Professional Documents
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Applied
Reliability
Techniques for Reliability
Analysis
with
Applied Reliability Tools (ART)
(an EXCEL Add-In)
and
JMP Software
STAT-TECH
Spring 2010
Applied Reliability 2
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Reference
Table of Contents
Combinatorics
Multiplication Rule
Permutations (Spreadsheet Function)
Combinations (Spreadsheet Function)
Binomial Distribution
Binomial Experiment
Probability Calculations
Parameter Estimation and Application
Confidence Intervals
Poisson Distribution
Approximation to Binomial
Probability Calculations
Parameter Estimation and Application
Confidence Intervals
Hypergeometric Distribution
Probability Calculations
Application
Acceptance Sampling
Risks
Operating Characteristic Curves
Sampling Plan
LTPD Plans
Adjusting Sampling Plans
Minimum Sample Size Plans
AOQ Curve and AOQL
Control Charts for Reliability
Cumulative Count Control Charts
Applied Reliability 4
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Combinatorics
Permutations
The number of ways to arrange n objects in
order:
Examples:
Combinatorics
Combinations
The number of ways of combining r objects
taken from n available in which order is not
important:
n n 1
r!
n r 1 n!
r ! n r !
n
r
Note: 0! = 1 1 n
n
0
n
1
Examples:
Eight players offer to play for the company golf
team in a tournament. How many different four
person teams can I make up?
Class Project #1
Combinatorics:
Consider the three objects: A, B, C.
List them:
List them:
List them:
Applied Reliability 8
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Class Project #1
Combinatorics:
Consider the three objects: A, B, C.
3!/(3-2)! = (3x2x1)/(1) = 6.
List them:
AB AC BA BC CA CB
3!/(2!1!) = 3.
List them:
AB AC BC
Applied Reliability 9
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Class Project #2
Combinatorics
1. How many different eleven letter words
can be formed from the letters in the word
MISSISSIPPI?
Class Project #2
Combinatorics
n! n
r ! n r ! r
Applied Reliability 11
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Permutations and
Combinations in EXCEL
Applied Reliability 12
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Binomial Experiment
Necessary Conditions
Binomial Distribution
Derivation
Let p be the probability of failure, given
by the CDF at time t; then 1 - p is the
probability of survival. Consider n units
on test for time t. Designate a failure by F
and a survival by S. For the specific
sequence with x failures and (n-x) survivals:
F F ... F S S ... S
The probability of this sequence is:
p x 1 p
nx
Since there are
n
x
ways of x failures occurring among n units,
the probability of x failures among n units
on stress is given by the binomial distribution
probability mass function (PMF)
P x p 1 p
n
x
x nx
Applied Reliability 14
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Binomial Distribution
Probability Function
20 units are placed on stress for 100 hours.
The CDF at 100 hours is 20%. The graph
below shows the binomial distribution
probabilities for x failures at 100 hours,
x = 0,1,2,
n = 20, p = 0.2:
25.0%
20.0%
Probability of x Failures
15.0%
10.0%
5.0%
0.0%
0 1 2 3 4 5 6 7 8 9 10 11
x = Number of Failures
Applied Reliability 15
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Binomial Distribution
Cumulative Function
Note
n
P ( X x ) P ( X x 1) P (k )
k x 1
P( X x ) P( X x ) 1
P (at least one) 1 P 0
Applied Reliability 16
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Binomial Distribution
Cumulative Function
Binomial CDF
1
Probability of x or less Failures
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8 9 10 11 12
x = Number of Failures
Applied Reliability 17
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Binomial Distribution
Properties
np 1 p
Applied Reliability 18
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Binomial Distribution
Calculations in EXCEL
=BINOMDIST(x, n, p, 0 or 1)
Fourth argument is:
0 or false = individual probability
1 or true = cumulative probability
Applied Reliability 19
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Class Project #3
Binomial Distribution:
Class Project #3
Binomial Distribution:
Binomial Distribution
Parameter Estimation
Estimation of p:
In a binomial experiment, the probability of
failure p at a given time is estimated by the
proportion of failures observed out of n units.
Thus,
p x / n
where x is the number of failures:
x = 0,1,2,...,n.
p F t
Confidence Intervals on p:
Instead of just a point estimate for p, we
may specify a confidence interval that
captures the true (population) p with a
certain level of confidence.
Applied Reliability 24
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Binomial Distribution
95% Confidence Intervals for Proportions
Clopper and Pearson Chart
Applied Reliability 25
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Binomial Distribution
Exact Confidence Limits Using
EXCEL:
Exact confidence limits for the population parameter
p may be found using the Inverse Beta function in
EXCEL.
Example: n =100, x = 2,
Class Project #4
Binomial Distribution:
Fifty devices are stressed for 168 hrs. The
probability of a device failing by 168 hrs is 0.05
or 5%.
Determine:
Class Project #4
Binomial Distribution:
Fifty devices are stressed for 168 hrs. The
probability of a device failing 168 hrs is 0.05 or 5%.
Determine:
np = 50x0.05 = 2.5
0.45
0.4
Binomial
0.35
Probability Function
Poisson
0.3
0.25
0.2
0.15
0.1
0.05
0
0 1 2
Number of Failures
We want P( X 2) P0 P1 P2
Binomial Solution:
P X 2 0.4047 0.3679 0.1654 0.9381
Poisson Solution:
P X 2 0.4066 0.3659 0.1647 0.9337
Applied Reliability 30
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Poisson Distribution
Applications of Poisson Distribution
Poisson Distribution
Calculations in EXCEL
=POISSON(x, l, 0 or 1)
Applied Reliability 32
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Class Project #5
Poisson Distribution:
The average defect density is 0.01 defects per square
inch. The wafer area is 200 square inches. Ten wafers
are randomly selected from a lot of fifty.
What is:
Class Project #5
Poisson Distribution:
The average defect density is 0.01 defects per square
inch. The wafer area is 200 square inches. Ten wafers
are randomly selected from a lot of fifty.
Poisson Distribution
Estimation of l
Poisson Distribution
Table of Confidence Limits Based
on Observed Count
Confidence
Level 90% 95% 99%
alpha 0.1 0.05 0.01
Observed
Count
X lower limit upper limit lower limit upper limit lower limit upper limit
0 0.00 3.00 0.00 3.69 0.00 5.30
1 0.05 4.74 0.03 5.57 0.01 7.43
2 0.36 6.30 0.24 7.22 0.10 9.27
3 0.82 7.75 0.62 8.77 0.34 10.98
4 1.37 9.15 1.09 10.24 0.67 12.59
5 1.97 10.51 1.62 11.67 1.08 14.15
6 2.61 11.84 2.20 13.06 1.54 15.66
7 3.29 13.15 2.81 14.42 2.04 17.13
8 3.98 14.43 3.45 15.76 2.57 18.58
9 4.70 15.71 4.12 17.08 3.13 20.00
10 5.43 16.96 4.80 18.39 3.72 21.40
11 6.17 18.21 5.49 19.68 4.32 22.78
12 6.92 19.44 6.20 20.96 4.94 24.14
13 7.69 20.67 6.92 22.23 5.58 25.50
14 8.46 21.89 7.65 23.49 6.23 26.84
15 9.25 23.10 8.40 24.74 6.89 28.16
16 10.04 24.30 9.15 25.98 7.57 29.48
17 10.83 25.50 9.90 27.22 8.25 30.79
18 11.63 26.69 10.67 28.45 8.94 32.09
19 12.44 27.88 11.44 29.67 9.64 33.38
20 13.25 29.06 12.22 30.89 10.35 34.67
21 14.07 30.24 13.00 32.10 11.07 35.95
22 14.89 31.41 13.79 33.31 11.79 37.22
23 15.72 32.59 14.58 34.51 12.52 38.48
24 16.55 33.75 15.38 35.71 13.26 39.74
25 17.38 34.92 16.18 36.90 14.00 41.00
26 18.22 36.08 16.98 38.10 14.74 42.25
27 19.06 37.23 17.79 39.28 15.49 43.50
28 19.90 38.39 18.61 40.47 16.25 44.74
29 20.75 39.54 19.42 41.65 17.00 45.98
30 21.59 40.69 20.24 42.83 17.77 47.21
Applied Reliability 36
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Poisson Distribution
Exact Confidence Limits Using
EXCEL:
Exact confidence limits for the population parameter
l may be found using the inverse chi-squared
distribution (CHIINV(probability; degrees of freedom))
in EXCEL.
EXAMPLE:
Suppose we open three boxes of cereal and find a total
of 9 raisins. The average estimate lis 3 raisins per box.
The 90% confidence interval on:
the total count for three boxes is 4.70 to 15.71
the average per box l is 1.57 to 5.24.
(CI width is 3.67.)
Class Project #6
Poisson Distribution:
1000 randomly selected lines of code are
inspected. Twenty three bugs are found.
Assuming a Poisson distribution:
Class Project #6
Poisson Distribution:
1000 randomly selected lines of code are
inspected. Twenty three bugs are found.
Assuming a Poisson distribution:
Answer: 23
Answer:
Poisson Distribution
Hypergeometric Distribution
Application:
Fixed number of trials.
Two possible outcomes: Success or failure.
Hypergeometric Distribution
Formula:
The probability of getting exactly x rejects in a
sample of size n drawn from a finite lot of size N
that contains a total of m rejects is
P x
m N m
nx
x
N
n
where x = 0,1,2,3,...
Class Project #7
Hypergeometric Distribution:
Class Project #7
Hypergeometric Distribution:
P 2
m
x
N m
nx
45 x1
0.237
10
2
10
0
190 N
n
20
2
Hypergeometric Distribution
Calculations in EXCEL
= hypgeomdist( x; n; m; N)
Applied Reliability 46
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P 1
8
1
0.03357
15 8
6 1
15
6
Applied Reliability 48
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This probability is
P 0
0.001399
8
0
15 8
6 0
15
6
Class Project #8
Fishers Exact Test
Class Project #8
Fishers Exact Test
P 0
0.0925
4 35 4
15 0
0
35
15
=HYPGEOMDIST(0,4,35,15)=0.092532
Applied Reliability 51
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Acceptance Sampling
Risks
Accept or reject a lot based on the
results of looking at a sample of size n
randomly drawn from a lot of size N.
Operating Characteristic
(O.C.) Curve
Plot of PA versus p:
For a given sampling plan (sample size n and
acceptance number c), the probability of
acceptance will depend on the incoming lot
percent defective p. A plot of the probability of
acceptance PA versus the lot percent defective
p is called an O.C. curve.
OC Curve
1.00 n = 50 c =3
0.90
Probability of Acceptance
0.80
0.70
0.60
0.50
0.40
0.30
0.20
0.10
0.00
0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20%
Lot Percent Defective
Applied Reliability 53
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Example:
P X 2 P 0 P 1 P 2
P 0 1 p
n
P 1 np 1 p
n 1
n n 1
P 2 p 2 1 p
n 2
2
With n = 100, now try different p values, using ART.
OC Curves
Fixed c, Varying Sample Sizes n:
1.00
0.90
0.80
Probability of Acceptance
0.70 c =3
0.60
0.50
n = 50
0.40
n = 100
0.30
0.20 n = 300
0.10
n = 500
0.00
0% 5% 10% 15% 20% 25%
Lot Percent Defective
0.80
0.70 n = 50
0.60
0.50
c =0 c =1 c =2 c =3
0.40
0.30
0.20
0.10
0.00
0% 5% 10% 15% 20% 25%
Lot Percent Defective
Applied Reliability 55
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Sampling Plan
A sampling plan is a specified sample size n and
acceptance number c. A sampling plan generates a
specific O.C. curve.
LTPD Table
Consumers Risk b = 10%
Applied Reliability 61
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Class Project #9
Class Project #9
ln b
n
ln 1 p
Sampling Plans:
We're willing to accept at most a 10%
chance of permitting a failure fallout as
high as 1.0%.
ln0.1
n 229
ln(1 .01)
Applied Reliability 72
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Sampling Plans
The Meaning of AQL and LTPD
Sampling Plans
Outgoing Quality
Sampling Plans
AOQ Curve and AOQL
EXCEL Worksheet
Applied Reliability 75
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p 1 p
UCL p z1a
n
Three-Sigma Control Chart for Binomial Proportions
Applied Reliability 77
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Interpretation
0.6931
Median
p
ln1 a / 2
nLCL
ln1 p
lna / 2
nUCL
ln1 p