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Predicting Product 
                    Predicting Product
                   Life Using Reliability 
                   Life Using Reliability
                         y
                    Analysis Methods
                               Steven Wachs
                            ©2011 ASQ & Presentation Steven
                          Presented live on Nov 09th ~ 11th, 2012




http://reliabilitycalendar.org/The_Re
liability_Calendar/Short_Courses/Sh
liability Calendar/Short Courses/Sh
ort_Courses.html
ASQ Reliability Division 
                 ASQ Reliability Division
                  Short Course Series
                  Short Course Series
                  One of the monthly webinars 
                  One of the monthly webinars
                    on topics of interest to 
                      reliability engineers.
                    To view recorded webinar (available to ASQ Reliability 
                        Division members only) visit asq.org/reliability
                                             )              /

                     To sign up for the free and available to anyone live 
                    webinars visit reliabilitycalendar.org and select English 
                    Webinars to find links to register for upcoming events


http://reliabilitycalendar.org/The_Re
liability_Calendar/Short_Courses/Sh
liability Calendar/Short Courses/Sh
ort_Courses.html
Predicting Product Life
Using Reliability Analysis
        Methods
         Steven Wachs
      Principal Statistician
     Integral Concepts, Inc.
      www.integral-concepts.com
            248-884-2276
        www.integral-concepts.com   1
        ©2012 Copyright
Agenda

   Reliability Concepts & Reliability Data
   Probability, Statistics, and Distributions
   Assessing & Selecting Models
   Estimating Reliability Statistics
   Systems Reliability
   Reliability Test Planning
   Accelerated Life Testing
   Warranty Analysis

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Motivation

Intense Global Competition

Customer Expectations

Customer Loyalty

Product Liability



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Defining Reliability


  Reliability is the probability that a
  material, component, or system will
  perform its intended function under
  defined operating conditions for a
  specified period of time.




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Ambiguity in Definition

 What is the intended function?
 What are the defined operating
  conditions?
 How should time be defined?


We must clearly define these characteristics
 when defining reliability for a specific
 application
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Reliability Data

 Life Data
 Time-To-Failure (TTF) Data
 Time-Between-Failure (TBF) Data
 Survival Data
 Event-time Data
 Degradation Data

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Unique Aspects of Reliability Data

 Presence of Censoring
 Reliability Models based on positive
  random variables (e.g. exponential,
  lognormal, Weibull, gamma)
 Interpolation and extrapolation often
  required



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Repairable vs. Non-repairable

 The focus of this course is non-
  repairable components or systems
  (characterized by time to failure)

 Repairable systems are characterized
  by time between failure


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The Bathtub Curve




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The Reliability Function



R(to ) = P(T > to )

where T =“time”
to failure




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Censored Data

  When exact failure times are not known

  Provides useful information for estimation
   of reliability (Do NOT drop from analysis)

  Types of Censoring
   – Right Censoring
   – Left Censoring
   – Interval Censoring

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Types of Censoring
     Left Censoring                         Right Censoring




                      Interval Censoring




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Other Censoring Ideas

  Competing Risks




 • Impact on Reliability estimates
 • Alternatives (if extreme censoring exists)
   – Use Accelerated Testing Conditions
   – Use Degradation Data



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Agenda

   Reliability Concepts & Reliability Data
   Probability, Statistics, and Distributions
   Assessing & Selecting Models
   Estimating Reliability Statistics
   Systems Reliability
   Reliability Test Planning
   Accelerated Life Testing
   Warranty Analysis

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Describing Time to Failure




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Integrating the PDF




                                         B



                                             c fxdx
                                              d
 PX  B  PX  c, d 
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Reliability
                                  Distribution Plot
             0.0008

             0.0007

             0.0006

             0.0005
   Density




             0.0004

             0.0003

             0.0002

             0.0001                                       R(1500)

             0.0000
                      0                     1500
                                                      X



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Failure Probability (Cumulative)
                                               Distribution Plot
            0.0008
                         F(500)
            0.0007

            0.0006

            0.0005
  Density




            0.0004

            0.0003

            0.0002

            0.0001

            0.0000
                     0            500
                                                                X


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The CDF




                                         fxdx
                                         t
              Ft  PX  , t 



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                                             19
CDF/Reliability Relationship




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Hazard Function (Rate)

The propensity to fail in the next instant
 given that it hasn’t failed up to that
 time (“instantaneous failure rate
 function”)

                   ft                       ft
ht             1Ft
                                             Rt

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Mean Time to Failure (MTTF)

 The Expected Value or the Mean of the Time
  to Failure Random Variable
 The average time to failure (often
  significantly larger than the median time to
  failure)
 The MTTF can be misleading as often as
  much as 70% of the population will fail
  before the MTTF
                                          
    MTTF  ET        0 tftdt  0 Rtdt
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B-Life (or Quantile)




                                         The time at which a
                                         specified proportion
                                         of the population is
                                         expected to fail




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Advantages of Parametric Models
 May be described concisely with a few
  parameters

 Allows extrapolation (in time)


 Provide “smooth” estimates of failure
  time distributions

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Common Distributions in Reliability

   Weibull
   Exponential
   Lognormal
   Gamma
   Binomial
   Loglogistic
   Etc.



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Exponential Distribution

  The simplest model used in reliability
   analysis (and sometimes misused)

  Described by a single parameter, l  which
   is the hazard rate (inverse of MTTF)

  Key property: the hazard rate is constant
   (the only distribution with this property)

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Exponential Distribution

•   pdf: f(t) = le-lt
•   cdf: F(t) = 1 - e-lt
•   Reliability: R(t) = e-lt
•   Hazard rate: h(t) = l
•   MTTF = 1/l = q
•   Quantile: F-1(p) = (1/l)[-ln(1-p)]

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Exponential Distribution Example

Light bulb lifetime may be described by an
    exponential distribution. The MTTF = 12,000
    hrs.

Find:
A. Hazard Rate
B. Proportion failing by 12,000 hrs
C. Proportion failing by 24,000 hrs


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Exponential Distribution Example

 Solution
 A. l = 1/12,000 = 0.000083 = 83 failures per
    million hrs
                                    12,000
 B. F12, 000  1  e              12,000     1   1
                                                     e     0. 632
                                   24,000
 C. F24, 000  1  e             12,000      1   1
                                                           0. 865
                                                     e2




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Exponential Distribution Guidelines

 Constant hazard rate implies that the
  probability that a unit will fail in the next
  instant does not depend on the unit’s age

 Reasonable for many electronic
  components that do not wear out

 Usually inappropriate for modeling TTF of
  mechanical components that are subject
  to fatigue, corrosion, or wear
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The Weibull Distribution

 The most common model in reliability analysis

 Described by 2 parameters:
    h = “scale” parameter
    b = “shape” parameter

 Flexible model that can effectively model a
  wide variety of failure distributions




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The Weibull Distribution (some functions)

                                                          1          t   
   pdf:                ft                       t
                                                                   e    

                                                                     
                                                               t
   cdf:                Ft  1  e                            


                                                           
                                                      t
   Reliability:        Rt  e                       


                                                              1
   Hazard rate:        ht                       t
                                                       

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The Weibull Shape Parameter

Failure Rate




                                           ?




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The Weibull Scale Parameter




                                        ?




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Weibull Characteristics

  h is also referred to as the 63.2nd
  percentile
  To see this: set t = h in F(t)
                                                  
                                           
     Ft  F  1  e                       

                        1 
                 1e
                 1  e  0. 632
                       1

  • The value of b is irrelevant when t =
    h
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Conditional Reliability

 An application of conditional probability
 Needed to estimate reliability when “burn-
  in” is used or to estimate reliability after a
  warranty period.

                                             Rtt 0 
    Rt|t 0                                 Rt 0 
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Agenda

   Reliability Concepts & Reliability Data
   Probability, Statistics, and Distributions
   Assessing & Selecting Models
   Estimating Reliability Statistics
   Systems Reliability
   Reliability Test Planning
   Accelerated Life Testing
   Warranty Analysis

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Selecting Models

 Given time-to-failure data (failures and
  censored data), which distribution best
  describes the data?
 Graphical Methods (probability
  plotting) and/or Statistical Methods
  may be utilized




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Probability Plots

 Graphical method to assess “fit”
 Fit is determined by how well the plotted
  points align along a straight line
 Plotted variables are “transformed” so that
  y is a linear function of x
   – X axis: Plot observed failure times
   – Y axis: Plot estimated cumulative probabilities
     (p)

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Probability Plotting




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Constructing Probability Plots
• X-Axis – Observed/Transformed
  Failure Times

• Y-Axis – Estimated/Transformed
  Cumulative Probabilities

• Transformed quantities for plot
  depend on the distribution

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Constructing Probability Plots




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Linearizing the CDF - Example

 Consider the Weibull distribution.           Recall
  that the Weibull cdf is:
                                                   
                                              t
  Ft  1  e                                 

 • We need to transform F(t) to achieve
   a linear function


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Linearizing the CDF - Example
                                        
                                   t
       1  Ft  e                 

                        t       
         1
       1Ft
                e      


                                        
       ln 1Ft     
             1          t


       ln ln 1Ft 
                1
                                      lnt   ln


       By setting:       y  ln ln 1Ft 
                                      1


                       x  lnt
                       C   ln
       we have:        y  x  C


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           ©2012 Copyright
Graphical Estimation




        2.75
                                     b = 2.0/2.75
                                       = 0.73

2.0




                             h

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Selecting Models
 Multiple Distributions may adequately
  describe the time-to-failure data
 Sensitivity Analysis is recommended
  to assess how reliability predictions
  vary with alternative viable models
 Confidence Intervals on reliability
  estimates do not include model
  uncertainty

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Selecting a Distribution




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Handling Multiple Failure Modes

 Multiple Failure Modes should be
  modeled separately (if data exists)
 Failure rates of the various failure
  modes are typically different
 Overall Reliability may be predicted
  using system reliability concepts
  (series model)


              www.integral-concepts.com   49
              ©2012 Copyright
Handling Multiple Failure Modes
 ReliaSoft Weibull++ 7 - www.ReliaSoft.com
                                                                    Probability - W eibull
                                       99.000
                                                                                                                           Probability-Weibull

                                                                                                                           Data 1
                                                                                                                           Weibull-2P
                                       90.000                                                                              ML E SRM MED FM
                                                                                                                           F=40/S=0
                                                                                                                                 Data Points
                                                                                                                                 Probability Line




                                       50.000
     U n re l i a b i l i ty , F (t)




                                       10.000




                                        5.000




                                                                                                                          Steven Wachs
                                                                                                                          integral Concepts, Inc.
                                                                                                                          10/28/2011
                                                                                                                          1:05:27 PM
                                        1.000
                                            0.010   0.100   1.000           10.000           100.000   1000.000   10000.000
                                                                           Time, ( t)
 b   h    




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Handling Multiple Failure Modes
 ReliaSoft Weibull++ 7 - www.ReliaSoft.com
                                                                            Probability - W eibull
                                       99.000
                                                                                                                                   Probability-Weibull

                                                                                                                                   Data 1
                                                                                                                                   Weibull-CFM
                                       90.000                                                                                      ML E SRM MED FM
                                                                                                                                         CFM 1 Points
                                                                                                                                         CFM 2 Points
                                                                                                                                         CFM 1 L ine
                                                                                                                                         CFM 2 L ine
                                                                                                                                         Probability Line



                                       50.000
     U n re l i a b i l i ty , F (t)




                                       10.000




                                        5.000




                                                                                                                                  Steven Wachs
                                                                                                                                  integral Concepts, Inc.
                                                                                                                                  10/28/2011
                                                                                                                                  1:03:08 PM
                                        1.000
                                            0.010   0.100           1.000           10.000           100.000   1000.000   10000.000
                                                                                   Time, ( t)
 b    h      b   h  



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Agenda

   Reliability Concepts & Reliability Data
   Probability, Statistics, and Distributions
   Assessing & Selecting Models
   Estimating Reliability Statistics
   Systems Reliability
   Reliability Test Planning
   Accelerated Life Testing
   Warranty Analysis

                  www.integral-concepts.com      52
                  ©2012 Copyright
Reliability Estimation

 From the time-to-failure distribution we
  can estimate quantities like:
  •   Reliability at various times
  •   Time at which x% are expected to fail
  •   Failure (hazard) rates
  •   Mean time to failure

 Confidence Intervals or Bounds should
  be included to account for estimation
  uncertainty
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Reliability Estimation

 Estimation Methods
  • Maximum Likelihood Estimation (MLE):
    nice statistical properties, handles
    censored data well, biased estimates for
    small sample sizes

  • Rank Regression: Unbiased estimates but
    poorer precision and does not handle
    censored data as well as MLE


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Properties of Estimators


 Bias – The extent to which the estimator
  differs on average from the true value. (An
  unbiased estimator equals the true value
  on average)

 Precision – The amount of variability in the
  estimates.


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Properties of Estimators




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Estimation Methods

   Maximum Likelihood Estimation
    – Generally preferred by statisticians (minimum
      variance) although the estimates tend to be biased

    – ML method finds parameter values which maximize
      the likelihood function (the joint probability of
      observing all of the data).

    – The maximization of the likelihood function usually
      must be done numerically (rather than
      analytically).

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MLE Example (Weibull)
 • Given failure time data, we need to
   estimate h, b.
    i1 fx i  fx 1 fx 2 . . . fx n 
         n
L
                                               
L      e
     n  x 1                           xi
                          i               
     i1

 • We maximize likelihood function by
   taking derivatives with respect to
   each parameter

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Effect of Censored Data on the Likelihood Function


  • With no censoring, the likelihood
    function is:

           i1 fx i   fx 1 fx 2 . . . fx n 
               n
      L

   • Censored observations cannot
     use the pdf since the failure
     time is unknown

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Effect of Censored Data on the Likelihood Function



  • Suppose we have a right-censored
    observation at time = 1500?

  • What function indicates the probability of
    this occurring?



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Effect of Censored Data on the Likelihood Function


  • Suppose we have a right-censored
    observation at time = 1500?

  • What function indicates the probability of
    this occurring?

  • R(1500) gives the probability that a unit fails
    at time 1500 or later.



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Effect of Censored Data on the Likelihood Function

                                 Distribution Plot
             0.0008

             0.0007

             0.0006

             0.0005
   Density




             0.0004

             0.0003

             0.0002

             0.0001                                   R(1500)

             0.0000
                      0                   1500
                                                 X




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Effect of Censored Data on the Likelihood Function



  • Suppose we have a left-censored
    observation at time = 500?

  • What function indicates the probability of
    this occurring?



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Effect of Censored Data on the Likelihood Function


  • Suppose we have a left-censored observation
    at time = 500?

  • What function indicates the probability of
    this occurring?

  • F(500) gives the probability that a unit fails at
    time 500 or earlier.



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Effect of Censored Data on the Likelihood Function

                                              Distribution Plot
              0.0008
                           F(500)
              0.0007

              0.0006

              0.0005
    Density




              0.0004

              0.0003

              0.0002

              0.0001

              0.0000
                       0            500
                                                             X




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Effect of Censored Data on the Likelihood Function



  • Suppose we have an interval censored
    condition where the failure occurred
    between 1000 and 1300.

  • What function indicates the probability of
    this occurring?


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Effect of Censored Data on the Likelihood Function


  • Suppose we have an interval censored
    condition where the failure occurred
    between 1000 and 1300.

  • What function indicates the probability of
    this occurring?

  • F(1300)-F(1000) gives the probability that a
    unit fails between 1000 and 1300



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Effect of Censored Data on the Likelihood Function

                                   Distribution Plot
             0.0008

             0.0007

             0.0006

             0.0005                      F(1300)-F(1000)
   Density




             0.0004

             0.0003

             0.0002

             0.0001

             0.0000
                      0          1000 1300
                                                      X




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Estimation Methods

• Rank Regression
  – Determines best fit line on the probability
    plot by using least squares regression

  – Fitted line is used to estimate parameters




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Failure Probability Plot




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Reliability Estimation




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Estimating with Multiple Failure Modes
     Failure Time   Failure Model               Failure Time   Failure Model
           63           linkage                      791            motor
          116           linkage                      808            motor
          237           linkage                      823            motor
          249           linkage                      841            motor
          297           linkage                      869            motor
          384           linkage                      874           linkage
          386           linkage                      878            motor
          420           linkage                      981            motor
          467           linkage                      991            motor
          485            motor                       999            motor
          522           linkage                     1005            motor
          541           linkage                     1007            motor
          592           linkage                     1046            motor
          595           linkage                     1084            motor
          601           linkage                     1086            motor
          624           linkage                     1190            motor
          655            motor                      1299            motor
          662           linkage                     1481           linkage
          702           linkage                     1502            motor
          721           linkage                     1581            motor




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Linkage Failure Mode
Distribution Analysis: Failure Time

Variable: Failure Time
Failure Mode: fm = linkage

Censoring Information        Count
Uncensored value                20
Right censored value            20

Estimation Method: Maximum Likelihood

Distribution:   Weibull

Parameter Estimates

                         Standard             95.0% Normal CI
Parameter   Estimate        Error               Lower    Upper
Shape        1.34641     0.264909            0.915592 1.97994
Scale        1325.81      240.466             929.169 1891.76

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Motor Failure Mode
Distribution Analysis: Failure Time

Variable: Failure Time
Failure Mode: fm = motor

Censoring Information     Count
Uncensored value             20
Right censored value         20

Estimation Method: Maximum Likelihood

Distribution:   Weibull

Parameter Estimates

                       Standard            95.0% Normal CI
Parameter   Estimate      Error             Lower    Upper
Shape        4.17342   0.634609           3.09784 5.62245
Scale        1154.46    62.7168           1037.86 1284.17
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Multiple Failure Modes
                                      Probability Plot for Failure Time
                                          Complete Data - ML Estimates
                                                                                              F ailure M ode = linkage
                 Failure Mode = linkage                         Failure Mode = motor               S hape     S cale
                     Weibull - 95% CI                               Weibull - 95% CI             1.34641 1325.81

                                                                                              F ailure M ode = motor
           95                                              95                                     S hape      S cale
                                                                                                4.17342 1154.46
           80                                              80


           50                                              50
 Percent




           20                                    Percent   20




           5                                                5


           2                                                2

           1                                                1
                10    100      1000      10000                      500      1000      2000
                      Failure Time                                  Failure Time



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Multiple Failure Modes
                                        Survival Plot for Failure Time
                                           Complete Data - ML Estimates
                                                                                             F ailure M ode = linkage
                 Failure Mode = linkage                           Failure Mode = motor            S hape     S cale
                     Weibull - 95% CI                                   Weibull - 95% CI        1.34641 1325.81

                                                                                             F ailure M ode = motor
           100                                              100                                  S hape      S cale
                                                                                               4.17342 1154.46


           80                                                80



           60                                                60
 Percent




                                                  Percent
           40                                                40



           20                                                20



            0                                                0

                 0    1500      3000      4500                    500        1000     1500
                      Failure Time                                       Failure Time




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Multiple Failure Modes
                            Survival Plot for Failure Time
                               Multiple Distributions - 95% CI
                               Complete Data - ML Estimates

            100


            80


            60
  Percent




            40


            20


             0

                  0   200    400      600        800     1000    1200   1400   1600
                                            Failure Time



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Confidence Intervals
 • An interval (l, u) around the point estimate that
   contains the true value with high probability

 • The interval is said to be a P% confidence interval
   if P percent of the intervals we might calculate
   from replicated studies contain the true
   parameter value




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Improving Precision of Estimates

 More Data (Failures) = Better Precision
  (tighter confidence intervals)
 Can make more assumptions (assume
  distribution parameters)
 Reduce confidence level (not a real
  solution)



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Agenda

   Reliability Concepts & Reliability Data
   Probability, Statistics, and Distributions
   Assessing & Selecting Models
   Estimating Reliability Statistics
   Systems Reliability
   Reliability Test Planning
   Accelerated Life Testing
   Warranty Analysis

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System Reliability

 A System may be thought of as a collection of
  components or subsystems

 System Reliability Depends on:
  a. Component reliability
  b. Configuration (redundancy)
  c. Time




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A Series System




              i1 R it  R 1 tR 2 tR 3 tR 4 t
                    4
R s t 

 Example: If the component reliabilities are 0.9, 0.9. 0.8, 0.8 at 1 year
 Then the System reliability at 1 year is: 0.9*0.9*0.8*0.8 = 0.52



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Series Model for Multiple Failure Modes




           n
 Rt     R it  R A tR BtR C tR Dt
          i1




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A Parallel System (Redundant Components)




   R s t  1  F s t
           1  F 1 tF 2 tF 3 t
           1  1  R 1 t1  R 2 t1  R 3 t

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A Parallel System (Redundant Components)




 Example: If the component reliabilities are 0.9, 0.9. 0.9 at 1 year
 Then the System reliability at 1 year is: 1 - (.1)*(.1)*(.1) = 0.999



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k-out-of-n Parallel Systems
 System consists of n components in which k of
  the n components must function in order for
  the system to function

 For example, if 2 of 4 engines are required to
  fly, then the system will not fail if:
  – All 4 engines operate
  – Any 3 operate
  – Any 2 operate


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k-out-of-n Parallel Systems

If all components have the same reliability, R(t):




The probabilities of all possible combinations leading to success are
summed




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k-out-of-n Parallel Systems Example

 Suppose a system consists of 6 identical pumps. For the
 system to function, at least 4 of the 6 pumps must operate. If
 the reliability of each pump at 3 years in service is 0.90, what
 is the system reliability at 3 years?




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Effect of k on System Reliability

 As k increases, system reliability decreases


 If k = 1        Pure Parallel System

 If k = n        Series System




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Effect of k on System Reliability
                         System Reliability vs k (k-out-of-6, R = 0.90)

               1.0



               0.9



               0.8          k        Reliability
 Reliability




                            1         1.0000
                            2         0.9999
               0.7          3         0.9987
                            4         0.9842
                            5         0.8857
               0.6          6         0.5314


               0.5
                     1          2                 3             4   5     6
                                                          k


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k-out-of-n Parallel Systems
 When the components in the k-out-of-n
 parallel configuration do not share the same
 reliability function, all possible combinations
 must be computed

 Example follows




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k-out-of-n System Example

Three generators are
configured in parallel. At                    0.90
least two of the
generators must
function in order for the                     0.8    2/3
system to function. At 5                      7
years: R1 = 0.90, R2 =
0.87, R3 = 0.80. What is                      0.80
the System Reliability at
5 years?

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k-out-of-n System Example
 Here, k = 2, n = 3


 The following combinations of events lead to a
  reliable system at 5 years in service:
  – generator 1,2 operate and generator 3 fails
  – generator 1,3 operate and generator 2 fails
  – generator 2,3 operate and generator 1 fails
  – All three generators operate


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k-out-of-n System Example




                       R1 = 0.90
                       R2 = 0.87
                       R3 = 0.80
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Reliability Block Diagrams




        Used to Model System and
        Estimate System Reliability




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Reliability Allocation Problems

Given a reliability target for the system, how
should subsystem and/or component level
reliability requirements be established so that the
system objective is met?

Typical Goals
   a. Maximize the System Reliability for a given cost
   b. Minimize the Cost for a given System Reliability

   Improve component reliability or add
     redundancies?

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Agenda

   Reliability Concepts & Reliability Data
   Probability, Statistics, and Distributions
   Assessing & Selecting Models
   Estimating Reliability Statistics
   Systems Reliability
   Reliability Test Planning
   Accelerated Life Testing
   Warranty Analysis

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Reliability Test Planning

 Estimation Test Plans
   Determine sample size needed to
    estimate reliability characteristics with a
    specified precision

   Planning information such as assumed
    distribution parameters, testing time, and
    censoring scheme is required

   Failures during testing are required

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Sample Sizes for Desired
Precision
 We select sample size to achieve the desired
  precision in our estimates

 Larger sample size  Greater precision


 Greater precision  Smaller confidence
  intervals


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Sample Size Calculations

Calculation Depends On:
 Distribution used to model the failure data
 Level of precision desired
 Confidence level
 Presence of censoring
 Length of test (for Type I censoring)
 Failure proportion (for Type II censoring)




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Estimation Test Plan
 Type I right-censored data (Single Censoring)

 Estimated parameter: 50th percentile
 Calculated planning estimate = 124.883
 Target Confidence Level = 95%

 Planning distribution: Weibull
 Scale = 150, Shape = 2


                                                 Actual
 Censoring                     Sample        Confidence
      Time   Precision           Size             Level
       100      62.435              8           96.2010


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Reliability Test Planning

 Demonstration Test Plans
   Determine sample size (or testing time)
    needed to demonstrate reliability
    characteristics (e.g. lower bound on
    reliability)

   Planning information such as assumed
    distribution and parameter is required

   Failures during testing are not required

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Reliability Demonstration


 Evaluates the following hypothesis
  H0: The reliability is less than or equal to a
           specified value

  H1: The reliability is greater than a specified
     value



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Types of Test Plans

  Zero-Failure Test Plans
    – Test demonstrates reliability if zero failures
      are observed during test
    – Useful for highly reliable items

  M-Failure Test Plans
    – Test demonstrates reliability if no more
      than m failures occur
    – Permit verification of test design
      assumptions
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Planning Information

 Assumptions needed:
  – Distribution
  – Shape Parameter (for Weibull)
  – Scale Parameter (for other distributions such
    as lognormal, loglogistic, logistic, extreme
    value)
  – Assumptions based on expert opinions, prior
    studies, similar products
  – Sensitivity analysis is recommended

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Computing Test Time or Sample Size

 We specify either the sample size or the
  testing time allocated for each unit (the
  other quantity is computed)

 Demonstration Test Plan consists of:
  – The maximum number of failures allowed
  – The sample size
  – The testing time for each unit

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Example: Demonstration Test Plan

 Reliability Goal:     1st percentile > 80,000 mi

 TTF estimated by Weibull w/ b = 2.5


 Can test for 120,000 miles


 How many units are needed for zero-failure
  and 1-failure test plans?
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Example: Demonstration Test Plan

Demonstration Test Plans

Reliability Test Plan
Distribution: Weibull, Shape = 2.5
Percentile Goal = 80000,Target Confidence Level = 95%

                                        Actual
Failure   Testing   Sample          Confidence
   Test      Time     Size               Level
      0    120000      108             94.9768



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Example: Demonstration Test Plan

Demonstration Test Plans

Reliability Test Plan
Distribution: Weibull, Shape = 2.5
Percentile Goal = 80000,Target Confidence Level = 95%

                                        Actual
Failure   Testing   Sample          Confidence
   Test      Time     Size               Level
      1    120000      172             95.0241



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Example: Demonstration Test Plan

  Suppose we can only test 50 units?
Reliability Test Plan
Distribution: Weibull, Shape = 2.5
Percentile Goal = 80000,Actual Confidence Level = 95%


Failure   Sample   Testing
  Test     Size        Time
      0       50    163392



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Probability of Passing (POP)
                  Likelihood of Passing for Weibull Model
                     Maximum Failures = 0, Target Alpha = 0.05
                  Time = 120000, N = 108, Actual alpha = 0.0502316

            100


            80


            60
  Percent




            40


            20


             0

                  2              4             6               8     10
                                 Ratio of Improvement




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Probability of Passing (POP)
                  Likelihood of Passing for Weibull Model
                     Maximum Failures = 1, Target Alpha = 0.05
                  Time = 120000, N = 172, Actual alpha = 0.0497587

            100


            80


            60
  Percent




            40


            20


             0

                  2              4             6               8     10
                                 Ratio of Improvement




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Demonstration Test Plan (1st Percentile)
Reliability Test Plan
Distribution: Weibull, Shape = 2.5
Percentile Goal = 80000, Target Confidence Level = 95%


                                    Actual
Failure   Testing   Sample      Confidence
   Test      Time     Size           Level
      0    120000      108         94.9768
      1    120000      172         95.0241
      2    120000      228         94.9669
      3    120000      281         94.9567




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Demonstration Test Plans
                                                                       Test Units vs Test Time
                                     772.775
                                                                                                                                    0   Failures
                                                                                                                                    1   Failures
                                                                                                                                    2   Failures
                                                                                                                                    3   Failures




                                     639.853




                                     506.932
  N u m b e r o f T e s t U n i ts




                                     374.010




                                     241.088




                                                                                                                             Steven Wachs
                                                                                                                             integral Concepts, Inc.
                                                                                                                             10/28/2011
                                                                                                                             2:25:16 PM
                                     108.167
                                        80000.000   88000.000       96000.000               104000.000   112000.000   120000.000
                                                                                Test Time



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Agenda

   Reliability Concepts & Reliability Data
   Probability, Statistics, and Distributions
   Assessing & Selecting Models
   Estimating Reliability Statistics
   Systems Reliability
   Reliability Test Planning
   Accelerated Life Testing
   Warranty Analysis

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Introduction to ALT
 Purpose:To estimate reliability on a
 timely basis

 Inducefailures sooner by testing at
 accelerated stress conditions

 Extrapolateresults obtained at
 accelerated conditions to use conditions
 (using acceleration models)

 Focus
      on one or a small number of failure
 modes
                www.integral-concepts.com   116
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ALT Models (2 parts)




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Life is a Function of Time and Stress




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Life-Stress Relationship
  ReliaSoft AL TA 7 - www.ReliaSoft.com
                                                        Lif e vs Stress
              100000.000
                                                                                                      Life

                                                                                                      Data 1
                                                                                                      Ey ring
                                                                                                      Weibull
                                                                                                      323
                                                                                                      F=30 | S=0
                                                                                                            Eta L ine
                                                                                                            1%
                                                                                                            99%
                                                                                                      393
                                                                                                            Stress Lev el Points
                                                                                                            Eta Point
                                                                                                            Imposed Pdf
                                                                                                      408
                                                                                                            Stress Lev el Points
                                                                                                            Eta Point
                                                                                                            Imposed Pdf
                                                                                                      423
                                                                                                            Stress Lev el Points
                                                                                                            Eta Point
                                                                                                            Imposed Pdf
     L i fe




               10000.000




                                                                                                     Steven Wachs
                                                                                                     integral Concepts, Inc.
                                                                                                     7/7/2011
                                                                                                     3:07:17 PM
                1000.000
                      300.000             328.000          356.000        384.000   412.000   440.000
                                                         Temperature
  Beta=4.2918; A=-11.0878; B=1454.0864




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Accelerated Stress Testing

 Combination of Statistical Modeling and
  understanding of Physics of Failure
 Care must be taken in designing tests to
  yield useful information
 ALT models should be refined based on
  correlation to actual results obtained at
  normal use conditions




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Accelerated Life Testing - Topics
 Purpose and Key Concepts

 Accelerated Life Test Models

 One, Two, and Multiple Stress Models

 ALT Test Planning

 Accelerated Degradation Models

 Pitfalls, Guidelines, and Examples
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Introduction to ALT
 Purpose: To estimate reliability on a timely
  basis

 Induce failures sooner by testing at accelerated
  conditions

 Extrapolate results obtained at accelerated
  conditions to use conditions (using acceleration
  models)

 Focus on one or a small number of failure
  modes
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Types of Accelerated Testing
 Accelerated Life Testing
   – Units tested until failure
   – Accelerating factor(s) are used to shorten the
     time to failure

 Accelerated Degradation Testing
   – Accelerating factor(s) are used to promote
     degradation
   – Amount of degradation observed during test
   – Degradation data used to predict actual time
     to failure at stressed conditions
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Accelerating Methods

1.    Increase Usage Rate
     – Increase usage rate from normal usage rate
     – ex. Car door hinges have median lifetime of
       44,000 cycles (15 years at 8 cycles per day)
     – Increasing rate to 5000 cycles per day will
       reduce median lifetime to 9 days.
     – Assumes TTF is independent of usage rate
     – Need to avoid unintended “stress” (e.g.
       temp) caused by higher usage rate

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Accelerating Methods
2. Test Under Stress Conditions
  •   Test at higher levels of one or multiple stress
      factors
  •   Common stress factors
      – temperature
      – thermal cycling
      – voltage
      – pressure
      – mechanical load
      – humidity


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Types of Stress Loading




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Accelerated Life Test Models
         ALT Models have 2 parts
1. Stochastic Part
     •   failure time distribution at each level of
         stress
     •   Use distribution fitting to fit appropriate
         models (Weibull, lognormal, etc.) at each
         level of stress

2.   Structural Part
     •   Life-stress relationship
     •   Use regression models to relate the stress
         variable to the Time To Failure Distribution
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ALT Models have 2 parts




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Acceleration Models

 Acceleration models relate accelerating
  factors (e.g. temp, voltage) to the TTF
  distribution.

 Model depends on acceleration method
  (usage or stress) and the type of stress

 Physical models are based on physical or
  chemical theory that describes the failure
  causing process
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Life-Stress Models
   Increased stress promotes earlier failures and
    life is predicted as a function of time and stress

   Common stress factors include:
    – Temperature, Load, Pressure, Voltage, Current,
      Thermal cycling, etc.

   The models assume stress levels are positive.
    For temperature, use absolute temperature
    (Kelvin) instead of Celsius or Farenheit



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Acceleration Factor

 Quantifies the degree to which a given
  stress accelerates failure times

  AF = Life at Use Condition / Life at Stress Condition

 Acceleration factor increases with stress




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Acceleration Factor
  ReliaSoft ALTA 7 - www.ReliaSoft.com
                                                                   Acc el erati on Factor vs Stres s
                            10.000
                                                                                                                            Acceleration Factor

                                                                                                                            Data 1
                                                                                                                            Arrhenius
                                                                                                                            Weibull
                                                                                                                            323
                                                                                                                            F= | S=
                                                                                                                               30     0
                                                                                                                                  AF Line
                                         8.000
     A c c e le r a t io n F a c t o r




                                         6.000




                                         4.000




                                         2.000




                                                                                                                            Steven Wachs
                                                                                                                            integral Concepts, Inc.
                                                                                                                            8/17/2011
                                                                                                                            9:47:29 PM
                                         0.000
                                             300.000   340.000         380.000                420.000   460.000   500.000
                                                                                 Temp erat u re
  Beta=4.2916; B=1861.6187; C=58.9848




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Arrhenius Model (Temp Acceleration)

  Commonly used for products which fail as
   a result of material degradation at
   elevated temperatures

  Based on a kinetic model that describes
   the effect of temperature on the rate of a
   simple chemical reaction.



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Arrhenius Relationship



   Rate = rate of a chemical reaction (rate is inversely
            proportional to life)
   tempK = absolute temperature in the Kelvin scale
           = temp in deg C + 273.15
   kB = Boltzmann’s constant = 8.6171x10-5= 1/11605
         electron volts per deg C
   Ea = activation energy in electron volts
   g = a constant
   (Ea and g are product or material characteristics)
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Arrhenius Model (ALTA Formulation)




 Rate = rate of a chemical reaction (rate is inversely
         proportional to life)
 T = absolute temperature in Kelvin
 kB = Boltzmann’s constant = 8.6171x10-5= 1/11605
       electron volts per deg C
 Ea = activation energy in electron volts
 C = a constant


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Arrhenius Model (ALTA Formulation)




  Let:


  Then:




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Arrhenius-Weibull Model

The Weibull PDF


 Scale Parameter




          b, B, and C are estimated from the data (MLE)
          (the PDF is a function of time and temperature)

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Inverse Power Law Model

 Supports a variety of stress variables such as
  voltage, temperature, load, etc.

 Assumes that the product life is proportional
  to the inverse power of the stress induced




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Inverse Power Law Relationship




   where:
   T(V) = TTF at a given voltage
   V = Voltage
   A = constant (product characteristic)
   a = constant (product characteristic)
   (Voltage is the acceleration variable here)

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Inverse Power Model (ALTA Formulation)




Taking logs of both sides, we have:




If failure time and stress are on log scales, this is a linear relationship




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Other Models

  Some 2-stress and multiple stress models
  will be mentioned later

  Many specific models have been developed
  (for certain materials, failure modes, and
  applications) although most may be
  modeled with general formulations.



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Guidelines for ALT Models
   Acceleration Factor(s) should be chosen to
    accelerate failure modes
   The amount of extrapolation between test stresses
    and use condition should be minimized
   Different failure modes may be accelerated at
    different rates (best to focus on one or two modes)
   The available data will generally provide little
    power to detect model lack of fit. An
    understanding of the physics is important.


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Guidelines for ALT Models
   Sensitivity analysis should be performed to assess
    the impact of changing model assumptions
   ALT should be planned and conducted by teams
    including personnel knowledgeable about the
    product, its use environment, the
    physical/chemical/mechanical aspects of the
    failure mode, and the statistical aspects of the
    design and analysis of reliability tests
   ALT results should be correlated with longer term
    tests or field data


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Strategy for Analyzing ALT Data
1.   Examine the data graphically
2.   Generate multiple probability plots
3.   Fit an overall model
4.   Perform residual analysis
5.   Assess reasonableness of the model
6.   Utilize model for predictions (with
     uncertainly quantified)


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Example – Analyzing ALT Data
 ALT of mylar-polyurethane insulation used
  in high performance electromagnets*
 Insulation has a characteristic dielectric
  strength which may degrade over time
 When applied voltage exceeds dielectric
  strength a short circuit will occur
 Accelerating variable is voltage

*From Meeker & Escobar (1998)

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Example – Analyzing ALT Data
Time to Failure (Minutes) of Mylar-Polyurethane Insulation

                  Voltage Stress (kV/mm)
              219.0     157.1      122.4              100.3

               15.0          49.0            188.0    606.0
               16.0          99.0            297.0   1012.0
               36.0         154.5            405.0   2520.0
               50.0         180.0            744.0   2610.0
               55.0         291.0           1218.0   3988.0
               95.0         447.0           1340.0   4100.0
              122.0         510.0           1715.0   5025.0
              129.0         600.0           3382.0   6842.0
              625.0        1656.0
              700.0        1721.0

                      www.integral-concepts.com               148
                      ©2012 Copyright
Example – Analyzing ALT Data
• TTF data collected at four stress (voltage)
  levels

• Normal operating voltage level is 50 kV/mm

• Fit appropriate model

• Find 95% confidence interval for the B10 life



                www.integral-concepts.com         149
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Graphical Analysis




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Multiple Probability Plots




          www.integral-concepts.com   151
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Finds the best fitting stochastic model given
        a specified structural model

     www.integral-concepts.com                  152
     ©2012 Copyright
Fitting the Model




                                 Model:        Inverse Power Law
Std. = scale parameter for       Distribution: Lognormal
Lognormal distribution           Analysis:     MLE
                                 Std: 1.049793128
The location parameter
is a function of Voltage         K: 1.149419255E-012
per the IPL model                n: 4.289109625
                                 LK Value:     -271.4247009
                                 Fail  Susp: 36  0
                           www.integral-concepts.com               153
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ReliaSoft AL TA 7 - www.ReliaSoft.com
                                                  Probabi l i ty - Lognormal
                99.000
                                                                                                        Probability

                                                                                                        Data 1
                                                                                                        Inverse Power Law
                                                                                                        Lognormal
                                                                                                        100.3
                                                                                                        F= | S=
                                                                                                           8      0
                                                                                                              Stress Level Points
                                                                                                              Stress Level Line
                                                                                                        122.4
                                                                                                        F= | S=
                                                                                                           8      0
                                                                                                              Stress Level Points
                                                                                                              Stress Level Line
                                                                                                        157.1
                                                                                                        F= | S=
                                                                                                           10      0
                                                                                                              Stress Level Points
                                                                                                              Stress Level Line
                                                                                                        219
                                                                                                        F= | S=
                                                                                                           10      0
   U n r e lia b ilit y




                                                                                                              Stress Level Points
                                                                                                              Stress Level Line
                                                                                                        50
                50.000                                                                                        Use Level Line




                10.000


                          5.000


                                                                                                        Steven Wachs
                                                                                                        integral Concepts, Inc.
                                                                                                        8/19/2011
                                                                                                        3:15:43 PM
                          1.000
                              10.000    100.000            1000.000            10000.000   100000.000
                                                             Time
Std=1.0498; K=1.1494E-12; n=4.2891




                                           www.integral-concepts.com                                                                154
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                                                    Us e Level Probabi l i ty Lognormal
                99.000
                                                                                                               Use Level
                                                                                                               CB@90% 2-Sided

                                                                                                               Data 1
                                                                                                               Inverse Power Law
                                                                                                               Lognormal
                                                                                                               50
                                                                                                               F= | S=
                                                                                                                  36      0
                                                                                                                     Data Points
                                                                                                                     Use Level Line
                                                                                                                     Top CB-II
                                                                                                                     Bottom CB-II
   U n r e lia b ilit y




                50.000




                10.000


                          5.000


                                                                                                               Steven Wachs
                                                                                                               integral Concepts, Inc.
                                                                                                               8/19/2011
                                                                                                               3:22:01 PM
                          1.000
                             1000.000   10000.000               100000.000            1000000.000   1.000E+7
                                                                    Time
Std=1.0498; K=1.1494E-12; n=4.2891




                                               www.integral-concepts.com                                                                 155
                                               ©2012 Copyright
ReliaSoft AL TA 7 - www.ReliaSoft.com
                                                      R el i abi l i ty vs Ti me
               1.000
                                                                                                             Reliability
                                                                                                             CB@90% 2-Sided [R]

                                                                                                             Data 1
                                                                                                             Inverse Power Law
                                                                                                             Lognormal
                                                                                                             50
                                                                                                             F= | S=
                                                                                                                36      0
               0.800                                                                                               Data Points
                                                                                                                   Reliability Line
                                                                                                                   Top CB-II
                                                                                                                   Bottom CB-II




               0.600
   R e lia b ilit y




               0.400




               0.200




                                                                                                             Steven Wachs
                                                                                                             integral Concepts, Inc.
                                                                                                             8/19/2011
                                                                                                             3:25:11 PM
               0.000
                       0.000       60000.000     120000.000           180000.000   240000.000   300000.000
                                                               Time
Std=1.0498; K=1.1494E-12; n=4.2891



                                               www.integral-concepts.com                                                               156
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                                                      Unrel i abi l i ty vs Ti me
                   1.000
                                                                                                              Unreliability

                                                                                                              Data 1
                                                                                                              Inverse Power Law
                                                                                                              Lognormal
                                                                                                              50
                                                                                                              F= | S=
                                                                                                                 36     0
                                                                                                                    Data Points
                   0.800                                                                                            Unreliability Line




                   0.600
   U n r e lia b ilit y




                   0.400




                   0.200




                                                                                                              Steven Wachs
                                                                                                              integral Concepts, Inc.
                                                                                                              8/19/2011
                                                                                                              3:19:32 PM
                   0.000
                           0.000   60000.000      120000.000           180000.000   240000.000   300000.000
                                                                Time
Std=1.0498; K=1.1494E-12; n=4.2891




                                               www.integral-concepts.com                                                                 157
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ReliaSoft AL TA 7 - www.ReliaSoft.com
                                                               Fai l ure R ate vs Ti me
               5.000E-5
                                                                                                                       Failure Rate

                                                                                                                       Data 1
                                                                                                                       Inverse Power Law
                                                                                                                       Lognormal
                                                                                                                       50
                                                                                                                       F= | S=
                                                                                                                          36      0
                                                                                                                             Failure Rate Line
               4.000E-5




               3.000E-5
   F a ilu r e R a t e




               2.000E-5




               1.000E-5




                                                                                                                       Steven Wachs
                                                                                                                       integral Concepts, Inc.
                                                                                                                       8/19/2011
                                                                                                                       3:52:01 PM
                         0.000
                                 0.000   100000.000         200000.000          300000.000   400000.000   500000.000
                                                                         Time
Std=1.0498; K=1.1494E-12; n=4.2891




                                                      www.integral-concepts.com                                                                  158
                                                      ©2012 Copyright
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                                                  Li fe vs Stres s
    100000.000
                                                                                Life

                                                                                Data 1
                                                                                Inverse Power Law
                                                                                Lognormal
                                                                                50
                                                                                F= | S=
                                                                                   36      0
                                                                                      Median Line
                                                                                100.3
                                                                                      Stress Level Points
       10000.000                                                                      Median Point
                                                                                      Imposed Pdf
                                                                                122.4
                                                                                      Stress Level Points
                                                                                      Median Point
                                                                                      Imposed Pdf
                                                                                157.1
                                                                                      Stress Level Points
                                                                                      Median Point
                                                                                      Imposed Pdf
                                                                                219
                                                                                      Stress Level Points
   L ife




           1000.000                                                                   Median Point
                                                                                      Imposed Pdf




            100.000




                                                                                Steven Wachs
                                                                                integral Concepts, Inc.
                                                                                8/19/2011
                                                                                4:15:19 PM
              10.000
                    10.000                            100.000        1000.000
                                                      V olt ag e
Std=1.0498; K=1.1494E-12; n=4.2891




                                        www.integral-concepts.com                                           159
                                        ©2012 Copyright
ReliaSoft AL TA 7 - www.ReliaSoft.com
                                                              Acc el erati on Factor vs Stres s
                      600.000
                                                                                                                       Acceleration Factor

                                                                                                                       Data 1
                                                                                                                       Inverse Power Law
                                                                                                                       Lognormal
                                                                                                                       50
                                                                                                                       F= | S=
                                                                                                                          36     0
                                                                                                                             AF Line
                      480.000
   A c c e le r a t io n F a c t o r




                      360.000




                      240.000




                      120.000




                                                                                                                       Steven Wachs
                                                                                                                       integral Concepts, Inc.
                                                                                                                       8/19/2011
                                                                                                                       4:17:07 PM
                                       0.000
                                           10.000   68.000        126.000                184.000   242.000   300.000
                                                                            V olt ag e
Std=1.0498; K=1.1494E-12; n=4.2891




                                                             www.integral-concepts.com                                                           160
                                                             ©2012 Copyright
ReliaSoft AL TA 7 - www.ReliaSoft.com
                                                 Standardi z ed R es i dual s
               99.000
                                                                                                 Standard Residuals

                                                                                                 Data 1
                                                                                                 Inverse Power Law
                                                                                                 Lognormal
                                                                                                       Residual Line
                                                                                                 100.3
                                                                                                 F= | S=
                                                                                                    8     0
                                                                                                       Residuals
                                                                                                 122.4
                                                                                                 F= | S=
                                                                                                    8     0
                                                                                                       Residuals
                                                                                                 157.1
                                                                                                 F= | S=
                                                                                                    10     0
                                                                                                       Residuals
                                                                                                 219
                                                                                                 F= | S=
                                                                                                    10     0
                                                                                                       Residuals
   P r o b a b ilit y




               50.000




               10.000


                        5.000


                                                                                                 Steven Wachs
                                                                                                 integral Concepts, Inc.
                                                                                                 8/19/2011
                                                                                                 4:18:09 PM
                        1.000
                            -10.000     -6.000    -2.000                2.000   6.000   10.000
                                                           Resid u al
Std=1.0498; K=1.1494E-12; n=4.2891




                                                 www.integral-concepts.com                                                 161
                                                 ©2012 Copyright
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods
Predicting product life using reliability analysis methods

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Predicting product life using reliability analysis methods

  • 1. Predicting Product  Predicting Product Life Using Reliability  Life Using Reliability y Analysis Methods Steven Wachs ©2011 ASQ & Presentation Steven Presented live on Nov 09th ~ 11th, 2012 http://reliabilitycalendar.org/The_Re liability_Calendar/Short_Courses/Sh liability Calendar/Short Courses/Sh ort_Courses.html
  • 2. ASQ Reliability Division  ASQ Reliability Division Short Course Series Short Course Series One of the monthly webinars  One of the monthly webinars on topics of interest to  reliability engineers. To view recorded webinar (available to ASQ Reliability  Division members only) visit asq.org/reliability ) / To sign up for the free and available to anyone live  webinars visit reliabilitycalendar.org and select English  Webinars to find links to register for upcoming events http://reliabilitycalendar.org/The_Re liability_Calendar/Short_Courses/Sh liability Calendar/Short Courses/Sh ort_Courses.html
  • 3. Predicting Product Life Using Reliability Analysis Methods Steven Wachs Principal Statistician Integral Concepts, Inc. www.integral-concepts.com 248-884-2276 www.integral-concepts.com 1 ©2012 Copyright
  • 4. Agenda  Reliability Concepts & Reliability Data  Probability, Statistics, and Distributions  Assessing & Selecting Models  Estimating Reliability Statistics  Systems Reliability  Reliability Test Planning  Accelerated Life Testing  Warranty Analysis www.integral-concepts.com 2 ©2012 Copyright
  • 5. Motivation Intense Global Competition Customer Expectations Customer Loyalty Product Liability www.integral-concepts.com 3 ©2012 Copyright
  • 6. Defining Reliability Reliability is the probability that a material, component, or system will perform its intended function under defined operating conditions for a specified period of time. www.integral-concepts.com 4 ©2012 Copyright
  • 7. Ambiguity in Definition  What is the intended function?  What are the defined operating conditions?  How should time be defined? We must clearly define these characteristics when defining reliability for a specific application www.integral-concepts.com 5 ©2012 Copyright
  • 8. Reliability Data  Life Data  Time-To-Failure (TTF) Data  Time-Between-Failure (TBF) Data  Survival Data  Event-time Data  Degradation Data www.integral-concepts.com 6 ©2012 Copyright
  • 9. Unique Aspects of Reliability Data  Presence of Censoring  Reliability Models based on positive random variables (e.g. exponential, lognormal, Weibull, gamma)  Interpolation and extrapolation often required www.integral-concepts.com 7 ©2012 Copyright
  • 10. Repairable vs. Non-repairable  The focus of this course is non- repairable components or systems (characterized by time to failure)  Repairable systems are characterized by time between failure www.integral-concepts.com 8 ©2012 Copyright
  • 11. The Bathtub Curve www.integral-concepts.com 9 ©2012 Copyright
  • 12. The Reliability Function R(to ) = P(T > to ) where T =“time” to failure www.integral-concepts.com 10 ©2012 Copyright
  • 13. Censored Data  When exact failure times are not known  Provides useful information for estimation of reliability (Do NOT drop from analysis)  Types of Censoring – Right Censoring – Left Censoring – Interval Censoring www.integral-concepts.com 11 ©2012 Copyright
  • 14. Types of Censoring Left Censoring Right Censoring Interval Censoring www.integral-concepts.com 12 ©2012 Copyright
  • 15. Other Censoring Ideas  Competing Risks • Impact on Reliability estimates • Alternatives (if extreme censoring exists) – Use Accelerated Testing Conditions – Use Degradation Data www.integral-concepts.com 13 ©2012 Copyright
  • 16. Agenda  Reliability Concepts & Reliability Data  Probability, Statistics, and Distributions  Assessing & Selecting Models  Estimating Reliability Statistics  Systems Reliability  Reliability Test Planning  Accelerated Life Testing  Warranty Analysis www.integral-concepts.com 14 ©2012 Copyright
  • 17. Describing Time to Failure www.integral-concepts.com 15 ©2012 Copyright
  • 18. Integrating the PDF B c fxdx d PX  B  PX  c, d  www.integral-concepts.com 16 ©2012 Copyright
  • 19. Reliability Distribution Plot 0.0008 0.0007 0.0006 0.0005 Density 0.0004 0.0003 0.0002 0.0001 R(1500) 0.0000 0 1500 X www.integral-concepts.com 17 ©2012 Copyright
  • 20. Failure Probability (Cumulative) Distribution Plot 0.0008 F(500) 0.0007 0.0006 0.0005 Density 0.0004 0.0003 0.0002 0.0001 0.0000 0 500 X www.integral-concepts.com 18 ©2012 Copyright
  • 21. The CDF  fxdx t Ft  PX  , t  www.integral-concepts.com 19 ©2012 Copyright 19
  • 22. CDF/Reliability Relationship www.integral-concepts.com 20 ©2012 Copyright
  • 23. Hazard Function (Rate) The propensity to fail in the next instant given that it hasn’t failed up to that time (“instantaneous failure rate function”) ft ft ht  1Ft  Rt www.integral-concepts.com 21 ©2012 Copyright
  • 24. www.integral-concepts.com 22 ©2012 Copyright
  • 25. Mean Time to Failure (MTTF)  The Expected Value or the Mean of the Time to Failure Random Variable  The average time to failure (often significantly larger than the median time to failure)  The MTTF can be misleading as often as much as 70% of the population will fail before the MTTF   MTTF  ET  0 tftdt  0 Rtdt www.integral-concepts.com 23 ©2012 Copyright
  • 26. B-Life (or Quantile) The time at which a specified proportion of the population is expected to fail www.integral-concepts.com 24 ©2012 Copyright
  • 27. Advantages of Parametric Models  May be described concisely with a few parameters  Allows extrapolation (in time)  Provide “smooth” estimates of failure time distributions www.integral-concepts.com 25 ©2012 Copyright
  • 28. Common Distributions in Reliability  Weibull  Exponential  Lognormal  Gamma  Binomial  Loglogistic  Etc. www.integral-concepts.com 26 ©2012 Copyright
  • 29. Exponential Distribution  The simplest model used in reliability analysis (and sometimes misused)  Described by a single parameter, l which is the hazard rate (inverse of MTTF)  Key property: the hazard rate is constant (the only distribution with this property) www.integral-concepts.com 27 ©2012 Copyright
  • 30. Exponential Distribution • pdf: f(t) = le-lt • cdf: F(t) = 1 - e-lt • Reliability: R(t) = e-lt • Hazard rate: h(t) = l • MTTF = 1/l = q • Quantile: F-1(p) = (1/l)[-ln(1-p)] www.integral-concepts.com 28 ©2012 Copyright
  • 31. Exponential Distribution Example Light bulb lifetime may be described by an exponential distribution. The MTTF = 12,000 hrs. Find: A. Hazard Rate B. Proportion failing by 12,000 hrs C. Proportion failing by 24,000 hrs www.integral-concepts.com 29 ©2012 Copyright
  • 32. Exponential Distribution Example Solution A. l = 1/12,000 = 0.000083 = 83 failures per million hrs 12,000 B. F12, 000  1  e 12,000  1 1 e  0. 632 24,000 C. F24, 000  1  e 12,000  1 1  0. 865 e2 www.integral-concepts.com 30 ©2012 Copyright
  • 33. Exponential Distribution Guidelines  Constant hazard rate implies that the probability that a unit will fail in the next instant does not depend on the unit’s age  Reasonable for many electronic components that do not wear out  Usually inappropriate for modeling TTF of mechanical components that are subject to fatigue, corrosion, or wear www.integral-concepts.com 31 ©2012 Copyright
  • 34. The Weibull Distribution  The most common model in reliability analysis  Described by 2 parameters: h = “scale” parameter b = “shape” parameter  Flexible model that can effectively model a wide variety of failure distributions www.integral-concepts.com 32 ©2012 Copyright
  • 35. The Weibull Distribution (some functions)  1  t   pdf: ft     t  e    t  cdf: Ft  1  e    t  Reliability: Rt  e   1  Hazard rate: ht     t  www.integral-concepts.com 33 ©2012 Copyright
  • 36. The Weibull Shape Parameter Failure Rate ? www.integral-concepts.com 34 ©2012 Copyright
  • 37. The Weibull Scale Parameter ? www.integral-concepts.com 35 ©2012 Copyright
  • 38. Weibull Characteristics  h is also referred to as the 63.2nd percentile  To see this: set t = h in F(t)    Ft  F  1  e  1   1e  1  e  0. 632 1 • The value of b is irrelevant when t = h www.integral-concepts.com 36 ©2012 Copyright
  • 39. Conditional Reliability  An application of conditional probability  Needed to estimate reliability when “burn- in” is used or to estimate reliability after a warranty period. Rtt 0  Rt|t 0   Rt 0  www.integral-concepts.com 37 ©2012 Copyright
  • 40. Agenda  Reliability Concepts & Reliability Data  Probability, Statistics, and Distributions  Assessing & Selecting Models  Estimating Reliability Statistics  Systems Reliability  Reliability Test Planning  Accelerated Life Testing  Warranty Analysis www.integral-concepts.com 38 ©2012 Copyright
  • 41. Selecting Models  Given time-to-failure data (failures and censored data), which distribution best describes the data?  Graphical Methods (probability plotting) and/or Statistical Methods may be utilized www.integral-concepts.com 39 ©2012 Copyright
  • 42. Probability Plots  Graphical method to assess “fit”  Fit is determined by how well the plotted points align along a straight line  Plotted variables are “transformed” so that y is a linear function of x – X axis: Plot observed failure times – Y axis: Plot estimated cumulative probabilities (p) www.integral-concepts.com 40 ©2012 Copyright
  • 43. Probability Plotting www.integral-concepts.com 41 ©2012 Copyright
  • 44. Constructing Probability Plots • X-Axis – Observed/Transformed Failure Times • Y-Axis – Estimated/Transformed Cumulative Probabilities • Transformed quantities for plot depend on the distribution www.integral-concepts.com 42 ©2012 Copyright
  • 45. Constructing Probability Plots www.integral-concepts.com 43 ©2012 Copyright
  • 46. Linearizing the CDF - Example  Consider the Weibull distribution. Recall that the Weibull cdf is:   t Ft  1  e  • We need to transform F(t) to achieve a linear function www.integral-concepts.com 44 ©2012 Copyright
  • 47. Linearizing the CDF - Example   t 1  Ft  e  t  1 1Ft e   ln 1Ft      1 t ln ln 1Ft  1   lnt   ln By setting: y  ln ln 1Ft  1 x  lnt C   ln we have: y  x  C www.integral-concepts.com 45 ©2012 Copyright
  • 48. Graphical Estimation 2.75 b = 2.0/2.75 = 0.73 2.0 h www.integral-concepts.com 46 ©2012 Copyright
  • 49. Selecting Models  Multiple Distributions may adequately describe the time-to-failure data  Sensitivity Analysis is recommended to assess how reliability predictions vary with alternative viable models  Confidence Intervals on reliability estimates do not include model uncertainty www.integral-concepts.com 47 ©2012 Copyright
  • 50. Selecting a Distribution www.integral-concepts.com 48 ©2012 Copyright
  • 51. Handling Multiple Failure Modes  Multiple Failure Modes should be modeled separately (if data exists)  Failure rates of the various failure modes are typically different  Overall Reliability may be predicted using system reliability concepts (series model) www.integral-concepts.com 49 ©2012 Copyright
  • 52. Handling Multiple Failure Modes ReliaSoft Weibull++ 7 - www.ReliaSoft.com Probability - W eibull 99.000 Probability-Weibull Data 1 Weibull-2P 90.000 ML E SRM MED FM F=40/S=0 Data Points Probability Line 50.000 U n re l i a b i l i ty , F (t) 10.000 5.000 Steven Wachs integral Concepts, Inc. 10/28/2011 1:05:27 PM 1.000 0.010 0.100 1.000 10.000 100.000 1000.000 10000.000 Time, ( t) b   h     www.integral-concepts.com 50 ©2012 Copyright
  • 53. Handling Multiple Failure Modes ReliaSoft Weibull++ 7 - www.ReliaSoft.com Probability - W eibull 99.000 Probability-Weibull Data 1 Weibull-CFM 90.000 ML E SRM MED FM CFM 1 Points CFM 2 Points CFM 1 L ine CFM 2 L ine Probability Line 50.000 U n re l i a b i l i ty , F (t) 10.000 5.000 Steven Wachs integral Concepts, Inc. 10/28/2011 1:03:08 PM 1.000 0.010 0.100 1.000 10.000 100.000 1000.000 10000.000 Time, ( t) b    h      b   h   www.integral-concepts.com 51 ©2012 Copyright
  • 54. Agenda  Reliability Concepts & Reliability Data  Probability, Statistics, and Distributions  Assessing & Selecting Models  Estimating Reliability Statistics  Systems Reliability  Reliability Test Planning  Accelerated Life Testing  Warranty Analysis www.integral-concepts.com 52 ©2012 Copyright
  • 55. Reliability Estimation  From the time-to-failure distribution we can estimate quantities like: • Reliability at various times • Time at which x% are expected to fail • Failure (hazard) rates • Mean time to failure  Confidence Intervals or Bounds should be included to account for estimation uncertainty www.integral-concepts.com 53 ©2012 Copyright
  • 56. Reliability Estimation  Estimation Methods • Maximum Likelihood Estimation (MLE): nice statistical properties, handles censored data well, biased estimates for small sample sizes • Rank Regression: Unbiased estimates but poorer precision and does not handle censored data as well as MLE www.integral-concepts.com 54 ©2012 Copyright
  • 57. Properties of Estimators  Bias – The extent to which the estimator differs on average from the true value. (An unbiased estimator equals the true value on average)  Precision – The amount of variability in the estimates. www.integral-concepts.com 55 ©2012 Copyright
  • 58. Properties of Estimators www.integral-concepts.com 56 ©2012 Copyright
  • 59. Estimation Methods  Maximum Likelihood Estimation – Generally preferred by statisticians (minimum variance) although the estimates tend to be biased – ML method finds parameter values which maximize the likelihood function (the joint probability of observing all of the data). – The maximization of the likelihood function usually must be done numerically (rather than analytically). www.integral-concepts.com 57 ©2012 Copyright
  • 60. MLE Example (Weibull) • Given failure time data, we need to estimate h, b. i1 fx i  fx 1 fx 2 . . . fx n  n L  L      e n  x 1  xi i  i1 • We maximize likelihood function by taking derivatives with respect to each parameter www.integral-concepts.com 58 ©2012 Copyright
  • 61. Effect of Censored Data on the Likelihood Function • With no censoring, the likelihood function is: i1 fx i   fx 1 fx 2 . . . fx n  n L • Censored observations cannot use the pdf since the failure time is unknown www.integral-concepts.com 59 ©2012 Copyright
  • 62. Effect of Censored Data on the Likelihood Function • Suppose we have a right-censored observation at time = 1500? • What function indicates the probability of this occurring? www.integral-concepts.com 60 ©2012 Copyright
  • 63. Effect of Censored Data on the Likelihood Function • Suppose we have a right-censored observation at time = 1500? • What function indicates the probability of this occurring? • R(1500) gives the probability that a unit fails at time 1500 or later. www.integral-concepts.com 61 ©2012 Copyright
  • 64. Effect of Censored Data on the Likelihood Function Distribution Plot 0.0008 0.0007 0.0006 0.0005 Density 0.0004 0.0003 0.0002 0.0001 R(1500) 0.0000 0 1500 X www.integral-concepts.com 62 ©2012 Copyright
  • 65. Effect of Censored Data on the Likelihood Function • Suppose we have a left-censored observation at time = 500? • What function indicates the probability of this occurring? www.integral-concepts.com 63 ©2012 Copyright
  • 66. Effect of Censored Data on the Likelihood Function • Suppose we have a left-censored observation at time = 500? • What function indicates the probability of this occurring? • F(500) gives the probability that a unit fails at time 500 or earlier. www.integral-concepts.com 64 ©2012 Copyright
  • 67. Effect of Censored Data on the Likelihood Function Distribution Plot 0.0008 F(500) 0.0007 0.0006 0.0005 Density 0.0004 0.0003 0.0002 0.0001 0.0000 0 500 X www.integral-concepts.com 65 ©2012 Copyright
  • 68. Effect of Censored Data on the Likelihood Function • Suppose we have an interval censored condition where the failure occurred between 1000 and 1300. • What function indicates the probability of this occurring? www.integral-concepts.com 66 ©2012 Copyright
  • 69. Effect of Censored Data on the Likelihood Function • Suppose we have an interval censored condition where the failure occurred between 1000 and 1300. • What function indicates the probability of this occurring? • F(1300)-F(1000) gives the probability that a unit fails between 1000 and 1300 www.integral-concepts.com 67 ©2012 Copyright
  • 70. Effect of Censored Data on the Likelihood Function Distribution Plot 0.0008 0.0007 0.0006 0.0005 F(1300)-F(1000) Density 0.0004 0.0003 0.0002 0.0001 0.0000 0 1000 1300 X www.integral-concepts.com 68 ©2012 Copyright
  • 71. Estimation Methods • Rank Regression – Determines best fit line on the probability plot by using least squares regression – Fitted line is used to estimate parameters www.integral-concepts.com 69 ©2012 Copyright
  • 72. Failure Probability Plot www.integral-concepts.com 70 ©2012 Copyright
  • 73. Reliability Estimation www.integral-concepts.com 71 ©2012 Copyright
  • 74. Estimating with Multiple Failure Modes Failure Time Failure Model Failure Time Failure Model 63 linkage 791 motor 116 linkage 808 motor 237 linkage 823 motor 249 linkage 841 motor 297 linkage 869 motor 384 linkage 874 linkage 386 linkage 878 motor 420 linkage 981 motor 467 linkage 991 motor 485 motor 999 motor 522 linkage 1005 motor 541 linkage 1007 motor 592 linkage 1046 motor 595 linkage 1084 motor 601 linkage 1086 motor 624 linkage 1190 motor 655 motor 1299 motor 662 linkage 1481 linkage 702 linkage 1502 motor 721 linkage 1581 motor www.integral-concepts.com 72 ©2012 Copyright
  • 75. Linkage Failure Mode Distribution Analysis: Failure Time Variable: Failure Time Failure Mode: fm = linkage Censoring Information Count Uncensored value 20 Right censored value 20 Estimation Method: Maximum Likelihood Distribution: Weibull Parameter Estimates Standard 95.0% Normal CI Parameter Estimate Error Lower Upper Shape 1.34641 0.264909 0.915592 1.97994 Scale 1325.81 240.466 929.169 1891.76 www.integral-concepts.com 73 ©2012 Copyright
  • 76. Motor Failure Mode Distribution Analysis: Failure Time Variable: Failure Time Failure Mode: fm = motor Censoring Information Count Uncensored value 20 Right censored value 20 Estimation Method: Maximum Likelihood Distribution: Weibull Parameter Estimates Standard 95.0% Normal CI Parameter Estimate Error Lower Upper Shape 4.17342 0.634609 3.09784 5.62245 Scale 1154.46 62.7168 1037.86 1284.17 www.integral-concepts.com 74 ©2012 Copyright
  • 77. Multiple Failure Modes Probability Plot for Failure Time Complete Data - ML Estimates F ailure M ode = linkage Failure Mode = linkage Failure Mode = motor S hape S cale Weibull - 95% CI Weibull - 95% CI 1.34641 1325.81 F ailure M ode = motor 95 95 S hape S cale 4.17342 1154.46 80 80 50 50 Percent 20 Percent 20 5 5 2 2 1 1 10 100 1000 10000 500 1000 2000 Failure Time Failure Time www.integral-concepts.com 75 ©2012 Copyright
  • 78. Multiple Failure Modes Survival Plot for Failure Time Complete Data - ML Estimates F ailure M ode = linkage Failure Mode = linkage Failure Mode = motor S hape S cale Weibull - 95% CI Weibull - 95% CI 1.34641 1325.81 F ailure M ode = motor 100 100 S hape S cale 4.17342 1154.46 80 80 60 60 Percent Percent 40 40 20 20 0 0 0 1500 3000 4500 500 1000 1500 Failure Time Failure Time www.integral-concepts.com 76 ©2012 Copyright
  • 79. Multiple Failure Modes Survival Plot for Failure Time Multiple Distributions - 95% CI Complete Data - ML Estimates 100 80 60 Percent 40 20 0 0 200 400 600 800 1000 1200 1400 1600 Failure Time www.integral-concepts.com 77 ©2012 Copyright
  • 80. Confidence Intervals • An interval (l, u) around the point estimate that contains the true value with high probability • The interval is said to be a P% confidence interval if P percent of the intervals we might calculate from replicated studies contain the true parameter value www.integral-concepts.com 78 ©2012 Copyright
  • 81. Improving Precision of Estimates  More Data (Failures) = Better Precision (tighter confidence intervals)  Can make more assumptions (assume distribution parameters)  Reduce confidence level (not a real solution) www.integral-concepts.com 79 ©2012 Copyright
  • 82. Agenda  Reliability Concepts & Reliability Data  Probability, Statistics, and Distributions  Assessing & Selecting Models  Estimating Reliability Statistics  Systems Reliability  Reliability Test Planning  Accelerated Life Testing  Warranty Analysis www.integral-concepts.com 80 ©2012 Copyright
  • 83. System Reliability  A System may be thought of as a collection of components or subsystems  System Reliability Depends on: a. Component reliability b. Configuration (redundancy) c. Time www.integral-concepts.com 81 ©2012 Copyright
  • 84. A Series System i1 R it  R 1 tR 2 tR 3 tR 4 t 4 R s t  Example: If the component reliabilities are 0.9, 0.9. 0.8, 0.8 at 1 year Then the System reliability at 1 year is: 0.9*0.9*0.8*0.8 = 0.52 www.integral-concepts.com 82 ©2012 Copyright
  • 85. Series Model for Multiple Failure Modes n Rt   R it  R A tR BtR C tR Dt i1 www.integral-concepts.com 83 ©2012 Copyright
  • 86. A Parallel System (Redundant Components) R s t  1  F s t  1  F 1 tF 2 tF 3 t  1  1  R 1 t1  R 2 t1  R 3 t www.integral-concepts.com 84 ©2012 Copyright
  • 87. A Parallel System (Redundant Components) Example: If the component reliabilities are 0.9, 0.9. 0.9 at 1 year Then the System reliability at 1 year is: 1 - (.1)*(.1)*(.1) = 0.999 www.integral-concepts.com 85 ©2012 Copyright
  • 88. k-out-of-n Parallel Systems  System consists of n components in which k of the n components must function in order for the system to function  For example, if 2 of 4 engines are required to fly, then the system will not fail if: – All 4 engines operate – Any 3 operate – Any 2 operate www.integral-concepts.com 86 ©2012 Copyright
  • 89. k-out-of-n Parallel Systems If all components have the same reliability, R(t): The probabilities of all possible combinations leading to success are summed www.integral-concepts.com 87 ©2012 Copyright
  • 90. k-out-of-n Parallel Systems Example Suppose a system consists of 6 identical pumps. For the system to function, at least 4 of the 6 pumps must operate. If the reliability of each pump at 3 years in service is 0.90, what is the system reliability at 3 years? www.integral-concepts.com 88 ©2012 Copyright
  • 91. Effect of k on System Reliability  As k increases, system reliability decreases  If k = 1 Pure Parallel System  If k = n Series System www.integral-concepts.com 89 ©2012 Copyright
  • 92. Effect of k on System Reliability System Reliability vs k (k-out-of-6, R = 0.90) 1.0 0.9 0.8 k Reliability Reliability 1 1.0000 2 0.9999 0.7 3 0.9987 4 0.9842 5 0.8857 0.6 6 0.5314 0.5 1 2 3 4 5 6 k www.integral-concepts.com 90 ©2012 Copyright
  • 93. k-out-of-n Parallel Systems  When the components in the k-out-of-n parallel configuration do not share the same reliability function, all possible combinations must be computed  Example follows www.integral-concepts.com 91 ©2012 Copyright
  • 94. k-out-of-n System Example Three generators are configured in parallel. At 0.90 least two of the generators must function in order for the 0.8 2/3 system to function. At 5 7 years: R1 = 0.90, R2 = 0.87, R3 = 0.80. What is 0.80 the System Reliability at 5 years? www.integral-concepts.com 92 ©2012 Copyright
  • 95. k-out-of-n System Example  Here, k = 2, n = 3  The following combinations of events lead to a reliable system at 5 years in service: – generator 1,2 operate and generator 3 fails – generator 1,3 operate and generator 2 fails – generator 2,3 operate and generator 1 fails – All three generators operate www.integral-concepts.com 93 ©2012 Copyright
  • 96. k-out-of-n System Example R1 = 0.90 R2 = 0.87 R3 = 0.80 www.integral-concepts.com 94 ©2012 Copyright
  • 97. Reliability Block Diagrams Used to Model System and Estimate System Reliability www.integral-concepts.com 95 ©2012 Copyright
  • 98. Reliability Allocation Problems Given a reliability target for the system, how should subsystem and/or component level reliability requirements be established so that the system objective is met? Typical Goals a. Maximize the System Reliability for a given cost b. Minimize the Cost for a given System Reliability Improve component reliability or add redundancies? www.integral-concepts.com 96 ©2012 Copyright
  • 99. Agenda  Reliability Concepts & Reliability Data  Probability, Statistics, and Distributions  Assessing & Selecting Models  Estimating Reliability Statistics  Systems Reliability  Reliability Test Planning  Accelerated Life Testing  Warranty Analysis www.integral-concepts.com 97 ©2012 Copyright
  • 100. Reliability Test Planning  Estimation Test Plans  Determine sample size needed to estimate reliability characteristics with a specified precision  Planning information such as assumed distribution parameters, testing time, and censoring scheme is required  Failures during testing are required www.integral-concepts.com 98 ©2012 Copyright
  • 101. Sample Sizes for Desired Precision  We select sample size to achieve the desired precision in our estimates  Larger sample size  Greater precision  Greater precision  Smaller confidence intervals www.integral-concepts.com 99 ©2012 Copyright
  • 102. Sample Size Calculations Calculation Depends On:  Distribution used to model the failure data  Level of precision desired  Confidence level  Presence of censoring  Length of test (for Type I censoring)  Failure proportion (for Type II censoring) www.integral-concepts.com 100 ©2012 Copyright
  • 103. Estimation Test Plan Type I right-censored data (Single Censoring) Estimated parameter: 50th percentile Calculated planning estimate = 124.883 Target Confidence Level = 95% Planning distribution: Weibull Scale = 150, Shape = 2 Actual Censoring Sample Confidence Time Precision Size Level 100 62.435 8 96.2010 www.integral-concepts.com 101 ©2012 Copyright
  • 104. Reliability Test Planning  Demonstration Test Plans  Determine sample size (or testing time) needed to demonstrate reliability characteristics (e.g. lower bound on reliability)  Planning information such as assumed distribution and parameter is required  Failures during testing are not required www.integral-concepts.com 102 ©2012 Copyright
  • 105. Reliability Demonstration  Evaluates the following hypothesis H0: The reliability is less than or equal to a specified value H1: The reliability is greater than a specified value www.integral-concepts.com 103 ©2012 Copyright
  • 106. Types of Test Plans  Zero-Failure Test Plans – Test demonstrates reliability if zero failures are observed during test – Useful for highly reliable items  M-Failure Test Plans – Test demonstrates reliability if no more than m failures occur – Permit verification of test design assumptions www.integral-concepts.com 104 ©2012 Copyright
  • 107. Planning Information  Assumptions needed: – Distribution – Shape Parameter (for Weibull) – Scale Parameter (for other distributions such as lognormal, loglogistic, logistic, extreme value) – Assumptions based on expert opinions, prior studies, similar products – Sensitivity analysis is recommended www.integral-concepts.com 105 ©2012 Copyright
  • 108. Computing Test Time or Sample Size  We specify either the sample size or the testing time allocated for each unit (the other quantity is computed)  Demonstration Test Plan consists of: – The maximum number of failures allowed – The sample size – The testing time for each unit www.integral-concepts.com 106 ©2012 Copyright
  • 109. Example: Demonstration Test Plan  Reliability Goal: 1st percentile > 80,000 mi  TTF estimated by Weibull w/ b = 2.5  Can test for 120,000 miles  How many units are needed for zero-failure and 1-failure test plans? www.integral-concepts.com 107 ©2012 Copyright
  • 110. Example: Demonstration Test Plan Demonstration Test Plans Reliability Test Plan Distribution: Weibull, Shape = 2.5 Percentile Goal = 80000,Target Confidence Level = 95% Actual Failure Testing Sample Confidence Test Time Size Level 0 120000 108 94.9768 www.integral-concepts.com 108 ©2012 Copyright
  • 111. Example: Demonstration Test Plan Demonstration Test Plans Reliability Test Plan Distribution: Weibull, Shape = 2.5 Percentile Goal = 80000,Target Confidence Level = 95% Actual Failure Testing Sample Confidence Test Time Size Level 1 120000 172 95.0241 www.integral-concepts.com 109 ©2012 Copyright
  • 112. Example: Demonstration Test Plan  Suppose we can only test 50 units? Reliability Test Plan Distribution: Weibull, Shape = 2.5 Percentile Goal = 80000,Actual Confidence Level = 95% Failure Sample Testing Test Size Time 0 50 163392 www.integral-concepts.com 110 ©2012 Copyright
  • 113. Probability of Passing (POP) Likelihood of Passing for Weibull Model Maximum Failures = 0, Target Alpha = 0.05 Time = 120000, N = 108, Actual alpha = 0.0502316 100 80 60 Percent 40 20 0 2 4 6 8 10 Ratio of Improvement www.integral-concepts.com 111 ©2012 Copyright
  • 114. Probability of Passing (POP) Likelihood of Passing for Weibull Model Maximum Failures = 1, Target Alpha = 0.05 Time = 120000, N = 172, Actual alpha = 0.0497587 100 80 60 Percent 40 20 0 2 4 6 8 10 Ratio of Improvement www.integral-concepts.com 112 ©2012 Copyright
  • 115. Demonstration Test Plan (1st Percentile) Reliability Test Plan Distribution: Weibull, Shape = 2.5 Percentile Goal = 80000, Target Confidence Level = 95% Actual Failure Testing Sample Confidence Test Time Size Level 0 120000 108 94.9768 1 120000 172 95.0241 2 120000 228 94.9669 3 120000 281 94.9567 www.integral-concepts.com 113 ©2012 Copyright
  • 116. Demonstration Test Plans Test Units vs Test Time 772.775 0 Failures 1 Failures 2 Failures 3 Failures 639.853 506.932 N u m b e r o f T e s t U n i ts 374.010 241.088 Steven Wachs integral Concepts, Inc. 10/28/2011 2:25:16 PM 108.167 80000.000 88000.000 96000.000 104000.000 112000.000 120000.000 Test Time www.integral-concepts.com 114 ©2012 Copyright
  • 117. Agenda  Reliability Concepts & Reliability Data  Probability, Statistics, and Distributions  Assessing & Selecting Models  Estimating Reliability Statistics  Systems Reliability  Reliability Test Planning  Accelerated Life Testing  Warranty Analysis www.integral-concepts.com 115 ©2012 Copyright
  • 118. Introduction to ALT  Purpose:To estimate reliability on a timely basis  Inducefailures sooner by testing at accelerated stress conditions  Extrapolateresults obtained at accelerated conditions to use conditions (using acceleration models)  Focus on one or a small number of failure modes www.integral-concepts.com 116 ©2012 Copyright
  • 119. ALT Models (2 parts) www.integral-concepts.com 117 ©2012 Copyright
  • 120. Life is a Function of Time and Stress www.integral-concepts.com 118 ©2012 Copyright
  • 121. Life-Stress Relationship ReliaSoft AL TA 7 - www.ReliaSoft.com Lif e vs Stress 100000.000 Life Data 1 Ey ring Weibull 323 F=30 | S=0 Eta L ine 1% 99% 393 Stress Lev el Points Eta Point Imposed Pdf 408 Stress Lev el Points Eta Point Imposed Pdf 423 Stress Lev el Points Eta Point Imposed Pdf L i fe 10000.000 Steven Wachs integral Concepts, Inc. 7/7/2011 3:07:17 PM 1000.000 300.000 328.000 356.000 384.000 412.000 440.000 Temperature Beta=4.2918; A=-11.0878; B=1454.0864 www.integral-concepts.com 119 ©2012 Copyright
  • 122. Accelerated Stress Testing  Combination of Statistical Modeling and understanding of Physics of Failure  Care must be taken in designing tests to yield useful information  ALT models should be refined based on correlation to actual results obtained at normal use conditions www.integral-concepts.com 120 ©2012 Copyright
  • 123. Accelerated Life Testing - Topics  Purpose and Key Concepts  Accelerated Life Test Models  One, Two, and Multiple Stress Models  ALT Test Planning  Accelerated Degradation Models  Pitfalls, Guidelines, and Examples www.integral-concepts.com 121 ©2012 Copyright
  • 124. Introduction to ALT  Purpose: To estimate reliability on a timely basis  Induce failures sooner by testing at accelerated conditions  Extrapolate results obtained at accelerated conditions to use conditions (using acceleration models)  Focus on one or a small number of failure modes www.integral-concepts.com 122 ©2012 Copyright
  • 125. Types of Accelerated Testing  Accelerated Life Testing – Units tested until failure – Accelerating factor(s) are used to shorten the time to failure  Accelerated Degradation Testing – Accelerating factor(s) are used to promote degradation – Amount of degradation observed during test – Degradation data used to predict actual time to failure at stressed conditions www.integral-concepts.com 123 ©2012 Copyright
  • 126. Accelerating Methods 1. Increase Usage Rate – Increase usage rate from normal usage rate – ex. Car door hinges have median lifetime of 44,000 cycles (15 years at 8 cycles per day) – Increasing rate to 5000 cycles per day will reduce median lifetime to 9 days. – Assumes TTF is independent of usage rate – Need to avoid unintended “stress” (e.g. temp) caused by higher usage rate www.integral-concepts.com 124 ©2012 Copyright
  • 127. Accelerating Methods 2. Test Under Stress Conditions • Test at higher levels of one or multiple stress factors • Common stress factors – temperature – thermal cycling – voltage – pressure – mechanical load – humidity www.integral-concepts.com 125 ©2012 Copyright
  • 128. Types of Stress Loading www.integral-concepts.com 126 ©2012 Copyright
  • 129. Accelerated Life Test Models ALT Models have 2 parts 1. Stochastic Part • failure time distribution at each level of stress • Use distribution fitting to fit appropriate models (Weibull, lognormal, etc.) at each level of stress 2. Structural Part • Life-stress relationship • Use regression models to relate the stress variable to the Time To Failure Distribution www.integral-concepts.com 127 ©2012 Copyright
  • 130. ALT Models have 2 parts www.integral-concepts.com 128 ©2012 Copyright
  • 131. Acceleration Models  Acceleration models relate accelerating factors (e.g. temp, voltage) to the TTF distribution.  Model depends on acceleration method (usage or stress) and the type of stress  Physical models are based on physical or chemical theory that describes the failure causing process www.integral-concepts.com 129 ©2012 Copyright
  • 132. Life-Stress Models  Increased stress promotes earlier failures and life is predicted as a function of time and stress  Common stress factors include: – Temperature, Load, Pressure, Voltage, Current, Thermal cycling, etc.  The models assume stress levels are positive. For temperature, use absolute temperature (Kelvin) instead of Celsius or Farenheit www.integral-concepts.com 130 ©2012 Copyright
  • 133. Acceleration Factor  Quantifies the degree to which a given stress accelerates failure times AF = Life at Use Condition / Life at Stress Condition  Acceleration factor increases with stress www.integral-concepts.com 131 ©2012 Copyright
  • 134. Acceleration Factor ReliaSoft ALTA 7 - www.ReliaSoft.com Acc el erati on Factor vs Stres s 10.000 Acceleration Factor Data 1 Arrhenius Weibull 323 F= | S= 30 0 AF Line 8.000 A c c e le r a t io n F a c t o r 6.000 4.000 2.000 Steven Wachs integral Concepts, Inc. 8/17/2011 9:47:29 PM 0.000 300.000 340.000 380.000 420.000 460.000 500.000 Temp erat u re Beta=4.2916; B=1861.6187; C=58.9848 www.integral-concepts.com 132 ©2012 Copyright
  • 135. Arrhenius Model (Temp Acceleration)  Commonly used for products which fail as a result of material degradation at elevated temperatures  Based on a kinetic model that describes the effect of temperature on the rate of a simple chemical reaction. www.integral-concepts.com 133 ©2012 Copyright
  • 136. Arrhenius Relationship Rate = rate of a chemical reaction (rate is inversely proportional to life) tempK = absolute temperature in the Kelvin scale = temp in deg C + 273.15 kB = Boltzmann’s constant = 8.6171x10-5= 1/11605 electron volts per deg C Ea = activation energy in electron volts g = a constant (Ea and g are product or material characteristics) www.integral-concepts.com 134 ©2012 Copyright
  • 137. www.integral-concepts.com 135 ©2012 Copyright
  • 138. Arrhenius Model (ALTA Formulation) Rate = rate of a chemical reaction (rate is inversely proportional to life) T = absolute temperature in Kelvin kB = Boltzmann’s constant = 8.6171x10-5= 1/11605 electron volts per deg C Ea = activation energy in electron volts C = a constant www.integral-concepts.com 136 ©2012 Copyright
  • 139. Arrhenius Model (ALTA Formulation) Let: Then: www.integral-concepts.com 137 ©2012 Copyright
  • 140. Arrhenius-Weibull Model The Weibull PDF Scale Parameter b, B, and C are estimated from the data (MLE) (the PDF is a function of time and temperature) www.integral-concepts.com 138 ©2012 Copyright
  • 141. www.integral-concepts.com 139 ©2012 Copyright
  • 142. Inverse Power Law Model  Supports a variety of stress variables such as voltage, temperature, load, etc.  Assumes that the product life is proportional to the inverse power of the stress induced www.integral-concepts.com 140 ©2012 Copyright
  • 143. Inverse Power Law Relationship where: T(V) = TTF at a given voltage V = Voltage A = constant (product characteristic) a = constant (product characteristic) (Voltage is the acceleration variable here) www.integral-concepts.com 141 ©2012 Copyright
  • 144. Inverse Power Model (ALTA Formulation) Taking logs of both sides, we have: If failure time and stress are on log scales, this is a linear relationship www.integral-concepts.com 142 ©2012 Copyright
  • 145. Other Models  Some 2-stress and multiple stress models will be mentioned later  Many specific models have been developed (for certain materials, failure modes, and applications) although most may be modeled with general formulations. www.integral-concepts.com 143 ©2012 Copyright
  • 146. Guidelines for ALT Models  Acceleration Factor(s) should be chosen to accelerate failure modes  The amount of extrapolation between test stresses and use condition should be minimized  Different failure modes may be accelerated at different rates (best to focus on one or two modes)  The available data will generally provide little power to detect model lack of fit. An understanding of the physics is important. www.integral-concepts.com 144 ©2012 Copyright
  • 147. Guidelines for ALT Models  Sensitivity analysis should be performed to assess the impact of changing model assumptions  ALT should be planned and conducted by teams including personnel knowledgeable about the product, its use environment, the physical/chemical/mechanical aspects of the failure mode, and the statistical aspects of the design and analysis of reliability tests  ALT results should be correlated with longer term tests or field data www.integral-concepts.com 145 ©2012 Copyright
  • 148. Strategy for Analyzing ALT Data 1. Examine the data graphically 2. Generate multiple probability plots 3. Fit an overall model 4. Perform residual analysis 5. Assess reasonableness of the model 6. Utilize model for predictions (with uncertainly quantified) www.integral-concepts.com 146 ©2012 Copyright
  • 149. Example – Analyzing ALT Data  ALT of mylar-polyurethane insulation used in high performance electromagnets*  Insulation has a characteristic dielectric strength which may degrade over time  When applied voltage exceeds dielectric strength a short circuit will occur  Accelerating variable is voltage *From Meeker & Escobar (1998) www.integral-concepts.com 147 ©2012 Copyright
  • 150. Example – Analyzing ALT Data Time to Failure (Minutes) of Mylar-Polyurethane Insulation Voltage Stress (kV/mm) 219.0 157.1 122.4 100.3 15.0 49.0 188.0 606.0 16.0 99.0 297.0 1012.0 36.0 154.5 405.0 2520.0 50.0 180.0 744.0 2610.0 55.0 291.0 1218.0 3988.0 95.0 447.0 1340.0 4100.0 122.0 510.0 1715.0 5025.0 129.0 600.0 3382.0 6842.0 625.0 1656.0 700.0 1721.0 www.integral-concepts.com 148 ©2012 Copyright
  • 151. Example – Analyzing ALT Data • TTF data collected at four stress (voltage) levels • Normal operating voltage level is 50 kV/mm • Fit appropriate model • Find 95% confidence interval for the B10 life www.integral-concepts.com 149 ©2012 Copyright
  • 152. Graphical Analysis www.integral-concepts.com 150 ©2012 Copyright
  • 153. Multiple Probability Plots www.integral-concepts.com 151 ©2012 Copyright
  • 154. Finds the best fitting stochastic model given a specified structural model www.integral-concepts.com 152 ©2012 Copyright
  • 155. Fitting the Model Model: Inverse Power Law Std. = scale parameter for Distribution: Lognormal Lognormal distribution Analysis: MLE Std: 1.049793128 The location parameter is a function of Voltage K: 1.149419255E-012 per the IPL model n: 4.289109625 LK Value: -271.4247009 Fail Susp: 36 0 www.integral-concepts.com 153 ©2012 Copyright
  • 156. ReliaSoft AL TA 7 - www.ReliaSoft.com Probabi l i ty - Lognormal 99.000 Probability Data 1 Inverse Power Law Lognormal 100.3 F= | S= 8 0 Stress Level Points Stress Level Line 122.4 F= | S= 8 0 Stress Level Points Stress Level Line 157.1 F= | S= 10 0 Stress Level Points Stress Level Line 219 F= | S= 10 0 U n r e lia b ilit y Stress Level Points Stress Level Line 50 50.000 Use Level Line 10.000 5.000 Steven Wachs integral Concepts, Inc. 8/19/2011 3:15:43 PM 1.000 10.000 100.000 1000.000 10000.000 100000.000 Time Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 154 ©2012 Copyright
  • 157. ReliaSoft AL TA 7 - www.ReliaSoft.com Us e Level Probabi l i ty Lognormal 99.000 Use Level CB@90% 2-Sided Data 1 Inverse Power Law Lognormal 50 F= | S= 36 0 Data Points Use Level Line Top CB-II Bottom CB-II U n r e lia b ilit y 50.000 10.000 5.000 Steven Wachs integral Concepts, Inc. 8/19/2011 3:22:01 PM 1.000 1000.000 10000.000 100000.000 1000000.000 1.000E+7 Time Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 155 ©2012 Copyright
  • 158. ReliaSoft AL TA 7 - www.ReliaSoft.com R el i abi l i ty vs Ti me 1.000 Reliability CB@90% 2-Sided [R] Data 1 Inverse Power Law Lognormal 50 F= | S= 36 0 0.800 Data Points Reliability Line Top CB-II Bottom CB-II 0.600 R e lia b ilit y 0.400 0.200 Steven Wachs integral Concepts, Inc. 8/19/2011 3:25:11 PM 0.000 0.000 60000.000 120000.000 180000.000 240000.000 300000.000 Time Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 156 ©2012 Copyright
  • 159. ReliaSoft AL TA 7 - www.ReliaSoft.com Unrel i abi l i ty vs Ti me 1.000 Unreliability Data 1 Inverse Power Law Lognormal 50 F= | S= 36 0 Data Points 0.800 Unreliability Line 0.600 U n r e lia b ilit y 0.400 0.200 Steven Wachs integral Concepts, Inc. 8/19/2011 3:19:32 PM 0.000 0.000 60000.000 120000.000 180000.000 240000.000 300000.000 Time Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 157 ©2012 Copyright
  • 160. ReliaSoft AL TA 7 - www.ReliaSoft.com Fai l ure R ate vs Ti me 5.000E-5 Failure Rate Data 1 Inverse Power Law Lognormal 50 F= | S= 36 0 Failure Rate Line 4.000E-5 3.000E-5 F a ilu r e R a t e 2.000E-5 1.000E-5 Steven Wachs integral Concepts, Inc. 8/19/2011 3:52:01 PM 0.000 0.000 100000.000 200000.000 300000.000 400000.000 500000.000 Time Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 158 ©2012 Copyright
  • 161. ReliaSoft AL TA 7 - www.ReliaSoft.com Li fe vs Stres s 100000.000 Life Data 1 Inverse Power Law Lognormal 50 F= | S= 36 0 Median Line 100.3 Stress Level Points 10000.000 Median Point Imposed Pdf 122.4 Stress Level Points Median Point Imposed Pdf 157.1 Stress Level Points Median Point Imposed Pdf 219 Stress Level Points L ife 1000.000 Median Point Imposed Pdf 100.000 Steven Wachs integral Concepts, Inc. 8/19/2011 4:15:19 PM 10.000 10.000 100.000 1000.000 V olt ag e Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 159 ©2012 Copyright
  • 162. ReliaSoft AL TA 7 - www.ReliaSoft.com Acc el erati on Factor vs Stres s 600.000 Acceleration Factor Data 1 Inverse Power Law Lognormal 50 F= | S= 36 0 AF Line 480.000 A c c e le r a t io n F a c t o r 360.000 240.000 120.000 Steven Wachs integral Concepts, Inc. 8/19/2011 4:17:07 PM 0.000 10.000 68.000 126.000 184.000 242.000 300.000 V olt ag e Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 160 ©2012 Copyright
  • 163. ReliaSoft AL TA 7 - www.ReliaSoft.com Standardi z ed R es i dual s 99.000 Standard Residuals Data 1 Inverse Power Law Lognormal Residual Line 100.3 F= | S= 8 0 Residuals 122.4 F= | S= 8 0 Residuals 157.1 F= | S= 10 0 Residuals 219 F= | S= 10 0 Residuals P r o b a b ilit y 50.000 10.000 5.000 Steven Wachs integral Concepts, Inc. 8/19/2011 4:18:09 PM 1.000 -10.000 -6.000 -2.000 2.000 6.000 10.000 Resid u al Std=1.0498; K=1.1494E-12; n=4.2891 www.integral-concepts.com 161 ©2012 Copyright