L02 - The reliability function
Functions representing probability that we already know:
Density function
Cumulative function
Today and next class, we'll introduce two additional functions that can be
used to describe a probability distribution.
Reliability function
Hazard funtion
We express everything from the perspective of the random variable T
representing time to failure.
f(t)
F(t)
Reliability
R(t) = The probability that a component will survive until t
Design life: 𝑡 such that R(𝑡 ) is some determined amount
E.g. If a manufacturer desires no more than 1% of products
to be returned during the warranty period, what should the
warranty be?
Example: T is a random variable of time to failure in hours. Given the
density function, determine the reliability as a function of time.
0.001
𝑓(𝑡) = ,𝑡 ≥ 0
(0.001𝑡 + 1)
Mean Time to Failure/"mean"/𝜇/𝐸(𝑇)
Relationship bertween mean, median, mode
Two distributions can have the same mean, but have different shapes.
E.g. Compare: 𝑅 (𝑡) = 𝑒 . 𝑡≥0
1000 − 𝑡
𝑅 (𝑡 ) = 0 ≤ 𝑡 ≤ 1000
1000
What happens when we evaluate the reliabilities at t = 400?
Important functions from today:
Reliability vs. CDF 𝑅(𝑡) = 𝑃(𝑇 ≥ 𝑡) = 1 − 𝐹(𝑡)
Reliability vs. PDF 𝑑𝑅(𝑡)
𝑓 (𝑡 ) = − ; 𝑅 (𝑡 ) = 𝑓(𝑢) 𝑑𝑢
𝑑𝑡
Reliability vs. mean
𝜇= 𝑅(𝑡) 𝑑𝑡