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Aduh 4

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27 views9 pages

Aduh 4

Uploaded by

Mas Fian
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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The Reliability or Survivor function

Let T be a continuous random variable


representing a lifetime characteristic, say time to
failure with PDF f(t) and CDF F(t) then the
Reliability or Survivor function is given by
R(t) = S(t) = Pr (T > t) = 1 – F(t)

If t0 is given,
S(t0) = Pr (T > t0) =
is the reliability or survival at t0.
S(t) = 1 – F(t)

1,0
F(t)

0,5

S(t)
0,0

Fig 1. CDF and Survivor function plots


The p-th quantile of the distribution of T is the value tp such
that
Pr ( T≤ tp ) = F(tp) = p

f(t)

p 1-p

tp t

Fig 2. The p-th quantile

Knowledge of tp in a lifetime distribution are


relevant to, for example, the guaranteed lifetime of
a consumer product.
Example :

A product which has reliability function


2
R(t) = S(t) = 2 + t 3

where t is measured in years.


a. when the company carries a six-month guarantee, find
the probability that the product fails in the guarantee
period.
b. find the length of guarantee period necessary to give a
failure probability 0,01 in the period.

Answer :
2
a. 1 − R ( 0 ,5 ) = 1 − 3
= 0,0588
2 + ( 0 ,5 )

2
b. 0,99 = 3
2+t
1
⎛ 2 ⎞
→ t =⎜ −2 ⎟ 3 = 0,272 years
⎝ 0,99 ⎠
In survival analysis the Mean Time To Failure (MTTF) is
often of interest. This is given by :
∞
μ = ∫t f ( t ) dt
0
∞
= [t F (t ) ]∞0 − ∫ F ( t ) dt
0
∞
= [ t { 1 − S (t ) } ] ∞
0 − ∫ { 1 − S (t ) } dt
0
∞
= [ t { 1 − S (t ) } − t ] ∞
0 + ∫ S ( t ) dt
0
∞
= [−t S (t ) ]
∞
0 + ∫ S (t ) dt
0
∞
= ∫ S (t ) dt
0
Choosing the better Reliability or Survivor
(1)

0.8
Choose S2
0.6

0.4
S2(t)
0.2 S1(t)

0.5 1 1.5 2 2.5 3

Fig 3. S2 has a larger MTTF than S1


Choosing the better Reliability or Survivor
(2)
1

0.8 S2(t) The choice as to wich


was the better model
0.6
S1(t) is depend on the
0.4
variance. The smallest
variance is the best.
0.2

1 2 3 4

Fig 4. Two Reliability function with


the same MTTF
hazard function : h(t)
h(t) is instantaneous failure rate
h(t) = f(t) / S(t)
The relationship between h(t), f(t), S(t) are :

f(t)

f (t )
∞

- S’(t) ∞
∫ f ( x ) dx
t
∫ f ( x ) dx
t ⎧⎪ t ⎫⎪
h (t ) Exp ⎨− ∫ h ( x ) dx ⎬
⎪⎩ 0 ⎪⎭
− S '(t )
S (t )
S(t) h(t)
⎧⎪ t ⎫⎪
Exp ⎨ − ∫ h ( x ) dx ⎬
⎪⎩ 0 ⎪⎭
The hazard function may take a variety of
forms :
¾ Constant : h(t) = λ
Æ Exponential distribution
¾ h(t) is increasing function of t
Æ Most common case
¾ h(t) is decreasing function of t
Æ less common but may be true
¾ “bathtub” hazard :
initial decreasing, followed by constant
and finally increasing.

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