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  EEE 6906

  Reliability of Power System


  Basic Probability Theory
  October 2017

A H Chowdhury
Professor, EEE, BUET
Basic Probability Theory

Table of Contents

 Probability concepts
 State space, events, Venn diagrams
 Rules for Combining Probabilities
 Probability Distributions
 Binomial distribution concepts

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Basic Probability Theory

Probability Concepts

 The term ‘probability’ is frequently used in a loose sense implying a certain


event has a good chance of occurring
- In this sense it is a qualitative or subjective measure

 ‘Probability’ has a strict technical meaning, a scientific 'measure of chance‘


- i.e., it defines quantitatively likelihood of an event or events

 Mathematically ‘probability’ is a numerical index that can vary between


zero (absolute impossibility) to unity (absolute certainty)

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Basic Probability Theory

Probability Concepts

 Very few events associated with extreme values of probability scale


– Most have probability indices between these values

 Each event have at least two possible outcomes


– favourable outcome or success
– unfavourable outcome or failure

 Event that has more than two possible outcomes


– Group together those outcomes which can be called favourable or successes and those
which can be called unfavourable or failures
– This creates two subsets of outcomes from complete set of possible outcomes

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Basic Probability Theory

Probability Concepts

 Probability of success and failure deduced as follows:


number of success
P( success ) 
number of possible outcomes
number of failure
P( failure ) 
number of possible outcomes

Let, s = number of ways success can occur and


f = number of ways failure can occur
Then, s
P( success )  p 
s f
f
P( failure )  q 
s f
p  q 1

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Basic Probability Theory

Probability Concepts

Example
 Probability of getting a head or a tail in a single toss of coin

 Let,
Head = success

Tail = failure

 Number of ways success can occur = s = 1

 Number of ways failure can occur = f = 1

 Probability of getting a head or a tail in a single throw = 1/2

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Basic Probability Theory

Probability Concepts

Example
 Probability of getting a 4 from a single throw of a dice

 Let,
Getting a 4 = success

Not getting a 4 = failure

 Number of ways success can occur = s = 1

 Number of ways failure can occur = f = 5

 Probability of getting a 4 is 1/6 and the probability of not getting a 4 is 5/6

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Basic Probability Theory

Probability Concepts

Example
 Probability of getting a total of 9 spots in a single throw of two dice
 Successful outcomes:
(3+6),(4+5),(5+4), (6+3) = 4 ways = s

 Failed outcomes:
(1+ 1), (1+ 2), (1+ 3), (1+ 4), (1+ 5), (1+ 6)
(2+1), (2+2), (2+3), (2+4), (2+5), (2+6)
(3+1), (3+ 2), (3+ 3), (3+ 4), (3+ 5)
(4+1), (4+2), (4+3), (4+4), (4+6)
(5+1), (5+ 2), (5+ 3), (5+ 5), (5+ 6)
(6+1),(6+2), (6+4),(6+5),(6+6) = 32 ways = f

 Probability of getting a total of 9 spots = 4/36 = 1/9


 Probability of not getting a total of 9 spots = 32/36 = 8/9

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Basic Probability Theory

Probability Concepts

Permutations and combinations


 Evaluation of probabilities can often be more easily handled by using concept of
permutations and combinations
- These are concerned with number of ways that items can be arranged or combined together

Permutations
- Number of permutations of n different items is the number of different ways these items can
be arranged
- If all the items are used in the arrangement, number of permutations: nPn

- If only some are used, say r where r < n, number of permutations: nPr

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Basic Probability Theory

Probability Concepts

Example
 Number of permutations of 3 different books A, B, C taken three at a time
– ABC, ACB, BAC, BCA, CAB, CBA, i.e. a total of 6 possibilities; 3P3 = 6
 This value can be obtained by considering number of ways each actual position can
be filled
- Position 1 - as all books are available there are 3 choices for this position
- Position 2 - as one book has been used to fill position 1, there are only 2 choices for this
position
- Position 3 - as two books have now been used, there is only 1 choice for this position
- Consequently 3P3 = 3 x 2 x 1 = 3! = 6

 Number of permutations of n items taken n at a time is n!


n!
 Number of permutations of n items taken r at a time is: n Pr 
(n  r )!

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Basic Probability Theory

Probability Concepts

Example
 How many different patterns can be made in a row of 12 balls using 3 blue balls,
2 red balls and 7 green balls?
 Since r items can be arranged in r! different ways,
- 3! identical arrangements of blue balls

- 2! identical arrangements of red balls

- 7! identical arrangements of green balls

 Number of different patterns using the numbers and colours available


12!
 7920
 Probability of obtaining anyone pattern is 1/7920 3!2!7!

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Basic Probability Theory

Probability Concepts

Combinations
 Number of combinations of n different items is the number of different selections of
r items, each without regard to the order or arrangement of the items in the group
- Disregard for order distinguishes combinations from permutations

- For given values of n and r, number of combinations must be less than or equal to number of
permutations

 r items can be arranged in r! different ways, so number of permutations r! times


greater than equivalent number of combinations, so

n Pr n! n(n  1)...(n  r  1)
nCr   
r! r!(n  r )! r!

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Basic Probability Theory

Probability Concepts

Example
 From 6 men and 5 women, how many committees of 6 members can be formed when each
committee must contain at least 3 women?
 Condition that at least 3 women must be present on each committee satisfied in three ways,
when
- (a) there are 3 women and 3 men, or
- (b) there are 4 women and 2 men, or
- (c) there are 5 women and 1 man

Solution
• This problem is not concerned with the order, only the total composition of committees
- (a) can be selected in 5C3 x 6C3 ways
- (b) can be selected in 5C4 X 6C2 ways
- (c) can be selected in 5C5 X 6C1 ways
 Total number of committees: (5C3 x 6C3) + (5C4 x 6C2) + (5C5 x 6C1) = 281

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Basic Probability Theory

Probability Concepts

Example : application in probability evaluation


 Four balls are drawn at random from a box containing 10 white and 10 black balls. What
is the probability of getting four balls (a) all black, (b) of the same colour, and (c) all
black if each ball is replaced before drawing the next one?

Solution
- (a) Number of ways of drawing 4 balls from 20 balls: 20C4 = 4845
- Number of ways of drawing 4 black balls from 10 white and 10 black: 10C4 = 210
- Probability of getting 4 black balls = 210/4845 = 0.043344
- (b) Number of ways of drawing 4 white or 4 black balls from 20 balls: ( 10C4 + 10C4) = 420
- Probability of getting 4 balls of same colour = 420/4845 = 0.086687
- (c) If each ball is replaced before next one is drawn then total number of ways of drawing 4
balls is 204 since at each draw there are 20 balls to choose from
- Similarly the total number of ways of drawing 4 black balls is 104
- Probability of getting 4 black balls = 104/204 = 0.0625

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Basic Probability Theory

Probability Concepts

Practical Engineering Concepts


 In examples, probability of an outcome determined from a knowledge of geometry
(shape of coin or dice)
- This permits precise value of probability to be defined and evaluated without further
experimentation

• Success/failure probabilities cannot be found from geometry, design or


mathematical specification for most engineering applications
- Requires experimental evidence to determine probabilities

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Basic Probability Theory

Probability Concepts

Practical Engineering Concepts


 Experiment establish a link between mathematical concept of probability and
empirical concept of evidence

 Link established through relative frequency interpretation of probability by using


data collected from experimental methods

f
P(of a particlula r event occuring )  lim  
n n 

where n = number of times an experiment is repeated


f = number of occurrences of a particular outcome

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Basic Probability Theory

Probability Concepts

 Example of particular Importance  finding probability of a particular piece

of equipment being on outage or failed

 Best estimate of probability of finding piece of equipment on outage or failed

at some future time is known as its unavailability

time on outage or failed


Unavailability 
time on outage  operating time

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Basic Probability Theory

Probability Model

• A probability model is a mathematical representation of a random


phenomenon

• It is defined by its sample space, events within the sample space,


and probabilities associated with each event

• Sample space S for a probability model is the set of all possible outcomes

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Basic Probability Theory

Table of Contents

 Probability concepts

 State space, events, Venn diagrams


 Rules for Combining Probabilities
 Probability Distributions
 Binomial distribution concepts

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Basic Probability Theory

Sample Space or State Space

 The set of all possible outcomes of a random phenomenon

Example
- A status of a generator
Line 1 Line 1
- state space = {Up, Down}

Line 2 Line 2
(1 Up, 2 Up) (1 Up, 2 Down)
Example Line 1 Line 1
- A status of two transmission lines
- state space = {(1U,2U), (1U,2D) , (1D,2U) , (1D,2D)} Line 2 Line 2
(1 Down, 2 Up) (1 Down, 2 Down)

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Basic Probability Theory

Venn Diagrams

 Pictorial representation of rules to combine probabilities associated with


individual events to obtain probability of overall system behaviour
- rules are expressed mathematically in terms of set theory concepts

 Rectangle represents total probability space S, events E1 and E2 in space S

E2
E1 E2
E1 E1 E2

event E1 totally enclosed by E1 and E2 partly overlap E1 and E2 do not overlap


event E2; E1 is a subset of E2
at all

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Basic Probability Theory

Events

 An event E is a subset of the sample space S

Example
- Event of a generator fails, E = {Down}

Line 1 Line 1
Example
- An event of one transmission line fails
Line 2 Line 2
- E = {(1U,2D), (1D,12D)}
(1 Up, 2 Up) (1 Up, 2 Down)

Line 1 Line 1

Line 2 Line 2
(1 Down, 2 Up) (1 Down, 2 Down)

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Basic Probability Theory

Events

Union of Events
 Union of event E1 and E2 (E1 U E2) contains outcomes from either E1 or E2 or
both
Examples
- E1 is an event that at least one line is up
E1 = { (1U,2U), (1U,2D) , (1D,2U)}
- E2 is an event that at least one line is down,
E2 = { (1U,2D) , (1D,2U) , (1D,2D) }
- Then, union of event E1 and E2 is,
E = E1 U E2 = { (1U,2U), (1U,2D) , (1D,2U) , (1D,2D) }

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Basic Probability Theory

Events

Intersection of event
 Intersection of event E1 and E2 (E1∩E2) contains outcomes from both E1 and E2
Example
– E1 is an event that at least one line is up,
E1 = { (1U,2U), (1U,2D) , (1D,2U)}
– E2 is an event that at least one line is down,
E1 E2
E2 = { (1U,2D) , (1D,2U) , (1D,2D) }
– Then, intersection of event E1 and E2 is,
E = E1 ∩ E2 = { (1U,2D) , (1D,2U) }
Which is that only one line is up

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Basic Probability Theory

Events

Disjoint Events
 Events that can not happen together
Example
– E1 is an event that two lines are up,
E1 = { (1U,2U) } E1 E2

– E2 is an event that two lines are down,


E2 = { (1D,2D) }
– Then, E1 and E2 are disjoint events

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Basic Probability Theory

Events

Complement of an Event
 The set of outcomes that are not included in an event
 Two outcomes of an event are complementary if, when one outcome
does not occur, the other must
E2
- Probability of event E1 occurring: P(E1)
- Probability of event E2 occurring: P(E2) E1
_
P( E1)  P( E 2)  1 or , P( E1)  P( E 2)
Example
- When tossing a coin, outcomes head and tail are complementary since:

P(head )  P(tail )  1 or , P(head )  P(tail )
– E1 is an event that two lines are up, E1 = { (1U,2U)}
– Ē1 is a complement of E1, Ē1 = { (1U,2D) , (1D,2U) , (1D,2D) }

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Basic Probability Theory

Events

Independent Event
 Two events are independent if occurrence of one event does not affect
probability of occurrence of other event
Example
– Throwing a dice and tossing a coin are independent events
– Since which face of the dice is uppermost does not affect outcome of tossing a coin

– Failure of a generator and failure of a line


– Failure of line 1 and failure of line 2

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Basic Probability Theory

Probability of Events

• A probability is a numerical value assigned to a given event E


– Number of times that an event occurs divided by total number of occurrences

• Probability of an event is written P(E)


– Describes long-run relative frequency of the event

Properties
• Any probability P(E) is a number between 0 and 1 (0 < P(E) < 1)
– P(Impossible event) = 0

– P(Sure event) = 1

• Probability of the sample space S is equal to 1 (P(S) = 1)

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Basic Probability Theory

Probability of Events

• If there are k possible outcomes for a phenomenon and each is equally


likely, then each individual outcome has probability 1/k

• Probability of any event E is

count ofoutcomes in E count ofoutcomes in E


P( E )  
count of outcomes in S k

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Basic Probability Theory

Conditional Probability

• The probability of E1 given E2, is the probability that event E1 occurs given
that E2 has already occurred

 Mathematically: P(E1 | E2)


E1 E2
- ‘conditional probability of E1 occurring GIVEN that E2 has occurred’
- Hatched area in Venn diagram

• If E1 and E2 are independent, then

P(E1 | E2) = P(E1)


number ways E1 and E 2 can occur
P( E1 | E 2) 
number of ways E 2 can occur

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Basic Probability Theory

Conditional Probability

 Number of ways E1 and E2 can occur: ( E1  E 2)


- E1 intersection E2  objects that belong to set E1 and set E2
E1 E2
( E1  E 2)
 Probability of ( E1  E 2)  P( E1  E 2) 
S
E2
P ( E 2) 
S
S .P( E1  E 2) P( E1  E 2)
therefore P ( E1 | E 2 )  
S .P( E 2) P ( E 2)
P ( E1  E 2 )
similarly P( E 2 | E1) 
P( E1)

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Basic Probability Theory

Table of Contents

 Probability concepts

 State space, events, Venn diagrams

 Rules for Combining Probabilities


 Probability Distributions
 Binomial distribution concepts

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Basic Probability Theory

Rules for Combining Probabilities

 Combinatorial properties

– Addition rule

– Multiplication rule

– Conditional probability rule

– Complementation rule

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Basic Probability Theory

Rules for Combining Probabilities

Addition Rule

• A method of finding a probability of union of two events


– Probability of E1 or E2 or both To eliminate
double count of
P(E1 U E2) = P(E1) + P(E2) – P(E1 ∩ E2) hatched area

• If E2 and E1 are mutually exclusive, then

P(E2 U E1) = P(E1) + P(E2) E1 E2

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Basic Probability Theory

Rules for Combining Probabilities

Multiplication Rule

 A method of finding a probability of intersection of two events


– Probability of E1 and E2

P(E1 ∩ E2) = P(E1)×P(E2 | E1)


– If E1 and E2 are independent, then E1 E2

P(E1 ∩ E2) = P(E1)×P(E2)

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Basic Probability Theory

Rules for Combining Probabilities

Conditional Probability Rule

 If an event E depends on a number of mutually exclusive events 𝐵j, then

P( E )  [ P( E | Bj )] * P( Bj )]
j

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Basic Probability Theory

Rules for Combining Probabilities

Complementation Rule

 Probability of the set of outcomes that are not included in an event


P(Ē) = 1 – P(E)

Example
– Probability of success = 1 – Probability of failure

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Basic Probability Theory

Application of Probability Rules

Application to Calculation of Loss Of Load Probability


– 3 generators, each with capacity 50 MW
– Identical probability of failure = 0.01
– Each generator fails and is repaired independently 1
– Find probability distribution of generating capacity
2 Load

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Basic Probability Theory

Application of Probability Rules

State space ={(1U,2U,3U), (1D,2U,3U), (1U,2D,3U), (1D,2D,3U),


(1D,2U,3D), (1U,2D,3D), (1D,2D,3D)}

1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3

(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3

(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

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Basic Probability Theory

Application of Probability Rules

• 4 generation capacity levels: 0 MW, 50 MW, 100 MW, and 150 MW


– E0 - an event that generating capacity is 0 MW

– E1 - an event that generating capacity is 50 MW

– E2 - an event that generating capacity is 100 MW

– E3 - an event that generating capacity is 150 MW

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Basic Probability Theory

Application of Probability Rules

Capacity 50 MW
– E1 = {(1D,2D,3U),(1D,2U,3D),(1U,2D,3D)}
– P(E1) = P{(1D,2D,3U) U (1D,2U,3D) U (1U,2D,3D)}

 Using addition rule


– P(E1) = P{(1D,2D,3U)} + P{(1D,2U,3D)} + P{(1U,2D,3D)}
– P(E1) = P(1D ∩ 2D ∩ 3U) + P(1D ∩ 2U ∩ 3D) + P(1U ∩ 2D ∩ 3D)

 Using multiplication rule


– P(E1) = P(1D)×P(2D)×P(3U) + P(1D)×P(2U)×P(3D) + P(1U)×P(2D)×P(3D)

 Using complementation
– P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99

• Then, P(E1) = 0.000297

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Basic Probability Theory

Application of Probability Rules

Capacity 100 MW
– E2 = {(1D,2U,3U),(1U,2D,3U),(1U,2U,3D)}
– P(E2) = P{(1D,2U,3U)U(1U,2D,3U)U(1U,2U,3D)}
 Using addition rule
– P(E2) = P{(1D,2U,3U)} + P{(1U,2D,3U)} + P{(1U,2U,3D)}
– P(E2) = P(1D ∩ 2U ∩ 3U) + P(1U ∩ 2D ∩ 3U) + P(1U ∩ 2U ∩ 3D)
 Using multiplication rule
– P(E2) = P(1D)×P(2U)×P(3U) + P(1U)×P(2D)×P(3U) + P(1U)×P(2U)×P(3D)
 Using complementation
– P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99
• Then, P(E2) = 0.029403

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Basic Probability Theory

Application of Probability Rules

Capacity 150 MW
– E3 = {(1U,2U,3U)}

– P(E3) = P(1U ∩ 2U ∩ 3U)

• Using complementation
– P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99

• Using multiplication rule


– P(E3) = P(1U)×P(2U)×P(3U)

– P(E3) = 0.99×0.99×0.99 = 0.970299

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Basic Probability Theory

Application of Probability Rules

Generating Probability Distribution

Capacity (MW) Probability


0 0.000001
50 0.000297
100 0.029403
150 0.970299

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Basic Probability Theory

Application of Probability Rules

Loss of Load Probability

 Assuming load distribution shown in table Event Load (MW) Probability


B1 50 0.20
 Let E be the event that system suffers from loss B2 100 0.75
of load, then B3 150 0.05

E = {Generation < Load}

• Using conditional probability theory,

P(E) = P(E|B1)×P(B1) + P(E|B2)×P(B2) + P(E|B3)×P(B3)

= P(E|B1)×0.20 + P(E|B2)×0.75 + P(E|B3)×0.05

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Basic Probability Theory

Application of Probability Rules

Load 50 MW 1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
50 50 50 50
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

P(E|B1) = P{ (1D,2D,3D) } = 0.000001

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Basic Probability Theory

Application of Probability Rules

Load 100 MW 1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
50 50 50 50
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

P(E|B2) = P{(1D,2D,3U), (1D,2U,3D), (1U,2D,3D) (1D,2D,3D) }


= 0.000297 + 0.000001 = 0.000298

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Basic Probability Theory

Application of Probability Rules

Load 150 MW 1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)

1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
50 50 50 50
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)

P(E|B3) = 1 - P{ (1U,2U,3U) } = 0.029701

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Basic Probability Theory

Application of Probability Rules

Loss of load probability is,

P(E) = P(E|B1)×0.20 + P(E|B2)×0.75 + P(E|B3)×0.05

= 0.000001×0.20 + 0.000298×0.75 + 0.029701×0.05

= 0.00170875

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Basic Probability Theory

Table of Contents

 Probability concepts

 State space, events, Venn diagrams

 Rules for Combining Probabilities


 Probability Distributions
 Binomial distribution concepts

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Basic Probability Theory

Probability Distributions

Random variables
 Series of experiments must be performed or data collected to deduce system
behaviour to apply probability theory to reliability evaluation
 Empirical determination of data do not lead to
- a single value of probability and frequency of occurrence of an event, or
- a single outcome from a series of events
- Most likely a whole range of values or outcomes will emerge

 To be able to apply probability theory to occurrence of these events, they must


occur randomly in time and/or space
 A random variable is a variable whose possible values are numerical outcomes of a
random phenomenon

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Basic Probability Theory

Probability Distributions

 Parameter of event being measured is a variable that randomly varies in time


and/or space, e.g.
– failure rate of a component

– length of repair time

– value of a resistor

– mechanical strength of a component

 Two types of random variables, discrete and continuous

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Basic Probability Theory

Probability Distributions

Discrete random variable


 A discrete random variable may take on only a countable number of distinct
values such as 0,1,2,3,4,........
- If a random variable can take only a finite number of distinct values, then it must be discrete

Example
– toss of coin  only two discrete states possible
– throw of dice  only six discrete states possible

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Basic Probability Theory

Probability Distributions

• Probability distribution of a discrete random variable is a list of


probabilities associated with each of its possible values
– Also called probability function or probability mass function

• Suppose a random variable X may take k different values, with the


probability that X = xi defined to be P(X = xi) = pi

• Probabilities pi must satisfy the following:


– 1: 0 < pi < 1 for each i

– 2: p1 + p2 + ... + pk = 1

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Basic Probability Theory

Probability Distributions

Example
 A machine cuts extruded copper into lengths of approximately 6 m
 A random sampling gives 20 of these cut lengths: 5.97, 5.97, 5.98, 5.98, 5.98, 5.99, 5.99,
5.99, 5.99, 5.99, 6.00, 6.00, 6.00, 6.00, 6.00, 6.01, 6.01, 6.02, 6.02, 6.02
 Data representation: (a) Frequency distributions, (b) Probability density function

(a) Frequency distribution (b) Probability density function


(Group data; convenient if amount of data
very large)

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Basic Probability Theory

Probability Distributions

Further method of presenting same set of


data:
 (Cumulative) probability distribution function
• Obtained by
– Ordering values of random variable in ascending (or
descending) order
– Starting with probability of occurrence of smallest
(or largest) value
– Cumulate probabilities of occurrence of each value
until all such values cumulated
– All possible outcomes of sample space considered in
summation
– Therefore, final value of probability reached by
probability distribution function must be unity

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Basic Probability Theory

Probability Distributions

Advantage
 Indicates probability of a random variable being less
than or equal to some predefined value

Example
 Probability of a length of copper being less than
or equal to 5.99 m is 0.5

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Basic Probability Theory

Probability Distributions

Continuous random variable


 A continuous random variable is one which
takes an infinite number of possible values
– Does not mean range must extend from -∞ to + ∞
; only an infinite number of possibilities of the
value
– e.g. An electric current can have any value
between 5 - 10A but no others
– Usually measurements; height, weight, amount
of sugar in an orange, time required to run a
mile
Continuous random variable (a)
Probability distribution function
(b) Probability density function

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Basic Probability Theory

Probability Distributions

Mathematical expectation
 It is useful to describe random behaviour of a system or a set of data by one or
more parameters rather than as a distribution
 Particularly true in case of system reliability evaluation

 Most important parameter is average (mean) value or population mean


 Mathematically know as first moment of distribution

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Basic Probability Theory

Probability Distributions

 Expected value E(x) of a discrete random variable x having n outcomes xi each with
a probability of occurrence pi defined as

n n
E ( x)   xipi where  pi  1
i 1 i 1

 For a continuous random variable, Eq. 2.26 modified from a summation to an


integration

 
E ( x)   xf ( x)dx where  xf ( x)dx  1
 

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Basic Probability Theory

Probability Distributions

Example
• A die tossed many times. What is the expected number of dots on upper
face?
1 1 1 1 1 1
E (number of dots )  (1 )  (2  )  (3  )  (4  )  (5  )  (6  )  3.5
6 6 6 6 6 6

• Expected number of dots (3.5) physically impossible to obtain in a single


throw of die
– Mathematical expectation and expected value is therefore not something that
is 'expected' in ordinary sense but is only long term average as number of trials
is increased to infinity
– Implies it is not the most frequently occurring value or most probable
– May be even physically impossible

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Basic Probability Theory

Probability Distributions

Example

 Probability that a 30 year old man will survive a fixed time period is 0.995. An
insurance company offers him a $2000 insurance policy for this period for a
premium of $20. What is the company's expected gain?

Gain  $20 if man lives


  $1980 if man dies
Probabilit y that he lives  0.995
Probabilit y that he dies  0.005
expected gain  (  20 )x0.995  (-1980 )x0.005  $10

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Basic Probability Theory

Probability Distributions

Variance
 Underlying shape of distribution lost when Expected value is deduced

 Amount of 'spread', or dispersion, of a distribution measured by Variance V(x)


– Average of the squared differences from the Mean

n
V ( x)   ( xi  E ( x)) 2 Pi
i 1
n
or V ( x)   ( xi2  E 2 ( x))
i 1

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Basic Probability Theory

Probability Distributions

Standard deviation

• Positive square root of variance


   V (x)

• Standard deviation (σ) shows how much variation or dispersion exists from average
(mean), or expected value

– Low standard deviation indicates that data points tend to be very close to mean

– High standard deviation indicates that data points are spread out over a large range of
values

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Basic Probability Theory

Table of Contents

 Probability concepts

 State space, events, Venn diagrams


 Rules for Combining Probabilities
 Probability Distributions

 Binomial distribution concepts

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Basic Probability Theory

Binomial Distribution

 Consider single toss of a coin


– Outcome can be a head (H) or a tail (T) each having a probability of occurrence
of ½
– All possible outcomes and probability of occurrence can be expressed as

 Coin is tossed twice


– Possible outcomes are (HH), (HT), TH) or (TT)  (HH), 2(HT), (TT),
– Probabilities of occurrence  ¼, ½ , ¼
– Same result by expressing outcomes and their probability of occurrence

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Basic Probability Theory

Binomial Distribution

 Coin tossed three times


– Outcomes and their probability of occurrence may be expressed as

 LHS of equation indicate


– All possible outcomes of experiment
– Number of ways that each outcome can occur
– Probability of occurrence of each way

 3P2(H).P(T) indicates
– One outcome is 2 heads and 1 tail
– 3 ways in which this outcome can occur
– Probability of occurrence of each of these ways is P2(H).P(T)
– i.e. probability of getting 2 heads and 1 tail is 3P2(H).P(T)

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Basic Probability Theory

Binomial Distribution

• Binomial distribution represents all possible outcomes, and their probability of


occurrence, of an experiment, or event
– Represented by binomial expression (p + q)n

– Directly linked with problems concerned with combinations

– Can be related to reliability concepts in which p represents probability of success and


q (= 1 - p) represents probability of failure

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Basic Probability Theory

Binomial Distribution

General characteristics
 Four conditions for binomial distribution to be applicable
a) There must be a fixed number of trials, i.e., n is known

b) Each trial must result in either a success or a failure, i.e., only two outcomes are possible
and p + q = 1

c) All trials must have identical probabilities of success and therefore of failure, i.e., values of
p and q remain constant

d) All trials must be independent (probability of success in trial i must be constant and not
affected by outcome of trials 1,2, ... ,(i -1)

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Basic Probability Theory

Binomial Distribution

 Binomial distribution
 Coefficient of (r+1)th term [nCr] gives number of ways, i.e., combinations, in which exactly r
failures [(n - r) successes] can occur in n trials

 Expected value
 expected number of successes = (number of trials) x (probability of success)
 expected number of failure = (number of trials) x (probability of failure)

 Variance

 Standard deviation

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Basic Probability Theory

Binomial Distribution

Engineering Applications
– Restricting the assessment

– Implication of economics

– Effect of redundancy

– Effect of partial output (derated) states

– Effect of unavailability

– Effect of one unit in reserve

– Non-identical capacities

– Non-identical unavailabilities

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Basic Probability Theory

Binomial Distribution

Example: Restricting the assessment


 In a manufacturing process 1% of products are defective. Customer purchases 50 of these
products selected at random. What is the probability that he receives 2 or less defective
products?
Solution
Number of possibilities restricted: 2, 1 or 0 [2 or less defective products]
 n = 50, p = 0.01, q = 0.99, r = 0, 1,2
 P(2 defective) = 50C2(0.01)2(0.99)48
 P(1 defective) = 50C1(0.01)1(0.99)49
 P(0 defective) = 50C0(0.01)0(0.99)50

 P(2 or less defective) = 50C2(0.01)2(0.99)48+50C1(0.01)1(0.99)49+50C0(0.01)0(0.99)50


= 0.0756 +0.3056 + 0.6050 = 0.9862

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Basic Probability Theory

Binomial Distribution

Example: Effect of redundancy


 A system consists of 4 identical components with a success probability of 0.9 (S)
 States in which components can exist and number of combinations in each state

(S+F)4 = S4 +4S3F+6S2F2+4SF3+F4

 Probabilities of individual system state

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Basic Probability Theory

Binomial Distribution

 Consider the following four criteria for success

(a) all components required for success: non-redundant system

(b) 3 components required for success: partially-redundant system

(c) 2 components required for success: partially-redundant system

(d) 1 component required for success: fully redundant system

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Basic Probability Theory

Binomial Distribution

 Consider criterion (b), 3 components required for success


 Let
 Success probability or reliability R
 Failure probability Q
R = 0.6561 +0.2916 = 0.9477
 Q = 0.0486 + 0.0036 + 0.0001 = 0.0523 = 1- R

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Basic Probability Theory

Binomial Distribution

Example: Effect of partial output (derated) states


• A small generating plant is to be designed to satisfy a constant 10 MW load. Four
alternatives are being considered:
(a) 1 x 10 MW unit
(b) 2 x 10 MW units
(c) 3 x 5 MW units
(d) 4 x 3⅓ MW units
– First alternative has zero redundancy; other three alternatives have a one unit reserve above
demand level of 10 MW

– Probability of a unit failing (unavailability or forced outage rate) same for all units: 0.02
– Availability: 0.98

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Basic Probability Theory

Binomial Distribution
Capacity outage probability table

 Capacity outage probability


tables indicates probable
capacity deficiencies for
each alternative
 Do not indicate relative
reliability merits
 It is necessary to relate
these tables to requirement
of system, i.e. satisfy a
demand of 10 MW

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Basic Probability Theory

Binomial Distribution
Expected load losses

Evaluation of relative
reliability merit
 For each state in capacity
outage probability table
deduce amount of load not
satisfied (load loss) and
calculate expected load most reliable

loss using concept of


mathematical expectation
by weighting load loss in
each state by its
probability of occurrence

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Basic Probability Theory

Binomial Distribution

Comparison between relative merits of each alternative


 On basis of expected load loss (ELL) alternative (b), 2 x 10MW units, most reliable
 Concept of economics must be included in overall reliability assessment
 Let plant costs proportional to total installed capacity and 10 MW represent 1 p.u. cost
 Balance between cost and reliability must be achieved taking into account
– operational requirements of system
– benefits accruing from increasing system reliability
Investment costs of plant

• Minimum expected
load loss, highest cost
• As reliability increases,
investment cost also
increases

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Basic Probability Theory

Binomial Distribution

 ELL indicates amount of load which cannot be supplied


– No indication of expected number of hours for which load loss may occur

 This can be achieved by evaluating expected load curtailment (ELC) index


 Assume that plant is to be used continuously, i.e., for 8760 hr/yr
 ELC evaluated by weighting number of hours by probability of loss of load

Expected load curtailment

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Basic Probability Theory

Binomial Distribution

 Unavailability or forced outage rate is of fundamental importance in reliability


evaluation

 Consider effect on system reliability for unit unavailability of 2%, 4% and 6%

 ELL is very sensitive to an increase in value of unavailability

Effect of unavailability

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Thank You !

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