RELIABILITY OF POWER

ELECTRIC SYSTEMS
Chapter 2: Probabilities Overhaul

Power Electrical Engineering

Cotopaxi Technical University
Semester: October 2016 - February 2017
Lecturer: Edwin M. Lema G, MSc.

October 2016-February 2017

Latacunga-Ecuador

1
PROBABILITIES OVERHAUL
•Probability Distribution (Probability
Density)
FUNCION:
Distribution (cumulative)
They describe the variability of a random variable X.

DENSITY FUNCTION[7]: For a discrete random variable X,

which takes values xi the function is defined :
f (x) = P( X = xi )
Has the following properties :

• f (x) = 0, Unless x take some value x0, x1 ...

• 0  f ( xi )  1

•  f (x
i
i ) 1

2
For continuous random variables, f (x) is said to be a
probability density function, if it follows that:
b
P(a  X  b)   f(x) dx
a

f(x)  0 -  x  


 f(x) dx  1
-

DISTRIBUTION FUNCTION: is known as the

cumulative probability function, and is defined as:
F (x) = P( X < x ) = S f (xi ) xi < x

3
For continuous variables: if X is the random variable
and f (t) is the probability density, the distribution
function (cumulative distribution) is:

F(x)  P(X  x)   f(t) dt
-

for -   x  

Fault Function: If To random variable and f (t) fault

density:

t 
R(t)  P(To  t)  1 -  f(t) dt   f (t )dt
0 t

4
 dQ (t ) dR (t )
f (t )   
dt dt

Gives the probability that the element fails in the

interval (t; t+Dt)

TRANSITION SPEED (failure rate) l(t) : Refers to

the number of transitions a component makes
between one state and another.
# failures for unit exposure time
l (t) 
# of components exposed to failure

It can be shown that x l(t) is the probability of failure

of the element in an interval (t + Dt) always that has
been operating at the start of the interval(t).
5
 Bathtub curve

Burn-in
l
Wear out
Useful life

Operating life
FOR ALL DISTRIBUTION IS t
-  l(t) dt
SATISFIED: R(t)  e 0

If l is constant: R(t)  e - lt

MOMENTS OF A DISTRIBUTION :
Expected value :


Variance : V( X)   x 2 f (x) - E2 ( X)

E( X)   x f(x) E( X)   x f(x) dx Standard

-
x
deviation :   V(x)
6
 BINOMIC DISTRIBUTION :

If the system has n components, the probability that the system

has exactly r success states or (n-r) failure states is given by:

n!
Pr  C p qn
r
r n -r
r  0,1...n Pr  pr qnr
r! (n - r)!

p = Probability of finding every/ element in state of success.

q = Probability of finding fault.

Conditions :
Each component has two states, with the same probabilities; p+q= 1;
fixed number of components; They behave independently

E( X)  np ( X)  npq
7
 EXAMPLE 2.1
SYSTEM OF FOUR TRANSFORMERS Pr
0.70000
p = 0,9
0.60000
n=4
0.50000
NUMBER OF
0.40000
TRANSFORMERS Pr
OPERATING r 0.30000

4 0,6561 0.20000
3 0,2916
0.10000
2 0,0486
1 0,0036 0.00000
4 3 2 1 0
0 0,0001
1,0000

# TRANS. R Q
1.20000
Accumulated
4 P4 0,6561 0,3439
1.00000
3 P4+P3 0,9477 0,0523
0.80000
2 P4+P3+P2 0,9963 0,0037
0.60000 1 P4+P3+P2+P1 0,9999 0,0001
0.40000

0.20000

0.00000
4 4+3 4+3+2 4+3+2+1
8
 DISTRIBUTION OF POISSON

• EVALUATES THE PROBABILITY THAT AN EVENT OCCURS A

NUMBER OF TIMES IN A TIME PERIOD.
• CONSTANT TRANSITION SPEED.
• OPERATE IN THE PHASE OF USEFUL LIFE.
• THE PROBABILITY THAT X EVENTS OCCUR IN A TIME, IF THE
AVERAGE NUMBER OF SUCH EVENTS IS l, COME GIVING BY :

lx e l
p(x) 
x!
• IF l IT IS THE SPEED OF FAULTS PER UNIT OF TIME, THE
PROBABILITY THAT X FAILS OCCUR, IN A TIME PERIOD, IS:

(lt)x e lt
p x (t) 
x!
9
 E( x )  lt ( x )  lt
NOTE: The calculation time is not considered.

EXAMPLE 2.2:
l 0,05 Failures / years
t= 40 years
Pr
0.3

FAILURES (X) px 0.25

0 0,13534 0.2

1 0,27067 0.15

2 0,27067 0.1

3 0,18045 0.05

4 0,09022 0
0 1 2 3 4 5 6
5 0,03609
6 0,01203
10
 0,30

0,25

0,20

PROBABILIDAD
0,15

0,10

0,05

0,00
0 1 2 3 4 5 6
NUMERO DE FALLOS

EXPONENTIAL DISTRIBUTION

• The transition speed is constant.

• Applicable to the life of the element.
- lt 1
R(t)  e E(t)  (t) 
l
It is known as MTTF
11
 Non-renewable process.
 The element can be in any of two states: OPERATION or
FAULT.
 If in time t = 0, the element goes into operation, It is expected
that at some point t> 0 it will fail.
 It is then observed that the operating time To can be defined as
the random variable.

Dt Dt

O O

F F
t t’ t + Dt t’ t t + Dt

12
Non-renewable process
• The probability of finding the element in the failure
state at the instant (t + Dt) is determined as the sum
of the probabilities of the two possibilities.
• First chance (conditional probability)
P(F, t + Dt) = P(O, t) P(F, t’| O, t)
• The second is a certainty
P(F, t + Dt) = P(F, t)
• Probability :

P(F, t + Dt) = P(O, t) P(F, t’| O, t) + P(F, t )

13
 Non-renewable process
1 P( F , t  Dt )  P( F , t ) P( F , t ' / O, t )

P(O, t ) Dt Dt

P( F , t  Dt )  P( F , t ) dP( F , t )
lim Dt 0 
Dt dt
P ( F , t ' / O, t )
lim Dt 0  l (t )
Dt

 If it is considered that :
 P(F, t) = Q(t)
 P(O, t) = R(t)

14
 Non-renewable process
1 dQ(t )
 l (t )
t
Q(t)  P (To  t)   f(t) dt
R(t ) dt 0

dQ(t )
 f (t ) l (t ) 
f (t )

1 dR(t )
dt R(t ) R(t ) dt

R(t )  e 
 l ( t ) dt

15