Power system reliability Lecture No.

2.Basic Concepts of Set Theory

2.1. Sets and elements
Set theory is a basis of modern mathematics, and notions of set theory are used
in all formal descriptions.

A set is a collection of objects which are called the members or elements of

that set. If we have a set we say that some objects belong (or do not belong) to
this set, are (or are not) in the set. We say also that sets consist of their
elements.

Examples: the set of students in this room; the English alphabet may be viewed
as the set of letters of the English language; the set of natural numbers ; etc.

Sets can be finite or infinite.

There is exactly one set, the empty set, or null set, which has no members at all.
A set with only one member is called a singleton or a singleton set. (“Singleton
of a”)
Notation: A, B, C, … for sets; a, b, c, … or x, y, z, … for members.
b ∈ A if b belongs to A (B ∈ A if both A and B are sets and B is a member of A)
and c A, if c doesn’t belong to A.

Set A
A B Set B

Sample Space ,(S) and Empty Set:

Also called a Universal Set

Ø is used for the empty set. Hence, Ø = {0}.

S Ø
A B
{0}

Universal set Empty set

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Power system reliability Lecture No.2

2.2. Subsets
A set A is a subset of a set B if every element of A is also an element of B. Such
a relation between sets is denoted by A ⊆ B. If A ⊆ B and A≠ B we call A a
proper subset of B and write A ⊂ B. (Caution: sometimes ⊂ is used the way we
are using ⊆ .)
Both signs can be negated using the slash / through the sign.
Examples:
{a,b} ⊆ {d,a,b,e} and {a,b} ⊂ {d,a,b,e}.
A and B are subsets of A∪B

2.3. Operations on sets: union, intersection.

We define several operations on sets. Let A and B be arbitrary sets.

 The union of A and B, written A ∪ B, is the set whose elements are just
the elements of A or B or of both. In the predicate notation the definition
is

Union of two sets A B

Commutative Law:
A∪B = B∪A (like a+b =b+a in ordinary algebra)
Associative Law :
A∪(B∪C) = (A∪B) ∪C (like a+ (b+c) = (a+b) + c in ordinary
algebra)

Examples. Let K = {a,b}, L = {c,d} and M = {b,d}, then

K∪ L = {a,b,c,d}
K∪ M = {a,b,d}
L∪ M = {b,c,d}

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Power system reliability Lecture No.2

(K ∪ L) ∪ M = K ∪ (L ∪ M) = {a,b,c,d}
K∪ K =K
K ∪ Ø = Ø ∪ K = K = {a,b}.

 The intersection of A and B, written A ∩ B, is the set whose elements are

just the elements of both A and B. In the predicate notation the definition
is

Intersection of two sets

A B

A∩B = B ∩ A
(A∩B ) ⊆ A
(A∩B ) ⊆ B

Examples:

K∩ L =Ø
K ∩ M = {b}
L ∩ M = {d}
(K ∩ L) ∩ M = K ∩ (L ∩ M) = Ø
K∩ K =K
K∩ Ø =Ø ∩ K=Ø.

2.4 More operations on sets: difference, complement

Another binary operation on arbitrary sets is the difference “A minus B”,

written A – B, which ‘subtracts’ from A all elements which are in B. [Also
called relative complement: the complement of B relative to A.] The predicate
notation defines this operation as follows:

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Power system reliability Lecture No.2

Examples: (using the previous K, L, M)

K – L = {a,b}
K–M = {a}
L–M = {c}
K–K = Ø
K–Ø = K
Ø –K = Ø.

2.5. Set-theoretic equalities

There are a number of general laws about sets which follow from the definitions
of set- theoretic operations, subsets, etc. A useful selection of these is shown
below. They are grouped under their traditional names. These equations below
hold for any sets X, Y, Z:

1. Idempotent Laws
(a) X ∪ X = X (b) X ∩ X = X

2. Commutative Laws
(a) X ∪ Y = Y ∪ X (b) X ∩ Y = Y ∩ X

3. Associative Laws
(a) (X ∪ Y) ∪ Z = X ∪ (Y ∪ Z)
(b) (X ∩ Y) ∩ Z = X ∩ (Y ∩ Z)

4. Distributive Laws

(a) X ∪ (Y ∩ Z) = (X ∪ Y) ∩ (X ∪ Z)

(b) X ∩ (Y ∪ Z) = (X ∩ Y) ∪ (X ∩ Z)

In ordinary Algebra :

(i) a + ( b ×c ) ≠ (a + b) × (a + c)

(ii) a × (b + c ) = (a×b) + (a × c)

5. Identity Laws
(a) X ∪ Ø = X (c) X ∩ Ø = Ø

(b) X ∪ S = S (d) X ∩ S = X

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Power system reliability Lecture No.2

6. Complement Laws \

(a) X ∪ X’ = S (c) X ∩ X’ = Ø

(b) (X’)’ = X (d) X – Y = X ∩ Y’

7. DeMorgan’s Laws

(a) (X ∪ Y)’ = X’ ∩ Y’ (b) (X ∩ Y)’ = X’ ∪ Y’

8. Consistency Principle

(a) X ⊆ Y if X ∪ Y = Y (b) X ⊆ Y if X ∩ Y = X

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Power System Reliability Lecture No.3

3. Probability Theory
Probability Concepts:
Probability is the science that deals with uncertainty .It is also called the measure
of chance which means that the chance of an event to happen. It provides a
mathematical definition of randomness.

Definitions:

 Statistical random experiment : Is the experiment in which its

outcomes cannot be predicted with certainty. Or it is an empirical record
of any phenomenon whose relative frequency of occurrence is uncertain.
 Outcomes: Is a particular result of the random experiment, denoted by
small letters, a,b,c or x,y,z..).
 Sample space: All possible outcomes of given experiment. (Denoted by
letter S).

 An event: A specific outcome or collection of outcomes; usually denoted

by capital letters A,B,C or X,Y,Z)

The probability of an event is expressed on a scale from 0 to 1

 0 means it will never happen

 1 means that it is certain to happen
Hence probability of events will have values between 0 (failure) and 1 (success)
except extreme cases.
– P (success) = Nos. of success / Nos. of possible outcomes; p = s / (s+f)
– P (failure) = Nos. of failures / Nos. of possible outcomes; q = f / (s+f)
Where; p + q = 1
The probability of an event is the number of times that a specific event occurs
relative to the sum of all possible events that can occur. This is the classical
definition of the probability.

Example 1 : The probability of rolling a 3 on a die is 1 out of 6, or 1/6.

Example 2 : Flipping a coin once can results in either a head (H) or a tail (T)
,i.e, 1 out of 2 , or 1/2. Here, S= {H,T}.

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Power System Reliability Lecture No.3

Example 3 : The probability of two coins flipped once coming up heads is 1 out
of 4, or 1/4 .

 Relative frequency of an event : It is how often an event occurs relative

to all other events that occurred in the experiment
 Certain event : the event will surely or certainly occurs . (S- exist) .
 Impossible (uncertain) event: The event cannot occur (S =φ ).
 Mutually exclusive events :Two or more events which cannot happen
together, .e.g. acquitted and sent to prison, the probability = 0.0
 Conditional probability The probability of event A happening, given
that event B has already occurred, e.g. probability of going to prison (A)
given that the offender was put on probation (B).

This is symbolized P (A B)

 Independent events: Two events A & B are considered independent if the
conditional probability P (A B) = P (A), e.g. probability of acquittal (A)
given that it is raining outside (B).

Notes on Basic Probability Theory

It is possible to combine events to form new event using the operation of set
theory.

1. Addition rule of probability

 Event (A∪B) is the union event and is defined as the event that occurs if
A occurs or B occurs or both.
 If the two events are not mutually exclusive :

P(AUB) = P(A or B) = P(A) + P(B) – P(A and B)

Example 4 : What is the probability of drawing either a Jack or a Heart from a

well shuffled deck of cards?

P (J or H) = P (J) + P (H) – P (J and H)

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Power System Reliability Lecture No.3

P (J or H) = P (4/52) + P (13/52) – P (1/52)

P (J or H) = (0.0769 + 0.2453) – (0.01923)

P (J or H) = 0.3077

 If the two events are mutually exclusive …

P(AUB) = P(A or B) = P(A) + P(B)

Example 5 : What is the probability of drawing a Jack or a King?

P(J or K) = P(J) + P(K)

P(J or K) = P(4/52) + P(4/52)

P(J or K) = (0.0769 + 0.0769) = 0.1538

2. Multiplication Rule of Probability

Event (A∩B) is the intersection event and is defined as the event that occurs if

A and B occurs, i.e., the probability of A and B happening together.

 The general rule

P(A∩B ) = P(A and B) = P(B) P(AB)

 If the events are independent of each other, this simplifies

P (A∩B ) = P (A) P (B)

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Power System Reliability Lecture No.3

Example 6: Ahmed and Ali playing cards, what is the probability that both draw
an ace of heart?

Solution: This is an independent probability

P (A and B) = P (A∩B ) = P (A) P (B)

= (1/52) x (1/52) = 0.0003698

This is a very low probability.

Example 7: What is the probability of drawing a Jack of Hearts?

Since J and H are not mutually exclusive, therefore independent …

P (J and H) = P (J) P (H) = (4/52) (13/52)

= 0.01923

Notice that this is the same as

(1/52) = 0.01923

 Event A’ (the complement of A) is the event that occurs if

A does not occurs.

Venn diagrams
It is possible to use a Venn diagram to demonstrate the combinations of event .
Probability theory can be mathematically expressed through set theory where
Venn diagram is used to explain the set theory pictorially
 A Venn diagram is normally drawn as a rectangle which
represents the total probability space S that encloses or represents
the entire space being considered
 There may be two or more events such as A, B within this
 space S for which the probabilities must be combined

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Power System Reliability Lecture No.3

A B A B

( )

Venn diagrams for probability representation

A B A A’

Disjoint Complement

Venn diagrams for probability representation

As in the last Venn diagram A and B are disjoint. Hence, ( )

has no elements then the elements A and B are said to be mutually exclusive.
This implies that A and B cannot occur simultaneous.

Axioms:

1. If P (A) =1, then A is a certain event.

If P (A) = 0, then is an impossible event.
2. For an event A: 0 ≤ P (A) ≥ 1 and P (A)’= 1- P (A).
3. P(S) = 1 always.
4. For any two events, as in the second Venn diagram above,

P (AUB) = P (A) + P (B) – P (A and B)

5. For two events A and B which are mutually exclusive:

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Power System Reliability Lecture No.3

P (AUB) = P (A) + P (B)

and P (A)’= 1- P (A), and AUA’=S , also: P (A∩B ) = 0.

6. The probability of two independent events both occurring is equal to the

product of the individual probabilities.

P (A∩B ) = P (A) P (B)

7. The Conditional Probability Rules

The probability of event A given that event B has occurred is equal to the
probability of A and B both occurring divided by the probability of event B
occurring. This is known as the conditional probability. No independence
between A and B is assumed. In fact, rearranging the terms gives the probability
of both events A and B occurring when A and B are not independent. Hence,

Conditional Probability Examples

Example 8: Suppose we are observing cloud cover in a given area and are
wondering whether it will rain or not.
If the event “rain” is denoted as event A and the event that there is “cloud
cover” as event B, we are interested in what is the probability of rain (i.e., event
A) given that there is cloud cover (i.e., event B) over a given area.
Mathematically, the conditional probability of rain given that there is cloud
cover is defined as

where the vertical bar (i.e., |) between A and B is read “given.”

Suppose we have observed that 10% of the time it is “rainy” and there is cloud
cover, or mathematically

Suppose we have also observed that 40% of the time there is cloud cover, or
Mathematically

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Power System Reliability Lecture No.3

Therefore, in a 100-day period, cloud cover will be experienced in 40 days and

it will be raining with cloud cover in 10 days. Think of the probabilities of each
event as representing a specified percentage of a known population (e.g., 100
days). In this particular example, the known subpopulation is the fact that there
is cloud cover (i.e., event B) for 40 days and we are interested in the portion or
subpopulation or the number of days in which there will be rain (i.e., event A)
given that there is cloud cover.

Therefore, we conclude that 25% of the time it will rain if there is cloud cover.

The probability of the simultaneous occurrence of two events A and B is equal

to the product of the probability of B and the conditional probability of A given
that B has occurred.

or the probability of the simultaneous occurrence of the two events A and B is

also equal to the product of the probability of A and the conditional probability
of B given that A has occurred.

Example 9: Find the probability that a face card is drawn on the first draw, and

an ace card on the second draw in two consecutive draws with no replacement.

Solution:

This is a conditional probability = P (A) P (B/A)

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Power System Reliability Lecture No.3

Let:

P (face card) = P (A) =12/52

P (ace) = P (B) = 4/52

P (ace / face card was drawn) = P (B/A) = 4/51

= (12/52) x (4/51) = 4/221

Example 10: Now suppose 300 of the boys and 100 of the girls are interested in
computer games. The school has 400 students out of 800 who like computer
games. However, if a student is picked at random, the probability of finding a
boy who is interested in computer games should be 300/800=0.375 from first
principles.
The Product Rule does not apply here because the two events, being a boy and
being interested in computer games, are not independent—boys seem to be
more interested in computer games than girls. Instead, the conditional
probability of the fourth theorem should be used.

It does not matter which event is the dependent one and which event is the
independent one. The results will be identical:

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Power system Reliability Lecture No.5

5.Probability distributions
Probability distribution A theoretical model that
indicates the probability of specific events happening for
a phenomenon distributed in a particular manner.
In statistics, numerous probability distributions are used
to describe, explain, predict, and assist in decision
making.

Examples include

 Binomial distribution
 Normal distribution
 Poisson distribution
 Lognormal distribution
 Exponential distribution
 Weibull distribution
 Gamma distribution
 Chi-square distribution
In this our course we shall consider only the
binomial,poisson and exponential distributions.

1. Binomial Distribution
Binomial distribution is the one of the simplest discrete
probability distribution. Consider a random trial having
only two possible outcomes, such a trial is referred as a
“Bernoulli trial” :
p = probability of success,
q= probability of failure
So that p+q =1

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Power system Reliability Lecture No.5

Consider flipping 3 coins once. What are the

possible theoretical outcomes?

3 heads H1 H2 H3
H1 H2 T3
3 combinations of 2 heads and 1 tail H1 T2 H3
T1 H2 H3

H1 T2 T3
3 combinations of 1 head and 2 tails T1 H2 T3
T1 T2 H3

3 tails T1 T2 T3

Let the probability of a head = p, a tail = q, n = the

number of coins flipped, and the probability of a
head or tail = 0.5 (p=q=0.5)

This statistical experiment can be represented by

the following binomial model:
(p1 +q1)(p2+q2)(p+q3)
If p1=p2=p3=p and q1=q2=q3=q
Hence (p + q) (p + q) (p + q) = (p + q)3
(p + q)3 = 1p3 + 3p2q + 3pq2 + 1q3
(p + q)3 = p3 + 3p2q + 3pq2 + q3

This is for 3 cions, however for n coins;

(p + q) n

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Power system Reliability Lecture No.5

Binomial with Unequal Probabilities

More generally, if p = probability of success and q = 1 – p =
probability of failure, the probability of a specific sequence of
outcomes where there are r successes and n-r failures is

Let X: random variable represent the total number of success

out of n series Bernoulli trials.
r: the value that X may take (0,1,2,3,.....).
If we now want the probability of exactly X=r success out of n
trials , then must be by the number of ways
that these r success can occur which is the number of
combinations of n elements taken r at a time , given by
. Therefore the probability distribution
function for the random variable X is
(1)
This equation can also be re-written as:

(2)

Meaning of p and q in power system component:

Consider a generating unit , if the unit fails 10 hourrs
during on year , then ,
G
p,q

And p + q =

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Power system Reliability Lecture No.5

Example 1 : consider two generators G1 AND G2 having probabilities

of success (working) p1,p2 and failure (not working) q1,q2
respectively .The two generators are connected to the same bus bar
to supply a common load, then;

Applying Binomial law:

P1+q1 =1 and p2+q2 =1

(P1+q1) x (p2+q2) =1

P1p2+p1q2+p2q1+q1q2=1

Neglecting maintenance period:

We have 4 cases:

P1p2 Two units on work

p1q2 Unit 1 working Unit 2 not working

p2q1 Unit 2 working Unit 1 not working

q1q2 Unit 1 and Unit 2 not working

Special case: If on unit can supply all the power to the load
(design consideration) ,then

Psystem = P1p2+p1q2+p2q1 (system available)

Qsystem = q1 q2 (system unavailable)

If p1 = p2 = 0.99 , q1 = q2 = 0.01,

Qsystem =q1q2 = (0,01) x (0.01) = 0.0001

Psystem = 1- Qsystem = 1- 0.0001= 0.9999

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Power system Reliability Lecture No.5

General Case :

If we have ( n ) non-identical generating units operating in parallel

and supplying a common load, as shown in Fig.1
G1 G2 G3 .............. Gn

P1 p2 p3 pn

q1 q2 q3 qn

Fig.1 Load

Here,

(P1+q1) x (p2+q2) x (P3+q3) x . . . . . . . . . . . .x (pn+qn) = 1

This is difficult to be evaluated , but if we assume that all units are

identical , then

P1 = p2 = P3 =. . . . . . . . . . .= pn = p

q1 =q2 = q3 =. . . . . . . . . . . .= qn =q

or ( p+q )n =1

and ( p+q )n =

Which represents a Binomial distribution

Example2:

An electric power system supplied from a total of 150 generating

units. Calculate the probability of having (a) 2, (b) 5, and (c) 10 units
being out of service simultaneous, given that the outage rate (q) of
each unit is 0.06.

Solution:

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Power system Reliability Lecture No.5

(a) Applying equation 2 , the probability of having r= 2 units out of

service is

(b) Similarly the probability of having r =5 units out of service is

(c) the probability of having r = 10 units out of service is

Note that the probability of having 10 units out is highest.

Conclusion:

An experiment must have four properties for the binomial

distribution to be applicable:

1. Fixed number of trials

2. Each trial must result in success or failure.

3. All trials must have identical probabilities of success.

4. All trials must be independent.

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Power System Reliability Lecture No.6

6. The Probability Distribution

2. The Poisson distribution
Poisson distribution is a discrete probability distribution applied when the
number of occurrence of an event in a given time is purely by chance. In
this case Binomial distribution is not applicable although the rate of
occurrence is fixed.
Example of such events are , the probability of a certain number of
lightning strikes in a given time , the number of occurrence of fault in a long
power cable and the probability that there a certain number of telephone
calls in a given period of time.
With an infinite number of possible points for the random variable. The
probability that the random variable will take on a value x =r is given by

where is a parameter describing the number of success per unit time

(rate of occurrence of event in a time interval (t) ) . The rate of occurrence
is also called the failure rate if X represent the failure event.
Example1:
On a large power system, the average number of multi-core underground
cable fault per year per 100 km of cable is 0.5 . Considering a specified
piece cable 10 km long, what is the probabilities of 0,1,2,......etc fault during
a 40 years period?
Solution:
Assuming the number of faults to be valid for the cable in question and for
a period of 40 years, the average number of faults is:

For r=0 , 1 , 2, 3 ,4 , 5 faults :

P(0) = 0.135
P(1) = 0.270
P(2) = 0.270
P(3) = 0.180
P( 4) = 0.090
P(5) = (0.036)

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Power System Reliability Lecture No.6

These values could be represented as shown in Fig.1 which gives the

histogram of the events.

0.270 0.270
Probabilities
0.180

0.135
0.090
0.036

0 1 2 3 4 5 No.of faults
Fig.1

Example 2:
The failure of power transformers is assumed to follow Poisson probability
distribution. Suppose on average, a transformer fails once every 5 years.
What is the probability that it will not fail in the next 12 months? That it
will fail once in the next 24 months?

Solution:
Failure rate = once in 5 years
=0.2 year
Number of expected failures in 12 months= 0.2.

Probability of having zero failures is given by

Number of expected failures in 24 months= 0.2x2=0.4.Probability of having

exactly one failure in that period is

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Power System Reliability Lecture No.6

3. The Exponential Distribution

 How much time will elapse before an earthquake occurs in a given
region?
 How long do we need to wait before a customer enters our shop?
 How long will a generating unit works without breaking down?
 How long will a transformer works without breaking down?
Questions such as these are often answered in probabilistic terms using the
exponential distribution.
All these questions concern the time we need to wait before a given event
occurs. If this waiting time is unknown, it is often appropriate to think of it as a
random variable having an exponential distribution. Roughly speaking, the
time we need to wait before an event occurs has an exponential distribution
if the probability that the event occurs during a certain time interval is
proportional to the length of that time interval.
Mathematically speaking, the exponential distribution is a continuous
probability density function given by the formula

where λ is a parameter of this probability function. It extends from 0 to ∞ and

is illustrated in Fig. 2 or the Mean E(X) = 1/ λ. The exponential distribution
describes a probability that decreases exponentially with increasing x.

Figure 2. Exponential distribution.

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Power System Reliability Lecture No.6

The variation of the probability density function with the parameter λ is

shown in Fig.3

Fig.3

OTHER IMPORTANT PARAMETERS:

 THE MEAN TIME TO FAILURES
The expected average value for exponential distributed function may be
considered as the average time for a failure to occur and is known as the mean
time to failures or MTTF.
The expected value of a probability density function is given by

In our case, this becomes

It can be proven that the MTTF can also be obtained by integrating the
reliability function over the entire range, that is,

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Power System Reliability Lecture No.6

This simplifies the calculation in most cases. For the simple exponential
distribution, it becomes

Example 3:
There are 10 generators in a generating station. The units are assumed to have
a failure rate of 0.02 per year. What is the mean time to failures in that
station?
Solution:

 The Variance and the Standard deviation

MTTF alone does not uniquely characterize a failure distribution . Other
measures are necessary . one measure that is often used to further describe
a failiare distribution is its variance σ2 defined by

Upon Further simplification ,the above equation can be re-written as

The standard deviation of the exponential distribution is given by:

σ =

The parameter λ , the mean time to failure 1/ λ , the variance σ2 and the
standard deviation σ all have significant physical meanings when the
exponential distribution is applied to reliability assessments.

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Power System Reliability Lecture No.6

4. The Normal Distribution

Normal distribution is the most widely used probability distribution due to the
fact that most things that are phenomena in nature tend to follow these
distribution .Many things actually are normally distributed, or very close to it.
For example, height and intelligence are approximately normally distributed;
measurement errors also often have a normal distribution. It is a good
approximation for many other distributions such as the binomial when the
population is large. It is a continuous distribution; hence, the curve is the
probability density function that takes on a symmetrical bell shape as
illustrated in Fig. 4. The mathematical formula for the probability density
function is

-2 -1 +1 +2

Figure 4. Normal probability density function.

Characteristics of the Normal distribution

• Symmetric, bell shaped
• Continuous for all values of X between -∞ and ∞ so that each conceivable
interval of real numbers has a probability other than zero.
• -∞ ≤ X ≤ ∞
• Two parameters, μ and σ. Note that the normal distribution is actually a
family of distributions, since μ and σ determine the shape of the
distribution.

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