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~-I (A.3)
dt [ln R(t)] = - ~ (t -
Integrating from V the lowest value of the data to t = z
In R(t) = - ~ (~ - 7)
(A.4)
1
_ (t - ~)~
This equation is a natural logarithmic form of the following in the two forms
Eq. (1.16) also called Q(t) the failure
Q(t)=l-exp - (A.5)
REFERENCES
B1. Rubenstein RY. Simulation and the Monte Carlo Method, John Wiley and
Sons, 1981.
There are dozens of algorithms for optimizing functions-none will work for
all cases, and all find local minima. The global minimumcan be inferred by
finding local minimaover a realistic range of the variables. Not all functions
will have a global minimum.
All of the techniques are iterative in nature and require repeated cal-
culations of the criterion function, the gradient function, the Hessian matrix
REFERENCES
The task of finding failure rates can be a difficult one. Older reports are filed
in
Defense Technical Information Center
Cameron Station
Alexandria, VA 223214-6145, USA
These reports have been written by and for the defense industry in
order to estimate overall system reliability.
The failure rates are also filed in a computer data base at
Government Industry Exchange Program (GIDEP)
GIDEP Operations Center
P.O. Box 8000
Corona, CA 91718-8000, USA
Failure rates are stated in test reports for a specific system whichcan
be time consumingwhenlooking for an overall failure for a class of systems.
GIDEPis better knownfor the notices for obtaining hard-to-find mechan-
ical or electric componentsto maintain and manufacturemilitary or govern-
ment systems. Alerts are also issued for components which are not being
manufactured to specifications. Here all future systems in the field must
be checked to ensure proper performance. GIDEPalso holds seminars twice
a year for users to understand the program.
One of the most concentrated efforts is at Grifiss Air Force Base at
The Reliability Analysis Center
P.O. Box 4700
Rome, NY 13442-4700, USA
The center offers publications and maintains a consulting staff and publishes
a Reliability Journal [4.19] and a 1000 page report [4.18] in NPRD 95 "Non
Electronic Parts Reliability Data" which gathers data from several sources.
In this appendix excerpts from [4.17] Tables D.6 and D.7 are presented as
well as a reliability Section II from [4.21] published with permission.
The reference [4.30] offers failure rates for the marine industry and
these are in Table 4.1.
Whenthe failure rates are selected the environment is important. The
second item is the number of items and hours to develop the failure.
One item is how long a system can be expected to operate. Table D.1 is
a good guide from bearing life estimates. It should be noted bearing life
and MTTFneed not be the same. So that
set R(t) to say, 0.90 for life 100,000 hr Table D.1 and solve for the 2 and
MTTF.The number may or may not be possible for the physical system.
The following Sections II and III are published with permission of the
McGraw-Hill companies from Mechanical Design and Systems Handbook,
Harold A. RothBart, Editor, McGraw-Hill, Inc., 1964. The chapter cited
is 18.11 System Reliability Analysis by Carl H. Levinson. The source
for Section II is "Generic Failure Rates," Martin CompanyReport,
Baltimore, Md.
Section III is from Earles, D., Eddins, M., and Jackson D. A theory of
component part life expectancies, 8th National Symposiumon Reliability
and Quality Control, 1962.
The failure rates in Section IV are condensed from RADC non electronic
reliability notebook, RADC-TR-85-194,October 1985, Ray E. Schafer
et al. The notation is retained from the original document. The 2 values
may be corrected using Eq. (D.3) for more severe environment than listed
in Table D.7. The environment is defined in Table D.6.
Equalizer, pressure-bellows
type 100.0 cycles
Transducer 0.01 hr
Transducer, potentiometer 0.015 hr
Transducer, strain gage 0.02 hr
Transducer, temperature 0.005 hr
Transducer, low-pressure 10.0 cycles
Transducer, power 0.02 hr
Transducers, pressure 0.1 cycle 0.05 cycle 0.02 cycle
Transformers 0.03 hr 0.01 hr 0.004 hr
Transistors 0.2 hr
Tube, electron, receiving 0.009 hr
Tubes, electron, power 0.01 hr 0.007 hr 0.003 hr
Turbines (limited by bearings) 0.015 hr 0.011 hr 0.008 hr
Turbines, gas 0.1 hr 0.05 hr 0.007 hr
1. Assumecontinuous operation.
2. Assumea theoretical laboratory computerelementor component in order to complywith
general trend data for actual usageelementor component.Equipment that is normallynot used
in laboratorycomputerscan be visualized in suchan application for purposesof arriving at a
generic condition.
3. Assumeno adjustments other than automatic.
4. The meanand extremesdo not necessarily apply to statistical samplesbut encompass
application and equipment-typevariations, also.
5. Thevalues shouldbe applied as operating installation conditions only and no compari-
sons madeat the generic level.
Abbreviation Environment
The following Tables E.2 and E.3 have been reprinted with the permission of
Addison Wesley Longman Ltd.
10 50 100
K LimitFactor
Figure E.1. One sided limit factors Ki with 95% confidence for the normal dis-
tribution and n-1 degrees of freedom (data plotted from ref. [1.18])
n KA KB Kc
2 37.094 20.581 68.010
3 10.553 6.155 18.986
4 7.042 4.162 12.593
5 5.741 3.407 10.243
Areasreportedbelow:
df 0.10 0.05 0.025 0.01 0.005 df 0.10 0.05 0.025 0.01 0.005
1 3.078 6.314 12.706 31.821 63.657 18 1.330 1.734 2.101 2.552 2.878
2 1.886 2.920 4.303 6.965 9.925 19 1.328 1.729 2.093 2.539 2.861
3 1.638 2.353 3.182 4.541 5.841 20 1.325 1.725 2.086 2.528 2.845
4 1.533 2.132 2.776 3.747 4.604 21 1.323 1.721 2.080 2.518 2.831
5 1.476 2.015 2.571 3.365 4.032 22 1.321 1.717 2.074 2.508 2.819
6 1.440 1.943 2.447 3.143 3.707 23 1.319 1.714 2.069 2.500 2.807
7 1.415 1.895 2.365 2.998 3.499 24 1.318 1.711 2.064 2.492 2.797
8 1.397 1.860 2.306 2.896 3.355 25 1.316 1.708 2.060 2.485 2.787
9 1.383 1.833 2.262 2.821 3.250 26 1.315 1.706 2.056 2.479 2.779
10 1.372 1.812 2.228 2.764 3.169 27 1.314 1.703 2.052 2.473 2.771
11 1.363 1.796 2.201 2.718 3.106 28 1.313 1.701 2.048 2.467 2.763
12 1.356 1.782 2.179 2.681 3.055 29 1.311 1.699 2.045 2.462 2.756
13 1.350 1.771 2.160 2.650 3.012 30 1.310 1.697 2.042 2.457 2.750
14 1.345 1.761 2.145 2.624 2.977 40 1.303 1.684 2.021 2.423 2.704
15 1.341 1.753 2.131 2.602 2.947 60 1.296 1.671 2.000 2.390 2.660
16 1.337 1.746 2.120 2.583 2.921 120 1.289 1.658 1.980 2.358 2.617
17 1.333 1.740 2.110 2.567 2.898 ~ 1.282 1.645 1.960 2.326 2.576
* Example.For the shadedarea to represent0.05 of the total area of 1.0, value of t with 10
degrees of freedomis 1.812.
Source:FromTableIII of Fisher andYates, Statistical Tablesfor BiologicalAgriculturaland
MedicalResearch,6th ed., 1974, publishedby Longman GroupLtd., London(previously pub-
lished by Oliver and Boyd,Edinburgh),by permissionof the authors and publishers.
Adaptedby permission of the BiometrikaTrustees from E.S. Pearson and H.O. Hartley, The
Probability Integral of the Rangein Samplesof n ObservationsFroma NormalPopulation,
Biometrika,Vol. 32, 1942, p. 301.
Tables E.5 and E.6 are reproduced with permission of the McGraw-HillCompaniesfrom
Wilffid J. Dixon and Frank J. MasseyJr., Introduction to Stat&tical Analys&,3rd Edn,
McGraw-HillBookCompany,1969, p. 488.
I. DATA REDUCTION
SAS (Statistical Analysis System, Cory NC) was used exclusively in the
development of the examples in this book. However, SASis not the only
software package that yields successful results.
Estimates of Weibull distribution parameters can be made by
maximizingthe likelihood function:
(G.1)
Estimates Eq. (1.14) of y, /, and 0 then are called maximum
likelihood
estimators, or MLE. Any non linear programming procedure (see
optimization section below) can be used to find the MLEsfor a Weibull
distribution.
Source code for a FORTRAN program to calculate MLEsis given by
Cohenand Whitten [G. 1]. They also discuss alternative techniques for par-
ameter estimation, such as momentestimators [G.2] and Wycoff, Bain,
Engelhardt, and Zanakis estimators.
Simple non linear regression analysis can return a set of parameters
based on a least-squares analysis, but hypothesis testing should be done
to provide a figure of merit to determine whether a good fit has been
achieved and whether the data set could have been randomly drawn from
a Weibull distribution.
Probability of failure calculations can be done in any programming
language that offers a random nmber generator based on a uniform dis-
tribution. The algorithms of Rubinstein [B.1] provide the techniques for
generating randomvariates from a wide variety of distributions.
REFERENCES