1. LaQuSo is an activity of Technische Universiteit Eindhoven Confidence intervals in software reliability testing Confidence intervals in software reliability testing Alessandro Di Bucchianico (LaQuSo, Eindhoven University of Technology) Ed Brandt and Rob Henzen (Refis, Netherlands) ENBIS-5 Newcastle September 15, 2005

2. ENBIS-5, September 15, 2005 1 Goals of this talk show how to obtain confidence intervals for software reliability predictions from NHPP models apply results to case study

3. ENBIS-5, September 15, 2005 2 Overview of this talk Introduction of LaQuSo and Refis Case Dutch Ministry of Transport, Public Works and Water Management Software reliability models Confidence intervals for NHPP models: asymptotics simulation goodness-of-fit tests Conclusions

4. ENBIS-5, September 15, 2005 3 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 fte case-study driven in cooperation with industry statistics will be integrated part of testing and verification activities more information: www.laquso.com

5. ENBIS-5, September 15, 2005 4 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

6. ENBIS-5, September 15, 2005 5 Context of case 2/3 of the Netherlands is below sea level protection 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??)

7. ENBIS-5, September 15, 2005 6 Sluice (1)

8. ENBIS-5, September 15, 2005 7 Sluice (2)

9. ENBIS-5, September 15, 2005 8 Goals of case Case is project of Dutch Ministry of Transport, Public Works and Water Management (see www.rws.nl for general information) www.rws.nl Obtain information on reliability of software system Registration system for defect detection and repair Predict system reliability with confidence bounds

10. ENBIS-5, September 15, 2005 9 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.

11. ENBIS-5, September 15, 2005 10 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

12. ENBIS-5, September 15, 2005 11 Data (severity 1 FAT)

13. ENBIS-5, September 15, 2005 12 Software reliability models Main differences with hardware reliability: no wear no burn-in exact reproducibility of errors Hundreds of reliability growth models available Dedicated software for software reliability exists (not always reliable, though): Casre Smerfs …

14. ENBIS-5, September 15, 2005 13 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)

15. ENBIS-5, September 15, 2005 14 Nonhomogeneous Poisson process 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 T1T1 T2T2 T3T3 T4T4 t N(t )=4

16. ENBIS-5, September 15, 2005 15 NHPP models Several choices for  have been introduced: Goel-Okumoto, Musa delayed S-shaped inflection S-shaped hyperexponential logarithmic

17. ENBIS-5, September 15, 2005 16 NHPP models: inference for grouped data data consists of counts in time intervals: n i = # detected failures in time interval (t i-1,t i ] likelihood function (t 0 =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

18. ENBIS-5, September 15, 2005 17 NHPP models with 2 parameters: inference for parameters Assume  depends on 2 parameters a and e ML-estimators have no closed form asymptotic distribution through Fisher information:

19. ENBIS-5, September 15, 2005 18 NHPP models with 2 parameters: inference for function of parameters assume  depends on two parameters a and b asymptotic 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=t 0

20. ENBIS-5, September 15, 2005 19 Simulation NHPP process Conditional on the event N(t)=n, the T 1,…,T n 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) 0 T1T1 T2T2 T3T3 T4T4 t N(t )=4

21. ENBIS-5, September 15, 2005 20 Goodness-of-fit NHPP process Conditional on the event N(t)=n, the T 1,…,T n 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. 0 T1T1 T2T2 T3T3 T4T4 t N(t )=4

22. ENBIS-5, September 15, 2005 21 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% level important 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)

23. ENBIS-5, September 15, 2005 22 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

24. ENBIS-5, September 15, 2005 23 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.