performance characteristic is the
key quality characteristic used in subsequent design optimization. In Section 5.10
we discuss experimental degradation data analysis.

5.9.1 Life–Noise Factor Relationships

The life of most products can be modeled with the lognormal or Weibull distri-
bution. As shown in Chapter 2, if life T has a lognormal distribution with shape
parameter σ and scale parameter µ, Y = ln(T ) follows the normal distribution
with scale parameter (standard deviation) σ and location parameter (mean) µ. If
T has a Weibull distribution with shape parameter β and characteristic life α,
Y = ln(T ) follows the smallest extreme value distribution with scale parameter
σ = 1/β and location parameter µ = ln(α). The four distributions above belong
to the family of location-scale distributions.
If the location parameter µ at a setting of control factors is a linear function
of stresses (noise factors), we have

µ = β0 + β1 z1 + · · · + βp zp = zT β, (5.13)

where βi (i = 0, 1, . . . , p) are the coefficients to be estimated from experimental

data, zi (i = 1, 2, . . . , p) the noise factors, p the number of noise factors, zT =
(1, z1 , . . . , zp ), and β = (β0 , β1 , . . . , βp )T . In (5.13), zi can be a transformed
noise factor. For example, if temperature is the noise factor and the Arrhenius
relationship is used, zi is the reciprocal of the absolute temperature. If voltage
is the noise factor and the inverse power relationship is appropriate, zi is the
logarithm of voltage. Both the Arrhenius relationship and the inverse power
relationship are discussed in Chapter 7.
If second-order noise effects and noise-by-noise interaction effects are
expected, the life–noise relation can be written as

µ = β0 + β1 z1 + · · · + βp zp + β11 z12 + · · · + βpp zp2

+ β12 z1 z2 + · · · + β(p−1)p z(p−1) zp
= β0 + ZT b + ZT BZ, (5.14)

where
    
z1 β1 β11 β12 /2 · · · β1p /2
 z2   β2   β21 /2 β22 ... β2p /2 
Z= 
..., b= 
..., B=
 ...
.
... ... ... 
zp βp βp1 /2 βp2 /2 . . . βpp

B is a symmetric matrix; that is, βij = βj i . If second-order noise effects are

nonexistent, βij = 0 for i = j .
150 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

As shown in Chapter 7, if a product is subjected to voltage (V0 ) and temper-

ature (T0 ) simultaneously, (5.14) may be written as

µ = β0 + β1 z1 + β2 z2 + β12 z1 z2 , (5.15)

where z1 = 1/T0 and z2 = ln(V0 ).

As discussed in Section 5.8.7, the noise-compounding strategy may be used
to reduce the size of an outer array. For the parameters in (5.13) and (5.14) to
be estimable, the number of levels of the compounding noise factors must be
greater than or equal to the number of unknowns.

5.9.2 Likelihood Functions

Sample likelihood function can be perceived as the joint probability of observed
data. The probability depends on assumed models and model parameters. In
Chapter 7 we discuss more about the likelihood function. For convenience, we
denote
u−µ
z(u) = ,
σ
where µ and σ are the location and scale parameters, respectively.

Lognormal Distribution The log likelihood for a log exact failure time y is

LE = − 12 ln(2π) − ln(σ ) − 12 [z(y)]2 . (5.16)

The log likelihood for a log failure time between y and y  is

LI = ln{[z(y  )] − [z(y)]}, (5.17)

where [·] is the cumulative distribution function (cdf) of the standard normal
distribution.
The log likelihood for an observation left censored at log time y is

LL = ln{[z(y)]}. (5.18)

The log likelihood for an observation right-censored at log time y  is

LR = ln{1 − [z(y  )]}. (5.19)

Weibull Distribution The log likelihood for a log exact failure time y is

LE = − ln(σ ) − exp[z(y)] + z(y). (5.20)

The log likelihood for a log failure time between y and y  is


LI = ln{exp[−ez(y) ] − exp[−ez(y ) ]}. (5.21)
EXPERIMENTAL LIFE DATA ANALYSIS 151

The log likelihood for an observation left-censored at log time y is

LL = ln{1 − exp[−ez(y) ]}. (5.22)

The log likelihood for an observation right-censored at log time y  is

LR = − exp[z(y  )]. (5.23)

Likelihood for a Run The experimental response (lifetime) can be observed to

have an exact value, or be in an interval, or be right or left censored. The log
likelihood function for a run is the sum of the log likelihoods of all test units in
the run: namely,
   
LT = LEi + LIi + LLi + LRi , (5.24)
i∈EXT i∈INT i∈LFT i∈RHT

where EXT, INT, LFT, and RHT denote the sets of exact, interval, left-censored,
and right-censored data in a run, respectively. In practice, there usually are only
one or two types of data. Thus, the form of the log likelihood function is much
simpler than it appears in (5.24).

5.9.3 Reliability as the Quality Characteristic

The sample log likelihood is a function of the model parameters σ , β, or b
and B. The parameters can be estimated by maximizing the LT given in (5.24).
Generally, a closed form for the estimation cannot be obtained, especially when
the life–noise factor relationship is complicated. In these situations, numerical
methods are needed.
The estimates that maximize LT in (5.24) are conditional on a run. There is a
separate set of estimates for each run. Then the reliability at a specified time of
interest can be computed for each run and each level of the noise condition. By
exhausting the reliability calculations for each cross combination of inner and
outer arrays, we can populate the reliability estimates in, for example, Table 5.8.
The reliability estimates are observations of the quality characteristic and will be
used for subsequent design optimization (Section 5.11).
As we know, the reliability of a product depends on the levels of both the noise
and control factors. If the location parameter of the life distribution is modeled as
a function of the control and noise factors, the log likelihood for the cross array
can be obtained by running the summation in (5.24) over all samples in the cross
array. C. F. Wu and Hamada (2000) describe this in detail. Then the reliability
for each combination of inner and outer array may be estimated by following
the procedure described above. This method is unfortunately very complex. We
have seen that this method requires modeling of the relationship between the
life and the noise and control factors. In general, numerous control factors are
involved in experimentation, and the model can be unmanageably complicated.
The tractability is worsened when there are interactions between the noise and
control factors.
152 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.8 Cross Orthogonal Array with Reliability Estimates

Outer Array

z1 : 0 0 1 1
Inner Array
Factors and Interactions z2 : 0 1 0 1

Run 1 2 3 4 5 6 7 z3 : 0 1 1 0

1 0 0 0 0 0 0 0 R11 R12 R13 R14

2 0 0 0 1 1 1 1 R21 R22 R23 R24
3 0 1 1 0 0 1 1
4 0 1 1 1 1 0 0
... ... ... ...
5 1 0 1 0 1 0 1
6 1 0 1 1 0 1 0
7 1 1 0 0 1 1 0
8 1 1 0 1 0 0 1 R81 R82 R83 R84

5.9.4 Life as the Quality Characteristic

The estimation of reliability from censored data needs to assume a life–noise
relationship and requires complicated modeling. Certainly, the estimates include
both model and residual errors. If the experiments do not involve censoring and
yield complete life data, the life data observed, rather than the reliability estimated
should be used for subsequent design optimization.

5.10 EXPERIMENTAL DEGRADATION DATA ANALYSIS

The failure of some products is defined in terms of performance characteristic

crossing a specified threshold. The life of the products is the time at which
the performance characteristic reaches the threshold. For these products it is
possible to monitor and measure the performance characteristic during testing.
The measurements contain credible information about product reliability and can
be used for subsequent design optimization.

5.10.1 Performance Characteristic as the Quality Characteristic

During testing, samples are either monitored continuously or inspected periodi-
cally. If the latter, it is recommended that all samples have the same inspection
times, such that measurements of different samples at the same times are avail-
able and can be compared without using a degradation model. In both cases,
EXPERIMENTAL DEGRADATION DATA ANALYSIS 153

y(t)

0 t1 t0
t
FIGURE 5.19 Projecting y(t1 ) to a normal censoring time

measurements at the censoring time are observations of the quality characteristic

to be used in subsequent design optimization. This approach does not require
modeling degradation paths and projecting the performance characteristic to a
later time. Thus, it eliminates model and residual error.
In practice, samples may have different censoring times. For example, some
samples have to be suspended earlier because of the failure of test equipment. In
these situations, degradation models are required to model the degradation paths
of samples censored earlier. In Chapter 8 we present degradation modeling in
detail. By using degradation models, we project the performance characteristic
to the normal censoring time. This case is illustrated in Figure 5.19, where y(t)
is a smaller-the-better performance characteristic at time t, t0 a normal censoring
time, t1 an earlier censoring time, and G the threshold of y. The dashed seg-
ments of the degradation curves in Figure 5.19 represent the projection of y(t).
Then the projected characteristic values combined with measurements at the nor-
mal censoring time are observations of the quality characteristic for subsequent
design optimization. This method requires modeling of degradation paths and
projection of earlier censored samples. If such samples are few, the modeling
and projection errors have little impact on selection of the optimal setting of the
design parameters.

5.10.2 Life as the Quality Characteristic

Samples built with certain combinations of levels of design parameters may fail
catastrophically. This situation can arise when the levels of design parameters are
widely spaced. For example, electromagnetic relays may fail in different failure
modes in robust design experiments. Normally, relays fail due to the excessive
increase in contact resistance between two contacts. If the clearance between
two contacts of a relay is too small, the relay may lose function suddenly after
a period of operation because of melting contacts. Melting welds two contacts
together and prevents the relay from switching. The contact resistance between
the welded contacts is decreased to zero. Figure 5.20 illustrates the degradation
paths of contact resistance for the test units that have these two failure modes,
where y(t) is the contact resistance, t the number of cycles, and G the threshold.
154 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

y(t)

0
t

FIGURE 5.20 Degradation paths of two failure modes

If a catastrophic failure occurs before a test is completed, life should serve

as the quality characteristic. For samples that have failed suddenly or gradually
by censoring time, their lifetimes are observed. For samples that survive censor-
ing, their lifetimes are calculated from degradation models. As we will see in
Chapter 8, the general form of a degradation model can be written as

y = g(t; β1 , β2 , . . . , βp ) + e, (5.25)

where y is the observation of the performance characteristic at time t, g(t; β1 , β2 ,

. . . , βp ) is the actual degradation path, β1 , β2 , . . . , βp are unknown model param-
eters, e ∼ N(0, σe2 ) is the residual deviation of the observation, and σe is a
constant. In Chapter 8 we describe various specific forms of (5.25) and the esti-
mation of model parameters.
A product is said to have failed if y crosses threshold G. Then the life of the
unit is given by
tˆ = g −1 (G; β1 , β2 , . . . , βp ). (5.26)

The life derived from (5.26) is actually a pseudolife; it contains model error as
well as residual error. The pseudolife data and lifetimes observed are combined
to serve as observations of the quality characteristic in the subsequent design
optimization.

5.10.3 Reliability as the Quality Characteristic

Degradation measurement of some products requires destructive inspection; that
is, the degradation of each unit can be observed only once. For example, obser-
vation on the mechanical strength of interconnection bonds or on the dielectric
strength of insulators requires destruction of the unit. For these products, degra-
dation cannot be measured over time on the same unit. As a result, modeling the
degradation path of a unit is impossible.
Although the actual degradation of a single unit is unknown if it is not destruc-
ted, the degradation distribution is estimable through inspection of a few samples.
EXPERIMENTAL DEGRADATION DATA ANALYSIS 155

y(t)

0 t1 tk
t

FIGURE 5.21 Destructive measurements at various times

Testing such products requires a relatively large sample size. A few samples at a
time are inspected destructively. Then the statistical distribution of the degrada-
tion at the time can be estimated. As testing proceeds to the next inspection time,
another group of samples is destructed for measurement. The destructive measure-
ments are taken at each inspection time. The last inspection exhausts all remaining
samples. Figure 5.21 plots the destructive measurements of a larger-the-better
characteristic at various times. The bullets represent the samples destructed. The
degradation paths in this plot are shown for illustration purposes and cannot be
observed in reality.
Once measurements have been taken at each inspection time, a statistical
distribution is fitted to these measurement data. In many applications, the mea-
surements may be modeled with a location-scale distribution (e.g., normal, log-
normal, or Weibull). For example, K. Yang and Yang (1998) report that the shear
strength of copper bonds is approximately normal, and Nelson (1990, 2004) mod-
els the dielectric breakdown strength of insulators with the lognormal distribution.
Let µy (ti ) and σy (ti ) be, respectively, the location and scale parameters of the
sample distribution at time ti , where i = 1, 2, . . . , k, and k is the number of
inspections. The distributions are shown in Figure 5.21. The estimates µ̂y (ti )
and σ̂y (ti ) can be obtained with graphical analysis or by the maximum like-
lihood method (Chapter 7). Through linear or nonlinear regression analysis on
µ̂y (ti ) and σ̂y (ti ) (i = 1, 2, . . . , k), we can build the regression models µy (t; β̂)
and σy (t; θ̂ ), where β̂ and θ̂ are the estimated vectors of the regression model
parameters. Then the reliability estimate at the time of interest, say τ , is
 
G − µy (τ ; β̂)
R̂(τ ) = Pr[y(τ ) ≤ G] = F (5.27)
σy (τ ; θ̂ )

for a smaller-the-better characteristic, and

 
G − µy (τ ; β̂)
R̂(τ ) = Pr[y(τ ) ≥ G] = 1 − F (5.28)
σy (τ ; θ̂)
156 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

for a larger-the-better characteristic, where F denotes the cdf of a location-scale

distribution. If y is modeled with a lognormal or Weibull distribution, then G
is replaced with ln(G) in the equations above. In Chapter 8 we discuss the test
method and data analysis of destructive inspections in greater detail.
The reliability estimate is calculated for each cross combination of the inner
and outer arrays. Reliability estimates can be populated in an experimental lay-
out similar to Table 5.8 and are observations of the quality characteristic for
subsequent design optimization. A case study using destructive measurements on
electronic interconnection bonds is given in Section 5.13.

5.11 DESIGN OPTIMIZATION

In earlier sections, we studied the design of experiment and preliminary analysis

of experimental data. The next step in robust design is design optimization, which
is aimed at finding the significant control factors and specifying the levels of
these factors to maximize the robustness of products. In this section we describe
statistical techniques needed for design optimization.

5.11.1 Types of Control Factors

In design optimization, control factors can be classified into four groups, depend-
ing on the influence of the factors on the quality characteristic.

1. Dispersion factor: a control factor that has a strong effect on the dispersion
of quality characteristic (Figure 5.22a). In the figure, z is the noise factor
and A is the control factor; the subscript 0 represents the low level and
1 is the high level. This figure shows that the variation of noise factor
is transformed into the variability of quality characteristic. The quality
characteristic at A1 spreads more widely than at A0 . Therefore, A0 is a
better choice. Figure 5.22a also indicates that the dispersion factor interacts
with the noise factor. It is this interaction that provides an opportunity for
robustness improvement. In general, the level of a dispersion factor should
be chosen to minimize the dispersion of the quality characteristic.
2. Mean adjustment factor: a control factor that has a significant influence
on the mean and does not affect the dispersion of the quality characteristic
(Figure 5.22b). The response line at A0 over the noise range parallels that
at A1 , indicating that the mean adjustment factor does not interact with the
noise factor. In general, the level of a mean adjustment factor is selected
to bring the mean of the quality characteristic on target.
3. Dispersion and mean adjustment factor: a control factor that influences
both the dispersion and mean significantly (Figure 5.22c). This factor inter-
acts with the noise factor and should be treated as the dispersion factor. In
general, the level is set to minimize dispersion.
4. Insignificant factor: a control factor that affects significantly neither the
dispersion nor the mean (Figure 5.22d). The response at A0 over the noise
DESIGN OPTIMIZATION 157

A1 A1

A0
y

y
A0

z0 z1 z0 z1
(a) (b)

A1
A1
A0
y
y

A0

z0 z1 z0 z1
(c) (d )
FIGURE 5.22 (a) Dispersion factor; (b) mean adjustment factor; (c) dispersion and
mean adjustment factor; (d) insignificant factor

range equals that at A1 . The level is determined based on other considera-

tions, such as the economy, manufacturability, operability, and simplicity.

5.11.2 Signal-to-Noise Ratio

Signal-to-noise ratio is a metric commonly used in the field of communication
engineering. It measures the relative power of signal to noise. In the context of
robust design, signals enter into a product and are transformed into the intended
functions as well as failure modes, as shown in the P-diagram (Figure 5.10). The
ratio of the power of the intended functions to that of the failure modes is the
signal-to-noise ratio. Taguchi (1986) proposes the use of this metric to measure
the robustness of products and processes. Mathematically, the signal-to-noise
ratio η can be defined as
µ2y
η = 2, (5.29)
σy

where µy and σy2 are the mean and variance of the quality characteristic for a
setting of control factors. The larger the value of η, the more robust the product.
158 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

The magnitude of η is dependent on the levels of control factors. Then a robust

design becomes the task of choosing the levels of control factors that maximize η.
The quality characteristic that defines the signal-to-noise ratio may be life,
reliability, or a performance characteristic, depending on the type of failure mode
(soft failure or hard failure). Let y still be the quality characteristic. Without loss
of generality, Table 5.9 shows the observations of y at each cross combination
of the inner and outer arrays. In this table, yij k is the kth observation at the
cross combination of row i and column j ; i = 1, 2, . . . , N , j = 1, 2, . . . , l, and
k = 1, 2, . . . , nij ; N is the number of rows in the inner array; P is the number of
columns in the inner array; l is the number of columns in the outer array; nij is
the number of replicates at the cross combination of row i and column j . When
y is the reliability, there is no replicated observation in each test combination.
That is, nij is always 1.
Nominal-the-Best Quality Characteristics For this type of characteristic, the
signal-to-noise ratio is the same as in (5.29). To simplify numerical operations,
it is usually redefined as  
µ2y
η = 10 log , (5.30)
σy2

where log(·) denotes the common (base 10) logarithm. η is measured in deci-
bels (dB).
In application, the mean and variance in (5.30) are unknown. They can be esti-
mated from observations of the quality characteristic. For row i in Table 5.9, let

l
1 
l nij
ki = nij , yi = yij k , Di = ki y 2i , i = 1, 2, . . . , N.
j =1
ki j =1 k=1

TABLE 5.9 Experimental Layout and Observations

Outer Array

1 2 ... l
Inner Array
Factors 0 0 ... 1
and Interactions ... ... ... ...

Run 1 2 ... P 0 1 ... 0 η̂ y

1 0 0 ... 0 y111 , . . . , y11n11 y121 , . . . , y12n12 . . . y1l1 , . . . , y1ln1l η̂1 y1

2 0 0 ... 1 y211 , . . . , y21n21 y221 , . . . , y22n22 . . . y2l1 , . . . , y2ln2l η̂2 y2
... ... ... ... ... ... ... ... ... ... ... ... ... ...
i ... ... ... . . . yi11 , . . . , yi1ni1 yi21 , . . . , yi2ni2 . . . yil1 , . . . , yilnil η̂i yi
... ... ... ... ... ... ... ... ... ... ... ... ... ...
N 1 1 ... 0 yN 11 , . . . , yN 1nN 1 yN 21 , . . . , yN 2nN 2 . . . yN l1 , . . . , yN lnN l η̂N yN
DESIGN OPTIMIZATION 159

Then the estimates of the mean and variance are, respectively,

Di − σ̂yi2
µ̂2yi = ,
ki
1 
l nij
σ̂yi2 = (yij k − y i )2 .
ki − 1 j =1 k=1

Substituting the estimates above into (5.30) gives

   2 
Di − σ̂yi2 y i − σ̂yi2 /ki
η̂i = 10 log = 10 log . (5.31)
ki σ̂yi2 σ̂yi2

If ki is large, σ̂yi2 /ki becomes negligible. Then the signal-to-noise ratio can be
written as
 

y 2i yi
η̂i ≈10 log 2
= 20 log , i = 1, 2, . . . , N. (5.32)
σ̂yi σ̂yi

Note that y i /σ̂yi is the reciprocal of the coefficient of variation, which measures
the dispersion of the quality characteristic. Therefore, maximizing the signal-to-
noise ratio minimizes the characteristic dispersion.
Smaller-the-Better Quality Characteristics For this type of quality characteris-
tics, the target is zero, and the estimates of the mean would be zero or negative.
As a result, we cannot use the log transformation as in (5.30). Rather, the signal-
to-noise ratio is defined as
η = −10 log(MSD), (5.33)
where MSD is the mean-squared deviation from the target value of the quality
characteristic. Because the target of the smaller-the-better type is zero, the MSD
for row i is given by

1  2
l nij
MSDi = y , i = 1, 2, . . . , N.
ki j =1 k=1 ij k

Then the signal-to-noise ratio is estimated by

 
1  l  nij
η̂i = −10 log  y2  , i = 1, 2, . . . , N. (5.34)
ki j =1 k=1 ij k

Larger-the-Better Quality Characteristics If y is larger-the-better, then 1/y is

smaller-the-better. Thus, the target of 1/y is zero. The MSD of 1/y for row i is
given by
1  1
l nij
MSDi = , i = 1, 2, . . . , N.
ki j =1 k=1 yij2 k
160 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

Then the signal-to-noise ratio is

 
1  l  nij
1 
η̂i = −10 log  , i = 1, 2, . . . , N. (5.35)
ki j =1 k=1 yij2 k

As discussed earlier, reliability is sometimes used as the quality characteristic.

Because reliability R is a larger-the-better characteristic in the range between 0
and 1, 1/R is a smaller-the-better type and targeted at 1. The MSD of 1/R is
l
2
1 1
MSDi = −1 , i = 1, 2, . . . , N,
l j =1 Rij

where Rij is the reliability estimate at the cross combination of row i and column
j . Then the signal-to-noise ratio is
 
 l
2
1 1
η̂i = −10 log  − 1 , i = 1, 2, . . . , N. (5.36)
l j =1 Rij

Example 5.6 Refer to Table 5.8. Suppose that the reliability estimates in the
first row are 0.92, 0.96, 0.8, and 0.87. Calculate the signal-to-noise ratio for
this row.

SOLUTION Substituting the reliability estimates into (5.36), we have

 
2
2
1 1 1
η̂1 = −10 log −1 + −1
4 0.92 0.96

2
2 
1 1
+ −1 + −1 = 16.3.
0.8 0.87

For each row of the inner array, a signal-to-noise ratio is calculated using
(5.32), (5.34), (5.35), or (5.36), depending on the type of quality characteris-
tic. Then a further analysis using the graphical response method or analysis of
variance is performed to determine the optimal setting of control factors.

5.11.3 Steps of Design Optimization

After the experimental data yij k (as shown in Table 5.9) are available, the exper-
imenters should analyze these data to optimize product design. Several steps are
needed for design optimization. The steps differ according to the type of quality
characteristic.
Smaller-the-Better and Larger-the-Better Characteristics
1. Calculate the signal-to-noise ratio for each row of the inner array, as shown
in Table 5.9.
DESIGN OPTIMIZATION 161

2. Identify the control factors that significantly affect the signal-to-noise ratio
through graphical response analysis (Section 5.11.4) or analysis of variance
(Section 5.11.5).
3. Determine the optimal setting of the significant control factors by maxi-
mizing the signal-to-noise ratio.
4. Determine the levels of insignificant control factors in light of material
cost, manufacturability, operability, and simplicity.
5. Predict the signal-to-noise ratio at the optimal setting.
6. Conduct a confirmation test using the optimal setting to verify that the
optimal setting chosen yields the robustness predicted.

Nominal-the-Best Characteristics

1. Calculate the signal-to-noise ratio and the mean response (y i in Table 5.9)
for each row of the inner array.
2. Identify the significant control factors and categorize them into dispersion
factors, mean adjustment factors, or dispersion and mean adjustment factors
(treated as dispersion factors).
3. Select the setting of the dispersion factors to maximize the signal-to-
noise ratio.
4. Select the setting of the mean adjustment factors such that the estimated
quality characteristic is closest to the target.
5. Determine the levels of insignificant control factors based on consideration
of material cost, manufacturability, operability, and simplicity.
6. Predict the signal-to-noise ratio and the mean response at the optimal
setting.
7. Conduct a confirmation test using the optimal setting to check if the optimal
setting produces the signal-to-noise ratio and mean response predicted.

5.11.4 Graphical Response Analysis

The purpose of graphical response analysis is to identify the factors and inter-
actions that significantly affect the response, and determine the combination of
factor levels to achieve the most desirable response. This graphical method is
intuitive, simple, and powerful, and often is a good choice for engineers. The
analysis has been computerized; commercial software packages such as Minitab
provide the capability for graphical analysis.
To better understand graphical analysis, let’s look at an example.

Example 5.7 The attaching clips in automobiles cause audible noise while
vehicles are operating. The two variables that may affect the audible noise level
are length of clip and type of material. Interaction between these two variables is
possible. The noise factors that influence the audible noise level include vehicle
162 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

speed and temperature. The levels of the control factors and noise factors are as
follows:

ž Control factor A: length; A0 = 25 cm, A1 = 15 cm

ž Control factor B: material; B0 = plastic, B1 = metal
ž Noise condition z: driving speed and temperature; z1 = 40 miles per hour
and 15◦ C, z2 = 85 miles per hour and 30◦ C

L4 (23 ) is used as an inner array to accommodate the control factors. The

outer array contains two columns each for a noise condition. The experimental
layout is shown in Table 5.10. Then the experiments are conducted according
to the cross array. The audible noise data (in dB) were collected after each
vehicle accumulated 1500 miles for this test purpose. The data are summarized
in Table 5.10.
The audible noise level is a smaller-the-better characteristic. The signal-to-
noise ratio is calculated from (5.34) and summarized in Table 5.10. For example,
the value of the ratio for the first run is
1 
η̂1 = −10 log 2
(152 + 192 ) = −24.7.

Then the average responses at levels 0 and 1 of factors A and B are computed:

Level A B

0 −29.1 −27.4
1 −29.5 −31.2

For example, the average response at level 0 of factor B is

−24.7 − 30.2
B0 = = −27.4.
2

Next, a two-way table is constructed for the average response of the interaction
between factors A and B:

TABLE 5.10 Experimental Layout for the Clip

Design
Run A B A×B z1 z2 η̂

1 0 0 0 15 19 −24.7
2 0 1 1 47 49 −33.6
3 1 0 1 28 36 −30.2
4 1 1 0 26 29 −28.8
DESIGN OPTIMIZATION 163

A0 A1

B0 −24.7 −30.2
B1 −33.6 −28.8

Having calculated the average response at each level of factors and interac-
tions, we need to determine significant factors and interactions and then select
optimal levels of the factors. The work can be accomplished using graphical
response analysis.
Graphical response analysis is to plot the average response for factor and
interaction levels and determine the significant factors and their optimal levels
from the graphs. The average response for a level of a factor is the sum of the
observations corresponding to the level divided by the total number of obser-
vations. Example 5.7 shows the calculation of average response at B0 . Plot the
average responses on a chart in which the x-axis is the level of a factor and
y-axis is the response. Then connect the dots on the chart. This graph is known
as a main effect plot. Figure 5.23a shows the main effect plots for factors A and
B of Example 5.7. The average response of an interaction between two factors
is usually obtained using a two-way table in which a cross entry is the average
response, corresponding to the combination of the levels of the two factors (see
the two-way table for Example 5.7). Plot the tabulated average responses on a
chart where the x-axis is the level of a factor. The chart has more than one line
segment, each representing a level of the other factor, and is called an interaction
plot. The interaction plot for Example 5.7 is shown in Figure 5.23b.
The significance of factors and interactions can be assessed by viewing the
graphs. A steep line segment in the main effect plot indicates a strong effect of the
factor. The factor is insignificant if the line segment is flat. In an interaction plot,
parallel line segments indicate no interaction between the two factors. Otherwise
an interaction is existent. Let’s revisit Example 5.7. Figure 5.23a indicates that
factor B has a strong effect on the response because the line segment has a steep
slope. Factor A has little influence on the response because the corresponding
line segment is practically horizontal. The interaction plot in Figure 5.23b indi-
cates the lack of parallelism of the two line segments. Therefore, the interaction
between factors A and B is significant.
Once the significant control factors have been identified, the optimal setting
of these factors should be determined. If interaction is important, the optimal
levels of the factors involved are selected on the basis of the factor-level com-
bination that results in the most desirable response. For factors not involved in
an interaction, the optimal setting is the combination of factor levels at which
the most desirable average response is achieved. When the interaction between
two factors is strong, the main effects of the factors involved do not have much
meaning. The levels determined through interaction analysis should override the
levels selected from main effect plots. In Example 5.7, the interaction plot shows
that interaction between factors A and B is important. The levels of A and B
should be dictated by the interaction plot. From Figure 5.23b it is seen that A0 B0
164 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

−23

−25

−27
B
−29
h∧

A
−31

−33

−35
0 1
Level
(a)

−23

−25
A0
−27

−29
h∧

A1
−31

−33

−35
B0 B1
(b)

FIGURE 5.23 (a) Main effect plots; (b) interaction plot

produces the largest signal-to-noise ratio. This level combination must be used
in design, although the main effect plot indicates that factor A is an insignificant
variable whose level may be chosen for other considerations (e.g., using a shorter
clip to save material cost).
If the experimental response is a nominal-the-best characteristic, we should
generate the main effect and interaction plots for both signal-to-noise ratio and
mean response. If a factor is identified to be both a dispersion factor and a
mean adjustment factor, it is treated as a dispersion factor. Its level is selected
to maximize the signal-to-noise ratio by using the strategy described above. To
determine the optimal levels of the mean adjustment factors, we enumerate the
average response at each combination of mean adjustment factor levels. The
average response at a level combination is usually obtained by the prediction
method described below. Then the combination is chosen to bring the average
response on target.
Once the optimal levels of factors have been selected, the mean response at the
optimal setting should be predicted for the following reasons. First, the prediction
DESIGN OPTIMIZATION 165

indicates how much improvement the robust design will potentially make. If the
gain is not sufficient, additional improvement using other techniques, such as the
tolerance design, may be required. Second, a subsequent confirmation test should
be conducted and the result compared against the predicted value to verify the
optimality of the design. The prediction is made based on an estimation of the
effects of significant factors and interactions. For convenience, we denote by T
and T the total of responses and the average of responses, respectively. Then
we have
N
T
T = yi , T = ,
i=1
N

where yi represents η̂i or y i as shown in, for example, Table 5.9.

The average response predicted at optimal levels of significant factors is
 
ŷ = T + (F i − T )+ [(F ij − T ) − (F i − T ) − (F j − T )], (5.37)
i∈MET j >i∈INT

where MET is a set of significant main effects, INT a set of significant inter-
actions, F i the average response of factor Fi at the optimal level, and F ij the
average response of the interaction between factors Fi and Fj at the optimal
levels. Because the effect of an interaction includes the main effects of the fac-
tors involved, the main effects should be subtracted from the interaction effect
as shown in the second term of (5.37). If the response is a nominal-the-best
characteristic, (5.37) should include all significant dispersion factors and mean
adjustment factors and interactions. Then apply the equation to estimate the
signal-to-noise ratio and the mean response.
In Example 5.7, B and A × B are significant and A0 B0 is the optimal setting.
The grand average response is T = −29.3. The signal-to-noise ratio predicted at
the optimal setting is obtained from (5.37) as

η̂ = T + (B 0 − T ) + [(A0 B0 − T ) − (A0 − T ) − (B 0 − T )] = A0 B0 − A0 + T
= −24.7 + 29.1 − 29.3 = −24.9,

which is close to −24.7, the signal-to-noise ratio calculated from the experimental
data at A0 B0 and shown in Table 5.10.
In general, a confirmation experiment should be conducted before implemen-
tation of the optimal setting in production. The optimality of the setting is verified
if the confirmation result is close to the value predicted. A statistical hypothesis
test may be needed to arrive at a statistically valid conclusion.

5.11.5 Analysis of Variance

Graphical response analysis is an intuitive method for identifying significant
factors and interactions. The method is easy to understand and use when the
number of factors is small. However, the analysis may become tedious if a
166 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.11 One-Factor Experimental Layout

Factor Level Observation Total Average

1 y11 y12 ··· y1n y1. y 1.

2 y21 y22 ... y2n y2. y 2.
.. .. .. .. .. ..
. . . ... . . .
p yp1 yp2 ... ypn yp. y p.

relatively large number of factors are involved. In these situations, analysis of

variance (ANOVA) is more efficient.
ANOVA for One-Factor Experiments To understand the concept and procedure
for ANOVA, we first consider a one-factor experiment designed to determine the
effect of factor A. Factor A has p levels, each of which contains n replicates.
Let yij be the j th observation of quality characteristic y taken at level i. The
experimental layout is shown in Table 5.11. Statistically, the experiment is to
test the hypothesis that the mean responses at all levels are equal. Let yi. and
y i. denote the total and average of the observations at level i, respectively. Also
let y.. and y .. be the grand total and grand average of all observations. Then we
have

n
yi.
yi. = yij , y i. = , i = 1, 2, . . . , p,
j =1
n


p

n
y..
y.. = yij , y .. = ,
i=1 j =1
N

where N = pn is the total number of observations in the experiment.

We define the total corrected sum of squares as

p

n
SST = (yij − y .. )2
i=1 j =1

to measure the overall variability in the data. SST can be written as


p

n 
p

n
 2
SST = (yij − y .. )2 = (y i. − y .. ) + (yij − y i. )
i=1 j =1 i=1 j =1

p

p
n
=n (y i. − y .. ) + 2
(yij − y i. )2 = SSA + SSE , (5.38)
i=1 i=1 j =1

where

p

p

n
SSA = n (y i. − y .. ) 2
and SSE = (yij − y i. )2 .
i=1 i=1 j =1
DESIGN OPTIMIZATION 167

SSA is called the sum of squares of the factor, and SSE is the sum of squares of
the error. Equation (5.38) indicates that the total corrected sum of squares can
be partitioned into these two portions.
Factor A has p levels; thus, SSA has p − 1 degrees of freedom. There are N
observations in the experiment, so SST has N − 1 degrees of freedom. Because
there are n observations in each of p levels providing n − 1 degrees of freedom
for estimating the experimental error, SSE has p(n − 1) = N − p degrees of
freedom. Note that the degrees of freedom for SST equals the sum of degrees of
freedom for SSA and SSE . Dividing the sum of squares by its respective degrees
of freedom gives the mean square MS: namely,
SSx
MSx = , (5.39)
dfx
where x denotes A or E and dfx is the number of degrees of freedom for SSx .
The F statistic for testing the hypothesis that the mean responses for all levels
are equal is
MSA
F0 = , (5.40)
MSE
which has an F distribution with p − 1 and N − p degrees of freedom. We
conclude that factor A has a statistically significant effect at 100α% significance
level if
F0 > Fα,p−1,N−p .

For the convenience of numerical calculation, the sums of squares may be

rewritten as

p

n
y..2
SST = yij2 − , (5.41)
i=1 j =1
N


p
y2 y..2
SSA = i.
− , (5.42)
i=1
n N
SSE = SST − SSA . (5.43)

The procedure for the analysis of variance can be tabulated as shown in

Table 5.12. The table is called an ANOVA table.

TABLE 5.12 One-Factor ANOVA Table

Source of Degrees of
Variation Sum of Squares Freedom Mean Square F0

Factor SSA p−1 MSA MSA /MSE

Error SSE N −p MSE
Total SST N −1
168 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.13 Temperature Data from the Engine

Testing
A/F Ratio Temperature (◦ C) Total Average

10.6 701 713 722 716 2852 713.00

11.6 745 738 751 761 2995 748.75
12.6 773 782 776 768 3099 774.75

Example 5.8 An experiment was designed to investigate the effects of the air-
to-fuel (A/F) ratio on the temperature of the exhaust valve in an automobile
engine. The experiment was replicated with four samples at each A/F ratio. The
experimental data are summarized in Table 5.13. Determine whether A/F ratio
has a strong influence at the 5% significance level.

SOLUTION The total and average of the temperature observations are com-
puted and summarized in Table 5.13. The grand total and grand average are

3 
4
8946
y.. = yij = 701 + 713 + · · · + 768 = 8946, y .. = = 745.5.
i=1 j =1
12

The sums of squares are


3 
4
y..2 89462
SST = yij2 − = 7012 + 7132 + · · · + 7682 − = 8311,
i=1 j =1
12 12


3
y2 y..2 28522 + 29952 + 30992 89462
SSA = i.
− = − = 7689.5,
i=1
4 12 4 12
SSE = SST − SSA = 8311 − 7689.5 = 621.5.
The calculation of mean squares and F0 is straightforward. The values are sum-
marized in the ANOVA table as shown in Table 5.14. Because F0 = 55.64 >
F0.05,2,9 = 4.26, we conclude that the A/F ratio has a strong effect on the exhaust
valve temperature at the 5% significance level.
ANOVA for Orthogonal Inner Arrays In the design of experiment, the purpose
of an outer array is to expose samples to noise factors. After the experimental data

TABLE 5.14 ANOVA Table for the Exhaust Temperature Data

Source of Degrees of
Variation Sum of Squares Freedom Mean Square F0

Factor 7689.5 2 3844.75 55.67

Error 621.5 9 69.06
Total 8311 11
DESIGN OPTIMIZATION 169

are collected, the outer array has completed its role. The outer array usually is not
involved in subsequent ANOVA for design optimization unless we are interested
in understanding the effects of noise factors on the quality characteristic. The
optimal levels of design parameters are determined using analysis of variance for
the inner array.
A column of an inner array may be assigned to a factor, an interaction, or an
error (empty column). An I-level column in LN (IP ) can be considered as an I-
level factor, each level having n = N/I replicates. Thus, (5.41) can be employed
to calculate the total corrected sum of squares of an inner array, and (5.42) applies
to a column of an inner array. Let T be the total of observations: namely,


N
T = yi ,
i=1

where yi represents η̂i or y i as shown in, for example, Table 5.9. Then the total
corrected sum of squares can be written as


N
T2
SST = yi2 − . (5.44)
i=1
N

Also, let Tj denote the total of observations taken at level j in a column. The
sum of squares of column i having I levels is
I −1
I  2 T2
SSi = T − . (5.45)
N j =0 j N

For a two-level column, (5.45) reduces to

(T0 − T1 )2
SSi = . (5.46)
N
Now let’s look at a simple array, L9 (34 ). From (5.45), the sum of squares of
column 1 is
 9 2
3 1 
SS1 = [(y1 + y2 + y3 ) + (y4 + y5 + y6 ) + (y7 + y8 + y9 ) ] −
2 2 2
yi .
9 9 i=1

The sum of squares of column 2 of the array is

 9 2
3 1 
SS2 = [(y1 + y4 + y7 ) + (y2 + y5 + y8 ) + (y3 + y6 + y9 ) ] −
2 2 2
yi .
9 9 i=1

In an inner array, some columns may be empty and are treated as error
columns. The sum of squares for an error column is computed with (5.45). Then
170 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

the sums of squares for all error columns are added together. If an assigned col-
umn has a small sum of squares, it may be treated as an error column, and the
sum of squares should be pooled into the error term. The total corrected sum of
squares equals the total of the sums of squares for factor columns, interaction
columns, and error columns. Recall that the number of degrees of freedom is
I − 1 for an I-level column and is N − 1 for LN (IP ). The number of degrees of
freedom for error is the sum of the degrees of freedom for error columns. The
mean square and F statistic for a factor or interaction are computed from (5.39)
and (5.40), respectively. It is concluded that the factor or interaction is important
at the 100α% significance level if

F0 > Fα,I −1,dfe ,

where dfe is the number of degrees of freedom for error.

The computation for ANOVA may be burdensome, especially when a large
number of factors and interactions are involved. There are several commercial
software packages, such as Minitab, which can perform the calculation.
If the quality characteristic is smaller-the-better or larger-the-better, the
ANOVA for signal-to-noise ratio data determines the significance of the factors
and interactions. The next step is to select the optimum levels of the significant
factors and interactions. The selection method was discussed in Section 5.11.4.
ANOVA should be performed for both signal-to-noise ratio and mean response
data if the quality characteristic belongs to the nominal-the-best type. In such
cases, the levels of dispersion factors are selected to maximize the signal-to-
noise ratio, while the mean adjustment factors are set at the levels that bring the
response on target. The procedure for choosing the optimal setting is the same
as that for the graphical analysis.
Once the optimal setting is specified, the average response at the optimal
setting should be predicted by using (5.37). A confirmation test is run to verify
that the predicted value is achieved.

Example 5.9 Refer to Examples 5.4 and 5.5. The design of experiment for the
rear spade has four control factors and two interactions. L8 (27 ) is used as an
inner array to accommodate the control factors. The outer array is filled with two
combinations of noise levels. Two test units of the same setting of control factors
were run at each of the two noise combinations. The fatigue life data (in 1000
cycles) are shown in Table 5.15.
Fatigue life is a larger-the-better characteristic. The signal-to-noise ratio for
each row of the inner array is computed using (5.35) and is shown in Table 5.15.
For example, the value of the ratio for the first row is
 4 
1 1
η̂1 = −10 log
4 i=1 yi2


1 1 1 1 1
= −10 log + + + = 17.03.
4 7.62 8.22 6.22 6.92
DESIGN OPTIMIZATION 171

TABLE 5.15 Cross Array and Fatigue Life Data for the Rear Spade
Inner Array
D B D×B C D×C A Outer Array
Run 1 2 3 4 5 6 7 z11 z12 η̂

1 0 0 0 0 0 0 0 7.6 8.2 6.2 6.9 17.03

2 0 0 0 1 1 1 1 7.1 6.7 4.9 4.2 14.55
3 0 1 1 0 0 1 1 4.8 6.3 5.2 3.9 13.68
4 0 1 1 1 1 0 0 6.2 5.2 4.4 5.1 14.17
5 1 0 1 0 1 0 1 3.9 4.3 3.6 4.7 12.18
6 1 0 1 1 0 1 0 5.7 5.1 4.7 3.8 13.38
7 1 1 0 0 1 1 0 6.4 5.9 5.7 6.4 15.67
8 1 1 0 1 0 0 1 6.8 6.2 4.3 5.5 14.72

The total of the values of the signal-to-noise ratio is


8
T = η̂i = 17.03 + 14.55 + · · · + 14.72 = 115.38.
i=1

The sum of squares for each column is calculated from (5.46). For example, the
sum of squares for column 2 (factor B) is
1
SS2 = × (17.03 + 14.55 + 12.18 + 13.38
8
− 13.68 − 14.17 − 15.67 − 14.72)2 = 0.15.

The sums of squares of the factors, interactions, and error are given in Table 5.16.
Because each column has two levels, the degrees of freedom for each factor,
interaction, and error is 1. Note that in the table the sum of squares for factor B

TABLE 5.16 ANOVA Table for the Fatigue Life

Data of the Rear Spade
Source of Sum of Degrees of Mean
Variation Squares Freedom Square F0

A 3.28 1 3.28 27.33

B 0.15 1 0.15
C 0.38 1 0.38 3.17
D 1.51 1 1.51 12.58
D×B 9.17 1 9.17 76.42
D×C 0.63 1 0.63 5.25
e 0.09 1 0.09
(e) (0.24) (2) (0.12)
Total 15.21 7
172 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

is pooled into error e to give the new error term (e). Thus, the new error term
has 2 degrees of freedom.
The critical value of the F statistic is F0.1,1,2 = 8.53 at the 10% significance
level. By comparing the critical value with the F0 values for the factors and inter-
actions in the ANOVA table, we conclude that A, D, and D × B have significant
effects, whereas B, C, and D × C are not statistically important.
For comparison, we use the graphical response method described in
Section 5.11.4 to generate the main effect plots and interaction plots, as shown
Figure 5.24. Figure 5.24a indicates that the slopes for factors A and D are steep,
and thus these factors have strong effects, whereas factor B is clearly insignificant.
From the figure it is difficult to judge the importance of factor C because of the
marginal slope. This suggests that ANOVA should be performed. Figure 5.24b
shows that the interaction between factors B and D is very strong, although
factor B itself is not significant. As indicated in Figure 5.24c, there appears an
interaction between factors C and D because of the lack of parallelism of the
two line segments. The interaction, however, is considerably less severe than that
between B and D. ANOVA shows that this interaction is statistically insignificant,
but the value of F0 is close to the critical value.
Once the significant factors and interactions are identified, the optimal levels
should be selected. Because the interaction D × B has a strong effect, the levels
of B and D are determined by the interaction effect. From the interaction plot,
we choose B0 D0 . Figure 5.24a or T0 and T1 of factor A calculated for ANOVA
suggests that A0 be selected. Because factor C is deemed insignificant, C0 is
chosen to maintain the current manufacturing process. In summary, the design
should use material type 1, forging thickness 7.5 mm, and bend radius 5 mm
with normal shot peening in manufacturing.
The value of the signal-to-noise ratio predicted at the optimal setting A0 B0 C0
D0 is obtained from (5.37) as

η̂ = T + (A0 − T ) + (D 0 − T ) + [(D0 B0 − T ) − (D 0 − T ) − (B 0 − T )]
= A0 + D0 B0 − B 0 = 15.06 + 15.49 − 14.28 = 16.27.

A confirmation test should be run to verify that the signal-to-noise ratio predicted
is achieved.
The estimated average fatigue life at the optimal setting A0 B0 C0 D0 is ŷ =
10η̂/20 × 1000 = 6509 cycles. This life estimate is the average of life data over
the noise levels and unit-to-unit variability.

5.12 ROBUST RELIABILITY DESIGN OF DIAGNOSTIC SYSTEMS

In this section we describe the development of the robust reliability design method
for diagnostic systems whose functionality is different from that in common
hardware systems in that the signal and response of the systems are binary. In
particular, in this section we define and measure the reliability and robustness of
the systems. The noise effects are evaluated and the noise factors are prioritized.
ROBUST RELIABILITY DESIGN OF DIAGNOSTIC SYSTEMS 173

15.5

A
15.0
D
C
14.5
∧
h

B
14.0

13.5
0 1
Level
(a)

16
D0
15

14
∧
h

D1
13

12
B0 B1
(b)

16

D0
15

D1
14
∧
h

13

12
C0 C1
(c)
FIGURE 5.24 (a) Main effect plots for A, B, C, and D; (b) interaction plot for D × B;
(c) interaction plot for D × C

The steps for robust reliability design are described in detail. An automotive
example is given to illustrate the method.
174 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

5.12.1 Problem Statement

Diagnostic systems are software-based built-in-test systems which detect, isolate,
and indicate the failures of the prime systems, where prime systems refers to
the hardware systems monitored by the diagnostic systems. Use of diagnostic
systems reduces the loss due to the failure of the prime systems and facilitates
subsequent repairs. Because of the benefits, diagnostic systems have found exten-
sive applications in industry, especially where failure of the prime systems results
in critical consequences. For instance, on-board diagnostic (OBD) systems are
integrated into automobiles to monitor components and systems whose failure
would cause emission concerns. When failure of such components or systems
occurs, the OBD system detects the failure, illuminates a light on the instrument
panel cluster saying “Service Engine Soon,” to alert the driver to the need for
repair, and stores the diagnostic trouble codes related to the failure to aid failure
isolation.
In modern software-intensive diagnostic systems, algorithms are coded to per-
form operations for diagnosis. Ideally, the diagnosis should indicate the true state
(failure or success) of the prime systems. However, if not designed adequately,
the algorithms are sensitive to noise sources and thus cause diagnostic systems
to commit the following two types of errors:
ž Type I error (α error). This error, denoted by α, is measured by the prob-
ability that the diagnostic system detected a failure given that one did not
occur.
ž Type II error (β error). This error, denoted by β, is measured by the proba-
bility that the diagnostic system failed to detect a failure given that one did
occur.

Because of α error, diagnostic systems may generate failure indications on

surviving prime systems. Thus, α error results in unnecessary repairs to products.
Manufacturers have an intense interest in eliminating or minimizing this type of
error because unnecessary repairs incur remarkable warranty expenses. On the
other hand, diagnostic systems may not generate failure indications on failed
prime systems because of β error. As a result, β error causes potential losses
to customers, so manufacturers are also responsible for reducing β error. In the
automotive industry, a large β error of an OBD system can trigger vehicle recalls,
usually issued by a government agency. Therefore, it is imperative that both α and
β errors be minimized over a wide range of noise factors. A powerful technique
to accomplish this objective is robust reliability design.

5.12.2 Definition and Metrics of Reliability and Robustness

A prime system usually has a binary state: success or failure. The intended
function of a diagnostic system is to diagnose the states correctly over time. That
is, a diagnostic system should indicate a failure of the prime system when it
occurs, and not indicate a failure if it does not occur. Thus, the reliability and
robustness of a diagnostic system can be defined as follows.
ROBUST RELIABILITY DESIGN OF DIAGNOSTIC SYSTEMS 175

ž Reliability of a diagnostic system is defined as the probability of the system

detecting the true states of the prime system under specified conditions for
a specified period of time.
ž Robustness of a diagnostic system is the capability of the system to detect
the true states of the prime system consistently in the presence of noise
sources.

Robustness can be measured by α and β. These two types of errors are cor-
related negatively; that is, α increases as β decreases, and vice versa. Therefore,
it is frequently difficult to judge the performance of a diagnostic system using
α and β only. Reliability is a more reasonable and comprehensive metric to
measure performance.
G. Yang and Zaghati (2003) employ the total probability law and give the
reliability of a diagnostic system as

R(t) = (1 − α) − (β − α)M(t), (5.47)

where R(t) is the reliability of the diagnostic system and M(t) is the failure
probability of the prime system. Equation (5.47) indicates that:

ž If the prime system is 100% reliable [i.e., M(t) = 0], the reliability of the
diagnostic system becomes 1 − α. This implies that the unreliability is due
to false detection only.
ž If the prime system fails [i.e., M(t) = 1], the reliability of the diagnostic
system becomes 1 − β. This implies that the unreliability is due only to the
inability of the system to detect failures.
ž If α = β, the reliability becomes 1 − α or 1 − β. This implies that M(t)
has no influence on the reliability.
ž The interval of R(t) is 1 − β ≤ R(t) ≤ 1 − α if β > α (which holds in most
applications).

Taking the derivatives of (5.47) gives

∂R(t) ∂R(t) ∂R(t)

= M(t) − 1, = −M(t), = −(β − α). (5.48)
∂α ∂β ∂M(t)

Because the derivatives are negative, R(t) decreases as α, β, or M(t) increases.

In most applications, M(t) is smaller than 0.5. Hence, |∂R(t)/∂α| > |∂R(t)/∂β|.
This indicates that R(t) is influenced more by α than by β.
Since reliability is considered as the quality characteristic, the signal-to-noise
ratio for a run is computed from (5.36) as
 
 l
2
1 1
η̂ = −10 log  −1 ,
l j =1 Rj
176 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.17 Grouped and Prioritized Noise

Factorsa
Noise Variable
Type α β M(t) Sensitivity Priority

1 × × × −(1 + β − α) 1
2 × × −1 2
3 × × −(1 + β − α − M) 3
4 × × −(M + β − α) 5
5 × −(1 − M) 4
6 × −M 6
7 × −(β − α) 7
a
×, affected.

where l is the number of columns in an outer array and Rj is the reliability at

the j th noise level.

5.12.3 Noise Effects Assessment

As discussed in Section 5.6, there are three types of noise factors: external noise,
internal noise and unit-to-unit noise. Some of these noise factors disturb the
diagnostic systems directly and increase α and β errors. Meanwhile, others may
jeopardize the function of the prime systems and deteriorate their reliability. In
general, a noise factor may affect one or more of the variables α, β and M(t).
Depending on what variables are disturbed, the noise factors can be categorized
into seven types, as shown in Table 5.17. The noise factors in different types have
unequal influences on the reliability of the diagnostic systems. The significance of
a noise factor can be evaluated by the sensitivity of reliability to the noise factor.
The sensitivity is obtained by using (5.48) and is summarized in Table 5.17. The
table also lists the priority of the seven types of noise factors ordered by the
sensitivity, assuming that M(t) > β > α. Because it is impossible to include all
noise factors in an experiment, only the noise factors in high-priority groups
should be considered.

5.12.4 Experimental Layout

Signals from prime systems to diagnostic systems have a binary state: success or
failure. Diagnostic systems should be robust against the states and noise factors.
In robust design the signals and noise factors go to an outer array, with the design
parameters placed in an inner array. A generic experimental layout for the robust
design is shown in Table 5.18. In this table, M1 = 0 indicates that the prime
system is functioning and M2 = 1 indicates that the prime system has failed; αij
and βij (i = 1, 2, . . . , N ; j = 1, 2, . . . , l) are the values of α and β at the cross
combination of row i and column j .
ROBUST RELIABILITY DESIGN OF DIAGNOSTIC SYSTEMS 177

TABLE 5.18 Generic Experimental Layout for Diagnostic Systems

Design Parameter M1 = 0 M2 = 1
Run A B C ...... z1 z2 ... zl z1 z2 ... zl

1 α11 α12 ... α1l β11 β12 ... β1l

2 α21 α22 ... α2l β21 β22 ... β2l
3 Orthogonal array α31 α32 ... α3l β31 β32 ... β3l
.. .. ..
. . .
N αN 1 αN 2 ... αN l βN 1 βN 2 ... βN l

Experiments are conducted according to the layout. The layout requires a

diagnostic system with the same setting of design parameters to monitor both
functioning and failed prime systems at various noise levels. For example, in
the first run, a diagnostic system with the first set of parameters is built to
diagnose the functioning prime system working at each of the l noise levels. Then
the same diagnostic system is used to monitor the failed prime system at each
noise level. During experimentation, record the number of failure occurrences
detected by the diagnostic system while running at M1 = 0, and the number of
failure occurrences that are not detected by the diagnostic system while running
at M2 = 1. By definition, αij is estimated by the number of failure occurrences
detected, divided by the total number of replicates given M1 = 0; the estimate of
βij is the number of undetected failure occurrences divided by the total number
of replicates given M2 = 1.

5.12.5 Experimental Data Analysis

At the time of interest τ (e.g., the warranty period or design life), the reliability
of the diagnostic system at the cross combination of row i and column j is
calculated from (5.47) as

Rij (τ ) = (1 − αij ) − (βij − αij )M(τ ).

Estimates of reliability are used to compute the signal-to-noise ratio using (5.36).
Table 5.19 summarizes the estimates of reliability and signal-to-noise ratio.
Once the estimates of the signal-to-noise ratio are calculated, ANOVA or
graphical response analysis should be performed to identify the significant factors.
Optimal levels of these factors are chosen to maximize the signal-to-noise ratio.
Finally, the optimality of the setting of design parameters selected should be
verified through a confirmation test.

5.12.6 Application Example

The example is to show how α, β, reliability, and signal-to-noise ratio are calcu-
lated with the automobile test data. The steps for robust design are standard and
thus are not given in this example.
178 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.19 Estimates of Reliability and

Signal-to-Noise Ratio for Diagnostic Systems
Run z1 z2 ··· zl η̂

1 R̂11 R̂12 ··· R̂1l η̂1

2 R̂21 R̂22 ··· R̂2l η̂2
3 R̂31 R̂32 ··· R̂3l η̂3
.. .. .. .. .. ..
. . . . . .
N R̂N 1 R̂N 2 ··· R̂N l η̂N

Test Method A sport utility vehicle installed with an on-board diagnostic mon-
itor with a current setting of design parameters was tested to evaluate the robust-
ness of the monitor. Load and engine speed [revolutions per minute (RPM)] are
the key noise factors disturbing the monitor. The combinations of load and RPM
are grouped into seven noise levels; at each level both the load and RPM vary
over an interval because of the difficulty in controlling the noise factors at fixed
levels. Table 5.20 shows the noise levels. The vehicle was driven at different
combinations of load and RPM. The prime system (component) being monitored
is expected to have 10% failure probability at the end of design life (τ = 10
years). Thus, failures at 10% probability were injected into the component under
monitor during the test trips. The test recorded the number of failures undetected
when failures were injected (M2 = 1), and the number of failures detected when
no failures were injected (M1 = 0).

Test Data At each noise level, the number of injected failures, the number
of injected failures undetected, the number of successful operations, and the
number of failures detected from the successful operations, denoted I1 , I2 , S1 ,
and S2 , respectively, are shown in Table 5.20. The test data are coded to protect
the proprietary information.

Data Analysis The estimates of α and β equal the values of S2 /S1 and I2 /I1 ,
respectively. The reliability of the monitor at 10 years at each noise level is

TABLE 5.20 Noise Levels and Coded Test Data

Noise Level Load RPM (×1000) S2 /S1 I2 /I1

z1 (0.0, 0.3) (0.0, 1.6) 1/3200 0/400

z2 (0.0, 0.3) [1.6, 3.2) 100/10,400 110/1200
z3 [0.3, 0.6) [1.6, 3.2) 30/7500 40/800
z4 [0.6, 0.9) [1.6, 3.2) 30/3700 100/400
z5 (0.0, 0.3) [3.2, 4.8) 20/600 20/80
z6 [0.3, 0.6) [3.2, 4.8) 30/4800 300/600
z7 [0.6, 0.9) [3.2, 4.8) 160/7800 800/900
CASE STUDY 179

TABLE 5.21 Estimates of α, β, Reliability, and Signal-to-Noise Ratio

z1 z2 z3 z4 z5 z6 z7

α̂ 0.0003 0.01 0.004 0.008 0.033 0.006 0.02

β̂ 0 0.09 0.05 0.25 0.25 0.5 0.89
R̂(τ ) 0.9997 0.982 0.9914 0.9678 0.9453 0.9446 0.893
η̂ 34.83

calculated from (5.47) with the α and β estimates and M(τ ) = 0.1. Then the
signal-to-noise ratio of the monitor is computed from (5.36). Table 5.21 summa-
rizes the estimates of α, β, reliability, and signal-to-noise ratio.

5.13 CASE STUDY

In this section a case study is presented to illustrate application of the robust
reliability design methods described earlier in the chapter. The case study is aimed
at improving the reliability and robustness of integrated-circuit (IC) wire bonds
by optimizing the wire bonding parameters. This example deals with destructive
inspection, discussed in Section 5.10.3.

5.13.1 The Problem

In semiconductor device manufacturing, one of the critical processes is making
the electrical interconnections between chips and packages. Interconnections by
gold wire have proved robust and reliable. However, the associated cost is high
and subject to reduction in the current competitive business environment. Copper
wire interconnection technology, expected to replace gold wire in some appli-
cations, is being developed. Copper wire is usually bonded using thermosonic
energy.
In this case study, copper wire is bonded onto a new type of substrate. In the
bonding process there are four important process parameters whose optimal levels
are to be determined. The parameters and their levels are shown in Table 5.22.
Preliminary experiments indicate that interactions between these parameters are
not important. Because thermal cycling is the major stress that causes failure of

TABLE 5.22 Wire Bonding Process Parameters and

Their Levels
Level
Notation Process Parameter 1 2 3

A Stage temperature (◦ C) 100 125 150

B Ultrasonic power (units) 6 7 8
C Bonding force (gf) 60 80 100
D Bonding time (ms) 40 50 60
180 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.23 Parameters of Thermal Cycling

Level
Parameter 1 2

Tmax (◦ C) 150 120

Tmin (◦ C) −6 −30

T (◦ C) 215 150
dT /dt (◦ C/min) 15 20

wire bonds, it is desirable to make the wire bonds insensitive to thermal cycling.
Table 5.23 presents the parameters of thermal cycling used in the experiment as
a noise factor. In Table 5.23, Tmax and Tmin are the high and low temperatures of
a thermal cycle, respectively,
T is the delta temperature between the high and
low temperatures, and dT /dt is the temperature change rate.

5.13.2 Process Parameter Design

Since there is no important interaction, an L9 (34 ) inner array and an outer array
with two levels are used to accommodate the process parameters and noise factor,
respectively. Bonds were generated using each setting of the process parameters
and then underwent thermal cycle testing. During testing, to measure the shear
strength (y; in grams force or gf), 20 bonds were sheared at 0, 50, 100, 200, 300,
500, and 800 cycles, respectively. The shear strength can be modeled with the
normal distribution with mean µy and standard deviation σy . Figure 5.25 shows
µy and σy varying with the number of thermal cycles (NTC ) for wire bonds tested
at noise factor levels 1 and 2. Each curve on the plots represents a setting of the
process parameters in the L9 (34 ) array.
A wire bond is said to have failed if its shear strength is less than or equal to
18 gf. Then from (5.28) the reliability of the wire bonds can be written as
 
18 − µy (NTC )
R̂(NTC ) = 1 −  .
σy (NTC )
This equation is used to calculate the reliability of wire bonds at the censor-
ing time (800 cycles). The resulting estimates are shown in Table 5.24. The
signal-to-noise ratio for each run is then computed using (5.36). Table 5.24 also
summarizes estimates of the signal-to-noise ratio.
ANOVA was performed based on the values of the signal-to-noise ratio. The
analysis is shown in Table 5.25. Because the sum of squares of factor D is small,
the factor is treated as an error term. Values of the F statistic for factors A, B, and
C are larger than the critical value F0.1,2,2 = 9.0. Therefore, the stage temperature,
ultrasonic power, and bonding force are statistically important at 10% significance
level. The optimal levels of these design parameters are: stage temperature =
150◦ C, ultrasonic power = 7 units, bonding force = 60 gf. Since the bonding
time is not significant, its level is set at 40 ms to increase productivity.
ADVANCED TOPICS IN ROBUST DESIGN 181

80

70

60
my

50

40

30

20

0 100 200 300 400 500 600 700 800

NTC (cycles)
(a)

15
sy

10

5
0 100 200 300 400 500 600 700 800
NTC (cycles)
(b)

5.13.3 Signal-to-Noise Ratio Comparison

Before performing this study, the process engineer used the following design
parameters: stage temperature = 100◦ C, ultrasonic power = 7 units, bonding force
= 80 gf, bonding time = 50 ms. The combination of levels yields η̂ = 25.10. The
optimal levels from this study improve the signal-to-noise ratio by (46.42 −
25.10)/25.10 = 85%. Therefore, the robustness of reliability against thermal
cycling has been increased remarkably.

5.14 ADVANCED TOPICS IN ROBUST DESIGN

In this section we introduce advanced topics, including an alternative to the

signal-to-noise ratio, multiple responses, the response surface method, and accel-
erated testing, which are related to the subjects discussed earlier in the chapter.
182 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

80

70

60
my

50

40

30

20

0 100 200 300 400 500 600 700 800

NTC (cycles)
(c)

15
sy

10

5
0 100 200 300 400 500 600 700 800
NTC (cycles)
(d)
FIGURE 5.25 (a) µy varying with NTC for wire bonds tested at noise factor level 1;
(b) σy varying with NTC for wire bonds tested at noise factor level 1; (c) µy varying with
NTC for wire bonds tested at noise factor level 2; (d) σy varying with NTC for wire bonds
tested at noise factor level 2

Recent advancements in these topics are described briefly. The materials in this
section are helpful for performing a more efficient robust design.

5.14.1 Alternative to the Signal-to-Noise Ratio

Taguchi (1986, 1987) proposes using the signal-to-noise ratio to measure the
robustness of a product performance. This metric has been used extensively in
industry because of its simplicity. When response is a smaller-the-better or larger-
the-better characteristic, as described in Section 5.11.3, the optimal setting can
be found by using a one-step procedure: Select the levels of control factors that
maximize the signal-to-noise ratio. This metric is a good choice for engineers.
ADVANCED TOPICS IN ROBUST DESIGN 183

TABLE 5.24 Estimates of Reliability and

Signal-to-Noise Ratio for Wire Bonds
Reliability
Run Noise Level 1 Noise Level 2 η̂

1 0.9911 0.9816 36.66

2 0.9670 0.9339 25.10
3 0.7748 0.8495 12.37
4 0.9176 0.7475 12.14
5 0.9655 0.9052 22.13
6 0.8735 0.6753 8.99
7 0.9901 0.9684 32.35
8 0.9988 0.9934 46.42
9 0.7455 0.6937 8.08

TABLE 5.25 ANOVA Table for Wire Bond

Reliability
Source of Sum of Degrees of Mean
Variation Squares Freedom Square F0

A 334.85 2 167.42 81.67

B 772.65 2 386.32 188.45
C 365.02 2 182.51 89.03
D 4.10 2 2.05
(e) (4.10) (2) (2.05)
Total 1476.62 8

As pointed out by Nair (1992), the signal-to-noise ratio has some drawbacks,
the major one being that minimizing it does not lead automatically to mini-
mization of the quadratic quality loss (5.1) in situations where the variability
of a nominal-the-best characteristic is affected by all significant control factors.
The effect of this problem can, however, be mitigated by data transformation
through which the variability of the transformed data is made independent of
mean adjustment factors (Robinson et al., 2004). Box (1988) proposes the use of
lambda plots to identify the transformation that yields the independence.
A measure alternative to the signal-to-noise ratio is the location and dispersion
model. For each run in Table 5.9, y i and ln(si2 ), representing the sample mean
and log sample variance over the noise replicates, are used as the measures of
location and dispersion. They are

1  1 
l nij l nij
yi = yij k , si2 = (yij k − y i )2 , i = 1, 2, . . . , N,
ki j =1 k=1 ki − 1 j =1 k=1
l (5.49)
where ki = j =1 nij .
184 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

For a nominal-the-best characteristic, the procedure for obtaining the optimal

setting of control factors is the same as that for optimizing the signal-to-noise ratio
described in Section 5.11.3. For a smaller-the-better or larger-the-better problem,
the procedure consists of two steps:

1. Select the levels of the mean adjustment factors to minimize (or maximize)
the location.
2. Choose the levels of the dispersion factors that are not mean adjustment
factors to minimize the dispersion.

C. F. Wu and Hamada (2000) and Nair et al. (2002) discuss in greater detail
use of the location and dispersion model to achieve robustness.

5.14.2 Multiple Responses

In robust reliability design, the response or quality characteristic may be life,
reliability, or performance. If life or reliability is used, the product has a single
response. Multiple responses arise when a product has several performance char-
acteristics, and some or all of them are equally important. For practical purposes,
the robust reliability design described in this chapter uses one characteristic, that
most closely reflecting the reliability of the product. Selection of the character-
istic is based on engineering judgment, customer expectation, experience, or test
data; in Chapter 8 we describe selection of the characteristic.
In some applications, using multiple responses can lead to a better design.
When analyzing multiple response data, for the sake of simplicity, each response
is sometimes analyzed separately to determine the optimal setting of design
parameters for that response. This naive treatment may work reasonably well
if there is little correlation between responses. However, when the multiple
responses are highly correlated, a design setting that is optimal for one response
may degrade the quality of another. In such cases, simultaneous treatment of the
multiple responses is necessary. In the literature, there are two main approaches
to handling multiple-response optimization problems: the desirability function
method and the loss function approach.

Desirability Function Method This method, proposed by Derringer and Suich

(1980) and modified by Del Casttillo et al. (1996), turns a multiple-response
problem into a single-response case using a desirability function. The function is
given by
D = [d1 (y1 ) × d2 (y2 ) × · · · × dm (ym )]1/m , (5.50)

where di (i = 1, 2, . . . , m) is the desirability of response yi , m the number of

responses, and D the total desirability. Now the response of the product is
D, which is a larger-the-better characteristic. In the context of robust design
described in this chapter, the signal-to-noise ratio should be computed from the
values of D. Then the robust design is to choose the optimal setting of control
factors that maximizes the signal-to-noise ratio.
ADVANCED TOPICS IN ROBUST DESIGN 185

The desirability for each response depends on the type of response. For a
nominal-the-best response, the individual desirability is


 yi − Li wL

 , Li ≤ yi ≤ mi ,


mi − Li 
di = yi − Hi wH (5.51)

 , mi < yi ≤ Hi ,

 m − H
 i i
0, yi < Li or yi > Hi ,
where mi , Li , and Hi are the target and minimum and maximum allowable values
of y, respectively, and wL and wH are positive constants. These two constants
are equal if the value of a response smaller than the target is as undesirable as a
value greater than the target.
For a smaller-the-better response, the individual desirability is


 1, yi ≤ Li ,

y − H w
i i
di = , Li < yi ≤ Hi , (5.52)

 Li − Hi

0, yi > Hi ,
where w is a positive constant and Li is a small enough number.
For a larger-the-better response, the individual desirability is


 0, yi ≤ Li ,

y − L w
i i
di = , Li < yi ≤ Hi , (5.53)

 Hi − Li

1, yi > Hi ,
where w is a positive constant and Hi is a large enough number.
The desirability of each response depends on the value of the exponent. The
choice of the value is arbitrary and thus subjective. In many situations it is difficult
to specify meaningful minimum and maximum allowable values for a smaller-
the-better or larger-the-better response. Nevertheless, the method has found many
applications in industry (see, e.g., Dabbas et al., 2003; Corzo and Gomez, 2004).
Loss Function Approach Loss function for multiple responses, described
by Pignatiello (1993), Ames et al. (1997), and Vining (1998), is a natural
extension of the quality loss function for a single response. The loss function
for a nominal-the-best response is
L = (Y − my )T K(Y − my ), (5.54)
where Y = (y1 , y2 , . . . , ym ) is the response vector, my = (my1 , my2 , . . . , mym ) is
the target vector, and K is a m × m matrix of which the elements are constants.
The values of the constants are related to the repair and scrap cost of the product
and may be determined based on the functional requirements of the product. In
general, the diagonal elements of K measure the weights of the m responses, and
the off-diagonal elements represent the correlations between these responses.
186 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

Like the single-response case, the loss function (5.54) can be extended to mea-
sure the loss for a smaller-the-better or larger-the-better response (Tsui, 1999).
For a smaller-the-better response, we replace the fixed target myi with zero. For a
larger-the-better response, the reciprocal of the response is substituted into (5.54)
and treated as the smaller-the-better response.
If Y has a multivariate normal distribution with mean vector µ and vari-
ance–covariance matrix , the expected loss can be written as
E(L) = (µ − my )T K(µ − my ) + trace(K), (5.55)
where µ and  are the functions of control factors and noise factors and can be
estimated from experimental data by multivariate analysis methods. The methods
are described in, for example, Johnson (1998).
The simplest approach to obtaining the optimal setting of control factors is to
directly minimize the expected loss (5.55). The direct optimization approach is
used by, for example, Romano et al. (2004). Because the approach may require
excessive time to find the optimal setting when the number of control factors is
large, some indirect but more efficient optimization procedures have been pro-
posed. The most common one is the two-step approach, which finds its root in
Taguchi’s two-step optimization approach for a single response. The approach
first minimizes an appropriate variability measure and then brings the mean
response on its target. Pignatiello (1993) and Tsui (1999) describe this two-step
approach in detail.

5.14.3 Response Surface Methodology

The experimental analysis described in this chapter may lead to local optima
because of the lack of informative relationship between response and control fac-
tors. A more effective design of experiment is the response surface methodology
(RSM), which is known as a sequential experimental technique. The objective of
RSM is to ascertain the global optimal setting of design parameters by establish-
ing and analyzing the relationship between response and experimental variables.
The variables may include both control and noise factors. The RSM experiment
usually begins with a first-order experiment aimed at establishing the first-order
relationship given by
n
y = β0 + βi xi + e, (5.56)
i=1

where y is the response, xi the experimental variable, e the residual error, βi the
coefficient representing the linear effect of xi to be estimated from experimental
data, and n the number of experimental variables. Once the relationship is built, a
search must be conducted over the experimental region to determine if a curvature
of the response is present. If this is the case, a second-order experiment should
be conducted to build and estimate the second-order relationship given by

n 
n 
n
y = β0 + βi xi + βij xi xj + βii xi2 +e, (5.57)
i=1 i<j i=1
ADVANCED TOPICS IN ROBUST DESIGN 187

where βi is the coefficient representing the linear effect of xi , βij the coefficient
representing the linear-by-linear interaction between xi and xj , and βii the coeffi-
cient representing the quadratic effect of xi . The optimum region for experimental
variables is solved by differentiating y in (5.57) with respect to xi and setting
it zero. C. F. Wu and Hamada (2000) and Myers and Montgomery (2002), for
example, describe in detail the design and analysis of RSM experiments.
The principle of RSM can be applied to improve the optimality of the design
setting obtained from ANOVA or graphical response analysis (K. Yang and Yang,
1998). In the context of robust design presented in this chapter, the response y
in (5.57) is the signal-to-noise ratio. If there exists an interaction or quadratic
effect, the relationship between signal-to-noise ratio and control factors may be
modeled by (5.57), where y is replaced with η. The model contains 1 + 2n +
n(n − 1)/2 parameters. To estimate the parameters, the experimental run must
have the size of at least 1 + 2n + n(n − 1)/2, and each factor must involve at
least three levels. The use of some orthogonal arrays, such as L9 (34 ) and L27 (313 ),
satisfies the requirements; thus, it is possible to continue response surface analysis
for the experimental design. The optimal setting may be obtained through the use
of standard methods for response surface analysis as described in C. F. Wu and
Hamada (2000) and Myers and Montgomery (2002).
RSM assumes that all variables are continuous and derivatives exist. In prac-
tice, however, some design parameters may be discrete variables such as the
type of materials. In these situations, (5.57) is still valid. But it cannot be used to
determine the optima because the derivative with respect to a discrete variable is
not defined. To continue the response surface analysis, we suppose that there are
n1 discrete variables and n2 continuous variables, where n1 + n2 = n. Because
the optimal levels of the n1 discrete factors have been determined in previous
analysis by using the graphical response method or ANOVA, the response sur-
face analysis is performed for the n2 continuous variables. Since the levels of n1
variables have been selected, only the parameter settings that contain combina-
tions of the selected levels of the n1 variables can be used for response surface
analysis. In general, the number of such settings is
n1
1
ws = N , (5.58)
q
i=1 i

where N is the run size of an inner array and qi is the number of levels of discrete
variable xi . Refer to Table 5.3, for example. L9 (34 ) is used to accommodate four
design parameters, one of which is assumed to be discrete and assigned to column
1. Suppose that ANOVA has concluded that level 1 is the optimal level for this
variable. Then ws = 9/3 = 3, because only the responses from runs 4, 5, and 6
can apply to our response surface analysis.
Excluding discrete variables from modeling, (5.57) includes only n2 con-
tinuous variables and has 1 + 2n2 + n2 (n2 − 1)/2 parameters to be estimated.
Therefore, we require that ws ≥ 1 + 2n2 + n2 (n2 − 1)/2. This requirement is fre-
quently unachievable when n1 ≥ 2. Thus, in most situations the response surface
analysis is applicable when only one discrete design parameter is involved.
188 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

5.14.4 Accelerated Testing in Robust Design

Life or performance degradation is the primary response of an experiment
designed for improving robustness and reliability. The experiment may yield
few failures or little degradation at censoring time, when the levels of noise
factors are within the normal use spectrum. In these situations it is difficult
or impossible to perform data analysis and find the truly optimal setting of
design parameters. Clearly, obtaining more life data or degradation information
is necessary. This may be accomplished by carefully applying the concept of
accelerated testing. Although accelerated testing has been studied and applied
extensively, it is seldom discussed in the context of robust design aimed at
improving reliability.
To produce a shorter life and more degradation in testing, it is natural to
think of elevating noise factor levels as is usually done in a typical accelerated
test. Then the accelerated test data are analyzed to draw conclusions about the
optimal setting of control factors. In the context of robust design, however, the
conclusions may be faulty if the accelerating noise factors interact with control
factors. Without loss of generality, we assume that a robust design concerns one
control factor and one noise factor. If the life has a location-scale distribution,
the location parameter µ can be written as

µ = β0 + β1 x + β2 z + β12 xz, (5.59)

where x is the control factor, z the noise factor, and β0 , β1 , β2 , and β12 are the
coefficients to be estimated from experimental data.
The acceleration factor between the life at noise level z1 and that at noise
level z2 is
exp(µ1 )
Af = = exp(µ1 − µ2 ), (5.60)
exp(µ2 )
where Af is the acceleration factor and µi is the location parameter at noise
level i. Chapter 7 presents in detail definition, explanation, and computation of
the acceleration factor. For a given level of control factor, the acceleration factor
between noise levels z1 and z2 is obtained by substituting (5.59) into (5.60). Then
we have
Af = exp[(z1 − z2 )(β2 + β12 x)], (5.61)

which indicates that the acceleration factor is a function of the control factor
level. This is generally true when there are interactions between control factors
and accelerating noise factors.
Accelerated test data may lead to a falsely optimal setting of design parameters
if an acceleration factor depends on the level of control factor. This is illustrated
by the following arguments. For the sake of convenience, we still assume that
robust design involves one design parameter and one noise factor. The control
factor has two levels: x0 and x1 . The noise factor also has two levels: z1 and
z2 , where z1 is within the normal use range and z2 is an elevated level. Let yij
(i = 0, 1; j = 1, 2) denote the life at xi and zj . Also, let Af 0 and Af 1 denote
ADVANCED TOPICS IN ROBUST DESIGN 189

the acceleration factors at x0 and x1 , respectively. Then from (5.35), the signal-
to-noise ratio η̂0 at x0 is

  
1 1 1 1
η̂0 = −10 log 2
+ 2
= 10 log(2) − 10 log 2
(1 + A2
f0 ) .
2 y01 y02 y01
Similarly, the signal-to-noise ratio η̂1 at x1 is
 
 1
η̂1 = 10 log(2) − 10 log 2 (1 + Af 1 ) .
2
y11
If we have
1 1
2
(1 + A2f 0 ) < 2 (1 + A2f 1 ), (5.62)
y01 y11
then η̂0 > η̂1 . This indicates that x0 is the optimal level for design. Note that this
conclusion is drawn from the accelerated test data.
Now suppose that the experiment is conducted at noise factor levels z0 and z1 ,
where both z0 and z1 are within the normal use range. The noise level z1 remains
the same and z0 = 2z1 − z2 . Then, from (5.61), we know that Af 0 equals the
acceleration factor at x0 between the life at z0 and the life at z1 , and Af 1 equals
the acceleration factor at x1 between the life at z0 and the life at z1 . Let yij
(i = 0, 1; j = 0, 1) be the life at xi and zj . The signal-to-noise ratio η̂0 at x0 is

  
1 1 + Af 0
2
1 1 1
η̂0 = −10 log 2
+ 2 = 10 log(2) − 10 log 2
.
2 y00 y01 y01 A2f 0

Similarly, the signal-to-noise ratio η̂1 at x1 is

 
1 1 + Af 1
2
η̂1 = 10 log(2) − 10 log 2
.
y11 A2f 1

If (5.62) holds and Af 0 ≥ Af 1 , we have

1 1 + Af 0 1 1 + Af 1
2 2

2 2
< 2 ; (5.63)
y01 Af 0 y11 A2f 1

that is, η̂0 > η̂1 . Therefore, x0 is the optimal level. This agrees with the conclu-
sion drawn from the accelerated test data. However, if (5.62) holds and Af 0 <
Af 1 , (5.63) may not be valid. That is, x0 may not be the optimal level. In such
case, the conclusion derived from the accelerated test data is faulty.
Let’s consider a simple example that illustrates the accelerated test data leading
to an erroneous conclusion. Suppose that the life y is 50 at (x0 = 0, z1 = 1), 25
at (x0 = 0, z2 = 2), 60 at (x1 = 1, z1 = 1), and 15 at (x1 = 1, z2 = 2). The value
of the acceleration factor is 2 at x0 and 4 at x1 calculated from these life data.
The value of the signal-to-noise ratio is 30 at x0 and 26.3 at x1 . It would be
concluded that x0 is the optimal level based on the accelerated test data. Now
190 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

suppose that the experiment is conducted at the noise factor levels within the
normal use range: z0 and z1 . The life y is 100 at (x0 = 0, z0 = 0) and 240 at
(x1 = 1, z0 = 0); both are derived by applying the acceleration factors. The value
of the signal-to-noise ratio is 36.0 at x0 and 38.3 at x1 . Then we would conclude
that x1 is the optimal level, which contradicts the conclusion drawn from the
accelerated test data.
In robust design, accelerating noise factors should be those that are indepen-
dent of control factors, to avoid possible faulty conclusions. The high levels of
accelerating noise factors should be as high as possible to maximize the number
of failures or the amount of degradation, but they should not induce failure modes
that are different from those in the normal use range. The low levels of the accel-
erating noise factors should be as low as possible to maximize the range of noise
levels, but they should generate sufficient failures or degradation information.
Unfortunately, such independent noise factors, if any, may be difficult to identify
before experiments are conducted. In these situations, experience, engineering
judgment, or similar data may be used. A preliminary accelerated test may also
be performed to determine the independence.
In addition to noise factors, some control factors may also serve as accelerating
variables, as described in Chapter 7 and by Joseph and Wu (2004). Such control
factors should have large effects on failure or degradation and the effects are
known based on physical knowledge of the product. In traditional experiments,
these factors are of no direct interest to designers; they are not involved in the
design of experiment and their levels are kept at normal values in experiment. In
contrast, in accelerated robust testing, these factors are elevated to higher levels
to increase the number of failures or the amount of degradation. The analysis
of accelerated test data yields the optimal setting of design parameters. The
accelerating control factors are set at normal levels in actual product design. For
the conclusion to be valid at normal levels of the accelerating control factors,
these factors should not interact with other control factors. This requirement
restricts use of the method because of the difficulty in identifying independent
accelerating control factors.
In summary, accelerated testing is needed in many experiments. However,
accelerating variables should not interact with control factors. Otherwise, the
optimality of design setting may be faulty.

PROBLEMS
5.1 Develop a boundary diagram, P-diagram, and strategy of noise effect man-
agement for a product of your choice. Explain the cause-and-effect relations
between the noise factors and failure modes.
5.2 A robust design is to be conducted for improving the reliability and robust-
ness of an on–off solenoid installed in automobiles. The solenoid is tested to
failure, and life (in on–off cycles) is the experimental response. The design
parameters selected for experiment are as follows:
ž A: spring force (gf); A0 = 12; A1 = 18; A2 = 21
PROBLEMS 191

ž B: spring material; B0 = type 1, B1 = type 2, B2 = type 3

ž C: ball lift (mm); C0 = 0.3, C1 = 0.4
ž D: air gap (mm); D0 = 0.8, D1 = 1.6, D2 = 2.5
ž E: number of coil turns: E0 = 800, E1 = 1000, E2 = 1200
Interaction between factors C and D is possible and needs investigation. The
life of the solenoid is affected significantly by voltage and temperature, which
are considered to be the key noise factors. Their levels are:
ž V: voltage (V); V0 = 10, V1 = 12, V2 = 15
ž T: temperature (◦ C); T0 = 100, T1 = 230

(a) Select an inner array to assign the design parameters.

(b) Lay out the noise factors in an outer array.
(c) V1 is the nominal value of voltage. Develop a compounding noise strat-
egy to reduce the size of the outer array.
(d) Describe the procedure for determining the optimal levels of the design
parameters.
5.3 Create a nine-level column using L27 (313 ). Is this nine-level column orthog-
onal to other columns? Write down the sum of squares for the nine-level
column.
5.4 Using the L16 (215 ) orthogonal array, assign the following factors and inter-
actions to find an appropriate experimental design for the following cases:
(a) Two-level factors A, B, C, D, F, G, and H and interactions A × B, B × C,
and F × G.
(b) Two-level factors A, B, C, D, F, G, H, and I and interactions A × B,
A × C, A × I, G × F, and G × H.
(c) One eight-level factor A, and three two-level factors B, C, and D.
5.5 Condra (2001) describes a robust design of surface-mounted capacitors. In
the design, dielectric composition (factor A) and process temperature (factor
B) are the control factors subject to optimization. The control factors have
two levels and are accommodated in L4 (22 ). The noise factors are operating
voltage (factor C) and temperature (factor D). The voltage has four levels:
200, 250, 300, and 350 V. The temperature has two levels: 175 and 190◦ C.
The usual voltage and temperature are 50 V and 50◦ C. Thus the experiment
is an accelerated test. Table 5.26 shows the experimental layout and the
response data. The response is the mean time to failure (MTTF, in hours)
estimated from 10 lognormally distributed samples.
(a) Calculate the signal-to-noise ratio for each run of the inner array. Ana-
lyze the signal-to-noise ratio data by using graphical response method.
Identify the significant factor(s) and interaction. What are the optimal
levels of the control factors?
(b) Reanalyze the signal-to-noise ratio data calculated in part (a) by using
ANOVA. Are the conclusions the same as those from the graphical
response analysis?
192 RELIABILITY IMPROVEMENT THROUGH ROBUST DESIGN

TABLE 5.26 Experimental Layout and MTTF

Outer Array
Inner Array 0 0 1 1 2 2 3 3 C
Run A B 0 1 0 1 0 1 0 1 D

1 0 0 430 950 560 210 310 230 250 230

2 0 1 1080 1060 890 450 430 320 340 430
3 1 0 890 1060 680 310 310 310 250 230
4 1 1 1100 1080 1080 460 620 370 580 430

(c) Plot the interaction graphs for C × A, C × B, D × A, and D × B. Do the

plots suggest any interactions between the noise and control factors? Is
it appropriate to use voltage and temperature as accelerating variables?
(d) Plot the interaction graph for C × D. Is it evident that the voltage
interacts with temperature?

5.6 The fatigue life of an automotive timing belt and its variability were improved
through robust reliability design. The design parameters are belt width (factor
A), belt tension (B), belt coating (C), and tension damping (D). Each design
parameter has two levels. The interaction between B and D is of interest. The
noise factor is temperature, which was set at three levels: 60, 100, and 140◦ C.
The experimental response is cycles to failure measured by a life index,
which is a larger-the-better characteristic. The experiment was censored at
the number of cycles translated to 2350 of the life index. The design life
was equivalent to 1500 of the life index. The experimental layout and life
index are given in Table 5.27. Suppose that the life index is Weibull and
its relation with temperature can be modeled with the Arrhenius relationship
(Chapter 7).

TABLE 5.27 Experimental Data for the Timing Belt

Inner Array
A B D B×D C Outer Array Temperature (◦ C)
Run 1 2 3 4 5 6 7 60 100 140

1 0 0 0 0 0 0 0 1635 1677 1457 1433 1172 1232

2 0 0 0 1 1 1 1 1578 1723 1354 1457 1149 1222
3 0 1 1 0 0 1 1 1757 1673 1247 1178 1080 1109
4 0 1 1 1 1 0 0 1575 1507 1103 1077 985 937
5 1 0 1 0 1 0 1 2350 2350 2173 2237 2058 1983
6 1 0 1 1 0 1 0 2035 2147 1657 1573 1338 1435
7 1 1 0 0 1 1 0 1758 1850 1713 1543 1478 1573
8 1 1 0 1 0 0 1 2350 1996 1769 1704 1503 1374
PROBLEMS 193

TABLE 5.28 Experimental Layout and Response Data for the Oxygen Sensor
Inner Array
A B C D Outer Array
Run 1 2 3 4 Noise Level 1 Noise Level 2

1 0 0 0 0 11 15 22 16
2 0 1 1 1 8 12 16 14
3 0 2 2 2 15 19 26 23
4 1 0 1 2 17 23 28 35
5 1 1 2 0 7 11 18 22
6 1 2 0 1 8 5 15 18
7 2 0 2 1 23 19 20 26
8 2 1 0 2 16 20 24 26
9 2 2 1 0 8 13 17 15

(a) Estimate the reliability at the design life for each combination of design
setting and temperature.
(b) Perform ANOVA to identify the significant factors. Determine optimal
levels of the design parameters.
(c) Predict the signal-to-noise ratio at the optimal setting. Calculate the aver-
age reliability over the three temperatures.
5.7 To improve the reliability of an oxygen sensor, four design parameters (A to
D) were chosen and assigned to L9 (34 ) as shown in Table 5.28. The sensors
were tested at two levels of compounding noise (temperature and humidity)
and the response voltages at a given oxygen level were recorded. The sensors
are said to have failed if the response voltage drifts more than 30% from the
specified value. The drift percentages at termination of the test are given in
Table 5.28.
(a) Perform graphical response analysis to identify the significant factors.
(b) Carry out ANOVA to determine the significant factors. What are optimal
levels of the design parameters?
(c) Predict the signal-to-noise ratio at the optimal setting.
(d) The current design setting is A0 B0 C0 D0 . How much robustness improve-
ment will the optimal setting achieve?
(e) Calculate the average drift percentage over the noise levels.
(f) Are the interactions between the design parameters and the compounding
noise significant?
6
POTENTIAL FAILURE MODE
AVOIDANCE

6.1 INTRODUCTION

In Chapter 5 we explained that a failure is the consequence of either a lack of

robustness or the presence of mistakes, and presented methodologies for build-
ing robust reliability into products. In this chapter we describe techniques for
detecting and eliminating mistakes.
Reliable products must be robust over time and free of mistakes. Unfortunately,
to err is human, as the saying goes. Engineers design values into products as
well as mistakes. Mistakes are unknowingly embedded into products in design
and production. The mistakes can be errors ranging from misuse of materials
to misspecification of system requirements, and may be classified into different
categories according to the nature of the error. L. Chao and Ishii (2003) associate
design errors with six areas: knowledge, analysis, communication, execution,
change, and organization. Specific subjects, such as software engineering and
civil engineering, often have their own error classification systems.
Any mistakes built into a product will compromise product features, time
to market, life cycle cost, and even human safety. Although it is obvious that
mistakes should be eliminated, the criticality of correcting errors at the earli-
est time is frequently overlooked. An error found and fixed in the early design
phase usually costs considerably less than it would after the design is released
to production. In general, the later the errors are removed, the higher the cost.
In many situations, the cost is an exponential function of time delay. It is appar-
ently desirable to correct any errors as soon as they emerge. The powerful

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

194
FAILURE MODE AND EFFECTS ANALYSIS 195

techniques that help achieve this objective include failure mode and effects
analysis (FMEA) and fault tree analysis (FTA). Computer-aided design analysis
is another error detection technique, which is being widely implemented nowa-
days thanks to the advance in computer technology and software engineering.
This technique includes mechanical stress analysis, thermal analysis, vibration
analysis, and other methods. In this chapter we describe these three types of
techniques.

6.2 FAILURE MODE AND EFFECTS ANALYSIS

Failure mode and effects analysis, commonly known as FMEA, is a proactive

tool for discovering and correcting design deficiencies through the analysis of
potential failure modes, effects, and mechanisms, followed by a recommendation
of corrective action. It may be described as a systemized group of activities
intended to recognize and evaluate the potential failure of a product or process
and its effects, identify actions that eliminate or reduce the likelihood of the
potential failure occurrence, and document the process (SAE, 2002). Essentially,
FMEA is a bottom-up process consisting of a series of steps. It begins with
identifying the failure mode at the lowest level (e.g., component) and works its
way up to determine the effects at the highest level (e.g., end customer). The
process involves an inductive approach to consider how a low-level failure can
lead to one or more effects at a high level.
FMEA has numerous benefits. The results of FMEA are valuable to design
engineers in determining and prioritizing the area of action. In particular, FMEA
helps identify which potential failure modes result in severe effects that must be
designed out of a product, which ones can be handled by corrective or mitigating
actions, and which ones can be safely ignored. The outputs of an FMEA are
instrumental in the development of design verification plans and production con-
trol plans. FMEA is also useful for field service engineers in diagnosing problems
and determining repair strategy.
Because of these benefits, FMEA has been used extensively in various pri-
vate industries. The overwhelming implementation lies in the automotive sector,
where FMEA has been standardized as SAE J1739 (SAE, 2002). This standard
was developed and has been advocated by major U.S. automakers. Although
originating in the automotive industry, the standard is prevalent in other sec-
tors of industry: for example, the marine industry. Another influential standard
is IEC 60812 (IEC, 1985), which is used primarily in electrical engineering. In
the defense industry, failure mode, effects, and criticality analysis (FMECA) is
more common and performed by following MIL-STD-1629A (U.S. DoD, 1984).
FMECA is similar to FMEA except that each potential failure effect is classi-
fied according to its severity. Because of the similarity, we present FMEA in
this section. FMEA has become an integral step in the design process in many
companies. Its implementation can be facilitated by using commercial software
packages (e.g., Relex, Item), which often support various standards, such as those
mentioned above.
196 POTENTIAL FAILURE MODE AVOIDANCE

6.2.1 FMEA Types and Benefits

Basically, FMEA may be classified into three categories according to the level
of analysis: system FMEA, design FMEA, and process FMEA. There are some
other types of FMEA, which can be considered as extensions of these three types.
For example, software and machinery FMEA can be thought of as special cases
of design FMEA.

System FMEA System FMEA is sometimes called concept FMEA because the
analysis is carried out in the concept development stage. This is the highest-level
FMEA that can be performed and is used to analyze and prevent failures related
to technology and system configuration. This type of FMEA should be carried
out as soon as a system design (i.e., the first stage of robust design) is completed,
to validate that the system design minimizes the risk of functional failure dur-
ing operation. Performed properly, system FMEA is most efficient economically
because any changes in the concept design stage would incur considerably less
cost than in subsequent stages.
System FMEA has numerous benefits. It helps identify potential systemic fail-
ure modes caused by the deficiency of system configurations and interactions with
other systems or subsystems. This type of FMEA also aids in (1) examining sys-
tem specifications that may induce subsequent design deficiencies, (2) selecting
the optimal system design alternative, (3) determining if a hardware system
redundancy is required, and (4) specifying system-level test requirements. It acts
as a basis for the development of system-level diagnosis techniques and fault
management strategy. More important, system FMEA enables actions to ensure
customer satisfaction to be taken as early as in the concept design stage, and is
an important input to the design FMEA to follow.

Design FMEA Design FMEA is an analytical tool that is used to (1) identify
potential failure modes and mechanisms, (2) assess the risk of failures, and
(3) provide corrective actions before the design is released to production. To
achieve the greatest value, design FMEA should start before a failure mode is
unknowingly designed into a product. In this sense, FMEA serves as an error pre-
vention tool. In reality, however, design FMEA is frequently performed as soon
as the first version of the design is available, and remedial actions are developed
based on the analysis to eliminate or alleviate the failure modes identified. The
bottom line is that a design should avoid critical failure modes.
The major benefit of design FMEA is in reducing the risk of failure. This is
achieved by identifying and addressing the potential failure modes that may have
adverse effects on environment, safety, or compliance with government regula-
tions in the early design stage. Design FMEA also aids in objective evaluation
of design in terms of functional requirements, design alternatives, manufactura-
bility, serviceability, and environmental friendliness. It enables actions to ensure
that customer satisfaction is initiated as early in the design stage as possible. In
addition, this type of FMEA helps the development of design verification plans,
FAILURE MODE AND EFFECTS ANALYSIS 197

production control plans, and field service strategy. The outputs from design
FMEA are the inputs to process FMEA.

Process FMEA Process FMEA is a structured logic and systematic analysis

intended to (1) identify potential failure modes and mechanisms, (2) assess the
risk of failure, and (3) provide corrective action before the first production run
takes place. The potential failure mode of a process is defined as the manner in
which the process could potentially fail to meet the process requirements and/or
design intent. Because a variety of factors may contribute to the failure of a
process, this type of FMEA is usually accomplished through a series of steps
to consider and analyze human, machine, method, material, measurement, and
environment impacts. Thus, process FMEA is often more complicated and time
consuming than system and design FMEA.
Process FMEA is capable of discovering potential product and process-related
failure modes and responsible failure mechanisms. It determines the key process
parameters on which to focus controls for the reduction or detection of failure
conditions. This type of FMEA also assesses the effects of the potential fail-
ures on end customers and enables actions to ensure that customer satisfaction
is accounted for in the process development stage. Process FMEA addresses the
concerns of critical failure modes discovered in design FMEA through manufac-
turing or assembly process design improvement.
It can be seen that there are close similarities among the three types of FMEAs.
In the remainder of this section we discuss design FMEA.

6.2.2 FMEA Process

Performing an FMEA begins with defining the system for study. The interactions
between this system and others should be fully understood to determine the effects
and mechanisms of a potential failure mode. For this purpose, the boundary
diagram described in Chapter 5 is helpful.
Once the scope for FMEA study has been defined, the lowest-level component
within the system is chosen and its functions are analyzed. Each function should
be technically specific, and the failure criteria of the function must be defined
completely. The next step is to identify the failure modes of the component.
This is followed by revealing the effects of each failure mode and evaluating the
severity of each associated effect. For each failure mode, the responsible failure
mechanisms and their occurrences are determined. The subsequent step is to
develop control plans that help obviate or detect failure mechanisms, modes, or
effects. The effectiveness of each plan is evaluated by detection ranking. The next
step is to assess the overall risk of a failure mode. The overall risk is measured
by the risk priority number (RPN), which is a product of severity, occurrence,
and detection. A high RPN value indicates a high risk of failure. Appropriate
corrective action should be taken to reduce the risk. Finally, the results of FMEA
are documented using a standardized format.
The steps above for performing FMEA are depicted in Figure 6.1. Figure 6.2
shows a typical worksheet format for design FMEA. In application, it may be
198 POTENTIAL FAILURE MODE AVOIDANCE

Define system.

Select a component.

Describe component functions.

Identify all failure modes of the component.

Determine effects of each failure mode.

Evaluate severity of each effect.

Select next
component
Identify failure mechanisms of each failure mode.

Determine occurrence of each failure mechanism.

Develop control plans.

Evaluate detection ranking of control plans.

Calculate RPN.

Recommend actions.

Document actions taken, improvement, and notes.

FIGURE 6.1 Steps for performing design FMEA

substituted with a different one that reflects the distinctions of a product and the
needs of an organization.

6.2.3 System Definition

Similar to defining a system for robust design, described in Chapter 5, system
definition for FMEA study is to determine the boundary of a system for which
FMEA should be performed. For some systems that are relatively independent
of others, the boundary may be obvious. However, describing the boundary of a
complicated system that interacts heavily with other systems requires thorough
 FAILURE MODE AND EFFECTS ANALYSIS

____System:______________ Design Responsibility:_____________ FMEA Number:_____________

____Subsystem:___________ Key Date:_______________________ Prepared by:_______________
____Component:___________ Page:______ of ______ FMEA Date:_______________
Core Team:______________________________________________________________________________________________________

Item Potential Action Results

Potential Potential S O D R Responsibility
Failure Design Recommended S O D R
Failure Effects of E C E P and Target Actions
Mechanisms Controls Actions E C E P
Function Mode Failure V C T N Completion Date Taken
V C T N
FAILURE MODE AND EFFECTS ANALYSIS

FIGURE 6.2 Typical worksheet for design FMEA

199
200 POTENTIAL FAILURE MODE AVOIDANCE

understanding of the target and neighboring systems and their interactions. In this
step it is often required to perform an interaction analysis and create a boundary
diagram using the method presented in Chapter 5. Interaction analysis also pro-
vides assistance in subsequent FMEA steps in (1) understanding the effects of
failure modes on other systems and end customers, (2) evaluating the severity of
the effects, and (3) discovering the failure mechanisms that may have originated
from other systems.
Once defined, the system should be broken down into subsystems, modules,
or components, depending on the objective of the FMEA study. Analysis at a
high level (subsystem or module level) is usually intended to determine the area
of high priority for further study. Analysis at the component level is technically
more desirable and valuable, in that it usually leads to a determination of the
causes of failure. As such, FMEA is performed mostly at the component level
in practice.

6.2.4 Potential Failure Mode

A potential failure mode is defined as the manner in which a component, module,
subsystem, or system could potentially fail to meet design intents, performance
requirements, or customer expectations. A potential failure mode can be the cause
of a higher-level (module, subsystem, or system) failure. It may also be the effect
of a lower-level (component, module, or subsystem) failure.
As shown in Figure 6.1, all failure modes of a component should be scoped
and listed. The failure modes include these that are already known, as well as
these that are unknown but that could occur under certain operating conditions,
such as hot, cold, humid, and wet environments. In FMEA, two types of failure
modes should be considered: hard and soft. A hard failure is a complete loss of
function. It can be further divided into the following two categories according to
the persistence of failure:
ž Irreversible failure: complete and permanent loss of function.
ž Intermittent failure: complete loss of function in a brief time. The function
then recovers automatically.
A soft failure is a degradation of performance over time and causes partial
loss of function. Performance degradation is usually unrecoverable and leads to
complete ceasation of function. See Chapter 2 for more discussion of these two
types of failure modes.
A P-diagram is a useful input to the identification of failure modes. All failure
modes listed in a P-diagram created for a system should be included in the
FMEA. Fault tree analysis (discussed later) is also of assistance in discovering
failure modes; the top event of a fault tree is a failure mode of the system under
consideration.

6.2.5 Potential Effects of Failure and Severity

The potential effect of a failure mode is defined as the impact of the failure
mode on the function of neighboring components and higher-level systems. The
FAILURE MODE AND EFFECTS ANALYSIS 201

potential effects are identified by asking the question: What will be the conse-
quences if this failure happens? The consequences are evaluated with respect
to the function of the item being analyzed. Because there exists a hierarchical
relationship between the component, module, subsystem, and system levels, the
item failure under consideration may affect the system adversely at several lev-
els. The lowest-level effects are the local effects, which are the consequences
of the failure on the local operation or function of the item being analyzed. The
second-level effects are the next-level effects, which are the impacts of the failure
on the next-higher-level operation or function. The failure effect at one level of
system hierarchy is the item failure mode of the next-higher level of which the
item is a component. The highest-level effects are the end effects, which are the
effects of the failure on the system functions and can be noticed by the end cus-
tomers. For instance, the end effects of a failure occurring to an automobile can
be noise, unpleasant odor, thermal event, erratic operation, intermittent operation,
inoperativeness, roughness, instability, leak, or others.
The end effect of a failure is assessed in terms of severity. In FMEA, severity
is a relative ranking within the scope of a particular study. The military industry
commonly employs a four-level classification system ranking from “catastrophic”
to “minor,” as shown in Table 6.1. In this ranking system, the lowest-ranking
index measures the highest severity, and vice versa. The automotive industry
generally uses a 10-level ranking system, as shown in Table 6.2; the effect of a
failure mode is described as the effect on customers or conformability to gov-
ernment regulations. A failure mode may have multiple effects, each of which
has its own severity rating. Only the most serious effect rating is entered into the
severity column of the FMEA worksheet for calculating RPN.

6.2.6 Potential Failure Mechanisms and Occurrence

A potential failure mechanism is an indication of design weakness; its conse-
quences are failure modes. Identification of failure mechanisms is the process of

TABLE 6.1 Four-Level Military Severity Ranking System

Category Explanation

I Catastrophic: a failure that can cause death or system (e.g., aircraft, tank,
missile, ship) loss
II Critical: a failure that can cause severe injury, major property damage, or
minor system damage which will result in mission loss
III Marginal: a failure that may cause minor injury, minor property damage, or
minor system damage which will result in delay or loss of availability or
mission degradation
IV Minor: a failure not serious enough to cause injury, property damage, or system
damage, but which will result in unscheduled maintenance or repair
Source: U.S. DoD (1984).
202 POTENTIAL FAILURE MODE AVOIDANCE

TABLE 6.2 Ten-Level Automotive Severity Ranking System

Effect Criteria: Severity of Effect Ranking

Hazardous Very high severity ranking when a potential failure mode affects 10
without safe vehicle operation and/or involves noncompliance with
warning government regulation without warning
Hazardous Very high severity ranking when a potential failure mode affects 9
with safe vehicle operation and/or involves noncompliance with
warning government regulation with warning
Very high Vehicle/item inoperable (loss of primary function) 8
High Vehicle/item operable but at a reduced level of performance; 7
customer very dissatisfied
Moderate Vehicle/item operable but comfort/convenience item(s) inoperable; 6
customer dissatisfied
Low Vehicle/item operable but comfort/convenience item(s) operable at 5
a reduced level of performance; customer somewhat dissatisfied
Very low Fit and finish/squeak and rattle item does not conform; defect 4
noticed by most customers (greater than 75%)
Minor Fit and finish/squeak and rattle item does not conform; defect 3
noticed by 50% of customers
Very minor Fit and finish/squeak and rattle item does not conform; defect 2
noticed by discriminating customers (less than 25%)
None No discernible effect 1
Source: SAE (2002).

hunting design mistakes. It is this trait that enables FMEA to be a technique for
detecting and correcting design errors.
Failure mechanisms are discovered by asking and addressing a number of
“what” and “why” questions such as: What could cause the item to fail in
this manner? Why could the item lose its function under the operating condi-
tions? Techniques such as fault tree analysis and cause-and-effect diagrams are
instrumental in determining the failure mechanisms of a particular failure mode.
Examples of failure mechanisms include incorrect choice of components, misuse
of materials, improper installation, overstressing, fatigue, corrosion, and others.
Identified failure mechanisms are assigned with respective occurrence values.
Here, the occurrence is defined as the likelihood that a specific failure mechanism
will occur during the design life. Occurrence is not the value of probability in
the absolute sense; rather, it is a relative ranking within the scope of the FMEA.
The automotive industry uses a 10-level ranking system, as shown in Table 6.3.
The highest-ranking number indicates the most probable occurrence, whereas the
lowest one is for the least probable occurrence. The probable failure rate of a
failure mechanism can be estimated with the assistance of historical data, such
as the previous accelerated test data or warranty data. When historical data are
used, the impacts of changes in design and operating condition on the failure rate
during the design life should be taken into account.
FAILURE MODE AND EFFECTS ANALYSIS 203

TABLE 6.3 Ten-Level Automotive Occurrence Ranking System

Probability of Failure Likely Failure Rates During the Design Life Ranking

Very high: persistent failures ≥100 per 1000 vehicles or items 10

50 per 1000 vehicles or items 9
High: frequent failures 20 per 1000 vehicles or items 8
10 per 1000 vehicles or items 7
Moderate: occasional failures 5 per 1000 vehicles or items 6
2 per 1000 vehicles or items 5
1 per 1000 vehicles or items 4
Low: relatively few failures 0.5 per 1000 vehicles or items 3
0.1 per vehicles or items 2
Remote: failure is unlikely ≤0.01 per 1000 vehicles or items 1
Source: SAE (2002).

A failure mode can be the consequence of multiple failure mechanisms, which

may have different occurrence values. In the FMEA worksheet, enter the occur-
rence value for each failure mechanism for the RPN calculation.

6.2.7 Design Controls and Detection

Design controls are methods of preventing and detecting failure modes and mech-
anisms. Prevention measures are aimed at obviating failure mechanisms, modes,
or effects from occurrence or at reducing the rate of occurrence. Detection mea-
sures are designed to detect failure mechanisms and modes before an item is
released to production. Apparently, the prevention method is proactive and prefer-
able, and should be used whenever possible. With this method in the design
process, the initial occurrence ranking of a failure mechanism under prevention
control should be lowered. Since it is not always possible to use prevention
control methods for a failure mechanism, detection methods should be devised.
Examples of detection methods are computer-aided design analysis (described
later), design review, and testing.
The effectiveness of a detection method is assessed in terms of detection,
a ranking index measuring the relative capability of a detection method. The
SAE J1739 (SAE, 2002) uses a 10-level ranking system in which 1 represents a
detection method being almost certain to detect a potential failure mechanism or
subsequent failure mode, and 10 represents the detection method being absolutely
incapable. Table 6.4 shows an automotive detection ranking system.

6.2.8 RPN and Recommended Actions

The overall risk of a failure mode can be assessed by the risk priority number
(RPN), which is the product of severity, occurrence, and detection:

RPN = S × O × D, (6.1)
204 POTENTIAL FAILURE MODE AVOIDANCE

TABLE 6.4 Ten-Level Automotive Detection Ranking System

Detection Criteria: Likelihood of Detection by Design Control Ranking

Absolute Design control will not and/or cannot detect a potential 10

uncertainty cause/mechanism and subsequent failure mode; or there
is no design control.
Very remote Very remote chance that the design control will detect a 9
potential cause/mechanism and subsequent failure mode.
Remote Remote chance that the design control will detect a 8
potential cause/mechanism and subsequent failure mode.
Very low Very low chance that the design control will detect a 7
potential cause/mechanism and subsequent failure mode.
Low Low chance that the design control will detect a potential 6
cause/mechanism and subsequent failure mode.
Moderate Moderate chance that the design control will detect a 5
potential cause/mechanism and subsequent failure mode.
Moderately Moderately high chance that the design control will detect a 4
high potential cause/mechanism and subsequent failure mode.
High High chance that the design control will detect a potential 3
cause/mechanism and subsequent failure mode.
Very high Very high chance that the design control will detect a 2
potential cause/mechanism and subsequent failure mode.
Almost certain Design control will almost certainly detect a potential 1
cause/mechanism and subsequent failure mode.
Source: SAE (2002).

where S is the severity ranking, O is the occurrence ranking, and D is the

detection ranking. If the three factors are assigned rankings from 1 to 10, the
RPN is in the range between 1 and 1000.
The higher the RPN value, the higher the risk of failure. Failure modes with
high RPN values usually require corrective action. A Pareto chart is helpful in
prioritizing the failure modes by RPN and thus determining the areas of actions.
Such actions may include (but are not limited to) design change, material upgrade,
and revision of test plans. Design change can reduce the severity of a failure
effect and the occurrence of a failure mechanism. In contrast, the modification
of test plans can only increase the capability of a detection method and lower
the detection ranking. Increasing the rigorousness of test plans is a less desirable
engineering action because it requires more test resources and does not address
the severity and occurrence of the failure.
In general practice, when a failure mode has a high value of S, immediate
remedial actions are required to prevent the serious consequence of the failure
regardless of the RPN value. In the automotive industry, for example, special
attention must be given to any failure mode with a 9 or 10 severity ranking,
to ensure that the risk is managed through preventive or corrective action. The
reduction in severity can only be achieved by elimination of the failure mode or
mitigation of the effects associated with the failure mode through design change.
FAILURE MODE AND EFFECTS ANALYSIS 205

The recommended actions should be implemented before a design is released

to production. Then the improvement will result in lower severity, occurrence,
and detection rankings. The resulting RPN is calculated and recorded. The entire
process of FMEA should be documented in a standardized format as shown, for
example, in Figure 6.2.

6.2.9 Design FMEA Example

Example 6.1 To reduce the amount of nitrogen oxide emission and increase
fuel efficiency, automobiles include an exhaust gas recirculation (EGR) system
that recycles a fraction of exhaust gases to the inlet manifold, where the exhaust
gas is mixed with fresh air. A typical EGR system consists of several subsys-
tems, including the EGR valve, delta pressure feedback EGR (DFPE) sensor,
EGR vacuum regulator (EVR), powertrain control module (PCM), and tubes, as
shown in Figure 6.3. The exhaust gas is directed from the exhaust pipeline to the
EGR valve via the EGR tube. The EGR valve regulates EGR flow to the intake
manifold. The desired amount of EGR is determined by the EGR control strategy
and calculated by the PCM. The PCM sends a control signal to the EVR, which
regulates the vacuum directed to the EGR valve. Energized by the vacuum, the
EGR valve allows the right amount of EGR to flow into the intake manifold. The
EGR system is a closed-loop system in which a DPFE sensor is used to measure
the EGR flow and provide a feedback to the PCM. Then the PCM redoes the cal-
culation and adjusts the vacuum until the desired level of EGR is achieved. The
EGR control process indicates that the subsystems are connected in logic series,
and failure of any subsystem causes the entire system to fail. The design FMEA
is performed at subsystem level by following SAE J1739. Figure 6.4 shows a
part of the FMEA as an illustration; it is not intended to exhaust all elements of
the analysis.

PCM
Fresh air
EVR
EGR valve

Intake manifold

DPFE sensor

EGR tube

Exhaust gas

FIGURE 6.3 Typical EGR system

 FAILURE MODE AND EFFECTS ANALYSIS
206

x System: EGR System Design Responsibility:_______________ FMEA Number:_____________

____Subsystem:___________ Key Date:_________________________ Prepared by:_______________
____Component:___________ Page:______ of ______ FMEA Date:_______________
Core Team:__________________________________________________________________________________________________________________

Item Potential Action Results

Potential Potential S O D R Responsibility
Failure Design Recommended S O D R
Failure Effects of E C E P and Completion Actions
Mechanisms Controls Actions E C E P
Mode Failure V C T N Date Taken
Function V C T N
EVR must Stuck Engine 10 Contamination 7 Design 5 350 Develop process Process 10 3 5 150
deliver open stall (10) review control plans control
required plans
amount of Emission Design developed
exhaust gas exceeding verification
in target life standard test Improve Component
of vehicle (9) component acceptance
(10 years/ Review acceptance criteria
150k miles) Engine historical criteria improved
rough idle data and
(7) failure
cases

Spring breaks 3 CAE 3 90

Engine durability
hesitation/ analysis
surging
when Design
accelera- verification
ting (7) test

FIGURE 6.4 Design FMEA of the automobile EGR system

POTENTIAL FAILURE MODE AVOIDANCE
 EVR applies 4 Design 3 120
constant review
vacuum
CAE circuit
analysis
and
accelerated
testing of
EVR
assembly
Stuck Emission 9 EGR valve 6 Design 6 324 Change Diaphragm 9 4 3 108
closed exceeding diaphragm review diaphragm material
st andard breaks material changed
(9) Design
verification CAE durability CAE
Reduced test analysis durability
FAILURE MODE AND EFFECTS ANALYSIS

fuel analysis
efficiency Review integrated
(5) historical to design
data and process
failure
cases
EVR fails to 5 Design 3 135
deliver vacuum review

CAE circuit
analysis
and
accelerated
testing of
EVR
assembly

FIGURE 6.4 (continued )

207
208 POTENTIAL FAILURE MODE AVOIDANCE

6.3 ADVANCED TOPICS IN FMEA

6.3.1 RPN Property

RPN is an important measure in the framework of FMEA. To use it in a more
effective manner, we should understand its properties, which are due largely
to Bowles (2003).
The value of the RPN is in the range 1 to 1000 if the severity, occurrence,
and detection take values from 1 to 10. Since the RPN is not on a continuous
scale, 88% of the range is empty. Only 120 of the 1000 numbers generated from
the product of S, O, and D are unique, and 67 numbers are smaller than 200.
No number having a prime factor greater than 10 can be formed from (6.1).
For example, the numbers 11, 22, 33, . . . , 990, which are all multiples of 11,
cannot be generated and are excluded from further analysis; 1000 is the largest
value of RPN, 900 is the second largest, followed by 810, 800, 729, and so on.
Figure 6.5 shows the distribution of possible RPN values. Table 6.5 summarizes
the frequencies of RPN values in various intervals of the same length. Figure 6.5
indicates that there are many holes where the RPN cannot take values. The
presence of such holes poses confusions to FMEA analysts in prioritizing and
selecting failure modes for further study. For example, it would be difficult to
answer the question as to whether the difference between 270 and 256 is the
same as, or larger than, that between 256 and 254, because the three numbers are
three consecutive RPN values. In addition, the large drop in some consecutive
RPN values may lead to the omission of the failure mode with the second-largest
RPN value.
As shown in Figure 6.5, there are many duplicate RPN numbers. Among 120
unique RPN numbers, only six are generated by a single unique combination of
S, O and D. Most RPN numbers can be formed in several different ways. For
example, an RPN value of 252 can be formed from nine different combinations
of S, O, and D values, as shown in Table 6.6. Ranking failure modes by RPN
values treats all these combinations equally as well as the associated failure

25

20

15
Count

10

0
0 100 200 300 400 500 600 700 800 900 1000
RPN

FIGURE 6.5 Distribution of unique RPN numbers

ADVANCED TOPICS IN FMEA 209

TABLE 6.5 Frequencies of RPN Values in Intervals

Interval Count Percent

[1,200] 67 55.8
(200,400] 26 21.7
(400,600] 17 14.2
(600,800] 7 5.8
(800,1000] 3 2.5

TABLE 6.6 Possible Combinations of S , O, and D

Values Forming an RPN Value of 252
Severity Occurrence Detection

4 7 9
4 9 7
6 6 7
6 7 6
7 4 9
7 6 6
7 9 4
9 4 7
9 7 4

modes. From the practical point of view, however, the failure mode resulting in
the combination (S = 9, O = 7, D = 4) may be more serious than that yielding
(S = 6, O = 6, D = 7) even though both form the same RPN value of 252.
Therefore, it is suggested that the product of S and O be used to further assess
the risk when RPN values tie or are close.
Misspecifying the value of one of the three factors S, O, D has a large effect
on the RPN value, especially when the other two factors have high ratings. Let
S0 , O0 , and D0 be the true values of S, O, and D, respectively. The corresponding
RPN value is RPN0 . Without loss of generality, assume that D is overestimated
by 1 and that S and O take the true values. Then the RPN value is
RPN = S0 × O0 × (D0 + 1).
The increase in RPN value due to the overestimation is
RPN − RPN0 = S0 × O0 .
It is seen that the increase (decrease) in RPN value due to overestimating
(underestimating) the rating of one factor by 1 equals the product of the ratings
of the other two factors. Such change is especially significant when the other two
factors have large ratings. An example follows. If S0 = 9, O0 = 9, and D0 = 5,
RPN0 = 405. The D is overestimated by 1, and the RPN value increases to 486.
210 POTENTIAL FAILURE MODE AVOIDANCE

In summary, the RPN technique for prioritizing failure modes has some defi-
ciencies. Various attempts have been made to modify the prioritization technique
by using fuzzy theory (see, e.g., Bowles and Pelaez, 1995; Franceschini and
Galetto, 2001; Pillay and Wang, 2003). The methods proposed result in more
objective and robust prioritization. But the complicated mathematical operations
required by these methods restrict their application in industry.

6.3.2 Software FMEA

The complexity and sophistication of modern systems have been increasing
constantly, due largely to advances in software engineering. The integration of
software into systems enables systems to perform many new functions economi-
cally, but it also brings sources of failure to these systems. Indeed, software has
been accountable for a large portion of system failures. Reducing the probability
of software failure and minimizing the failure effects have become an essen-
tial task in system design. Software FMEA is a tool for accomplishing this task
successfully.
Software FMEA is a means of determining whether any single failure in
software can cause catastrophic system effects and identifying other possible
consequences of unexpected software performance, where a software failure is
defined as a software variable that is assigned an unintended value. Like hardware
FMEA, software FMEA can be performed at different levels of the software
hierarchical structure, which may be classified into code level, method level,
class level, module level, and package level (Ozarin, 2004). For simplicity, the
levels can be roughly divided into two groups: system level and detailed level.
Software FMEA at the system level is to assess the ability of a software archi-
tecture to provide protection from the effects of software and hardware failures.
The analysis should be performed as early in the design process as possible in
order to reduce the impact of design changes resulting from the analysis. Gener-
ally, the analysis can be initiated once the software design team has developed
an initial architecture and allocated functional requirements to the software ele-
ments of the design. The FMEA at system level would treat software elements as
black boxes that contain unknown software codes conforming to the requirements
assigned to the elements. Typical failure modes of software elements include
failure to execute, incomplete execution, erroneous output, and incorrect timing.
In addition, failure modes at the system level should be identified, which may
include incorrect input value, corrupted output value, blocked interruption, incor-
rect interrupt return, priority errors, and resource confliction (Goddard, 2000).
Additional potential failure modes at both the element and system levels should
be uncovered for specific software applications. Once the failure modes are deter-
mined, their effects on system outcomes are ascertained and assessed. If a failure
results in hazardous outcomes, the system architecture and the adequacy of system
requirements must be reviewed and improved.
Detailed software FMEA is intended to assess the ability of an as-implemented
software design to achieve the specified safety requirements and to provide all
ADVANCED TOPICS IN FMEA 211

needed system protection. Analysis at this level requires the existence of software
design and an expression of that design, at least in pseudocode. To perform the
analysis, we determine the failure modes for each variable and algorithm imple-
mented in each software element. The possible types of failure modes depend
on the type of variables. Table 6.7 lists typical failure modes of software vari-
ables (Goddard, 1993). The effects of a failure are traced through the code to the
system outcomes. If a failure produces a system hazard, the system architecture,
algorithms, and codes should be reviewed to assess if safety requirements have
been fully implemented. If missing requirements are discovered, design changes
must be recommended.
Unlike hardware FMEA, research on and application of software FMEA are
very limited. Although software FMEA is recommended for evaluating critical
systems in some standards, such as IEC 61508 (IEC, 1998, 2000) and SAE
ARP 5580 (SAE, 2000), there are no industrial standards or generally accepted
processes for performing software FMEA. The current status remains at the
homemade stage; the processes, techniques, and formats of software FMEA vary
from user to user.

TABLE 6.7 Software Variable Failure Modes

Variable Type Failure Mode

Analog (real, integer) Value exceeds allowed tolerance high.

Value exceeds allowed tolerance low.
Enumerated (allowed Value is set to a when it should be b.
values a, b, c) Value is set to a when it should be c.
Value is set to b when it should be a.
Value is set to b when it should be c.
Value is set to c when it should be a.
Value is set to c when it should be b.
Enumerated with Value is set to a when it should be b; validity flag is set to
validity flag valid.
Value is set to a when it should be c; validity flag is set to
valid.
Value is set to b when it should be a; validity flag is set to
valid.
Value is set to b when it should be c; validity flag is set to
valid.
Value is set to c when it should be a; validity flag is set to
valid.
Value is set to c when it should be b; validity flag is set to
valid.
Value is correct; validity flag is set to invalid.
Boolean (true, false) Value is set to true when it should be false.
Value is set to false when it should be true.
Source: Goddard (1993).
212 POTENTIAL FAILURE MODE AVOIDANCE

6.4 FAULT TREE ANALYSIS

A fault tree model is a graphical representation of logical relationships between

failure events, where the top event is logically branched into contributing events
through cause-and-effect analysis. In contrast to the inductive FMEA approach,
fault tree analysis (FTA) is a deductive methodology in that it begins with the
top event and proceeds through all known and possible causes that could lead to
the occurrence of the top event. Because of the top-down process nature, FTA
has been widely used to determine the failure causes of a specific failure mode
of concern since its inception in the 1960s. In the early days, the methodol-
ogy was used primarily on safety-critical systems such as military and aviation
equipment. Later, the U.S. Nuclear Regulatory Commission published the notable
Fault Tree Handbook (Vesely et al., 1981), which to a certain extent, standard-
ized, facilitated, and promoted the use of FTA for systems of this type. Today,
the development of many commercial products has adopted FTA for cause-and-
effect analysis. Often it is applied in conjunction with FMEA to enhance the
identification of failure mechanisms for failure modes that cause severe failure
effects. FTA can now be facilitated by using commercial software packages such
as these by Relex, Isograph, and Item.

6.4.1 FTA Benefits and Process

FTA is a top-down process by which an undesirable event, referred to as the
top event, is logically decomposed into possible causes in increasing detail to
determine the causes or combinations of causes of the top event. A complete
FTA can yield both qualitative and quantitative information about the system
under study. Qualitative information may include failure paths, root causes, and
weak areas of the system. The construction of a fault tree in itself provides
the analyst with a better understanding of system functional relationships and
potential sources of failure, and thereby serves as a means to review the design
to eliminate or reduce potential failures. The results from FTA are useful inputs
to the development of design verification plans, operation maintenance policies,
and diagnosis and repair strategies. Quantitative analysis of a fault tree gives
a probabilistic estimation of the top event and can lead to a conclusion as to
whether the design is adequate in terms of reliability and safety. The analysis
also yields important failure paths through which the causes are easily propagated
to the top event and result in the occurrence of failure, and thus indicates critical
areas in which corrective actions are required.
Like FMEA, FTA begins with defining the system and failure, and concludes
with understanding the causes of failure. Although steps for performing FTA are
essentially dependent on the purpose of the analysis and the system in question,
we can summarize the typical steps as follows:

1. Define the system, assumptions, and failure criteria. The interactions betw-
een the system and neighbors, including the human interface, should be
FAULT TREE ANALYSIS 213

fully analyzed to take account of all potential failure causes in the FTA.
For this purpose, the boundary diagram described in Chapter 5 is helpful.
2. Understand the hierarchical structure of the system and functional relation-
ships between subsystems and components. A block diagram representing
the system function may be instrumental for this purpose.
3. Identify and prioritize the top-level fault events of the system. When FTA
is performed in conjunction with FMEA, the top events should include
failure modes that have high severity values. A separate fault tree is needed
for a selected top event.
4. Construct a fault tree for the selected top event using the symbols and
logic described in Section 6.4.2. Identify all possible causes leading to
the occurrence of the top event. These causes can be considered as the
intermediate effects.
5. List all possible causes that can result in the intermediate effects and
expand the fault tree accordingly. Continue the identification of all possi-
ble causes at a lower level until all possible root causes are determined.
6. Once the fault tree is completed, analyze it to understand the cause-and-
effect logic and interrelationships among the fault paths.
7. Identify all single failures and prioritize cut sets (Section 6.4.3) by the
likelihood of occurrence.
8. If quantitative information is needed, calculate the probability of the top
event to occur.
9. Determine whether corrective actions are required. If necessary, develop
measures to eradicate fault paths or to minimize the probability of fault
occurrence.
10. Document the analysis and then follow up to ensure that the corrective
actions proposed have been implemented. Update the analysis whenever
a design change takes place.

6.4.2 Event and Logic Symbols

As defined earlier, a fault tree is a graphical representation of logical relationships
between failure events. Thus, a fault tree may be viewed as a system of event and
logic symbols. Event symbols indicate whether events are normal, independent,
or insignificant. Table 6.8 shows the most commonly used event symbols and
their meanings. The symbols can be described as follows:
ž Circle: a basic event that requires no further development. It represents the
type of events at the lowest level and thus indicates the termination of tree
ramification. Reliability information of the events should be available for
quantitative analysis of a fault tree.
ž Rectangle: an intermediate event that can be developed further. It denotes
an event that results from a combination of more basic events through logic
gates.
214 POTENTIAL FAILURE MODE AVOIDANCE

TABLE 6.8 Fault Tree Event Symbols

Name Event Symbol Description

Circle Basic event with sufficient data

Rectangle Event represented by a gate

Diamond Undeveloped event

Oval Conditional event

House House event

Triangle in Transfer-in symbol

Triangle out Transfer-out symbol

ž Diamond: an undeveloped event that is not developed further either be-

cause it is of insufficient consequence or because information necessary for
further development is unavailable.
ž Oval: a conditional event that is used in conjunction with other logic gates,
such as INHIBIT gates (described below).
ž House: an external event that is not itself a fault that is expected to cause
the output event to occur. The house event is artificially turned on or off to
examine various special cases of fault trees.
ž Triangle in: a symbol indicating that the tree is developed further elsewhere
(e.g., on another page). It is used in a pair with a triangle-out symbol.
ž Triangle out: a symbol indicating that this portion of the tree must be con-
nected to the corresponding triangle in.
Logic symbols graphically represent the gates used to interconnect the low-
level events that contribute to the top-level event according to their causal
relations. A gate may have one or more input events, but only one output event.
Table 6.9 lists frequently used logic symbols. The meanings of the symbols are
described below.

ž AND gate. An output event is produced if all the input events occur simul-
taneously.
FAULT TREE ANALYSIS 215

TABLE 6.9 Fault Tree Logic Symbols

Name Event Symbol Description

AND gate Output event occurs if all input

events occur simultaneously.

OR gate Output event occurs if any one of the

input events occurs.

INHIBIT gate Input produces output when a

conditional event occurs.

EXCLUSIVE OR Output event occurs if only one of

gate the input events occurs.

k/n
VOTING gate Output event occurs if at least k of n
input events occur.

ž OR gate. An output event is produced if any one or more of the input events
occurs.
ž INHIBIT gate. Input produces output only when a certain condition is sat-
isfied. It is used in a pair with the conditional event symbol. An INHIBIT
gate is a special type of AND gate.
ž EXCLUSIVE OR gate. Input events cause an output event if only one of
the input events occurs. The output event will not occur if more than one
input event occurs. This gate can be replaced with the combination of AND
gates and OR gates.
ž VOTING gate. Input events produce an output event if at least k of n input
events occur.

Example 6.2 Refer to Example 6.1. Develop a fault tree for the top event that
no EGR flows into the intake manifold.

SOLUTION The fault tree for the top event is shown in Figure 6.6, where the
gates are alphabetized and the basic events are numbered for the convenience
216 POTENTIAL FAILURE MODE AVOIDANCE

No EGR flows into intake

manifold

EGR tube clogged EGR valve stuck closed

B C
EGR tube icing
Contami- EVR fails to EGR valve
nation deliver vacuum diaphragm
buildup breaks

X1 D X2

Water Low
vaporization temperature

X3 X4
FIGURE 6.6 Fault tree for the top event of no EGR flow to the intake manifold

of future reference. As shown in Figure 6.6, the intermediate event “EGR valve
stuck closed” is caused either by the “EGR valve diaphragm breaks” or by the
“EVR fails to deliver vacuum.” It is worth noting that these two causes have been
identified in the FMEA of the EGR system, as given in Figure 6.4. In general,
FMEA results can facilitate the development of fault trees.

Example 6.3 As described in Example 5.1, an on-board diagnostic (OBD) sys-

tem is installed in automobiles to diagnose the failure of EGR components. If
a component fails, the OBD system should detect the failure and illuminate the
malfunction indicator light (MIL), designated as, say, “Service Engine Soon” on
the instrument panel to alert the driver to the need for repair. The OBD system
should not turn the light on if no relevant failure occurs. However, a false MIL
is sometimes illuminated in certain conditions; the error is type I or alpha error.
Develop a fault tree to determine the causes leading to the false MIL.

SOLUTION The false MIL is the top event. The fault tree for this top event is
shown in Figure 6.7. An INHIBIT gate is used here to describe the logic that a
false MIL occurs only on vehicles without an EGR component failure, where the
logic agrees with the definition of type I error. In the fault tree, only the event
“MIL criteria falsely satisfied” is fully expanded to the lowest level, because the
causes of this event are of most interest. The fault tree indicates that the false
MIL is caused by software algorithm problems coupled with sensor error.
FAULT TREE ANALYSIS 217

False MIL

No relevant failure
occurs

MIL on

Software MIL criteria Software

Relevant failure
code error falsely satisfied logic error
occurs

Software algorithm Sensor error

too sensitive

Insufficient Parameter Performance Performance

noise threshold too variation degradation
reduction tight

FIGURE 6.7 Fault tree for a false MIL

6.4.3 Qualitative Analysis by Cut Sets

One of the primary purposes for performing FTA is to discover what causes
the top event to occur and how it occurs. A cut set, defined as a collection
of basic events whose occurrence will cause the top event to take place, is a
common tool for this purpose. For example, in Figure 6.6, if events X3 and X4
occur simultaneously, the top event, “No EGR flows into intake manifold,” will
happen. Thus, {X3 , X4 } is a cut set. Similarly, {X1 , X3 } and {X2 , X4 } are cut
sets. Generally, a fault tree has several cut sets. Some cut sets, such as {X1 , X3 }
and {X2 , X4 } in the example, may not represent the simplest configuration of the
basic events. If this is the case, the cut sets can be reduced to form minimal
cut sets.
A minimal cut set is the smallest combination of basic events which if they
all occur will cause the top event to occur. A minimal cut set represents the
smallest combination of basic events whose failures are necessary and sufficient
to cause the occurrence of the top event. If any event is removed from the set,
the remaining events collectively are no longer a cut set. For example, the fault
tree in Figure 6.6 has three minimal cut sets: {X1 }, {X2 }, and {X3 , X4 }. The cut
sets {X1 , X3 } and {X2 , X4 } mentioned above are not minimal and can be reduced
to {X1 } and {X2 }, respectively. Minimal cut sets can be found using Boolean
algebra (Section 6.4.5).
218 POTENTIAL FAILURE MODE AVOIDANCE

The minimal cut sets of a fault tree can provide insightful information about
the potential weak points of a complex system, even when it is not possible
to compute the probability of either the cut sets or the top event. The failure
probabilities of different basic components in the same system are usually in
the same order of magnitude. Thus, the failure probability of a minimal cut set
decreases in the order of magnitude as the size of the minimal cut set increases.
With this observation, we can analyze the importance of the minimal cut sets by
prioritizing them according to their size. Loosely, the smaller the size, the more
important the minimal cut set. A single-event minimal cut set always has the
highest importance because the single-point failure will result in the occurrence
of the top event. The importance is followed by that of double-event cut sets, then
triple-event cut sets, and so on. The prioritization of minimal cut sets directs the
area of design improvement and provides clues to developing corrective actions.
Another application of minimal cut sets is common cause analysis. A common
cause is a condition or event that causes multiple basic events to occur. For
example, fire is a common cause of equipment failures in a plant. In a qualitative
analysis, all potential common causes are listed, and the susceptibility of each
basic event is assessed to each common cause. The number of vulnerable basic
events in a minimal cut set determines the relative importance of the cut set.
If a minimal cut set contains two or more basic events that are susceptible to
the same common cause failure, these basic events are treated as one event,
and the size of the minimal cut set should be reduced accordingly. Then the
importance of minimal cut sets should be reevaluated according to the reduced
size of the cut sets. Furthermore, the analysis should result in recommended
actions that minimize the occurrence of common causes and protect basic events
from common cause failures.

6.4.4 Quantitative Analysis by Reliability Block Diagrams

A fault tree can be converted to a reliability block diagram on which a probability
evaluation can be performed using the methods described in Chapter 4. When a
fault tree contains only AND and OR gates, the analysis is especially simple and
pragmatic.
An AND gate in a fault tree is logically equivalent to a parallel reliability block
diagram, both describing the same logic that the top event occurs only when all
contributing causes occur. For example, Figure 6.8a shows an AND gate fault
tree containing two basic events, and Figure 6.8b illustrates the corresponding
parallel reliability block diagram. Suppose that the failure probabilities of basic
events 1 and 2 are p1 = 0.05 and p2 = 0.1, respectively. Then the reliability of
the top event is

R = 1 − p1 p2 = 1 − 0.05 × 0.1 = 0.995.

An OR gate in a fault tree logically corresponds to a series reliability block

diagram because both graphically represent the same logic that the top event
FAULT TREE ANALYSIS 219

Top event

Basic Basic
event 1 event 2 2

(a) (b)

FIGURE 6.8 (a) AND gate fault tree; (b) parallel reliability block diagram equivalent
to part (a)

Top event

Basic Basic
event 1 event 2
1 2

(a) (b)

FIGURE 6.9 (a) OR gate fault tree; (b) series reliability block diagram equivalent to
part (a)

occurs when one of the basic events occurs. For example, Figure 6.9a shows an
OR gate fault tree containing two basic events, and Figure 6.9b illustrates the
corresponding series reliability block diagram. Suppose that the failure probabil-
ities of basic events 1 and 2 are p1 = 0.05 and p2 = 0.1, respectively. Then the
reliability of the top event is
R = (1 − p1 )(1 − p2 ) = (1 − 0.05)(1 − 0.1) = 0.855.
The conversion of a fault tree to a reliability block diagram usually starts
from the bottom of the tree. The basic events under the same gate at the lowest
level of the tree form a block depending on the type of the gate. The block is
treated as a single event under the next high-level gate. The block, along with
other basic events, generates an expanded block. This expanded block is again
considered as a single event, and conversion continues until an intermediate event
under a gate is seen. Then the intermediate event is converted to a block by the
same process. The block and existing blocks, as well as the basic events, are put
together according to the type of the gate. The process is repeated until the top
gate is converted.
220 POTENTIAL FAILURE MODE AVOIDANCE

Example 6.4 Convert the fault tree in Figure 6.6 to a reliability block diagram.
Suppose that the EVR never fails to deliver vacuum and that the probabilities
of basic events X1 to X4 are p1 = 0.02, p2 = 0.05, p3 = 0.01, and p4 = 0.1,
respectively. Calculate the probability that no EGR flows into the intake manifold.

SOLUTION Conversion of the fault tree starts from gate D, which is an AND
gate. Basic events X3 and X4 form a parallel block. This block, thought of as
a single component, connects with basic event X1 in series because the next
high-level gate (B) is an OR gate. When the conversion moves up to gate A, an
intermediate event “EGR valve stuck closed” is encountered. The intermediate
event requires a separate conversion. In this particular case, the EVR is assumed
to be 100% reliable and basic event X2 is fully responsible for the intermediate
event. Because gate A is an AND gate, X2 connects in series with the block
converted from gate B. The complete block diagram is shown in Figure 6.10.
The probability that no EGR flows into the intake manifold is

R = (1 − p1 )(1 − p2 )(1 − p3 p4 ) = (1 − 0.02)(1 − 0.05)(1 − 0.01 × 0.1)

= 0.93.

6.4.5 Determination of Minimal Cut Sets by Boolean Algebra

Determination of minimal cut sets is an important step for both qualitative and
quantitative analysis of a fault tree. A powerful tool for accomplishing this task
is Boolean algebra, the algebra of sets and binary logic with only sentential
connectives. The theory and application of Boolean algebra are described in,
for example, Whitesitt (1995). Basically, a fault tree can be deemed to be the
graphical representation of Boolean relationships among fault tree events that
cause the top event to occur. It is possible to translate a fault tree into an entirely
equivalent set of Boolean expressions by employing the rules of Boolean algebra.
The following rules of Boolean algebra are commonly used in FTA, where
the symbol · represents an intersection, the symbol + stands for a union, and X,
Y, and Z are sets. In the context of FTA, intersection is equivalent to AND logic
and union corresponds to OR logic. More Boolean rules may be found in Vesely
et al. (1981) and Henley and Kumamoto (1992).
ž Commutative law: X · Y = Y · X; X + Y = Y + X.
ž Idempotent law: X · X = X; X + X = X.
ž Associative law: X · (Y · Z) = (X · Y ) · Z; X + (Y + Z) = (X + Y ) + Z.

1 2

FIGURE 6.10 Reliability block diagram equivalent to the fault tree in Figure 6.6
FAULT TREE ANALYSIS 221

ž Law of absorption: X · (X + Y ) = X; X + X · Y = X.
ž Distributive law: X · (Y + Z) = X · Y + X · Z; X + Y · Z = (X + Y )
· (X + Z).

Given a fault tree, the corresponding Boolean expression can be worked out
through a top-down or bottom-up process. In the top-down process, we begin at
the top event and work our way down through the levels of the tree, translating
the gates into Boolean equations. The bottom-up process starts at the bottom
level and proceeds upward to the top event, replacing the gates with Boolean
expressions. By either process, the equations for all gates are combined and
reduced to a single equation. The equation is further simplified using Boolean
algebra rules and thus is written as a union of minimal cut sets. Here we illustrate
the bottom-up process with the following example.

Example 6.5 Determine the minimal cut sets of the fault tree in Figure 6.11
using Boolean algebra.

SOLUTION The fault tree in Figure 6.11 is converted to a Boolean expression

through the bottom-up process. To do so, we first write the expressions for the
gates at the bottom of the tree. Then we have

E5 = X4 · X5 . (6.2)

E1 E2

E4 E3
X1 X1

E5
X2 X3 X3

X4 X5

FIGURE 6.11 Fault tree of Example 6.5

222 POTENTIAL FAILURE MODE AVOIDANCE

Working upward to the intermediate events, we obtain

E3 = X3 + E5 , (6.3)
E4 = X2 · X3 . (6.4)

Substituting (6.2) into (6.3) gives

E3 = X3 + X4 · X5 . (6.5)

Moving up to the higher-level intermediate events, we obtain

E1 = X1 + E4 , (6.6)
E2 = X1 + E3 . (6.7)

Substituting (6.4) into (6.6) and (6.5) into (6.7), we have

E1 = X1 + X2 · X3 , (6.8)
E2 = X1 + X3 + X4 · X5 . (6.9)

We proceed to the top event of the tree and translate the OR gate into

T = E1 + E2 . (6.10)

Substituting (6.8) and (6.9) into (6.10) yields

T = X1 + X2 · X3 + X1 + X3 + X4 · X5 . (6.11)

Equation (6.11) is logically equivalent to the fault tree in Figure 6.11. Each
term in (6.11) is a cut set that will lead to occurrence of the top event. However,
the cut sets are not minimal. Reducing the expression by the rules of Boolean
algebra results in
T = X1 + X3 + X4 · X5 . (6.12)

Now X1 , X3 , and X4 · X5 are the minimal cut sets of the fault tree. Equati-
on (6.12) indicates that the top event can be expressed as the union of three
minimal cut sets.
In general, a top event can be written as the union of a finite number of
minimal cut sets. Mathematically, we have

T = C1 + C2 + · · · + Cn , (6.13)

where T is the top event, Ci (i = 1, 2, . . . , n) is a minimal cut set, and n is

the number of minimal cut sets. Ci consists of the intersection of the minimum
number of basic events required to cause the top event to occur.
For a small fault tree, translation of a top event into the union of minimal cut
sets can be done by hand, as illustrated above. However, the problem will become
intractable when a fault tree consists of perhaps 20 or more gates, because the
FAULT TREE ANALYSIS 223

complexity of mathematical operation increases significantly with the number of

gates. In these situations, FTA software is useful or essential. Nowadays, there
are various commercial software packages, such as these by Relex, Isograph,
and Item, which are capable of determining minimal cut sets and calculating the
probability of a top event.

6.4.6 Quantitative Analysis by Minimal Cut Sets

Quantatitive analysis of a fault tree is to evaluate the probability of a top event.
A top event, as formulated in (6.13), can be expressed as the union of a finite
number of minimal cut sets. Thus, the probability of a top event is given by

Pr(T ) = Pr(C1 + C2 + · · · + Cn ). (6.14)

By using the inclusion–exclusion rule, (6.14) can be expanded to

n

n

n
Pr(T ) = Pr(Ci ) − Pr(Ci · Cj ) + Pr(Ci · Cj · Ck )
i=1 i<j =2 i<j <k=3

+ · · · + (−1)n−1 Pr(C1 · C2 · · · Cn ). (6.15)

Evaluation of (6.15) involves the following three steps:

1. Determine the probabilities of basic events. This step usually requires the
use of different data sources, such as accelerated test data, field and war-
ranty data, historical data, and benchmarking analysis.
2. Compute the probabilities of all minimal cut sets contributing to the top
event. Essentially, this step is to compute the probability of the intersection
of basic events.
3. Calculate the probability of the top event by evaluating (6.15).

The first step is discussed in great detail in other chapters of the book. Now
we focus on the second and third steps.
If a minimal cut set, say C, consists of an intersection of m basic evelts, say
X1 , X2 , . . . , Xm , the probability of the minimal cut set is
Pr(C) = Pr(X1 · X2 · · · Xm ). (6.16)
If the m basic events are independent, (6.16) simplifies to
Pr(C) = Pr(X1 ) · Pr(X2 ) · · · Pr(Xm ), (6.17)
where Pr(Xi ) is the probability of basic event Xi . In many situations, the assump-
tion of independence is valid because the failure of one component usually does
not depend on the failure of other components in the system unless the compo-
nents are subject to a common failure. If they are dependent, other methods, such
as the Markov model, may be used (see, e.g., Henley and Kumamoto, 1992).
224 POTENTIAL FAILURE MODE AVOIDANCE

Before the probability of the top event can be calculated, the probabilities of
the intersections of minimal cut sets in (6.15) should be determined. As a special
case, if the n minimal cut sets are mutually exclusive, (6.15) reduces to

n
Pr(T ) = Pr(Ci ). (6.18)
i=1

If the minimal cut sets are not mutually exclusive but independent, the prob-
ability of the intersection of the minimal cut sets can be written as the product
of the probabilities of individual minimal cut sets. For example, the probability
of the intersection of two minimal cut sets C1 and C2 is

Pr(C1 · C2 ) = Pr(C1 ) · Pr(C2 ). (6.19)

In many situations, the minimal cut sets of a system are dependent because the
sets may contain one or more common basic events. Nevertheless, the probability
of the intersection of minimal cut sets may still be expressed in a simplified
form if the basic events are independent. For example, if X1 , X2 , . . . , Xk are the
independent basic events that appear in minimal cut sets C1 , C2 , or both, the
probability of the intersection of C1 and C2 can be written as

Pr(C1 · C2 ) = Pr(X1 ) · Pr(X2 ) · · · Pr(Xk ). (6.20)

The validity of (6.20) may be illustrated with the following example. Suppose
that C1 = X1 · X2 · · · Xi and C2 = Xi · Xi+1 · · · Xk . C1 and C2 are dependent
because both contain a common basic event Xi . The intersection of C1 and C2
can be written as

C1 · C2 = X1 · X2 · · · Xi · Xi · Xi+1 · · · Xk .

According to the idempotent law, Xi · Xi = Xi . Thus,

Pr(C1 · C2 ) = Pr(X1 · X2 · · · Xi · Xi+1 · · · Xk ) = Pr(X1 ) Pr(X2 ) · · · Pr(Xk ).

Once the probabilities of the intersections of minimal cut sets are calcu-
lated, (6.15) is ready for evaluating the probability of the top event. The evalu-
ation process appears simple under the assumption of independent basic events,
but it is tedious when a top event consists of a large number of minimal cut sets.
Because a high-order intersection usually has a low probability, the third and
higher terms in (6.15) may be omitted in practice.

Example 6.6 Refer to Example 6.5. Suppose that basic events X1 , X2 , . . . , X5

are independent of each other and that their probabilities are p1 = 0.01, p2 =
0.005, p3 = 0.005, p4 = 0.003, and p5 = 0.008. Calculate the probability of the
top event.
ADVANCED TOPICS IN FTA 225

SOLUTION The top event of the fault tree has been formulated in (6.12) as
the union of the minimal cut sets. Then the probability of the top event is
Pr(T ) = Pr(X1 + X3 + X4 · X5 ) = Pr(X1 ) + Pr(X3 ) + Pr(X4 · X5 ) − Pr(X1 · X3 )
− Pr(X1 · X4 · X5 ) − Pr(X3 · X4 · X5 ) + Pr(X1 · X3 · X4 · X5 )
= p1 + p3 + p4 p5 − p1 p3 − p1 p4 p5 − p3 p4 p5 + p1 p3 p4 p5
= 0.01 + 0.005 + 0.003 × 0.008 − 0.01 × 0.005 − 0.01 × 0.003 × 0.008
− 0.005 × 0.003 × 0.008
+ 0.01 × 0.005 × 0.003 × 0.008 = 0.015.

In a quantitative analysis, we often are interested in measuring the relative

importance of a minimal cut set or basic event. The information is helpful in deter-
mining the area of design improvement and in developing effective corrective
actions. The simplest, yet useful measures are given below. More sophisticated
ones can be found in, for example, Henley and Kumamoto (1992).
The relative importance of a minimal cut set can be defined as the ratio of the
probability of the minimal cut set to that of the top event. Mathematically,
Pr(C)
IC = , (6.21)
Pr(T )
where IC is the relative importance of minimal cut set C and T is the top event.
A basic event may contribute to multiple minimal cut sets. The more minimal
cut sets in which the basic event is involved and the higher probability of the
sets, the more important the basic event. Thus, the relative importance of a basic
event can be defined as k
Pr(Ci )
IX = i=1 , (6.22)
Pr(T )
where IX is the relative importance of basic event X, k the number of minimal
cut sets that contain X, and T the top event.
It is worth noting that the probability of a top event and the value of an
importance measure are time dependent, because the probability of basic events
usually increases with time. Therefore, it is vital to evaluate these quantities at
the design life and other times of interest (e.g., the warranty period).

6.5 ADVANCED TOPICS IN FTA

6.5.1 FTA by a Binary Decision Diagram

The Boolean algebra method described in this chapter is the most common
approach to quantitative and qualitative analysis of fault trees. This method
requires the determination of minimal cut sets, which may be difficult to obtain
when a fault tree is large. More recently, a method based on the binary decision
226 POTENTIAL FAILURE MODE AVOIDANCE

diagram (BDD) has been developed and used (see, e.g., Rauzy, 1993; Bouis-
sou, 1996; Sinnamon and Andrews, 1996, 1997a,b; and Dugan, 2003). The BDD
method does not require minimal cut sets for quantitative analysis and can be
more efficient and accurate in probability computation.
A BDD is a directed acyclic graph representing a Boolean function. All paths
through a BDD terminate in one of two states: a 1 state or a 0 state, with 1
representing system failure (occurrence of the top event) and 0 corresponding to
system success (nonoccurrence of the top event). All paths terminating in a 1 state
form a cut set of the fault tree. A BDD consists of a root vertex, internal vertices
and terminal vertices, which are connected by branches. Sometimes branches are
called edges. Terminal vertices end with the value 0 or 1, while internal vertices
represent the corresponding basic events. The root vertex, the top internal vertex,
always has two branches. Branches (edges) are assigned a value 0 or 1, where
0 corresponds to the basic event nonoccurrence and 1 indicates occurrence of a
basic event. All left-hand branches leaving each vertex are assigned the value 1
and called 1 branches; all right-hand branches are given the value 0 and called
0 branches. Figure 6.12 shows an example BDD in which Xi is the basic event.
The cut sets can be found from a BDD. First we select a terminal 1 vertex and
proceed upward through the internal vertices to the root vertex. All alternative
paths that start from the same terminal 1 vertex and lead to the root vertex
should be identified. A cut set is formed by the 1 branches of each path. The
process is repeated for other terminal 1 vertices, and the corresponding cut sets
are determined in the same way. In the example shown in Figure 6.12, starting
from terminal 1 vertex of X4 produces two cut sets: X4 · X3 and X4 · X3 · X1 .
Originating from terminal 1 vertex of X3 yields only one cut set: X3 · X2 · X1 .
Thus, the BDD of Figure 6.12 has three cut sets.
A BDD is converted from a fault tree through the use of an if–then–else
structure. The structure is denoted ite(X, f1 , f2 ), which means: If X fails, consider

Root vertex
X1
1
0

X2
0
1
X3 Internal vertex

X3 1 0
1
0
X4
0
1 1 0
0 Terminal 0 vertex
Terminal 1 vertex
1
0

FIGURE 6.12 BDD concepts

ADVANCED TOPICS IN FTA 227

function f1 , else consider function f2 . Function f1 lies on the 1 branch of X

and f2 on the 0 branch. We define the following operation procedures for the
ite structure.
Let J = ite(X1 , J1 , J2 ) and H = ite(X2 , H1 , H2 ); then

ite(X1 , J1 ∗ H, J2 ∗ H ) if X1 < X2 ,
J ∗H = (6.23)
ite(X1 , J1 ∗ H1 , J2 ∗ H2 ) if X1 = X2 ,
where ∗ represents AND (·) or OR (+). Generally, (6.23) can be simplified by
employing the following rules:
1 · ite(X, f1 , f2 ) = ite(X, f1 , f2 ),
0 · ite(X, f1 , f2 ) = 0,
1 + ite(X, f1 , f2 ) = 1,
0 + ite(X, f1 , f2 ) = ite(X, f1 , f2 ).
With the foregoing definitions and notation, a fault tree can be converted to a
BDD. The conversion procedure is as follows:
1. Give the basic events an ordering, such as X1 < X2 . Normally, a top-down
ordering can be used; that is, the basic events placed higher up the fault tree
are listed first and considered as being “less than” those farther down the
tree. An inefficient ordering may largely increase the size of the resulting
BDD.
2. Convert each intermediate event of the fault tree to the ite structure in a
bottom-up manner. Reduce the structure to its simplest form.
3. Express the top event in the ite structure, and simplify the expression.
The conversion procedure is illustrated with the following example.

Example 6.7 Figure 6.13 shows a fault tree. Construct a BDD for this fault tree.

SOLUTION First we give the basic events an arbitrary ordering: X1 < X2 <
X3 . The intermediate events E1 and E2 are written in terms of ite structure as
E1 = X1 + X3 = ite(X1 , 1, 0) + ite(X3 , 1, 0) = ite(X1 , 1, ite(X3 , 1, 0)),
E2 = X3 + X2 = ite(X3 , 1, 0) + ite(X2 , 1, 0) = ite(X3 , 1, ite(X2 , 1, 0)).
The top event can be expressed as
T = E1 · E2 = ite(X1 , 1, ite(X3 , 1, 0)) · ite(X3 , 1, ite(X2 , 1, 0))
= ite(X1 , ite(X3 , 1, ite(X2 , 1, 0)), ite(X3 , 1, 0) · ite(X3 , 1, ite(X2 , 1, 0)))
= ite(X1 , ite(X3 , 1, ite(X2 , 1, 0)), ite(X3 , 1, 0)). (6.24)
Based on (6.24), a BDD can be constructed as shown in Figure 6.14. The cut
sets of the BDD are X3 · X1 , X2 · X1 , and X3 .
228 POTENTIAL FAILURE MODE AVOIDANCE

E1 E2

X1 X3 X3 X2

FIGURE 6.13 Example fault tree with repeated event X3 (From Sinnamon and Andre-
ws, 1997b.)

X1
1
0

X3
1
X3
0
1 1 0

X2 1 0
1 0

1
0

FIGURE 6.14 BDD for the fault tree in Figure 6.13

The probability of a top event can be evaluated from the corresponding BDD.
First we find the disjoint paths through the BDD. This is done using the method
for determining cut sets and including in a path the basic events that lie on a
0 branch. Such basic events are denoted by X i , meaning Xi not occurring. The
probability of the top event is equal to the probability of the sum of the disjoint
paths through the BDD. In Example 6.7, the disjoint paths are X3 · X1 , X2 · X3 ·
X1 , and X3 · X 1 . The probability of the top event can be written as

Pr(T ) = Pr(X3 · X1 + X2 · X3 · X1 + X3 · X1 )
= Pr(X3 · X1 ) + Pr(X2 · X 3 · X1 ) + Pr(X3 · X1 )
= p1 p3 + p1 p2 (1 − p3 ) + p3 (1 − p1 ) = p1 p2 (1 − p3 ) + p3 , (6.25)
ADVANCED TOPICS IN FTA 229

where pi is the probability of Xi , and the independence of basic events is

assumed.
As illustrated above, calculation of the top event probability from BDD does
not require minimal cut sets. Therefore, it is more efficient when a fault tree is
large. However, the size of a BDD is largely affected by basic events ordering,
and an inefficient BDD may be generated with a poor ordering. Although a
BDD may improve the efficiency of probability computation, it loses the logic
information contained in the corresponding fault tree. Therefore, a BDD cannot
be used for a cause-and-effect analysis.

6.5.2 Dynamic FTA

The gates described so far in this chapter capture the logic of failure events at
the same time frame; the fault trees are frequently called the static fault trees.
In some systems the occurrences of failure events are sequentially dependent.
For example, consider a system with one active component and one standby
spare connected with a switch controller. If the switch controller fails after the
standby is in operation, failure of the active component does not interrupt the
function of the system. However, if the switch controller breaks down before
the active component fails, the system ceases to function as soon as the active
component fails because the standby unit cannot be activated. Therefore, whether
the system fails is determined not only by the combination of the events, but also
by the sequence in which the events occur. To model the dynamic behavior of the
failure event occurrence, some dynamic gates have been defined (Dugan, 2003)
as follows:

ž COLD SPARE (CSP) gate. An output event occurs when the primary com-
ponent and all cold spare units have failed, where the primary component is
the one that is initially powered on, and the cold spare units are those used
as replacements for the primary component. Cold spare units may have zero
failure rates before being switched into active operation.
ž WARM SPARE (WSP) gate. An output event occurs when the primary com-
ponent and all warm spare units have failed. Warm spare units may have
reduced failure rates before being switched into active operation.
ž HOT SPARE (HSP) gate. An output event occurs when the primary compo-
nent and all hot spare units have failed. Hot spare units may have the same
failure rates before and after being switched into active operation.
ž FUNCTIONAL DEPENDENCE (FDEP) gate. The gate has a single trigger
event (either a basic event or the output of another gate of the tree) and one
or more dependent basic events. The dependent basic events are forced to
occur when the trigger event occurs. The output reflects the status of the
trigger event.
ž SEQUENCE ENFORCING (SENF) gate. The input events are forced to
occur in the left-to-right order in which they appear under the gate.
230 POTENTIAL FAILURE MODE AVOIDANCE

ž PRIORITY AND (PAND) gate. An output event occurs if all input events
occur in order. It is logically equivalent to an AND gate, with the added
condition that the events must take place in a specific order.

A fault tree may be comprised of both static and dynamic subtrees. Static
subtrees are solved using the methods described earlier in this chapter, while
dynamic parts are usually converted to Markov models and worked out by using
Markov methods (Manian et al., 1999).

Example 6.8 Consider a hypothetical sprinkler system (Meshkat et al., 2000).

The system consists of three temperature sensors, one digital controller, and two
pumps. Each pump has a support stream composed of valves and filters. The
sensors send signals to the digital controller, which activates one of the pumps
when temperature readings at two of the three sensors exceed a preset threshold.
The other pump is in standby. The system fails if both pumps fail. The minimum
requirements for the sprinkler system to operate are the success of two sensors
and one pump. Develop a fault tree for the top event that the system fails to
sprinkle water.

SOLUTION Modeling the system failure needs dynamic gates, which in par-
ticular describe the cold standby spare and functional dependency of the pumps
on the valves and filters. The fault tree is shown in Figure 6.15.

6.6 COMPUTER-AIDED DESIGN CONTROLS

A conventional design cycle is typically a design–test–fix process. In this pro-

cess, design is completed and subjected to limited design reviews. Then pro-
totypes are built and tested in the presence of various noise factors. The test
usually reveals numerous design deficiencies and results in design changes. Then
new prototypes have to be built for the next wave of tests, which may expose
the same and/or other design inadequacies. Failure to pass a design verifica-
tion test will again bring about design changes. Typically, the design–test–fix
process has to be repeated several times before the design is ready for release.
Obviously, the design process is inefficient in both time and cost. In the current
competitive business environment, as discussed in Chapter 3, the design process
is being changed by integrating reliability techniques into the process in the early
design phase before prototypes are built. Design control is one of the reliability
approaches and particularly aimed at identification of potential failure modes of
a design. There are a wide variety of design control methods, including mechan-
ical stress analysis, thermal analysis, vibration analysis, tolerance analysis, EMC
(electromagnetic compatibility) analysis, and others. Methods suitable for a spe-
cific design depend on the type of product, expected operating environments and
loads, potential failure modes as shown in FMEA, and other factors.
In most applications, design analysis employs analytical methods because
of the fact that the analysis has to be performed before prototypes are
COMPUTER-AIDED DESIGN CONTROLS 231

Sprinkler system fails

to sprinkle water

Two or more Digital Two pumps

sensors fail controller fail
fails
2/3
Pumps 1 and 2
CSP

Sensor 1 Sensor 2 Sensor 3 Pump Pump

1 fails 2 fails

Pump 1 dependency
Pump 2 dependency
FDEP
FDEP

Pump 1
stream fails Pump 2
stream fails

Valve 1 Filter 1
fails Valve 2 Filter 2
fails
fails fails

FIGURE 6.15 Fault tree for the sprinkler system

built. Analytical methods usually require complicated mathematical models and

intensive computations even for a relatively simple design. Thus, computer
simulation is helpful and often essential. In this section we describe briefly
mechanical stress analysis, thermal analysis, and vibration analysis, which are
based on the finite element method. Finite element analysis (FEA) approximates
geometrically complicated structures with many small, simply shaped elements.
Then a complex calculation for the original structure can be replaced with many
easy calculations for simply shaped elements. The calculations are done using
dedicated computer software.

6.6.1 Mechanical Stress Analysis

Mechanical structures, including the electronic packages, often fail, due to exces-
sive stress, in various modes, such as cracking, exorbitant deformation, fatigue,
and creep. Ireson et al. (1996) describe more mechanical failure modes. As an
232 POTENTIAL FAILURE MODE AVOIDANCE

integral part of the design process, design analysis should be performed to deter-
mine stress distribution and reveal overstressing conditions that will result in
premature failures or other concerns.
As mentioned above, mechanical stress analysis requires use of the finite ele-
ment method. In FEA modeling, the boundary conditions, forces/loads, material
properties, and perhaps manufacturing process are integrated into the finite ele-
ment model for the calculation of stress and deformation. Detailed description of
theory and application of the mechanical stress analysis using FEA can be found
in, for example, Adams and Askenazi (1998). The analysis is usually performed
using a commercial software package such as Hypermesh, Ansys, or Cosmos.
As a result of the analysis, potential unacceptable stress conditions and deforma-
tions can be discovered. Then design changes should be recommended to address
these concerns. For example, an engine component was analyzed using FEA to
identify excessive deformation and overstressing problems. The FEA model and
stress distribution for the component are shown in Figure 6.16. The analysis indi-
cates an overstress area on the top of the component. This finding resulted in
corrective actions that were taken before the design was prototyped.

6.6.2 Thermal Analysis

Thermal stress is the cause of many failures. For mechanical structures that
include electronic packages and interconnections, thermal stress due to thermal
expansion and contraction can result in cracking, fatigue, creep, and excessive
deformation. High temperature is also a notorious stress that contributes to the
failure of electronic components in various modes, such as excessive leakage
current and degraded output. The increase in temperature significantly reduces
the life of a product according to the Arrhenius relationship (Chapter 7), so it
is important to determine the temperature distribution in a temperature-sensitive
product, and to evaluate its effects on the safety and reliability of the product.
This can be done by performing an FEA-based thermal analysis.
One of the major applications of the thermal analysis lies in the design of a
printed circuit board (PCB). The primary purpose of the analysis is to determine
the temperature distribution on the board and locate hot regions. To accomplish
this task, a software package such as BetaSoft or CARMA is generally needed
to build and calculate FEA models. Unlike FEA software for mechanical stress

Overstress area

FIGURE 6.16 FEA model and stress distribution of an engine component

COMPUTER-AIDED DESIGN CONTROLS 233

analysis, thermal analysis software can generate FEA models automatically based
on the dimensions, geometry, and layers of the board. Using the models, the
software then calculates the temperature distribution with the defined boundary
conditions, electrical loads, board and component thermal properties, packaging
method, and the ambient temperature. The resulting temperature distribution indi-
cates hot regions. The components within these hot regions should be checked
for functionality and reliability. If the temperature of a hot region raises concerns,
design changes are required, including, for example, the use of heat sink, repop-
ulation of components, and modification of circuitry. Sergent and Krum (1998)
describe in detail the thermal analysis of electronic assemblies, including PCB.
Let’s look at an example. Right after the schematic design and PCB lay-
out of an automobile body control board were completed, a thermal analysis
was performed to examine the design for potential deficiencies. The temperature
distribution on the top layer of the board is shown in Figure 6.17, where the rect-
angles and ovals on the board represent electronic components. The hot region
on the board was found to coincide with the area where two resistors were popu-
lated. Even though the temperature of the hot region generated no major concerns
on the current-carrying capability of copper trace and solder joint integrity, the
high case temperatures of these two resistors would reduce long-term reliability
in the field. Therefore, design changes were enforced to lower the temperature.

6.6.3 Vibration Analysis

Products such as airplanes and automobiles are subjected to severe vibrating
conditions during operation. Products such as personal computers work in
stationary environments but undergo vibration during transportation from
manufacturers to customers. It is safe to say that almost all products have to
encounter vibration during their lifetime. For most products, vibration has adverse
effects on product functionality and reliability. Failure modes due to this stress

Hot region

FIGURE 6.17 Temperature distribution of an automobile body control PCB

234 POTENTIAL FAILURE MODE AVOIDANCE

may include cracking, fatigue, loose connection, and others. See Chapter 7 for
more discussions on vibration. It is vital to determine the product behavior at the
presence of vibration. This task can be accomplished by performing a vibration
analysis.
Vibration analysis is commonly based on FEA and employs a commercial
software package such as MATLAB, MathCAD, or CARMA. The analysis cal-
culates natural frequencies and displacements with inputs of boundary conditions
and vibration environment. The method of mounting defines the boundary condi-
tions, and the type of vibration (sinusoidal or random vibration) and its severity
specify the vibration environment.
Once the natural frequencies and displacements are computed, further analy-
ses can be performed. For example, maximum displacement should be checked
against minimum clearance to prevent any potential mechanical interference. The
first natural frequency is often used to calculate the stress caused by the vibra-
tion and to determine the fatigue life. A low natural frequency indicates high
stress and displacement. If problems are detected, corrective actions should be
taken to increase the natural frequency. Such measures may include use of a rib,
modification of the mounting method, and others.
Vibration analysis is frequently performed on PCB design to uncover potential
problems such as PCB and solder joint cracking and low fatigue life. For example,
for the automobile body control board discussed in Section 6.6.2, Figure 6.18
shows the FEA-based vibration analysis results, including the first three natu-
ral frequencies and the first fundamental mode shape of vibration. The board
was simply restrained at four edges and subjected to random vibration. Further
calculations on bending stress and fatigue life indicated no concerns due to the
vibration condition specified. Detailed vibration analysis for electronic equipment
is described in, for example, Steinberg (2000).

FIGURE 6.18 Vibration analysis results for an automobile body control PCB
PROBLEMS 235

PROBLEMS

6.1 Explain the processes by which design FMEA and FTA detect design mis-
takes. Can human errors be discovered through the use of FMEA or FTA?
6.2 Explain the correlations and differences between the following terms used
in design FMEA and FTA:
(a) Failure mode and top event.
(b) Failure mechanism/cause and basic event.
(c) Failure effect and intermediate event.
(d) Occurrence and failure probability.
6.3 Perform a design FMEA on a product of your choice using the worksheet
of Figure 6.2 and answer the following questions:
(a) What are the top three concerns by RPN?
(b) What are the top three concerns by S × O? Is the result the same as that
by RPN? Is S × O a more meaningful index than RPN in your case?
(c) Construct a fault tree for the failure mode with the highest severity. Does
the fault tree provide more insights about how the failure mode occurs?
6.4 What are the impacts of the following actions on severity, occurrence, and
detection rankings?
(a) Add a new test method.
(b) Implement a design control before prototypes are built.
(c) Take a failure prevention measure in design.
6.5 Describe the purposes of qualitative and quantitative analyses in FTA. What
are the roles of minimal cut sets?
6.6 Construct a fault tree for the circuit shown in Figure 6.19, where the top
event is “blackout.” Convert the fault tree to a reliability block diagram.
6.7 Figure 6.20 depicts a simplified four-cylinder automobile engine system. The
throttle controls the amount of air flowing to the intake manifold. While the
engine is at idle, the throttle is closed and a small amount of air is bypassed
through the inlet air control solenoid to the manifold to prevent engine

Bulb 1

Bulb 2

Power
supply Wire

Switch Fuse
FIGURE 6.19 Two-bulb lighting circuit
236 POTENTIAL FAILURE MODE AVOIDANCE

Air

Solenoid
Throttle

Pedal

Intake manifold

Spark Injector

Cylinder 1 Cylinder 2 Cylinder 3 Cylinder 4

Engine

Torque
FIGURE 6.20 Simplified automotive engine system

stalling. Fuel is mixed with air, injected into each cylinder, and ignited by
spark. Suppose that the failure probabilities of the throttle, solenoid, sparks,
and fuel injectors are 0.001, 0.003, 0.01, and 0.008, respectively. For the top
event “Engine stalls while vehicle is at idle,” complete the following tasks:
(a) Construct a fault tree for the top event.
(b) Determine the minimal cut sets.
(c) Evaluate the probability of the top event.
(d) Convert the fault tree to a reliability block diagram and calculate the top
event probability.
6.8 Refer to Problem 6.7. If the top event is “Engine stalls while vehicle is
moving,” complete the following tasks:
(a) Construct a fault tree for the top event.
(b) Determine the minimal cut sets.
(c) Evaluate the probability of the top event.
(d) Convert the fault tree to a BDD and evaluate the top event probability.
7
ACCELERATED LIFE TESTS

7.1 INTRODUCTION

Increasing global competition has placed great pressure on manufacturers to

deliver products with more features and higher reliability at a lower cost and
in less time. The unprecedented challenges have motivated manufacturers to
develop and deploy effective reliability programs, which include accelerated life
tests (ALTs), as described in Chapter 3. An ALT subjects test units to higher-
than-use stress levels to shorten their times to failure. The life data so obtained are
then extrapolated using a life–stress relationship to estimate the life distribution
at a use condition. Because they yield failure information in a short time, ALTs
are used extensively in various phases of a product life cycle. Early in the prod-
uct design phase, the reliability of materials and components can be assessed and
qualified by testing them at higher stress levels. As the design moves forward,
robust reliability design is often performed to improve the reliability by choosing
the optimal settings of design parameters. As we have seen in Chapter 5, robust
reliability design requires extensive testing, which may be conducted at elevated
levels of noise factors. As soon as the design is completed, prototypes are sub-
jected to design verification (DV) testing. If successful, the next step is process
validation (PV) testing. Both DV and PV were discussed in Chapter 3. These
two types of testing often include ALTs, which are intended to demonstrate the
achievement of a specified reliability target. ALTs are sometimes needed even
after the design is released to full production. For example, we may rely on such
tests to determine the causes of excessive process variation and to duplicate the

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

237
238 ACCELERATED LIFE TESTS

critical failure modes observed in the field. In short, ALTs are essential in all
effective reliability programs, attributing to their irreplaceable role in improving
and estimating reliability. The author has been present at five consecutive Annual
Reliability and Maintainability Symposia and noticed that the sessions on ALT
topics were far more heavily attended than any other concurrent sessions.
An ALT can be (1) qualitative or (2) quantitative, depending on the purpose of
the test. A qualitative test is usually designed and conducted to generate failures
as quickly as possible in the design and development phase. Subsequent failure
analyses and corrective actions lead to the improvement of reliability. This type
of test, also known as highly accelerated life testing (HALT), is discussed in
Section 7.9. Other sections of the chapter are dedicated to quantitative tests,
which are aimed at estimating product life distribution: in particular, percentiles
and the probability of failure (i.e., the population fraction failing).

7.2 DEVELOPMENT OF TEST PLANS

Planning an ALT in advance is a critical step toward success in obtaining valid

and accurate information. A feasible and reasonable test plan should include
managerial, logistical, and technical considerations. Managerial considerations
deal with formation of a team, definition of the roles and responsibilities of each
team member, coordination of the team, and other personnel management tasks.
Logistical tasks are to secure the availability of test facilities such as chambers,
functionality inspection systems, and measuring devices. Technical considerations
include determining the test’s purpose, sample units and size, failure definition,
time scale, acceleration methodology, and data collection and analysis methods,
which are discussed in this section.

7.2.1 Test Purposes

From a product life cycle perspective, ALTs can be classified into three categories:
design ALT, qualification ALT, and production ALT. The purposes of these tests
are usually different.
In the design and development phase, the common test purposes are as follows:

1. Compare and assess the reliability of materials and components. Such tests
take place in the early stage of the design and development phase to select the
appropriate vendors of the materials and components.
2. Determine optimal design alternatives. Design engineers often develop
multiple design alternatives at a low level of the product hierarchical struc-
ture. Prototypes at this level are functionally operable and inexpensive. ALTs
are conducted to evaluate the reliability performance of each design alternative,
on which the selection of the best candidate may be based. ALTs performed in
robust reliability design have such purpose.
3. Confirm the effectiveness of a design change. In designing a new product,
design changes are nearly inevitable during the design and development phase.
DEVELOPMENT OF TEST PLANS 239

Even for a carryover design, some fixes are often necessary. The changes must
be verified as early as possible. ALTs are needed for this purpose.
4. Evaluate the relationship between reliability and stress. Sometimes ALTs
are performed to assess the sensitivity of reliability to certain stresses. The result-
ing information is used to improve the robustness of the design and/or to specify
the limit of use condition.
5. Discover potential failure modes. A test serving this purpose is important
for a new product. Critical failure modes, which can cause severe effects such as
safety hazards, must be eradicated or mitigated in the design and development
phase.

After the design is completed, prototypes are built using a manufacturing

process similar to that for full production, and then subjected to DV testing. In
this stage, the common purposes of ALTs are as follows:

1. Demonstrate that the design achieves a specified reliability target. An ALT

conducted by a supplier for this purpose must use the sample size, test time, and
stress levels agreed upon by original equipment manufacturers. Indeed, the test
for this purpose is a reliability verification test (Chapter 9).
2. Estimate the reliability of the design. Often, an ALT is needed to measure
the reliability of the design at a use condition to assess its competitiveness and
to estimate warranty cost.

Once a design passes DV testing, the established manufacturing process builds

units for PV testing, which usually includes ALTs serving the following purposes:

1. Demonstrate that the manufacturing process is capable of producing prod-

ucts that meet a specified reliability target. As in the DV phase, if performed
by a supplier, an ALT must have the sample size, test time, and stress lev-
els endorsed by the original equipment manufacturers. The test is actually a
reliability verification test.
2. Estimate the product reliability. Since the life test data contain the informa-
tion about design reliability as well as process variation, the estimated reliability
is relatively close to the reliability level that customers will experience.

Production at full capacity may begin after the design passes PV testing. ALTs
may be required in the production phase for the following purposes:

1. Identify the special causes for a statistically significant process shift. Statis-
tical process control tools detect such a shift and trigger a series of investigations,
which can include ALTs to find causes of a change in failure mode or life distri-
bution due to process variation.
2. Duplicate the critical failure modes observed in the field for determination
of the failure mechanisms.
3. Acceptance sampling. ALTs may be performed to decide if a particular lot
should be stopped from shipping to customers.
240 ACCELERATED LIFE TESTS

7.2.2 Sample Representation and Sample Size

In the early design phase, ALTs are aimed at evaluating the reliability of com-
ponents and materials proposed for the design. Thus, the tests should employ
representative sample units drawn randomly from a large population made up
of various lots. Such a random sampling also applies to the assessment of end-
product reliability in the full production phase. For development purposes, such
as the determination of optimal levels of design parameters and the assessment of
design change, ALTs are usually conducted on prototypes especially created for
the tests. These test units are built using specified levels of control factors (design
configuration or design parameters), while the levels of noise factors such as the
unit-to-unit variation are minimized such that the effects of the control factors are
not disguised. Control and noise factors are defined and classified in Chapter 5.
In the DV testing stage, test units resemble the final product to a great extent,
but essentially they are still prototypes, because a manufacturing process set
up at this stage is subject to change. In addition, the process variations in full
production usually do not occur in a pilot production. Thus, it is important to
realize that the reliability estimate in this phase does not fully characterize the
reliability that customers will see. The estimate is primarily optimistic.
Samples for ALTs in the PV phase are regarded representative of the final
product because both use the same materials, components, design, production
process, and process monitoring techniques. However, the test units are built
within a short period of time and thus do not vary from lot to lot. Strictly speaking,
such samples cannot fully characterize a full-production population. Nevertheless,
a reliability estimate obtained from an ALT in this stage is reasonably realistic
and useful for decision making.
As discussed earlier, ALTs are sometimes conducted to investigate special
causes or to determine the acceptance of a lot. Samples for such tests should be
drawn from the lots under concern, not from the entire population. For example,
ALTs dedicated to identifying the special causes for process shift must test sam-
ples from a batch made during the process shift. Otherwise, the test will not
produce useful information.
Sample size is an important number that must be determined before testing.
It largely affects the test cost, required capacity of test equipment, test time, and
estimate accuracy. If an ALT is part of DV or PV testing, the sample size is deter-
mined by the reliability target and consumer and producer risks. In Chapter 9 we
describe methods of calculating a suitable sample size. An ALT aimed at evalu-
ating reliability should have a large sample size whenever possible. The size can
be calculated by specifying the statistical accuracy of the reliability estimates, as
described in, for example, Nelson (1990, 2004) and Meeker and Escobar (1998).
The statistical sample size, however, is frequently too large to be affordable. In
practice, the sample size used is considerably smaller than the statistical one, but
should not be less than the total number of potential failure modes of the test
units. This minimum sample size allows each failure mode to have an opportunity
to appear during testing. This requirement must be met when the test purpose is
to duplicate the critical failure modes observed in the field.
DEVELOPMENT OF TEST PLANS 241

7.2.3 Acceleration Methods

The purpose of acceleration is to yield reliability information more quickly. Any
means that serves this purpose is an acceleration method. Basically, there are
four types of acceleration methods: (1) overstressing, (2) increasing usage rate,
(3) changing level of a control factor, and (4) tightening the failure threshold.
The methods may be classified further as shown in Figure 7.1. The appropriate
method to use for a specific product depends on the purpose of the test and the
product itself. In practice, an ALT often utilizes one or two of the four types of
method.

Overstressing Overstressing, the most common acceleration method, consists

of running test units at higher-than-use levels of stresses. The stresses applied
in a test should be those that stimulate the product to fail in the field. Such
stresses include environmental, electrical, mechanical, and chemical stimuli, such
as temperature, humidity, thermal cycling, radiation, voltage, electrical current,
vibration, and mechanical load. Stress may be applied in different patterns over
time, which include constant stress, step stress, progressive stress, cyclic stress,
and random stress. They are described briefly below.
In constant-stress testing, the stress level of a unit is held constant over time.
An ALT may have several groups of units, each subjected to a different constant
level of stress. Figure 7.2 shows life distributions of two groups of units at high
and low levels of stress, respectively. The units at high stress yield shorter lives;

Acceleration
methods

Changing
Increasing Tightening failure
Overstressing control factor
usage rate threshold
level

Constant Increasing
stress speed

Step Reducing
stress off time

Progressive
stress

Cyclic
stress

Random
stress
FIGURE 7.1 Classification of acceleration methods
242 ACCELERATED LIFE TESTS

Stress level
high

low

0
Time
FIGURE 7.2 Life distributions at two levels of constant stress
Stress level

0
Time
FIGURE 7.3 Two step-stress loading patterns

the other group survives longer. This test method is most common in practice
because of the simplicity of stress application and data analysis.
In step-stress testing, units are subjected to a stress level held constant for a
specified period of time, at the end of which, if some units survive, the stress
level is increased and held constant for another specified period. This process
is continued until a predetermined number of units fail or until a predetermined
test time is reached. When a test uses only two steps, the test is called a simple
step-stress test. Figure 7.3 shows two- and multiple-step loading patterns. A step-
stress test yields failures in a shorter time than does a constant-stress test. Thus,
it is an effective test method for discovering failure modes of highly reliable
products. However, models for the effect of step stressing are not well developed
and may result in inaccurate conclusions. Nelson (1990, 2004), and Pham (2003)
describe test method, data analysis, and examples.
In progressive stress testing, the stress level is increased constantly (usually,
linearly) until a predetermined number of test units fail or until a predetermined
test time is reached. The stress loading method is shown in Figure 7.4. The
slopes of the straight lines are the rates at which the stress levels are increased
and represent the severity of the stress. The higher the rate, the shorter the times
to failure. Like step-stress testing, the test method is effective in yielding failures
and imposes difficulties for modeling the data. Nelson (1990, 2004) presents test
method, data analysis, and examples.
In cyclic stress loading, the stress level is changed according to a fixed cyclic
pattern. Common examples of such stress are thermal cycling and sinusoidal
vibration. In contrast to the fixed amplitude of a cyclic stress, the level of a
DEVELOPMENT OF TEST PLANS 243

Stress level
0
Time
FIGURE 7.4 Progressive stress loading patterns

cyclic stress random stress

Stress level

0
Time
FIGURE 7.5 Cyclic and random stress loading

random stress changes at random and has a probabilistic distribution. Random

vibration is a typical example of random stress. Figure 7.5 illustrates the two
types of stress loading methods. The loading patterns are used primarily for the
purpose of simulating the actual stress that a product will encounter in the field.

Increasing the Usage Rate Usage is the amount of use of a product. It may be
expressed in miles, cycles, revolutions, pages, or other measures. Usage rate is
the frequency of a product being operated, and may be measured by hertz (Hz),
cycles per hour, revolutions per minute, miles per month, pages per minute,
or others. Many commercial products are operated intermittently. In contrast,
test units are run continuously or more frequently, to reduce the test time. For
example, most automobiles are operated less than two hours a day and may
accumulate 100 miles. In a proving ground, test vehicles may be driven eight
or more hours a day and accumulate 500 or more miles. On the other hand,
some products run at a low speed in normal use. Such products include bearings,
motors, relays, switches, and many others. In testing they are operated at a higher
speed to shorten the test time. For the two types of products, the life is usually
measured by the usage to failure, such as cycles to failure and miles to failure.
Special care should be exercised when applying the acceleration method. It
is usually assumed that usage to failure at a higher usage rate is equal to that
at the usual usage rate. The assumption does not hold in situations where an
increased usage rate results in an additional environmental, mechanical, electrical,
or chemical stress: for example, when raising the operational speed generates
a higher temperature, or reducing the off time decreases the time for heat to
244 ACCELERATED LIFE TESTS

dissipate. Then the equal-usage assumption may be invalid unless such effects are
eliminated by using a compensation measure such as a cooling fan. In many tests
the use of compensation is impractical. Then we must take into account the effect
on life of increased usage rate. Considering the fact that usage to failure may be
shorter or longer at a higher usage rate, G. Yang (2005) proposes an acceleration
model to quantify usage rate effects (also discussed in Section 7.4.5).
Changing the Level of a Control Factor A control factor is a design parameter
whose level can be specified by designers. We have seen in Chapter 5 that the
level of a control factor can affect the life of a product. Therefore, we can inten-
tionally choose the level of one or more control factors to shorten the life of test
units. This acceleration method requires the known effects on life of the control
factors. The known relationship between life and the level of control factors may
be developed in robust reliability design (Chapter 5). Change of dimension is a
common application of this test method. For example, a smaller-diameter shaft
is tested to determine the fatigue life of a larger shaft because the former yields
a shorter life. Large capacitors are subjected to electrical voltage stress to esti-
mate the life of small capacitors with the same design, on the assumption that
the large ones will fail sooner because of a larger dielectric area. Nelson (1990,
2004) describes a size-effect model relating the failure rate of one size to that
of another size. Bai and Yun (1996) generalize that model. A change of geom-
etry in favor of failure is another use of the acceleration method. For example,
reducing the fillet radius of a mechanical component increases the stress concen-
tration and thus shortens life. In practice, other design parameters may be used as
accelerating variables. The control factors must not, however, interact with other
accelerating stresses. Otherwise, the test results may be invalid, as described in
Chapter 5.
Tightening the Failure Threshold For some products, failure is said to have
occurred when one of its performance characteristics crosses a specified threshold.
Clearly, the life of the products is determined by the threshold. The tighter the
threshold, the shorter the life, and vice versa. Thus, we can accelerate the life by
specifying a tighter threshold. For example, a light-emitting diode at a normal
threshold of 30% degradation in luminous flux may survive 5000 hours. If the
threshold is reduced to 20%, the life may be shortened to 3000 hours. This
acceleration method requires a model that relates life to threshold and is discussed
in Chapter 8.
Acceleration Factor An important concept in ALTs is the acceleration factor,
defined as the ratio of a life percentile at stress level S to that at stress level S
.
Mathematically,
tp
Af =
, (7.1)
tp
where Af is the acceleration factor, p the specified probability of failure (i.e.,
the population fraction failing), and tp (tp
) the 100pth percentile of the life
distribution at S (S
). Often, p is chosen to be 0.5 or 0.632.
DEVELOPMENT OF TEST PLANS 245

The primary use of the acceleration factor is to calculate a life percentile at

a low stress level from the percentile observed at a high stress level. It also
expresses the equivalent number of test hours at a low stress level to one hour
at a high stress level. The use of an acceleration factor implicitly assumes that
life distributions have the same shape at the two stress levels. For example, for a
(transformed) location-scale distribution, the scale parameter values at different
stress levels are assumed to be equal. If a Weibull distribution is involved, the
shape parameter should not depend on the stress level if the acceleration factor
is to remain simple.
The acceleration factor can be expressed in terms of life distribution param-
eters. For a lognormal distribution with constant σ , from (2.43) and (7.1), the
acceleration factor can be written as

Af = exp(µ − µ
), (7.2)

where µ and µ
are the scale parameter values at S and S
, respectively.

Similarly, from (2.25) and (7.1), the acceleration factor for a Weibull distri-
bution with constant β can be expressed as
α
Af = , (7.3)
α

where α and α
are the characteristic lives of a Weibull distribution at S and S
,
respectively.

7.2.4 Data Collection Methods

Whenever possible, test units should be monitored continuously during testing to
get exact failure times. For a binary-state product, the monitoring system detects
a failure exactly when a unit ceases to function. The life of the unit is the time to
catastrophic failure. To monitor a degrading unit, the system should measure the
performance characteristics continuously or very frequently. Doing so enables
generating nearly exact failure times, which yield more accurate estimates. The
life of the unit is the time at which a performance characteristic crosses its
failure threshold. This data collection method usually needs an automated data
acquisition system and advanced software.
In many situations, inspection or measurement in intervals is more techni-
cally and economically practical than continuously monitoring. If this method is
used, we should take efforts to avoid the circumstance where most failures fall
into a few intervals. This can be accomplished to a great extent by shortening
times between inspections. If the product is exponential or Weibull with a shape
parameter less than 1, more frequent inspections should be taken early in the test
because more failures are expected. If we use a lognormal or Weibull distribution
with a shape parameter greater than 1, the intervals can be longer in the early
time, then shorter, and then longer in the late time of the test. To make a bet-
ter inspection schedule, we may preestimate the life distribution using reliability
handbooks, historical data, or preliminary tests.
246 ACCELERATED LIFE TESTS

7.2.5 Optimum Test Plans

ALTs are often conducted to estimate life distribution at use conditions. The
statistical error of the estimate depends on the test plan. Certainly, it is desirable
to devise the optimal test plans that minimize error. For a constant-stress test, a
test plan consists of stress levels, the number of test units allocated to each stress
level, and values of other variables. A step-stress test plan usually consists of the
times at which a stress level is increased or the number of failures to trigger the
increase in stress level. Constant-stress tests are more common and their plans
are studied in detail later in this chapter.

7.3 COMMON STRESSES AND THEIR EFFECTS

Used either separately or with other acceleration methods, overstressing is usually
the first (or even the best) choice for accelerating a test. The stresses applied
in a test should be the ones that accelerate the failure modes that the product
will experience in the field. Laboratory tests must not use a stress that causes
failure mechanisms never seen in the field; otherwise, the reliability estimates are
meaningless. If multiple stresses are expected in the field and few can be applied
in testing, the ones selected should be effective in producing relevant failure
modes. To help select the appropriate stresses, in this section we introduce the
most frequently used stresses and discuss briefly common failure mechanisms
and modes caused by such stresses.

7.3.1 Constant Temperature

Elevated constant temperature is perhaps the most common stress in accelerated
testing. This is largely because high temperature accelerates many failure mech-
anisms of most products. Some products, such as personal computers, appear to
work at room temperature. But many components within the products, such as
the central processing units of computers, may be at an elevated temperature.
High temperature can produce various failure modes. Some common ones are
discussed below, but there are many more. As we will see, these failure modes
are fundamental and can cause high-level failure modes.
1. Oxidation. In a narrow sense, oxidation is the reaction of a substance with
oxygen. When some materials are in contact with oxygen, an oxide compound
is formed as a result of chemical reaction between the oxygen and the materials.
Metal is most susceptible to oxidation. High temperature provides energy to the
chemical reaction and thus accelerates the oxidation process. Oxidation is the
cause of many failure modes that are directly observable. For example, oxidation
causes corrosion of metals and may result in fracture of a structure. Oxidation
of electronic components increases contact resistance and causes deterioration
of electrical performance. As a countermeasure, most electronic products are
hermetically sealed.
2. Electromigration. When an electrical current flows through a metal, elec-
trons exchange momentum with metal atoms. This results in a mass transport
COMMON STRESSES AND THEIR EFFECTS 247

along the direction of electron movement. On the other hand, when metal atoms
are activated by the momentum exchange, they are subjected to an applied elec-
trical field opposite to the electron movement, and move against that movement.
The two movements are accelerated by high temperature and interact to determine
the direction of net mass transfer. As a result of the mass transfer, vacancies and
interstitials are created on the metal. Vacancies develop voids and microcracks,
which may cause, for example, an increased contact resistance or open circuit.
Interstitials are the exotic mass on the surface of the metal and may result in a
short circuit. In addition to temperature and electrical current density, the sus-
ceptibility to electromigration also depends on the material. Silver is the metal
most subject to this failure.
3. Creep. Creep is a gradual plastic deformation of a component exposed to
high temperature and mechanical stress, resulting in elongation of the component.
Before a component fractures, the creep process typically consists of three stages,
as shown in Figure 7.6. Initially, the transient creep occurs in the first stage,
where the creep rate (the slope of the strain–time curve) is high. Then the rate
decreases and remains approximately constant over a long period of time called
the steady-state stage (i.e., the second stage). As time proceeds, creep develops
to the third stage, where the creep rate increases rapidly and the strain becomes
so large that fracture occurs. In practice, many products fail far before creep
progresses to the third stage, due to the loss of elastic strength. For example, the
contact reeds of an electromagnetic relay are subjected to a cyclic load and high
temperature when in operation. Creep occurs to the reeds and results in stress
relaxation or loss of elastic strength, which, in turn, reduces the contact force,
increases the contact resistance, and causes failure.
4. Interdiffusion. When two different bulk materials are in intimate contact at
a surface, molecules or atoms of one material can migrate into the other, and vice
versa. Like electromigration, interdiffusion is a mass transport process which is
sensitive to temperature. When a high temperature is applied, the molecules and
atoms are thermally activated and their motion speeds up, increasing the interdif-
fusion rate. If the diffusion rates for both materials are not equal, interdiffusion
can generate voids in one of the materials and cause the product’s electrical,
chemical, and mechanical performance to deteriorate. Interdiffusion can be the
cause of various observable failure modes, such as increased electrical resistance
and fracture of material.

3
2
Strain

stage 1

0
Time
FIGURE 7.6 Successive stages of a creep process
248 ACCELERATED LIFE TESTS

7.3.2 Thermal Cycling

Thermal cycling involves applying high and low temperatures repeatedly over
time. The variables that define the profile of a thermal cycle include high temper-
ature (Tmax ), low temperature (Tmin ), dwell time at high temperature (tmax ), dwell
time at low temperature (tmin ), and rate of temperature change (dT /dt), shown
graphically in Figure 7.7. Thermal cycling is a widely used test method that is
stipulated in various engineering standards as an integral part of the environmen-
tal stress testing. For example, MIL-STD-883F (U.S. DoD, 2004) recommends
six thermal cycling profiles (from A to F) for testing microcircuits, with profile
A the most lenient, with low and high temperatures at −55◦ C and 85◦ C, respec-
tively, and profile F the most harsh, with extremes at −65◦ C and 300◦ C. The
test method prevails partially because many products are subjected to thermal
cycling in the field. Automotive engine components, for instance, experience this
type of stress when the engine is ignited in cold weather or when the vehicle is
driven through a flooding road. The engine components have to withstand rapidly
increasing temperature in the former situation and a sharp temperature drop in the
latter. More important, thermal cycling is effective in precipitating fatigue fail-
ures in a test, especially for connections between two different materials, such
as die attachments, wire bonds, and the plated vias of electronic products.
Fatigue is the most common failure mode caused by thermal cycling. When
cyclic stress is applied to a product, two different materials in mechanical con-
nection within the product are subjected to repeated expansion and contraction.
Due to mismatch of the coefficients of thermal expansion of the two materials,
the repeated expansion and contraction generate a cyclic mechanical stress under
which a microcrack is initiated, typically at a point of discontinuity or defect
in the materials. Once a microcrack is formed, stress concentrates at the tip of
the crack, where the local stress is much higher than that in the bulk of the
material. The crack propagates over time under the cyclic stress. When the size
of the crack develops to a threshold, the resisting strength of the material is less
than the applied stress amplitude, and a fatigue failure results. For most elec-
trical products, electrical and thermal performance degrades significantly before
fatigue failure occurs. The fatigue life under thermal cycling depends on the
thermal cycling profile, the coefficients of thermal expansion, and other material
properties that determine crack initiation and propagation rates.

1 cycle
tmax
Tmax
Temperature

dT/dt
0

Tmin
tmin

Time
FIGURE 7.7 Thermal cycling profile
COMMON STRESSES AND THEIR EFFECTS 249

7.3.3 Humidity
There are two types of humidity measures in use: absolute humidity and relative
humidity. Absolute humidity is the amount of water contained in a unit volume
of moist air. In scientific and engineering applications, we generally employ
relative humidity, defined as the ratio (in percent) of the amount of atmospheric
moisture present relative to the amount that would be present if the air were
saturated. Since the latter amount is dependent on temperature, relative humidity
is a function of both moisture content and temperature. In particular, relative
humidity is inversely proportional to temperature until the dew point is reached,
below which moisture condenses onto surfaces.
Important failure modes due to moisture include short circuit and corrosion.
Corrosion is the gradual destruction of a metal or alloy caused by chemical attack
or electrochemical reaction. The primary corrosion in a humid environment is an
electrochemical process in which oxidation and reduction reactions occur simul-
taneously. When metal atoms are exposed to a damp environment, they can
yield electrons and thus become positively charged ions, provided that an elec-
trochemical cell is complete. The electrons are then consumed in the reduction
process. The reaction processes may occur locally to form pits or microcracks,
which provide sites for fatigue initiation and develop further to fatigue failure.
Corrosion occurring extensively on the surface of a component causes electri-
cal performance and mechanical strength to deteriorate. The corrosion process
is accelerated with high temperatures. This is the reason that humidity stress is
frequently used concurrently with high temperature. For example, 85/85, which
means 85◦ C and 85% relative humidity, is a recommended test condition in
various engineering standards.
In addition to corrosion, short circuiting is sometimes a concern for electronic
products working in a humid environment. Moisture condenses onto surfaces
when the temperature is below the dew point. Liquid water that is deposited on
a circuit may cause catastrophic failures, such as a short circuit. To minimize the
detrimental effects of humidity, most electronic products are hermetically sealed.

7.3.4 Voltage
Voltage is the difference in electrical potential between two points. When voltage
is applied between any two points, it is resisted by the dielectric strength of the
material in between. When Ohm’s law applies, the current through the material
is directly proportional to the voltage. Thus, if the material is insulation, the
current, which is negligible and sometimes called leakage current, increases with
applied voltage. If the voltage is elevated to a certain level, the insulation breaks
down and the current jumps. The failure usually occurs at weak spots or flaws
in the material, where the dielectric strength is relatively low. In general, the
higher the voltage, the shorter the insulation life. Considering this effect, voltage
is often employed as an accelerating variable for testing insulators and electronic
components such as capacitors.
For conductors and electronic components, high voltage means high current;
thus, failure modes caused by high current (which are discussed next) may be
250 ACCELERATED LIFE TESTS

observed at high voltage. In addition, high voltage is an important stimulus for

arcing. Arcing energy and frequency are largely increased when moisture is also
present. Arcing generates electromagnetic noise in neighboring components and
erodes electrical contact surfaces. Failures due to arcing are common for elec-
tromechanical components. Let’s consider electromagnetic relays again. Relays
loaded with voltage create arcing while the contacts are being separated. Arcing
wears out the noble materials on the contact surfaces and damages the contact
geometry. As a result, the contact resistance is increased. In the worst case, the
contacts are welded together by the high temperature generated by arcing, and
thus cannot be separated for normal operation.

7.3.5 Electrical Current

Electrical current is sometimes used as an accelerating stress for electrical and
electronic products such as motors, relays, conductors, and light-emitting diodes.
When an electrical current flows through a conductor, heat is generated and
transferred to the neighboring components, causing their temperature to rise. In
this respect, the electrical current has the same effect as temperature stress applied
externally to the product. In addition, current may produce the following effects:
1. Electrical current speeds up electromigration. When the applied current
generates a current density higher than threshold, electromigration is initiated.
Then the rate of electromigration increases with the current density (Young and
Christou, 1994). Thus, a high electrical current may also result in electromigra-
tion-induced failure modes such as increased electrical resistance and drifting of
electrical parameters.
2. Corrosion is accelerated by electrical current. As we saw earlier, corrosion
is an electrochemical process in which the oxidation reaction generates metal
ions and free electrons, and the reduction reaction consumes such electrons.
When components are run with an electrical current, the reaction processes take
place at a faster pace. As a result, the rate of corrosion process is increased.
Indeed, electrical current is a frequently used accelerating stress in accelerated
corrosion tests.
3. Electrical current generates magnetic fields. These fields interfere with
neighboring electronic components, an effect known as electromagnetic interfer-
ence (EMI).

7.3.6 Mechanical Vibration

In a physical sense, mechanical vibration is a limited reciprocating motion of an
object in alternately opposite directions from its position of equilibrium. Many
products are subject to vibration in normal use. For example, all automobile
components experience this stress while the vehicle is operated on the road. The
same happens to the components of a flying airplane. Not only is vibration ubiq-
uitous, but it is fierce in producing failures. Consequently, engineering standards
recommend vibration tests. For example, MIL-STD-810F (U.S. DoD, 2000) and
MIL-STD-202G (U.S. DoD, 2002) specify various vibration test conditions.
COMMON STRESSES AND THEIR EFFECTS 251

Displacement (mm)
2
1
0
−1
−2
−3
0 2 4 6 8 10
Time (s)
FIGURE 7.8 Sinusoidal vibration

Two types of vibration are common: sinusoidal and random vibrations. Sinu-
soidal vibration takes place at a predominant frequency, and displacement at a
future time is predictable. This vibration is measured by the frequency (Hz) and
displacement (mm), velocity (mm/s), or acceleration (mm/s2 or g). Figure 7.8
shows an example of vibration at a frequency of 0.406 Hz, where the y-axis is
the displacement. In reality, this type of vibration is usually caused by the cyclic
operation of a product. For example, automotive engine firing is a source of
sinusoidal vibration, which disturbs components under the hood. Most products
are more likely to experience the second type of vibration, random vibration.
In contrast to a sinusoidal vibration, a random vibration occurs in a wide range
of frequencies, and instantaneous displacement at a future time is unpredictable.
Figure 7.9 shows a 5-second random vibration where the y-axis is acceleration.
Because of the random nature, the vibration is described by the power spectral
density (PSD), expressed in g2 / Hz. Since the PSD is a function of frequency, a
random vibration profile should specify the PSD at various values of frequency.
Figure 7.10 shows an example of such a profile, which is the vibration test con-
dition for an automobile component. Steinberg (2000), for example, discusses
mechanical vibration in detail.
In some circumstances, vibration is generated purposefully to fulfill certain
functions. For example, ultrasonic vibration welds two parts in the wire bonding
process. In most situations, vibration results in undesirable effects such as fatigue,

3
2
Acceleration (g)

1
0
−1
−2
−3
0 1 2 3 4 5
Time (s)
FIGURE 7.9 Random vibration
252 ACCELERATED LIFE TESTS

0.12
0.1

PSD (g2/Hz)
0.08
0.06
0.04
0.02
0
0 200 400 600 800 1000
Frequency (Hz)
FIGURE 7.10 Random vibration test profile

wear, and loosening of connections. Due to the change in acceleration over time,
vibration generates a cyclic load. As discussed earlier, cyclic stressing initiates
and develops microcracks and eventually causes a fatigue failure. Vibration also
induces mechanical wear, which is the attrition of materials from the surfaces
between two mating components in relative movement. Mechanical wear can be
adhesive, abrasive, fretting, or a combination. The wear mechanisms of each type
are described in books on tribology and wear. Interested readers may consult,
for example, Stachowiak and Batchelor (2000) and Bhushan (2002). Excessive
wear, in turn, causes different apparent failure modes, including acoustic noise,
worse vibration, local overheating, leaking, and loss of machinery precision. A
loosening connection is another failure mode that is frequently observed in a
vibration environment. This failure mode can result in various effects, such as
leaking, deterioration of connection strength, and intermittent electrical contact.

7.4 LIFE–STRESS RELATIONSHIPS

The primary purpose of a quantitative ALT is to estimate the life distribution at a

use condition. This can be accomplished by extrapolating the life data obtained at
elevated stress levels. To do this, we need a model that relates life to accelerating
stress, such as temperature, humidity, and voltage. Such models, usually called
acceleration models, can be classified into the following three types:

1. Physical models. In a few situations we understand well how a material

or component responds to applied stresses at the micro level, and how a fail-
ure process develops over time under stress. Equipped with the knowledge, we
use established models that relate life to the applied stresses. The models are
usually complicated, because many factors contribute simultaneously to the initi-
ation and development of failure mechanisms. Justifiable simplification of models
is acceptable, and often essential. Proper physical models provide a high level
of accuracy in extrapolation. Of course, the elevated stresses must be selected
appropriately so that the failure mechanisms at higher stress levels are the same
as those at the use conditions. Because such a model is suitable for a specific
failure mechanism, it is usually invalid for other failure mechanisms, even in the
same product.
LIFE–STRESS RELATIONSHIPS 253

2. Quasiphysical models. This type of model is not based directly on specific

failure mechanisms that govern the failure process of concern. However, such a
model either has roots in known physical or chemical theories, or is grounded
on macro-level failure mechanisms. Most commonly used acceleration models,
such as the Arrhenius relationship (discussed later), belong to this type. Because
the models are not derived from specific failure mechanisms, they have more
applications than do physical models. Generally, these models provide better
extrapolation accuracy than that of empirical models.
3. Empirical models. In many situations we have little knowledge of the
physical or chemical reactions taking place in a material or component under the
applied stresses. Without understanding the failure mechanisms, it is impossible
to develop a physical model. Instead, we fit empirical models to experimental
data by using linear or nonlinear regression methods. A typical example is the
polynomial model. Such models may be adequate in fitting the existing data, but
extrapolation to use conditions is risky.

7.4.1 Life–Temperature Models

As explained earlier, temperature is widely used in ALTs. It is effective in stim-
ulating certain failure mechanisms and shortening times to failure. In many
applications, the dependence of life on temperature can be well described by
the Arrhenius and Eyring relationships.

Arrhenius Relationship The Arrhenius relationship models the effect of tem-

perature on the rate of a first-order chemical reaction and can be written as


Ea
ν = A0 exp − , (7.4)
kT
where ν is the chemical reaction rate in moles per second, Ea the activa-
tion energy in electron-volts (eV), k is Boltzmann’s constant (k = 8.6171 ×
10−5 eV/◦ C), T the absolute temperature (the Celsius temperature plus 273.15
degrees), and A0 is a constant related to material characteristics.
The rate of chemical reaction is the amount of a reactant reacted per unit time.
Assume that a failure occurs when a critical amount (in moles) of reactant reacted
is reached. Then the time to reach the critical amount is the time to failure. Since
the time to failure is proportional to the reciprocal of the reaction rate, (7.4) can
be written as

Ea
L = A exp , (7.5)
kT
where L is the life and A is a constant that depends on material properties,
failure criteria, product design, and other factors. Equation (7.5) is called the
Arrhenius life relationship. Life here is the nominal life, and may represent a life
percentile. For example, it can be the median life of the lognormal and normal
distributions, the characteristic life of the Weibull distribution, and the mean life
of the exponential distribution.
254 ACCELERATED LIFE TESTS

For the sake of data analysis, (7.5) is linearized. Then

b
ln(L) = a + , (7.6)
T
where a = ln(A) and b = Ea /k. Equation (7.6) indicates that the natural log-
arithm of nominal life is a linear function of the reciprocal temperature. The
transformed linearity provides a great convenience for fitting the relationship to
experimental data and visually checking the goodness of fit.
Activation energy is an important concept associated with the Arrhenius rela-
tionship. We understand that a chemical reaction is the result of the collisions
between the reactant molecules. The collisions take place very frequently, but
only a small fraction of the collisions convert reactants into products of the reac-
tion. The necessary condition for the collision to cause a reaction is that the
molecules must carry a minimum amount of energy to break bonds and form
products. The minimum amount of energy is called the activation energy; it
poses a barrier for molecules to climb over. The higher the activation energy, the
lower the reaction rate and the longer the life. Activation energy is unique to a
reaction, which determines the failure mechanism leading to failure. Therefore,
each failure mechanism usually has a different activation energy even for the
same component. For most mechanisms in electronic components or devices, the
activation energy is in the range between 0.3 and 1.5 eV.
Since the Arrhenius life can represent a percentile, the acceleration factor Af
between the life L at temperature T and the life L
at temperature T
is


L Ea 1 1
Af =
= exp −
, (7.7)
L k T T
which indicates that the acceleration factor increases with the activation energy.
Roughly, as the temperature increases every 10◦ C, the life would reduce approx-
imately one-half, known as the 10◦ C rule. As technology progresses, some
products have gained a greater immunity to temperature. Applicability of the
10◦ C rule to these products may be seriously questionable.

Example 7.1 In the robust reliability design of an electronic sensor, temperature

was identified as the key noise factor. The levels of the noise factor used in
testing were 85, 100, and 115◦ C. In each setting of the design parameters, two
units were tested to failure at each temperature. The times to failure in hours for
a setting are shown in Table 7.1. We use the Arrhenius relationship to model the
dependence of life on temperature. Estimate the activation energy, the mean life
at the use temperature of 35◦ C, and the acceleration factor between the lives at
35 and 70◦ C.

SOLUTION First, we calculate the mean life at each temperature, which is

shown in Table 7.1. Then (7.6) is used to fit the relationship between mean life
and temperature. We perform the linear regression analysis using Minitab (a
commercial statistical and reliability software) and obtain estimates of a and b as
LIFE–STRESS RELATIONSHIPS 255

TABLE 7.1 Life Data at Different Temperatures

Temperature (◦ C)
85 100 115

Life (h) 2385, 2537 1655, 1738 1025, 1163

Mean Life (h) 2461 1696.5 1094

â = −2.648 and b̂ = 3750.636. Since b = Ea /k, the estimate of the activation

energy is
Êa = k b̂ = 8.6171 × 10−5 × 3750.636 = 0.323 eV.

The activation energy is relatively small, indicating that the setting of the design
parameters is probably not optimal.

From (7.6), the mean life at 35◦ C is estimated by


3750.636
L̂ = exp −2.648 + = 13, 677 hours.
35 + 273.15
The estimate of the acceleration factor between the mean lives at 35 and 70◦ C is


0.323 1 1
Âf = exp − = 3.5.
8.6171 × 10−5 35 + 273.15 70 + 273.15
The acceleration factor can be roughly interpreted as meaning that testing a sensor
at 70◦ C for 1 hour is equivalent to testing the sensor at 35◦ C for 3.5 hours. In
other words, if a sensor failed in 1 hour at 70◦ C, the life of the sensor would
have been 3.5 hours at 35◦ C. Similarly, if a sensor ran 1 hour without failure at
70◦ C, the sensor would have survived 3.5 hours at 35◦ C.
The Arrhenius relationship has been widely used for decades. Some recent
applications are in, for example, medical devices (Jiang et al., 2003), lithium ion
cells (Broussely et al., 2001), petroleum-based ferrofluid (Segal et al., 1999), and
motor insulation systems (Oraee, 2000). But note that the Arrhenius relationship
is not universally applicable to all cases where temperature is an accelerating
stress. Some examples are reported in Gillen et al. (2005) on a commercial
chloroprene rubber cable jacketing material, and in Dimaria and Stathis (1999)
on ultrathin silicon dioxide film. It is important to check the adequacy of the
model by using the test data.

Eyring Relationship In some applications, the Arrhenius relationship does not

adequately describe the dependence of life L on temperature. Instead, the Eyring
relationship, derived from quantum mechanics, may be more appropriate. The
relationship is

A Ea
L = exp , (7.8)
T kT
256 ACCELERATED LIFE TESTS

where the notation is the same as in (7.5). Compared with the Arrhenius rela-
tionship, the Eyring model has an additional term, 1/T . Hence, it may be more
suitable when the temperature has stronger effects on the reaction rate. Despite
the advantage, it has few applications in the literature.
The acceleration factor between temperatures T and T
for the Eyring rela-
tionship is 

T
Ea 1 1
Af = exp −
, (7.9)
T k T T

which indicates that the acceleration factor for the Eyring relationship is T
/T
times the acceleration factor for the Arrhenius relationship.

7.4.2 Life–Thermal Cycling Models

Although thermal cycling is a temperature stress, it usually stimulates failure
modes different from those caused by a constant temperature, as discussed earlier.
The Coffin–Manson relationship and its generalized form are often used to model
the effects of thermal cycling. Nachlas (1986) proposes a different general model.

Coffin–Manson Relationship The life of a product subjected to thermal cycling

is often measured by cycles to failure. Coffin (1954) and Manson (1966) give
their relationship between the nominal number L of cycles to failure and the
temperature range as
A
L= , (7.10)
(T )B

where T is the temperature range Tmax –Tmin and A and B are constants charac-
teristic of material properties and product design. B is usually positive. In some
applications, A may be a function of cycling variables such as the frequency and
maximum temperature, in which case the Norris–Landzberg relationship dis-
cussed next is more appropriate. We will see later that (7.10) is a special form
of the inverse power relationship.
For the sake of data analysis, we transform (7.10) into a linear function. Taking
the natural logarithm of (7.10) gives

ln(L) = a + b ln(T ), (7.11)

where a = ln(A) and b = −B. If A is independent of thermal cycling variables,

the acceleration factor between two temperature ranges T and T
is

B
T

Af = . (7.12)
T

The Coffin–Manson relationship was developed to describe fatigue failure

of metal subjected to thermal cycling. Since then it has been widely used for
mechanical and electronic components. The model is a variant of the S –N curve,
LIFE–STRESS RELATIONSHIPS 257

which describes the relationship between the number (N ) of cycles to failure and
the strain (S). Recent applications of the model include Naderman and Rongen
(1999), Cory (2000), Sumikawa et al. (2001), Basaran et al. (2004), R. Li (2004),
and many others.

Norris–Landzberg Relationship The Coffin–Manson relationship assumes im-

plicitly that fatigue life depends only on the temperature range of a thermal cycle.
In some applications, fatigue life is also a function of the cycling frequency
and high temperature, as shown in, for example, Ghaffarian (2000), Teng and
Brillhart (2002), and Shohji et al. (2004). Taking into account the effects of these
thermal cycling variables, Norris and Landzberg (1969) modify the conventional
Coffin–Manson relationship and propose


Ea
L = A(T )−B f C exp , (7.13)
kTmax

where L is the nominal number of cycles to failure, A, B, and C are constants

characteristic of material properties and product design and failure criteria, Tmax
is the high absolute temperature, f is the cycling frequency, and Ea , k, and T
have the same meanings as in (7.5) and (7.10). The unit of f may be cycles per
hour, cycles per day, or another, whichever is more convenient or customary.
Note that as the cycling frequency increases, the fatigue life increases when
C > 0, decreases when C < 0, and does not change when C = 0. This provides
the relationship with great flexibility for accommodating a variety of effects of
frequency. Equation (7.13) having roots in (7.10) is sometimes called the modified
Coffin–Manson relationship.
For the convenience of data analysis, we transform (7.13) into a linear func-
tion: namely,
d
ln(L) = a + b ln(T ) + c ln(f ) + , (7.14)
Tmax

where a = ln(A), b = −B, c = C, and d = Ea /k. The unknown coefficients a, b,

c, and d may be estimated by using the multiple linear regression method, which
is described in, for example, Hines et al. (2002). Various commercial software
packages such as Minitab can be used for the calculations.
The acceleration factor between two thermal cycling profiles is

B
C 

T
f Ea 1 1
Af = exp − , (7.15)
T f
k Tmax

Tmax

where a prime denotes an acceleration profile. In calculation, Ea /k may be

replaced by d, whose value is estimated in linear regression analysis.

Example 7.2 Shohji et al. (2004) evaluate the reliability of chip-scale package
(CSP) solder joints by subjecting them to thermal cycling, where the solder joints
258 ACCELERATED LIFE TESTS

TABLE 7.2 Thermal Cycling Profiles and Test

Results for CSP Solder Joints
Tmin Tmax T f Mean Life
Group (◦ C) (◦ C) (◦ C) (cycles/h) (cycles)

1 −40 80 120 1 208

2 −40 80 120 2 225
3 −40 80 120 3 308
4 −40 100 140 2 142
5 −40 120 160 2 108
6 −20 100 120 2 169
7 0 120 120 2 131
8 30 80 50 2 1300
9 30 100 70 2 650
10 30 120 90 2 258
11 −20 30 50 2 6231
12 −40 30 70 2 1450

are the alloy Sn–37Pb. In the experiment, 12 thermal cycling profiles were used
as shown in Table 7.2. Under each test condition, five CSPs were tested, each
with multiple solder joints. A CSP is said to have failed when one of its solder
joints disconnects. The tests were run until all units failed. (Note that running all
units to failure is generally a poor practice when we are interested in estimating
the lower tail of the life distribution.) The mean life for a test profile is the
average of the numbers of cycles to failure of the five units that underwent
the same condition. The mean life data are also shown in Table 7.2. By using
the Norris–Landzberg relationship, estimate the activation energy and the mean
life under the use profile, where we assume that Tmin = −10◦ C, Tmax = 25◦ C,
and f = 1 cycle per hour. Also calculate the acceleration factor between the
use profile and the accelerating profile, where Tmin

= −30◦ C, Tmax

= 105◦ C, and


f = 2 cycles per hour.

SOLUTION Equation (7.14) is fitted to the data. The multiple linear regression
analysis was performed with Minitab. The analysis results are summarized in
Table 7.3.
The large F value in the analysis of variance summarized in Table 7.3 indi-
cates that there exists a transformed linear relationship between the mean life and
at least some of the cycling variables. In general, (7.14) needs to be checked for
lack of fit. Doing so usually requires repeated observations at the same test condi-
tions (Hines et al., 2002). Such observations were not given in this paper (Shohji
et al., 2004). The analysis in Table 7.3 also shows that the cycling frequency is
not statistically significant due to its small T value, and may be excluded from
the model. In this example, we keep this term and have
2006.4
ln(L̂) = 9.517 − 2.064 ln(T ) + 0.345 ln(f ) + . (7.16)
Tmax
LIFE–STRESS RELATIONSHIPS 259

TABLE 7.3 Multiple Linear Regression Analysis Results from Minitab

The regression equation is

ln(Life) = 9.52 - 2.06 ln(DT) + 0.345 ln(f) + 2006 1/Tmax

Predictor Coef SE Coef T P

Constant 9.517 1.918 4.96 0.001
ln(DT) -2.0635 0.2388 -8.64 0.000
ln(f) 0.3452 0.3091 1.12 0.296
1/Tmax(K) 2006.4 361.5 5.55 0.001

S = 0.2459 R-Sq = 97.1% R-Sq(adj) = 96.0%

Analysis of Variance

Source DF SS MS F P
Regression 3 16.1083 5.3694 88.81 0.000
Residual Error 8 0.4837 0.0605
Total 11 16.5920

Since d = Ea /k, the activation energy is Êa = 8.6171 × 10−5 × 2006.4 =

0.17 eV. Substituting the use profile into (7.16) gives
2006.4
ln(L̂) = 9.517 − 2.064 ln(25 + 10) + 0.345 ln(1) + = 8.908.
25 + 273.15
The mean life under the use profile is L̂ = exp(8.908) = 7391 cycles. The esti-
mates of parameters B and C are B̂ = −b̂ = 2.064 and Ĉ = ĉ = 0.345. To
estimate the acceleration factor between the use and accelerating profiles, we
substitute the estimates of B, C, and Ea and the values of the profile variables
into (7.15) and obtain


 

135 2.064 1 0.345 1 1
Âf = exp 2006.4× − = 53.
35 2 25+273.15 105+273.15

7.4.3 Life–Voltage Relationship

Voltage is effective in accelerating various failure mechanisms discussed ear-
lier. Thus, it is frequently used as an accelerating stress for products such as
capacitors, transformers, and insulators. The effect of voltage on life is often
modeled with an inverse power relationship. Some applications of the relation-
ship include Montanari et al. (1988), Kalkanis and Rosso (1989), and Feilat et al.
(2000). In a few situations, the dependence of life on voltage may be better
explained by the exponential model (see, e.g., Yassine et al., 2000; Vollertsen
and Wu, 2004). Here we discuss the inverse power relationship.
Inverse Power Relationship The inverse power relationship can be written as
A
L= , (7.17)
VB
260 ACCELERATED LIFE TESTS

where L is the nominal life, V the stress, and A and B are constants depen-
dent on material properties, product design, failure criteria, and other factors.
It is often used for the life of dielectrics subjected to voltage V . It is worth
noting that the inverse power relationship may apply to a stress other than volt-
age, including mechanical load, pressure, electrical current, and some others.
For example, Harris (2001) applies the relationship to the life of a bearing as
a function of mechanical load, and Black (1969) expresses the median life to
electromigration failure of microcircuit conductors as an inverse power function
of the current density at a given temperature. In addition, the Coffin–Manson
relationship (7.10) and the usage rate model (discussed later) are special cases
of the inverse power relationship.
For the convenience of data analysis, we transform (7.17) into a linear rela-
tionship as
ln(L) = a + b ln(V ), (7.18)

where a = ln(A) and b = −B. Both a and b are estimated from test data.
The acceleration factor between two stress levels is


B
V
Af = , (7.19)
V

where the prime denotes higher stress.

Example 7.3 To evaluate the reliability of a type of surface-mounted elec-

trolytic capacitor, three tests, each with eight units, were conducted at elevated
voltage levels of 80, 100, and 120 V, respectively. All units were run to failure,
where a failure is said to have occurred when the capacitance drifts more than
25%. The failure times in hours are shown in Table 7.4. Estimate the mean life
at the rated voltage of 50 V. If a capacitor ran 1500 hours without failure at
120 V, calculate the equivalent time the capacitor would have survived at the
rated voltage.

TABLE 7.4 Life Data at Elevated Voltages

Voltage (V)
80 100 120

Life (h) 1770 1090 630

2448 1907 848
3230 2147 1121
3445 2645 1307
3538 2903 1321
5809 3357 1357
6590 4135 1984
6744 4381 2331
Mean Life (h) 4197 2821 1362
LIFE–STRESS RELATIONSHIPS 261

8.5

8
ln(L)

7.5

6.5

6
4.3 4.4 4.5 4.6 4.7 4.8 4.9
ln(V)
FIGURE 7.11 Scatter plot and regression line fitted to the mean life of the capacitors

SOLUTION The mean life at an elevated voltage is the average of the lifetimes
at that voltage. The resulting mean lives are shown in Table 7.4. Then (7.18) is
used to fit the mean life data at each voltage level. Simple linear regression anal-
ysis gives â = 20.407 and b̂ = −2.738. The regression line and raw life data are
plotted in Figure 7.11. The estimates of A and B are  = exp(20.407) = 7.289 ×
108 and B̂ = 2.738. The mean life at 50 V is L̂50 = 7.289 × 108 /502.738 = 16, 251
hours.
The acceleration factor between 50 and 120 V is Âf = (120/50)2.738 = 10.99.
Then 1500 hours at 120 V is equivalent to 1500 × 10.99 = 16, 485 hours at 50 V.
That is, if a capacitor ran 1500 hours at 120 V without failure, the capacitor would
have survived 16,485 hours at 50 V.

7.4.4 Life–Vibration Relationship

Vibration is sometimes used as an accelerating variable to accelerate fatigue
failure for electronic and mechanical products. Often, the fatigue life L can be
modeled with the inverse power relationship and can be written as
A
L= , (7.20)
GB
where A and B are constants, and G represents Grms (g), known as root-mean-
square acceleration. Grms equals the peak acceleration times 0.707 for a sinusoidal
vibration and the square root of the area under the power spectral density (PSD,
g2 / Hz) for a random vibration. This relation is used in MIL-STD-810F (U.S.
DoD, 2000), which gives the values of B for different types of products. For
example, B takes a value of 4 for Air Force avionics under random vibration,
and 6 under sinusoidal vibration. In general, B is estimated from test data.

7.4.5 Life–Usage Rate Relationship

Increasing usage rate is an acceleration method for some products that are oper-
ated at a low rate in the field, as discussed earlier. Increased usage rate may affect
262 ACCELERATED LIFE TESTS

the usage to failure, where the usage is in cycles, revolutions, miles, or other mea-
sures. In other words, the usage to failure at different usage rates may not be
the same. Some experimental results and theoretical explanations are shown in,
for example, Popinceanu et al. (1977), Tamai et al. (1997), Harris (2001), and
Tanner et al. (2002). G. Yang (2005) models nominal life as a power function of
the usage rate. The model is written as
L = Af B , (7.21)
where L is the nominal usage to failure, f is the usage rate, and A and B are
constants dependent on material properties, product design, failure criteria, and
other factors. A may be a function of other stresses if applied simultaneously.
For example, if test units are also subjected to a temperature stress, A may be a
function of temperature, say, the Arrhenius relationship. Then (7.21) is extended
to a combination model containing both the usage rate and temperature.
Increase in usage rate may prolong, shorten, or not change the usage to failure.
Equation (7.21) is flexible in accommodating these different effects. In particular,
the usage to failure decreases as the usage rate increases when B < 0, increases
with usage rate when B > 0, and is not affected by usage rate when B = 0.
In testing a group of units, the usage rate is usually held constant over time.
Then the nominal clock time τ to failure is given by
Af B
τ= = Af B−1 , (7.22)
f
which indicates that (1) increasing usage rate in a test shortens the clock lifetime
and test length when B < 1, (2) does not affect the clock lifetime and test length
when B = 1, and (3) prolongs the clock lifetime and test length when B > 1.
Clearly, the effectiveness of the acceleration method depends on the value of B.
Acceleration is achieved only when B < 1. In reality, the value of B is unknown
before testing. It can be preestimated using historical data, preliminary tests,
engineering experience, or reliability handbooks such as MIL-HDBK-217F (U.S.
DoD, 1995).
Note that (7.21) is a variant of the inverse power relationship. The linear
transformation and the acceleration factor for the usage rate model are similar to
those for the inverse power relationship. The linearized relationship is
ln(L) = a + b ln(f ), (7.23)
where a = ln(A) and b = B. When B < 1, the acceleration factor between two
usage rates is

B
L f
Af =
= , (7.24)
L f

where a prime denotes the increased usage rate. It is worth noting that Af < 1
when 0 < B < 1. This also indicates that usage to failure increases with the usage
rate. Nevertheless, the clock time to failure is accelerated, and the test time is
shortened.
LIFE–STRESS RELATIONSHIPS 263

7.2

6.8
ln(L)

6.6

6.4

6.2
−4 −3 −2 −1 0 1 2 3 4
ln(f)
FIGURE 7.12 Regression line fitted to the mean life data of the micro relays

Example 7.4 Tamai et al. (1997) study the effects of switching rate on the
contact resistance and life of micro relays. They report that the number of cycles
to failure increases with the switching rate before a monolayer is formed. A
sample of the relays was exposed to an environment containing silicon vapor
at the concentration of 1300 ppm and loaded with 10 V and 0.5 A dc. The
mean cycles to failure of the relays at switching rates of 0.05, 0.3, 0.5, 1, 5,
10, and 20 Hz are approximately 600, 740, 780, 860, 1100, 1080, and 1250
cycles, respectively, which were read from the charts in the paper. Estimate both
the mean cycles to failure at a switching rate of 0.01 Hz, and the usage rate
acceleration factor between 0.01 and 5 Hz for the given environment.

SOLUTION Equation (7.23) is fitted to the mean cycles to failure and the
switching rate. Simple linear regression analysis gives ln(L̂) = 6.756 + 0.121
ln(f ). Hence, L̂ = 859.45f 0.121 . This regression line is shown in Figure 7.12,
which suggests that (7.21) models the relationship adequately. The estimate of the
mean cycles to failure at 0.01 Hz is L̂ = 859.45 × 0.010.121 = 491 cycles. The
usage rate acceleration factor between 0.01 and 5 Hz is Âf = (0.01/5)0.121 =
0.47. Note that the acceleration factor is less than 1. This indicates that the number
of cycles to failure at 5 Hz is larger than the number at 0.01 Hz. However, the
use of 5 Hz reduces the test clock time because B̂ = 0.121 < 1.

7.4.6 Life–Size Model

To meet a variety of customer demands, products are often fabricated in a num-
ber of sizes, and product size may affect the lifetime. For example, Brooks
(1974) states that the life of a short piece of test cable is likely to be different
from that of a long cable. Nelson (1990, 2004) gives more examples, including
capacitor dielectric, conductors in microelectronics, and others, which appear to
have failure rates proportional to product size. In practice, because of the size
effect, we may purposefully test specimens larger (smaller) than the actual prod-
uct to accelerate the test. Similar acceleration methods may be used by changing
the level of other design control factors.
264 ACCELERATED LIFE TESTS

Motivated by Nelson (1990, 2004), Bai and Yun (1996) propose a relationship
between failure rate and product size as


B

s
λ (t) = λ(t), (7.25)
s
where λ(t) and λ
(t) are the product failure rates at sizes s and s
, respectively,
and B is the size effect, a constant dependent on material properties, failure
criteria, product design, and other factors. When B = 1, the model reduces to
the one in Nelson (1990, 2004).
The size effect relationship is a special form of the proportional hazards model,
which is due to Cox (1972) and discussed in, for example, Meeker and Escobar
(1998) and Blischke and Murthy (2000). Since the model describes the effect of
test condition (or size in this context) on failure rate rather than on lifetime, the
life at the use condition is not simply the one at the test condition multiplied
by an acceleration factor. Due to the complexity, the application of (7.25) to
accelerated life tests is currently limited to a few situations. When the life of a
product is modeled with the Weibull distribution, (7.25) can be written as


B/β
α s


= , (7.26)
α s
where α and α
are the characteristic lives of the Weibull distribution at sizes s
and s
, respectively, and β is the common shape parameter. From (7.3), we see
that (7.26) is the acceleration factor between the two sizes.

7.4.7 Life–Temperature and Nonthermal Stress Relationships

In an ALT, temperature is frequently applied simultaneously with a nonther-
mal stress such as humidity, voltage, electrical current, pressure, vibration, or
mechanical load. The life relationship often is modeled as



A Ea CS
L = exp exp(BS) exp , (7.27)
T kT kT
where S is the nonthermal stress; A, B, and C are constants depending on material
properties, failure criteria, product design, and other factors; and other notation is
that of the Arrhenius relationship. Equation (7.27) is called the generalized Eyring
relationship, where the last term with constant C models the interaction between
T and S. The interaction term implies that the acceleration effect of temperature
depends on the level of S, and vice versa. If the interaction is nonexistent, the
last term is dropped off by setting C = 0. Readers may consult Chapter 5 for
detecting interaction effects through analysis of variance or interaction plotting. In
many applications, the first term (1/T ) is omitted and S is a transformation of the
nonthermal stress V : for example, S = ln(V ). The generalized Eyring relationship
has variants, including life relationships with temperature and humidity, voltage,
or current.
LIFE–STRESS RELATIONSHIPS 265

Life–Temperature and Humidity Relationship In many applications, humidity

is applied along with high temperature in an accelerated life test of, for example,
plastic packaging of electronic devices. Peck (1986) reviews a wide range of
published test data available at that time for aluminum corrosion failures and
proposes the relationship expressed as


A Ea
L= B
exp , (7.28)
(RH) kT

where RH is the relative humidity, A and B are constants, and other notation is
that of the Arrhenius relationship. By analyzing the published data, Peck (1986)
found values of B between −2.5 and −3.0, and values of Ea between 0.77 and
0.81 eV. Then Hallberg and Peck (1991) updated the values to B = −3.0 and
Ea = 0.9 eV. Although the relationship is regressed from a limited number of
products, it may be applicable to others and certainly has different parameter
values. For example, the model fits test data adequately on gallium arsenide
pseudomorphic high-electron-mobility transistor (GaAs pHEMT) switches and
yields an estimate of B = −10.7 (Ersland et al., 2004).
Note that (7.28) can be derived from the generalized Eyring model by omitting
the first and last terms and setting S = ln(RH ). The logarithm of (7.28) gives
c
ln(L) = a + b ln(RH) + , (7.29)
T
where a = ln(A), b = −B, and c = Ea /k. The acceleration factor between the
life at T and RH and the life at T
and (RH)
is
 B 

(RH)
Ea 1 1
Af = exp −
. (7.30)
RH k T T

Life–Temperature and Voltage Relationship In testing electronic and electri-

cal products such as capacitors, resistors, diodes, microelectronic circuits, and
dielectric insulators, temperature and voltage are frequently applied at the same
time to increase the acceleration effect. The relationship between the life and the
stresses is often modeled by

  
A Ea C ln(V )
L= exp exp , (7.31)
VB kT kT

where V is the voltage, A, B, and C are constants, and other notation is that
of the Arrhenius relationship. In practice, the last term is often assumed nonex-
istent if the interaction between temperature and voltage is not strongly evident
(see, e.g., Mogilevsky and Shirn, 1988; Al-Shareef and Dimos, 1996). Then the
resulting simplified relationship accounts for only the main effects of the stresses,
which are described individually by the Arrhenius relationship and the inverse
power relationship.
266 ACCELERATED LIFE TESTS

Life–Temperature and Current Relationship Electrical current and tempera-

ture are sometimes combined to accelerate failure modes such as electromigration
and corrosion. The relationship between the life and the combined stresses is often
modeled by

A Ea
L = B exp , (7.32)
I kT

where I is the electrical current in amperes, A and B are constants, and other
notation is that of the Arrhenius relationship. In the context of electromigration,
I represents the current density in amperes per square unit length. Then (7.32)
is called Black’s (1969) equation, and it has been used extensively.

7.5 GRAPHICAL RELIABILITY ESTIMATION AT INDIVIDUAL

TEST CONDITIONS

A constant-stress ALT consists of testing two or more groups of units under

different conditions. Life data from each test condition are first analyzed indi-
vidually to determine a suitable life distribution, to identify outliers in each data
set, and to estimate the distribution characteristics of interest at the condition.
Then life estimates at all test conditions are combined to estimate life at a use
condition. In this section we focus on life data analysis at individual test con-
ditions; reliability estimation at a use condition are discussed later. A simple,
yet powerful life data analysis is the graphical method. Today, most commercial
reliability software packages perform graphical analysis. They greatly reduce the
time to generate graphs and estimates; however, it does not mean that we can
simply treat the software as a black box. In fact, understanding the theoretical
background is necessary for correct interpretation and use of software output.
In this section we discuss the theory and application of graphical analysis for
different types of data.

7.5.1 Censoring Mechanisms and Types of Data

Censoring mechanism and type of data are two important concepts in life data
analysis. They are described here before the graphical and analytical methods are
introduced.

Censoring Mechanisms Often, tests must be terminated before all units fail.
Such situations cause censoring. Censoring results in few data observations and
increases statistical errors. When test resources such as time, equipment capac-
ity, and personnel are restricted, we must use this method, albeit reluctantly, to
shorten test time. In practice, there are three types of censoring: type I, type II,
and random.
In type I censoring, also known as time censoring, a test is suspended when
a predetermined time is reached on all unfailed units. That time is called the
censoring time. In situations where product life is characterized by both time
and usage, the censoring mechanism specifies the censoring time and usage. The
GRAPHICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 267

test is terminated at the prespecified time or usage, whichever comes first. For
example, automobiles tested in a proving ground are subject to time and mileage
censoring, and a vehicle is removed from a test as soon as its accumulated time
or mileage reaches the predetermined value. Type I censoring yields a random
number of failures, which sometimes may be zero. It is important to ensure that
the censoring time is long enough to fail some units; otherwise, data analysis
is difficult or impossible. This type of censoring is common in practice, due to
convenient time management.
Type II censoring, also called the failure censoring, results when a test is
terminated when a prespecified number of failures is reached. This censoring
method yields a fixed number of failures, which is appealing to the statistical
data analysis. On the other hand, the censoring time is a random variable, which
imposes a difficulty with time constraints. Because of this disadvantage, type II
censoring is less common in practice.
Random censoring is the termination of a test at random. This type of censoring
is often the result of an accident occurring during testing. For example, the failure
of test equipment or damage to the sample causes suspension of a test. Random
censoring also occurs when a unit fails from a mode that is not of interest. This
type of censoring results in both random test time and a random number of
failures.

Types of Data ALTs may yield various types of data, depending on data collec-
tion methods and censoring methods. If the test units are monitored continuously
during testing, the test yields the exact life when a unit fails. In contrast, test
units are often inspected periodically during testing, and failures are not detected
until inspection. Then the failure times are known to be between the times of the
last and current inspections, and they are interval life data. As a special case, if
a unit has failed before the first inspection time, the life of the unit is said to
be left censored. In contrast, if a unit survives the censoring time, the life of the
unit is right censored. If all surviving units have a common running time at test
termination, their data are called singly right censored. For this type of data to
occur, one needs to plan and conduct a test carefully. In practice, the censored
units often have different running times. The data of such units are said to be
multiply right censored. This situation arises when some units have to be removed
from the test earlier or when the units are started on the test at different times
and censored at the same time. If the censoring is long enough to allow all units
to fail, the resulting failure times are complete life data. But this is usually poor
practice for life tests, especially when only the lower tail of the life distribution
is of interest.

7.5.2 Probability Plots

Graphical analysis of life data employs probability plots, which graphically
display the relationship between time and the cumulative distribution function
(cdf). As discussed in Chapter 2, such relationships are nonlinear for expo-
nential, Weibull, normal, and lognormal distributions. For ease of plotting and
268 ACCELERATED LIFE TESTS

visualization, data are plotted on probability paper which has special scales that
linearize a cdf. If a life data set plots close to a straight line on Weibull probability
paper, the Weibull distribution describes the population adequately. In general, a
linearized cdf can be written as

y = a + bx, (7.33)

where x and y are the transformed time and cdf, and a and b are related to the
distribution parameters. Now let’s work out the specific forms of a, b, x, and y
for the commonly used distributions.

Exponential Distribution The exponential cdf is

F (t) = 1 − exp(−λt),

where λ is the failure rate. This cdf is linearized and takes the form of (7.33),
where y = ln[1/(1 − F )], x = t, a = 0, and b = λ. Exponential probability paper
can be constructed with the transformed scale ln[1/(1 − F )] on the vertical axis
and the linear scale t on the horizontal axis. Any exponential cdf is a straight line
on such paper. If a data set plots near a straight line on this paper, the exponential
distribution is a reasonable model.
The value of λ is the slope of the cdf line. Since λt = 1 when 1 − F = e−1
or F = 0.632, the estimate of λ is equal to the reciprocal of the time at which
F = 0.632.

Weibull Distribution The Weibull cdf is


 
t β
F (t) = 1 − exp − ,
α

where α and β are the characteristic life and the shape parameter, respectively.
This cdf is linearized and takes the form of (7.33), where y = ln ln[1/(1 − F )],
x = ln(t), a = −β ln(α), and b = β. A Weibull probability paper has the trans-
formed scale ln ln[1/(1 − F )] on the vertical axis and ln(t) (a log scale) on the
horizontal axis. The Weibull distribution adequately models a data set if the data
points are near a straight line on the paper.
The parameters α and β can be estimated directly from the plot. Note that
when 1 − F = e−1 or F = 0.632, −β ln(α) + β ln(t) = 0 or α = t0.632 . Namely,
the value of the characteristic life is the time at which F = 0.632. The shape
parameter is the slope of the straight line on the transformed scales. Some Weibull
papers have a special scale for estimating β.

Normal Distribution The cdf of the normal distribution is


t −µ
F (t) =  ,
σ
GRAPHICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 269

where µ and σ are, respectively, the location and scale parameters or mean and
standard deviation, and (·) is the cdf of the standard normal distribution. This
cdf is linearized and takes the form of (7.33), where y = −1 (F ) and −1 (·) is
the inverse of (·), x = t, a = −µ/σ , b = 1/σ . Normal probability paper has
a −1 (F ) scale on the vertical axis and the linear data scale t on the horizontal
axis. On such paper any normal cdf is a straight line. If data plotted on such
paper are near a straight line, the normal distribution is a plausible model.
The parameters µ and σ can be estimated from the plot. When F = 0.5,
t0.5 = µ. Thus, the value of the mean is the time at which F = 0.5. Similarly,
when F = 0.841, t0.841 = µ + σ . Then σ = t0.841 − µ. Alternatively, σ can be
estimated by the reciprocal of the slope of the straight line.

Lognormal Distribution The cdf of the lognormal distribution is

 
ln(t) − µ
F (t) =  ,
σ

where µ and σ are the scale and shape parameters, respectively. This cdf is lin-
earized and takes the form of (7.33), where y = −1 (F ), x = ln(t), a = −µ/σ ,
and b = 1/σ . A lognormal probability plot has a −1 (F ) scale on the vertical
axis and an ln(t) scale on the horizontal axis. The plot is similar to the plot for
the normal distribution except that the horizontal axis here is the log scale. If the
life data are lognormally distributed, the plot exhibits a straight line.
The median t0.5 can be read from the time scale at the point where F =
0.5. Then the scale parameter is µ = ln(t0.5 ). Similar to the normal distribution,
when F = 0.841, t0.841 = exp(µ + σ ). Thus, σ = ln(t0.841 ) − µ, where t0.841 is
read from the time scale at the point where F = 0.841. Alternatively, σ can be
estimated by the reciprocal of the slope of the straight line. Here base e (natural)
logarithms are used; base 10 logarithms are used in some applications.

7.5.3 Application of Probability Plots

In this subsection we present applications of probability plots to different types
of data to assess a life distribution and estimate its parameters, percentiles, and
probability of failure (population fraction failing). The data are complete exact,
singly right-censored exact, multiply right-censored exact, or interval lifetimes.

Complete or Singly Right-Censored Exact Data The probability of failure

(population fraction failing) F at a failure time is unknown. To construct a
probability plot, we usually approximate F with a plotting position. To obtain
plotting positions, we first order the failure times from smallest to largest, say
t(1) ≤ t(2) ≤ · · · ≤ t(r) , where r is the number of failures. If r equals the sample
size n, the data set is complete; otherwise, it is censored. The plotting position
Fi for t(i) is
i − 0.5
Fi = , (7.34)
n
270 ACCELERATED LIFE TESTS

where i = 1, 2, . . . , r. The literature gives other plotting positions. Most statisti-

cal and reliability software packages provide multiple alternative positions. The
plotting positions for censored units, if any, are not calculated and their times are
not plotted. After calculating Fi for each failure, plot Fi versus t(i) on appropriate
probability paper. A data set should be plotted on various probability papers if
the type of distribution is not known from experience. The paper that gives the
straightest plot is likely to be the best distribution. More important, the selection
should be justified by the physics of failure. Today, most probability plotting is
performed with reliability or statistical software packages, which generate proba-
bility plots and estimates of model parameters and of other quantities of interest,
such as percentiles and the population fraction failing by a specified age (e.g.,
warranty or design life). The plotting process is illustrated below with a singly
censored data set.

Example 7.5 To estimate the reliability of a type of small electronic module

at a use temperature of 35◦ C, three groups of modules were tested: at 100,
120, and 150◦ C. The sample sizes at the three temperatures were 12, 8, and 10,
respectively. The units allocated to 150◦ C were run to failure, whereas the tests
at 100 and 120◦ C were time-censored at 5500 and 4500 hours, respectively. The
life data are given in Table 7.5. Estimate the life distribution at each temperature.
We will revisit this example later to estimate reliability at the use temperature.

SOLUTION The data are singly censored on the right at 100 and 120◦ C, and
complete at 150◦ C. We first analyze the data at 100◦ C. The failure times are
ordered from smallest to largest, as shown in Table 7.5. The Fi for each t(i) is

TABLE 7.5 Failure Times of Electronic Modules

Group
1 2 3

Temperature (◦ C) 100 120 150

Life (h) 1138 1121 420
1944 1572 650
2764 2329 703
2846 2573 838
3246 2702 1086
3803 3702 1125
5046 4277 1387
5139 4500a 1673
5500a 1896
5500a 2037
5500a
5500a
a
Censored age.
GRAPHICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 271

150 120 100

99
95
90
80
70
60
50
40
30
Percent

20

10

5
3
2

100 1000 10,000

Time to failure (h)

FIGURE 7.13 Weibull fits to lifetimes at different temperatures

calculated from (7.34), where n = 12, and i = 1, 2, . . . , 8. Then Fi versus t(i)

is plotted on lognormal and Weibull probability papers, respectively. The plot
here was done using Minitab, which plots the percentage 100Fi . The Weibull
paper (Figure 7.13) gives the straightest plot. The software provided the estimates
of the characteristic life and shape parameter: α̂1 = 5394 hours and β̂1 = 2.02.
Similarly, the failure times at 120 and 150◦ C yield straight Weibull plots in
Figure 7.13. The estimates of the model parameters are α̂2 = 3285 hours and
β̂2 = 2.43 at 120◦ C, and α̂3 = 1330 hours and β̂3 = 2.41 at 150◦ C. The software
calculated these estimates using the least squares method. As we will see later,
maximum likelihood method yields more accurate estimates.

Multiply Right-Censored Exact Data For multiply censored data, the plotting
position calculation is more complicated than that for complete or singly censored
data. Kaplan and Meier (1958) suggest a product-limit estimate given by

 i
δj
n−j
Fi = 1 − , (7.35)
j =1
n−j +1

where n is the number of observations, i the rank of the ith ordered observa-
tion, and δj the indicator. If observation j is censored, δj = 0; if observation
j is uncensored, δj = 1. Other plotting positions may be used; some software
packages (e.g., Minitab) provide multiple options, including this Kaplan–Meier
272 ACCELERATED LIFE TESTS

position. The plotting procedures are the same as those for complete or singly
censored data, and are illustrated in Example 7.6.

Interval Data Often, test units are not monitored continuously during testing,
due to technological or economic limitations; rather, they are inspected periodi-
cally. Then failures are not detected until inspection. Thus, the failure times do
not have exact values; they are interval data. Let ti (i = 1, 2, . . . , m) denote the
ith inspection time, where m is the total number of inspections. Then the inter-
vals preceding the m inspections are (t0 , t1 ], (t1 , t2 ], . . . , (tm−1 , tm ]. Suppose that
inspection at ti yields ri failures, where 0 ≤ ri ≤ n and n is the sample size. The
exact failure times are unknown; we spread them uniformly over the interval.
Thus, the failure times in (ti−1 , ti ] are approximated by

ti − ti−1
tij = ti−1 + j , i = 1, 2, . . . , m; j = 1, 2, . . . , ri , (7.36)
ri + 1

where tij is the failure time of unit j failed in interval i. Intuitively, when only
one failure occurs in an interval, the failure time is estimated by the midpoint
of the interval. After each failure is assigned a failure time, we perform the
probability plotting by using the approximate exact life data, where the plotting
position is determined by (7.34) or (7.35), depending on the type of censoring.
We illustrate the plotting procedures in the following example.

Example 7.6 A sample of 10 automobile transmission parts was tested at a high

mechanical load representing the 90th percentile of the customer usage profile.
The test yielded a critical failure mode in low cycles and led to a design change.
To evaluate the effectiveness of the fix, 12 redesigned parts underwent a test at
the same load. In both tests the parts were inspected every 20,000 cycles; any
failed parts were removed from test, and the test continued until the predeter-
mined number of cycles was accumulated. The life intervals are summarized in
Table 7.6. Estimate the life distributions of the critical failure mode before and
after the design change, and draw a conclusion about the effectiveness of the fix.

SOLUTION As the data indicate, test units 4 and 7 of the “before” group have
a failure mode different from the critical one of concern. This is so for units 1 and
2 of the “after” group. They are considered as censored units in the subsequent
data analysis, because the critical modes observed would have occurred later. In
addition, the data of both groups are censored on the right.
To estimate the two life distributions, we first approximate the life of each
failed unit by using (7.36), as shown in Table 7.6. The approximate lives are
treated as if they were exact. The corresponding plotting positions are calculated
using (7.35) and presented in Table 7.6. Since the Weibull distribution is sug-
gested by historical data, the data are plotted on Weibull probability paper. The
plot in Figure 7.14 was produced with Minitab. Figure 7.14 suggests that the dis-
tribution is adequate for the test data. The least squares estimates of the Weibull
GRAPHICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 273

TABLE 7.6 Transmission Part Life Data (105 Cycles)

Before After
Life Approximate Plotting Life Approximate Plotting
Unit Interval Life Position Interval Life Position

1 (0.4, 0.6) 0.50 0.10 (2.4, 2.6] 2.50a

2 (1.2, 1.4] 1.27 0.20 (3.2, 3.4] 3.30a
3 (1.2, 1.4] 1.33 0.30 (3.8, 4.0] 3.90 0.10
4 (1.8, 2.0] 1.90a (4.2, 4.4] 4.30 0.20
5 (2.4, 2.6] 2.47 0.42 (5.0, 5.2] 5.07 0.30
6 (2.4, 2.6] 2.53 0.53 (5.0, 5.2] 5.13 0.40
7 (3.2, 3.4] 3.30a (6.2, 6.4] 6.30 0.50
8 (3.8, 4.0] 3.90 0.69 (7.6, 7.8] 7.70 0.60
9 (4.6, 4.8] 4.70 0.84 (8.4, 8.6] 8.47 0.70
10 (4.8, ∞) 4.80a (8.4, 8.6] 8.53 0.80
11 (8.8, ∞) 8.80a
12 (8.8, ∞) 8.80a
a
Censoring due to either termination of the test or the occurrence of a different failure mode.

99
95
90
80
70
60
50
40
30
Percent

20
before after
10

5
3
2

0.1 1.0 10.0

Time to failure (105 cycles)
FIGURE 7.14 Weibull plots for the transmission part life data

parameters before design change are α̂B = 3.29×105 cycles and β̂B = 1.30. The
design engineers were interested in the B10 life, which is estimated from (2.25) as

B̂10,B = 3.29×105 [− ln(1 − 0.10)]1/1.30 = 0.58×105 cycles.

274 ACCELERATED LIFE TESTS

For the after group, α̂A = 7.33×105 cycles and β̂A = 3.08. The B10 estimate is
B̂10,A = 7.33×105 [− ln(1 − 0.10)]1/3.08 = 3.53×105 cycles.
The design change greatly increased the B10 life. Figure 7.14 shows further
that the life of the after group is considerably longer than that of the before
group, especially at the lower tail. Therefore, it can be concluded that the fix is
effective in delaying the occurrence of the critical failure mode.

7.6 ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL

TEST CONDITIONS
Although the graphical approaches presented earlier are simple, analytical meth-
ods are frequently needed to obtain more accurate estimates. In this section
we discuss the maximum likelihood (ML) method and its application to esti-
mating the parameters of different life distributions, including the exponential,
Weibull, normal, and lognormal, with various types of data. The ML calculations
are complicated in most situations and require the use of numerical algorithms.
Fortunately, a number of commercial software packages are now available for
performing that laborious work. With estimated distribution parameters, we can
estimate the percentiles, probability of failure (population fraction failing), and
other quantities of interest.

7.6.1 Likelihood Functions for Different Types of Data

The sample likelihood function can be perceived as the joint probability of the
data observed. Suppose that a sample of size n is drawn from a population with
the probability density function f (t; θ ), where θ is the model parameter (θ may
be a vector of parameters). The sample yields n independent observations (exact
failure times), denoted t1 , t2 , . . . , tn . Since the failure time is a continuous random
variable, the probability of it taking an exact value is zero. The probability that
an observation ti occurs in a small time interval t equals f (ti ; θ )t. Then the
joint probability of observing t1 , t2 , . . . , tn is

n
l(θ ) = f (ti ; θ )t, (7.37)
i=1

where l(θ ) is called the likelihood function. Since t does not depend on θ ,
the term can be omitted in subsequent estimation of the model parameter(s).
Then (7.37) simplifies to

n
l(θ ) = f (ti ; θ ). (7.38)
i=1

For the sake of numerical calculation, the log likelihood is used in applications.
Then (7.38) is rewritten as

n
L(θ ) = ln[f (ti ; θ )], (7.39)
i=1
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 275

where L(θ ) = ln[l(θ )] is the log likelihood and depends on the model parame-
ter(s) θ . The ML estimate of θ is the value of θ that maximizes L(θ ). Sometimes,
the estimate of θ is obtained by solving
∂L(θ )
= 0. (7.40)
∂θ
Other times, it is found by iteratively finding the value of θ that maximizes
L(θ ). The resulting estimate θ̂ , which is a function of t1 , t2 , . . . , tn , is called
the maximum likelihood estimator (MLE). If θ is a vector of k parameters, their
estimators are determined by solving k equations each like (7.40) or by iteratively
maximizing L(θ ) directly. In most situations, the calculation requires numerical
iteration and is done using commercial software. It is easily seen that the form of
the log likelihood function varies with the assumed life distribution. Furthermore,
it also depends on the type of data, because the censoring mechanism and data
collection method (continuous or periodical inspection) affect the joint probability
shown in (7.37). The log likelihood functions for various types of data are given
below.

Complete Exact Data As discussed earlier, such data occur when all units are
run to failure and subjected to continuous inspection. The log likelihood function
for such data is given by (7.39). Complete exact data yield the most accurate
estimates.

Right-Censored Exact Data When test units are time censored on the right
and inspected continuously during testing, the observations are right-censored
exact failure times. Suppose that a sample of size n yields r failures and n − r
censoring times. Let t1 , t2 , . . . , tr denote the r failure times, and tr+1 , tr+2 , . . . , tn
denote the n − r censoring times. The probability that censored unit i would fail
above its censoring time ti is [1 − F (ti ; θ )], where F (t; θ ) is the cdf of f (t; θ ).
Then the sample log likelihood function is


r 
n
L(θ ) = ln[f (ti ; θ )] + ln[1 − F (ti ; θ )]. (7.41)
i=1 i=r+1

When the censoring times tr+1 , tr+2 , . . . , tn are all equal, the data are singly
censored data. If at least two of them are unequal, the data are multiply censo-
red data.

Complete Interval Data Sometimes all test units are run to failure and inspected
periodically during testing, usually all with the same inspection schedule. The
situation results in complete interval data. Let ti (i = 1, 2, . . . , m) be the ith
inspection time, where m is the total number of inspections. Then the m inspection
intervals are (t0 , t1 ], (t1 , t2 ], . . . , (tm−1
, tm ]. Suppose that inspection at ti detects
ri failures, where 0 ≤ ri ≤ n, n = m 1 ri , and n is the sample size. Since a
276 ACCELERATED LIFE TESTS

failure is known to have occurred within an interval i with probability [F (ti ; θ ) −

F (ti−1 ; θ )], the sample log likelihood function is


m
L(θ ) = ri ln[F (ti ; θ ) − F (ti−1 ; θ )]. (7.42)
i=1

Right-Censored Interval Data When test units are inspected at times t1 , t2 , . . . ,

tm and some surviving units are removed from test at inspection (type I censor-
ing), the data are right-censored interval data. As above, we denote by (t0 , t1 ], (t1 ,
t2 ], . . . , (tm−1 , tm ] the m inspection intervals, in which r1 , r2 , . . . , rm failures
occur, respectively. Suppose that di units are suspended immediately after inspec-
tion at time ti . Then ti is the censoring
m time of the di units. The total number of
censored units is m d
1 i = n − 1 i where n is the sample size. The sample
r ,
log likelihood function is


m 
m
L(θ ) = ri ln[F (ti ; θ ) − F (ti−1 ; θ )] + di ln[1 − F (ti ; θ )]. (7.43)
i=1 i=1

If only the last inspection results in suspensions, that is, d1 = d2 = · · · = dm−1 =

0 and dm ≥ 1, the test yields singly censored data. If units are censored at two
or more different inspection times, the data are multiply censored.

7.6.2 Approximate Confidence Intervals

In Section 7.6.1 we presented various likelihood functions that will be used to
obtain the ML point estimators of model parameters, which often have large
statistical uncertainty. The estimators may or may not be close to the true values
of the population parameters being estimated. Thus, often we are also interested
in confidence intervals for the parameters. In general, confidence intervals may be
constructed using approximate, analytical or bootstrap, approaches. In reliability
analysis involving censored data, analytical methods are difficult. The bootstrap
approaches are based on computer simulation and require intensive computation.
But the two types of methods provide accurate or good approximate confidence
intervals. Here, we describe the normal approximation method, which is relatively
simple and works well when the number of failures is moderate to large (say, 15
or more). Most commercial software packages for reliability and statistical data
analysis use this method.
In Section 7.6.1 we remarked that the model parameter θ may be a vector. Now
suppose that θ denotes k parameters θ1 , θ2 , . . . , θk . The MLE of the parameters
are sometimes obtained by solving k equations each like (7.40) and are denoted
θ̂1 , θ̂2 , . . . , θ̂k . More often they are found by maximizing L(θ ) directly. The steps
for constructing a confidence interval for each parameter follow:

1. Calculate all second partial derivatives of the sample log likelihood function
with respect to the model parameters.
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 277

2. Form a symmetric matrix of the negative second partial derivatives: namely,

 
∂ 2L ∂ 2L ∂ 2L
 − − ··· − 
 ∂θ12 ∂θ1 ∂θ2 ∂θ1 ∂θk 
 ∂ 2L ∂ 2L ∂ 2L 
 
− − 2 ··· − 
I =  ∂θ2 ∂θ1 ∂θ2 ∂θ2 ∂θk . (7.44)
 
 ··· ··· ··· ··· 
 
 ∂ 2L ∂ 2L ∂ 2L 
− − ··· − 2
∂θk ∂θ1 ∂θk ∂θ2 ∂θk

The expectation of I is the well-known Fisher information matrix.

3. Evaluating (7.44) at θi = θ̂i (i = 1, 2, . . . , k) gives the local estimate of the
Fisher information matrix, denoted Î.
4. Calculate the inverse of the local Fisher information matrix, denoted Î−1 .
5. Determine the estimate of the variance for θ̂i (i = 1, 2, . . . , k) from the
relationship given by
 
V̂ar(θ̂1 ) Ĉov(θ̂1 , θ̂2 ) ··· Ĉov(θ̂1 , θ̂k )
 

ˆ =  Ĉov(θ̂2 , θ̂1 ) V̂ar(θ̂2 ) ··· Ĉov(θ̂2 , θ̂k ) 

 = Î−1 , (7.45)
 ··· ··· ··· ··· 
Ĉov(θ̂k , θ̂1 ) Ĉov(θ̂k , θ̂2 ) ··· V̂ar(θ̂k )

where
ˆ denotes the estimate of the asymptotic variance–covariance mat-

rix
.
6. The two-sided 100(1 − α)% confidence interval for model parameter θi is

[θi,L , θi,U ] = θ̂i ± z1−α/2 V̂ar(θ̂i ), i = 1, 2, . . . , k, (7.46)

where θi,L and θi,U are the lower and upper bounds, and z1−α/2 is the
100(1 − α/2)th standard normal percentile. Note that (7.46) assumes
 that
θ̂i has a normal distribution with mean θi and standard deviation V̂ar(θ̂i ).
The normality may be adequate when the number of failures is moderate
to large (say, 15 or more). The one-sided 100(1 − α)% confidence bound
is easily obtained by replacing z1−α/2 with z1−α and using the appropri-
ate sign in (7.46). When θi is a positive parameter, ln(θ̂i ) may be better
approximated using the normal distribution. The resulting positive confi-
dence interval is
  
z
 1−α/2 V̂ar(θ̂ )
i 
[θi,L , θi,U ] = θ̂i exp ± . (7.47)
θ̂i
278 ACCELERATED LIFE TESTS

Often, we want to calculate the confidence interval for a reliability, failure

probability, percentile, or other quantities as a function of θ1 , θ2 , . . . , θk . Let g =
g(θ1 , θ2 , . . . , θk ) denote the quantity and ĝ = g(θ̂1 , θ̂2 , . . . , θ̂k ) be the estimate.
After calculating
, ˆ we estimate the variance for the ĝ as
k

   k

k  

∂g 2 ∂g ∂g
V̂ar(ĝ) ≈ V̂ar(θ̂i ) + Ĉov(θ̂i , θ̂j ), (7.48)
i=1
∂θi i=1 j =1
∂θi ∂θj
i =j

where the ∂g/∂θi are evaluated at θ̂1 , θ̂2 , . . . , θ̂k . If the correlation between the
parameter estimates is weak, the second term in (7.48) may be omitted.
The two-sided approximate 100(1 − α)% confidence interval for g is

[gL , gU ] = ĝ ± z1−α/2 V̂ar(ĝ). (7.49)

If g must be positive, we may construct the confidence interval for g based on

the log transformation and obtain bounds similar to those in (7.47). Later in this
section we illustrate the calculation of the confidence intervals with examples.

7.6.3 Exponential Distribution

In this subsection we describe the maximum likelihood methods for the sim-
ple exponential distribution and provide the MLEs and confidence intervals for
quantities of interest. As presented earlier, the exponential pdf is


1 t
f (t) = exp − , (7.50)
θ θ
where θ is the mean life. The failure rate is λ = 1/θ .

Complete Exact Data The sample log likelihood for such data is obtained by
substituting (7.50) into (7.39). Then we have

1
n
L(θ ) = −n ln(θ ) − ti . (7.51)
θ i=1

The MLE of θ is
1
n
θ̂ = ti . (7.52)
n i=1

The MLE of the failure rate is λ̂ = 1/θ̂ . The estimate of the 100pth percentile,
reliability, probability of failure (population fraction failing), or other quantities
are obtained by substituting θ̂ or λ̂ into the appropriate formula in Chapter 2.
The estimate of the variance of θ̂ is
θ̂ 2
V̂ar(θ̂ ) = . (7.53)
n
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 279

From (7.46), the two-sided approximate 100(1 − α)% confidence interval

for θ is
z1−α/2 θ̂
[θL , θU ] = θ̂ ± √ . (7.54)
n

The one-sided 100(1 − α)% confidence bound is easily obtained by replacing

z1−α/2 with z1−α and using the appropriate sign in (7.54).
The exact confidence interval for θ is
 
2nθ̂ 2nθ̂
[θL , θU ] = 2
, 2 , (7.55)
χ(1−α/2);2n χα/2;2n

2
where χp;2n is the 100pth percentile of the χ 2 (chi-square) distribution with 2n
degrees of freedom.
The confidence interval for failure rate λ is
 
1 1
[λL , λU ] = , .
θU θL

The confidence interval for failure probability at a particular time is




t t
[FL , FU ] = 1 − exp − , 1 − exp − .
θU θL

Note that the confidence interval for F depends on t.

The confidence interval for the 100pth percentile is

[tp,L , tp,U ] = [−θL ln(1 − p), −θU ln(1 − p)].

Example 7.7 An electromechanical module is required to achieve an MTTF of

θ = 15,000 hours at 40◦ C. In a design verification testing, 15 units were sampled
and tested at 125◦ C to shorten the test time. It is known that the life distribution
is exponential, and the acceleration factor between the two temperatures is 22.7.
The failure times are 88, 105, 141, 344, 430, 516, 937, 1057, 1222, 1230, 1513,
1774, 2408, 2920, and 2952 hours. Determine if the design meets the reliability
requirement at the 90% confidence level.

SOLUTION From (7.52), the MLE of the MTTF at 125◦ C is

1
θ̂
= × (88 + 105 + · · · + 2952) = 1175.8 hours,
15
where the prime implies an accelerating condition.
The approximate lower 90% confidence bound on the MTTF at 125◦ C is

z1−α θ̂
1.282 × 1175.8

θL
= θ̂
− √ = 1175.8 − √ = 786.6 hours.
n 15
280 ACCELERATED LIFE TESTS

The lower 90% confidence bound at 40◦ C is θL = 22.7 × 786.6 = 17, 856 hours.
Since θL = 17,856 > 15,000, we conclude that the design surpasses the MTTF
requirement at the 90% confidence level.

Right-Censored Exact Data Suppose that r out of n units fail in a test and
the remainder are censored on the right (type II censoring). The failure times are
t1 , t2 , . . . , tr , and the censoring times are tr+1 , tr+2 , . . . , tn . Then the sum n1 ti is
the total test time. Formulas (7.52) to (7.55) can be used for the right-censored
exact data by replacing the sample size n with the number of failures r. The
resulting formulas may apply to type I censoring, but the confidence interval
derived from (7.55) is no longer exact.

Example 7.8 Refer to Example 7.7. Suppose that the design verification test
has to be censored at 1100 hours. Determine if the design meets the MTTF
requirement at the 90% confidence level by using the censored data.

SOLUTION In this example, n = 15 and r = 8. The failure times t1 , t2 , . . . , t8

are known, and t9 = t10 = · · · = t15 = 1100 hours. The MLE of the MTTF at
125◦ C is
1
n
1
θ̂
= ti = × (88 + 105 + · · · + 1057 + 7 × 1100) = 1414.8 hours,
r i=1 8

where the prime denotes an accelerating condition. Since the number of failures
is small, the normal-approximation confidence interval may not be accurate. We
calculate the confidence interval from the chi-square distribution. The one-sided
lower 90% confidence bound is
2r θ̂
1414.8
θL
= 2
=2×8× = 961.6 hours.
χ(1−α);2r 23.54

The lower 90% confidence bound at 40◦ C is θL = 22.7 × 961.6 = 21, 828 hours.
The lower 90% confidence bound is greater than 15,000 hours. So we conclude
that the design surpasses the MTTF requirement at the 90% confidence level.
But note that the early censoring yields an optimistic estimate of the mean life
as well as a lower confidence bound.

Interval Data Following the notation in (7.42), the sample log likelihood func-
tion for the complete interval data is
m 


ti−1 ti
L(θ ) = ri ln exp − − exp − . (7.56)
i=1
θ θ

Equating to zero the derivative of (7.56) with respect to θ does not yield a closed-
form expression for θ . The estimate of θ is obtained by maximizing L(θ ) through
a numerical algorithm: for example, the Newton–Raphson method. The Solver
of Microsoft Excel provides a convenient means for solving a small optimization
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 281

problem like this. Most statistical and reliability software packages calculate this
estimate. Confidence intervals for the mean life and other quantities may be
computed as described earlier.
Using the notation in (7.43), we obtain the sample log likelihood function for
right-censored interval data as
 


1
m m
ti−1 ti
L(θ ) = ri ln exp − − exp − − di ti . (7.57)
i=1
θ θ θ i=1

Like (7.56), the estimate of θ is calculated by maximizing L(θ ). The approximate

normal confidence interval for the mean life does not have an explicit form but
can be computed by following the procedures discussed in Section 7.6.2.

7.6.4 Weibull Distribution

In this subsection we discuss ML estimation of Weibull distribution parameters
with complete and type I censored data. The confidence intervals for the param-
eters and other quantities of interest are also presented. The methods apply to
type II censored data in an obvious way.
Presented earlier, the Weibull pdf is

 
β β−1 t β
f (t) = β t exp − , (7.58)
α α

where β is the shape parameter and α is the scale parameter or characteristic life.

Complete Exact Data When the data are complete and exact, the sample log
likelihood function is obtained by substituting (7.58) into (7.39). Then we have

β 
n
ti
L(α, β) = ln(β) − β ln(α) + (β − 1) ln(ti ) − . (7.59)
i=1
α

The estimates α̂ and β̂ may be got by maximizing (7.59); the numerical cal-
culation frequently uses the Newton–Raphson method, of which the efficiency
and convergence depend on the initial values. Qiao and Tsokos (1994) propose a
more efficient numerical algorithm for solving the optimization problem. Alter-
natively, the estimators can be obtained by solving the likelihood equations. To
do this, we take the derivative of (7.59) with respect to α and β, respectively.
Equating the derivatives to zero and further simplification yield
n β
1
n
i=1 ti ln(ti ) 1
n β − − ln(ti ) = 0, (7.60)
i=1 ti
β n i=1
 1/β
1 β
n
α= t . (7.61)
n i=1 i
282 ACCELERATED LIFE TESTS

Equation (7.60) contains only one unknown parameter β and can be solved
iteratively to get β̂ with a numerical algorithm. Farnum and Booth (1997) provide
a good starting β value for the iteration. Once β̂ is obtained, it is substituted
into (7.61) to calculate α̂. The estimates may be heavily biased when the number
of failures is small. Then correction methods provide better estimates. Thoman
et al. (1969) tabulate bias correction coefficients for various values of the sample
size and shape parameter. R. Ross (1994) formulates the correction factor for the
estimate of the shape parameter as a function of the sample size. Hirose (1999)
also provides a simple formula for unbiased estimates of the shape and scale
parameters as well as the percentiles.
The estimate of the 100pth percentile, reliability, failure probability (popula-
tion fraction failing), or other quantities can be obtained by substituting α̂ and β̂
into the corresponding formula in Chapter 2.
The two-sided 100(1 − γ )% confidence intervals for α and β are

[αL , αU ] = α̂ ± z1−γ /2 V̂ar(α̂), (7.62)

[βL , βU ] = β̂ ± z1−γ /2 V̂ar(β̂). (7.63)

The estimates of these variances are computed from the inverse local Fisher
information matrix as described in Section 7.6.2. The log transformation of α̂
and β̂ may result in a better normal approximation. From (7.47), the approximate
confidence intervals are
  
 z1−γ /2 V̂ar(α̂) 
[αL , αU ] = α̂ exp ± , (7.64)
α̂
  
 z1−γ /2 V̂ar(β̂) 
[βL , βU ] = β̂ exp ± . (7.65)
β̂

A confidence interval for the probability of failure F at a particular time t can

be developed by using (7.48) and (7.49), where g = F (t; α, β). A more accurate
interval is
[FL , FU ] = [G(wL ), G(wU )], (7.66)
where 

t
[wL , wU ] = ŵ ± z1−γ /2 V̂ar(ŵ), ŵ = β̂ ln ,
α̂
 2
2
β̂ ŵ 2ŵ
V̂ar(ŵ) = V̂ar(α̂) + V̂ar(β̂) − Ĉov(α̂, β̂),
α̂ β̂ α̂
G(w) = 1 − exp[− exp(w)].

Here G(w) is the cdf of the standard smallest extreme value distribution.
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 283

An approximate 100(1 − γ )% confidence interval for the 100pth percentile

tp is  

z
 1−γ /2 V̂ar(tˆ )
p 
[tp,L , tp,U ] = tˆp exp ± , (7.67)
tˆp

where


2

2up α̂up 2up
V̂ar(tˆp ) = exp V̂ar(α̂) + exp V̂ar(β̂)
β̂ β̂ 2 β̂



2α̂up 2up
− exp Ĉov(α̂, β̂),
β̂ 2 β̂
up = ln[− ln(1 − p)].

Most commercial software packages calculate confidence intervals for α and

β using (7.64) and (7.65), for F using (7.66), and for tp using (7.67). For man-
ual computation, we may use the following approximations due to Bain and
Engelhardt (1991):

1.1087α̂ 2 0.6079β̂ 2 0.2570α̂

V̂ar(α̂) ≈ , V̂ar(β̂) ≈ , Ĉov(α̂, β̂) ≈ .
nβ̂ 2 n n

Right-Censored Exact Data Suppose that r out of n test units fail and the
remainder are censored on the right (type I censoring). The failure times are
t1 , t2 , . . . , tr , and the censoring times are tr+1 , tr+2 , . . . , tn . The sample log like-
lihood is

β  n
β
 r
ti  ti
L(α, β) = ln(β) − β ln(α) + (β − 1) ln(ti ) − − .
i=1
α i=r+1
α
(7.68)
Like (7.59) for the complete exact data, (7.68) does not yield closed-form solu-
tions for α̂ and β̂. The estimates may be obtained by directly maximizing L(α, β),
or by solving the likelihood equations:
n
1
β r
i=1 ti ln(ti ) 1
n β − − ln(ti ) = 0, (7.69)
i=1 ti
β r i=1
 1/β
1 β
n
α= t . (7.70)
r i=1 i

When r = n or the test is uncensored, (7.69) and (7.70) are equivalent to (7.60)
and (7.61), respectively. Like the complete data, the censored data yield biased
284 ACCELERATED LIFE TESTS

estimates, especially when the test is heavily censored (the number of failures is
small). Bain and Engelhardt (1991), and R. Ross (1996), for example, present a
bias correction.
The confidence intervals (7.64) to (7.66) for the complete exact data are equ-
ally applicable to the censored data here. In practice, the calculation is done
with commercial software (see the example below). Bain and Engelhardt (1991)
provide approximations to the variances and covariance of the estimates, which
are useful when hand computation is necessary.

Example 7.9 Refer to Example 7.6. Use the ML method to reanalyze the app-
roximate lifetimes. Like the graphical analysis in that example, treat the lifetimes
as right-censored exact data here.

SOLUTION The plots in Example 7.6 show that the Weibull distribution is ade-
quate for the data sets. Now we use the ML method to estimate the model param-
eters and calculate the confidence intervals. The estimates may be computed by
solving (7.69) and (7.70) on an Excel spreadsheet or a small computer program.
Then follow the procedures in Section 7.6.2 to calculate the confidence intervals.
Here the computation is performed with Minitab. For the “before” group, the ML
parameter estimates are α̂B = 3.61 × 105 cycles and β̂B = 1.66. The approxi-
mate two-sided 90% confidence intervals are [αB,L , αB,U ] = [2.47 × 105 , 5.25 ×
105 ], and [βB,L , βB,U ] = [0.98, 2.80], which can be derived from (7.64) and
(7.65), respectively. The corresponding B10 life is B̂10,B = 0.93 × 105 cycles.
Similarly, for the “after” group, Minitab gives α̂A = 7.78 × 105 cycles, β̂A =
3.50, [αA,L , αA,U ] = [6.58 × 105 , 9.18 × 105 ], [βA,L , βA,U ] = [2.17, 5.63], and
B̂10,A = 4.08 × 105 cycles. Note that the ML estimates are moderately differ-
ent from the graphical estimates. In general, the ML method provides better
estimates. Despite the difference, the two estimation methods yield the same
conclusion; that is, the design change is effective because of the great improve-
ment in the lower tail performance. Figure 7.15 shows the two probability plots,
each with the ML fit and the two-sided 90% confidence interval curves for per-
centiles. It is seen that the lower bound of the confidence interval for the after-fix
group in lower tail is greater than the upper bound for the before-fix group. This
confirms the effectiveness of the fix.

Interval Data When all units are on the same inspection schedule t1 , t2 , . . . , tm ,
the sample log likelihood for complete interval data is
 
  
 
m
ti−1 β ti β
L(α, β) = ri ln exp − − exp − , (7.71)
i=1
α α

where ri is the number of failures in the ith inspection interval (ti−1 , ti ], and
m is the number of inspections. The likelihood function is more complicated
than that for the exact data; the corresponding likelihood equations do not yield
closed-form estimates for the model parameters. So the estimates are obtained
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 285

99
95
90
80
70
60
50
40
30
Percent

20
before after
10

5
3
2

0.1 1.0 10.0

Time to failure (105 cycles)
FIGURE 7.15 Weibull plots, ML fits, and percentile confidence intervals for the appro-
ximate exact life data of the transmission part

with numerical methods. This is also the case for the right-censored interval data,
whose sample log likelihood function is
 
  
 
β
 m
ti−1 β ti β m
ti
L(α, β) = ri ln exp − − exp − − di ,
i=1
α α i=1
α
(7.72)
where m, ri , and ti follow the notation in (7.71), and di is the number of units
censored at inspection time ti .
Confidence intervals for the interval data may be calculated from the formulas
for exact data.

Example 7.10 In Examples 7.6 and 7.9, the lifetimes of the transmission part
were approximated as the exact data. For the purpose of comparison, now we
analyze the lifetimes as the interval data they really are. The data are rearranged
according to the notation in (7.72) and are shown in Table 7.7, where only inspec-
tion intervals that result in failure, censoring, or both are listed. The inspection
times are in 105 cycles.
For each group, the sample log likelihood function is obtained by substitut-
ing the data into (7.72). Then α and β can be estimated by maximizing L(α, β)
through a numerical algorithm. Here Minitab performed the computation and
gave the results in Table 7.8. The Weibull plots, ML fits, and percentile con-
fidence intervals are depicted in Figure 7.16. There the plotted points are the
286 ACCELERATED LIFE TESTS

TABLE 7.7 Interval Data for the Transmission Part

Before After
i ti−1 ti ri di i ti−1 ti ri di

3 0.4 0.6 1 13 2.4 2.6 1

7 1.2 1.4 2 17 3.2 3.4 1
10 1.8 2.0 1 20 3.8 4.0 1
13 2.4 2.6 2 22 4.2 4.4 1
17 3.2 3.4 1 26 5.0 5.2 2
20 3.8 4.0 1 32 6.2 6.4 1
24 4.6 4.8 1 1 39 7.6 7.8 1
43 8.4 8.6 2
44 8.6 8.8 2

TABLE 7.8 Estimates from Different Methods and Data Types

ML
Approximate Graphical: Approximate
Estimate Interval Data Exact Data Exact Data

α̂B 3.63 × 105 3.61 × 105 3.29 × 105

β̂B 1.65 1.66 1.30
B̂10,B 0.93 × 105 0.93 × 105 0.58 × 105
[αB,L , αB,U ] [2.49, 5.29] × 105 [2.47, 5.25] × 105
[βB,L , βB,U ] [0.98, 2.79] [0.98, 2.80]
α̂A 7.78 × 105 7.78 × 105 7.33 × 105
β̂A 3.50 3.50 3.08
B̂10,A 4.09 × 105 4.08 × 105 3.53 × 105
[αA,L , αA,U ] [6.59, 9.19] × 105 [6.58, 9.18] × 105
[βA,L , βA,U ] [2.17, 5.64] [2.17, 5.63]

upper endpoints of the inspection intervals. For comparison, Table 7.8 includes
the graphical estimates from Example 7.6 and those from the ML analysis of the
approximate exact data in Example 7.9. Comparison indicates that:

ž The ML and graphical estimates differ moderately. In general, the ML

method yields more accurate results and should be used when software
for ML calculations is available.
ž The ML analyses based on the approximate exact data and the interval
data provide close estimates. This is generally so when the inspection inter-
vals are relatively short compared to the distribution width. The difference
increases as the intervals widen.
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 287

99
95
90
80
70
60
50
40
30
Percent

20
before after
10

5
3
2

0.1 1.0 10.0

5
Time to failure (10 cycles)
FIGURE 7.16 Weibull plots, ML fits, and percentile confidence intervals for the interval
life data of the transmission part

7.6.5 Normal and Lognormal Distributions

In this subsection we describe ML estimation of the parameters of normal and
lognormal distributions for complete or type I censored data. Confidence intervals
for the parameters and other quantities of interest are also presented. The methods
equally apply to type II censored data.
As discussed in Chapter 2, if a variable x has a lognormal distribution with
scale parameter µ and shape parameter σ , t = ln(x) is normally distributed with
mean µ and standard deviation σ . Thus, we fit a normal distribution to the log
times t = ln(x), whose pdf is
 
1 (t − µ)2
f (t) = √ exp − . (7.73)
2πσ 2σ 2
Complete Exact Data From (7.39) the sample log likelihood of the normal
distribution for complete exact data is
n  
1 (ti − µ)2
L(µ, σ ) = − ln(2π) − ln(σ ) − . (7.74)
i=1
2 2σ 2

Equating to zero the derivatives of (7.74) with respect to µ and σ gives the
likelihood equations. Solving these equations yields the MLEs

1
n
µ̂ = ti , (7.75)
n i=1
288 ACCELERATED LIFE TESTS

1
n
σ̂ 2 = (ti − µ̂)2 . (7.76)
n i=1

Note that (7.75) is the usual unbiased estimate of µ, whereas (7.76) is not the
unbiased estimate of σ 2 . The unbiased estimate is
1 
n
s2 = (ti − µ̂)2 . (7.77)
n − 1 i=1

When n is large, (7.76) and (7.77) are close or nearly equal.

In earlier subsections we approximated the distribution of an estimate with a
normal distribution. Here √the distribution of µ̂ is exactly normal with mean µ
and standard deviation σ/ n. nσ̂ 2 /σ 2 has a chi-square distribution with n − 1
degrees of freedom. The two-sided exact 100(1 − α)% confidence intervals for
µ and σ are
z1−α/2 σ
[µL , µU ] = µ̂ ± √ , (7.78)
n
 
nσ̂ 2 nσ̂ 2
[σL2 , σU2 ] = 2
, 2 . (7.79)
χ(1−α/2);(n−1) χα/2;(n−1)
√
The true value of σ is usually unknown. If σ in (7.78) is replaced by s, n(µ̂ −
µ)/s has a t-distribution with n − 1 degrees of freedom. The corresponding exact
confidence interval is
tα/2;(n−1) s
[µL , µU ] = µ̂ ± √ . (7.80)
n

For computational convenience, most reliability and statistical software use

the approximate confidence intervals:

[µL , µU ] = µ̂ ± z1−α/2 V̂ar(µ̂), (7.81)
  
 z1−α/2 V̂ar(σ̂ ) 
[σL , σU ] = σ̂ exp ± , (7.82)
σ̂

where V̂ar(µ̂) ≈ σ̂ 2 /n and V̂ar(σ̂ ) ≈ σ̂ 2 /2n. The one-sided 100(1 − α)% confi-
dence bound is obtained by replacing z1−α/2 with z1−α and using the appropri-
ate sign.
An approximate confidence interval for the probability of failure F at a particu-
lar time t can be developed using (7.48) and (7.49), where g(µ, σ ) = F (t; µ, σ ).
A more accurate one is

[FL , FU ] = [(wL ), (wU )], (7.83)

ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 289

where

t − µ̂
[wL , wU ] = ŵ ± z1−α/2 V̂ar(ŵ), ŵ = ,
σ̂
1
V̂ar(ŵ) = [V̂ar(µ̂) + ŵ2 V̂ar(σ̂ ) + 2ŵĈov(µ̂, σ̂ )],
σ̂ 2

and (·) is the standard normal cdf.

The estimate of the 100pth percentile is

tˆp = µ̂ + zp σ̂ . (7.84)

The two-sided approximate 100(1 − α)% confidence interval for tp is


[tp,L , tp,U ] = tp ± z1−α/2 V̂ar(tˆp ),
ˆ (7.85)

where V̂ar(tˆp ) = V̂ar(µ̂) + zp2 V̂ar(σ̂ ) + 2zp Ĉov(µ̂, σ̂ ). Note that (7.85) reduces
to (7.81) when p = 0.5.
The lognormal 100pth percentile and confidence bounds are calculated with
the antilog transformation of (7.84) and (7.85), respectively.

Example 7.11 An original equipment manufacturer wanted to choose an oxy-

gen sensor from supplier 1 or 2. To help make the decision, the reliability of
the sensors of the two suppliers was needed. This was accomplished by testing
15 sensors randomly selected from each supplier at a high temperature. It was
decided that all 30 units would be run simultaneously until all units of a supplier
fail, when the other group would be censored. This resulted in 15 failures for
supplier 1 and 10 for supplier 2. The censoring time for supplier 2 units was
701 hours, when the last unit of supplier 1 failed. The failure times (in hours)
are 170, 205, 207, 240, 275, 285, 324, 328, 334, 352, 385, 479, 500, 607, and
701 for supplier 1, and 220, 264, 269, 310, 408, 451, 489, 537, 575, and 663
for supplier 2. The supplier 1 lifetimes are complete exact data. Estimate the life
distribution, the population fraction failing by 200 hours, and the median life,
which interested the manufacturer. The supplier 2 data (right censored) will be
analyzed in Example 7.12.

SOLUTION The lognormal distribution adequately fits the life data of supplier
1, as indicated by a lognormal probability plot (not shown here). The next step
is to calculate the ML estimates and confidence intervals. This can be done with
Minitab. Here we do manual computation for illustration purposes. First the log
lifetimes are calculated. Then from (7.75), the estimate of µ is

1
µ̂1 = [ln(170) + ln(205) + · · · + ln(701)] = 5.806.
15
290 ACCELERATED LIFE TESTS

In this example, the subscript 1 denotes supplier 1. The estimate of σ12 is

1
σ̂12 = {[ln(170) − 5.806]2 + [ln(205) − 5.806]2 + · · · + [ln(701) − 5.806]2 }
15
= 0.155,
σ̂1 = 0.394.

The estimate of the population fraction failing by 200 hours is

 
ln(200) − 5.806
F̂1 (200) =  = 0.097 or 9.7%.
0.394
The lognormal estimate of the median life is

x̂0.5,1 = exp(µ̂1 ) = exp(5.806) = 332 hours.

The variance estimates of µ̂1 and σ̂1 are

0.155 0.155
V̂ar(µ̂1 ) ≈ = 0.0103, V̂ar(σ̂1 ) ≈ = 0.0052.
15 2 × 15
The two-sided approximate 90% confidence interval for µ1 from (7.81) is
√
[µ1,L , µ1,U ] = 5.806 ± 1.6449 0.0103 = [5.639, 5.973].

Similarly,
 √ 
1.6449 0.0052
[σ1,L , σ1,U ] = 0.394 exp ± = [0.292, 0.532].
0.394

For complete data, Cov(µ̂1 , σ̂1 ) = 0. Then the estimate of the variance of
ŵ = (t − µ̂1 )/σ̂1 is
1
V̂ar(ŵ) = [0.0103 + (−1.2987)2 × 0.0052] = 0.123.
0.155
For t = ln(200) = 5.298, we have
√
[wL , wU ] = −1.2987 ± (−1.6449 × 0.123) = [−1.8756, −0.7218].

Then from (7.83), the confidence interval for the population fraction failing by
200 hours is [F1,L , F1,U ] = [0.030, 0.235] or [3.0%, 23.5%].
The lognormal confidence interval for the median life is

[x0.5,1,L , x0.5,1,U ]=[exp(µ1,L ), exp(µ1,U )]=[exp(5.639), exp(5.973)]=[281, 393].

The results above will be compared with those for supplier 2 in Example 7.12.
ANALYTICAL RELIABILITY ESTIMATION AT INDIVIDUAL TEST CONDITIONS 291

Right-Censored Exact Data Suppose that a sample of n units has r failures.

The other n − r units are subjected to type I right censoring. The failure times
are t1 , t2 , . . . , tr , and the censoring times are tr+1 , tr+2 , . . . , tn . The sample log
likelihood is
 r   n 

1 (ti − µ)2 ti − µ
L(µ, σ ) = − ln(2π) − ln(σ ) − + ln 1 −  ,
i=1
2 2σ 2 i=r+1
σ
(7.86)
where (·) is the standard normal cdf. The estimates µ̂ and σ̂ can be found
by directly maximizing (7.86). The normal approximate confidence intervals for
the mean, standard deviation, failure probability (population fraction failing),
and the 100pth percentile are calculated from (7.81), (7.82), (7.83), and (7.85),
respectively, with the variance estimates derived from the censored data.

Example 7.12 Refer to Example 7.11. The life data for supplier 2 are right-
censored exact data. The sample size n = 15, the number of failures r = 10, and
the censoring time is 701 hours. Estimate the life distribution and the median life
for supplier 2. Compare the results with those for supplier 1 in Example 7.11.
Then make a recommendation as to which supplier to choose.

SOLUTION As in Example 7.11, a lognormal plot shows that the lognor-

mal distribution adequately fits the life data of supplier 2. The distribution
parameters are estimated by substituting the life data into (7.86) and maxi-
mizing the log likelihood directly. The calculation can be done by coding an
Excel spreadsheet or a small computer program. Minitab provides estimates
of the scale and shape parameters as µ̂2 = 6.287 and σ̂2 = 0.555; the sub-
script 2 in this example denotes supplier 2. The population fraction failing
by 200 hours is F̂2 (200) = 0.037 (or 3.7%) and the lognormal estimate of
the median life is x̂0.5,2 = 538 hours. The two-sided approximate 90% confi-
dence interval for µ2 is [µ2,L , µ2,U ] = [6.032, 6.543]. The confidence interval
for σ2 is [σ2,L , σ2,U ] = [0.373, 0.827]. The confidence interval for the popu-
lation fraction failing by 200 hours is [F2,L , F2,U ] = [0.006, 0.145] or [0.6%,
14.5%]. The confidence interval for the median life of the lognormal data is
[x0.5,2,L , x0.5,2,U ] = [417, 694].
Comparing the results from Examples 7.11 and 7.12, we see that the sensor
made by supplier 2 is more reliable, especially at high times in service. In partic-
ular, the median life for supplier 2 is significantly greater than that for supplier
1 (their confidence intervals do not overlap). In addition, supplier 2 has a lower
probability of failure at 200 hours, although the confidence intervals for both sup-
pliers partially intersect. Apparently, the original equipment manufacturer should
choose supplier 2 from the reliability perspective.
Interval Data The sample log likelihood function for complete interval data is
m 


ti − µ ti−1 − µ
L(µ, σ ) = ri ln  − , (7.87)
i=1
σ σ
292 ACCELERATED LIFE TESTS

where ri is the number of failures in the ith inspection interval (ti−1 , ti ] and
m is the number of inspection times. Unlike the likelihood function for exact
data, (7.87) does not yield closed-form solutions for the parameter estimates.
They must be found using a numerical method. In practice, commercial reliability
software is preferred for this. If such software is not available, we may create
an Excel spreadsheet and use its Solver feature to do the optimization. Excel is
especially convenient for solving this problem because of its embedded standard
normal distribution. Software or an Excel spreadsheet may be used to deal with
the right-censored interval data, whose sample log likelihood is
 m 

  m 

ti − µ ti−1 −µ ti − µ
L(µ, σ ) = ri ln  − + di ln 1− ,
i=1
σ σ i=1
σ
(7.88)
where m, ri , and ti follow the notation in (7.87) and di is the number of units
censored at inspection time ti .
The calculation of confidence intervals for the interval data applies formulas
for the exact data given earlier in this subsection.

7.7 RELIABILITY ESTIMATION AT USE CONDITION

In earlier sections we discussed the use of graphical and ML methods to estimate
reliability at individual test conditions. In this section we utilize these methods
and the acceleration relationships in Section 7.4 to estimate reliability at a use
condition.

7.7.1 Statistical Acceleration Models

The acceleration relationships in Section 7.4 are deterministic. In other words,
they describe nominal life and do not account for the scatter in life. In reliability
analysis we are concerned not only with the dependence of nominal life on stress,
but also with the distribution of life. The two concerns can be addressed by
combining an acceleration relationship with a life distribution. Then the nominal
life in the acceleration relationship is a specific percentile of the life distribution,
and the resulting combination is a physical–statistical acceleration model. For
example, if temperature is an accelerating variable and life is modeled with the
Weibull distribution, the nominal life in the acceleration relationship (e.g., the
Arrhenius relationship) is the characteristic life.
To estimate the life distribution at the use stress level from an ALT, the
following assumptions are needed:
ž The times to failure at the use and high stress levels can be modeled with
a (transformed) location-scale distribution (e.g., exponential, Weibull, or
lognormal distribution). Other distributions are less frequently employed
for modeling life, but may be used.
ž The scale parameter of the (transformed) location-scale distribution does not
depend on the stress level. In particular, the lognormal σ and Weibull β are
RELIABILITY ESTIMATION AT USE CONDITION 293

constant at any stress level. As a special case of the Weibull distribution

when β = 1, the exponential distribution always satisfies this assumption.
The scale parameter may not be a constant in some applications, and the
subsequent data analysis is much more complicated.
ž The acceleration relationship is adequate over the stress range from the
highest test level to the normal use level. The location parameter is a (trans-
formed) linear function of the stresses: namely,

y = γ0 + γ1 x1 + · · · + γk xk , (7.89)

where γi (i = 0, 1, 2, . . . , k) is a coefficient dependent on material proper-

ties, failure criteria, product design, and other factors, xi is the (transformed)
stress, k the number of stresses, and y the location parameter of the life dis-
tribution. In particular, for the exponential distribution, y = ln(θ ); for the
Weibull distribution, y = ln(α); for the lognormal distribution, y = µ.

In an application, the life–stress relationship and life distribution determine the

specific form of (7.89). For example, if we use the Arrhenius relationship (7.6)
and the Weibull distribution, (7.89) can be written as

ln(α) = γ0 + γ1 x, (7.90)

where x = 1/T . If we use the inverse power relationship (7.18) and the lognor-
mal distribution, (7.89) becomes

µ = γ0 + γ1 x, (7.91)

where x = ln(V ). If we use the Norris–Landzberg relationship (7.14) and the

exponential distribution, (7.89) simplifies to

ln(θ ) = γ0 + γ1 x1 + γ2 x2 + γ3 x3 , (7.92)

where x1 = ln(T ), x2 = ln(f ), and x3 = 1/Tmax .

7.7.2 Graphical Estimation

In Section 7.5 we presented probability plotting for estimating the parameters of
life distributions at individual test conditions. The following steps are used for
estimating the life distribution at the use condition.

1. Plot the life data from each test condition on appropriate probability paper,
and estimate the location and scale parameters, which are denoted ŷi and
σ̂i (i = 1, 2, . . . , m), where m is the number of stress levels. This step has
been described in detail in Section 7.5.
2. Substitute ŷi and the value of xi into the linearized relationship (7.89) and
solve the equations for the coefficients using the linear regression method.
294 ACCELERATED LIFE TESTS

Then calculate the estimate of y at the use stress level, say ŷ0 . Alternatively,
ŷ0 may be obtained by plotting ŷi versus the (linearly transformed) stress
level and projecting the straight line to the use level.
3. Calculate the common scale parameter estimate σ̂0 from

1
m
σ̂0 = ri σ̂i , (7.93)
r i=1

where ri is the number of failures at stress level i and r = m 1 ri . Equa-
tion (7.93) assumes a constant scale parameter, and is an approximate
estimate of the common scale parameter. More accurate, yet complicated
estimates are given in, for example, Nelson (1982).
4. Estimate the quantities of interest at the use stress level using the life
distribution with location parameter ŷ0 and scale parameter σ̂0 .

It should be pointed out that the graphical method above yields approxi-
mate life estimates at the use condition. Whenever possible, the ML method
(Section 7.7.3) should be used to obtain better estimates.

Example 7.13 Refer to Example 7.5. Using the Arrhenius relationship, estimate
the B10 life and the reliability at 10,000 hours at a use temperature of 35◦ C.

SOLUTION In Example 7.5, Weibull plots of the life data at each temperature
yielded the estimates α̂1 = 5394 and β̂1 = 2.02 for the 100◦ C group, α̂2 = 3285
and β̂2 = 2.43 for the 120◦ C group, and α̂3 = 1330 and β̂3 = 2.41 for the 150◦ C
group. As shown in (7.90), ln(α) is a linear function of 1/T . Thus, we plot
ln(α̂i ) versus 1/Ti using an Excel spreadsheet and fit a regression line to the
data points. Figure 7.17 shows the plot and the regression equation. The high R 2
value indicates that the Arrhenius relationship fits adequately. The estimate of

10
estimated a
9.5 ln(a) = 4452.6(1/T) − 3.299
failure time
9 censoring time R2 = 0.9925
Log life

fit to estimated a
8.5
8
7.5
7
0.0023 0.0024 0.0025 0.0026 0.0027 0.0028
1/T

FIGURE 7.17 Plot of the fitted Arrhenius relationship for electronic modules
RELIABILITY ESTIMATION AT USE CONDITION 295

the Weibull scale parameter at 35◦ C is α̂0 = exp(4452.6×0.003245 − 3.299) =

69, 542 hours. From (7.93), the common shape parameter estimate is

8×2.02 + 7×2.43 + 10×2.41

β̂0 = = 2.29.
8 + 7 + 10

Thus, Weibull fit has shape parameter 2.29 and scale parameter 69,542 hours
at use temperature 35◦ C. The B10 life is B̂10 = 69,542 × [− ln(1 − 0.1)]1/2.29 =
26,030 hours. The reliability at 10,000 hours is R̂(10,000) = exp[−(10,000/
69,542)2.29 ] = 0.9883, which means an estimated 1.2% of the population would
fail by 10,000 hours.

7.7.3 ML Estimation
In Section 7.6 we described the ML method for estimating the life distributions at
individual test stress levels. The life data obtained at different stress levels were
analyzed separately; each distribution is the best fit to the particular data set.
The inferences from such analyses apply to these stress levels. As we know, the
primary purpose of an ALT is to estimate the life distribution at a use condition.
To accomplish this, in Section 7.7.1 we assumed a (transformed) location-scale
distribution with a common scale parameter value and an acceleration relationship
between the location parameter and the stress level. For this model we fit the
model to the life data at all stress levels simultaneously. Obtain estimates at the
use condition as follows:

1. Fit the life distributions at individual stress levels by probability plotting

and estimate the respective scale parameters.
2. Plot all data sets and their separate cdf fits on the same probability plot.
Check the assumption of a constant scale parameter. If the data plots and
fitted straight lines are roughly parallel, the assumption may be reasonable
and the maximum likelihood analysis may begin. Otherwise, investigation
into the test method, failure modes, and others may be necessary. If no
problems are found, the data should be analyzed with nonconstant scale
parameters. The dependence of a scale parameter on stress level is discussed
in, for example, Nelson (1990, 2004). The assumption of a constant scale
parameter may be checked in an alternative way. By using (7.93) we first
calculate the common scale parameter estimate. Then plot the best fits to
individual data sets with this scale parameter. If all lines fit the data sets
adequately, the assumption may be reasonable.
3. Write the total sample log likelihood function, which is the sum of all log
likelihood functions for each test group. The sample log likelihood function
for an individual group is given in Section 7.6. Now let’s consider an
example. An ALT consists of testing two groups at the low and high stress
levels. The group at the low stress level generates right-censored exact life
data, whereas the high stress group yields complete exact life data. For a
296 ACCELERATED LIFE TESTS

Weibull distribution, the sample log likelihood functions for the low and
high stress levels are given by (7.68) and (7.59), respectively. Then the
total sample log likelihood function is

β   n1

 r
t1i t1i β
L(α1 , α2 , β)= ln(β)−β ln(α1 )+(β −1) ln(t1i )− −
i=1
α1 i=r+1
α1

β 
 n2
t2i
+ ln(β)−β ln(α2 )+(β −1) ln(t2i )− , (7.94)
i=1
α2

where the subscripts 1 and 2 denote the low and high stress levels, respec-
tively.
4. Substitute an appropriate acceleration relationship into the total log like-
lihood function. In the example in step 3, if the Arrhenius relationship is
used, substituting (7.90) into (7.94) gives

β 

r
t1i
L(γ0 , γ1 , β) = ln(β) − β(γ0 + γ1 x1 ) + (β − 1) ln(t1i ) −
i=1
eγ0 +γ1 x1
n1

 β
t1i
−
i=r+1
eγ0 +γ1 x1


n2

+ ln(β) − β(γ0 + γ1 x2 ) + (β − 1) ln(t2i )
i=1

β 
t2i
− , (7.95)
eγ0 +γ1 x2

where x1 and x2 denote the transformed low and high temperatures, respec-
tively.
5. Estimate the model parameters [e.g., γ0 , γ1 , and β in (7.95)] by maximiz-
ing the total log likelihood function directly through a numerical method.
Also, the estimates may be obtained by iteratively solving the likelihood
equations; however, this approach is usually more difficult. In the example,
this step yields the estimates γ̂0 , γ̂1 , and β̂.
6. Calculate the variance–covariance matrix for the model parameters using
the total log likelihood function and the local estimate of Fisher information
matrix described in Section 7.6.2. In the example, this step gives
 
V̂ar(γ̂0 ) Ĉov(γ̂0 , γ̂1 ) Ĉov(γ̂0 , β̂)
ˆ =

 V̂ar(γ̂1 )

Ĉov(γ̂1 , β̂)  .
symmetric V̂ar(β̂)
RELIABILITY ESTIMATION AT USE CONDITION 297

7. Calculate the life distribution estimate at the use stress level. The location
parameter estimate of the distribution is calculated from the acceleration
relationship. In the example, the Weibull characteristic life at the use
condition is α̂0 = exp(γ̂1 + γ̂1 x0 ), where x0 = 1/T0 and T0 is the use tem-
perature. The Weibull shape parameter estimate is β̂. Having α̂0 and β̂, we
can estimate the quantities of interest, such as reliability and percentiles.
8. Estimate the variance for the location parameter estimate at the use condi-
tion and the covariance for the location and scale parameter estimates. The
variance is obtained from (7.48) and the acceleration relationship. For the
lognormal distribution, the covariance at a given stress level is


k
Ĉov(µ̂, σ̂ ) = Ĉov(γ̂0 , σ̂ ) + xi Ĉov(γ̂i , σ̂ ), (7.96)
i=1

where k and xi are the same as those in (7.89). Substituting the use stress
levels x10 , x20 , . . . , xk0 into (7.96) results in the covariance of the estimate
of the scale parameter and that of the location parameter at the use stress
levels. Similarly, for the Weibull distribution,
 

k
Ĉov(α̂, β̂) = α̂ Ĉov(γ̂0 , β̂) + xi Ĉov(γ̂i , β̂) . (7.97)
i=1

In the example above with a single stress, the covariance of α̂0 and β̂
from (7.97) is

Ĉov(α̂0 , β̂) = α̂0 [Ĉov(γ̂0 , β̂) + x0 Ĉov(γ̂1 , β̂)].

9. Calculate the confidence intervals for the quantities estimated earlier. This
is done by substituting the variance and covariance estimates of the model
parameters at the use condition into the confidence intervals for an individ-
ual test condition presented in Section 7.6. In the example, the confidence
interval for the probability of failure at a given time and the use condition
is obtained by substituting V̂ar(α̂0 ), V̂ar(β̂), and Ĉov(α̂0 , β̂) into (7.66).

In practice, the calculations above are performed with commercial software

such as Minitab and Reliasoft ALTA. Now we illustrate the calculations with two
examples below, one with a single accelerating stress and the other with two.

Example 7.14 Example 7.13 illustrates graphical reliability estimation at the

use temperature for small electronic modules. The life data were presented in
Example 7.5. Here we estimate the life distribution, the B10 life, and the reliability
at 10,000 hours and at the use temperature, and calculate their confidence intervals
using the ML method.
298 ACCELERATED LIFE TESTS

150 120 100

99
95
90
80
70
60
50
40
30
Percent

20

10

5
3
2

100 1000 10,000

Time to failure (h)
FIGURE 7.18 Weibull fits to the electronic module data with a common β

SOLUTION The graphical analysis in Example 7.5 shows that the Weibull
distribution fits the life data adequately at each temperature. The Weibull fits
to the three data sets were plotted in Figure 7.13, which suggests that a constant
shape parameter is reasonable although the line for 100◦ C is not quite parallel to
other two. Alternatively, in Figure 7.18, we plot the Weibull fits to the three data
sets with a common shape parameter, which was calculated in Example 7.13 as
β̂0 = 2.29. Figure 7.18 shows that a common shape parameter is reasonable.
The groups at 100 and 120◦ C have right-censored exact data, whereas that at
150◦ C is complete. If the life–temperature relationship is modeled with (7.90),
the total sample log likelihood function is

8

L(γ0 , γ1 , β) = ln(β) − β(γ0 + γ1 x1 ) + (β − 1) ln(t1i )
i=1

β 
β
t1i 5500
− − 4 × γ +γ x
eγ0 +γ1 x1 e0 11

β 

7
t2i
+ ln(β) − β(γ0 + γ1 x2 ) + (β − 1) ln(t2i ) −
i=1
eγ0 +γ1 x2

β
4500
−
eγ0 +γ1 x2

β 

10
t3i
+ ln(β) − β(γ0 + γ1 x3 ) + (β − 1) ln(t3i ) − ,
i=1
eγ0 +γ1 x3
RELIABILITY ESTIMATION AT USE CONDITION 299

where x1 = 1/(100 + 273.15) = 0.00268, x2 = 0.00254, x2 = 0.00236, and t1i ,

t2i , and t3i are the failure times observed at 100, 120, and 150◦ C, respec-
tively. The estimates γ̂0 , γ̂1 , and β̂ are readily calculated by directly maximiz-
ing L(γ0 , γ1 , β) on the Excel spreadsheet. However, calculation of the vari-
ance–covariance matrix through Excel involves manual operation and is not rec-
ommended. Here we use Minitab to do the analysis; other software, such as Relia-
soft ALTA, is also an option. Estimates of the model parameters are γ̂0 = −3.156,
γ̂1 = 4390, and β̂ = 2.27. The variance estimates for γ̂0 , γ̂1 , and β̂ are V̂ar(γ̂0 ) =
3.08, V̂ar(γ̂1 ) = 484,819.5, and V̂ar(β̂) = 0.1396. The two-sided 90% confi-
dence intervals for the model parameters are [γ0,L , γ0,U ] = [−6.044, −0.269],
[γ1,L , γ1,U ] = [3244.8, 5535.3], and [βL , βU ] = [1.73, 2.97].
The estimate of the Weibull characteristic life at 35◦ C is α̂ 0 = exp(−3.156 +
4390×0.003245) = 65,533 hours. The B10 life at 35◦ C is B̂10 = 24,286 hours.
The two-sided 90% confidence interval for B10 life is [B10,L , B10,U ] = [10,371,
56,867]. The reliability at 10,000 hours and 35◦ C is R̂(10,000) = 0.9860.
The two-sided 90% confidence interval for the reliability is [RL , RU ] =
[0.892, 0.998].
Note that the β̂ value here from the ML method is very close to that obtained
from the graphical analysis in Example 7.13. The differences for other parameters
and quantities are also small (less than 6%) in this particular case. In general,
the two methods often give fairly different results, and ML estimates usually are
more accurate.

Example 7.15 In this example we analyze an ALT with two accelerating stresses
using the ML method. G. Yang and Zaghati (2006) present a case on reliabil-
ity demonstration of a type of 18-V compact electromagnetic relays through
ALT. The relays would be installed in a system and operate at 5 cycles per
minute and 30◦ C. The system design specifications required the relays to have
a lower 90% confidence bound for reliability above 99% at 200,000 cycles.
A sample of 120 units was divided into four groups, each tested at a higher-
than-use temperature and switching rate. In testing, the normal closed and open
contacts of the relays were both loaded with 2 A of resistive load. The max-
imum allowable temperature and switching rate of the relays are 125◦ C and
30 cycles per minute, respectively. The increase in switching rate reduces the
cycles to failure for this type of relay, due to the shorter time for heat dissipa-
tion and more arcing. Its effect can be described by the life–usage model (7.21).
The effect of temperature on cycles to failure is modeled with the Arrhenius
relationship. This ALT involved two accelerating variables. Table 7.9 shows the
Yang compromise test plan, which is developed in the next section. The test
plan specifies the censoring times, while the censoring cycles are the censor-
ing times multiplied by the switching rates. The numbers of cycles to failure
are summarized in Table 7.10. Estimate the life distribution at the use tempera-
ture and switching rate, and verify that the component meets the system design
specification.
300 ACCELERATED LIFE TESTS

TABLE 7.9 Compromise Test Plan for the Compact Relays

Temperature Switching Rate Sample Censoring Censoring
Group (◦ C) (cycles/min) Size Time (h) Cycles (×103 )

1 64 10 73 480 288
2 64 30 12 480 864
3 125 10 12 96 57.6
4 125 30 23 96 172.8

TABLE 7.10 Cycles to Failure of the Compact Relays

Group Cycles to Failurea

1 47,154, 51,307, 86,149, 89,702, 90,044, 129,795, 218,384, 223,994, 227,383,

229,354, 244,685, 253,690, 270,150, 281,499, 288,000+59
2 45,663, 123,237, 192,073, 212,696, 304,669, 323,332, 346,814, 452,855,
480,915, 496,672, 557,136, 570,003
3 12,019, 18,590, 29,672, 38,586, 47,570, 56,979, 57,600+6
4 7,151, 11,966, 16,772, 17,691, 18,088, 18,446, 19,442, 25,952, 29,154, 30,236,
33,433, 33,492, 39,094, 51,761, 53,926, 57,124, 61,833, 67,618, 70,177,
71,534, 79,047, 91,295, 92,005
a
A superscript +x over a cycle number implies that x units would last beyond that cycle (right
censored).

SOLUTION We first graphically analyze the life data of the four groups. Groups
1 and 3 are right censored, and 2 and 4 are complete. Probability plots for
individual groups indicate that the Weibull distribution is adequate for all groups,
and a constant shape parameter is reasonable, as shown in Figure 7.19.
The graphical analysis should be followed by the maximum likelihood method.
The total sample log likelihood function is not given here but can be worked
out by summing those for the individual groups. The acceleration relationship
combines the Arrhenius relationship and the life–usage model: namely,


Ea
α(f, T ) = Af expB
, (7.98)
kT

where α(f, T ) is the Weibull characteristic life and the other notation is the same
as in (7.5) and (7.21). Linearizing (7.98) gives

ln[α(x1 , x2 )] = γ0 + γ1 x1 + γ2 x2 , (7.99)

where x1 = 1/T , x2 = ln(f ), and γ0 , γ1 , and γ2 are constant coefficients. Note

that (7.99) is a special form of (7.89). The next step is to substitute (7.99) and
the life data into the total sample log likelihood function. Then estimate the
model parameters γ0 , γ1 , γ2 , and β by directly maximizing the total likelihood.
RELIABILITY ESTIMATION AT USE CONDITION 301

99
95
90
80
70
60
50
40
30
2 group 1
20
Percent

10
4 3
5
3
2

0.1

1000 10,000 100,000 1,000,000

Cycles to failure
FIGURE 7.19 Weibull fits to individual groups

Instead, we use Minitab to do ML estimation and get γ̂0 = 0.671, γ̂1 = 4640.1,
γ̂2 = −0.445, and β̂ = 1.805.
The Weibull fits to each group with the common β̂ = 1.805 are plotted in
Figure 7.20. The Weibull characteristic life at use temperature (30◦ C) and the
usual switching rate (5 cycles per minute) is estimated by
4640.1
α̂0 = exp[0.671 + − 0.445 × ln(5)] = 4.244 × 106 cycles.
303.15
The reliability estimate at 200,000 cycles is

1.805 
200,000
R̂(200,000) = exp − = 0.996.
4.244 × 106

The one-sided lower 90% confidence bound on the reliability is RL (200,000) =

0.992. Since RL (200,000) = 0.992 is marginally greater than the required relia-
bility of 99%, we would accept that the relays meet the requirement.
Additionally, we estimate the activation energy as

Êa = γ̂1 k = 4640.1 × 8.6171 × 10−5 = 0.4 eV.

The two-sided 90% confidence interval for Ea is [0.347, 0.452]. The estimate
of the switching rate effect parameter is B̂ = γ̂2 = −0.445. The two-sided 90%
302 ACCELERATED LIFE TESTS

99
95
90
80
70
60
50
40
30
20
Percent

10

5
3
2

1
4 2
3 group 1

0.1

1000 10,000 100,000 1,000,000

Cycles to failure
FIGURE 7.20 Weibull fits to each group with a common β

confidence interval for B is [−0.751, −0.160]. Because this confidence interval

does not include zero, the switching rate effect on life should not be ignored. G.
Yang and Zaghati (2006) discuss more about the significance of switching rate
effect for the same relays.

7.8 COMPROMISE TEST PLANS

As stated and illustrated in earlier sections, the primary purpose of an ALT is
to estimate the life distribution and quantities of interest at a use condition.
This estimation involves extrapolation from higher stress levels by using an
acceleration model, and thus includes the model error and statistical uncertainty.
Sometimes, the model error outweighs the statistical one. The model error may be
reduced or eliminated only by better understanding the failure mechanisms and
using a more accurate model, whereas the statistical uncertainty can be reduced
by carefully selecting a good test plan. A typical test plan is characterized by the
stress levels, the number of test units allocated to each level, and their censoring
times. From the statistical perspective, a longer censoring time often yields a
more accurate estimate. However, the censoring times are constrained by the
test resources and schedule and are prespecified in most applications. G. Yang
(1994), G. Yang and Jin (1994), and Tang and Xu (2005) optimize the censoring
times. The remaining variables (i.e., the stress levels and the number of test units
allocated to each level) may be determined by various approaches, which are
reviewed briefly below.
COMPROMISE TEST PLANS 303

In this section we focus on compromise test plans which optimize the val-
ues of test variables to minimize the asymptotic variance of the estimate of
a life percentile at the use stress level. Other test plans may be found in, for
example, Nelson (1990, 2004) and Meeker and Escobar (1998). Nelson (2005)
provides a nearly complete bibliography of the accelerated life (and degradation)
test plans, which contains 159 publications.

7.8.1 Classification of Test Plans

There are different types of ALT plans in use, which include subjective, tradi-
tional, best traditional, statistically optimum, and compromise plans. They are
discussed briefly below in order of increasing preference.
1. Subjective plans. Essentially, the test plans are chosen by judgment. When
a test must end in a short time, engineers usually increase the low test stress
level severely and reduce the space between the levels to shorten product life
and meet the test schedule. On the other hand, the number of test units at each
stress level is determined by the available capacity of test equipment or the cost
of test units. Such test plans often yield inaccurate or even erroneous estimates
of product reliability at the use condition, and should not be used.
2. Traditional plans. The low stress level is determined by experience, and
the high one is the maximum allowable stress. The middle stress levels, if any,
are equally spaced in between. The spacing is usually equal on the linearly
transformed scale of the stress rather than on the original one. For example, tem-
perature should use a 1/T scale. But the difference may be minor and ignorable
in practice. The test units are also allocated equally to each stress level, which is
a poor practice, for reasons given below. For example, a sample of 30 electronic
sensors is tested at three temperatures. The low and high temperatures chosen
are 85 and 150◦ C. Then the middle temperature is halfway between the low and
high temperatures and is approximately 115◦ C. One-third of 30 units (i.e., 10
units) are tested at each temperature. Generally, low stress levels should have
more test units to avoid no or few failures at these levels and to yield more accu-
rate estimates of extrapolated life at a use stress level. Equal allocation of test
units is against this principle and often yields poor estimates at a use condition.
Traditional test plans are not recommended, although they are widely used in
practice.
3. Best traditional plans. Like the traditional test plans, the best ones use
equally spaced stress levels, each with the same number of test units. However,
the low level is optimized to minimize the asymptotic variance of the estimate
of a life percentile at a use condition. Nelson (1990, 2004) describes such test
plans. Although better than traditional plans, the best traditional plans are less
accurate than plans below because of equal allocation of test units.
4. Statistically optimum plans. For a single accelerating variable, the opti-
mum plans use two stress levels. The low stress level and its sample allocation
are optimized to minimize the asymptotic variance of the estimate of a specified
life percentile at a use condition. The high stress level must be prespecified.
304 ACCELERATED LIFE TESTS

It should be as high as possible to yield more failures and reduce the vari-
ance of the estimate. However, the high stress level should not induce failure
modes different from those at the use stress. Because only two stress levels are
used, the test plans are sensitive to the misspecification of life distribution and
preestimates of model parameters, which are required for calculating the plans.
In other words, incorrect choice of the life distribution and preestimates may
greatly compromise the optimality of the plans and result in a poor estimate.
The use of only two stress levels does not allow checking the linearity of the
assumed relationship and does not yield estimates of the relationship parame-
ters when there are no failures at the low stress level. Hence, these plans are
often not practically useful. However, they have a minimum variance, which is
a benchmark for other test plans. For example, the compromise test plans below
are often compared with the statistically optimum plans to evaluate the loss of
accuracy for the robustness gained. The theory for optimum plans is described
in Nelson and Kielpinski (1976) and Nelson and Meeker (1978). Kielpinski and
Nelson (1975) and Meeker and Nelson (1975) provide the charts necessary for
calculating particular plans. Nelson (1990, 2004) summarizes the theory and the
charts. Meeker and Escobar (1995, 1998) describe optimum test plans with two
or more accelerating variables.
5. Compromise plans. When a single accelerating variable is involved, such
plans use three or more stress levels. The high level must be specified. The
middle stress levels are often equally spaced between the low and high levels,
but unequal spacing may be used. The low stress level and its number of units
are optimized. The number allocated to a middle level may be specified as a fixed
percentage of the total sample size or of the number of units at a low or high
stress level. In the latter situation, the number is a variable. There are various
optimization criteria, which include minimization of the asymptotic variance of
the estimate of a life percentile at a use condition (the most commonly used
criterion), the total test time, and others (Nelson, 2005). Important compromise
plans with one accelerating variable are given in Meeker (1984), Meeker and
Hahn (1985), G. Yang (1994), G. Yang and Jin (1994), Tang and Yang (2002),
and Tang and Xu (2005). When two accelerating variables are involved, G. Yang
and Yang (2002), and G. Yang (2005) give factorial compromise plans, which
use four test conditions. Meeker and Escobar (1995, 1998) describe the 20%
compromise plans, which employ five test conditions. In this section we focus on
Yang’s practical compromise test plans for Weibull and lognormal distributions
with one or two accelerating variables.

7.8.2 Weibull Distribution with One Accelerating Variable

In this subsection we present Yang’s compromise test plans for the Weibull dis-
tribution with one accelerating variable and a linear relationship. The test plans
are based on the following model:
ž The distribution of lifetime t is Weibull with shape parameter β and charac-
teristic life α. Equivalently, the log life x = ln(t) has the smallest extreme
COMPROMISE TEST PLANS 305

value distribution with scale parameter σ = 1/β and location parameter

µ = ln(α).
ž The scale parameter σ does not depend on the level of stress.
ž The location parameter µ is a linear function of transformed stress S;
namely, µ(S) = γ0 + γ1 S, where γ0 and γ1 are unknown parameters to be
estimated from test data.
Note that this model was stated in Section 7.7 in a more generic form.
The Yang compromise test plans use three stress levels. Here the censoring
times at the three levels are predetermined by test schedule, equipment capacity,
and other constraints. In general, a lower stress level needs a longer censoring
time to yield enough failures. Unequal censoring times are recommended if the
total test time is fixed. The high stress level must be specified. It should be as
high as possible to yield more failures and decrease the variance of the estimate
at the use stress; however, it should not cause failure modes that are different
from those at the use stress. The low stress level and its number of test units are
optimized to minimize the asymptotic variance of the estimate of the mean log
life at a use stress. Here the middle stress level is midway between the low and
high levels, and its number of test units is specified to be one-half that at the
high level. The specifications are somewhat arbitrary, but intuitively reasonable
in applications.
We use the following notation:
n = total sample size,
ni = number of test units allocated to Si ; i = 1, 2, 3,
S = transformed stress,
Si = level i of S, i = 0, 1, 2, 3; i = 0 implies use level; i = 3 implies high level,
ξi = (Si −S3 )/(S0 −S3 ) and is the transformed stress factor for Si ; ξ0 = 1 for S0 ,
ξ3 = 0 for S3 ,
πi = ni /n and is the proportion of total sample size n allocated to stress level i;
i = 1, 2, 3,
ηi = specified censoring time at stress level i; i = 1, 2, 3,
µi = location parameter value at stress level i; i = 0, 1, 2, 3,
ai = [ln(ηi ) − µ3 ]/σ and is the standardized censoring time, i = 1, 2, 3,
b = (µ0 − µ3 )/σ.
For the smallest extreme value distribution, the mean equals the 43rd per-
centile. The asymptotic variance of the MLE of the mean, denoted x̂0.43 , at the
use stress level (ξ0 = 1) is
σ2
Var[x̂0.43 (1)] = V, (7.100)
n
306 ACCELERATED LIFE TESTS

where V is called the standardized variance and is a function of ai , b, ξi , and

πi (i = 1, 2, 3). The calculation of V is given in, for example, G. Yang and Jin
(1994) and Meeker (1984). The values of ai and b are determined by µ0 , µ3 ,
and σ , which are unknown in the test planning stage and must be preestimated.
Methods for preestimation are described latter. The stress level ξ1 and its sample
proportion π1 are to be optimized to minimize Var[x̂0.43 (1)]. Because n and σ
in (7.100) are constant, the optimization model can be written as
Min(V ), (7.101)
ξ1 , π1
subject to ξ2 = ξ1 /2, ξ3 = 0, π2 = π3 /2, π3 = 1 − π1 − π2 , 0 ≤ ξ1 ≤ 1, 0 ≤
π1 ≤ 1. Here the constraint π2 = π3 /2 is the same as π2 = (1 − π1 )/3. Because
x = ln(t), minimizing Var[x̂0.43 (1)] is equivalent to minimizing the asymptotic
variance of the MLE of the mean log life of the Weibull distribution at the use
stress.
Given the values of ai (i = 1, 2, 3) and b, we can solve (7.101) for ξ1 and
π1 with a numerical method. Table 7.11 presents the optimum values of ξ1 , π1 ,
and V for various sets (a1 , a2 , a3 , b). When a1 = a2 = a3 , the test plan has a
common censoring time. To find a plan from the table, one looks up the value
of b first, then a3 , a2 and a1 in order. Linear interpolation may be needed for a
combination (a1 , a2 , a3 , b) not given in the table. Extrapolation outside the table
is not valid. Instead, use a numerical algorithm for solution. After obtaining these
standardized values, we convert them to the transformed stress levels and actual
sample allocations by using
Si = S3 + ξi (S0 − S3 ), ni = πi n. (7.102)
Then Si are transformed back to the actual stress levels.
As stated above, the test plans depend on the values of µ0 , µ3 , and σ . They
are unknown in the test planning phase and thus must be preestimated using
experience, similar data, or a preliminary test. G. Yang (1994) suggests that µ0
be approximated with the aid of a reliability prediction handbook such as MIL-
HDBK-217F (U.S. DoD, 1995), which assumes constant failure rates. From the
handbook we predict the failure rate, say λ0 , at the use stress. Then use 1/λ0 as
the mean life. The preestimate of µ0 is
µ0 = − ln[λ0 (1 + σ )]. (7.103)

Example 7.16 An electronic module for pump control normally operates at

45◦ C. To estimate its reliability at this temperature, 50 units are to be tested at
three elevated temperatures. The highest is 105◦ C, which is 5◦ C lower than the
maximum allowable temperature. The specified censoring times are 1080, 600,
and 380 hours for the low, middle, and high temperatures, respectively. Histor-
ical data analysis indicates that the product life can be modeled with a Weibull
distribution with µ̂3 = 5.65 and σ̂ = 0.67. Determine the Yang compromise test
plan that minimizes the asymptotic variance of the MLE of the mean log life
at 45◦ C.
COMPROMISE TEST PLANS 307

TABLE 7.11 Compromise Test Plans for a Weibull Distribution with One
Accelerating Variable
No. a1 a2 a3 b π1 ξ1 V No. a1 a2 a3 b π1 ξ1 V
1 0 0 0 4 0.564 0.560 85.3 46 4 4 2 5 0.909 0.888 3.2
2 1 0 0 4 0.720 0.565 29.5 47 3 3 3 5 0.788 0.717 7.3
3 2 0 0 4 0.795 0.718 10.0 48 4 3 3 5 0.909 0.887 3.2
4 3 0 0 4 0.924 0.915 3.6 49 4 4 3 5 0.909 0.888 3.2
5 1 1 0 4 0.665 0.597 27.9 50 4 4 4 5 0.909 0.888 3.2
6 2 1 0 4 0.788 0.721 10.0 51 0 0 0 6 0.527 0.391 205.6
7 3 1 0 4 0.923 0.915 3.6 52 1 0 0 6 0.652 0.386 78.8
8 2 2 0 4 0.767 0.739 9.7 53 2 0 0 6 0.683 0.483 30.6
9 3 2 0 4 0.921 0.916 3.6 54 3 0 0 6 0.725 0.609 13.3
10 3 3 0 4 0.918 0.919 3.6 55 1 1 0 6 0.587 0.417 73.8
11 1 1 1 4 0.661 0.608 27.8 56 2 1 0 6 0.672 0.487 30.4
12 2 1 1 4 0.795 0.704 9.9 57 3 1 0 6 0.724 0.609 13.3
13 3 1 1 4 0.923 0.901 3.6 58 2 2 0 6 0.639 0.511 29.3
14 2 2 1 4 0.773 0.720 9.6 59 3 2 0 6 0.716 0.614 13.2
15 3 2 1 4 0.920 0.902 3.6 60 3 3 0 6 0.707 0.626 13.1
16 3 3 1 4 0.917 0.904 3.6 61 1 1 1 6 0.586 0.422 73.5
17 2 2 2 4 0.774 0.720 9.6 62 2 1 1 6 0.683 0.469 29.8
18 3 2 2 4 0.920 0.900 3.6 63 3 1 1 6 0.735 0.586 12.7
19 3 3 2 4 0.917 0.902 3.5 64 4 1 1 6 0.805 0.729 6.0
20 3 3 3 4 0.917 0.902 3.5 65 2 2 1 6 0.648 0.490 28.7
21 0 0 0 5 0.542 0.461 138.8 66 3 2 1 6 0.727 0.590 12.7
22 1 0 0 5 0.678 0.459 51.2 67 4 2 1 6 0.803 0.729 6.0
23 2 0 0 5 0.724 0.577 18.9 68 3 3 1 6 0.717 0.600 12.5
24 3 0 0 5 0.793 0.731 7.7 69 4 3 1 6 0.800 0.732 5.9
25 1 1 0 5 0.617 0.491 48.1 70 4 4 1 6 0.798 0.734 5.9
26 2 1 0 5 0.714 0.581 18.8 71 2 2 2 6 0.649 0.490 28.7
27 3 1 0 5 0.792 0.732 7.7 72 3 2 2 6 0.728 0.586 12.6
28 2 2 0 5 0.686 0.605 18.2 73 4 2 2 6 0.804 0.725 5.9
29 3 2 0 5 0.786 0.735 7.7 74 5 2 2 6 0.907 0.885 3.0
30 3 3 0 5 0.780 0.744 7.6 75 3 3 2 6 0.718 0.596 12.5
31 1 1 1 5 0.614 0.499 48.0 76 4 3 2 6 0.800 0.728 5.9
32 2 1 1 5 0.724 0.563 18.5 77 5 3 2 6 0.906 0.885 3.0
33 3 1 1 5 0.800 0.709 7.4 78 4 4 2 6 0.799 0.730 5.9
34 4 1 1 5 0.912 0.889 3.3 79 5 4 2 6 0.906 0.885 3.0
35 2 2 1 5 0.694 0.583 17.9 80 5 5 2 6 0.906 0.885 3.0
36 3 2 1 5 0.794 0.713 7.4 81 3 3 3 6 0.718 0.596 12.5
37 4 2 1 5 0.911 0.889 3.3 82 4 3 3 6 0.800 0.728 5.9
38 3 3 1 5 0.787 0.721 7.3 83 5 3 3 6 0.906 0.885 3.0
39 4 3 1 5 0.909 0.890 3.2 84 4 4 3 6 0.799 0.730 5.9
40 4 4 1 5 0.909 0.891 3.2 85 5 4 3 6 0.906 0.885 3.0
41 2 2 2 5 0.695 0.583 17.9 86 5 5 3 6 0.906 0.885 3.0
42 3 2 2 5 0.795 0.709 7.4 87 4 4 4 6 0.799 0.730 5.9
43 4 2 2 5 0.911 0.886 3.2 88 5 4 4 6 0.906 0.885 3.0
44 3 3 2 5 0.788 0.717 7.3 89 5 5 4 6 0.906 0.885 3.0
45 4 3 2 5 0.909 0.887 3.2 90 5 5 5 6 0.906 0.885 3.0
308 ACCELERATED LIFE TESTS

TABLE 7.11 (continued )

No. a1 a2 a3 b π1 ξ1 V No. a1 a2 a3 b π1 ξ1 V
91 0 0 0 7 0.518 0.339 285.5 136 2 1 0 8 0.625 0.367 62.0
92 1 0 0 7 0.635 0.333 112.4 137 3 1 0 8 0.654 0.457 29.1
93 2 0 0 7 0.656 0.415 45.2 138 2 2 0 8 0.587 0.391 59.5
94 3 0 0 7 0.683 0.522 20.5 139 3 2 0 8 0.644 0.462 28.9
95 1 1 0 7 0.567 0.362 105.0 140 3 3 0 8 0.632 0.474 28.5
96 2 1 0 7 0.645 0.419 44.8 141 1 1 1 8 0.552 0.322 141.1
97 3 1 0 7 0.682 0.522 20.4 142 2 1 1 8 0.638 0.352 60.6
98 2 2 0 7 0.609 0.443 43.1 143 3 1 1 8 0.668 0.435 27.6
99 3 2 0 7 0.673 0.527 20.3 144 4 1 1 8 0.703 0.537 13.9
100 3 3 0 7 0.663 0.539 20.1 145 2 2 1 8 0.597 0.372 58.0
101 1 1 1 7 0.566 0.366 104.6 146 3 2 1 8 0.657 0.439 27.3
102 2 1 1 7 0.656 0.402 43.9 147 4 2 1 8 0.700 0.538 13.9
103 3 1 1 7 0.695 0.499 19.4 148 3 3 1 8 0.643 0.450 26.9
104 4 1 1 7 0.743 0.618 9.5 149 4 3 1 8 0.694 0.542 13.8
105 2 2 1 7 0.618 0.423 42.1 150 4 4 1 8 0.692 0.544 13.8
106 3 2 1 7 0.685 0.503 19.3 151 2 2 2 8 0.597 0.371 58.0
107 4 2 1 7 0.741 0.619 9.5 152 3 2 2 8 0.659 0.436 27.2
108 3 3 1 7 0.673 0.514 19.0 153 4 2 2 8 0.702 0.534 13.7
109 4 3 1 7 0.736 0.622 9.5 154 5 2 2 8 0.753 0.646 7.5
110 4 4 1 7 0.734 0.625 9.4 155 3 3 2 8 0.644 0.447 26.8
111 2 2 2 7 0.619 0.422 42.1 156 4 3 2 8 0.695 0.537 13.7
112 3 2 2 7 0.687 0.500 19.2 157 5 3 2 8 0.751 0.646 7.5
113 4 2 2 7 0.742 0.615 9.4 158 4 4 2 8 0.693 0.540 13.6
114 5 2 2 7 0.812 0.746 5.0 159 5 4 2 8 0.749 0.648 7.5
115 3 3 2 7 0.674 0.511 18.9 160 5 5 2 8 0.749 0.648 7.5
116 4 3 2 7 0.737 0.618 9.4 161 3 3 3 8 0.644 0.447 26.8
117 5 3 2 7 0.810 0.746 5.0 162 4 3 3 8 0.695 0.537 13.7
118 4 4 2 7 0.735 0.620 9.4 163 5 3 3 8 0.751 0.646 7.5
119 5 4 2 7 0.809 0.747 5.0 164 4 4 3 8 0.693 0.540 13.6
120 5 5 2 7 0.809 0.748 5.0 165 5 4 3 8 0.749 0.648 7.5
121 3 3 3 7 0.674 0.511 18.9 166 5 5 3 8 0.749 0.648 7.5
122 4 3 3 7 0.737 0.618 9.4 167 4 4 4 8 0.693 0.540 13.6
123 5 3 3 7 0.810 0.746 5.0 168 5 4 4 8 0.749 0.648 7.5
124 4 4 3 7 0.735 0.620 9.4 169 5 5 4 8 0.749 0.648 7.5
125 5 4 3 7 0.809 0.747 5.0 170 5 5 5 8 0.749 0.648 7.5
126 5 5 3 7 0.809 0.748 5.0 171 0 0 0 9 0.505 0.268 485.0
127 4 4 4 7 0.735 0.620 9.4 172 1 0 0 9 0.613 0.262 197.5
128 5 4 4 7 0.809 0.747 5.0 173 2 0 0 9 0.624 0.324 82.7
129 5 5 4 7 0.809 0.748 5.0 174 3 0 0 9 0.635 0.406 39.3
130 5 5 5 7 0.809 0.748 5.0 175 1 1 0 9 0.542 0.287 183.7
131 0 0 0 8 0.510 0.300 378.7 176 2 1 0 9 0.611 0.327 82.0
132 1 0 0 8 0.623 0.293 152.0 177 3 1 0 9 0.633 0.406 39.3
133 2 0 0 8 0.638 0.363 62.5 178 2 2 0 9 0.571 0.349 78.5
134 3 0 0 8 0.655 0.456 29.1 179 3 2 0 9 0.623 0.411 39.0
135 1 1 0 8 0.553 0.320 141.6 180 3 3 0 9 0.610 0.423 38.5
COMPROMISE TEST PLANS 309

TABLE 7.11 (continued )

No. a1 a2 a3 b π1 ξ1 V No. a1 a2 a3 b π1 ξ1 V
181 1 1 1 9 0.542 0.288 183.1 216 2 1 0 10 0.600 0.295 104.8
182 2 1 1 9 0.624 0.312 80.1 217 3 1 0 10 0.618 0.365 51.0
183 3 1 1 9 0.649 0.385 37.1 218 2 2 0 10 0.558 0.316 100.2
184 4 1 1 9 0.675 0.475 19.1 219 3 2 0 10 0.607 0.370 50.6
185 2 2 1 9 0.581 0.332 76.5 220 3 3 0 10 0.593 0.382 49.9
186 3 2 1 9 0.636 0.390 36.8 221 1 1 1 10 0.533 0.261 230.6
187 4 2 1 9 0.671 0.476 19.1 222 2 1 1 10 0.613 0.281 102.2
188 3 3 1 9 0.621 0.400 36.1 223 3 1 1 10 0.634 0.346 48.1
189 4 3 1 9 0.664 0.480 19.0 224 4 1 1 10 0.654 0.426 25.1
190 4 4 1 9 0.662 0.483 18.9 225 2 2 1 10 0.569 0.299 97.5
191 2 2 2 9 0.581 0.331 76.4 226 3 2 1 10 0.621 0.350 47.6
192 3 2 2 9 0.638 0.387 36.6 227 4 2 1 10 0.650 0.427 25.1
193 4 2 2 9 0.673 0.472 18.9 228 3 3 1 10 0.605 0.360 46.8
194 5 2 2 9 0.713 0.569 10.5 229 4 3 1 10 0.642 0.430 24.9
195 3 3 2 9 0.623 0.397 36.0 230 4 4 1 10 0.639 0.433 24.9
196 4 3 2 9 0.666 0.476 18.8 231 2 2 2 10 0.569 0.299 97.4
197 5 3 2 9 0.710 0.570 10.5 232 3 2 2 10 0.623 0.347 47.4
198 4 4 2 9 0.663 0.479 18.7 233 4 2 2 10 0.652 0.423 24.8
199 5 4 2 9 0.708 0.572 10.5 234 5 2 2 10 0.684 0.510 14.1
200 5 5 2 9 0.708 0.572 10.5 235 3 3 2 10 0.606 0.357 46.5
201 3 3 3 9 0.623 0.397 36.0 236 4 3 2 10 0.644 0.427 24.7
202 4 3 3 9 0.666 0.476 18.8 237 5 3 2 10 0.681 0.511 14.1
203 5 3 3 9 0.710 0.570 10.5 238 4 4 2 10 0.641 0.430 24.6
204 4 4 3 9 0.663 0.478 18.7 239 5 4 2 10 0.678 0.513 14.0
205 5 4 3 9 0.708 0.572 10.5 240 5 5 2 10 0.678 0.513 14.0
206 5 5 3 9 0.708 0.572 10.5 241 3 3 3 10 0.606 0.357 46.5
207 4 4 4 9 0.663 0.478 18.7 242 4 3 3 10 0.644 0.427 24.7
208 5 4 4 9 0.708 0.572 10.5 243 5 3 3 10 0.681 0.511 14.1
209 5 5 4 9 0.708 0.572 10.5 244 4 4 3 10 0.641 0.430 24.6
210 5 5 5 9 0.708 0.572 10.5 245 5 4 3 10 0.678 0.513 14.0
211 0 0 0 10 0.500 0.243 604.5 246 5 5 3 10 0.678 0.513 14.0
212 1 0 0 10 0.606 0.236 249.0 247 4 4 4 10 0.641 0.430 24.6
213 2 0 0 10 0.614 0.291 105.6 248 5 4 4 10 0.678 0.513 14.0
214 3 0 0 10 0.619 0.365 51.0 249 5 5 4 10 0.678 0.513 14.0
215 1 1 0 10 0.533 0.260 231.4 250 5 5 5 10 0.678 0.513 14.0

SOLUTION Using the reliability prediction handbook MIL-HDBK-217F (U.S.

DoD, 1995) and each component’s information about the load, quality level,
operating environment, and other factors, we predict the failure rate of the module
at 45◦ C to be λ0 = 6.83 × 10−5 failures per hour. From (7.103),

µ0 = − ln[6.83 × 10−5 × (1 + 0.67)] = 9.69.

Then we have
ln(1080) − 5.65 9.69 − 5.65
a1 = = 1.99, a2 = 1.11, a3 = 0.43, b = = 6.03.
0.67 0.67
310 ACCELERATED LIFE TESTS

TABLE 7.12 Actual Compromise Test Plan for the Electronic Module
Temperature Number of Censoring
Group (◦ C) Test Units Time (h)

1 74 34 1080
2 89 5 600
3 105 11 380

Table 7.11 yields π1 = 0.672, ξ1 = 0.487, and V = 30.4 for (a1 , a2 , a3 , b) =

(2, 1, 0, 6), and π1 = 0.683, ξ1 = 0.469 and V = 29.8 for (a1 , a2 , a3 , b) = (2, 1,
1, 6). Linear interpolation to a3 = 0.43 gives the optimal values π1 = 0.677,
ξ1 = 0.479, and V = 30.1 for (a1 , a2 , a3 , b) = (2, 1, 0.43, 6). Then, π2 = (1 −
0.677)/3 = 0.108, ξ2 = 0.479/2 = 0.24, π3 = 1 − 0.677 − 0.108 = 0.215, and
ξ3 = 0. The standardized values are converted back to the original units. For
example, the low reciprocal absolute temperature is


1 1 1
S1 = + 0.479 × − = 0.002883.
105 + 273.15 45 + 273.15 105 + 273.15
The actual temperature (T1 ) is T1 = 1/0.002883 − 273.15 = 74◦ C. The number
of test units at the low temperature is n1 = 0.677 × 50 = 34.
The variance of the MLE of the mean log life at 45◦ C can be preestimated by
0.672 × 30.1
V̂ar[x̂0.43 (1)] = = 0.27,
50
but the true variance should be estimated from test data when available.
The actual test plan for the electronic module is summarized in Table 7.12.

7.8.3 Lognormal Distribution with One Accelerating Variable

The Yang compromise test plans for the lognormal distribution with one accel-
erating variable and a linear relationship are similar to those for the Weibull
distribution described in Section 7.8.2. They have the same assumptions (except
for the distribution), the same notation, and the same specifications of the middle
stress level and its sample allocation. Like the Weibull case, the lognormal plans
also minimize the asymptotic variance of the MLE of the mean log life at a use
stress.
The test plans depend on the values of µ0 , µ3 , and σ . They are unknown and
should be preestimated using experience, similar data, or a preliminary test. If a
reliability prediction handbook such as MIL-HDBK-217F (U.S. DoD, 1995) is
used, µ0 may be approximated by
µ0 = − ln(λ0 ) − 0.5σ 2 , (7.104)
where λ0 is the failure rate at the use stress obtained from the reliability prediction.
The test plans for various sets (a1 , a2 , a3 , b) are given in Table 7.13.
COMPROMISE TEST PLANS 311

TABLE 7.13 Compromise Test Plans for a Lognormal Distribution with One
Accelerating Variable
No. a1 a2 a3 b π1 ξ1 V No. a1 a2 a3 b π1 ξ1 V
1 0 0 0 4 0.476 0.418 88.9 46 4 4 2 5 0.819 0.835 3.1
2 1 0 0 4 0.627 0.479 27.8 47 3 3 3 5 0.700 0.694 6.7
3 2 0 0 4 0.716 0.635 9.6 48 4 3 3 5 0.822 0.833 3.2
4 3 0 0 4 0.827 0.815 3.7 49 4 4 3 5 0.819 0.836 3.1
5 1 1 0 4 0.561 0.515 25.7 50 4 4 4 5 0.819 0.836 3.1
6 2 1 0 4 0.700 0.640 9.4 51 0 0 0 6 0.470 0.287 202.8
7 3 1 0 4 0.827 0.815 3.7 52 1 0 0 6 0.582 0.335 67.4
8 2 2 0 4 0.667 0.662 9.0 53 2 0 0 6 0.631 0.444 25.6
9 3 2 0 4 0.814 0.819 3.7 54 3 0 0 6 0.679 0.570 11.4
10 3 3 0 4 0.803 0.826 3.6 55 1 1 0 6 0.521 0.363 62.3
11 1 1 1 4 0.554 0.545 24.9 56 2 1 0 6 0.614 0.449 25.3
12 2 1 1 4 0.691 0.650 9.4 57 3 1 0 6 0.678 0.570 11.3
13 3 1 1 4 0.825 0.817 3.7 58 2 2 0 6 0.580 0.470 24.1
14 2 2 1 4 0.660 0.673 9.0 59 3 2 0 6 0.661 0.578 11.2
15 3 2 1 4 0.812 0.821 3.7 60 3 3 0 6 0.647 0.589 10.9
16 3 3 1 4 0.801 0.829 3.6 61 1 1 1 6 0.521 0.377 61.0
17 2 2 2 4 0.656 0.682 8.9 62 2 1 1 6 0.609 0.455 25.2
18 3 2 2 4 0.809 0.825 3.6 63 3 1 1 6 0.679 0.570 11.3
19 3 3 2 4 0.798 0.832 3.6 64 4 1 1 6 0.752 0.701 5.5
20 3 3 3 4 0.797 0.833 3.6 65 2 2 1 6 0.579 0.474 24.0
21 0 0 0 5 0.472 0.340 139.9 66 3 2 1 6 0.662 0.577 11.1
22 1 0 0 5 0.599 0.395 45.4 67 4 2 1 6 0.746 0.702 5.5
23 2 0 0 5 0.662 0.523 16.6 68 3 3 1 6 0.649 0.588 10.9
24 3 0 0 5 0.732 0.671 7.0 69 4 3 1 6 0.736 0.708 5.4
25 1 1 0 5 0.536 0.426 42.0 70 4 4 1 6 0.731 0.712 5.4
26 2 1 0 5 0.646 0.528 16.4 71 2 2 2 6 0.578 0.479 23.8
27 3 1 0 5 0.731 0.672 7.0 72 3 2 2 6 0.660 0.580 11.1
28 2 2 0 5 0.612 0.550 15.6 73 4 2 2 6 0.745 0.704 5.5
29 3 2 0 5 0.715 0.678 6.9 74 5 2 2 6 0.845 0.838 2.8
30 3 3 0 5 0.702 0.689 6.7 75 3 3 2 6 0.647 0.591 10.9
31 1 1 1 5 0.534 0.446 40.9 76 4 3 2 6 0.734 0.709 5.4
32 2 1 1 5 0.639 0.536 16.3 77 5 3 2 6 0.839 0.840 2.8
33 3 1 1 5 0.731 0.673 7.0 78 4 4 2 6 0.730 0.713 5.4
34 4 1 1 5 0.837 0.826 3.2 79 5 4 2 6 0.835 0.842 2.8
35 2 2 1 5 0.608 0.557 15.6 80 5 5 2 6 0.834 0.843 2.8
36 3 2 1 5 0.715 0.679 6.9 81 3 3 3 6 0.647 0.591 10.9
37 4 2 1 5 0.832 0.827 3.2 82 4 3 3 6 0.734 0.710 5.4
38 3 3 1 5 0.702 0.689 6.7 83 5 3 3 6 0.839 0.840 2.8
39 4 3 1 5 0.824 0.831 3.2 84 4 4 3 6 0.730 0.714 5.4
40 4 4 1 5 0.821 0.834 3.1 85 5 4 3 6 0.835 0.842 2.8
41 2 2 2 5 0.607 0.564 15.4 86 5 5 3 6 0.834 0.843 2.8
42 3 2 2 5 0.712 0.683 6.8 87 4 4 4 6 0.730 0.714 5.4
43 4 2 2 5 0.831 0.829 3.2 88 5 4 4 6 0.835 0.842 2.8
44 3 3 2 5 0.700 0.693 6.7 89 5 5 4 6 0.834 0.843 2.8
45 4 3 2 5 0.823 0.833 3.2 90 5 5 5 6 0.834 0.843 2.8
312 ACCELERATED LIFE TESTS

TABLE 7.13 (continued )

No. a1 a2 a3 b π1 ξ1 V No. a1 a2 a3 b π1 ξ1 V
91 0 0 0 7 0.468 0.247 277.5 136 2 1 0 8 0.578 0.345 49.0
92 1 0 0 7 0.570 0.291 93.9 137 3 1 0 8 0.621 0.438 23.3
93 2 0 0 7 0.610 0.386 36.6 138 2 2 0 8 0.546 0.362 46.8
94 3 0 0 7 0.645 0.495 16.8 139 3 2 0 8 0.603 0.444 22.9
95 1 1 0 7 0.511 0.315 86.8 140 3 3 0 8 0.590 0.455 22.4
96 2 1 0 7 0.593 0.390 36.2 141 1 1 1 8 0.505 0.288 113.6
97 3 1 0 7 0.644 0.495 16.8 142 2 1 1 8 0.575 0.348 48.9
98 2 2 0 7 0.560 0.409 34.5 143 3 1 1 8 0.623 0.436 23.2
99 3 2 0 7 0.627 0.502 16.5 144 4 1 1 8 0.667 0.536 12.1
100 3 3 0 7 0.613 0.514 16.1 145 2 2 1 8 0.546 0.363 46.6
101 1 1 1 7 0.512 0.327 85.2 146 3 2 1 8 0.606 0.442 22.9
102 2 1 1 7 0.589 0.394 36.0 147 4 2 1 8 0.660 0.537 12.1
103 3 1 1 7 0.646 0.494 16.7 148 3 3 1 8 0.592 0.452 22.3
104 4 1 1 7 0.701 0.607 8.5 149 4 3 1 8 0.648 0.543 11.9
105 2 2 1 7 0.560 0.412 34.4 150 4 4 1 8 0.644 0.547 11.8
106 3 2 1 7 0.629 0.501 16.5 151 2 2 2 8 0.546 0.367 46.4
107 4 2 1 7 0.694 0.609 8.5 152 3 2 2 8 0.604 0.444 22.8
108 3 3 1 7 0.615 0.511 16.1 153 4 2 2 8 0.659 0.538 12.1
109 4 3 1 7 0.683 0.615 8.4 154 5 2 2 8 0.716 0.641 6.8
110 4 4 1 7 0.679 0.619 8.3 155 3 3 2 8 0.592 0.453 22.3
111 2 2 2 7 0.559 0.416 34.2 156 4 3 2 8 0.648 0.544 11.9
112 3 2 2 7 0.627 0.503 16.4 157 5 3 2 8 0.708 0.644 6.8
113 4 2 2 7 0.693 0.610 8.5 158 4 4 2 8 0.643 0.548 11.8
114 5 2 2 7 0.766 0.727 4.6 159 5 4 2 8 0.703 0.647 6.7
115 3 3 2 7 0.614 0.513 16.1 160 5 5 2 8 0.702 0.649 6.7
116 4 3 2 7 0.682 0.616 8.4 161 3 3 3 8 0.592 0.454 22.3
117 5 3 2 7 0.759 0.729 4.6 162 4 3 3 8 0.647 0.544 11.9
118 4 4 2 7 0.678 0.620 8.3 163 5 3 3 8 0.708 0.644 6.8
119 5 4 2 7 0.754 0.733 4.5 164 4 4 3 8 0.643 0.549 11.8
120 5 5 2 7 0.753 0.734 4.5 165 5 4 3 8 0.703 0.647 6.7
121 3 3 3 7 0.614 0.514 16.0 166 5 5 3 8 0.701 0.649 6.7
122 4 3 3 7 0.682 0.617 8.4 167 4 4 4 8 0.643 0.549 11.8
123 5 3 3 7 0.759 0.729 4.6 168 5 4 4 8 0.703 0.648 6.7
124 4 4 3 7 0.678 0.621 8.3 169 5 5 4 8 0.701 0.649 6.7
125 5 4 3 7 0.754 0.733 4.5 170 5 5 5 8 0.701 0.649 6.7
126 5 5 3 7 0.753 0.734 4.5 171 0 0 0 9 0.466 0.194 462.5
127 4 4 4 7 0.678 0.621 8.3 172 1 0 0 9 0.555 0.231 160.0
128 5 4 4 7 0.754 0.733 4.5 173 2 0 0 9 0.584 0.305 64.7
129 5 5 4 7 0.753 0.734 4.5 174 3 0 0 9 0.604 0.392 30.9
130 5 5 5 7 0.753 0.734 4.5 175 1 1 0 9 0.498 0.250 148.3
131 0 0 0 8 0.467 0.218 364.1 176 2 1 0 9 0.567 0.309 63.9
132 1 0 0 8 0.562 0.257 124.7 177 3 1 0 9 0.604 0.392 30.9
133 2 0 0 8 0.595 0.341 49.6 178 2 2 0 9 0.535 0.325 60.9
134 3 0 0 8 0.621 0.437 23.3 179 3 2 0 9 0.586 0.398 30.4
135 1 1 0 8 0.503 0.279 115.5 180 3 3 0 9 0.573 0.408 29.7
COMPROMISE TEST PLANS 313

TABLE 7.13 (continued )

No. a1 a2 a3 b π1 ξ1 V No. a1 a2 a3 b π1 ξ1 V
181 1 1 1 9 0.500 0.257 146.1 216 2 1 0 10 0.558 0.280 80.7
182 2 1 1 9 0.565 0.311 63.7 217 3 1 0 10 0.591 0.355 39.6
183 3 1 1 9 0.607 0.390 30.8 218 2 2 0 10 0.527 0.294 77.0
184 4 1 1 9 0.642 0.479 16.4 219 3 2 0 10 0.573 0.361 39.0
185 2 2 1 9 0.536 0.325 60.8 220 3 3 0 10 0.561 0.370 38.1
186 3 2 1 9 0.589 0.395 30.3 221 1 1 1 10 0.496 0.232 182.7
187 4 2 1 9 0.635 0.480 16.4 222 2 1 1 10 0.557 0.281 80.5
188 3 3 1 9 0.576 0.404 29.6 223 3 1 1 10 0.594 0.353 39.5
189 4 3 1 9 0.623 0.486 16.2 224 4 1 1 10 0.624 0.433 21.4
190 4 4 1 9 0.619 0.490 16.0 225 2 2 1 10 0.528 0.294 76.9
191 2 2 2 9 0.536 0.328 60.5 226 3 2 1 10 0.576 0.358 38.8
192 3 2 2 9 0.588 0.397 30.2 227 4 2 1 10 0.617 0.434 21.3
193 4 2 2 9 0.635 0.481 16.4 228 3 3 1 10 0.563 0.366 37.9
194 5 2 2 9 0.681 0.573 9.4 229 4 3 1 10 0.605 0.440 21.0
195 3 3 2 9 0.576 0.406 29.6 230 4 4 1 10 0.600 0.444 20.8
196 4 3 2 9 0.623 0.487 16.1 231 2 2 2 10 0.528 0.297 76.5
197 5 3 2 9 0.673 0.576 9.4 232 3 2 2 10 0.575 0.359 38.8
198 4 4 2 9 0.619 0.491 16.0 233 4 2 2 10 0.616 0.435 21.3
199 5 4 2 9 0.667 0.579 9.3 234 5 2 2 10 0.656 0.518 12.5
200 5 5 2 9 0.666 0.581 9.3 235 3 3 2 10 0.563 0.367 37.9
201 3 3 3 9 0.575 0.406 29.5 236 4 3 2 10 0.605 0.440 21.0
202 4 3 3 9 0.623 0.487 16.1 237 5 3 2 10 0.647 0.520 12.4
203 5 3 3 9 0.673 0.576 9.4 238 4 4 2 10 0.600 0.444 20.8
204 4 4 3 9 0.618 0.491 16.0 239 5 4 2 10 0.642 0.524 12.3
205 5 4 3 9 0.667 0.579 9.3 240 5 5 2 10 0.640 0.525 12.3
206 5 5 3 9 0.666 0.581 9.3 241 3 3 3 10 0.563 0.368 37.8
207 4 4 4 9 0.618 0.491 16.0 242 4 3 3 10 0.605 0.440 21.0
208 5 4 4 9 0.667 0.580 9.3 243 5 3 3 10 0.647 0.521 12.4
209 5 5 4 9 0.666 0.581 9.3 244 4 4 3 10 0.600 0.444 20.8
210 5 5 5 9 0.666 0.581 9.3 245 5 4 3 10 0.641 0.524 12.3
211 0 0 0 10 0.465 0.175 572.8 246 5 5 3 10 0.640 0.526 12.3
212 1 0 0 10 0.551 0.209 199.7 247 4 4 4 10 0.600 0.444 20.8
213 2 0 0 10 0.575 0.276 81.7 248 5 4 4 10 0.641 0.524 12.3
214 3 0 0 10 0.591 0.354 39.7 249 5 5 4 10 0.640 0.526 12.3
215 1 1 0 10 0.494 0.226 185.2 250 5 5 5 10 0.640 0.526 12.3

Example 7.17 Refer to Example 7.16. Suppose that the life distribution of the
electronic module is mistakenly modeled with the lognormal, and other data
are the same as those in Example 7.16. Determine the test plan. Comment on
the sensitivity of the Yang compromise test plan to the incorrect choice of life
distribution.

SOLUTION For the preestimates in Example 7.16, Table 7.13 and linear inter-
polation yield the optimal values π1 = 0.612, ξ1 = 0.451, and V = 25.2. Then
π2 = (1 − 0.612)/3 = 0.129, ξ2 = 0.451/2 = 0.23, π3 = 1 − 0.612 − 0.129 =
314 ACCELERATED LIFE TESTS

0.259, and ξ3 = 0. As in Example 7.16, the standardized test plan can easily
be transformed to the actual plan.
The test plan above, based on the incorrect lognormal distribution, is evaluated
with the actual Weibull distribution. In other words, the standardized variance V0
for the Weibull test plan is calculated for π1 = 0.612 and ξ1 = 0.451 obtained
above. Then we have V0 = 31.1. The variance increase ratio is 100 × (31.1 −
30.1)/30.1 = 3.3%, where 30.1 is the standardized variance in Example 7.16.
The small increase indicates that the Yang compromise test plan is not sensitive
to the misspecification of life distribution for the given preestimates.

7.8.4 Weibull Distribution with Two Accelerating Variables

In this subsection we present Yang’s compromise test plans for the Weibull
distribution with two accelerating variables and a linear relationship. G. Yang
(2005) describes the theory of the test plans. The test plans are based on the
following model:

ž The distribution of lifetime t is Weibull with shape parameter β and charac-

teristic life α. Equivalently, the log life x = ln(t) has the smallest extreme
value distribution with scale parameter σ = 1/β and location parameter
µ = ln(α).
ž The scale parameter σ does not depend on the level of stresses.
ž The location parameter µ is a linear function of transformed stresses (S1
and S2 ): namely,
µ(S1 , S2 ) = γ0 + γ1 S1 + γ2 S2 , (7.105)

where γ0 , γ1 , and γ2 are the unknown parameters to be estimated from

test data.

The Yang compromise test plans use rectangular test points, as shown in
Figure 7.21. The test plans are full factorial designs, where each accelerating
variable is a two-level factor. Such test plans are intuitively appealing and

high
Stress 2

low

low high
Stress 1

FIGURE 7.21 A 22 full factorial design

COMPROMISE TEST PLANS 315

economically efficient in many applications. For example, if the accelerating vari-

ables are temperature and voltage, the test plans need only two chambers (one for
each temperature) because each one can accommodate two groups of test units
simultaneously, each loaded with a different voltage. A similar example is the
test at higher temperatures and usage rates. Two groups of test units subjected to
the same temperature and different usage rates may be run concurrently in one
chamber.
Like test plans with one accelerating variable, the four test points here have
prespecified censoring times. In general, a test point with a lower stress level
needs a longer censoring time to produce enough failures. The censoring time for
the southwest point should be the longest one, whereas the one for the northeast
point should be shortest, if the total test time is fixed. In the situations where two
groups can be tested simultaneously on the same equipment, their censoring times
could be set equal. In addition to the censoring time, we also specify the high
levels of the two stresses. The levels should be as high as possible to yield more
failures and reduce the variance of the estimate at the use stresses; however, they
should not cause failure modes that are different from those at the use levels. The
low stress levels (the southwest point) and the corresponding sample allocation
are optimized to minimize the asymptotic variance of the MLE of the mean log
life at the use stresses. The southeast and northwest test points are each allocated
10% of the total sample size. G. Yang (2005) reports that such a choice results
in less than 20% increases in variance compared with the degenerate test plans,
which are statistically optimum and not useful in practice (Meeker and Escobar,
1998). Other specifications may be used, but need careful justification.
We use the following notation:

n = total sample size,

nij = number of test units allocated to test point (S1i , S2j ); i = 1, 2; j = 1, 2,
S1 , S2 = transformed stresses 1 and 2,
S1i = level i of S1 , i = 0, 1, 2; i = 0 implies use level; i = 2 implies high level,
S2j = level j of S2 , j = 0, 1, 2; j = 0 implies use level; j=2 implies high level,
ξ1i = (S1i − S12 )/(S10 − S12 ) and is the transformed stress factor for S1 ;
ξ10 = 1 for S10 , ξ12 = 0 for S12 ,
ξ2j = (S2j − S22 )/(S20 − S22 ) and is the transformed stress factor for S2 ;
ξ20 = 1 for S20 , ξ22 = 0 for S22 ,
πij = nij /n and is the proportion of total sample size n allocated to test
point (S1i , S2j ); i = 1, 2; j = 1, 2,
ηij = censoring time for test point (S1i , S2j ); i = 1, 2; j = 1, 2,
µij = location parameter value at test point (S1i , S2j ); i = 0, 1, 2; j = 0, 1, 2,
316 ACCELERATED LIFE TESTS

aij = [ln(ηij )−µ22 ]/σ and is the standardized censoring time; i=1, 2; j=1, 2,
b = (µ00 − µ20 )/σ,
c = (µ00 − µ02 )/σ.

Similar to the single accelerating variable case, the asymptotic variance of the
MLE of the mean, denoted x̂0.43 , at the use stresses (ξ10 = 1, ξ20 = 1) is given
by
σ2
Var[x̂0.43 (1, 1)] = V, (7.106)
n
where V is called the standardized variance. V is a function of aij , b, c, ξ1i , ξ2j ,
and πij (i = 1, 2; j = 1, 2), and independent of n and σ . The calculation of V
is given in, for example, Meeker and Escobar (1995), and G. Yang (2005). As
specified above, ξ12 = 0, ξ22 = 0, and π12 = π21 = 0.1. Given the preestimates
of aij , b, and c, the test plans choose the optimum values of ξ11 , ξ21 , and π11
by minimizing Var[x̂0.43 (1, 1)]. Because n and σ in (7.106) are constant, the
optimization model can be written as

Min(V ), (7.107)
ξ11 , ξ21 , π11

subject to ξ12 = 0, ξ22 = 0, π12 = π21 = 0.1, π22 = 1 − π11 − π12 − π21 , 0 ≤
ξ11 ≤ 1, 0 ≤ ξ21 ≤ 1, and 0 ≤ π11 ≤ 1.
Because x = ln(t), minimizing Var[x̂0.43 (1, 1)] is equivalent to minimizing the
asymptotic variance of the MLE of the mean log life of the Weibull distribution
at the use stresses.
The test plans contain six prespecified values (a11 , a12 , a21 , a22 , b, and c). To
tabulate the test plans in a manageable manner, we consider only two different
censoring times, one for the southwest and northwest points and the other for
the southeast and northeast points. Therefore, a11 = a12 ≡ a1 and a21 = a22 ≡
a2 . This special case is realistic and often encountered in practice, because as
explained earlier, two groups may be tested concurrently on the same equipment
and are subjected to censoring at the same time. When a1 = a2 , all test points
have a common censoring time. Table 7.14 presents the values of ξ11 , ξ21 , π11 ,
and V for various sets (a1 , a2 , b, c). To find a plan from the table, one looks up
the value of c first, then b, a2 , and a1 in order. Linear interpolation may be needed
for a combination (a1 , a2 , b, c) not given in the table, but extrapolation outside
the table is not valid. For a combination (a1 , a2 , b, c) outside the table, numerical
calculation of the optimization model is necessary. The Excel spreadsheet for the
calculation is available from the author. After obtaining the standardized values,
we convert them to the transformed stress levels and sample allocations by using

S1i = S12 + ξ1i (S10 − S12 ), S2j = S22 + ξ2j (S20 − S22 ), nij = πij n.
(7.108)
Then S1i and S2j are further transformed back to the actual stress levels.
COMPROMISE TEST PLANS 317

TABLE 7.14 Compromise Test Plans for a Weibull Distribution with Two
Accelerating Variables
No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
1 2 2 2 2 0.637 0.769 0.769 10.3 46 4 3 3 4 0.605 0.635 0.610 10.4
2 3 2 2 2 0.730 0.912 0.934 4.2 47 5 3 3 4 0.658 0.754 0.732 5.7
3 2 2 3 2 0.584 0.597 0.636 18.8 48 2 2 4 4 0.511 0.389 0.389 59.8
4 3 2 3 2 0.644 0.706 0.770 8.1 49 3 2 4 4 0.545 0.441 0.455 29.0
5 4 2 3 2 0.724 0.868 0.935 3.8 50 4 2 4 4 0.579 0.529 0.545 15.1
6 2 2 4 2 0.555 0.486 0.543 29.8 51 5 3 4 4 0.614 0.642 0.648 8.4
7 3 2 4 2 0.599 0.577 0.660 13.3 52 4 4 4 4 0.572 0.547 0.547 14.9
8 4 2 4 2 0.654 0.706 0.798 6.5 53 5 4 4 4 0.612 0.648 0.648 8.4
9 2 2 5 2 0.538 0.409 0.474 43.2 54 6 4 4 4 0.661 0.761 0.762 5.0
10 3 2 5 2 0.570 0.488 0.579 19.8 55 2 2 5 4 0.500 0.339 0.353 78.6
11 4 2 5 2 0.611 0.596 0.700 10.0 56 3 2 5 4 0.529 0.387 0.414 38.4
12 2 2 2 3 0.584 0.636 0.597 18.8 57 4 2 5 4 0.556 0.464 0.494 20.4
13 3 2 2 3 0.648 0.731 0.710 8.3 58 3 3 5 4 0.524 0.401 0.419 37.9
14 4 2 2 3 0.729 0.893 0.871 3.9 59 4 3 5 4 0.552 0.472 0.494 20.3
15 2 2 3 3 0.548 0.516 0.516 29.9 60 5 3 5 4 0.584 0.561 0.585 11.6
16 3 2 3 3 0.596 0.593 0.610 13.8 61 5 4 5 4 0.583 0.563 0.585 11.6
17 4 2 3 3 0.651 0.718 0.737 6.8 62 6 4 5 4 0.622 0.661 0.685 7.1
18 3 3 3 3 0.592 0.618 0.618 13.5 63 2 2 6 4 0.493 0.300 0.322 99.9
19 4 3 3 3 0.647 0.732 0.737 6.7 64 3 2 6 4 0.517 0.345 0.381 49.1
20 5 3 3 3 0.719 0.878 0.883 3.6 65 4 2 6 4 0.540 0.414 0.454 26.4
21 2 2 4 3 0.528 0.432 0.454 43.6 66 3 3 6 4 0.513 0.354 0.385 48.6
22 3 2 4 3 0.565 0.500 0.539 20.5 67 4 3 6 4 0.537 0.419 0.454 26.3
23 4 2 4 3 0.606 0.603 0.646 10.4 68 5 3 6 4 0.563 0.498 0.535 15.3
24 3 3 4 3 0.562 0.514 0.544 20.2 69 5 4 6 4 0.563 0.499 0.535 15.3
25 4 3 4 3 0.603 0.612 0.646 10.4 70 6 4 6 4 0.594 0.586 0.625 9.4
26 5 3 4 3 0.655 0.731 0.767 5.7 71 2 2 7 4 0.488 0.269 0.297 123.7
27 2 2 5 3 0.515 0.371 0.404 59.7 72 3 2 7 4 0.508 0.311 0.353 61.0
28 3 2 5 3 0.544 0.431 0.483 28.4 73 4 2 7 4 0.527 0.374 0.421 33.0
29 4 2 5 3 0.577 0.521 0.578 14.8 74 3 3 7 4 0.505 0.317 0.355 60.5
30 3 3 5 3 0.542 0.440 0.486 28.2 75 4 3 7 4 0.525 0.378 0.421 32.9
31 4 3 5 3 0.575 0.526 0.578 14.7 76 5 3 7 4 0.547 0.448 0.495 19.4
32 5 3 5 3 0.615 0.628 0.684 8.3 77 4 4 7 4 0.524 0.378 0.421 32.9
33 2 2 6 3 0.507 0.324 0.365 78.3 78 5 4 7 4 0.547 0.449 0.495 19.4
34 3 2 6 3 0.530 0.380 0.439 37.5 79 6 4 7 4 0.574 0.527 0.577 12.1
35 4 2 6 3 0.556 0.459 0.526 19.8 80 2 2 2 5 0.538 0.474 0.409 43.2
36 3 3 6 3 0.528 0.385 0.440 37.4 81 3 2 2 5 0.581 0.533 0.484 20.7
37 4 3 6 3 0.555 0.464 0.528 19.8 82 4 2 2 5 0.625 0.641 0.592 10.4
38 5 3 6 3 0.587 0.551 0.620 11.3 83 2 2 3 5 0.515 0.404 0.371 59.7
39 2 2 2 4 0.555 0.543 0.486 29.8 84 3 2 3 5 0.552 0.453 0.432 29.2
40 3 2 2 4 0.606 0.615 0.575 13.8 85 4 2 3 5 0.586 0.543 0.523 15.2
41 4 2 2 4 0.663 0.744 0.704 6.8 86 3 3 3 5 0.542 0.486 0.440 28.2
42 2 2 3 4 0.528 0.454 0.432 43.6 87 4 3 3 5 0.578 0.562 0.522 14.9
43 3 2 3 4 0.569 0.513 0.506 20.8 88 5 3 3 5 0.620 0.663 0.627 8.4
44 4 2 3 4 0.611 0.617 0.611 10.6 89 2 2 4 5 0.500 0.353 0.339 78.6
45 3 3 3 4 0.562 0.544 0.514 20.2 90 3 2 4 5 0.532 0.395 0.393 38.9
318 ACCELERATED LIFE TESTS

TABLE 7.14 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
91 4 2 4 5 0.560 0.473 0.472 20.6 136 6 5 8 5 0.542 0.444 0.480 18.8
92 3 3 4 5 0.524 0.419 0.401 37.9 137 2 2 3 6 0.507 0.365 0.324 78.3
93 4 3 4 5 0.554 0.487 0.472 20.4 138 3 2 3 6 0.540 0.407 0.378 38.9
94 5 3 4 5 0.587 0.575 0.562 11.7 139 4 2 3 6 0.569 0.486 0.459 20.5
95 4 4 4 5 0.551 0.495 0.475 20.2 140 3 3 3 6 0.528 0.440 0.385 37.4
96 5 4 4 5 0.584 0.583 0.563 11.6 141 4 3 3 6 0.560 0.505 0.457 20.2
97 6 4 4 5 0.623 0.682 0.661 7.1 142 5 3 3 6 0.595 0.593 0.549 11.6
98 2 2 5 5 0.491 0.312 0.312 100.0 143 2 2 4 6 0.493 0.322 0.300 99.9
99 3 2 5 5 0.518 0.351 0.362 49.8 144 3 2 4 6 0.523 0.359 0.347 50.2
100 4 2 5 5 0.542 0.419 0.432 26.8 145 4 2 4 6 0.548 0.428 0.418 26.9
101 3 3 5 5 0.511 0.369 0.369 48.8 146 4 3 4 6 0.539 0.443 0.417 26.5
102 4 3 5 5 0.536 0.430 0.432 26.6 147 5 3 4 6 0.568 0.521 0.498 15.4
103 5 3 5 5 0.564 0.508 0.513 15.5 148 4 4 4 6 0.536 0.455 0.421 26.2
104 5 4 5 5 0.562 0.513 0.513 15.4 149 5 4 4 6 0.563 0.532 0.498 15.3
105 6 4 5 5 0.593 0.600 0.601 9.5 150 6 4 4 6 0.596 0.619 0.585 9.5
106 5 5 5 5 0.561 0.513 0.513 15.4 151 2 2 5 6 0.484 0.288 0.279 123.9
107 6 5 5 5 0.593 0.601 0.601 9.5 152 3 2 5 6 0.511 0.322 0.322 62.7
108 2 2 6 5 0.484 0.279 0.288 123.9 153 4 2 5 6 0.532 0.383 0.385 34.0
109 3 2 6 5 0.508 0.316 0.337 62.0 154 3 3 5 6 0.502 0.341 0.329 61.0
110 4 2 6 5 0.528 0.377 0.400 33.7 155 4 3 5 6 0.525 0.395 0.385 33.6
111 3 3 6 5 0.502 0.329 0.341 61.0 156 5 3 5 6 0.549 0.465 0.458 19.8
112 4 3 6 5 0.524 0.385 0.400 33.5 157 4 4 5 6 0.523 0.402 0.388 33.4
113 5 3 6 5 0.547 0.455 0.473 19.7 158 5 4 5 6 0.545 0.473 0.458 19.7
114 5 4 6 5 0.545 0.458 0.473 19.7 159 6 4 5 6 0.572 0.550 0.536 12.3
115 6 4 6 5 0.572 0.536 0.553 12.3 160 5 5 5 6 0.545 0.473 0.458 19.7
116 5 5 6 5 0.545 0.458 0.473 19.7 161 6 5 5 6 0.571 0.553 0.537 12.3
117 6 5 6 5 0.571 0.537 0.553 12.3 162 3 3 6 6 0.494 0.307 0.307 74.8
118 2 2 7 5 0.480 0.252 0.268 150.3 163 4 3 6 6 0.514 0.356 0.359 41.5
119 3 2 7 5 0.500 0.288 0.314 75.4 164 5 3 6 6 0.534 0.420 0.425 24.6
120 4 2 7 5 0.518 0.343 0.374 41.3 165 4 4 6 6 0.513 0.361 0.361 41.3
121 3 3 7 5 0.495 0.297 0.318 74.5 166 5 4 6 6 0.532 0.425 0.425 24.5
122 4 3 7 5 0.514 0.349 0.374 41.1 167 6 4 6 6 0.555 0.496 0.497 15.5
123 5 3 7 5 0.534 0.413 0.440 24.4 168 5 5 6 6 0.532 0.425 0.425 24.5
124 5 4 7 5 0.533 0.415 0.440 24.4 169 6 5 6 6 0.554 0.497 0.497 15.5
125 6 4 7 5 0.555 0.485 0.513 15.4 170 6 6 6 6 0.554 0.497 0.497 15.5
126 5 5 7 5 0.533 0.415 0.440 24.4 171 3 3 7 6 0.488 0.279 0.288 89.7
127 6 5 7 5 0.555 0.486 0.513 15.4 172 4 3 7 6 0.506 0.325 0.337 50.0
128 3 2 8 5 0.493 0.264 0.295 90.0 173 5 3 7 6 0.523 0.384 0.397 29.9
129 4 2 8 5 0.509 0.315 0.351 49.6 174 4 4 7 6 0.505 0.328 0.338 49.9
130 3 3 8 5 0.490 0.270 0.298 89.2 175 5 4 7 6 0.522 0.386 0.397 29.9
131 4 3 8 5 0.506 0.319 0.350 49.4 176 6 4 7 6 0.541 0.452 0.464 19.0
132 4 4 8 5 0.506 0.320 0.351 49.4 177 5 5 7 6 0.522 0.387 0.397 29.9
133 5 4 8 5 0.523 0.379 0.412 29.5 178 6 5 7 6 0.541 0.452 0.464 19.0
134 6 4 8 5 0.542 0.444 0.480 18.8 179 6 6 7 6 0.541 0.452 0.464 19.0
135 5 5 8 5 0.523 0.379 0.412 29.5 180 3 3 8 6 0.483 0.255 0.271 105.9
COMPROMISE TEST PLANS 319

TABLE 7.14 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
181 4 3 8 6 0.499 0.299 0.317 59.3 220 5 5 7 7 0.513 0.363 0.363 35.8
182 5 3 8 6 0.514 0.353 0.374 35.7 221 6 5 7 7 0.530 0.424 0.424 22.9
183 4 4 8 6 0.498 0.301 0.318 59.2 222 6 6 7 7 0.530 0.424 0.424 22.9
184 5 4 8 6 0.513 0.355 0.374 35.6 223 4 4 8 7 0.477 0.276 0.299 70.0
185 6 4 8 6 0.530 0.415 0.436 22.8 224 5 4 8 7 0.506 0.334 0.342 42.2
186 5 5 8 6 0.513 0.355 0.374 35.6 225 6 4 8 7 0.521 0.390 0.399 27.1
187 6 5 8 6 0.531 0.416 0.436 22.8 226 5 5 8 7 0.506 0.334 0.343 42.2
188 6 6 8 6 0.530 0.415 0.436 22.8 227 6 5 8 7 0.521 0.391 0.400 27.1
189 2 2 4 7 0.488 0.297 0.269 123.7 228 6 6 8 7 0.521 0.391 0.400 27.1
190 3 2 4 7 0.517 0.329 0.311 62.8 229 2 2 5 8 0.476 0.250 0.230 179.3
191 3 3 4 7 0.505 0.355 0.317 60.5 230 3 2 5 8 0.502 0.276 0.264 92.3
192 4 3 4 7 0.529 0.407 0.374 33.4 231 3 3 5 8 0.490 0.298 0.270 89.2
193 5 3 4 7 0.554 0.477 0.447 19.7 232 4 3 5 8 0.510 0.341 0.317 50.0
194 4 4 4 7 0.524 0.421 0.378 32.9 233 5 3 5 8 0.530 0.399 0.378 29.9
195 5 4 4 7 0.548 0.490 0.447 19.5 234 4 4 5 8 0.506 0.351 0.320 49.4
196 6 4 4 7 0.577 0.568 0.526 12.2 235 5 4 5 8 0.524 0.409 0.378 29.6
197 2 2 5 7 0.480 0.268 0.252 150.3 236 6 4 5 8 0.545 0.474 0.443 18.9
198 3 2 5 7 0.506 0.297 0.290 76.8 237 5 5 5 8 0.523 0.412 0.379 29.5
199 4 2 5 7 0.525 0.353 0.348 42.0 238 6 5 5 8 0.542 0.480 0.444 18.8
200 3 3 5 7 0.495 0.318 0.297 74.5 239 3 2 7 8 0.487 0.235 0.237 127.0
201 4 3 5 7 0.516 0.367 0.350 41.5 240 3 3 7 8 0.478 0.249 0.242 123.9
202 5 3 5 7 0.538 0.429 0.414 24.6 241 4 3 7 8 0.494 0.287 0.282 70.1
203 4 4 5 7 0.513 0.374 0.351 41.0 242 5 3 7 8 0.509 0.337 0.334 42.4
204 5 4 5 7 0.533 0.438 0.414 24.4 243 4 4 7 8 0.492 0.292 0.284 69.7
205 6 4 5 7 0.557 0.509 0.485 15.4 244 5 4 7 8 0.506 0.342 0.334 42.2
206 5 5 5 7 0.533 0.440 0.415 24.4 245 6 4 7 8 0.522 0.398 0.390 27.2
207 6 5 5 7 0.555 0.513 0.485 15.4 246 5 5 7 8 0.506 0.343 0.334 42.2
208 3 3 6 7 0.488 0.288 0.279 89.7 247 6 5 7 8 0.521 0.400 0.391 27.1
209 4 3 6 7 0.507 0.332 0.325 50.2 248 6 6 7 8 0.521 0.400 0.391 27.1
210 5 3 6 7 0.525 0.391 0.386 30.0 249 3 3 8 8 0.474 0.230 0.230 143.1
211 4 4 6 7 0.505 0.338 0.328 49.9 250 4 3 8 8 0.489 0.266 0.268 81.2
212 5 4 6 7 0.522 0.396 0.386 29.9 251 5 3 8 8 0.502 0.313 0.316 49.4
213 6 4 6 7 0.542 0.462 0.452 19.0 252 4 4 8 8 0.487 0.269 0.269 80.9
214 5 5 6 7 0.522 0.397 0.387 29.9 253 5 4 8 8 0.499 0.316 0.316 49.2
215 6 5 6 7 0.541 0.464 0.452 19.0 254 6 4 8 8 0.513 0.369 0.369 31.8
216 6 6 6 7 0.541 0.464 0.452 19.0 255 5 5 8 8 0.499 0.317 0.317 49.2
217 4 4 7 7 0.498 0.308 0.308 59.4 256 6 5 8 8 0.513 0.369 0.369 31.8
218 5 4 7 7 0.513 0.362 0.363 35.8 257 6 6 8 8 0.513 0.369 0.369 31.8
219 6 4 7 7 0.530 0.423 0.424 22.9

Example 7.18 A sample of 70 air pumps is to undergo the combined con-

stant temperature and sinusoidal vibration testing to estimate the reliability at the
use condition. The use temperature and the root-mean-square (RMS) accelera-
tion are 40◦ C and 1.5Grms , respectively, and the maximum allowable values are
120◦ C and 12Grms . It is known that the life has a Weibull distribution. Based on
the Arrhenius relationship (7.5) and the life–vibration model (7.20), we model
320 ACCELERATED LIFE TESTS

the log characteristic life µ as a function of temperature T and Grms according

to (7.105), where S1 = 1/T and S2 = ln(Grms ). The prior-generation pump gives
the preestimates µ00 = 10, µ02 = 6.8, µ20 = 7.5, µ22 = 4.7, and σ = 0.53. The
censoring times are η11 = η12 = 900 hours and η21 = η22 = 450 hours. Deter-
mine the Yang compromise plan for the test.

SOLUTION From the preestimates given, we obtain

ln(900) − 4.7
a1 = a11 = a12 = = 3.97, a2 = a21 = a22 = 2.66,
0.53
10 − 7.5 10 − 6.8
b= = 4.72, c= = 6.04.
0.53 0.53
Since the values of both a2 and b are not covered in Table 7.14, repeated linear
interpolations are needed. First, find the plans for (a1 , a2 , b, c) = (4, 2, 4, 6) and
(4, 3, 4, 6), and make linear interpolation to (4, 2.66, 4, 6). Next, find the plans
for (4, 2, 5, 6) and (4, 3, 5, 6), and interpolate the plans to (4, 2.66, 5, 6). Then
interpolate the plans for (4, 2.66, 4, 6) and (4, 2.66, 5, 6) to (4, 2.66, 4.72, 6), and
obtain π11 = 0.531, ξ11 = 0.399, ξ21 = 0.394, and V = 31.8. For the purpose of
comparison, we calculate the optimization model directly for (3.97, 2.66, 4.72,
6.04) and get π11 = 0.530, ξ11 = 0.399, ξ21 = 0.389, and V = 32.6. In this case,
the linear interpolation results in a good approximation.

TABLE 7.15 Actual Compromise Test Plan for the Air Pump
Temperature RMS Acceleration Number of Censoring
Group (◦ C) (Grms ) Test Units Time (h)

1 84 5.3 37 900
2 84 12 7 900
3 120 5.3 7 450
4 120 12 19 450

12
10
S20
8
6
m

S22
4

2
0
S10 S12
S1

FIGURE 7.22 Interaction plot for temperature and vibration

COMPROMISE TEST PLANS 321

The standardized plan derived from the linear interpolations is converted to

the actual test plan using (7.108). The actual plan is summarized in Table 7.15.
When the test data are available, the transformed linear acceleration model
should be checked for adequacy. As a preliminary check using the preestimates,
we generate the interaction plot (Chapter 5) for the two stresses, as shown
in Figure 7.22. The two lines roughly parallel, indicating that the interaction
between the temperature and vibration is insignificant, and the linear model may
be adequate.

7.8.5 Lognormal Distribution with Two Accelerating Variables

The Yang compromise test plans for the lognormal distribution with two accel-
erating variables and a linear relationship are similar to those for the Weibull
distribution described in Section 7.8.4. They have the same assumptions (except
for the distribution), the same notation, the rectangular test points, and the same
sample allocations to the southeast and northwest points (π12 = π21 = 0.1). As
in the Weibull case, the lognormal plans also minimize the asymptotic variance
of the MLE of the mean log life at the use stresses. The test plans for various
sets (a1 , a2 , b, c) are given in Table 7.16.

Example 7.19 Refer to Example 7.18. If the life distribution of the air pump
is mistakenly modeled as lognormal and other data are the same as those in
Example 7.18, calculate the test plan. Comment on the sensitivity of the Yang
compromise test plan to the misspecification of life distribution.

SOLUTION For the preestimates in Example 7.18, Table 7.16 and linear inter-
polation yield the test plan π11 = 0.509, ξ11 = 0.422, ξ21 = 0.412, and V = 26.4.
These values are close to π11 = 0.507, ξ11 = 0.418, ξ21 = 0.407, and V = 27.0,
which are obtained from the direct calculation of the optimization model for the
set (3.97, 2.66, 4.72, 6.04). With the correct Weibull distribution, the approxi-
mate test plan yields the standardized variance of 32. The variance increase is
100 × (32 − 31.8)/31.8 = 0.6%, where 31.8 is the standardized variance derived
in Example 7.18. The small increase in variance indicates that the Yang compro-
mise test plan is robust against the incorrect choice of life distribution for the
preestimates given.

7.8.6 Tests with Higher Usage Rates

As discussed earlier, the life of some products may be measured by usage (e.g.,
mileage and cycles). In testing such products we often use an elevated stress
along with an increased usage rate to reduce the test time. The increase in usage
rate may prolong or shorten the usage to failure, and the effect can be modeled
by (7.21). Thus, such a test involves two accelerating variables. Suppose that
the relationship between the location parameter and the transformed stress S1
and usage rate S2 can be modeled with (7.105), where S2 = ln(f ) and f is
322 ACCELERATED LIFE TESTS

TABLE 7.16 Compromise Test Plans for a Lognormal Distribution with Two
Accelerating Variables
No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
1 2 2 2 2 0.565 0.708 0.708 9.3 46 4 3 3 4 0.574 0.640 0.617 9.0
2 3 2 2 2 0.666 0.847 0.861 4.0 47 5 3 3 4 0.630 0.747 0.730 5.1
3 2 2 3 2 0.527 0.564 0.602 15.9 48 2 2 4 4 0.477 0.374 0.374 47.7
4 3 2 3 2 0.595 0.685 0.737 7.2 49 3 2 4 4 0.512 0.451 0.460 23.7
5 4 2 3 2 0.681 0.826 0.885 3.5 50 4 2 4 4 0.551 0.540 0.556 12.9
6 2 2 4 2 0.506 0.469 0.525 24.4 51 5 3 4 4 0.590 0.649 0.656 7.4
7 3 2 4 2 0.556 0.574 0.646 11.4 52 4 4 4 4 0.546 0.558 0.558 12.6
8 4 2 4 2 0.618 0.695 0.776 5.8 53 5 4 4 4 0.589 0.656 0.657 7.3
9 2 2 5 2 0.493 0.401 0.467 34.5 54 6 4 4 4 0.639 0.759 0.761 4.4
10 3 2 5 2 0.532 0.494 0.576 16.5 55 2 2 5 4 0.469 0.328 0.341 62.0
11 4 2 5 2 0.580 0.599 0.693 8.7 56 3 2 5 4 0.498 0.398 0.420 31.1
12 2 2 2 3 0.527 0.602 0.564 15.9 57 4 2 5 4 0.531 0.478 0.507 17.2
13 3 2 2 3 0.598 0.713 0.690 7.3 58 3 3 5 4 0.497 0.406 0.422 30.7
14 4 2 2 3 0.685 0.847 0.837 3.6 59 4 3 5 4 0.528 0.487 0.507 17.0
15 2 2 3 3 0.503 0.491 0.491 24.7 60 5 3 5 4 0.563 0.574 0.598 10.0
16 3 2 3 3 0.555 0.591 0.602 11.7 61 5 4 5 4 0.562 0.578 0.599 10.0
17 4 2 3 3 0.616 0.708 0.727 6.0 62 6 4 5 4 0.603 0.670 0.693 6.2
18 3 3 3 3 0.553 0.607 0.607 11.5 63 2 2 6 4 0.463 0.292 0.315 78.1
19 4 3 3 3 0.612 0.724 0.728 5.9 64 3 2 6 4 0.488 0.356 0.388 39.5
20 5 3 3 3 0.687 0.850 0.858 3.2 65 4 2 6 4 0.516 0.429 0.468 22.0
21 2 2 4 3 0.488 0.415 0.437 35.2 66 3 3 6 4 0.487 0.362 0.389 39.1
22 3 2 4 3 0.529 0.504 0.536 17.0 67 4 3 6 4 0.514 0.435 0.468 21.9
23 4 2 4 3 0.576 0.607 0.647 9.0 68 5 3 6 4 0.544 0.514 0.551 13.1
24 3 3 4 3 0.528 0.514 0.540 16.8 69 5 4 6 4 0.543 0.517 0.552 13.1
25 4 3 4 3 0.573 0.617 0.647 8.9 70 6 4 6 4 0.577 0.600 0.638 8.2
26 5 3 4 3 0.628 0.728 0.762 5.0 71 2 2 7 4 0.459 0.263 0.292 95.8
27 2 2 5 3 0.478 0.360 0.394 47.4 72 3 2 7 4 0.481 0.323 0.360 48.8
28 3 2 5 3 0.512 0.440 0.485 23.3 73 4 2 7 4 0.505 0.390 0.435 27.5
29 4 2 5 3 0.550 0.531 0.585 12.6 74 3 3 7 4 0.480 0.327 0.362 48.4
30 3 3 5 3 0.511 0.446 0.488 23.1 75 4 3 7 4 0.503 0.394 0.435 27.3
31 4 3 5 3 0.548 0.538 0.585 12.5 76 5 3 7 4 0.529 0.466 0.512 16.6
32 5 3 5 3 0.591 0.636 0.688 7.2 77 4 4 7 4 0.503 0.395 0.436 27.2
33 2 2 6 3 0.471 0.318 0.360 61.3 78 5 4 7 4 0.529 0.468 0.513 16.5
34 3 2 6 3 0.499 0.390 0.444 30.5 79 6 4 7 4 0.558 0.543 0.592 10.6
35 4 2 6 3 0.531 0.472 0.535 16.7 80 2 2 2 5 0.493 0.467 0.401 34.5
36 3 3 6 3 0.499 0.394 0.446 30.3 81 3 2 2 5 0.540 0.544 0.493 17.1
37 4 3 6 3 0.530 0.477 0.535 16.6 82 4 2 2 5 0.593 0.641 0.601 9.1
38 5 3 6 3 0.565 0.565 0.629 9.8 83 2 2 3 5 0.478 0.394 0.360 47.4
39 2 2 2 4 0.506 0.525 0.469 24.4 84 3 2 3 5 0.516 0.466 0.442 23.8
40 3 2 2 4 0.562 0.616 0.575 11.7 85 4 2 3 5 0.558 0.554 0.537 12.9
41 4 2 2 4 0.627 0.730 0.700 6.0 86 3 3 3 5 0.511 0.488 0.446 23.1
42 2 2 3 4 0.488 0.437 0.415 35.2 87 4 3 3 5 0.550 0.574 0.536 12.7
43 3 2 3 4 0.531 0.521 0.509 17.2 88 5 3 3 5 0.596 0.668 0.636 7.4
44 4 2 3 4 0.581 0.621 0.618 9.2 89 2 2 4 5 0.469 0.341 0.328 62.0
45 3 3 3 4 0.528 0.540 0.514 16.8 90 3 2 4 5 0.500 0.409 0.403 31.4
COMPROMISE TEST PLANS 323

TABLE 7.16 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
91 4 2 4 5 0.535 0.488 0.488 17.4 136 6 5 8 5 0.528 0.463 0.499 16.3
92 3 3 4 5 0.497 0.422 0.406 30.7 137 2 2 3 6 0.471 0.360 0.318 61.3
93 4 3 4 5 0.529 0.502 0.487 17.1 138 3 2 3 6 0.506 0.423 0.391 31.3
94 5 3 4 5 0.565 0.587 0.577 10.1 139 4 2 3 6 0.543 0.501 0.476 17.4
95 4 4 4 5 0.528 0.509 0.490 16.9 140 3 3 3 6 0.499 0.446 0.394 30.3
96 5 4 4 5 0.563 0.597 0.577 10.0 141 4 3 3 6 0.533 0.522 0.474 17.0
97 6 4 4 5 0.603 0.688 0.670 6.2 142 5 3 3 6 0.573 0.604 0.563 10.1
98 2 2 5 5 0.462 0.302 0.302 78.5 143 2 2 4 6 0.463 0.315 0.292 78.1
99 3 2 5 5 0.489 0.364 0.371 40.0 144 3 2 4 6 0.492 0.374 0.359 40.1
100 4 2 5 5 0.518 0.436 0.449 22.4 145 4 2 4 6 0.524 0.445 0.436 22.5
101 3 3 5 5 0.487 0.373 0.373 39.3 146 4 3 4 6 0.516 0.461 0.435 22.1
102 4 3 5 5 0.514 0.446 0.449 22.1 147 5 3 4 6 0.548 0.537 0.515 13.3
103 5 3 5 5 0.544 0.524 0.530 13.3 148 4 4 4 6 0.514 0.469 0.437 21.8
104 5 4 5 5 0.543 0.530 0.530 13.2 149 5 4 4 6 0.544 0.548 0.516 13.1
105 6 4 5 5 0.576 0.613 0.614 8.3 150 6 4 4 6 0.579 0.630 0.598 8.3
106 5 5 5 5 0.542 0.531 0.531 13.2 151 2 2 5 6 0.457 0.280 0.271 96.6
107 6 5 5 5 0.576 0.615 0.615 8.3 152 3 2 5 6 0.482 0.336 0.333 49.9
108 2 2 6 5 0.457 0.271 0.280 96.6 153 4 2 5 6 0.509 0.401 0.403 28.2
109 3 2 6 5 0.481 0.328 0.345 49.5 154 3 3 5 6 0.479 0.347 0.335 48.8
110 4 2 6 5 0.506 0.395 0.417 28.0 155 4 3 5 6 0.503 0.412 0.403 27.8
111 3 3 6 5 0.479 0.335 0.347 48.8 156 5 3 5 6 0.531 0.483 0.476 17.0
112 4 3 6 5 0.502 0.402 0.416 27.7 157 4 4 5 6 0.502 0.418 0.404 27.5
113 5 3 6 5 0.529 0.473 0.491 16.8 158 5 4 5 6 0.528 0.490 0.477 16.8
114 5 4 6 5 0.528 0.477 0.492 16.7 159 6 4 5 6 0.557 0.565 0.553 10.8
115 6 4 6 5 0.556 0.552 0.569 10.7 160 5 5 5 6 0.527 0.492 0.478 16.7
116 5 5 6 5 0.527 0.478 0.492 16.7 161 6 5 5 6 0.556 0.569 0.554 10.7
117 6 5 6 5 0.556 0.554 0.570 10.7 162 3 3 6 6 0.001 0.591 0.591 100.3
118 2 2 7 5 0.453 0.246 0.262 116.5 163 4 3 6 6 0.001 0.721 0.591 79.5
119 3 2 7 5 0.474 0.299 0.322 60.0 164 5 3 6 6 0.001 0.856 0.592 68.5
120 4 2 7 5 0.496 0.360 0.389 34.1 165 4 4 6 6 0.001 0.722 0.722 59.2
121 3 3 7 5 0.473 0.304 0.324 59.3 166 5 4 6 6 0.001 0.859 0.723 48.6
122 4 3 7 5 0.494 0.366 0.389 33.9 167 6 4 6 6 0.001 0.999 0.723 42.4
123 5 3 7 5 0.517 0.431 0.459 20.8 168 5 5 6 6 0.001 0.861 0.861 38.1
124 5 4 7 5 0.516 0.434 0.459 20.7 169 6 5 6 6 0.001 0.999 0.862 32.1
125 6 4 7 5 0.541 0.503 0.531 13.4 170 6 6 6 6 0.001 0.999 0.999 26.2
126 5 5 7 5 0.516 0.435 0.460 20.7 171 3 3 7 6 0.001 0.507 0.591 118.9
127 6 5 7 5 0.540 0.504 0.532 13.4 172 4 3 7 6 0.001 0.618 0.592 90.8
128 3 2 8 5 0.469 0.275 0.303 71.4 173 5 3 7 6 0.001 0.735 0.592 76.0
129 4 2 8 5 0.489 0.332 0.366 40.9 174 4 4 7 6 0.001 0.620 0.723 70.3
130 3 3 8 5 0.468 0.279 0.305 70.7 175 5 4 7 6 0.001 0.738 0.724 55.9
131 4 3 8 5 0.487 0.336 0.366 40.6 176 6 4 7 6 0.001 0.859 0.724 47.6
132 4 4 8 5 0.487 0.337 0.367 40.5 177 5 5 7 6 0.001 0.739 0.861 45.3
133 5 4 8 5 0.507 0.399 0.432 25.0 178 6 5 7 6 0.001 0.861 0.862 37.2
134 6 4 8 5 0.528 0.463 0.499 16.3 179 6 6 7 6 0.001 0.862 0.999 31.2
135 5 5 8 5 0.507 0.399 0.432 25.0 180 3 3 8 6 0.001 0.444 0.591 140.2
324 ACCELERATED LIFE TESTS

TABLE 7.16 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
181 4 3 8 6 0.001 0.542 0.592 103.8 220 5 5 7 7 0.001 0.739 0.739 52.6
182 5 3 8 6 0.001 0.644 0.593 84.7 221 6 5 7 7 0.001 0.861 0.740 44.3
183 4 4 8 6 0.001 0.543 0.723 82.9 222 6 6 7 7 0.001 0.862 0.862 36.2
184 5 4 8 6 0.001 0.646 0.724 64.3 223 4 4 8 7 0.001 0.543 0.620 94.3
185 6 4 8 6 0.001 0.753 0.724 53.5 224 5 4 8 7 0.001 0.646 0.621 75.4
186 5 5 8 6 0.001 0.647 0.862 53.6 225 6 4 8 7 0.001 0.753 0.621 64.4
187 6 5 8 6 0.001 0.754 0.863 43.0 226 5 5 8 7 0.001 0.647 0.739 61.0
188 6 6 8 6 0.001 0.755 0.999 36.9 227 6 5 8 7 0.001 0.754 0.740 50.2
189 2 2 4 7 0.001 0.703 0.401 171.3 228 6 6 8 7 0.001 0.755 0.862 42.0
190 3 2 4 7 0.486 0.346 0.324 49.8 229 2 2 5 8 0.001 0.563 0.351 236.7
191 3 3 4 7 0.480 0.362 0.327 48.4 230 3 2 5 8 0.474 0.292 0.276 72.6
192 4 3 4 7 0.506 0.426 0.393 27.7 231 3 3 5 8 0.468 0.305 0.279 70.7
193 5 3 4 7 0.535 0.495 0.466 16.9 232 4 3 5 8 0.489 0.360 0.335 41.0
194 4 4 4 7 0.503 0.436 0.395 27.2 233 5 3 5 8 0.512 0.419 0.397 25.5
195 5 4 4 7 0.530 0.508 0.466 16.6 234 4 4 5 8 0.487 0.367 0.337 40.5
196 6 4 4 7 0.560 0.581 0.541 10.7 235 5 4 5 8 0.507 0.428 0.397 25.1
197 2 2 5 7 0.453 0.262 0.246 116.5 236 6 4 5 8 0.531 0.492 0.461 16.5
198 3 2 5 7 0.477 0.312 0.302 60.7 237 5 5 5 8 0.507 0.432 0.399 25.0
199 4 2 5 7 0.503 0.372 0.366 34.7 238 6 5 5 8 0.529 0.498 0.462 16.3
200 3 3 5 7 0.473 0.324 0.304 59.3 239 3 2 7 8 0.462 0.247 0.247 99.6
201 4 3 5 7 0.495 0.384 0.366 34.1 240 3 3 7 8 0.459 0.255 0.248 97.8
202 5 3 5 7 0.520 0.448 0.433 21.0 241 4 3 7 8 0.476 0.304 0.298 57.1
203 4 4 5 7 0.493 0.390 0.368 33.7 242 5 3 7 8 0.494 0.356 0.353 35.9
204 5 4 5 7 0.516 0.457 0.433 20.8 243 4 4 7 8 0.474 0.307 0.300 56.7
205 6 4 5 7 0.542 0.526 0.503 13.5 244 5 4 7 8 0.491 0.361 0.353 35.6
206 5 5 5 7 0.516 0.460 0.435 20.7 245 6 4 7 8 0.509 0.416 0.409 23.6
207 6 5 5 7 0.541 0.531 0.504 13.4 246 5 5 7 8 0.491 0.362 0.354 35.5
208 3 3 6 7 0.001 0.591 0.507 118.9 247 6 5 7 8 0.508 0.419 0.410 23.5
209 4 3 6 7 0.001 0.721 0.507 97.7 248 6 6 7 8 0.508 0.419 0.410 23.4
210 5 3 6 7 0.001 0.856 0.507 86.5 249 3 3 8 8 0.001 0.444 0.444 181.1
211 4 4 6 7 0.001 0.723 0.620 70.3 250 4 3 8 8 0.001 0.542 0.445 143.8
212 5 4 6 7 0.001 0.860 0.620 59.4 251 5 3 8 8 0.001 0.644 0.445 124.0
213 6 4 6 7 0.001 0.999 0.621 53.1 252 4 4 8 8 0.001 0.543 0.543 107.3
214 5 5 6 7 0.001 0.861 0.739 45.3 253 5 4 8 8 0.001 0.646 0.544 88.2
215 6 5 6 7 0.001 0.999 0.739 39.2 254 6 4 8 8 0.001 0.753 0.544 77.0
216 6 6 6 7 0.001 0.999 0.862 31.2 255 5 5 8 8 0.001 0.647 0.647 69.4
217 4 4 7 7 0.001 0.620 0.620 81.5 256 6 5 8 8 0.001 0.754 0.648 58.6
218 5 4 7 7 0.001 0.738 0.621 66.9 257 6 6 8 8 0.001 0.755 0.755 47.9
219 6 4 7 7 0.001 0.859 0.621 58.4

the usage rate in original units. Then the two-variable test plans for the Weibull
and lognormal distributions are immediately applicable if we specify the censor-
ing usages—not the censoring times. In many applications, censoring times are
predetermined for convenient management of test resources. Then the censoring
usages depend on the respective usage rates, which are to be optimized. This
results in a small change in the optimization models (G. Yang, 2005). But the
COMPROMISE TEST PLANS 325

test plans given in Tables 7.14 and 7.16 are still applicable by using aij , b, and
c calculated from


1 1 f2
aij = [ln(ηij f2 ) − µ22 ] = ln(ηij f2 ) − µ20 − B ln ,
σ σ f0
1
b= (µ00 − µ20 ), (7.109)
σ



1 f2 1 f2
c= µ00 − µ02 + ln = (1 − B) ln ,
σ f0 σ f0
where ηij is the censoring time, B the usage rate effect parameter in (7.21), and
f0 and f2 the usual and maximum allowable usage rates, respectively. Note that
the units of usage rate should be in accordance with those of the censoring time.
For example, if the usage rate is in cycles per hour, the censoring time should
be in hours.

Example 7.20 In Example 7.15 we presented the actual Yang compromise plan
for testing the compact electromagnetic relays at higher temperatures and switch-
ing rates. Develop the test plan for which the necessary data were given in
Example 7.15; that is, the use temperature is 30◦ C, the maximum allowable tem-
perature is 125◦ C, the usual switching rate is 5 cycles per minute, the maximum
allowable switching rate is 30 cycles per minute, the sample size is 120, the cen-
soring time at 125◦ C is 96 hours, and the censoring time at the low temperature
(to be optimized) is 480 hours.

SOLUTION The test of similar relays at 125◦ C and 5 cycles per minute showed
that the cycles to failure can be modeled with the Weibull distribution with shape
parameter 1.2 and characteristic life 56,954 cycles. These estimates approximate
the shape parameter and characteristic life of the compact relays under study. Thus
we have σ = 1/1.2 = 0.83 and µ20 = ln(56, 954) = 10.95. Using the reliability
prediction handbook MIL-HDBK-217F (U.S. DoD, 1995), we preestimate the fail-
ure rates to be 1.39 × 10−4 failures per hour or 0.46 × 10−6 failure per cycle at a
switching rate of 5 cycles per minute, and 14.77 × 10−4 failures per hour or 0.82 ×
10−6 failures per cycle at a switching rate of 30 cycles per minute. The preestimates
of the location parameters of the log life are obtained from (7.103) as µ00 = 14.66
and µ02 = 14.08. From (7.21), the preestimate of B is
µ00 − µ02 14.66 − 14.08
B= = = −0.324.
ln(f0 ) − ln(f2 ) ln(5) − ln(30)
Since B = −0.324 < 1, increasing switching rate shortens the test length.
Using the preestimates and the censoring times given, we have
1
a1 = a11 = a12 = [ln(480 × 30 × 60) − 10.95 + 0.324 ln(30/5)] = 3.98,
0.83
a2 = a21 = a22 = 2.04,
1 1
b= (14.66 − 10.95) = 4.47, c= (1 + 0.324) ln(30/5) = 2.86.
0.83 0.83
326 ACCELERATED LIFE TESTS

As in Example 7.18, Table 7.14 and repeated linear interpolations can yield the
test plan for (4, 2, 4.47, 2.86). Here we calculate the optimization model (7.107)
directly and obtain π11 = 0.604, ξ11 = 0.57, and ξ21 = 0.625. The standardized
test plan is then transformed to the actual test plan using (7.108). The actual plan
is shown in Table 7.9.

7.9 HIGHLY ACCELERATED LIFE TESTS

In contrast to the quantitative ALTs presented in previous sections, the highly
accelerated life test (HALT) is qualitative. It is not intended for estimating prod-
uct reliability. Rather, HALT is used in the early design and development phase
to reveal the potential failure modes that would probably occur in field oper-
ation. Any failures observed in testing are treated seriously. Failure analysis
is performed to determine the causes. Then appropriate corrective actions are
developed and implemented, followed by confirmation of the effectiveness of
the remedy. Once a failure mode is eliminated, the reliability of the product
is increased to a higher level. Clearly, the primary purpose of HALT is not to
measure, but to improve reliability.
HALT is aimed at stimulating failures effectively and efficiently. To accom-
plish this, one often uses the most effective test stresses, which may or may
not be seen in service. In other words, it is not necessary to duplicate the field
operating stresses. For instance, a pacemaker can be subjected to a wide range
of thermal cycles in testing to produce a disconnection of solder joints, although
it never encounters such stressing in the human body. Stresses frequently used
include temperature, thermal cycling, humidity, vibration, voltage, and any other
stimulus highly capable of generating failures in a short time. The stresses are
applied in step-up fashion; that is, the severity of the stresses is increased pro-
gressively until a failure occurs. Unlike the quantitative ALT, HALT allows a
stress to exceed the operational limit and reach the destruction limit, as the pur-
pose is to discover potential failure modes. Once a failure is produced, a failure
analysis is performed, followed by the development and implementation of the
corrective action. The improved product is then subjected to the next HALT for
confirming the effectiveness of the fix and identifying new failure modes. Appar-
ently, a complete HALT process is a test–fix–test process, but it is considerably
more powerful than the traditional test–fix–test cycle in terms of efficiency. For
detailed description of HALT, see Hobbs (2000) and O’Connor (2001). Examples
of HALT application are given in Becker and Ruth (1998), Silverman (1998),
and Misra and Vyas (2003).
Due to the lack of direct correlation between the test stresses and the actual
operational stresses, there is no guarantee that HALT-produced failure modes
would occur in the field. Although eradication of all observed failure modes
certainly improves reliability, it can lead to overdesign, which leads to unneces-
sary design expenditure and time. Therefore, it is critical to review every failure
induced by HALT, and to identify and fix those that will affect customers. The
work is difficult, but essential. Some design reliability techniques such as FMEA
are helpful for this purpose.
PROBLEMS 327

TABLE 7.17 Differences Between HALT and Quantitative ALT

Aspect HALT Quantitative ALT

Purpose Improve reliability Measure reliability

When to conduct Design and development Design and development phase
phase and after
Type of stress Any, as long as effective Field stress
Severity of stress Up to destruction limit Below operational limit
Stress loading pattern Step stress Constant, step, progressive,
cyclic, or random stress
Test time Short Long
Censoring No Possible
Sample size Small Larger
Acceleration model Not useful Required
Life data analysis No Yes
Failure analysis Yes Optional
Failure modes to occur Uncertain Yes
in field
Failure due mainly to: Design mistake Lack of robustness and design
mistake
Confirmation test Required No

We have seen above that the stress levels used in a HALT can exceed the
operational limit, and the resulting failure modes may be different from those in
the field. Such a test may violate the fundamental assumptions for quantitative
ALT. Thus, the lifetimes from a HALT cannot be extrapolated to design stresses
for reliability estimation. Conversely, the quantitative test plans described earlier
are inept for HALT development or debugging. The differences between the two
approaches are summarized in Table 7.17.

PROBLEMS
7.1 Develop an accelerated life test plan for estimating the reliability of a prod-
uct of your choice (e.g., paper clip, light bulb, hair drier). The plan should
include the acceleration method, stress type (constant temperature, thermal
cycling, voltage, etc.), stress levels, sample size, censoring times, failure
definition, data collection method, acceleration model, and data analysis
method, which should be determined before data are collected. Justify the
test plan. Write this plan as a detailed proposal to your management.
7.2 Explain the importance of possessing understanding of the effects of a
stress to be applied when one is planning an accelerated test. What types
of stresses may be suitable for accelerating metal corrosion? What stresses
accelerate conductor electromigration?
7.3 List the stresses that can accelerate fatigue failure, and explain the fatigue
mechanism under each stress.
328 ACCELERATED LIFE TESTS

TABLE 7.18 Life Data of the Electromechanical Assembly

Mechanical Operating Rate Number of
Group Load (kgf) (cycles/min) Test Units Life (103 cycles)

1 8 10 16 20.9, 23.8, 26.8, 39.1, 41.5, 51.5,

55.9, 69.4, 70, 70.5, 79.6, 93.6,
131.9, 154, 155.9, 229.9
2 16 10 10 4.8, 6.8, 8.7, 14.8, 15.7, 16.6, 18.9,
21.3, 27.6, 58.6
3 8 20 10 10.5, 12.7, 18, 22.4, 26.2, 28, 29.3,
34.9, 61.5, 82.4
4 16 20 10 0.9, 1.8, 3.1, 5, 6.3, 6.6, 7.4, 8.7,
10.3, 12.1

7.4 An electromechanical assembly underwent testing at elevated mechanical

load and higher operating rates. The test conditions and fatigue life data are
given in Table 7.18.
(a) Plot the interaction graph for the mechanical load and operating rate
where the response is the log median life. Comment on the interaction.
(b) Plot the main effects for the mechanical load and operating rate where
the response is the log median life. Do the two stresses have significant
effects on the life?
(c) Suppose that both the life–mechanical load and life–operating rate rela-
tions can be modeled adequately with the inverse power relationship.
Write down the acceleration model: the relationship between the median
life and the mechanical load and operating rate.
(d) Estimate the relationship parameters, and comment on the adequacy of
the relationship.
(e) Calculate the acceleration factor between the median life at the test
condition (16 kgf and 20 cycles per minute) and the median life at the
use condition (2.5 kgf and 5 cycles per minute).
(f) What is the estimate of median life at the use condition?
7.5 Explain the differences between the failure mechanisms described by the
Coffin–Manson relationship and the Norris–Landzberg relationship.
7.6 Explain why increasing a usage rate does not necessarily reduce the test
time. What are the possible consequences of ignoring the usage rate effects?
7.7 Propose methods for estimating the parameters of the Eyring relation-
ship (7.8) and the generalized Eyring relationship (7.27) through the linear
regression analysis.
7.8 Refer to Problem 7.4.
(a) Plot the life data of each test group on lognormal probability paper.
(b) Plot the life data of each test group on Weibull probability paper.
PROBLEMS 329

(c) Decide which life distribution fits better. Explain your choice.
(d) Estimate the parameters of the selected distribution for each test group.
(e) Suppose that the test units of group 1 were censored at 1 × 105 cycles.
Plot the life data of this group on the probability paper selected in part
(c). Does this distribution still look adequate? Estimate the distribution
parameters and compare them with those obtained in part (d).
7.9 A preliminary test on a valve was conducted to obtain a preestimate of the
life distribution, which would be used for the subsequent optimal design
of accelerated life tests. In the test, 10 units were baked at the maximum
allowable temperature and yielded the following life data (103 cycles): 67.4,
73.6∗ , 105.6, 115.3, 119.3, 127.5, 170.8, 176.2, 200.0∗ , 200.0∗ , where an
asterisk implies censored. Historical data suggest that the valve life is ade-
quately described by the Weibull distribution.
(a) Plot the life data on Weibull probability paper.
(b) Comment on the adequacy of the Weibull distribution.
(c) Estimate the Weibull parameters.
(d) Calculate the B10 life.
(e) Estimate the probability of failure at 40,000 cycles.
(f) Use an acceleration factor of 35.8 between the test temperature and the
use temperature, and estimate the characteristic life at the use tempe-
rature.
7.10 Refer to Problem 7.9.
(a) Do Problem 7.9 (c)–(f) using the maximum likelihood method.
(b) Comment on the differences between the results from part (a) and those
from Problem 7.9.
(c) Calculate the two-sided 90% confidence intervals for the Weibull param-
eters, B10 life, and the probability of failure at 40,000 cycles at the test
temperature.
7.11 Refer to Example 7.3.
(a) Plot the life data of the three groups on the same Weibull probability
paper.
(b) Plot the life data of the three groups on the same lognormal probability
paper.
(c) Does the Weibull or lognormal distribution fit better? Select the better
one to model the life.
(d) Comment on the parallelism of the three lines on the probability paper
of the distribution selected.
(e) For each test voltage, estimate the (transformed) location and scale
parameters.
(f) Estimate the common (transformed) scale parameter.
330 ACCELERATED LIFE TESTS

TABLE 7.19 Test Conditions and Life Data for the GaAs pHEMT Switches
Temperature Relative Number of Censoring Failure Times
(◦ C) Humidity (%) Devices Censored Time (h) (h)

115 85 1 340 74, 200, 200, 290, 305

130 85 3 277 105, 160, 245
130 95 2 120 58, 65, 90, 105
145 85 0 181 8.5, 5 × [20, 70], 105,
110, 110, 140, 181

(g) Estimate the distribution parameters at the rated voltage of 50 V.

(h) Estimate the MTTF at 50 V, and compare the result with the mean life
estimate obtained in Example 7.3.
7.12 Repeat Problem 7.11 (e)–(h) using the maximum likelihood method.
7.13 Ersland et al. (2004) report the results of dc biased life tests performed
on GaAs pHEMT switches under elevated temperature and humidity. The
approximate life data are shown in Table 7.19, where 5 × [20, 70] means
that 5 failures occurred between 20 and 70 hours.
(a) Plot the life data of the four groups on the same lognormal probability
paper. Comment on the adequacy of the lognormal distribution.
(b) Is it evident that the lognormal shape parameter is dependent on the test
condition? What factor may contribute to the peculiarity?
(c) Write down an acceleration relationship for the test.
(d) Using a constant shape parameter, work out the total sample log likeli-
hood function.
(e) Estimate the model parameters.
(f) Calculate the two-sided 90% confidence intervals for the activation
energy and the relative humidity exponent.
(g) Are the activation energy and relative humidity exponent statistically
different from the empirical ones, which Hallberg and Peck (1991)
report: 0.9 eV and −3?
(h) Estimate the 10th percentile at the use condition 30◦ C and 45% relative
humidity.
(i) Calculate the two-sided 90% confidence interval for the 10th percentile
at the use condition.
7.14 Accelerated life tests are to be conducted to evaluate the reliability of a
type of laser diode at a use current of 30 mA. A sample of 85 units is
available for testing at three elevated levels of current. The high level is
the maximum allowable current of 220 mA. The censoring times are 500
hours at the high level, 880 hours at the middle level, and 1050 hours
at the low level of current. The life of the diodes is modeled with the
lognormal distribution with shape parameter 1.1. The scale parameters at
PROBLEMS 331

30 and 220 mA are preestimated to be 6.2 and 11.7, respectively. Design

the Yang compromise test plan.
7.15 Refer to Example 7.3. Suppose that the test data have to be analyzed at
2000 hours and that the maximum allowable voltage is 120 V.
(a) Develop the Yang compromise test plan. Use the data given in the
example to calculate the unknowns for the test plan.
(b) Compute the standardized variance for the test plan used in the example.
(c) What is the variance increase ratio?
(d) If a test unit were lost at the low level during testing, what would be
the variance increase ratios for the two test plans? Which test plan is
more sensitive to the loss of a test unit?
7.16 A sample of 65 hydraulic components is to be tested at elevated tempera-
ture and pressure in order to estimate the reliability at a use condition. The
use temperature is 50◦ C and the normal pressure is 9.18 × 106 Pa, while
the maximum allowable ones are 130◦ C and 32.3 × 106 Pa. Data analy-
sis for the prior-generation product indicates that the life can be modeled
with a Weibull distribution with shape parameter 2.3. The characteristic
lives are 12,537, 1085, and 3261 hours at the use condition, 130◦ C and
9.18 × 106 Pa, and 50◦ C and 32.3 × 106 Pa, respectively.
(a) Write down the acceleration relationship, assuming no interaction bet-
ween the temperature and pressure.
(b) Preestimate the characteristic life at 130◦ C and 32.3 × 106 Pa.
(c) Design the Yang compromise test plan, given that the test at low tem-
perature is censored at 960 hours and the test at the high temperature
is censored at 670 hours.
7.17 Describe the HALT process, and explain the role of a HALT in planning a
quantitative ALT.
8
DEGRADATION TESTING AND
ANALYSIS

8.1 INTRODUCTION

As explained in Chapter 7, the accelerated life test is an important task in nearly

all effective reliability programs. In today’s competitive business environment,
the time allowed for testing is continuously reduced. On the other hand, products
become more reliable thanks to advancements in technology and manufacturing
capability. So it is not uncommon that accelerated life tests yield no or few
failures at low stress levels. In these situations it is difficult or impossible to ana-
lyze the life data and make meaningful inferences about product reliability. For
some products whose performance characteristics degrade over time, a failure
is said to have occurred when a performance characteristic crosses a specified
threshold. Such a failure, called a soft failure, is discussed in Chapters 2 and 5.
Degradation of the characteristic indicates a deterioration in reliability. The mea-
surements of the characteristic contain much useful and credible information
about product reliability. Therefore, it is possible to infer reliability by analyzing
the degradation data.
A degradation test has several advantages over a life test. Reliability analy-
sis using degradation data directly relates reliability to physical characteristics.
This distinction enables reliability to be estimated even before a test unit fails
and thus greatly shortens the test time. Degradation analysis often yields more
accurate estimates than those from life data analysis, especially when a test is
highly censored. As shown in Chapter 7, an unfailed unit affects an estimate only
through its censoring time. The time from censoring to failure, or the remaining

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

332
DETERMINATION OF THE CRITICAL PERFORMANCE CHARACTERISTIC 333

life, is unknown and not taken into account in life data analysis. In contrast,
a degradation test measures the performance characteristics of an unfailed unit
at different times, including the censoring time. The degradation process and
the distance between the last measurement and a specified threshold are known.
In degradation analysis, such information is also utilized to estimate reliability.
Certainly, degradation analysis has drawbacks and limitations. For example, it
usually requires intensive computations.
In this chapter we describe different techniques for reliability estimation from
degradation data, which may be generated from nondestructive or destructive
inspections. The principle and method for accelerated degradation test with tight-
ened thresholds are also presented. We also give a brief survey of the optimal
design of degradation test plans.

8.2 DETERMINATION OF THE CRITICAL PERFORMANCE

CHARACTERISTIC

The performance of a product is usually measured by multiple characteristics.

Typically, a small component such as a capacitor or resistor has three or more
characteristics, and a complicated system such as the automobile can have dozens,
if not hundreds. Each characteristic reflects to some degree the level of product
reliability. In degradation analysis, quantitatively relating reliability to all char-
acteristics is difficult, if not impossible. In fact, most characteristics are neither
independent of each other nor equally important. In many applications, there
is one critical characteristic, which describes the dominant degradation process.
This one can be used to characterize product reliability. The robust reliability
design discussed in Chapter 5 is based on such a characteristic.
In many applications, the critical characteristic is fairly obvious and can be
identified using physical knowledge, customer requirement, or experience. For a
component to be installed in a system, the critical characteristic of the compo-
nent is often the one that has the greatest impact on system performance. The
drift and variation in this characteristic cause the system performance to deterio-
rate remarkably. The relationship between component characteristics and system
performance may be explored using a design of experiment. For a commercial
product, the critical characteristic is the one that most concerns customers. The
degradation in this characteristic closely reflects customer dissatisfaction on the
product. Determination of the critical characteristic may be aided by using the
quality deployment function, which translates customer expectations to product
performance characteristics. This technique was described in detail in Chapter 3.
The critical characteristic chosen to characterize product reliability must be
increasing or decreasing monotonically over time. That is, the degradation in the
characteristic is irreversible. This requirement is satisfied in most applications.
For example, attrition of automobile tires always increases with mileage, and the
bond strength of solder joints always decreases with age. For some electronic
products, however, the characteristic may not be monotone in early life, due to
burn-in effects. The characteristic fluctuates in a short period of time and then
334 DEGRADATION TESTING AND ANALYSIS

becomes monotone afterward. An example is light-emitting diodes, the luminous

power of which may increase in the first few hundred hours of operation and
then decreases over time. For these products it is important that the degradation
analysis excludes observations collected in the burn-in period.

8.3 RELIABILITY ESTIMATION FROM PSEUDOLIFE

Suppose that a degradation test uses a sample of n units. During testing, each
unit is inspected periodically to measure the critical performance characteristic
y. The inspection is nondestructive, meaning that the unit is not damaged by the
inspection and resumes its function after inspection. Let yij denote the measure-
ment of y on unit i at time tij , where i = 1, 2, . . . , n, j = 1, 2, . . . , mi , and mi is
the number of measurements on unit i. The degradation path can be modeled by
yij = g(tij ; β1i , β2i , . . . , βpi ) + eij , (8.1)

where g(tij ; β1i , β2i , . . . , βpi ) is the true degradation of y of unit i at time tij
and eij is the error term. Often, the error term is independent over i and j and
is modeled with the normal distribution with mean zero and standard deviation
σe , where σe is constant. Although measurements are taken on the same unit, the
potential autocorrelation among eij may be ignored if the readings are widely
spaced. In (8.1), β1i , β2i , . . . , βpi are unknown degradation model parameters
for unit i and should be estimated from test data, and p is the number of such
parameters.
During testing, the inspections on unit i yield the data points (ti1 , yi1 ), (ti2 , yi2 ),
. . . , (timi , yimi ). Since eij ∼ N (0, σe2 ), the log likelihood Li for the measurement
data of unit i is
1

mi
mi
Li = − ln(2π) − mi ln(σe ) − [yij − g(tij ; β1i , β2i , . . . , βpi )]2 .
2 2σe2 j =1
(8.2)
The estimates β̂1i , β̂2i , . . . , β̂pi and σ̂e are obtained by maximizing Li directly.
The parameters may also be estimated by the least squares method. This is
done by minimizing the sum of squares of the deviations of the measurements
from the true degradation path, which is given by


mi

mi
SSDi = eij2 = [yij − g(tij ; β1i , β2i , . . . , βpi )]2 , (8.3)
j =1 j =1

where SSDi is the sum of squares of deviations for unit i. Note that the maximum
likelihood estimates are the same as the least squares estimates.
Once the estimates β̂1i , β̂2i , . . . , β̂pi are obtained, we can calculate the pseu-
dolife. If a failure occurs when y crosses a specified threshold, denoted G, the
life of unit i is given by

tˆi = g −1 (G; β̂1i , β̂2i , . . . , β̂pi ), (8.4)

RELIABILITY ESTIMATION FROM PSEUDOLIFE 335

0 t1 t2 tn
t
FIGURE 8.1 Relation of degradation path, pseudolife, and life distribution

where g −1 is the inverse of g. Applying (8.4) to each test unit yields the lifetime
estimates tˆ1 , tˆ2 , . . . , tˆn . Apparently, pseudolifetimes are complete exact data. In
Chapter 7 we described probability plotting for this type of data. By using the
graphical method, we can determine a life distribution that fits these life data
adequately and estimate the distribution parameters. As explained in Chapter 7,
the maximum likelihood method should be used for estimation of distribution
parameters and other quantities of interest when commercial software is avail-
able. Figure 8.1 depicts the relation of degradation path, pseudolife, and life
distribution.
For some products, the true degradation path is simple and can be written in
a linear form:
g(t) = β1i + β2i t, (8.5)
where g(t), t, or both may represent a log transformation. Some examples fol-
low. The wear of an automobile tire is directly proportional to mileage and β1i =
0. Tseng et al. (1995) model the log luminous flux of the fluorescent lamp as a lin-
ear function of time. K. Yang and Yang (1998) establish a log-log linear relation-
ship between the variation ratio of luminous power and the aging time for a type
of infrared light-emitting diodes. The MOS field-effect transistors have a linear
relationship between the log current and log time, according to J. Lu et al. (1997).
For (8.5), the least squares estimates of β1i and β2i are
β̂1i = y i − β̂2i t i ,
 i mi mi
mi m j =1 yij tij − j =1 yij j =1 tij
β̂2i =   ,
mi 2 mi 2
mi j =1 tij − j =1 tij

1
1

mi mi
yi = yij , ti = tij .
mi j =1 mi j =1

Then the pseudolife of unit i is

G − β̂1i
tˆi = .
β̂2i
336 DEGRADATION TESTING AND ANALYSIS

100

15
10
y

0.1
10 100 1000 10,000 100,000
t (s)
FIGURE 8.2 Percent transconductance degradation over time

Example 8.1 J. Lu et al. (1997) give the percent transconductance degradation

data taken at different times for five units of an MOS field-effect transistor.
The testing was censored at 40,000 seconds. The failure criterion is the percent
transconductance degradation greater than or equal to 15%. The data are shown in
Table 8.11 of Problem 8.10 and plotted on the log-log scale in Figure 8.2, where
the vertical axis is the percent transconductance degradation and the horizontal
axis is the time in seconds. The plot suggests a log-log linear degradation model:

ln(yij ) = β1i + β2i ln(t) + eij .

The degradation model above is fitted to each degradation path. Simple linear
regression analysis suggests that the degradation model is adequate. The least
squares estimates for the five paths are shown in Table 8.1. After obtaining the
estimates, we calculate the pseudolifetimes. For example, for unit 5 we have

ln(15) + 2.217
ln(tˆ5 ) = = 12.859 or tˆ5 = 384,285 seconds.
0.383

TABLE 8.1 Least Squares Estimates of Model

Parameters
Unit
Estimate 1 2 3 4 5

β̂1i −2.413 −2.735 −2.056 −2.796 −2.217

β̂2i 0.524 0.525 0.424 0.465 0.383
DEGRADATION ANALYSIS WITH RANDOM-EFFECT MODELS 337

99

95
90
80
70
60
Percent

50
40
30
20
10
5

1000 10,000 100,000 1,000,000 10,000,000

Time to failure (s)
FIGURE 8.3 Lognormal plot, ML fits, and percentile confidence intervals for the pseu-
dolife data of Example 8.1

Similarly, the pseudolifetimes for the other four units are tˆ1 = 17,553, tˆ2 =
31,816, tˆ3 = 75,809, and tˆ4 = 138,229 seconds. Among the commonly used
life distributions, the lognormal provides the best fit to these data. Figure 8.3
shows the lognormal plot, ML fit, and two-sided 90% confidence interval for
percentiles. The ML estimates of the scale and shape parameters are µ̂ = 11.214
and σ̂ = 1.085.

8.4 DEGRADATION ANALYSIS WITH RANDOM-EFFECT MODELS

8.4.1 Random-Effect Models

From Example 8.1 it can be seen that the values of the degradation model param-
eters β1 and β2 are different for each unit. In general, the values of some or all of
the model parameters β1 , β2 , . . . , βp in (8.1) vary from unit to unit. They can be
considered to be drawn randomly from the respective populations. The random
effects exist because of material property change, manufacturing process varia-
tion, stress variation, and many other uncontrollable factors. The parameters are
not independent; they usually form a joint distribution. In practice, a multivariate
normal distribution with mean vector µβ and variance–covariance matrix β
is often used for simplicity. For example, Ahmad and Sheikh (1984) employ a
bivariate normal model to study the tool-wear problem. Using the multivariate
normal distribution and (8.1), the likelihood function l for all measurement data
of the n units can be written as
n  ∞  ∞
1
l= ···
i=1 −∞ −∞ (2π)
(p+mi )/2 σemi |β |1/2
338 DEGRADATION TESTING AND ANALYSIS

  
 1
mi 
· exp −  zij2 + (βi − µβ ) β−1 (βi − µβ ) dβ1i · · · dβpi , (8.6)
 2 
j =1

where zij = [yij − g(tij ; β1i , β2i , . . . , βpi )]/σe , βi = [β1i , β2i , . . . , βpi ], and |β |
is the determinant of β . Conceptually, the model parameters, including the
mean vector µβ , the variance–covariance matrix β , and the standard deviation
of error σe , can be estimated by directly maximizing the likelihood. In practice,
however, the calculation is extremely difficult unless the true degradation path
takes a simple linear form such as in (8.5).
Here we provide a multivariate approach to estimating the model parameters
µβ and β . The approach is approximately accurate, yet very simple. First, we
fit the degradation model (8.1) to each individual degradation path and calculate
the parameter estimates β̂1i , β̂2i , . . . , β̂pi (i = 1, 2, . . . , n) by maximizing the log
likelihood (8.2) or by minimizing the sum of squares of the deviations (8.3). The
estimates of each parameter are considered as a sample of n observations. The
sample mean vector is
β = [β 1 , β 2 , . . . , β p ], (8.7)

where
1

n
βj = β̂j i , j = 1, 2, . . . , p. (8.8)
n i=1

The sample variance–covariance matrix is given by

 
s11 s12 ··· s1p
 s21 s22 ··· s2p 
S=
···
, (8.9)
··· ··· ··· 
sp1 sp2 ··· spp

where
1

n
skj = (β̂ki − β k )(β̂j i − β j ), (8.10)
n i=1

for k = 1, 2, . . . , p and j = 1, 2, . . . , p. skj (k = j ) is the covariance of βk and

βj . When k = j, skk is the sample variance of βk . When the sample size is small,
say n ≤ 15, the variance–covariance component is corrected by replacing n with
n − 1 to obtain the unbiased estimate. The computations can be done easily using
a statistical software package such as Minitab.
The association between βk and βj can be measured by the correlation coef-
ficient ρkj , which is defined as

skj
ρkj = √ √ . (8.11)
skk sjj
DEGRADATION ANALYSIS WITH RANDOM-EFFECT MODELS 339

99

95
90 b2
b1
80
70
Percent

60
50
40
30
20
10
5

−3 −2 −1 0
Model parameter

FIGURE 8.4 Normal fits to estimates of β1 and β2

β and S are estimates of µβ and β , respectively. The estimates are useful in

calculating degradation reliability, as we will see in Section 8.4.2.

Example 8.2 In Example 8.1 we have fitted the log-log linear model to each
degradation path and obtained the estimates β̂1 and β̂2 for each path. Now β1
and β2 are considered as random variables, and we want to estimate µβ and β
by using the multivariate approach.

SOLUTION First we plot the five estimates of β1 and β2 on normal probability

paper, as shown in Figure 8.4. Loosely, the plot indicates that β1 and β2 have
joint normal distribution. The mean of β1 is β 1 = (−2.413 − 2.735 − 2.056 −
2.796 − 2.217)/5 = −2.443. Similarly, β 2 = 0.464. Then the estimate of the
mean vector is β = [β 1 , β 2 ] = [−2.443, 0.464]. The variance estimate of β1 is

(−2.413 + 2.443)2 + · · · + (−2.217 + 2.443)2

s11 = = 0.1029.
5−1
Similarly, s22 = 0.00387. The estimate of the covariance of β1 and β2 is
1
s12 = s21 = [(−2.413 + 2.443)(0.524 − 0.464) + · · ·
5−1
+(−2.217 + 2.443)(0.383 − 0.464)] = −0.01254.

The estimate of the variance–covariance matrix is

   
s11 s12 0.1029 −0.01254
S= = .
s21 s22 −0.01254 0.00387
340 DEGRADATION TESTING AND ANALYSIS

distribution of y

G
y

life distribution

0 ti
t

FIGURE 8.5 Relation of degradation to failure

The correlation coefficient between β1 and β2 is

s12 −0.01254
ρ12 = √ √ =√ √ = −0.628.
s11 s22 0.1029 0.00387

The large absolute value suggests that the correlation between the two parameters
cannot be ignored, while the negative sign indicates that β1 increases as β2
decreases, and vice versa. In other words, in this particular case, a unit with a
smaller degradation percentage early in the test time (t = 1 second) will have a
greater degradation rate.

8.4.2 Relation of Degradation to Failure

As we saw earlier, some or all of the parameters in the true degradation path
g(t; β1 , β2 , . . . , βp ) are random variables. As such, the degradation amount at a
given time varies from unit to unit, and some units may have crossed a specified
threshold by this time. The probability of a critical characteristic crossing a
threshold at a given time equals the probability of failure at that time. As the
time proceeds, these probabilities increase. Figure 8.5 depicts the relation of the
distribution of characteristic y to the life distribution of the product for the case
where failure is defined in terms of y ≥ G, where G is a specified threshold. In
Figure 8.5, the shaded fraction of y distribution at time ti is equal to the shaded
fraction of the life distribution at that time, representing that the probability of
y(ti ) ≥ G equals the probability of T ≤ ti , where T denotes the time to failure.
In general, the probability of failure at time t can be expressed as

F (t) = Pr(T ≤ t) = Pr[y(t) ≥ G] = Pr[g(t; β1 , β2 , . . . , βp ) ≥ G]. (8.12)

For a monotonically decreasing performance characteristic, the probability of

failure is calculated by replacing y ≥ G in (8.12) with y ≤ G. In some simple
cases that will be presented later, (8.12) may lead to a closed form for F (t). In
DEGRADATION ANALYSIS WITH RANDOM-EFFECT MODELS 341

most applications, however, (8.12) has to be evaluated numerically for the given
distributions of the model parameters.
As (8.12) indicates, the probability of failure depends on distribution of the
model parameters, which, in turn, is a function of stress level. As such, an acceler-
ated test is often conducted at an elevated stress level to generate more failures or
a larger amount of degradation before the test is censored. Sufficient degradation
reduces the statistical uncertainty of the estimate of the probability of failure. On
the other hand, (8.12) also indicates that the probability of failure is influenced
by the threshold. Essentially, a threshold is subjective and may be changed in
specific applications. For a monotonically increasing performance characteristic,
the smaller the threshold, the shorter the life and the larger the probability of fail-
ure. In this sense, a threshold can be considered as a stress; tightening a threshold
accelerates the test. This acceleration method was mentioned in Chapter 7 and is
discussed in detail in this chapter.

8.4.3 Reliability Estimation by Monte Carlo Simulation

Once the estimates of µβ and β are obtained for β1 , β2 , . . . , βp , we can use
a Monte Carlo simulation to generate a large number of degradation paths. The
probability of failure F (t) is approximated by the percentage of simulated degra-
dation paths crossing a specified threshold at the time of interest. The steps for
evaluating F (t) are as follows:
1. Generate n (a large number, say 100,000) sets of realizations of
β1 , β2 , . . . , βp from a multivariate normal distribution with mean vector β
and variance–covariance matrix S. The n sets of realizations are denoted
by β1i , β2i , . . . , βpi

, where i = 1, 2, . . . , n.
2. For each i, calculate the true degradation yi at the given time t by substi-
tuting β1i , β2i , . . . , βpi

into g(t; β1 , β2 , . . . , βp ).
3. Count the number of yi (i = 1, 2, . . . , n) crossing the threshold. Let r
denote this number.
4. The probability of failure at time t is approximated by F (t) ≈ r/n. Then
the reliability is 1 − F (t).

Example 8.3 In Example 8.2 we computed the mean vector β and the vari-
ance–covariance matrix S for an MOS field-effect transistor. Now we want to
evaluate the probability of failure at 1000, 2000, 3000, . . ., 900,000 seconds by
Monte Carlo simulation.

SOLUTION Using Minitab we generated 65,000 sets of β1 and β2 from the
bivariate normal distribution with mean vector β and the variance–covariance
matrix S calculated in Example 8.2. At a given time (e.g., t = 40,000), we
computed the percent transconductance degradation for each set (β1 , β2 ). Then
count the number of degradation percentages greater than 15%. For t =
40,000, the number is r = 21,418. The probability of failure is F (40,000) ≈
342 DEGRADATION TESTING AND ANALYSIS

0.8

0.6
F(t)

0.4

0.2

0
0 200 400 600 800 1000
t (1000 s)
FIGURE 8.6 Failure probabilities computed from the Monte Carlo simulation data

21,418/65,000 = 0.3295. Repeat the calculation for other times, and plot the
probabilities of failure (Figure 8.6). In the next subsection this plot is compared
with others obtained using different approaches.

8.4.4 Reliability Estimation with a Bivariate Normal Distribution

We use a bivariate normal distribution to model the joint distribution of β1 and
β2 , where the means are µβ1 and µβ2 , the variances are σβ21 and σβ22 , and the
correlation coefficient is ρ12 . For the linear model (8.5), if a failure is said to
have occurred when y ≥ G, the probability of failure can be written as
F (t) = Pr[g(t) ≥ G] = Pr(β1 + β2 t ≥ G)
 
µβ1 + tµβ2 − G
= , (8.13)
(σβ21 + t 2 σβ22 + 2tρ12 σβ1 σβ2 )1/2
where (·) is the cumulative distribution function (cdf) of the standard normal
distribution. To evaluate F (t), the means, variances, and correlation coefficient
in (8.13) are substituted with their estimates.

Example 8.4 In Example 8.2 we computed the mean vector β and the vari-
ance–covariance matrix S for the MOS field-effect transistor. Now we use (8.13)
to evaluate the probabilities of failure at 1000, 2000, 3000, . . ., 900,000 seconds.

SOLUTION Because the degradation path is linear on the log-log scale as

shown in Example 8.1, both G and t in (8.13) must take the log transformation.
For t = 40,000, for example, the probability of failure is
F (40,000) =
 
−2.443+ 10.5966× 0.464− 2.7081
 √ √
(0.1029+ 10.59662 × 0.00387− 2× 10.5966× 0.6284× 0.1029 0.00387)1/2
= (−0.4493) = 0.3266.
DEGRADATION ANALYSIS WITH RANDOM-EFFECT MODELS 343

0.8
pseudolife simulation bivariate normal

0.6
F(t)

0.4

0.2

0
0 200 400 600 800 1000
t (1000 s)
FIGURE 8.7 Probabilities of failure calculated using different methods

The probabilities of failure at other times are computed similarly. Figure 8.7
shows probabilities at various times calculated from (8.13). For comparison,
probabilities using Monte Carlo simulation and pseudolife calculation are also
shown in Figure 8.7. The probability plots generated from (8.13) and the Monte
Carlo simulation cannot be differentiated visually, indicating that estimates from
the two approaches are considerably close. In contrast, the pseudolife calcula-
tion gives significantly different results, especially when the time is greater than
150,000 seconds. Let’s look at the numerical differences at the censoring time t =
40,000 seconds. Using (8.13), the probability of failure is F (40,000) = 0.3266.
The Monte Carlo simulation gave the probability as F (40,000) = 0.3295, as
shown in Example 8.3. The percentage difference is only 0.9%. Using the pseu-
dolife approach, the probability is
 
ln(40,000) − 11.214
F (40,000) =  = 0.2847.
1.085
It deviates from F (40,000) = 0.3295 (the Monte Carlo simulation result) by
13.6%. In general, compared with the other two methods, the pseudolife method
provides less accurate results. But its simplicity is an obvious appeal.

8.4.5 Reliability Estimation with a Univariate Normal Distribution

As in (8.5), let’s consider the simple linear model g(t) = β1 + β2 t, where both
g(t) and t are on the original scale (no log transformation). Suppose that the
parameter β1 is fixed and β2 varies from unit to unit. That is, β1 representing
the initial degradation amount at time zero is common to all units, whereas β2
representing the degradation rate is a random variable. An important special
case is β1 equal to zero. For example, automobile tires do not wear before use.
Suppose that β2 has a normal distribution with mean µβ2 and standard deviation
σβ2 . For a monotonically increasing characteristic, the probability of failure can
344 DEGRADATION TESTING AND ANALYSIS

be written as
 
G − β1
F (t) = Pr[g(t) ≥ G] = Pr(β1 + β2 t ≥ G) = Pr β2 ≥
t
 
µβ2 /(G − β1 ) − 1/t
= . (8.14)
σβ2 /(G − β1 )
Now let’s consider the case where ln(β2 ) can be modeled with a normal dis-
tribution with mean µβ2 and standard deviation σβ2 ; that is, β2 has a lognormal
distribution with scale parameter µβ2 and shape parameter σβ2 . For a monotoni-
cally increasing characteristic, the probability of failure can be expressed as
 
ln(t) − [ln(G − β1 ) − µβ2 ]
F (t) = Pr[g(t) ≥ G] =  . (8.15)
σβ2
This indicates that the time to failure also has a lognormal distribution; the
scale parameter is ln(G − β1 ) − µβ2 and the shape parameter is σβ2 . Substituting
the estimates of the degradation model parameters and G into (8.15) gives an
estimate of the probability of failure.

Example 8.5 A solenoid valve is used to control the airflow at a desired rate.
As the valve ages, the actual airflow rate deviates from the rate desired. The
deviation represents the performance degradation of the valve. A sample of 11
valves was tested, and the percent deviation of the airflow rate from that desired
was measured at different numbers of cycles. Figure 8.8 plots the degradation
paths of the 11 units. Assuming that the valve fails when the percent deviation is
greater than or equal to 20%, estimate the reliability of the valve at 50,000 cycles.

SOLUTION As shown in Figure 8.8, the degradation data suggest a linear

relationship between the percent deviation and the number of cycles. Since mea-
surements of percent deviation at the first inspection time (1055 cycles) are very

12

10
Percent deviation

0
0 5000 10,000 15,000 20,000 25,000
Cycles
FIGURE 8.8 Degradation paths of the solenoid valves
DEGRADATION ANALYSIS FOR DESTRUCTIVE INSPECTIONS 345

99

95
90
80
70
Percent

60
50
40
30
20
10
5

0.1 1.0
b^2
FIGURE 8.9 Lognormal plot, ML fits, and percentile confidence intervals for the esti-
mates of β2

small, deviations at time zero are negligible. Thus, the true degradation path can
be modeled by g(t) = β2 t, where t is in thousands of cycles. The simple linear
regression analyses yielded estimates of β2 for the 11 test units. The estimates are
0.2892, 0.2809, 0.1994, 0.2303, 0.3755, 0.3441, 0.3043, 0.4726, 0.3467, 0.2624,
and 0.3134. Figure 8.9 shows the lognormal plot of these estimates with ML fit
and two-sided 90% confidence intervals for percentiles. It is seen that β2 can be
approximated adequately by a lognormal distribution with µ̂β2 = −1.19406 and
σ̂β2 = 0.22526.
From (8.15), the cycles to failure of the valve also have a lognormal distribu-
tion. The probability of failure at 50,000 cycles is
 
ln(50) − [ln(20) + 1.19406]
F (50) =  = 0.1088.
0.22526
The reliability at this time is 0.8912, indicating that about 89% of the valves
will survive 50,000 cycles of operation.

8.5 DEGRADATION ANALYSIS FOR DESTRUCTIVE INSPECTIONS

For some products, inspection for measurement of performance characteristics

(often, monotonically decreasing strengths) must damage the function of the
units either completely or partially. Such units cannot restart the same func-
tion as before the inspection and are discontinued from testing. Thus, each unit
of the products can be inspected only once during testing and generates one
measurement. For example, a solder joint has to be sheared or pulled off to
get its joint strength, and measuring the dielectric strength of an insulator must
break down the insulator. For such products, the degradation analysis methods
346 DEGRADATION TESTING AND ANALYSIS

described earlier in the chapter are not applicable. In this section we present
the random-process method for degradation testing and data analysis. It is worth
noting that this method is equally applicable to nondestructive products and is
especially suitable for cases when degradation models are complicated. Examples
of such application include K. Yang and Xue (1996), K. Yang and Yang (1998),
and W. Wang and Dragomir-Daescu (2002).

8.5.1 Test Methods

The test uses n samples and m destructive inspections. The inspection times are
t1 , t2 , . . . , tm . At t1 (which may be time zero), n1 units are destructed and yield the
measurements yi1 (i = 1, 2, . . . , n1 ). Then the degradation test continues (starts)
on the remaining n − n1 units until t2 , at which point n2 units are inspected. The
inspection gives the measurements yi2 (i = 1, 2, . . . , n2 ). The process is repeated
until (n − n1 − n2 − · · · − nm−1 ) units are measured at tm . The last inspection
produces  the measurements yim (i = 1, 2, . . . , n − n1 − n2 − · · · − nm−1 ). Obvi-
ously, m j =1 nj = n. The n test units may be allocated equally to each inspection
time; however, this allocation may not be statistically efficient. A better alloca-
tion should consider the shape of the degradation path as well as the change in
performance dispersion over time. A degradation path may be linear, convex,
or concave. On the other hand, the measurement dispersion may be constant
or depend on time. Figure 8.10 shows examples of the three shapes of the
degradation paths and the decreasing performance dispersion for the linear path.
Decreasing dispersion for other shapes is possible but is not shown in Figure 8.10.
Principles for better sample allocation are given below. Optimal allocation as a
part of test planning deserves further study.
ž If a degradation path is linear and performance dispersion is constant over
time, the n test units should be apportioned equally to each inspection.
ž If a degradation path is linear and performance dispersion decreases with
time, more units should be allocated to low time inspections.

concave
y

convex linear

0 t1 t2 tm
t

FIGURE 8.10 Three shapes of degradation paths and decreasing performance dispersion
DEGRADATION ANALYSIS FOR DESTRUCTIVE INSPECTIONS 347

ž For the convex decreasing degradation path in Figure 8.10, the degradation
rate becomes smaller as time increases. For the degradation amount between
two consecutive inspection times to be noticeable, more units should be
allocated to high time inspections regardless of the performance dispersion.
The effect of unit-to-unit variability is usually less important than the aging
effect.
ž For the concave decreasing degradation path in Figure 8.10, the degradation
rate is flat at a low time. More units should be assigned to low time inspec-
tions. This principle applies to both constant and decreasing performance
dispersion.

8.5.2 Data Analysis

The following assumptions are needed for analyzing destructive degradation data:
ž The (log) performance characteristic y at any given time has a (transformed)
location-scale distribution (Weibull, normal, or lognormal). Other distribu-
tions are less common, but may be used.
ž The location parameter µy is a function of time t and is denoted by µy (t; β),
where β = [β1 , β2 , . . . , βp ] is the vector of p unknown parameters. µy (t; β)
represents a (transformed) “typical” degradation path. Its specific form is
known from experience or test data. The simplest case is µy as a linear
function of (log) time t:
µy (t; β1 , β2 ) = β1 + β2 t. (8.16)
ž If the scale parameter σy is a function of time t, the specific form of
the function σy (t; θ ) is known from experience or test data, where θ =
[θ1 , θ2 , . . . , θk ] is the vector of k unknown parameters. Often, σy is assumed
to be independent of time. For example, Nelson (1990, 2004) uses a con-
stant σy for insulation breakdown data, and W. Wang and Dragomir-Daescu
(2002) model degradation of the relative orbit area of an induction motor
with an invariable σy .
As described in the test method, the inspection at time tj yields nj measure-
ments yij , where j = 1, 2, . . . , m and i = 1, 2, . . . , nj . Now we want to use the
measurements yij to estimate the reliability at a given time. As described earlier,
the performance characteristic at any time has a (transformed) location-scale dis-
tribution. Let fy (y; t) denote the conditional probability density function (pdf)
of the distribution at time t. fy (y; t) contains the unknown parameters µy (t; β)
and σy (t; θ ), which, in turn, depend on the unknown parameters β and θ . These
parameters can be estimated using the maximum likelihood method. Because the
observations yij come from different test units, they are independent of each
other. The total sample log likelihood can be written as


m

nj
L(β, θ ) = ln[fy (yij ; tj )]. (8.17)
j =1 i=1
348 DEGRADATION TESTING AND ANALYSIS

Maximizing (8.17) directly gives the estimates of the model parameters β and θ .
If σy is constant and µy (t; β) is a linear function of (log) time as given in (8.16),
then (8.17) will be greatly simplified. In this special case, commercial software
packages such as Minitab and Reliasoft ALTA for accelerated life test analysis
can apply to estimate the model parameters β1 , β2 , and σy . This is done by
treating (8.16) as an acceleration relationship, where tj is considered a stress
level. Once the estimates are computed, the conditional cdf Fy (y; t) is readily
available. Now let’s consider the following cases.
Case 1: Weibull Performance Suppose that the performance characteristic y has
a Weibull distribution with shape parameter βy and characteristic life αy , where
βy is constant and ln(αy ) = β1 + β2 t. Since the measurements are complete exact
data, from (7.59) and (8.17) the total sample log likelihood is


m

nj

L(β1 , β2 , βy ) = ln(βy ) − βy (β1 + β2 tj )
j =1 i=1
 yij βy 
+ (βy − 1) ln(yij ) − . (8.18)
eβ1 +β2 tj
The estimates β̂1 , β̂2 , and β̂y can be calculated by maximizing (8.18) directly.
As in accelerated life test data analysis, commercial software can be employed
to obtain these estimates. In computation, we treat the performance characteristic
y as life, the linear relationship ln(αy ) = β1 + β2 t as an acceleration model, the
inspection time t as a stress, m as the number of stress levels, and nj as the
number of units tested at “stress level” tj . If y is a monotonically decreasing
characteristic such as strength, the effect of time on y is analogous to that of
stress on life. If y is a monotonically increasing characteristic (mostly in non-
destructive cases), the effects are exactly opposite. Such a difference does not
impair the applicability of the software to this type of characteristic. In this case,
the parameter β2 is positive.
The conditional cdf for y can be written as
  β̂y 
y
Fy (y; t) = 1 − exp − . (8.19)
eβ̂1 +β̂2 t
Case 2: Lognormal Performance If the performance characteristic y has a log-
normal distribution with scale parameter µy and shape parameter σy , ln(y) has
the normal distribution with mean µy and standard deviation σy . If σy is constant
and µy = β1 + β2 t is used, the total sample log likelihood can be obtained easily
from (7.73) and (8.17). As in the Weibull case, the model parameters may be cal-
culated by maximizing the likelihood directly or by using the existing commercial
software.
The conditional cdf for y can be expressed as
 
ln(y) − β̂1 − β̂2 t
Fy (y; t) =  . (8.20)
σ̂y
DEGRADATION ANALYSIS FOR DESTRUCTIVE INSPECTIONS 349

Case 3: Normal Performance with Nonconstant σy Sometimes the perfor-

mance characteristic y can be modeled with a normal distribution with mean µy
and standard deviation σy , where
ln(µy ) = β1 + β2 t and ln(σy ) = θ1 + θ2 t. (8.21)
From (7.73), (8.17), and (8.21), the total sample log likelihood is
nj 

m

1
L(β1 , β2 , θ1 , θ2 ) = − ln(2π) − θ1 − θ2 tj
j =1 i=1
2
  
1 yij − exp(β1 + β2 tj ) 2
− . (8.22)
2 exp(θ1 + θ2 tj )

The existing commercial software do not handle nonconstant σy cases; the esti-
mates β̂1 , β̂2 , θ̂1 , and θ̂2 are calculated by maximizing (8.22) directly. This will
be illustrated in Example 8.6.
The conditional cdf for y is
 
y − exp(β̂1 + β̂2 t)
Fy (y; t) =  . (8.23)
exp(θ̂1 + θ̂2 t)
The three cases above illustrate how to determine the conditional cdf for the
performance characteristic. Now we want to relate the performance distribution
to a life distribution. Similar to the nondestructive inspection case described in
Section 8.4.2, the probability of failure at a given time is equal to the probability
of the performance characteristic crossing a threshold at that time. In particular,
if a failure is defined in terms of y ≤ G, the probability of failure at time t equals
the probability of y(t) ≤ G: namely,
F (t) = Pr(T ≤ t) = Pr[y(t) ≤ G] = Fy (G; t). (8.24)
In some simple cases, it is possible to express F (t) in a closed form. For example,
for case 2, the probability of failure is given by
   
ln(G) − β̂1 − β̂2 t t − [ln(G) − β̂1 ]/β̂2
F (t) =  = . (8.25)
σ̂y −σ̂y /β̂2
This indicates that the time to failure has a normal distribution with mean
[ln(G) − β̂1 ]/β̂2 and standard deviation −σ̂y /β̂2 . Note that β2 is negative for
a monotonically decreasing characteristic, and thus −σ̂y /β̂2 is positive.

Example 8.6 In Section 5.13 we presented a case study on the robust reliabil-
ity design of IC wire bonds. The purpose of the study was to select a setting
of bonding parameters that maximizes robustness and reliability. In the experi-
ment, wire bonds were generated with different settings of bonding parameters
according to the experimental design. The bonds generated with the same setting
350 DEGRADATION TESTING AND ANALYSIS

were divided into two groups each with 140 bonds. One group underwent level
1 thermal cycling and the other group was subjected to level 2. For each group
a sample of 20 bonds were sheared at 0, 50, 100, 200, 300, 500, and 800 cycles,
respectively, for the measurement of bonding strength. In this example, we want
to estimate the reliability of the wire bonds after 1000 cycles of level 2 thermal
cycling, where the bonds were generated at the optimal setting of the bonding
parameters. The optimal setting is a stage temperature of 150◦ C, ultrasonic power
of 7 units, bonding force of 60 gf, and bonding time of 40 ms. As described in
Section 5.13, the minimum acceptable bonding strength is 18 grams.

SOLUTION The strength measurements [in grams (g)] at each inspection time
can be modeled with a normal distribution. Figure 8.11 shows normal fits to the
strength data at, for example, 0, 300, and 800 cycles. In Section 5.13 we show
that the normal mean and standard deviation decrease with the number of ther-
mal cycles. Their relationships can be modeled using (8.21). Figure 8.12 plots the
relationships for the wire bonds that underwent level 2 thermal cycling. Simple
linear regression analysis gives β̂1 = 4.3743, β̂2 = −0.000716, θ̂1 = 2.7638, and
θ̂2 = −0.000501. Substituting these estimates into (8.23) and (8.24) can yield an
estimate of the probability of failure at a given time. To improve the accuracy of
the estimate, we use the maximum likelihood method. The parameters are esti-
mated by maximizing (8.22), where yij are the strength measurements, m = 7,
and nj = 20 for all j . The estimates obtained from linear regression analysis serve
as the initial values. The maximum likelihood estimates are β̂1 = 4.3744, β̂2 =
−0.000712, θ̂1 = 2.7623, and θ̂2 = −0.000495. From (8.23) and (8.24), the esti-
mate of reliability at 1000 cycles is
 
18 − exp(4.3744 − 0.000712 × 1000)
R(1000) = 1 −  = 0.985.
exp(2.7623 − 0.000495 × 1000)

99 300 cycles

95
90
800 cycles 0 cycles
80
70
Percent

60
50
40
30
20
10
5

1
20 30 40 50 60 70 80 90 100 110 120
Bonding strength (g)
FIGURE 8.11 Normal fits to the strength data at different cycles
STRESS-ACCELERATED DEGRADATION TESTS 351

4.5

4
ln(my)
3.5

3
ln(sy)
2.5

2
0 200 400 600 800 1000
t (cycles)
FIGURE 8.12 ln(µy ) and ln(σy ) versus the number of cycles

8.6 STRESS-ACCELERATED DEGRADATION TESTS

In the preceding sections we described techniques for degradation analysis at

a single stress level, which may be a use stress level or an elevated level. In
many situations, testing a sample at a use stress level yields a small amount of
degradation in a reasonable length of time. Insufficient degradation inevitably
provides biased reliability estimates. To overcome this problem, as in accelerated
life testing, two or more groups of test units are subjected to higher-than-use
stress levels. The degradation data so obtained are extrapolated to estimate the
reliability at a use stress level. In this section we present methods for accelerated
degradation analysis.

8.6.1 Pseudo Accelerated Life Test Method

Suppose that nk units are tested at stress level Sk , where k = 1, 2, . . . , q, and q
is the number of stress levels. Tested at Sk , unit i (i = 1, 2, . . . , nk ) is inspected
at time tij k and produces the measurement yij k , where j = 1, 2, . . . , mik and
mik is the number of measurements on unit i tested at Sk . Having obtained the
measurements, we calculate the approximate life tˆik of unit i tested at Sk using the
pseudolife method described in Section 8.3. Treat the life data tˆ1k , tˆ2k , . . . , tˆnk k as
if they came from an accelerated life test at Sk . Then the life distribution at the use
stress level can be estimated from q sets of such life data by using the graphical
or maximum likelihood method presented in Section 7.7. The calculation is illus-
trated in Example 8.7.

Example 8.7 Stress relaxation is the loss of stress in a component subjected to

a constant strain over time. The contacts of electrical connectors often fail due to
excessive stress relaxation. The relationship between stress relaxation and aging
time at temperature T can be expressed as
 
s Ea
= At exp −
B
, (8.26)
s0 kT
352 DEGRADATION TESTING AND ANALYSIS

30

25
100 °C

20 85 °C

65 °C
∆s
s0

15

10

0
0 500 1000 1500 2000 2500 3000
t (hr)

FIGURE 8.13 Stress relaxation at different times and temperatures

where s is the stress loss by time t, s0 the initial stress, the ratio s/s0 the stress
relaxation (in percent), A and B are unknowns, and other notation is as in (7.4).
Here A usually varies from unit to unit, and B is a fixed-effect parameter. At a
given temperature, (8.26) can be written as
 
s
ln = β1 + β2 ln(t), (8.27)
s0

where β1 = ln(A) − Ea /kT and β2 = B. To estimate the reliability of a type of

connectors, a sample of 18 units was randomly selected and divided into three
equal groups, which were tested at 65, 85, and 100◦ C. The stress relaxation data
measured during testing are plotted in Figure 8.13. The electrical connector is
said to have failed if the stress relaxation exceeds 30%. Estimate the probability
of failure of the connectors operating at 40◦ C (use temperature) for 15 years
(design life).

SOLUTION First we fit (8.27) to each degradation path, and estimate the para-
meters β1 and β2 for each unit using the least squares method. Figure 8.14 plots
the fits of the degradation model to the data and indicates that the model is
adequate. Then we calculate the approximate lifetime of each test unit using
tˆ = exp{[ln(30) − β̂1 ]/β̂2 }. The resulting lifetimes are 15,710, 20,247, 21,416,
29,690, 41,167, and 42,666 hours at 65◦ C; 3676, 5524, 7077, 7142, 10,846, and
10,871 hours at 85◦ C; and 1702, 1985, 2434, 2893, 3343, and 3800 hours at
100◦ C. The life data are plotted on the lognormal probability paper, as shown in
Figure 8.15. It is seen that the lifetimes at the three temperatures are reasonably
lognormal with a common shape parameter σ .
STRESS-ACCELERATED DEGRADATION TESTS 353

30

25
100 °c

85 °c
20

65 °c
15
∆s
s0

10

0
0 500 1000 1500 2000 2500 3000
t (h)

FIGURE 8.14 Degradation model fitted to the measurement data of stress relaxation

99

95
90
100 °C 85 °C 65 °C
80
70
Percent

60
50
40
30
20
10
5

1
1000 10,000 100,000
Time to failure (h)

FIGURE 8.15 Lognormal fits to the pseudolifetimes at different temperatures

Since a failure occurs when s/s0 ≥ 30, from (8.26) the nominal life can be
written as  1/B  
30 Ea
t= exp .
A kBT

Thus, it is legitimate to assume that the lognormal scale parameter µ is a lin-

ear function of 1/T : namely, µ = γ0 + γ1 /T , where γ0 and γ1 are constants.
354 DEGRADATION TESTING AND ANALYSIS

By using the maximum likelihood method for accelerated life data analysis as
described in Section 7.7, we obtain the ML estimates as γ̂0 = −14.56, γ̂1 =
8373.35, and σ̂ = 0.347. The estimate of the scale parameter at 40◦ C is µ̂ =
−14.56 + 8373.35/313.15 = 12.179. Then the probability of failure of the con-
nectors operating at 40◦ C for 15 years (131,400 hours) is
 
ln(131,400) − 12.179
F (131,400) =  = 0.129 or 12.9%.
0.347
That is, an estimated 12.9% of the connectors will fail by 15 years when used
at 40◦ C.

8.6.2 Random-Effect Method

In Section 8.4 we delineated use of the random-effect model to analyze degrada-
tion data obtained at a single stress level. Now we extend the analysis to multiple
stress levels. The analysis still consists of two steps: estimating degradation model
parameters and evaluating the probability of failure. As in Section 8.4, the model
parameters can be estimated using the maximum likelihood method, but the cal-
culation requires much effort. For computational simplicity, readers may use the
data analysis method for destructive inspection described in Section 8.6.3 or the
pseudo accelerated life test method presented in Section 8.6.1.

Estimating the Model Parameters The degradation model g(t; β1 , β2 , . . . , βp )

describes the true degradation path at a given stress level. The stress effect
is implicitly embedded into one or more parameters among β1 , β2 , . . . , βp . In
other words, at least one of these parameters depends on the stress level. For
example, β1 in Example 8.7 depends on temperature, whereas β2 does not.
The temperature effect on stress relaxation can be described by ln(s/s0 ) =
ln(A) − Ea /kT + β2 ln(t), where the parameters A and β2 vary from unit to
unit, and the activation energy Ea is usually of fixed-effect type. In general,
because of the additional stress term, the total number of model parameters
increases, but is still denoted by p here for notional convenience. Thus, the
true degradation path can be written as g(t, S; β1 , β2 , . . . , βp ), where S denotes
the (transformed) stress, and the model parameters are free of stress effects. The
mean vector µβ and the variance–covariance matrix β may be estimated directly
by maximizing the likelihood (8.6), where the true degradation path is replaced
with g(tij , Si ; β1i , β2i , . . . , βpi ) and Si is the stress level of unit i. Note that the
stress parameters are constant and the corresponding variances and covariance
elements are zero. As pointed out earlier, estimating µβ and β from (8.6) is
computationally intensive.

Evaluating the Probability of Failure Similar to (8.12), for a monotonically

increasing characteristic, the probability of failure at the use stress level S0 can
be expressed as

F (t) = Pr[g(t, S0 ; β1 , β2 , . . . , βp ) ≥ G]. (8.28)

STRESS-ACCELERATED DEGRADATION TESTS 355

In some simple cases, F (t) can be expressed in closed form. Let’s consider
the true degradation path

g(t, S) = β1 + γ S + β2 t,

where β1 and β2 have bivariate normal distribution and γ is a constant. The

probability of failure at the use stress level S0 is

F (t) = Pr[g(t, S0 ) ≥ G] = Pr(β1 + γ S0 + β2 t ≥ G)

 
µβ1 + γ S0 + tµβ2 − G
= , (8.29)
(σβ21 + t 2 σβ22 + 2tρ12 σβ1 σβ2 )1/2

which is a closed-form expression for F (t). In general, if F (t) can be expressed

in closed form, the evaluation is done simply by substituting estimates of µβ
and β into the F (t) expression. Otherwise, we use the Monte Carlo simulation
method described in Section 8.4.

8.6.3 Random-Process Method

In Section 8.5 we described the random-process method for degradation analysis
of destructive and nondestructive measurements from a single stress level. As
shown below, the method can be extended to multiple stress levels. The extension
uses the following assumptions:

ž The (log) performance characteristic y at a given time t and stress S has

a (transformed) location-scale distribution (Weibull, normal, or lognormal).
Other distributions are less common, but can be used.
ž The location parameter µy is a monotone function of t and S. The function
is denoted by µy (t, S; β), where β = [β1 , β2 , . . . , βp ]. The specific form of
µy (t, S; β) is known from experience or test data. The simplest case is µy
as a linear function of (log) time and (transformed) stress:

µy (t, S; β) = β1 + β2 t + β3 S. (8.30)

ž If the scale parameter σy is a function of t and S, the specific form of

the function σy (t, S; θ ) is known from experience or test data, where θ =
[θ1 , θ2 , . . . , θk ]. Often, σy is assumed to be independent of t and S.
Estimating the Model Parameters For an accelerated degradation test with
destructive inspections, the test method described in Section 8.5 applies to each
of k stress levels. Let yij k denote measurement at time tj k on unit i of stress
level Sk , where i = 1, 2, . . . , nj k , j = 1, 2, . . . , mk , and k = 1, 2, . . . , q; nj k is
the number of units inspected at tj k ; mk is the qnumber  k of inspections at Sk ; and
q is the number of stress levels. Obviously, k=1 m j =1 nj k = n, where n is the
356 DEGRADATION TESTING AND ANALYSIS

total sample size. Let fy (y; t, S) denote the pdf of y distribution conditional on
t and S. Similar to (8.17), the total sample log likelihood can be expressed as

q mk nj k
L(β, θ ) = ln[fy (yij k ; tj k , Sk )]. (8.31)
k=1 j =1 i=1

For nondestructive inspections, the notations above are slightly different. yij k
denotes the measurement at time tij k on unit i of stress level Sk , where i =
1, 2, . . . , nk , j = 1, 2, . . . , mik , and k = 1, 2, . . . , q; nk is the number of units at
S
 k ; and mik is the number of inspections on unit i of stress level Sk . Clearly,
q
k=1 nk = n. The total sample log likelihood is similar to (8.31), but the nota-
tion changes accordingly. Note that the likelihood may be approximately cor-
rect for nondestructive inspections because of potential autocorrelation among
the measurements. To reduce the autocorrelation, inspections should be widely
spaced.
Maximizing the log likelihood directly yields estimates of the model parame-
ters β and θ . If σy is constant and µy (t, S; β) is a linear function of (log) time
and (transformed) stress given by (8.30), then (8.31) will be greatly simplified. In
this special case, commercial software packages for accelerated life test analysis
can be used to estimate the model parameters β1 , β2 , β3 , and σy . In calculation,
we treat (8.30) as a two-variable acceleration relationship, where the time t is
considered as a stress.

Evaluating the Probability of Failure After obtaining the estimates β̂ and θ̂,
we can calculate the conditional cdf for y, denoted by Fy (y; t, S). If a failure
is defined in terms of y ≤ G, the probability of failure at time t and use stress
level S0 is given by
F (t, S0 ) = Fy (G; t, S0 ). (8.32)

For example, if y has the lognormal distribution with µy modeled by (8.30) and
constant σy , the estimate of the probability of failure at t and S0 is
 
ln(G) − β̂1 − β̂2 t − β̂3 S0
F (t, S0 ) = 
σ̂y
 
t − [ln(G) − β̂1 − β̂3 S0 ]/β̂2
= . (8.33)
−σ̂y /β̂2

Note that (8.33) is similar to (8.25).

The following example illustrates application of the random-process method
to nondestructive inspections.

Example 8.8 Refer to Example 8.7. Using the random-process method, estimate
the probability of failure of connectors operating at 40◦ C (use temperature) for
15 years (design life).
STRESS-ACCELERATED DEGRADATION TESTS 357

99 99

95 95
90 90
80 80
70 70

Percent
Percent

60 60
50 50
40 40
30 30
20 20
235 h 1355 h 2848 h 105 h 1025 h 1842 h
10 10
5 5

1 1
1 10 1 10
Stress relaxation Stress relaxation
(a) (b)

99

95
90
80
70
Percent

60
50
40
30
20
50 h 633 h 1238 h
10
5

1
10 100
Stress relaxation
(c)
FIGURE 8.16 Lognormal fits to stress relaxation measurements at (a) 65◦ C, (b) 85◦ C,
and (c) 100◦ C

SOLUTION Figures 8.16 shows examples of lognormal fits to measurements

of stress relaxation at different times and temperatures. It is seen that the stress
relaxation can be approximated adequately using lognormal distribution and the
shape parameter is reasonably independent of time and temperature. From (8.26),
the scale parameter can be written as (8.30), where t is the log time and S =
1/T . In this example we have q = 3, n1 = n2 = n3 = 6, and mi1 = 11, mi2 =
10, mi3 = 10 for i = 1, 2, . . . , 6. The total sample log likelihood is


3
6
mik
1
L(β, σy ) = − ln(2π) − ln(σy )
k=1 i=1 j =1
2
  
1 β3 2
− ln(yij k ) − β1 − β2 ln(tij k ) − .
2σy2 Tk

Directly maximizing the likelihood yields the estimates β̂1 = 9.5744, β̂2 = 0.4519,
β̂3 = −3637.75, and σ̂y = 0.1532. The calculation was performed using the
Solver feature of Microsoft Excel. Alternatively, as described earlier, we may
treat the measurement data as if they came from an accelerated life test. The pseu-
dotest involves two stresses (temperature and time), and the acceleration model
358 DEGRADATION TESTING AND ANALYSIS

0.8
random-process
method
0.6
F(t)

pseudo accelerated
0.4
life test method

0.2

0
0 10 20 30 40 50
t (yr)
FIGURE 8.17 Probabilities of failure calculated from two methods

combines the Arrhenius relationship and the inverse power relationship. Minitab
gave the estimates β̂1 = 9.5810, β̂2 = 0.4520, β̂3 = −3640.39, and σ̂y = 0.1532,
which are close to these from the Excel calculation and are used for subsequent
analysis.
Because stress relaxation is a monotonically increasing characteristic, the prob-
ability of failure at t and S0 is the complement of the probability given in (8.33)
and can be written as
   
ln(t) − [ln(G) − β̂1 − β̂3 S0 ]/β̂2 ln(t) − 12.047
F (t) =  = . (8.34)
σ̂y /β̂2 0.3389
This shows that the time to failure has a lognormal distribution with scale param-
eter 12.047 and shape parameter 0.3389. Note that, in Example 8.7, the pseudo
accelerated life test method resulted in a lognormal distribution with scale and
shape parameters equal to 12.179 and 0.347. At the design life of 15 years
(131,400 hours), from (8.34) the probability of failure is 0.2208. This estimate
should be more accurate than that in Example 8.7. For comparison, the probabili-
ties at different times calculated from the two methods are plotted in Figure 8.17.
It is seen that the random-process method always gives a higher probability of
failure than the other method in this case. In general, the random-process method
results in more accurate estimates.

8.7 ACCELERATED DEGRADATION TESTS WITH TIGHTENED

THRESHOLDS
As shown earlier, degradation analysis often involves complicated modeling and
intensive computation. In contrast, as presented in Chapter 7, methods for the
analysis of accelerated life test data are fairly easy to implement. The methods,
however, become inefficient when there are no or few failures at low stress
levels. Such difficulties may be overcome by measuring performance degradation
in accelerated life testing and tightening a failure threshold. Because life is
a function of threshold, tightening a threshold produces more failures. Here,
ACCELERATED DEGRADATION TESTS WITH TIGHTENED THRESHOLDS 359

tightening a threshold refers to reducing the threshold for a monotonically increas-

ing characteristic and increasing the threshold for a monotonically decreasing one.
In this section we discuss the relationship between threshold and life and describe
a test method and life data analysis.

8.7.1 Relationship Between Life and Threshold

A degrading product is said to have failed if a performance characteristic crosses
its failure threshold. The life is the time at which the characteristic reaches the
threshold. Apparently, the life of a unit depends on the value of the threshold.
For a monotonically increasing characteristic, the smaller the value, the shorter
the life, and vice versa. A unit that does not fail at a usual threshold may have
failed at a tightened one. Thus, a tightened threshold yields more failures in a
censored test. In this sense, life can be accelerated by tightening a threshold. Such
an acceleration method does not induce failure modes different from those at the
usual threshold because failures at different values of a threshold are caused by
the same degradation mechanisms. The relationship between life and threshold
for a monotonically increasing characteristic is depicted in Figure 8.18, where
G0 is the usual threshold, G1 and G2 are reduced thresholds, and f (t|Gi ) is the
pdf of life conditional on Gi .
A quantitative relationship between life and threshold is useful and impor-
tant. The threshold for a component is usually specified by the manufacturer of
the component to meet functional requirements in most applications. The spec-
ification is somewhat subjective and arbitrary. Certainly, it can be changed in
specific system designs. In other words, the value of a threshold for a compo-
nent depends on the system specifications. For example, a component installed
in a critical military system is often required to have a tighter threshold than
when installed in a commercial product. Provided with the relationship, system
designers can estimate the reliability of the component at a desirable value of
the threshold without repeating reliability testing. The life–threshold relation-
ship finds applications in the design of automobile catalytic converters, which
convert the engine exhausts (hydrocarbon and NOx , a group of highly reactive
gases containing nitrogen and oxygen in varying amounts) to less harmful gases.

f (t| G0)
f (t| G1)
G0
f (t| G2)
G1
y

G2

0
t
FIGURE 8.18 Relationship between life and threshold for an increasing characteristic
360 DEGRADATION TESTING AND ANALYSIS

The performance of the catalytic converter is characterized by the index ratio,

which increases with mileage. A smaller threshold for the index ratio is needed
to reduce the actual emission level, but that increases warranty repairs. In the
early design phase, design engineers often rely on the life–threshold relationship
to evaluate the impact on warranty costs of lowering the index ratio threshold.

Example 8.9 In Example 8.7 the usual threshold for stress relaxation is 30%.
Reducing the threshold shortens the time to failure. Determine the relationship
between the time to failure and the threshold, and evaluate the effect of threshold
on the probability of failure.

SOLUTION From (8.34), the estimate of the mean log life (location parameter
µt ) is
ln(G) − β̂1 − β̂3 S0
µ̂t = = 4.5223 + 2.2124 ln(G),
β̂2
where β̂1 , β̂2 , and β̂3 are as obtained in Example 8.8. It is seen that the mean log
life is a linear function of the log threshold. The influence of the threshold on
life is significant because of the large slope. Figure 8.19 plots the probabilities of
failure with thresholds 30%, 25%, and 20%. It is seen that reducing the threshold
greatly increases the probability of failure. For instance, at a design life of 15
years, the probabilities of failure at the three thresholds are 0.2208, 0.6627, and
0.9697, respectively.

8.7.2 Test Method

The test uses a sample of size n, q stress levels and m tightened thresholds.
q of nk units is tested at stress level Sk (k = 1, 2, . . . , q) until time ηk .
A group
Here k=1 nk = n. The times are recorded when the performance measurement
of a unit reaches the tightened thresholds G1 , G2 , . . . , Gm , where G1 is closest
to and Gm is farthest from G0 (the usual threshold). As a result, a test unit

0.8

0.6 20% 25% 30%

F(t)

0.4

0.2

0
0 10 20 30 40 50
t (yr)
FIGURE 8.19 Probabilities of failure with different thresholds
ACCELERATED DEGRADATION TESTS WITH TIGHTENED THRESHOLDS 361

can have m “life” observations. Let tij k denote the “failure” time of unit i at Sk
and at Gj , where i = 1, 2, . . . , nk , j = 1, 2, . . . , m, and k = 1, 2, . . . , q. The life
distribution at the use stress level S0 and the usual threshold G0 is estimated by
utilizing these “life” data.
The most severe threshold Gm should be as tight as possible to maximize the
threshold range and the number of failures at Gm , but it must not fall in the
fluctuating degradation stage caused by the burn-in effects at the beginning of a
test. The space between two thresholds should be as wide as possible to reduce
the potential autocorrelation among the failure times. For this purpose, we usually
use m ≤ 4. In Section 8.8 we describe optimal design of the test plans.

8.7.3 Life Data Analysis

The life data analysis uses the following assumptions:

ž The (log) time to failure at a given threshold has a (transformed) location-

scale distribution (Weibull, normal, or lognormal). Other distributions are
less common, but may be used.
ž The scale parameter σ does not depend on stress and threshold.
ž The location parameter µ is a linear function of (transformed) stress and
threshold: namely,

µ(S, G) = β1 + β2 S + β3 G. (8.35)

where β1 , β2 , and β3 are parameters to be estimated from test data. Nonlinear

relationships may be used, but the analysis will be greatly complicated.

The life data analysis is to estimate the life distribution at the use stress
level and the usual threshold. This can be done by using the graphical or max-
imum likelihood method described in Section 7.7. The analysis is illustrated in
Example 8.10.

Example 8.10 Infrared light-emitting diodes (IRLEDs) are high-reliability opto-

electronic devices used widely in communication systems. The devices studied
here are GaAs/GaAs IRLEDs, the wavelength of which is 880 nm and the design
operating current, 50 mA. The performance of the devices is measured mainly
by the variation ratio of luminous power. A failure is said to have occurred if
the ratio is greater than 30%. To estimate the reliability at the operating current
of 50 mA, 40 units were sampled and divided into two groups. A group of 25
units was tested at 170 mA; the group of 15 units was tested at 320 mA. Two
reduced thresholds (10% and 19%) were used in testing. Table 8.2 summarizes
the test plan.
The test units were inspected for luminous power before and during testing.
The inspections were scheduled at 0, 24, 48, 96, 155, 368, 768, 1130, 1536,
1905, 2263, and 2550 hours for the 170 mA group, and at 0, 6, 12, 24, 48, 96,
156, 230, 324, 479, and 635 hours for the 320 mA group. Figure 8.20 shows
362 DEGRADATION TESTING AND ANALYSIS

TABLE 8.2 Accelerated Degradation Test Plan for the IRLEDs

Current Threshold Censoring Time
Group Sample Size (mA) (%) (h)

1 15 320 19 635
2 15 320 10 635
3 25 170 19 2550
4 25 170 10 2550

40
Power degradation (%)

20

10

500 1500 2500

Aging time (h)
(a)

80
70
60
Power degradation(%)

50
40
30

20
10
0

0 100 200 300 400 500 600 700

Aging time (h)
(b)
FIGURE 8.20 Degradation of luminous power at (a) 170 mA and (b) 320 mA

the values of the variation ratio at each inspection time. The data are shown in
Tables 8.9 and 8.10 of Problem 8.8.
The variation ratio of luminous power is a function of time and current, and
can be written as
A
y = B tC, (8.36)
I
ACCELERATED DEGRADATION TESTS WITH TIGHTENED THRESHOLDS 363

TABLE 8.3 Failure Times (Hours) at Different

Levels of Current and Threshold
Test 320 mA 170 mA
Unit 19% 10% 19% 10%

1 176 39 1751 1004

2 544 243 2550a 735
3 489 117 2550a 2550a
4 320 183 2550a 2550a
5 108 35 1545 867
6 136 47 2550a 1460
7 241 113 2550a 1565
8 73 27 1480 710
9 126 59 2550a 1389
10 92 35 2550a 2550a
11 366 74 2550a 1680
12 158 58 2550a 2550a
13 322 159 2550a 873
14 220 64 2550a 2550a
15 325 195 2550a 2138
16 2550a 840
17 2550a 2550a
18 2550a 2550a
19 2550a 1185
20 2550a 898
21 2550a 636
22 2550a 2329
23 2550a 1965
24 2550a 2550a
25 1611 618
a
Censored.

where y is the variation ratio, I the current, A and C random-effect parameters,

and B a fixed-effect constant.
To calculate the approximate failure times at a threshold of 10%, we fitted the
log transformed (8.36) to each of the degradation paths whose y values are greater
than or equal to 10% at their censoring times. Interpolating y to 10% gives the
failure times at this threshold. The units with y value less than 10% are considered
censored. To calculate the failure times at the threshold of 19%, we interpolated y
to 19% for the units with y values greater than or equal to 19% at their censoring
times. The remaining units are considered censored. The resulting exact failure
times are shown in Table 8.3. Alternatively, the failure times can be expressed
as interval data by using the measurements and corresponding inspection times.
This approach does not require fitting degradation model and interpolation. For
example, the measurement on unit 1 of 170 mA was 16% at the inspection time
of 1536 hours, and 22.5% at 1905 hours. If the reduced threshold is 19%, the
364 DEGRADATION TESTING AND ANALYSIS

unit failed between the two consecutive inspections. Therefore, the failure time
is within the interval [1536,1905]. In contrast, the exact time from interpolation
is 1751.
Figure 8.21 plots the lognormal fits to the failure times listed in Table 8.3. It
is shown that the shape parameter σ is approximately independent of current and
threshold. In addition, from (8.36), the scale parameter µ is a linear function of
the log current and the log threshold: namely,
µ(I, G) = β1 + β2 ln(I ) + β3 ln(G). (8.37)
The estimates of the model parameters were computed using Minitab as β̂1 =
28.913, β̂2 = −4.902, β̂3 = 1.601, and σ̂ = 0.668. The mean log life at the
operating current of 50 mA and the usual threshold of 30% is µ̂ = 15.182. The
probability of failure in 10 years (87,600 hours) is negligible, so the device has
ultrahigh reliability.

8.8 ACCELERATED DEGRADATION TEST PLANNING

Like accelerated life tests, degradation tests merit careful planning. In this section
we present compromise test plans for accelerated degradation tests with tightened
thresholds and survey briefly other degradation test plans.

8.8.1 Compromise Plans for Tightened Threshold Tests

The test plans here use the 22 full factorial design in Figure 7.21, where S1
is a two-level stress and S2 is a two-level threshold. The sample is divided
into two groups. One group is tested at the low level of S1 , and the other is
subjected to the high level. The two groups employ two levels of threshold. Since

99 170 mA, 10%

320 mA, 10%
95
90 320 mA, 19%

80
70
Percent

60
50
40
30
20
170 mA, 19%
10
5

1
10 100 1000 10,000
Time to failure (h)
FIGURE 8.21 Lognormal fits to the failure times at different levels of current and
threshold
ACCELERATED DEGRADATION TEST PLANNING 365

the threshold is thought of as a stress, the accelerated degradation tests can be

perceived of as accelerated life tests with two accelerating variables. As such, with
the assumptions stated in Section 8.7.3, the compromise test plans for accelerated
degradation tests can be developed using the methods for accelerated life tests
described in Sections 7.8.4 and 7.8.5. We use the notation in Sections 7.8.4, and
choose ξ11 (low stress level), ξ21 (low threshold level), and π11 (proportion of
sample size allocated to ξ11 ), to minimize the asymptotic variance of the MLE of
the mean log life at the use stress and the usual threshold. Note the uniqueness of
the test plans here: π11 = π12 , π21 = π22 , and π11 + π22 = 1. G. Yang and Yang
(2002) describe in detail development of the test plans.
Tables 8.4 and 8.5 list the test plans for Weibull and lognormal distributions,
respectively. In the tables, a1 is the standardized censoring time at S1 , and a2
at S2 . It is seen that a few plans have ξ11 , ξ21 , or both at the use (usual) level.
In these cases, the tests become partially accelerated degradation tests. To find a
plan from the tables, one looks up the value of c first, then b, a2 , and a1 in order.
Linear interpolation may be needed for a combination (a1 , a2 , b, c) not given in
the tables. Extrapolation outside the tables is not valid. Instead, use a numerical
algorithm for solution. After obtaining the standardized values, we convert them
to the actual values using the formulas given in Section 7.8.4.
The test plans depend on the values of µ00 , µ22 , µ02 , µ20 , and σ . They
are unknown at the test planning stage. Generally, µ00 can be approximated by
using experience, similar data, or a reliability prediction handbook such as MIL-
HDBK-217F (U.S. DoD, 1995), as described in Chapter 7. µ22 , µ20 , and σ can
be preestimated using a preliminary degradation test conducted at a high level of
stress. Since G2 is the tightest threshold, most test units will fail at this threshold
when the test is terminated. The failure times are used to preestimate µ22 and σ .
On the other hand, the preestimate of µ20 can be calculated by employing the
approximate pseudolife method described earlier in the chapter. The unknown
µ02 is estimated by µ00 + µ22 − µ20 , provided that (8.35) holds.

Example 8.11 A type of new tire has a nominal tread depth of 10 32

inch and
2
must be retreaded when the tread is worn to 32 inch. To evaluate the wear life
of the tires under a load of 1350 pounds, a sample of 35 units is to be placed
in test. The sample is divided into two groups, one loaded with the maximum
allowable load of 2835 pounds, and the other with a lighter load. Each group
8
will be run for 13,000 miles and subject to two thresholds, with one being 32
inch (the tightest threshold). The wear life (in miles) can be modeled with the
Weibull distribution with µ(P , G) = β1 + β2 ln(P ) + β3 ln(G), where µ is the
log Weibull characteristic life, P the load, and G the threshold. A preliminary
test was conducted on six tires loaded with 2835 pounds of pressure and run for
6500 miles. The tread loss was measured every 500 miles until test termination.
The degradation data yielded the preestimates µ22 = 8.56, µ20 = 9.86, and σ =
0.45. The fleet test data of the prior-generation tires resulted in the preestimate
µ00 = 11.32. Develop a compromise test plan for the experiment.
366 DEGRADATION TESTING AND ANALYSIS

TABLE 8.4 Compromise Test Plans for a Weibull Distribution

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
1 2 2 2 2 0.542 1.000 1.000 5.8 46 4 3 3 4 0.399 1.000 0.775 7.8
2 3 2 2 2 0.842 0.893 1.000 3.1 47 5 3 3 4 0.792 0.756 0.746 4.5
3 2 2 3 2 0.559 0.807 1.000 10.1 48 2 2 4 4 0.429 0.617 0.587 31.1
4 3 2 3 2 0.669 0.775 1.000 5.4 49 3 2 4 4 0.456 0.599 0.604 19.6
5 4 2 3 2 0.850 0.843 1.000 2.9 50 4 2 4 4 0.675 0.541 0.599 11.5
6 2 2 4 2 0.575 0.625 0.930 16.3 51 5 3 4 4 0.714 0.645 0.687 6.6
7 3 2 4 2 0.622 0.664 1.000 8.5 52 4 4 4 4 0.450 0.992 0.995 7.9
8 4 2 4 2 0.745 0.710 1.000 4.6 53 5 4 4 4 0.432 1.000 0.987 6.1
9 2 2 5 2 0.577 0.506 0.812 24.2 54 6 4 4 4 0.782 0.749 0.790 4.0
10 3 2 5 2 0.612 0.555 0.918 12.4 55 2 2 5 4 0.458 0.502 0.557 41.7
11 4 2 5 2 0.689 0.614 0.960 6.8 56 3 2 5 4 0.468 0.516 0.588 25.2
12 2 2 2 3 0.416 1.000 0.821 10.0 57 4 2 5 4 0.633 0.479 0.568 15.2
13 3 2 2 3 0.726 0.770 0.787 6.2 58 3 3 5 4 0.468 0.636 0.757 20.1
14 4 2 2 3 0.908 0.891 0.894 3.1 59 4 3 5 4 0.438 0.732 0.779 13.5
15 2 2 3 3 0.456 0.806 0.781 15.6 60 5 3 5 4 0.666 0.566 0.644 8.9
16 3 2 3 3 0.556 0.714 0.777 9.6 61 5 4 5 4 0.635 0.589 0.665 8.8
17 4 2 3 3 0.771 0.716 0.808 5.2 62 6 4 5 4 0.723 0.652 0.732 5.5
18 3 3 3 3 0.473 1.000 1.000 7.2 63 2 2 6 4 0.478 0.423 0.524 54.0
19 4 3 3 3 0.501 1.000 0.984 5.0 64 3 2 6 4 0.482 0.447 0.566 31.7
20 5 3 3 3 0.858 0.852 0.932 2.8 65 4 2 6 4 0.603 0.432 0.545 19.3
21 2 2 4 3 0.492 0.621 0.731 23.1 66 3 3 6 4 0.488 0.534 0.735 26.4
22 3 2 4 3 0.522 0.632 0.765 13.5 67 4 3 6 4 0.463 0.617 0.765 17.2
23 4 2 4 3 0.695 0.611 0.752 7.8 68 5 3 6 4 0.634 0.507 0.610 11.6
24 3 3 4 3 0.509 0.791 1.000 10.9 69 5 4 6 4 0.602 0.533 0.639 11.5
25 4 3 4 3 0.487 0.901 1.000 7.1 70 6 4 6 4 0.686 0.578 0.686 7.3
26 5 3 4 3 0.757 0.721 0.852 4.4 71 2 2 7 4 0.492 0.365 0.490 68.0
27 2 2 5 3 0.512 0.505 0.672 32.4 72 3 2 7 4 0.495 0.392 0.540 39.1
28 3 2 5 3 0.529 0.535 0.728 18.3 73 4 2 7 4 0.582 0.394 0.525 23.8
29 4 2 5 3 0.648 0.538 0.712 10.7 74 3 3 7 4 0.502 0.460 0.707 33.8
30 3 3 5 3 0.530 0.640 0.960 15.5 75 4 3 7 4 0.480 0.534 0.746 21.5
31 4 3 5 3 0.513 0.738 0.996 9.8 76 5 3 7 4 0.612 0.460 0.582 14.5
32 5 3 5 3 0.698 0.628 0.794 6.2 77 4 4 7 4 0.514 0.575 0.977 18.5
33 2 2 6 3 0.524 0.425 0.614 43.4 78 5 4 7 4 0.489 0.676 0.998 12.7
34 3 2 6 3 0.538 0.459 0.682 23.9 79 6 4 7 4 0.467 0.783 1.000 9.4
35 4 2 6 3 0.618 0.480 0.680 14.0 80 2 2 2 5 0.280 1.000 0.516 22.1
36 3 3 6 3 0.541 0.536 0.905 21.2 81 3 2 2 5 0.672 0.600 0.501 15.3
37 4 3 6 3 0.528 0.621 0.956 13.0 82 4 2 2 5 0.811 0.698 0.581 8.1
38 5 3 6 3 0.661 0.558 0.749 8.3 83 2 2 3 5 0.331 0.800 0.502 30.2
39 2 2 2 4 0.335 1.000 0.635 15.5 84 3 2 3 5 0.546 0.538 0.483 21.0
40 3 2 2 4 0.388 0.875 0.622 10.9 85 4 2 3 5 0.721 0.568 0.534 11.8
41 4 2 2 4 0.844 0.778 0.703 5.3 86 3 3 3 5 0.337 1.000 0.638 14.3
42 2 2 3 4 0.384 0.803 0.613 22.3 87 4 3 3 5 0.332 1.000 0.633 11.2
43 3 2 3 4 0.535 0.620 0.597 14.8 88 5 3 3 5 0.757 0.685 0.625 6.6
44 4 2 3 4 0.737 0.630 0.641 8.2 89 2 2 4 5 0.379 0.613 0.487 40.2
45 3 3 3 4 0.394 1.000 0.790 10.5 90 3 2 4 5 0.417 0.563 0.494 26.9
ACCELERATED DEGRADATION TEST PLANNING 367

TABLE 8.4 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
91 4 2 4 5 0.665 0.489 0.501 15.9 136 6 5 8 5 0.470 0.710 0.992 12.1
92 3 3 4 5 0.384 0.782 0.629 19.3 137 2 2 3 6 0.291 0.798 0.425 39.2
93 4 3 4 5 0.346 0.894 0.640 14.1 138 3 2 3 6 0.558 0.480 0.408 28.2
94 5 3 4 5 0.690 0.587 0.580 9.2 139 4 2 3 6 0.712 0.520 0.460 15.9
95 4 4 4 5 0.392 0.988 0.799 10.4 140 3 3 3 6 0.294 1.000 0.535 18.8
96 5 4 4 5 0.370 1.000 0.800 8.3 141 4 3 3 6 0.285 1.000 0.534 15.1
97 6 4 4 5 0.740 0.686 0.670 5.6 142 5 3 3 6 0.737 0.629 0.539 9.1
98 2 2 5 5 0.413 0.498 0.470 52.0 143 2 2 4 6 0.339 0.610 0.415 50.5
99 3 2 5 5 0.421 0.498 0.488 33.4 144 3 2 4 6 0.416 0.504 0.413 35.3
100 4 2 5 5 0.627 0.434 0.476 20.4 145 4 2 4 6 0.661 0.449 0.432 20.8
101 3 3 5 5 0.419 0.632 0.620 25.3 146 4 3 4 6 0.303 0.890 0.537 18.5
102 4 3 5 5 0.383 0.726 0.635 17.8 147 5 3 4 6 0.675 0.542 0.503 12.1
103 5 3 5 5 0.647 0.519 0.545 12.0 148 4 4 4 6 0.347 0.985 0.667 13.2
104 5 4 5 5 0.598 0.551 0.567 11.8 149 5 4 4 6 0.323 1.000 0.670 10.9
105 6 4 5 5 0.691 0.601 0.625 7.5 150 6 4 4 6 0.712 0.637 0.583 7.5
106 5 5 5 5 0.439 0.971 0.980 8.1 151 2 2 5 6 0.376 0.495 0.404 63.5
107 6 5 5 5 0.408 1.000 0.991 6.6 152 3 2 5 6 0.387 0.480 0.415 42.6
108 2 2 6 5 0.438 0.420 0.450 65.6 153 4 2 5 6 0.625 0.399 0.411 26.1
109 3 2 6 5 0.438 0.435 0.477 40.7 154 3 3 5 6 0.378 0.629 0.523 31.0
110 4 2 6 5 0.599 0.393 0.456 25.3 155 4 3 5 6 0.340 0.722 0.534 22.7
111 3 3 6 5 0.444 0.531 0.608 32.2 156 5 3 5 6 0.636 0.481 0.474 15.4
112 4 3 6 5 0.411 0.612 0.628 22.0 157 4 4 5 6 0.384 0.792 0.666 16.9
113 5 3 6 5 0.618 0.466 0.518 15.1 158 5 4 5 6 0.345 0.929 0.672 13.1
114 5 4 6 5 0.418 0.781 0.805 12.8 159 6 4 5 6 0.323 1.000 0.670 10.9
115 6 4 6 5 0.388 0.904 0.807 10.1 160 5 5 5 6 0.393 0.967 0.816 10.1
116 5 5 6 5 0.463 0.810 0.982 10.5 161 6 5 5 6 0.362 1.000 0.825 8.4
117 6 5 6 5 0.433 0.944 0.987 8.0 162 3 3 6 6 0.406 0.528 0.516 38.6
118 2 2 7 5 0.456 0.364 0.429 81.0 163 4 3 6 6 0.370 0.608 0.530 27.3
119 3 2 7 5 0.454 0.384 0.462 48.9 164 5 3 6 6 0.609 0.434 0.452 19.1
120 4 2 7 5 0.577 0.361 0.441 30.5 165 4 4 6 6 0.411 0.662 0.664 21.2
121 3 3 7 5 0.462 0.458 0.594 40.2 166 5 4 6 6 0.375 0.778 0.672 16.0
122 4 3 7 5 0.433 0.530 0.619 26.8 167 6 4 6 6 0.344 0.900 0.674 12.8
123 5 3 7 5 0.598 0.425 0.495 18.6 168 5 5 6 6 0.420 0.807 0.817 12.7
124 5 4 7 5 0.439 0.672 0.803 15.8 169 6 5 6 6 0.388 0.940 0.821 10.0
125 6 4 7 5 0.412 0.778 0.806 12.1 170 6 6 6 6 0.432 0.958 0.972 8.1
126 5 5 7 5 0.481 0.695 0.983 13.2 171 3 3 7 6 0.428 0.455 0.508 47.3
127 6 5 7 5 0.454 0.810 0.990 9.9 172 4 3 7 6 0.393 0.526 0.525 32.6
128 3 2 8 5 0.467 0.342 0.445 58.0 173 5 3 7 6 0.589 0.396 0.433 23.0
129 4 2 8 5 0.561 0.335 0.428 36.1 174 4 4 7 6 0.433 0.569 0.662 26.2
130 3 3 8 5 0.476 0.402 0.578 49.3 175 5 4 7 6 0.398 0.669 0.671 19.2
131 4 3 8 5 0.449 0.467 0.607 32.1 176 6 4 7 6 0.369 0.775 0.674 15.2
132 4 4 8 5 0.484 0.502 0.784 27.4 177 5 5 7 6 0.441 0.693 0.818 15.7
133 5 4 8 5 0.456 0.590 0.801 19.2 178 6 5 7 6 0.411 0.807 0.823 12.1
134 6 4 8 5 0.431 0.684 0.806 14.5 179 6 6 7 6 0.452 0.822 0.974 10.1
135 5 5 8 5 0.494 0.609 0.984 16.4 180 3 3 8 6 0.444 0.400 0.498 56.9
368 DEGRADATION TESTING AND ANALYSIS

TABLE 8.4 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
181 4 3 8 6 0.413 0.463 0.519 38.4 220 5 5 7 7 0.407 0.691 0.700 18.4
182 5 3 8 6 0.574 0.366 0.417 27.2 221 6 5 7 7 0.375 0.805 0.704 14.5
183 4 4 8 6 0.449 0.499 0.659 31.7 222 6 6 7 7 0.416 0.819 0.833 11.9
184 5 4 8 6 0.417 0.587 0.670 22.9 223 4 4 8 7 0.419 0.498 0.567 36.4
185 6 4 8 6 0.389 0.680 0.673 17.7 224 5 4 8 7 0.384 0.585 0.575 27.0
186 5 5 8 6 0.457 0.607 0.819 19.1 225 6 4 8 7 0.355 0.678 0.578 21.4
187 6 5 8 6 0.429 0.707 0.824 14.5 226 5 5 8 7 0.425 0.605 0.701 22.1
188 6 6 8 6 0.468 0.719 0.977 12.3 227 6 5 8 7 0.395 0.705 0.705 17.1
189 2 2 4 7 0.307 0.607 0.361 62.0 228 6 6 8 7 0.434 0.717 0.834 14.3
190 3 2 4 7 0.466 0.423 0.350 44.7 229 2 2 5 8 0.317 0.491 0.313 90.1
191 3 3 4 7 0.308 0.777 0.456 30.1 230 3 2 5 8 0.352 0.434 0.317 64.6
192 4 3 4 7 0.269 0.887 0.463 23.5 231 3 3 5 8 0.317 0.625 0.398 44.4
193 5 3 4 7 0.667 0.505 0.445 15.4 232 4 3 5 8 0.278 0.715 0.404 34.3
194 4 4 4 7 0.312 0.983 0.573 16.4 233 5 3 5 8 0.626 0.423 0.379 23.3
195 5 4 4 7 0.287 1.000 0.576 13.7 234 4 4 5 8 0.319 0.787 0.501 24.4
196 6 4 4 7 0.693 0.596 0.517 9.6 235 5 4 5 8 0.281 0.923 0.504 19.7
197 2 2 5 7 0.344 0.493 0.353 76.2 236 6 4 5 8 0.258 1.000 0.504 17.0
198 3 2 5 7 0.363 0.460 0.360 53.0 237 5 5 5 8 0.325 0.962 0.610 14.7
199 4 2 5 7 0.626 0.371 0.363 32.4 238 6 5 5 8 0.295 1.000 0.616 12.6
200 3 3 5 7 0.345 0.627 0.452 37.4 239 3 2 7 8 0.368 0.358 0.312 85.0
201 4 3 5 7 0.306 0.718 0.460 28.2 240 3 3 7 8 0.371 0.452 0.391 63.2
202 5 3 5 7 0.629 0.449 0.421 19.2 241 4 3 7 8 0.333 0.520 0.400 46.1
203 4 4 5 7 0.349 0.789 0.572 20.5 242 5 3 7 8 0.581 0.352 0.348 32.9
204 5 4 5 7 0.310 0.926 0.576 16.2 243 4 4 7 8 0.373 0.566 0.499 35.2
205 6 4 5 7 0.287 1.000 0.576 13.7 244 5 4 7 8 0.335 0.664 0.504 27.1
206 5 5 5 7 0.356 0.964 0.699 12.3 245 6 4 7 8 0.305 0.769 0.506 22.3
207 6 5 5 7 0.325 1.000 0.706 10.4 246 5 5 7 8 0.378 0.689 0.612 21.3
208 3 3 6 7 0.374 0.526 0.448 45.7 247 6 5 7 8 0.345 0.802 0.615 17.1
209 4 3 6 7 0.336 0.604 0.458 33.3 248 6 6 7 8 0.385 0.818 0.727 13.8
210 5 3 6 7 0.603 0.407 0.402 23.4 249 3 3 8 8 0.391 0.397 0.387 74.1
211 4 4 6 7 0.378 0.660 0.570 25.2 250 4 3 8 8 0.354 0.458 0.398 52.9
212 5 4 6 7 0.340 0.775 0.576 19.4 251 5 3 8 8 0.566 0.327 0.336 38.1
213 6 4 6 7 0.308 0.897 0.578 16.0 252 4 4 8 8 0.393 0.496 0.497 41.5
214 5 5 6 7 0.384 0.805 0.699 15.2 253 5 4 8 8 0.356 0.583 0.504 31.4
215 6 5 6 7 0.351 0.937 0.702 12.1 254 6 4 8 8 0.326 0.675 0.506 25.4
216 6 6 6 7 0.394 0.956 0.831 9.7 255 5 5 8 8 0.397 0.604 0.612 25.3
217 4 4 7 7 0.401 0.567 0.569 30.5 256 6 5 8 8 0.366 0.703 0.616 19.9
218 5 4 7 7 0.364 0.666 0.576 23.0 257 6 6 8 8 0.405 0.716 0.728 16.4
219 6 4 7 7 0.334 0.772 0.578 18.5

SOLUTION From the preestimates we obtain µ02 = 11.32 + 8.56 − 9.86 =

10.02, a1 = a2 = 2.03, b = 3.24, and c = 2.89. Make the approximations a1 =
a2 ≈ 2 and c ≈ 3. Since the desired value of b is not included in Table 8.4, lin-
ear interpolation is needed. First find the plans for (a1 , a2 , b, c) = (2, 2, 3, 3) and
(2, 2, 4, 3). Then interpolation to (2, 2, 3.24, 3) gives π11 = 0.465, ξ11 = 0.762,
ξ21 = 0.769, and V = 17.4. For comparison, we calculated the optimization model
ACCELERATED DEGRADATION TEST PLANNING 369

TABLE 8.5 Compromise Test Plans for a Lognormal Distribution

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
1 2 2 2 2 0.478 1.000 1.000 5.6 46 4 3 3 4 0.677 0.685 0.659 6.5
2 3 2 2 2 0.846 0.879 1.000 2.6 47 5 3 3 4 0.805 0.781 0.765 3.7
3 2 2 3 2 0.472 0.837 1.000 9.8 48 2 2 4 4 0.379 0.696 0.678 26.7
4 3 2 3 2 0.704 0.711 0.897 4.8 49 3 2 4 4 0.572 0.489 0.514 16.7
5 4 2 3 2 0.850 0.844 1.000 2.4 50 4 2 4 4 0.681 0.559 0.603 9.4
6 2 2 4 2 0.495 0.654 1.000 15.4 51 5 3 4 4 0.722 0.667 0.703 5.4
7 3 2 4 2 0.646 0.593 0.814 7.5 52 4 4 4 4 0.417 1.000 1.000 7.2
8 4 2 4 2 0.747 0.699 0.952 3.9 53 5 4 4 4 0.697 0.678 0.709 5.4
9 2 2 5 2 0.537 0.442 0.645 21.5 54 6 4 4 4 0.786 0.771 0.810 3.3
10 3 2 5 2 0.616 0.507 0.747 10.8 55 2 2 5 4 0.409 0.561 0.676 35.9
11 4 2 5 2 0.691 0.600 0.874 5.8 56 3 2 5 4 0.552 0.427 0.482 21.8
12 2 2 2 3 0.374 1.000 0.823 9.4 57 4 2 5 4 0.641 0.489 0.563 12.5
13 3 2 2 3 0.751 0.767 0.753 5.1 58 3 3 5 4 0.501 0.467 0.510 20.9
14 4 2 2 3 0.923 0.910 0.896 2.5 59 4 3 5 4 0.600 0.510 0.570 12.2
15 2 2 3 3 0.395 0.912 0.883 14.0 60 5 3 5 4 0.674 0.584 0.655 7.4
16 3 2 3 3 0.646 0.630 0.681 8.1 61 5 4 5 4 0.657 0.592 0.661 7.3
17 4 2 3 3 0.779 0.732 0.802 4.3 62 6 4 5 4 0.725 0.675 0.752 4.6
18 3 3 3 3 0.423 1.000 1.000 7.0 63 2 2 6 4 0.431 0.470 0.671 46.6
19 4 3 3 3 0.731 0.753 0.809 4.2 64 3 2 6 4 0.398 0.563 0.675 29.7
20 5 3 3 3 0.867 0.868 0.936 2.3 65 4 2 6 4 0.615 0.436 0.531 15.9
21 2 2 4 3 0.432 0.693 0.878 20.7 66 3 3 6 4 0.507 0.404 0.476 26.6
22 3 2 4 3 0.600 0.534 0.627 11.7 67 4 3 6 4 0.584 0.452 0.537 15.6
23 4 2 4 3 0.703 0.618 0.734 6.4 68 5 3 6 4 0.644 0.520 0.616 9.6
24 3 3 4 3 0.554 0.573 0.656 11.3 69 5 4 6 4 0.633 0.525 0.621 9.5
25 4 3 4 3 0.667 0.638 0.741 6.3 70 6 4 6 4 0.687 0.600 0.706 6.1
26 5 3 4 3 0.763 0.735 0.853 3.6 71 2 2 7 4 0.447 0.405 0.665 58.8
27 2 2 5 3 0.457 0.560 0.868 28.9 72 3 2 7 4 0.417 0.487 0.671 36.6
28 3 2 5 3 0.578 0.462 0.583 15.9 73 4 2 7 4 0.597 0.394 0.503 19.7
29 4 2 5 3 0.659 0.537 0.681 8.9 74 3 3 7 4 0.511 0.358 0.448 32.8
30 3 3 5 3 0.549 0.487 0.605 15.5 75 4 3 7 4 0.573 0.406 0.509 19.3
31 4 3 5 3 0.632 0.553 0.688 8.7 76 5 3 7 4 0.623 0.468 0.584 12.0
32 5 3 5 3 0.705 0.638 0.790 5.2 77 4 4 7 4 0.567 0.410 0.514 19.2
33 2 2 6 3 0.473 0.470 0.852 38.6 78 5 4 7 4 0.615 0.473 0.587 11.9
34 3 2 6 3 0.565 0.407 0.547 20.7 79 6 4 7 4 0.660 0.541 0.667 7.7
35 4 2 6 3 0.631 0.475 0.638 11.7 80 2 2 2 5 0.263 1.000 0.541 19.0
36 3 3 6 3 0.546 0.423 0.564 20.2 81 3 2 2 5 0.684 0.622 0.505 12.0
37 4 3 6 3 0.611 0.487 0.644 11.5 82 4 2 2 5 0.826 0.732 0.605 6.5
38 5 3 6 3 0.669 0.564 0.739 6.9 83 2 2 3 5 0.293 0.925 0.551 25.1
39 2 2 2 4 0.308 1.000 0.658 13.8 84 3 2 3 5 0.596 0.522 0.466 16.9
40 3 2 2 4 0.706 0.685 0.604 8.2 85 4 2 3 5 0.728 0.597 0.554 9.5
41 4 2 2 4 0.859 0.808 0.721 4.3 86 3 3 3 5 0.319 1.000 0.710 12.7
42 2 2 3 4 0.337 0.920 0.679 19.1 87 4 3 3 5 0.642 0.632 0.558 9.2
43 3 2 3 4 0.614 0.570 0.552 12.2 88 5 3 3 5 0.769 0.714 0.649 5.5
44 4 2 3 4 0.746 0.655 0.653 6.7 89 2 2 4 5 0.338 0.699 0.551 33.7
45 3 3 3 4 0.368 1.000 0.882 9.5 90 3 2 4 5 0.295 0.828 0.551 24.2
370 DEGRADATION TESTING AND ANALYSIS

TABLE 8.5 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
91 4 2 4 5 0.669 0.512 0.514 12.8 136 6 5 8 5 0.621 0.464 0.554 12.1
92 3 3 4 5 0.351 0.883 0.698 16.5 137 2 2 3 6 0.260 0.929 0.463 31.9
93 4 3 4 5 0.319 1.000 0.710 12.7 138 3 2 3 6 0.229 1.000 0.457 25.1
94 5 3 4 5 0.697 0.614 0.601 7.6 139 4 2 3 6 0.719 0.551 0.482 12.7
95 4 4 4 5 0.563 0.564 0.533 12.1 140 3 3 3 6 0.281 1.000 0.594 16.3
96 5 4 4 5 0.659 0.630 0.607 7.4 141 4 3 3 6 0.285 1.000 0.546 13.9
97 6 4 4 5 0.746 0.712 0.693 4.7 142 5 3 3 6 0.748 0.661 0.565 7.5
98 2 2 5 5 0.370 0.562 0.550 43.8 143 2 2 4 6 0.304 0.701 0.463 41.5
99 3 2 5 5 0.329 0.671 0.552 30.2 144 3 2 4 6 0.261 0.833 0.464 30.9
100 4 2 5 5 0.631 0.452 0.483 16.5 145 4 2 4 6 0.663 0.475 0.450 16.7
101 3 3 5 5 0.384 0.710 0.700 21.6 146 4 3 4 6 0.577 0.509 0.454 16.1
102 4 3 5 5 0.349 0.854 0.708 15.9 147 5 3 4 6 0.682 0.571 0.526 10.0
103 5 3 5 5 0.319 1.000 0.710 12.7 148 4 4 4 6 0.528 0.537 0.469 15.6
104 5 4 5 5 0.372 1.000 0.870 9.2 149 5 4 4 6 0.631 0.591 0.532 9.7
105 6 4 5 5 0.364 1.000 0.884 8.1 150 6 4 4 6 0.718 0.665 0.608 6.3
106 5 5 5 5 0.417 1.000 1.000 7.2 151 2 2 5 6 0.338 0.563 0.463 52.5
107 6 5 5 5 0.404 1.000 1.000 6.4 152 3 2 5 6 0.295 0.673 0.465 37.6
108 2 2 6 5 0.395 0.471 0.549 55.4 153 4 2 5 6 0.626 0.421 0.424 21.0
109 3 2 6 5 0.356 0.565 0.552 37.0 154 3 3 5 6 0.349 0.712 0.587 26.2
110 4 2 6 5 0.606 0.405 0.457 20.6 155 4 3 5 6 0.311 0.856 0.592 19.9
111 3 3 6 5 0.467 0.397 0.420 33.4 156 5 3 5 6 0.281 1.000 0.594 16.2
112 4 3 6 5 0.563 0.425 0.462 20.0 157 4 4 5 6 0.361 0.869 0.718 14.6
113 5 3 6 5 0.627 0.484 0.532 12.5 158 5 4 5 6 0.331 1.000 0.727 11.6
114 5 4 6 5 0.609 0.492 0.537 12.4 159 6 4 5 6 0.323 1.000 0.738 10.4
115 6 4 6 5 0.662 0.560 0.611 8.0 160 5 5 5 6 0.377 1.000 0.864 8.9
116 5 5 6 5 0.605 0.494 0.539 12.3 161 6 5 5 6 0.367 1.000 0.888 8.0
117 6 5 6 5 0.656 0.562 0.614 8.0 162 3 3 6 6 0.375 0.595 0.587 32.6
118 2 2 7 5 0.415 0.405 0.546 68.5 163 4 3 6 6 0.339 0.716 0.595 24.1
119 3 2 7 5 0.378 0.488 0.552 44.6 164 5 3 6 6 0.309 0.843 0.597 19.3
120 4 2 7 5 0.588 0.368 0.435 25.0 165 4 4 6 6 0.388 0.727 0.720 18.3
121 3 3 7 5 0.480 0.347 0.394 40.6 166 5 4 6 6 0.358 0.859 0.726 14.1
122 4 3 7 5 0.554 0.383 0.440 24.4 167 6 4 6 6 0.332 0.996 0.728 11.6
123 5 3 7 5 0.608 0.438 0.505 15.4 168 5 5 6 6 0.402 0.865 0.859 11.2
124 5 4 7 5 0.595 0.444 0.509 15.2 169 6 5 6 6 0.377 1.000 0.864 8.9
125 6 4 7 5 0.640 0.506 0.580 10.0 170 6 6 6 6 0.417 1.000 1.000 7.2
126 5 5 7 5 0.593 0.445 0.511 15.2 171 3 3 7 6 0.396 0.512 0.588 39.9
127 6 5 7 5 0.636 0.508 0.582 10.0 172 4 3 7 6 0.362 0.616 0.597 28.8
128 3 2 8 5 0.395 0.430 0.551 53.0 173 5 3 7 6 0.332 0.725 0.599 22.6
129 4 2 8 5 0.576 0.337 0.416 29.7 174 4 4 7 6 0.408 0.625 0.721 22.5
130 3 3 8 5 0.487 0.311 0.373 48.4 175 5 4 7 6 0.380 0.738 0.728 17.0
131 4 3 8 5 0.548 0.349 0.421 29.1 176 6 4 7 6 0.355 0.856 0.731 13.7
132 4 4 8 5 0.541 0.353 0.425 28.9 177 5 5 7 6 0.422 0.744 0.861 13.8
133 5 4 8 5 0.585 0.405 0.486 18.3 178 6 5 7 6 0.399 0.862 0.866 10.8
134 6 4 8 5 0.624 0.463 0.553 12.1 179 6 6 7 6 0.437 0.868 1.000 9.0
135 5 5 8 5 0.584 0.406 0.488 18.3 180 3 3 8 6 0.412 0.449 0.588 48.0
ACCELERATED DEGRADATION TEST PLANNING 371

TABLE 8.5 (continued )

No. a1 a2 b c π11 ξ11 ξ21 V No. a1 a2 b c π11 ξ11 ξ21 V
181 4 3 8 6 0.381 0.540 0.598 34.1 220 5 5 7 7 0.390 0.745 0.740 16.1
182 5 3 8 6 0.352 0.637 0.602 26.2 221 6 5 7 7 0.365 0.863 0.744 12.9
183 4 4 8 6 0.424 0.548 0.722 27.2 222 6 6 7 7 0.403 0.868 0.864 10.5
184 5 4 8 6 0.398 0.647 0.730 20.3 223 4 4 8 7 0.396 0.549 0.621 31.1
185 6 4 8 6 0.375 0.751 0.734 16.1 224 5 4 8 7 0.368 0.648 0.627 23.7
186 5 5 8 6 0.437 0.652 0.863 16.8 225 6 4 8 7 0.343 0.751 0.630 19.2
187 6 5 8 6 0.416 0.757 0.869 13.0 226 5 5 8 7 0.408 0.653 0.741 19.3
188 6 6 8 6 0.452 0.762 1.000 10.9 227 6 5 8 7 0.384 0.757 0.746 15.2
189 2 2 4 7 0.277 0.702 0.400 50.1 228 6 6 8 7 0.420 0.761 0.866 12.7
190 3 2 4 7 0.233 0.836 0.401 38.5 229 2 2 5 8 0.285 0.552 0.356 72.5
191 3 3 4 7 0.285 0.888 0.504 25.1 230 3 2 5 8 0.243 0.676 0.353 55.0
192 4 3 4 7 0.251 1.000 0.511 20.3 231 3 3 5 8 0.294 0.714 0.443 36.7
193 5 3 4 7 0.673 0.535 0.469 12.7 232 4 3 5 8 0.256 0.859 0.447 29.2
194 4 4 4 7 0.498 0.516 0.420 19.4 233 5 3 5 8 0.227 1.000 0.448 24.8
195 5 4 4 7 0.609 0.559 0.475 12.3 234 4 4 5 8 0.303 0.873 0.542 20.8
196 6 4 4 7 0.699 0.625 0.542 8.1 235 5 4 5 8 0.272 1.000 0.548 17.1
197 2 2 5 7 0.311 0.564 0.400 62.1 236 6 4 5 8 0.263 1.000 0.554 15.7
198 3 2 5 7 0.266 0.675 0.401 45.9 237 5 5 5 8 0.313 1.000 0.651 12.8
199 4 2 5 7 0.625 0.395 0.379 25.9 238 6 5 5 8 0.302 1.000 0.665 11.7
200 3 3 5 7 0.319 0.713 0.505 31.2 239 3 2 7 8 0.294 0.489 0.353 73.5
201 4 3 5 7 0.281 0.857 0.509 24.3 240 3 3 7 8 0.345 0.513 0.444 52.4
202 5 3 5 7 0.251 1.000 0.511 20.3 241 4 3 7 8 0.308 0.617 0.449 39.8
203 4 4 5 7 0.329 0.871 0.618 17.6 242 5 3 7 8 0.277 0.726 0.451 32.4
204 5 4 5 7 0.299 1.000 0.625 14.2 243 4 4 7 8 0.353 0.626 0.544 29.9
205 6 4 5 7 0.290 1.000 0.633 12.9 244 5 4 7 8 0.323 0.739 0.548 23.6
206 5 5 5 7 0.342 1.000 0.743 10.8 245 6 4 7 8 0.296 0.857 0.550 19.7
207 6 5 5 7 0.331 1.000 0.760 9.7 246 5 5 7 8 0.363 0.745 0.649 18.6
208 3 3 6 7 0.346 0.596 0.506 38.2 247 6 5 7 8 0.337 0.864 0.652 15.1
209 4 3 6 7 0.309 0.717 0.511 28.9 248 6 6 7 8 0.374 0.869 0.758 12.2
210 5 3 6 7 0.279 0.844 0.512 23.6 249 3 3 8 8 0.364 0.449 0.445 61.5
211 4 4 6 7 0.357 0.728 0.619 21.6 250 4 3 8 8 0.328 0.541 0.450 45.8
212 5 4 6 7 0.326 0.860 0.623 17.0 251 5 3 8 8 0.297 0.637 0.452 36.7
213 6 4 6 7 0.299 0.997 0.625 14.2 252 4 4 8 8 0.372 0.549 0.545 35.3
214 5 5 6 7 0.369 0.866 0.739 13.2 253 5 4 8 8 0.342 0.648 0.549 27.4
215 6 5 6 7 0.342 1.000 0.743 10.8 254 6 4 8 8 0.316 0.752 0.551 22.5
216 6 6 6 7 0.381 1.000 0.864 8.6 255 5 5 8 8 0.382 0.653 0.650 21.9
217 4 4 7 7 0.379 0.626 0.620 26.1 256 6 5 8 8 0.357 0.758 0.653 17.6
218 5 4 7 7 0.349 0.739 0.625 20.2 257 6 6 8 8 0.392 0.761 0.759 14.5
219 6 4 7 7 0.323 0.857 0.627 16.6

for directly (2.03, 2.03, 3.24, 2.89) and got π11 = 0.477, ξ11 = 0.758, ξ21 =
0.800, and V = 16.1. In this case, the approximation and interpolation yield
fairly accurate results. The standardized plan is then converted to the actual
plan, as shown in Table 8.6. In implementing this plan, the six tires used for the
preliminary test should continue being tested until 13,000 miles as part of the
group at 2,835 pounds. Thus, this group requires only an additional 12 units.
372 DEGRADATION TESTING AND ANALYSIS

TABLE 8.6 Actual Test Plan for the Tires

Sample Load Threshold Censoring Time
Group Size (pounds) (inches) (miles)

1 17 1611 3/32 13,000

2 17 1611 8/32 13,000
3 18 2835 3/32 13,000
4 18 2835 8/32 13,000

8.8.2 Survey of Degradation Test Plans

As stated earlier, a degradation test may be conducted at a use stress level or
higher than a use stress level. For a test at a use stress level, we need to choose the
sample size, inspection times (inspection frequency), and test termination time.
In addition to these variables, we need to determine the stress levels and sample
size allocated to each stress level for a constant-stress accelerated degradation
test. The common design of the test plans selects the optimum values of these
variables to minimize the statistical error, total test cost, or both. In particular,
the test plans can be formulated as one of the following optimization problems:

ž Minimize the asymptotic variance (or mean square error) of the estimate of a
life percentile or other quantity at a use stress level, subject to a prespecified
cost budget.
ž Minimize the total test cost, subject to the allowable statistical error.
ž Minimize the asymptotic variance (or mean square error) and the total test
cost simultaneously.

Nelson (2005) provides a nearly complete bibliography of test plans. Most

plans are formulated as a first optimization problem. Yu (2003) designs optimum
accelerated degradation test plans using the nonlinear integer programming tech-
nique. The plans are designed to choose the optimal combination of sample size,
inspection frequency, and test termination time at each stress level by minimiz-
ing the mean square error of the estimated 100pth percentile of the product life
distribution at a use stress level. The optimization is subject to the constraint that
the total test cost must not exceed a given budget. In an earlier work, Yu (1999)
presents similar test plans but minimizes the variance of the estimate. Q. Li and
Kececioglu (2003) present a four-step approach to the calculation of sample size,
test stress levels, respective sample allocation assigned to each stress level, mea-
surement times, and test termination time. The decision variables are optimized
to minimize the mean square error of the estimate of the mean life subject to a
cost budget. Using a simple constant rate relationship between the applied stress
and product performance, Park and Yum (1997) devise optimum test plans for
destructive inspections. The plans also determine the stress levels, proportion of
test units allocated to each stress level, and measurement times, which minimize
the asymptotic variance of the MLE of the mean life at a use stress level. Park
PROBLEMS 373

and Yum (1999) compare numerically plans they developed for accelerated life
and degradation tests. Unsurprisingly, they conclude that accelerated degradation
test plans provide more accurate estimates of life percentiles, especially when the
probabilities of failure are small. Boulanger and Escobar (1994) design optimum
accelerated degradation test plans for a particular degradation model that may be
suitable to describe a degradation process in which the amount of degradation
over time levels off toward a stress-dependent plateau (maximum degradation).
The design consists of three steps, the first of which is to determine the stress
levels and corresponding proportions of test units by minimizing the variance
of the weighted least squares estimate of the mean of the log plateaus at the
use condition. The second step is to optimize the times at which to measure the
units at a selected stress level, then the results of the two steps are combined to
determine the total number of test units.
For degradation tests at a single constant-stress level, S. Wu and Chang (2002)
propose an approach to the determination of sample size, inspection frequency,
and test termination time. The optimization criterion is to minimize the variance
of a life percentile estimate subject to total test cost. Marseguerra et al. (2003)
develop test plans similar to those of S. Wu and Chang (2002), and consider
additionally simultaneous minimization of the variance and total test cost. The
latter part deals with the third optimization problem described above.
Few publications deal with the second optimization problem. Yu and Chiao
(2002) design optimal plans for fractional factorial degradation experiments with
the aim of improving product reliability. The plans select the inspection fre-
quency, sample size, and test termination time at each run by minimizing the
total test cost subject to a prespecified correct decision probability. Tang et al.
(2004) conduct the optimal design of step-stress accelerated degradation tests.
The objective of the design is to minimize the total test cost subject to a vari-
ance constraint. The minimization yields the optimal sample size, number of
inspections at each intermediate stress level, and number of total inspections.
Generally speaking, the optimal design of accelerated degradation tests is
considerably more difficult than that of accelerated life tests, mainly because the
former involves complicated degradation models and more decision variables. It
is not surprising that there is scant literature on this subject. As we may have
observed, degradation testing and analysis is a promising and rewarding tech-
nique. Increasingly wide applications of this technique require more practically
useful test plans.

PROBLEMS

8.1 A product usually has more than one performance characteristic. Describe
the general approaches to determination of the critical characteristic. Explain
why the critical characteristic selected must be monotone.
8.2 Discuss the advantages and disadvantages of pseudolife analysis. Compared
with the traditional life data analysis, do you expect a pseudolife analysis
to give a more accurate estimate? Why?
374 DEGRADATION TESTING AND ANALYSIS

TABLE 8.7 Valve Recession Data (Inches)

Valve
Time (h) 1 2 3 4 5 6 7

0 0 0 0 0 0 0 0
15 0.001472 0.001839 0.001472 0.001839 0.001839 0.001839 0.002575
45 0.002943 0.004047 0.003311 0.002943 0.003311 0.002943 0.003679
120 0.005886 0.00699 0.005886 0.004415 0.005518 0.005886 0.005886
150 0.006254 0.008093 0.006622 0.005150 0.006254 0.006990 0.007726
180 0.008461 0.009933 0.008093 0.006622 0.007726 0.008461 0.010301

8.3 K.Yang and Xue (1996) performed degradation analysis of the exhaust
valves installed in a certain internal combustion engine. The degradation
is the valve recession, representing the amount of wear in a valve over
time; the valve recession data at different inspection times are shown in
Table 8.7. Develop a model to describe the degradation paths. If the valve
is said to have failed when the recession reaches 0.025 inch, estimate the
probability of failure at 500 hours through pseudolife analysis.
8.4 Refer to Problem 8.3. Suppose that the degradation model parameters for
the valve recession have random effects and have a bivariate normal dis-
tribution. Calculate the mean vector and variance–covariance matrix using
the multivariate approach. Estimate the probability of failure of the valve
at 500 hours through Monte Carlo simulation.
8.5 Refer to Problem 8.4. Calculate the probability of failure of the valve at
500 hours by using (8.13). Compare the result with those in Problems 8.3
and 8.4.
8.6 In Section 8.5.1 we describe methods for sample allocation to destructive
inspections. Explain how the methods improve the statistical accuracy of a
reliability estimate.
8.7 A type of new polymer was exposed to the alkaline environment at ele-
vated temperatures to evaluate the long-term reliability of the material. The
experiment tested standard bars of the material at 50, 65, and 80◦ C, each
with 25 units. Five units were inspected destructively for tensile strength
at each inspection time during testing. The degradation performance is the
ratio of the tensile strength to the original standard strength. The material
is said to have failed when the ratio is less than 60%. Table 8.8 shows the
values of the ratio at different inspection times (in days) and temperatures.
(a) For each combination of temperatures and inspection times, plot the
data and ML fits on lognormal paper. Comment on the adequacy of the
lognormal distribution.
(b) Does the shape parameter change with time?
PROBLEMS 375

TABLE 8.8 Polymer Degradation Data

Temperature (◦ C)
Days 50 65 80

8 98.3 94.2 96.5 98.1 96.0 87.5 85.2 93.3 90.0 88.4 80.8 82.3 83.7 86.6 81.1
25 92.4 88.1 90.5 93.4 90.2 83.2 80.5 85.7 86.3 84.2 73.3 72.3 71.9 74.5 76.8
75 86.2 82.7 84.2 86.1 85.5 77.0 73.2 79.8 75.4 76.2 67.4 65.4 64.3 65.3 64.5
130 82.3 78.5 79.4 81.8 82.3 73.9 70.1 75.8 72.3 71.7 64.3 60.4 58.6 58.9 59.7
180 77.7 74.6 76.1 77.9 79.2 68.7 65.3 69.8 67.4 66.6 60.4 55.3 56.7 57.3 55.7

TABLE 8.9 Degradation Data for the IRLEDs at 170 mA

Time (h)
Unit 24 48 96 155 368 768 1130 1536 1905 2263 2550

1 0.1 0.3 0.7 1.2 3.0 6.6 12.1 16.0 22.5 25.3 30.0
2 2.0 2.3 4.7 5.9 8.2 9.3 12.6 12.9 17.5 16.4 16.3
3 0.3 0.5 0.9 1.3 2.2 3.8 5.5 5.7 8.5 9.8 10.7
4 0.3 0.5 0.8 1.1 1.5 2.4 3.2 5.1 4.7 6.5 6.0
5 0.2 0.4 0.9 1.6 3.9 8.2 11.8 19.5 26.1 29.5 32.0
6 0.6 1.0 1.6 2.2 4.6 6.2 10.5 10.2 11.2 11.6 14.6
7 0.2 0.4 0.7 1.1 2.4 4.9 7.1 10.4 10.8 13.7 18.0
8 0.5 0.9 1.8 2.7 6.5 10.2 13.4 22.4 23.0 32.2 25.0
9 1.4 1.9 2.6 3.4 6.1 7.9 9.9 10.2 11.1 12.2 13.1
10 0.7 0.8 1.4 1.8 2.6 5.2 5.7 7.1 7.6 9.0 9.6
11 0.2 0.5 0.8 1.1 2.5 5.6 7.0 9.8 11.5 12.2 14.2
12 0.2 0.3 0.6 0.9 1.6 2.9 3.5 5.3 6.4 6.6 9.2
13 2.1 3.4 4.1 4.9 7.2 8.6 10.8 13.7 13.2 17.0 13.9
14 0.1 0.2 0.5 0.7 1.2 2.3 3.0 4.3 5.4 5.5 6.1
15 0.7 0.9 1.5 1.9 4.0 4.7 7.1 7.4 10.1 11.0 10.5
16 1.8 2.3 3.7 4.7 6.1 9.4 11.4 14.4 16.2 15.6 16.6
17 0.1 0.2 0.5 0.8 1.6 3.2 3.7 5.9 7.2 6.1 8.8
18 0.1 0.1 0.2 0.3 0.7 1.7 2.2 3.0 3.5 4.2 4.6
19 0.5 0.7 1.3 1.9 4.8 7.7 9.1 12.8 12.9 15.5 19.3
20 1.9 2.3 3.3 4.1 5.2 8.9 11.8 13.8 14.1 16.2 17.1
21 3.7 4.8 7.3 8.3 9.0 10.9 11.5 12.2 13.5 12.4 13.8
22 1.5 2.2 3.0 3.7 5.1 5.9 8.1 7.8 9.2 8.8 11.1
23 1.2 1.7 2.0 2.5 4.5 6.9 7.5 9.2 8.5 12.7 11.6
24 3.2 4.2 5.1 6.2 8.3 10.6 14.9 17.5 16.6 18.4 15.8
25 1.0 1.6 3.4 4.7 7.4 10.7 15.9 16.7 17.4 28.7 25.9

(c) Develop a degradation model for a given temperature.

(d) For each temperature, estimate the degradation model parameters using
the least squares method. Which model parameter(s) depend on temper-
ature?
376 DEGRADATION TESTING AND ANALYSIS

(e) For each temperature, estimate the probability of failure at the test ter-
mination time.
(f) Repeat part (e) for a design life of 10 years.
8.8 Example 8.10 describes the degradation analysis for the IRLEDs. The de-
gradation data of the device at different measurement times (in hours) and
current levels (in mA) are shown in Tables 8.9 and 8.10.
(a) Fit the degradation model (8.36) to each degradation path, and estimate
the model parameters using the least squares method.
(b) Compute the pseudolife of each unit.
(c) For each current, plot the pseudolife data and the ML fits on lognor-
mal probability paper. Comment on the adequacy of the lognormal
distribution.
(d) Is it evident that the shape parameter depends on current?
(e) Use the inverse power relationship for current, and estimate the log-
normal scale parameter and the probability of failure at a use cur-
rent of 50 mA. Comment on the difference in results from those in
Example 8.10.

8.9 Refer to Problem 8.7.

(a) Is it evident that the shape parameter depends on temperature?
(b) Develop a degradation model to describe the relationship between the
mean log ratio and time and temperature.

TABLE 8.10 Degradation Data for the IRLEDs at 320 mA

Time (h)
Unit 6 12 24 48 96 156 230 324 479 635

1 4.3 5.8 9.5 10.2 13.8 20.6 19.7 25.3 33.4 27.9
2 0.5 0.9 1.4 3.3 5.0 6.1 9.9 13.2 17.0 20.7
3 2.6 3.6 4.6 6.9 9.5 13.0 15.3 13.5 19.0 19.5
4 0.2 0.4 0.9 2.4 4.5 7.1 13.4 21.2 30.7 41.7
5 3.7 5.6 8.0 12.8 16.0 23.7 26.7 38.4 49.2 47.2
6 3.2 4.3 5.8 9.9 15.2 20.3 26.2 33.6 39.5 53.2
7 0.8 1.7 2.8 4.6 7.9 12.4 20.2 24.8 32.5 45.4
8 4.3 6.5 7.8 13.0 21.7 33.0 42.1 49.9 59.9 78.6
9 1.4 2.7 5.0 7.8 14.5 23.3 29.0 43.3 59.8 77.4
10 3.4 4.6 7.8 13.0 16.8 26.8 34.1 41.5 67.0 65.5
11 3.6 4.7 6.2 9.1 11.7 13.8 14.5 15.5 23.1 24.0
12 2.3 3.7 5.6 8.8 13.7 17.2 24.8 29.1 42.9 45.3
13 0.5 0.9 1.9 3.5 5.9 10.0 14.4 22.0 26.0 31.8
14 2.6 4.4 6.0 8.7 14.6 16.8 17.9 23.2 27.0 31.3
15 0.1 0.4 0.7 2.0 3.5 6.6 12.2 18.8 32.3 47.0
PROBLEMS 377

TABLE 8.11 Degradation Data for an MOS

Field-Effect Transistor
Unit
Time (s) 1 2 3 4 5

100 1.05 0.58 0.86 0.6 0.62

200 1.4 0.9 1.25 0.6 0.64
300 1.75 1.2 1.45 0.6 1.25
400 2.1 1.75 1.75 0.9 1.3
500 2.1 2.01 1.75 0.9 0.95
600 2.8 2 2 1.2 1.25
700 2.8 2 2 1.5 1.55
800 2.8 2 2 1.5 1.9
900 3.2 2.3 2.3 1.5 1.25
1,000 3.4 2.6 2.3 1.7 1.55
1,200 3.8 2.9 2.6 2.1 1.5
1,400 4.2 2.9 2.8 2.1 1.55
1,600 4.2 3.2 3.15 1.8 1.9
1,800 4.5 3.6 3.2 2.1 1.85
2,000 4.9 3.8 3.2 2.1 2.2
2,500 5.6 4.2 3.8 2.4 2.2
3,000 5.9 4.4 3.8 2.7 2.5
3,500 6.3 4.8 4 2.7 2.2
4,000 6.6 5 4.2 3 2.8
4,500 7 5.6 4.4 3 2.8
5,000 7.8 5.9 4.6 3 2.8
6,000 8.6 6.2 4.9 3.6 3.1
7,000 9.1 6.8 5.2 3.6 3.1
8,000 9.5 7.4 5.8 4.2 3.1
9,000 10.5 7.7 6.1 4.6 3.7
10,000 11.1 8.4 6.3 4.2 4.4
12,000 12.2 8.9 7 4.8 3.7
14,000 13 9.5 7.2 5.1 4.4
16,000 14 10 7.6 4.8 4.4
18,000 15 10.4 7.7 5.3 4.1
20,000 16 10.9 8.1 5.8 4.1
25,000 18.5 12.6 8.9 5.7 4.7
30,000 20.3 13.2 9.5 6.2 4.7
35,000 22.1 15.4 11.2 8 6.4
40,000 24.2 18.1 14 10.9 9.4
Source: J. Lu et al. (1997).

(c) Write down the total sample log likelihood.

(d) Estimate the model parameters.
(e) Calculate the probability of failure of the polymer after 10 years of
continuous use at 40◦ C.
378 DEGRADATION TESTING AND ANALYSIS

8.10 Refer to Example 8.1. The percent transconductance degradation data taken
at different times (in seconds) for five units of an MOS field-effect transistor
are shown in Table 8.11.
(a) Without fitting a degradation model, determine the failure time intervals
for each unit at thresholds 3%, 8%, and 13%, respectively.
(b) Estimate the life distributions at each threshold.
(c) Does the scale parameter depend on threshold?
(d) Develop a relationship between the distribution location parameter and
the threshold.
(e) Estimate the distribution location parameter at the usual threshold of
15%. Compare the result with that in Example 8.1.
8.11 To estimate the reliability of a resistor at a use temperature of 50◦ C, the
manufacturer plans to sample 45 units and divide them into two groups,
each tested at an elevated temperature. The failure of the resistor is defined
in terms of a resistance drift greater than 500 ppm (parts per million). The
tightest failure criterion is 100 ppm, and the maximum allowable tempera-
ture is 175◦ C. The time to failure of the resistor has a Weibull distribution
with shape parameter 1.63. Preestimates of the log characteristic life are
µ00 = 12.1, µ20 = 8.3, and µ22 = 5.9. Each group is tested for 2350 hours
or until all units fail, whichever is sooner. Develop a compromise test plan
for the experiment.
9
RELIABILITY VERIFICATION
TESTING

9.1 INTRODUCTION

In the design and development phase of a product life cycle, reliability can
be designed into products proactively using the techniques presented in earlier
chapters. The next task is to verify that the design meets the functional, environ-
mental, reliability, and legal requirements specified in the product planning phase.
This task is often referred to in industry as design verification (DV). Reliability
verification testing is an integral part of DV testing and is aimed particularly
at verifying design reliability. If during testing a design fails to demonstrate
the reliability required, it must be revised following rigorous failure analysis.
Then the redesigned product is resubjected to verification testing. The process of
test–fix–test is continued until the reliability required is achieved. The repetitive
process jeopardizes the competitiveness of the product in the marketplace, due
to the increased cost and time to market. Nowadays, most products are designed
with the aim of passing the first DV testing. Therefore, it is vital to design-in
reliability and to eliminate potential failure modes even before prototypes are
built.
A design is released to production if it passes DV testing successfully. The pro-
duction process is then set up to manufacture products that meet all requirements
with minimum variation. As we know, the designed-in or inherent reliability level
is always degraded by process variation. This is also true for product functionality
and other performances. Therefore, prior to full production, the process must pass
a qualification test, usually called process validation (PV) in industry. Its purpose

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

379
380 RELIABILITY VERIFICATION TESTING

is to validate that the established process is capable of manufacturing products

that meet the functional, environmental, reliability, and legal requirements spec-
ified in the product planning phase. Like DV testing, PV testing must include
a reliability verification test to demonstrate that the final product achieves the
required reliability level. If the process is validated, full production may begin.
Otherwise, process changes must be implemented following root cause analysis.
Failure to pass PV testing results in expensive test–fix–test repetition. Therefore,
it is critical to perform a careful process planning by using proactive techniques
such as process FMEA, process capability study, and statistical process control
charts.
In this chapter we present techniques for reliability verification testing per-
formed in the DV and PV stages. The techniques include:
ž Bogey testing: widely implemented in industry
ž Sequential life testing: used widely for military and governmental products
ž Degradation testing: aimed at verifying the reliability of highly reliable
products

9.2 PLANNING RELIABILITY VERIFICATION TESTS

9.2.1 Types of Tests
There are four types of test for reliability verification: bogey (here bogey means
requirement) testing, sequential life testing, test-to-failure testing, and degradation
testing. In test planning we need to determine the type of test appropriate for the
product and test purpose.
Bogey testing is used to test a sample of predetermined size for a certain
period of time. The reliability required is verified if no failures occur in the
testing. The sample size and test time are determined by the methods described
in Sections 9.3 and 9.4. This type of test is easy to implement; it does not
require failure monitoring and performance measurement during testing. Thus, it
is widely favored by industry. For example, automobile manufacturers and their
suppliers are loyal practitioners of this test method. However, the pros and cons
of this test method are exactly the same. Failure or degradation observations
during testing are neither necessary nor useful in arriving at a conclusion about
the reliability. Consequently, the test method requires a large sample size and/or
extensive test length, as we show in Section 9.3.
Sequential life testing tests samples one unit at a time until failure or until a
prespecified period of time has elapsed. The accumulated test results are com-
pared with the predetermined decision rules to conclude whether (1) the reliability
required is achieved, (2) the reliability required is not achieved, or (3) the test is
to be continued. Because of this dynamic nature, the sample size is not fixed. This
test method is appealing in that it needs a smaller sample size than that required
in a bogey test. In contrast to a bogey test, which only protects consumer risk,
a sequential test considers both consumer and producer risks. It is often applied
to military and governmental products.
PLANNING RELIABILITY VERIFICATION TESTS 381

Test-to-failure testing, testing samples until they fail, often takes longer; how-
ever, it requires fewer samples and generates considerably more information.
The actual reliability level can also be estimated from the test. The test is usually
conducted under accelerating conditions, and thus needs an appropriate accelera-
tion relationship. For some products, failure is defined in terms of a performance
characteristic crossing a threshold. As described in Chapter 8, degradation mea-
surements of products can be used to estimate reliability. Thus, it is not necessary
to test such products until failure. This advantage may make a degradation test
suitable for highly reliable products.

9.2.2 Test Samples

In the DV stage, a reliability verification test is conducted to demonstrate the
reliability of design. The prototypes for testing should be representative of the
final product in every detail of the design, including, for example, structure,
function, connection, materials, components, and housing. The use of surrogate
parts must be avoided under all circumstances. On the other hand, the tooling
and assembly process of prototypes must be as close as possible to the actual
production process. Although the production process is not fully set up in the DV
stage, process planning usually makes appreciable progress in the determination
of process steps, tooling machines, assembly process, and others, which form the
base of the prototype building process. Let’s consider an automobile body con-
trol module as an example. The DV prototypes should be built to represent the
final modules to be installed in automobiles. This is accomplished by using the
same circuit design, the same materials for the printed circuit board and module
package, and the same electronic components and solders from the manufactur-
ers selected. The tooling steps and process parameters, such as the components
populating sequence and wave-soldering temperature and time, are determined
from the process planning outputs.
Reliability verification testing in the PV stage is to validate that the produc-
tion process is capable of manufacturing products that achieve the reliability
level required. By this step, the process has been set up and is intended for pro-
duction at full capacity. Thus, the test samples are the products that customers
will see in the market. In other words, the samples and the final products are
not differentiable because both use the same materials, components, production
processes, and process monitoring and measuring techniques. For the automobile
body control module discussed above, the DV and PV samples are basically the
same except that the PV test units are built using the actual production process,
which is slightly different from that for DV prototyping in some process param-
eters. Strictly speaking, PV samples cannot fully characterize a full-production
population, because the test units are built in a short period of time and thus do
not contain much lot-to-lot variability.

9.2.3 Test Stresses

Reliability verification testing in both the DV and PV stages should use the same
test stress types and levels. Stress types may include temperature, mechanical
382 RELIABILITY VERIFICATION TESTING

f (S)

95% customer usage

0 S0
S
FIGURE 9.1 Real-world usage profile

vibration, thermal cycling, humidity, mechanical force, electrical load, radiation,

high altitude, salt spray, and many others. The type and magnitude of the stresses
to be applied in testing should be determined from the real-world usage profile,
which defines the customer operational frequency, load, and environment. The
profile, also known as stress distribution, is shown in Figure 9.1, where S is the
stress and f (S) is the probability density function (pdf) of S. The test stress
level is usually chosen to be a high percentile to represent a large percentage of
customer usage. For example, S0 in Figure 9.1 is the 95th percentile of the profile.
The profile essentially describes the distribution of an external noise factor. If
a reliability verification test is conducted on a subsystem or component of the
product, the profile should be translated to the load applied to the subsystem
or component under study. Then the load must be superimposed on the internal
noise factors. The total stress determines the test stress level. External and internal
noise factors were discussed in Chapter 5.
When customer real-world usage profiles are unattainable, test stresses are
selected from appropriate engineering standards. For example, MIL-HDBK-781
(U.S. DoD, 1996) provides information on how to assess test environments and
to design tests for military equipment. In private industries, most sectors have
test standards; large-scale manufacturers also publish test guidelines suitable for
their own products. Suppliers of components or subsystems are often required
to adopt the guidelines or other engineering standards endorsed by contractors.
These documents specify test stress profiles as well as test durations and sample
sizes. Alternation of any items specified must be justified carefully and ratified
by contractors.
As shown in subsequent sections, verifying high reliability at a high confidence
level requires a large sample size or long test time, which is unaffordable in
most applications. Accelerated testing is a natural choice. However, care must
be exercised to ensure that elevated stress levels do not produce failure modes
different from those in the real world.

9.2.4 Test Time

Basically, the test time is dictated by the time associated with the reliability
required. The time may be the warranty period, design life, or others, depending
BOGEY TESTING 383

on the reliability specifications. The test time is, however, usually too long to
be affordable. For example, testing an automotive component to a design life
of 100,000 miles is economically prohibitive and time impermissible. As shown
later, the test duration is further prolonged if a reduction in sample size is essen-
tial. Because the test time has a direct influence on the total cost and time to
market, it is a major concern in planning a reliability verification test. Test plan-
ners often seek ways to shorten the test time, and consider accelerated testing
a natural choice. As stated earlier, elevated stress levels must not cause failure
modes that differ from those in the filed.
If an increase in sample size is acceptable, the test time may be compressed
by testing a larger sample. The reduction in test time, however, has implications
that test planners must consider. If the failure modes have an increasing hazard
rate, failures are caused by wear-out mechanisms, which progress over time.
Thus, sufficient test duration is required to induce a significant amount of wear
out. Most mechanical and some electronic components belong to this category.
If the failure modes display a nonincreasing (constant or decreasing) hazard rate,
testing more samples for a shorter time is effective in precipitating failures. Most
electronic components and systems have such a characteristic; their test time can
safely be shortened by increasing the sample size.

9.3 BOGEY TESTING

A bogey test is a one-shot test in which a fixed number of samples are run simul-
taneously for a predetermined length of time under specified test environments.
If no failures occur, we conclude that the required reliability is achieved at the
given confidence level. A bogey test is characterized simply by the sample size,
test time, and test stresses. Since the test time and stresses are often prespecified
as described in Section 9.2, in this section we present methods for calculating
the sample size. The methods deal with the binomial and Weibull distributions.

9.3.1 Binomial Bogey Testing

Suppose that we want to demonstrate the reliability RL at a 100C% confidence
level. The task is equivalent to testing the hypotheses

H0 : R(tL ) ≥ RL , H1 : R(tL ) < RL ,

where R(tL ) is the true reliability of the population at time tL .

A random sample of size n is drawn from a large population. Each unit is
tested until the specified time tL , unless it fails sooner. H0 is rejected if r > c,
where r is the number of failures in test and c is the critical value. Because each
test unit has a binary outcome (i.e., either success or failure), r has a binomial
distribution given by

p(r) = Cnr p r (1 − p)n−r , r = 0, 1, . . . , n,

where p is the probability of failure.

384 RELIABILITY VERIFICATION TESTING

The probability that the number of failures r is less than or equal to the critical
value c is

c
Pr(r ≤ c) = Cni p i (1 − p)n−i , (9.1)
i=0

It is desirable to have a type II error (consumer’s risk) of less than or equal

to 1 − C when p = 1 − RL . Hence, we have

Pr(r ≤ c|p = 1 − RL ) ≤ 1 − C. (9.2)

Combining (9.1) and (9.2) gives

c
Cni (1 − RL )i RLn−i ≤ 1 − C. (9.3)
i=0

If c, RL , and C are given, (9.3) can be solved for the minimum sample size.
When c = 0, which is the case in bogey testing, (9.3) reduces to

RLn ≤ 1 − C. (9.4)

From (9.4), the minimum sample size is

ln(1 − C)
n= . (9.5)
ln(RL )

If a sample of size n (the minimum sample size) produces zero failures in

testing, we conclude that the product achieves the required reliability RL at a
100C% confidence level. Figure 9.2 plots the minimum sample sizes for various
values of C and RL . It is shown that the sample size increases with the reliability
required given a confidence level, or with the confidence level given a required
reliability. It rises sharply when the required reliability approaches 1.

Example 9.1 Determine the minimum sample size to demonstrate R90/C90,

which in industry commonly denotes 90% reliability at a 90% confidence level.
What is the minimum sample size for verifying R99/C90?

SOLUTION The minimum sample size for verifying R90/C90 is

ln(1 − 0.9)
n= = 22.
ln(0.9)

If R = 99% and C = 90%, the minimum sample size is n = 230.

In some applications, we may be interested in the lower reliability bound when

testing a sample of size n. If no failures occur in tL , the lower-bound reliability
BOGEY TESTING 385

350

300
C = 0.95
250
0.9
200
n

150 0.85

100 0.8

50

0
0.8 0.85 0.9 0.95 1
RL

FIGURE 9.2 Sample sizes at different values of C and RL

at a 100C% confidence level can be calculated from (9.5) as

RL = (1 − C)1/n . (9.6)

Example 9.2 A random sample of 30 units was tested for 15,000 cycles and
produced no failures. Calculate the lower 90% confidence bound on reliability.

SOLUTION From (9.6), the lower 90% confidence bound on reliability is

RL = (1 − 0.9)1/30 = 0.926.

Note that this reliability is at 15,000 cycles under the test conditions.

9.3.2 Weibull Bogey Testing

We have seen in Section 9.3.1 that the minimum sample size becomes too large
to be affordable when a high reliability is to be verified. As Example 9.1 shows,
230 units are needed to demonstrate 99% reliability at a 90% confidence level.
The sample size may be reduced if we have some information about the product
life from historical data. Suppose that the product life has a Weibull distribution
with scale parameter α and shape parameter β, and β is known. The task is still
to demonstrate the lower-bound reliability RL at a 100C% confidence level. To
perform a hypothesis test, a sample of size n0 is drawn at random and undergoes
bogey testing for a specified period of time t0 . The reliability at t0 is
   
t0 β
R(t0 ) = exp − . (9.7)
α
386 RELIABILITY VERIFICATION TESTING

The probability of the sample of size n0 yielding zero failures is obtained from
(9.1) as   β 
t0
Pr(r = 0) = exp −n0 . (9.8)
α

Similarly, a sample of size n tested for tL without failures has

   
tL β
Pr(r = 0) = exp −n . (9.9)
α

Equating (9.8) to (9.9) gives

n0 = nπ −β , (9.10)

where π = t0 /tL , and is called the bogey ratio.

Substituting (9.5) into (9.10) yields

ln(1 − C)
n0 = . (9.11)
ln(RL )π β
Equation (9.11) collapses to (9.5) when the bogey ratio equals 1 and indicates
that the sample size can be reduced by increasing the bogey ratio (i.e., extending
the test time). The magnitude of reduction depends on the value of β. The larger
the value, the greater the reduction. Table 9.1 shows the sample sizes for different
values of RL , C, π, and β.
Equation (9.11) can be derived through another approach due partially to C.
Wang (1991). Suppose that a sample of size n0 is tested for time t0 without
failures. According to Nelson (1985), the lower 100C% confidence bound on the
Weibull scale parameter α is
 β
1/β
2n0 t0
αL = 2
, (9.12)
χC,2

2
where χC,2 is the 100Cth percentile of the χ 2 distribution with 2 degrees of
freedom. The lower bound on reliability at tL is
     β 
tL β 2
tL χC,2
RL = exp − = exp − β . (9.13)
αL 2t0 n0

Let π = t0 /tL . Then the minimum sample size can be written as

2
χC,2
n0 = − . (9.14)
2π β ln(RL )
2
Considering that χC,2 = −2 ln(1 − C), (9.14) reduces to (9.11).
BOGEY TESTING 387

TABLE 9.1 Sample Size for Bogey Test of a Weibull Distribution

100C 80 90 95
β π
100RL 90 92.5 95 97.5 99 90 92.5 95 97.5 99 90 92.5 95 97.5 99
1.25 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 10 13 19 39 97 14 18 28 55 139 18 24 36 72 180
2 7 9 14 27 68 10 13 19 39 97 12 17 25 50 126
2.5 5 7 10 21 51 7 10 15 29 73 10 13 19 38 95
3 4 6 8 17 41 6 8 12 24 59 8 10 15 30 76
3.5 4 5 7 14 34 5 7 10 19 48 6 9 13 25 63
4 3 4 6 12 29 4 6 8 17 41 6 7 11 21 53
1.5 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 9 12 18 35 88 12 17 25 50 125 16 21 32 65 163
2 6 8 12 23 57 8 11 16 33 82 11 14 21 42 106
2.5 4 6 8 17 41 6 8 12 24 58 8 10 15 30 76
3 3 4 7 13 31 5 6 9 18 45 6 8 12 23 58
3.5 3 4 5 10 25 4 5 7 14 35 5 6 9 19 46
4 2 3 4 8 21 3 4 6 12 29 4 5 8 15 38
1.75 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 8 11 16 32 79 11 15 23 45 113 14 19 29 59 147
2 5 7 10 19 48 7 9 14 28 69 9 12 18 36 89
2.5 4 5 7 13 33 5 6 10 19 47 6 8 12 24 60
3 3 4 5 10 24 4 5 7 14 34 5 6 9 18 44
3.5 2 3 4 8 18 3 4 6 11 26 4 5 7 14 34
4 2 2 3 6 15 2 3 4 9 21 3 4 6 11 27
2 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 7 10 14 29 72 10 14 20 41 102 13 18 26 53 133
2 4 6 8 16 41 6 8 12 23 58 8 10 15 30 75
2.5 3 4 6 11 26 4 5 8 15 37 5 7 10 19 48
3 2 3 4 8 18 3 4 5 11 26 4 5 7 14 34
3.5 2 2 3 6 14 2 3 4 8 19 3 4 5 10 25
4 1 2 2 4 11 2 2 3 6 15 2 3 4 8 19
2.25 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 7 9 13 26 65 9 12 19 37 93 12 16 24 48 120
2 4 5 7 14 34 5 7 10 20 49 6 9 13 25 63
2.5 2 3 4 9 21 3 4 6 12 30 4 5 8 16 38
3 2 2 3 6 14 2 3 4 8 20 3 4 5 10 26
3.5 1 2 2 4 10 2 2 3 6 14 2 3 4 8 18
4 1 1 2 3 8 1 2 2 5 11 2 2 3 6 14
2.5 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 6 8 12 24 59 8 11 17 34 84 11 14 22 43 109
2 3 4 6 12 29 4 6 8 17 41 6 7 11 21 53
2.5 2 3 4 7 17 3 3 5 10 24 3 4 6 12 31
3 1 2 3 5 11 2 2 3 6 15 2 3 4 8 20
3.5 1 1 2 3 7 1 2 2 4 10 2 2 3 6 14
4 1 1 1 2 6 1 1 2 3 8 1 2 2 4 10
2.75 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 6 7 11 21 53 8 10 15 30 76 10 13 20 39 98
2 3 4 5 10 24 4 5 7 14 35 5 6 9 18 45
2.5 2 2 3 6 13 2 3 4 8 19 3 4 5 10 24
3 1 2 2 4 8 2 2 3 5 12 2 2 3 6 15
388 RELIABILITY VERIFICATION TESTING

TABLE 9.1 (continued )

100C 80 90 95
β π
100RL 90 92.5 95 97.5 99 90 92.5 95 97.5 99 90 92.5 95 97.5 99
3.5 1 1 2 3 6 1 1 2 3 8 1 2 2 4 10
4 1 1 1 2 4 1 1 1 3 6 1 1 2 3 7
3 1 16 21 32 64 161 22 30 45 91 230 29 39 59 119 299
1.5 5 7 10 19 48 7 9 14 27 68 9 12 18 36 89
2 2 3 4 8 21 3 4 6 12 29 4 5 8 15 38
2.5 1 2 3 5 11 2 2 3 6 15 2 3 4 8 20
3 1 1 2 3 6 1 2 2 4 9 2 2 3 5 12
3.5 1 1 1 2 4 1 1 2 3 6 1 1 2 3 7
4 1 1 1 1 3 1 1 1 2 4 1 1 1 2 5

Example 9.3 An engineer plans to demonstrate that an electronic sensor achie-

ves a lower 90% confidence bound reliability of 95% at 15,000 cycles. Historical
data analysis indicated that the life distribution is approximately Weibull with a
shape parameter between 1.5 and 2. The engineer wants to reduce the sample size
by testing the sensors for 33,000 cycles. Determine the minimum sample size.

SOLUTION The bogey ratio is π = 33,000/15,000 = 2.2. To be conserva-

tive, the value of the shape parameter is chosen to be 1.5. When RL = 0.95,
C = 0.9, and β = 1.5, the sample size is 16 for π = 2 and 12 for π = 2.5 from
Table 9.1. Linear interpolation gives the required sample size of 14. Direct calcu-
lation from (9.11) also yields n0 = 14. Now the bogey testing is to test 14 units
of the sensor for 33,000 cycles. If no failures appear, the reliability of 95% at
15,000 cycles is demonstrated at a 90% confidence level.

Example 9.4 Refer to Example 9.3. Suppose that the maximum allowable sam-
ple size is 10. Calculate the test time required.

SOLUTION From (9.11) the bogey ratio is

 1/β  1/1.5
ln(1 − C) ln(1 − 0.9)
π= = = 2.72.
n0 ln(RL ) 10 ln(0.95)

The test time required is t0 = πtL = 2.72 × 15,000 = 40,800 cycles.

As shown in Examples 9.3 and 9.4, reduction in sample size is at the expense
of increased test time. In many situations it is impossible to prolong a test.
Instead, elevation of test stress levels is feasible and practical. If the acceleration
factor Af is known between the elevated and use stress levels, the actual test
time ta is
t0
ta = . (9.15)
Af

In Chapter 7 we described methods for calculating Af .

SAMPLE SIZE REDUCTION BY TAIL TESTING 389

9.4 SAMPLE SIZE REDUCTION BY TAIL TESTING

9.4.1 Test Method

The inherent product life is determined by the physical characteristics of the
product, such as the dimensions and material properties; there exist relationships
between the life and the characteristics. The relationships are also called transfer
functions, meaning that the life is transferred from the characteristics. Nelson
(1990, 2004) provides examples in conductor and dielectrics whose life is highly
correlated to the size of the parts. The examples include:

ž The life of a capacitor dielectric is predominated by the area of the dielectric.

ž The life of cable insulation is determined largely by the cable length.
ž The life of conductor in microelectronics is proportional to its length.
ž The life of electrical insulation is dominated by its thickness.

Allmen and Lu (1994) also observe that:

ž The fatigue life of the connecting rod of an automotive engine is proportional

to the hardness of material.
ž The life of a vehicle suspension arm is dominated by the stock thickness.

When a physical characteristic is transferred to life, variation in the physical

characteristic may be depressed, amplified, or unchanged, depending on their
transfer function. Figures 9.3 illustrates the transfer functions for these three
cases, where t is the life and y is a larger-the-better physical characteristic. It
can be seen that units at the weakest extreme of the characteristic have the shortest
lives. If the most vulnerable units can pass a bogey test, it is safe to conclude
that the remainder would have survived the test. Indeed, there is no need to
test stronger units. Then the reliability verification becomes the task of selecting
and testing the samples from the weak tail of the characteristic distribution.
Specifically, the task consists of the following steps:

1. Determine the critical physical characteristic y.

2. Establish a relationship between life and y (i.e., the transfer function)
through the analysis of historical data and/or analytical studies.
3. Draw a large sample for measurements of y.
4. Estimate the y distribution.
5. Compute the life of each unit measured using the transfer function.
6. Estimate the life distribution.
7. Choose a fraction q of the life distribution, and calculate the 100qth
percentile tq . We must have q > 1 − RL and tq > tL , where tL is the time
at which RL is required.
8. Convert tq to the (100q  )th percentile yq  of the y distribution using the
transfer function, where q  is a fraction of the y distribution.
390 RELIABILITY VERIFICATION TESTING
t

t
0 0
y y
(a) (b)
t

0
y
(c)
FIGURE 9.3 Transfer function yielding (a) a dampened life distribution, (b) an ampli-
fied life distribution, and (c) an unchanged life distribution

9. Draw a sample of size nq from the population; each unit must fall in the
tail area defined by yq  .
10. Test the nq units until tL . If no failures occur, RL is demonstrated at a
100C% confidence level.

In this approach, the sample size nq and tail fraction q are two important
quantities, which are discussed in the following subsections.

9.4.2 Determination of the Sample Size

A sample of size nq is drawn from the characteristic distribution’s weak tail
defined by yq  . Each of the nq units is tested until tL unless it fails sooner. If the
100qth percentile tq of the life distribution is greater than the test time tL , the
reliability of the units at tL can be written as

Pr(tL ≤ t ≤ tq ) 1 − R(tL )
R(tL |tq ) = Pr(t ≥ tL |t ≤ tq ) = =1− , (9.16)
Pr(t ≤ tq ) q

where R(tL ) is the reliability of a unit randomly selected from the entire pop-
ulation. Equation (9.16) shows that R(tL |tq ) decreases with the value of q, and
R(tL |tq ) < R(tL ) when q < 1. When q = 1, that is, the test units are randomly
drawn from the entire population, (9.16) is reduced to R(tL |tq ) = R(tL ).
SAMPLE SIZE REDUCTION BY TAIL TESTING 391

The original task of reliability verification is to demonstrate that the entire

population achieves RL at a 100C% confidence level. When the samples are
drawn from the lower tail of the population, the task is equivalent to testing the
hypotheses
1 − RL 1 − RL
H0 : R(tL |tq ) ≥ 1 − , H1 : R(tL |tq ) < 1 − .
q q
Similar to (9.4), if no failures are allowed in the bogey test, the type II error
can be obtained from the binomial distribution: namely,
 
1 − RL nq
1− ≤ 1 − C. (9.17)
q
Then the minimum sample size is
ln(1 − C)
nq = , (9.18)
ln(RL + q − 1) − ln(q)
where q > 1 − RL . When q = 1, (9.18) collapses to (9.5). When 1 − RL < q <
1, the required sample size is smaller than n of (9.5). Figure 9.4 plots the ratios
of nq to n for different values of RL and q. It can be seen that for a given value
of RL, the smaller the q value, the greater the reduction in sample size. However,
the value of q should not be very small, considering the variability of the transfer
function. Generally, we select q ≥ 0.3.

9.4.3 Risks of Tail Testing

The risks associated with tail testing come from the variability in transfer func-
tion. In practice, a transfer function is derived from historical data and thus
contains statistical uncertainty and/or model error. As a result, the transfer func-
tion may yield an underestimated or overestimated life. Figure 9.5 shows three

1.0

0.8

0.6
0.99
nq
n

0.4
0.95
0.9
0.2
RL = 0.8
0.0
0 0.2 0.4 0.6 0.8 1
q
FIGURE 9.4 Ratios of nq to n for different values of RL and q
392 RELIABILITY VERIFICATION TESTING

q
t

0 yL y0 yH
y
FIGURE 9.5 Life variation due to variability of transfer function

nonlinear transfer functions and the resulting life distributions. In this figure, the
middle transfer function is assumed to be the correct one, and the other two con-
tain deviations. The correct one results in middle life distribution on the t-axis.
The upper transfer function produces longer lives, whereas the lower transfer
function yields shorter failure times. In the case of overestimation, the 100qth
percentile of the erroneous life distribution would require sampling below yH ,
which is larger than the correct y0 , as shown in Figure 9.5. Obviously, the test
result is optimistic. Better said, the population reliability may not achieve the
required retiability at the confidence level specified even if no failures occur in
the test. In the case of underestimation, the 100qth percentile of the incorrect
life distribution is transferred to yL , which is lower than the correct y0 . Con-
sequently, the test result is pessimistic. Indeed, there is a possibility that the
population reliability meets the reliability requirement even if the sample fails to
pass the test.
The stated risks vanish when the characteristic has a normal distribution and
the transfer function is linear. Suppose that y has a normal distribution N(µy , σy2 ),
and the transfer function is
t = ay + b, (9.19)

where a and b are constants. Then the life is also normal with mean µt = aµy + b
and standard deviation σt = aσy . The 100qth percentile of the life distribution is

tq = µt + zq σt = aµy + azq σy + b, (9.20)

where zq is the 100qth percentile of the standard normal distribution.

The (100q  )th percentile of y distribution corresponding to tq is obtained from
(9.19) and (9.20) as
tq − b aµy + azq σy + b − b
yq  = = = µy + zq σy , (9.21)
a a
SAMPLE SIZE REDUCTION BY TAIL TESTING 393

which indicates that the (100q  )th percentile of y distribution does not depend
on the values of a and b. Therefore, variation in the estimates of a and b does
not impose risks to tail testing. Furthermore, (9.21) also shows that q  = q.

9.4.4 Application Example

Example 9.5 A bogey test is designed to verify that a shaft meets a lower 90%
confidence bound reliability of 95% at 5 × 105 cycles under the cyclic loading
specified. From (9.5) the test requires 45 samples, which is too large in this
case, due to the cost and test time restrictions. So the tail-testing technique is
considered here. Determine the sample size for the test.

SOLUTION Calculation of the tail-testing sample size follows the steps descri-
bed in Section 9.4.1.

1. Choose the shaft characteristic to describe the fatigue life. It is known that
the fatigue life is influenced dramatically by material properties, surface
finish, and diameter. Since the variability in the first two factors is well
under control, diameter is the predominant characteristic and thus is selected
to characterize the fatigue life.
2. Develop the transfer function that relates the fatigue life to shaft diameter.
From the theory of material strength and the S –N curve (a curve plotting
the relationship between mechanical stress and the number of cycles to
failure), we derived the transfer function as

L = ay b , (9.22)

where L is the fatigue life, y is the diameter (in millimeters), and a and b
are constants depending on the material properties. To estimate a and b, the
historical data of a similar part made of the same material were analyzed.
Figure 9.6 shows the fatigue life of the part at various values of diameter,
and the fit of (9.22) to the data. Simple linear regression analysis gives the
estimates â = 3 × 10−27 and b̂ = 24.764.
3. Draw 45 samples randomly from the entire population and take the mea-
surements of the diameter. Probability plot indicates that the diameter has
the normal distribution N (21.21, 0.4122 ).
4. Calculate the lives of the 45 units by using (9.22) with the estimates â
and b̂. The life can be modeled adequately with the lognormal distribution
LN(14.56, 0.4792 ).
5. Choose q = 0.3. The 30th percentile is t0.3 = 1.64 × 106 cycles, which is
obtained from the lognormal distribution.
6. Convert t0.3 to the (100q  )th percentile of the diameter distribution and get
yq  = 20.989 mm. From the normal distribution, we obtain the lower tail
fraction of the diameter as q  = 0.296, which is close to q = 0.3.
394 RELIABILITY VERIFICATION TESTING

900
800
700
Cycles (× 1000)

600
500
400
300
200
100
0
18.8 19 19.2 19.4 19.6 19.8 20 20.2 20.4
Diameter (mm)
FIGURE 9.6 Fatigue life of a similar part at various values of diameter

7. The sample size is calculated from (9.18) as

ln(1 − 0.9)
nq = = 13.
ln(0.95 + 0.3 − 1) − ln(0.3)
This ample size is considerably smaller than the 45 derived from (9.5).

Now the bogey test plan is to draw 13 units from the lower tail of the
diameter distribution such that the measurements of the diameter are less than
yq  = 20.989 mm, and test the 13 units until 5 × 105 cycles under the speci-
fied cyclic loading condition. If no failures occur, we conclude that at a 90%
confidence level, the shaft population achieves 95% reliability at 5 × 105 cycles.

9.5 SEQUENTIAL LIFE TESTING

Sequential life testing is to test one unit at a time until it fails or until a pre-
determined period of time has elapsed. As soon as a new observation becomes
available, an evaluation is made to determine if (1) the required reliability is
demonstrated, (2) the required reliability is not demonstrated, or (3) the test
should be continued. Statistically speaking, sequential life testing is a hypothesis-
testing situation in which the test statistic is reevaluated as a new observation is
available and then compared against the decision rules. When rejection or accep-
tance rules are satisfied, the test is discontinued and the conclusion is arrived at.
Otherwise, the test should continue. It can be seen that the sample size required
to reach a conclusion is a random number and cannot be predetermined. Because
of the sequential nature, the test method needs fewer samples than a bogey test.

9.5.1 Theoretical Basics

Consider the hypotheses

H0 : θ = θ0 , H1 : θ = θ1 ,
SEQUENTIAL LIFE TESTING 395

where θ is a parameter of the life distribution (e.g., an exponential MTTF or

Weibull scale parameter) and θ0 and θ1 are the values specified for θ . Loosely,
θ0 represents the upper limit of reliability requirement above which the lot of the
product should be accepted; θ1 is the lower limit of reliability requirement below
which the lot of product should be rejected. The ratio
θ0
d= (9.23)
θ1
is called the discrimination ratio.
Let X be the random variable with the pdf given by f (x; θ ). Suppose that a
sequential life testing generates x1 , x2 , . . . , xn , which are n independent obser-
vations of X. As presented in Chapter 7, the likelihood of the n observations is

n
L(x1 , x2 , . . . , xn ; θ ) = f (xi ; θ ). (9.24)
i=1

We define the ratio of the likelihood at θ1 to that at θ0 as

L(x1 , x2 , . . . , xn ; θ1 )
LRn = . (9.25)
L(x1 , x2 , . . . , xn ; θ0 )
LRn is also called the probability ratio because the sample likelihood is the
joint pdf for the sample as shown in (9.24). Given a data set x1 , x2 , . . . , xn , the
likelihood depends only on the value of θ . The maximum likelihood principle
indicates that the likelihood is maximized when the value of θ takes the true
value. We can reason that a value of θ closer to the true one would result in a
larger value of the likelihood. Following the same reasoning, if θ0 is closer to the
true value of θ than θ1 , L(x1 , x2 , . . . , xn ; θ0 ) is greater than L(x1 , x2 , . . . , xn ; θ1 ),
and LRn is less than 1. LRn would become smaller when θ0 approaches, and
θ1 leaves, the true value. It is reasonable to find a bound, say A, such that if
LRn ≤ A, we would accept H0 . Similarly, we may also determine a bound, say
B, such that if LRn ≥ B, we would reject H0 . If LRn is between the bounds, we
would fail to accept or reject H0 ; thus, the test should be continued to generate
more observations. The decision rules are as follows:

ž Accept H0 if LRn ≤ A.
ž Reject H0 if LRn ≥ B.
ž Draw one more unit and continue the test if A < LRn < B.

By following the decision rules above and the definitions of type I and type
II errors, we can determine the bounds as
β
A= , (9.26)
1−α
1−β
B= , (9.27)
α
396 RELIABILITY VERIFICATION TESTING

where α is the type I error (producer’s risk) and β is the type II error (con-
sumer’s risk).
In many applications it is computationally more convenient to use the log
likelihood ratio: namely,

n 
f (xi ; θ1 )
ln(LRn ) = ln . (9.28)
i=1
f (xi ; θ0 )

Then the continue test region becomes

   
β 1−β
ln < ln(LRn ) < ln . (9.29)
1−α α
It is worth noting that the true values of the two types of errors are not exactly
equal to the specified values of α and β. It is difficult to calculate the true errors,
but they are bounded by

α  ≤ 1/B and β  ≤ A,

where α  and β  denote the true values of α and β, respectively. For example, if
a test specifies α = 0.1 and β = 0.05, the true errors are bounded by α  ≤ 0.105
and β  ≤ 0.056. It can be seen that the upper bounds are slightly higher than the
specified values. Generally, the maximum relative error of α  to α is
α − α 1/B − α β
= = .
α α 1−β
The maximum relative error of β  to β is
β − β A−β α
= = .
β β 1−α
The operating characteristic (O.C.) curve is useful in hypothesis testing. It
plots the probability of accepting H0 when H0 is true for different true values of
θ . The probability, denoted by Pa(θ ), can be written as
Bh − 1
P a(θ ) = , h = 0, (9.30)
B h − Ah
where h is a constant related to the value of θ . The relationship between h and
θ is defined by
 ∞
f (x; θ1 ) h
f (x; θ )dx = 1. (9.31)
−∞ f (x; θ0 )

Solving (9.31) gives θ (h). Then we can use the following steps to generate the
O.C. curve:

1. Set a series of arbitrary numbers for h which may be between, for example,
−3 and 3.
SEQUENTIAL LIFE TESTING 397

2. Calculate θ (h) at the values of h specified.

3. Calculate Pa(θ ) at the values of h using (9.30).
4. Generate the O.C. curve by plotting Pa(θ ) versus θ (h).

Let’s consider two special cases of (9.30). When h = 1, (9.30) becomes

B−1
P a(θ ) = = 1 − α. (9.32)
B−A

When h = −1, (9.30) is reduced to

B −1 − 1
P a(θ ) = = β. (9.33)
B −1 − A−1

Example 9.6 Consider a sequential life test for the exponential distribution.
Suppose that θ0 = 2000, θ1 = 1000, α = 0.1, and β = 0.1. Develop the decision
bounds and O.C. curve for the test.

SOLUTION The decision bounds are

β 0.1
A= = = 0.111,
1−α 1 − 0.1
1−β 1 − 0.1
B= = = 9.
α 0.1

Thus, if a sequential test of n units results in LRn ≤ 0.111, the null hypothesis
θ0 = 2000 is accepted. If LRn ≥ 9, the null hypothesis is rejected. If 0.111 <
LRn < 9, take one more unit and continue the test. To construct the O.C. curve
for the test, we first solve (9.31) for the exponential distribution, where

1  x
f (x; θ ) = exp − , x ≥ 0.
θ θ

From (9.31) we have

 ∞  h  x
θ0 exp(−x/θ1 ) 1
exp − dx = 1.
0 θ1 exp(−x/θ0 ) θ θ

Solving the equation gives

(θ0 /θ1 )h − 1
θ= . (9.34)
h(1/θ1 − 1/θ0 )

From (9.34), if θ = θ0 , then h = 1. From (9.32) we have P a(θ0 ) = 1 − α.

That is, if θ0 is the true MTTF, the probability of accepting the lot equals 1 − α.
398 RELIABILITY VERIFICATION TESTING

0.8

0.6
Pa(q)

0.4 1−a

0.2
b
0
0 500 1000 1500 2000 2500 3000
True q
FIGURE 9.7 O.C. curve for the sequential test plan of Example 9.6

Similarly, if θ = θ1 , then h = −1. From (9.33) we obtain P a(θ1 ) = β; that is, if

θ1 is the true MTTF, the probability of accepting the lot is equal to β.
To construct the O.C. curve, set h = −2, −1.9, −1.8, . . . , 1.8, 1.9, 2, and cal-
culate the corresponding values of θ from (9.34), and of Pa(θ ) from (9.30). Then
the O.C. curve is the plot of the sets of Pa(θ ) and θ values, as shown in Figure 9.7.
From the curve we see that if the true value θ = 2000, the probability of accept-
ing the lot is 0.9, which equals 1 − α, and if θ = 1000, the probability is 0.1,
which equals β.

9.5.2 Binomial Sequential Life Testing

As in bogey testing, we are sometimes interested in whether a test unit fails in a
fixed period of time in sequential testing. The outcome of the test is either failure
or success. Thus, the probability of an occurrence is described by a binomial
distribution: namely,

p(x) = p x (1 − p)1−x , x = 0, 1, (9.35)

where p is the probability of failure, x = 0 if no failure occurs, and x = 1 if a

failure occurs.
Suppose that p0 is the lower limit of failure probability below which the lot
of product should be accepted and p1 is the upper limit of failure probability
above which the lot should be rejected. Clearly, p0 < p1 . Then the sequential
testing is equivalent to testing the hypotheses

H0 : p = p0 , H1 : p = p1 .

For n observations, the log likelihood ratio given by (9.28) can be written as
  
p1 (1 − p0 ) 1 − p0
ln(LRn ) = r ln − n ln , (9.36)
p0 (1 − p1 ) 1 − p1
SEQUENTIAL LIFE TESTING 399

Bn
Reject H0
An

r
Continue test

Accept H0

0
n

FIGURE 9.8 Graphical binomial sequential test plan


where r is the total number of failures in n trials and r = ni=1 xi .
The continue-test region can be obtained by substituting (9.36) into (9.29).
Further simplification gives
An < r < Bn , (9.37)

where
     
β 1 − p0 1−β
An = C ln + nC ln , Bn = C ln
1−α 1 − p1 α
  
1 − p0 p1 (1 − p0 )
+ nC ln , C = ln−1 .
1 − p1 p0 (1 − p1 )

An and Bn are the bounds of the test. According to the decision rules, we
accept H0 if r ≤ An , reject H0 if r ≥ Bn , and draw one more unit and continue
the test if An < r < Bn . An and Bn are two parallel straight lines, as shown in
Figure 9.8. The cumulative number of failures can be plotted on the graph to
show the current decision and track the test progress.
To construct the O.C. curve for this test, we first solve (9.31) for the binomial
distribution defined by (9.35) and obtain
 
1 − p1 h
1−
1−p
p =  h  0 h . (9.38)
p1 1 − p1
−
p0 1 − p0

The probability of accepting H0 when p is the true probability of failure is

obtained from (9.30) by setting θ = p: namely,

Bh − 1
P a(p) = , h = 0. (9.39)
B h − Ah
Then the O.C. curve can be generated by following the steps described earlier.
400 RELIABILITY VERIFICATION TESTING

In test planning we may be interested in the minimum number of trials leading

to acceptance of H0 . The fastest path to the decision takes place when no failures
occur in the trails. The minimum number na is given by
   
β 1 − p0
An = C ln + na C ln =0
1−α 1 − p1
or  
1−α
ln
β
na =  . (9.40)
1 − p0
ln
1 − p1
Similarly, the minimum number of trials leading to rejection of H0 occurs
when all trails fail. The minimum number nr is given by
   
1−β 1 − p0
Bn = C ln + nr C ln = nr
α 1 − p1
or  
1−β
C ln
α
nr =  . (9.41)
1 − p0
1 − C ln
1 − p1
The expected number of trials E(n|p) to reach an accept or reject decision is
given by    
1 1
P a(p) ln + [1 − P a(p)] ln
A B
E(n|p) =     , (9.42)
p0 1 − p0
p ln + (1 − p) ln
p1 1 − p1
which indicates that E(n|p) is a function of the true p, which is unknown. In
calculation it can be replaced with an estimate.

Example 9.7 An automotive supplier wants to demonstrate the reliability of a

one-shot airbag at a specified time and test condition. Suppose that the contract
for the airbag specifies p0 = 0.001, p1 = 0.01, α = 0.05, and β = 0.1. Develop
a sequential test plan.

SOLUTION Substituting the given data into (9.37), we obtain the continue-
test region 0.0039n − 0.9739 < r < 0.0039n + 1.2504. Following our decision
rules, we accept H0 (the probability of failure is less than or equal to 0.001
at the specified time and test condition) if r ≤ 0.0039n − 0.9739, reject H0 if
r ≥ 0.0039n + 1.2504, and take an additional unit for test if 0.0039n − 0.9739 <
r < 0.0039n + 1.2504.
The minimum number of trials that lead to acceptance of H0 is determined
from (9.40) as na = 249. The minimum number of trials resulting in rejection of
H0 is calculated from (9.41) as nr = 2.
SEQUENTIAL LIFE TESTING 401

Now we compute the expected number of trials for the test. The supplier was
confident that the airbag achieves the required reliability based on the accelerated
test data of a similar product and has p = 0.0008. Substituting the value of p
into (9.38) gives h = 1.141. With the given α and β values, we obtain A =
0.1053 and B = 18. From (9.39), P a(p) = 0.9658. Then the expected number
of trials is calculated from (9.42) as E(n|p) = 289. The test plan is plotted in
Figure 9.9. The minimum numbers can also be read from the graph.
To construct an O.C. curve for the test, set h to various numbers between −3
and 3. Then calculate the corresponding values of p from (9.38) and of P a(p)
from (9.39). The plot of P a(p) versus p is the O.C. curve, shown in Figure 9.10.
It is seen that the probability of accepting H0 decreases sharply as the true p
increases when it is less than 0.005. That is, the test plan is sensitive to the
change in p in the region.
To compare the sequential life test with the bogey test, we determine the
sample size for the bogey test that demonstrates 99.9% reliability at a 90%
confidence level, which is equivalent to p0 = 0.001 and β = 0.1 in this example.
From (9.5) we obtain n = 2302. The sample size is substantially larger than 289
(the expected number of trials in the sequential life test).

4 r = 0.0039n + 1.2504

3
Reject H0
r

2
r = 0.0039n – 0.9739
Continue test
1
Accept H0
0
0 100 200 300 400 500 600 700
n
FIGURE 9.9 Sequential life test plan for Example 9.7

0.8

0.6
Pa(p)

0.4

0.2

0
0 0.005 0.01 0.015 0.02 0.025
True p
FIGURE 9.10 O.C. curve for the sequential life test of Example 9.7
402 RELIABILITY VERIFICATION TESTING

9.5.3 Exponential Sequential Life Testing

Exponential distribution can approximate the life distribution of some products
such as the flash random access memory. Because of its simplicity, the distribu-
tion is widely used and perhaps misused. In this subsection we present sequential
life test for this distribution. The exponential pdf is
 
1 t
f (t) = exp − ,
θ θ

where t is the lifetime and θ is the mean time to failure. The sequential life
testing is to test the hypotheses

H0 : θ = θ0 , H1 : θ = θ1 ,

where θ0 > θ1 . In addition to θ0 and θ1 , the test also specifies α and β.

To perform the hypothesis test, we construct the log likelihood ratio using
(9.28) and obtain

n     
(1/θ1 ) exp(−ti /θ1 ) θ0 1 1
ln(LRn ) = ln = n ln −T − , (9.43)
i=1
(1/θ0 ) exp(−ti /θ0 ) θ1 θ1 θ0

where n is 
the total number of trials and T is the total time to failure of the n
units (T = ni=1 ti ).
From (9.29) and (9.43), the continue-test region is

An < T < Bn , (9.44)

where
     
α θ0 1−α
An = C ln + nC ln , Bn = C ln
1−β θ1 β
 
θ0 θ0 θ 1
+ nC ln , C= .
θ1 θ0 − θ1

Note that the observation in the test is the time to failure. The decision variable
is the total time to failure, not the total number of failures. Thus, the decision rules
are that we accept H0 if T ≥ Bn , reject H0 if T ≤ An , and take an additional unit
and continue the test if An < T < Bn . The shortest route to the reject decision
is testing
ln[(1 − β)/α]
n=
ln(θ0 /θ1 )
SEQUENTIAL LIFE TESTING 403

units which fail at time zero. The shortest route to the accept decision is testing
one unit that survives at least the time given by

   
1−α θ0
B1 = C ln + C ln .
β θ1

The O.C. curve for the test plan can be developed using (9.30) and (9.34). The
procedure was described in Example 9.6.
The use of (9.44) requires testing units individually to failure. Compared with
a truncation test, the test method reduces sample size and increases test time.
This is recommended when accelerated testing is applicable. Sometimes we may
be interested in simultaneous testing of a sample of sufficient size. The decision
rules and test plans are described in, for example, Kececioglu (1994) and MIL-
HDBK-781 (U.S. DoD, 1996).

Example 9.8 A manufacturer was obligated to demonstrate the MTTF of a new

electronic product not less than 5000 hours. Suppose that the unacceptable MTTF
lower limit is 3000 hours, α = 0.05, and β = 0.1. Determine a sequential test
plan. An accelerated life test of 5 units yielded the failure times: 196.9, 15.3,
94.2, 262.6, and 111.6 hours. Suppose that the acceleration factor is 55. Make a
decision as to whether to continue the test from the test data.

SOLUTION The continue-test region is calculated from (9.44) as −21677.8 +

3831.2n < T < 16884.7 + 3831.2n. According to the decision rules, we would
conclude that the MTTF of the product meets the requirement of 5000 hours if
T ≥ 16884.7 + 3831.2n but does not meet the requirement if T ≤ −21677.8 +
3831.2n. Otherwise, take one more unit and continue the test.
To make a decision on whether to continue the test, we convert the failure
times to those at the use stress level by multiplying the acceleration factor. The
equivalent total failure time is

T = 55 × (196.9 + 15.3 + 94.2 + 262.6 + 111.6) = 37, 433.

The decision bounds are

A5 = −21677.8 + 3831.2 × 5 = −2521.8 and B5 = 16884.7

+ 3831.2 × 5 = 36040.7.

Since T > B5 , we conclude that the product achieves the MTTF of 5000 hours.
The sequential test results and decision process are plotted in Figure 9.11. It
is seen that the accumulated test time crosses the Bn bound after a test of
5 units.
404 RELIABILITY VERIFICATION TESTING

60,000

50,000 T = 16884.7 + 3831.2n

Accept H0
40,000
T (h)

30,000

20,000 T = −21677.8 + 3831.2n

10,000
Continue test Reject H0
0
0 1 2 3 4 5 6 7 8 9 10 11
n
FIGURE 9.11 Sequential life test plan and results of Example 9.8

9.5.4 Weibull Sequential Life Testing

A Weibull distribution is used most commonly because of its flexibility in shape,
as delineated in Chapter 2. In this subsection we present a sequential life test for
this distribution. The Weibull pdf is
    m
m t m−1 t
f (t) = exp − , t ≥ 0,
η η η
where m is the shape parameter and η is the scale parameter.
If we define y = t m where m is assumed known, y has an exponential distri-
bution with scale parameter (mean) θ = ηm . Then the sequential test plan for a
Weibull distribution can be obtained by modifying the plan for the exponential
distribution, which was described earlier. Suppose that we want to demonstrate
the scale parameter of a Weibull distribution such that if η = η0 the probability
of accepting the lot is 1 − α, and if η = η1 where η1 < η0 , the probability of
acceptance is β. This is equivalent to testing the exponential hypotheses
H0 : θ = θ0 , H1 : θ = θ1 ,
where θ0 = η0m and θ1 = η1m .
From (9.44), the continue-test region is defined by

An < T < Bn , (9.45)

where


n    
α η0
T = tim , An = C ln
+ nmC ln ,
i=1
1−β η1
   
1−α η0 (η0 η1 )m
Bn = C ln + nmC ln , C= m .
β η1 η0 − η1m
SEQUENTIAL LIFE TESTING 405

We accept H0 if T ≥ Bn , reject H0 if T ≤ An , and continue the test otherwise.

The O.C. curve can be constructed by using the formulas and procedures for the
exponential distribution with the transformations θ0 = η0m and θ1 = η1m .
The test method uses a known shape parameter of the Weibull distribution. In
practice, it may be estimated from the accelerated test data obtained in an earlier
design and development stage or from historical data on a similar product. If such
data are not available, the shape parameter can be estimated from the sequential
test itself. But the test plan needs to be modified accordingly as the updated
estimate becomes available. The procedures are similar to those of Harter and
Moore (1976) and are described as follows:

1. Test at least three units, one at a time, until all have failed.
2. Estimate the shape and scale parameters from the test data.
3. Calculate An and Bn using the estimate of the shape parameter.
4. Apply the decision rules to the failure times in the order in which they were
observed. If a reject or accept decision is made, stop the test. Otherwise,
go to step 5.
5. Take one more unit and continue the test until it fails or until a decision to
accept is reached. If it fails, go to step 2.

Although the test data provide a better estimate of the shape parameter, the
estimate may still have a large deviation from the true value. The deviation, of
course, affects actual type I and type II errors. Therefore, it is recommended
that the sensitivity of the test plan be assessed to the uncertainty of the esti-
mate. Sharma and Rana (1993) and Hauck and Keats (1997) present formulas
for examining the response of P a(η) to misspecification of the shape parame-
ter and conclude that the test plan is not robust against a change in the shape
parameter.

Example 9.9 The life of a mechanical component can be modeled with a

Weibull distribution with m = 1.5. The manufacturer is required to demonstrate
that the scale parameter meets the standard of 55,000 cycles. Given η1 = 45,000
cycles, α = 0.05, and β = 0.1, develop a sequential test plan.

SOLUTION Substituting the given data into (9.45), we obtain the continue-test
region as


n
−106 × 106 + 11.1 × 106 n < ti1.5 < 82.7 × 106 + 11.1 × 106 n.
i=1

The test plan is plotted in Figure 9.12. Note that the vertical axis T is the total
transformed failure time. The O.C. curve is constructed by using (9.30) and (9.34)
and the transformation θi = ηim (i = 0, 1). Figure 9.13 shows an O.C. curve that
plots the probability of acceptance at different true values of the Weibull scale
parameter, where η = θ 1/m .
406 RELIABILITY VERIFICATION TESTING

500

T = 82.7 + 11.1n
400

300
T (× 106)

Accept H0 T = −106 + 11.1n

200

Continue test
100
Reject H0
0
0 5 10 15 20 25 30 35
n
FIGURE 9.12 Sequential life test plan of Example 9.9

0.8

0.6
Pa(h)

0.4

0.2

0
40,000 45,000 50,000 55,000 60,000 65,000
True h (cycles)
FIGURE 9.13 O.C. curve for the sequential life test of Example 9.9

9.6 RELIABILITY VERIFICATION USING PRIOR INFORMATION

The bogey tests or sequential life tests described in preceding sections may require
a large sample size when high reliability is to be demonstrated at a high con-
fidence level. The sample size can be reduced by using the Bayesian method
if there exists known prior information about the life parameter to be verified.
Fortunately, such information is sometimes available from the accelerated tests
conducted earlier in the design and development phase, and/or from the fail-
ure data of prior-generation products. Incorporation of prior information into
the development of test plans can be accomplished using the Bayesian method,
which involves intensive statistical computations. The Bayesian procedures are
as follows:

1. Determine the prior pdf ρ(θ ) of the life parameter θ to be demonstrated.

For example, θ is the reliability in binomial bogey testing and the MTTF
RELIABILITY VERIFICATION USING PRIOR INFORMATION 407

in exponential sequential life testing. This step involves the collection of

prior failure data, selection of the prior distribution, and estimation of the
distribution parameters.
2. Choose a probabilistic distribution to model the distribution of the test
outcomes, say x, given parameter θ . The distribution is conditional on θ
and is denoted here as h(x/θ ). For example, if the test outcomes are either
success or failure, the distribution is binomial.
3. Calculate the conditional joint pdf of the n independent observations from
the test given parameter θ . This is the likelihood in Section 9.5.1 and can
be written as

n
L(x1 , x2 , . . . , xn |θ ) = h(xi |θ ).
i=1

4. Calculate the joint pdf of the n independent observations from the test and
of parameter θ . This is done by multiplying the conditional joint pdf and
the prior pdf: namely,

f (x1 , x2 , . . . , xn ; θ ) = L(x1 , x2 , . . . , xn |θ )ρ(θ ).

5. Determine the marginal pdf of the n observations k(x1 , x2 , . . . , xn ) by inte-

grating the joint pdf with respect to parameter θ over its entire range.
That is, 
k(x1 , x2 , . . . , xn ) = f (x1 , x2 , . . . , xn ; θ ) dθ.

6. Using Bayes’ rule,

L(x1 , x2 , . . . , xn |θ )ρ(θ )
g(θ |x1 , x2 , . . . , xn ) =  ,
L(x1 , x2 , . . . , xn |θ )ρ(θ ) dθ

find the posterior pdf of parameter θ . It is computed by dividing the joint

pdf by the marginal pdf of the n observations:

f (x1 , x2 , . . . , xn ; θ )
g(θ |x1 , x2 , . . . , xn ) = .
k(x1 , x2 , . . . , xn )

7. Devise a test plan by using the posterior pdf of parameter θ and the type
I and type II errors specified.

The procedures above are illustrated below through application to the devel-
opment of a bogey test. Although complicated mathematically, sequential life
tests using the Bayesian method have been reported in the literature. Interested
readers may consult Sharma and Rana (1993), Deely and Keats (1994), B. Lee
(2004), and F. Wang and Keats (2004).
As described in Section 9.3.1, a binomial bogey testing is to demonstrate
RL at a 100C% confidence level. The sampling reliability, say R, is a random
408 RELIABILITY VERIFICATION TESTING

variable, and its prior distribution is assumed known. It is well accepted by,
for example, Kececioglu (1994), Kleyner et al. (1997), and Guida and Pulcini
(2002), that the prior information on R can be modeled with a beta distribution
given by
R a−1 (1 − R)b−1
ρ(R) = , 0 ≤ R ≤ 1,
β(a, b)
where β(a, b) = (a) (b)/ (a + b), (·) is the gamma function, and a and b
are unknown parameters to be estimated from past data. Martz and Waller (1982)
provide methods for estimating a and b.
Because a bogey test generates a binary result (either success or failure), the
test outcome is described by the binomial distribution with a given R. The pdf is

h(x|R) = (1 − R)x R 1−x ,

where x = 0 if a success occurs and x = 1 if a failure occurs.

By following the Bayesian procedures, we obtain the posterior pdf of R for n
success outcomes (i.e., no failures are allowed in testing):

R a+n−1 (1 − R)b−1
g(R|x1 = 0, x2 = 0, . . . , xn = 0) = . (9.46)
β(a + n, b)
Note that the posterior distribution is also the beta distribution, but the parameters
are a + n and b.
The bogey test plan with no failures allowed is to determine the sample size
required to demonstrate RL at a 100C% confidence level. This is equivalent to
selecting n such that the probability of R not less than RL is equal to C. Then
we have  1
g(R|x1 = 0, x2 = 0, . . . , xn = 0) dR = C
RL

or  1
R a+n−1 (1 − R)b−1
dR = C. (9.47)
RL β(a + n, b)
Equation (9.47) is solved numerically for n. The sample size is smaller than that
given by (9.5).

9.7 RELIABILITY VERIFICATION THROUGH DEGRADATION

TESTING

So far in this chapter we have discussed reliability verification through bogey

testing and sequential life testing. These test methods may require extensive test
time to reach a conclusion, especially when high reliability is to be proved.
As described in Chapter 8, the failure of some products is defined in terms
of a performance characteristic exceeding a specified threshold. Degradation of
the performance characteristic is highly correlated to reliability. Therefore, it
RELIABILITY VERIFICATION THROUGH DEGRADATION TESTING 409

is possible to verify reliability by analyzing performance measurement data. For

example, Sohn and Jang (2001) present an acceptance sampling plan for computer
keyboards based on degradation data. Although reliability verification through
degradation testing has numerous benefits, we find few application examples in
industry mainly because there are no systematic approaches that are ready for
implementation. Research on this topic is also scarce in the literature. Here we
describe two approaches.
The first approach is to verify the one-sided lower-bound reliability at a given
confidence level. Suppose that as in bogeying testing, we want to demonstrate a
required reliability RL at time tL at a 100C% confidence level. The procedures for
calculating the lower-bound reliability presented below are based on the destruc-
tive degradation analysis, which is equally applicable to nondestructive data, as
pointed out in Chapter 8. The assumptions and notation described in Section 8.5
are used here for data analysis. Other methods, such as pseudolife analysis and
random-effect analysis, may be employed, but the resulting accuracy and amount
of computational work should be considered. The procedures are as follows:

1. Calculate the MLE of β and θ by maximizing the sample log likelihood

given by (8.17).
2. Compute the estimate of reliability at tL , denoted R̂(tL ), by employing
(8.24) for y ≤ G and the like for y ≥ G.
3. Calculate the variance–covariance matrix for β and θ by evaluating the
inverse of the local Fisher information matrix given in Section 7.6.2.
4. Calculate the variance of R̂(tL ), denoted V̂ar[R̂(tL )], using (7.48).
5. The one-sided lower 100C% confidence bound reliability based on a normal
approximation is 
R̂(tL ) − zC V̂ar[R̂(tL )].

If the lower bound is greater than RL , we conclude that the product meets the
reliability requirement at a 100C% confidence level.

The calculation above uses the known specific forms of µy (t; β) and σy (t; θ ).
In practice, they are often unknown but can be determined from test data. First
we estimate the location and scale parameters at each inspection time. Then
the linear or nonlinear regression analysis of the estimates derives the specific
functions. Nonlinear regression analysis is described in, for example, Seber and
Wild (2003). In many applications, the scale parameter is constant. This greatly
simplifies subsequent analysis.
The approach described above is computationally intensive. Here we present
an approximate yet simple method. Suppose that a sample of size n is tested
until t0 , where t0 < tL . If the test were terminated at tL , the sample would yield r
failures. Then p̂ = r/n estimates the probability of failure p at tL . The number of
failures r is unknown; it may be calculated from the pseudolife method described
in Chapter 8. In particular, a degradation model is fitted to each degradation
410 RELIABILITY VERIFICATION TESTING

path; then the degradation characteristic at tL is estimated from the model. If

the resulting characteristic reaches the threshold, the unit is said to have failed.
Loosely, r is binomial.
The reliability verification is equivalent to testing the hypotheses

H0 : p ≤ 1 − RL , H1 : p > 1 − RL .

When the sample size is relatively large and p is not extremely close to zero or
one, the test statistic
r − n(1 − RL )
Z0 = √ (9.48)
nRL (1 − RL )
can be approximated with the standard normal distribution. The decision rule
is that we accept H0 at a 100C% confidence level if Z0 ≤ zC , where zC is the
100Cth percentile of the standard normal distribution.

Example 9.10 In an electrical welding process, the failure of an electrode is

said to have occurred when the diameter of a weld spot is less than 4 mm.
The diameter decreases with the number of spots welded by the electrode. To
demonstrate that a newly designed electrode meets the lower 95% confidence
bound reliability of 92.5% at 50,000 spots, 75 electrodes were sampled, and each
was tested until 35,000 spots were welded. Degradation analysis showed that five
units would fail if the test were continued until 50,000 spots. Determine if the
electrode meets the R92.5/C95 requirement.

SOLUTION From (9.48) we have

5 − 75 × (1 − 0.925)
Z0 = √ = −0.274.
75 × 0.925 × (1 − 0.925)
Since Z0 < z0.95 = 1.645, we conclude that electrode meets the specified reli-
ability requirement.

PROBLEMS

9.1 Describes the pros and cons of bogey test, sequential life test, and degra-
dation test for reliability verification.
9.2 Find the minimum sample size to demonstrate R95/C95 by bogey testing.
If the sample size is reduced to 20, what is the confidence level? If a test
uses a sample of 25 units and generates no failures, what is the lower-bound
reliability demonstrated at a 90% confidence level?
9.3 A manufacturer wants to demonstrate that a new micro relay achieves a
lower 90% confidence bound reliability of 93.5% at 25,000 cycles. The relay
has a Weibull distribution with shape parameter 1.8. How many units shall
be tested for 25,000 cycles? If the test schedule can accommodate 35,000
PROBLEMS 411

cycles, what is the resulting sample size? If only 12 units are available for
the test, how many cycles should be run?
9.4 Redo Problem 9.3 for cases in which the shape parameter has a ±20%
deviation from 1.8. Compare the results with those of Problem 9.3.
9.5 Explain the rationale of tail testing. Discuss the benefits, risks, and limita-
tions of the test method.
9.6 A manufacturer wants to demonstrate the reliability of a new product by
sequential life testing. The required reliability is 0.98, and the minimum
acceptable reliability is 0.95. Develop a binomial sequential test plan to
verify the reliability at α = 0.05 and β = 0.1. How many units on aver-
age does the test need to reach a reject or accept decision? What is the
probability of accepting the product when the true reliability is 0.97?
9.7 The life of an electronic system has the exponential distribution. The system
is designed to have an MTBF of 2500 hours with a minimum acceptable
MTBF of 1500 hours. The agreed-upon producer and consumer risks are
10%. Develop and plot the sequential life test plan and the O.C. curve.
Suppose that the test has yielded two failures in 600 and 2300 hours. What
is the decision at this point?
9.8 A mechanical part has a Weibull distribution with shape parameter 2.2. The
manufacturer is required to demonstrate the characteristic life of 5200 hours
with a minimum acceptable limit of 3800 hours. The probability is 0.95
of accepting the part that achieves the specified characteristic life, while
the probability is 0.9 of rejecting the part that has 3800 hours. What are
the decision rules for the test? Develop an O.C. curve for the test plan.
What are the probabilities of accepting the part when the true values of the
characteristic life are 5500 and 3500 hours?
9.9 Redo Problem 9.8 for cases in which the shape parameter has a ±20%
deviation from 2.2. Comment on the differences due to the changes in
shape parameter.
9.10 Derive the formulas for evaluating the sensitivity of Pa to misspecification
of the shape parameter of the Weibull distribution.
9.11 To demonstrate that a product achieved the lower 90% confidence bound
reliability of 90% at 15,000 hours, a sample of 55 units was subjected
to degradation testing. The test lasted 2500 hours and yielded no failures.
Degradation analysis gave the reliability estimate as

ln(t) − 10.9
R(t) = 1 −
.
1.05
Does the product meet the reliability requirement specified?
10
STRESS SCREENING

10.1 INTRODUCTION

A production process must be validated successfully before full production can

begin. As described in Chapter 9, process validation testing includes reliability
verification testing to demonstrate that the final products achieve the reliabil-
ity target required. Nevertheless, we should not expect that each batch from
the production line will meet the reliability requirement. Indeed, due to process
variation, material flaws, and inadequate design, some products may bear latent
defects which cannot be detected by functional tests. If shipped to customers, the
defective products will manifest themselves to failures in an unexpectedly short
time in the field. Such failures, known as infant mortality, are critical concerns of
many electronic products. Stress screening is to reduce, if not eliminate, defects
by subjecting all products manufactured to an elevated stress level for a certain
period of time. The stressing process causes the latent defects to be detectable,
thus preventing defective products from being delivered to customers. Although
reactive (in contrast to proactive reliability improvement in the design and devel-
opment phase), stress screening is an effective means of increasing the field
reliability. In fact, screening is the last measure that a manufacture can take to
improve the field reliability before products enter the market.
In this chapter we describe the concept of different screening techniques and
the design of screening plans. Then the principle of degradation screening is
discussed and applied to part-level screening. This is followed by discussions
on life-based module-level stress screening. Combining part- and module-level

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

412
SCREENING TECHNIQUES 413

screening, we also present the development of two-level optimal screen plans

that minimize an important segment of the life cycle cost and meet the field
reliability requirement.

10.2 SCREENING TECHNIQUES

The screening techniques currently being implemented in industry may be clas-

sified into five categories: (1) burn-in, (2) environmental stress screening (ESS),
(3) highly accelerated stress screening (HASS), (4) discriminator screening, and
(5) degradation screening. Although these techniques differ in many aspects, the
objective remains the same, that is, to weed out the defective products before
shipment to customers. Each of the screening techniques is described briefly
below.
The burn-in technique, which originated in the defense industry, was the earli-
est screening approach used to precipitate defective electronic components and is
still implemented widely in industry. In a burn-in, products are powered up and
subjected to a constant stress level within the specification limits for a certain
length of time. For example, the burn-in strategies for the microcircuits specified
in MIL-STD-883F (U.S. DoD, 2004) require electrically biasing the devices at a
minimum of 125◦ C for 168 hours. The burn-in strategies are effective in weeding
out surface and metallization defects and weak bonds. In general, a burn-in con-
dition is lenient and is capable of precipitating significant latent defects. Products
with subtle defects will certainly escape a burn-in process. These products will
be delivered to customers and fail prematurely. Jensen and Peterson (1982), and
Kuo et al. (1998) describe burn-in techniques.
Similar to burn-in, ESS is also a screening method that subjects all products to
an elevated stress level for a predetermined duration. ESS differs from burn-in in
that it exposes products to environmental stresses outside the specification limits.
The most commonly used stresses are thermal cycling, random vibration, power
cycling, temperature, and humidity. In applications, the combination of two or
more stresses is often used to enhance screening effectiveness. MIL-HDBK-344A
(U.S. DoD, 1993) well documents techniques for planning and evaluating ESS
programs for military electronic products. In many occasions, ESS is mistak-
enly interexchanged with burn-in. Although both have a great similarity, the
distinctions are obvious. First, an ESS applies environmental stresses, which are
often time dependent, while a burn-in frequently uses a constant temperature.
Environmental stimuli are more powerful in precipitating latent defects to patent
failures. For example, thermal cycling is more stressful than a constant temper-
ature in removing the weak solder joints of electronic components. Second, an
ESS stresses products outside the specification limits. A high stress level greatly
accelerates the aging process of defects. Third, ESS and burn-in often find differ-
ent flaws, mainly because they use different stresses. For the distinctions above,
it is widely recognized that an ESS is more effective than a burn-in.
A HASS is a more stressful ESS. In a HASS, the applied stresses may not
necessarily be the ones that would be experienced in the field. That is, any stress
414 STRESS SCREENING

may be employed as long as it is effective in precipitating relevant defects that

would occur in normal use. The stress levels should be as high as possible to
turn latent defects into patent failures swiftly in order to compress the screen
duration. As we know, while applied stresses accelerate the failure of defective
products, they also cause damage to defective-free products. Here damage refers
to a reduction in life time. For example, a high screen stress level degrades
the performance of a good product and reduces the remaining life. Therefore,
the screen stress levels must be optimized such that defective-free products have
sufficient remaining life. The initial values of the stress levels may be ascertained
by analyzing the HALT data; the optimal values are determined in subsequent
HASS implementation. Hobbs (2000) describes the theory and application of
HASS in a great detail. There are many practical examples in the literature;
some are given in Silverman (1998), Rahe (2000), and Misra and Vyas (2003).
Discriminator screening utilizes a discriminator, which is comprised of a
parameter or a weighted combination of several parameters of the product under
screening, to identify products with intrinsic defects. If the value of the dis-
criminator for a product crosses a specified threshold, a defect is detected and
the product should be weeded out; otherwise, the product is defect-free. It is
worth noting that the parameters are not limited to the product performance
characteristics and can be any properties that allow one to discriminate defective
products from good ones. For example, low-frequency 1/f noise can be used as
a discriminator to signify the oxide-trap charge-related defects for discrete MOS
devices and small-scale circuits, according to Fleetwood et al. (1994). When a
discriminator consists of only one parameter, a normal value of the parameter
indicates flawlessness directly, and vice versa. That is, a product is said to be
defect-free if the value of the parameter is within a prespecified threshold. Other-
wise, the product is considered defective and subject to removal. Such a simple
relationship does not exist if several parameters are used to form a discriminator.
Specifically, all individual parameters being within their thresholds may lead to
a discriminator being outside the normal limit. In application, the parameters
selected must be readily measurable and sensitive to the magnitude of a defect.
Since the parameters are measured at use conditions, the screening is nondestruc-
tive on both flaw and good products. Because of this advantage, discriminator
screening requires short screen time and does not damage or degrade good prod-
ucts. In practice, however, a sensitive and reliable discriminator is not easy to
find, and misdiscrimination often occurs. In other words, a good product may
be classified as a bad one and removed from the population; this is type I error.
On the other hand, a defective product may escape the screening and be shipped
to customers; this is the type II error. A good discriminator should be one that
achieves minimum errors of the two types. Jensen (1995) describes in detail the
theory and application examples of this screening technique.
Like ESS, degradation screening subjects all products to an elevated stress
level for a prespecified length of time. During screening, the performance char-
acteristic of defective products degrades rapidly over time while the good ones
deteriorate gradually. The substantial difference between degradation rates allows
DESIGN OF SCREEN PLANS 415

TABLE 10.1 Differences and Similarities Between Screening Methods

Discriminator Degradation
Aspect Burn-in ESS HASS Screening Screening

Stress type Mostly Thermal Thermal No stresses Thermal

temperature cycling, cycling, applied cycling,
random random random
vibration, vibration, vibration,
power power power
cycling, cycling, cycling,
tempera- tempera- tempera-
ture, ture, ture,
humidity, humidity, humidity,
etc. etc. etc.
Stress Low and High and Very high Not High and
level constant variable and applicable variable
variable
Screen Long Short Very short Very short Very short
duration
Cost High Low Low Low Low
Damage to Little Large Very large Almost no Little
good
products
Type I Very low Low Very high High Low
error
Type II High Low Very low High Low
error
Defect Functional Functional Functional Discriminator Characteristic
criterion demise demise demise crossing a crossing a
threshold threshold

defective products to be identified by measuring the performance characteristic.

A product is said to be defective if its measurement crosses a specified threshold
at the end of screening; otherwise, it is a good one and survives the screening. In
application, the threshold can be tighter than the usual one that defines a failure
in the field. From the perspective of defect identification, degradation screening is
similar to discriminator screening, but it is more effective in detecting bad prod-
ucts. On the other hand, this screening method causes less damage to good prod-
ucts than does the ESS. In subsequent sections we discuss this method in detail.
As we may have noted, the five screening techniques described above have
great differences and similarities, which are summarized in Table 10.1.

10.3 DESIGN OF SCREEN PLANS

10.3.1 Characterization of Screen Plans
A screen plan is characterized by the screening technique, stress type, stress
levels, screen duration, and defect criteria. They must be determined prior to
416 STRESS SCREENING

screening. Selection of a screening method is most critical and has a funda-

mental impact on the screening effectiveness, time, cost, field reliability, and
other factors. The selection can be aided by referring to Table 10.1. If a reliable
and sensitive discriminator can be formed and the measurement of the parameters
does not require expensive equipment, the discriminator screening method should
be the best choice. The next-most-preferable technique is degradation screening
if a performance characteristic is highly indicative of the latent defect of concern.
Nowadays, HASS is widely implemented to compress the time to market; how-
ever, we should not overlook the fact that the screen stress may cause damage
to good products. Using a HASS, some defect-free products at the low tail of
the life distribution may be destroyed and thus removed. The surviving products
may accumulate a large amount of degradation during screening, which greatly
shortens the remaining life. Therefore, choosing between HASS and ESS should
be well justified based on various criteria, including time, cost, field reliability,
and other factors. In many situations, burn-in is not effective for components;
instead, large-scale systems favor this method.
Once the screening technique is determined, we should choose the stress type.
In general, the stress type selected should effectively stimulate and accelerate
the failure mechanisms governing the early failures that would be observed
in the field. Often, preliminary tests may be conducted to discover the fail-
ure modes caused by latent defects and to examine the effectiveness of the
stresses selected in precipitating the defects. ESS or degradation screening usually
employs stresses that a product will encounter in normal operation. In contrast,
one may use any stress type in a HASS as long as it is effective.
For a burn-in, the stress levels should be within the specification limits. The
burn-in conditions for some types of electronic products can be found in relevant
engineering standards. For example, MIL-STD-883F (U.S. DoD, 2004) gives
different stress levels and durations for burning-in microcircuits. In contrast to
a burn-in, an ESS or a degradation screening exposes products to a stress level
outside the specification limits and inside the operational limits at which the
products can perform a full function. Thus, continuously monitoring the func-
tionality is possible during screening. In a HASS, products are stressed outside
the operational limits and thus fail to perform a full function during screening.
The stress level must be lowered below operational limits to detect defects. In
general, a screening should use a high stress level to reduce the screen duration.
But the stress level should not induce failure modes that differ from those of
early failures in the field.
The defect criteria for a screen define what constitutes a defect. For a defect
leading to a hard failure, complete cession of product function indicates a defect.
If a soft failure is concerned, a product is defective if its degradation reaches a
threshold at the end of screening. As we will see later, the threshold for degra-
dation screening may be tighter than that used in the field to define a failure. For
a discriminator screening, a defect is said to have been detected if the value of
the discriminator crosses a critical value, which is often chosen to minimize type
I and type II errors.
PRINCIPLE OF DEGRADATION SCREENING 417

10.3.2 Optimization of Screen Plans

Once the screening technique, stress types, stress levels, and defect criteria are
determined, the screen duration should be chosen. The duration has conflict-
ing impacts on the cost, reliability, and requirement for screening equipment
capacity. Insufficient screening saves screening cost and equipment capacity but
reducese field reliability and increases field repair cost. On the other hand, exces-
sive screening eliminates nearly all infantile failures and decreases the field repair
cost but incurs high screening expense and requires ample screening equipment
capacity. Apparently, an optimal duration should be chosen to make the best
trade-off among these conflicting factors.
To obtain the optimal duration, an optimization model is needed. In the liter-
ature, much of the effort toward establishing the optimal duration derives from
minimizing the total cost. Some examples are given in Reddy and Dietrich (1994),
Pohl and Dietrich (1995a, b), Kar and Nachlas (1997), Yan and English (1997),
C. L. Wu and Su (2002), and Sheu and Chien (2004, 2005). Here the total cost is
formulated as a segment of the life cycle cost and may consist of the following
cost components:

ž Cost of screen setup, which is fixed

ž Cost of screening for a specified duration which is variable and depends on
the screen duration
ž Cost of good products being weeded out
ž Cost of repair in subsequent higher-level (e.g., board-level) screening and
in the field
ž Cost of reputation loss due to infantile failures

To develop more realistic screening strategies, minimization of the total cost is

often subject to constraints on the field reliability and screening equipment capac-
ity, which are formulated as a function of the screen duration. The constrained
optimization problems are discussed in, for example, Chi and Kuo (1989), Mok
and Xie (1996), T. Kim and Kuo (1998), and G. Yang (2002).
In situations where the field reliability is critical, the screen duration may be
optimized to maximize the reliability while the constraints on total cost and other
factors, if any, are satisfied. K. Kim and Kuo (2005) present a study of this type
which determines the optimal burn-in period by maximizing system reliability.

10.4 PRINCIPLE OF DEGRADATION SCREENING

For a product whose performance degrades over time, a failure is said to have
occurred if a performance characteristic (say, y) crosses a specified threshold.
The faster the degradation, the shorter the life. Thus, the life is determined
by the degradation rate of y. A population of the products usually contains a
fraction of both good and substandard units. In practice, good products over-
whelmingly outnumber substandard ones. Stressed at an elevated level during
418 STRESS SCREENING

screening, the substandard products degrade rapidly, resulting in early failures,

while the good ones degrade gradually, causing random or wear-out failures. For
example, Henderson and Tutt (1997) report that under biased electrical current
and thermal stress, the bad units of the GaAs-based heterojunction bipolar transis-
tors have a considerably larger collector current than the good units. Croes et al.
(1998) also present experimental results showing that substandard units of metal
film resistors suffer greater resistance drift than the good units do when subjected
to a high temperature. The important difference between degradation rates yields
a bimodal distribution of y, where the main and weak distributions are domi-
nated by good and substandard products, respectively. Figure 10.1 illustrates the
degradation paths of a sample containing good and substandard units, and the
bimodal distribution of y resulting from the difference between degradation rates.
The degradation rates of good and bad products depend on the screen stress
level. The higher the stress level, the greater the degradation rates. To shorten
the screen duration, a high stress level is often applied. However, the stress level
should not induce degradation modes that differ from those of early failures in
the field. If y is a monotonically increasing characteristic, the bimodal cumulative
distribution function (cdf) of y at a given stress level can be written as

Pr(y ≥ G0 ) = α1 Pr[y1 (t) ≥ G0 ] + α2 Pr[y2 (t) ≥ G0 ] = α1 F1 (t) + α2 F2 (t),

(10.1)
where the subscripts 1 and 2 denote substandard and good subpopulations, α the
fraction of a subpopulation, F the cdf of the life distribution of a subpopula-
tion, and G0 the usual threshold. Equation (10.1) indicates that the bimodal life
distribution, which is hypothesized in Jensen and Petersen (1982) and has been
used extensively, is the result of the bimodal distribution of y. The relationship
between the bimodal distributions of y and life is depicted in Figure 10.2, where
pdf(t) is the probability density function (pdf) of life, pdf[y(t)] the pdf of y at
time t, and G∗ a threshold smaller than G0 . In Figure 10.2 the shaded area of
pdf(t) represents the probability of failure by time t2 , which equals Pr[y(t2 ) ≥ G0 ]
represented by the shaded area of pdf[y(t2 )].

substandard
y

good

0
t
FIGURE 10.1 Difference between degradation rates causing a bimodal distribution
PART-LEVEL DEGRADATION SCREENING 419

pdf[y (t2)]
y1 (t)
G0
pdf (t)
G* y2 (t)
y

0 t1 t2
t
FIGURE 10.2 Relationship between the bimodal distributions of y and life

Before screening (t = 0), y of a population does not display an apparent

bimodal distribution, as illustrated in Figure 10.2. The reason is that the products
with patent defects have been removed in either the manufacturing process or
the product final test; latent defects do not appreciably degrade the value of y.
During screening, y1 (i.e., y of a substandard product) degrades rapidly due to the
growth of latent defects, whereas y2 (i.e., y of a good product) degrades gradually
only because of the aging effect. The difference yields a bimodal distribution of
y. The parameters of the distribution are determined by the measurements of y1
and y2 , which in turn depend on the screen stress and duration. At a given stress
level, y1 and y2 degrade at different rates with screen time. Thus, the location
parameters of y1 and y2 distributions degrade, and their difference is widened.
Therefore, the two modes of the y distribution shift apart as the screen time
increases, as shown in Figure 10.2. When the two modes are apart far enough,
it is possible to find an appropriate G∗ , which is tighter than G0 , to discriminate
between the substandard and good products. A tighter threshold G∗ refers to a
threshold that is smaller than G0 for a monotonically increasing y and larger than
G0 for a monotonically decreasing y. If the value of y of a product crosses G∗ at
the end of screening, the product is said to be substandard and is removed from
the population; otherwise, the product is defect-free and survives the screening.
Tightening a threshold from G0 to G∗ shortens the screen duration and thus
alleviates the aging effects of screen stress on the good products. The design of
a screen plan includes the selection of G∗ . The selection is constrained by, for
example, the screen stress level, screen duration, and field repair cost. A higher
field repair cost imposes a tighter threshold to weed out more defects. A screen at
a lower stress level for a shorter time also requires a tighter threshold to increase
the screen effectiveness.

10.5 PART-LEVEL DEGRADATION SCREENING

In practice, one often conducts two-level screening; that is, part- and module-level
screening, where a module may be a board, subsystem, or system. The purpose
of part-level screening is to weed out the substandard parts by subjecting the
420 STRESS SCREENING

part population to an elevated stress level. The screened parts are then assembled
into a module. Because the assembly process may introduce defects, the module
is then screened for a specified duration. In this section we focus on part-level
degradation screening.
Part-level degradation screening stresses products at an elevated level. Let tp
denote the screen duration at this stress level. Then the equivalent time tp at the
use stress level is
tp = Ap tp , (10.2)

where Ap is the acceleration factor and can be estimated using the theory of
accelerated testing discussed in Chapter 7. For example, if temperature is the
screening stress, the Arrhenius relationship may be applied to determine the
value of Ap .
A part, good or bad, subjected to degradation screening may fail to pass or
survive screening. For a part having a monotonically increasing performance
characteristic, the probability p0 of the part passing the screen can be written as

p0 = α1 Pr[y1 (tp ) ≤ G∗ ] + α2 Pr[y2 (tp ) ≤ G∗ ]. (10.3)

The probability p1 that a part passing the screen is from the substandard
subpopulation is
α1
p1 = Pr[y1 (tp ) ≤ G∗ ]. (10.4)
p0

The probability p2 that a part passing the screen is from the good subpopula-
tion is
α2
p2 = Pr[y2 (tp ) ≤ G∗ ]. (10.5)
p0

From (10.3) through (10.5), we have p1 + p2 = 1.

All parts from the screened population have survived the screening process.
However, due to type I and type II errors, the screening process might not be
perfect. Thus, the screened population might still contain some substandard parts.
A part selected at random from the screened population is either good or substan-
dard. The field reliability Rp (t) at time t of a part from the screened population
can be written as
Rp (t) = p1 Rp1 (t|tp ) + p2 Rp2 (t|tp ), (10.6)

where Rp1 (t|tp ) is the field reliability at t of a substandard part from the screened
population and Rp2 (t|tp ) is the field reliability at t of a good part from the
screened population. Because

Rpi (t + tp ) Pr[yi (t + tp ) ≤ G0 ]
Rpi (t|tp ) = = , i = 1, 2,
Rpi (tp ) Pr[yi (tp ) ≤ G0 ]
PART-LEVEL DEGRADATION SCREENING 421

(10.6) can be rewritten as

Pr[y1 (t + tp ) ≤ G0 ] Pr[y2 (t + tp ) ≤ G0 ]
Rp (t) = p1 + p2 . (10.7)
Pr[y1 (tp ) ≤ G0 ] Pr[y2 (tp ) ≤ G0 ]

Substituting (10.4) and (10.5) into (10.7) gives

Rp (t) = θ1 Pr[y1 (t + tp ) ≤ G0 ] + θ2 Pr[y2 (t + tp ) ≤ G0 ], (10.8)

where
αi Pr[yi (tp ) ≤ G∗ ]
θi = , i = 1, 2. (10.9)
p0 Pr[yi (tp ) ≤ G0 ]

The cdf of a part from a screened population is

Fp (t) = 1 − θ1 Pr[y1 (t + tp ) ≤ G0 ] − θ2 Pr[y2 (t + tp ) ≤ G0 ]. (10.10)

The associated pdf is given by

fp (t) = θ1 fp1 (t + tp ) + θ2 fp2 (t + tp ), (10.11)

where
dPr[yi (t + tp ) ≤ G0 ]
fpi (t + tp ) = − , i = 1, 2.
dt

Now let’s consider a special case where the performance characteristic of a

part has a normal or lognormal distribution. As explained in Chapter 8, this case
is frequently encountered in practice. Because lognormal data can be transformed
into normal data, only the normal distribution is discussed here. The following
assumptions are made:

ž The performance characteristic y is monotonically increasing and has a

bimodal normal distribution; y1 (y2 ) has a location parameter µy1 (µy2 ) and
scale parameter σy1 (σy2 ).
ž Neither σy1 nor σy2 depend on screen stress and time.
ž The location parameter is a (transformed) linear function of screen time for
both substandard and good parts: namely,

µyi (t) = β1i + β2i t, i = 1, 2, (10.12)

where β1i is the mean of the initial values of yi before screening and β2i is
the degradation rate of yi . These parameters can be estimated from preliminary
test data.
422 STRESS SCREENING

From (10.11) and (10.12), the pdf of a part from the screened population is



θ1 t − µt1 θ2 t − µt2
fp (t) = φ + φ , (10.13)
σt1 σt1 σt2 σt2

where φ(·) is the pdf of the standard normal distribution and

G0 − β1i − β2i tp σy i
µti = , σti = , i = 1, 2. (10.14)
β2i β2i

The cdf of a part from the screened population is



t − µt1 t − µt2
Fp (t) = θ1  + θ2  , (10.15)
σt1 σt2

where (·) is the cdf of the standard normal distribution. Equation (10.15) indi-
cates that the life distribution of a substandard or good part from the screened
population has a normal distribution with mean µti and standard deviation σti .

Example 10.1 A part supplier screens a type of electronic component it pro-

duces at 175◦ C for 120 hours. A component is defective and removed from
the population if the performance characteristic drifts more than 12% by the
end of screening. The survival components are shipped to system manufactur-
ers and will operate at 35◦ C. The system specification requires the component
degradation to be less than 25%. The acceleration factor between the screen
and the use temperatures is 22. A preliminary test of 180 components at the
screen temperature identified 12 defective units. Degradation analysis of the
test data shows that the degradation percentage has a normal distribution with
µy1 = 0.23t  , σy1 = 4.5, µy2 = 0.018t  , and σy2 = 3.2, where the prime denotes
the screen condition. Calculate the probability of failure at a design life of
20,000 hours for the screened components at 35◦ C. How much reduction in
probability of failure at the design life does the screen achieve?

SOLUTION Considering the temperature acceleration effect, the mean esti-

mates of the degradation percentage at 175◦ C are converted to those at 35◦ C:
namely,

0.23 0.018
µy 1 = t = 0.0105t, µy 2 = t = 0.8182 × 10−3 t.
22 22
The equivalent screen time at 35◦ C is tp = 22 × 120 = 2640. From the
data given, the fractions of the substandard and good subpopulations are α̂1 =
12/180 = 0.0667 and α̂2 = 1 − 0.0667 = 0.9333.
The estimate of the probability of a defective component escaping the screen is

∗ 

∗ G − µy 1 12 − 0.0105 × 2640
Pr[y1 (tp ) ≤ G ] =  = = 0.0002.
σy 1 4.5
PART-LEVEL DEGRADATION SCREENING 423

The estimate of the probability of a defect-free component surviving the screen is


12 − 0.8182 × 10−3 × 2640
Pr[y2 (tp ) ≤ G∗ ] =  = 0.9989.
3.2

The estimate of the reliability of a defective component at the end of screening is



G0 − µy1 25 − 0.0105 × 2640
Pr[y1 (tp ) ≤ G0 ] =  = = 0.2728.
σy 1 4.5

The estimate of the reliability of a defect-free component at the end of screen-

ing is


25 − 0.8182 × 10−3 × 2640
Pr[y2 (tp ) ≤ G0 ] =  ≈ 1.
3.2

From (10.3), the estimate of the probability of a component passing the

screen is
p0 = 0.0667 × 0.0002 + 0.9333 × 0.9989 = 0.9323.

Substituting into (10.9) the necessary data obtained above gives

0.0667 × 0.0002
θ1 = = 0.5245 × 10−4 ,
0.9323 × 0.2728
0.9333 × 0.9989
θ2 = = 0.99997.
0.9323 × 1

From (10.14), after screening, the estimates of the mean and standard deviation
of the life distribution of the defective components are

25 − 0.0105 × 2640 4.5

µt1 = = −259 and σt1 = = 429.
0.0105 0.0105

In Problem 10.7 we ask for an explanation of the negative mean life.

Similarly, after screening, the estimates of the mean and standard deviation
of the life distribution of the good components are

25 − 0.8182 × 10−3 × 2640

µt2 = = 27,915,
0.8182 × 10−3
3.2
σt2 = = 3911.
0.8182 × 10−3
424 STRESS SCREENING

After operating 20,000 hours at 35◦ C, the screened components are estimated
using (10.15) to have a probability of failure


20,000 + 259
−4
F̂p (20,000) = 0.5245 × 10 × 
429


20,000 − 27,915
+ 0.99997 ×  = 0.0215.
3911

From (10.1), if the component population were not screened, the probability
of failure at 20,000 hours would be


25 − 0.0105 × 20,000
Pr(y ≥ 25) = 0.0667 × 1 − 
4.5


25 − 0.8182 × 10−3 × 20,000
+ 0.9333 × 1 − 
3.2
= 0.07.

Therefore, the screen reduces the probability of failure at the time of 20,000 hours
by 0.07 − 0.0215 = 0.0485. Figure 10.3 plots the probabilities of failure at
different times for both the screened and unscreened populations. It can be seen
that the improvement retains until the time reaches 22,500 hours, after which
the probability of failure is exacerbated by the screening. This is understandable.
Nearly all defective components would fail before 22,500 hours. After this time,
the failure is dominated by the good components. Because of the screen stress
effects, a screened good component has a greater degradation percentage than an
unscreened good component, causing the higher probability of failure.

1
0.9
0.8
Probability of failure

0.7
0.6 screened
0.5
0.4
0.3
0.2
unscreened
0.1
0
0 5000 10,000 15,000 20,000 25,000 30,000 35,000 40,000
t (h)

FIGURE 10.3 Probabilities of failure for screened and unscreened components

MODULE-LEVEL SCREENING 425

10.6 MODULE-LEVEL SCREENING

The screened parts are assembled into a module according to the design configu-
ration, where a module may refer to a board, subsystem, or system, as described
earlier. The assembly process usually consists of multiple steps, each of which
may introduce different defects, including, for example, weak solder joints, loose
connections, and crack wire bonds. Most of the defects are latent and cannot be
detected in final production tests. When stressed in the field, they will fail in early
life. Therefore, it is often desirable to precipitate and remove such defects before
customer delivery. This can be accomplished by performing module-level screen-
ing. During the screening, defective connections dominate the failure. Meanwhile,
the already-screened parts may also fail. So in this section we model failure of
both parts and connections.

10.6.1 Part Failure Modeling

Screened parts may fail during module-level screening and field operation. Upon
failure, the failed parts are replaced by new parts from the screened population.
The replacement process is a typical renewal process. According to renewal
theory (Cox, 1962; Tijms, 1994), the renewal density function hp (t) can be
written as  t
hp (t) = fp (t) + hp (t − s)fp (s) ds. (10.16)
0

Then the expected number of renewals Np (t) within time interval [0, t] is
 t
Np (t) = hp (t) dt. (10.17)
0

To calculate Np (t), we first need to determine the Laplace transform of fp (t),

denoted fp∗ (s). Then the Laplace transform of the renewal density function is
given by
fp∗ (s)
hp (s) = . (10.18)
1 − fp∗ (s)

The next step is to transform hp (s) inversely to the renewal density function in the
time domain [i.e., hp (t)]. Then Np (t) is calculated from (10.17). Unfortunately,
the Laplace transform for most distributions (e.g., the Weibull) is intractable. In
most situations, it is more convenient to use the following renewal equation to
calculate Np (t). The renewal equation is
 t
Np (t) = Fp (t) + Np (t − x)fp (x)dx. (10.19)
0

This renewal equation for Np (t) is a special case of a Volterra integral equation
of the second kind, which lies in the field of numerical analysis. Many numeri-
cal methods have been proposed to solve the equation. However, these methods
426 STRESS SCREENING

typically suffer from an accumulation of round-off error when t gets large. Using
the basic concepts in the theory of Riemann–Stieltjes integration (Nielsen, 1997),
Xie (1989) proposes a simple and direct solution method with good convergence
properties. As introduced below, this method discretizes the time and computes
recursively the renewal function on a grid of points.
For a fixed t ≥ 0, let the time interval [0, t] be partitioned to 0 = t0 < t1 <
t2 < · · · < tn = t, where ti = id for a given grid size d > 0. For computational
simplification set Ni = Np (id), Fi = Fp [(i − 0.5)d], and Ai = Fp (id), 1 ≤ i ≤ n.
The recursion scheme for computing Ni is
 
1  
i−1
Ni = Ai + (Nj − Nj −1 )Fi−j +1 − Ni−1 F1  , 1 ≤ i ≤ n,
1 − F1 j =1
(10.20)
starting with N0 = 0. The recursion scheme is remarkable in resisting the accu-
mulation of round-off error as t gets larger and gives surprisingly accurate results
(Tijms, 1994). Implementation of the recursion algorithm needs a computer pro-
gram, which is easy to code. In computation, the grid size d has a strong influence
on the accuracy of the result. The selection depends on the accuracy required,
the shape of Fp (t), and the length of the time interval. A good way to determine
whether the results are accurate enough is to do the computation for both grid
sizes d and d/2. The accuracy is satisfactory if the difference between the two
results is tolerable.
When t is remarkably longer than the mean of the life distribution, the expected
number of renewals can be simply approximated by

t σ 2 − µ2
Np (t) ≈ + t 2 t, (10.21)
µt 2µt

where µt and σt are the mean and standard deviation of the life distribution fp (t).
Note that (10.21) gives an exact result when µt and σt are equal. This is the case
for the exponential distribution. In practice, the approximation has an adequate
accuracy for a moderate value of t provided that cx2 = σt2 /µ2t is not too large or
close to zero. Numerical investigations indicate that for practical purpose (10.21)
can be used for t ≥ tx (Tijms, 1994), where

3

 c2 µ , cx2 > 1

2 x t
tx = µt , 0.2 < cx2 ≤ 1 (10.22)

 1

 µt , 0 < cx2 ≤ 0.2.
2cx2

When t ≥ tx , the approximation by (10.21) usually results in a relative error of

less than 5%.
MODULE-LEVEL SCREENING 427

The renewal equation (10.19) may also be solved by using an approximate

approach. In the literature, much work has been done in developing approxima-
tions to the renewal functions for various life distributions, such as the Weibull,
lognormal, and truncated normal. Examples of the work are given in, Baxter
et al. (1982), Smeitink and Dekker (1990), Tijms (1994), Lomnicki (1996), and
Garg and Kalagnanam (1998). To the best of the author’s knowledge, the approx-
imation for a mixed distribution such as fp (t) expressed in (10.11) has not yet
been studied.

Example 10.2 Refer to Example 10.1. The electronic component is installed in

a module and operates at 35◦ C. Once the component fails, it is replaced with
a new one from the screened population. The replacement process is a renewal
process. Calculate the expected number of renewals for the component in a design
life of 20,000 hours. Redo the calculation for a service life of 50,000 hours.

SOLUTION Using the data in Example 10.1, we have cx2 ≈ 0.02, and tx =
711,062. Because t = 20,000 is considerably smaller than tx = 711,062, (10.21)
cannot approximate the expected number of renewals. In this case, (10.20) is
used. The recursion scheme is coded in Visual Basic running on Excel. The
source codes are given in Table 10.2 and can readily be modified for other distri-
butions. The recursive calculation yields Np (20,000) = 0.0216, which is nearly
equal to the probability of failure at 20,000 hours obtained in Example 10.1. This
is understandable. As shown in Figure 10.3, the component has an extremely low
probability of failure within 20,000 hours, allowing (10.19) to be approximated
by Np (t) ≈ Fp (t). For a service life of 50,000 hours, the expected number of
renewals is Np (50,000) = 1.146, which is calculated by setting T0 = 50,000
in the computer program. In contrast, the probability of failure at this time is
approximately 1. Np (t) is ploted in Figure 10.4 to illustrate how the expected
number of renewals increases with time. It is seen that Np (t) becomes a plateau
between 35,000 and 45,000 hours. In Problem 10.10 we ask for an explanation.

10.6.2 Connection Failure Modeling

Defective connections are the primary source of the early failure of modules.
To precipitate and repair latent connection defects, modules are often screened
at an elevated stress level. Upon failure, a connection is repaired. The repair is
often a minimal repair, implying that a newly repaired connection has the same
failure rate as immediately before failure. In Chapter 11 we discuss more about
this repair strategy.
Suppose that a module consists of m types of connections, including, for
example, surface-mounted technology (SMT) solder joints, plated-through-hole
(PTH) solder joints, wire bonds, and die attachments. In the literature, much work
reports that the life of a connection can be modeled with the Weibull distribution.
Examples of the work include, Wen and Ross (1995), Yeo et al. (1996), Amagai
(1999), and Strifas et al. (2002). Before a module-level screening, connections
of each type contain both substandard and good connections, forming a mixed
428 STRESS SCREENING

TABLE 10.2 Visual Basic Codes for Example 10.2

Sub Np()
Dim N(5000), A(5000), F(5000)
T0 = 20000
D = 10
M = T0/D
N(0) = 0
Mean1 = −259
Sigma1 = 429
Mean2 = 27915
Sigma2 = 3911
Theta1 = 0.00005245
Theta2 = 0.99997
For i = 0 To M
ZF1 = ((i − 0.5) * D − Mean1) / Sigma1
ZF2 = ((i − 0.5) * D − Mean2) / Sigma2
ZA1 = (i * D − Mean1) / Sigma1
ZA2 = (i * D − Mean2) / Sigma2
FP1 = Application.WorksheetFunction.NormSDist(ZF1)
FP2 = Application.WorksheetFunction.NormSDist(ZF2)
AP1 = Application.WorksheetFunction.NormSDist(ZA1)
AP2 = Application.WorksheetFunction.NormSDist(ZA2)
F(i) = Theta1 * FP1 + Theta2 * FP2
A(i) = Theta1 * AP1 + Theta2 * AP2
Next i
For i = 1 To M
Sum = 0
For j = 1 To i − 1
Sum = Sum + (N(j) − N(j − 1)) * F(i − j + 1)
Next j
N(i) = (A(i) + Sum − N(i − 1) * F(1)) / (1 − F(1))
Next i
Cells(1, 1) = N(M)
End Sub

population. Thus, the life of connections can be reasonably modeled using a

mixed Weibull distribution (Chapter 2).
A module is usually subjected to an elevated stress level during module-level
screening. Let tc denote the module-level screen duration at the elevated stress
level. The equivalent screen time tc for a connection at the use stress level is

tc = Ac tc ,

where Ac is the acceleration factor between the module-level screen stress and
the use stress for the connection. The value of Ac may vary with the type of
connection, and can be estimated with the theory of accelerated testing described
in Chapter 7.
MODULE-LEVEL SCREENING 429

2
1.8
1.6
1.4
1.2
Np (t)

1
0.8
0.6
0.4
0.2
0
0 10,000 20,000 30,000 40,000 50,000 60,000 70,000
t (h)
FIGURE 10.4 Plot of Np (t)

When a module undergoes screening, all parts within the module are aged at
the same time. The aging effects depend on the type of part. Some parts may
be more sensitive than others to screening stress. Nevertheless, all parts suffer
performance degradation during screening, causing permanent damage. For a
particular part, the amount of degradation is determined by the screen stress level
and duration. The equivalent aging time tcp for a part at the use stress level is
tcp = Acp tc ,
where Acp is the acceleration factor between the module-level screen stress and
the use stress for the part.
Using the mixed Weibull distribution, the reliability of an unscreened connec-
tion of a certain type can be written as

m1  
m2 
t t
Rc (t) = ρ1 Rc1 (t) + ρ2 Rc2 (t) = ρ1 exp − + ρ2 exp − ,
η1 η2
(10.23)
where
Rc (t) = reliability of an unscreened connection,
Rc1 (t) = reliability of an unscreened substandard connection,
Rc2 (t) = reliability of an unscreened good connection,
ρ1 = fraction of the substandard connections,
ρ2 = fraction of the good connections,
m1 = Weibull shape parameter of the substandard connections,
m2 = Weibull shape parameter of the good connections,
η1 = Weibull characteristic life of the substandard connections,
η2 = Weibull characteristic life of the good connections.
430 STRESS SCREENING

The Weibull parameters mi and ηi (i = 1, 2) can be estimated from acceler-

ated life data using the graphical or maximum likelihood method described in
Chapter 7.
Once a connection fails during module-level screening, it is repaired; then the
screening continues until tc . Because a repaired connection has the same failure
rate as right before failure, the expected number of repairs Nc (t) to a connection
in interval [0, t] is
t
Nc (t) = λc (t) dt = − ln[Rc (t)]
0
 
m1  
m2 
t t
= − ln ρ1 exp − + ρ2 exp − , (10.24)
η1 η2

where λc (t) is the failure rate of a connection at time t.

From (10.24), the expected number of repairs Nf (τ ) to a screened connection
by time τ (e.g., design life, warranty time) in the field is

Nf (τ ) = Nc (τ + tc ) − Nc (tc )
 
m1  
m2  

 τ + tc τ + tc 


 ρ exp − + ρ2 exp − 

 1 η1 η2 
= − ln 
m1  
m2  .

 tc tc 


 ρ1 exp − + ρ2 exp − 

 
η1 η2
(10.25)

Example 10.3 A printed circuit board is populated with surface-mounted com-

ponents; the connections are solder joints of the same type, which contain defects
due to variation in the wave soldering process. The defective connections need
to be precipitated and repaired before being delivered to customers. This is done
by subjecting the boards to an accelerated thermal cycling profile for 12 cycles.
The acceleration factor between the accelerating profile and the use profile is
31. A preliminary accelerated life test under the accelerating profile showed that
the substandard and good solder joints have Weibull distributions and yielded
the estimates ρ̂1 = 0.04, ρ̂2 = 0.96, m̂1 = 0.63, m̂2 = 2.85, η̂1 = 238 cycles, and
η̂2 = 12,537 cycles. Calculate the expected number of repairs to a solder joint at
the end of screening and in the warranty time of two years (equivalent to 1500
cycles). If the boards were not screened, what would be the reliability of the
connection and the expected number of repairs to a solder joint at the end of the
warranty period?

SOLUTION The equivalent number of cycles under the use profile is tc =

31 × 12 = 372. Substituting into (10.24) the value of tc and the given data yields
MODULE RELIABILITY MODELING 431

the expected number of repairs to a solder joint as

 
 
372 0.63
N̂c (372) = − ln 0.04 × exp −
238

 
372 2.85
+ 0.96 × exp −
12,537

= 0.0299.
From (10.25), the expected number of repairs to a solder joint by the end of
warranty time (τ = 1500) is
N̂f (1500) = − ln
 
  
 

 1500 + 372 0.63 1500 + 372 2.85 

 0.04×exp −
 +0.96×exp − 

 238 12,537 

  
 

 372 0.63 372 2.85 


 × − + × − 

 0.04 exp 0.96 exp 
238 12,537

= 0.0143.
For an unscreened solder joint, the reliability at the end of warranty time is
calculated from (10.23) as

  
 
1500 0.63 1500 2.85
R̂c (1500) = 0.04 × exp − + 0.96 × exp −
238 12,537

= 0.9594.
From (10.24), if the board were not screened, the expected number of repairs to
a solder joint by the end of warranty time would be
N̂c (1500) = − ln[Rc (1500)] = − ln(0.9594) = 0.0414.
The benefit from the module-level screening is obviously noted by comparing
the values of N̂f (1500) and N̂c (1500).

10.7 MODULE RELIABILITY MODELING

It is usually required that the reliability of a screened module at time τ (e.g.,

design life or warranty time) is greater than a specified value R0 . The reliability
of the module depends on the reliability of parts and connections of the module.
From (10.8), after the two-level screening, the reliability of a part at time τ can
be written as

Rp (τ ) = θ1 Pr[y1 (τ + tcp + tp ) ≤ G0 ] + θ2 Pr[y2 (τ + tcp + tp ) ≤ G0 ]. (10.26)

432 STRESS SCREENING

Now we consider the reliability of a screened connection. From (10.23), the

probability pc of a connection passing the module-level screening is

m1  
m2 
tc tc
pc = ρ1 Rc1 (tc ) + ρ2 Rc2 (tc ) = ρ1 exp − + ρ2 exp − .
η1 η2
The probability pc1 that a connection surviving the screening is substandard is
given by 
m1 
ρ1 Rc1 (tc ) ρ1 tc
pc1 = = exp − .
pc pc η1
The probability pc2 that a connection surviving the screening is good is given by

m2 
ρ2 Rc2 (tc ) ρ2 tc
pc2 = = exp − .
pc pc η2
Note that pc1 + pc2 = 1.
The reliability of a connection from the screened population at time τ is

Rc (τ ) = pc1 Rc1 (τ |tc ) + pc2 Rc2 (τ |tc )


  
m1 
τ + tc m1 tc
= pc1 exp − exp −
η1 η1

  
m2 
τ + tc m2 tc
+ pc2 exp − exp − . (10.27)
η2 η2

Suppose that a module ceases to function when any part or connection fails;
that is, the parts and connections are in series. As presented in Chapter 4, if the
parts and connections are independent of each other, the reliability of the module
can be written as

nP 
nC
Rm (τ ) = [Rpi (τ )]Li [Rcj (τ )]Kj , (10.28)
i=1 j =1

where

nP = number of types of parts,

nC = number of types of connections,
Li = number of parts of type i,
Kj = number of connections of type j,
Rm (τ ) = reliability of the module at time τ,
Rpi (τ ) = reliability of a part of type i at time τ,
Rcj (τ ) = reliability of a connection of type j at time τ.
COST MODELING 433

TABLE 10.3 Component and Connection Information

Component or Connection Type Number Reliability

Resistor
10 k 1 3 0.9995
390  2 1 0.9998
27 k 3 2 0.9991
Capacitor 4 2 0.9986
LED 5 1 0.9995
Transistor 6 1 0.9961
SM connection 1 16 0.9999
PTH connection 2 7 0.9998

Rpi (τ ) and Rcj (τ ) are calculated from (10.26) and (10.27), respectively.

Example 10.4 An electronic module consists of six types of components and

two types of connections. Table 10.3 summarizes information about components
and connections of each type, where SM stands for surface-mounted, PTH for
plated-through-hole, and LED for light-emitting diode. The reliabilities of the
screened components and connections at 10,000 hours are shown in Table 10.3.
Calculate the module reliability.

SOLUTION From the data given, we have nP = 6, L1 = 3, L2 = 1, L3 = 2,

L4 = 2, L5 = 1, L6 = 1, nC = 2, K1 = 16, and K2 = 7. The module reliability
at 10,000 hours is computed from (10.28) as

6 
2
Rm (10,000) = [Rpi (10,000)] Li
[Rcj (10,000)]Kj
i=1 j =1

= 0.9995 × 0.9998 × 0.99912 × 0.99862 × 0.9995 × 0.9961

3

× 0.999916 × 0.99987
= 0.9864.

10.8 COST MODELING

As described earlier, parts are screened and assembled into modules. Then the
modules are screened to precipitate connection defects. So the screening is a two-
level screening. Screening at each level precipitates defects but incurs costs as
well. A screen plan should be designed to minimize the relevant segment of the
life cycle cost. This segment consists of the in-house screen cost and the field
repair cost. In-house screen cost increases with screen duration, whereas field
repair cost decreases with screen duration before it reaches a certain point in
time. Since screen stresses degrade good parts, field repair cost turns to increase
at a certain screen time. The critical time depends on the degradation rates of
both defective and good parts, the fraction of substandard subpopulation, and the
434 STRESS SCREENING

total cost
Cost minimum

in-house screen cost

field repair cost

0
Screen duration
FIGURE 10.5 Costs as a function of screen duration

screen stress levels. Figure 10.5 shows in-house screen cost, field repair cost, and
total cost as a function of screen duration. The in-house screen cost includes the
part- and module-level screen costs, and the field repair cost involves the part
replacement cost and connection repair cost.
The in-house screen and field repair costs incurred by parts consist of the
following elements:
1. Cost of screen setup
2. Cost of screen for a specified duration
3. Cost of good parts being screened out
4. Cost of repair at the module-level screen and in the field
The part-cost model can be written as

nP 
nP
 
TP = Csp + Cpi Li tpi + (Cgpi + Cpi tpi )Li α2 Pr[y2 (tpi ) ≥ G∗i ]
i=1 i=1


nP 
nP
+ Cphi Li Npi (tcpi ) + Cpf i Li [Npi (τ + tcpi ) − Npi (tcpi )],
i=1 i=1

(10.29)

where i denotes a type i part, and

TP = total cost incurred by parts,
Csp = part-level screen setup cost,
Cpi = screen cost per unit time (e.g., hour, cycle) for a part of type i,
Cgpi = cost of a part of type i,
Cphi = in-house repair cost due to the failure of a part of type i,
Cpf i = field repair cost due to the failure of a part of type i.
Other notation is as given earlier.
OPTIMAL SCREEN PLANS 435

Similarly, the in-house screen and field repair costs incurred by connections
are comprised of cost elements 1, 2, and 4 given above. Then the connection-cost
model can be written as

nC 
nC
TC = Csc + Cc tc + Cchj Kj Nc (tcj ) + Ccfj Kj [Nc (τ + tcj ) − Nc (tcj )],
j =1 j =1
(10.30)
where j denotes a type j connection, and

TC = total cost incurred by connections,

Csc = module-level screen setup cost,
Cc = screen cost per unit time (e.g., hour, cycle) for a module,
Cchj = in-house repair cost due to the failure of a connection of type j,
Ccfj = field repair cost due to the failure of a connection of type j.

Other notation is as given earlier.

The total cost associated with the screen and repair is the sum of TP and TC:

TM = TP + TC, (10.31)

where TM is the total cost incurred by a module (parts and connection) due to
the screen and repair. It represents an important segment of the life cycle cost of
the module.

10.9 OPTIMAL SCREEN PLANS

As described earlier, screen plans are characterized by the screening technique,

stress type, stress levels, screen duration, and defect criteria, among which the
first three variables need to be prespecified. The remaining variables, including
the screen durations for parts and module, as well as the thresholds of part
performance characteristics, should be optimized. The optimization criterion is
to minimize the total cost given in (10.31) subject to the constraint on module
reliability. The optimization model can be formulated as

Min(TM), (10.32a)

subject to

Rm (τ ) ≥ R0 , (10.32b)
G∗i ≤ G0i , (10.32c)
G∗i ≥ yai , (10.32d)

tpi , tc , G∗i ≥ 0, (10.32e)
436 STRESS SCREENING


where tc , tpi , and G∗i (i = 1, 2, . . . , nP ) are decision variables and yai is the min-
imum allowable threshold for a part of type i. Constraint (10.32c) is imposed to
accelerate the screening process and to reduce the damage to good parts; (10.32d)
is required for some parts whose degradation is not stable until yai is reached.
The implications of other constraints are straightforward.
The actual number of decision variables in (10.32) depends on nP , which may
be large for a medium-scale module. In these situations, it is important to lump all
similar parts and reduce the size of nP . For example, the three types of resistors
in Example 10.4 may be grouped into one type because their reliabilities and
cost factors are close and the degradation thresholds (defined as the resistance
drift percentage) are the same. Calculation of the optimization model can be
accomplished using a nonlinear programming technique such as the Lagrangian
approach and the penalization method. Bertsekas (1996), for example, provides
a good description of the approaches.

Example 10.5 A printed circuit board (PCB), defined as a module here, is

populated with eight components of the same type. The PCB has 16 solder joints
for connections. It is required that the PCB has 90% reliability after five years
(43,800 hours) of continuous use. The PCB fails if the performance characteristic
y is greater than 100 for any component, or any solder joint disconnects. Suppose
that y has a bimodal normal distribution, and

1. µy1 (t) = 10 + 0.01t, µy2 (t) = 10 + 0.0012t, σy1 = σy2 = 6, ya = 15.

2. m1 = 0.5, η1 = 5000 hours; m2 = 2, η2 = 107 hours.
3. Cgp = $10, Cp = $0.1, Csp = $100, Cph = $200, Cpf = $2000; Cc = $5,
Csc = $200, Cch = $200, Ccf = $2000.
4. α1 = 1%, α2 = 99%; ρ1 = 1%, ρ2 = 99%.
5. Ap = 50, Ac = 50, Acp = 10.

Choose optimal values of tp , tc , and G∗ that minimize TM and meet the reliability
requirement.

SOLUTION The optimization model for the problem is calculated using the
penalization method and yields tp = 51 hours, tc = 13.4 hours, G∗ = 23.1, and
TM = $631.68.
Now let’s discuss the significance and implication of the optimal screen plan.
First, reducing the threshold from the usual one (G0 = 100) to the optimal value
(G∗ = 23.1) lowers the life cycle cost. To show this, Figure 10.6 plots TM for
various values of G∗ . TM is calculated by choosing optimal tp and tc at a given
G∗ . The minimum TM ($631.68) is achieved at G∗ = 23.1. If the usual threshold
(G0 = 100) were used in screening, the TM would be $750. The saving due to
use of the optimal G∗ is (750 − 631.68)/750 = 15.8%.
The optimal G∗ also alleviates the aging effect of screen stress on good parts.
Figure 10.7 shows the mean values µy2 of y2 immediately after the module-level
screening for various values of G∗ . The µy2 decreases with G∗ , indicating that
OPTIMAL SCREEN PLANS 437

800
(100, 750)

TM ($) 750

700
(23.1, 631.68)
650

600
10 20 30 40 50 60 70 80 90 100 110
G*
FIGURE 10.6 TM versus G∗

30
(100, 22.4)
25
20
(23.1, 13.2)
2

15
my

10
5
0
10 20 30 40 50 60 70 80 90 100 110
G*
FIGURE 10.7 µy2 versus G∗

the degradation of a good part caused by the screen stress can be mitigated by
use of a smaller G∗ . If the usual threshold (G0 = 100) were used in screening,
µy2 would be 22.4. Use of the optimal tightened threshold (G∗ = 23.1) reduces
the degradation by (22.4 − 13.2)/22.4 = 41.1%.

Now let’s look at how the value of tp affects the cost elements. Figure 10.8
plots the following costs for various values of tp :

ž Cost 1: cost of part repair at module-level screen and in the field

ž Cost 2: cost of good parts being screened out
ž Cost 3: part-level screen setup cost plus the cost of screen for tp
ž TP

Cost 1 sharply decreases with the increase in tp before it reaches 51 hours.
However, cost 1 increases with tp as it goes beyond 300 hours because exces-
sive screen appreciably degrades good parts. This differs from the classical cost
models, which ignore the aging effects of the screen stress on good parts. Cost 2
438 STRESS SCREENING

900
800 COST 1
700 COST 2
COST 3
600
TP
Cost ($)

500
400
300
200
100
0
0 100 200 300 400
t ′p (h)

FIGURE 10.8 Costs versus tp

12

10
Number of failures

0
0 100 200 300 400
t ′p (h)

FIGURE 10.9 Number of field failures versus tp

increases with tp because the degradation of good parts increases the proba-
bility of screening out good parts. TP has an optimum value which achieves the
best compromise among costs 1, 2, and 3.
The expected number of field failures per 1000 parts by the end of τ =
43, 800 hours is plotted in Figure 10.9 for various values of tp . As tp increases,
the number of field failures decreases. When tp reaches 51 hours, the number
of field failures begins to remain nearly constant. But as tp increases further
beyond 300 hours, the number of field failures increases considerably, due to the
degradation of good parts caused by the screen stress.

PROBLEMS

10.1 Describe the purposes of screening and the consequences of insufficient

and excessive screening.
PROBLEMS 439

10.2 Explain the advantages and disadvantages of the commonly used screening
techniques, including burn-in, ESS, HASS, discriminator screening, and
degradation screening.
10.3 For a product that is said to have failed when its monotonically decreasing
performance characteristic crosses a specified threshold, formulate and
depict the relationship between the bimodal distributions of the life and
characteristic.
10.4 A degradation screening requires products to be aged at an elevated stress
level for a certain length of time. Explain why.
10.5. A type of part whose failure is defined in terms of y ≤ G0 , is subjected
to degradation screening at an elevated stress level for a length of time tp .
Develop formulas for calculating the following:
(a) The probability of a part, substandard or good, passing the screen.
(b) The probability that a part passing the screen is from the substandard
subpopulation.
(c) The probability that a part passing the screen is from the good sub-
population.
(d) The reliability of a part from the screened population.
(e) The pdf of a part from the screened population.
10.6 Refer to Problem 10.5. Suppose that the performance characteristic y can
be modeled with the lognormal distribution. Calculate parts (a) through (e).
10.7 Revisit Example 10.1.
(a) Explain why, after screening, the mean life of the defective compo-
nents is negative.
(b) Work out the pdf of the components before screening.
(c) Calculate the pdf of the components after screening.
(d) Plot on the same chart the pdfs of the components before and after
screening. Comment on the shape of the pdf curves.
10.8 An electronic component is said to have failed if its performance char-
acteristic exceeds 85. The component population contains 8% defective
units and is subjected to degradation screening for 110 hours at an ele-
vated stress level. The acceleration factor between the screen and use
stress levels is 18. A unit is considered defective and is weeded out if
the performance reaches 25 at the end of screening. Suppose that the per-
formance is modeled using the normal distribution and that at the use
stress level the degradation models are µy1 = 4.8 + 0.021t, σy1 = 5.5,
µy2 = 4.8 + 0.0018t, and σy2 = 3.7.
(a) Determine the equivalent screen time at the use stress level.
(b) Calculate the probability of a defective component escaping the screen.
(c) Compute the probability of a defect-free component surviving the
screen.
440 STRESS SCREENING

(d) Estimate the reliability of a defective component at the end of scr-

eening.
(e) Calculate the probability of a component passing the screen.
(f) Compute the mean life and standard deviation of the defective com-
ponents after screening.
(g) Calculate the mean life and standard deviation of the good components
after screening.
(h) Work out the cdf of a component from the screened population.
(i) Work out the cdf of a component from an unscreened population.
(j) Plot the cdf’s calculated in parts (h) and (i).
(k) Comment on the screen time.
10.9 Refer to Problem 10.8. The screened electronic components are installed
in a system. Once the component fails, it is replaced with a new one from
the screened population. Using a renewal process, calculate the expected
number of renewals in 50,000 hours.
10.10 Refer to Example 10.2. The expected number of renewals for the electronic
components is plotted in Figure 10.4, which shows a plateau between
35,000 and 45,000 hours. Explain why. Are plateaus expected to recur? If
so, when is the next one?
10.11 Explain the concept of minimal repair and the reason why this repair
strategy may be appropriate for connections.
10.12 A module contains both degradation parts and binary parts. Suppose that
a two-level screening is conducted and that the defective and good binary
parts form a mixed Weibull distribution.
(a) Develop the cdf and pdf of a binary part from the screened part
population.
(b) Compute the expected number of renewals for a binary part.
(c) Calculate the reliability of the module.
(d) Work out the part-cost model for the degradation and binary parts.
(e) Write down the total cost model.
10.13 Refer to Problem 10.12. If the screen plan is to minimize the total cost
and meet the reliability requirement simultaneously, write down the opti-
mization model. What are the decision variables?
10.14 Refer to Problem 10.8. Six of the screened electronic components are
assembled into a module. Containing 14 solder joints, the module is said
to have failed if any solder joint disconnects or any component has a degra-
dation exceeding 85. The module is subjected to module-level screening,
and the reliability is required to be greater than 92% at 20,000 hours.
Suppose that the life of the solder joints has a mixed Weibull distribution,
and that m1 = 0.32, η1 = 1080 hours, m2 = 2.25, η2 = 1.3 × 107 hours,
Cgp = $12, Cp = $0.15, Csp = $85, Cph = $185, Cpf = $1230; Cc
PROBLEMS 441

= $5.5, Csc = $175, Cch = $210, Ccf = $2000, ρ1 = 1%, ρ2 = 99%, Ac

= 35, and Acp = 10.
(a) Determine the optimal screen duration for module-level screening.
(b) Calculate the part-level screen cost.
(c) Compute the reliability of the module at 20,000 hours.
(d) Calculate the total cost.
(e) The part-level screen plan described in Problem 10.8 is not optimal
and needs revision. Develop an optimal two-level screen plan, and
redo parts (a) through (d).
(f) Compare the results from part (e) with those from parts (a) through
(d). Comment on the differences.
10.15 Refer to Problem 10.14. Develop the optimal two-level screen plan by
maximizing the module reliability, with the total cost not to exceed 1.8
times the minimum cost obtained in Problem 10.14(e).
11
WARRANTY ANALYSIS

11.1 INTRODUCTION

In the context of the product life cycle, warranty analysis is performed in the
field deployment phase. In the earlier phases, including product planning, design
and development, verification and validation, and production, a product team
should have accomplished various well-orchestrated reliability tasks to achieve
the reliability requirements in a cost-effective manner. However, it does not mean
that the products would not fail in the field. In fact, some products would fail
sooner than others for various reasons, such as improper operation, production
process variation, and inadequate design. The failures not only incur costs to
customers but often result in reputation and potential sales losses to manufactur-
ers. Facing intense global competition, today most manufacturers offer warranty
packages to customers to gain competitive advantage. The role of warranty in
marketing a product is described in, for example, Murthy and Blischke (2005).
In the marketplace, lengthy warranty coverage has become a bright sales point
for many commercial products, especially for those that may incur high repair
costs. Furthermore, it is often employed by manufacturers as a weapon to crack
a new market. A recent example is that of South Korean automobiles, which
entered North American markets with an unprecedented warranty plan covering
the powertrain system for five years or 50,000 miles. This contrasts with the
three-year, 36,000-mile plan offered by most domestic automakers. In addition
to “voluntary” offers, government agencies may also mandate extended warranty
coverage for certain products whose failures can result in severe consequences,

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

442
WARRANTY POLICIES 443

such as permanent damage to the environment and loss of life. For instance, U.S.
federal regulations require that automobile catalytic converters be warranted for
eight years or 80,000 miles, since failure of the subsystem increases toxic emis-
sions to the environment. In short, warranty offers have been popular in modern
times, so warranty analysis has become increasingly important.
When products fail under warranty coverage, customers return their products
for repair or replacement. The failure data, such as the failure time, failure mode,
and use condition, are made known to manufacturers. Often, manufacturers main-
tain warranty databases to record and track these data. Such data contain precious
and credible information about how well products perform in the field, and thus
should be fully analyzed to serve different purposes. In general, warranty analyses
are performed to:

ž Determine monetary reserves for warranty.

ž Estimate the number of warranty repairs or replacements.
ž Estimate field reliability.
ž Detect critical failure modes that would prompt product recalls.
ž Identify unusual failure modes and failure probability to improve the product
design and manufacturing process.
ž Evaluate the effectiveness of fixes implemented in design, production, or
warranty service.
ž Determine whether it is necessary to buy back certain products that have
generated numerous warranty claims.

In this chapter we present techniques for warranty analysis. In particular,

we describe basic warranty policies, data mining strategies, reliability estima-
tion from warranty data, warranty repair modeling and projection, field failure
monitoring, and warranty cost reduction. For repairable systems, one may be
interested in estimating mean cumulative function and repair rate from warranty
data. Interested readers may consult Nelson (2003), and G. Yang et al. (2005),
for example.

11.2 WARRANTY POLICIES

Webster’s College Dictionary (Neufeldt and Guralnik, 1997) defines warranty as

a seller’s assurance to the purchaser that the goods or property is as represented
and, if not, will be replaced or repaired. In the context of a product, a seller may
be the manufacturer of the product or the dealer or retailer who sells the product.
A buyer is a customer who pays for the product. The seller’s assurance to the
buyer can be considered to be a contractual agreement between the two parties
and becomes effective upon the sale of the product. Indeed, in most situations, a
warranty is a guaranteeing policy which a seller offers to a buyer at the time of
sale, and is not subject to negotiation. Customers have no choice but to accept
the policy if they decide to buy the product.
444 WARRANTY ANALYSIS

A warranty policy must be specific and definite. In particular, a warranty policy

must specify (1) the warranty period (calendar time, usage, or other measure),
(2) failure coverage, and (3) seller’s and buyer’s financial responsibility for a
warranty repair or replacement. For a complicated product such as an automobile,
the failure coverage may be too extensive to be exhausted. In these situations,
the failures or parts not warranted are often stated instead. Three examples of
warranty policies are given below.

1. Automobile bumper-to-bumper warranty policy on Ford cars and light tru-

cks. Vehicle owners are not charged for covered warranty repairs during the
bumper-to-bumper warranty period, which begins at the date of original pur-
chase and lasts for 36 months or 36,000 miles, whichever comes first. Certified
dealers will repair, replace, or adjust all parts on the vehicle that are defective in
factory-supplied materials or workmanship. Exceptions include damage caused by
accidents, collisions, fire, explosion, freezing, vandalism, abuse, neglect, improper
maintenance, unapproved modifications, and others (truncated here for brevity).
The warranty period covers both the time in service and mileage. Known as
two-dimensional coverage, this is discussed later in detail.
2. General Tire warranty policy on passenger tires. This limited warranty
coverage is for a maximum period of 72 months from the date of purchase,
determined by the new vehicle registration date or new vehicle sales invoice
showing the date of purchase. A covered unserviceable tire will be replaced with
a comparable new tire according to the free replacement policy and the pro-rata
2
replacement policy. The free replacement policy lasts 12 months or first 32 of
an inch (whichever comes first). After the free replacement policy expires, tire
owners will receive a replacement pro-rata credit (excluding all applicable taxes)
toward the purchase of a comparable new tire equal to the percentage of tread
2
depth remaining down to the treadwear indicators ( 32 inch of tread remaining).
The tire tread is worn out at this point and the pro-rata replacement policy ends
regardless of the time period. The warranty policies do not cover failures caused
by road hazard, improper operation or maintenance, intentional alternation, and
others (truncated here for brevity).
3. General Electric (GE) Company warranty policy on self-cleaning electric
coil ranges. For a period of one year from the date of the original purchase,
GE will provide any part of the range that fails due to a defect in materials or
workmanship. During this full one-year warranty, GE will also provide, free of
charge, all labor and in-home service to replace the defective part. The warranty
policy does not cover failures caused by improper installation, delivery, or main-
tenance, abuse, misuse, accident, fire, floods, acts of God, and others (truncated
here for brevity).

As explained above, a warranty policy is comprised of three elements: war-

ranty period, failure coverage, and seller’s and buyer’s financial responsibility
for warranty service. Ideally, the warranty period should be expressed in terms
of the time scale that describes the underlying failure process. For example, the
WARRANTY POLICIES 445

warranty on the corrosion of automobile parts typically covers five years and
unlimited mileage, because corrosion is closely related to calendar time, not to
mileage. In general, the time scale may be the calendar time, usage (e.g., mileage
or cycles), or others. For many products used intermittently, the failure process
is often more closely related to usage than to calendar time. Thus, usage should
serve as one of the scales for defining a warranty period. However, due to the dif-
ficulty in tracking usage for warranty purposes, calendar time is often employed
instead. Washing machines, for instance, are warranted for a period of time and
not for the cycles of use, although most failures result from use. When accu-
mulated use is traceable, it is often used in conjunction with calendar time. A
common example is the automobile bumper-to-bumper warranty policy described
above, which specifies both the calendar time in service and mileage.
Among the three elements of a warranty policy, the warranty period is proba-
bly most influential on warranty costs. Lengthy warranty coverage erodes a large
portion of revenues and deeply shrinks profit margins; however, it increases cus-
tomer satisfaction and potential sales. Manufacturers often determine an optimal
period by considering the effects of various factors, including, for example, prod-
uct reliability, cost per repair, sales volume, unit price, legal requirements, and
market competition. If the failure of a product can result in a substantial loss
to society, the manufacturer would be impotent in making a warranty decision.
Instead, governmental regulations usually mandate an extended warranty period
for the product. Another important element of a warranty policy is failure cov-
erage. Normally, a warranty covers all failures due to defective materials or
workmanship. However, damage caused by conditions other than normal use,
such as accident, abuse, or improper maintenance, are usually excluded. Fail-
ure coverage is often an industry standard; individual sellers would not like to
override it. In contrast, sellers have greater room to manipulate the seller’s and
buyer’s financial responsibility for warranty services. This results in different
warranty policies. The most common ones are as follows:

1. Free replacement policy. When a product fails within the warranty period
and failure coverage, it is repaired or replaced by the seller free of charge to
the buyer. For a failure to be eligible for the policy, it must meet the warranty
period and failure coverage requirements. Under this policy, the seller has to pay
all costs incurred by the warranty service, including fees for materials, labor,
tax, disposal, and others. Because of the substantial expenditure, sellers usually
limit this policy to a short warranty length unless a longer period is stipulated
by regulations.
2. Pro-rata replacement policy. When a product fails within the warranty
period and failure coverage, it is repaired or replaced by the seller at a fraction
of the repair or replacement cost to the buyer. The cost to the buyer is proportional
to the age of the product at failure. The longer the product has been used, the
more the buyer has to pay; this is reasonable. The cost is a function of the age in
relative to the warranty length. Under this policy, customers may be responsible
for tax and service charges. Let’s consider the tire example given earlier. If a
446 WARRANTY ANALYSIS

tire is blown out in 15 months after the original purchase and the remaining
6
tread depth is 32 inch at failure, it is subject to the pro-rata replacement policy.
Suppose that a comparable new tire has a tread depth of 11 32
inch, and sells at
$70. Then the cost to the customer is (11/32 − 6/32)/(9/32) × 70 = $38.89 plus
9
applicable tax, where 32 inch is the usable life.
3. Combination free and pro-rata replacement policy. This policy specifies
two warranty periods, say t1 and t0 (t1 < t0 ). If a product fails before t1 expires
and the failure is covered, it is repaired or replaced by the seller free of charge
to the buyer. When a failure occurs in the interval between t1 and t0 and is under
the failure coverage, the product is repaired or replaced by the seller at a fraction
of the repair or replacement cost to the buyer.
The warranty policies described above are nonrenewing; that is, the repair or
replacement of a failed product does not renew the warranty period. The repaired
or replaced product assumes the remaining length of the original warranty period.
The warranty policies for repairable products are often nonrenewing. In contrast,
under renewing policies, the repaired or replaced products begin with a new
warranty period. The policies cover mostly nonrepairable products.
A warranty period may be expressed in two dimensions. For most commercial
products, the two dimensions represent calendar time and use. As soon as one
of the two dimensions reaches its warranty limit, the warranty expires, regard-
less of the magnitude of the other dimension. If a product is operated heavily,
the warranty will expire well before the warranty time limit is reached. On the
other hand, if a product is subjected to light use, the warranty will expire well
before the use reaches the warranty usage limit. The two-dimensional warranty
policy greatly reduces the seller’s warranty expenditure and conveys the costs
to customers. This policy is depicted in Figure 11.1, where t and u are, respec-
tively, the calendar time and usage, and the subscript 0 implies a warranty limit.
Figure 11.1 shows that the failures occurring inside the window are covered and
those outside are not. Let’s revisit the automobile and tire warranty examples
given earlier. The automobile bumper-to-bumper warranty is a two-dimensional
(time in service and mileage) free replacement policy, where the warranty time
and mileage limits are 36 months and 36,000 miles. The General Tire warranty
on passenger tires is a two-dimensional combination free and pro-rata replace-
ment policy, where the warranty periods t1 and t0 are two-dimensional vectors

u0
u

0 t0
t
FIGURE 11.1 Two-dimensional warranty coverage
WARRANTY DATA MINING 447

2 2
with t1 equal to 12 months and first 32
inch, and t0 equal to 72 months and 32
inch of tread remaining.

11.3 WARRANTY DATA MINING

11.3.1 Warranty Data
Products failed under warranty coverage are repaired or replaced by the manufac-
turer or its authorized service providers. When failures are claimed, information
about the failed products is disclosed to the manufacturer. Such information is
precious and credible and should be analyzed thoroughly to support business and
engineering decision making. As such, most manufacturers maintain warranty
databases to store the warranty data. In general, warranty data contain three
pieces of information, which are as described here.

Product Data The data often include product serial number, production date,
plant identification, sales date, sales region, price, accumulated use, warranty
repair history, and others. Some of these data may be read directly from the
failed products, whereas others need to be extracted from serial numbers. The
data may be analyzed for different purposes. For example, the data are useful in
identification of unusual failure patterns in certain production lots, evaluation of
relationship between field reliability and sales region (use environment), study of
customer use, and determination of the time from production to sales. Manufac-
turers often utilize product data, along with failure data and repair data (discussed
below), to perform buyback analysis, which supports a decision as to whether it
is profitable for manufacturers to buy back from customers certain products that
have generated numerous warranty claims.

Failure Data When a failure is claimed, the repair service provider should
record the data associated with the failure, such as the customer complaint symp-
toms, use conditions at failure, and accumulated use. After the failure is fixed,
the diagnosis findings, failure modes, failed part numbers, causes, and postfix test
results must be documented. It is worth noting that the failure modes observed by
repair technicians usually are not the same as the customer complaint symptoms,
since customers often lack product knowledge and express what they observed in
nontechnical terms. However, the symptom description is helpful in diagnosing
and isolating a failure correctly and efficiently.

Repair Data Such data should contain the labor time and cost, part numbers
serviced, costs of parts replaced, technician work identification and affiliation,
date of repair, and others. In warranty repair practice, an unfailed part close to
a failure state may be adjusted, repaired, or replaced. Thus, it is possible that
the parts serviced may outnumber the parts that failed. The repair data should be
analyzed on a regular basis to track warranty spending, identify the opportunity
for improving warranty repair procedures, and increase customer satisfaction. In
addition, manufacturers often utilize the data to estimate cost per repair, warranty
cost per unit, and total warranty cost.
448 WARRANTY ANALYSIS

11.3.2 Warranty Data Mining Strategy

Data mining, sometimes called knowledge discovery, is a computer-assisted pro-
cess of searching and analyzing enormous amount of data and then extracting
the meaning of the data. Data mining uses a variety of tools, including statisti-
cal analysis, decision tree, neural net, principal component and factor analysis,
and many other techniques. Readers interested in detailed description of data
mining definitions, methodologies, tools, and applications may consult Han and
Kamber (2000), and Ye (2003). In warranty data mining, we confine ourselves
to a discussion on retrieving warranty data from databases, analyzing the data
with statistical tools, and making business and engineering decisions based on
the analysis results. In this subsection we focus on strategies for searching the
warranty data necessary for subsequent analyses; in the sections to follow we
deal with the other two tasks.
Manufacturers usually maintain warranty databases to store product data, fail-
ure data, and repair data of all warranty claims made against their products. The
claim data need to be kept for a long period of time, ranging from years to
decades, for financial, engineering, legal, or other purposes. Time is not the only
factor that complicates and swells the database. A manufacturer often makes vari-
ous products, each comprising numerous parts, and each part may fail in different
modes and mechanisms. Failed products may be claimed at a variety of locations
and result in a wide range of repair costs. A database capable of accommodating
these variables and sorting data by one or more of these variables is compli-
cated in nature. Searching such a database for desired data requires an effective
and efficient approach as well as careful implementation. Although the approach
depends on a specific product and database, the following generic strategy is
useful. The strategy consists of four steps.

1. Define the objective of the warranty data analysis. The objective includes,
but is not limited to, determination of monetary reserves for warranty, projection
of warranty repairs or replacements to the end of warranty period, estimation
of field reliability, identification of critical failure modes, manufacturing process
improvement, and evaluation of fix effectiveness. This step is critical, because the
type of data to be retrieved vary with the objective. For example, the estimation
of field reliability uses first failure data, whereas the warranty repair projection
includes repeat repairs.
2. Determine the data scope. A warranty database usually contains three
categories of data, including the product data, failure data, and repair data, as
described earlier. In this step, one should clearly define what specific warranty
data in each category are needed to achieve the objective. For example, if the
objective is to evaluate the effectiveness of a part design change, the products
must be grouped into two subpopulations, one before and one after the time
when the design change is implemented in production, for the purpose of com-
parison. The grouping may be done by specifying the production dates of the
two subpopulations.
WARRANTY DATA MINING 449

3. Create data search filters and launch the search. In this step, one has to
interrogate the warranty database by creating search filters. In the context of
warranty database, a filter is the characteristic of a product, failure, or repair.
The filters are established such that only the data defined in the data scope are
extracted from the database. Upon establishment of the filters, a data search may
be initiated. The time a search takes can vary considerably, depending on the size
of the database, the complexity of the filters, and the speed of the computers.
4. Format the data representation. When data search is completed, one may
download the data sets and orchestrate them in a format with which subsequent
data analyses are efficient. Some comprehensive databases are equipped with
basic statistical tools to generate graphical charts, descriptive statistics, probability
plots, and others. A preliminary analysis using such tools is good preparation for
a more advanced study.

Example 11.1 Automobiles are installed with an on-board diagnostic (OBD)

system to monitor the failure of the emission-related exhaust gas recirculation
(EGR) system. When a failure occurs, the OBD system should detect the failure,
illuminate a light (e.g., “Service Engine Soon”) on the instrument panel cluster
to alert the driver to the need for repair, and store the diagnostic trouble codes
corresponding to the failure on the powertrain control module. When no failure
occurs, the OBD system should not perform these functions. However, due to
noise disturbance, the OBD system sometimes malfunctions and commits α and β
error. The α error, a false alarm, is measured by the probability that the diagnostic
system detects a failure given that no failure occurred. The β error is measured
by the probability that the diagnostic system fails to detect a failure given that a
failure has occurred. For a detailed description of the system, see Section 5.12.
According to G. Yang and Zaghati (2004), the reliability R(t) of an OBD system
can be written as
R(t) = 1 − Fα (t) − Fβ (t), (11.1)

where Fα (t) is the probability that no failure occurs and the OBD system detects
a failure, and Fβ (t) is the probability that a failure occurs and the OBD system
does not detect the failure. The objective of warranty data analysis is to estimate
the reliability of the OBD system installed in Ford Motor Company’s vehicle A
of model year B. Determine the data mining strategy.

SOLUTION To calculate R(t) using (11.1), we first need to work out Fα (t)
and Fβ (t) from the warranty data. The probabilities are estimated from the times
to first failure of the vehicles that generate the α and β errors. The life data can
be obtained by searching Ford’s warranty database, called the Analytic Warranty
System. The data search strategy is as follows.

1. By definition, the warranty claims for α error are those that show a trou-
ble light and result in no part repair or replacement. Hence, the filters
for retrieving such claims specify: Part Quantity = 0, Material Cost = 0,
450 WARRANTY ANALYSIS

Vehicle Line = Vehicle A, Model Year = B, Customer Concern Code =

Light On, and OBD System = EGR.
2. The warranty claims for β error are those that result in EGR part repair or
replacement but lack a trouble light. Thus, the filters are: Part Number =
all EGR parts, Vehicle Line = Vehicle A, Model Year = B, Customer Co-
ncern Code
= Light On.
3. In regard to an automobile warranty, life is often measured by month to
failure. The life data extracted from the database are grouped by month
to failure and month in service of vehicles (see Table 11.5, for example).
Such a data arrangement is convenient for the calculation of Fα (t) and
Fβ (t). It is worth noting that the life data are right-censored interval data
(Chapter 7).

11.3.3 Limitations of Warranty Data

Warranty data contain credible information about how well products function in
the real world. Warranty data are more realistic than laboratory data and advan-
tageous in various aspects. Nevertheless, warranty data are sometimes criticized
as being “dirty” because of the following deficiencies:
1. A population of products may work in a wide variety of use conditions.
For example, automobiles may be operated in hot and dry, hot and humid, or
cold and dry environments. Driving habits vary from vehicle to vehicle and affect
vehicle reliability. The warranty data from different use conditions often are not
differentiable. The intermixture results in biased estimates of reliability, warranty
cost, and other quantities of interest.
2. Product reliability of different lots may vary considerably due to production
process variation, especially when the process occasionally gets out of control.
It is not unusual to see that the newly launched products have higher failure
rates than those made later. In many situations, a gradual or abrupt change in
the production process is unknown to warranty analysts, and thus the failure
data of different lots are mixed and treated from a homogeneous population for
subsequent analyses.
3. When a soft failure (due to excessive degradation) occurs, a customer may
not bring in the product immediately for warranty repair unless the warranty is
about to expire. Frequently, the customer makes a warranty claim at the earliest
convenience or when the failure can no longer be tolerated. A delay prolongs
the time to failure artificially and biases warranty analysis. Rai and Singh (2004)
consider this type of delay. Another type of delay often happens between the time
a claim is made and the time it is entered into the database being used for analysis.
Such delays result from the process of warranty claim reporting and ratification.
This case is especially true when the manufacturer is not the warranty service
provider. In this case, the count of recent claims underestimates the number of
claims actually made. Kalbfleisch et al. (1991) discuss this type of delay.
4. The warranty claiming process is strongly influenced by customers’ sub-
jectivity. During the warranty period customers often tend to be picky about a
RELIABILITY ESTIMATION FROM WARRANTY CLAIM TIMES 451

product and do not tolerate much performance degradation. Warranty claims are
frequently made against products that have degraded significantly but have not
failed technically. In today’s tough business climate, many such products will
be repaired or replaced to increase customer satisfaction. Even if there is nei-
ther repair nor replacement, premature claims still incur diagnostic costs. Hence,
such claims result in pessimistic estimates of reliability, warranty cost, and other
quantities of interest.
5. The population of products in service decreases with time, and the number
of reductions is often unknown to manufacturers. In warranty analysis, the sales
volume is assumed to be the working population and clearly overestimates the
number of units actually in service. For example, automakers do not have accurate
knowledge of the number of vehicles that are under warranty and have been
salvaged due to devastating accidents. Such vehicles are still counted in many
warranty analyses.

11.4 RELIABILITY ESTIMATION FROM WARRANTY CLAIM

TIMES

Although laboratory tests including design verification and process validation

tests have confirmed that products meet specified reliability requirements, man-
ufacturers are often interested in reliability performance in the real world. Relia-
bility estimation from warranty data provides realistic answers. However, due to
the limitations of warranty data, the estimation must be based on some assump-
tions. As we understand, warranty data usually contain repeat repairs; that is, a
product can be repaired more than once for the same problem during the warranty
period. In reliability analysis, we consider only first failures. Subsequent failures,
if any, have to be ignored. In addition, the times to first failure are assumed to be
identically and independently distributed. Because of the warranty data limita-
tions described earlier, this assumption may be partially violated. If it is strongly
believed that this is the case, it is vital to take actions to mitigate the effects
of limitations. For example, if a population is heterogeneous, we should break
it into multiple homogeneous subpopulations and analyze each subpopulation
separately.

11.4.1 Warranty Data Structure

In practice, products are sold continually, and their times in service are unequal.
Manufacturers often track the quantity of units that are sold in any given period
and the quantity of units from that period that are returned for warranty repair
in subsequent time periods. The period may be a week, a month, a quarter,
or other lengths. A monthly period is probably the most common measure; for
example, automobile manufacturers use the month in service. For simplicity,
products sold in the same time period are considered to have the same time
in service, and products that fail in the same period are said to have the same
lifetime. Apparently, the failure time of a product cannot exceed its time in
452 WARRANTY ANALYSIS

service. Let ni be the number of products sold in time period i and rij be the
number of failures occurring in time period j to the units sold in time period i,
where i = 1, 2, . . . , k, j = 1, 2, . . . , k, and k is the maximum time in service. In
the automotive industry, k is often referred to as the maturity. Note that products
sold in the first time period have the maximum time in service. In general, the data
can be tabulated as in Table
11.1, where TTF
stands for time to

failure and

TIS for
time in service, and ri. = ij =1 rij , r.j = ki=j rij , and r.. = ki=1 ri. = kj =1 r.j .
Here ri· is the total number of failures among ni units, r·j the total number of
failures in j periods, and r·· the total number of failures among all products sold.
Since the failure time of a product is less than or equal to its time in service, the
failure data are populated diagonally in Table 11.1.

11.4.2 Reliability Estimation

The data in Table 11.1 are multiply right-censored data (Chapter 7). In particular,
n1 − r1· units are censored at the end of period 1, n2 − r2· units are censored at
the end of period 2, and so on. For the sake of data analysis, the life data are
rearranged and shown in Table 11.2.
Commercial software packages, such as Minitab and Weibull++ of Reliasoft,
can perform life data analysis. The analysis usually starts with probability plotting
to select an appropriate life distribution. Then the maximum likelihood method

TABLE 11.1 Warranty Data Structure

TTF
Sales
TIS 1 2 3 ... k Total Volume

1 r11 r1 . n1
2 r21 r22 r2 . n2
3 r31 r32 r33 r3 . n3
.. .. .. .. .. ..
. . . . ··· . .
k rk1 rk2 rk3 ... rkk rk . nk
Total r·1 r·2 r·3 ... r·k r··

TABLE 11.2 Multiply Right-Censored Data

TTF Number of Failures Number of Censored Units

1 r·1 n1 − r1·
2 r·2 n2 − r2·
3 r·3 n3 − r3·
.. .. ..
. . .
k r·k nk − rk·
RELIABILITY ESTIMATION FROM WARRANTY CLAIM TIMES 453

is applied to estimate distribution parameters and other quantities of interest. The

analysis was described in detail in Chapter 7 and is illustrated in the following
example.

Example 11.2 A manufacturer sold 22,167 units of a washing machine during

the past 13 consecutive months. The product is warranted for 12 months in
service under a free replacement policy. The first failure data and sales volumes
are shown in Table 11.3, where TTF and TIS are in months. Note that any failures
that occur after the warranty expires are unknown to the manufacturer and are
not included in Table 11.3. Estimate the probability of failure at the end of the
warranty time and the number of upcoming warranty claims.

SOLUTION Because the products are warranted for 12 months, the failure data
for the 765 units in service for 13 months are available only up to 12 months.
These units are treated as having 12 months in service and are combined with
the 1358 units having 12 months in service to calculate the number of survivals.
The life data are shown in Table 11.4.
The life data in Table 11.4 were analyzed using Minitab. Graphical analysis
indicates that the lognormal distribution fits the data adequately. Figure 11.2
shows the lognormal probability plot, least squares fits, and the two-sided 90%
percentile confidence intervals. Further analysis using the maximum likelihood
method yields estimates of the scale and shape parameters as µ̂ = 6.03 and
σ̂ = 1.63. The estimate of the probability of failure at the end of warranty time is
 
ln(12) − 6.03
F̂ (12) =  = 0.0148.
1.63

TABLE 11.3 Warranty Data of Washing Machines

TTF
TIS 1 2 3 4 5 6 7 8 9 10 11 12 Total Sales Volume

1 0 0 568
2 0 1 1 638
3 0 1 1 2 823
4 0 0 1 1 2 1,231
5 0 0 1 1 0 2 1,863
6 1 0 1 0 1 2 5 2,037
7 1 1 3 2 1 4 8 20 2,788
8 2 3 2 6 2 1 6 4 26 2,953
9 1 2 0 3 4 2 2 3 6 23 3,052
10 1 3 2 2 3 4 3 5 4 8 35 2,238
11 0 1 2 0 4 2 1 2 0 4 3 19 1,853
12 1 0 3 1 3 2 1 3 3 2 1 2 22 1,358
13 2 0 0 2 1 0 0 2 1 0 2 1 11 765
Total 9 12 16 18 19 17 21 19 14 14 6 3 168 22,167
454 WARRANTY ANALYSIS

TABLE 11.4 Life Data of Washing Machines

TTF (months) Number of Failures Number of Censored Units

1 9 568
2 12 637
3 16 821
4 18 1229
5 19 1861
6 17 2032
7 21 2768
8 19 2927
9 14 3029
10 14 2203
11 6 1834
12 3 2090

99

90

70
50
Percent

30
10

0.1
0.01

1 10 100 1000 10,000 100,000

Time to failure (months)

FIGURE 11.2 Lognormal plot, least squares fits, and 90% confidence intervals for the
washing machine data

The number of units that would fail by the end of the warranty period is
0.0148 × 22,167 = 328. Since 168 units have failed up to the current month,
there would be an additional 328 − 168 = 160 warranty claims.

11.5 TWO-DIMENSIONAL RELIABILITY ESTIMATION

As explained in Section 11.2, some products are subject to two-dimensional

warranty policies, which cover a specified period of time and amount of use
(whichever comes first). The common example is automobiles, which are typ-
ically warranted for 36 months in service and 36,000 miles (whichever occurs
TWO-DIMENSIONAL RELIABILITY ESTIMATION 455

sooner) in the United States. The failure of such products is time and usage
dependent; in other words, the reliability of products is a function of time and
use. Modeling two-dimensional reliability provides more realistic estimates. Such
models are needed by manufacturers to evaluate reliability, to predict warranty
claims and costs, and to assess customer satisfaction.
In this section we describe a practical approach to modeling and estimating
two-dimensional reliability from warranty data. More statistical methods for this
topic are given in, for example, Blischke and Murthy (1994, 1996), Lawless et al.
(1995), Eliashberg et al. (1997), S. Yang et al. (2000), H. Kim and Rao (2000),
G. Yang and Zaghati (2002), and Jung and Bai (2006).

11.5.1 Two-Dimensional Probabilities of Failure

Products accumulate use at different rates in the field and may fail at any com-
bination of usage and time. Figure 11.3 shows the usage accumulation processes
of four failed products on a time–usage plane. For usage m and time t (e.g., the
warranty limits), m and t partition the plane into four regions I, II, III, and IV,
as shown in Figure 11.3. Region I embraces failures of usage less than m and
time less than t. If a product at failure has a usage greater than m and a time
less than t, the failure occurs in region II. Region III contains failures at usage
of less than m and time greater than t. If a product survives both m and t, the
failure occurs in region IV.
The probability of failure at usage m and time t is given by
 t m
FM,T (m, t) = Pr(M ≤ m, T ≤ t) = fM,T (m, t) dm dt, (11.2)
0 0

where M denotes the usage to failure, T the time to failure, and fM,T (m, t) the
joint probability density function (pdf) of M and T .
The reliability is the probability that a product survives both usage m and time
t, and can be written as
 ∞ ∞
R(m, t) = Pr(M ≥ m, T ≥ t) = fM,T (m, t) dm dt. (11.3)
t m

II IV
Usage

I III

0 t
Time
FIGURE 11.3 Time–usage plane partitioned into four regions
456 WARRANTY ANALYSIS

Note that this two-dimensional reliability is not the complement of the probability
of failure. This is because failures may occur in regions II and III. The probability
of failure in region II is
 t ∞
Pr(M ≥ m, T ≤ t) = fM,T (m, t) dm dt. (11.4)
0 m

The probability of failure in region III is

 ∞ m
Pr(M ≤ m, T ≥ t) = fM,T (m, t) dm dt. (11.5)
t 0

Apparently, the probabilities of failure in the four regions add to 1. Then the
two-dimensional reliability is

R(m, t) = 1 − Pr(M ≤ m, T ≤ t) − Pr(M ≥ m, T ≤ t) − Pr(M ≤ m, T ≥ t),

(11.6)
which can be written as

R(m, t) = 1 − FT (t) − FM (m) + FM,T (m, t), (11.7)

where FT (t) and FM (m) are, respectively, the marginal probabilities of failure
of T and M, and

FT (t) = Pr(M ≤ m, T ≤ t) + Pr(M > m, T ≤ t), (11.8)

FM (m) = Pr(M ≤ m, T ≤ t) + Pr(M ≤ m, T > t). (11.9)

The calculation of probabilities in the four regions requires estimation of the

joint pdf. It can be written as

fM,T (m, t) = fM|T (m)fT (t), (11.10)

where fM|T (m) is the conditional pdf of M at a given time T and fT (t) is the
marginal pdf of T . In the following subsections we present methods for estimating
the two pdf’s from warranty data.

11.5.2 Usage Accumulation Modeling

As shown in Figure 11.1, a two-dimensional warranty policy covers a time period
t0 and usage u0 , whichever comes first. This policy implies that a product is not
warranted when the time in service is greater than t0 although the usage does
not exceed u0 . Conversely, the warranty expires when the usage surpasses u0
even though the product age is less than t0 . Since products accumulate usage
at different rates, the population usages are usually distributed widely. The fast
accumulators are out of warranty coverage due to the usage exceeding u0 . The
number of such accumulators increases with time. Figure 11.4 shows the usage
TWO-DIMENSIONAL RELIABILITY ESTIMATION 457

u0

Usage

0 t0
Time
FIGURE 11.4 Usage distributions at various times

distributions at different times in service, where the shaded areas represent the
fractions of the population falling outside the warranty usage limit. In the con-
text of life testing, the two-dimensional warranty policy is equivalent to a dual
censoring. Such censoring biases the estimation of fT (t) and fM|T (m) because
failures occurring at a usage greater than u0 are unknown to manufacturers. The
bias is exacerbated as T increases toward t0 and more products exceed the war-
ranty usage limit. In reliability analysis, it is important to correct the bias. This
can be accomplished by using a usage accumulation model, which describes
the relationship between the usage and time. Here we present two approaches to
modeling usage accumulation: the linear accumulation method and the sequential
regression analysis.

Linear Accumulation Method If a product accumulates usage linearly over

time, the usage accumulation rate ρ can be written as
u
ρ= , (11.11)
t
where u is the usage accumulated up to time t. Often, ρ is constant for the
same product and varies from product to product. It may be modeled with the
lognormal distribution with scale parameter µρ and shape parameter σρ . When
automobiles are concerned, ρ is the mileage accumulation rate. As indicated
in Lawless et al. (1995), M. Lu (1998), and Krivtsov and Frankstein (2004), the
mileage accumulation rate is nearly constant for the same vehicle and is described
adequately by the lognormal distribution.
Equation (11.11) can be written as

ln(u) = ln(ρ) + ln(t).

Because ρ is modeled using lognormal distribution, ln(ρ) has a normal dis-

tribution with mean µρ and standard deviation σρ . Then u has the lognormal
distribution with scale parameter µρ + ln(t) and shape parameter σρ . It is clear
that the usage distribution at a given time depends on the values of µρ and
σρ . Ideally, µρ and σρ should be estimated from carefully planned survey data,
because such data are not subject to warranty censoring. However, survey data
458 WARRANTY ANALYSIS

are expensive to obtain and not available in most situations. As an alternative, we

may use recall data to estimate these parameters. In general, recalls usually cover
products that are no longer under warranty coverage. So recall data are also free
of warranty censoring. If recall size is large (say, 60% or more of the population),
the estimates are competent in terms of statistical accuracy. When both survey
data and recall data are unavailable, we shall use sequential regression analysis
(discussed next) to model the usage accumulation.
Once µρ and σρ are estimated, we can calculate the fraction of the population
exceeding the warranty usage limit at a given time. The fraction is given by
 
ln(u0 ) − ln(t) − µρ
Pr(U ≥ u0 |t) = 1 −  , (11.12)
σρ

where U denotes the usage.

Example 11.3 A sport utility vehicle (SUV) is subject to a bumper-to-bumper

warranty covering 36 months or 36,000 miles, whichever comes first. A safety
concern about the vehicle prompted a large-scale recall and resulted in the esti-
mates µ̂ρ = 6.85 and σ̂ρ = 0.72. Estimate the fraction of the vehicles that exceed
36,000 miles at 36 months in service.

SOLUTION Substituting the data into (11.12) yields

 
ln(36,000) − ln(36) − 6.85
Pr(U ≥ 36,000|t = 36) = 1 −  = 0.468.
0.72
This indicates that 46.8% of the vehicles will exceed the warranty mileage limit
although the vehicle age is still within the warranty time limit; these vehicles
are no longer warranted. To show how the warranty dropout increases over time,
Figure 11.5 plots the fractions at various times up to 36 months. It is seen that the
fraction may be negligible before 12 months in service, after which the fraction
increases rapidly.

Sequential Regression Analysis The linear accumulation model described abo-

ve works well when there is a large amount of survey data or recall data. When
such data are not obtainable, we may perform sequential regression analysis of
the warranty repair data to establish a usage accumulation model.
Manufacturers have failure numbers and sales volume (Table 11.1), the usage
to failure of each claimed product and the associated failure modes. The products
usually fail in a large variety of failure modes. Each failure mode has a usage to
failure distribution. This distribution may be, and often is, different from the usage
distribution of a population, because some failure modes tend to occur on high
or low usage accumulators. Mixing the usage data of all failure modes greatly
mitigates or eliminates the effects of failure occurrence patterns. Therefore, the
distribution of usage to failure of all failure modes at a given time approximately
estimates the distribution of usage at that time.
TWO-DIMENSIONAL RELIABILITY ESTIMATION 459

0.50
0.45
0.40
0.35
Fraction
0.30
0.25
0.20
0.15
0.10
0.05
0.00
0 5 10 15 20 25 30 35 40
Months
FIGURE 11.5 Fractions of vehicles exceeding warranty mileage limit at various months
in service

We use the following assumptions:

1. Product infant mortality ceases by time period t1 . This assumption is nec-

essary for products that suffer significant early failures. It ensures that the
usage distribution is not dominated and distorted by the failure modes of
early failures.
2. The warranty dropout fraction is negligible up to time period t2 , where
t2 > t1 . For example, we may choose t2 = 12 months for the SUV in
Example 11.3.

The usage data at time period t (t = t1 , t1 + 1, . . . , t2 ) can be considered free

of censoring based on assumption 2. An appropriate distribution is fitted to the
usage data at time periods t1 , t1 + 1, . . . , t2 , respectively. The distribution may be
a location-scale distribution (e.g., lognormal, normal, or Weibull). Note that the
distribution is conditional on time period t. Let fU |T (u) denote the conditional
pdf and µu (t) and σu (t) denote the location and scale parameters of fU |T (u).
Graphical analysis or maximum likelihood estimation of the usage data at each
time period yields the estimates µ̂u (t) and σ̂u (t). Regression analysis on data
sets [t1 , µ̂u (t1 )], [t1 + 1, µ̂u (t1 + 1)], . . . , [t2 , µ̂u (t2 )] establishes the dependence
of location parameter on time, which can be written as

µu (t) = g1 (θ̂1 , t), (11.13)

where θ1 is the model parameter vector, ∧ denotes an estimate, and g1 represents

a function. Similarly, the scale parameter can be expressed as

σu (t) = g2 (θ̂2 , t), (11.14)

where the notation is similar to that in (11.13).

The next step is to use (11.13) and (11.14) to project the location and scale
parameters at time period (t2 + 1), denoted µu (t2 + 1) and σu (t2 + 1), respec-
tively. At this time period, some products start to be dropped out due to usage
460 WARRANTY ANALYSIS

exceeding u0 . The number of products that are dropped out and failed, denoted
rt2 +1 , is estimated by
1 − p0
rt2 +1 = r·(t2 +1) , (11.15)
p0
where r·(t2 +1) is the number of warranted products that fail at time period
t2 + 1, and
p0 = Pr[U ≤ u0 |µu (t2 + 1), σu (t2 + 1)].

Then the usage data at time period t2 + 1 can be viewed as the censoring data. The
usage data of r·(t2 +1) failed products are known, and the unrecorded rt2 +1 failed
units are considered to be right censored at u0 . The same type of distribution
selected earlier is fitted to the censoring data, and we obtain the new estimates
µ̂u (t2 + 1) and σ̂u (t2 + 1). The distribution with these new estimates has a better
fit than the projected distribution, and thus µ̂u (t2 + 1) and σ̂u (t2 + 1) are added to
the existing data series µ̂u (t) and σ̂u (t) (t = t1 , t1 + 1, . . . , t2 ) to update estimates
of the regression model parameters θ1 and θ2 . This projection and regression
process repeats until the maximum time period k is reached. Equations (11.13)
and (11.14) of the last update constitute the final usage accumulation model
and are used to calculate Pr(U ≥ u0 |t). The projection and regression process is
explained pictorially in Figure 11.6.

11.5.3 Estimation of Marginal Life Distribution

The marginal life(time) distribution fT (t) is estimated using the hazard plot-
ting method. It is an alternative to, and sometimes more convenient than, the
probability plotting method. This method is based on the one-to-one relation-
ship between the cumulative distribution function (cdf) F (t) and the cumulative
hazard function H (t). The relationship can be written as

F (t) = 1 − exp[−H (t)]. (11.16)

The cdf of the Weibull distribution with shape parameter β and scale parameter
α is    
t β
F (t) = 1 − exp − , t > 0. (11.17)
α

Combining (11.16) and (11.17) gives

 β
t
H (t) = . (11.18)
α
This can be linearized as

ln[H (t)] = −β ln(α) + β ln(t), (11.19)

which indicates that the Weibull cumulative hazard rate is a linear function of
time t on a log-log scale. If a data set plotted on this log-log scale is close to
a straight line, the life can be modeled with a Weibull distribution. The Weibull
TWO-DIMENSIONAL RELIABILITY ESTIMATION 461

Start

Fit a distributions to usage data at t (t = t1,

t1+1, …, t2); calculate mˆ u (t) and sˆu (t).

ˆ ˆ

Project m′u (t2 + 1) and s′u (t2 + 1) using

(11.13) and (11.14).

Estimate r′t2 + 1.

Fit the distribution to the censoring data and

calculate mˆ u (t2 + 1) and sˆ u (t2 + 1).

mˆ u (t) and sˆ u (t) (t = t1, t1 + 1, …, t2, t2 + 1).

t2 = t2 + 1

N
t2 > k ?

Y
ˆ ˆ

End

FIGURE 11.6 Sequential regression process

shape parameter equals the slope of the straight line; the scale parameter is
calculated from the slope and intercept.
Similarly, the exponential distribution with hazard rate λ has

H (t) = λt. (11.20)

For a normal distribution with mean µ and standard deviation σ , we have

µ 1
−1 [1 − e−H (t) ] = − + t. (11.21)
σ σ
462 WARRANTY ANALYSIS

A lognormal distribution with scale parameter µ and shape parameter σ has

µ 1
−1 [1 − e−H (t) ] = − + ln(t). (11.22)
σ σ
Nelson (1972, 1982) describes hazard plotting in detail.
To utilize the transformed linear relationships (11.19) through (11.22) to esti-
mate the life distribution, one first must calculate the hazard rate. For a continuous
nonnegative random variable T representing time to failure, the hazard function
h(t) is defined by

Pr(t < T ≤ t + t|T > t)

h(t) = lim ,
t→0 t
where t is a very small time interval. This equation can be written as

N (t) − N (t + t)
h(t) = lim , (11.23)
t→0 N (t)t

where N (t) is the number of surviving products at time t. In warranty analysis,

t is often considered to be one time period, such as one month, and thus (11.23)
can be rewritten as
number of failures during time t and t + 1
h(t) = . (11.24)
number of survivals at time t
Since the products are subject to two-dimensional censoring, the failures occur-
ring beyond u0 are not recorded in warranty databases. Thus, the numerator
in (11.24) is unknown. For (11.24) to be applicable, we substitute “number of
failures during time t and t + 1” by “number of first warranty repairs during
time t and t + 1” and adjust the denominator accordingly, to the risk set, which
contains only the surviving products whose usage is less than or equal to u0 at
time t. Then (11.24) can be rewritten as

r(t)
h(t) = , (11.25)
Pr(U ≤ u0 |t)N (t)

where r(t) is the number of first warranty repairs during time t and t + 1.
Applying (11.25) to the warranty data in Table 11.1, we obtain the estimate of
the hazard rate in time period j as
r·j
ĥj = , (11.26)
Pr(U ≤ u0 |j )Nj

where

j −1

k
Nj = ni − ril . (11.27)
i=j l=1
TWO-DIMENSIONAL RELIABILITY ESTIMATION 463

The cumulative hazard rate up to time period j is estimated by

j
Ĥj = ĥi , (11.28)
i=0

where ĥ0 = 0. After calculating Ĥj (j = 1, 2, . . . , k), we can fit the transformed

linear relationships (11.19) through (11.22) to data sets (j, Ĥj ). Like probability
plotting, the relationship that gives the straightest plot is probably the best dis-
tribution. For example, if (11.19) provides the best fit, the Weibull distribution
is chosen. More important, the selection should be justified by the physics of
failure. The following example illustrates the use of hazard plotting method to
estimate the marginal time distribution of an automobile component. Krivtsov
and Frankstein (2004) discuss the estimation of marginal mileage distribution of
automobile components.

Example 11.4 A mechanical assembly is installed in the sport utility vehicles

dealt with in Example 11.3. The vehicles had a maturity of 11 months at the
time of data analysis, meaning that the vehicles sold in the first month had 11
months in service, or k = 11. The sales volumes and first failure counts of the
assembly are summarized in Table 11.5. Estimate the marginal life distribution
of the assembly and calculate the reliability at the end of the warranty period (36
months).

SOLUTION The total number of first failures in each month is given in Table 11.5
and repeated in Table 11.6 for the sake of calculation. The number of surviving vehi-
cles at month j is calculated from (11.27). For example, at month 3, the number is


11 2
N3 = ni − ril = [20,806 − (1 + 3)] + [18,165 − (3 + 2)] + · · ·
i=3 l=1

+ [2868 − (1 + 0)] = 120,986.

The numbers of surviving vehicles for j = 1, 2, . . . , 11 are calculated and sum-

marized in Table 11.6.
As shown in Example 11.3, the mileage distribution of the vehicle population
at month j is lognormal with scale parameter ln(j ) + 6.85 and shape parameter
0.72. Thus, the estimate of the probability that a vehicle’s mileage is less than
or equal to 36,000 miles at month j is
 
ln(36,000) − ln(j ) − 6.85
Pr(U ≤ 36,000|j ) =  .
0.72
For example, at month 3 the probability estimate is
 
ln(36,000) − ln(3) − 6.85
Pr(U ≤ 36,000|3) =  = 0.9998.
0.72
464 WARRANTY ANALYSIS

TABLE 11.5 Mechanical Assembly Warranty Data

TTF (months)

TIS (months) 1 2 3 4 5 6 7 8 9 10 11 Total Sales Volume

1 2 2 12,571
2 2 0 2 13,057
3 1 3 3 7 20,806
4 3 2 5 4 14 18,165
5 3 5 4 3 6 21 16,462
6 1 3 5 3 7 4 23 13,430
7 1 1 3 5 4 3 5 22 16,165
8 2 0 1 2 5 4 5 6 25 15,191
9 0 2 1 2 2 3 5 4 4 23 11,971
10 2 0 3 4 4 5 3 4 2 3 30 5,958
11 1 0 1 1 2 2 1 0 1 0 0 9 2,868
Total 18 16 26 24 30 21 19 14 7 3 0 178 146,645

TABLE 11.6 Estimation of Cumulative Hazard Rates

j r·j Nj Pr(U ≤ 36,000|j ) nj ĥj Ĥj

1 18 146,645 1.0000 146,645 0.000123 0.000123

2 16 134,058 1.0000 134,055 0.000119 0.000242
3 26 120,986 0.9998 120,961 0.000215 0.000457
4 24 100,161 0.9991 100,074 0.000240 0.000697
5 30 81,986 0.9976 81,791 0.000367 0.001064
6 21 65,516 0.9949 65,181 0.000322 0.001386
7 19 52,087 0.9907 51,604 0.000368 0.001754
8 14 35,926 0.9850 35,386 0.000396 0.002150
9 7 20,745 0.9776 20,279 0.000345 0.002495
10 3 8,790 0.9685 8,513 0.000352 0.002847
11 0 2,859 0.9579 2,739 0.000000 0.002847

The estimates of the probability for j = 1, 2, . . ., 11 are given in Table 11.6.

The estimate of the number of the surviving vehicles whose mileage is less
than or equal to 36,000 miles at month j is

nj = Pr(U ≤ 36,000|j )Nj .

For example, at month 3 the estimate of the number of such vehicles is

n3 = Pr(U ≤ 36,000|3)N3 = 0.9998 × 120,986 = 120,961.

nj (j = 1, 2, . . . , 11) are calculated and shown in Table 11.6.

TWO-DIMENSIONAL RELIABILITY ESTIMATION 465

The estimate of the hazard rate at month j is calculated from (11.26). For
example, the hazard rate at month 3 is estimated as
26
ĥ3 = = 0.000215 failures per month.
120,961
The estimates of the hazard rate for j = 1, 2, . . . , 11 are given in Table 11.6.
Then the cumulative hazard rate up to j months is computed using (11.28).
For example, the cumulative hazard rate up to three months is estimated as

3
Ĥ3 = ĥi = 0 + 0.000123 + 0.000119 + 0.000215 = 0.000457.
i=0

The estimates of the cumulative hazard rate for j = 1, 2, . . . , 11 are computed

and summarized in Table 11.6.
To estimate the marginal life distribution, (11.19) through (11.22) are fitted
to the data points (j, Ĥj ), where j = 1, 2, . . ., 11. Linear regression analysis
indicates that the Weibull distribution provides the best fit and yields the estimates
β̂ = 1.415 and α̂ = 645.9 months. The Weibull fit is plotted in Figure 11.7. The
pdf of the marginal life distribution is
  1.415 
t 0.415 t
fT (t) = exp − .
6.693 × 103 645.9

The pdf will be used in Example 11.6. The reliability of the mechanical assembly
at the end of the warranty time (36 months) is estimated as
   
36 1.415
R̂(36) = exp − = 0.9833.
645.9

−5

−6

−7
ln[H(t)]

−8

−9

−10
0 0.5 1 1.5 2 2.5
ln(t)
FIGURE 11.7 Weibull fit to estimates of the cumulative hazard rate
466 WARRANTY ANALYSIS

11.5.4 Estimation of Conditional Usage-to-Failure Distribution

To utilize (11.10) to calculate the two-dimensional reliability, we need to estimate
the conditional pdf fM|T (m). The pdf is determined by the usages to failure of all
failed products and has little dependence on the surviving units. In other words,
calculation of fM|T (m) should take into account the failed products that exceed
the warranty usage limit u0 and may ignore the survivals.
It is important to differentiate between fM|T (m) and fU |T (u). The former is the
conditional pdf of the usage to failure; it describes the conditional life distribution.
The latter is the conditional pdf of the usage; it models the distribution of the
accumulated usage at a given time. If the failure mode of concern does not
tend to occur on high or low usage accumulators, the two conditional pdf’s
may be the same. To detect failure tendency, we can plot the usages to failure
and the mean of usage distribution at various times in service, as shown in
Figure 11.8. The maximum time in service in the plot should not be greater than
time t2 before which the warranty dropout fraction is negligible (assumption
2 in Section 11.5.2). If the number of dots above the mean is approximately
equal to that below the mean at all time periods, there is some evidence that
the failures are independent of usage accumulation (Davis, 1999). If this is the
case, we should further test the hypothesis that the usage distribution is equal
to the usage-to-failure distribution at each time period. If the hypothesis is not
rejected, we have fM|T (m) = fU |T (u). Since fU |T (u) is known, (11.10) is ready
for calculating the two-dimensional reliability.
In Figure 11.8, if the numbers of dots above and below the mean usage are
apparently unequal, it is evident that the failure is dependent on usage. Then
fM|T (m) should be estimated from the usage-to-failure data. In the case where
the maximum time period k is less than or equal to t2 , the products exceeding
the warranty usage limit are minimal. Then the warranty claim data are approx-
imately complete. Hence, the warranty data can be applied directly to estimate
fM|T (m). The calculation yields estimates of the location and scale parameters
of the distributions at different time periods. Subsequent regression analysis then
establishes the relationships between the location parameter and time, denoted
µm (t), and the scale parameter and time, denoted σm (t).

mean usage
m

0 1 t2
t
FIGURE 11.8 Usage to failure versus mean usage at various times
TWO-DIMENSIONAL RELIABILITY ESTIMATION 467

40,000
35,000
30,000
warranty mileage
25,000
m (miles)
limit
20,000
15,000
10,000
5,000 mean usage
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13
t (months)
FIGURE 11.9 Mileage-to-failure data at different months

When k > t2 , the warranty dropout fraction is no longer negligible, and esti-
mation of fM|T (m) should take into account all failed products, including those
exceeding the warranty usage limit. The estimation is relatively complicated but
can be done by using the sequential regression method described earlier for
modeling usage accumulation. When applying this method, the usage data are
replaced by the usage-to-failure data, and the calculation process remains the
same. The analysis yields µm (t) and σm (t), in contrast to µu (t) and σu (t) from
the usage accumulation modeling.

Example 11.5 Refer to Examples 11.3 and 11.4. When the sport utility vehicles
failed and claimed for warranty repair, the mileages and times at failure were
recorded. Figure 11.9 plots the mileages to failure at each month in service up
to 10 months. Table 11.6 shows the number of claims in each month. Estimate
the pdf of the mileage to failure M conditional on the month in service T .

SOLUTION Because the vehicles had only 11 months in service at the time of
data analysis, the warranty dropout fraction is negligible. It is reasonable to con-
sider that Figure 11.9 includes all failed vehicles. To detect the tendency of failure
occurrence, we plot the mean usage of the vehicle population in Figure 11.9.
Here the mean usage at month t is exp[6.85 + ln(t) + 0.5 × 0.722 ] = 1223.2t.
Figure 11.9 shows that the failures tended to occur on high mileage accumula-
tors. Hence, fM|T (m) is not equal to fU |T (u). In this case, fM|T (m) is calculated
directly from the warranty data.
Since there are no warranty repairs in month 11, and only 3 repairs in month
10, the calculation of fM|T (m) uses the data for the first nine months. The
mileage-to-failure data in each of the nine months are adequately fitted by the
Weibull distribution, as shown in Figure 11.10. The Weibull fits approximately
parallel, indicating a common shape parameter to all months. The maximum
likelihood estimates of the Weibull characteristic life α̂m for the nine months are
calculated and plotted versus time in Figure 11.11. The plot suggests a linear
relationship: αm = bt, where b is a slope. The slope can be estimated using the
468 WARRANTY ANALYSIS

99
95
90
80
70
60
50 month 1
40 2
30
Percent

3
20
4
10 5
6
5
7
3
8
2
9
1

1000 10,000 100,000

Mileage to failure
FIGURE 11.10 Weibull fits to the miles to failure of sport utility vehicles

30,000

25,000

20,000
ˆ m (miles)

15,000
a

10,000

5,000

0
0 1 2 3 4 5 6 7 8 9 10 11 12 13
t (months)
FIGURE 11.11 Estimates of Weibull characteristic life at different months

least squares method. Here the maximum likelihood method is used to get better
estimates. From (7.59), the log likelihood function can be written as
  β 

9
r·j
mij
L(b, β) = ln(β) − β ln(btj ) + (β − 1) ln(mij ) − ,
j =1 i=1
btj

where β is the common shape parameter, r·j the total number of first failures at
month j (see Table 11.6 for values), mij the ith mileage to failure at month j ,
and tj = j . Substituting the data into the equation above and then maximizing
the log likelihood gives β̂ = 2.269 and b̂ = 2337. Hence, the conditional pdf of
TWO-DIMENSIONAL RELIABILITY ESTIMATION 469

M at a given month T is
  2.269 
m1.269 m
fM|T (m) = exp − .
1.939 × 107 × t 2.269 2337 × t

This pdf will be used in Example 11.6.

11.5.5 Estimation of Two-Dimensional Reliability and Failure Quantities

After fM|T (m) and fT (t) are estimated, we may compute the two-dimensional reli-
ability and the probabilities of failure using the formulas given in Section 11.5.1.
The calculations involve numerical integrations and need commercial software or
small computer programs.
In addition to the reliability and probabilities of failure, failure quantities are
often of interest. The number of first failures by the warranty usage limit u0 and
time limit t0 is

k
N1 (u0 , t0 ) = FM,T (u0 , t0 ) ni , (11.29)
i=1

where FM,T (u0 , t0 ) is the two-dimensional probability of failure and is calculated

from (11.2). These failures occur in region I of Figure 11.3, and the resulting
repairs are covered by warranty.
The number of first failures occurring within the warranty time limit t0 and
outside the usage limit u0 is

k
N2 (u0 , t0 ) = Pr(M > u0 , T ≤ t0 ) ni , (11.30)
i=1

where the probability is computed from (11.4). These failures occur in region II
of Figure 11.3 and are not reimbursed by the manufacturers.
The number of first failures occurring outside the warranty time limit t0 and
within the usage limit u0 is

k
N3 (u0 , t0 ) = Pr(M ≤ u0 , T > t0 ) ni , (11.31)
i=1

where the probability is calculated from (11.5). These failures fall in region III
of Figure 11.3 and are not eligible for warranty coverage.
The number of first failures occurring outside both the warranty usage and
time limits (u0 and t0 ) is

k
N4 (u0 , t0 ) = Pr(M > u0 , T > t0 ) ni , (11.32)
i=1
470 WARRANTY ANALYSIS

where the probability equals R(u0 , t0 ) and is calculated from (11.3). These fail-
ures occur in region IV of Figure 11.3, where both the usage and time exceed
the warranty limits.

Example 11.6 For the mechanical assembly of the sport utility vehicles dealt
with in Examples 11.4 and 11.5, estimate the two-dimensional reliability at the
warranty mileage and time limits (u0 = 36,000 miles and t0 = 36 months), and
calculate N1 (u0 , t0 ), N2 (u0 , t0 ), N3 (u0 , t0 ), and N4 (u0 , t0 ).

SOLUTION For the mechanical assembly, Examples 11.4 and 11.5 have cal-
culated fT (t) and fM|T (m), respectively. From (11.10) the joint pdf can be
written as
m1.269
fM,T (m, t) = 7.706 × 10−12 × 1.854
t
  2.269  1.415 
m t
× exp − − .
2337 × t 645.9
The two-dimensional reliability at the warranty mileage and time limits is
obtained from (11.3) as
 ∞ ∞
R(36,000, 36) = fM,T (m, t) dm dt.
36 36,000

Numerical integration of the equation above gives R(36,000, 36) = 0.9809. From
Example 11.4 the total number of vehicles is 146,645. Then the number of vehi-
cles surviving 36 months and 36,000 miles is given by (11.32) as N4 (36,000, 36)
= 0.9809 × 146,645 = 143,850.
Similarly, the probability of failure in region I is FM,T (36,000, 36) = 0.00792.
Then the number of first failures under warranty coverage is N1 (36,000, 36) =
0.00792 × 146,645 = 1162.
The probability of failure in region II is estimated as Pr(M > 36,000,
T ≤ 36) = 0.00884. Then the number of first failures occurring in 36 months
and beyond 36,000 miles is N2 (36,000, 36) = 0.00884 × 146,645 = 1297.
The probability of failure in region III is estimated as Pr(M ≤ 36,000,
T > 36) = 0.00342. This gives the number of first failures occurring beyond 36
months and within 36,000 miles as N3 (36,000, 36) = 0.00342 × 146,645 = 502.
From (11.8) the estimate of the marginal reliability of T at 36 months is
RT (36) = 1 − FT (36) = 1 − 0.00792 − 0.00884 = 0.9832.
It is approximately equal to that in Example 11.4.

11.6 WARRANTY REPAIR MODELING

In Sections 11.4 and 11.5 we calculated warranty repairs using reliability esti-
mates. The calculations essentially produce approximate results because the reli-
ability estimation utilizes first failures only. The approximation is adequate when
WARRANTY REPAIR MODELING 471

second and subsequent failures in the warranty period are negligible. This situa-
tion arises when a product in question is highly reliable or the warranty period is
relatively short compared to the product mean life. In practice, however, a prod-
uct may generate multiple failures from the same problem within the warranty
period, and thus the approximation underestimates the true warranty repairs. In
this section we consider the good-as-new repair, same-as-old repair and the gen-
eralized renewal process, and present warranty repair models allowing for the
possibility of multiple failures within the warranty period.

11.6.1 Good-as-New Repair

A good-as-new repair returns a failed product to new condition; that is, the failure
rate after repair is the same as that when the product was used initially. This type
of repair is equivalent to replacement of the faulty product by a new one identical
to the original. Such a repair strategy may be appropriate for a simple product
when the product is overhauled completely after failure, or for a complex product
whose failure is nearly always due to a critical component. If each failure in the
warranty period is claimed and repaired, the repair process is an ordinary renewal
process. The expected number of renewals W (t0 ) within the warranty period t0 is
 t0
W (t0 ) = F (t0 ) + W (t0 − x)f (x) dx, (11.33)
0

where F (t) and f (t) are the cdf and pdf of the product, respectively. The cdf
and pdf can be estimated from accelerated life test or warranty data. The estima-
tion from warranty data was presented in Section 11.4. Equation (11.33) is the
renewal function and was discussed in Chapter 10; it can be solved using the
recursive algorithm described by (10.20).

Example 11.7 The manufacturer of a refrigerator offers a five-year free replace-

ment policy covering the sealed refrigeration system, which consists of a com-
pressor, condenser, evaporator, dryer, and others. A laboratory test shows that the
life of the compressor can be modeled using the Weibull distribution with shape
parameter 1.37 and characteristic life 1228 months. The compressor designers
wanted to estimate the expected number of repairs within the warranty period.

SOLUTION The repair on the compressor often restores the component to

as-new condition and thus is considered as a good-as-new repair. The expected
number of repairs within the warranty period of five years (60 months) is given
by (11.33) as
   
60 1.37
W (60) = 1 − exp −
1228
 60   
x 0.37 x 1.37
+ W (60 − x) exp − dx.
0 12458.94 1228
472 WARRANTY ANALYSIS

Applying (10.20) to the renewal function yields W (60) = 0.016.

11.6.2 Same-as-Old Repair

When a product fails, it may be restored to a condition identical to that imme-
diately before failure; that is, the failure rate after repair is the same as that
immediately prior to failure. This type of repair is called a same-as-old repair,
or minimal repair, as described in Chapter 10. This repair strategy is usually
appropriate for complex products whose failures are not dominated by certain
components. Replacing or repairing one or a few components within the prod-
ucts does not appreciably change the failure rate of the products. This is especially
true when the components have an exponential distribution, which possesses the
memoryless property. For this type of repair, the number of repairs over the war-
ranty period can be modeled with a nonhomogeneous Poisson process (NHPP)
with failure intensity function equal to hazard function. Then the expected number
of repairs W (t0 ) within the warranty period t0 is
 t0
1
W (t0 ) = h(t) dt = ln , (11.34)
0 1 − F (t0 )
where h(t) is the hazard rate and F (t0 ) is the associated cdf evaluated at t0 . The
cdf or hazard rate may be estimated from accelerated life test or warranty data.
If F (t0 ) is very small (because of high reliability or a short warranty period),
(11.34) can be approximated by

W (t0 ) ≈ F (t0 ).

Example 11.8 For the washing machines studied in Example 11.2, calculate the
expected number of repairs during a warranty period of 12 months for a volume
of 22,167 units sold.

SOLUTION Example 11.2 showed that the life of the washing machines can
be adequately fitted with a lognormal distribution with scale parameter 6.03 and
shape parameter 1.63, and the probability of failure at the end of warranty period
(12 months) is F̂ (12) = 0.0148. From (11.34), the expected number of repairs
within the warranty period is W (12) = ln[1/(1 − 0.0148)] = 0.0149. Note that
the value of W (12) is approximately equal to F̂ (12) = 0.0148, which resulted
from the reliability analysis. The expected number of repairs for a volume of
22,167 units is 0.0149 × 22,167 = 331.

11.6.3 Generalized Renewal Process

The good-as-new and same-as-old repairs discussed earlier represent the limiting
conditions to which a failed product can be restored. In practice, sometimes a
repair returns a product to an intermediate condition between these two extremes.
Such a repair is often referred to as a better-than-old-but-worse-than-new repair.
These repair strategies use different modeling processes, as we have seen for
WARRANTY COST ESTIMATION 473

the good-as-new and same-as-old cases. Kijima and Sumita (1986) and Kijima
(1989) propose a generalized renewal process which treats these repair strategies
as special cases. In this subsection we describe briefly the generalized renewal
process.
Let Vi and Si denote, respectively, the virtual age and real age of a product
immediately after the ith repair. Here the real age is the elapsed time since a
product is put in operation and the virtual age is a fraction of the real age and
reflects the condition of a product after a repair. The relationship between the
virtual age and real age can be expressed as

Vi = qSi , (11.35)

where q is the restoration factor of the ith repair and measures the effectiveness of
the repair. If q = 0, the virtual age right after the ith repair is zero, meaning that
the product is restored to the new condition. Thus, q = 0 corresponds to a good-
as-new repair. If q = 1, the virtual age immediately after the ith repair is equal to
the real age, indicating that the product is restored to the same condition as right
before failure. Thus, q = 1 represents a same-as-old repair. If 0 < q < 1, the
virtual age is between zero and the real age, and thus the repair is a better-than-
old-but-worse-than-new repair. In addition, if q > 1, the virtual age is greater
than the real age. In this case, the product is damaged by the repair to a higher
degree than it was right before the respective failure. Such a repair is often called
a worse-than-old repair.
By using the generalized renewal process, the expected number of repairs
W (t0 ) within the warranty period t0 can be written as
 t0   τ 
W (t0 ) = g(τ |0) + w(x)g(τ − x|x) dx dτ, (11.36)
0 0

where
f (t + qx) dW (x)
g(t|x) = , t, x ≥ 0; w(x) = ;
1 − F (qx) dx
and f (·) and F (·) are the pdf and cdf of the time to first failure distribution.
Note that g(t|0) = f (t). Equation (11.36) contains distribution parameters and
q, which must be estimated in order to evaluate W (t0 ). Kaminskiy and Krivtsov
(1998) provide a nonlinear least squares technique for estimating the parameters
and a Monte Carlo simulation method for calculating (11.36). Yanez et al. (2002)
and Mettas and Zhao (2005) give the maximum likelihood estimates. Kaminskiy
and Krivtsov (2000) present an application of the generalized renewal process to
warranty repair prediction.

11.7 WARRANTY COST ESTIMATION

In additional to warranty repair counts, manufacturers are often interested in war-

ranty costs. The costs depend on the number of warranty repairs as well as the
warranty policy. In this section we estimate the costs for different nonrenewing
474 WARRANTY ANALYSIS

warranty policies, including free replacement, pro-rata replacement, and combi-

nation free and pro-rata replacement.

11.7.1 Warranty Cost Under a Free Replacement Policy

A free replacement policy requires a failure under warranty coverage to be
repaired at no cost to the buyer. The manufacturer or seller is responsible for all
costs incurred, which include fees for materials, labor, disposal, and others. In
general, the cost per repair for the same cause varies from repair to repair. To
simplify the calculation, we use the average cost per repair, denoted c0 . Then the
expected warranty cost per unit Cw is
Cw = c0 W (t0 ), (11.37)
where W (t0 ) can be calculated from (11.33), (11.34), or (11.36), depending on
the repair strategy.

Example 11.9 For the washing machines studied in Examples 11.2 and 11.7,
calculate the expected warranty cost for a volume sold of 22,167 units. The
average cost per repair is $155.

SOLUTION In Example 11.8 we obtained the expected number of repairs per

unit as W (12) = 0.0149. Then from (11.37), the expected warranty cost per unit
is Cw = 155 × 0.0149 = $2.31. The expected warranty cost for a volume sold
of 22,167 units is 2.31 × 22,167 = $51,206.

11.7.2 Warranty Cost Under a Pro-Rata Replacement Policy

When a product is subject to the pro-rata replacement policy and fails within the
warranty period, it is repaired or replaced by the manufacturer at a fraction of the
repair or replacement cost to the customer. Although the pro-rata replacement
policy may conceptually cover repairable products, most products assured by
this warranty policy are nonrepairable. For nonrepairable products, to which the
following discussion is confined, a warranty repair is actually the replacement
of a failed product. Suppose that the purchase price of the product is cp and the
pro-rata value is a linear function of age. Then the warranty cost per unit to the
manufacturer can be written as
  
 t
cp 1 − , 0 ≤ t ≤ t0 ,
Cw (t) = t0 (11.38)

0, t > t0 ,

where t is the life of the product and t0 is the warranty period. Cw (t) is a function
of life and thus is a random variable. Since Cw (t) = 0 when t > t0 , the expected
cost is
 ∞  
µ(t0 )
E[Cw (t)] = Cw (t) dF (t) = cp F (t0 ) − , (11.39)
0 t0
WARRANTY COST ESTIMATION 475

where F(t) is the cdf of the product life and µ(t0 ) is the partial expectation of
life over the warranty period, given by
 t0
µ(t0 ) = tdF (t). (11.40)
0

Example 11.10 The manufacturer of a type of projector lamp offers a pro-rata

replacement warranty policy for 12 months from the time of initial purchase.
The lamps are sold at $393 a unit. The lamp life is adequately modeled with a
lognormal distribution with scale parameter 8.16 and shape parameter 1.08. A
real-world usage study indicates that 95% of the customers use the lamps less
than 120 hours a month. Calculate the expected warranty cost per unit for the
lamp.

SOLUTION To simplify calculation, we assume that all customers use the

lamps 120 hours a month. Then the warranty period of 12 months is equivalent
to 1440 hours of continuous use. We have t0 = 1440, cp = 393,
 
ln(1440) − 8.16
F (1440) =  = 0.2056,
1.08
 1440  
[ln(t) − 8.16]2
µ(1440) = 0.3694 × exp − dt = 179.23.
0 2.3328

Substituting the data above into (11.39) yields

 
179.23
E[Cw (t)] = 393 × 0.2056 − = $31.89.
1440

That is, the manufacturer will pay an expected warranty cost of $31.89 for each
unit it sells. Note that the cost is an approximation because of the variation in
customer usage rate.

11.7.3 Warranty Cost Under a Combination Free and Pro-Rata

Replacement Policy
As described previously, the combination free and pro-rata replacement policy
specifies two warranty periods, denoted t1 and t0 (t1 < t0 ). If a failure eligible
for warranty occurs before t1 expires, the product is repaired or replaced by
the manufacturer free of charge to the customer. When a failure occurs in the
interval between t1 and t0 , the product is repaired or replaced by the manufacturer
at a fraction of the repair or replacement cost to the customer. Like the pro-rata
replacement policy, the combination policy is usually offered to nonrepairable
products. Thus, in this subsection we deal with the nonrepairable case only.
Suppose that the purchase price of the product is cp and the proration is a linear
476 WARRANTY ANALYSIS

cp

Cw(t)
0 t1 t0
t
FIGURE 11.12 Warranty cost of a unit under a combination policy

function of age once the pro-rata policy is invoked. Then the warranty cost per
unit to the manufacturer can be written as


 cp , 0 ≤ t ≤ t1 ,
 cp (t0 − t)
Cw (t) = , t1 < t ≤ t0 , (11.41)

 t0 − t1

0, t > t0 ,

where t is the life of the product. Cw (t) is shown graphically in Figure 11.12.
Cw (t) is a function of life and thus is a random variable. The expectation of
the cost is given by
 ∞  t1  t0
cp (t0 − t)
E[Cw (t)] = Cw (t) dF (t) = cp dF (t) + dF (t)
0 0 t1 t0 − t1
cp
= [t0 F (t0 ) − t1 F (t1 ) − µ(t0 ) + µ(t1 )], (11.42)
t0 − t1
where F(t) is the cdf of the product life and µ(t0 ) and µ(t1 ) are the partial
expectations of life over t0 and t1 as defined in (11.40).

Example 11.11 A type of passenger car battery is sold at $125 a unit with a
combination warranty policy, which offers free replacement in the first 18 months
after initial purchase, followed by a linear proration for additional 65 months.
The life of the battery is modeled by a Weibull distribution with shape parameter
1.71 and characteristic life 235 months. Estimate the expected warranty cost per
unit to the manufacturer of the battery.

SOLUTION From the data given we have cp = 125, t1 = 18, t0 = 18 + 65

= 83,
   
18 1.71
F (18) = 1 − exp − = 0.0123, F (83) = 0.1552,
235
 18    
t 1.71 t 1.71
µ(18) = exp − dt = 0.1393, µ(83) = 7.9744.
0 6630.25 235
FIELD FAILURE MONITORING 477

Substituting the data above into (11.42) gives

125
E[Cw (t)] = (83 × 0.1552 − 18 × 0.0123 − 7.9744 + 0.1393) = $9.28.
83 − 18
That is, the manufacturer will pay an expected warranty cost of $9.28 per unit.

11.8 FIELD FAILURE MONITORING

In modern manufacturing, various on-line process control techniques, such as

statistical process control (SPC) charts, have been implemented to maintain
production processes under control. Such techniques detect process shifts by
examining product quality characteristics and are especially effective when patent
defects are present. However, process variation may induce latent defects to final
products. This type of defect does not appreciably degrade the quality charac-
teristics and thus cannot be discovered during production. Instead, the defective
products, if not screened out, are shipped to customers and will fail in a short
time in the field. It is vital for a manufacturer to detect such reliability problems
and rectify the production process at the earliest time. This may be assisted by
monitoring early failures through an analysis of warranty data. In this section we
present a simple approach to monitoring field failures by using SPC charts. H.
Wu and Meeker (2002) describe a more sophisticated statistical method for early
detection of reliability problems from warranty data.
Suppose that ni units of a product are manufactured in production period
i, where i = 1, 2, . . . , k, and i = 1 and i = k represent, respectively, the most
recent and oldest production times. Often we are interested only in monitoring
products under ongoing production. Then the most recent products in the field
have aged only one time period. Let ri1 denote the number of failures in the first
time period among the products made in production period i. Then the probabil-
ity of failure at the first time period for the products of production period i can
be estimated by
ri1
p̂i = . (11.43)
ni
This probability is employed as the quality characteristic for generating the SPC
charts. Other reliability measures, such as the failure rate at a time of interest
(e.g., warranty period) may be used. However, their estimates involve statistical
modeling and extrapolation and thus may include large errors.
Suppose that the process is under control over k production periods and the
true probability of failure is p. This probability is estimated by the average of
the probabilities of failure over k production periods. The estimate is

k
ri1
p =
i=1
k
. (11.44)
i=1 ni

The occurrence of failures at the first time period can be considered to have a
binomial distribution. Thus, a p-chart is appropriate for control of the probability.
478 WARRANTY ANALYSIS

UCL

center line
pˆi

LCL

0
Production period, i
FIGURE 11.13 p-chart

Montgomery (2001a) provides a good description of a p-chart and other control

charts. The p-chart is defined by

p(1 − p)
LCL = p − 3 ,
ni
centerline = p, (11.45)

p(1 − p)
UCL = p + 3 ,
ni

where UCL stands for upper control limit and LCL for lower control limit.
Figure 11.13 illustrates the concept of the control chart. It is worth noting that
the control limits are variable and depend on the volume of each production
period. The control limits become constant and form two straight lines when the
production volumes are equal.
The actual operation of the control chart consists of computing the probability
of failure p̂i from (11.43) and the corresponding control limits from (11.45) for
subsequent production periods, and plotting p̂i and the control limits on the chart.
As long as p̂i remains within the control limits and the sequence of the plotted
points does not display any systematic nonrandom behavior, we can conclude
that the infant mortality does not change significantly and the production process
is under control. If p̂i stays outside the control limits, or if the plotted points
develop a nonrandom trend, we can conclude that infant mortality has drifted
significantly and the process is out of control. In the latter case, investigation
should be initiated to determine the assignable causes.

Example 11.12 The manufacturer of a new type of electrical heater wants to

detect the unusual infant mortality by monitoring the probability of failure in the
first month in service. The heaters have been in production for 10 months. The
production volume and the number of failures in the first month in service for each
FIELD FAILURE MONITORING 479

TABLE 11.7 Data for the Heater Control Chart

Production With Month 10 Data Without Month 10 Data

Month ni ri1 p̂i LCL UCL LCL UCL

1 9,636 36 0.00374 0.00173 0.00537 0.00160 0.00514

2 9,903 32 0.00323 0.00176 0.00534 0.00162 0.00512
3 10,231 43 0.00420 0.00179 0.00531 0.00165 0.00509
4 13,267 59 0.00445 0.00200 0.00510 0.00186 0.00488
5 23,631 88 0.00372 0.00239 0.00471 0.00224 0.00450
6 30,136 87 0.00289 0.00252 0.00458 0.00237 0.00437
7 32,666 118 0.00361 0.00256 0.00454 0.00241 0.00433
8 23,672 63 0.00266 0.00239 0.00471 0.00224 0.00450
9 20,362 59 0.00290 0.00230 0.00480 0.00215 0.00459
10 18,342 96 0.00523 0.00223 0.00487

production month are shown in Table 11.7. Develop a p-chart for controlling the
probability of failure. In production month 11, 10,325 heaters were manufactured
and 58 units failed in the first month. Determine whether the production process
was under control in month 11.

SOLUTION From (11.44), the average probability of failure in the first month
in service over 10 months of production is
36 + 32 + · · · + 96
p= = 0.00355.
9636 + 9903 + · · · + 18,342
Thus, the centerline of the p-chart is 0.00355.
The control limits are calculated from (11.45). For example, the LCL and
UCL for production month 1 are

LCL = 0.00355 − 3 0.00355 × (1 − 0.00355)/9636 = 0.00173,

UCL = 0.00355 + 3 0.00355 × (1 − 0.00355)/9636 = 0.00537.
The control limits for the 10 production months are calculated in a similar way
and summarized in the “With Month 10 Data” columns of Table 11.7.
The probability of failure in the first month in service for each production
month is computed using (11.43). For example, for production month 1, we have
p̂1 = 36/9636 = 0.00374. The estimates of the probability of failure for the 10
production months are shown in Table 11.7.
The control limits, centerline, and p̂i (i = 1, 2, . . ., 10) are plotted in
Figure 11.14. It is seen that p̂10 exceeds the corresponding UCL, indicating that
the process was out of control in month 10. As such, we should exclude the
month 10 data and revise the control chart accordingly. The new centerline is p =
0.00337. The control limits are recalculated and shown in the “Without Month 10
Data” columns of Table 11.7. The control chart is plotted in Figure 11.15. On this
chart, the control limits for month 10 are LCL = 0.00209 and UCL = 0.00466.
480 WARRANTY ANALYSIS

0.0060
0.0055
0.0050
0.0045
0.0040
pi

0.0035
0.0030
0.0025
0.0020
0.0015
0.0010
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Production month
FIGURE 11.14 Control chart including month 10 data

0.0060
0.0055
0.0050
0.0045
0.0040
pˆi

0.0035
0.0030
0.0025
0.0020
0.0015
0.0010
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Production month
FIGURE 11.15 Revised control chart for p̂i

The probability of failure for month 11 is estimated as p̂11 = 58/10,325 =

0.00562. The control limits for p̂11 are LCL = 0.00166 and UCL = 0.00508.
The probability estimates p̂10 and p̂11 and their control limits are plotted on the
revised control chart, as shown in Figure 11.15. It is apparent that the infant
mortality started increasing in production month 10, and the trend continued to
month 11. Therefore, an investigation into the process should be initiated to
determine the assignable cause. This must be followed by appropriate corrective
actions.

11.9 WARRANTY COST REDUCTION

Manufacturers now offer more generous warranty packages than ever before
in response to intense global competition. The generosity may be helpful in
increasing market shares. However, the gain in revenue is often greatly com-
promised by the pain in warranty expenditure. As a matter of fact, nearly all
manufacturers suffer drastic warranty burdens. For example, in recent years, the
automotive industry spent some $15 billion annually in the United States alone
to reimburse warranty repairs. To maintain and increase profitability, most manu-
facturers have been taking vigorously action to reduce warranty costs. In general,
WARRANTY COST REDUCTION 481

the action includes design reliability improvement, process variation reduction,

stress screening, preventive maintenance, and repair strategy optimization.
Design reliability improvement is the fundamental and most effective approach
to warranty cost reduction. This proactive approach allows high reliability to be
built into products in the design and development phase and reduces warranty
costs by decreasing the number of failures. More important, improved reliability
directly boosts customer satisfaction and market shares. As emphasized in this
book, design reliability improvement relies on the effective implementation of
comprehensive reliability programs, which should start as early as in the product
planning stage. In subsequent phases, including product design and development
and design verification and process validation, reliability tasks are integrated into,
and serve as the essential components of, engineering projects. For example,
the robust reliability design technique should be used as an engineering tool to
determine optimal levels of the performance characteristics of a product. Such
integration enables engineers to do things correctly from the beginning and elim-
inate any substantive mistake before it propagates. In Chapter 3 we described
the development and implementation of effective reliability programs. Reliabil-
ity programs should be executed to the maximum extent throughout the design
cycle. Unfortunately, reliability tasks are sometimes perceived mistakenly as lux-
ury exercises and thus are compromised when time and resources are restricted.
The author has occasionally heard the excuse that a design verification test had
to use a sample size much smaller than the statistically valid sample because of
insufficient test units. There is no doubt that a savings in test units will be offset
by an order of magnitude as a result of the number of warranty claims.
Process variation reduction is to minimize production process variation by
reducing common causes and preventing the occurrence of special causes. It is
an effective approach to the detection and prevention of defects and to improved
robustness. Defective products fail in an unexpectedly short time, usually within
the warranty period. Thus, the elimination of defects decreases warranty costs
directly. Furthermore, improved robustness contributes to an increase in long-term
reliability as well as warranty savings.
Because of production process variation and material flaws, latent defects may
be built into some products. Such products constitute a substandard population,
as described in Chapter 10. If not removed, the defects will manifest themselves
as early failures in the field, and thus inevitably incur spending for warranties.
Defective products can be reduced or eliminated by stress screening before being
shipped to customers. Although this approach is reactive compared to design reli-
ability improvement and process variation reduction, it is effective in preventing
early failures and is economically justifiable in most applications. Indeed, screen-
ing is the last and a frequent measure that a manufacturer can take proactively to
lessen the number of field failures. If a screening strategy is developed to achieve
warranty cost objectives, the screen stress and duration should be correlated to
the number of failures within the warranty period. Kar and Nachlas (1997) have
studied coordinated warranty and screening strategies.
482 WARRANTY ANALYSIS

Once products are sold to customers, preventive maintenance on a regular

basis plays a critical role in alleviating performance degradation and reducing
catastrophic failures in the field. Manufacturers know more about their products
than any others, and thus usually provide customers with a guide for appropriate
preventive maintenance. Indeed, many manufacturers require their customers to
follow the guide and will void the warranty coverage if customers fail to do
so. An automobile is a good example. New vehicles always come with a sched-
uled maintenance guide which specifies maintenance items and frequencies: for
example, changing the engine oil every 5000 miles. It is the vehicle owner’s
responsibility to make sure that all of the scheduled maintenance is performed.
The automakers will not reimburse for repairs due to neglect or inadequate main-
tenance.
The optimization of repair strategy is to minimize the cost per repair without
compromising the quality of the repair. This approach requires diagnosing a
failure correctly and efficiently, fixing the root cause in the shortest time at the
least cost, and testing the repaired product no more or less than necessary. It is
important to fix the problem right the first time; doing so minimizes repeat repairs
during the warranty period. An optimal repair strategy should be supplied by the
manufacturer and not depend heavily on the experience and skills of individual
repair providers.

PROBLEMS

11.1 Describe the purposes of warranty analysis. How can warranty analysis
help reduce the life cycle cost of a product?
11.2 What are the elements of a warranty policy? Explain the following war-
ranty policies:
(a) Free replacement.
(b) Pro-rata replacement.
(c) Combination free and pro-rata replacement.
(d) Renewing.
(e) Nonrenewing.
(d) Two-dimensional.

11.3 For a warranty repair, what types of data should be recorded in a warranty
database? Discuss the use of the data and describe the steps for warranty
data mining.
11.4 Explain the limitations of warranty data and how they affect the estimation
of product reliability and warranty cost.
11.5 Refer to Example 11.2. If the washing machine warranty data were ana-
lyzed two months earlier, what would be the reliability estimate and
number of upcoming failures? Compare the results with those in the
example.
PROBLEMS 483

TABLE 11.8 Electronic Module Warranty Data

TTF (months)
TIS (months) 1 2 3 4 5 6 7 8 9 10 11 12 Sales Volume

1 1 836
2 1 2 2063
3 2 0 1 2328
4 1 2 2 1 2677
5 2 1 2 1 2 3367
6 1 2 3 2 2 1 3541
7 2 2 3 3 2 2 3 3936
8 1 2 1 2 1 3 2 2 3693
9 0 2 2 1 0 2 3 1 2 2838
10 2 3 2 1 2 1 2 1 2 2 2362
11 1 1 2 1 0 1 2 1 2 1 1 2056
12 1 1 0 2 1 1 0 1 0 1 1 1 1876

11.6 Refer to Example 11.4. Suppose that the warranty dropout due to the
accumulated mileage exceeding 36,000 miles is negligible in the first 11
months. Estimate the life distribution of the mechanical assembly, and
calculate the reliability at the end of the warranty period. Compare the
results with those in the example.
11.7 An electronic module installed in a luxury car is warranted for 48 months
and 48,000 miles, whichever comes first. The mileage accumulation rate of
the car can be modeled with a lognormal distribution with scale parameter
7.37 and shape parameter 1.13. The vehicles have a maximum time in
service (also called the maturity) of 12 months, during which the repeat
repairs are negligible. The sales volumes and failure data are shown in
Table 11.8. Suppose that the mileage to failure distribution each month is
the same as the usage distribution that month.
(a) Calculate the fractions of warranty dropout at the end of 12 and 48
months, respectively.
(b) Determine the month at which the fraction of warranty dropout is
10%.
(c) What would be the warranty mileage limit if the manufacturer wanted
50% of the vehicles to be out of warranty coverage at the end of 48
months?
(d) Calculate the hazard rate estimates ĥj for j = 1, 2, . . . , 12.
(e) Compute the cumulative hazard rate estimates Ĥj for j = 1, 2, . . . , 12.
(f) Estimate the marginal life distribution of the electronic module.
(g) Estimate the reliability and number of first failures by the end of 48
months.
(h) Write down the joint pdf of the time and mileage to failure.
484 WARRANTY ANALYSIS

(i) Estimate the probability of failure at 48 months and 48,000 miles.

(j) How many vehicles will fail at least once due to the module problem
in 48 months and 48,000 miles?
(k) Estimate the reliability at 48 months and 48,000 miles.
(l) How many vehicles will survive 48 months and 48,000 miles without
the module failing?
(m) Estimate the number of first failures that occur within 48 months not
covered by the warranty policy.
11.8 The life (in months) of a battery installed in a laptop computer has the
lognormal distribution with scale parameter 3.95 and shape parameter 0.63
under normal usage. When the battery fails, it is replaced with a new one
from the same population at a cost of $126. The battery is warranted for
one year under a free replacement policy.
(a) Estimate the probability of failure at the end of the warranty period.
(b) Calculate the expected number of repairs per unit within the warranty
period.
(c) Compute the expected warranty cost for 1000 computers sold.
11.9 An LCD (liquid-crystal display) television set is assumed to have an expo-
nential distribution with a failure rate of 0.00087 failures per month under
average usage. Upon failure, the TV set is repaired to operational condi-
tions, and the repair can be viewed as a same-as-old repair. The TV set
is warranted for 12 months. Calculate the expected number of repairs per
unit within the warranty period.
11.10 The manufacturer of a water heater currently provides a linear pro-rata
warranty coverage over 36 months for the product, which is sold at $58 a
unit. The life of the heater has a Weibull distribution with shape parameter
2.23 and characteristic life 183 months. To increase customer satisfaction
and market shares, the manufacturer plans to offer a combination free
and pro-rata replacement warranty, where the free replacement policy is
proposed to cover the first 12 months, followed by 24 months of linear
pro-rata replacement.
(a) Calculate the expected warranty cost per unit under the current war-
ranty policy.
(b) Compute the expected warranty cost per unit under the proposed com-
bination warranty policy.
(c) What is the incremental expected warranty cost per unit due to the
change in warranty policy?
(d) What additional information is required for the manufacturer to make
the decision?
11.11 Derive the centerline and control limits given by (11.45).
11.12 A multi-CD (compact disk) player had been in production for 12 months.
The manufacturer wants to establish a control chart using the warranty
PROBLEMS 485

TABLE 11.9 Monthly Production and Failure Data

Production Month
1 2 3 4 5 6 7 8 9 10 11 12

Volume 6963 7316 7216 7753 8342 8515 8047 8623 8806 8628 8236 7837

Number of failures 15 18 12 17 13 15 19 26 16 14 21 14

data of the first month in service to detect unusual infant mortality. The
production volume and number of failures in the first month in service for
each monthly production period are shown in Table 11.9.
(a) Develop a p-chart.
(b) Make comments on the control limits.
(c) Can the variable control limits be approximated by two straight lin-
es? How?
(d) In production month 13, 7638 units were made and 13 of them failed
in the first month in service. Determine whether the process was under
control in that month.
APPENDIX

ORTHOGONAL ARRAYS, LINEAR

GRAPHS, AND INTERACTION
TABLES∗

∗
The material in this appendix is reproduced with permission from Dr. Genichi Taguchi with assis-
tance from the American Supplier Institute, Inc. More orthogonal arrays, linear graphs, and interaction
tables may be found in Taguchi et al. (1987, 2005).

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

486
ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES 487
488 ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES
ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES 489
490 ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES

′
ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES 491
492 ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES
ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES 493
494 ORTHOGONAL ARRAYS, LINEAR GRAPHS, AND INTERACTION TABLES
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INDEX

10◦ C rule, 254 subjective plan, 303

traditional plan, 303
Acceleration factor, 188, 244
Absolute failure speed, 12 Acceptance sampling, 55
Absolute temperature, 253 Activation energy, 253–254
Accelerated degradation test Active standby, see Hot standby
acceleration methods Analysis of variance (ANOVA), 165
overstressing, 351 for one-factor experiments, 166
tightening failure threshold, 358 for orthogonal inner arrays, 168
compromise plans, 364 table, 167
reliability estimation Analytical reliability verification, 54
pseudo accelerated life test method, Arrhenius relationship, 253
351 Asymptotic variance, 305, 316
random-effect method, 354 Autocorrelation, 334, 356, 361
random-process method, 355 Automobile, 11, 66, 444
Accelerated life test (ALT), 237 Axiomatic design, 3, 130
acceleration methods, 241
changing control factor level, 244
increasing usage rate, 243 B10 , 16
overstressing, 241 Basic event, 213
tightening failure threshold, 244 Bathtub curve, 13
sample size, 240 early failure period, 13
test purposes, 238 random failure period, 13
Accelerated life test plans wear-out failure period, 13
best traditional plan, 303 Bayesian method, 406
compromise plan, 304. See also Benchmarking, 40
Compromise test plans Binary decision diagram, 226
statistically optimum plan, 303 Binary logic, 220

Life Cycle Reliability Engineering. Guangbin Yang

Copyright  2007 John Wiley & Sons, Inc. ISBN: 978-0-471-71529-0

511
512 INDEX

Binary state, 10, 174 Confidence level, 383, 385, 390, 408,
Bogey ratio, 386 409
Bogey testing, 383 Confirmation test, 132, 161
binomial, 383 Connection, 427
Weibull, 385 Constant-stress testing, 241
Boolean algebra, 220 Constant temperature, 246
Bottom-up process, 106, 195, 221 Consumer’s risk, 384, 396
Boundary diagram, 132 Contact resistance, 14, 153, 246–247,
Burn-in, 413 250
Control chart, 478
Calendar time, 11, 446 Control factor, 134, 244
Capacitor, 19, 70, 244, 260 dispersion and mean adjustment
Censoring, 266 factor, 156
random, 267 dispersion factor, 156
Type I (time), 266 insignificant factor, 156
Type II (failure), 267 mean adjustment factor, 156
Center line, 478 Control limit
Characteristic life, 20 lower, 478
Coefficient of variation, 27, 159 upper, 478
Coffin-Manson relationship, 256 Corrective action, 196, 204, 213, 234,
Cold standby, 80 326
Common cause, 218 Correlation coefficient, 338, 342
Complete life data, 267 Corrosion, 249
Complexity, 108 Cost model, 433
Component importance, 99 Creep, 247
Birnbaum’s measure, 100 Critical failure mode, 239, 272
criticality importance, 102 Critical value, 43, 383
Fussell-Vesely’s measure, 104 Cross array, 146
Compromise test plans Cumulative distribution function (cdf),
one accelerating variable 12
lognormal, 310 Cumulative hazard function, 14
Weibull, 304 Current density, 250, 260, 266
two accelerating variables Customer axis, 35
lognormal, 321
Customer desirability, 37
usage rate, 321
Customer expectations, 34, 42, 114
Weibull, 314
basic want, 34
Concept design, 2. See also System
excitement want, 34
design
performance want, 34
Concurrent engineering, 7
Confidence intervals Customer feedback analysis, 55
exact, 279, 288 Customer satisfaction, 34–35, 38, 114
for system reliability, 91 degree of, 43
function of parameters, 278 minimum allowable, 43
percentile, 279, 283, 289 Customer usage, 134, 272, 382
probability of failure, 279, 282, 288 Customer wants, 34–35. See also
lognormal-approximation, 95 Customer expectations
model parameters, 277 Cut set, 89, 217
exponential, 279 Cyclic stress loading, 242
lognormal, 288
normal, 288 Data mining, 448
Weibull, 282 Decision rules, 395
normal-approximation, 91 Defects
one-sided, 92, 96, 277, 409 latent, 14, 55, 412
two-sided, 92, 93, 96, 277, 282, patent, 14, 419, 477
288–289 Degradation, 332
INDEX 513

destructive inspection, 345 Empirical model, 253

data analysis, 347 End effect, 201
test methods, 346 Engineering activity, 107
model, 334 Environmental stress screening (ESS),
relation to failure, 340 413
reliability estimation Error column, 145, 169
pseudolife method, 334 Event symbols, 213
random-effect method, 337 circle, 213
bivariate normal distribution, 342 diamond, 214
Monte Carlo simulation, 341 house, 214
univariate normal distribution, 343 oval, 214
random-process, 346 rectangle, 213
Degradation screening, 414, 417 triangle in, 214
part-level, 419 triangle out, 214
Degrees of freedom, 144 Exact life, 267
Design control, 52, 203, 230 Exhaust gas recirculation (EGR), 134,
Design error, 194 205
Design of experiment, 136 Expected quality loss, 126–127
Design optimization, 156 External noise, 133
steps of, 160 Eyring relationship, 255
Design parameter, 130. See also Control generalized, 264
factor
Design verification (DV), 4, 379 F statistic, 167
Design-test-fix, 6, 230 Failure censoring, 267
Desirability function, 184 Failure coverage, 444, 445
Destruction limit, 326 Failure mode, 134
Detection, 203 Failure mode and effects analysis
Diagnostic system, 172 (FMEA), 195
on-board, 112, 174, 449 design FMEA, 196
Discrimination ratio, 395 process FMEA, 197
Discriminator screening, 414 software FMEA, 210
Distribution detailed level, 210–211
χ 2 (chi-square), 279, 288 system level, 210
beta, 408 system FMEA, 196
bimodal, 22, 418 Failure mode, effects and criticality
binomial, 77, 383, 398, 408 analysis (FMECA), 195
exponential, 17 Failure rate, 13
F , 167 Fatigue, 248
location-scale, 149, 292, 347, 355, 361 Fatigue life, 170, 257, 261
lognormal, 28 Fault tree analysis (FTA), 212
mixed Weibull, 22 dynamic, 229
normal, 26 Fault tree model, 212
Rayleigh, 20 Field failure, 477
smallest extreme value, 24 Field reliability, 420, 443
standard normal, 27 Filter, 449
Weibull, 19 Finite element analysis (FEA), 231
DMAIC, 56 First failure, 451
Dynamic FTA, 229 Fisher information matrix, 277
local estimate of, 277
Effects of failure, 200 FIT, 13
Effort function, 117 Fractional factorial design, 136
Electrical current, 250 Full factorial design, 136
Electromagnetic interference (EMI), 250 Fundamental column, 138
Electromigration, 246
514 INDEX

Gamma function, 20 Interval life data, 267

Gates Inverse power relationship, 259
AND, 214 Irreversible failure, 200
COLD SPARE (CSP), 229
EXCLUSIVE OR, 215 Kano model, 35
FUNCTIONAL DEPENDENCE Keystone component, 87
(FDEP), 229
HOT SPARE (HSP), 229 Laplace transform, 425
INHIBIT, 215 Left censored, 267
OR, 215 Life cycle cost, 128, 417
PRIORITY AND (PAND), 230 Life-noise factor relationships, 149
SEQUENCE ENFORCING (SENF), Life-stress relationships, 252
229 size, 263
VOTING, 215 temperature, 253. See also Arrhenius
WARM SPARE (WSP), 229 relationship and Eyring relationship
Generalized renewal process, 472 temperature and nonthermal, 264. See
Generated column, 139 also generalized Eyring
Graphical estimation, 293 relationship
Graphical response analysis, 161 current, 266
humidity, 265
Hard failure, 10 voltage, 265
Hazard function, 13 thermal cycling, 256. See also
Hazard plotting, 460 Coffin-Manson relationship and
Hazard rate, 13 Norris-Landzberg relationship
constant (CFR), 13, 20 usage rate, 261
decreasing (DFR), 13 vibration, 261
increasing (IFR), 13 voltage, 259. See also Inverse power
High-level redundency design, 74 relationship
Highly accelerated life test (HALT), 326 Likelihood function, 150, 274, 337
Highly accelerated stress screening complete exact data, 275
(HASS), 413 complete interval data, 276
Homogeneous population, 22 log, 274
Hot standby, 80 right-censored exact data, 275
House of quality, 35 right-censored interval data, 276
Humidity, 249 Linear graph, 138
absolute, 249 Linear regression analysis, 155, 254, 409
relative, 249, 265 Local effect, 201
Logic symbols, 214
ICOV, 62 Low-level redundency design, 73
Importance rating, 37–40
Inclusion-exclusion rule, 90 Main effect, 138
Independent column, 138 Main effect plot, 163
Infant mortality, 14, 412 Malfunction indicator light (MIL), 216
Inner array, 146 Market share, 34, 480
Integrated circuit (IC), 179 Maturity, 452
Intended function, 10, 134 Maximum likelihood estimator, 275
Interaction, 131 Mean cumulative function, 443
Interaction analysis, 132 Mean mileage to failure, 69
Interaction column, 139 Mean square, 167
Interaction plot, 163 Mean time between failures (MTBF), 78
Interdiffusion, 247 Mean time to failure (MTTF), 16
Intermediate event, 213 Mechanical stress analysis, 231
Intermittent failure, 200 Mechanical vibration, 233, 250
Internal noise, 133 Median, 17, 27, 28
INDEX 515

Memoryless property, 17, 472 Percentile, 16

Microcircuit, 260, 413 Performance degradation, 10, 200
Microsoft Excel, 27, 118, 280 Physical model, 252
Mileage, 14, 446 Plated through hole, 427
accumulation rate, 457 Poisson process, 18
Mileage to failure, 23, 467 nonhomogeneous (NHPP), 472
Minimal cut set, 89, 217 Population fraction failing, see
Minimal repair, 44, 472 Probability of failure
Mission time, 109 Positive correlation, 39
Mixed distribution, 22 Power spectral density, 251
ML Estimation, 295 Preventive maintenance, 482
Module reliability, 431 Prime system, 174
Multiple linear regression analysis, 258 Printed circuit board, 232, 430, 436
Multiple responses, 184 Probability density function (pdf), 12
Multiply right censored, 267 conditional, 456
Multistate, 10 joint, 407, 455
marginal, 407, 456
Natural frequency, 234 posterior, 407
Natural logarithm, 31 prior, 406
Negative correlation, 39 Probability of failure, 12
Noise effects management, 134 two-dimensional, 455
Noise-by-noise interaction, 149 Probability plots, 267
Noise factor, 133 complete exact data, 269
Nominal life, 253, 292 exponential, 268
Nominal-the-best characteristic, 125 interval data, 272
Nonlinear programming problem, 117 lognormal, 269
Nonlinear regression analysis, 155, 409 multiply right-censored exact data,
Norris-Landzberg relationship, 257 271
normal, 268
Occurrence, 202 plotting position, 269, 271
One-month effect, 14 singly right-censored exact data, 269
Operating characteristic (O.C.) curve, Weibull, 268
396 Probability ratio, 395
Operational limit, 326, 416 Process capability, 54
Optimal screen plan, 435 Process parameter, 41, 180
Optimal setting, 63, 132 Process validation (PV), 4, 379
Orthogonal array, 137 Process variation, 54
mixed-level, 142 Producer’s risk, 396
three-level, 140 Product life cycle, 2
two-level, 140 design and development, 2
Outer array, 146 disposal, 5
Overstressing, 241 field deployment, 4
Oxidation, 246 product planning, 2
product realization process, 2
Parameter production, 4
location, 20, 25, 26 verification and validation, 4
scale, 20, 25, 26, 28 Production cost, 45
shape, 20, 28 Product-limit estimate, 271
Parameter design, 130 Progressive stress testing, 242
steps of, 130 Proportional hazards model, 264
Partial derivative, 94, 277 Prototype, 381
Passive standby, 80 Pseudolife, 154, 334
p-chart, 478
P-diagram, 133 Quality characteristic
516 INDEX

Quality characteristic (continued ) Reliasoft, 68, 85, 348

life, 152, 153 Reliability task, 49
performance characteristic, 152 Reliability verification, 379
reliability, 151, 154 Renewal density function, 425
Quality control checkpoint, 41 Renewal equation, 425
Quality function deployment (QFD), 35 Renewal process, 425, 471
Quality loss coefficient, 125 Repair assumptions
Quality loss function, 125, 185 better-than-old-but-worse-than-new
Quasiphysical model, 253 repair, 473
good-as-new repair, 471
Random censoring, 267 same-as-old repair, 472. See also
Random stress, 243 Minimal repair
Random variable, 27, 395, 407 worse-than-old repair, 473
Random vibration, 251 Resistor, 27, 233, 378
Real-world usage profile, 42 Response surface methodology, 186
Redundency, 80 Restoration factor, 473
Relationship matrix, 36 Right censored, 267
Relative failure speed, 13 Risk priority number, 203
Relay, 263, 299 property of, 208
Reliability Risk set, 462
definition, 10 Robust design, 122
engineering, 1 three stages of, 129
function, 12 Robust reliability, 125
improvement, 122 Robustness, 124
metrics, 12–17 Root-mean-square acceleration, 261
modeling, 51, 431 Run size, 147
program, 48
generic, 49 Screen
management, 60 duration, 415, 435
product-specific, 56 module-level, 425
requirement optimal plans, 435
customer-driven, 42 part-level, 419
total cost-driven, 47 stress level, 416
warranty cost-driven, 44 stress type, 416
target, 44, 45, 106 two-level, 419
Reliability allocation, 106 Second-order noise effects, 149
AGREE allocation method, 111 Sequential life testing, 394
ARINC approach, 109 binomial, 398
criteria for, 107 exponential, 402
customer-driven allocation approach, Weibull, 404
113 Sequential regression, 458
equal allocation technique, 108 Severity, 201
optimal allocation method, 115 Shear strength, 180
Reliability block diagram, 66 Sigma, 61
Reliability degradation, 127 Signal, 133
Reliability deployment, 35 Signal-to-noise ratio, 157
Reliability design review, 53 Significance level, 167, 170
Reliability history analysis, 49 Singly right censored, 267
Reliability prediction, 51 Sinusoidal vibration, 251
Reliability software Six sigma, 61
Isograph, 212 design for (DFSS), 62
Item, 68, 85, 212 Smaller-the-better characteristic, 126
Minitab, 27, 161, 257, 271, 348 S − N curve, 256, 393
Relex, 68, 85, 212 Soft failure, 10
INDEX 517

Software failure, 210 Top event, 212

Special cause, 239, 481 Top-down process, 106, 212
Standard deviation, 17 Total cost, 47, 417, 435
Standardized variance, 306, 316 TRIZ, 130
Statistical process control (SPC), 477 Two-dimensional reliability, 455
Step-stress testing, 242 Type I censoring, 266
Stress derating, 52 Type I error, 174, 396, 414
Stress relaxation, 351 Type II censoring, 267
Stress screening, 412 Type II error, 174, 384, 396, 414
Sum of squares
of error, 167 Unit-to-unit noise, 133
of factor, 167 Unreliability, 72. See also Probability of
total corrected, 166 failure
Surface-mounted technology, 427 Usage, 243
Survival function, 12 accumulation models, 456
Switching system, 80 rate, 243
System Usage to failure, 243, 262, 455
bridge, 87 Use condition, 292
complex, 84
definition, 65 Variance, 17
k-out-of-n, 77 Variance-covariance matrix, 277
F system, 77 sample, 338
G system, 77 Vibration analysis, 233
parallel, 71 Virtual age, 473
parallel-series, 74 Voltage, 249
redundant, 79
reliability evaluation
decomposition method, 87 Warm standby, 80
minimal cut set method, 89 Warranty cost
reduction method, 85 estimation, 473
series, 68 maximum allowable, 44
series-parallel, 73 models, 474–476
System design, 129 reduction, 480
Warranty data, 447
database, 448
Tail testing, 389 limitation, 450
risk, 391 mining strategy, 448
sample size, 390 structure, 451
test method, 389 types, 447
Taylor series expansion, 92, 127 Warranty dropout, 458
Technical axis, 36 Warranty period, 444
Technical characteristic, 39 Warranty policies, 443
Technical importance, 39 combination free and pro-rata
Thermal analysis, 232 replacement policy, 446, 475
Thermal cycling, 248 free replacement policy, 445, 474
Threshold nonrenewing, 446
tightened, 358 pro-rata replacement policy, 445, 474
usual, 359 renewing policies, 446
Time censoring, 266 two-dimensional, 446
Time scale, 444 Warranty repair models, 471–473
Time to market, 7, 33, 383 Windshield wiper system, 37
Tolerance, 125
Tolerance design, 130