Frequency and Duration Indices
Frequency of encountering State i
= P(being in State i) x (rate of departure from State i)
= P(not being in State i) x (rate of entry into State i)
Mean Duration in State i, mi =
1
rate of departure from State i
Reliability Indices:
- Probability of failure/success
expected loss/profit, expected failure time/period
- Frequency of failure/success
frequency of encountering a particular system state
- Mean duration of failure/success
mean up time (MTTF), mean down time (MTTR)
1 Up
2 Up
2
1 Dn
2 Up
1 Up
2 Dn
1 Dn
2 Dn
2-Component Repairable System
Limiting state probabilities, P1, P2, P3 and P4
- matrix method, P =
- frequency balance method
State, Probability, Rate of
i
Pi
departure
Mean
Frequency of
encounter, fi duration, mi
12 / D
1 + 2
12(1+
2) / D
1/(
(1+
2)
12 / D
2 + 1
12(2+
1) / D
1/(
(2+
1)
1 2 / D
1 + 2
1 2(1+
2) / D
1/(
(1+
2)
1 2 / D
1 + 2
12(1+
2) / D
1/(
(1+
2)
where, D = (
1+
1) (
2+
2)
If the two components are identical:
State, Probability, Rate of
i
Pi
departure
1
2
2
( + ) 2
2
( + )2
2
( + )2
Mean
Frequency of
encounter, fi duration, mi
2 2
( + ) 2
1
2
1
+
2 2
( + ) 2
1
2
2
+
If the 2 components are in series:
A = P1 =
2
( + ) 2
1
MTTF = m1 =
2
2 2
fup =
( + ) 2
U = P2 + P3 + P4
If the 2 components are in parallel:
2
U = P4 =
( + )2
A = P1 + P2 + P3
MTTR = m4 =
1
2
2 2
fdn =
( + ) 2
Cumulative States
Different system states leading to
the same system outcome are
combined together to form
cumulative states.
1 Up
2 Up
In a 2-component parallel system,
States 1, 2 and 3 are combined to
form a cumulative UP state.
1 Dn
2 Up
1 Up
2 Dn
2
1
1 Dn
2 Dn
Prob. of cumulative state
= sum of individual probabilities (mutually exclusive events)
Pup = A = P1 + P2 + P3
Frequency of encountering cumulative state
= sum of individual freq transitions within the cumulative state
= expected # of transitions across the boundary wall
surrounding the cumulative state
(only those states that communicate directly across
the boundary wall contribute to the frequency)
fup = P2.
2 + P3.
1
(In a 2-state system, fup = fdown)
Mean Duration of cumulative state
= cumulative probability / cumulative frequency
Two Stage Repair and Installation Process
Previous models assumed that a component becomes
operative and in-service immediately following a repair
action.
In many systems, component restoration takes place in 2
phases:
1. removal of failed component for repair
2. re-installation of repaired component in the system
Two-stage repair and installation process can be modeled by
Markov techniques.
Up
System Up
System Down
3
Failed
Repaired but
not installed
Probability Indices:
P1 =
, P2 =
, P3 =
+ +
+ +
+ +
Availability, A = P1,
Unavailability, U = P2 + P3
Frequency Indices:
fup = f1 = P1.
=
+ +
fDn = f(2+3) = P3. =
+ +
Duration Indices:
m1 = 1/ ,
m2 = 1/ ,
m3 = 1/
mup = m1 = 1/
mDn = m(2+3) = U / fDn = (1/ ) + (1/ ) = m2 + m3
The effect of spares on system availability can be
evaluated using these techniques.
Single Component with a Spare
Up
0 spare
Up
1 spare
System Up
System Down
3
Down
0 spare
Down
1 spare
Down
2 spares
Probability Indices:
A = P1 + P4
U = P2 + P3 + P5
Frequency Indices:
fup = f(1+4) = (P1 + P4)
fDn = f(2+3+5) = (P1 + P3)
Duration Indices:
mup = m(1+4) = A / fup =1/
mDn = U / fDn = (1/ ) +
2( + )( + )
Limiting Number of Spares
The system availability increases as the number of spares is
increased.
With infinite number of spares, the system availability
reaches a limiting value.
This value is important to determine how close the system
availability, with a given number of spares, is to the
theoretical limit.
With infinite number of spares, repair process can be
ignored.
e = system failure rate
Up
= installation rate
System limiting availability,
AL =
e +
System limiting unavailability,
UL =
e
e +
Dn
