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GENG5507
Probability and Statistics
Lecture Week 1
Introduction
Dr Gopalan Nair
School of Mathematics and Statistics
1
Revised 8/18GN
Content
2
1. What this unit is about
Case Study 1 – Reliable water supply
• 3 of 6 pipelines
ruptured
6
Some of the quantities of interest
Pipe Corrosion
• How to prevent?
• When to repair?
• When to replace?
• Replace after failure is not an option! 7
2. Events and Probabilities
Text book reading
Other reading:
Johnson, R. A. Miller & Freund's Probability and
Statistics for Engineers: International 8th edition, 2011
Chapter 3. [Pages 49-79]
Test your knowledge by attempting odd numbered
Exercises in the above sections
8
Events and Probabilities
What are we interested in?
• Type of failure
v the list of possible types of failures is denoted as
S (Sample space)
10
Some properties
• If A and B are any two events then
P(AUB)=P(A)+P(B)-P(A∩B);
P( A Ç B)
P( A B) =
P( B)
• If B1, B2, …, Bn are mde and A is any event
then,
P( A ) = P( A ! B 1 ) + P( A ! B 2 )+"+ P( A ! B n )
P(A | B j )P(B j )
P(B j | A) =
P ( A)
P(A | B j )P(B j )
=
P ( A B1 ) P ( B1 ) + P ( A B 2 ) P ( B 2 ) +!+ P ( A Bn ) P ( Bn )
13
Interpretations of the rules
14
3. Random variables and their properties
Text book reading
Modarres, Kaminskiy & Krivtsove (2017): Relaibility
Engineering and Risk Analysis, 3rd edition
Sections 2.3.1 and 2.4 [pages 15 & 47-52]
Other reading:
Johnson, R. A. Miller & Freund's Probability and
Statistics for Engineers: International 8th edition, 2011
• Browse through Chapter 5 (pages 87-124). This
chapter these will discrete distributions.
• 5.1 Continuous Random variables (pages 125-130)
• 16.2 Failure-time distributions (pages 511-515) 15
Random variables and their properties
X = time to failure
• X is a random variable
• What is P(X>c)?
Probability it last lasts at least c units of
time?
f(x) F(x)
1
0.9
0.8
0.7
f(x) 0.6
0.5
0.4
0.3
0.2
F(x)
0.1
0
0 x x x x
F(x) 18
Mean and Variance
• For a continuous rv X whose pdf is defined by fX(x), its
mean is given by
¥
µ X = ò xf X ( x)dx
-¥
¥
var( X ) = s = ò ( x - µ X ) f X ( x)dx
2
X
2
-¥
Var(X)=E(X2) – [E(X)]2
19
Reliability Function R(x)
Note: f(x) is
• R(x): Probability of survival to at least time x not a
probability
• Also called Survival Function value, it is a
1
probability
0.9
fX(x) density
0.8
¥
0.7
R( x) = P{ X ³ x} = ò f X (t )dt
0.6 x
0.5
F(x1)
R( x) = 1 - F ( x)
0.4
0.3
R(x1)
0.2
0.1
x1 x
20
R(x): Probability of survival
R(x) to at least time x.
1
0.9
0.8
0.7
0.6
0.5
0.4 F ( x) + R( x) = 1
0.3
0.2
F(x)
0.1
0
x
F(x): Probability of failure
before time x 21
Important INFO
22