1

ME4504:
Aircraft Maintenance
Engineering
Dr. Y.C. Tong
Location: A521, Chun Tze Yuen Buliding
Email: yctong@polyu.edu.hk
Tel: (852) 2766 4502

1. Maintenance
2. Reliability

2
Systems

and Rates of Failure

3. Redundancy

4. Failure

Interactions

5. Risk

Analysis and Error Reduction in Aircraft

Maintenance

6. Aircraft

Maintenance Programme Management

ME4504: Aircraft Maintenance Management

Syllabus

Reliability Analysis
Basic Reliability Mathematics

What does Reliability has to

do with Safety?

Safety: the state of being safe, freedom from the occurrence

or risk of injury, danger, or loss.

Reliability: the ability to perform a specific function under

given conditions for specified period of time without failure.
To reduce injury rates and losses, one must reduce the number of
defects and subsequent failures. To reduce failures and defects,
reliability must be improved.

Safety is achieved by reliability management.

Reliability management utilizes reliability methods
and tools to determine and reduce the probability
of failure.

Safety and Reliability Go Hand in Hand

Reliability is how Safety is quantified.

What is Reliability?
Most of us will have some concept of what
reliability is from our everyday life. For example,
we may express how unreliable our cars are, or
how reliable the MTR is (or not), or how reliable
the wireless network is, or how reliable aviation is.

One can deduce what it means to be Reliable is

from these above cases. It could perhaps be: the
quality of a particular object, device or system in
consistently meeting a function time and time and
again. From mathematical perspective, reliability
is:

The probability of performing a

specific
function
under
given
conditions for specified period of time
without failure.

Reliability

When we say a particular device is reliable, it describes:

a characteristic of the device that it has demonstrated the ability to
consistently perform its intended function without failure.
Reliability is designed and planned for in the development stages
of product and in operation with maintenance procedures. It
cannot be added in after the design and development stage.
Understanding why these failures occur is key to improving the
design, and hence reliability.

Quantitatively, reliability is a probability. Reliability is a

number between zero and one.
Reliability of 1 means the device, system or service performs
without failure 100% of the time.
Reliability of 0 means the device, system or service performs
without failure 0% of the time.

Terms and Definitions

The probability of performing a specific function under given

conditions for specified period of time without failure.
These are often said to be the 4 key elements of Reliability.
Function: The device whose reliability is in
question must perform a specific function. If we
use a flat head screw driver as a wedge, and
then the screw driver breaks after a couple
knocks of the hammer, this would not be
classified as a defect or degradation failure. It
could be classified as a failure due to improper
use of the tool.

Condition: The device must perform its function within the designed
conditions. For example, if a watch is water resistance up to 20
meters, and a scuba driver took the watch below 50 meters of depth
of water and the watch became waterlogged, we should not
classified this event as a failure due to defect or degradation.
However, it may be classified as an accidental failure

Failure
What constitute and how to classify failures must
be well defined prior to testing and the use of the
component or system under study.
For example, if the function of a pump is to deliver at least 200
litres of fluid per minute and it is now delivering 150 litre per
minute, the pump failed to perform its intended function, it has
therefore failed by definition. Failure to perform its intended
function can have significant consequence on the system as a
whole.

Failure in general is defined as the performance

of a device (process) outside of a specified value,
and inability to perform its function for a given time
period within specified conditions.
The non-performance can be due to:

Defect: imperfection
Deficiency: lack of conformance to specs
Fault: Cause of failure
Malfunction: unsatisfactory performance
Break down

Terms and Definitions cont.

Time: The moment a device is introduced into service, it is at the

mercy of the operating environment (and the maintenance
programme). Most devices are required to perform over a period
of time, and generally the reliability of the device will change over
time.

Random Variable: A random variable is a variable where its

value has a probability of occurrence associated with it. In rolling
a fair dice, the possible outcomes 1, 2, 3, 4, 5 and 6 are random
variables. Each has a probability of occurrence of 1/6.

In addition:

Reliability

Failure Probability

Probability density

Hazard function

Reliability

10

Reliability Probability R(t): The probability that a device

or system will perform its intended function for a given
interval of time under specified operating conditions.
R(t) is a probability, hence:

0 Rt 1
The Reliability Function, R(t), is also
known by numerous other names.
Equivalence:
R(t): Reliability distribution function
S(t): Survival function or Probability
of Survival
Complementary distribution function
R(t) or S(t) or RX(x) or Rt(t) or P(Tt)
or P(Xx)

Component / device / system

reliability is a function of time
due to inherent defect growth
and wear-out are functions of
time / usage.

Failure Probability

11

Failure Probability F(t): The probability that a device or

system will not perform its intended function for a
given interval of time under specified operating
conditions.
Since a unit either fails or survives, the failure probability
F(t) given in terms of the Reliability function R(t) is:

F t 1 Rt

F(t) is a probability, hence:

0 F t 1

Population = 1

R(t)

Equivalence:
PoF(t): Probability of Failure
Cumulative Distribution function (CDF)
Failure function
F(t) or PoF(t) or Fx(x) or Ft(t) or P(Tt) or P(X x)

F(t)

Venn diagram

Probability Density Function (pdf)

12

For continuous probability distributions, the Probability

Density function f(t) is the instantaneous change of Failure
Probability F(t) with respect to the random variable t, i.e.
the derivative of the Failure Probability.

dF t
f t
dt

or

F (t1 )

t1

f (t )dt

t1

f (t )dt : t 0
0

Since F(t) is a monotonically increasing function,

f t 0 for all values of t

Equivalence:
pdf: probability density function
Density function
Probability density

Failure Rate / Hazard Rate / Risk

The hazard function h(t) is the ratio of the probability density
function f(t) to the survival function R(t).
Equivalence:
FR(t): Failure rate
f t
ht
h(t) Hazard function
Rt
Risk

The hazard function indicates how often a failure occurs per unit
time, and failure-rate values generally change over time.
An alternative definition of the reliability function in terms of the
hazard function is:
t1

Rt1 exp ht dt

Here is the proof.

t1

t1 dR t dt
f t
dt

Rt Rt dt
ln R t1 ln R

ht dt

t1

ln R t1

dR t
Rt
t1

Mutually Exclusive
When we say two events (say "A" and "B") are mutually
exclusive, it means it is impossible for them to happen together.
Hence:

P(A and B) = 0, i.e. Probability of A

and B together equals 0.
The probability of A or B is the sum
of the individual probabilities, i.e.
P(A or B) = P(A) + P(B)

Conditional Probability
P A B P APB | A
Probability of event A and event B equals
the probability of event A times the
probability of event B given event A has
occurred.

AB

Conditional Probability Example 1

15

From a deck of 52 cards, what is

the probability of drawing 2 Aces?
Solution:
Event A is drawing an Ace first.
Event B is drawing an Ace second
Since there are 4 Aces in a deck of 52
cards, the chance of drawing an Ace in
the first go is 4 out of 52, P(A) = 4/52.
Given that one Ace has been drawn from
the deck, the probability of the 2nd card
drawn is an Ace is less, only 3 of the 51,
P(B|A) = 3/51.

52 Cards
4 x As

51 Cards

So: P(AB) = P(A) x P(B|A)

= (4/52) x (3/51)
= 12/2652 = 1/221
So the chance of getting 2 Aces is 1 in 221, or about 0.5%.

3 x As

Conditional Probability Example 2

From a deck of 52 cards, what is the probability of
drawing a 2 given Spade is being drawn?

16

Solution:
Event A is drawing Spades ().
Event A B is drawing a 2 of Spades from a
deck of cards.
Since there are 13 Spades in a deck of 52
cards, the chance of drawing a Spade in the
first go is 13 out of 52, P(A) = 13/52
Drawing a 2 of Spade from a deck is no
different from drawing any 1 card, the
probability is, P(A B) = 1/52

52 Cards

2s

2
So: P(B|A) = P(AB) / P(A)
= (1/52) / (13/52)
= 1/13
The chance of getting 2 given Spade has been drawn is 1 in 13 ( ~ 7.69%).

Failure Data

17

Data can be Descriptive (like "high" or "fast") or Numerical

(numbers). Numerical Data can be Discrete or Continuous:
Discrete data is counted
Continuous data is measured
Reliability is assessed and improved by analyzing life and failure
data. Such data can be obtained from:
Field studies of system performance
Controlled laboratory tests, sometimes called Life Tests.
Data (life and failure) analysis is the process of collecting and
analyzing data and to categorize the cause of a failure. It is a
vital tools used in reliability analysis, and the subsequent
development of new products and for the improvement of
existing products.
Life and failure data allow the likelihood of the failure occurring,
and probability of failure events from occurring.

Probability Estimate

18

An estimate of the true probability of an event can be

obtained from a number of trials (experiments) of the event.
The larger the number of trials the more likely it is that we are getting very close to the
true probability.

When the number of trials is small, the estimate may be

quite off, it may be over-pessimistic or over-optimistic, but it
also may be very close to the true value.

The mathematical relation between the true probability of an

event and an estimate of that probability obtained from N
trials of the event is a limit function, i.e., the true probability
is obtained as N approaches infinity. If in N trials, we
obtained nf outcomes which yielded the event t ti , then the
probability estimate of t ti is defined as:

F t ti lim

n f t ti
N 1

Example Crankshaft Fatigue Failures 19

Consider the case of the fatigue failure of
the crankshaft.
10 crankshafts are randomly selected and
tested in accelerated stress test. Table
shows the cycles to failure obtained from the
test. The probability distribution estimate of
the cycle to failure t is calculated by:

F t ti

n f t ti
N 1

The result is showed in the table and the

figure below.

Exercise

20
1: Compute and plot the probability
distribution estimate of the data set shown in
the table.

Solution 1:

2: Give reasons why you think the denominator of the probability

distribution estimate equation is N+1, and not just N.

F t ti lim

n f t ti
N 1

Answer: For any sample of N data points, a mean (average) can be calculated.
The mean is equivalent to one extra data point of the sample, hence (N+1)

Mean, Median and Mode

21

The mean, E(X), is the average value of the random variable.

The median, xmedian, is the value of the random variable that
corresponds to F(x) = 0.5 (50%).
The mode, xmode, is the value of the random variable that is
most frequent, i.e. max(f(x)).
For symmetrical probability distributions, the mean, median and mode
are the same. For non-symmetrical distribution functions, the mean,
median and mode are not the same.

Exercise

22
Calculate the mean, median and mode for
the data showed in the table.

23

THE BATHTUB CURVE

A bathtub curve describes the failure rate (hazard function)
over the life cycle of a population of a product.

The Bathtub Curve

24

The pattern of the death rate (death/day or death/year) of people over

a life-time has a shape of a bathtub hence the name Bathtub
curve. The Bathtub curve has 3 distinctive modes of failure:
An infant morality
Deaths by accidents
Aging
It was discovered that the failure
rate of electronic equipment over
the life-cycle also follows the
pattern of a bathtub curve. The
Bathtub curve has 3 distinctive
phases or modes of failure:
Early failures
Random failures
Wear-out failures

Three Phases of The Bathtub Curve

25

Failure Rate h(t)

Failure occur due to the result of

substandard components with a lack of
adequate QC in the manufacturing process.

Infant Mortality
(Early Life
Failures)

Failures are
caused
by
unexpected
and sudden
over stress
conditions
Steady State
(constant FR)
Operating Time

Wear out

Failures are caused by wear

and
tear,
aging
and
degradation
process
of
usage and operation.

Early-Failure / Infant Morality Phase

26

Phase 1: An infant mortality early life phase characterized

by a decreasing failure rate (Phase 1). Failure
occurrence during this period is not random in time
but rather the cause of sub-standard components
with gross defects and that escaped the quality
controls of the manufacturing process. In software,
it is caused by undetected programming errors.

Impact of Infant Morality

Infant Mortality, from a customer satisfaction viewpoint, is
unacceptable. They damages customer confidence and company
reputation.
They are caused by design flaws, defects built into a product.
However, even the best design intent can fail to cover all possible
interactions of components in operation.

Early-Life Failure Prevention

27

To avoid infant mortalities, the product manufacturer

must have a reliability system and process, and
feedback loop set in place to determine and
eliminate al potential defects. This includes also
appropriate specifications and standards, adequate
design tolerance and sufficient component derating.

Stress test shall be applied: Stress testing should

be started at the earliest development phases and
be used to evaluate design weaknesses and
uncover specific assembly and materials problems.
Stress testing shall be applied with increasing
stress levels until ultimate stresses or failures are
brought about. The failures should be investigated
and design improvements should be made to
eliminate design and material defects that would
otherwise show up with product failures in the field.

For some industries, a stress test after manufacturing of products can be

valuable to burn-in the product to weed out manufacturing defects in a
product that escaped product quality control.

Steady State / Useful Life Period

28

Phase 2: A useful life period where devices, products have a

relatively constant failure rate caused by randomly
occurring defects, accidents and overstresses. Failures
are caused by unexpected and sudden over stress
conditions. The aviation safety management system,
and most reliability analyses pertaining to electronic
systems are concerned with lowering the failure
frequency during this period.

Does Phase 2 Really Exist?

Some reliability specialists pointed out that real products
don't exhibit constant failure rates.
Whether this is true or not depends on how one defines the
Steady State phase. Failure in the Steady State phase isn't
usually related to defects or wear-out, but rather related to
accidents in the field. Similar to how a persons life can be
loss (randomly) via accidents before reaching old age.

Steady-State Period

Failure Rate h(t)

The Steady State period is characterized by:

Constant failure rate, Steady-state period, where failure rate is
much lower than in early-life failure period.
Failures are caused by random environmental shocks and/or
operation accidents, where times between failures can be
characterized by the MTTF and MTBF, and hence the
Exponential distribution.
It is possible that there are still "infant" mortalities occurring
well beyond the typical burn-in period and well into the steady
state period. It can only be differentiated via failure root cause
analysis.
Infant
Mortality
(Early Life
Failures)

Steady State
(constant FR)

Infant morality
running well into
steady state period

Operating Time

Prevent Steady State Period Failure

30

Random failures, being random, cannot be directly prevented

by replacement or maintenance of the device or system. In
fact, intervention can increase the failure rate via human error
and infant morality failures.
Minimize and prevent human errors: Human error has been
documented as a primary contributor to more than 70%* of
commercial airplane hull-loss accidents. Human error is
typically associated with flight operations, maintenance
practices and air traffic management. Reducing human error
and improving human performance will help towards lower
failure rates, improving safety and efficiency.
Implement best standards and practices, and Safety
management policies: Dedication to better understanding how
humans can most safely and efficiently be integrated with the
technology. Then translate this understanding into design,
training, policies, or procedures to help humans perform better.
* (OHare, Wiggins, Batt, & Morrison, 1994; Wiegmann and Shappell, 1999; Yacavone, 1993)

Wear-Out Phase

31

Phase 3: A wear out period where the failure rate increases due
to critical parts wearing out (Phase 3). This corresponds
to a normal wear and tear, and degradation period. As
parts wear out, it takes less stress to cause failure and
the overall system failure rate increases, accordingly
failures do not occur randomly in time.
Wear-out phase is characterized by:
Failure rate increasing rapidly with age.
Wear-out phase is most applicable to mechanical systems
and other systems that are subjected to some kind of stress
cycles (e.g. thermal and vibrational).
Some electronic hardware do not exhibit wear out failure
during its intended service life.
Weibull Failure Model can be used

Wear-out Failure Prevention

32

Everything Eventually Wears Out

For many mechanical assemblies, the wear-out time are often
designed to be less than the designed operational life of the whole
product. In such cases, preventive replacement of assemblies are
used to extend the operational life of the product - replacement
and overhaul are normal routines. For example, relays, generators,
switching devices, engine parts and hydraulic components in aircraft are replaced on a
periodic basis, usually before they fail, to enable the aircraft to fly for many years of
safe operation. Tires and brake components are replaced several times over the
period of time that the automobile is in use.

Wear-out, such as fatigue, corrosion and damage growth, can be predicted by

the appropriate sciences with reliability considerations.
Replacements, overhauls and preventive actions restore the
equipment to an operational condition of low failure probability.
Good preventive maintenance is capable of eliminating risk due to
wear-out failure, enabling reliable operation for very long time is
possible.

Composite Failure Rate

Based on the Bathtub Curve, the
total failure rate is given by:

hT t h1 t h2 t h3 t
Then, the total reliability is given by:
where
1 = Phase 1, Early-life failure,
Infant morality.
2 = Phase 2, Constant failure
rate, Steady State.
3 = Phase 3, Wear-out.

t1
Rt exp hT t dt
t 0

t1
t1
t1
exp h1 t dt h2 t dt h3 t dt
t 0
t 0
t 0

t1
t1
t1

exp h1 t dt exp h2 t dt exp h3 t dt

t 0

t 0

t 0

R1 t R2 t R3 t Ri t
i 1

This proves that the total reliability of the device / system at time t is
simply the product of the reliability of all three phases at time t.

Bathtub Curve Summary

34

The bathtub curve is a representation of the reliability

performance, or the failure rate, of a population of
components or non-repaired items over the life-cycle.
The bathtub curve is introduced and mostly used as a
visual model to illustrate the three key periods of product
failure.
o Early-life / Infant morality failure
o Useful-life / Steady state failure
o Aging / Wear-out failure

The bathtub curve is generally not calibrated to depict a

graph of the expected behavior for a particular product
family. It is rare to have enough short-term and long-term failure
information to actually model a population of products with a calibrated
bathtub curve.

Bathtub Curve - Electronics

Bathtub Curve - Mechanical

Bathtub Curve - Software

Basic Reliability Mathematics

MTTF and MTBF

Binomial Distribution
Poisson Distribution
Uniform Distribution
Exponential Distribution
Weibull Distribution
Normal Distribution
Lognormal Distribution

39

MTTF and MTBF

MTTF
Mean Time To Failure (MTTF) is commonly used to characterize the
expected operation time to failure for non-repairable device or
systems that exhibit constant failure rate h(t).
N

MTTF

TTF

nf

where nf is the number of failures, MTTF must account for failed and
non-failed devices not just the failed devices.
Example:
The table showed the data of 10 devices that
operated in the fields gathered at 1,000,000
cycles.
For this example, the TTF is 8,859,923 cycles
and there were 4 failures. The MTTF is
8,859,923 / 4 = 2,214,981 cycles.
Strangely, no one specimen has been tested to over 2,000,000 cycles and all failures so far occurred
under 1,000,000 cycles. How could the mean time to failure be over 2,000,000 cycles?

MTTF can be misleading

41

If we take a careful look at the MTTF formulation, the MTTF would

only approach the true mean time to failure where nf N.
N

MTTF

TTF

nf

If nf << N, the MTTF becomes misleading

as it can deviate non-conservatively from
the true mean.
The table showed the same test data of
10 devices in the previous slide but until
all devices failed. The MTTF in this case
is 1,300,464 cycles.
10

MTTF

TTF

10

13004641
1,300,464
10

Companies can overstate the

reliability of products by
increasing N while minimizing
nf .
The MTTF is not a good
measurement when used as
the sole reliability indicator.

MTBF

42

Mean Time between Failure (MTBF) is commonly used to

characterize the expected operation time to failure for repairable
device or systems that exhibit constant failure rate h(t). Once the
device failed, it is repaired and put back into service.
N

MTBF

Start of downtime

Start of uptimei

nf

Example:
ID
1
2
3

Device 1
1765
1750
1084

Status
Device 2
Repaired
3082
Repaired
875
censored
2373

Status
Repaired
Repaired
In repair

Device 3
356
2789
1338

Status
Repaired
Repaired
Censored

In field operation, the TBF for 3 identical repairable pumps were

collected and shown in the table. There are 7 failures up to this
stage and 2 still running (Total 9 of devices). The MTBF of these
pumps are:

MTBF

15411
2202
7

Strictly speaking, MTBF and

MTTF are not the same.
MTBF deals with a group of
same devices that are
repeatedly repaired and put
back into service. Whereas,
MTTF works with new
devices only.
If MTBF were carried out
correctly, it will suffer the
same pitfall and misuse of
MTTF to a lesser degree
since majority TBF are linked
to failures.

MTTF and MTBF Limitations

The MTTF and MTBF reliability indicators are valid only
when the data is exponentially distributed, which implies
that the failure rate is constant. Constant failure rate
generally implies failure is due to accidental or
unexpected damage not due to defects or wear.
Hence, MTTF and MTBF are not applicable to laboratory
tests which are usually designed for infant morality and
wear-out failures.

If nf << N, the MTTF and MTBF can become misleading.

In the case that N is very large, the result could
overestimate the true mean, or underestimate the failure
rate.

Note on MTBF: Some definitions of MTBF

are different, in that the MTBF includes the
mean time to recovery (time to diagnose
and repair) and mean time to the next
failure of the device.

43

44

Probability Distributions
A probability distribution describes the probability of each
possible outcome, set of outcomes, or the probability that an
outcome is in a particular interval. Distributions can be
expressed with a table, equation, or graph.

Discrete and Continuous

Probability:
Discrete probability
Continuous probability

A discrete probability distribution is one in which

the data can only take on certain values, such
as integers. For a discrete distribution, the
values in the distribution has associated
probabilities - for example, "the probability that
a three will result from a roll of a dice is 1/6."
A continuous probability distribution is one in
which data can take on any value within a
specified range.
A continuous probability
distribution therefore has an infinite number of
possible values, and the probability associated
with any particular value of a continuous
distribution is 1/ = zero. Time and distance
are examples of continuous variables.

45

46

Discrete Distribution
Some data are discrete by nature. For example, people.
The number of students in a class is discrete, as you can't
have half a student. Another example is the results of rolling
2 dice is discrete, as we can only obtain the values 2, 3, 4,
5, 6, 7, 8, 9, 10, 11 and 12, and nothing else in between
these numbers, and nothing more.

Discrete Probability

47

Probability is the measure of the likeliness that an event

will occur.
A coin has two sides: Head
and Tail.
In a game of
tossing a coin, they form the
complete set of all possible
outcomes. The probability of
tossing a head in a fair toss is
0.5 (or 50%), and the
probability of tossing a tail in
a fair toss is also 0.5.

A typical dice has 6 faces

marked 1, 2, 3, 4, 5 and 6,
which forms the complete set of
all possible outcomes. It is
impossible
to
obtain
for
example, 1.2, 5.4, 5.85, 8 etc
In a fair roll of a dice, the
probability of obtain any one of
the outcome is 1/6.

Probability Distribution of
Discrete Random Variable
The two important probability distribution of discrete
random variable are:
Binomial Distribution
Poisson Distribution

48

Binomial Distribution

49

A binomial distribution has the following 4 characteristics:

Only two exclusive outcomes are possible in each trial. One
outcome is called a success and the other a failure.
The process consists of a sequence of N trials.
The probability of a success denoted by p, does not change
from trial to trial. The probability of failure is 1-p and is also
fixed from trial to trial.
The trials are independent: the outcome of previous trials do
not influence future trials.
Given N trial, the probability of n successes out of N trials is given
by:
N n
N n

P x n | N p 1 p
n

Where: N
N!

n n! N n !

This is the number of ways in

which n successes can be
obtained from N trials.

Example 1

50

In a game, a coin is tossed 3 times. The probability of

obtaining a head or a tail on each toss is 0.5. What is
the probability that exactly two tails are obtained in this
game?
Solution: Note that for this example,
success means obtaining a tail. The
number of all possible outcomes of
binomial distribution is 2n = 23 = 8.
The number of outcomes with 2
success is 3!/(2! (3-2)!) = 3.
The probability that exactly two tails
are obtained is given by:
3 2
3 2
P x 2 | 3 0.5 1 0.5
2
3 0.25 0.5 0.375

Toss
1

Probability Distribution of Example 1 51

To compute the entire probability distribution, in additional to the
probabilities of exactly two tails, the probabilities of exactly zero,
one and three tails needs to be obtained.
For exactly 0 tails out of 3 tosses

3 0
3 0
P x 0 | 3 0.5 1 0.5
0
1 1 0.125 0.125
For exactly 1 tail out of 3 tosses

3
31
P x 1 | 3 0.51 1 0.5
1
3 0.5 0.25 0.375
For exactly 3 tails out of 3 tosses

3
3 3
P x 3 | 3 0.53 1 0.5
3
1 0.125 1 0.125

Example 2

52

A pump is demanded on average 3 times per

week. The probability of pump failure per
demand is 0.05. If the pump fails, it is
replaced with a new one immediately. What
is the probability that the pump will fail exactly
twice in a week?
Solution: Note that for this example, pump
failure = success. The number of all
possible outcomes of binomial distribution
is 2n = 23 = 8.
The number of outcomes with 2 success is
3!/(2! (3-2)!) = 3. The probability that the
pump will fail exactly twice in a week is
given by:
3
3 2
P x 2 | 3 0.052 1 0.05
2
3 0.0025 0.95 0.007125

Demand

Example 3

53

What is the probability that the pumps of example 2 will fail at most
once per week?

Solution:
Failing at most once per week include those of 1 failure and 0 failure.
For 0 failure:

For 1 failure:

3
3 0
P x 0 | 3 0.050 1 0.05
3
1 1 0.953 0.857

3
31
P x 1 | 3 0.051 1 0.05
1
3 0.05 0.952 0.135

The total probability is:

N
N n
P x n | N p n 1 p
0 n
3
3 0 3
31
0.050 1 0.05
0.051 1 0.05
0
1
0.857 0.135 0.992
n

Quality Control Problem

A (very poor) manufacturer makes a
product with a 20% defect rate (p=0.2).
If we select 5 randomly chosen items at
the end of the assembly line, what is the
probability of having 1 defective item in
our sample?
Solution: Note that the number of all
possible outcomes of binomial
distribution is 2n = 25 = 32.
The number of outcomes with 1 success
is 5!/(1! (5-1)!) = 5. The probability of
having exactly 1 defective item in our
sample is:
5
51
P x 1 | 5 0.21 1 0.2
1
5 0.2 0.84 0.4096

54
Sample ID

and many, many more possibilities

S

Aircraft Li-Battery Problem

55

A particular aircrafts operation and safety is heavily dependent on the

reliable function of a Lithium battery. The probability of failure of the
Li-battery is found to be 0.001 per flight. If the aircraft operates 380
flights per year, what is the probability of no failures over 1 year?
Solution: Note that the number of all possible outcomes of binomial
distribution is 2n = 2380 = 2.4626x10114. The number of outcomes with
0 failures is 380!/(0! (380-0)!) = 1. The probability of having exactly 0
failure is:
380
380 0
0.0010 1 0.001
P x 0 | 380
0
1 0 0.999380 0.684
Hence, the probability of having 1 or more
battery failure over a year is:

P x 0 | 380 1 P x 0 | 380
1 0.684 0.316

This high level of probability of failure is

unacceptable. Maintenance program must be
put in place to bring the PoF down to an
acceptable level.

Poisson Distribution
The Poisson Distribution is a subset of the Binomial Distribution. It is a
limiting case of a Binomial distribution when the number of trials, N, gets
very large and p, the probability of success, is small.

(http://mathworld.wolfram.com/PoissonDistribution.html)

N
N n
Po x n lim P x n | N lim p n 1 p
N
N n

A proof is given by Mathematic as:

56

Poisson Distribution

57

The Poisson distribution, is a one parameter probability

distribution,
n

PP n

n!

applies when the following conditions are met:

Discrete outcomes (n = 0, 1, 2, 3, 4, .)
Describes the distribution of discrete and infrequent events
over an interval
The number of occurrences of the event in each interval can
range from zero to some very large countable number.
Each event is independent of the other event.
Expected number of occurrences of the event in a given
interval of time or space is assumed to be known and
constant throughout the experiment.

mean no. of occurrence

interval of time or space

Example 1

58

The number of flaws in a fibre optic cable follows a Poisson distribution. The
average number of flaws in 50m of cable is 1.2.

50 1.2
(i) What is the probability of exactly three flaws in 150m of cable?
Solution: The mean number of flaws in 150m of cable is 3.6. So the
probability of exactly three flaws in 150m of cable is:

150 3.6

3 . 6 3 3 .6
PP 3
e 0.2125
3!

(ii) What is the probability of at least two flaws in 100m of cable?

Solution: Mean number of flaws in 100m of cable is 2.4, then

100 2.4

PP x 2 1 PP x 0 PP x 1
2.40 2.4 2.41 2.4
1
e
e
0!
1!
1 0.3084 0.6916

Example 1 cont.

59

(iii) What is the probability of exactly one flaw in the first 50m of
cable and exactly one flaw in the second 50m of cable?
Solution: Exactly one flaw in a 50m section of cable is:

50 1.2

1.21 1.2
PP 1
e 0.3614
1!

Then, the probability of exactly one flaw in any 50m of cable is also

50 1.2

1.21 1.2
PP 1
e 0.3614
1!

Therefore, the probability of exactly one flaw in the first 50m and
exactly one flaw in the second 50m is:

PP 1 PP 1 0.3614 0.3614 0.1306

Aircraft Battery Problem

60

The operation and safety of advanced aircraft today rests heavily on

the reliable function of batteries. The probability of failure of a
particular type of battery is found to be 0.001 per flight. If the aircraft
operates 380 flights per year, what is the probability of no failures over
1 year?

1 0.001 1000 1

Solution: In 380 flights, the expected average number of failure is

0.001 x 380 = 0.380. The probability of having no failure (n=0) over
one year is:
0.380 0.38
Pn 0
e
380 0.380
0!
1 0.6839 0.6839
Therefore, the probability that failure will occur
with one year is:
1 Pn 0 1 0.6839
0.3161

Aircraft Battery Problem

61

The Poisson distribution of the probability of failures over one year

is computed and showed.
The probability of 1 battery failure over one year is 26%
The probability of 2 battery failures over one year is 5%
:
The probability of 6 battery failure over one year is approx. 10-6.
Despite the probability reduces rapidly, in aviation, one critical
failure is more than enough to achieve catastrophic failure and loss.

Example

62

In 2012, the accident rate recorded of the aviation industry is 4.2 accidents per 1 million
departures. Assuming the occurrence of accidents follows the Poisson distribution, what is
the probability of more than 10 accidents occurring in the next 3 million departures?
Solution: The rate of accidents in 3 million departures is:

1million 4.2 3million 12.6

The probability of more than 10 accidents occurring during the next 3 million departures
is
i
10

3million

i!

Pn 10 1 Pn 10 1

e 3million

Pn 10 1 Pn 1 Pn 2 Pn 3 ....
... Pn 10

12.30 12.3 12.31 12.3 12.32 12.3

Pn 10 1
e

e
...
0!
1!
2!
12.310 12.3
...
e
10!
0.7124

63

Continuous Distribution

UNIFORM DISTRIBUTION
EXPONENTIAL DISTRIBUTION
WEIBULL DISTRIBUTION
NORMAL DISTRIBUTION
LOGNORMAL DISTRIBUTION

Some data is continuous by nature. Continuous Data can take

any value within a range. As an examples, a person's height
could be any value (within the range of human heights).
Another example is time in a race: you could even measure it
to fractions of a second.

Continuous Probability

64

Continuous Distribution: A continuous distribution describes

the probability of continuous values. The probability of any single
value is zero. For example, P(X =0.25)=0.

P x 2x X x 2x

x 2x

f x dx

x 2x

lim P x 02 X x 02

x 0

x 02

f x dx 0

x 02

So only the probability of intervals is of interest, for example

P(X 0.3) or P(0.20 X 0.30).
A continuous distribution is normally described in terms of
probability density, f(t). The following slides explore several
commonly used continuous distribution functions in aviation.

Uniform Random Variable: U(a,b)

The Uniform Distribution is also called the Rectangular
Distribution. The Uniform Distribution has equal pdf for all values
of the Random variable between the range a and b:
The density function is given by:

for a x b
b 1 a
f x
0 everywhere else
The uniform distribution implies that the
values between a and b are equally
likely to occur. Keep in mind that a
constant f(t) is not the same as constant
failure rate h(t).

for a x b
b 1 x
h x
0 everywhere else

Uniform density
The cumulative distribution function
is given by:
0

U a, b F x bx aa
1

for x a
for a x b
for x b

The 1st moment of the distribution (mean or average) is:

E X f x xdx
b

1
2

a b

The 2nd moment of the distribution (variance) is:

V X f x x E X dx
b

1
12

b a

The uniform distribution is a symmetrical distribution,

hence the mean equals the median (50% point).

Uniform distribution (Continued)

Let X be a uniform random variable and its distributed according
to U(4,10).
Compute the following:
1. probability P(5.1X5.9)
2. probability P(X>5.9)
3. Find the 75th percentile of X.
4. The mean, median and mode
5. h(x=7)
Solutions:
Since pdf = 1/(b-a) = 1/(10-4) = 1/6
1. P(5.1X5.9) = pdf x (5.9 5.1) = 0.8 / 6 = 0.1333
2. P(X>5.9) = pdf x (10 5.9) = 4.1 / 6 = 0.6833
3. 75th percentile = P(X>x) = 0.75 = (x 4) / 6 -> x = 8.5
4. Mean = Median = Mode = (10 + 4) / 2 = 7
5. h(x = 7) = 1 / (b - x) = 1 / (10 7) = 0.3333

Exponential Distribution

68

When a population of item is subject to failures that occurs in

random intervals and the expected number of failures is the same
for long periods of time, then the probability distribution of failures
is said to fit an Exponential Distribution. The pdf, CDF and hazard
function in terms of the variable x are given as:
Probability density:

f x exp x
where 0 and x 0
Cumulative probability:

F x 1 exp x
Failure rate:

exp x
x

exp x
* The risk of failure of an old item is the same as that of a new item.

Exponential Distribution
The 1st moment of the distribution (mean or
average) is:
1

MTTF

The 2nd moment of the distribution

(variance) is:

Var x

Value of random variable at F(x)=0.5 (i.e.,

Median value):

Median ln 2

The most important property of the exponential

distribution is its memoryless property. This
property indicates the risk (hazard function)
does not changes with time. If we experienced
an event that follows the Exponential
Distribution, we often refer to it as pure luck (or
bad luck)!

Weibull Distribution

70

The Weibull Distribution is arguably the most popular distribution

for reliability analysis, due to its robustness in modelling the
various failure rate behavior / phases of the Bathtub Curve. The
Weibull Distribution is given as follows.
Probability density:

f x

Failure rate:

Cumulative probability:

x
F x 1 exp

x
exp

h x

The Weibull Distribution is controlled

by 2 parameters:
The Shape Parameter
The Location / Scale Parameter

Weibull Distribution

71

When = 1, the hazard function is constant, where

the Weibull Distribution reduces to an Exponential
Distribution with =1/.
When <1, we get a decreasing hazard function
When >1, we get a increasing hazard function

Example
Reliability data analysis using
Weibull distribution.
Linear least squared method
can be applied to determine
the best Weibull distribution fit
to the data. The first step is to
linearized the Weibull
distribution.

x
F xi 1 exp i

72

ln ln 1 F xi ln xi ln
y m ln x c

=4.0775
=944750

Normal (Gaussian) Distribution

73

The Probability Density function of the

Normal Distribution is:

1 x 2
1

f x
exp

2
2

The parameter is the mean. The

parameter is its standard deviation.

0.5

The
Normal
distribution
is
a
symmetrical distribution no bias. For
this reason, the mean, median and
mode are identical.

Standard normal variable z

A random variable with a Gaussian

distribution is said to be normally
distributed and is called a normal
deviate. It is also often referred to as
the Bell Curve.

z 0
1

0.5

The standard normal variable

has a mean of 0 and
standard variation of 1

Normal Distribution
Cumulative probability:
F x1

x1

x 0

f x dx

1
1
exp z 2 dx
2
2

x1

x 0

which is not integrate-able.

In may
computer software, e.g. MS Excel, the
Normal Probability can be computed
using built-in functions, in terms of the
error function (erf) or gamma function:

F x

1 erf z
2

Many things closely follow a Normal

Distribution:
heights of people
size of things produced by machines
errors in measurements
Natural sciences

74

Example

75

An average switch manufactured by Company A

lasts 300 cycles with a standard deviation of 50
cycles. Assuming that switchs life is normally
distributed, what is the probability that Company
As switch will last at most 365 cycles?
Solution: We want to find the probability
that switch is less than or equal to 365
cycles.

Given

= 300 cycles
= 50 cycles
365 >

Compute this in MS Excel (or via lookup

table), the answer is: P(X365) = 0.9032.
Therefore, there is a 90.32% chance that
a switch will fail within 365 cycles.

P X 365 F 365
F x

1 erf z

F x 365

1 erf

where z
365 300
2 50
2

x-

0.9032

Example

76
The average yield strength of an aerospace grade
Aluminium alloy manufactured by Company A is
560 MPa with a standard deviation of 26 MPa.
Assuming that the yield strength is normally
distributed, what is the safe yield strength for
design if a reliability of 0.999 is required?

Solution:
We want to find the yield strength
corresponding to a 0.999 reliability,
or failure probability of 0.001.
Given

= 560 MPa
= 26 MPA

P(Xx) = 0.001
Compute this in MS Excel (or via
lookup table), z = -3.09. The answer
is: ~480 MPa.

P X x F x
F x
0.001

1 erf z

2
1 erf

where z

x-

x 560
2 26
2

x 560 26 2erf 1 1 20.001

479.96

Lognormal Distribution

77

The lognormal distribution is more versatile than the normal

distribution and is a better fit to reliability data, such as for
populations with wear-out characteristics. Also, it does not have
the Normal Distributions disadvantage of extending below zero
i.e. always positive. The lognormal distribution and the normal
distribution describe situations when the hazard function is
increasing.
Probability density:
1 log b x 2
1
f x
exp

2 ln b x

2
where b base

Standard normal variable z

log b x

Lognormal Distribution
Cumulative probability:
F x1

x1

x 0

f x dx

x1

x 0

1
1
exp z 2 dx
2 ln b x
2

where b base

F x

1 erf z
2

For exponential base random variables, the 1st

moment of the distribution (mean or average) is:

E x x e

2
2

Note that for base b random variables, the

relationship of : is:

lnb base_b

base_b

base_b

78

Example

79
The average yield strength of an aerospace grade
Aluminium alloy manufactured by Company A is
560 MPa. The distribution of the material is
known to follow a lognormal distribution (base e)
with a standard deviation of 0.08. What is the safe
yield strength for design if a reliability of 0.999 is
required?

Solution:
1: = ln(560)-0.152/2 = 6.317
Note that F(x) = 0.001 < 0.5.
2: F(x) = 1-R(x) = 0.001 = 0.5 x (1 - erf( z / sqrt(2)))
3: -z = sqrt(2) x erf-1(1 - 0.001 x 2) = -3.090
4: ln(x) = + z = 6.317 - 0.15 x 3.090 = 6.069
5: x = e(6.069) = 432.45 MPa
Based on the lognormal distribution, the yield strength corresponding
to a probability of 0.001 is ~ 432 MPa

Example
Reliability data analysis using
lognormal distribution.
Linear least squared method can
be applied to determine the best
lognormal distribution fit to the
data.
The first step is to
linearized
the
lognormal
distribution.
y m ln x c

F x

1 erf z
2

80

2erf 1 2 F xi 1

ln x

=5.9207
=0.1236

Probability Distribution Summary

81

The Uniform Distribution

This distribution is a key in risk analysis for generating random variables from
other distributions in computer software.
Little real-life applications, include pressure in a room, density across a block of
material, waiting time.

The Normal Distribution:

The Weibull Distribution

Very straightforward and widely

used for approximations
Applications include Natural
sciences, Electronics, mechanical
components etc.

Very powerful and can be applied to

describe all 3 phases of the bathtub
curve failure processes
Applications include Electronics,
mechanical components, material,
structure, random failure etc.

The Exponential Distribution

Special case of Weibull Distribution.
Very commonly used for large
systems and field failures
Applications include accidents,
electronics, mechanical
components, natural disasters
(CFR), luck.

The lognormal distribution

Very powerful and can be applied to
describe various wear-out failure
processes
Applications include Electronics,
material, structure etc.

Issues in Distribution Modeling

Without knowing the underlying distribution of the

variable, no model is absolutely correct. Only,
some models are more useful or more physicallysounded than others.

The model should be sufficiently simple to be

handled by available mathematical and statistical
methods, and be sufficiently realistic such that the
deducted results are of practical use.

The low confidence in the tails of the distribution

were no data exists (extrapolation) is a major
barrier to the application of reliability methods
especially where high level of reliability is
demanded, e.g. nuclear, aerospace and civil
industries.

MS Excel

83

Compute the CDF or Failure Probability of the normal

distribution given mean and the standard deviation.

NORMDIST(x, mean, standard deviation, [ true, false])

Note: True = CDF, False = pdf
x

Mean
36
36

Sig
40
40

[true, false]
1.5
TRUE
1.5
FALSE

--->
--->

CDF or pdf
0.003830381
0.007597324

Compute the normal random variable x of given mean, the

standard deviation and CDF.

NORMDISTINV(CDF, mean, standard deviation)

Failure Prob Mean
Sig
0.999
40
0.12
40
0.5
40

1.5
1.5
1.5

--->
--->
--->

x
44.63534846
38.23751981
40

NORM DIST Analysis

84

In terms of the error function:

x 2 erf 1 1 2 P for 0 P 0.5
z

2 erf 2 P 1 for 0.5 P 1

In terms of the Gamma function:
z

2 sqrtGAMMA.INV1 2 P,0.5,1 for 0 P 0.5

2 sqrtGAMMA.INV2 P 1,0.5,1 for 0.5 P 1

Exercise:
With the aid of MS Excel, determine the best
normal distribution fit to the dataset shown in
the table.