Commit e73b08b7 authored by Wojciech Łoboda's avatar Wojciech Łoboda

ex5

parent d21d5e81
......@@ -3,26 +3,28 @@ title: "Analysis of the risk of failure of the O-rings on the Challenger shuttle
author: "Arnaud Legrand"
date: "28 juin 2018"
output: html_document
editor_options:
markdown:
wrap: 72
---
On January 27, 1986, the day before the takeoff of the shuttle _Challenger_, had
a three-hour teleconference was held between
Morton Thiokol (the manufacturer of one of the engines) and NASA. The
discussion focused on the consequences of the
temperature at take-off of 31°F (just below
0°C) for the success of the flight and in particular on the performance of the
O-rings used in the engines. Indeed, no test
had been performed at this temperature.
The following study takes up some of the analyses carried out that
night with the objective of assessing the potential influence of
the temperature and pressure to which the O-rings are subjected
on their probability of malfunction. Our starting point is
the results of the experiments carried out by NASA engineers
during the six years preceding the launch of the shuttle
Challenger.
On January 27, 1986, the day before the takeoff of the shuttle
*Challenger*, had a three-hour teleconference was held between Morton
Thiokol (the manufacturer of one of the engines) and NASA. The
discussion focused on the consequences of the temperature at take-off of
31°F (just below 0°C) for the success of the flight and in particular on
the performance of the O-rings used in the engines. Indeed, no test had
been performed at this temperature.
The following study takes up some of the analyses carried out that night
with the objective of assessing the potential influence of the
temperature and pressure to which the O-rings are subjected on their
probability of malfunction. Our starting point is the results of the
experiments carried out by NASA engineers during the six years preceding
the launch of the shuttle Challenger.
# Loading the data
We start by loading this data:
```{r}
......@@ -31,41 +33,41 @@ data
```
The data set shows us the date of each test, the number of O-rings
(there are 6 on the main launcher), the
temperature (in Fahrenheit) and pressure (in psi), and finally the
number of identified malfunctions.
(there are 6 on the main launcher), the temperature (in Fahrenheit) and
pressure (in psi), and finally the number of identified malfunctions.
# Graphical inspection
Flights without incidents do not provide any information
on the influence of temperature or pressure on malfunction.
We thus focus on the experiments in which at least one O-ring was defective.
Flights without incidents do not provide any information on the
influence of temperature or pressure on malfunction. We thus focus on
the experiments in which at least one O-ring was defective.
```{r}
data = data[data$Malfunction>0,]
data
```
We have a high temperature variability but
the pressure is almost always 200, which should
simplify the analysis.
We have a high temperature variability but the pressure is almost always
200, which should simplify the analysis.
How does the frequency of failure vary with temperature?
```{r}
plot(data=data, Malfunction/Count ~ Temperature, ylim=c(0,1))
```
At first glance, the dependence does not look very important, but let's try to
estimate the impact of temperature $t$ on the probability of O-ring malfunction.
At first glance, the dependence does not look very important, but let's
try to estimate the impact of temperature $t$ on the probability of
O-ring malfunction.
# Estimation of the temperature influence
Suppose that each of the six O-rings is damaged with the same
probability and independently of the others and that this probability
depends only on the temperature. If $p(t)$ is this probability, the
number $D$ of malfunctioning O-rings during a flight at
temperature $t$ follows a binomial law with parameters $n=6$ and
$p=p(t)$. To link $p(t)$ to $t$, we will therefore perform a
logistic regression.
number $D$ of malfunctioning O-rings during a flight at temperature $t$
follows a binomial law with parameters $n=6$ and $p=p(t)$. To link
$p(t)$ to $t$, we will therefore perform a logistic regression.
```{r}
logistic_reg = glm(data=data, Malfunction/Count ~ Temperature, weights=Count,
......@@ -73,15 +75,16 @@ logistic_reg = glm(data=data, Malfunction/Count ~ Temperature, weights=Count,
summary(logistic_reg)
```
The most likely estimator of the temperature parameter is 0.001416
and the standard error of this estimator is 0.049, in other words we
cannot distinguish any particular impact and we must take our
estimates with caution.
The most likely estimator of the temperature parameter is 0.001416 and
the standard error of this estimator is 0.049, in other words we cannot
distinguish any particular impact and we must take our estimates with
caution.
# Estimation of the probability of O-ring malfunction
The expected temperature on the take-off day is 31°F. Let's try to
estimate the probability of O-ring malfunction at
this temperature from the model we just built:
estimate the probability of O-ring malfunction at this temperature from
the model we just built:
```{r}
# shuttle=shuttle[shuttle$r!=0,]
......@@ -91,29 +94,72 @@ plot(tempv,rmv,type="l",ylim=c(0,1))
points(data=data, Malfunction/Count ~ Temperature)
```
As expected from the initial data, the
temperature has no significant impact on the probability of failure of the
O-rings. It will be about 0.2, as in the tests
where we had a failure of at least one joint. Let's get back to the initial dataset to estimate the probability of failure:
As expected from the initial data, the temperature has no significant
impact on the probability of failure of the O-rings. It will be about
0.2, as in the tests where we had a failure of at least one joint. Let's
get back to the initial dataset to estimate the probability of failure:
```{r}
data_full = read.csv("shuttle.csv",header=T)
sum(data_full$Malfunction)/sum(data_full$Count)
```
This probability is thus about $p=0.065$. Knowing that there is
a primary and a secondary O-ring on each of the three parts of the
launcher, the probability of failure of both joints of a launcher
is $p^2 \approx 0.00425$. The probability of failure of any one of the
launchers is $1-(1-p^2)^3 \approx 1.2%$. That would really be
bad luck.... Everything is under control, so the takeoff can happen
tomorrow as planned.
But the next day, the Challenger shuttle exploded and took away
with her the seven crew members. The public was shocked and in
the subsequent investigation, the reliability of the
O-rings was questioned. Beyond the internal communication problems
of NASA, which have a lot to do with this fiasco, the previous analysis
includes (at least) a small problem.... Can you find it?
You are free to modify this analysis and to look at this dataset
from all angles in order to to explain what's wrong.
This probability is thus about $p=0.065$. Knowing that there is a
primary and a secondary O-ring on each of the three parts of the
launcher, the probability of failure of both joints of a launcher is
$p^2 \approx 0.00425$. The probability of failure of any one of the
launchers is $1-(1-p^2)^3 \approx 1.2%$. That would really be bad
luck.... Everything is under control, so the takeoff can happen tomorrow
as planned.
But the next day, the Challenger shuttle exploded and took away with her
the seven crew members. The public was shocked and in the subsequent
investigation, the reliability of the O-rings was questioned. Beyond the
internal communication problems of NASA, which have a lot to do with
this fiasco, the previous analysis includes (at least) a small
problem.... Can you find it? You are free to modify this analysis and to
look at this dataset from all angles in order to to explain what's
wrong.
## Finding error
in the provided data from tests, the range of temperatures is small, all
of them vary between 60-70, based on this data we cannot reason about
what will happen in the temperatures around 30. To show this we can
visualize confidence intervals for out logistic regression
```{r}
# Create a sequence of Temperature values for plotting
newdata <- data.frame(Temperature = seq(0,
max(data$Temperature),
length.out = 100))
# Predict on the link (logit) scale with standard errors
pred <- predict(logistic_reg, newdata, type = "link", se.fit = TRUE)
# Compute 95% CI on the link scale
newdata$fit <- pred$fit
newdata$lower <- pred$fit - 1.96 * pred$se.fit
newdata$upper <- pred$fit + 1.96 * pred$se.fit
# Transform back to probability scale
newdata$fit_prob <- plogis(newdata$fit)
newdata$lower_prob <- plogis(newdata$lower)
newdata$upper_prob <- plogis(newdata$upper)
```
```{r}
library(ggplot2)
ggplot(newdata, aes(x = Temperature, y = fit_prob)) +
geom_line(color = "blue") + # Predicted probability line
geom_ribbon(aes(ymin = lower_prob, ymax = upper_prob), alpha = 0.2) + # 95% CI
geom_point(data = data, aes(x = Temperature, y = Malfunction/Count), color = "red") + # observed proportions
labs(y = "Probability of Malfunction",
x = "Temperature") +
theme_minimal()
```
Model was to simple and took into account only, temperature not pressure
etc, we should do the same based on pressure, temperature, malfucntion
types
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