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**Lectures on Stat-613 (Reliability)
**

Dr. Hanan M. Aly

Lecture 4

The Normal Distribution

The normal distribution, also known as the Gaussian distribution, is the most widely-used

general purpose distribution. It is for this reason that it is included among the lifetime

distributions commonly used for reliability and life data analysis.

There are some who argue that the normal distribution is inappropriate for modeling

lifetime data because the left-hand limit of the distribution extends to negative infinity.

This could conceivably result in modeling negative times-to-failure. However, provided

that the distribution in question has a relatively high mean and a relatively small standard

deviation, the issue of negative failure times should not present itself as a problem.

Nevertheless, the normal distribution has been shown to be useful for modeling the

lifetimes of consumable items, such as printer toner cartridges.

Normal Probability Density Function

The pdf of the normal distribution is given by:

2

1

( )

2

1

( )

2

t

t

t

f t e

µ

o

o t

÷

÷

=

f(t) > 0, -· < t < ·, -· < t < ·, oT > 0

where:

It is a two-parameter distribution with parameters µ (or t ) and o

T

, i.e. the mean and the

standard deviation, respectively.

37

Normal Statistical Properties

The Normal Mean, Median and Mode

The normal mean or MTTF is actually one of the parameters of the distribution, usually denoted

as µ. Since the normal distribution is symmetrical, the median and the mode are always equal to

the mean, µ = = .

The Normal Standard Deviation

As with the mean, the standard deviation for the normal distribution is actually one of the

parameters, usually denoted as o

T.

The Normal Reliability Function

The reliability for a mission of time T for the normal distribution is determined by:

2

1

( )

2

1

( ) ( )

2

t

t

t t t

R t f t dt e dt

µ

o

o t

÷

· ·

÷

= =

} }

1 ( )

t ÷µ

= ÷u

o

.

There is no closed-form solution for the normal reliability function. Solutions can be obtained via

the use of standard normal tables.

The Normal Conditional Reliability Function

The normal conditional reliability function is given by:

2

2

1 *

( )

2

*

1 *

( )

2

*

1

2 ( *)

( *)

( *)

1

2

t

t

t t

t t t

t

t t

e dt

R t t

R t t

R t

e dt

µ

o

µ

o

o t

o t

+ ÷ ·

÷

+

÷ ·

÷

+

= =

}

}

Once again, the use of standard normal tables for the calculation of the normal conditional

reliability is necessary, as there is no closed form solution.

38

The Normal Reliable Life

Since there is no closed-form solution for the normal reliability function, there will also be no

closed-form solution for the normal reliable life. To determine the normal reliable life, one must

solve:

2

1

( )

2

1

( )

2

t

t

t t

R t e dt

µ

o

o t

÷

·

÷

=

}

for t.

The Normal Failure Rate Function

The instantaneous normal failure rate is given by:

2

2

1

( )

2

1

( )

2

1

2 ( )

( )

( )

1

2

t

t

t

t

t

t t

e

f t

t

R t

e dt

µ

o

µ

o

o t

ì

o t

÷

÷

÷ ·

÷

= =

}

39

40

Characteristics of the Normal Distribution

Some of the specific characteristics of the normal distribution are the following:

- The normal pdf has a mean, , which is equal to the median, , and also equal to the

mode, , or = = . This is because the normal distribution is symmetrical about its

mean.

- The mean,µ, or the mean life or the MTTF, is also the location parameter of the normal

pdf, as it locates the pdf. It can assume values of - < < .

- The normal pdf has no shape parameter. This means that the normal pdf has only one

shape, the bell shape, and this shape does not change.

Different Normal Curves

41

- The standard deviation, oT, is the scale parameter of the normal pdf.

o As o

T

decreases, the pdf gets pushed toward the mean, or it becomes narrower

and taller.

o As oT increases, the pdf spreads out away from the mean, or it becomes broader

and shallower.

o The standard deviation can assume values of 0 < oT < .

o The greater the variability, the larger the value of oT, and vice versa.

o The standard deviation is also the distance between the mean and the point of

inflection of the pdf, on each side of the mean. The point of inflection is that point

of the pdf where the slope changes its value from a decreasing to an increasing

one, or where the second derivative of the pdf has a value of zero.

- The normal pdf starts at t = - with an f(t) = 0. As t increases, f(t) also increases, goes

through its point of inflection and reaches its maximum value at t = . Thereafter, f(t)

decreases, goes through its point of inflection, and assumes a value of f(t) = 0 at t = + .

42

Using Probability Plotting to Calculate the Parameters of the

Normal Distribution

As described before, probability plotting involves plotting the failure times and associated

unreliability estimates on specially constructed probability plotting paper. The form of this paper is

based on a linearization of the cdf of the specific distribution. For the normal distribution, the

cumulative density function can be written as:

( ) ( )

t

t

F t

µ

o

÷

= u (1)

or:

1

[ ( )]

t t

t

F t

µ

o o

÷

u = ÷ + (2)

where:

2

2

1

( )

2

t x

x e dt

÷

u =

H

÷·

}

Now, let:

1

[ ( )] y F t

÷

= u (3)

(4)

and:

(5)

which results in the linear equation of:

y = a + b t

The normal probability paper resulting from this linearizedcdf function is shown next.

43

Since the normal distribution is symmetrical, the area under the pdf curve from - to µ is 0.5, as

is the area from µ to + . Consequently, the value of µ is said to be the point where

R(t) = Q(t) = 50%.

This means that the estimate of µ can be read from the point where the plotted line crosses the

50%unreliability line.

To determine the value of o from the probability plot, it is first necessary to understand that the

area under the pdf curve that lies between one standard deviation in either direction from the

mean (or two standard deviations total) represents 68.3% of the area under the curve. This is

represented graphically in the following figure.

44

Consequently, the interval between Q(t) = 84.15% and Q(t) = 15.85% represents two standard

deviations, since this is an interval of 68.3% (84.15 - 15.85 = 68.3), and is centered on the mean

at 50%. As a result, the standard deviation can be estimated from:

(6)

That is: the value of is obtained by subtracting the time value where the plotted line crosses the

84.15% unreliability line from the time value where the plotted line crosses the 15.85%

unreliability line and dividing the result by two. This process is illustrated in the following example.

Normal Distribution Example

Seven units are put on a life test and run until failure. The failure times are 85, 90, 95, 100, 105,

110, and 115 hours. Assuming a normal distribution, estimate the parameters using probability

plotting.

Solution to Normal Distribution Example

In order to plot the points for the probability plot, the appropriate unreliability estimate values must

be obtained. These will be estimated through the use of median ranks. The following table shows

the times-to-failure and the appropriate median rank values for this example:

Time-to-Failure (hr) Median Rank (%)

85 9.43%

90 22.85%

95 36.41%

100 50.00%

105 63.59%

110 77.15%

115 90.57%

These points can now be plotted on normal probability plotting paper as shown in the next figure.

45

Draw the best possible line through the plot points. The time values where this line intersects the

15.85%, 50%, and 84.15% unreliability values should be projected down, as shown in the

following plot.

46

The estimate of µ is determined from the time value at the 50% unreliability level, which in this

case is 100 hours. The value of the estimator of o is determined by Eqn. (6):

Alternately, could be determined by measuring the distance from t(Q = 15.85%) to t(Q =

50%), or t(Q = 50%) to t(Q = 84.15%), as either of these two distances is equal to the value of

one standard deviation.

usually denoted as Since the normal distribution is symmetrical. There is no closed-form solution for the normal reliability function. Median and Mode The normal mean or MTTF is actually one of the parameters of the distribution. The Normal Standard Deviation As with the mean. usually denoted as T. the standard deviation for the normal distribution is actually one of the parameters. the median and the mode are always equal to . The Normal Reliability Function The reliability for a mission of time T for the normal distribution is determined by: R( t ) f ( t) dt t 2 e t t 1 1 t 2 ( ) 2 t dt ( 1 t ). the mean. = = . The Normal Conditional Reliability Function The normal conditional reliability function is given by: e dt R( t *) t t * 2 t t R( t t *) 1 t* 2 ( ) R( t*) 1 2 t e dt t 2 t* Once again.Normal Statistical Properties The Normal Mean. the use of standard normal tables for the calculation of the normal conditional reliability is necessary. 1 1 t * 2 t ( ) 2 t 37 . as there is no closed form solution. Solutions can be obtained via the use of standard normal tables.

The Normal Reliable Life Since there is no closed-form solution for the normal reliability function. To determine the normal reliable life. 1 1 t 2 ( ) 2 t dt The Normal Failure Rate Function The instantaneous normal failure rate is given by: ( 1 e 2 2 t 1 t 2 ) t f (t ) t ) ( R( t ) t t 1 2 e 1 t 2 ( ) 2 t dt 38 . there will also be no closed-form solution for the normal reliable life. one must solve: R( t ) t 2 e t for t.

39 .

which is equal to the median. The normal pdf has no shape parameter. or the mean life or the MTTF .Characteristics of the Normal Distribution Some of the specific characteristics of the normal distribution are the following: The normal pdf has a mean. This is because the normal distribution is symmetrical about its The mean. It can assume values of . the bell shape. as it locates the pdf. . pdf. Different Normal Curves 40 . and this shape does not change. mode. . This means that the normal pdf has only one shape. is also the location parameter of the normal . mean.< < . and also equal to the . or = = .

f(t) decreases. The point of inflection is that point of the pdf where the slope changes its value from a decreasing to an increasing one. or it becomes broader T and shallower. T The standard deviation is also the distance between the mean and the point of inflection of the pdf. T o As decreases. on each side of the mean. with an 41 . goes through its point of inflection. . o As increases. the larger the value of . o The standard deviation can assume values of 0 < < . goes through its point of inflection and reaches its maximum value at t = . The standard deviation. the pdf spreads out away from the mean. is the scale parameter of the normal pdf. or where the second derivative of the pdf has a value of zero. Thereafter. and assumes a value of f(t ) = 0 at t = + . T o o The greater the variability. or it becomes narrower T and taller. the pdf gets pushed toward the mean. The normal pdf starts at t = - f(t) = 0. and vice versa. As t increases. f(t) also increases.

The form of this paper is based on a linearization of the cdf of the specific distribution. probability plotting involves plotting the failure times and associated unreliability estimates on specially constructed probability plotting paper.Using Probability Plotting to Calculate the Parameters of the Normal Distribution As described before. let: 2 dt y [ F ( t )] (3) 1 (4) and: (5) which results in the linear equation of: y=a+bt The normal probability paper resulting from this linearized cdf function is shown next. 42 . the cumulative density function can be written as: F(t) ( or: t ) (1) t t 1 [F (t )] (2) t t where: 1 x t2 x ) ( e 2 Now. For the normal distribution.

can be read from the point where the plotted line crosses the To determine the value of from the probability plot. it is first necessary to understand that the area under the pdf curve that lies between one standard deviation in either direction from the mean (or two standard deviations total) represents 68.Since the normal distribution is symmetrical. the area under the pdf curve from . as is is the area from + . Consequently.to 0.5. This is represented graphically in the following figure.3% of the area under the curve. the value of said to be the point where to is R(t) = Q(t ) = 50%. 43 . This means that the estimate of 50% unreliability line.

15% unreliability line from the time value where the plotted line crosses the 15. This process is illustrated in the following example. 100. 44 . 110.41% 50.85% represents two standard deviations.15% 90. the standard deviation can be estimated from: (6) That is: the value of is obtained by subtracting the time value where the plotted line crosses the 84. the interval between Q(t) = 84. and 115 hours. Assuming a normal distribution.3% (84. estimate the parameters using probability plotting.85% unreliability line and dividing the result by two.85% 36.43% 22.85 = 68. and is centered on the mean at 50%. Normal Distribution Example Seven units are put on a life test and run until failure. Solution to Normal Distribution Example In order to plot the points for the probability plot. The failure times are 85. 95. The following table shows the times-to-failure and the appropriate median rank values for this example: Time-to-Failure (hr) 85 90 95 100 105 110 115 Median Rank (%) 9. since this is an interval of 68.00% 63.Consequently. the appropriate unreliability estimate values must be obtained.15% and Q(t) = 15.15 .15. 105. 90. These will be estimated through the use of median ranks.57% These points can now be plotted on normal probability plotting paper as shown in the next figure. As a result.3).59% 77.

50%. and 84.85%. as shown in the following plot. 45 .15% unreliability values should be projected down.Draw the best possible line through the plot points. The time values where this line intersects the 15.

as either of these two distances is equal to the value of one standard deviation. or t(Q = 50%) to t(Q = 84.15%). which in this case is 100 hours. could be determined by measuring the distance from t(Q = 15.is determined from the time value at the 50% unreliability level. (6): is The estimate of Alternately. The value of the estimator of determined by Eqn.85%) to t(Q = 50%). 46 .

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