36

Lectures on Stat-613 (Reliability)

Dr. Hanan M. Aly
Lecture 4
The Normal Distribution
The normal distribution, also known as the Gaussian distribution, is the most widely-used
general purpose distribution. It is for this reason that it is included among the lifetime
distributions commonly used for reliability and life data analysis.
There are some who argue that the normal distribution is inappropriate for modeling
lifetime data because the left-hand limit of the distribution extends to negative infinity.
This could conceivably result in modeling negative times-to-failure. However, provided
that the distribution in question has a relatively high mean and a relatively small standard
deviation, the issue of negative failure times should not present itself as a problem.
Nevertheless, the normal distribution has been shown to be useful for modeling the
lifetimes of consumable items, such as printer toner cartridges.
Normal Probability Density Function
The pdf of the normal distribution is given by:
2
1
( )
2
1
( )
2
t
t
t
f t e

o
o t

=
f(t) > 0, - < t < , - < t < , oT > 0
where:
It is a two-parameter distribution with parameters (or t ) and o
T
, i.e. the mean and the
standard deviation, respectively.
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Normal Statistical Properties
The Normal Mean, Median and Mode
The normal mean or MTTF is actually one of the parameters of the distribution, usually denoted
as . Since the normal distribution is symmetrical, the median and the mode are always equal to
the mean, = = .
The Normal Standard Deviation
As with the mean, the standard deviation for the normal distribution is actually one of the
parameters, usually denoted as o
T.
The Normal Reliability Function
The reliability for a mission of time T for the normal distribution is determined by:
2
1
( )
2
1
( ) ( )
2
t
t
t t t
R t f t dt e dt

o
o t

= =
} }
1 ( )
t
= u
o
.
There is no closed-form solution for the normal reliability function. Solutions can be obtained via
the use of standard normal tables.
The Normal Conditional Reliability Function
The normal conditional reliability function is given by:
2
2
1 *
( )
2
*
1 *
( )
2
*
1
2 ( *)
( *)
( *)
1
2
t
t
t t
t t t
t
t t
e dt
R t t
R t t
R t
e dt

o
o t
o t
+

+


+
= =
}
}
Once again, the use of standard normal tables for the calculation of the normal conditional
reliability is necessary, as there is no closed form solution.
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The Normal Reliable Life
Since there is no closed-form solution for the normal reliability function, there will also be no
closed-form solution for the normal reliable life. To determine the normal reliable life, one must
solve:
2
1
( )
2
1
( )
2
t
t
t t
R t e dt

o
o t

=
}
for t.
The Normal Failure Rate Function
The instantaneous normal failure rate is given by:
2
2
1
( )
2
1
( )
2
1
2 ( )
( )
( )
1
2
t
t
t
t
t
t t
e
f t
t
R t
e dt

o
o t

o t

= =
}
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Characteristics of the Normal Distribution
Some of the specific characteristics of the normal distribution are the following:
- The normal pdf has a mean, , which is equal to the median, , and also equal to the
mode, , or = = . This is because the normal distribution is symmetrical about its
mean.
- The mean,, or the mean life or the MTTF, is also the location parameter of the normal
pdf, as it locates the pdf. It can assume values of - < < .
- The normal pdf has no shape parameter. This means that the normal pdf has only one
shape, the bell shape, and this shape does not change.
Different Normal Curves
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- The standard deviation, oT, is the scale parameter of the normal pdf.
o As o
T
decreases, the pdf gets pushed toward the mean, or it becomes narrower
and taller.
o As oT increases, the pdf spreads out away from the mean, or it becomes broader
and shallower.
o The standard deviation can assume values of 0 < oT < .
o The greater the variability, the larger the value of oT, and vice versa.
o The standard deviation is also the distance between the mean and the point of
inflection of the pdf, on each side of the mean. The point of inflection is that point
of the pdf where the slope changes its value from a decreasing to an increasing
one, or where the second derivative of the pdf has a value of zero.
- The normal pdf starts at t = - with an f(t) = 0. As t increases, f(t) also increases, goes
through its point of inflection and reaches its maximum value at t = . Thereafter, f(t)
decreases, goes through its point of inflection, and assumes a value of f(t) = 0 at t = + .
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Using Probability Plotting to Calculate the Parameters of the
Normal Distribution
As described before, probability plotting involves plotting the failure times and associated
unreliability estimates on specially constructed probability plotting paper. The form of this paper is
based on a linearization of the cdf of the specific distribution. For the normal distribution, the
cumulative density function can be written as:
( ) ( )
t
t
F t

o

= u (1)
or:
1
[ ( )]
t t
t
F t

o o

u = + (2)
where:
2
2
1
( )
2
t x
x e dt

u =
H

}
Now, let:
1
[ ( )] y F t

= u (3)
(4)
and:
(5)
which results in the linear equation of:
y = a + b t
The normal probability paper resulting from this linearizedcdf function is shown next.
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Since the normal distribution is symmetrical, the area under the pdf curve from - to is 0.5, as
is the area from to + . Consequently, the value of is said to be the point where
R(t) = Q(t) = 50%.
This means that the estimate of can be read from the point where the plotted line crosses the
50%unreliability line.
To determine the value of o from the probability plot, it is first necessary to understand that the
area under the pdf curve that lies between one standard deviation in either direction from the
mean (or two standard deviations total) represents 68.3% of the area under the curve. This is
represented graphically in the following figure.
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Consequently, the interval between Q(t) = 84.15% and Q(t) = 15.85% represents two standard
deviations, since this is an interval of 68.3% (84.15 - 15.85 = 68.3), and is centered on the mean
at 50%. As a result, the standard deviation can be estimated from:
(6)
That is: the value of is obtained by subtracting the time value where the plotted line crosses the
84.15% unreliability line from the time value where the plotted line crosses the 15.85%
unreliability line and dividing the result by two. This process is illustrated in the following example.
Normal Distribution Example
Seven units are put on a life test and run until failure. The failure times are 85, 90, 95, 100, 105,
110, and 115 hours. Assuming a normal distribution, estimate the parameters using probability
plotting.
Solution to Normal Distribution Example
In order to plot the points for the probability plot, the appropriate unreliability estimate values must
be obtained. These will be estimated through the use of median ranks. The following table shows
the times-to-failure and the appropriate median rank values for this example:
Time-to-Failure (hr) Median Rank (%)
85 9.43%
90 22.85%
95 36.41%
100 50.00%
105 63.59%
110 77.15%
115 90.57%
These points can now be plotted on normal probability plotting paper as shown in the next figure.
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Draw the best possible line through the plot points. The time values where this line intersects the
15.85%, 50%, and 84.15% unreliability values should be projected down, as shown in the
following plot.
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The estimate of is determined from the time value at the 50% unreliability level, which in this
case is 100 hours. The value of the estimator of o is determined by Eqn. (6):
Alternately, could be determined by measuring the distance from t(Q = 15.85%) to t(Q =
50%), or t(Q = 50%) to t(Q = 84.15%), as either of these two distances is equal to the value of
one standard deviation.