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The robustness of markov reliability models
Author(s) -
Edgar John F.
Publication year - 1986
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.4680020207
Subject(s) - weibull distribution , robustness (evolution) , reliability engineering , markov chain , computer science , markov process , reliability (semiconductor) , markov model , mathematical optimization , mathematics , statistics , power (physics) , engineering , machine learning , biochemistry , chemistry , physics , quantum mechanics , gene
Abstract Markov models are an established part of current systems reliability and availability analysis. They are extensively used in various applications, including, in particular, electrical power supply systems. One of their advantages is that they considerably simplify availability evaluation so that the availability of very large and complex systems can be computed. It is generally assumed, with some justification, that the results obtained from such Markov reliability models are relatively robust. It has, however, been known for some time, that practical time to failure distributions are frequently non‐exponential, particular attention being given in much reliability work to the Weibull family. Morover, recently additional doubt has been case on the validity of the Markov approach, both because of the work of Professor Kline and others on the non‐exponentiality of practical repair time distribution , and because of the advantages to be obtained in terms of modelling visibility of the alternative simulation approach. In this paper we employ results on the ability of the k ‐out‐of‐ n systems to span the coherent set to investigate the robustness of Markov reliability models based upon a simulation investigation of coherent systems of up to 10 identical components. We treat the case where adequate repair facilities are available for all components. The effects upon the conventional transient and steady‐state measures of Weibull departures from exponentiality are considered. In general, the Markov models are found to be relatively robust, with alterations to failure distributions being more important than those to repair distributions, and decreasing hazard rates more critical than increasing hazard rates. Of the measures studied, the mean time to failure is most sensitive to variations in distributional shape.

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