Reliability: Statistical Aspects

Piet Watt
Philips Industrial Applications, Global Technology
Development
Compact High Intensity Discharge lamps
Ceramic Metal Halide
Steenweg op Gierle, 417 B-2300 Turnhout, PO 57
tel: (+32) (0) 14 401 631
fax: (+32) (0) 14 407 647
e-mail: piet.watte@philips.com
1. Introduction
Waloddi Weibull, a Swedish scientist published many papers on rupture
in solids, bearings, ...[1] The well-known Weibull distribution in
reliability is named after him. The following paragraphs describe this
distribution function and how it can be applied to reliability data.
The weibull distribution function and derived functions -
How to use these functions, in the framework of reliability -
studies
Practical applications in the lighting industry and two algorithms -
to make Weibull plots
2. The Weibull cumulative distribution function
Assume a 2 parameter Weibull distribution with the following shape, b,
and scale parameter, a.
F t a , b , ( ) 1 exp
t
a
|

\
|
|
.
b

(
(

:= Eq.
1
F is the cumulative probability for failure of a product,
t is its lifetime expressed in years of operation
0 2 4 6
0
0.21
0.42
0.63
0.84
1.05
F t 1 , .5 , ( )
F t 3 , 5 , ( )
F t 2 , 1 , ( )
t
The figure below is the same, but in a logarithmic plot
0.01 0.1 1 10
0.01
0.1
1
F t 1 , .5 , ( )
F t 3 , 5 , ( )
F t 2 , 1 , ( )
t
Figure 1: Influence of the scale and shape parameter on the Weibull
distribution function. Shape and scale factors were respectively 1 and 0.5
(red curve), 3 and 5 (blue curve) and 2 and 1 (brown curve). In practice
this could be three Weibull curves related to a specific failure mode.
3. From a Weibull distribution to a Weibull distribution density
function f(t,a,b)
The Weibull distribution density function is
defined as:
f t a , b , ( )
t
F t a , b , ( )
d
d
:=
f t a , b , ( )
b e
1
a
t
|

\
|
|
.
b

t
a
|

\
|
|
.
b 1

R is coined as the survival function. It lists the fraction of products that

still operate after a time t
R t a , b , ( ) 1 F t a , b , ( ) :=
R t a , b , ( ) e
1
a
t
|

\
|
|
.
b

This brings us to the failure rate function. This function lists the failure
rate or the speed with which the products are failing over the lifetime of a
product.
The failure rate function r(t):
definition
r t a , b , ( )
f t a , b , ( )
R t a , b , ( )
:= r t a , b , ( )
b
t
a
|

\
|
|
.
b 1

Examples
a 2 := b 5 :=
R 5 a , b , ( ) 0 =
1
a
0.5 =
0 1 2 3
0
0.5
1
R t a , b , ( )
t
0 1 2 3
0
5
10
15
20
r t a , b , ( )
t
Figure 2: The reliability (or survival) function is plotted at the left. It
gives the probability that products with a life t are still operating. On the
right the failure rate function is plotted. It depicts the rate with which the
products are failing. As can be seen the failure rate increases
progressively over the product life
The failure rate function is discussed below in the framework of the
"concept" of the bath tub curve.
4. Graphical representation of the Weibull distribution
density function
0 1 2 3
0
0.5
1
1.5
2
f t 1 , 0.5 , ( )
f t 2 , 5 , ( )
f t 1 , 1 , ( )
t
Figure 3: Weibull density functions for different values of a
and b.
5. Construction of the bath tub curve out of the function r(t)
In reliability literature [8] the term 'bath tub' curve refers to the failure
rate function. Below it is shown what is meant by this. In figure 4 the
failure rate functions are computed for three different Weibull curves. We
have chosen the shape and scale parameters in order to yield a bath tub
curve.
One can classify failures by means of the shape parameter of the Weibull
curve:
low values of b point to the infant mortality phase (red curve) -
a value of b equal to 1 points to the constant failure rate phase -
(magenta curve)
a value of b higher than 1 points to the wear out phase (blue curve) -
0 1 2 3
0
1
2
3
r t 3 , 0.5 , ( )
r t 3 , 5 , ( )
r t 3 , 1 , ( )
t
Figure 4: Construction of a so-called bath tub curve. The bath tub shape
is achieved by making the envelope of the red curve t =0.72, the magenta
curve to t =2 and the blue curve after t =2
Most products or equipment are freed from infant mortalities at the end of
the design phase and establish only wear out modes
6. Intrepretation of Weibull data (see eq. 3)
Two frequently asked questions in reliability engineering
are:
a. What is the probability that products, having a Weibull distribution
density function as described above, operate more than 2 years
without failure?
P T a > ( ) R a ( ) =
For a equal to 2
years
R 2 a , b , ( ) 0.368 = or
37%
b. What fraction of the products that have survived 1 year of
operation, will fail in year 2?
P a T < b T a > s ( )
F b ( ) F a ( )
R a ( )
= Eq.
2
F 2 a , b , ( ) F 1 a , b , ( )
R 1 a , b , ( )
0.62 = or 62%.
7. Average life and 50% rated life from the Weibull distribution
7.1. Weibull average life
time
The average life time is equal to (here evaluated with a setting of a =2
and b =5):
0

t t f t a , b , ( )
(
(
]
d
2
1
5
|

\
|
|
.

Here we exploit a property of the gamma

function.
In general it can be shown that the Mean Time To Failure of a
two-parameter Weibull function defined above is equal to:
1
1
b
+
|

\
|
|
.
a
Let us check this, as the MTTF (Mean Time To Failure), or the Mean is
equal to the first moment of the Probability Density Function being the
first moment of the PDF.
M1
0

t t f t a , b , ( )
(
(
]
d :=
M1 1.836 = is the Weibull average life
time
I is the gamma function
A property of the gamma function is
that
x 1 + ( ) x x ( ) =
1
b

1
b
|

\
|
|
.
a 1.836 =
Thus the Weibull average life time, or the MTTF (mean time to failure) is
equal to:
MTTF
1
b

1
b
|

\
|
|
.
a = Eq. 3
As can be verified very easily this is not equal to the 50%
dlif
rated life
7.2 Weibull 50% rated
lifetime
The 50% rated life t50 % is defined
as
1 exp
t50%
a
|

\
|
|
.
b

(
(

0.5 =
From which we can compute
that
t50% a ln 2 ( )
1
b
:= Eq.
4
As you can observe it is not equal to the
MTTF.
t50% 1.859 =
8. Standard deviation of the Weibull density function
The standard deviation of a pdf is per definition
[2]
M2 M1
2
=
in which the second moment M2 is equal
to
M2
0

t t
2
f t a , b , ( )
(
(
]
d = 1
2
b
+
|

\
|
|
.
a
2
=
0

t t
2
f t a , b , ( )
(
(
]
d 3.549 =
1
2
b
+
|

\
|
|
.
a
2
3.549 =
or
1
2
b
+
|

\
|
|
.
1
1
b
+
|

\
|
|
.
2
a :=
0.421 =
9. Rule of mixture
Sometimes, when dealing with multiple failure modes, we use a rule of
mixture in order to find the overall Weibull pdf (see eq. 6)
Suppose that we have 3 failure modes:
Failure mode 1 appears for 20% in the failure data and has a Weibull -
distribution F(t,1,.5)
Failure mode 2 appears for 35% in the failure data and has a Weibull -
distribution F(t,3,5)
Failure mode 3 is the remaining failure mode and has a Weibull -
distribution F(t,2,1)
The corresponding weighing factors
are
q1 .2 :=
q2 .35 :=
The overall Weibull function can be calculated using this rule of
mixture as:
Foverall t q1 , q2 , ( ) 1 q1 1 F t 1 , .5 , ( ) ( ) q2 1 F t 3 , 5 , ( ) ( )
1 q1 q2 + ( )
(
1 F t 2 , 1 , ( ) ( ) +
... :=
Figure 5 below depicts the overall Weibull probability density functions,
together with the one pertaining to constituent pdfs of the individual
failure modes
0 1.5 3 4.5 6
0
0.175
0.35
0.525
0.7
0.875
1.05
Foverall t q1 , q2 , ( )
F t 1 , .5 , ( )
F t 3 , 5 , ( )
F t 2 , 1 , ( )
t
0.1 1 10
0.01
0.1
1
Foverall t q1 , q2 , ( )
F t 1 , .5 , ( )
F t 3 , 5 , ( )
F t 2 , 1 , ( )
t
Figure 5: Application of the rule of mixture for constructing a general
Weibull curve, out of three separate failure modes.
9. Practical cases
These are typical examples from the lighting industry, where reliability
tools are a useful help in order to select the most optimum light solution.
9.1. Case 1
A lamp installer has to chose between two different kind of lamp systems
for an installation in a fashion shop lit by 50 lamps.
Manufacturer A gives a system performance with a MTTF of 12000 h and
a shape factor b of 4, whereas manufacturer B gives a system performance
with a MTTF of 14500 h and a shape factor b of 2.3
Compare both manufacturers on the basis of their 10% failure point. The
installer wants to have the largest 10% failure point. In this respect, what
lamp system should he prefer?
Solution
a) Manufacturer A holds the
following
MTTF 12000 := b 4 :=
a
MTTF
1
b

1
b
|

\
|
|
.

1.324 10
4
= :=
From equation 1, it is straightforward to derive that the x% failure point
can be computed by means of the function FP
FP x a , b , ( ) a ln
100
100 x ( )

(
(

(
(

1
b
:=
FP 10 13240 , 4 , ( ) 7.543 10
3
=
b) Manufacturer B it is equal
to
MTTF 14500 := b 2.3 :=
a
MTTF
1
b

1
b
|

\
|
|
.

1.637 10
4
= :=
FP 10 16370 , 2.3 , ( ) 6.154 10
3
=
So from the point of view of 10% failure point he should chose manufacturer A.
Although the MTTF is lower, the scatter on the mean life is larger for B, yielding a
lower 10% failure point.
9.2 Case 2
The shop owner of the fashion store debates with the installer about the
time to replace its installed lamp park. He prefers to do a group
replacement, but preferably later than 6000 h. He still doubts whether to
do a group replacement after 5 or after 10 lamps of the 50 installed ones
fail. What is the probability for group replacement for both criteria. Lamp
manufacturer A offers him an improved concept: the mean life has not
changed, but the shape factor is now 6. Calculate the probability that 1 to
N lamps fail as a function of lifetime.
Solution
MTTF 13240 :=
b 6 := a
MTTF
1
b

1
b
|

\
|
|
.

1.427 10
4
= :=
With some calculus, we find that the probability that exactly M lamps fail
out of N installed lamps is equal to [7]:
P1 M N , t , ( ) combin N M , ( ) F t a , b , ( )
M
1 F t a , b , ( ) ( )
N M
:=
The probability that 1 or 2 or ... M lamps (out of the total of N) fail is
equal to [7]:
P2 M N , t , ( )
1
M
i
combin N i , ( ) F t a , b , ( )
i
1 F t a , b , ( ) ( )
N i

=
:=
Figure 6 depicts the probability for group replacement as a function of the
number of failed lamps
0 2.5 10
3
5 10
3
7.5 10
3
1 10
4
1.25 10
4
1.5 10
4

0
0.275
0.55
0.825
1.1
P2 25 50 , t , ( )
P2 5 50 , t , ( )
P2 10 50 , t , ( )
t
Figure 6: Probability of failure of 5, 10 and 25 of the 50 installed
lamps as a function of lifetime
The criterion for group replacement when 5 lamps fail is already met after
7800 h, the criterion for 10 failed lamps is met after 9000 h
9.3 Fitting of Weibull
curves
9.3.1 Case of non censored data
[7]
Data are uncensored if all the lamps of the population burnt to failure.
Suppose that this was the case and that the lamp system failed at
following lamp lifes: 1216, 5029,13125,15987 and 29301 h.
Calculate its Weibull shape and scale parameter.
Life
1216
5029
13125
15987
29301
|

\
|
|
|
|
|
|
.
:= the failure data has to be fed into the vector Life
Note that by plotting ln(ln(1/(1-F)) vs ln(t) you achieve a linear plot with
the shape parameter as the slope and the intercept on the y axis equal to -b
x ln(a) or -shape times ln(scale). This follows from the definition of the
Weibull function. This enables your to find these parameters by means of
linear regression.
The following function returns the shape and scale parameter of a Weibull
fit to the data contained in the vector L. In the for loop in the third line it
uses the formula for the estimator of the rank F, explained in Nelson [4]
Weib_uncens L ( ) X ln L ( )
N length L ( )
Y
j
ln ln
1
1
j 1 + ( ) 0.3
N 0.4 +

(
(
(

(
(
(

j 0 N 1 .. e for
A
0
slope X Y , ( )
A
1
exp
intercept X Y , ( )
A
0
|

\
|
|
.

A
3
corr X Y , ( )
A
2
A
1
ln 2 ( )
1
A
0

A
:=
The first element is the shape factor, the second element the scale factor
(63% failure point), the third element is the 50% rated life, and the fourth
element is the correlation coefficient of the fit
Weib_uncens Life ( )
0.824
1.492 10
4

9.563 10
3

0.987
|

\
|
|
|
|
|
|
.
=
graph_Weib_uncens L ( ) X ln L ( )
N length L ( )
Y
j
ln ln
1
1
j 1 + ( ) 0.3
N 0.4 +

(
(
(

(
(
(

j 0 N 1 .. e for
GW augment X Y , ( )
:=
i b ln( ) := b Weib_uncens Life ( )
0
:= i b ln Weib_uncens Life ( )
1
( ) := X ln Life ( ) :=
rl x ( ) b x i + :=
G graph_Weib_uncens Life ( ) :=
7 8 9 10 11
3
2
1
0
1
ln(t)
l
n
(
l
n
(
1
/
(
1
-
F
)
)
rl G
0
( )
( )
G
1
( )
G
0
( )
Figure 7: Weibull plot of the data in exercise
9.3.1
The algorithm with censored data is a little bit more complicated, it is
also listed in [7].
9.3.2 Case of censored data
Suppose we have failure data from a product. Not all the individual
products failed; the ones that continue to operate are called censored
products. Although they have not operated to catastrophic failure, they can
be taken up in the Weibull analysis.
The failure data has to be fed into the matrix Life_cens.
The first column of the matrix contains the lifetime of the products. The
second column contains a c (censored) or a f (failed) product
Life_cens
105
217
255
598
641
812
922
1030
1059
1208
"c"
"c"
"c"
"c"
"c"
"f"
"f"
"c"
"c"
"f"
|

\
|
|
|
|
|
|
|
|
|
|
|
|
|
.
:=
The function below calculates the Weibull shape, scale parameter and
MTTF for the censored data in the matrix above
Weib_censor L ( ) j 0
N rows L ( )
Q
j 0 ,
i 1 + L
i 1 ,
"f" = if
Q
j 1 ,
L
i 0 ,
L
i 1 ,
"f" = if
j j 1 + L
i 1 ,
"f" = if
i 0 N 1 ( ) .. e for
r
0
0
r
j
r
j 1
rows L ( ) 1 + r
j 1

rows L ( ) 1 + Q
j 1 0 ,
1
( )

+
j 1 rows Q ( ) .. e for
V ln Q
1
( )
( )

W
k
ln ln
1
1
r
k 1 +
0.3
rows L ( ) 0.4 + ( )

(
(

(
(
(

(
(
(

k 0 rows Q ( ) 1 .. e for
A
0
slope V W , ( )
A
1
exp
intercept V W , ( )
A
0
|

\
|
|
.

A
2
A
1
ln 2 ( )
1
A
0

A
3
corr V W , ( )
:=
The first for loop extracts out of the
life input matrix only the data with a
"f" or failed censoring value.
The second for look computes the
adjusted ranks to the lamps that
failed in the input matrix.
The third for loop calculates the
data of the Weibull plot using these
adjusted ranks.

The first element is the shape factor, the
second one the scale factor. The 50%
rated life is the third element, and the last
element is the correlation coefficient of
the Weibull plot.
Weib_censor Life_cens ( )
4.767
1.164 10
3

1.078 10
3

0.988
|

\
|
|
|
|
|
|
.
=
Using the earlier defined function FP, no matter what failure point can be calculated
when knowing the Weibull shape and scale parameter.
Here is a function to create the Weibull plot.
graph_Weib_censor L ( ) j 0
N rows L ( )
Q
j 0 ,
i 1 + L
i 1 ,
"f" = if
Q
j 1 ,
L
i 0 ,
L
i 1 ,
"f" = if
j j 1 + L
i 1 ,
"f" = if
i 0 N 1 ( ) .. e for
r
0
0
r
j
r
j 1
rows L ( ) 1 + r
j 1

rows L ( ) 1 + Q
j 1 0 ,
1
( )

+
j 1 rows Q ( ) .. e for
V ln Q
1
( )
( )

W
k
ln ln
1
1
r
k 1 +
0.3
rows L ( ) 0.4 + ( )

(
(

(
(
(

(
(
(

k 0 rows Q ( ) 1 .. e for
GW augment V W , ( )
:=
b Weib_censor Life_cens ( )
0
:=
i b ln Weib_censor Life_cens ( )
1
( ) :=
rl x ( ) b x i + :=
G graph_Weib_censor Life_cens ( ) :=
6.6 6.8 7
2
1
0
1
ln(t)
l
n
(
l
n
(
1
/
1
-
F
(
t
)
)
G
1
( )
rl G
0
( )
( )
G
0
( )
Figure 8: Weibull plot of the data in exercise 9.3.2
10. References
1. http://www.weibull.com.
2. http://en.wikipedia.org/wiki/Weibull_distribution.
3. S. Nahmias, 'Production and Operations analysis, IRWIN, (1993), Chapter 11.
4. W. Nelson, "Accelerated testing, statistical models, test plans and data analysis",
Wiley, 2004.
5. W. Meeker, L. Escobar, 'Statistical methods for reliability data', Wiley, (1998).
6. P. Zinck, J .F. Grard, H.D. Wagner, Engineering Fracture Mechanics, 69 (2002),
1049.
7. http://www.mathpages.com/home/kmath122/kmath122.htm.
8. K. and A. Bhote, "World class reliability, using MEOST to make it happen,"
Amacom, 2004.