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[MATH712]
2 Lecture-23
Ex: Suppose in the production of light bulbs, 90% are good. In a
random sample of 20 light bulbs, what is the probability of obtaining
at least 18 good light bulbs?
Ans.
3 Lecture-23
2. Poisson Distribution: Although the Poisson distribution can be used
in a manner similar to the binomial distribution, it is used to deal with
events in which the sample size is unknown.
This is also a discrete random variable distribution whose pdf is given by
∞
Using 𝑅 𝑡 = ∫𝑡 𝑓 𝑠 𝑑𝑑 ,
5 Lecture-23
The hazard function or failure rate for the exponential
density function is constant, i.e.,
7 Lecture-23
There is no closed form solution for the above equation. However,
tables for the standard normal density function can be used to
𝑇−𝜇
find probabilities for any normal distribution. If 𝑍 = is
𝜎
substituted into the normal pdf, we obtain
8 Lecture-23
This is a so-called standard normal pdf, with a mean value
of 0 and a standard deviation of 1. The standardized cdf is
given by
9 Lecture-23
Ex: A component has a normal distribution of failure times
with 𝜇 = 2000 hours and 𝜎 = 100 hours. Find the reliability
of the component and the hazard function at 1900 hours.
Solution: The reliability function is related to the
standard normal deviate z by
𝑡−𝜇 𝑡−𝜇
𝑅 𝑇 =𝑃 𝑇>𝑡 =𝑃 𝑍> =1−𝑃 𝑍 ≤
𝜎 𝜎
𝑡−𝜇
𝑅 𝑇 =1−∅
𝜎
1900 − 2000
𝑅 1900 = 𝑃 𝑍 > = 𝑃(𝑧 > −1)
100
From table, we obtain 𝑅 1900 = 1 − ∅ −1 = 0.8413
10 Lecture-23
𝑡−𝜇
𝑓(𝑡) ∅ 𝑧=
𝜎
Also hazard function ℎ 𝑡 = =
𝑅(𝑡) 𝜎 𝑅(𝑡)
∅ −1 0.1587
ℎ 1900 = =
𝜎 𝑅(𝑡) 100 × 0.8413
11 Lecture-23