Probability and Reliability

Outline:

Basic descriptive statistics
Basic probability concepts
Probability distributions
Binomial distributions
Exponential distributions
Reliability
Confidence intervals
How do I describe a
random variable?
How do I calculate
reliability
How do I calculate
probabilities?
Basic descriptive statistics
Mean
Median
Mode
Standard deviation
Coefficient of variation
Higher-order moments
Average (expected) value
50
th
-percentile value
(50% above, 50% below)
Most likely value
Measure of dispersion
about the mean
Dimensionless measure
of variability (COV=o/)
Skewness, flatness, etc.
Axioms of probability
Discrete and continuous distributions
PDFs and CDFs
Probability calculations
Basic probability concepts
Three (3) basic axioms
What is the probability of ?
Statistical independence
(important concept)
A B
A intersectsB
P(A B) = P(A)P(B/A) = P(A) P(B)
IF A and B are independent
Sample probability functions
(density, and cumulative distribution functions)
}

= s =
a
X X
dx x f a X P a F ) ( ] [ ) (
Some common distributions
Discrete
Binomial
Pascal (r)
Geometric (r=1)
Poisson
Negative Binomial

Continuous
Uniform
Normal
Lognormal
Gamma (r)
Exponential (r=1)

Probability calculations
What is the probability of a random variable being
equal to some value ?

What is the probability of being less than some value?



What is the probability of being between two values?



}

= s =
a
X X
dx x f a X P a F ) ( ] [ ) (
) ( ) ( ) ( ] [ a F b F dx x f b X a P
X X
b
a
X
= = s <
}
Binomial distribution
Binomial distribution is a discrete distribution, and is used for situations
where individual trials, experiments, or tests have only two possible
outcomes such as success/failure, go/no-go, defectetive/non-defective or
pass/fail.

r N
r
p p
r N r
N
p N r

= ) 1 (
)! ( !
!
) , / ( p
N is the sample size ( in a trial)
r is the number of events of interest
observed in the sample (i.e. failures, or
defectives)
p is the proportion of events of interest
in the population
p(r / N, p) also can be written as
P (r, N, p) not to be confused with p.
Binomial Distribution (contd)
Example 1:
The proportion of defectives in a product line is 1%. Take a random
sample of 25. What is the probability that this sample has one
defective ?
N = 25, p = 0.01, r = 1



What if p = 0.001 ?

1964 . ) 1 (
)! ( !
!
) 01 . 0 , 25 / 1 ( p =

= = = =
r N
r
p p
r N r
N
p N r
0244 . ) 1 (
)! ( !
!
) 001 . 0 , 25 / 1 ( p =

= = = =
r N
r
p p
r N r
N
p N r
Binomial Distribution (contd)
Example 2:
The failure rate of a device on demand is 10
-4
. What is the probability
that 3 out of 4 devices fail at demand ?
N = 4, r = 3, p = 10
-4


Np p p
r N r
N
p N r
r N
r
~ 10 996 . 3 ) 1 (
)! ( !
!
) 10 , 4 / 3 ( p
12 4
=

= = = =
Exponential Distribution
The Exponential Distribution is widely used in reliability
engineering to estimate failure probability as function of
time.

0
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
T
P
(

,
T
)
) exp( ) , ( ' T T p =
is the failure rate
T is time to fail
0
0 0
0
0
( , ) ( / )
'( , ) 1 exp( )
T
F T P T T
p T dT T


= s
= =
}
Exponential Distribution
(contd)
Example 1:
An electric motor's constant failure rate is 0.0004 failures/hr. Calculate
probability of failure for a 150 hr mission.
Operating time starts at t = 0.
= 0.0004, T
0
= 150 hr


Mean life expectancy E(T) = 1/ = 2500 hr

0 0 0
( , ) ( / ) 1 exp( ) 0.0582 F T P T T T = s = =
What if = 0.004 ?

F(,T
0
) = 0.4512, E(T) = 1/ = 250 hr
Exponential Distribution
(contd)
Example 2:
A CD player has an average record of successfully operating and
providing listening enjoyment for more than 5,000 hours on the
average before requiring repairs. A customer is planning on buying
a CD player for installation in a boat that will be taking an extended
cruise that will demand 4,000 hours of play before being able to
obtain repairs or routine maintenance. How reliable will the CD
player be for the customer? (Assume an exponential distribution)


Exponential Distribution
(contd)
Mean life expectancy E(T) = 1/ = 5000 hr, so = 1/5000 = 0.00002
per hr

0 0 0
0 0
( , 4000) ( 4000/ ) 1 exp( ) 0.5507
( 4000/ ) 1 ( , 4000) 0.4493
F T P T T T
R T F T


= = s = = =
= = = =
Reliability R(t) is the probability that no system failure
will occur in a given time interval.
As expected this is not a good reliability for such a task.
# of components
in Series
Component
Reliability =
99.999%
Component
Reliability =
99.99%
100 99.9 99.01
250 99.75 97.53
500 99.50 95.12
1000 99.01 90.48
10,000 90.48 36.79
100,000 36.79 0.01
Reliability as a function of System Complexity

Confidence Intervals
Example 1:
For quality control, a random sample of 25 are taken from a large
population of products. What is the defective proportion, if one
defective product is found in the sample ?
N = 25, r = 1 p = ?

p
e
= r/N = 1/25 = 0.04
Confidence Intervals (contd)
{ }
2
2 2
2
4
) 1 (
2 N
Z
N
p p
Z
N
Z
p
Z N
N
e e
e
+

+
+
For a 95% confidence interval, Z = 1.96
p
U
= 0.1954
p
L
= 0.0071
It means that if the same population is sampled on numerous occasions
and interval estimates are made on each occasion, the resulting intervals
would bracket the true population parameter in approximately 95% of the cases.

N p
U
p
L

25 0.1954 0.0071
100 0.0984 0.0157
500 0.0610 0.0260
Where p
e
is the observed p, and Z is the standard score for confidence asked
From Binomial:
Confidence Intervals (contd)
Example 1:
An electric motor fails after 150 hr operation. Estimate the 90% confidence
interval of the failure rate .
2 /
!
) (
) , / (
0 0
o

= =

=

=
e U e
r
r
r
U
T
U
r
r
r
T e
T r p
2 / 1
!
) (
) , / (
1
0
1
0
o

= =


=

=
e L e
r
r
r
L
T
L
r
r
r
T e
T r p
Use exact confidence interval for Poisson process:
r
e
is the observed r=1 (one failure). o is for 100(1-o) % confidence ; that is o = 0.1

U
= 0.032,
L
= 0.000355

U
< <
L

e
= 1/150 = 0.0067 (failures per hour)
Questions / Discussion