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-#+TITLE: Analysis of the risk of failure of the O-rings on the Challenger shuttle
-#+AUTHOR: Arnaud Legrand
-#+LANGUAGE: fr
-
-#+HTML_HEAD:
-#+HTML_HEAD:
-#+HTML_HEAD:
-#+HTML_HEAD:
-#+HTML_HEAD:
-#+HTML_HEAD:
-
-#+LATEX_HEADER: \usepackage{a4}
-#+LATEX_HEADER: \usepackage[french]{babel}
-
-# #+PROPERTY: header-args :session :exports both
-
-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:
-#+begin_src python :results value :session *python* :exports both
-import numpy as np
-import pandas as pd
-data = pd.read_csv("shuttle.csv")
-data
-#+end_src
-
-#+RESULTS:
-#+begin_example
- Date Count Temperature Pressure Malfunction
-0 4/12/81 6 66 50 0
-1 11/12/81 6 70 50 1
-2 3/22/82 6 69 50 0
-3 11/11/82 6 68 50 0
-4 4/04/83 6 67 50 0
-5 6/18/82 6 72 50 0
-6 8/30/83 6 73 100 0
-7 11/28/83 6 70 100 0
-8 2/03/84 6 57 200 1
-9 4/06/84 6 63 200 1
-10 8/30/84 6 70 200 1
-11 10/05/84 6 78 200 0
-12 11/08/84 6 67 200 0
-13 1/24/85 6 53 200 2
-14 4/12/85 6 67 200 0
-15 4/29/85 6 75 200 0
-16 6/17/85 6 70 200 0
-17 7/2903/85 6 81 200 0
-18 8/27/85 6 76 200 0
-19 10/03/85 6 79 200 0
-20 10/30/85 6 75 200 2
-21 11/26/85 6 76 200 0
-22 1/12/86 6 58 200 1
-#+end_example
-
-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.
-
-* 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.
-
-#+begin_src python :results value :session *python* :exports both
-data = data[data.Malfunction>0]
-data
-#+end_src
-
-#+RESULTS:
-: Date Count Temperature Pressure Malfunction
-: 1 11/12/81 6 70 50 1
-: 8 2/03/84 6 57 200 1
-: 9 4/06/84 6 63 200 1
-: 10 8/30/84 6 70 200 1
-: 13 1/24/85 6 53 200 2
-: 20 10/30/85 6 75 200 2
-: 22 1/12/86 6 58 200 1
-
-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?
-#+begin_src python :results output file :var matplot_lib_filename="freq_temp_python.png" :exports both :session *python*
-import matplotlib.pyplot as plt
-
-plt.clf()
-data["Frequency"]=data.Malfunction/data.Count
-data.plot(x="Temperature",y="Frequency",kind="scatter",ylim=[0,1])
-plt.grid(True)
-
-plt.savefig(matplot_lib_filename)
-print(matplot_lib_filename)
-#+end_src
-
-#+RESULTS:
-[[file:freq_temp_python.png]]
-
-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.
-
-#+begin_src python :results value :session *python* :exports both
-import statsmodels.api as sm
-
-data["Success"]=data.Count-data.Malfunction
-data["Intercept"]=1
-
-
-# logit_model=sm.Logit(data["Frequency"],data[["Intercept","Temperature"]]).fit()
-logmodel=sm.GLM(data['Frequency'], data[['Intercept','Temperature']], family=sm.families.Binomial(sm.families.links.logit)).fit()
-
-logmodel.summary()
-#+end_src
-
-#+RESULTS:
-#+begin_example
- Generalized Linear Model Regression Results
-==============================================================================
-Dep. Variable: Frequency No. Observations: 7
-Model: GLM Df Residuals: 5
-Model Family: Binomial Df Model: 1
-Link Function: logit Scale: 1.0
-Method: IRLS Log-Likelihood: -3.6370
-Date: Fri, 20 Jul 2018 Deviance: 3.3763
-Time: 16:56:08 Pearson chi2: 0.236
-No. Iterations: 5
-===============================================================================
- coef std err z P>|z| [0.025 0.975]
--------------------------------------------------------------------------------
-Intercept -1.3895 7.828 -0.178 0.859 -16.732 13.953
-Temperature 0.0014 0.122 0.012 0.991 -0.238 0.240
-===============================================================================
-#+end_example
-
-The most likely estimator of the temperature parameter is 0.0014
-and the standard error of this estimator is 0.122, 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:
-
-#+begin_src python :results output file :var matplot_lib_filename="proba_estimate_python.png" :exports both :session *python*
-import matplotlib.pyplot as plt
-
-data_pred = pd.DataFrame({'Temperature': np.linspace(start=30, stop=90, num=121), 'Intercept': 1})
-data_pred['Frequency'] = logmodel.predict(data_pred)
-data_pred.plot(x="Temperature",y="Frequency",kind="line",ylim=[0,1])
-plt.scatter(x=data["Temperature"],y=data["Frequency"])
-plt.grid(True)
-
-plt.savefig(matplot_lib_filename)
-print(matplot_lib_filename)
-#+end_src
-
-#+RESULTS:
-[[file:proba_estimate_python.png]]
-
-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:
-
-#+begin_src python :results output :session *python* :exports both
-data = pd.read_csv("shuttle.csv")
-print(np.sum(data.Malfunction)/np.sum(data.Count))
-#+end_src
-
-#+RESULTS:
-: 0.06521739130434782
-
-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 $1-(1-p^2)^3 \approximately 1.2%$. 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.
-