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MATHEMATICAL ASPECTS
OF
RELIABILITYCENTERED
MAINTENANCE
'
_{H}_{,} _{L}_{.} Revidoff,
_{R} _{&} _{D} Contultanti Company
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IDistbution
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RENOOLEEOBy
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TECHNICAL
INFORMATION
SERVICE
US.3WLARTMENYOfCOMMERCE
SNAT1IONAn4TECNIAL
_{V}_{N}_{W}_{6}_{F}_{I}_{P} D, VA.22161
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_{T}_{A}_{B}_{L}_{E} OF CONTENTS
_{§} 
_{I}_{.} 
_{I}_{n}_{t}_{r}_{o}_{d}_{u}_{c}_{t}_{i}_{o}_{n} 
1 

_{§}_{2}_{.} 
_{E}_{l}_{e}_{m} _{e}_{n}_{t}_{s} _{o}_{f} _{P}_{r}_{o}_{b}_{a}_{b}_{i}_{l}_{i}_{t}_{y} . 
10 

_{§} _{3}_{.} 
_{T}_{e}_{r}_{m}_{i}_{n}_{o}_{l}_{o}_{g}_{y} _{o}_{f} _{R}_{e}_{l}_{i}_{a}_{b}_{i}_{l}_{i}_{t}_{y} Theory 
27 

_{§}_{4}_{.} 
_{U}_{s}_{e}_{f}_{u}_{l} _{S}_{u}_{r}_{v}_{i}_{v}_{a}_{l} _{D}_{i}_{s}_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n}_{s} 
35 

_{§}_{5}_{.} 
_{S}_{i}_{m}_{p}_{l}_{e} _{a}_{n}_{d} _{C}_{o}_{m}_{p}_{l}_{e}_{x} _{S}_{y}_{s}_{t}_{e}_{m}_{s} 
53 

_{§} 
_{6}_{.} 
_{R}_{e}_{l}_{i}_{a}_{t}_{'}_{i}_{!}_{i}_{t}_{y}_{}_{C}_{e}_{n}_{t}_{e}_{r}_{e}_{d} _{M}_{a}_{i}_{n}_{t}_{e}_{n}_{a}_{n}_{c}_{e} 
59 

_{§} _{7}_{.} 
_{I}_{n}_{f}_{o}_{r}_{m}_{a}_{t}_{i}_{o}_{n} _{a}_{n}_{d} _{M}_{a}_{i}_{n}_{t}_{e}_{n}_{a}_{n}_{c}_{e} _{P}_{r}_{o}_{g}_{r}_{a}_{m}_{s} 
75 
A 

_{R}_{e}_{f}_{e}_{r}_{e}_{n}_{c}_{e}_{s} 
89 

_{G}_{l}_{o}_{s}_{s}_{a}_{r}_{y} _{o}_{f} _{N}_{o}_{t}_{a}_{t}_{i}_{o}_{n}_{s} _{a}_{n}_{d} _{T}_{e}_{r}_{m}_{i}_{n}_{o}_{l}_{o}_{g}_{y} 
91 
_{k}_{,}
_{1}_{1}_{1}_{1}
_{m}_{m}_{i}_{*}
,
,
Wom
,
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L
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"+• •,•,,
,':,•:r•1
.1. INTRODUCTION
1.1
description of the ReliabilityCentered _{M}_{a}_{i}_{n}_{t}_{e}_{n}_{a}_{n}_{c}_{e} _{P}_{r}_{o}_{g}_{r}_{a}_{m}_{.}_{)}_{d}_{e}_{v}_{e}_{l}_{o}_{p}_{e}_{d}
by United Air Lines and described _{i}_{n} _{[}_{6}_{]} _{a}_{n}_{d} _{[}_{7}_{]}_{.} _{(}_{*}_{A}_{l}_{t}_{h}_{o}_{u}_{g}_{h} _{a} _{m}_{a}_{t}_{h}_{e}_{}
The main
purpose
of
Lhis appendix
is
to provide
a mathematical
matical formulation may not make it any easier to implement this program,
by placing it in a broader context we hope _{t}_{o} _{e}_{m}_{p}_{h}_{a}_{s}_{i}_{z}_{e} _{t}_{h}_{e} _{g}_{e}_{n}_{e}_{r}_{a}_{l}_{i}_{t}_{y} of its underlying _{p}_{r}_{i}_{n}_{c}_{i}_{p}_{l}_{e}_{s} _{a}_{n}_{d} _{e}_{n}_{c}_{o}_{u}_{r}_{a}_{g}_{e} _{t}_{h}_{e}_{i}_{r} _{a}_{p}_{p}_{l}_{i}_{c}_{a}_{t}_{i}_{o}_{n} _{t}_{o} _{c}_{o}_{m}_{p}_{l}_{e}_{x}
systems other than commercial air fleet maintenance operations.
^{A}^{n}^{o}^{t}^{h}^{e}^{r} ^{p}^{u}^{r}^{p}^{o}^{s}^{e} of
this appendix
is
to provide
a
brief
but coherent
introduction to those aspects of the theory of probability _{n}_{e}_{c}_{e}_{s}_{s}_{a}_{r}_{y} _{f}_{o}_{r}
an understanding of the theoretical basis for the ReliabilityCentered
Maintenance
tations usually found in textbouks on reliability _{t}_{h}_{e}_{o}_{r}_{y}_{:} _{s}_{t}_{a}_{n}_{d}_{a}_{r}_{d}
treatises concentrate on the functions _{a}_{s}_{b}_{o}_{c}_{i}_{a}_{t}_{e}_{d} _{w}_{i}_{t}_{h} _{r}_{e}_{l}_{i}_{a}_{b}_{i}_{l}_{i}_{t}_{y} _{a}_{n}_{d}
on their analytical manipulation. _{H}_{e}_{r}_{e} _{w}_{e} _{f}_{o}_{c}_{u}_{s} _{o}_{n} _{t}_{h}_{e} _{u}_{n}_{d}_{e}_{r}_{l}_{y}_{i}_{n}_{g} _{s}_{e}_{t}_{s}
of items and events and on their mutual relationships. _{T}_{h}_{e}_{r}_{e} _{a}_{r}_{e} _{t}_{w}_{o}
principal reasons for this difference of approach, a difference which  is in large measure fundamental to the philosophy underlying Reliability
Program.
This account
differs
appreciably
_{f}_{r}_{o}_{m}
_{t}_{h}_{e} _{p}_{r}_{e}_{s}_{e}_{n}_{}
Centered 
Maintenance. 

The first reason 
is that collections 
of operational 
_{c}_{o}_{m}_{m}_{e}_{r}_{c}_{i}_{a}_{l} 
_{a}_{n}_{d} 

military 
gasturbineengined _{a}_{i}_{r}_{c}_{r}_{a}_{f}_{t} _{a}_{r}_{e} _{a}_{m}_{o}_{n}_{g} _{t}_{h}_{e} _{m}_{o}_{s}_{t} _{c}_{o}_{m}_{p}_{l}_{e}_{x} _{s}_{y}_{s}_{t}_{e}_{m}_{s} 

evolved 
by civilization. 
A singleaircraft 
consists of 
tens _{o}_{f} _{t}_{h}_{o}_{u}_{s}_{a}_{n}_{d}_{s} 
of
interrelated
parts whose
integrated
and
harmonious
operation
_{i}_{s}
_{n}_{e}_{c}_{e}_{s}_{}
_{T}_{h}_{e}_{s}_{e} _{c}_{o}_{n}_{s}_{t}_{i}_{}
tuent parts, assemblies, and subsystems exhibit every extreme _{a}_{n}_{d} _{i}_{n}_{t}_{e}_{r}_{}
sary for
successful completion _{o}_{f}
_{t}_{h}_{e} _{a}_{i}_{r}_{c}_{r}_{a}_{f}_{t}_{t}_{s}
_{m}_{i}_{s}_{s}_{i}_{o}_{n}_{.}
mediate aspect of reliability behavior. For this reason alonecomplexity
due to diversitythere can _{b}_{e} _{n}_{o} _{h}_{o}_{p}_{e} _{f}_{o}_{r} _{a} _{c}_{o}_{m}_{p}_{l}_{e}_{t}_{e} _{a}_{n}_{a}_{l}_{y}_{t}_{i}_{c}_{a}_{l} _{d}_{e}_{s}_{c}_{r}_{i}_{p}_{}
tion of reliability properties _{w}_{h}_{i}_{c}_{h} _{c}_{o}_{u}_{l}_{d} _{f}_{o}_{r}_{m} _{t}_{h}_{e} _{b}_{a}_{s}_{i}_{s} _{f}_{o}_{r} _{d}_{e}_{v}_{e}_{l}_{o}_{p}_{m}_{e}_{n}_{t}
of an optimal maintenance policy. Aircraft, and aircraft _{s}_{y}_{s}_{t}_{e}_{m}_{s}_{,} _{c}_{o}_{n}_{s}_{i}_{s}_{t}
of sets of constituent partssets _{h}_{a}_{v}_{i}_{n}_{g} _{a} _{l}_{a}_{r}_{g}_{e} _{n}_{u}_{m}_{b}_{e}_{r} _{o}_{f} _{e}_{l}_{e}_{m}_{e}_{n}_{t}_{s}_{,}
sets whose 
elements 
are related 
in complicated 
ways. 
Consequently, our 

attention 
must be primarily (although 
not exclusively) 
directed to con 
sideration 
of aircraft 
and 
_{a}_{i}_{r}_{c}_{r}_{a}_{f}_{t} _{s}_{y}_{s}_{t}_{e}_{m}_{s} 
_{a}_{s} 
_{s}_{e}_{t}_{s}_{.} 

The second 
reason 
is 
more subtle. 
It 
has 
been 
said 
that 
the 
principal problem facing the designer of a maintenance policy for air
craft operations is one of information. It would be more accurate
assert that theproblem is one of lack of information. One of the most
important contributions of the ReliabilityCentered Maintenance Program
is its explicit recognition that certain types of'information heretofore
actively sought as a product of maintenance activities are, in principle
to
,as well 
as 
in practice, 
unobtainable. 
The twentieth century 
has 
iden 

tified 
uncertainty 
as 
a 
fundamental 
principle on whose shifting 
sands 
profound
ness
in quantum physics stimulated rather than _{s}_{t}_{i}_{f}_{l}_{e}_{d} _{p}_{r}_{o}_{g}_{r}_{e}_{s}_{s}_{,}
the latter inclvding.microelectronics as well as nuclear science. The
ReliabilityCentered Maintenanqe Program extends these philosophical
_{v}_{i}_{e}_{w}_{s}
and
powerful
in
theories
have
been
and
erected:
Heigenberg's
GSdel's
Incomplete
Theorem
mathematical
logic
Uncbrtainty
_{t}_{h}_{e}
Principle
_{s}_{p}_{a}_{w}_{n}
_{o}_{f}
_{t}_{o}
_{r}_{e}_{l}_{i}_{a}_{b}_{i}_{l}_{i}_{t}_{y}
engineering
by
elevatingthe
unobtainability
of
_{i}_{n}_{f}_{o}_{r}_{m}_{a}_{t}_{i}_{o}_{n} 
_{t}_{o} 
_{a} _{p}_{o}_{s}_{i}_{t}_{i}_{v}_{e} 
_{p}_{r}_{i}_{n}_{c}_{i}_{p}_{l}_{e}_{.} 
_{T}_{h}_{i}_{s} 
is 
a consequence 
of 
the 
fol 
lowing observation: the only.informationbearing events which 
are 
of 
ultimate 
significance 
to 
the 
aircraft 
maintenance policy 
designer 
are 

fa!lures, 
and 
among these 
the 
critical 
failures bear 
the 
greatest 
amount 
_{o}_{f} _{i}_{n}_{f}_{o}_{r}_{m}_{a}_{t}_{i}_{o}_{n}_{.} _{T}_{h}_{u}_{s}_{.} _{t}_{h}_{e} _{t}_{a}_{s}_{k} _{o}_{f} the maintenance policy designer is to
minimize informaAon. 
In 
most other comparable 
circumstances 
failure 

information is 
avidly 
sought, through prototype 
testing 
and sampling 

procedures, 
but 
those 
traditional approaches 
are 
inapplicable 
here. 
Fleets
continuous
into operation in a serial rather than simultaneous manner. Hence sample
sizes are generally
conviction,
for
consist
of
a
relatively
small number
of aircraft
and which
procedures
which
are
are
in
a
state of evolution and modification
and
too
the leading
small
for statistical
edge
brought
to carry
they
much
of hightime
aircraft
are
always too small. 
In 
such 
an 
environment actuarial procedures 
are 
of 

relatively 
little 
use 
because 
the operating lifetime of an aircraft 
(in 
a
fixed
configuration)
is
relatively
2
brief.
Actwarial
analyses
provide
interesting historical
information
about
but they cannot
the effectiveness
be a bae.i
of
zaintenafte
_{p}_{o}_{l}_{i}_{c}_{i}_{e}_{s} and design features,
for maintenance
policies. 

Acquisition 
of the information most needed by maintenance policy 
designerslnWormation
able
failures entail potential (in certain cases, probable) loss of life, but
there is
or military organization as the price of failure information to be used
about
failuresis
failure of the maintenance
critical
in
principle unaccept
Critical
and
is
evidence
of
of
program.
no rate
loss of life
that
is
acceptable
to a common carrier
for designing a maintenance with the problem of creating
lose of life will be less than 1 over the planned operational
policy.
Thus
the policy designer is
system for which
faced
a maintenance
the expected
lifetime
of the aircraft. This means that, both in practice and in priuciple,
the policy muaL be designed without using experiential data whicb will
arise from the failures the policy is meant to avoid.
Maintenance
policy
designers do have
the advantage of experience
gathered from operation of previous generations of aircraft.
Although
those aircraft are different, 
both 
in 
the design and fabrication of 
many 

of 
their constituent parts and 
in 
the 
relationships among those parts, 

it 
is nevertheless true that many constituents are unchanged, and most 
changes
consequently,
the next whIch
engineers
this aspect of policy
are minor
and evolutionary
continuity
rather
from one
than revolutionary.
generation
Theee
to
is,
a certain
is
of aircraft
utilized
in
an
informal way by experienced maintenance
Although
mathematical
_{i}_{t}
_{i}_{s}
terms,
_{d}_{i}_{f}_{f}_{i}_{c}_{u}_{l}_{t}
the
_{t}_{o} _{f}_{o}_{r}_{m}_{u}_{l}_{a}_{t}_{e}
theoretician
and aircraft
designers.
deuign
in
should not be deterred from the task because prior experience is probably
the major single source of information _{w}_{h}_{i}_{c}_{h} _{c}_{a}_{n} _{b}_{e} _{u}_{s}_{e}_{d} _{f}_{o}_{r} _{m}_{a}_{i}_{n}_{t}_{e}_{n}_{a}_{n}_{c}_{e}
policy design. 

In short, 
maintenance 
policy design 
is 
a problem 
f information and 
of statistics. 
N. Wiener [15] and A. N. Kolmogorov (5] were among the 
first to recognize the close relationship between statistics and infor
mation, particulArly with regard to communication theory. C. Sharnon [111
expanded and devuloped their ideas to create a rigorous and useful jg
formation theory.
The application
of Shannon's
theory
to maintenance
3
_{p}_{o}_{l}_{i}_{c}_{i}_{e}_{s} _{r}_{e}_{q}_{u}_{i}_{r}_{e}_{s}
_{t}_{h}_{a}_{t} _{b}_{o}_{t}_{h} _{o}_{f}
_{t}_{h}_{e} _{c}_{o}_{n}_{c}_{e}_{p}_{t}_{s}
of
information and reliabil
_{i}_{t}_{y} _{b}_{e} _{f}_{o}_{r}_{m}_{u}_{l}_{a}_{t}_{e}_{d} 
_{i}_{n} 
_{t}_{e}_{r}_{m}_{s} _{o}_{f} _{t}_{h}_{e} _{s}_{t}_{r}_{u}_{c}_{t}_{u}_{r}_{e} 
of 
the sets of 
constituents 

_{o}_{f} _{a}_{i}_{r}_{c}_{r}_{a}_{f}_{t}_{,} 
_{a}_{n}_{d} 
_{o}_{f} 
_{f}_{u}_{n}_{c}_{t}_{i}_{o}_{n}_{s} defined on those 
sets. 
Again 
the dewira 
_{b}_{i}_{l}_{i}_{t}_{y} of a setoriented presentation of reliability is underscored.
_{J}_{.}
We will
summarize
the contents
of the
subsequent
sectiuns.
Sec
_{t}_{i}_{o}_{n} _{2}_{,} Elements of Probability, introduces the basic concepts and
_{r}_{e}_{l}_{a}_{t}_{i}_{o}_{n}_{s}_{h}_{i}_{p}_{s} employed.throughout this work,. The notion of a measurable
_{s}_{p}_{a}_{c}_{e}_{,}
_{w}_{h}_{i}_{c}_{h}
consists
of
a
set whose elements
are
the
items
of
interest,
_{a} distinguished
_{m}_{e}_{a}_{s}_{u}_{r}_{e} _{w}_{h}_{i}_{c}_{h} _{m}_{e}_{a}_{s}_{u}_{r}_{e}_{s}
_{v}_{a}_{r}_{i}_{a}_{b}_{l}_{e}_{s}
_{c}_{o}_{m}_{p}_{a}_{t}_{i}_{b}_{l}_{e} _{w}_{i}_{t}_{h}
_{c}_{o}_{l}_{l}_{e}_{c}_{t}_{i}_{o}_{n}
_{o}_{f} _{s}_{u}_{b}_{s}_{e}_{t}_{s}
_{t}_{h}_{e} likelihood
_{c}_{a}_{l}_{l}_{e}_{d}
of an event,
_{e}_{v}_{e}_{n}_{t}_{s}_{,}
_{i}_{s}
_{a}_{n}_{d}
_{a} probability
Random
central.
are introduced as functions defined on the set of items and
_{t}_{h}_{e}
_{s}_{t}_{r}_{u}_{c}_{t}_{u}_{r}_{e}
_{s}_{p}_{e}_{c}_{i}_{f}_{i}_{e}_{d}
by
the
collection
of
events.
The distribution 
function associated 
with a 
random variable 
and 
proba 

_{b}_{i}_{l}_{i}_{t}_{y} _{m}_{e}_{a}_{s}_{u}_{r}_{e} _{i}_{s} 
_{o}_{f}_{t}_{e}_{n} 
_{t}_{h}_{e} _{s}_{t}_{a}_{r}_{t}_{i}_{n}_{g} 
_{p}_{o}_{i}_{n}_{t} 
_{i}_{n} _{t}_{r}_{e}_{a}_{t}_{m}_{e}_{n}_{t}_{s} of reliability 
_{t}_{h}_{e}_{o}_{r}_{y}_{.}
types of distribution functions. The remainder of the work is restricted
to distribution functions which are linear combinations of absolutely
_{c}_{o}_{n}_{t}_{i}_{n}_{u}_{o}_{u}_{s} _{d}_{i}_{s}_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n}_{s} _{(}_{t}_{h}_{a}_{t}
_{T}_{h}_{i}_{s} _{n}_{e}_{c}_{e}_{s}_{s}_{i}_{t}_{a}_{t}_{e}_{s}
_{a}
brief description
of
the
three possible
_{i}_{s}_{,}
those which ha
' a corresponding
density function) 
and 
discrete distributions. 
The discussion 
and nota 

_{t}_{i}_{o}_{n} _{a}_{r}_{e} _{a}_{r}_{r}_{a}_{n}_{g}_{e}_{d} 
in 
a sufficiently 
general 
manner 
to permit a 
unified 
_{t}_{r}_{e}_{a}_{t}_{m}_{e}_{n}_{t} _{o}_{f} _{b}_{o}_{t}_{h} _{t}_{y}_{p}_{e}_{s} of distributions as well as combinations of them.
_{C}_{o}_{m}_{b}_{i}_{n}_{e}_{d} _{d}_{i}_{s}_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n}_{s} _{a}_{r}_{e} _{n}_{o}_{t} merely academic curiosities. Whenever a
_{s}_{y}_{s}_{t}_{e}_{m} is operated continuously over a period with numerous brief (dis
_{c}_{r}_{e}_{t}_{e}_{)} _{i}_{n}_{t}_{e}_{r}_{v}_{a}_{l}_{s} _{o}_{f} _{p}_{e}_{a}_{k} _{s}_{t}_{r}_{e}_{s}_{s} _{h}_{a}_{v}_{i}_{n}_{g} _{s}_{p}_{e}_{c}_{i}_{a}_{l} characteristics, its
_{s}_{u}_{r}_{v}_{i}_{v}_{a}_{l} _{d}_{i}_{s}_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n} _{w}_{i}_{l}_{l} _{b}_{e} _{a} linear combination of an absolutely con
_{t}_{i}_{n}_{u}_{o}_{u}_{s} _{d}_{i}_{s}_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n} corresponding to the continuous mode of operation
_{a}_{n}_{d} _{a} _{d}_{i}_{s}_{c}_{r}_{e}_{t}_{e} _{d}_{i}_{s}_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n} corresponding to the peakstress operation.
A tungstenfilament light bulb provides a simple example. When operated
_{c}_{o}_{n}_{t}_{i}_{n}_{u}_{o}_{u}_{s}_{l}_{y} its survival characteristics are re'sced to continuous
filament evaporation. When the controlling switch is first turned "on,"
_{t}_{h}_{e} _{c}_{o}_{l}_{d}
_{T}_{h}_{e}_{s}_{e} _{l}_{o}_{a}_{d}_{s} _{e}_{v}_{i}_{d}_{e}_{n}_{t}_{l}_{y} _{d}_{e}_{p}_{e}_{n}_{d} _{o}_{n} _{t}_{h}_{e} history of the switching activity
_{a}_{n}_{d} _{y}_{i}_{e}_{l}_{d} _{a} _{d}_{i}_{s}_{c}_{r}_{e}_{t}_{e} distribution. Similar phenomena occur in aircraft
_{o}_{p}_{e}_{r}_{a}_{t}_{i}_{o}_{n}_{,}
_{f}_{i}_{l}_{a}_{m}_{e}_{n}_{t}
is
heated
rapidly
and
undergoes
thermal
stresses.
_{p}_{a}_{r}_{t}_{i}_{c}_{u}_{l}_{a}_{r}_{l}_{y}
_{i}_{n}
_{h}_{o}_{t} _{a}_{r}_{e}_{a}_{s}
of gas
turbine
engines.
4
These 
circumstances 
demand 
consideration 
of 
the LebesgueStieltjes 

integral, 
The latter 
is 
not as cowmonly used 
in 
the 
literature 
as 
It 

should be. 
We present a brief and, we hope, readily accessible defini 
tion of this integral and description of those properties needed for the
applications.
formula
The discussion
is
based
on
the integrationbyparts
familiar
from elmentary
calculus.
The derivative
a density
_jt2
e
nary
function.
.Discrete
so
it
is
1
sense,
of an absolutely
continuous
distribution
is called
For
instance,
_{t}_{h}_{e} _{n}_{o}_{r}_{m}_{a}_{l} _{d}_{e}_{n}_{s}_{i}_{t}_{y}
_{f}_{u}_{n}_{c}_{t}_{i}_{o}_{n}
_{i}_{s}
distributions
not
possible
_{d}_{o} _{n}_{o}_{t}
to unify
_{h}_{a}_{v}_{e}
the
_{d}_{e}_{r}_{i}_{v}_{a}_{t}_{i}_{v}_{e}_{s}
treatment
of
_{i}_{n}
_{t}_{h}_{e} _{o}_{r}_{d}_{i}_{}
densities of
combined
The
Dirac
distributions
without
is
long used
required
delta
generalization
function,
generalizing
the _{g}_{e}_{n}_{e}_{r}_{a}_{l}_{i}_{z}_{e}_{d}
the
by
engineers.
concept
_{f}_{u}_{n}_{c}_{t}_{i}_{o}_{n}
of
_{k}_{n}_{o}_{w}_{n}
function.
_{a}_{s}
_{t}_{h}_{e}
With
these
preliminaries
in
hand,
conditional
probabilities
are
dafined 
and Bayes' 
Principle of 
Inverse 
Probability 
is introduced. 

Bayes' Principle 
is 
a consequence 
of 
a 
certain symmetry 
of roles 
played 

by observations 
and 
hypotheses, 
a 
symmetry most readily 
made evident by 
the settheoretic formulation of these concepts. This symmetry, and
Bayes' Principle, are of special importance to us because they provide
the formal mechanism for the conversion of prior observations, e.g.,
survival data for constituents of a currently obsolete aircraft, into
current hypotheses, e.g., initial
nance. This application of Bayes' Principle is taken up in Section 7.
specifications
for hardtime mainte
Section
3,
Terminology
of
Reliability
Theory,
applies
the general
development of the previous section _{t}_{o} _{t}_{h}_{e} _{p}_{a}_{r}_{t}_{i}_{c}_{u}_{l}_{a}_{r} _{c}_{i}_{r}_{c}_{u}_{m}_{s}_{t}_{a}_{n}_{c}_{e}_{s} _{o}_{f}
reiiability probleas. The main features in this application are two:
first, 
time 
t 
is 
a random variable, and the events 
are parameteriszed 

by 
t; 
and 
second, 
the event associated vith 
t 
is Interpreted 
as 
the 
set of items which
tions
falled
and
are
introduced,
prior
to
t.
Failure
and
survival
distribu
it
is shown how to calculate the mean time
before failure.
Failure density is defined and used to introduce the
_{I}_{m}_{p}_{o}_{r}_{t}_{a}_{n}_{t} _{c}_{o}_{n}_{c}_{e}_{p}_{t} _{o}_{f} _{t}_{h}_{e} _{h}_{a}_{z}_{a}_{r}_{d} _{r}_{a}_{t}_{e}_{,}
_{a}_{l}_{s}_{o} known as
the failure
rate.
The hazard rate has two useful properties. The survival distribution
5
can be expreasd in terms of the hazard rate, Moreover, _{t}_{h}_{e} _{h}_{a}_{z}_{a}_{r}_{d} _{r}_{a}_{t}_{e} of a collection of independently _{f}_{a}_{i}_{l}_{i}_{n}_{g} _{i}_{t}_{e}_{m}_{s} _{i}_{s} _{t}_{h}_{e} _{s}_{u}_{m} _{o}_{f} _{t}_{h}_{e} _{h}_{a}_{z}_{a}_{r}_{d} rates of the individual items.
Section
distributions
4,
Uý.eful
Survival Distributions,
frequently
in
the
_{g}_{a}_{m}_{m}_{a}_{.}
_{I}_{n}
displayed.
subsystems
_{i}_{n}_{t}_{r}_{o}_{d}_{u}_{c}_{e}_{s}
literature:
_{c}_{a}_{s}_{e}
_{t}_{h}_{e}
_{s}_{u}_{r}_{v}_{i}_{v}_{a}_{l}
_{f}_{i}_{v}_{e}
exponential,
_{c}_{o}_{r}_{r}_{e}_{s}_{p}_{o}_{n}_{d}_{i}_{n}_{g}
_{s}_{u}_{r}_{v}_{i}_{v}_{a}_{l}
which
appear
normal, 
3eibull, lognormal, 
_{a}_{n}_{d} 

density 
and hazard 
functions 
are 
of various
I!
jet
engines
or
their
_{e}_{a}_{c}_{h}
_{T}_{h}_{e}
are
_{c}_{h}_{a}_{r}_{a}_{c}_{t}_{e}_{r}_{i}_{s}_{t}_{i}_{c}_{s}
approxi
often
accurately
mated by one of these distributions. 
An 
exauple 
of such 
an 
application 

is supplied for each one. 

The 
exponential 
distribution plays 
a 
unique 
role among 
survival 
! 
distributions.
_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n}_{s}
creasing hazard rates. Thus it also separates _{t}_{w}_{o} _{f}_{u}_{n}_{d}_{a}_{m}_{e}_{n}_{t}_{a}_{l}_{l}_{y} _{d}_{i}_{s}_{t}_{i}_{n}_{c}_{t}
classes of maintenance _{p}_{o}_{l}_{i}_{c}_{i}_{e}_{s}_{,} _{s}_{i}_{n}_{c}_{e} _{i}_{n} _{t}_{h}_{e} _{f}_{o}_{r}_{m}_{e}_{r} _{c}_{a}_{s}_{e} _{r}_{e}_{p}_{l}_{a}_{c}_{e}_{m}_{e}_{n}_{t} _{o}_{f}
old by new items reduces failure rate and can, under certain circumstances,
Since
its hazard rate
increasing
is
constant,
rates
from
it
separates
which
^{t}^{h}^{e} ^{d}^{i}^{s}^{}
have de
which have
hazard
those
be costeffective, _{w}_{h}_{e}_{r}_{e}_{a}_{s} 
_{i}_{n} 
_{t}_{h}_{e} 
_{l}_{a}_{t}_{t}_{e}_{r}_{,} 
_{r}_{e}_{p}_{l}_{a}_{c}_{e}_{m}_{e}_{n}_{t} 
_{o}_{f} _{o}_{l}_{d} 
_{b}_{y} _{n}_{e}_{w} 
_{i}_{s} 
_{*} 

only 
reasonable _{a}_{f}_{t}_{e}_{r} _{f}_{a}_{i}_{l}_{u}_{r}_{e}_{.} 

Section 
5, Simple 
and 
Complex 
Systems, 
considers 
infant 
_{m}_{o}_{r}_{t}_{a}_{l}_{i}_{t}_{y} 
and wear out as components of the general hazard function. _{S}_{i}_{m}_{p}_{l}_{e} _{s}_{y}_{s}_{t}_{e}_{m}_{s}_{,}
onsisting either of one cell or of symmetrically interconnected _{r}_{e}_{p}_{l}_{i}_{c}_{a}_{s}
of one cell, are contrasted with complex systems. _{T}_{h}_{e} _{p}_{r}_{i}_{n}_{c}_{i}_{p}_{a}_{l} _{c}_{o}_{n}_{c}_{l}_{u}_{}
sion is that complex _{s}_{y}_{s}_{t}_{e}_{m}_{s} _{a}_{r}_{e} _{n}_{o}_{t} _{a}_{m}_{e}_{n}_{a}_{b}_{l}_{e} _{t}_{o} _{c}_{o}_{m}_{p}_{l}_{e}_{t}_{e} _{m}_{a}_{t}_{h}_{e}_{m}_{a}_{t}_{i}_{c}_{a}_{l}
reliability _{a}_{n}_{a}_{l}_{y}_{s}_{i}_{s}_{.}
Section 6, ReliabilityCentered Maintenance, is the heart of this
paper. Mathematical reliability analysL6 of an aircraft is impossible
because the latter consists _{o}_{f} _{t}_{e}_{n}_{s} _{o}_{f} _{t}_{h}_{o}_{u}_{s}_{a}_{n}_{d}_{s} _{o}_{f} _{d}_{i}_{v}_{e}_{r}_{s}_{e} _{p}_{a}_{r}_{t}_{s}_{.} _{T}_{h}_{e}
United Air Lines ReliabilityCentered _{M}_{a}_{i}_{n}_{t}_{e}_{n}_{a}_{n}_{c}_{e} _{P}_{r}_{o}_{g}_{r}_{a}_{m} _{p}_{r}_{e}_{s}_{e}_{n}_{t}_{s} _{a}
method for grouping parts and ajsemblies Into functionally related _{s}_{u}_{b}_{}
system and systems, and for sysatemaically eliminating _{c}_{e}_{r}_{t}_{a}_{i}_{n} _{o}_{f} _{t}_{h}_{e}_{m}
from maintenance policy considerations. The purpose _{o}_{f} _{S}_{e}_{c}_{t}_{i}_{o}_{n} _{6} _{i}_{s} _{t}_{o}
represent this procedure in mathemtical terms.
6
The
collection
of
types
of
items whi
h
are part of
an
aircraft
is
considered as a set with an associated survival distribution. This set
is partitioned into maximally independent elements which loosely corre
spond to the partition described in the ReliabilityCentered Maintenance
Program. To each independent element is assigned a cost furction which
_{i}_{n}_{c}_{l}_{u}_{d}_{e}_{s} the direct and indirect estimated costs of a failure in addi
tion to the costs associated with the maintenance program under consider
ation. The objective of the maintenance program designer is to minimise
the sum of these cost functions.
Although
this minimization
problem
is
too
complicated
to admit
a
purely mathematical 
solution, 
it 
is 
nevertheless arranged 
in 
a 
form which 

makes it 
possible 
to 
recursively 
and 
systematically revise the maintenance 
policy 
so 
that 
total cost 
is reduced by each revision cycle. 
In fact, 

since 
the 
cost 
function 
is 
the 
sum of the cost functions associated 
with 
the elements of the maximally independent partition, it
policy modification which reduces the cost function for one independent
element while leaving the maximally independent partition unchanged must
necessarily
procedure of local cost reduction without chang'.ng
follows
that any
reduce
the
total
cost
function.
Hence,
iteration of
this
the partition will
lead, in the 
limit, 
to 
a 
local minimum 
of 
the total 
cost 
function. 
There 

is 
no way 
to 
prove that 
this local 
minimum will 
be the global minimum, 

_{n}_{o}_{r} 
_{i}_{s} _{t}_{h}_{e}_{r}_{e} 
_{a}_{s} 
_{y}_{e}_{t} 
an 
analytical 
way 
to 
estimate or 
speed up 
the 
rate 

of 
convergence 
to the 
local minimum. 
Nevertheless, 
this 
procedure, 
which 
reflects 
the 
essence 
of 
the ReliabilityCentered Maintenance 
Pro 

gram, 
assures 
the maintenance 
policy 
designer 
that the program 
_{i}_{s} 
_{s}_{e}_{l}_{f}_{} 
improving. 

The 
section 
closes with 
presantation 
of 
a 
geometrical 
model 
of 
the
ReliabilityCentered
function,
defines
iterative procedure
considered
In
a
surface
_{M}_{a}_{i}_{n}_{t}_{e}_{n}_{a}_{n}_{c}_{e}
a
_{P}_{r}_{o}_{g}_{r}_{a}_{m}_{.}
of
time
_{T}_{h}_{e}
and
as
a multidinensional
function
space.
maintenance/failure
^{c}^{o}^{s}^{t}
the
policy
parameters,
Theprogram
defines
an
for
locating
a
loeal.minimum (as a function
of
time)
on this
surface.
Section
7,
theme discassed
Information
earlier
in
and Maintenance
Policies,
returns
to
the
this
Introduction,
that the most
important
7I
information available to the maintenance policy designer is provided by
failure experience. 
The designer 
cannot 
plan on the availability 
of 

such information. 
Three aspects 
of 
this 
problem are 
discussed 
in 
Sec 
tion 7.
First,
the geometrical
interpretation
of the ReliabilityCentered
Maintenance
order to show why that program can succeed using only the small amount of
information which is actually available.
Program presented
at
the and of Section
In essence,
6
is
elaborated
in
_{t}_{h}_{e} _{p}_{r}_{o}_{g}_{r}_{a}_{m} _{s}_{e}_{e}_{k}_{s}
valleys 
on the multidimensional surface 
_{d}_{e}_{f}_{i}_{n}_{e}_{d} 
_{b}_{y} 
_{t}_{h}_{e} _{m}_{a}_{i}_{n}_{t}_{e}_{n}_{a}_{n}_{c}_{e}_{/} 

failure 
cost function. 
It achieves its objective by identifying a 
direction of decreasing cost on the surface at the point _{c}_{o}_{r}_{r}_{e}_{s}_{p}_{o}_{n}_{d}_{i}_{n}_{g}
to
moved
_{a}_{n}_{d} _{t}_{h}_{e}_{n} _{m}_{o}_{v}_{i}_{n}_{g} _{a}_{l}_{o}_{n}_{g} _{t}_{h}_{e} _{s}_{u}_{r}_{f}_{a}_{c}_{e}
the maintenance
modifying
_{i}_{n}
the policy)
_{p}_{o}_{l}_{i}_{c}_{y}
_{e}_{f}_{f}_{e}_{c}_{t}_{,}
in
(i.e.,
that direction.
If
the distance
is 
sufficiently 
small, iteration 
of 
this 
process converges 
to a valley 

point on the surface, that is, 
to 
a 
local 
minimum of 
the cost/maintenance 
function.
needed
to
The
central
fact
_{i}_{s}
determine
_{a} _{d}_{i}_{r}_{e}_{c}_{t}_{i}_{o}_{n}
that relatively
_{o}_{f} _{d}_{e}_{c}_{r}_{e}_{a}_{s}_{i}_{n}_{g}
_{l}_{i}_{t}_{t}_{l}_{e} _{i}_{n}_{f}_{o}_{r}_{m}_{a}_{t}_{i}_{o}_{n} _{i}_{s}
_{c}_{o}_{s}_{t}_{.}
The difficult
problem of optimizing
_{t}_{h}_{e} _{s}_{i}_{z}_{e} _{o}_{f} _{t}_{h}_{e} _{p}_{o}_{l}_{i}_{c}_{y}
_{c}_{h}_{a}_{n}_{g}_{e}
at each iteration of the program is discussed next. More information
is needed to assess this 'step' size than to merely identify _{d}_{o}_{w}_{n}_{w}_{a}_{r}_{d}
directions
_{t}_{h}_{e} _{m}_{a}_{g}_{n}_{i}_{t}_{u}_{d}_{e}
on the
surface
because
the
former depends
_{o}_{n}
_{o}_{f}
the derivatives of the functions defining _{t}_{h}_{e} _{s}_{u}_{r}_{f}_{a}_{c}_{e}_{.}
There
follows a brief discussion
of
the applicability
methods
to complex longlived
systems having few replicas.'
_{o}_{f}
_{s}_{t}_{a}_{t}_{i}_{s}_{t}_{i}_{c}_{a}_{l}
_{T}_{h}_{e} _{p}_{h}_{y}_{s}_{i}_{c}_{a}_{l}
universe itself provides one example of such a system. Insofar as
statistical methods are conceived as an analytical apparatus for describ
ing sample variation, _{i}_{t} _{a}_{p}_{p}_{e}_{a}_{r}_{s} _{t}_{h}_{a}_{t} _{t}_{h}_{e}_{y} _{c}_{a}_{n}_{n}_{o}_{t} _{b}_{e} _{r}_{e}_{l}_{i}_{e}_{d} _{o}_{n} _{t}_{o} _{m}_{o}_{n}_{i}_{t}_{o}_{r}
or analyze the reliability of complex systems. An alternative _{v}_{i}_{e}_{w}_{,}
based upon Gibbs' concept of a virtual ensemble _{o}_{f} _{s}_{y}_{s}_{t}_{e}_{m}_{s}_{,} _{i}_{s} _{p}_{r}_{e}_{s}_{e}_{n}_{t}_{e}_{d}_{.}
From this standpoint,
identifies
which are compatible with the nonstatistical
statistics
emerge as
a
selection
of
laws
its
principle which
alternatives
a
system among
the virtual
ensemble
_{o}_{f} _{n}_{a}_{t}_{u}_{r}_{e}_{.}
Information 
plays 
a 
central 
role 
in the ReliabilityCentered 
_{M}_{a}_{i}_{n}_{t}_{e}_{} 

nance 
Program and also 
in 
the discusstons 
presented 
throughout this 
appendi,
but
especially
in
Sections 57.
8
In
the final
subsection,
the
quantity of 
information _{a}_{s}_{s}_{o}_{c}_{i}_{a}_{t}_{e}_{d} _{w}_{i}_{t}_{h} _{a} _{g}_{i}_{v}_{e}_{n} _{s}_{u}_{r}_{v}_{i}_{v}_{a}_{l} 
_{d}_{i}_{s}_{t}_{r}_{i}_{b}_{u}_{t}_{i}_{o}_{n} 

and inspection intervals is 
defined asr' 
then 
applied 
to 
the determina 
tion of the
inspection
intervals
such tt.t each
interval _{p}_{r}_{o}_{d}_{u}_{c}_{e}_{s}
_{t}_{h}_{e}
some amount of information. It I'Afgord, in agreement with expectations, that extension of replacenwt and/or inspection' intervals _{i}_{s} _{j}_{u}_{s}_{t}_{i}_{f}_{i}_{e}_{d} during periods of declining hazard _{r}_{a}_{t}_{e}_{.}
A Glossary of
Notation and Termiology
9
follovs _{S}_{e}_{c}_{t}_{i}_{q}_{p}
_{7}_{.}
2. ELEMENTS OF PROBABILITY
jJ Theories of maintenance and reliability are ultimately _{b}_{a}_{s}_{e}_{d} _{u}_{p}_{o}_{n}
the theory of probability and on the properties of various distribution
funations which ha've been found, either through repeated _{o}_{b}_{s}_{e}_{r}_{v}_{a}_{t}_{i}_{o}_{n} _{a}_{n}_{d}
experience,
play a role in the description and prediction of survival characteristics.
or by means, of theoretical analyses,
_{t}_{o} _{o}_{c}_{c}_{u}_{r} _{f}_{r}_{e}_{q}_{u}_{e}_{n}_{t}_{l}_{y} _{a}_{n}_{d}
In this section we provide a brief sumary of the concepts and mathematical structures used in the theory of probability _{i}_{n} _{o}_{r}_{d}_{e}_{r} _{t}_{o}
L introduce the notations and techniques which will be used later, and
also to delimit the range of our subject. Probability theory is concerned _{w}_{i}_{t}_{h} _{e}_{v}_{e}_{n}_{t}_{s} _{a}_{n}_{d} _{m}_{e}_{a}_{s}_{u}_{r}_{e}_{s} _{o}_{f} _{t}_{h}_{e}
likelihood of their occurrence. These commonly used words are given
_{p}_{r}_{e}_{c}_{i}_{s}_{e} _{m}_{e}_{a}_{n}_{i}_{n}_{g} _{b}_{y} _{i}_{n}_{t}_{r}_{o}_{d}_{u}_{c}_{t}_{i}_{o}_{n} of the fundamental concept of a measurable
space. Let 
denote an arbitrary nonempty set and Qi a collection of 
subsets of U 
such _{t}_{h}_{a}_{t}_{*} 
_{w}_{l}_{f}_{(}_{r}_{)} 
_{w} _{2} )'S1 whenever w, _{1} 1SQ and w _{2} l~ 
(2.1.2) 
UWli4 f 
whenever wi 4ES1, _{1}_{}_{1}_{,}_{1}_{,}_{3}_{,} 
_{(}_{2}_{.}_{1}_{.}_{3}_{)} 
The elements of Si are called events.
of
eq. (2.1.2) is indicated by Figure 2.1 below, and eq. (2.1.3) asserts
Eq. _{(}_{2}_{.}_{1}_{.}_{1}_{)} _{s}_{t}_{a}_{t}_{e}_{s} _{t}_{h}_{a}_{t} _{t}_{h}_{e} _{s}_{e}_{t}
U
(the "universe" of discourse) is _{a}_{n} _{e}_{v}_{e}_{n}_{t}_{;} _{t}_{h}_{e} _{m}_{e}_{a}_{n}_{i}_{n}_{g} _{o}_{f}
that any sequence
of events can be
combined to form an event.
*See the Glossary of Notations and Terminology fordefinitions of t,
nU. etc.
10
We wish
event.
Mrr[
Figure
2.1.
Illustrating _{E}_{q}_{,}
_{(}_{2}_{.}_{1}_{.}_{2}_{)}
to assign some measure
to the probabilitiy
This is
achieved
by considering
_{a} _{f}_{u}_{n}_{c}_{d}_{o}_{n}
of ttdcrrence
_{o}_{f}
_{a}_{n}
1
n2a (0,11 
(2.2)' 

which 
associates 
to 
each event a number between 
0 and 
1 
inclusive 
such 

that 

) 
1; 
(2.3.1) 

Puw 
= E 
(wi) 
(2.3.2) 

_{w}_{h}_{e}_{n}_{e}_{v}_{e}_{r} the 
wi 
are disjoint events, 
that 
is, wicQ and 
ii rw 
for 

i÷j. 
Such a 
function P 
is called 
a 
probability 
measure. 
In 
order to 

emphasize that 
a 
probability measure 
is a 
function defined 
on 
sets 
rather 

than 
on numbers, 
we 
use bold face type to 
denote 
it. 

A probability 
measure 
is defined 
on 
the 
collection 
of 
events 
Q, 
that is, 
on 
a 
collection 
of certain subsets 
of 
U. 
It 
is 
also, important 

to 
be able 
to 
consider functions defined 
on 
U 
itself, 
but not every 

such function 
can be effectively studied 
by 
analytical 
means, 
so 
it 
be 

comes necessary to identify 
a special family 
of 
functions 
on 
U which 
A 

can 
be 
conveniently and effectively studied 
These 
aze called 
rar4m, 
_{v}_{a}_{r}_{i}_{a}_{b}_{l}_{e}_{s}
and
Suppose
are
specified
f:U •
IR
is
a
as
follows.
realvalued
function
(see
Figure
2.2).
.
Each 
real 
number 
x can 
be 
used 
to 
specify 
a 
subset 
w(x) 
of 
• 
by 
putting 

tk%(x) 
{reU: f(r) 
X. 
(2.4) 

11i 
Smm
12xI
S•(Xl)
W(x _{2} )

[{G: f(
 Xl},
{EEk: f(;) < x _{2} 1
x1
<
x _{2}
implies w(xl) Cw(x _{2} ) 

Schematic Diagram 
_{o}_{f} 

be an event, 
that 
_{i}_{s}_{,} 
_{T}_{h}_{e}
_{p}_{r}_{o}_{p}_{e}_{r}_{t}_{y}
Figure
set
2.2.
may
_{a} _{R}_{a}_{n}_{d}_{o}_{m}
_{w}_{(}_{x}_{)}
_{V}_{a}_{r}_{i}_{a}_{b}_{l}_{e}
The
w(x)
_{m}_{a}_{y} _{b}_{e}_{l}_{o}_{n}_{g} _{t}_{o} x, then the
_{r}_{a}_{n}_{d}_{o}_{m}
w(x) isan event for every choice .of a real number
f is called a random variable.
_{o}_{f} _{b}_{e}_{i}_{n}_{g}
_{a}
x2 
_{*}_{m} 
_{•} 

_{0}_{.} 
_{I}_{f} 
functiota
_{v}_{a}_{r}_{i}_{a}_{b}_{l}_{e}
depends 
on 
the 
collection 
of events 
9 
as well 
as 
on 
the particular 
function 
f. 
I
_{a}_{n}_{d}
able
The
concept
of
_{s}_{t}_{a}_{t}_{i}_{s}_{t}_{i}_{c}_{s}_{,}
_{a}_{n}_{d}
f
is
called
integration
_{h}_{e}_{n}_{e}_{e}
plays
an
essential
role
in
probability
_{i}_{n}
_{t}_{h}_{e} 
_{t}_{h}_{e}_{n}_{r}_{y} 
of 
reliability. A random 
vari 

if 
it 
can 
be 
integrable over the whole 
integrable
_{s}_{p}_{a}_{c}_{e}
_{M} with respect to the probability measure
P.
TMe integral is
understood 
in the sense 
of Lebesgue 
(cp. 
[12], 
[15]). 
In 
many practical' 

situations 
this 
integral 
Can be expressed 
_{i}_{n} 
_{t}_{e}_{r}_{n}_{s} 
_{o}_{f} 
_{t}_{h}_{e} 
_{o}_{r}_{d}_{i}_{n}_{a}_{r}_{y} 
_{R}_{i}_{e}_{m}_{a}_{n}_{n} 
'Integral and/or
a
series
summation.
We will
have occasion
to
say more
about 
this below. 

The integral of a ratdbom variable 
f 
ovdr the 
whole 
space 
• 
with 

respectto 
the probability 
toeasure 
P 
will 
be written 

f 
di. 
(2.5) 
'12
From eq.
If
w
is
(2.3.1)
fd
=
it
an erent,
c•(•)
=
follows
_{t}_{b}_{a}_{t}
then the
function
.if if
•;jw t W
c. defined by
(2.6)
(2.7)
Scalledthe
indicator
_{S} _{t}_{h}_{e} _{p}_{r}_{o}_{d}_{u}_{c}_{t} _{o}_{f}
_{c}_{~}_{f}
function of
the
event
.4', is
a random variable,
_{i}_{s}
_{a}_{l}_{s}_{o} _{a} random variable whenever
f. is
w,by
.ib g this
product,
we define
the integral
_{o}_{f}
_{f}
_{o}_{v}_{e}_{r} _{t}_{h}_{e}
_{e}_{v}_{e}_{n}_{t}
and
_{d}_{f} _{d}_{E} 
_{w}_{f}_{d} 
(2.8) 

_{T}_{h}_{e} _{i}_{n}_{t}_{e}_{g}_{r}_{a}_{l} _{o}_{f} _{t}_{h}_{e} 
_{r}_{a}_{n}_{d}_{o}_{m} variable 
f 
over 
the whole space 
U 
is 

called 
the mean value of 
f 
or also 
the expectation 
of 
f, 
and 
Will be 

denoted 
by 
f1 

_{f}_{J}_{d}_{P} 
_{=} 
_{f}_{d}_{P} 
(2.9) 

The 
number 
fdP 
can 
be 
thought of 
as 
the 
mean _{v}_{a}_{l}_{u}_{e} 
_{o}_{f} 
_{f} 
_{o}_{n} 
_{t}_{h}_{e} 

event 
w. 

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