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4
Reliability over Time
Rs (t) = Pr[φ(t) = 1]
45
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and
d
Density function: fT (t) = FT (t) (4.3)
dt
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FT (t + ∆t) − FT (t)
Pr[T ≤ t + ∆t|T > t ] =
FT (t)
so we obtain the hazard function as the limit of this expres-
sion.
1
zT (t) = lim Pr[T ≤ t + ∆t|T > t ]
∆t → 0 ∆t
(4.4)
1 FT (t + ∆t) − FT (t) fT (t)
= lim
∆t → 0 ∆t
=
FT (t) FT (t)
As indicated by the algebraic form, the hazard function is the
rate at which surviving units fail. For this reason, it is often
called the “failure rate.” However, because it can apply to other
failure phenomena, the terminology “failure rate” can be mis-
leading, so in this text, the function zT(t) is called the hazard
function.
Knowledge of any one of the four reliability measures
implies knowledge of all of them. They are all functionally
related and actually comprise alternate statements of the
model of life length dispersion. As an example, note that given
fT (t), we obtain
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t
FT (t) =
∫ f (u)du
0
T
FT (t) = 1 − FT (t)
and
fT (t)
zT (t) =
FT (t)
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fT (t)
zT (t) =
FT (t)
d
fT (t) = − FT (t) = zT (t) FT (t)
dt
so
d
FT (t) + zT (t) FT (t) = 0
dt
The solution for this equation is
t
FT (t) = e ∫0
−
zT ( u) du
or alternately,
FT (t) = e− ZT ( t )
where
t
ZT (t) =
∫ z (u)du
0
T (4.5)
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zT(t)
time
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d
zT (t) ≥ 0 , 0 ≤ t < ∞ (4.6)
dt
An alternate condition for the IFR classification is that
FT (t + τ)
FT (t + τ|τ) =
FT (τ)
be nonincreasing in τ for all t ≥ 0. Note that in the above
definition and the ones that follow, the terminology “failure
rate” is used. This is done to show the correspondence to the
abbreviations that were defined by Barlow, Marshall, and
Proschan [18] at a time when the ambiguity in the terminol-
ogy had not yet been recognized.
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d
zT (t) ≤ 0 , 0 ≤ t < ∞ (4.7)
dt
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d
zT (t) = 0 , 0 ≤ t < ∞ (4.8)
dt
FT (t + τ|τ) = FT (t)
∫ z (u)du , 0 ≤ t < ∞
1
zT (t) > T (4.9)
t 0
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∫ z (u)du , 0 ≤ t < ∞
1
zT (t) < T (4.10)
t 0
FT (t) = 1 − e− λt (4.11)
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fT (t) λe− λt
zT (t) = = =λ (4.13)
FT (t) e− λt
The exponential distribution is the only probability dis-
tribution that has a constant hazard function. In fact, if we
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d
FT (t) = fT (t) = λFT (t)
dt
and obtain Equation 4.11 as the result.
Constant hazard is both a desirable and an undesirable
feature of the exponential model. The appeal of the result lies
in its simplicity. Problems with the constant hazard model
revolve around the associated “memoryless” property that it
displays and the corresponding fact that the conditional sur-
vival probability is independent of age. That is
FT (t + τ) e− λ ( t + τ )
Pr[T > t + τ|T > τ ] = FT (t + τ|τ) = = − λτ = e− λt = FT (t)
FT (τ) e
The interpretation of this result is that a used device has
the same reliability as a new one. Clearly, this is quite con-
trary to intuition and is unlikely to be true of most devices.
The lack of memory feature of the exponential model is there-
fore a weakness in its representation of real equipment.
One final observation concerning the exponential model is
the fact that the life distribution of a series system comprised
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ponent hazards.
FT(t)
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t
δ
FT (t = θ) = 1 − e−1 = 0.632
so θ is a characteristic feature of any realization of the dis-
tribution.
The parameter β is the shape parameter. It determines
the relative shape of the distribution, and it also determines
the behavior of the hazard function. The general form of the
hazard function is
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βtβ−1
zT (t) = (4.16)
θβ
Figure 4.3 provides an illustration of the Weibull hazard
function. Observe that by setting β = 1, we obtain the expo-
nential distribution as a special case and thus have constant
hazard. Note further that the hazard is monotonically increas-
ing when β > 1 and monotonically decreasing when β < 1.
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β>1
zT(t)
β=1
β<1
time
∏ F (t ) = F (t ) ( F (t ) )
k
k−1
FT (t) = FT j (t) Ti Tj Tj
i=1
i≠ j
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2t
zT (t) =
θ2
and many people find this linearity appealing.
d
zT (t) =
{ }
fT′ (t) FT (t) − fT (t) − fT (t){=
}
FT (t) fT′ (t) + fT2 (t)
{ }
2
dt F (t) T
FT2 (t)
2 2 2 2
d e− ( t − µ ) / 2 σ 2(t − µ) e− ( t − µ ) / 2σ (t − µ )
fT′ (t) = =− =− fT ( t )
dt 2πσ 2 2σ 2
2πσ 2 σ2
(t − µ )
− fT (t) FT (t) + fT2 (t)
d
zT (t) = σ2
dt FT2 (t)
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Note that
d (t − µ )
FT2 (t) > 0 so zT (t) ≥ 0 if − fT (t) FT (t) + fT2 (t) ≥ 0
dt σ2
When t<µ
(t − µ )
− >0
σ2
fT (t) ≥ 0
FT (t) > 0
and
fT2 (t) ≥ 0
so
d
zT (t) ≥ 0
dt
When
t≥µ
(t − µ ) (t − µ )
− fT (t) FT (t) + fT2 (t) = − FT (t) + fT (t) fT (t)
σ 2
σ 2
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and
fT (t) ≥ 0
(t − µ )
− FT (t) + fT (t) ≥ 0
σ2
To decide this, we recall that
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∞
FT (t) =
∫ t
fT ( x)dx
∞ ∞
t
∫
t
fT ( x) dx <
∫
t
xfT ( x) dx
Therefore,
∞ ∞
(t − µ ) (t − µ ) ( x − µ)
σ 2
FT (t) =
σ2 ∫ t
fT ( x)dx <
∫ t σ2
fT ( x) dx
2 2
∞
( x − µ) e− ( x − µ ) / 2 σ
∫
∞
= dx = − fT ( x) t = fT ( x)
t σ 2
2πσ 2
and hence
(t − µ )
FT (t) < fT ( x)
σ2
This inequality implies that
(t − µ )
− FT (t) + fT (t) ≥ 0
σ2
so the derivative of the Normal hazard function is nonnega-
tive and the hazard function is increasing.
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λ β β−1 − λt
fT (t) = t e (4.20)
Γ (β)
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( λt ) ( λt )
∞ k β −1 k
FT (t) = ∑
k= β
k!
e − λt
=1− ∑k= 0
k!
e− λt (4.21)
zT (t) = α + βe γt (4.23)
so there are three parameters that can be selected to provide
whatever type of model is desired. More importantly, the
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λβ t (4.24)
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λ (β t −1)
−[ ]
ln β
FT (t) = 1 − e (4.25)
While this form is rather intricate, the rationale for its con-
struction is that the reciprocal of the hazard function should
be decreasing. That is,
d 1
<0
dt zT (t)
θ
zT (t) = δt + (4.27)
1 + βt
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− (λ1 + λ 3 ) e− ( λ1 + λ3 ) t
− (λ 2 + λ 3 ) e− ( λ2 + λ3 ) t + (λ1 + λ 2 + λ 3 ) e− ( λ1 + λ2 + λ3 )
and the hazard function is the ratio of these two functions. A
plot of the hazard function for the case in which the param-
eters are normalized to sum to one (λ1 = 0.6, λ2 = 0.3, λ3 =
0.1) is shown in Figure 4.4.
Naturally, the specific behavior of the hazard function
depends upon the values of the parameters of the life distri-
butions of the components and upon the specific system struc-
ture. Nevertheless, we may conclude that IFR behavior is not
preserved when IFR components are combined to form a sys-
tem. The same is true for DFR components.
In view of the above results concerning the aggregation
of IFR components, it is clear that, for any system, the behav-
ior of the system-level hazard function and the system-level
reliability function should be examined carefully. The
approach most likely to lead to a successful investigation of
the hazard function at the system level is to form the system
reliability function and to differentiate it, either algebraically
or numerically, and to then evaluate the expression
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z (t)
T
0.1
0.08
0.06
0.04
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0.02
2 4 6 8 10
d
− FT (t)
zT (t) = dt (4.29)
FT (t)
again either algebraically or numerically.
As an example, consider the system shown in Figure 4.5.
This simple system has the following reliability function:
FT (t) = e
− ZT1 ( t )
(e − ZT2 ( t )
+e
− ZT3 ( t )
−e
− ZT2 ( t ) − ZT3 ( t )
)
− ZT1 ( t ) − ZT2 ( t ) − ZT1 ( t ) − ZT3 ( t ) − ZT1 − ZT2 ( t ) − ZT3 ( t )
=e +e −e
The density function corresponding to this reliability function
is
− ZT1 ( t ) − ZT2 ( t ) − ZT1 ( t ) − ZT3 ( t )
fT (t) = ( zT1 (t) + zT2 (t)) e + ( zT1 (t) + zT3 (t)) e
− ZT1 − ZT2 ( t ) − ZT3 ( t )
− ( zT1 (t) + zT2 (t) + zT3 (t)) e
z (t)
T
0.25
0.2
0.15
0.1
0.05
2 4 6 8 10
time
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4.4 EXERCISES
1. Plot the hazard function for a Gamma distribution
having β = 1.5 and λ = 0.005.
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1 2
3
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1 3
2 4
1 3
2 4
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