CGE676
Reliability and Maintenance
Engineering
Chapter 2
Statistical Reliability
Rules of Probability
Basic Statistic in Reliability
Probability
E.g Flip a coin 1 time
Examples Either H or T
Toss a fair coin P(A) = Head – 1
P(B) = Tail – 1
Roll a dice Sample space = H,T
E.g Roll a dice 1 time
Either 1,2,3,4,5,6
P(A) = Get no 1
P(B) = Get no 2
Sample space = 1,2,3,4,5,6
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Basic Statistic in Reliability
Probability
• For any event A: 0≤P(A)≤1
• P(S) = 1
• if events A, B mutually exclusive
P(A U B) = P(A) + P(B)
Complement rule: P(A’)=1-P(A)
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Basic Statistic in Reliability
Probability
• Conditional probability
P(A) = P(A|S)
P(A), P(B) and P(A∩B) are “absolute” terms with
respect to S
P(B|A) is “relative” to the reduced sample space A
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Basic Statistic in Reliability
Probability
• Conditional probability
P(B|A) = ?
P(B|A) P(A|B)
P(A|B) ≥ P(A ∩ B)
P(B|A) ≥ P(A ∩ B)
Example: Someone tosses a dice, covers it up and
tells you that the number is greater than 3. What
is the probability that the number is even?
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Basic Statistic in Reliability
Probability
• Conditional probability
Solution:
A = {the number is greater than 3)
B = {the number is even}
P(B|A)= P(A∩B) = P({4,6}) = 2
P(A) P({4,5,6}) 3
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Basic Statistic in Reliability
Probability
• Multiplicative Rule
P(A∩B) = P(A|B)P(B) = P(B|A)P(A)
If P(B|A) = P(B), P(A|B) = P(A)
P(A∩B) = P(A)P(B)
Events A and B are independent if and only if P(A∩B) = P(A)P(B)
Example: Suppose 5 defective light bulbs were
inadvertently packed in a box with 20 good ones.
Someone randomly selected 2 light bulbs from
the box (without replacement). What is the
probability that both of them are defective?
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Basic Statistic in Reliability
Probability
• Multiplicative Rule
Solution:
A = {first light bulb removed is defective)
B = {second light bulb removed is defective}
P (A) = 5/25 = 1/5
P(B|A)= 4/24 = 1/6
P(A∩B) = P(B|A)P(A) = (1/6)(1/5) = 1/30
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Basic Statistic in Reliability
Probability
• Law of Total Probability (LTP)
If A1, A2, ….. An are mutually exclusive and
exhaustive event in S, then for any other event B in
sample space S,
P(B) = P(B|A1)P(A1)+……+P(B|An)
= P(B|Ai)P(Ai)
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Basic Statistic in Reliability
Probability
• Law of Total Probability (LTP)
Example: An electrical appliance retailer sells three brands of
TVs, and their market shares are respectively 50%, 30%, 20%. It
is estimated that 2.5% of brand 1’s, 2% of brand 2’s, and 1% of
brand 3’s TV will be returned by customers for repair while
under the one-year warranty offered by manufacturers.
i) What is the probability that a random customer purchases
a brand 1’s TV and has to return it to the retailer for repair
covered by the one-year warranty?
ii) What is the probability that a TV sold by the retailer will
be returned for warranty repair work?
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Basic Statistic in Reliability
Probability
• Law of Total Probability (LTP)
Solutions:
Ai = {TV sold is brand i}, i=1,2,3
B = {TV requires warranty repair work}
P(A1) = 0.5, P(A2) = 0.3, P(A3) = 0.2
P(B|A1)=0.025, P(B|A2)=0.02, P(B|A3)=0.01
i) P(B∩A1)= P(B|A1) P(A1)=0.0125
ii) P(B)= P(B|A1) P(A1) + P(B|A2) P(A2) +P(B|A3) P(A3)
=0.0125 + 0.02x0.3 + 0.01x0.2
=0.0205
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Basic Statistic in Reliability
• Probability of failure, F(t)
• A variable is a quantity whose value changes
• Random variables – is a set of possible values from a
random experiment.
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Probability distribution
• Classified into discrete and continuous
– Discrete: involve the counting of particular event (eg: rolling dice,
drilling exploratory wells in a new field or basin
– Continuous: Eg. Petroleum reserve, porosity, permeability, recovery
factor, cash flow, etc.
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Basic Statistic in Reliability
• Discrete random variables - Can assume a finite
number of values or a countable infinity of values or a
variable whose value is obtained by counting.
Example 1: Toss a coin twice,
count Tails?
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Basic Statistic in Reliability
• Continuous random variables - set of possible values
is an entire interval of numbers/ variable whose
value is obtained by measuring.
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Probability distribution
• Cumulative distribution function (CDF)
F(x) = P(X≤x) = ∑v:v<xp(y)
CDF calculates the cumulative probability for a given x-value. Use the CDF
to determine the probability that a random observation that is taken from
the population will be less than or equal to a certain value.
Example 2: Toss two dice. Define r.v X as the sum of two dice. Find p(x)
and F(x)?
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Probability distribution
• Cumulative distribution function (CDF)
x P(x) = P(X=x) F(x) = P(X≤x)
1 P(X≤1) = 0 0
2 P(X=2) = 1/6 x 1/6 = 1/36 1/36
3 P(X=3) = 2/36 = 1/18 1/12
4 P(X=4) = 3/36 = 1/12 1/6
5 P(X=5) = 4/36 = 1/9 5/18
6 P(X=6) = 5/36 5/12
7 P (X=7) = 6/36 = 1/6 7/12
8 P(X=8) = 5/36 13/18
9 P(X=9) = 4/36 = 1/9 5/6
10 P(X=10) = 3/36 = 1/12 11/12
11 P(X=11) = 2/36 = 1/18 35/36
12 P(X=12) = 1/36 1
13 P(X≥13) = 0 1
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Probability density function (PDF)
• Continuous r.v
– A probability distribution or probability density function (p.d.f.)
of a continuous r.v. X is a function fX(x) such that for any number
a≤b the probability that X assumes a value in the interval [a, b] is
given by:
- area under the graph
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Probability density function (PDF)
• Continuous r.v
Uniform Probability Distribution
Normal Probability Distribution
Exponential Probability Distribution
f (x) Exponential
Uniform
f (x)
Normal
f (x)
x
x
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Probability density function (PDF)
• Continuous r.v
Uniform Probability Distribution
Appears as a rectangle or square on the probability distribution plot
Each value of the parameter in the given range appears to have an equal
chance of occurrence
f (x) = 1/(b – a) for a < x < b
=0 elsewhere
Uniform
f (x)
E(x) = (a + b)/2
Var(x) = (b - a)2/12
x
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Probability density function (PDF)
• Continuous r.v
Normal Probability Distribution
Widely used
Eg: heights of people, specific measurements, test scores, etc
Normal PDF
1 ( x )2 /2 2
f (x) e
2
Normal
f (x)
x
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Probability density function (PDF)
• Continuous r.v
Normal Probability Distribution
Widely used
Eg: heights of people, specific measurements, test scores, etc
Normal PDF
Characteristics:
Symmetrical around the mean (f(µ+x)=f(µ-x) for x>0), i.e., each
half is mirrored by the other
Asymptotic to the horizontal axis (approach 0 as x goes to ∞ and
-∞
Unimodal (maximum occurs at x= µ)
A family of curves (for different µ and σ)
Area under the curve = 1
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Normal distribution distribution
• Application in reliability engineering:
Can be used to describe the lifetime behavior of component
suffering from wear-out mechanisms.
This becomes evident from the hazard rate function.
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Lognormal distribution
• A random variable X is said to have the lognormal distribution, with
parameters μ and σ, if ln(X) has the normal distribution with mean μ
and standard deviation σ.
• The lognormal density function is given by:
• Properties of lognormal distribution:
Having the close relationship with normal distribution
Takes only positive values
Skewed to the right
Approached when σ gets smaller
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Lognormal distribution
• Application in reliability engineering:
Suited for fitting to lifetime variables that are governed by
fatigue processes.
Can be used to describe the lifetime behavior of
component suffering from wear-out mechanisms.
Evident from the hazard rate function.
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Exponential distribution
• A widely used probability distribution function in maintenance and
reliability work
• Probability density function
• Probability of failure, distribution function
• Reliability
f (x) Exponential
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Probability density function (PDF)
• Properties of PDF:
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Probability density function (PDF)
• Example 3: Probability density function for r.v X,
Calculate P(-10≤x≤10)?
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Probability density function (PDF)
• Solution
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Cumulative density function (CDF)
• The cumulative distribution function (CDF) F(x) of a
continuous rv X with pdf fX(x) is given by :
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Cumulative density function (CDF)
• Properties of CDF:
• For a continuous rv X whose pdf is defined by fX(x), its mean is
given by
• Its variance, var(X) or σX2 is given by
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Relationship between measures
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Applications in reliability engineering
problems
Example 4:
Assume that the time to failures of an equipment is
exponentially distributed and its failure rate is 0.003 failures per
hour. Calculate the equipment's reliability for a 10-hour mission?
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Application in reliability problems
Solution:
An approximately 97% chance that the equipment will not fail during
the 10-hour mission. More specifically, its reliability will be 0.9704.
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Laplace transform
• Provides a useful method of solving certain types of
differential equations when certain initial conditions are
given, especially when the initial values are zero.
• Laplace transform of function f(t) is defined by;
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Laplace transform
• Laplace Transforms of some frequently occurring functions in maintainability, maintenance,
and reliability studies:
f(t) f(s)
c (a constant)
tK, for K=0, 1, 2, 3,…
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Next Lecture……
• More applications of statistical reliability
• Reliability network
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