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LaQuSo is an activity of Technische Universiteit Eindhoven
Confidence intervals in Confidence intervals in software reliability testingsoftware reliability testing
Alessandro Di Bucchianico (LaQuSo, Eindhoven University of Technology)
Ed Brandt and Rob Henzen (Refis, Netherlands)
ENBIS-5 Newcastle
September 15, 2005
ENBIS-5, September 15, 2005 2
Goals of this talk
show how to obtain confidence intervals for software reliability predictions from NHPP models
apply results to case study
ENBIS-5, September 15, 2005 3
Overview of this talk
Introduction of LaQuSo and RefisCase Dutch Ministry of Transport, Public Works
and Water Management Software reliability modelsConfidence intervals for NHPP models:
asymptotics simulation goodness-of-fit tests
Conclusions
ENBIS-5, September 15, 2005 4
LaQuSo: Laboratory for Quality Software
university based laboratory started at the Eindhoven University of Technology Radboud University (Nijmegen) has recently joined as partner statistics and probability group in math department at TU/e is
one of the participating groups
started in January 2004: 10 fte; will grow to 50 ftecase-study driven in cooperation with industrystatistics will be integrated part of testing and verification
activitiesmore information: www.laquso.com
ENBIS-5, September 15, 2005 5
Refis
consultancy company in Bilthoven, the Netherlands
activities include: software reliability assessments measurements systems for IT sector test audits
for more information, see www.refis.nl
ENBIS-5, September 15, 2005 6
Context of case
2/3 of the Netherlands is below sea levelprotection against sea and rivers by
dunes dikes dams sluices …
hardware reliability of sluices is well understood and documented
control of sluices by huge software systems (reliability??)
ENBIS-5, September 15, 2005 7
Sluice (1)
ENBIS-5, September 15, 2005 8
Sluice (2)
ENBIS-5, September 15, 2005 9
Goals of case
Case is project of Dutch Ministry of Transport, Public Works and Water Management (see www.rws.nl for general information)
Obtain information on reliability of software system
Registration system for defect detection and repair Predict system reliability with confidence bounds
ENBIS-5, September 15, 2005 10
Available data
Data available from three tests: plant acceptation test site acceptation test site acceptation retest
Defect counts grouped data severity index repair status …
Data was collected manually and checked on consistency etc.
ENBIS-5, September 15, 2005 11
Data assumptions
Assumptions are results from intensive discussions with project and test engineers all test intervals have same effort every test period corresponds to 219 days of actual use immediate correction of errors (gaps between testing periods allowed for this) no new error introduced by correction actions
ENBIS-5, September 15, 2005 12
Data (severity 1 FAT)
2 4 6 8 10 12 14period
2468
101214
cumulative errors
ENBIS-5, September 15, 2005 13
Software reliability models
Main differences with hardware reliability: no wear no burn-in exact reproducibility of errors
Hundreds of reliability growth models availableDedicated software for software reliability exists
(not always reliable, though): Casre Smerfs …
ENBIS-5, September 15, 2005 14
Initial Model Selection
Models available in standard software reliability packages (Smerfs, Casre) were judged on several criteria (assumptions or properties), including: upper bound on number of errors interval data length of test intervals distribution of errors shape of failure intensity …
The list of selected models included two NHPP models (Goel-Okumoto and Yamada S-shaped)
ENBIS-5, September 15, 2005 15
Nonhomogeneous Poisson process
( )( )!( ( ) )k
ttkP N t k e
!
( )
( ( ) )kttk
t t
P N t k e
This is a Type II model (cf. Langberg/Singpurwalla (1985)) that in general cannot be described easily in terms of time between failures.
Special case: Poisson process
0
T1 T2 T3 T4
t
N(t )=4
ENBIS-5, September 15, 2005 16
NHPP models
Several choices for have been introduced:
time
expected number
of failures)1()( atentL Goel-Okumoto, Musa
))1(1()( ateatntL delayed S-shaped
bt
at
ye
entL
1
)1()( inflection S-shaped
m
i
tai
ientL1
)1()(
)1ln(1
)( abta
tL
hyperexponential
logarithmic
ENBIS-5, September 15, 2005 17
NHPP models: inference for grouped data
data consists of counts in time intervals:
ni = # detected failures in time interval (ti-1,ti]
likelihood function (t0=0):
(t) = cumulative hazard rate at time t = expected number of failures at time t
if has parametric form, then maximizing L yields ML estimates for parameters
(t) = d/dt (t) = hazard rate at time t
n
in
i
yii
nn tLy
tLtLtLttyLyyL
i
1
12121 ))(exp(
!
))()((),,,;,,,(
ENBIS-5, September 15, 2005 18
NHPP models with 2 parameters: inference for parameters
))(,(: âAsymVaraNâ
eea
eaaEF
222
222
/ln/ln
/ln/ln
))(,(: êAsymCoveNê
Assume depends on 2 parameters a and e
ML-estimators have no closed form
asymptotic distribution through Fisher information:
)(),(
),()(1
êAsymVarêâAsymCov
êâAsymCovâAsymVarFV
ENBIS-5, September 15, 2005 19
NHPP models with 2 parameters: inference for function of parameters
assume depends on two parameters a and basymptotic distribution of functions of a and b
through Fisher information and delta method:
examples of functions of parameters include: probability of no failure in certain time period failure intensity at t=t0
),()(2)()()()(),( ,
222
êâAsymCovea
fêAsymVar
e
fâAsymVar
a
feaVar êeâaêeâa
ENBIS-5, September 15, 2005 20
Simulation NHPP process
Conditional on the event N(t)=n, the T1,…,Tn are distributed as the order statistics of a sample of size n from a distribution with density (t) / (t).
Hence, simulating a sample from a distribution with density (t) / (t) can be used to simulate an NHPP process with intensity (t)
( )( )!( ( ) )k
ttkP N t k e
0
T1 T2 T3 T4
t
N(t )=4
ENBIS-5, September 15, 2005 21
Goodness-of-fit NHPP process
Conditional on the event N(t)=n, the T1,…,Tn are distributed as the order statistics of a sample of size n from a distribution with density (t) / (t).
Hence, the Kolmogorov goodness-of-fit test based on the empirical distribution function may be used to perform a GOF test.
( )( )!( ( ) )k
ttkP N t k e
0
T1 T2 T3 T4
t
N(t )=4
ENBIS-5, September 15, 2005 22
Back to case study
parameter estimates and 95% confidence intervals for Goel-Okumoto model (a(1-exp(b t)):
a : ( 13.2 , 19.5989 ) b = ( 0.000818358 , 0.00318164 )
goodness-of-fit: OK at 5% levelimportant question from Dutch politics: 95%
confidence interval for probability of no failure in 1 year:
( 0.799462 , 1 ) (thus confirmation of suspicion by Ministry officials that defect system is not good enough for required probabilities)
ENBIS-5, September 15, 2005 23
Conclusions
asymptotic confidence intervals for functions of parameters in NHPP models may obtained from Fisher information
testing registration of Dutch water works not sufficient to obtain high-precision estimates of software reliability
ENBIS-5, September 15, 2005 24
Literature
Rijkswaterstaat report (confidential)Systematic description of software reliability
models, manuscript in progress (ADiB + Refis)Xie and Hong (2001), Handbook of statistics 20
(Advances in Reliability), 707-731.