On system failure probability density function

Abstract

The assessment of the system unreliability is usually accomplished through well-known tools such as block diagram, fault tree, Monte Carlo and others. These methods imply the knowledge of the failure probability density function of each component “ k” (pdf p k ). For this reason, possibly, the system failure probability density function ( p sys ) has never been explicitly derived. The present paper fills this gap achieving an enlightening formulation which explicitly gives p sys as the sum of (positive) terms representing the complete set of transitions leading the system from an operating to a failed configuration, due to the failure of “a last” component. As a matter of fact, these are all the independent sequences leading the system to the failure. In our opinion, this formulation is important from both methodological and practical point of views. From the methodological one, a clear insight of the system-vs-components behaviors can be grasped and, in general, the explicit link between p sys and p k seems to be a notable result. From a practical point of view, p sys allows a rigorous derivation of Monte Carlo algorithms and suggests a systematic tool for investigating the system failure sequences.