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

Faculty of Chemical Engineering

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)

Faculty of Chemical Engineering

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
Faculty of Chemical Engineering
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?

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

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?
Faculty of Chemical Engineering
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

Faculty of Chemical Engineering

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)

Faculty of Chemical Engineering

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?

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

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.

Faculty of Chemical Engineering

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.

Faculty of Chemical Engineering

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?

Faculty of Chemical Engineering

Basic Statistic in Reliability
• Continuous random variables - set of possible values
is an entire interval of numbers/ variable whose
value is obtained by measuring.

Faculty of Chemical Engineering

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)?

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

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
Faculty of Chemical Engineering
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

Faculty of Chemical Engineering

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.

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

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.

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

Probability density function (PDF)
• Properties of PDF:

Faculty of Chemical Engineering

Probability density function (PDF)
• Example 3: Probability density function for r.v X,

Calculate P(-10≤x≤10)?

Faculty of Chemical Engineering

Probability density function (PDF)
• Solution

Faculty of Chemical Engineering

Cumulative density function (CDF)
• The cumulative distribution function (CDF) F(x) of a
continuous rv X with pdf fX(x) is given by :

Faculty of Chemical Engineering

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

Faculty of Chemical Engineering

Relationship between measures

Faculty of Chemical Engineering

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?

Faculty of Chemical Engineering

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.

Faculty of Chemical Engineering

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;

Faculty of Chemical Engineering

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,…

Faculty of Chemical Engineering

Next Lecture……

• More applications of statistical reliability

• Reliability network

Faculty of Chemical Engineering