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The Probability Distribution

The document discusses several probability distributions that are relevant for analyzing power system reliability: 1. The Poisson distribution describes the probability of events occurring randomly and independently at a fixed rate over time, such as faults on power cables. 2. The exponential distribution models the time until the next event occurs, such as the time until the next power failure. It decreases exponentially as time increases. 3. The normal distribution is the most widely used as many natural phenomena approximate a normal distribution. It is symmetric and bell-shaped, defined by its mean and standard deviation.

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96 views6 pages

The Probability Distribution

The document discusses several probability distributions that are relevant for analyzing power system reliability: 1. The Poisson distribution describes the probability of events occurring randomly and independently at a fixed rate over time, such as faults on power cables. 2. The exponential distribution models the time until the next event occurs, such as the time until the next power failure. It decreases exponentially as time increases. 3. The normal distribution is the most widely used as many natural phenomena approximate a normal distribution. It is symmetric and bell-shaped, defined by its mean and standard deviation.

Uploaded by

Tty Smith
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Power System Reliability Lecture No.6 Dr.

Mohammed Tawfeeq Lazim

6. The Probability Distribution


2. The Poisson distribution
Poisson distribution is a discrete probability distribution applied when the
number of occurrence of an event in a given time is purely by chance. In
this case Binomial distribution is not applicable although the rate of
occurrence is fixed.
Example of such events are , the probability of a certain number of
lightning strikes in a given time , the number of occurrence of fault in a long
power cable and the probability that there a certain number of telephone
calls in a given period of time.
With an infinite number of possible points for the random variable. The
probability that the random variable will take on a value x =r is given by

where is a parameter describing the number of success per unit time


(rate of occurrence of event in a time interval (t) ) . The rate of occurrence
is also called the failure rate if X represent the failure event.
Example1:
On a large power system, the average number of multi-core underground
cable fault per year per 100 km of cable is 0.5 . Considering a specified
piece cable 10 km long, what is the probabilities of 0,1,2,......etc fault during
a 40 years period?
Solution:
Assuming the number of faults to be valid for the cable in question and for
a period of 40 years, the average number of faults is:

For r=0 , 1 , 2, 3 ,4 , 5 faults :

P(0) = 0.135
P(1) = 0.270
P(2) = 0.270
P(3) = 0.180
P( 4) = 0.090
P(5) = (0.036)

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Power System Reliability Lecture No.6 Dr. Mohammed Tawfeeq Lazim

These values could be represented as shown in Fig.1 which gives the


histogram of the events.

0.270 0.270
Probabilities
0.180

0.135
0.090
0.036

0 1 2 3 4 5 No.of faults
Fig.1

Example 2:
The failure of power transformers is assumed to follow Poisson probability
distribution. Suppose on average, a transformer fails once every 5 years.
What is the probability that it will not fail in the next 12 months? That it
will fail once in the next 24 months?

Solution:
Failure rate = once in 5 years
=0.2 year
Number of expected failures in 12 months= 0.2.

Probability of having zero failures is given by

Number of expected failures in 24 months= 0.2x2=0.4.Probability of having


exactly one failure in that period is

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Power System Reliability Lecture No.6 Dr. Mohammed Tawfeeq Lazim

3. The Exponential Distribution


 How much time will elapse before an earthquake occurs in a given
region?
 How long do we need to wait before a customer enters our shop?
 How long will a generating unit works without breaking down?
 How long will a transformer works without breaking down?
Questions such as these are often answered in probabilistic terms using the
exponential distribution.
All these questions concern the time we need to wait before a given event
occurs. If this waiting time is unknown, it is often appropriate to think of it as a
random variable having an exponential distribution. Roughly speaking, the
time we need to wait before an event occurs has an exponential distribution
if the probability that the event occurs during a certain time interval is
proportional to the length of that time interval.
Mathematically speaking, the exponential distribution is a continuous
probability density function given by the formula

where λ is a parameter of this probability function. It extends from 0 to ∞ and


is illustrated in Fig. 2 or the Mean E(X) = 1/ λ. The exponential distribution
describes a probability that decreases exponentially with increasing x.

Figure 2. Exponential distribution.

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Power System Reliability Lecture No.6 Dr. Mohammed Tawfeeq Lazim

The variation of the probability density function with the parameter λ is


shown in Fig.3

Fig.3

OTHER IMPORTANT PARAMETERS:


 THE MEAN TIME TO FAILURES
The expected average value for exponential distributed function may be
considered as the average time for a failure to occur and is known as the mean
time to failures or MTTF.
The expected value of a probability density function is given by

In our case, this becomes

It can be proven that the MTTF can also be obtained by integrating the
reliability function over the entire range, that is,

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Power System Reliability Lecture No.6 Dr. Mohammed Tawfeeq Lazim

This simplifies the calculation in most cases. For the simple exponential
distribution, it becomes

Example 3:
There are 10 generators in a generating station. The units are assumed to have
a failure rate of 0.02 per year. What is the mean time to failures in that
station?
Solution:

 The Variance and the Standard deviation


MTTF alone does not uniquely characterize a failure distribution . Other
measures are necessary . one measure that is often used to further describe
a failiare distribution is its variance σ2 defined by

Upon Further simplification ,the above equation can be re-written as

The standard deviation of the exponential distribution is given by:

σ =

The parameter λ , the mean time to failure 1/ λ , the variance σ2 and the
standard deviation σ all have significant physical meanings when the
exponential distribution is applied to reliability assessments.

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Power System Reliability Lecture No.6 Dr. Mohammed Tawfeeq Lazim

4. The Normal Distribution


Normal distribution is the most widely used probability distribution due to the
fact that most things that are phenomena in nature tend to follow these
distribution .Many things actually are normally distributed, or very close to it.
For example, height and intelligence are approximately normally distributed;
measurement errors also often have a normal distribution. It is a good
approximation for many other distributions such as the binomial when the
population is large. It is a continuous distribution; hence, the curve is the
probability density function that takes on a symmetrical bell shape as
illustrated in Fig. 4. The mathematical formula for the probability density
function is

-2 -1 +1 +2

Figure 4. Normal probability density function.

Characteristics of the Normal distribution


• Symmetric, bell shaped
• Continuous for all values of X between -∞ and ∞ so that each conceivable
interval of real numbers has a probability other than zero.
• -∞ ≤ X ≤ ∞
• Two parameters, μ and σ. Note that the normal distribution is actually a
family of distributions, since μ and σ determine the shape of the
distribution.

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