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Let the random variable X equal the number of bits in error. When the probability that a bit is in error is constant and the transmissions are independent, X has a binomial distribution. Let p denote the probability that a bit is in error. Then E(x) = np = λ and

Poisson Distribution

Now, suppose that the number of bits transmitted increases and the probability of an error decreases exactly enough that pn remains equal to a constant. That is, n increases and p decreases accordingly, such that E(X) = λ remains constant. Then, with some (non-trivial) work, it can be shown that Also, because the number of bits transmitted tends to infinity, the number of errors can equal any non-negative integer. Therefore, the range of X is the integers from zero to infinity.

Slide 1

From “Applied Statistics and Probability for Engineers”, Montgomery and Runger, Wiley 305-262B Statistics and Measurement 4 April 2003

Poisson Distribution

The following example illustrates the broader applicability: Flaws occur at random along the length of a thin copper wire. Let X denote the random variable that counts the number of flaws in a length of L millimeters of wire and suppose that the average number of flaws in L millimeters is λ. The probability distribution of X can be found by reasoning in a manner similar to the previous example. Partition the length of wire into n subintervals of small length, say, 1 micrometer each. If the subinterval chosen is small enough, the probability that more than one flaw occurs in the subinterval is negligible. Furthermore, we can interpret the assumption that flaws occur at random to imply that every subinterval has the same probability of containing a flaw, say, p. Finally, if we assume that the probability that a subinterval contains a flaw is independent of other subintervals, we can model the distribution of X as approximately a binomial random variable. Because E(X) = λ = np we obtain p = λ/n. That is, the probability that a subinterval contains a flaw is λ/n. With small enough subintervals, n is very large and p is very small. Therefore, the distribution of X is obtained as in the previous example.

Slide 2

From “Applied Statistics and Probability for Engineers”, Montgomery and Runger, Wiley 305-262B Statistics and Measurement 4 April 2003

including an interval of time. The interval that was partitioned was a length of wire. However.Example Poisson Distributions Slide 3 From “Applied Statistics and Probability for Engineers”. Montgomery and Runger. Wiley 305-262B Statistics and Measurement 4 April 2003 Slide 4 . From “Applied Statistics and Probability for Engineers”. an area. the same reasoning can be applied to any interval. Montgomery and Runger. Wiley 305-262B Statistics and Measurement 4 April 2003 The previous example can be generalized to include a broad array of random experiments. For example. counts of (1) particles of contamination in semiconductor manufacturing (2) flaws in rolls of textiles (3) calls to a telephone exchange (4) power outages (5) atomic particles emitted from a specimen have all been successfully modeled by the probability mass function in the following definition. or a volume.

113 Determine the probability of at least 1 flaw in 2 millimeters of wire.Slide 5 From “Applied Statistics and Probability for Engineers”. E(X) = 2. Montgomery and Runger. X has a Poisson distribution with E(X) = n*p = 5 mm * 2.3 flaws/mm = 11. X has a Poisson distribution with E(X) = 2mm * 2.510/10! = 0. Determine the probability of exactly 2 flaws in 1 millimeter of wire.6 flaws and therefore P(X>=1) = 1 – P(X=0) = 1 – e-4.5*11.9899 Slide 6 From “Applied Statistics and Probability for Engineers”.5 flaws and therefore P(X=10) = e-11. suppose that the number of flaws follows a Poisson distribution with a mean of 2. Wiley 305-262B Statistics and Measurement 4 April 2003 . Wiley 305-262B Statistics and Measurement 4 April 2003 Poisson Example 1 For the case of the thin copper wire. Then.32/2! = 0.32. Then.3 flaws/mm = 4. Let X denote the number of flaws in 2 millimeters of wire.3 flaws and P(X=2) = e-2.265 Determine the probability of 10 flaws in 5 mm of wire. Let X denote the number of flaws in 1 millimeter of wire.6 = 0.3 flaws per millimeter. Then. Montgomery and Runger. Let X denote the number of flaws in 5 mm of wire.

Wiley 305-262B Statistics and Measurement 4 April 2003 . Montgomery and Runger. Wiley 305-262B Statistics and Measurement 4 April 2003 Weibull Distribution … is often used to model the time until failure of many different physical systems. Because the mean number of particles is 0.Poisson Example 2 Contamination is a problem in the manufacture of optical storage disks.54 * 10-5 Determine the probability that 12 or fewer particles occur in the area of the disk under study. Find the probability that 12 particles occur in the area of a disk under study. The area of a disk under study is 100 cm2.1 particles per cm2. The parameters in the distribution provide a great deal of flexibility to model systems in which the number of failures • increases with time (bearing wear) • decreases with time (some semiconductors) • remains constant with time (failures caused by external shocks to the system). Montgomery and Runger. Slide 8 From “Applied Statistics and Probability for Engineers”. The number of particles of contamination that occur on an optical disk has a Poisson distribution. Let X denote the number of particles in the area of a disk under study.1 particles/cm2 = 10 particles And P(X=12) = e-10*1012/12! = 0. and the average number of particles per cm2 of media surface is 0.095 The probability that zero particles occur in the area of the disk under study is P(X=0) = e-10 = 4. E(X) = 100 cm2 * 0. The probability is 0.1.791: Slide 7 From “Applied Statistics and Probability for Engineers”.

Montgomery and Runger. Wiley 305-262B Statistics and Measurement 4 April 2003 The cumulative distribution function is often used to compute probabilities. where Γ(x) = (x-1)! Slide 10 From “Applied Statistics and Probability for Engineers”. The following result can be obtained.The flexibility of the Weibull distribution is illustrated by the graphs of selected probability density functions for selected values of δ and β. Wiley 305-262B Statistics and Measurement 4 April 2003 . Montgomery and Runger. Slide 9 From “Applied Statistics and Probability for Engineers”.

Solution: From the expression for the mean. Determine the mean time until failure. Montgomery and Runger.Weibull Example The time to failure (in hours) of a bearing in a mechanical shaft is satisfactorily modeled as a Weibull random variable with β = ½ and δ = 5000 hours. Wiley 305-262B Statistics and Measurement 4 April 2003 . Slide 11 From “Applied Statistics and Probability for Engineers”. Determine the probability that a bearing lasts at least 6000 hours. only 33.4% of all bearings last at least 6000 hours. Consequently.

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