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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

2

2

Basic Probability Theory

Probability Concepts

event has a good chance of occurring

- In this sense it is a qualitative or subjective measure

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

zero (absolute impossibility) to unity (absolute certainty)

3

Basic Probability Theory

Probability Concepts

– Most have probability indices between these values

– favourable outcome or success

– unfavourable outcome or failure

– 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

4

Basic Probability Theory

Probability Concepts

number of success

P( success )

number of possible outcomes

number of failure

P( failure )

number of possible outcomes

f = number of ways failure can occur

Then, s

P( success ) p

s f

f

P( failure ) q

s f

p q 1

5

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

6

Basic Probability Theory

Probability Concepts

Example

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

Let,

Getting a 4 = success

7

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

8

Basic Probability Theory

Probability Concepts

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

9

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

n!

Number of permutations of n items taken r at a time is: n Pr

(n r )!

10

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

12!

7920

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

11

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

greater than equivalent number of combinations, so

n Pr n! n(n 1)...(n r 1)

nCr

r! r!(n r )! r!

12

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

13

Basic Probability Theory

Probability Concepts

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

14

Basic Probability Theory

Probability 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

mathematical specification for most engineering applications

- Requires experimental evidence to determine probabilities

15

Basic Probability Theory

Probability Concepts

Experiment establish a link between mathematical concept of probability and

empirical concept of evidence

data collected from experimental methods

f

P(of a particlula r event occuring ) lim

n n

f = number of occurrences of a particular outcome

16

Basic Probability Theory

Probability Concepts

Unavailability

time on outage operating time

17

Basic Probability Theory

Probability Model

phenomenon

and probabilities associated with each event

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

18

Basic Probability Theory

Table of Contents

Probability concepts

Rules for Combining Probabilities

Probability Distributions

Binomial distribution concepts

19

19

Basic Probability Theory

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)

20

Basic Probability Theory

Venn Diagrams

individual events to obtain probability of overall system behaviour

- rules are expressed mathematically in terms of set theory concepts

E2

E1 E2

E1 E1 E2

event E2; E1 is a subset of E2

at all

21

Basic Probability Theory

Events

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)

22

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) }

23

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

24

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 = { (1D,2D) }

– Then, E1 and E2 are disjoint events

25

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) }

26

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 line 1 and failure of line 2

27

Basic Probability Theory

Probability of Events

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

– 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

28

Basic Probability Theory

Probability of Events

likely, then each individual outcome has probability 1/k

P( E )

count of outcomes in S k

29

Basic Probability Theory

Conditional Probability

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

that E2 has already occurred

E1 E2

- ‘conditional probability of E1 occurring GIVEN that E2 has occurred’

- Hatched area in Venn diagram

number ways E1 and E 2 can occur

P( E1 | E 2)

number of ways E 2 can occur

30

Basic Probability Theory

Conditional Probability

- 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)

31

Basic Probability Theory

Table of Contents

Probability concepts

Probability Distributions

Binomial distribution concepts

32

32

Basic Probability Theory

Combinatorial properties

– Addition rule

– Multiplication rule

– Complementation rule

33

Basic Probability Theory

Addition Rule

– 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

34

Basic Probability Theory

Multiplication Rule

– Probability of E1 and E2

– If E1 and E2 are independent, then E1 E2

35

Basic Probability Theory

P( E ) [ P( E | Bj )] * P( Bj )]

j

36

Basic Probability Theory

Complementation Rule

P(Ē) = 1 – P(E)

Example

– Probability of success = 1 – Probability of failure

37

Basic Probability Theory

– 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

38

Basic Probability Theory

(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

1 1 1 1

Load Load Load Load

2 2 2 2

3 3 3 3

39

Basic Probability Theory

– E0 - an event that generating capacity is 0 MW

40

Basic Probability Theory

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)}

– 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)

– 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

41

Basic Probability Theory

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

42

Basic Probability Theory

Capacity 150 MW

– E3 = {(1U,2U,3U)}

• Using complementation

– P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99

– P(E3) = P(1U)×P(2U)×P(3U)

43

Basic Probability Theory

0 0.000001

50 0.000297

100 0.029403

150 0.970299

44

Basic Probability Theory

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

45

Basic Probability Theory

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)

46

Basic Probability Theory

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)

= 0.000297 + 0.000001 = 0.000298

47

Basic Probability Theory

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)

48

Basic Probability Theory

= 0.00170875

49

Basic Probability Theory

Table of Contents

Probability concepts

Probability Distributions

Binomial distribution concepts

50

50

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

occur randomly in time and/or space

A random variable is a variable whose possible values are numerical outcomes of a

random phenomenon

51

Basic Probability Theory

Probability Distributions

and/or space, e.g.

– failure rate of a component

– value of a resistor

52

Basic Probability Theory

Probability Distributions

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

53

Basic Probability Theory

Probability Distributions

probabilities associated with each of its possible values

– Also called probability function or probability mass function

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

– 1: 0 < pi < 1 for each i

– 2: p1 + p2 + ... + pk = 1

54

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

(Group data; convenient if amount of data

very large)

55

Basic Probability Theory

Probability Distributions

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

56

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

57

Basic Probability Theory

Probability Distributions

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

58

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

Mathematically know as first moment of distribution

59

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

integration

E ( x) xf ( x)dx where xf ( x)dx 1

60

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

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

61

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?

$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

62

Basic Probability Theory

Probability Distributions

Variance

Underlying shape of distribution lost when Expected value is deduced

– 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

63

Basic Probability Theory

Probability Distributions

Standard deviation

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

64

Basic Probability Theory

Table of Contents

Probability concepts

Rules for Combining Probabilities

Probability Distributions

65

65

Basic Probability Theory

Binomial Distribution

– 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

– 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

66

Basic Probability Theory

Binomial Distribution

– Outcomes and their probability of occurrence may be expressed as

– 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)

67

Basic Probability Theory

Binomial Distribution

occurrence, of an experiment, or event

– Represented by binomial expression (p + q)n

q (= 1 - p) represents probability of failure

68

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)

69

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

70

Basic Probability Theory

Binomial Distribution

Engineering Applications

– Restricting the assessment

– Implication of economics

– Effect of redundancy

– Effect of unavailability

– Non-identical capacities

– Non-identical unavailabilities

71

Basic Probability Theory

Binomial Distribution

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

= 0.0756 +0.3056 + 0.6050 = 0.9862

72

Basic Probability Theory

Binomial Distribution

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

73

Basic Probability Theory

Binomial Distribution

74

Basic Probability Theory

Binomial Distribution

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

75

Basic Probability Theory

Binomial Distribution

• 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

76

Basic Probability Theory

Binomial Distribution

Capacity outage probability table

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

77

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

mathematical expectation

by weighting load loss in

each state by its

probability of occurrence

78

Basic Probability Theory

Binomial Distribution

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

79

Basic Probability Theory

Binomial Distribution

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

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

80

Basic Probability Theory

Binomial Distribution

evaluation

Effect of unavailability

81

Thank You !

82

82

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