Reliability Theory

Introduction
Structure function
Reliability of systems of independent components
Bounds on reliability function
System life as a function of component lives
Expected system lifetime
Systems with repair
Reliability Theory
Vineet Sahula
Dept. of Electronics & Communication Engineering
MNIT, Jaipur INDIA
November 2013
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
What is Reliability?
Structure function
Minimal path and minimal cutsets

Method of inclusion & exclusion
Second method for obtaining bounds on r (p)
Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Introduction
Whats reliability theory?
Reliability theory is concerned with
determining the PROBABILITY that a system, possibly
consisting of many components, will function
How to determine that asystem functions

from the knowledge of which components are functioning
e.g. a series system will function iff all of its components are
functioning
e.g. a parallel system will function iff at least one of its
components is functioning
Vineet Sahula
Reliability Theory
beamer-icsi-l
Introduction
Structure function
Systems with repair
Introduction

functioning
Vineet Sahula
Reliability Theory
beamer-icsi-l
Introduction
Structure function
Systems with repair
Introduction

functioning
Vineet Sahula
Reliability Theory
beamer-icsi-l
Introduction
Structure function
Systems with repair
Introduction

functioning
Vineet Sahula
Reliability Theory
beamer-icsi-l
Introduction
Structure function
Systems with repair
Structure functions
Structure functions
Lets consider a system consisting of n components
Each component is either functioning OR has failed
variable xi indicates whether or not the i th component is
functioning

1
if the i th component is functioning
xi =
0
if the i th component has failed
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Structure functions
Structure functions
functioning

1
xi =
0
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Structure functions
Structure functions
functioning

1
xi =
0
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Structure functions ...

Structure functions
The vector x = (x1 , x2 , . . . , xn ) is called the state vector;
indicates which component is functioning & which has failed
Suppose that state vector completely determines, whether or
not system as a whole is functioning; we define structure
function (x),

1
if the system is functioning whenthe state vector is
(x) =
0
if the system has failed whenthe state vector is x
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Structure functions ...

Structure functions
The vector x = (x1 , x2 , . . . , xn ) is called the state vector;
indicates which component is functioning & which has failed
Suppose that state vector completely determines, whether or
not system as a whole is functioning; we define structure
function (x),

1
if the system is functioning whenthe state vector is
(x) =
0
if the system has failed whenthe state vector is x
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Examples- Strucure function

Example- Series structure function
A series system structure function
n
(x) = min (x1 , x2 , . . . , xn ) = xi

i=1
A parrallel structure function

n
(x) = max (x1 , x2 , . . . , xn ) =
xi
i=1
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

A series system structure function
n
(x) = min (x1 , x2 , . . . , xn ) = xi

i=1
A parrallel structure function

n
(x) = max (x1 , x2 , . . . , xn ) =
xi
i=1
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

A k out of n system structure function
(x) =
if
if
xi k
i=1
n
xi k
i=1
A series and parallel systems are respectively, 1 out of n

and n out of n systems
A 2 out of 3 system is three paralle branches; where each

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branch consists of two components in series
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

(x) =
if
if
xi k
i=1
n
xi k
i=1


beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

(x) =
if
if
xi k
i=1
n
xi k
i=1


beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

An example system of 4 components: it functions iff 1 and 2
both and at least one of components 3 and 4 functions
(x) = x1 x2 max (x3 , x4 )
lemma: for binary variables, xi , i = 1, 2, ..., n
n
max (x1 , x2 , . . . , xn ) = 1 (1 xi )
i=1
for n = 2, max (x1 , x2 ) = 1 (1 x1 )(1 x2 ) = x1 + x2 x1 x2
hence, (x) = x1 x2 max (x3 , x4 ) = x1 x2 (x3 + x4 x3 x4 )
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Path & set
Minimal path
A system can be arranged (i) as series coneections of parallel
structures ot (ii) as parallel connections of series connections
A state vector x is called path vector if (x) = 1
A state vector is minimal path vector, if (y) = 0 for all y < x
If x is a minimal path vector, then set A = {i : xi = 1} is called
minimal path set
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Path & set
Minimal path
minimal path set
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Path & set
Minimal path
minimal path set
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Path & set
Minimal path
minimal path set
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Example- Minimal Path set
Minimal path
Consider a 5-component system with
(x) = max (x1 x2 ) max ((x3 x4 ), x5 ) =
(x1 + x2 x1 x2 )(x3 x4 + x5 x3 x4 x5 )
there are four minimal path sets- {1, 3, 4}, {2, 3, 4}, {1, 5}, {2, 5}
In a k out of n system, there are n Ck minimal path sets

all the sets consisting of EXACTLY k components
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Example- Minimal Path set
Minimal path
Consider a 5-component system with
(x) = max (x1 x2 ) max ((x3 x4 ), x5 ) =
(x1 + x2 x1 x2 )(x3 x4 + x5 x3 x4 x5 )
there are four minimal path sets- {1, 3, 4}, {2, 3, 4}, {1, 5}, {2, 5}
In a k out of n system, there are n Ck minimal path sets

all the sets consisting of EXACTLY k components
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Cut set
Minimal cut set

A state vector x is called cut vector if (x) = 0
A state vector is minimal cut vector, if (y) = 1 for all y > x
If x is a minimal Cut vector, then set C = {i : xi = 0} is called
minimal cut set
A minimal cut set is a set of componnents, failure of which
ensures failure of system
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Cut set
Minimal cut set

minimal cut set
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Cut set
Minimal cut set

minimal cut set
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Minimal Cut set
Minimal cut set

minimal cut set
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Indicator Function
Indicator function
Let C1 , C2 , . . . Ck denote minimal cut sets of a given system
Lets define j (x), the indicator function of the j th minimal
cutset

(x) =
1
0
if
if
at least one component of the j th minimal cutset is f

all of the components of the j th minimal cutset are no
= max (xi )
i Cj
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Indicator Function
Indicator function
Let C1 , C2 , . . . Ck denote minimal cut sets of a given system
Lets define j (x), the indicator function of the j th minimal
cutset

(x) =
1
0
if
if
at least one component of the j th minimal cutset is f

all of the components of the j th minimal cutset are no
= max (xi )
i Cj
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Indicator Function ...
Indicator function
k
(x) = j (x)
j=1
k
= max (xi )
j=1 iCj
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Example- Bridge system
Structure function for bridge in terms of indicator function

MInimal cut sets for a bridge system, 1 and 2 connected to
start point, 4 and 5 connected to end point & 3 is bridge
branch
{1, 2}, {1, 3, 5}, {2, 3, 4}, {4, 5}
(x) = max (x1 , x2 ) max (x1 , x3 , x5 ) max (x2 , x3 , x4 ) max (x4 , x5 )

[Picture of (x)]
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

branch
{1, 2}, {1, 3, 5}, {2, 3, 4}, {4, 5}

[Picture of (x)]
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

branch
{1, 2}, {1, 3, 5}, {2, 3, 4}, {4, 5}

[Picture of (x)]
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Reliability of Component
Reliability of component
Lets define by Xi , the state of i th component, a random
variable
P {Xi = 1} = pi = 1 P {Xi = 0}
The probability pi is reliability of component
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Reliability of Component
Reliability of component
Lets define by Xi , the state of i th component, a random
variable
P {Xi = 1} = pi = 1 P {Xi = 0}
The probability pi is reliability of component
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Reliability of System
Lets define by ri , the the reliability of system
r = P { (X) = 1} where X = (X1 , X2 , . . . , Xn )
= r (p)
Thus, reliability r can be expressed as function of the
component reliabilities
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Lets define by ri , the the reliability of system
r = P { (X) = 1} where X = (X1 , X2 , . . . , Xn )
= r (p)
Thus, reliability r can be expressed as function of the
component reliabilities
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Example- Reliability
Reliability of Series system
n
r (p) = P { (X) = 1} = P {Xi = 1 for all i = 1, 2, ..., n} = pi

i=1
Reliability of parallel system
r (p) = P { (X) = 1} = P {Xi = 1 for some i = 1, 2, ..., n}

n
= 1 P {Xi = 0 for all i = 1, 2, ..., n} = 1 (1 pi )

i=1
Vineet Sahula
Reliability Theory
beamer-icsi-l
Introduction
Structure function
Systems with repair
Reliability of Series system
n
r (p) = P { (X) = 1} = P {Xi = 1 for all i = 1, 2, ..., n} = pi

i=1
Reliability of parallel system
r (p) = P { (X) = 1} = P {Xi = 1 for some i = 1, 2, ..., n}

n
= 1 P {Xi = 0 for all i = 1, 2, ..., n} = 1 (1 pi )

i=1
Vineet Sahula
Reliability Theory
beamer-icsi-l
Introduction
Structure function
Systems with repair
Reliability of k out of n system, for equal pi s = p
n
r (p) = P { (X) = 1} = pi
i=1
(
=P
Xi k
i=1
n
(n i ) p (1 p)ni
i=1
Vineet Sahula
beamer-icsi-l
Reliability Theory
Introduction
Structure function
Systems with repair
Example- Reliability ...
Reliability of 2 out of 3 system
r (p) = P { (X) = 1} = P {X = 1, 1, 1} + P {X = 1, 1, 0} + P {X = 1, 0,
= p1 p2 p3 + p1 p2 (1 p3 ) + p1 p3 (1 p3 ) + p2 p3 (1 p3 )
= p1 p2 + p1 p3 + p2 p3 2p1 p2 p3
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Reliability function- Increasing function

Reliability fn is an increasing function
Reliability function r (p) is increasing function of p
r (p) = E { (X)} = pi E [ (X) |Xi = 1] + (1 pi ) E [ (X) |Xi = 0]

= pi E [ (1i , X)] + (1 pi ) E [ (0i , X)]
= pi E [ (1i , X) (0i , X)] + E [ (0i , X)]
For being an increasing function, r (p) is increasing function

implied by
E [ (1i , X) (0i , X)] 0
Vineet Sahula
beamer-icsi-l
Reliability Theory
Introduction
Structure function
Systems with repair
Reliability function- Increasing function

Reliability fn is an increasing function
Reliability function r (p) is increasing function of p
r (p) = E { (X)} = pi E [ (X) |Xi = 1] + (1 pi ) E [ (X) |Xi = 0]

= pi E [ (1i , X)] + (1 pi ) E [ (0i , X)]
= pi E [ (1i , X) (0i , X)] + E [ (0i , X)]
For being an increasing function, r (p) is increasing function

implied by
E [ (1i , X) (0i , X)] 0
Vineet Sahula
beamer-icsi-l
Reliability Theory
Introduction
Structure function
Systems with repair

Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair

Outline
1
Introduction
Structure function

Systems with repair
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
System Life in terms of component life

System life time
For a random variable having distribution function G , lets
(a) = 1 G (a) to be probability that random variable
define G
is greater than a
Let i th component be having Fi as function for length of time
It functions for a random length of time & then fails, and
remains so forever
A system will be functioning for time t or greater, if it is

functioning at t
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
System Life in terms of component life ...

System life time
Let F denote distribution of life time of system
F (t) = P {system > t}

= P {system is functioning at time t}
P {system is functioning at time t} = r (P1 (t), ..., Pn (t))
Pi (t) = P {component i is functioning at time t}
= P {lifetime of i > t} = Fi (t)
Vineet Sahula
Reliability Theory
beamer-icsi-l
Introduction
Structure function
Systems with repair
System Life in terms of component life ...
System life time

Hence,
F (t) = r F1 (t), ..., Fn (t)
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Example- System Life
System life time

Life time of Series system
n
F (t) = Fi (t)
i=1
Life time of parallel system

n
F (t) = 1 Fi (t)
i=1
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Example- System Life
System life time

Life time of Series system
n
F (t) = Fi (t)
i=1
Life time of parallel system

n
F (t) = 1 Fi (t)
i=1
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
System Life Time
System life time

For a continuous distribution G
lets define (t), failure rate function of G
d
; where, g (t) = dt
(t) = Gg (t)
G (t)
(t)
(t) indicates the probability intensity that a t-year old item
will fail
beamer-icsi-l
Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
Expected System Life Time
Expected system life time

System life time will be t or larger, iff system is still
functioning at time t
P {system life > t} = rR(
F(t))
knowing that E [X ] = 0 P {X x} dx
E {system life} =
r (
F(t)) dt
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Vineet Sahula
Reliability Theory
Introduction
Structure function
Systems with repair
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Vineet Sahula
Reliability Theory

Reliability Theory

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Introduction

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

Reliability of systems of independent components

Bounds on reliability function

System life as a function of component lives

Expected system lifetime

Systems with repair

How to determine that asystem functions

How to determine that asystem functions

How to determine that asystem functions

How to determine that asystem functions

Minimal path and minimal cutsets

Minimal path and minimal cutsets

Minimal path and minimal cutsets

Minimal path and minimal cutsets

Structure functions ...

Minimal path and minimal cutsets

Structure functions ...

Minimal path and minimal cutsets

Examples- Strucure function

(x) = min (x1 , x2 , . . . , xn ) = xi

A parrallel structure function

(x) = max (x1 , x2 , . . . , xn ) =

Minimal path and minimal cutsets

Examples- Strucure function

(x) = min (x1 , x2 , . . . , xn ) = xi

A parrallel structure function

(x) = max (x1 , x2 , . . . , xn ) =

Minimal path and minimal cutsets

Examples- Strucure function