Beruflich Dokumente
Kultur Dokumente
Winter 2016
Lecture 2
Arash Mohammadi
Office: S-EV 9187
Email: arashmoh@encs.Concordia.ac
Homepage: http://users.encs.concordia.ca/~arashmoh/
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References:
Check the following materials on the course website
Hand out #2 (HO-2)
Appendix 1 of the book.
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2. Events (subset)
Any subset of a Sample-Space is known as an event E.
E occurs when the outcome of the random experiment is contained in E.
3. Venn Diagram
Graphical representation of sets within the frame of reference of Sample-Space.
Convenient to describe various set operations.
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Set Operations
Union of Events
Complement of an Event
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2.
4
7
4
8
12
3.
10
10
11
5
5
6
10
3
4
6
7
4
2
8
3
5
4
8
7
7
10
7
6
4
9
4
8
10
11
10
6
8
9
9
11
5
7
3
5
3
6
7
4
5
2
Subjective: The probability of a particular person (to be used when there are no other
ways to obtain probability measures)
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Axioms of Probability
Example
There is a deck of 54 card including jokers.
1. What is the probability that the first card drawn is a diamond? 2. A Jack? 3. A
diamond Jack? 4. Either a diamond or a Jack?
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Example
Classical View (Equally Likely assumption)
S: All possible 54 cards
A: The first card is a Diamond
B: The first card is a Jack
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Multiplication Rule:
Independent Events:
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Prior Probability:
Likelihood Function:
Posterior Probability:
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Random Variable
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f(x)
F(x)
X (number of heads)
X (number of heads)
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148.7
53.9
53.4
28.2
45.6
106.5
65.3
188.0
37.6
15.1
18.2
85.8
101.4
116.5
96.5
110.6
55.1
104.9
22.2
22.4
82.3
44.6
5.1
9.2
48.2
130.8
20.6
34.6
57.4
77.9
38.1
44.9
26.7
67.5
129.2
44.2
94.3
211.3
181.2
46.7
89.1
93.9
46.9
22.3
52.3
74.2
35.4
58.7
19.6
28.2
144.7
32.7
8.9
91.5
70.8
35.6
64.0
26.3
161.6
83.5
30.5
97.3
21.1
88.6
48.8
23.6
38.6
24.1
71.7
124.8
120.1
147.1
72.0
31.2
28.8
178.0
16.6
20.2
21.5
30.1
82.2
60.3
102.7
82.1
65.4
89.8
41.9
57.0
44.8
68.9
103.0
41.9
78.1
38.6
35.0
75.7
28.5
53.9
49.4
Failure data
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Reliability Concepts
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Life data could be the time the product operated successfully or the time the
product operated before it failed.
In life data analysis (Weibull analysis), we attempt to make predictions about the
life of all products in the population by fitting a statistical distribution (model) to
life data.
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Time to Failure
Failure: Termination of the systems ability to perform its required function
under the given condition for specific period of time.
T: Time to failure which is a random variable
The probability of a failure
occurring in (ti-1,ti)
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TIME to FAILURE
We characterize the time to failure with the following four different functions:
T: Time to failure which is a random variable
Probability Density Function (PDF):
Cumulative Distribution Function (CDF):
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Bathtub Curve
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Exponential Distribution
Failure is due to random causes such as sudden excessive loading
Electronic components
Complex industrial plants
PDF:
CDF:
Reliability:
Mean time to failure:
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Exponential Distribution
Hazard function h(x) is constant
over time.
Equipment deterioration is
independent of the age of the
system.
The CDF
Hazard Function
Reliability
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Exponential Distribution
Exponential distribution is memoryless:
Consider T an exponentially distributed random variable with > 0.
For any two real numbers a, b > 0 , we have
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Normal Distribution
Failure is due to the additive effect of a large number of small and
independent random variations
Light bulbs
Bus engines
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Normal Distribution
Hazard function h(x) is
increasing in time.
Equipment deteriorates over
time and as it ages.
The CDF
Hazard Function
Reliability
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Normal Distribution
Linear Combination of two Normal R.V.
Parameter Estimation:
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Whats Next?
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Hyper-Exponential
Weibull Distributions
Parameter Estimation
Different Type of Data
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