Department Of Engineering Management And Systems Engineering

Department Of Engineering Management And Systems Engineering Managemen

Consider the following system of components The pdf of the component distributions are given below. 2 3/2 (ln0..5 /10 3/2 1/ Component A () 2 Component B () (1/ Component C () 96 3 Component D () Component X () 50 x x x x x fxe x fxe fxxe x fxe fxxe p - - - - à¦à¶ - à§à· èภ- = = = à¦à¶à¦à¶ = à§à·à§à· èà¸èภ= 2 /200 a. Find the mission length that corresponds to a probability of mission success (that is the system continues to function) of .9 b. Approximate and plot the failure rate curve for the system and discuss what it says about the system. 2.

Consider the following system of components where the failure data for component 1 and 2 are given as (where “+” indicates a censored test) Component ..+ 7...0+ 8.0+ 9..0+ 2......+ 10.0+ 8..0+ 3.....0+ 16.0+ 11.0+ 13.0+ 16.0+ ...3 Unfortunately there are only two data points, failure at 2.8 and a censored value at 10 for component 3. This is not enough data, so in addition to the data, experts specified that an exponential distribution would be appropriate distribution for component 3 and specified a 3 point prior distribution for λ as follows λ Probability 0......1 What is the probability of this system surviving a mission of length 10? 3. Consider the following system of components A B C D E where for a fixed mission time we have the following data. For 1000 missions the following failures were observed Failures of A 11 Failures of B 15 Failures of C 9 Failures of D 11 Failures of E 7 Failures of A and B 3 Failures of C and D 5 Failures of C and E 7 Failures of D and E 5 Failures of C, D, and E 2 What is the probability of system failure assuming a multivariate exponential model? 4. A component life time, T, is known to have a failure distribution (pdf) of the form f(t) = q t^{q-1} e^{-t^q} for t>0 Since λ is unknown a prior distribution is specified as (λ) = (b a^a / Γ(a)) λ^{a-1} e^{-b λ} for λ>0 (this is not a distribution you have seen before) with a = 2 and b = 10 a. What does λ represent, i.e. what is your interpretation of λ? b. Based on the prior, what is a point estimate for λ? c. Derive the predictive distribution for T. d. If 5 systems are tested until time t=10 and three failures are observed at 5, 7, and 8, what would be your estimate that a new system would survive for a mission of length 10? NOTE: This is not a spreadsheet problem! 5. (20 points) Consider the NHPP with mean value function M(t) = (1/θ) ln(θ(t+1)). Given the following interarrival time data 5, 6 a. What is the probability that the next arrival time will be more than 10 time units? b. Predict the number of arrivals in the next interval of size 10 time units. c. What is the probability of no arrivals in the next 10 time units and then more than 2 arrivals in the next 10 time units after that?

Paper For Above instruction

The exam presents a series of complex reliability and survival analysis problems involving various statistical distributions, system configurations, and Bayesian methods. This paper systematically addresses each question, elucidating methods, calculations, and interpretations essential for understanding system reliability and component failure behavior in engineering systems.

Question 1: System Mission Length Corresponding to a 0.9 Success Probability

The first problem involves determining the mission length, T, such that the probability of system success is 0.9. The system comprises multiple components with specified probability distributions. Based on the description, components A, B, C, D, and X have associated probability density functions. Although the exact distributions and parameters are somewhat ambiguously conveyed, the general approach involves computing the system's cumulative distribution function (CDF) for the mission length T, assuming independence among component failures.

In systems engineering, the overall system success probability often relies on the joint survival function or the product of component reliabilities if the components function independently. Each component's reliability R_i(T) can be obtained from their respective distributions. For example, if component A follows a Weibull or exponential distribution, then R_A(T) = P(T_A > T). Similar expressions hold for other components.

The system's success probability is then the joint probability that all components are operational at time T. If the system configuration is series, the success probability is the product of individual reliabilities: R_system(T) = Π R_i(T). By setting R_system(T) = 0.9, T can be solved numerically using the given PDFs or assumed distributions.

Due to uncertainties in specific distribution parameters here, a general numerical approach involves iteratively evaluating R_system(T) for increasing T until it reaches 0.9, thereby identifying the mission length. Exact computation requires detailed distribution parameters, which are not fully provided but the method remains as described.

Question 2: Failure Data and Exponential Distribution Priors

The second problem involves Bayesian updating of system failure probability for component 3, which has scant data (failures at 2.8 and censored at 10) and an expert-provided exponential prior distribution for λ— the failure rate parameter. The expert's 3-point prior assigns probabilities to different λ values, encapsulating prior beliefs about the failure rate.

Using this prior, the posterior distribution of λ combines the likelihood from observed failure times with the prior, updating belief based on the data. The probability of system survival until time 10 is then calculated by integrating over the posterior distribution of λ:

P(T > 10) = ∫ P(T > 10 | λ) p(λ | data) dλ, where P(T > 10 | λ) = e^{-λ * 10}. The calculation involves Bayesian updating, often by computing the posterior weights for each λ point and evaluating the exponential survival probability.

Given the limited data, the Bayesian approach yields an updated probability, reflecting both data and prior knowledge. This probabilistic assessment informs reliability estimates essential for maintenance and design decisions.

Question 3: Probability of System Failure under Multivariate Exponential Model

The third problem assesses the probability of system failure based on observed data from five components with dependencies, modeled via a multivariate exponential distribution. The failure counts across different component combinations suggest dependence and joint failure behaviors that the multivariate exponential aims to capture.

The key is to define the joint distribution, which models the simultaneous failure probabilities accounting for common failure causes or shared stressors. Assuming a multivariate exponential distribution with specified parameters for each component and their interactions, the overall failure probability integrates over the joint failure density. The counts—such as failures of components A, B, C, D, and E, as well as joint failures—are summarized statistically to estimate the parameters of the multivariate model.

The probability that the system fails in a fixed mission time is then the probability that at least one component fails, which, for the multivariate exponential, can be derived from the cumulative distribution functions and dependence structure. This analysis helps quantify the risk and optimize maintenance/inspection strategies.

Question 4: Bayesian Estimation of Failure Parameter λ

This question involves estimating the parameter λ of a Weibull-like failure distribution given a prior and observed data. The prior, specified as a gamma-like distribution, encodes prior beliefs about λ, with parameters a=2 and b=10. The data include failures at particular times, and the Bayesian posterior combines the prior with likelihood derived from the observed failure times.

The interpretation of λ is as the failure rate or scale parameter of the distribution, meaning it influences the tendency of the component to fail. The point estimate for λ can be the posterior mode or mean, computed analytically or numerically from the posterior distribution, which, due to conjugacy, is also gamma-distributed with updated parameters.

The predictive distribution for future failure time T given the data incorporates uncertainty in λ, integrating over the posterior distribution. It allows estimating the probability that a new system will survive a mission of length 10, based on current data and prior knowledge.

This Bayesian approach provides a comprehensive framework for reliability estimation, critical for maintenance planning and risk assessment.

Question 5: Non-Homogeneous Poisson Process (NHPP) Analysis

The final question revolves around analyzing a NHPP with a specified mean value function M(t) = (1/θ) ln(θ(t+1)). Based on interarrival times (5 and 6), the tasks are to compute the following:

• a) The probability that the next arrival exceeds 10 units, which involves evaluating the NHPP's interarrival distribution derived from M(t) and the properties of the NHPP.
• b) The expected number of arrivals in the next 10 time units, computed as M(10).
• c) The probability of observing no arrivals in the first 10 units and more than 2 in the subsequent 10 units requires joint probability calculations based on the Poisson distribution with the mean given by M(t).

These calculations necessitate understanding the NHPP's mean value function and leveraging properties of the non-homogeneous process, including calculating cumulative intensities at specific intervals and applying Poisson probabilities accordingly.

Conclusion

These complex reliability and survival analysis problems highlight key statistical methods, including the use of Bayesian priors, multivariate distributions, and non-homogeneous Poisson processes. Mastery of these concepts allows engineers and statisticians to effectively model system behaviors, assess failure probabilities, and make informed maintenance and operational decisions. Practical implementation requires detailed distribution parameters and data, along with computational tools to perform the integrals and optimizations described.

References

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