2.

Some common failure time distributions

In reliability studies, because failure times are de…ned only for T > 0, some families of distributions
are commonly used in place of the normal distribution (truncated at t = 0). In particular

the exponential E ( )

the Weibull distribution W ( ; )

the Gamma distribution (k; )

the Gumbel (extreme value) distriburion

the lognormal distribution

2.1 The exponential distribution

The exponential distribution E ( ) ( > 0) is the characterized by a constant failure rate (CF R) ;
namely
h (t) = (2.1)

It is often used for electronic components (failures are "rare events") and can be used to model
items during their useful working life (the ‡at section of the bathtub curve). We easily obtain

R (t) = exp f H (t)g

t
=e (2.2)

and

f (t) = R0 (t)
t
= e (2.3)

The e¤ect of changing on the pdf is shown here.

1
 Ex. Verify that

1
Mean

ln 2 :693
Median =

1
Variance 2

2.1.1 Memoryless property

At any age t0 ; the conditional reliability is

R (t0 + t)
R (tjt0 ) =
R (t0 )
exp f (t0 + t)g
=
exp f t0 g
t
=e

Thus R (tjt0 ) = R (t) so a component age t0 has the same reliability characteristics as a new
component. (Called the non-aging or memoryles property.) In particular, future life expectancy
1
is constant at : These properties follow from the previous section considering that E ( ) is both
IFR and DFR.

2
2.1.2 Poisson shock model

Suppose a device is subject to a stream of shocks arriving in a Poisson process with rate per unit
time.

( t)n t
Pr fn shocks in time tg = e (2.4)
n!

n = 0; 1; 2; :::

If the device fails at the …rst shock

R (t) = Pr fno shocks in (0; t)g

t
=e

2.2 The Gamma family

Consider a device subject to shocks arriving in a Poisson process (2.4) with rate : Suppose the
device fails if and only if it receives k shocks. This model leads to a reliability function belonging
to the Gamma family (k; ) with integer k.

NB.

1. The exponential distribution is a special case of the gamma distribution with k = 1:

2. The rate is entirely dependent on the time scale (seconds, minutes etc.) So is known as
the scale parameter and k the shape parameter.

Recall that:

1. The sum of k independent exponential random variables with parameter has the gamma
distribution (k; ) : In this case (k integer) it is also called the Erlang distribution.

2. The gamma integral (gamma function) is de…ned as

Z 1
(z) = uz 1
e u
du (2.6)
0

Two important properties of the gamma integral:

(i) When z = k; integer, (k) = (k 1)! the factorial function. Otherwise we have to refer
to tables of the gamma function.
(ii) The gamma integral satis…es the recursion (z + 1) = k (k).

3
 3. The p.d.f. of (k; ) is

( t)k 1
t
f (t) = e t>0 for k > 0
(k)
(2.7)
k 1
( t) t
= e t>0 for integer k ( 1)
(k 1)!

2.2.1 Reliability function for (k; ) from shock model

Consider a …xed time interval (0; t) and a device new at time 0. From the Poisson process (2.4)

Pn (t) = Pr fexactly n shocks in time (0; t)g

( t)n t
= e
n!

Therefore

R (t) = Pr ffewer than k shocks in time (0; t)g

= P0 (t) + ::: + Pk 1 (t)
" #
2 k 1
( t) ( t)
=e t 1+ t+ + ::: +
2! k 1!
t
=e Sk 1 (t) (2.8)

Notice that Sk t
1 (t) is the partial sum to k terms of the exponential series expansion of e and
satis…es the recursion :
d
Sk = Sk0 = Sk 1 (2.9)
dt
for k > 1:

2.2.2 Lifetime density and hazard function

The lifetime density f (t) can be obtained from R (t) using (2:8) and (2:9)

f (t) = R0 (t)
d t
= [e Sk 1 (t)]
dt
t t
= [e ( Sk 2) + e Sk 1]

t
= e [Sk 1 Sk 2]

( t)k 1 t
= e (2.10)
(k 1)!

which is of the required form (2.7).

4
 The hazard function is

f (t)
h (t) =
R (t)
( t)k 1
= (2.11)
(k 1)!Sk 1 (t)

1
Now [h (t)] is a polynomial in t consisting of entirely negative powers t0 ; t 1 ; :::; t (k 1) .
1
So [h (t)] is a decreasing function of t, i.e. h (t) is an increasing function of t: Hence

Result
The gamma failure time distribution is IFR for integer k:

2.3 The Weibull distribution

The Weibull family provides a very ‡exible life distribution model. It is characterized by the
reliability function h i
R (t) = exp ( t) ; t>0 (2.12)

where > 0 is a scale parameter and > 0 is a dimensionless shape parameter. Notice that
1 1
has dimensions and some books use instead = , known as characteristic life, as the scale
Time
parameter. The lifetime density (p.d.f.) is

f (t) = R0 (t)
h i
1
= ( t) exp ( t) (2.13)

leading to

f (t)
h (t) =
R (t)
1
= ( t) (2.14)

a simple power of t: This property characterizes the Weibull distribution. As a check, we see that
(2.12) has the form
R (t) = exp [ H (t)]

5
 Rt
where H (t) = 0 h (u) du and (2.14) is substituted for h (t) :

2.3.1 The hazard function and special cases

Since h (t) _ t 1 which is a positive power of t for > 1; therefore W ( ; ) is IFR for > 1.
Similarly for < 1; W ( ; ) is DFR and for = 1 the distribution is CFR.

= 1 gives the exponential distribution h (t) =

= 2 gives the Rayleigh distribution h (t) = 2 2t

= 3:44 gives a good approximation to a normal p.d.f.

2.3.2 Mean time before failure (MTBF)

The mean life or MTBF for W ( ; ) is

1 1
= 1+ (2.15a)

1 1
= (2.15b)

R1
where (z) = 0 uz 1 e u du is the gamma function previously de…ned.

Proof

6
 Figure 1: Weibull hazard functions

Z 1
= R (t) dt
Z0 1 h i
= exp ( t) dt
0

Make the substitution

u = ( t)
1
t=u
1
1
dt = 1 u

Then we arrive at (2.15b)

Z 1
1 1
1 u
= u e du
0
1 1
=

The equivalence of (2.15a) (2.15b) follows from the function recursion.

An online calculator for (z) can be found at:

http://www.efunda.com/math/gamma/…ndgamma.cfm

Example

7
 Consider a device with lifetime distributed as W ( ; ) where = 31 ; = 1
16;000 in hours 1: Find
the MTTF and the median life tm : Which is the better measure of "typical life"?
Solution

i) The MTTF is

1 1
= 1+

= 16; 000 (4)

= 16; 000 3!
= 96; 000 hours

ii) The median life is given by

R (tm ) = 0:5
h i
exp ( tm ) = 0:5

( tm ) = ln 2
1 1
tm = (ln 2)

Given values of ; give tm = 16000 (ln 2)3 = 5328: 4

Note: The median life is a better measure than the mean life since the p.d.f. is highly skewed.
Since < 1 the distribution is DFR - suitable for modelling initial "infant mortality" portion of
bathtub curve.

2.3.3 Further properties

1
1. Approximately 63% of failures will have occurred by t = , the characteristic life of W ( ; ) :

h i
R (t) = exp ( t)
1
R = exp [ 1] = 0:368

=1 0:632

All Weibull survival curves pass through a common point.

2. A series system of k identical Weibull distributed components also has the Weibull distribu-
tion of failure with the same shape parameter but a di¤erent scale parameter.
Let T1 ; T2 ; :::; Tk be the individual times to failure.

8
 Let Y be the system failure time.

Y = min fT1 ; T2 ; :::; Tk g (2.16)

for a series system and let RS (t) be the system reliability

RS (t) = Pr (Y > t)
= Pr (T1 > t \ T2 > t \ ::: \ Tk > t)
k
Y
= Ri (t)
i=1

assuming independent failures. For a system of identical components Ti s W ( ; )

h i
Ri (t) = exp ( t) for each i
h i
RS (t) = exp k ( t)
1
= exp k t

1
Hence system time to failure Y s W ;k .
This is known as the self-reproducing property of the Weibull distribution.

2.4 Systems of components

Many systems can be modelled as an network of components joined in series or in parallel.

2.4.1 Series systems

A pure series system fails if and only if any component fails. Assume (usually) that Ti are inde-
pendent random variables. Then

k
Y
RS (t) = Ri (t) (2.17)
i=1

as obtained previously. Notice that if Rmin (t) = mini fRi (t)g then RS (t) Rmin (t) : A series
system is less reliable than the weakest link!
When components are identical Ri (t) = R (t) each i then

RS (t) = [R (t)]k

9
 The hazard function of a series system is additive

k
X
hS (t) = hi (t) (2.18)
i=1

Proof

fS (t) d
hS (t) = = ln RS (t)
RS (t) dt
k
X d
= ln Ri (t)
dt
i=1
Xk
= hi (t)
i=1

This result explains why the Weibull (and in particular the exponential) failure time distribution
has the self-reproducing property: when hi (t) are a simple power of t, the sum hS (t) will be also
be a multiple of that power of t:

2.4.2 Parallel systems

A pure parallel system fails if and only if all components fail.

k
Y
1 RP (t) = (1 Ri (t))
i=1
k
Y
RP (t) = 1 (1 Ri (t)) (2.19)
i=1

In particular letting Rmax (t) = maxi fRi (t)g we have RP (t) Rmax (t) : Thus a parallel system
improves on the reliability of the most reliable component (common sense result).

2.4.3 k-out of -n systems

Such systems have n identical components of which k is the minimum number of working compo-
nents for the system to function. The system reliability is given by

n
X
RS (t) = Pr (exactly r working components)
r=k
Xn
n
= R (t)r (1 R (t))n r
(2.20)
r
r=k

Assuming independent failures, the number of working components at time t has the binomial
distribution Bin (n; p) with p = R (t) :

10
 Ex. Show that setting k = n and k = 1 respectively in (2.20) results in expressions (2.17) (2.19)
for the system reliability of a pure series and a pure parallel system.

2.4.4 Examples

1. Two components with T1 s E ( 1) ; T2 s E ( 2) : Find the system reliability if joined (a) in

series and (b) in parallel. Show that the mean times to failure are respectively

1
S =
1+ 2
1 1 1
P = +
1 2 1+ 2

2. Two identical components with CFR are joined in parallel operation. What should the
component failure rate be to achieve a system reliability RP (1000) = 0:95? [Ans.:000253].
Show that the corresponding system MTTF is 5927 hours, a 50% improvement on MTTF for
a single component.

3. Find the reliability at 1000 hours of a 2-out of-3 system comprising two components each
with constant failure rate =3 10 5:

[Ans. .9974]

2.4.5 Solutions to Examples

Q1.
T1 E( 1) T2 E( 2)

(a) Series system

hs (t) = h1 (t) + h2 (t)

= 1 + 2

Z t
Rs (t) = exp h (u) du
0
( 1 + 2 )t
=e

Z 1
1
s = Rs (t) dt =
0 1 + 2

11
 (b) Parallel system

1 Rp (t) = [1 R1 (t)] [1 R2 (t)]

1t 2t
= 1 e 1 e
1t 2t ( 1 + 2 )t
=1 e e +e
1t 2t ( 1 + 2 )t
Rp (t) = e +e e

Z 1
1 1 1
p = Rp (t) dt = +
0 1 2 1+ 2

Q2.
Set 1 = 2 = in the formula for Rp (t) obtained in Q1.

t 2 t
Rp (t) = 2e e
= 2x x2

where x = e t: We know that Rp (1000) = :95; so solve

2x x2 = :95
p
=) x=1 :05

Since x = e t < 1 for t > 0

x=1 :2236 = :7764

= exp ( 1000 )

Hence = 0:000253:
2 1 3
M T T Fp = =
2 2
(= 5928 hours) which compared to
1
= MTTF =

for the component, represents a 50% improvement in mean life.

Q3.
A 2 out of 3 system with
t :03
R (t) = e =e

has system reliability given by

RS (t) = 3
3 R (t)3 + 3
2 R (t)2 [1 R (t)]
= :9974

12