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Slides - Åbo Akademi

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Appendix: Failure Rate Proof<br />

Proof:<br />

1<br />

λ(t) = lim<br />

∆t→0 ∆t · P {A[t,t+∆t] S<br />

| ¬A [0,t]<br />

S<br />

} =<br />

lim<br />

∆t→0<br />

lim<br />

∆t→0<br />

1<br />

∆t · P {A[t,t+∆t] S<br />

P {¬A [0,t]<br />

∩ ¬A [0,t]<br />

S<br />

}<br />

S<br />

}<br />

1<br />

∆t · P {A[0,t+∆t] S<br />

} − P {A [0,t]<br />

R(t)<br />

lim<br />

∆t→0<br />

S<br />

}<br />

=<br />

=<br />

R(t) − R(t + ∆t)<br />

∆tR(t)<br />

= f (t)<br />

R(t) ,<br />

where<br />

– A [x,y]<br />

S<br />

̂= S failed over time [x, y]<br />

– ¬A [x,y]<br />

S<br />

̂= S did not fail over time [x, y]

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