The simplest definition of failure rate \lambda is simply the number of failures \Delta n per time interval \Delta t: \lambda = \frac{\Delta n}{\Delta t} which would depend on the number of systems under study, and the conditions over the time period.
Failures over time , often used as the cumulative failure function F(t) To accurately model failures over time, a
cumulative failure distribution, F(t) must be defined, which can be any
cumulative distribution function (CDF) that gradually increases from 0 to 1. In the case of many identical systems, this may be thought of as the fraction of systems failing over time t, after all starting operation at time t = 0; or in the case of a single system, as the
probability of the system having its failure time T before time t: F(t) = \Pr(T\le t). As CDFs are defined by integrating a
probability density function, the
failure probability density f(t) is defined such that: F(t) = \int_0^t f(\tau)\, d\tau where \tau is a dummy integration variable. Here f(t) can be thought of as the
instantaneous failure rate, i.e. the probability of failure in the time interval between t and t{+}\Delta t, as \Delta t tends towards 0: f(t) = \lim_{\Delta t \to 0^+} \frac{\Pr(t
Hazard rate A concept closely related but different to instantaneous failure rate f(t) is the
hazard rate (or ''''
), h(t). In the many-system case, this is defined as the proportional failure rate of the systems still functioning
at time t – as opposed to f(t), which is the expressed as a proportion of the initial number'' of systems. For convenience we first define the reliability (or
survival function) as: R(t) = 1 - F(t) = \Pr(T > t) then the hazard rate is simply the instantaneous failure rate, scaled by the fraction of surviving systems at time t: h(t) = \frac{f(t)}{R(t)} In the probabilistic sense for a single system, this can be interpreted as the instantaneous failure rate under the
conditional probability that the system or component has already survived to time t: h(t) = \lim_{\Delta t \to 0^+} \frac{\Pr(t t)}{\Delta t}.
Conversion to cumulative failure rate To convert between h(t) and F(t), we can solve the differential equation h(t) = \frac{f(t)}{R(t)} = -\frac{R'(t)}{R(t)} with initial condition which yields
Constant hazard rate model There are many possible functions that could be chosen to represent failure probability density f(t) or hazard rate h(t), based on empirical or theoretical evidence, but the most common and easily-understandable choice is to set f(t) = \lambda e^{-\lambda t}, an
exponential function with scaling constant \lambda. As seen in the figures above, this represents a gradually decreasing failure probability density. The CDF F(t) is then calculated as: F(t)=\int_{0}^{t} \lambda e^{-\lambda \tau}\, d\tau = 1 - e^{-\lambda t}, which can be seen to gradually approach 1 as t \to \infty, representing the fact that eventually all systems under study will fail. The hazard rate function is then: h(t) = \frac{f(t)}{R(t)} = \frac{\lambda e^{-\lambda t}}{e^{-\lambda t}} = \lambda . In other words, in this particular case
only, the hazard rate is constant over time. This illustrates the difference in hazard rate and failure probability density - as the number of systems surviving at time t > 0 gradually reduces, the total failure rate also reduces, but the hazard rate
remains constant. In other words, the probabilities of each individual system failing do not change over time as the systems age - they are "
memory-less".
Other models s, any of which could be used as a hazard rate, depending on the system under study For many systems, a constant hazard function may not be a realistic approximation; the chance of failure of an individual component may depend on its age. Therefore, other distributions are often used. For example, the
deterministic distribution increases hazard rate over time (for systems where wear-out is the most important factor), while the
Pareto distribution decreases it (for systems where early-life failures are more common). The commonly used
Weibull distribution combines both of these effects, as do the
log-normal and
hypertabastic distributions. After modelling a given distribution and parameters for h(t), the failure probability density f(t) and cumulative failure distribution F(t) can be predicted using the given equations. ==Measuring failure rate==