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Hazard Function

The document discusses hazard functions and related concepts in reliability analysis. It defines the hazard function as modeling the chance of an event like failure or death over time. Sections discuss hazard rates, using hazard functions in reliability modeling, reliability of series systems, availability, and the relationship between discrete and continuous cases. The document also lists the team members who contributed to its content.

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Ashwin Mathew
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71 views15 pages

Hazard Function

The document discusses hazard functions and related concepts in reliability analysis. It defines the hazard function as modeling the chance of an event like failure or death over time. Sections discuss hazard rates, using hazard functions in reliability modeling, reliability of series systems, availability, and the relationship between discrete and continuous cases. The document also lists the team members who contributed to its content.

Uploaded by

Ashwin Mathew
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Hazard Function

Contents
1. Basic Introduction to hazard function
2. Hazard Rate
3. Reliability Modelling
4. Reliability of Series Systems
5. Availability
6. Relationship between discrete and continuous cases
Hazard Function
The hazard function (also called the force of mortality, instantaneous failure rate, instantaneous death
rate, or age-specific failure rate) is a way to model data distribution in survival analysis. The most common
use of the function is to model a participant’s chance of death as a function of their age. However, it can
be used to model any other time-dependent event of interest. The hazard function is a conditional failure rate,
in that it is conditional a person has actually survived until time t. In other words, the function at year 10 only
applies to those who were actually alive in year 10; it doesn’t count those who died in previous periods.

There are other variations on the function, other than as a conditional rate. The Kaplan Meier (KM) method uses
rates, has no upper limit, and is preferred for clinical trials (Fink & Brown, 2006). Conversely, with the actuarial
method, the hazard function is a proportion, with values between 0 and 1.
Hazard function formula
The hazard function formula is:

Where,

● fY(y) = the probability density function of survival time Y,


● SY = the Survivor function (the probability of surviving beyond a certain point in time)
Hazard function given by

h(t,x1,x2…x5)=ƛ0 (t)^eb1x1+b2x2+….b5x5

• ƛ0 is the baseline hazard at time t i.e. ƛ0(t)

• For any individual subject the hazard at time t is hi(t).

• hi(t) is linked to the baseline hazard h0(t) by loge {hi(t)} = loge{ƛ0(t)} +


β1X1 + β2X2 +……..+ βpXp

• where X1, X2 and Xp are variables associated with the subject


Hazard rate
Time-dependent reliability problems may be solved by means of the hazard function, which is based on
conditional probability theory. In principle the hazard function or hazard rate may be interpreted as the
frequency of failure per unit of time. Let F (t) be the distribution function of the time-to-failure of a random
variable T, and let f (t) be its probability density function. Then the hazard rate h (t) is defined as

This expression represents the probability that the structure of age t will fail in the interval t + Δt, given that
it has survived up to time t, namely
Hazard rate
It is therefore an advantage to use hazard rates in time-dependent problems, such as fatigue, over
the traditional procedure of cumulative failure probabilities, since hazard rates consider the history
of the structure, e.g. the degrading effect is accounted for.
Reliability Modeling
The presumptions of the Jelinski-Moranda model are a basis for the software model with the exception of
the proportionality of the hazard function with respect to the fault content of the software program along
with the time before a most recently found failure. Its formula is:

Fti=αN−i−1ti

Hazard rate is one-dimensional (linear) at each interval of failure. A moderated formula could be as follows
:

Fti=αN−i−1−ati2+bti+c
where a, b, c are constants. When failure time ti = 0, the hazard function is proportional to the hazard
function of the Jelinski-Moranda model.
Reliability of Series Systems
A series system is a configuration such that, if any one of
the system components fails, the entire system fails.
Conceptually, a series system is one that is as weak as its
weakest link.
RS = R1 × R2 × … Rn (if the component reliabilities differ,
or)
RS = [Ri ] n (if all i = 1, … , n components are identical)
“System Success” ≡ “Success of every individual component”
Reliability of Series Systems for 2 events
However, behind the reliability block symbols lies a whole
body of statistical knowledge. For, in a series system of
“n” components, the following are two equivalent “events”:
Availability
Availability is defined as the probability that the system is operating properly when it is requested for use. In other
words, availability is the probability that a system is not failed or undergoing a repair action when it needs to be used.

Availability Classifications:-

● Point (instantaneous) availability


● Average up-time availability (mean availability)
● Steady state availability
● Operational availability
Point Availability
1. It functioned properly during time t with probability R(t), or,
2. It functioned properly since the last repair at time u, 0 < u < t, with probability:

With m(u) being the renewal density function of the system.

The point availability is the summation of these two probabilities, or:


Mean Availability:-

Steady state Availability:-

Operational Availability:-
Relationship between discrete and continuous cases
On the surface, this relationship seems different than what we had for the continuous case

However, consider discretizing a continuous hazard by dividing its range into intervals of equal length (i.e.,
failure at time tj refers to failure in the jth interval)

Homework: Show that, for a distribution with constant

hazard λ(t) = λ, taking the limit of S(t) = Q

tj≤t

{1 − λj} as

the length of the intervals goes to zero yields the exponential

distribution survival function

This can be shown not just for constant hazards but for any

continuous hazard function, although the proof is considerably

longer in the general case


Team members
1. Ashwin Varghese Mathew - 19BCG10065
2. Anish Aggarwal - 19BCG10071
3. Girik Garg - 19BCG10053
4. Saurabh Pandey - 19BCY10073
5. Rohit Kumar Singh - 19BCY10160
6. Tanmay Rajawat - 19BCY10128
7. Basneya Mishra - 19BCY10129

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