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Assignment 3

The document discusses the advantages of probability plots which include being based on understood concepts of linearity and correlation, being easy to implement for distributions with a single shape parameter, and providing estimates of distribution parameters and percentiles. It also differentiates between normal, exponential, Weibull and log-normal probability plots and provides examples of series and parallel reliability systems.

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0% found this document useful (0 votes)
22 views

Assignment 3

The document discusses the advantages of probability plots which include being based on understood concepts of linearity and correlation, being easy to implement for distributions with a single shape parameter, and providing estimates of distribution parameters and percentiles. It also differentiates between normal, exponential, Weibull and log-normal probability plots and provides examples of series and parallel reliability systems.

Uploaded by

خديجہ بٹ
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Question No: 1(a)

Write the advantages of drawing the probability plot?

Advantages of Probability Plots:


The advantages of drawing the probability plots are as follows:

1) It is based on two-understood concepts.


i. The linearity (i.e., straightness) of the probability plot is a good measure of the
adequacy of the distributional fit.
ii. The correlation coefficient between the points on the probability plot is a good
measure of the linearity of the probability plot.

2) It is an easy technique to implement for a wide variety of distribution with a single shape
parameter. The basic requirement is to be able to compute the percent point function,
which is needed in the computation of the probability plot.
3) The maximum correlation value provides a method for comparing across distributions as
well as identifying the best value of the shape parameter for a given distribution.
4) Computing probability plots is that the intercept and slope estimates of the fitted line are
in fact estimates for the location and scale parameters of the distribution. Although this is
not too important for the normal distribution since the location and scale are estimated by
the mean and standard deviation, respectively, it can be useful for many other
distributions.
5) It provides simple estimates for a distribution its percentiles, parameters, normal life,
percentage failing on warranty, failure rate, and many other quantities.
6) It lets one assess the assumptions of analytic methods applied to the data.

Question No: 1(b)


Differentiate between different kinds Probability Plot?

Probability Plots:
The probability plot is a graphical technique for assessing whether or not a data set follows a
given distribution such as the normal or Weibull. The data are plotted against a theoretical
distribution in such a way that the points should form approximately a straight line.
Kinds of Probability Plots:
There are following kinds of probability plots:
1) Normal probability plot
2) Exponential probability plot
3) Weibull probability plot
4) Log-normal probability plot

Normal probability plot:


When you have a set of data that you think might have a normal distribution (i.e. a bell curve), a
graph of your data can help you decide whether or not your data is normal. Making
a histogram of your data can help you decide whether or not a set of data is normal, but there is a
more specialized type of plot you can create, called a normal probability plot. A normal
probability plot graphs z-scores (normal scores) against your data set.

A straight, diagonal line means that you have normally distributed data. If the line is skewed to
the left or right, it means that you do not have normally distributed data.

With a normal probability plot, it can be easier to see individual data items that don’t quite fit a
normal distribution. In the image below, the upper right data item is clearly out of line with the
rest of the data, meaning that it doesn’t fit with a normal distribution.

Exponential Probability Plot:


The mean of an exponential distribution is the 63rd percentile. For example.the graphical
estimate of the mean (63rd percentile) from Figure 2.1 is 14 minutes. The failure rate of an
exponential distribution is the reciprocal of the mean. For example, this estimate from Figure 2.1
is 1/14=0.07 failures per minute. The plotted points do not follow a straight line very well. So the
exponential fit is crude. The sample is small (19 observations). so it reveals only large departures
from an exponential distribution. A more sensitive evaluation of an exponential fit is obtained .
A Weibull plot generally shows more than an than an exponential plot, particularly in the lower
tail of the distribution, which is usually of greatest interest.

Weibull Probability Plot:


The Weibull plot is a graphical technique for determining if a data set comes from a population
that would logically be fit by a 2-parameter. Weibull distribution (the location is assumed to be
zero)

The Weibull plot has special scales that are designed so that if the data do in fact follow a
Weibull distribution, the points will be linear(or nearly linear). The least squares fit of this line
yields estimates for the shape and scale parameters of the Weibull distribution (the location is
assumed to be zero).

Specifically, the shape parameter is the reciprocal of the slope of the fitted line and the scale
parameter is the exponent of the intercept of the fitted line

.
Log-normal Probability Plot:
Lognormal and normal probability paper have the same cumulative probability scale. However,
lognormal paper has a log data scale, whereas normal paper has a linear one. Thus a normal
probability plot of the logs of lognormal data has the same appearance as a log normal plot of the
original data. In ths way, one can make a lognormal plot when lognormal paper is not available.
Parameter µ:
The parameter p is the log of the median (50th percentile). From Figure 6.1, the estimate of
median insulation life at 180°C is 11,500 hours, well below the desired 20,000 hours. The
estimate of p is log( 1 1,500) =4.061. One usually uses the median, a typical life, rather than p.

Parameter σ:
The slope of the fitted line in a lognormal plot corresponds to the log standard deviation u.
Estimating the log mean, estimate the 16th percentile. The estimate of (I equals the difference
between the p estimate and the log of the 16th percentile. From Figure 6.1, the estimate of the
16th percentile at 180°C is 9000 hours. The estimate of u is 4.061 - log(9000)=0.11. This small
value indicates that the distribution is close to normal; so the insulation failure rate increases
with age (wear-out behavior).

Question No 2:
Differentiate between series and parallel systems of reliability by giving atleast 1 real lie
example of each?

Series System Reliability:


In a series configuration, a failure of any component results in the failure of the entire system. In
most cases, when considering complete systems at their basic subsystem level, it is found that
these are arranged reliability-wise in a series configuration.
Example:
A personal computer may consist of four basic subsystems: the motherboard, the hard drive, the
power supply and the processor. These are reliability-wise in series and a failure of any of these
subsystems will cause a system failure. In other words, all of the units in a series system must
succeed for the system to succeed.

The reliability of the system is the probability that unit 1 succeeds and unit 2 succeeds and all of
the other units in the system succeed. So all units must succeed for the system to succeed. The
reliability of the system is then given by:

where:

 is the reliability of the system


 is the event of unit being operational
 is probability that unit is operational
In the case where the failure of a component affects the failure rates of other components
(i.e., the life distribution characteristics of the other components change when one
component fails), then the conditional probabilities in equation above must be considered.

Parallel System Reliability:


In a simple parallel system, at least one of the units must succeed for the system to succeed.
Units in parallel are also referred to as redundant units. Redundancy is a very important aspect of
system design and reliability in that adding redundancy is one of several methods of improving
system reliability. It is widely used in the aerospace industry and generally used in mission
critical systems. Other example applications include the RAID computer hard drive systems,
brake systems and support cables in bridges.

The probability of failure, or unreliability, for a system with statistically independent parallel
components is the probability that unit 1 fails and unit 2 fails and all of the other units in the
system fail. So in a parallel system, all units must fail for the system to fail. Put another way,
if unit 1 succeeds or unit 2 succeeds or any of the units succeeds, then the system succeeds.
The unreliability of the system is then given by:
where:

 is the unreliability of the system


 is the event of failure of unit
 is the probability of failure of unit
In the case where the failure of a component affects the failure rates of other components,
then the conditional probabilities in equation above must be considered. However, in the
case of independent components, the equation above becomes:

or:

Example:
Calculating the Reliability with Components in Parallel
Consider a system consisting of three subsystems arranged reliability-wise in parallel. Subsystem
1 has a reliability of 99.5%, Subsystem 2 has a reliability of 98.7% and Subsystem 3 has a
reliability of 97.3% for a mission of 100 hours. What is the overall reliability of the system for a
100-hour mission?

Since the reliabilities of the subsystems are specified for 100 hours, the reliability of the system
for a 100-hour mission is:
ASSIGNMENT NO: 3
KHADIJA NOOR BUTT
BSC STATISTICS
(SEMESTER 6)
DR.KALSOOM AKHTAR
KINNAIRD COLLEGE
FOR WOMEN LAHORE

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