PROBABILITY Bayesian probability is one of the different interpretations of the concept of probability and belongs to the category of evidential

probabilities. The Bayesian interpretation of probability can be seen as an extension of logic that enables reasoning with uncertain statements. To evaluate the probability of a hypothesis, the Bayesian probabilist specifies some prior probability, which is then updated in the light of new relevant data. The Bayesian interpretation provides a standard set of procedures and formulae to perform this calculation. Bayesian probability interprets the concept of probability as "a measure of a state of knowledge", in contrast to interpreting it as a frequency or a "propensity" of some phenomenon. The term "Bayesian" refers to the 18th century mathematician and theologian Thomas Bayes (17021761), who provided the first mathematical treatment of a non-trivial problem of Bayesian inference. Nevertheless, it was the French mathematician Pierre-Simon Laplace (1749 1827) who pioneered and popularized what is now called Bayesian probability. Broadly speaking, there are two views on Bayesian probability that interpret the state of knowledge concept in different ways. According to the objectivist view, the rules of Bayesian statistics can be justified by requirements of rationality and consistency and interpreted as an extension of logic. According to the subjectivist view, the state of knowledge measures a "personal belief". Many modern machine learning methods are based on objectivist Bayesian principles. In the Bayesian view, a probability is assigned to a hypothesis, whereas under the frequentist view, a hypothesis is typically tested without being assigned a probability. The term Bayesian refers to Thomas Bayes (17021761), who proved a special case of what is now called Bayes' theorem. However, it was Pierre-Simon Laplace (17491827) who introduced a general version of the theorem and used it to approach problems in celestial mechanics, medical statistics, reliability, and jurisprudence. Early Bayesian inference, which used uniform priors following Laplace's principle of insufficient reason, was called "inverse probability" (because it infers backwards from observations to parameters, or from effects to causes). After the 1920s, "inverse probability" was largely supplanted by a collection of methods that came to be called frequentist statistics.

In the 20th century, the ideas of Laplace were further developed in two different directions, giving rise to objective and subjective currents in Bayesian practice. In the objectivist stream, the statistical analysis depends on only the model assumed and the data analysed. No subjective decisions need to be involved. In contrast, "subjectivist" statisticians deny the possibility of fully objective analysis for the general case. In the 1980s, there was a dramatic growth in research and applications of Bayesian methods, mostly attributed to the discovery of Markov chain Monte Carlo methods, which removed many of the computational problems, and an increasing interest in nonstandard, complex applications. Despite the growth of Bayesian research, most undergraduate teaching is still based on frequentist statistics. Nonetheless, Bayesian methods are widely accepted and used, such as for example in the field of machine learning and talent analytics. Control Chart Calculator for Variables (Continuous data) This wizard computes the Lower and Upper Control Limits (LCL, UCL) and the Center Line (CL) for monitoring the process mean and variability of continuous measurement data using Shewhart X-bar, R-chart and S-chart. More about control charts. The limits are based on taking a set of preliminary samples drawn while the process is known to be in control. The information from these samples is used to estimate the process mean and standard deviation:

Process mean: Estimate the process mean by averaging over the set of samples, or enter the target mean () if you have that value.

Process standard deviation (): If you don't have a known value for the standard deviation (e.g. from historic data), compute S by averaging the standard deviations of the samples, or R by averaging across the ranges of the samples. The range of a sample is the difference between the maximum and minimum observations.

In general, S is a more accurate method.

The SQA role in continuous process improvement SQA is also responsible for gathering and presenting software metrics.

For example the Mean Time Between Failure (MTBF) is a common software metric (or measure) that tracks how often the system is failing. This Software Metric is relevant for the reliability software characteristic and, by extension the availability software characteristic.

SQA may gather these metrics from various sources, but note the important pragmatic point of associating an outcome (or effect) with a cause. In this way SQA can measure the value or consequence of having a given standard process, or procedure. Then, in the form of continuous process improvement, feedback can be given to the various process teams (Analysis, Design, Coding etc.) and a process improvement can be initiated.

Consider a User interface standard that made no distinction between an "open new window" and a "replace current window", in that the "Go To.." button did both. If, during usability testing, it was discovered that this lack of distinction caused users to be looking around for the correct Window (or some other issue) the SQA team could provide this information (usability metric) back to the user interface designers and an amendment to the user interface standards could be proposed. An important aspect of SQAs involvement with process improvement is that they (SQA) only take the measures back to the process owners and it is the process owners (i.e. the design team) that suggest a new standard or procedure. This new standard or procedure is then used in future projects (i.e. the SQA team do not come up with the standards and procedures) in isolation. The use of the appropriate standard or procedure is, however, verified, by SQA. SQA also takes the relevant measurements in order to give feedback to the value of using the standards processes, and procedures.

In summary SQA not only ensures the use of the identified standards processes, and procedures but also collects software measures that are relevant to the evaluation of the use of the standards processes, and procedures. In this way SQA are assuring that the agreed standards processes, and

procedures are used and are measuring the consequences of their use. The value of the standards processes, and procedures is measured only by their consequence thereby making SQA a pragmatic methodology, and not driven from first principles or unchallenged theories or practices. Evaluating Software, via software measures or metrics, is in itself both an art and a science that SQA should have expertise in. What is a normal distribution? The normal distribution is pattern for the distribution of a set of data which follows a bell shaped curve. This distribution is sometimes called the Gaussian distribution in honor of Carl Friedrich Gauss, a famous mathematician. The bell shaped curve has several properties:

The curve concentrated in the center and decreases on either side. This means that the data has less of a tendency to produce unusually extreme values, compared to some other distributions.

The bell shaped curve is symmetric. This tells you that he probability of deviations from the mean are comparable in either direction.

The Normal Distribution The normal distributions are a very important class of statistical distributions. All normal distributions are symmetric and have bell-shaped density curves with a single peak. To speak specifically of any normal distribution, two quantities have to be specified: the mean , where the peak of the density occurs, and the standard deviation , which indicates the spread or girth of the bell curve. (The greek symbol pronounced sig-ma.) is pronounced mu and the greek symbol is

Different values of

and

yield different normal density curves and hence different normal

distributions. Try the applet below for example. You should be able to change the mean and the standard deviation using the sliders and see the density change. Weibull Distribution The Weibull distribution is one of the most commonly used distributions in reliability engineering because of the many shapes it attains for various values of (slope). It can therefore model a great variety of data and life characteristics. The 2-parameter Weibull pdf is given by:

where:

and:

= scale parameter. = shape parameter (or slope).

Weibull Statistical Properties Summary The Mean or MTTF The mean, of the 2-parameter Weibull pdf is given by:

where The Median The median,

is the gamma function evaluated at the value of

, of the 2-parameter Weibull is given by:

(6) The Mode The mode, , of the 2-parameter Weibull is given by:

(7) The Standard Deviation The standard deviation, of the 2-parameter Weibull is given by:

The cdf and the Reliability Function The cdf of the 2-parameter Weibull distribution is given by:

The Weibull reliability function is given by:

The Conditional Reliability Function The Weibull conditional reliability function is given by:

(8) or:

Equation (8) gives the reliability for a new mission of t duration, having already accumulated T hours of operation up to the start of this new mission and the units are checked out to assure that they will start the next mission successfully. (It is called conditional because you can calculate the reliability of a new mission based on the fact that the unit(s) already accumulated T hours of operation successfully). The Reliable Life For the 2-parameter Weibull distribution, the reliable life, TR, of a unit for a specified reliability, starting the mission at age zero, is given by:

(9)

This is the life for which the unit will function successfully with a reliability of R(TR). If R(TR) = 0.50 then TR = , the median life, or the life by which half of the units will survive.

The Failure Rate Function The 2-parameter Weibull failure rate function, (T), is given by:

This subchapter includes the following topics Weibull distribution In probability theory and statistics, the Weibull distribution is a continuous probability distribution. It is named after Waloddi Weibull, who described it in detail in 1951, although it was first identified by Frchet (1927) and first applied by Rosin & Rammler (1933) to describe the size distribution of particles. Discrete Random Variables - Probability Distributions A probability distribution is similar to a frequency distribution or a histogram. Defined characteristics of a population selected randomly is called a random variable and when the values of this variable is measurable we can determine its mean or average or expected value and also its variance and standard deviation. Review: frequency distribution, mean and variance A binomial random variable is the number of successes x in n repeated trials of a binomial experiment. The probability distribution of a binomial random variable is called a binomial Binomial Distribution (also known as a Bernoulli distribution).

Binomial distribution In probability theory and statistics, the binomial distribution is the discrete probability distribution of the number of successes in a sequence of n independent yes/no experiments, each of which yields success with probability p. Such a success/failure experiment is also called a Bernoulli experiment or Bernoulli trial; when n = 1, the binomial distribution is a Bernoulli distribution. The Binomial distribution is an n times repeated Bernoulli trial. The binomial distribution is the basis for the popular binomial test of statistical significance. The binomial distribution is frequently used to model the number of successes in a sample of size n drawn with replacement from a population of size N. If the sampling is carried out without replacement, the draws are not independent and so the resulting distribution is a hypergeometric distribution, not a binomial one. However, for N much larger than n, the binomial distribution is a good approximation, and widely used. Poisson distribution In probability theory and statistics, the Poisson distribution (or Poisson law of small numbers) is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time and/or space if these events occur with a known average rate and independently of the time since the last event. (The Poisson distribution can also be used for the number of events in other specified intervals such as distance, area or volume.) The distribution was first introduced by Simon Denis Poisson (17811840) and published, together with his probability theory, The work focused on certain random variables N that count, among other things, the number of discrete occurrences (sometimes called arrivals) that take place during a time-interval of given length.

Confidence Level A confidence level refers to the likelihood that the true population parameter lies within the range specified by the confidence interval . The confidence level is usually expressed as a percentage. Thus, a 95% confidence level implies that the probability that the true population

parameter lies within the confidence interval is 0.95. Here, the confidence level (95%) implies a probability equal to 0.95. Confidence interval In statistics, a confidence interval (CI) is a particular kind of interval estimate of a population parameter and is used to indicate the reliability of an estimate. It is an observed interval (i.e. it is calculated from the observations), in principle different from sample to sample, that frequently includes the parameter of interest, if the experiment is repeated. How frequently the observed interval contains the parameter is determined by the confidence level or confidence coefficient. A confidence interval does not predict that the true value of the parameter has a particular probability of being in the confidence interval given the data actually obtained. (An interval intended to have such a property, called a credible interval, can be estimated using Bayesian methods; but such methods bring with them their own distinct strengths and weaknesses) In statistical inference, one wishes to estimate population parameters using observed sample data. A confidence interval gives an estimated range of values which is likely to include an unknown population parameter, the estimated range being calculated from a given set of sample data. (Definition taken from Valerie J. Easton and John H. McColl's The common notation for the parameter in question is mean , which is estimated through the sample mean . Often, this parameter is the population .

The level C of a confidence interval gives the probability that the interval produced by the method employed includes the true value of the parameter .