Queensland University of Technology

Semester 1 2016
ENB432: Engineering Asset Management and
Maintenance Laurisa Swamy;N8888582

QUIZ 1

Question 1.
a)
By assuming that pump failures occur at random and can be modelled by a
Poisson distribution, the average rate of occurrence of random events, ,

is

required to calculate probability. Considering that this type of pump has one
failure in three years.
Therefore,

1
= =0.3
3
Let T = time between failure

P (T >4 )=1P (T 4 )

Using excel this equates to,

1EXPONDIST ( 4, 0.333333,1 )=0.263597

b)
The probability that a completely new pump will operate for 4 years is calculated
below.

1
= =0.3
3
P (T >4 )=1P (T 4 ) Using excel this equates to,
1EXPONDIST ( 4, 0.333333,1 )=0.263597

c)
As the failure rate follows a Poisson distribution this assumes that, T (time
between failures) follows an exponential distribution. As such the probability of
the pump operating for another four years after two years of operation can be
calculated using Markovs property of exponential distribution.

T x
T x+t |T > t )=P( )
P
The conditional probability distribution depends only upon present state and
does not account for preceding events when calculating probability. This is
referred to as memoryless property.
Therefore, the probability that the pump will continue operating for 2+4 years is:

T 2+ 4T > 2
T > 4+ 2|T >2 )=1P()
P
1P(T 4)
As previously stated,

=0.3
Using excel this equates to,

1EXPONDIST ( 4, 0.333333,1 )=0.263597

Question 2.
a)
For constant failure rates, the function becomes

( t )= . It is known that the

hazard rate is estimated to be 1 over 500 hours (constant).

Therefore, the hazard rate,

( t )=

1
=.002= .MTTF, can be expressed as:
500

= tf ( t ) dt
0

Where f(t) is the failure density function

For constant failure rates, the failure density function can be expressed as:

f ( t )=

dF ( t )
dt

d ( 1et )

dt

et

As a result, MTTF becomes:

= tf ( t ) dt
0

t e t dt
0

Substituting in numbers,

1
0.002

500 hours

Therefore, the MTTF for the sample of failure times of a light bulb is 500 hours.

b)
Given that the light bulb has a constant failure rate, it indicates an exponential
distribution for the failure density function. As such, the memoryless property of
Markovs property of exponential distribution can be applied.
Therefore, the probability of a light bulb operating for another 200 hours after
operating for 400 hours is:

T 200
T 200+400|T >400 )=P()
P
Expanded further,

P (T 200 )=F ( t=200 )

From part a)

=0.002

Thus,
0.002200

0.67032

c)
For Type 1 censored data the confidence interval of

is:

x 22r ,(1 /2)

^=1
^(x 22r , /2 )

2r
Pr
where r is the number of recorded failures
2r is the degrees of freedom for the chi-square random variable

is the pre-determined level of significance.

This equation can be used to calculate 95% confidence intervals for the hazard
rate and the MTTF.
Expanded from the above equation the lower and upper bounds of the
confidence intervals are calculated using:

Lower bound :

^(x22 r , / 2)
2r

x22 r ,(1 /2)

^
Upper bound :
The formulas used in excel for Chi square distribution are:

Lower limit :CHIINV (1 ,2r )

2

Upper limit :CHIINV ( , 2r)

2
From the sample size of 80, 30 are right censored. Therefore, the recorded
number of failures, r = 50. The constant failure rate is estimated to be
1/500/hour and a 95% confidence interval gives an

0.05
1
, 250 )
(
2
Lower bound=CHIINV

value of 0.05

0.001484

( 250 )( 0.002 )

Upper bound=CHIINV

( 0.052 , 250)
( 250 )( 0.002 )

0.002591 The confidence interval of the

MTTF for a constant failure rate is calculated by taking the reciprocal of the
confidence interval limits of

Therefore, the 95% confidence interval of MTTF is:

Lower=

Upper=

1
0.002591

1
0.001484

385.918

637.6554

From these results it can be concluded that 95% of the time over repeated
sampling, the constant hazard rate is estimated to be within the interval [0.0015,
0.0026]. Additionally, for 95% of the time over repeated sampling, the MTTF is
estimated to be within the interval [385.918, 637.6554].

Question 3.
a)
To fit the Weibull Distribution, the data is sorted in ascending order, shown below.

Failure Time
Data
108
17
7
26
24
20
51
29
76
31
12
44
25
56
36

Sorted
Data
7
12
17
20
24
25
26
29
31
36
44
51
56
76
108

Next the mean order numbers (k) are assigned, these are also used to calculate
cumulative distribution function estimations (ECDF). The excel formula used to
calculated ECDF is BETAINV (0.5, k, n-k+1) where n is the sample number. This
step is show below.
Failure Time
Data

Sorted
Data

108

17

12

17

26

20

24

24

20

25

51
29

26
29

7
8

76

31

31

36

10

12

44

11

44

51

12

25
56

56
76

13
14

ECDF
(k)
0.0451
58
0.1093
96
0.1743
21
0.2393
93
0.3045
2
0.3696
7
0.4348
33
0.5
0.5651
67
0.6303
3
0.6954
8
0.7606
07
0.8256
79
0.8906

36

108

15

04
0.9548
42

The parameters of the Weibull distribution can now be determined. This is done
by transforming the data by X = log(xdata) and Y = log(-log(1-ECDF)). This
function in excel and the outputs can be seen below.
Failure Time
Data

Sorted
Data

ECDF
(k)

X
1.9459
1

108

0.0451
58

17

12

0.1093
96

2.4849
07

17

0.1743
21

2.8332
13
2.9957
32

26

20

0.2393
93

24

24

0.3045
2

3.1780
54

20

25

0.3696
7

3.2188
76

51

26

0.4348
33

3.2580
97

29

29

0.5

3.3672
96

76

31

0.5651
67

3.4339
87

31

36

10

12

44

11

44

51

12

25

56

13

56

76

14

36

108

15

0.6303
3
0.6954
8
0.7606
07
0.8256
79
0.8906
04
0.9548
42

3.5835
19
3.7841
9
3.9318
26
4.0253
52
4.3307
33
4.6821
31

Y
3.0745631
22
2.1554114
66
1.6526126
26
1.2959455
71
1.0129317
33
0.7732461
33
0.5610078
9
0.3665129
21
0.1829693
01
0.0048684
9
0.1731287
13
0.3574276
2
0.5578191
51
0.7942496
5
1.1306208
57

Then a linear line is fitted to X and Y by either regression or a scattered plot with
a line of best fit. Both of these methods are shown below.

As can be seen, both outputs tell us that that the shape parameter

and x-

intercept are 1.6183 and

-6.046 respectively. The scale parameter

can now be computed using the

following excel function:

=exp

( b )=41.93

07

b)
Question 4.
a)
Rs= R1 X R2 X R3
R1= (1-(1-R)(1-R))
R2=(1-(1-R*R)*(1-R))
R3=(3R^2-2R^3)
Rs=(1-(1-R)(1-R))* (1-(1-R*R)*(1-R))* (3R^2-2R^3)
= -2R^8+9R^7-11R^6-R^5+6R^4

b)