Binomial Distribution (p+q) 2 = p 2 + 2pq + q 2 (p+q) 3 = p 3 + 3p 2 q + 3pq 2 + q 3 = n C r r) - (n r! n! Required conditions: - number of trials (n) must be known - all trials are independent - each trial results in either a success (p) or failure (q) i.e. p + q = 1 - values for p and q are constant for each trial Probability of exactly r failures (and n- r successes), P r = n C r p (n-r) q r
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Required conditions:- number of trials (n) must be known - all trials are independent- each trial results in either a success (p) or failure (q) i.e. p + q = 1- values for p and q are constant for each trial
Probability of exactly r failures (and n-r successes),
Pr = nCr p(n-r) qr
Coefficients of Binomial Distribution
No. of combinations of r successes (or failures) in n trials = = nCrr)!-(n r!
n!
If ‘n’ is small, Pascal’s Triangle:
1
1 1 n=1 (p+q)1 = 1p + 1q
1 2 1 2 (p+q)2 = 1p2 + 2pq + 1q2
1 3 3 1 3 (p+q)3 = 1p3 + 3p2q + 3p2q + 1q2
1 4 6 4 1 4
1 5 10 10 5 1 5
Example Consider the case in which the probability of success in a single trial is ¼ and four trials are to be made. Evaluate the individual and cumulative probabilities of success in this case.
n = 4, p = ¼ , q = 1 – ¼ = ¾
(p+q)4 = p4 + 4p3q + 6p2q2 + 4pq3 + q4
Number of Cumulative successes failures Individual probability probability
Probability Distributions Probability Distribution Function
0.0
0.2
0.4
0.6
0.8
1.0
0 1 2 3 4# of Heads, x
Cu
m. P
rob
ab
ility
, F(x
)
Probability Density Function
0.0
0.1
0.2
0.3
0.4
0 1 2 3 4# of Heads, x
Pro
bab
ilit
y, f(
x)
Moments of Binomial Distribution:
Expected # of successes, E(x) = n.pwhere,n = # of trials or samplesp = probability of successq = probability of failure
Std. Deviation, σ(x) = √ n.p.q
Example
A product is claimed to be 90% free of defects. What is the expected value and standard deviation of the number of defects in a sample of 4?
Here, n = 4p(defect) = 0.1
E(defects) = n.p= 4 x 0.1 = 0.4
σ(defects) = √ npq
= √ 4 x 0.1 x 0.9 = 0.6
Binomial Distribution Application
Binomial Distribution can be used to determine the probability of all possible outcomes in a system. Only a restricted number of outcomes (and their probabilities) are usually of interest in engineering applications, e.g. outcomes that lead to system failure.
Example:It is known that, in a certain manufacturing process, 1% of the products are defective. If the a customer purchases 50 of these products selected at random, what is the probability that he receives 2 or less defective products?
Example: The manufacturing company has a policy of replacing, free-of-charge, all defective products that are purchased. If the product manufacturing cost is $10 per unit and each product is sold for $15, how much profit is made?
p(defect) = 0.01For 1000 products, n = 1000Expected # of defects, E(defects) = n.p = 10
Therefore, 1010 products must be manufactured to sell 1000 products.
Manufacturing cost = $10 x 1010 = $10,100Income = $15 x 1000 = $15,000
Profit = $15,000 - $10,100 = $4900Profit per unit = $4900/1000 = $4.90
Example:
If the company decides to increase the manufacturing cost to $10.05 per unit in order to decrease the probability of defects to 0.1%,
p(defect) = 0.001For 1000 products, n = 1000Expected # of defects, E(defects) = n.p = 1
Therefore, 1001 products must be manufactured to sell 1000 products.
Manufacturing cost = $10.05 x 1001 = $10,060.05Income = $15 x 1000 = $15,000
Profit = $15,000 - $10,060.05 = $4939.95Profit per unit = $4939.95/1000 = $4.94
Effect of Redundancy Consider a system consisting of 4 identical components, each having a failure probability of 0.1.
Capacity (MW) Load Loss Prob Li x pi Out In Li (MW) pi (MW) (a) 1 x 10 MW 0 10 0 0.98 0 10 0 10 0.02 0.2 0.2 (b) 2 x 10 MW 0 20 0 0.9604 0 10 10 0 0.0392 0 20 0 10 0.0004 0.004 0.004 (c) 3 x 5 MW 0 15 0 0.941192 0 5 10 0 0.057624 0 10 5 5 0.001176 0.00588 15 0 10 0.000008 0.00008 0.00596 (d) 4 x 3.33 MW 0 13.33 0 0.92236816 0 3.33 10 0 0.07529536 0 6.67 6.67 3.33 0.00230496 0.00768320 10 3.33 6.67 0.00003136 0.00020907 13.33 0 10 0.00000016 0.00000160 0.00789387
ELL = 0.004 MW = 4.00 kW
ELL = 0.00596 MW = 5.96 kW
ELL = 0.00789 MW = 7.89 kW
Comparative Analysis
On the basis of the expected load loss only the alternative b is most reliable System LOLE D/YEAR INVESTMANT
1X10MW 3.65 1 P U
2X10MW 0.15 2
3X5MW 0.43 1.5
4X3.33MW 0.85 1.33
On the basis of investment alternative c can be adopted though it have higher LOLE
Effect of unit unavailabilitySystem ELL (kW) at Different Unit FOR’s
2% 4% 6%) (a) 1 x 10 MW 200 400 600 (b) 2 x 10 MW 4.00 16.00 36.00 (c) 3 x 5 MW 5.96 23.68 52.92 (d) 4 x 3.33 MW 7.89 31.12 69.09
These result indicate that the ELL and any reliability index is very Sensitive to an increase in value of unavailability (FOR)
System with Non-identical ComponentsAll components must be identical to apply the Binomial Distribution.If components of a system have non-identical capacities:
- Units with identical capacities are grouped together- COPT is developed for each group- COPT for different groups are combined, one at a time- Final COPT for the system is used for reliability evaluation
A pumping station has 2 x 20 t/hr units, each having an unavailability of 0.1, and 1 x 30 t/hr unit with an unavailability of 0.15. Calculate the capacity outage probability table for this plant.
COPT for 2 x 20 t/hr units: COPT for 1 x 30 t/hr unit:Units Out
A 60 MW generation plant consists of one 20 MW and four 10 MW units. The plant must satisfy a load demand of 45 MW. What is the Loss of Load Probability (LOLP) and the Expected Load Loss (ELL)? Each 10 MW unit has an unavailability (or Forced Outage Rate, FOR) of 0.1, and the 20 MW unit has a FOR of 0.15.
Mixture of the exponential Distribution
• Let i= denotes the failure rate of the items coming from the plant I for i=1,2 …. . The items are mixed up before they are sold . The fraction of p is coming from plant 1 and rest (1-p) from plant 2
• I f we pick one item randomly the survivor function of the item is
• Mean Time to Failure MTTF •
Mixture of the exponential Distribution
• The Failure Rate function
The failure rate function is seen to be decreasing . If λ1 λ2 early failure should have failure rate close to λ1. After a while all the week components have failed we are left with components with lower failure rate λ2
Reliability Block Diagram • A reliability block diagram is success- oriented network
describing function of the system .
• It shows the logical connection of the components needed to fulfill the specified system function
• If the system has more than one function , each function must be considered individually and separate reliability block diagram has to be established for each system function
• Reliability block diagram are suitable for the system of non repairable components and where the order in which failures occurs doesn’t matter
• When the system are repairable and the order in which failures occurs are important Markov Method are more suitable
Reliability Block Diagram
• For the system functioning ith component must functioning . This doesn’t mean component i function in all accepts . It mean one ore specified set of the function is achieved
1 2 3 i n
Structure Function •The state of component i (i= 1,2,… n) can be described by binary variable xi where
X={x1, x2 , x3…..xn} is called state vector .By knowing the state of n components we knom whether the system is functioning or not
State of system (x) =( x1, x2 , x3…..xn)
This (x) is called the structure function
Series Structure
• The structure function of a series structure is
• A system that is functioning if and only if all of its n components are functioning is called series structure
• The survivor function of a series structure is
1 2 3 i n
Series Structure
• The failure rate function zs (t) of a series structure( of independent components) is equal to the sum of the failure rate functions of the individual components:
Series Structure
• Consider a series structure of n independent components with constant failure rates i for i = 1, 2, . . . , n. The survivor function is
• Failure rate of the system s=1+2 +……… n
Parallel Structure
• A system is functioning if at least one of its n components is functioning is called parallel structure
• The structure function of the Parallel structure is
n
i
1
2
Parallel Structure
• The survivor function of a non repairable parallel structure of independent components is
• When all the components have constant failure rates zi(t) = i, for i = 1, 2, . . . , n, then
•
Parallel Structure
• Consider a parallel structure of two independent components with failure rates 1 and 2 respectively. The survivor function is
Parallel Structure
K out of N system
• A system that is functioning if at least k of n components are functioning is called k out of N structure(KOON)
• The structure function of a k-out of n structure may be written as
• When all the n components have identical reliabilities pi(t) = p(t) , the variable is binomially distributed (n,p(t)
• In this case
K out of N system
•A system has three components 1, 2 ,3 •2003 system can be represented as
•Structure Function
•Since xi is binary variables so xik =xi
1 2
2 3
1 3
MTTF of k-out-of-n Structures
Pivotal Decomposition
• Conditional Probability approach
• p(system success or failure )= p(system success or failure if component x is good).p(x is good)+ p(system success or failure if component x is bad).p(x is bad)
• By pivotal decomposition the structure function may be written
• Consider the system represented by the reliability block diagram.
• Assume that the components of the system are independent with the following function probabilities (reliabilities): p1 = 0.90, p2 = 0.95, p3 = 0.85, p4 = 0.90, p5 = 0.80.
• Find the system reliability ps using Pivotal
• Sol
• Considering ith component is good and bad both the structure function is expressed as
• Assume component 2 doesn’t work then the reliability can be reduced as
1 1 0i i i iX x x x x
Pivotal Decomposition
• Assume component 2 works then the component 1 becomes irrelevant component the reliability can be reduced as shown in below
•
• If the system components have independent probabilities (reliabilities p1 = 0.90, p2 = 0.95, p3 = 0.85, p4 = 0.90, p5 = 0.80.)
• Hence substituting the values of reliability =0.9949
0 3 1. 4 5i x x x x x
1 3 4 5i x x x x
223 4 5 1 3 1. 4 5X x x x x x x x x x
223 4 5 1 3 1. 4 5p X p p p p p p p p p
• Critical Component • The ith component is critical for the system if the
system is in such a state that system is functioning if and only that ith component is functioning
43
Let R=P [Success] Q=P [Failure]
R+Q=1
Series Systems
n
1ii
21s
R
RRR
2121
21
21
Ss
QQQQ
)Q)(1Q-(1-1
RR1
R1Q
21
product rule of reliability
Reliability Network Modeling
44
Example 4.1:
A system consists of 10 identical components, all of which must work for system success. What is the system reliability if each component has a reliability of 0.95?
Component reliability, R = 0.95
Number of components, n = 10
Using Product Rule of Reliability,
System Reliability, Rs = Rn
= (0.95)10 = 0.5987
45
Series System
Assume each component has a reliability of 0.9.
Number of Components Reliability1
2
3
4
5
10
20
50
0.9
0.81
0.729
0.6561
0.59049
0.348678
0.121577
0.005154
46
Parallel Redundant Systems
21s QQQ
2121
21
21
Ss
RRRR
)R)(1R-(1-1
QQ1
Q1R
2
1
product rule of unreliability
47
Example 4.6:
A system is to be designed with an overall reliability of 0.999 using components having individual reliabilities of 0.7. What is the minimum number of components that must be connected in parallel?
Minimal Cut Sets:C1 -> AB A and B in parallel, since both must fail for system failureC2 -> CDC3 -> AED C1, C2, C3 and C4 in series, since all 4 must be successful for system successC4 -> BEC
Advantages of Cut Set Method:- cut sets identify ways in which a system may fail- approximation can be used to simplify evaluation- can be easily programmed on a computer
Calculate the reliability of the system below if all the individual components have a reliability of 0.95.
58
Probability Density Function, f(x) (see p. 43) - plot of Probability vs. Random Variable x
(Cumulative) Probability Distribution Function, F(x) = ∫f(x).dx f(x) = dF(x) dx
For discrete distribution, F(x) = ∑f(x)
In reliability evaluation, the random variable is usually time (t)
Failure Density Function, f(t)
(Cumulative) Failure Distribution Function, Q(t) -- Probability of Failure
Survivor Function R(t) = 1 – Q(t) -- Probability of Success
Hazard Rate, (t) = f(t) / R(t) = # of failures per unit time # of components exposed to failure
Probability Distributions
59
Total number of samples = N0
Number of failures at time t = Nf (t)
Number of survivors at time t = Ns (t)
Number of failures in interval t = Nf (t)
Failure Density Function, f(t) = Nf (t) / N0
Failure Distribution Function, Q(t) = Nf (t) / N0
Probability of Failure
Survivor Function R(t) = Ns (t) / N0
Probability of Success
Hazard Rate, (t) = f(t) / R(t)
Example using Discrete Distribution
60
Bathtub Curve
Typical Electric Component Hazard Rate as a Function of Age
De-Bugging Normal operating Or useful life
Wear out
Region 1 Region 2 Region 3
Operating Life
Haz
ard
rat
e
61
Exponential Distribution
SystemUp
SystemDown
R(t) = Q(t) = 1 - f(t) =
is the constant failure rate
λte λte λte
If t << 1 then, Q(t) ~ t and R(t) ~ 1 - t
Mean or Expected Value of Exponential Distribution = 1/Or
Mean Time to Failure, MTTF = 1/
62
Series Systems
21
tλ-
)tλ(λ-
tλtλ
21s
i
21
21
e
e
ee
RRR
63
Parallel Systems
2
1
)tλ(λ-tλtλS
2121s
2121 eeeR
RRRRR
64
Complex Systems
*Develop the basic equations
*Substitute
λt
λt
e1Q(t)
eR(t)
Redundancy
Two way to ensure higher system reliability
• use components of higher reliability in critical places
•Introduce redundancy in those places Redundancy
•In an entity, the existence of more than one means for performing a required function [IEC50(191)]
Existence of means, in addition to the means which would be sufficient for a functional unit to perform a required function or for data to represent information [IEC61508, Part 4]
Redundant items may be classified as:
•Active (warm) redundancy
•Passive redundancy
•Cold redundancy
•Partly loaded redundancy
Passive Redundancy or perfect switching
• Ti time to failure item i for i=1,2…n
• Life time of the whole stand by system
• Mean time to failure
• For Two stand by system n=3
• For Two stand by system n=3
Cold Standby, Imperfect Switching
• Consider a system of n = 2 components with failure rates 1 and 2. Let the probability of successful switching be 1 − p. The system may survive (0, t] in two disjoint ways:– Item 1 does not fail in (0, t] (i.e., T1 > t).
– Item 1 fails in a time interval (, + d] where 0 < < t.
– The switch S is able to activate item 2. Item 2 is activated at time and does not fail in the time interval (, t].