Hazard Function
Hazard Function
Hazard Function
The hazard function (also known as the failure rate, hazard rate, or force of mortality)
the probability density function
to thesurvival function
, given by
is the ratio of
(1)
(2)
where
Failure rate
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Failure rate is the frequency with which an engineered system or component fails, expressed, for
example, in failures per hour. It is often denoted by the Greek letter (lambda) and is important
in reliability engineering.
The failure rate of a system usually depends on time, with the rate varying over the life cycle of the
system. For example, an automobile's failure rate in its fifth year of service may be many times
greater than its failure rate during its first year of service. One does not expect to replace an exhaust
pipe, overhaul the brakes, or have majortransmission problems in a new vehicle.
In practice, the mean time between failures (MTBF, 1/) is often reported instead of the failure rate.
This is valid and useful if the failure rate may be assumed constant often used for complex units /
systems, electronics and is a general agreement in some reliability standards (Military and
Aerospace). It does in this case only relate to the flat region of the bathtub curve, also called the
"useful life period". Because of this, it is incorrect to extrapolate MTBF to give an estimate of the
service life time of a component, which will typically be much less than suggested by the MTBF due
to the much higher failure rates in the "end-of-life wearout" part of the "bathtub curve".
The reason for the preferred use for MTBF numbers is that the use of large positive numbers (such
as 2000 hours) is more intuitive and easier to remember than very small numbers (such as 0.0005
per hour).
The MTBF is an important system parameter in systems where failure rate needs to be managed, in
particular for safety systems. The MTBF appears frequently in theengineering design requirements,
and governs frequency of required system maintenance and inspections. In special processes
called renewal processes, where the time to recover from failure can be neglected and the likelihood
of failure remains constant with respect to time, the failure rate is simply the multiplicative inverse of
the MTBF (1/).
A similar ratio used in the transport industries, especially in railways and trucking is "mean distance
between failures", a variation which attempts to correlate actual loaded distances to similar reliability
needs and practices.
Failure rates are important factors in the insurance, finance, commerce and regulatory industries and
fundamental to the design of safe systems in a wide variety of applications.
Contents
3.2 Applications
4.1 Units
4.2 Additivity
4.3 Example
5 Estimation
6 See also
7 References
8 External links
, where
function) and
from
(or ) to
and
is defined as
in the denominator.
The
function is a CONDITIONAL probability of the failure DENSITY function. The
condition is that the failure has not occurred at time .
Hazard rate and ROCOF (rate of occurrence of failures) are often incorrectly seen as
the same and equal to the failure rate.
Calculating the failure rate for ever smaller intervals of time, results in the hazard
function (also called hazard rate),
as
tends to zero:
where
is the failure time. The failure distribution function is the integral of the
failure density function, f(t),
Renewal processes[edit]
For a renewal process with DFR renewal function, interrenewal times are concave.[4][2] Brown conjectured the
converse, that DFR is also necessary for the inter-renewal
times to be concave,[5] however it has been shown that this
conjecture holds neither in the discrete case[4] or continuous
case.[6]
Applications[edit]
Increasing failure rate is an intuitive concept caused by
components wearing out. Decreasing failure rate describes a
system which improves with age.[3] Decreasing failure rates
have been found in the lifetimes of spacecraft, Baker and
Baker commenting that "those spacecraft that last, last on and
on."[7][8] The reliability of aircraft air conditioning systems were
individually found to have an exponential distribution, and thus
in the pooled population a DFR.[3]
Coefficient of variation[edit]
When the failure rate is decreasing the coefficient of variation is
1, and when the failure rate is increasing the coefficient of
variation is 1.[9] Note that this result only holds when the
failure rate is defined for all t 0[10] and that the converse result
(coefficient of variation determining nature of failure rate) does
not hold.
Units[edit]
Failure rates can be expressed using any measure
of time, but hours is the most common unit in
practice. Other units, such as miles, revolutions,
etc., can also be used in place of "time" units.
Failure rates are often expressed in engineering
notation as failures per million, or 106, especially
for individual components, since their failure rates
are often very low.
The Failures In Time (FIT) rate of a device is the
number of failures that can be expected in
one billion (109) device-hours of operation. (E.g.
1000 devices for 1 million hours, or 1 million
devices for 1000 hours each, or some other
combination.) This term is used particularly by
the semiconductor industry.
The relationship of FIT to MTBF may be expressed
as: MTBF = 1,000,000,000 x 1/FIT.
Additivity[edit]
Under certain engineering assumptions (e.g.
besides the above assumptions for a constant
failure rate, the assumption that the considered
system has no relevantredundancies), the failure
rate for a complex system is simply the sum of the
individual failure rates of its components, as long
as the units are consistent, e.g. failures per million
hours. This permits testing of individual
components or subsystems, whose failure rates
are then added to obtain the total system failure
rate.[citation needed]
Example[edit]
Suppose it is desired to estimate the failure rate of
a certain component. A test can be performed to
estimate its failure rate. Ten identical components
are each tested until they either fail or reach 1000
hours, at which time the test is terminated for that
component. (The level of statistical confidence is
not considered in this example.) The results are as
follows:
Estimated failure rate is
Survival analysis
From Wikipedia, the free encyclopedia
This article includes a list of references, but its sources remain unclear
because it has insufficient inline citations.Please help to improve this article
(November 2011)
Survival analysis is a branch of statistics which deals with analysis of time duration to until one or
more events happen, such as death in biological organisms and failure in mechanical systems. This
topic is called reliability theory or reliability analysis in engineering, and duration analysis or duration
modeling in economics or event history analysis in sociology. Survival analysis attempts to answer
questions such as: what is the proportion of a population which will survive past a certain time? Of
those that survive, at what rate will they die or fail? Can multiple causes of death or failure be taken
into account? How do particular circumstances or characteristics increase or decrease the
probability of survival?
To answer such questions, it is necessary to define "lifetime". In the case of biological
survival, death is unambiguous, but for mechanical reliability, failure may not be well-defined, for
there may well be mechanical systems in which failure is partial, a matter of degree, or not otherwise
localized in time. Even in biological problems, some events (for example, heart attack or other organ
failure) may have the same ambiguity. The theory outlined below assumes well-defined events at
specific times; other cases may be better treated by models which explicitly account for ambiguous
events.
More generally, survival analysis involves the modeling of time to event data; in this context, death or
failure is considered an "event" in the survival analysis literature traditionally only a single event
occurs for each subject, after which the organism or mechanism is dead or broken. Recurring
event or repeated event models relax that assumption. The study of recurring events is relevant
in systems reliability, and in many areas of social sciences and medical research.
Contents
1 General formulation
o
2 Censoring
4 Non-parametric estimation
6 See also
7 References
8 Further reading
9 External links
General formulation[edit]
Survival function[edit]
Main article: survival function
The object of primary interest is the survival function, conventionally denoted S, which is defined
as
where t is some time, T is a random variable denoting the time of death, and "Pr" stands
for probability. That is, the survival function is the probability that the time of death is later than
some specified time t. The survival function is also called the survivor function or survivorship
function in problems of biological survival, and the reliability function in mechanical survival
problems. In the latter case, the reliability function is denoted R(t).
Usually one assumes S(0) = 1, although it could be less than 1 if there is the possibility of
immediate death or failure.
The survival function must be non-increasing: S(u) S(t) if u t. This property follows directly
because T>u implies T>t. This reflects the notion that survival to a later age is only possible if all
younger ages are attained. Given this property, the lifetime distribution function and event
density (F and f below) are well-defined.
The survival function is usually assumed to approach zero as age increases without bound,
i.e., S(t) 0 as t , although the limit could be greater than zero if eternal life is possible. For
instance, we could apply survival analysis to a mixture of stable and unstable carbon isotopes;
unstable isotopes would decay sooner or later, but the stable isotopes would last indefinitely.
If F is differentiable then the derivative, which is the density function of the lifetime
distribution, is conventionally denoted f,
The function f is sometimes called the event density; it is the rate of death or failure
events per unit time.
The survival function can be expressed in terms of probability distribution and probability
density functions
Censoring[edit]
Censoring is a form of missing data problem
which is common in survival analysis. Ideally,
both the birth and death dates of a subject are
known, in which case the lifetime is known.
Fitting parameters to
data[edit]
Survival models can be usefully viewed as
ordinary regression models in which the
response variable is time. However, computing
the likelihood function (needed for fitting
parameters or making other kinds of
inferences) is complicated by the censoring.
The likelihood function for a survival model, in
equal to the
and greater
, we have
An important application
where interval-censored
data arises is current
status data, where the
actual occurrence of an
event
is only known to
the extent that it known
not to occurred before
observation time and to
have occurred before the
next.
Nonparametric
estimation[edit]
The NelsonAalen
estimator can be used to
provide a nonparametric estimate of the
cumulative hazard rate
function.