AM2

Applied Reliability
------------------------------------------------------------------------------------------------------------
Applied
Reliability
Techniques for Reliability
Analysis
with
Applied Reliability Tools (ART)
(an EXCEL Add-In)
and
JMP Software
AM216 Class 6 Notes

Santa Clara University
Copyright David C. Trindade, Ph. D.
STAT-TECH
Spring 2010
Applied Reliability 2
------------------------------------------------------------------------------------------------------------
Reference
Applied Reliability Quality Control

Material Based on Chapter 9 in
Text:
Applied Reliability, 2nd ed.

by Paul A. Tobias and David C. Trindade
Published 1995 by Chapman & Hall,

New York
ISBN No. 0-442-00469-9

------------------------------------------------------------------------------------------------------------
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
Parameter Estimation and Application
Confidence Intervals
Hypergeometric Distribution
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
------------------------------------------------------------------------------------------------------------
Multiplication Rule for Outcomes
If the first experiment can result in n1 possible

outcomes, and for each outcome, the second
experiment can result in n2 possible outcomes,
then there are a total of n1 n2 possible outcomes
for the two experiments together.
The multiplication rule is extendable to any

number of experiments in a sequence.
Example:
On a restaurant menu, there are five appetizers,

seven entrees, and six desserts. How many
different three course meals are possible?
Answer: 5x7x6 = 210.

------------------------------------------------------------------------------------------------------------
Combinatorics
Permutations
The number of ways to arrange n objects in
order:
If all n objects are used: n(n-1)(n-2)1 = n!
If only r objects of n are used:

n!
n n 1 (n 2) n r 1
n r !
|------------ r terms -----------|
Examples:
Your child receives five birthday presents.

How many different ways can your child open
them?
Answer: 5! = 5x4x3x2x1 = 120.
Two musical notes are needed to complete the

song. In one octave, thirteen possible notes
exist. Without repeating the same note, how
many different ways can the song be ended?
Answer: 13x12 = 156.

------------------------------------------------------------------------------------------------------------
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?
Answer: 8!/(4!4!) = (8x7x6x5)/(4x3x2x1) = 70.
There are seven blade servers and five open

positions in the rack. How many ways can any
five be chosen for installing in any order on the
five rack positions? (Two will be left out.)
Answer:
7!/(5!2!) = (7x6x5x4x3)/(5x4x3x2x1) = 21.
------------------------------------------------------------------------------------------------------------
Class Project #1
Combinatorics:
Consider the three objects: A, B, C.
1. Taking all three objects, how many

permutations are there?
List them:
2. Taking two objects at a time, how

many permutations are there?
List them:

many combinations are there?
List them:
------------------------------------------------------------------------------------------------------------
Class Project #1
Combinatorics:
Consider the three objects: A, B, C.
1. Taking all three objects, how many

permutations are there?
3! = 3x2x1 = 6.
List them:
ABC ACB BAC
BCA CAB CBA

many permutations are there?
3!/(3-2)! = (3x2x1)/(1) = 6.
List them:
AB AC BA BC CA CB

many combinations are there?
3!/(2!1!) = 3.
List them:
AB AC BC
------------------------------------------------------------------------------------------------------------
Class Project #2
Combinatorics
1. How many different eleven letter words
can be formed from the letters in the word
MISSISSIPPI?
2. Let S denote a survival and F, a failure.

Given two failures among five items on stress,
how many different ways can the two failures
occur on the five objects? (Hint: One way is
SSSFF.) List all words.
3.How many different ways can r failures

occur among n units on stress?
This problem is analogous to asking how

many different words of n letters can be
formed from r F's and (n-r) S's.
------------------------------------------------------------------------------------------------------------
Class Project #2
Combinatorics
1. How many different eleven letter words

can be formed from the letters in the word
MISSISSIPPI?
11!
34,650
4!4!2!
2. Let S denote a survival and F, a failure.
Given two failures among five items on
stress, how many different ways can the
two failures occur on the five objects?
(Hint: One way is SSSFF.) List all words.
5!
2!3!
10
5
2
SSSFF SSFSF SSFFS SFFSS SFSFS

SFSSF FFSSS FSFSS FSSFS FSSSF
3.How many different ways can r failures

occur among n units on stress?
n! n

r ! n r ! r
------------------------------------------------------------------------------------------------------------
Permutations and
Combinations in EXCEL
------------------------------------------------------------------------------------------------------------
Binomial Experiment
Necessary Conditions
1. Only two possible outcomes (success,

failure).
2. Fixed number of trials, n.
3. Constant probability of success, p, across

trials.
4. Trial outcomes are independent.

------------------------------------------------------------------------------------------------------------
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
------------------------------------------------------------------------------------------------------------
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
------------------------------------------------------------------------------------------------------------
Cumulative Function
To get the cumulative probability of x or less

events, sum the individual binomial
probabilities.
x
P ( X x ) P (0) P (1) P ( x ) P (k )
k 0
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
------------------------------------------------------------------------------------------------------------
Cumulative Function
20 units are placed on stress for 100

hours. The CDF at 100 hours is 20%. The
graph below shows the binomial
distribution cumulative probabilities of x or
less failures at 100 hours, x = 0,1,2,
n = 20, p = 0.2:
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
------------------------------------------------------------------------------------------------------------
Properties
Mean or expected number:
Expected number of successes (or failures) in

n trials with probability of success (or failure) p
per trial equals
np
Variance:
2 np 1 p
Standard Deviation:
np 1 p
------------------------------------------------------------------------------------------------------------
Calculations in EXCEL
=BINOMDIST(x, n, p, 0 or 1)
Fourth argument is:
0 or false = individual probability
1 or true = cumulative probability
------------------------------------------------------------------------------------------------------------
Class Project #3
Binomial Distribution:
A fair coin is tossed one hundred times.
1. What is the expected number of heads?
2. What is the standard deviation?
3. What is the probability of exactly fifty heads?
4. What is the probability of at most fifty heads?
5. What is the probability of 60 or more heads?
6. What is the probability of 40 or less heads?
7. What is the probability of greater than 40 but less

than 60 heads?
8. What is the probability of 100 heads?

------------------------------------------------------------------------------------------------------------
Class Project #3
A fair coin is tossed one hundred times.
1. What is the expected number of heads?

np = 100(0.5) = 50
2. What is the standard deviation?

np 1 p 100(0.5)(0.5) 25 5
3. What is the probability of exactly fifty heads?

50 100 50
100 1 1
P X 50 7.96%
50 2 2
4. What is the probability of at most fifty heads?
P X 50 53.98%
5. What is the probability of 60 or more heads?

P X 60 2.844%
6. What is the probability of 40 or less heads?
P X 40 2.844%
7. What is the probability of greater than 40 but

less than 60 heads?
P 41 X 59 1 2(2.844) 94.31%
8. What is the probability of 100 heads?

100 100 100
100 1 1
P X 100 2 7.89 x1031
100 2
------------------------------------------------------------------------------------------------------------
Binomial Distribution PMF

n = 100, p = 0.5
------------------------------------------------------------------------------------------------------------
Cumulative Binomial Distribution

n = 100, p = 0.5
------------------------------------------------------------------------------------------------------------
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.
Note this is the same statistic for estimating

the CDF F(t) at time t, that is,
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.
------------------------------------------------------------------------------------------------------------
95% Confidence Intervals for Proportions
Clopper and Pearson Chart
------------------------------------------------------------------------------------------------------------
Exact Confidence Limits Using
EXCEL:
Exact confidence limits for the population parameter
p may be found using the Inverse Beta function in
EXCEL.
Lower limit: 0 for x = 0; =BETAINV(a/2, x, n-x+1) for

x between 1 and n.
Upper limit: =BETAINV(1-a/2, x+1, n-x) for x

between 1 and n-1; 1 for x = n.
Example: n =100, x = 2,
The estimate of p = 2/100 = 0.02 = 2%.
Thus, a 90% 2-sided confidence interval on the

population p is:
LCL: = BETAINV(.05, 2, 99) = 0.36%
UCL: = BETAINV(.95, 3, 98) = 6.16%

------------------------------------------------------------------------------------------------------------
Class Project #4
Fifty devices are stressed for 168 hrs. The
probability of a device failing by 168 hrs is 0.05
or 5%.
Determine:
A. The probability all devices survive 168 hours.
B. The expected number of failures.
C. The probability of at least one failure.
D. At the end of the test there are 10 failures.

Provide a 95% confidence interval for the
population failure proportion. Does the interval
include the assumed 5% failure probability?
------------------------------------------------------------------------------------------------------------
Class Project #4
Fifty devices are stressed for 168 hrs. The
probability of a device failing 168 hrs is 0.05 or 5%.
Determine:
A. The probability all devices survive 168 hours.

P( X 0) 1 .05
50
0.077
B. The expected number of failures.
np = 50x0.05 = 2.5
C. The probability of at least one failure.

P( X 1) 1 P( X 0) 1 0.077 0.923
D. At the end of the test there are 10 failures.
Provide a 95% confidence interval for the population
failure proportion. Does the interval include the
assumed 5% failure probability?
From the Clopper Pearson chart, we get the interval

(10% to 34%),
which does not include the 5% failure probability.
------------------------------------------------------------------------------------------------------------
The Poisson Distribution

Approximation to Binomial
Distribution
For n large and p small, the Poisson

distribution provides an excellent
approximation to the binomial distribution.
Let l = n x p, the expected number. The

probability of exactly x occurrences is:
l x el
P x
x!
The mean or expected number is l. The
variance is also l. The standard deviation is
l.
Approximation is good for large n and small p,
such that l= n x p is less than, roughly, 7.
------------------------------------------------------------------------------------------------------------
The Poisson Distribution

Approximation to Binomial:
There are ninety units placed on stress for 100
hours. If the probability of failure is 0.01 for an
individual unit, what is the probability of 2 or less
units failing?
Comparison of Binomial and Poisson Probabilitiess
n = 90, p = 0.01, l = np = 0.9
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
------------------------------------------------------------------------------------------------------------
Applications of Poisson Distribution
The Poisson is also a distribution on its own

to model situations where the probability of
a single event over a period of time or
space is constant.
For example, for calculations involving

density, such as the number of defects per
wafer, the Poisson distribution (with l = the
mean number of defects for a given area)
can be used to model the defect distribution.
The Poisson has been applied to the

number of phone calls in a given period, the
number of repairs in time, the number of
bugs in software, the number of raisins in a
box of cereal, the number of people in a
queue, the number of flaws per yard of
insulated wire, the number of misprints per
page, and so on.
------------------------------------------------------------------------------------------------------------
=POISSON(x, l, 0 or 1)
------------------------------------------------------------------------------------------------------------
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:
1. The expected number of defects per wafer?
2. The expected number of defects for the ten wafers?
3. The probability any wafer is defect free?
4. The probability any wafer has at least one defect?
5. The probability any wafer has exactly five defects?
6. The probability all ten wafers are defect free?
7. The probability exactly two of the ten wafers are

defect free?
------------------------------------------------------------------------------------------------------------
Class Project #5
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.
1. The expected number of defects per wafer?

np = 200x0.01 = 2.0
2. The expected number of defects for the ten wafers?
10x2 = 20
3. The probability any wafer is defect free?
P 0 e2 0.135
4. The probability any wafer has at least one defect?
1 P(0) 1 e2 0.865
5. The probability any wafer has exactly five defects?
25 e 2
0.036
5!
6. The probability all ten wafers are defect free?
e
2 10
e 20 0
7. The probability exactly two of the ten wafers are
defect free?

Binomial: P (2) 10 e 2 2 1 e 2 8 0.258
2
Poisson: l = np = 10(0.135) = 1.35
1.352 e 1.35
P (2) 0.236
2
------------------------------------------------------------------------------------------------------------
Estimation of l
The estimate of the population

parameter l is just the average
observed number of occurrences
over the collection of time periods,
samples, objects, lines, etc.
Confidence Intervals for l
Tables for the 90%, 95%, and 99%

confidence levels for various observed
counts are shown next. Note the
confidence limits depend only on the
confidence level and the observed
count. Conversion to a CI for l may be
done using these tables.
Exact confidence limits can also be

calculated directly using functions in
EXCEL.
------------------------------------------------------------------------------------------------------------
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
------------------------------------------------------------------------------------------------------------
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.
Lower limit: 0 for x = 0; =0.5* CHIINV(1-a/2, 2x) for x

> 0.
Upper limit: =0.5* CHIINV(a/2, 2*(x+1)) for x > 0.
Example: Observe 2 bugs in 100 lines of code,
The estimate of l: x = 2 bugs/100 LOC
Thus, a 90% 2-sided confidence interval on the

population l = bugs/100 lines of code is:
LCL: = 0.5* CHIINV(.95, 4) = 0.36
UCL: = 0.5* CHIINV(.05, 6) = 6.30

------------------------------------------------------------------------------------------------------------
Poisson Confidence Limits

Distinguish between Poisson confidence limits on:
the total count (as in the previous table)
the average count per unit of measure (as a % in ART).
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.)
Suppose we open ten boxes and find a total of 30

raisins, The average number of raisins per box is 3, as
before. The 90% confidence interval on:
the total count for ten boxes is 21.59 to 40.69
the average per box l is 2.159 to 4.069.
(CI width for l is now 1.91 since the sample is larger.)
The width of the confidence interval depends on the total

count.
------------------------------------------------------------------------------------------------------------
Class Project #6
1000 randomly selected lines of code are
inspected. Twenty three bugs are found.
Assuming a Poisson distribution:
A. What's the estimate of the expected

number of bugs per 1000 lines of code
(KLOC) in the population?
B. Provide a 90% confidence interval on

the expected number of bugs per KLOC in
the population.
------------------------------------------------------------------------------------------------------------
Class Project #6
1000 randomly selected lines of code are
inspected. Twenty three bugs are found.
Assuming a Poisson distribution:
A. What's the estimate of the expected

number of bugs per 1000 lines of code
(KLOC) in the population?
Answer: 23
B. Provide a 90% confidence interval on

the expected number of bugs per KLOC in
the population.
Answer:
From Table of CL for Poisson, CI is 15.72 to

32.59
Using EXCEL:
LCL: = 0.5* CHIINV(0.95, 46) = 15.72
UCL: = 0.5* CHIINV(0.05, 48) = 32.59
------------------------------------------------------------------------------------------------------------
No Limit on Defect Count
The Poisson distribution has no limit (like n

for the binomial distribution) on the number of
defects per unit of measure that can be
counted.
Defective Unit versus Defects
A unit is defective if it has one or more defects

(a defect is defined as a nonconformance to
specifications). Thus, defective units are
treated separately from the number of defects
per unit or area.
A defective unit is handled by the binomial or

hypergeometric distributions. For calculations
involving density (e.g., defects per wafer,
failures per period, etc.), the Poisson
distribution is often used.
------------------------------------------------------------------------------------------------------------
Application:
Fixed number of trials.
Two possible outcomes: Success or failure.
Sampling from finite population. Hence,

probability of success with each trial changes
and events are not independent.
Example: Whats the probability of drawing two

aces in a row from a well shuffled deck of
cards?
Example: 20 lines of code in 100 are defective

(contain a bug). Randomly select 10 lines.
Whats the probability of finding 0,1,2,
defective lines?
------------------------------------------------------------------------------------------------------------
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,...
For n<0.1N, binomial distribution is a good

approximation for P(X) where p = m/N.
------------------------------------------------------------------------------------------------------------
Class Project #7
Hypergeometric Distribution:
Your dresser drawer contains twenty

socks, half red and half black. Its early
morning and still dark. You dont want to
turn on the light and disturb your spouse.
So in darkness you randomly select two
socks.
1. What is the probability that you

choose a matched pair of black socks?

choose a matched pair of either color?
------------------------------------------------------------------------------------------------------------
Class Project #7
Hypergeometric Distribution:

choose a matched pair of black socks?
P 2

m
x
N m
nx
45 x1
0.237
10
2
10
0
190 N
n
20
2

choose a matched pair of either color?
P(matched pair, either color) = 2xP(2) =

0.474
------------------------------------------------------------------------------------------------------------
= hypgeomdist( x; n; m; N)
------------------------------------------------------------------------------------------------------------
Fishers Exact Test

In two groups we observe failure proportions
1/6 and 7/9. The small sample sizes are small,
but we want to test whether Group 1 is
significantly better than Group 2. The results
are displayed in a 2x2 contingency table with
margin totals:
Group 1 Group 2 Totals

Pass 5 2 7
Fail 1 7 8
Totals 6 9 15
Is the population from which the first group was

drawn significantly better than the second
group population or is the difference likely to
occur by chance alone?
For small sample sizes, Fishers Exact Test,

based on the hypergeometric distribution,
calculates the probability of observing
differences equal to or greater than the results
observed.
------------------------------------------------------------------------------------------------------------
Fishers Exact Test

Pass 5 2 7
Fail 1 7 8
Totals 6 9 15
For both groups, note the total sample size is N

= 15 and the total failures is m = 8. Assume a
randomly drawn sample size of n = 6 for Group
1. The probability of getting exactly 1 failure out
of the 8 possible is given by the hypergeometric
distribution
P 1
8
1
0.03357
15 8
6 1
15
6
------------------------------------------------------------------------------------------------------------
Fishers Exact Test

(Continued)
An even more extreme event (zero failures in
Group 1) with the same marginal totals is
shown below.

Pass 6 1 7
Fail 0 8 8
Totals 6 9 15
This probability is
P 0
0.001399
8
0
15 8
6 0
15
6
So the one-sided probability of observing the

results or stronger is the sum
0.03357 + 0.001399 = 0.034965 3.5%

At ~96.5% confidence, the test results are
significantly different.
------------------------------------------------------------------------------------------------------------
Class Project #8
Fishers Exact Test
In an experiment to compare different

treatments, the old method produced four
rejects out of twenty. In the second
experiment, the new procedure resulted in
zero rejects out of fifteen. How statistically
significant is the improvement between the
new and old?
------------------------------------------------------------------------------------------------------------
Class Project #8
Fishers Exact Test
In an experiment to compare different

treatments, the old method produced four
rejects out of twenty. In the second
experiment, the new procedure resulted in
zero rejects out of fifteen. How statistically
significant is the improvement between the
new and old?
New Old Totals
Pass 15 16 31
Fail 0 4 4
Totals 15 20 35
P 0
0.0925
4 35 4
15 0

0
35
15
=HYPGEOMDIST(0,4,35,15)=0.092532
------------------------------------------------------------------------------------------------------------
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.
Several possible risks involved in

deciding whether or not a lot (the
population) has a maximum allowed
percent defective level, say Y%:
-Reject a good lot with percent

defective below Y% and commit a Type
1, a, or producer's error.
-Accept a bad lot with percent

defective above Y% and commit a Type
2, b, or consumer's error.
Matrix of Possible Choices

Population Value (% Defective)
<Y% >Y%
Decision Accept Correct Type II error

on Lot
Reject Type I error Correct
------------------------------------------------------------------------------------------------------------
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
------------------------------------------------------------------------------------------------------------
Calculations for an O.C. Curve

Method:
Use binomial distribution with n, varying p, to
calculate probability of acceptance, that is, P( X < c ):
Example:
Sketch the O.C. curve for a sample size n = 100 and

acceptance number c = 2.
The probability of acceptance is:
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.
For p = 0.01, the probability of acceptance P is

0.3660+0.3697+0.1849 = 0.9206.
0.0059+0.0312+0.0812=0.1183.
0.0000+0.0003+0.0016=0.0019.
------------------------------------------------------------------------------------------------------------
OC Curves
Fixed c, Varying Sample Sizes n:
1.00
0.90
0.80
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%
Fixed n, Varying Acceptance Numbers c:

1.00
0.90
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%
------------------------------------------------------------------------------------------------------------
O.C. Curve Calculations

Using ART
------------------------------------------------------------------------------------------------------------
Sampling Plan
A sampling plan is a specified sample size n and
acceptance number c. A sampling plan generates a
specific O.C. curve.
The sampling plan is determined by specifying four

values, equivalent to two points on the O.C. curve:
1. The p value for an incoming lot for which the

probability of acceptance is very high (e.g., 95% or
producers risk a = 5%).
2. The p value for an incoming lot for which the
probability of rejection is very high ( e.g., 90% or
consumers risk b = 10%).
These four numbers (two p values and associated

risks) uniquely determine the sampling plan.
We assume the lot size N is large relative to n, or

equivalently, that we are sampling from a process, rather
than from lots. This assumption allows using simpler
binomial distribution for calculations rather than the more
complex hypergeometric distribution.
Several procedures exist to generate sampling

plans: published tables, nomograph, computer
programs, iterative calculations, etc.
------------------------------------------------------------------------------------------------------------
Sampling Plan Nomograph

------------------------------------------------------------------------------------------------------------
Generating a Sampling Plan

Using ART
AQL 2%, a 5%; RQL 8%, b 10%
------------------------------------------------------------------------------------------------------------
LTPD Sampling Plans
What if our primary concern was viewing

sampling plans that would assure rejection
with high probability, say 90%, of a defect
level that was the maximum value a
consumer could tolerate.
Such plans are called LTPD (lot tolerance

percent defective) plans. The next table is
based on a 10% consumers risk at various
rejectable quality levels.
------------------------------------------------------------------------------------------------------------
LTPD Table
Consumers Risk b = 10%
------------------------------------------------------------------------------------------------------------
Reducing the Sample Size:

Suppose the qualification sampling plan is
to accept on 3 or less rejects out of 300
units. Because of the cost or lack of
availability of 300 units, we wish to reduce
the sample size while holding the
consumers risk constant. What is the
sample size if 2 or less rejects are allowed,
or 1 or less, or even zero?
------------------------------------------------------------------------------------------------------------

Procedure:
Refer to figures following.
1. Find the graph corresponding to the present

acceptance number, say 3.
2. Find the intersection of the sample size on the
horizontal x-axis with the diagonal line in the
graph labeled with the probability of acceptance
value 10, corresponding to a 10% consumers
risk.
3. Read, on the vertical y-axis, the percent
defective value associated with the 10%
consumers risk.
4. Find the graph with a lower acceptance number
and reverse the above procedure.
5. Using the percent defective value previously
found for the consumers risk on the y-axis of
the new graph, find its intersection with the
labeled 10 line.
6. Dropping vertically at this intersection point to
the x - axis, read off the new sample size for
this lower acceptance number.
------------------------------------------------------------------------------------------------------------
Graphs for Adjusting

Sampling Plans
------------------------------------------------------------------------------------------------------------
Graphs for Adjusting

Sampling Plans
------------------------------------------------------------------------------------------------------------
Class Project #9
Adjusting a Qualification Sampling Plan:

The qualification plan calls for allowing
two rejects out of two hundred units.
The engineer needs to reduce the
sample size of the study. If he wants to
keep the same defect level at which the
consumers risk is 10% for lot
acceptance, what is the necessary
sample size, allowing only one reject.
What is the LTPD?
------------------------------------------------------------------------------------------------------------
Class Project #9
Adjusting a Qualification Sampling Plan:

The qualification plan calls for allowing
two rejects out of two hundred units.
The engineer needs to reduce the
sample size of the study. If he wants to
keep the same defect level at which the
consumers risk is 10% for lot
acceptance, what is the necessary
sample size, allowing only one reject.
What is the LTPD?
From Figure 9.15 (c = 3), 10% consumers

risk is at 2.2% defective.
From Figure 9.13 (c = 1) , at 2.2% defective,
the 10% consumers risk corresponds to
sample size 175 units.
------------------------------------------------------------------------------------------------------------
The smallest sample size for a plan having

a specified rejectable quality level occurs
when the acceptance number is zero.
------------------------------------------------------------------------------------------------------------

Zero Failures
Protection Against Consumer's Risk:
For zero failures and rejection

probability (1 - b), the minimum
sample size to reject a lot with fraction
defective value p is given by:
ln b
n
ln 1 p
Plot of Minimum Sample Size Versus Fraction Defective

------------------------------------------------------------------------------------------------------------
Using ART Minimum Size

Sampling Plans
------------------------------------------------------------------------------------------------------------
Class Project #10
Sampling Plans:
We're willing to accept at most a 10%
chance of permitting a failure fallout as
high as 1.0%.
A. If we allow up to three rejects, what

sample size do we need ? See Table
9.3 or ART Sampling Plans.
B. It turns out, we have only 500 pieces

available. What should our acceptance
number be now?
C. What is the minimum sample size we

need, that is, allowing zero failures?
------------------------------------------------------------------------------------------------------------
Class Project #10

Sampling Plans:
We're willing to accept at most a 10% chance
of permitting a failure fallout as high as 1.0%.
A. Allowing up to three rejects, what sample

size do we need?
Table 9.3: 668
B. It turns out, we have only 500 pieces

available. What should our acceptance
number be now?
Table 9.3: c = 1 for 390 units

c = 2 for 533 units
C. What is the minimum sample size we need,

that is, allowing zero failures?.
Table 9.3: 231

ART (Min. SS): 230
Formula:
ln0.1
n 229
ln(1 .01)
------------------------------------------------------------------------------------------------------------
Sampling Plans
The Meaning of AQL and LTPD
AQL: Acceptable quality level

The incoming lot percent defective with
typically a 95% chance of acceptance. If
a lot is rejected (that is, the number of
rejects is above the acceptance number),
we state with 95% confidence that the lot
defect level is above the AQL.
LTPD: Lot tolerance percent defective

The incoming lot percent defective with a
10% chance of acceptance. If a lot is
accepted (that is, the number of rejects is
equal to or below the acceptance number),
we can state with 90% confidence that the
lot defect level is below the LTPD.
------------------------------------------------------------------------------------------------------------
Sampling Plans
Outgoing Quality
AOQ: Average outgoing quality

Average level of defects shipped. Found
by multiplying lot percent defective by
probability of acceptance, that, is pxP.
Generates AOQ curve. Assumes rejected
lots are screened to make lot perfect.
AOQL: Average outgoing quality limit

Maximum value of AOQ curve. With 100%
inspection of rejected lots, AOQ to customer
is never any worse than AOQL.
------------------------------------------------------------------------------------------------------------
Sampling Plans
AOQ Curve and AOQL
EXCEL Worksheet
------------------------------------------------------------------------------------------------------------
AOQ Curves Using ART

------------------------------------------------------------------------------------------------------------
Statistical Process Control

Control Charts for Reliability
If p is the historical process average,

the upper control limit is given by
p 1 p
UCL p z1a
n
Three-Sigma Control Chart for Binomial Proportions
------------------------------------------------------------------------------------------------------------
Cumulative Count Control Chart
Control Based on Good Units
CCC chart concentrates on number of

good units produced instead of number of
defective items.
Accumulated number of good units is

plotted in time and compared to control
limits such that a cumulative count of good
units will fall inside the limits when a
process is in control.
------------------------------------------------------------------------------------------------------------

Example
------------------------------------------------------------------------------------------------------------

Points Outside Control Limits
Interpretation
If the first failure occurs before the

cumulative count exceeds the lower
limit, the process is not capable of
meeting the PPM level specified for the
control limits.
If the first failure occurs after the

cumulative count exceeds the upper
limit, the process is demonstrating even
better performance than the PPM level
specified for the control limits.
------------------------------------------------------------------------------------------------------------
Cumulative Count Control

Charts for Low PPM
Centerline Set at Median:
0.6931
Median
p
Lower Control Limit:
ln1 a / 2
nLCL
ln1 p
Upper Control Limit:
lna / 2
nUCL
ln1 p
Centerline and 90% LCL and UCL can be

obtained from the following table by reading in
the row for a given PPM under the columns
labeled 0.5, 0.95, and 0.05, respectively.
------------------------------------------------------------------------------------------------------------
Minimum Sample Sizes for Zero

Rejects at Various Probabilities
Probability of Zero Rejects
PPM 0.999 0.995 0.99 0.975 0.95 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0.05 0.025 0.01 0.005 0.001
1 1001 5013 10051 25318 51294 105361 223144 356675 510826 693147 916291 1203973 1609438 2302584 2995731 3688878 4605168 5298315 6907752
6 sigma:
3.4 295 1475 2956 7447 15087 30989 65631 104905 150243 203867 269497 354110 473364 677230 881097 1084963 1354460 1558326 2031690
5 201 1003 2011 5064 10259 21073 44629 71335 102165 138630 183258 240794 321887 460516 599145 737775 921032 1059661 1381548
10 101 502 1006 2532 5130 10536 22315 35668 51083 69315 91629 120397 160943 230258 299572 368887 460515 529830 690773
20 51 251 503 1266 2565 5268 11158 17834 25542 34658 45815 60199 80472 115129 149786 184443 230257 264914 345385
50 21 101 202 507 1026 2108 4463 7134 10217 13863 18326 24079 32188 46051 59914 73776 92102 105964 138152
75 14 67 134 338 684 1405 2976 4756 6811 9242 12217 16053 21459 30700 39942 49184 61400 70642 92100
100 11 51 101 254 513 1054 2232 3567 5109 6932 9163 12040 16094 23025 29956 36887 46050 52981 69075
200 6 26 51 127 257 527 1116 1784 2554 3466 4581 6020 8047 11512 14978 18443 23024 26489 34536
5 sigma:
233 5 22 44 109 221 453 958 1531 2193 2975 3933 5167 6907 9882 12856 15831 19763 22737 29644
500 3 11 21 51 103 211 447 714 1022 1386 1833 2408 3219 4605 5990 7376 9209 10594 13813
1000 1 6 11 26 52 106 224 357 511 693 916 1204 1609 2302 2995 3688 4603 5296 6905
5000 1 3 6 11 22 45 72 102 139 183 241 322 460 598 736 919 1058 1379
4 sigma:
6210 1 2 5 9 17 36 58 83 112 148 194 259 370 481 593 740 851 1109
10000 1 3 6 11 23 36 51 69 92 120 161 230 299 368 459 528 688
3 sigma:
66807 1 2 4 6 8 11 14 18 24 34 44 54 67 77 100
------------------------------------------------------------------------------------------------------------
Class Project #11

Cumulative Count Control Chart:
A process is assumed to run at 500 PPM.
A cumulative count control chart is
desired for monitoring purposes.
Find the centerline and upper and lower

non-defective cumulative count values for
a 95% control limit band.
------------------------------------------------------------------------------------------------------------
Class Project #11

Cumulative Count Control Chart:
A process is assumed to run at 500 PPM.

A cumulative count control chart is desired for
monitoring purposes.
Find the centerline and upper and lower non-

defective cumulative count values for a 95%
control limit band.
From Table: CL = 1386, LCL = 51, UCL = 7376

0.6931
Formulas: CL 1386
500 10 6
ln(1 0.05 / 2)
LCL 51
ln(1 0.0005)
ln(0.05 / 2)
UCL 7376
ln(1 0.0005)
Compare to the tabulated values for Minimum
Sample Sizes for Zero Rejects at Various
Probabilities.
Matches!
------------------------------------------------------------------------------------------------------------
Using ART for Cumulative Count
Control Charts

AM2

Загружено:

Сведения о документе

Авторское право

Доступные форматы

Поделиться этим документом

Поделиться или встроить документ

Параметры публикации

Этот документ был вам полезен?

Это неприемлемый материал?

Авторское право:

Доступные форматы

AM2

Загружено:

Авторское право:

Доступные форматы

Applied Reliability

AM216 Class 6 Notes

Copyright David C. Trindade, Ph. D.

Applied Reliability Quality Control

Applied Reliability, 2nd ed.

Published 1995 by Chapman & Hall,

ISBN No. 0-442-00469-9

Multiplication Rule for Outcomes

If the first experiment can result in n1 possible

The multiplication rule is extendable to any

On a restaurant menu, there are five appetizers,

Answer: 5x7x6 = 210.

If all n objects are used: n(n-1)(n-2)1 = n!

If only r objects of n are used:

Your child receives five birthday presents.

Two musical notes are needed to complete the

Answer: 13x12 = 156.

Answer: 8!/(4!4!) = (8x7x6x5)/(4x3x2x1) = 70.

There are seven blade servers and five open

1. Taking all three objects, how many

2. Taking two objects at a time, how

3. Taking two objects at a time, how

1. Taking all three objects, how many

2. Taking two objects at a time, how

3. Taking two objects at a time, how

2. Let S denote a survival and F, a failure.

3.How many different ways can r failures

This problem is analogous to asking how

1. How many different eleven letter words

SSSFF SSFSF SSFFS SFFSS SFSFS

3.How many different ways can r failures

1. Only two possible outcomes (success,

2. Fixed number of trials, n.

3. Constant probability of success, p, across

4. Trial outcomes are independent.

To get the cumulative probability of x or less

20 units are placed on stress for 100

Mean or expected number:

Expected number of successes (or failures) in

A fair coin is tossed one hundred times.

1. What is the expected number of heads?

2. What is the standard deviation?

3. What is the probability of exactly fifty heads?

4. What is the probability of at most fifty heads?

5. What is the probability of 60 or more heads?

6. What is the probability of 40 or less heads?

7. What is the probability of greater than 40 but less

8. What is the probability of 100 heads?

A fair coin is tossed one hundred times.

1. What is the expected number of heads?

2. What is the standard deviation?

3. What is the probability of exactly fifty heads?

5. What is the probability of 60 or more heads?

7. What is the probability of greater than 40 but

8. What is the probability of 100 heads?

Binomial Distribution PMF

Cumulative Binomial Distribution

Note this is the same statistic for estimating

Lower limit: 0 for x = 0; =BETAINV(a/2, x, n-x+1) for

Upper limit: =BETAINV(1-a/2, x+1, n-x) for x

The estimate of p = 2/100 = 0.02 = 2%.

Thus, a 90% 2-sided confidence interval on the

LCL: = BETAINV(.05, 2, 99) = 0.36%

UCL: = BETAINV(.95, 3, 98) = 6.16%