Rel
Rel
>
=
|
|
.
|
\
|
otherwise 0
constant a is , 0 ,
2
2
2 2
y x e y x
x f
y
x
X
a) Verify that ( ) x f
X
is a legitimate pdf
b) Suppose y=100. What is the probability that x is
(i) less than 200? (ii) less than or equal to 200? (iii) Greater than 200?
c) What is the probability that x is between 100 and 200?
d) Give an expression for | | x x P s
5. Joint probability density function regarding the operating temperature and the operation time of
an electric motor is represented by;
f
xy
(x,y) = c (4x + 2y + 1) ; 0 < x (temperature) < 40
o
C , 0 < y (time) < 2 minutes
a) Determine the constant c.
b) Determine the marginal density functions f
x
(x) and f
y
(y).
c) Are x and y independent?
d) Determine the mean values E(x) and E(y).
e) Calculate the probability that the motor operates before 45 seconds.
f) Calculate the probability of operating temperature is greater than 30
o
C if the motor
operation time is less than 1.5 minutes.
6. Failure time (t) and applied voltage (v) of an insulation follows the joint probability density
function (-tv/300) exp t 6 0.000 = v) (t, f
v t,
; 0 s t (year) , 40 s v (kV) s 120.
a) Determine marginal density functions f
t
(t) and f
v
(v).
b) Determine f
t
(t,v) and identify if the random variables are independent or not.
c) Determine E(t) , E(v) , o(t) and o(v).
d) Calculate the probability that the device will fail within first 2 years.
e) Calculate the probability that the device will fail within first 2 years if v < E(v).
Due date : October 17.2011
HOMEWORK #1 SOLUTIONS
1. Q
M
: The probability of a failed motor production
Q
R
/ Q
S
: Failure probability of the rotor and the stator, respectively.
Q
M
= Q(SUR) = Q
R
+ Q
S
- Q(SR) = Q
R
+ Q
S
- Q
R
Q
S
= 14.46 %
% .24 62
0.1446
.09 * 1
Q
Q * S) M Q(
Q
M) Q(S
M) S Q(
M
S
M
= = =
=
2. Let x
i
denote the number of available generators. The following table gives the steps of LOLE
calculation.
X
i
Av.Cap
[MW] P(Xi) Line P
L
P=P(Xi)*PL
LOL
[MW] Cont.to LOLE
4 100 0.96059601 up 0.95 0.9125662 0 0
3 75 0.03881196 up 0.95 0.0368714 15 0.553070
2 50 0.00058806 up 0.95 0.0005587 40 0.022346
1 25 0.00000396 up 0.95 0.0000038 65 0.000245
0 0 0.00000001 up 0.95 0.0000000 90 8.55E-07
4 100 0.96059601 down 0.05 0.0480298 90 4.322682
3 75 0.03881196 down 0.05 0.0019406 90 0.174654
2 50 0.00058806 down 0.05 0.0000294 90 0.002646
1 25 0.00000396 down 0.05 0.0000002 90 1.78E-05
0 0 0.00000001 down 0.05 0.0000000 90 4.50E-08
LOLE = 5.075662 MW
3. 380 kV / 154 kV transformation in a station is performed by four identical transformers, whose
failure density functions are known to be exponentially distributed with and average life of 10
years. At least 2 transformers are required for the sufficient power transformation. Determine
the probability of adequate power transformation for the first 5 years.
8282 . 0 ) 5 ( ) 5 ( * 6 ) 5 ( ) 5 ( * 4 ) 5 ( ) 5 (
1 ) 5 ( , ) 5 ( : year 5 at generator single a of y probabilit Failure and y Reliabilit
) ( : generator single a of y Reliabilit
* 1 . 0 ) ( : generator single a of FDF
2 2 3 4
5 * 1 . 0 5 * 1 . 0 th
* 1 . 0
* 1 . 0
= + + =
= =
=
=
Q R Q R R years R
e Q e R
e t R
e t f
s
t
t
4.
a) ( ) ( ) 0 . 1
2
exp
2
exp . ; 0
0
2
2
0
2
2
2
0
=
(
(
=
|
|
.
|
\
|
(
(
= >
} }
y
x
dx
y
x
y
x
dx x f x f
x x
( ) x f
X
is a legitimate pdf
b) ( ) ( ) ( )
(
(
= =
(
(
=
}
20000
exp 1 F ;
20000
exp .
10000
2
0
x
2
x
d f x
x x
x f
x
x x
i) ( ) ( ) 86466 . 0
20000
40000
exp 1 200 200 =
|
.
|
\
|
= = <
x
F x P
ii) ( ) ( ) 86466 0 200 200 . = < = s x P x P since x is a continuous random variable.
iii) ( ) ( ) 1353466 0 200 1 200 . = = >
x
F x P
c) ( ) ( ) ( ) 47120 0 1 1 100 200 200 100
20000
10000
20000
40000
. =
|
|
|
.
|
\
|
|
|
|
.
|
\
|
= = s s
|
.
|
\
|
|
.
|
\
|
e e F F x P
x x
d) | |
|
|
.
|
\
|
= = s
20000
1 F x P
2
x
x
x x exp ) (
5. a)
1 6640 40 3240
80 3240 2 2 1 2 4
2
0
2
2
0
2
0
40
0
2
2
0
40
0
= = + =
+ = + + = + + =
=
= =
=
= =
} } } }
C y y C
dy y C dy x xy x C dxdy y x C x f
y
y y
x
y x
x
) (
) ( ) ( ) ( ) (
C = 1/6640 = 0.0001506
b) 40 0
3320
3 4
4 1 2 4
2
0
2
0
2
0
s s
+
= + + = + + = =
=
= =
} }
x
x
y y xy C dy y x C dy y x f x f
y
y y
xy x
; ) ( ) ( ) , ( ) (
2 0
166
2 81
2 2 1 2 4
40
0
2
40
0
40
0
s s
+
= + + = + + = =
=
= =
} }
y
y
x xy x C dx y x C dx y x f y f
x
x x
xy y
; ) ( ) ( ) , ( ) (
c) t independen not are y and x x f
y
y x
y f
y x f
y x f
x
y
xy
x
=
+
+ +
= = ) (
) (
) , (
) (
6640
166
2 81
1 2 4
d) C x x dx x x dx x xf x E
o
x x
x
4257 26
2
3
3
4
3320
1
3 4
3320
1
40
0
2 3
40
0
40
0
. ) ( ) ( ) ( ) ( = + = + = =
} }
= =
minutes 008032 1
2
81
3
2
166
1
81 2
166
1
2
0
2 3
2
0
2
0
. ) ( ) ( ) ( ) ( = + = + = =
} }
= =
y y dy y y dy y yf y E
y y
y
e)
minutes 3693524 0
166
81
2 81
166
1
seconds 45
75 0
0
2
75 0
0
75 0
0
. ) ( ) ( ) (
.
. .
=
+
= + = = s
} }
= =
y y
dy y dy y f y P
y y
y
| | | | { } years dt e e t dt t tf t
t
t t
t
t
10 4 / 10 2 / 15 * 2 . 0 ) ( 2 . 0 ) ( ) ( E
2 2
0
4 . 0 1333 . 0
0
= = = = =
} }
=
=
f) 4318 0
2 81
1 2 4
6640
166
min 5 1 30
5 1
0
40
30
5 1
0
5 1
0
40
30
5 1
0
.
) (
) (
) (
) , (
) . (
.
.
.
.
=
+
+ +
= = s >
}
} }
}
} }
=
= =
=
= =
y
x y
y
x y
o
dy y
dxdy y x
dy y f
dxdy y x f
y x P
6. a)
) ( 20 . 0 0) 30 exp(-tv/ * 0.2 - ) 300 exp(-tv/ * t * 6 000 0. ) , ( f ) (
4 . 0 133 . 0
120
40
120
40
120
40
tv
t t
v v
t
e e v d v d v t t f
= =
= = = =
} }
| | 120 40
v
60
e
v
300
5v
1
0
e
5v
1
e
v
300
5
t
e * * 6 000 . 0 ) , ( f ) (
2
0
0 30 tv/ -
0
300 tv/ -
0
0 30 tv/ -
0
0 30 tv/ -
0
tv
s s = =
+
|
.
|
\
|
= = =
=
} } }
kV v
t d t d t t d v t v f
t t t
v
t independen not are v and t t f v t f
t tv tv
v
tv t
v f
v t f
v t f
t t
v
tv
t
) ( ) (
0 ; ) 300 / exp( * 1 0000 . 0
60
) 300 / exp( * * 6 000 . 0
) (
) , (
) ( ) b
2
2
=
s s =
= =
c)
kV Ln dv
v
dv v vf v
v v
v
92 . 65
40
120
60
60
) ( ) ( E
120
40
120
40
= = = =
} }
= =
( )
kV v VAR v
dv v v v
year t VAR t
dt e e t t t t
v
t
t t
3 . 21 ) ( ) (
55 . 454 92 . 65 ) 40 120 ( * 60 92 . 65 60 ) ( E ) ( E ) ( VAR
9 , 7 ) ( ) (
5 . 62 100 5 . 162 10 ) ( 2 . 0 ) ( E ) ( E ) ( VAR
2 2
120
40
2 2
2
0
4 . 0 1333 . 0 2 2 2
= =
= = = =
= =
= = = =
}
}
=
=
o
o
0757 , 0
2
5
2
15
2 . 0 ) ( 2 . 0 ) ( ) 2 ( P d)
2
0
4 . 0 1333 . 0
2
0
4 . 0 13333 . 0
2
0
=
(
+ = = = s
=
=
} }
t t
t
t t
t
t
e e dt e e dt t f years t
00634 . 0
591 . 0
00375 . 0
) (
) , (
)) ( ( P
)) ( ) 2 (( P
) ) ( 2 ( P e)
66
40
66
40
2
0
= = =
<
< s
= < s
}
} }
=
= =
v
v
v t
tv
dv v f
dtdv v t f
v E v
v E v years t
v E v years t
October 31, 2011
HOMEWORK #2
1. Failure rate of a device is known to be
> +
s s
=
1 1
1
) (
0
) (
t t for t t k
t t for
t
a) Determine the reliability and the failure density function of the device.
b) Determine E(t) and o(t) for = 2 f/year , t
1
= 1 year and k = 0.01
2. A 10 MW load is consumed by two generators. Determine minimal paths and minimal cut sets
and calculate the reliability of load consumption.
3. Determine minimal paths and minimal cut sets of the following system. Calculate the
reliability.
4. A control system is composed of 3 detectors, 2 relays and 2 switches. System success requires
successful operation of at least 2 detectors and a relay and both switches. All components are
non-repairable items and their average operation lives are m
dede
= 5 years , m
relay
= 2.5 years
and m
switch
= 10 years. Determine the reliability of the system. Evaluate the reliability at t =
1000 hour. Evaluate the MTTF of the system
5. Calculate the reliability of the following system for a mission of t = 500 hours. Evaluate the
MTTF.
Due date : November 14.2011
10 MW 10 MW
L
1
= 10 MW
H
3
H
1
H
2
G
1
T
1
T
2
G
2
R
G1
= 0.98 , R
T1
= 0.99
R
G2
= 0.97 , R
T2
= 0.98
R
H1
= R
H2
= R
H3
= 0.98
10 MW
10 MW
10 MW
2/3
I
O
A
B
R
A
= R
B
= 0.9
R
C
= R
D
= 0.95
R
E
= R
F
= R
G
= 0.92
R
H
= R
I
= R
J
= 0.85
P
S
= 0.98
C
D
E
F
G
H
I
J
A B C
D
3-operating, 1 spare
E H
G
I
J F
I
O
A
=
B
=
C
=
D
=
1
=0.0002 f/hour
E
=
F
=
J
=
2
=0.00025 f/hour
G
=
H
=
I
=
3
=0.0010 f/hour
P
S
= 0.95
HOMEWORK #2 SOLUTIONS
1.a)
| |
> =
} }
s s =
}
= t t =
t + t
t
}
1
5 0
1
t
0
2
1 1
1
1
0
0
0
d ) ( exp(- R(t)
t t for e e
t t for e e
t t k t
d t t k d
t
d
t
t
t
t
;
;
)
) ( .
) (
| |
> +
s s
=
=
1
5 0
1
1
2
1
0
f(t)
t t for e t t k
t t for e
dt
t dR
t t k t
t
; ) (
;
) (
) ( .
| |
year 499832 . 0
202835 . 0 296997 . 0
) 1 ( 01 . 0 2 2 ) ( E(t)
1
) 1 ( 005 . 0 2
1
0
2
0
2
=
+ =
+ + = =
} } }
dt e t t dt te dt t tf
t t t
| |
499163 0
337501 0 161662 0
1 01 0 2 2 ) E(t
1
1 005 0 2 2
1
0
2 2
0
2 2
2
.
. .
) ( . ) (
) ( .
=
+ =
+ + = =
} } }
dt e t t dt e t dt t f t
t t t
year 499331 . 0 VAR(t) ) (
249331 . 0 ) ( E - ) E(t VAR(t)
2 2
= =
= =
t
t
o
2. Let the equivalents of G
1
-T
1
and G
2
- T
2
be represented by A and B, respectively.
0.0494 R 1 Q 9506 0 R R R
0.0298 R 1 Q 9702 0 R R R
B A T2 G2 B
A A T1 G1 A
= = = =
= = = =
, .
, .
Minimal paths : AH
2
, AH
1
H
3
, BH
3
, B H
1
H
2
Minimal cut sets: AB, AH
1
H
3
, BH
1
H
2
, H
2
H
3
.. ) ( ) ( ) ( + =
(
(
=
=
k j i j i i
i
i
C C C Q C C Q C Q C Q
4
1
s
Q
If Q
H
= Q
H1
= Q
H2
= Q
H3
is used
| | |
|
9980986 0 Q 1 R
0019014 0
4
- Q
s s
3 3 3 3
3 2 2 2 2 2 2
s
.
.
= =
=
+ + +
+ + + + + + =
H B A H B A H B H A
H B A H B A H B A H B A H H B H A B A
Q Q Q Q Q Q Q Q Q Q
Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q
3. Let the equivalents of standby redundant couple and 2/3 system represented by K and L,
respectively.
Minimal paths : KCEL, KCFL, KDFL, KDGL
Minimal cut sets : K, L, CD, EFG, CFG, DEF
| |
| |
924696 0 Q 1 R
075304 0
D C L D C K L K
E D G F C G F E D C L K
Q
neglected are products order higher and fourth If
Q
s s
3 2 3 1 2 1
6
1
s
6
1
s
.
.
) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) (
.. ) ( ) ( ) ( ) (
~ =
=
+ +
+ + + + + =
+ +
(
(
~
+ =
(
(
=
=
=
Q Q Q Q Q Q Q Q
F Q Q Q Q Q Q Q Q Q Q Q Q Q
C C Q C C Q C C Q C Q
C C C C Q C C C Q C C Q C Q C Q
i
i
l k j i k j i j i i
i
i
4. The system can be modeled as follows
| | | |
t t t t t t
s r r d d d
e e e e e e t R
2 2 2 3
* 2 * ) 1 ( 3 ) (
+ =
I
O
K
C
D
E
F
G
L
93925 . 0 Q R 3 R R
9882 . 0 Q 1 R
0118 . 0 ) Q (1 P Q Q Q
H
2
H
3
H L
K K
B S A A K
= + =
= =
= =
I
K L
C
D
F
E
G
F
C
G
E
D
F
O
C
1
C
2
C
3
C
4
C
5
C
6
R
R
R
S
D
D
I O
2/3 system
S
d
= 1/m
dede
= 0.2 f/year
r
= 1/m
relay
= 0.4 f/year
s
= 1/m
switch
= 0.1 f/year
| | | |
t t t t t
e e e e e t R
2 . 0 8 . 0 4 . 0 6 . 0 4 . 0
* 2 * 2 3 ) (
=
t t t t
e e e e t R
6 . 1 2 . 1 4 . 1
2 4 3 6 ) (
+ =
974012 . 0 ) 1000 ( = h R
years dt t R MTTF 77381 . 1
6 . 1
2
2 . 1
4
4 . 1
3
6 ) (
0
= + = =
}
5. | |
t
s ABCD
e t P t R
1
3
1
* * 3 1 ) (
+ =
| |
t t t
GHI GHI
t
GHI
e e e t Q t R e t Q
3 3 3 3
3 2
3
* 3 * 3 ) ( 1 ) ( ; 1 ) (
+ = = =
| | ) ( 1 ) ( ; 3 3 ) ( * ) ( ) (
3 3 3 2
3 2
t R t Q e e e e t R t R t R
up up
t t t t
GHI E up
= + = =
) ( 1 ) ( ; ) ( * ) ( ) (
2
2
t R t Q e t R t R t R
down down
t
J F down
= = =
| | { } { } ) ( 1 ) ( ; 1 * 3 3 1 ) ( * ) ( ) (
2 3 3 3 2
2 3 2
t Q t R e e e e e t Q t Q t Q
r r
t t t t t
down up r
= + = =
) ( * ) ( ) ( t R t R t R
ABCD r
=
| | | | { } | | t P e e e e e e e e e
s
t t t t t t t t t
1
3 2 3 3 2 2
3 * 1 * 3 3 3 3
3 3 3 2 3 3 3 2 2
+ + + + =
| | | | { }
t t t t t t t t t
e e e e e e e e e
003 . 0 002 . 0 001 . 0 00075 . 0 003 . 0 002 . 0 001 . 0 00025 . 0 0005 . 0
3 3 3 3
+ + + =
| |
t
e t
0006 . 0
* 00057 . 0 1 *
+
{ }
t t t t t t t
e e e e e e e
00375 . 0 00275 . 0 00175 . 0 00325 . 0 00225 . 0 00125 . 0 0005 . 0
3 3 3 * 3
+ + + =
| |
t
e t
0006 . 0
* 00057 . 0 1 *
+
915889 . 0 ) 500 ( = = hours t R
{
} }
+ + + = =
0
00235 . 0 00385 . 0 00285 . 0 00185 . 0 0011 . 0
0
3 3 * 3 ) (
t t t t t
e e e e e dt t R MTTF
}{ } dt t e e
t t
* 00057 . 0 1 3
00435 . 0 00335 . 0
+
+ + + + =
00435 . 0
1
00335 . 0
3
00235 . 0
3
00385 . 0
1
00285 . 0
3
00185 . 0
3
0011 . 0
1
(
+ + +
2 2 2 2 2 2 2
00435 . 0
1
00335 . 0
3
00235 . 0
3
00385 . 0
1
00285 . 0
3
00185 . 0
3
0011 . 0
1
* 00057 . 0
= 1738.1 hours
Term Project Groups
Group
# Project
504111020 Erden, lim (Coordinator)
[email protected]
0535 686 8473
G1
Seasonal failure statistics regarding 380
kV Power transmission lines. lime verildi
28.10.2011
504111031 Bellek, Mustafa
504111039 Ball, Bahadr
504091074 Eser, Grcan
504091073 Diouf, Momar
504101002 Tun, Abdullah (Coordinator)
[email protected]
05532298770
G2
Seasonal failure statistics regarding 154
kV Power transmission lines.
Sadullaha verildi 28.10.2011
504101055 Mahdi, Mohammed
504101059 Kaya, Sadulah
504101050 zkse, Emin
504111034 ztrk, Ouz K.
504111025 ahin, Mehmet
G3
Get in contact with
Assist.Prof.Dr.Ramazan ALAR
504101021 Karaka, Hseyin
504101033 Pournajaf, Rahm
504101043 Bostan, mer F.
504111009 Turan, Emre
G4
Get in contact with
Assist.Prof.Dr.Ramazan ALAR
504081039 Tmer, Hasan M.
504101037 Varlk, Tekin
504101005 Biner, Baak
No Name H1 H2
504081039 Tmer, Hasan M.
504091073 Diouf, Momar 68
504091074 Eser, Grcan
504101002 Tun, Abdullah 32 73
504101005 Biner, Baak
504101021 Karaka, Hseyin 70 70
504101033 Pournajaf, Rahm 33 50
504101037 Varlk, Tekin 68 65
504101043 Bostan, mer F. 63 53
504101050 zkse, Emin 57
504101055 Mahdi, Mohammed 62 50
504101059 Kaya, Sadulah 68 88
504111009 Turan, Emre 72 70
504111020 Erden, lim 90 64
504111025 ahin, Mehmet
504111031 Bellek, Mustafa 82 66
504111034 ztrk, Ouz K. 55 70
504111039 Ball, Bahadr
AVERAGE 63.1
65.4
STANDARD DEVIATION 15.8
10.7