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Reliability data need to be described described, modeled and analyzed How to do it? Probability y and Statistics Fundamental of reliability engineering
Overview
Several methods to describe, model and analyze random data: 1. Frequency q y Distribution / Histogram g 2. Probability Distributions 3. Numerical Statistics
30 23 20 12 5 2
Interpretation Location (i.e., center) of the data Spread/dispersion p p of the data Shape (i.e., symmetric, short-tail) of the data
INDE 6336: Reliability Engineering 2
Probability Distributions
Definition: A probability distribution is a mathematical model that relates the value of the variable i bl with ith th the probability b bilit of f occurrence of f th that t value in the population. T Two Types T of f Distributions Di t ib ti 1. Discrete Distribution: A discrete probability function is a function that can take a discrete number of values. values
p(xi) p ( x 4) p ( x 3) p ( x 5) p(x2) p ( x 6) p(x1) p ( x 7) x1 x2 x3 x4 x5 x6 x7 x
PMF: P ( X = xi ) = p ( xi ), 0 p ( xi ) 1,
xi x
p( x ) = 1
i =1 i
CDF F ( x) = P ( X x) = p ( xi ) CDF: ), 0 F ( x) 1
INDE 6336: Reliability Engineering 3
Probability Distributions
2. Continuous Distribution: the variable being measured is expressed on a continuous scale.
f(x)
a b
PDF: f ( x) 0,
f ( x)dx = 1, P (a x b) = f ( x) dx
a
CDF: F ( x) = P ( X x) =
f (u ) du
Probability Distributions
Comparing Discrete and Continuous RV
Discrete Mass function: p(x) = P(X = x)
p(x) f(x)
CDF: F(x)
F(x)
CDF: F(x)
F(x) 1
E[ X ] = xp( x)
E[ X ] = xf ( x)dx
V ( X ) = ( x ) 2 p ( x) Var
V (X ) = Var
2 ( x ) f ( x)dx d
Examples
Example 1: A car dealer uses past daily sales of cars to estimate the number of cars sold in one day day. This random variable, Y, has the following probability mass function: y = 0 3 / 12 4 / 12 y =1 p ( y ) = 2 / 12 y = 2 1 / 12 y = 3 y = 4 2 / 12 a) ) Find the cumulative distribution function for Y and sketch (graph) it.
Examples
Example 2: Assume the time T (hours) a student spends doing the assigned homework in a course has gp probability y density y function: the following
f ( t ) = kt
0 t 5
Numerical Statistics
Moment-based statistics are constructed from powers, or moments of observations. Definition: For a continuous nonnegative random variable T, the j th central moment, Mj , is calculated as
M j = (t ) j f (t )dt
0
M j = t j f (t ) dt
0
Moment-based Statistics
Important moment-based statistics are sample Mean Variance and Standard Deviation Skewness Kurtosis
Example 3 What are the mean, variance, skewness and kurtosis of the standard normal distribution?
Numerical Statistics
Measures of Location
Mean (or First Moment) Physical balancing point of the data
+
= E[T ] =
tf (t )dt = M
1 0
Other Measures of Location Median (50th Percentile) The median is a value such that at least 50% of the data values are at or below this value and at least 50% of the data values are at or above this value. Lower quartile (25th Percentile) Upper quartile (75th Percentile)
10
Numerical Statistics
Measures of Spread/Dispersion
Variance (or second central moment) Measure of dispersion of data around the mean
2 = V [T ] = (t ) 2 f (t )dt = M 2
0
Standard Deviation Measure of dispersion with the same units as the data
= V [T ]
11
Numerical Statistics
Measures of Shape
Skewness (standardized 3rd central moment) A measure of Symmetry
(T )3 M 3 = 3/2 3 = E 3 M2