دانلود کتاب Applied reliability engineering and risk analysis probabilistic models and statistical inference

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Cover......Page 1
Title Page......Page 5
Copyright......Page 6
Contents......Page 7
Remembering Boris Gnedenko......Page 19
List of Contributors......Page 27
Preface......Page 31
Acknowledgements......Page 37
Part I Degradation Analysis, Multi-State and Continuous-State System Reliability......Page 39
1.1 Introduction......Page 41
1.2 Formalism of ICTMC......Page 42
1.3.1 The Runge-Kutta Method......Page 43
1.3.2 Uniformization......Page 44
1.3.3 Monte Carlo Simulation......Page 45
1.3.4 State-Space Enrichment......Page 47
1.4.1 Example of Computing System Degradation......Page 48
1.4.2 Example of Nuclear Component Degradation......Page 49
1.5 Comparisons of the Methods and Guidelines of Utilization......Page 51
References......Page 53
2.1 Introduction......Page 55
2.2.1 Notation......Page 57
2.2.2 Assumptions......Page 58
2.2.3 The Stochastic Process Model......Page 59
2.3 Parameter Estimation......Page 61
2.4 Important Reliability Measures of a Condition-Monitored Device......Page 63
2.5 Numerical Example......Page 65
2.6 Conclusion......Page 66
References......Page 68
3.1 Introduction......Page 70
3.2.1 Relevance to Accelerated Testing, Degradation and Risk......Page 71
3.3 Estimation and Prediction by Least Squares......Page 72
3.4.1 Properties of the Maximum Likelihood Estimator......Page 73
3.5 The Bayesian Approach: The Predictive Distribution......Page 75
3.5.1 The Predictive Distribution of YT+1 when λ > A......Page 76
3.5.2 The Predictive Distribution of YT+1 when λ ≤ A......Page 77
3.5.3 Alternative Prior for β......Page 78
References......Page 80
4.1 Introduction......Page 81
4.2.1 Definitions......Page 82
4.2.2 Computational Procedure......Page 85
4.3 Application of Inverse Lz-Transform to MSS Reliability Analysis......Page 88
4.4 Numerical Example......Page 90
4.5 Conclusion......Page 95
References......Page 96
5.1 Introduction......Page 97
5.2 Brief Description of the Lz-Transform Method......Page 99
5.3.1 System Description......Page 100
5.3.2 The Chiller Sub-System......Page 102
5.3.3 The Heat Exchanger Sub-System......Page 104
5.3.4 The Pump Sub-System......Page 105
5.3.5 The Electric Board Sub-System......Page 107
5.3.6 Model of Stochastic Demand......Page 109
5.3.7 Multi-State Model for the MRI Cooling System......Page 111
5.4 Availability Calculation......Page 113
Acknowledgments......Page 114
References......Page 115
6.1 Introduction......Page 116
6.2 The Lz-Transform for Dynamic Reliability Evaluation for MSS......Page 117
6.3 Clustering Composition Operator in the Lz-Transform......Page 119
6.5 Numerical Example......Page 121
References......Page 123
7.1 Introduction......Page 125
7.2.2 The mCSWS Model......Page 127
7.2.4 Interrelations among Different Models......Page 128
7.3.1 Determining u-functions for Individual Elements and their Groups......Page 129
7.3.2 Determining u-functions for all the Groups of r Consecutive Elements......Page 130
7.3.3 Detecting the System Failure......Page 131
7.3.4 Updating the Counter......Page 132
7.3.7 Algorithm for System Reliability Evaluation......Page 133
References......Page 134
8.1 Introduction......Page 136
8.2.1 Binary Reliability and Multi-State Reliability Model......Page 138
8.2.2 Definition of Fuzzy Reliability......Page 139
8.2.4 Evolution from Binary State to Multi-State and to Fuzzy State Reliability Modeling......Page 140
8.3 Fuzzy Reliability for Systems with Continuous or Infinite States......Page 141
8.4 Dynamic Fuzzy Reliability......Page 142
8.4.1 Time to Fuzzy Failure Modeled by Fuzzy Random Variable......Page 143
8.4.2 Stochastic Performance Degradation Model......Page 144
8.4.3 Membership Function Evaluation for the Expectation of Time to Fuzzy Failure......Page 145
8.4.4 Performance Measures for Dynamic Fuzzy Reliability......Page 146
8.5 System Fuzzy Reliability......Page 148
8.6.1 Reliability Performance Evaluation Based on Time to Fuzzy Failure......Page 149
8.6.2 Example for System Fuzzy Reliability Modeling......Page 151
8.6.3 Numerical Results......Page 153
8.7 Conclusion......Page 155
References......Page 156
9.1 Introduction......Page 157
9.2.1 The Internalization of Hidden Costs......Page 158
9.2.3 Dematerialization......Page 159
9.3 Reappraisal of the Performance of Products and Systems......Page 162
9.5 Performability: An Appropriate Measure of Performance......Page 164
9.5.1 Performability Engineering......Page 165
9.6 Towards Dependable and Sustainable Designs......Page 167
References......Page 168
Part II Networks and Large-Scale Systems......Page 171
10.1 First Invariant: D-Spectrum, Signature......Page 173
10.2 Second Invariant: Importance Spectrum. Birnbaum Importance Measure (BIM)......Page 177
10.3 Example: Reliability of a Road Network......Page 179
10.4 Third Invariant: Border States......Page 180
10.5 Monte Carlo to Approximate the Invariants......Page 182
References......Page 184
11.1 Introduction......Page 186
11.2 IMS-Based Core Network Description......Page 187
11.3 Analytic Models for Independent Software Recovery......Page 189
11.3.1 Model 1: Hierarchical Model with Top-Level RBD and Lower-Level MFT......Page 190
11.3.2 Model 2: Hierarchical Model with Top-Level RBD and Lower-Level FT......Page 191
11.3.3 Model 3: Hierarchical Model with Top-Level RBD and Lower-Level SRN......Page 192
11.4.1 Model 4: Hierarchical Model with Top-Level RBD, Middle-Level MFT and Lower-Level CTMC......Page 193
11.4.2 Model 5: Alternative Approach for Model 4 based on UGF......Page 194
11.5 Redundancy Optimization......Page 196
11.6.1 Model Comparison......Page 197
11.6.2 Influences of Performance Demand and Redundancy Configuration......Page 200
References......Page 203
12.1 Introduction......Page 205
12.2 Discrete-Time Semi-Markov Model......Page 206
12.3 Reliability and Probability of First Occurred Failure......Page 208
12.3.2 Steady-State Availability......Page 209
12.4 Nonparametric Estimation of Reliability Measures......Page 210
12.4.1 Estimation of ROCOF......Page 211
12.4.2 Estimation of the Steady-State Availability......Page 212
12.4.3 Estimation of the Probability of First Occurred Failure......Page 213
12.5 Numerical Application......Page 214
12.6 Conclusion......Page 216
References......Page 217
13.1 Introduction......Page 218
13.2 Failure Process and the Distribution of the Number of Failed Nodes......Page 219
13.3 Network Failure Probabilities......Page 222
13.4 Example......Page 223
13.5 Conclusion......Page 225
Appendix D: Spectrum (Signature)......Page 226
References......Page 227
Part III Maintenance Models......Page 229
14.1 Introduction......Page 231
14.2.2 Replacement First......Page 233
14.2.4 Replacement Over Time......Page 234
14.3.1 Comparisons of T S* and T F*, T L*, and T O*......Page 235
14.3.2 Comparisons of T O* and T F*, T L*......Page 236
14.4 Numerical Examples 1......Page 237
14.5.2 Comparisons of T S* and T O*......Page 239
14.6 Numerical Examples 2......Page 240
14.7 Conclusion......Page 241
References......Page 242
15.1 Introduction......Page 243
15.2 Waiting Times to Words\' Occurrences......Page 244
15.2.1 The Markov Chain Approach......Page 245
15.2.2 Leading Numbers and Occurrences Times......Page 246
15.3.1 Model 1 (Simple Machine Replacement)......Page 247
15.3.2 Model 2 (Random Reduction of Age)......Page 248
15.3.3 Model 3 (Random Number of Effective Repairs in a Parallel System)......Page 249
15.3.4 Degradation and Words......Page 250
15.4 Waiting Times to Occurrences of Words and Stochastic Comparisons for Degradation......Page 251
15.5 Conclusions......Page 254
References......Page 255
16.1 Introduction......Page 256
16.2 Markov Models for Systems Reliability......Page 258
16.3 Semi-Markov Models......Page 260
16.3.1 Joint Distributions of Operational and Failed Times......Page 261
16.3.2 Distribution of Cumulative Times......Page 262
16.4 Time Interval Omission......Page 263
16.5 Numerical Examples......Page 264
References......Page 267
17.1 Introduction......Page 269
17.2 Review of Imperfect Maintenance Model Selection Method......Page 271
17.2.2 The Proposed GOF Test......Page 272
17.2.3 Bayesian Model Selection......Page 273
17.3 Application to Preventive Maintenance Scheduling of Diesel Engines......Page 274
17.3.2 Imperfect Maintenance Model Selection......Page 275
17.3.3 Implementation in Preventive Maintenance Decision-Making......Page 278
17.4 Conclusion......Page 282
References......Page 283
18.1 Introduction......Page 284
18.2 Literature Review......Page 285
18.3 The BDD-Based Approach......Page 288
18.3.2 System Unreliability Evaluation......Page 289
18.3.3 Illustrative Examples......Page 290
18.4 Conclusion......Page 291
References......Page 292
Part IV Statistical Inference in Reliability......Page 295
19.1 Introduction......Page 297
19.2 Integrated Likelihood Ratio Test......Page 299
19.3 Tests based on the Difference of Non-Parametric and Parametric Estimators of the Cumulative Distribution Function......Page 302
19.4 Tests based on Spacings......Page 304
19.5 Chi-Squared Tests......Page 305
19.7 Power Comparison......Page 307
References......Page 310
20.1 Introduction......Page 311
20.2 Heavy-Tailed Distributions......Page 312
20.3 Examples of Heavy-Tailed Distributions......Page 315
20.4 Divergence Measures......Page 318
20.5 Hypothesis Testing......Page 322
20.6 Simulations......Page 324
References......Page 325
21.1 Introduction......Page 328
21.2 The Power Divergence (PD) Family......Page 329
21.2.1 Minimum Disparity Estimation......Page 331
21.2.2 The Robustness of the Minimum Disparity Estimators (MDEs)......Page 332
21.2.3 Asymptotic Properties......Page 333
21.3 Density Power Divergence (DPD) and Parametric Inference......Page 334
21.3.1 Connections between the PD and the DPD......Page 336
21.3.2 Influence Function of the Minimum DPD estimator......Page 337
21.3.3 Asymptotic Properties of the Minimum DPD estimator......Page 338
21.4.1 The Divergence and the Estimating Equation......Page 339
21.4.3 Minimum S-Divergence Estimators: Asymptotic Properti......Page 341
21.5.1 Reliability: The Generalized Pareto Distribution......Page 342
21.5.2 Survival Analysis......Page 343
References......Page 344
22.1 Introduction......Page 346
22.3 The COM-Poisson Cure Rate Model......Page 348
22.4 Data and the Likelihood......Page 349
22.5 EM Algorithm......Page 350
22.7 Exponential Lifetime Distribution......Page 352
22.7.1 Simulation Study: Model Fitting......Page 353
22.7.2 Simulation Study: Model Discrimination......Page 357
22.8.1 Simulation Study: Model Fitting......Page 360
22.8.2 Simulation Study: Model Discrimination......Page 366
22.9.1 Exponential Lifetimes with Log-Linear Link Function......Page 372
22.9.2 Weibull Lifetimes with Logistic Link Function......Page 373
22.A1 Appendix A1: E-Step and M-Step Formulas for Exponential Lifetimes......Page 375
22.A2 Appendix A2: E-Step and M-Step Formulas for Weibull Lifetimes......Page 379
22.B1 Appendix B1: Observed Information Matrix for Exponential Lifetimes......Page 382
22.B2 Appendix B2: Observed Information Matrix for Weibull Lifetimes......Page 384
References......Page 385
23.1 Introduction......Page 387
23.2 Asymptotic Results......Page 388
23.3 Proofs......Page 391
23.4 Discrete Time Regenerative Processes......Page 396
23.5 Queuing and Risk Applications......Page 397
References......Page 399
24.1 Introduction......Page 401
24.2.1 \'Classical\' Extreme Shock Model for Renewal Process of Shocks......Page 402
24.2.2 History-Dependent Extreme Shock Model......Page 403
24.3.1 Stress-Strength Model......Page 405
24.3.2 Model A in Cha and Finkelstein (2011)......Page 407
24.3.3 State-Dependent Shock Model......Page 408
References......Page 411
Part V Systemability, Physics-of-Failure and Reliability Demo......Page 413
25.1 Introduction......Page 415
25.2 Systemability Measures......Page 416
25.3 Systemability Analysis of k-out-of-n Systems......Page 417
25.4 Systemability Function Approximation......Page 418
25.5.1 Loglog Distribution......Page 421
25.6 Sensitivity Analysis......Page 422
25.7 Applications: Red Light Camera Systems......Page 423
References......Page 425
26.1 Introduction......Page 427
26.2.1 Information Requirements......Page 431
26.2.2 Failure Modes, Mechanisms, and Effects Analysis (FMMEA)......Page 434
26.2.4 Reliability Assessment......Page 435
26.3.2 Stress Testing Conditions......Page 436
26.3.5 Prognostics and Health Management (PHM)......Page 437
References......Page 438
27.1 Introduction......Page 441
27.2 Accelerated Testing and Field Stress Variation......Page 442
27.3 Case Study: Reliability Demonstration Using Temperature Cycling Test......Page 443
References......Page 446
Index......Page 447