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.
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.
International Exploration of Technology Equity and the Digital Divide Critical Historical and Social Perspectives Premier Reference Source 1st Edition Patricia Randolph Leigh download pdf
International Exploration of Technology Equity and the Digital Divide Critical Historical and Social Perspectives Premier Reference Source 1st Edition Patricia Randolph Leigh download pdf
