Professional Documents
Culture Documents
Limit n
N N
Zero SET
SET with no element denoted by letter Z
m(A) = 3
m(M) = 5
m(C) = 2
m(I) = 10
if AB = Z
Prof. Rowaldo R. del Mundo
9
ES
10
13
if AB Z
Example:
P(A) =
m(A)
M(I)
P(ES) =
m(ES)
=
M(I)
2
23
Prof. Rowaldo R. del Mundo
12
Sample
Point
Value of
R.V.
Sample
Point
Value of
R.V.
Sample
Point
Value of
R.V.
1,1
3,1
5,1
1,2
3,2
5,2
1,3
3,3
5,3
1,4
3,4
5,4
1,5
3,5
5,5
10
1,6
3,6
5,6
11
2,1
4,1
6,1
2,2
4,2
6,2
2,3
4,3
6,3
2,4
4,4
6,4
10
2,5
4,5
6,5
11
2,6
4,6
10
6,6
12
Probablity
p(xi)
1/36
2/36
3/36
4/36
5/36
6/36
5/36
4/36
10
3/36
11
2/36
12
1/36
0.2
Probability
Value of
R.V.
0.15
0.1
0.05
0
2
9 10 11 12
Random Variable y = x1 + x2
xi 1
36
p (x i ) =
13 x i
36
x i = 2 , 3, 4, 5, 6, 7
x i = 8, 9, 10, 11, 12
Prof. Rowaldo R. del Mundo
15
<2
1/36
3/36
6/36
10/36
15/36
21/36
26/36
30/36
10
33/36
11
35/36
12
36/36 = 1.0
1
Cum. Probability
Value of R.V.
0.8
0.6
0.4
0.2
0
2
9 10 11 12
Random Variable y = x1 + x2
F (xi ) = p ( xi )
x xi
f (x )
x random variable
F (x ) =
f ( x )dx
A.
E (x) =
E (x) =
xf ( x ) dx
xf ( x )
if x is continuous
if x is discrete
E ( x) = xf ( x) = 2(1 / 36) + 3(2 / 36) + 4(3 / 36) + 5(4 / 36) + 6(5 / 36)
x=2
= 7(6 / 36) + 8(5 / 36) + 9(4 / 36) +10(3 / 36) + 11(2 / 36) +12(1/ 36)
=7
University of the Philippines
Department of Electrical and Electronics Engineering
f ( x ) dx = 0.5
f ( x ) = 0 .5
The MODE
The value that has the highest probability
SKEWNESS
- Measure of symmetry
KURTOSIS
- Measure of peakedness
University of the Philippines
Department of Electrical and Electronics Engineering
A. SAMPLE MEAN
If x1, x2,,xn represent a random sample of size n,
then the SAMPLE MEAN is defined by the Statistic
n
X
X =
i =1
B. SAMPLE MEDIAN
If x1, x2,,xn represent a random sample of size n,
arranged in increasing order of magnitude, then the
SAMPLE MEDIAN is defined by the Statistic
~ X ( n +1)
X =
2
If n is odd
~ X n / 2 + X n / 2 +1
X =
2
If n is even
C. SAMPLE MODE
If x1, x2,,xn, not necessarily all different, represent
a random sample of size n, then the MODE is that
value of the sample that occurs most often or with
greatest frequency
D. SAMPLE VARIANCE
n X X i
i =1
S 2 = i =1
n ( n 1)
n
2
i
-0.10
-0.01
0.00
+0.02
-0.15
-0.06
0.00
-0.08
-0.03
+0.10
p = 0.97
f(3) =
f (x) =
x!
Example
Number of lightning strokes in a period
Number of telephone calls in a day
Note: Only the occurrence of an event is counted, its non-occurrence is not.
Hence, the total number of events is not known.
University of the Philippines
Department of Electrical and Electronics Engineering
1 x
2
1
f (x) =
e
2
Where,
location parameter
shape parameter
1
f (z) = e
2
Where,
z=
1 y2/ 2
F(z) =
e dy
2
z
= 1000
x = 700
x
z=
=
= 200
f ( x) = e
f (x)
x
F ( x) = e
dy
= 1 e x
F (x)
x
University of the Philippines
Department of Electrical and Electronics Engineering
f ( x) =
1 x
f (x)
shape parameter
location parameter
x
University of the Philippines
Department of Electrical and Electronics Engineering
1
e
2
1 y 2
1
f ( x) =
e
2
1 ln x 2
f (x)
f ( x) =
=0
e
2
slope
x 2
2 2
x 0, > 0
elsewhere
x
Reliability Definition
A reliable piece of equipment is understood to be
basically sound and give trouble-free performance in
a given environment.
There is a need to determine reliability to which
numerical values can be allocated in order to make
meaningful comparisons between the reliability of
alternative equipment proposals.
Reliability Definition
P(T t ) = F (t )
t0
R(t ) = 1 F (t )
University of the Philippines
Department of Electrical and Electronics Engineering
t0
Prof. Rowaldo R. del Mundo
44
F (t ) = f ( )dt
0
R (t ) = 1 f ( )d
0
or
R(t ) = f ( )d
t
R (t ) = 1 e d
0
= 1+ e
t
0
= 1+ e
R(t ) = e
f (t )
F (t ) = 1 e t
f (t ) = e t
R(t ) = e t
time
h(t ) =
f (t )
1 F (t )
F (t ) = 1 t
t
h(t ) = t =
N!
n
N n
[R(t )] [1 R(t )]
P[N (t ) = n] =
n! ( N n )!
n = 0 , 1, 2 , ...., N
University of the Philippines
Department of Electrical and Electronics Engineering
n(t ) N n(t )
F (t ) = 1
E (n ) = n p = n R(t )
=
N
N
Since
dF (t )
f (t ) =
, then
dt
1 d
d
d
f (t ) = [1 R (t )] = d [1 n(t ) N ] = n(t )
N dt
dt
dt
With the failure density function
n(t ) n(t + t )
f (t ) = lim
t 0
N t
University of the Philippines
Department of Electrical and Electronics Engineering
n(t ) n(t + t )
h(t ) = + lim
t 0
n(t ) t
The hazard function in terms of the failure density function is
n(t ) n(t + t ) N 1
h(t ) = + lim
t 0
t
N n(t )
and since R(t) = n(t)/N, then
f (t )
h(t ) =
R(t )
University of the Philippines
Department of Electrical and Electronics Engineering
R(t ) = 1 F (t )
t
R(t ) = 1 f ( )d
1
N
1 dn(t )
=
Since
and f (t ) =
, then
N dt
R(t ) n(t )
d
1 dn(t ) N
= ln n(t )
h(t ) =
dt
N dt n(t )
t
t
c 0 h ( )d
n(t ) = e e
University of the Philippines
Department of Electrical and Electronics Engineering
n(0 ) = N = e c
t
n(t ) = Ne 0
hd
n(t ) 0h ( )d
=e
N
t
Therefore, R (t ) = e 0
f (t )
Also, h(t ) =
t
1 f ( )d
0
Therefore,
h ( )d
f (t )
f (t ) = h(t )e
0 h ( )d
t
t
0 h
( )d
Thus, f(t), R(t) and h(t) are all related and one implies
the other two. For example
f (t ) = e t
F (t ) = 1 e
R(t ) = e t
h(t ) =
e
e
)=
fd
[
n(ti ) n(ti + ti )] N
(t ) =
ti
for
ti < t ti + ti
hd
[
n(ti ) n(ti + ti )] n(ti )
(t ) =
ti
for ti < t ti + ti
Note:
The failure density function fd(t) is a measure of
the overall speed at which failures are occurring.
The hazard rate hd(t) is a measure of the
instantaneous speed of failure.
University of the Philippines
Department of Electrical and Electronics Engineering
Failure Data
Item No.
20
34
46
63
86
111
141
186
10
266
ti
08
8 20
12
20 34
14
34 46
12
46 63
17
63 86
23
86 111
25
111 141
30
141 186
45
186 266
80
f(t)
1 10
= 0.0125
8
1 10
= 0.0084
12
1 10
= 0.0074
14
1 10
= 0.0084
12
1 10
= 0.0125
8
1 10
= 0.0059
17
1 10
= 0.0044
23
1 10
= 0.0033
30
1 10
= 0.0022
45
1 10
= 0.0013
80
h(t)
1 10
= 0.0125
8
19
= 0.093
12
18
= 0.0096
14
17
= 0.0119
12
16
= 0.0098
8
15
= 0.0087
17
14
= 0.0100
23
13
= 0.0111
30
12
= 0.0111
45
11
= 0.0125
80
Prof. Rowaldo R. del Mundo
57
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0
100
200
300
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0
100
200
300
Hazard Function
Mean-Time-To-Failure
(MTTF)
= E (t ) = tf (t )dt
0
dF (t )
d [1 R(t )]
dR(t )
but f (t ) =
=
=
dt
dt
dt
MTTF =
tdR (t )
dt = tdR (t )
0
dt
Mean-Time-To-Failure
integrating by parts,
u = t
dv = dR (t )
du = dt
v = R(t )
1 n
MTTF = ti
n i =1
Mean-Time-To-Failure
MTTF = e dt =
t
=
0
MTTF = e
1 2
Kt
2
dt =
(1 2 )
2 K 2
2K
Weibull distribution
MTTF = e
0
1
m+1
Kt
m +1
dt =
[1 (m + 1)]
1 ( m +1 )
(m + 1)[K (m + 1)]
h(t ) =
t
h( )d = d = t
f (t ) = e t
F (t ) = 1 e
R(t ) = e t
University of the Philippines
Department of Electrical and Electronics Engineering
f (t )
h(t )
e
t
t =1
b. Exponential failure
density function
a. Constant Hazard
F (t )
R(t )
1
11 e
t =1
c. Rising exponential
distribution function
1e
t =1
d. Decaying exponential
reliability function
h(t ) = Kt
t 0
1 2
0 h( )d = 0 K d = 2 Kt
t
f (t ) = Kte
R(t ) = e
1
Kt 2
2
1
Kt 2
2
f (t )
slope K
K
K e
Kt
t
1K
b. Rayleigh density
function
a. Linearly increasing
hazard
R (t )
1
F (t )
1
Initial slope = 0
e1 2
1 e1 2
1 K
c. Rayleigh distribution
function
University of the Philippines
Department of Electrical and Electronics Engineering
1 K
d. Rayleigh reliability
function
Prof. Rowaldo R. del Mundo
65
K0
h(t ) =
K0 K1
t
t0
0 (K 0 K 1 )d
t
h( )d =
0
K 0 K1
K 0 K1
K 0 K 1t
0 < t K0 K1
0
K (t t0 )
K0 K1 < t t0
t0 < t +
= K0t
1
K 1t 2
2
1 K 02
(K 0 K 1 )d + K0 dK =
0
1
2 K1
t
(K 0 K 1 )d + K0 dK + t K ( t0 )d
0
1
2
K (t t0 )
2
(K0 K1t )e
f (t ) =
0 < t K0 K1
0
K (t t0 )e
R (t ) =
K 0 t K 1t 2
2
e
0
1 K 02
2 K1
2
1
K ( t t0 )
2
K 0 K 1 < t t0
t0 < t +
K 0 t K 1t 2
2
0 < t K0 K1
K 02
1
2 K1
2
1
K (t t 0 )
2
K 0 K 1 < t t0
t0 < t +
h(t ) = Ket
h( )d = Ke d =
0
f (t ) = Ket e
R(t ) = e
(
e
(
e 1 )
(
e 1 )
h(t ) K
1 .0
e
e = 2.7
initial slope = 1
initial slope = 1
Normalized time
=1
( K )(et 1 )
= t
a. Hazard function
=1
b. Reliability function
h(t ) = Kt
m > 1
1
m +1
0 h( )d = 0 Kt d = m + 1 Kt
t
f (t ) = Kt m e
R(t ) = e
1
Kt m+1
m +1
1
Kt m+1
m +1
h(t ) K
m=3
m=2
5
4
3
2
1
m=1
m = 0 .5
m=0
m = 0 .5
m (m +1 )
5
4
3
2
1
m = 0 .5
a. Hazard function
m=0
m = 0 .5
m=1
m=2
m=3
b. Density function
F (t )
m=3
5
4
3
2
1
m=2 m=1
m = 0 .5
m=0
m = 0 .5
5
4
3
2
1
K 1 ( m + 1 )
=
t
m
+
1
c. Distribution function
m = 0 .5
m=0
m = 0 .5
m=1
m=2
m=3
K 1 ( m + 1 )
=
t
m
+
1
d. Reliability function
a. Hazard Function
Piecewise-Linear Models
a1 b1t
h(t )
h(t ) = a2 b2 (t t1 )
a3 b3 (t t 2 )
a4
a1
slope b3
0 < t t1
t1 < t t2
t2 < t +
slope b1
slope b2
a2
0 Re gion 1 t1
Re gion 2
slopes:
a3
t 2 Re gion 3 t3
a1 a2
b1 =
t1 0
a 2 a3
b2 =
t 2 t1
a a3
b3 = 4
t3 t 2
Piecewise-Linear Models
R(t ) =
e
e
a1t b1t 2
2
0 < t t1
a1t1 b1t12
2
b2 (t t1 )
t1 < t t 2
1
1
a1t1 b1t12
a3 (t t 2 )+ b3 (t t 2 )2
2
2
a 2 (t t1 )
t 2 < t +
a. Mechanical
b. Electrical
c. Software
Hazard Function
Decreasing
Constant
Increasing
Failure Mode
Failure Mode
Early
Random
Wear-out
Prof. Rowaldo R. del Mundo
79
New
Recond
Rewind
Convert
Total
29,960
835
1,333
2,048
34,712
5,986
118
135
269
6,586
6,358
49
31
21
6,561
2,037
116
90
G
H
TOTAL
2,344
192
168
79
69
1,118
1,588
2,338
44,341
51,129
Failures
1444
797
638
508
475
363
295
224
159
89
98
51
19
2
0
Survivors
57095
48852
39997
32802
27515
22129
18200
14690
11865
9010
6473
4479
2254
821
127
Hazard
0.0269
0.0178
0.0174
0.0167
0.0189
0.0178
0.0178
0.0167
0.0151
0.0114
0.0177
0.015
0.0122
0.0042
0
Prof. Rowaldo R. del Mundo
81
Hazard
0.025
0.02
0.015
0.01
Is it Manufacturing Defect?
0
0
200
400
600
800
1000
1200 1400 1600 1800 2000 2200 2400 2600 2800 3000
Time Interval
University of the Philippines
Department of Electrical and Electronics Engineering
Size
34712
6586
6561
2344
192
168
79
69
Shape
0.84
0.81
0.86
0.76
0.85
0.86
0.76
0.98
Failure Mode
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure
Early Failure
New
1.11
0.81
0.81
0.67
Reconditioned Rewinded
1.23
1.12
1.29
1.27
1.13
0.77
1.11
1.49
Converted
1.4
1.23
0.94
-
SEC
7.62
120/240
139/277
DUAL
120/240
240/480
120/240
DUAL
120/240
120/240
120/240
All DTs
0.75
0.79
1.14
0.72
0.88
0.91
0.99
0.77
0.87
0.78
1.15
New DTs
0.94
1.1
1.03
1.54
1.46
1.61
1.17
Prof. Rowaldo R. del Mundo
85
Shape
1.3
1.25
0.92
0.83
0.73
1.05
1.04
1.16
1.11
1.46
Failure Mode
Wear-out
Wear-out
Early
Early
Early
Random
Random
Random
Random
Wear-out
Prof. Rowaldo R. del Mundo
86
OCB
VCB
GCB
34.5 KV
13.8 KV
6.24 KV
4.8 KV
TOTAL
149
7
160
28
26
2
216
41
2
156
43
MOCB
ACB
36
3
12
122
11
145
39
Causes of
Failure
1998
1999
2000
Installed
Failed
Installed
Failed
Installed
Failed
Installed
Failed
Average
Failures
(Units/yr)
Contact
Wear
158
155
149
145
1.15
Bushing
Failure
158
155
149
145
1.317
155
0.645
Mechanism
Failure
Reliability Assessment of
MERALCO Power Circuit Breakers
HAZARD FUNCTION CURVE FOR 34.5 KV GCBs
0.3
0.2
0.1
H a z a rd R a t e
H a z a r d R a te
H a z a r d R a te
0.4
0.2
0.4
0.15
0.1
0.05
0
3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
9 12 15 18 24 30 36 42 48 54 60
Time Interval (months)
6.24 kV MOCBs
54 60
3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
Time Interval (months)
13.8 kV MOCBs
HAZARD FUNCTION CURVE FOR ALL PCBs CONSIDERED
0.2
0.15
0.1
0.05
0
H a z a rd R a te
H a z a r d R a te
36 42 48
0.1
0.4
0.1
0
18 24 30
0.2
34.5 kV GCBs
0.3
0.2
12
0.3
H a z a rd R a te
12 18 24 30 36 42 48 54 60
0.4
0.3
0.2
0.1
0
3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57 60
Time Interval (months)
6.24 kV ACBs
All PCBs
Reliability Assessment of
MERALCO Power Circuit Breakers
HAZARD FUNCTION CURVE FOR 34.5 KV GCBs
H a z a r d R a te
0.05
0.04
0.03
0.02
0.01
0
10
15
20
25
30
50
0.1
0
6.24 kV MOCBs
100
125
0.01
150
25
50
20
0.1
0
15
Tripping Interval
6.24 kV ACBs
125
150
0.2
10
100
13.8 kV MOCBs
0.3
75
Tripping Interval
H a z a rd R a t e
H a z a rd R a te
0.2
Tripping Interval
75
0.3
15
0.02
34.5 kV GCBs
10
0.03
Tripping Interval
0.04
0
25
35
Tripping Interval
H a z a r d R a te
0.05
0.25
0.2
0.15
0.1
0.05
0
H a z a r d R a te
H a z a rd R a te
20
0.25
0.2
0.15
0.1
0.05
0
5
10
15
20
25
30
35
Tripping Interval
All PCBs
Hazard Rate
0.08
0.06
0.04
0.02
0
0
10
20
30
40
50
60
70
Reliability-Based
Preventive Maintenance Schedule
University of the Philippines
Department of Electrical and Electronics Engineering
Availability
For a system or equipment which is essentially in
continuous demand, there tends to be relatively long
periods of service or UP time followed by, hopefully,
much shorter periods of outage or DOWN time.
Thus, life process consists of alternating UP and
DOWN periods. The system, therefore, can be
represented by the two states -- the UP state and
the DOWN state.
State
UP
DOWN
m1
r1
mn
m3
m2
r2
r3
rn
Time
Availability
Repair
Failure
UP
DOWN
Availability
Availability
A = lim A(t )
t
1
A(t0 ) =
t0
t0
A(t )dt
0
Pr ob
A(t0 )
A
t0
A(t0 )
Availability
time
Prof. Rowaldo R. del Mundo
96
Availability
Availability
Time Division
Use is not
required
Use is required
Operable
Inoperable
Non-Operating Time
Adm.
Time TA
Logistic
Time TL
Active Repair
Time TAR
Down time
= TD
Free time
= TF
Storage time
= TS
Operating Time = T0
Calendar Time
University of the Philippines
Department of Electrical and Electronics Engineering
Availability
Availability
Availability
Availability
Operational Availability
A0 (t ) =
Availability
Achieved Availability
total operating time
Ai (t ) =
total operating time + total corrective and
preventive ma int ence time
Use Availability
A0 (t ) =
Availability
Availability of System with exponential failure and
maintenance Distribution
For an exponential failure distribution, hazard rate h(t) =
and the mean-time-to-failure is
MTTF = e dt =
0
1
t
MTTR = e dt =
= mean repair time (r)
0
Availability
e ( + )t
A(t ) =
+
+
+
At steady-state, t
m
A=
=
+
m+r
m
f
=
=
T
Availability
( + )t
U (t ) =
+
+
At steady-state,
r
U=
=
+
m+r
r
f
=
=
T
3/4
1/4
two-state system
1
1/2
1/2
3/4
2
3/4
1/4
2
3/4
2
1/4 1/2
2
27
1/2
1/2
1/4
2
1/2
2
3/4
3/64
3/64
1/64
1/4 1/2
2
1/4
2
1/2
3/4
1/32 1/32
3/4
1/2
1/2
1/2
1
1/4 1/2
1
2
1/2
3/4
9/64 3/64
3/64 1/32
18
1
1/4 1/2
1
3/32 1/32
12
1/2
1/2
1
1/16 1/16
8
128
State Probanility
State 1
State 2
1/2 = 0.500
1/2 = 0.500
3/8 = 0.375
5/8 = 0.625
11/32 = 0.344
21/32 = 0656
43/128 = 0.336
85/128 = 0.664
171/512 = 0.334
341/512 = 0.666
Probability
0.8
State 2
0.6
0.4
State 1
0.2
P11 P12 1 / 2 1 / 2
P=
=
P 21 P 22 1 / 4 3 / 4
where Pij = probability of making a transition to state j after a time interval
given that it was in state i at the beginning of the time interval.
1
from 1 P11
state 2 P 21
3 P 31
P = . .
. .
. .
n Pn1
...
P 32 P 33 ... .
.
.
.
.
.
.
.
.
.
.
.
Pnn
P 21 P 22 P 21 P 22
(P11 P11 + P12 P 21 ) (P11P12 + P12 P 22 )
=
5/8
3/8
P2 =
5 / 16 11 / 16
University of the Philippines
Department of Electrical and Electronics Engineering
1 2
P (0) = [1 0]
Since the probability of being in state 1 at zero time is unity and the
probability of being in state 2 is zero. If, on the other hand, it is known that the
system is equally likely to start in state 1 or state 2, then this initial probability
vector becomes
P (0) = [1 / 2 1 / 2]
P (2) = P (0) P 2
5/8
3/8
= [1 0]
5 / 16 11 / 16
1
= [3 / 8 5 / 8]
P (2) = P (0) P 2
5/8
3/8
= [1 / 2 1 / 2]
5 / 16 11 / 16
1
2
= [11 / 32 21 / 32]
This principle can again be extended to give
P ( n ) = P ( 0) P
University of the Philippines
Department of Electrical and Electronics Engineering
P =
This principle can be applied to the simple two state system shown in
figure 8.1. Define P1 and P2 , a third equation which is independent of
equations 8.7 and 8.8 is needed. This additional equation is
[P
P 2 ]P = [P1 P 2 ]
1 / 2 1 / 2
P 2 ]
= [P1 P 2 ]
1 / 4 3 / 4
or
[P
P1 + 14 P 2 = P1
1
2
P1 + 34 P 2 = P 2
1
2
P1 + 14 P 2 = 0
1
2
P1 34 P 2 = 0
rearranging gives
To solve for the two unknowns, P1 and P2, a third equation which is independent
is needed. The additional equation is
P1 + P 2 = 1
University of the Philippines
Department of Electrical and Electronics Engineering
1 / 2 1 / 4 P1 0
=
1
1 P 2 1
P1 =
(1 0) (1 / 4 1) 1 / 4
=
= 0.333
1/ 2 1/ 4
3/ 4
1
P2 =
(1 / 2 1) (1 0) 1 / 2
= 0.667
=
3/ 4
3/ 4
1
lim
=0
n
2
E ( x ) = xiPi
i =1
This principle not only applies to single probability elements Pi, but also
to multi- probability elements
N = 1 I + 1 Q + 1 Q 2 + ... + 1 Q n 1
N = I + Q + Q 2 + ... + Q n 1
The equation is not readily evaluated. Instead consider the following identity
[I - Q][I + Q + Q
+ ... + Q n 1 ] = I Q n
The equation can easily be verified by multiplying out the left hand side
University of the Philippines
Department of Electrical and Electronics Engineering
therefore, as n
I Qn I
[I Q][I + Q + Q
+ ... + Q n 1 ] = I
or
I + Q + Q 2 + ... + Q n 1 = [I Q] I
1
[I
Q]
N = [I Q ]
1
1/4
1/3
1/2
3
1/3
1 3 / 4 1 / 4 0
P = 2 0 1 / 2 1 / 2
3 1 / 3 1 / 3 1 / 3
If the limiting state probabilities are P1, P2 and P3 respectively, then from
equation 6
[P
P2
3 / 4 1 / 4 0
P 3] 0 1 / 2 1 / 2 = [P1 P 2 P 3]
1 / 3 1 / 3 1 / 3
3 / 4 P1
+ 1 / 3 P 3 = P1
1 / 4 P1 + 1 / 2 P 2 + 1 / 3 P 3 = P 2
1 / 2 P 2 + 1 / 3P 2 = P 3
One of these equations must be deleted and replaced by
P1 + P 2 + P 3 = 1
Deleting the third equation, rearranging the remaining three equations
and putting into matrix form gives
0
1 / 3 P1 0
1 / 4
1 / 4 1 / 2 1 / 3 P 2 = 0
1
1 P 3 1
1
1/ 3
0 1/ 2 1/ 3
1
1
P1 =
1/ 4
0
1/ 4
1
1
= 4 / 11
1/ 3
1/ 2 1/ 3
1
1 3/4 1/4
Q=
2 0 1/2
1 0 3 / 4 1 / 4
[I Q] =
0 1 0 1 / 2
1 / 4 1 / 4
=
1 / 2
0
1 / 2 1 / 4
0 1 / 4
1
[I Q] =
1 / 4 1 / 4
0
1 / 2
1 / 2 1 / 4
= 8
0
1
/
4
4 2
=
0 2
1 2
1 4 2
N=
2 0 2
or N11 = 4, N12 = 2, N21 = 0, N22 = 2
t 0
1
P=
d 1 / 2 1 / 2
University of the Philippines
Department of Electrical and Electronics Engineering
1 0
1
0
P =
1 / 2 1 / 2
1
/
2
1
/
2
t
d
2
t 1 / 2 1 / 2
=
d 1 / 4 3 / 4
Suppose first that, on the first day of work, he takes the train. In this case the
initial vector of probabilities P(0) is
t d
P (0) = [1 0]
1 / 2 1 / 2
P (2) = [1 0]
1 / 4 3 / 4
t
d
= [1 / 2 1 / 2]
i.e. if he takes the train on the first day, he is as likely to catch the train as to drive
two days later. Suppose that he drove to work on the first day. In this case the
initial vector of probabilities is
P (0) = [0 1]
[
]
P ( 2) = 0 1
t
1/ 2 1/ 2
1 / 4 3 / 4
d
= [1 / 4 3 / 4]
University of the Philippines
Department of Electrical and Electronics Engineering
[P
1
0
Pd ]
= [Pt
1 / 2 1 / 2
Pd ]
That is,
1 / 2 Pd = Pt
also
Pt + Pd = 1
A straight forward evaluation of these two simultaneous equations gives
Pd = 2 / 3
and
Pt = 1 / 3
P (0) = [5 / 6 1 / 6]
and
1 / 2 1 / 2
P (2) = [5 / 6 1 / 6]
1
/
4
3
/
4
t
d
= [11 / 24 13 / 24]
Hence, the probability that he drives two days later is 13/24.
(b) (ii) Since this problem is an ergodic problem, the limiting values of
probability do not depend on the initial conditions. The results for this case, which
the reader may like to verify, are identical therefore to case (a), (ii), i.e.,
Pd = 2 / 3
and
Pt = 1 / 3
State 0
Component
operable
State 1
Component
failed
A(t )
R (t )
A(t )
R (t )
t
Variation of reliability and time-dependent availability
University of the Philippines
Department of Electrical and Electronics Engineering
and
Po (t + dt ) = Po (t )(1 dt ) + P1(t )( dt )
Similarly,
Po (t + dt ) Po (t )
dPo (t )
=
= P'o (t )
dt
dt
dt 0
P'o (t ) = Po (t ) + P1(t )
Also
[P'o(t ) P' 1(t )] = [Po(t ) P1(t )]
P (s) =
o
s+
P1( s ) +
1
Po ( 0 )
s+
1
P (s) =
Po ( s ) +
P1(0)
s+
s+
1
Po ( s ) =
P ( 0) + P ( 0)
1
1
[P (0) P (0)]
+
s
+
+ s+ +
P1( s ) =
P (0) + P (0)
1
1
[P (0) P (0)]
+
s
+
+ s+ +
e ( + )t
[Po(0) + P1(0)] +
[Po (0) P1(0)]
Po (t ) =
+
+
e ( + )t
[Po(0) + P1(0)] +
[P1(0) Po(0)]
P1(t ) =
+
+
e ( + )t
[Po(0) P1(0)]
Po (t ) =
+
+ +
e ( + )t
[P1(0) Po(0)]
P1(t ) =
+
+ +
In practice the most likely state in which the system starts is state 0, i.e.
the system is in an operable condition at zero time. In this case
Po (0) = 1
and
Po (0) = 0
e ( + )t
+
P (t ) =
+ +
e ( + )t
+
P (t ) =
+ +
The probabilities Po(t) and P1(t) are the probabilities of being found in the
operating state and failed state respectively as a function of time given that the
system started at time t=0 in the operating state.
P = P ( )
o
P1 = P1()
It was shown in chapter 6 that, for the exponential distribution, the mean
time to failure,
MTTF = m = 1 /
Similarly the mean time to repair,
MTTR = r = 1 /
Po =
m
m+r
P1 =
r
m+r
Prof. Rowaldo R. del Mundo
142
A(t ) = Po (t ) =
e ( + ) t
As noted earlier, this is the probability of being found in the operating state at
some time t in the future given that the system started in the operating state at
time t=0. this is quite different from the reliability R(t) as given by
R (t ) = e t
Po + P1 = 0
Po P1 = 0
One of these equations must be declared as redundant as they are both
identical.
Po + P1 = 1
Using the two simultaneous equations
Po =
and
P1 =
+
Prof. Rowaldo R. del Mundo
144
3
1
1
Partial
Output
3
2
3
Failed
Full
Output
0
Full
Output
1
1
0
Full
Output
1
Both
Components
Up
2
One
Component
Up
Both
Components
Down
3 component system
1
2
2 2
5
2 2
3
1D
2U
3U
1U
2U
3U
1D
2D
3U
1U
2U
3D
2
3
2
1U
2D
3D
1 1
3
State space diagram for three
component system
1U
2D
3U
1D
2D
3D
1 1
3
7
1D
2U
3D
2
2
Prof. Rowaldo R. del Mundo
148
Ao
Bs
A
2
B
4
Af
Bo
Ao
Bf
B
B
A
3
Af
Bf
1
Both
Components
Up
One
Component
Up
0
Both
Components
Down
1 1 t
t
P=
2 t 1 t
P =
University of the Philippines
Department of Electrical and Electronics Engineering
[P
t
1 t
P1]
= [Po
t 1 t
P1]
(1 t )Po + tP1 = Po
tPo + (1 t )P1 = P1
Rearranging equations gives
tPo + tP1 = 0
tPo tP1 = 0
Po + P1 = 0
Po P1 = 0
which are identical to equations 9.14 and will therefore again give
Po =
P1 =
and
1
P=
1
University of the Philippines
Department of Electrical and Electronics Engineering
1 1 2
2
0
P = 2
1
3 0
2
1 2
(9.22)
In this case the state space diagram is shown in figure 9.4. The
stochastic transitional probability matrix in the form given by equation 9.21 is
[P
P2
2
0
1 2
P 3]
1
= [P1 P 2 P 3]
2
1 2
0
(9.23)
P1(1 2 ) + P 2 = P1
P12 + P 2(1 ) + P 32 = P 2
P 2 + P 3(1 2 ) = P 3
rearranging gives
2P1 + P 2 = 0
2P1 ( + ) P 2 + 2 P 3 = 0
P 2 2 P 3 = 0
and
P1 + P 2 + P 3 = 1
2
P1 =
( + ) 2
2
P2 =
( + ) 2
2
P3 =
( + ) 2
Prof. Rowaldo R. del Mundo
155
availability, A = P1
2
=
( + ) 2
unavailability, U = P 2 + P 3
2 + 2
=
( + ) 2
availability, A = P1 + P 2
2 2
=
( + ) 2
unavailability, U = P 3
2
=
( + ) 2
2
[P' 1(t ) P' 2(t ) P' 3(t )] = [P1(t ) P 2(t ) P 3(t )]
0
2
0
( + )
2
2
2 ( + ) t
2
2
2 ( + )t
P1(t ) =
+
e
+
e
( + ) 2 ( + ) 2
( + ) 2
2
2 ( ) ( + ) t
22
2( + )t
P 2(t ) =
e
e
+
( + ) 2 ( + ) 2
( + ) 2
22
2
2
( + ) t
2 ( + ) t
P 3(t ) =
e
+
e
( + ) 2 ( + ) 2
( + ) 2
2
0
( + )
0
0
R (t ) = P1(t ) + P 2(t )
s1 exp( s 2t ) s 2 exp( s1t )
=
s1 s 2
s1 = 12 (3 + + 2 + 6 + 2 )
s 2 = 12 (3 + 2 + 6 + 2 )
R (t ) = e t + e t e 2 t
= 2e t e 2 t
s1 + s 2
s1 s 2
3 +
=
22
MTTF =
3
MTTF =
2
2
1 2
Q=
1
M = [ I Q ] 1
2
1 0 1 2
=
1
0 1
2
=
2
+
1 + 2
= 2
2
2
University of the Philippines
Department of Electrical and Electronics Engineering
.when only one component is operable i.e., state 2. In this case the MTTF of
the system is
MTTF = m 21 + m 22
=
+ 2
22
Q = [1 2 ]
and
M = [ I Q]1
= [2 ]1
and MTTF =
1
2
2
1
3
A three component series/parallel system
University of the Philippines
Department of Electrical and Electronics Engineering
1 (1 1 2 3)
2
1
Q = 3
(1 2 1 3)
4
3
(1 3 1 2)
R(x2)
R(x3)
R(x4)
A Series System
i =1
i =1
= P ( xi ) = R ( xi )
University of the Philippines
Department of Electrical and Electronics Engineering
MTTF = R (t )dt
0
R(t ) = e
i t
=e
i =1
i =1
MTTF = e
0
it
i =1
dt =
1
n
i =1
University of the Philippines
Department of Electrical and Electronics Engineering
i t
2
i =1 n
1
2
i t
2 i =1
=e
R(t ) = e e
i
=
1
i
=
p
+
1
=e
i =1
1
Kit 2
i t
2 i = p +1
Example:
Two non-identical cables in series are required to
feed a load from the distribution system. If the two
cables have constant failure rates 1 = 0.01
failure/year and 2 = 0.02 failure/year. Calculate the
reliability and the mean-time-to-failure for 1 year
period.
Parallel Configuration
R(x1)
R(x2)
R(x3)
R(x4)
A Parallel Network
= 1 [1 R(xi )]
i =1
R(t ) = 1 1 e it
i =1
structure.
MTTF = R(t )dt
i t
1
e
i =1
dt
1 1
1 1
1
= + + ... +
+
+ ...
n 1 + 2 1 + 3
1 2
1
1
1
n +1
+
+
+ ... + ( 1)
n
+
+
+
+
2
3
1
2
4
1
i =1
1
MTTF =
i =1 i
University of the Philippines
Department of Electrical and Electronics Engineering
Example
Supposing two identical motors are operating in a
redundant configuration. If either of the motor fails,
the remaining motor can still operate at the full
system load. Assuming both motors to have constant
failure rates and failures are statistically independent,
calculate (a) the system reliability for = 0.0005
failure/hour, t = 400 hours (operating time) and (b)
the mean-time-to-failure (MTTF).
Standby Redundancy
R(x1)
R(x2)
R(x3)
R(x4)
A Standby
Redundancy Model
i!
f (t ) =
yn
y n = o y n1 = o
y2
...
f (y ) f (y
1
y1 = 0
R(t ) = f ( t )dt
t
Example
Two generators are connected in parallel to supply a
load with one of the generators on standby. The
units failure rates are constant and the standby unit
is as good as new at the beginning of the operation.
Evaluate the system reliability for a 100-hr operation
for a given failure rate, = 0.001 failure/hour.
K-Out-of-n Configuration
R(x1)
R(x2)
R(x3)
A k-out-of-n Structure
Example
Three identical transformers are operating in parallel
with a constant failure rate = 0.001 failure/hour. For
a successful operation, only two transformers are
required. What is the system reliability for a 200-hour
operation?
System Reliability
Networks
1
2
3
5
4
6
Primary side
10
11
12
13
14
15
16
17
18
19
21
20
22
23
24
25
26
27
28
29
30
31
32
33
34
35
Secondary side
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
29
ct
2
bus
4
d1
2
b1
2
b2
3
d2
Probability
s (failure/yr)
Us (hr/yr)
1.0
0.247152
0.828784
1.0
0.247152
0.828784
L1
System Reliability
Networks
L2
70
2
71
72
5
73
4
6
76
77
78
18
16
127
19
128
129
14
13
22
132
133
12
23
10
134
17
15
20
21
130
131
11
92
79
35
135
136
24
137
34
139
88
31
27
141
81
89
82
32
26
140
90
33
25
138
80
91
28
87
86
30
83
84
85
29
36
93
37
Primary side
94
38
74
75
95
39
96
40
97
41
98
Bank 1
42
99
100
43
101
44
102
45
103
46
104
47
49
48
105
106
107
50
109
52
53
110
54
57
61
111
112
126
56
125
119
124
121
58
59
Secondary side
108
51
55
Bank 2
122
60
123
120
115
117
116
113
114
118
62
63
64
65
66
67
68
69
29
ct
2
bus
3
d1
2
b1
20
c
37
ct
3
bus
5
d1
2
b1
2
b2
3
d2
2
b2
3
d2
P1 = 0.997985
Event 2: Closed 115kV bus tie breaker & opened 34.5kV bus tie breaker; P2 = 0.000188
20
c
37
ct
2
bus
3
d1
2
b1
3
b2
5
d2
Event 3: Closed 115kV bus tie breaker & closed 34.5kV bus tie breaker; P3 = 0.000000344
20
c
37
ct
2
bus
3
d1
2
b1
3
b2
5
d2
Event 4: Opened 115kV bus tie breaker & closed 34.5kV bus tie breaker; P4 = 0.00182614
University of the Philippines
Department of Electrical and Electronics Engineering
Probability
s (failure/yr)
Us (hr/yr)
0.997985
0.251752
0.848919
0.000188
0.302966
1.008374
0.000000344
0.308936
1.023840
0.001826
0.308936
1.023840
1.0
0.251866
0.849275
Total
Event 1: With two primary lines energized & opened 34.5kV bus tie breaker; P1 = 0.997985
University of the Philippines
Department of Electrical and Electronics Engineering
17
54
1
3
2
3
1
3
2
3
2
3
7
4
4
29
4
29
Event 1: With two primary lines energized & opened 34.5kV bus tie breaker; P1 = 0.997985
17
B1
B2
B3
B5
B4
Event 2: With one line, L2 interrupted & opened 34.5kV bus tie breaker;
17
29
B1
B2
B5
B8
B9
P2 = 0.000188
B10
B11
Event 3: With one line, L2 interrupted and closed 34.5kV bus tie breaker; P3 = 0.000000344
University of the Philippines
Department of Electrical and Electronics Engineering
29
111
10
3
2
3
6
3
2
3
7
3
7
7
3
4
17
4
6
4
8
4
17
11
Event 4: With two lines energized and closed 34.5kV bus tie breaker;
P4 = 0.001826140
Event
Probability
Us,(hr/yr)
s (failure/yr)
0.997985
0.176076
0.583548
0.000188
0.251122
0.847621
0.000000344
0.377120
1.261549
0.001826
0.233261
0.758472
1.0
0.176194
0.583923
Total
s (failure/yr)
Us (hr/yr)
0.251866
0.849275
0.176194
0.583923
System Reliability
Networks
B1
67
B4
17
32
16
15
81
79
13
78
12
11
B2
82
80
14
77
10
76
B5
75
9
7
73
74
72
71
70
4
69
68
Primary side
2
3
69
18
84
19
85
20
21
86
87
22
B3
83
88
23
89
24
26
B6
90
25
91
92
27
93
28
94
29
95
30
31
96
33
97
B7
34
35
Bank 1
99
36
101
37
40
103
39
104 105
41
42
106
43
44
46
107
108
109
110
111
45
47
48
112
49
52
54
114
128
B10
123
125
129
57
58
Secondary side
115
116
55
56
113
50
130
53
Bank 2
100
102
38
51
B8
98
126
127 124
119
117
121
120
118
122
59
60
62
61
63
B9
64
65
66
B4
B1
B2
B5
17
B2
B4
51
B7
B10
B5
B6
B3
Event 1: With two primary lines energized & opened 34.5kV bus tie breaker;
B1
P1 = 0.997985
B4
B1
B3
B5
31
B2
B4
B8
B9
51
B10
B6
B6
B3
Event 2: With two primary lines energized & closed 34.5kV bus tie breaker; P2 = 0.00182614
University of the Philippines
Department of Electrical and Electronics Engineering
CONT.
B2
B2
B2
B2
17
B1
B3
31
B7
51
B5
B6
Event 3: With one primary line (L2) interrupted and opened 34.5kV bus tie breaker;
B2
B3
B3
31
17
B5
P3 = 0.000188056
B3
B1
B3
B10
B8
B9
51
B10
B6
Event 4: With one primary line (L2) interrupted and closed 34.5kV bus tie breaker; P4 = 0.000000344
University of the Philippines
Department of Electrical and Electronics Engineering
Probability
s (failure/yr)
Us (hr/yr)
0.997985
0.137928
0.436499
0.001826
0.195112
0.618379
0.000188
0.147283
0.468233
0.000000344
0.204467
0.650114
1.0
0.138034
0.436836
Total
L
1
System Reliability
Networks
L
2
1
1
3 1
1
9
B2
9
9 3
1
B1
1
21
0
8
89
7
B5
7
8
1
7
1
61
4
1
5
8
5
5
4
8
3
8
1
3
2
7
9
2
2 0
2
2
4 2
B3
9
4
1
9
2
1
2
5
10
0 10
2
62
2 7
8
2
9
3
0
3
3 2
4
B4
10
4
3
1
3
3
3
5
3
3 7
83
4 9
0
4
11
9
Bank
1
5
5 1
3
6
3
6
5
6
6 7
9
7
1
7
37
4
7
5
7
7
6
4
6
6
6
8
7
0
7
2
7
6
12
1
4
5
12
2
5
4
5
5 5 5
6
75
8
5
9
6
0
6
1
15
4
15
2
15
15
3
1
8
0
9
5
9
7
9
9
10
1
10
3
12
5
12
13 8
0
13
2 13
4
10
5
B8
Bank
2
12
4
12
6
12
7
12
9
13
1
13
3
13
5
13
13
6
13 7
8
14
0
14
14
14
15 8
6 14
4
2
0
14
14
14
9 14 5 3
7
Primary
side
B10
12
3
4
6
4
8
6
2
4
4
4
7
4
9
5
0
5
2
8
2
10
10
5
6
10
10 7
10
11 8
9
0
11
1
11
11
2 11 3
11
4
5
11
6
11
11
7
8
2
9
B9
12
0
4
3
3
6
4
2
9
96
8
B7
2
3
B6
8
6
8
4
8
0
3
1
8
9
2
9
0
8
8
Secondary
side
13
9
14
1
B1
1
1
9
62
2
3
1
6
1
6
6
2
3
33
7
7
7
33
5
34
17
2
17
12
5
1
3
119
4
8
4
1
3
1
3
1
3
1
3
1
6
1
6
3
6
3
6
2
17
4
33
2
33
2
7
5
2
5
33
5
7
119
33
17
34
7
33
8
34
119
4
2
17
33
6
34
119
2
Event 1: With two primary lines energized and opened 34.5kV bus tie breaker;
University of the Philippines
Department of Electrical and Electronics Engineering
P1 = 0.997985
10
139
11
62
119
4
2
3
1
6
5
6
6
2
3
33
2
7
7
33
5
34
2
17
4
3
12
7
3
1
3
7
4
5
3
2
3
2
6
2
6
5
3
4
3
4
6
119
6
119
6
2
17
5
33
5
2
5
33
5
7
6
2
5
33
5
7
119
33
17
34
6
33
8
34
119
5
2
8
33
6
34
17
7
2
6
2
Event 2: With two primary lines energized and closed 34.5kV bus tie breaker; P2 = 0.001826
University of the Philippines
Department of Electrical and Electronics Engineering
62
12
6
3
6
3
6
3
6
3
7
3
8
4
119
4
4
17
7
3
8
3
8
3
3
17
3
17
2
3
119
3
119
3
4
17
2
4
119
2
4
3
4
Event 3: With one primary line (L1) interrupted and opened 34.5kV bus tie breaker;
P3 = 0.000188
10
139
11
62
12
6
3
7
3
7
3
4
3
119
3
4
17
2
4
7
4
Event 4: With one primary line (L1) interrupted and closed 34.5kV bus tie breaker;
P4 = 0.000000344
Probability
s (failure/yr)
Us (hr/yr)
0.997985
0.137306
0.435214
0.001826
0.195120
0.611433
0.000188
0.146674
0.466972
0.000000344
0.204473
0.643165
1.0
0.137413
0.435545
Total
s (failures/yr)
Us (hrs/yr)
0.247152
0.828784
0.251866
0.176194
0.849275
0.583923
0.138034
0.436836
0.137413
0.435545
Note: Scheme 3 & 4 - better than Scheme 1 & 2 by 44% & 45% respectively for substation
failure rates.
Scheme 3 & 4 - better than Scheme 1 & 2 by 47% & 49% respectively for substation
interruption duration or unavailabilty.
Scheme 3 & 4 - better than Modified Scheme 2 by 22% & 25% for substation failure
rates & unavailability, respectively