STATISTICAL LEARNING FOR RELIABILITY ANALYSIS

DR. MONALISA SARMA

SUBIR CHOWDHURY SCHOOL OF QUALITY AND RELIABILITY , IIT KHARAGPUR

Module 03: Probability Distributions

Lecture 11 : Tutorial on Discrete Probability Distributions
Concepts Covered

Solving objective type questions

To test the level of understanding from Lecture 07-09

Problems to ponder
To build problem solving aptitude

Monalisa Sarma
IIT KHARAGPUR 2
 Objective Type Questions

Monalisa Sarma
IIT KHARAGPUR 3
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial.

Monalisa Sarma
IIT KHARAGPUR 4
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial. [ Binomial Distribution ]

Monalisa Sarma
IIT KHARAGPUR 5
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial. [ Binomial Distribution ]

b) Random variable specifying the number of occurrence in a fixed period of

time.

Monalisa Sarma
IIT KHARAGPUR 6
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial. [ Binomial Distribution ]

b) Random variable specifying the number of occurrence in a fixed period of

time. [ Poisson Distribution ]

Monalisa Sarma
IIT KHARAGPUR 7
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial. [ Binomial Distribution ]

b) Random variable specifying the number of occurrence in a fixed period of

time. [Poisson Distribution ]

c) Random variable specifying the number of trials to the first occurrence of

an event.

Monalisa Sarma
IIT KHARAGPUR 8
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial. [ Binomial Distribution ]

b) Random variable specifying the number of occurrence in a fixed period of

time. [Poisson Distribution ]

c) Random variable specifying the number of trials to the first occurrence of

an event. [Geometric distribution ]

Monalisa Sarma
IIT KHARAGPUR 9
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial. [ Binomial Distribution ]

b) Random variable specifying the number of occurrence in a fixed period of

time. [Poisson Distribution ]

c) Random variable specifying the number of trials to the first occurrence of

an event. [Geometric distribution ]

d) Random variable specifying the number of trials to the kth occurrence of an

event.

Monalisa Sarma
IIT KHARAGPUR 10
Question−3.1
T 3.1: Specify the distribution for the following
a) Random variable specifying the number of occurrence in a fixed number of
trial. [ Binomial Distribution ]

b) Random variable specifying the number of occurrence in a fixed period of

time. [Poisson Distribution ]

c) Random variable specifying the number of trials to the first occurrence of

an event. [Geometric distribution ]

d) Random variable specifying the number of trials to the kth occurrence of an

event. [ Negative Binomial Distribution ]

Monalisa Sarma
IIT KHARAGPUR 11
Question−3.2
T 3.2: In the textile industry, a manufacturer is interested in the number of blemishes
or flaws occurring in each 100 feet of material. The probability distribution that has
the greatest chance of applying to this situation is the
a) Geometric Distribution

b) Binomial Distribution

c) Poisson Distribution

d) Uniform Distribution

Monalisa Sarma
IIT KHARAGPUR 12
Question−3.2
T 3.2: In the textile industry, a manufacturer is interested in the number of blemishes
or flaws occurring in each 100 feet of material. The probability distribution that has
the greatest chance of applying to this situation is the
a) Geometric Distribution

b) Binomial Distribution

c) Poisson Distribution

d) Uniform Distribution

Monalisa Sarma
IIT KHARAGPUR 13
Question−3.3
T 3.3: Suppose you buy a lottery ticket. You can either win 1 dollar (with probability
1/10) or win nothing (with probability 9/10). The amount you win is a random
variable and it has a
a) Geometric Distribution

b) Binomial Distribution

c) Poisson Distribution

d) Uniform Distribution

Monalisa Sarma
IIT KHARAGPUR 14
Question−3.3
T 3.3: Suppose you buy a lottery ticket. You can either win 1 dollar (with probability
1/10) or win nothing (with probability 9/10). The amount you win is a random
variable and it has a
a) Geometric Distribution

b) Binomial Distribution

c) Poisson Distribution

d) Uniform Distribution

Monalisa Sarma
IIT KHARAGPUR 15
Question−3.4
T 3.4: State if the following statements are true or false
a) In a binomial distribution sampling is done without replacement.

Monalisa Sarma
IIT KHARAGPUR 16
Question−3.4
T 3.4: State if the following statements are true or false
a) In a binomial distribution sampling is done without replacement. [ False ]

Monalisa Sarma
IIT KHARAGPUR 17
Question−3.4
T 3.4: State if the following statements are true or false
a) In a binomial distribution sampling is done without replacement. [ False ]

b) In a hypergeometric distribution sampling is done with replacement.

Monalisa Sarma
IIT KHARAGPUR 18
Question−3.4
T 3.4: State if the following statements are true or false
a) In a binomial distribution sampling is done without replacement. [ False ]

b) In a hypergeometric distribution sampling is done with replacement. [ False ]

Monalisa Sarma
IIT KHARAGPUR 19
 Problems to Ponder

Monalisa Sarma
IIT KHARAGPUR 20
Problem−3.5
T 3.5: Let X be the random variable that denotes the life in hours of a certain electronic device. The
probability density function is
𝟐𝟎,𝟎𝟎𝟎
, 𝒙 > 𝟏𝟎𝟎
𝒇 𝒙 = ቐ 𝒙𝟑
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆

Find the expected life of this type of device.

Monalisa Sarma
IIT KHARAGPUR 21
Problem−3.5 : Solution
T 3.5: Let X be the random variable that denotes the
life in hours of a certain electronic device. The
The expected life of the device is: probability density function is
20,000
𝜇=𝐸 𝑋 𝑓 𝑥 = ቐ 𝑥3
, 𝑥 > 100
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
=?
Find the expected life of this type of device.

Monalisa Sarma
IIT KHARAGPUR 22
Problem−3.5 : Solution
T 3.5: Let X be the random variable that denotes the
life in hours of a certain electronic device. The
The expected life of the device is: probability density function is
20,000
𝜇=𝐸 𝑋 𝑓 𝑥 = ቐ 𝑥3
, 𝑥 > 100
∞ 20000 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
= ‫׬‬100 𝑥 3 𝑑𝑥 Find the expected life of this type of device.
𝑥
∞ 20000
= ‫׬‬100 𝑑𝑥
𝑥2
∞ 1
= 20000 × ‫׬‬100 𝑑𝑥
𝑥2
∞ −1
= 20000 ×
100 𝑥
1 ∞
= −20000 ×
𝑥 100
1
= −20000 × 0 −
100

= 𝟐𝟎𝟎

Monalisa Sarma
IIT KHARAGPUR 23
Problem−3.6
T 3.6: Your plant manufactures circuit boards. You are worried that your production process is unusually
faulty today. Normally 8% of the circuit boards are faulty. You will sample 15 boards.
a) What is the probability that exactly 2 boards will be defective?
b) What is the probability that 2 or fewer boards will be defective?
c) What is the probability that 4 or more boards will be defective?
d) Find the expected value of this distribution when sampling 15 items. Find the standard deviation
of this distribution when sampling 15 items?

Monalisa Sarma
IIT KHARAGPUR 24
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
8
Given, p= = 0.08, 𝑛 = 15 boards. You are worried that your
100
production process is unusually faulty
today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.
a) The probability that exactly 2 boards will be defective

𝑃 2, 15, 0.08 = ?

Monalisa Sarma
IIT KHARAGPUR 25
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
8
Given, p= = 0.08, 𝑛 = 15 boards. You are worried that your
100
production process is unusually faulty
today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.
a) The probability that exactly 2 boards will be defective

15! 15×14
𝑃 2, 15, 0.08 = 15𝐶2 0.08 2 1 − 0.08 13 = 0.08 2 1 − 0.08 13 = 0.0064 0.338 = 105 × 0.0021632
2!13! 2
= 𝟎. 𝟐𝟐𝟕𝟏

Monalisa Sarma
IIT KHARAGPUR 26
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
8
Given, p= = 0.08, 𝑛 = 15 boards. You are worried that your
100
production process is unusually faulty
today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.
a) The probability that exactly 2 boards will be defective

15! 15×14
𝑃 2, 15, 0.08 = 15𝐶2 0.08 2 1 − 0.08 13 = 0.08 2 1 − 0.08 13 = 0.0064 0.338 = 105 × 0.0021632
2!13! 2
= 𝟎. 𝟐𝟐𝟕𝟏

b) The probability that 2 or fewer boards will be defective

𝑃 𝑋 ≤2 =?

Monalisa Sarma
IIT KHARAGPUR 27
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
8
Given, p= = 0.08, 𝑛 = 15 boards. You are worried that your
100
production process is unusually faulty
today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.
a) The probability that exactly 2 boards will be defective

15! 15×14
𝑃 2, 15, 0.08 = 15𝐶2 0.08 2 1 − 0.08 13 = 0.08 2 1 − 0.08 13 = 0.0064 0.338 = 105 × 0.0021632
2!13! 2
= 𝟎. 𝟐𝟐𝟕𝟏

b) The probability that 2 or fewer boards will be defective

𝑃 𝑋 ≤2 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2
Now,
𝑃 𝑋 = 0 = 15𝐶0 0.08 0 1 − 0.08 15 = 0.2862
𝑃 𝑋 = 1 = 15𝐶1 0.08 1 1 − 0.08 14 = 0.3734
Therefore,
𝑃 𝑋 ≤ 2 = 0.2862 + 0.3734 + 0.2271 = 𝟎. 𝟖𝟖𝟔𝟕

Monalisa Sarma
IIT KHARAGPUR 28
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
c) The probability that 4 or more boards will be defective boards. You are worried that your
production process is unusually faulty
𝑃 𝑋 ≥4 =? today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.

Monalisa Sarma
IIT KHARAGPUR 29
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
c) The probability that 4 or more boards will be defective boards. You are worried that your
production process is unusually faulty
𝑃 𝑋 ≥ 4 = 1 − 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃(𝑋 = 3) today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.
= 1 − 𝑃 𝑋 ≤ 2 + 𝑃(𝑋 = 3)
= 1 − 0.8867 + 15𝐶3 0.08 3 1 − 0.08 12

15! 3 12
= 1 − 0.8867 + 0.08 1 − 0.08
3!12!

= 1 − [0.8867 + 0.0856]
= 𝟎. 𝟎𝟐𝟕𝟒

Monalisa Sarma
IIT KHARAGPUR 30
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
c) The probability that 4 or more boards will be defective boards. You are worried that your
production process is unusually faulty
𝑃 𝑋 ≥ 4 = 1 − 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃(𝑋 = 3) today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.
= 1 − 𝑃 𝑋 ≤ 2 + 𝑃(𝑋 = 3)
= 1 − 0.8867 + 15𝐶3 0.08 3 1 − 0.08 12

15! 3 12
= 1 − 0.8867 + 0.08 1 − 0.08
3!12!

= 1 − [0.8867 + 0.0856]
= 𝟎. 𝟎𝟐𝟕𝟒

d) expected value of this distribution when sampling 15 items

𝐄𝐱𝐩𝐞𝐜𝐭𝐞𝐝 𝐯𝐚𝐥𝐮𝐞, 𝐸 𝑥 = ?
𝑺𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏, 𝜎 = ?

Monalisa Sarma
IIT KHARAGPUR 31
Problem−3.6 : Solution
T 3.6: Your plant manufactures circuit
c) The probability that 4 or more boards will be defective boards. You are worried that your
production process is unusually faulty
𝑃 𝑋 ≥ 4 = 1 − 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃(𝑋 = 3) today. Normally 8% of the circuit boards
are faulty. You will sample 15 boards.
= 1 − 𝑃 𝑋 ≤ 2 + 𝑃(𝑋 = 3)
= 1 − 0.8867 + 15𝐶3 0.08 3 1 − 0.08 12

15! 3 12
= 1 − 0.8867 + 0.08 1 − 0.08
3!12!

= 1 − [0.8867 + 0.0856]
= 𝟎. 𝟎𝟐𝟕𝟒

d) expected value of this distribution when sampling 15 items

𝐄𝐱𝐩𝐞𝐜𝐭𝐞𝐝 𝐯𝐚𝐥𝐮𝐞, 𝐸 𝑥 = 𝑛𝑝 = 15 × 0.08 = 1.2
𝑺𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏, 𝜎 = 𝑛𝑝𝑞 = 1.2 × 0.92 = 𝟏. 𝟎𝟓𝟏

Monalisa Sarma
IIT KHARAGPUR 32
Problem−3.7
T 3.7: An aircraft uses three active and identical engines in parallel. All engines fail independently. At
least one engine must function normally for the aircraft to fly successfully. The probability of success of
an engine is 0.8. Calculate the probability of the aircraft crashing. Assume that one engine can only be in
two states, i.e., operating normally or failed.

Monalisa Sarma
IIT KHARAGPUR 33
Problem−3.7 : Solution
T 3.7: An aircraft uses three active and identical
engines in parallel. All engines fail independently. At
least one engine must function normally for the
The probability of success of an engine, 𝑝 = 0.8 aircraft to fly successfully. The probability of success
of an engine is 0.8. Calculate the probability of the
Hence, aircraft crashing. Assume that one engine can only
be in two states, i.e., operating normally or failed.
the probability of failure of an engine, 𝑝 = 0.2

Therefore,
the probability of success of 0 engine out of a total of 3, is ?

Monalisa Sarma
IIT KHARAGPUR 34
Problem−3.7 : Solution
T 3.7: An aircraft uses three active and identical
engines in parallel. All engines fail independently. At
least one engine must function normally for the
The probability of success of an engine, 𝑝 = 0.8 aircraft to fly successfully. The probability of success
of an engine is 0.8. Calculate the probability of the
Hence, aircraft crashing. Assume that one engine can only
be in two states, i.e., operating normally or failed.
the probability of failure of an engine, 𝑝 = 0.2

Therefore,
the probability of success of 0 engine out of a total of 3, is:
𝑃 3, 0 = 3𝐶0(0.8)0 (0.2)3 = 𝟎. 𝟎𝟎𝟖
Hence,
the probability of aircraft crashing is 0.008

Monalisa Sarma
IIT KHARAGPUR 35
Problem−3.8
T 3.8: The components of a 6-component system are to be randomly chosen from a bin of 20 used
components. The resulting system will be functional if at least 4 of its 6 components are in working
condition. If 15 of the 20 components in the bin are in working condition, what is the probability that the
resulting system will be functional?

Monalisa Sarma
IIT KHARAGPUR 36
Problem−3.8 : Solution
T 3.8: The components of a 6-component system are
If 𝑋 is the number of working components chosen, then 𝑋 is to be randomly chosen from a bin of 20 used
components. The resulting system will be functional
hypergeometric with parameters 15, 5, 6. The probability that the if at least 4 of its 6 components are in working
system will be functional is condition. If 15 of the 20 components in the bin are
in working condition, what is the probability that the
resulting system will be functional?

𝑃 𝑋 ≥4 =?

Monalisa Sarma
IIT KHARAGPUR 37
Problem−3.8 : Solution
T 3.8: The components of a 6-component system are
If 𝑋 is the number of working components chosen, then 𝑋 is to be randomly chosen from a bin of 20 used
components. The resulting system will be functional
hypergeometric with parameters 15, 5, 6. The probability that the if at least 4 of its 6 components are in working
system will be functional is condition. If 15 of the 20 components in the bin are
in working condition, what is the probability that the
resulting system will be functional?

𝑃 𝑋 ≥ 4 = σ6𝑖=4 𝑃(𝑋 = 𝑖)
15 5 15 5 15 5
+ +
4 2 5 1 6 0
= 20
6

≈ 𝟎. 𝟖𝟔𝟖𝟕

Monalisa Sarma
IIT KHARAGPUR 38
Problem−3.9
T 3.9: A manufacturer of automobile tyres reports that among a shipment of 5000 sent to a local
distributor, 1000 are slightly blemished. If one purchases 10 of these tires at random from the
distributor, what is the probability that exactly 3 are blemished?

Monalisa Sarma
IIT KHARAGPUR 39
Problem−3.9 : Solution
T 3.9: A manufacturer of automobile tires reports
Given, that among a shipment of 5000 sent to a local
distributor, 1000 are slightly blemished. If one
𝑁 = 5000, 𝑛 = 10, purchases 10 of these tires at random from the
distributor, what is the probability that exactly 3 are
Since 𝑁 is large relative to the sample size 𝑛 blemished?

Hence,
We shall approximate the desired probability by using the binomial distribution.
The probability of obtaining a blemished tire is 0.2.
Therefore,
the probability of obtaining exactly 3 blemished tires = ?

Monalisa Sarma
IIT KHARAGPUR 40
Problem−3.9 : Solution
T 3.9: A manufacturer of automobile tires reports
Given, that among a shipment of 5000 sent to a local
distributor, 1000 are slightly blemished. If one
𝑁 = 5000, 𝑛 = 10, purchases 10 of these tires at random from the
distributor, what is the probability that exactly 3 are
Since 𝑁 is large relative to the sample size 𝑛 blemished?

Hence,
We shall approximate the desired probability by using the binomial distribution.
The probability of obtaining a blemished tire is 0.2.
Therefore,
the probability of obtaining exactly 3 blemished tires is
ℎ(3; 5000, 10, 1000) ≈ 𝑏(3; 10, 0.2) = 0.8791 − 0.6778 = 𝟎. 𝟐𝟎𝟏𝟑
On the other hand, the exact probability is
ℎ(3; 5000, 10, 1000) = 𝟎. 𝟐𝟎𝟏𝟓

Monalisa Sarma
IIT KHARAGPUR 41
Problem−3.10
T 3.10: In an NBA (National Basketball Association) championship series, the team that wins four games
out of seven is the winner. Suppose that teams A and B face each other in the championship games and
that team A has probability 0.55 of winning a game over team B.
a) What is the probability that team A will win the series in 6 games?

b) What is the probability that team A will win the series?

Monalisa Sarma
IIT KHARAGPUR 42
Problem−3.10 : Solution
T 3.10: In an NBA (National Basketball Association)
championship series, the team that wins four
a) P(team A will win the series in 6 games)= ? games out of seven is the winner. Suppose that
teams A and B face each other in the
championship games and that team A has
probability 0.55 of winning a game over team B.
a) What is the probability that team A will win
the series in 6 games?
b) What is the probability that team A will win
the series?

Monalisa Sarma
IIT KHARAGPUR 43
Problem−3.10 : Solution
T 3.10: In an NBA (National Basketball Association)
championship series, the team that wins four
a) P(team A will win the series in 6 games) games out of seven is the winner. Suppose that
=b∗ 6; 4, 0.55 = 5 0.554 1 − 0.55 6−4
= 𝟎. 𝟏𝟖𝟓𝟑 teams A and B face each other in the
3 championship games and that team A has
probability 0.55 of winning a game over team B.
a) What is the probability that team A will win
the series in 6 games?
b) What is the probability that team A will win
the series?

Monalisa Sarma
IIT KHARAGPUR 44
Problem−3.10 : Solution
T 3.10: In an NBA (National Basketball Association)
championship series, the team that wins four
a) P(team A will win the series in 6 games) games out of seven is the winner. Suppose that
=b∗ 6; 4, 0.55 = 5 0.554 1 − 0.55 6−4
= 𝟎. 𝟏𝟖𝟓𝟑 teams A and B face each other in the
3 championship games and that team A has
probability 0.55 of winning a game over team B.
b) 𝑃 𝑡𝑒𝑎𝑚 𝐴 𝑤𝑖𝑛𝑠 𝑡ℎ𝑒 𝑐ℎ𝑎𝑚𝑝𝑖𝑜𝑛𝑠ℎ𝑖𝑝 𝑠𝑒𝑟𝑖𝑒𝑠 = ? a) What is the probability that team A will win
the series in 6 games?
b) What is the probability that team A will win
the series?

Monalisa Sarma
IIT KHARAGPUR 45
Problem−3.10 : Solution
T 3.10: In an NBA (National Basketball Association)
championship series, the team that wins four
a) P(team A will win the series in 6 games) games out of seven is the winner. Suppose that
=b∗ 6; 4, 0.55 = 5 0.554 1 − 0.55 6−4
= 𝟎. 𝟏𝟖𝟓𝟑 teams A and B face each other in the
3 championship games and that team A has
probability 0.55 of winning a game over team B.
a) What is the probability that team A will win
the series in 6 games?
b) 𝑃 𝑡𝑒𝑎𝑚 𝐴 𝑤𝑖𝑛𝑠 𝑡ℎ𝑒 𝑐ℎ𝑎𝑚𝑝𝑖𝑜𝑛𝑠ℎ𝑖𝑝 𝑠𝑒𝑟𝑖𝑒𝑠 𝑖𝑠 b) What is the probability that team A will win
the series?
= b∗ 4; 4, 0.55 + b∗ 5; 4, 0.55 + b∗ 6; 4, 0.55 + b∗(7; 4, 0.55)
= 0.0915 + 0.1647 + 0.1853 + 0.1668
= 𝟎. 𝟔𝟎𝟖𝟑

Monalisa Sarma
IIT KHARAGPUR 46
Problem−3.11
T 3.11: The acceptance scheme for purchasing lots containing a large number of batteries is to test no
more than 75 randomly selected batteries and to reject a lot if a single battery fails. Suppose the
probability of a failure is 0.001.
a) What is the probability that a lot is accepted?

b) What is the probability that a lot is rejected on the 20th test?

c) What is the probability that it is rejected in 10 or fewer trials?

Monalisa Sarma
IIT KHARAGPUR 47
Problem−3.11 : Solution
T 3.11: The acceptance scheme for purchasing lots containing a
large number of batteries is to test no more than 75 randomly
Given, 𝑛 = 75 𝑤𝑖𝑡ℎ 𝑝 = 0.999 selected batteries and to reject a lot if a single battery fails.
Suppose the probability of a failure is 0.001.
a) 𝑋 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠, 𝑎𝑛𝑑 a) What is the probability that a lot is accepted?
b) What is the probability that a lot is rejected on the 20th test?
𝑃 𝑋 = 75 = ? c) What is the probability that it is rejected in 10 or fewer trials?

Monalisa Sarma
IIT KHARAGPUR 48
Problem−3.11 : Solution
T 3.11: The acceptance scheme for purchasing lots containing a
large number of batteries is to test no more than 75 randomly
Given, 𝑛 = 75 𝑤𝑖𝑡ℎ 𝑝 = 0.999 selected batteries and to reject a lot if a single battery fails.
Suppose the probability of a failure is 0.001.
a) 𝑋 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠, 𝑎𝑛𝑑 a) What is the probability that a lot is accepted?
b) What is the probability that a lot is rejected on the 20th test?
𝑃 𝑋 = 75 = (0.999)75 (0.001)0 c) What is the probability that it is rejected in 10 or fewer trials?

= 𝟎. 𝟗𝟐𝟕𝟕

Monalisa Sarma
IIT KHARAGPUR 49
Problem−3.11 : Solution
T 3.11: The acceptance scheme for purchasing lots containing a
large number of batteries is to test no more than 75 randomly
Given, 𝑛 = 75 𝑤𝑖𝑡ℎ 𝑝 = 0.999 selected batteries and to reject a lot if a single battery fails.
Suppose the probability of a failure is 0.001.
a) 𝑋 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠, 𝑎𝑛𝑑 a) What is the probability that a lot is accepted?
b) What is the probability that a lot is rejected on the 20th test?
𝑃 𝑋 = 75 = (0.999)75 (0.001)0 c) What is the probability that it is rejected in 10 or fewer trials?

= 𝟎. 𝟗𝟐𝟕𝟕

b) 𝑌 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠 𝑏𝑒𝑓𝑜𝑟𝑒 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑓𝑎𝑖𝑙𝑢𝑟𝑒 𝑔𝑒𝑜𝑚𝑒𝑡𝑟𝑖𝑐 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 , 𝑎𝑛𝑑
𝑃 𝑌 = 20 = ?

Monalisa Sarma
IIT KHARAGPUR 50
Problem−3.11 : Solution
T 3.11: The acceptance scheme for purchasing lots containing a
large number of batteries is to test no more than 75 randomly
Given, 𝑛 = 75 𝑤𝑖𝑡ℎ 𝑝 = 0.999 selected batteries and to reject a lot if a single battery fails.
Suppose the probability of a failure is 0.001.
a) 𝑋 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠, 𝑎𝑛𝑑 a) What is the probability that a lot is accepted?
b) What is the probability that a lot is rejected on the 20th test?
𝑃 𝑋 = 75 = (0.999)75 (0.001)0 c) What is the probability that it is rejected in 10 or fewer trials?

= 𝟎. 𝟗𝟐𝟕𝟕

b) 𝑌 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠 𝑏𝑒𝑓𝑜𝑟𝑒 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑓𝑎𝑖𝑙𝑢𝑟𝑒 𝑔𝑒𝑜𝑚𝑒𝑡𝑟𝑖𝑐 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 , 𝑎𝑛𝑑
19
𝑃 𝑌 = 20 = 0.001 0.999
= 𝟎. 𝟎𝟎𝟎𝟗𝟖𝟏

Monalisa Sarma
IIT KHARAGPUR 51
Problem−3.11 : Solution
T 3.11: The acceptance scheme for purchasing lots containing a
large number of batteries is to test no more than 75 randomly
Given, 𝑛 = 75 𝑤𝑖𝑡ℎ 𝑝 = 0.999 selected batteries and to reject a lot if a single battery fails.
Suppose the probability of a failure is 0.001.
a) 𝑋 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠, 𝑎𝑛𝑑 a) What is the probability that a lot is accepted?
b) What is the probability that a lot is rejected on the 20th test?
𝑃 𝑋 = 75 = (0.999)75 (0.001)0 c) What is the probability that it is rejected in 10 or fewer trials?

= 𝟎. 𝟗𝟐𝟕𝟕

b) 𝑌 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠 𝑏𝑒𝑓𝑜𝑟𝑒 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑓𝑎𝑖𝑙𝑢𝑟𝑒 𝑔𝑒𝑜𝑚𝑒𝑡𝑟𝑖𝑐 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 , 𝑎𝑛𝑑
19
𝑃 𝑌 = 20 = 0.001 0.999
= 𝟎. 𝟎𝟎𝟎𝟗𝟖𝟏

c) 1 − 𝑃 𝑛𝑜 𝑓𝑎𝑖𝑙𝑢𝑟𝑒𝑠 = ?

Monalisa Sarma
IIT KHARAGPUR 52
Problem−3.11 : Solution
T 3.11: The acceptance scheme for purchasing lots containing a
large number of batteries is to test no more than 75 randomly
Given, 𝑛 = 75 𝑤𝑖𝑡ℎ 𝑝 = 0.999 selected batteries and to reject a lot if a single battery fails.
Suppose the probability of a failure is 0.001.
a) 𝑋 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠, 𝑎𝑛𝑑 a) What is the probability that a lot is accepted?
b) What is the probability that a lot is rejected on the 20th test?
𝑃 𝑋 = 75 = (0.999)75 (0.001)0 c) What is the probability that it is rejected in 10 or fewer trials?

= 𝟎. 𝟗𝟐𝟕𝟕

b) 𝑌 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠 𝑏𝑒𝑓𝑜𝑟𝑒 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑓𝑎𝑖𝑙𝑢𝑟𝑒 𝑔𝑒𝑜𝑚𝑒𝑡𝑟𝑖𝑐 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 , 𝑎𝑛𝑑
19
𝑃 𝑌 = 20 = 0.001 0.999
= 𝟎. 𝟎𝟎𝟎𝟗𝟖𝟏

0 10
c) 1 − 𝑃 𝑛𝑜 𝑓𝑎𝑖𝑙𝑢𝑟𝑒𝑠 = 1 − 0.001 0.999
= 𝟎. 𝟎𝟏

Monalisa Sarma
IIT KHARAGPUR 53
Problem−3.12
T 3.12: Given a system exhibiting a constant failure rate of 150fr/106 hr and operating for a mission of
100 hr. Find the following probabilities:
a) One failures occurs during this mission

b) Two failures occurs during this mission

c) Two or fewer failures occurs during this mission

Also find the system reliability for this mission.

Monalisa Sarma
IIT KHARAGPUR 54
Problem−3.12 : Solution
T 3.12: Given a system exhibiting a constant failure
a) The probability that no failures occurs during this mission, as rate of 150fr/106 hr and operating for a mission of
𝑓(0), is the system reliability for this mission, as 100 hr. Find the following probabilities:
a) One failures occurs during this mission
150
−𝜆𝑡 − ×100 b) Two failures occurs during this mission
𝑅 𝑆 =𝑓 0 =𝑒 = 𝑒 106 = 𝟎. 𝟗𝟖𝟓𝟏𝟏 c) Two or fewer failures occurs during this mission
Also find the system reliability for this mission.

Monalisa Sarma
IIT KHARAGPUR 55
Problem−3.12 : Solution
T 3.12: Given a system exhibiting a constant failure
a) The probability that no failures occurs during this mission, as rate of 150fr/106 hr and operating for a mission of
𝑓(0), is the system reliability for this mission, as 100 hr. Find the following probabilities:
a) One failures occurs during this mission
150
−𝜆𝑡 − ×100 b) Two failures occurs during this mission
𝑅 𝑆 =𝑓 0 =𝑒 = 𝑒 106 = 𝟎. 𝟗𝟖𝟓𝟏𝟏 c) Two or fewer failures occurs during this mission
Also find the system reliability for this mission.
We can also deduce this from Poisson Distribution.

𝑒 −𝜆𝑡 (𝜆𝑡)0
𝑃 𝑥=0 = = 𝑒 −𝜆𝑡
0!

Monalisa Sarma
IIT KHARAGPUR 56
Problem−3.12 : Solution
T 3.12: Given a system exhibiting a constant failure
a) The probability that no failures occurs during this mission, as rate of 150fr/106 hr and operating for a mission of
𝑓(0), is the system reliability for this mission, as 100 hr. Find the following probabilities:
a) One failures occurs during this mission
150
−𝜆𝑡 − ×100 b) Two failures occurs during this mission
𝑅 𝑆 =𝑓 0 =𝑒 = 𝑒 106 = 𝟎. 𝟗𝟖𝟓𝟏𝟏 c) Two or fewer failures occurs during this mission
Also find the system reliability for this mission.
We can also deduce this from Poisson Distribution.

𝑒 −𝜆𝑡 (𝜆𝑡)0
𝑃 𝑥=0 = = 𝑒 −𝜆𝑡
0!

b) One failure,
𝑒 −𝜆𝑡 (𝜆𝑡)1
𝑓 1 = = 0.01477
1!
𝑒 −𝜆𝑡 (𝜆𝑡)2
𝑓 2 = = 𝟎. 𝟎𝟎𝟎𝟏𝟏
2!

Monalisa Sarma
IIT KHARAGPUR 57
Problem−3.12 : Solution
T 3.12: Given a system exhibiting a constant failure
a) The probability that no failures occurs during this mission, as rate of 150fr/106 hr and operating for a mission of
𝑓(0), is the system reliability for this mission, as 100 hr. Find the following probabilities:
a) One failures occurs during this mission
150
−𝜆𝑡 − ×100 b) Two failures occurs during this mission
𝑅 𝑆 =𝑓 0 =𝑒 = 𝑒 106 = 𝟎. 𝟗𝟖𝟓𝟏𝟏 c) Two or fewer failures occurs during this mission
Also find the system reliability for this mission.
We can also deduce this from Poisson Distribution.

𝑒 −𝜆𝑡 (𝜆𝑡)0
𝑃 𝑥=0 = = 𝑒 −𝜆𝑡
0!

c) Two or fewer failure

b) One failure,
𝑃 𝐾≤2 =𝐹 2
𝑒 −𝜆𝑡 (𝜆𝑡)1
𝑓 1 = = 0.01477
1! 𝑒 −𝜆𝑡 (𝜆𝑡)𝐾
𝑒 −𝜆𝑡 (𝜆𝑡)2
= σ2𝑘=0
𝐾!
𝑓 2 = = 𝟎. 𝟎𝟎𝟎𝟏𝟏
2!
=𝒇 𝟎 +𝒇 𝟏 +𝒇 𝟐
= 𝟎. 𝟗𝟗𝟗𝟗

Monalisa Sarma
IIT KHARAGPUR 58
Problem−3.13
T 3.13: If the average number of claims handled daily by an insurance company is 5, what proportion of
days have less than 3 claims? What is the probability that there will be 4 claims in exactly 3 of the next 5
days? Assume that the number of claims on different days is independent.

Monalisa Sarma
IIT KHARAGPUR 59
Problem−3.13 : Solution
T 3.13: If the average number of claims handled
𝑃 𝑋 ≤3 =? daily by an insurance company is 5, what proportion
of days have less than 3 claims? What is the
probability that there will be 4 claims in exactly 3 of
the next 5 days? Assume that the number of claims
on different days is independent.

Monalisa Sarma
IIT KHARAGPUR 60
Problem−3.13 : Solution
T 3.13: If the average number of claims handled
𝑃 𝑋 ≤3 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2 daily by an insurance company is 5, what proportion
−5 51 52 of days have less than 3 claims? What is the
=𝑒 + 𝑒 −5 + 𝑒 −5 probability that there will be 4 claims in exactly 3 of
1! 2!
37 −5 the next 5 days? Assume that the number of claims
= 𝑒 on different days is independent.
2

≈ 𝟎. 𝟏𝟐𝟒𝟕

Monalisa Sarma
IIT KHARAGPUR 61
 Problem−3.13 : Solution
T 3.13: If the average number of claims handled
𝑃 𝑋 ≤3 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2 daily by an insurance company is 5, what proportion
−5 51 52 of days have less than 3 claims? What is the
=𝑒 + 𝑒 −5 + 𝑒 −5 probability that there will be 4 claims in exactly 3 of
1! 2!
37 −5 the next 5 days? Assume that the number of claims
= 𝑒 on different days is independent.
2

≈ 𝟎. 𝟏𝟐𝟒𝟕

The number of days in a 5-day span that has exactly 4 claims is a binomial random variable with parameters 5 and
𝑃(𝑋 = 4).
𝑃 𝑋 =4 =?

Monalisa Sarma
IIT KHARAGPUR 62
Problem−3.13 : Solution
T 3.13: If the average number of claims handled
𝑃 𝑋 ≤3 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2 daily by an insurance company is 5, what proportion
−5 51 52 of days have less than 3 claims? What is the
=𝑒 + 𝑒 −5 + 𝑒 −5 probability that there will be 4 claims in exactly 3 of
1! 2!
37 −5 the next 5 days? Assume that the number of claims
= 𝑒 on different days is independent.
2

≈ 𝟎. 𝟏𝟐𝟒𝟕

The number of days in a 5-day span that has exactly 4 claims is a binomial random variable with parameters 5 and
𝑃(𝑋 = 4).
54
𝑃 𝑋 = 4 = 𝑒 −5 ≈ 𝟎. 𝟏𝟕𝟓𝟓
4!

Now, the probability that 3 of the next 5 days will have 4 claims =

Monalisa Sarma
IIT KHARAGPUR 63
 Problem−3.13 : Solution
T 3.13: If the average number of claims handled
𝑃 𝑋 ≤3 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2 daily by an insurance company is 5, what proportion
−5 51 52 of days have less than 3 claims? What is the
=𝑒 + 𝑒 −5 + 𝑒 −5 probability that there will be 4 claims in exactly 3 of
1! 2!
37 −5 the next 5 days? Assume that the number of claims
= 𝑒 on different days is independent.
2

≈ 𝟎. 𝟏𝟐𝟒𝟕

The number of days in a 5-day span that has exactly 4 claims is a binomial random variable with parameters 5 and
𝑃(𝑋 = 4).
54
𝑃 𝑋=4 = 𝑒 −5 ≈ 𝟎. 𝟏𝟕𝟓𝟓
4!

The probability that 3 of the next 5 days will have 4 claims is equal to

5
(0.1755)3 (0.8245)2 ≈ 𝟎. 𝟎𝟑𝟔𝟕
3

Monalisa Sarma
IIT KHARAGPUR 64
Problem−3.14
T 3.14: Suppose that the probability of a transistor manufactured by a certain firm being defective is
0.015. What is the probability that there is no defective transistor in a batch of 100?

Monalisa Sarma
IIT KHARAGPUR 65
Problem−3.14 : Solution
T 3.14: Suppose that the probability of a transistor
manufactured by a certain firm being defective is
Let 𝑋 be the number of defective transistors in 100.
0.015. What is the probability that there is no
The required probability is defective transistor in a batch of 100?

100
𝑃𝑥 0 = (0.015)0 (0.985)100−0 = (0.985)100 = 𝟎. 𝟐𝟐𝟎𝟔
0

Monalisa Sarma
IIT KHARAGPUR 66
Problem−3.14 : Solution
T 3.14: Suppose that the probability of a transistor
manufactured by a certain firm being defective is
Let 𝑋 be the number of defective transistors in 100.
0.015. What is the probability that there is no
The required probability is defective transistor in a batch of 100?

100
𝑃𝑥 0 = (0.015)0 (0.985)100−0 = (0.985)100 = 𝟎. 𝟐𝟐𝟎𝟔
0

Since 𝑛 is large and 𝑝 is small in this case, the Poisson approximation is appropriate and
we obtain
(1.5)0 𝑒 −1.5
𝑃𝑥 0 = = 𝑒 −1.5 = 𝟎. 𝟐𝟐𝟑,
0!

which is very close to the exact answer. In practice, the Poisson approximation is
frequently used when 𝑛 > 10, 𝑎𝑛𝑑 𝑝 < 0: 1.

Monalisa Sarma
IIT KHARAGPUR 67
More problems you solve will give you more confidence

Monalisa Sarma
IIT KHARAGPUR 68
REFERENCES

Sheldon Ross , A First Course in Probability (fourth ed.), Macmillan College Publishing,
New York (2013)

D. P. Bertsekas and J. N. Tsitsiklis, Introduction to Probability. Nashua, NH: Athena

Scientific, 2008

W. Feller, An Introduction to Probability Theory and Its Applications, vol. 2. New York:
Wiley, 1971

Monalisa Sarma
IIT KHARAGPUR 69
70
 STATISTICAL LEARNING FOR RELIABILITY ANALYSIS
DR. MONALISA SARMA
SUBIR CHOWDHURY SCHOOL OF QUALITY AND RELIABILITY, IIT KHARAGPUR

Module 03: Probability Distribution

Lecture 12 : Continuous Probability Distributions (Part 1)
Concepts Covered

Uniform distributions
Normal distributions
Standard normal distributions

Monalisa Sarma
IIT KHARAGPUR 2
Continuous Probability Distributions
Discrete Probability Distribution Continuous Probability Distribution

f(x) f(x)

x1 x2 x3 x4
X=x X=x
Discrete Probability distribution Continuous Probability Distribution

Monalisa Sarma
IIT KHARAGPUR 3
Properties of Probability Density Function
The function 𝑓(𝑥) is a probability density function for the continuous random variable 𝑋,
defined over the set of real numbers 𝑅, if
𝑓 𝑥 ≥ 0, for all 𝑥 ∈ 𝑅
∝
‫׬‬−∝ 𝑓 𝑥 𝑑𝑥 = 1

𝑏
f(x)
𝑃 𝑎≤𝑋≤𝑏 = ‫𝑥𝑑 )𝑥(𝑓 𝑎׬‬
∝
𝜇 = ‫׬‬−∝ 𝑥𝑓(𝑥) 𝑑𝑥
a b
∝ X=x
𝜎 2 = ‫׬‬−∝ 𝑥 − 𝜇 2
𝑓 𝑥 𝑑𝑥

Monalisa Sarma
IIT KHARAGPUR 4
Continuous Uniform Distribution
One of the simplest continuous distribution is the continuous uniform distribution.

Monalisa Sarma
IIT KHARAGPUR 5
Continuous Uniform Distribution
One of the simplest continuous distribution in all of statistics is the continuous
uniform distribution.

Definition: Continuous Uniform Distribution

The density function of the continuous uniform random variable 𝑋 on the interval
[𝐴, 𝐵] is:
1
𝐴≤𝑥≤𝐵
𝑓 𝑥: 𝐴, 𝐵 = ൞𝐵 − 𝐴
0 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Monalisa Sarma
IIT KHARAGPUR 6
Properties of Continuous Uniform Distribution
Note:

∞ 1
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 𝐵−𝐴 × (𝐵 − 𝐴) = 1

f(x)

A B
X=x

Monalisa Sarma
IIT KHARAGPUR 7
Properties of Continuous Uniform Distribution
Note:

∞ 1
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 𝐵−𝐴 × (𝐵 − 𝐴) = 1

𝑑−𝑐
𝑃(𝑐 < 𝑥 < 𝑑)= (where both 𝑐 and 𝑑 are in the interval [A,B])
𝐵−𝐴

f(x)

A B
X=x

Monalisa Sarma
IIT KHARAGPUR 8
Properties of Continuous Uniform Distribution
Note:

∞ 1
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 𝐵−𝐴 × (𝐵 − 𝐴) = 1

𝑑−𝑐
𝑃(𝑐 < 𝑥 < 𝑑)= (where both 𝑐 and 𝑑 are in the interval [A,B])
𝐵−𝐴

𝐴+𝐵
𝜇=
2
f(x)

A B
X=x

Monalisa Sarma
IIT KHARAGPUR 9
Properties of Continuous Uniform Distribution
Note:

∞ 1
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 𝐵−𝐴 × (𝐵 − 𝐴) = 1

𝑑−𝑐
𝑃(𝑐 < 𝑥 < 𝑑)= (where both 𝑐 and 𝑑 are in the interval [A,B])
𝐵−𝐴

𝐴+𝐵
𝜇=
2
f(x)

2 (𝐵−𝐴)2
𝜎 =
12

A B
X=x

Monalisa Sarma
IIT KHARAGPUR 10
Continuous Uniform Distribution – Example 1
Problem
Suppose that a large conference room at a certain company can be reserved for no
more than 4 hours. Both long and short conferences occur quite often. In fact, it can
be assumed that the length 𝑋 of a conference has a uniform distribution on the
interval [0, 4].
a) What is the probability density function?
b) What is the probability that any given conference lasts at least 3 hours?

Monalisa Sarma
IIT KHARAGPUR 11
Continuous Uniform Distribution – Example 1
Problem
Suppose that a large conference room at a certain company can be reserved for no
more than 4 hours. Both long and short conferences occur quite often. In fact, it can
be assumed that the length 𝑋 of a conference has a uniform distribution on the
interval [0, 4].
a) What is the probability density function?
b) What is the probability that any given conference lasts at least 3 hours?

Solution
a) The appropriate density function for the uniformly distributed random variable 𝑋 in this
1
, 0≤𝑥≤4
situation is 𝑓 𝑥 = ൝4
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Monalisa Sarma
IIT KHARAGPUR 12
Continuous Uniform Distribution – Example 1
Problem
Suppose that a large conference room at a certain company can be reserved for no
more than 4 hours. Both long and short conferences occur quite often. In fact, it can
be assumed that the length 𝑋 of a conference has a uniform distribution on the
interval [0, 4].
a) What is the probability density function?
b) What is the probability that any given conference lasts at least 3 hours?

Solution
a) The appropriate density function for the uniformly distributed random variable 𝑋 in this
1
, 0≤𝑥≤4
situation is 𝑓 𝑥 = ൝4
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
41 𝟏
b) 𝑃 𝑥 ≥ 3 = ‫׬‬3 4 𝑑𝑥 = 𝟒

Monalisa Sarma
IIT KHARAGPUR 13
Normal Distribution
The most often used continuous probability distribution is the Normal
1 distribution or Gaussian distribution.

2 Its graph called the normal curve is the bell-shaped curve.

Describes many phenomenon that occur in nature, industry and

3 research.

Example: Meteorological experiments, rainfall studies and

4 measurement of manufacturing parts etc.

Monalisa Sarma
IIT KHARAGPUR 14
Formulation of Normal Distribution
The graph of the probability distribution of the normal variable depends upon the
two parameters 𝜇 and 𝜎, its mean and standard deviation.

Monalisa Sarma
IIT KHARAGPUR 15
Formulation of Normal Distribution
The mathematical equation for the probability distribution of the normal variable
depends upon the two parameters 𝜇 and 𝜎, its mean and standard deviation.

Formula: Normal Distribution

The density of the normal variable 𝑥 with mean 𝜇 and variance 𝜎 2 is

f(x)
2 𝜎
1 −(𝑥−𝜇) ൗ2𝜎2
𝑓 𝑥 = 𝑒 −∞ < 𝑥 < ∞
𝜎 2𝜋

𝜇
x

where 𝜋 = 3.14159 … and 𝑒 = 2.71828 … . ., the Naperian constant

Monalisa Sarma
IIT KHARAGPUR 16
Bell Curves
σ1 = σ2

σ1

µ1
µ1 µ2
µ2

Normal curves with µ1< µ2 and σ1 = σ2

σ2
σ1

σ2
µ1 = µ2
Normal curves with µ1 = µ2 and σ1< σ2

µ1 µ2
Normal curves with µ1<µ2 and σ1<σ2

Monalisa Sarma
IIT KHARAGPUR 17
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.

𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 18
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.
The mode, which is the point on the horizontal axis where the curve is a maximum occurs
at 𝑥 = 𝜇

𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 19
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.
The mode, which is the point on the horizontal axis where the curve is a maximum occurs
at 𝑥 = 𝜇
The total area under the curve and above the horizontal axis is equal to 1.

𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 20
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.
The mode, which is the point on the horizontal axis where the curve is a maximum occurs
at 𝑥 = 𝜇
The total area under the curve and above the horizontal axis is equal to 1.
∞ 1 ∞ − 12(𝑥−𝜇)2
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 =
𝜎 2𝜋
‫׬‬−∞ 𝑒 2𝜎 𝑑𝑥 =1

𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 21
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.
The mode, which is the point on the horizontal axis where the curve is a maximum occurs
at 𝑥 = 𝜇
The total area under the curve and above the horizontal axis is equal to 1.
∞ 1 ∞ − 12(𝑥−𝜇)2
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 =
𝜎 2𝜋
‫׬‬−∞ 𝑒 2𝜎 𝑑𝑥 =1
1
∞ 1 ∞ − 2(𝑥−𝜇)2
𝜇= ‫׬‬−∞ 𝑥. 𝑓 𝑥 𝑑𝑥 = ‫׬‬−∞ 𝑥. 𝑒 2𝜎 𝑑𝑥
𝜎 2𝜋

𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 22
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.
The mode, which is the point on the horizontal axis where the curve is a maximum occurs
at 𝑥 = 𝜇
The total area under the curve and above the horizontal axis is equal to 1.
∞ 1 ∞ − 12(𝑥−𝜇)2
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 =
𝜎 2𝜋
‫׬‬−∞ 𝑒 2𝜎 𝑑𝑥 =1
1
∞ 1 ∞ − 2(𝑥−𝜇)2
𝜇= ‫׬‬−∞ 𝑥. 𝑓 𝑥 𝑑𝑥 = ‫׬‬−∞ 𝑥. 𝑒 2𝜎 𝑑𝑥
𝜎 2𝜋
1
2 1 ∞ 2 − [(𝑥−𝜇)ൗ𝜎2]
𝜎 = ‫׬‬−∞(𝑥 − 𝜇) .𝑒 2 𝑑𝑥
𝜎 2𝜋

𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 23
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.
The mode, which is the point on the horizontal axis where the curve is a maximum occurs
at 𝑥 = 𝜇
The total area under the curve and above the horizontal axis is equal to 1.
∞ 1 ∞ − 12(𝑥−𝜇)2
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 =
𝜎 2𝜋
‫׬‬−∞ 𝑒 2𝜎 𝑑𝑥 =1
1
∞ 1 ∞ − 2(𝑥−𝜇)2
𝜇= ‫׬‬−∞ 𝑥. 𝑓 𝑥 𝑑𝑥 = ‫׬‬−∞ 𝑥. 𝑒 2𝜎 𝑑𝑥
𝜎 2𝜋
1
2 1 ∞ 2 − [(𝑥−𝜇)ൗ𝜎2]
𝜎 = ‫׬‬−∞(𝑥 − 𝜇) .𝑒 2 𝑑𝑥
𝜎 2𝜋

1 𝑥2 − 12 (𝑥−𝜇)2
𝑃 𝑥1 < 𝑥 < 𝑥2 = ‫ 𝑒 𝑥׬‬2𝜎 𝑑𝑥
𝜎 2𝜋 1

𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 24
Properties of Normal Distribution
Properties of Normal Distribution
The curve is symmetric about a vertical axis through the mean 𝜇.
The mode, which is the point on the horizontal axis where the curve is a maximum occurs
at 𝑥 = 𝜇
The total area under the curve and above the horizontal axis is equal to 1.
∞ 1 ∞ − 12(𝑥−𝜇)2
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 =
𝜎 2𝜋
‫׬‬−∞ 𝑒 2𝜎 𝑑𝑥 =1
1
∞ 1 ∞ − 2(𝑥−𝜇)2
𝜇= ‫׬‬−∞ 𝑥. 𝑓 𝑥 𝑑𝑥 = ‫׬‬−∞ 𝑥. 𝑒 2𝜎 𝑑𝑥
𝜎 2𝜋
1
2 1 ∞ 2 − [(𝑥−𝜇)ൗ𝜎2]
𝜎 = ‫׬‬−∞(𝑥 − 𝜇) .𝑒 2 𝑑𝑥
𝜎 2𝜋

1 𝑥2 − 12 (𝑥−𝜇)2
𝑃 𝑥1 < 𝑥 < 𝑥2 = ‫ 𝑒 𝑥׬‬2𝜎 𝑑𝑥
𝜎 2𝜋 1

denotes the probability of x in the interval (𝒙𝟏 , 𝒙𝟐 ). 𝜇 x1 x2

Monalisa Sarma
IIT KHARAGPUR 25
Standard Normal Distribution
Properties of Normal Distribution
The calculation of 𝑃 𝑥1 < 𝑥 < 𝑥2 is computationally complex.

Monalisa Sarma
IIT KHARAGPUR 26
Standard Normal Distribution
Properties of Normal Distribution
The calculation of 𝑃 𝑥1 < 𝑥 < 𝑥2 is computationally complex.
To avoid this difficulty, the concept of 𝑧 − 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is followed.

Monalisa Sarma
IIT KHARAGPUR 27
Standard Normal Distribution
Properties of Normal Distribution
The calculation of 𝑃 𝑥1 < 𝑥 < 𝑥2 is computationally complex.
To avoid this difficulty, the concept of 𝑧 − 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is followed.
𝑥−𝜇
𝑍 − 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is defined as 𝑧=
𝜎

Monalisa Sarma
IIT KHARAGPUR 28
Standard Normal Distribution
Properties of Normal Distribution
The calculation of 𝑃 𝑥1 < 𝑥 < 𝑥2 is computationally complex.
To avoid this difficulty, the concept of 𝑧 − 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is followed.
𝑥−𝜇
𝑍 − 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is defined as 𝑧=
𝜎
𝑋: Normal distribution with mean 𝜇 and variance 𝜎 2 .

Monalisa Sarma
IIT KHARAGPUR 29
Standard Normal Distribution
Properties of Normal Distribution
The calculation of 𝑃 𝑥1 < 𝑥 < 𝑥2 is computationally complex.
To avoid this difficulty, the concept of 𝑧 − 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is followed.
𝑥−𝜇
𝑍 − 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is defined as 𝑧=
𝜎
𝑋: Normal distribution with mean 𝜇 and variance 𝜎 2 .
𝑍: Standard normal distribution with mean 𝜇 = 0 and variance 𝜎 2 = 1.

Monalisa Sarma
IIT KHARAGPUR 30
Standard Normal Distribution
Properties of Normal Distribution
The calculation of 𝑃 𝑥1 < 𝑥 < 𝑥2 is computationally complex.
To avoid this difficulty, the concept of 𝑧 − 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is followed.
𝑥−𝜇
𝑍 − 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is defined as 𝑧=
𝜎
𝑋: Normal distribution with mean 𝜇 and variance 𝜎 2 .
𝑍: Standard normal distribution with mean 𝜇 = 0 and variance 𝜎 2 = 1.
𝑥−𝜇
Therefore if 𝑋 assumes a value 𝑥, the corresponding value of z is given by 𝑧 =
𝜎

Monalisa Sarma
IIT KHARAGPUR 31
Standard Normal Distribution
Properties of Normal Distribution
The calculation of 𝑃 𝑥1 < 𝑥 < 𝑥2 is computationally complex.
To avoid this difficulty, the concept of 𝑧 − 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is followed.
𝑥−𝜇
𝑍 − 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛 is defined as 𝑧=
𝜎
𝑋: Normal distribution with mean 𝜇 and variance 𝜎 2 .
𝑍: Standard normal distribution with mean 𝜇 = 0 and variance 𝜎 2 = 1.
𝑥−𝜇
Therefore if 𝑋 assumes a value 𝑥, the corresponding value of z is given by 𝑧 =
𝜎

1 𝑥2 − 12 (𝑥−𝜇)2
𝑓(𝑥: 𝜇, 𝜎) : 𝑃 𝑥1 < 𝑋 < 𝑥2 = ‫ 𝑒 𝑥׬‬2𝜎 𝑑𝑥
𝜎 2𝜋 1

1 𝑧2 −1𝑧 2
=
2𝜋
‫ 𝑒 𝑧׬‬2 𝑑𝑧
1

= 𝑃 𝑧1 < 𝑍 < 𝑧2

Monalisa Sarma
IIT KHARAGPUR 32
Defining Standard Normal Distribution
Definition: Standard Normal Distribution
The distribution of a normal random variable with mean 0 and variance 1 is called a standard
normal distribution.

0.09
0.4
0.08 σ σ=1
0.07
0.3
0.06

0.05
0.2
0.04

0.03

0.02 0.1

0.01

0.00 0.0
-5 0 5 10 15 20 25 -3 -2 -1 0 1 2 3

x=µ µ=0
f(x: µ, σ) f(z: 0, 1)

Monalisa Sarma
IIT KHARAGPUR 33
Standard Normal Table / The Z Table
Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5 0.504 0.508 0.512 0.516 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.591 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.648 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.67 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.695 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.719 0.7224 𝑨𝒓𝒆𝒂 = 𝑷(𝒁 < 𝟏. 𝟎𝟓) = 𝟎. 𝟖𝟓𝟑𝟏
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.758 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.791 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.834 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.877 0.879 0.881 0.883

Monalisa Sarma
IIT KHARAGPUR 34
Standard Normal Distribution−Example 2
Problem
Given a standard normal distribution, find the area under the curve that lies
a) to the right of 𝑍 = 1.84 and
b) between 𝑍 = −1.97 and 𝑍 = 0.86

Monalisa Sarma
IIT KHARAGPUR 35
Standard Normal Distribution−Example 2
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 Given a standard normal distribution, find

Problem
0.0 0.5 0.504 0.508 0.512 0.516 0.52 0.524 0.528 0.532 0.536 the area under the curve that lies
0.1 0.54 0.544 0.548 0.552 0.556 0.56 0.564 0.568 0.571 0.575 a) to the right of 𝑍 = 1.84 and
0.2 0.579 0.583 0.587 0.591 0.595 0.599 0.603 0.606 0.61 0.614
b) between 𝑍 = −1.97 and 𝑍 = 0.86
0.3 0.618 0.622 0.626 0.629 0.633 0.637 0.641 0.644 0.648 0.652
0.4 0.655 0.659 0.663 0.666 0.67 0.674 0.677 0.681 0.684 0.688
0.5 0.692 0.695 0.699 0.702 0.705 0.709 0.712 0.716 0.719 0.722

1.6 0.945 0.946 0.947 0.948 0.95 0.951 0.952 0.953 0.954 0.955
1.7 0.955 0.956 0.957 0.958 0.959 0.96 0.961 0.962 0.963 0.963
1.8 0.964 0.965 0.966 0.966 0.967 0.968 0.969 0.969 0.97 0.971 𝑃 𝑍 ≤ 1.84 = 𝟎. 𝟗𝟔𝟕
1.9 0.971 0.972 0.973 0.973 0.974 0.974 0.975 0.976 0.976 0.977

a) 𝑃 𝑍 > 1.84 = 1 − 𝑃 𝑍 ≤ 1.84 = 1 − 0.967 = 𝟎. 𝟎𝟑𝟑

Solution

Monalisa Sarma
IIT KHARAGPUR 36
Standard Normal Distribution−Example 2
Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 Given a standard normal distribution, find

Problem
0.0 0.5 0.504 0.508 0.512 0.516 0.5199 0.5239 0.5279 0.5319 0.5359 the area under the curve that lies
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
a) to the right of 𝑍 = 1.84 and
0.2 0.5793 0.5832 0.5871 0.591 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.648 0.6517 b) between 𝑍 = −1.97 and 𝑍 = 0.86
0.4 0.6554 0.6591 0.6628 0.6664 0.67 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.695 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.719 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.758 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.791 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133 𝑃 𝑍 < 0.86 = 𝟎. 𝟖𝟎𝟓𝟏
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.834 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.877 0.879 0.881 0.883

a) 𝑃 𝑍 > 1.84 = 1 − 𝑃 𝑍 ≤ 1.84 = 1 − 0.967 = 𝟎. 𝟎𝟐𝟑

Solution

b) Here, 𝑃 𝑍 < 0.86 = 0.8051

Monalisa Sarma
IIT KHARAGPUR 37
Standard Normal Distribution−Example 2
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 Given a standard normal distribution, find

Problem
0.0 0.5 0.496 0.492 0.488 0.484 0.4801 0.4761 0.4721 0.4681 0.4641 the area under the curve that lies
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247 a) to the right of 𝑍 = 1.84 and
-0.2 0.4207 0.4168 0.4129 0.409 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
b) between 𝑍 = −1.97 and 𝑍 = 0.86

-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.025 0.0244 0.0239 0.0233 𝑃 𝑍 < −1.97 = 𝟎. 𝟎𝟐𝟒𝟒
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
-2.1 0.0179 0.0174 0.017 0.0166 0.0162 0.0158 0.0154 0.015 0.0146 0.0143
-2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.011
-2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
-2.4 0.0082 0.008 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064

a) 𝑃 𝑍 > 1.84 = 1 − 𝑃 𝑍 ≤ 1.84 = 1 − 0.967 = 𝟎. 𝟎𝟐𝟑

Solution

b) Here, 𝑃 𝑍 < 0.86 = 0.8051 and 𝑃 𝑍 < −1.97 = 0.0244

Therefore,
𝑃 −1.97 < 𝑍 < 0.86 = 𝑃 𝑍 < 0.86 − 𝑃 𝑍 < −1.97 = 0.8051 − 0.0244 = 𝟎. 𝟕𝟖𝟎𝟕

Monalisa Sarma
IIT KHARAGPUR 38
Standard Normal Distribution−Example 3
Problem
Given a standard normal distribution, find the value of k such that 𝑃 𝑍 > 𝑘 = 0.3015
Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 𝑃 𝑍 > 𝑘 = 0.3015
0.0 0.5 0.504 0.508 0.512 0.516 0.5199 0.5239 0.5279 0.5319 0.5359 ⟹ 1 − 𝑃 𝑍 < 𝑘 = 0.3015
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753 ∴ 𝑃 𝑍 < 𝑘 = 0.6949
0.2 0.5793 0.5832 0.5871 0.591 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
From table, we get 𝒌 = 𝟎. 𝟓𝟏
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.648 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.67 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6949 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.719 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.758 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.791 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.834 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.877 0.879 0.881 0.883

Monalisa Sarma
IIT KHARAGPUR 39
Standard Normal Distribution−Example 4
Problem
Given that 𝑋 has a normal distribution with 𝜇 = 50 and 𝜎 = 10, find the probability that 𝑋
assumes a value between 45 and 62.

Monalisa Sarma
IIT KHARAGPUR 40
Standard Normal Distribution−Example 4
Problem
Given that 𝑋 has a normal distribution with 𝜇 = 50 and 𝜎 = 10, find the probability that 𝑋
assumes a value between 45 and 62.

Solution
The z values corresponding to 𝑥1 = 45 and 𝑥2 = 62 are
45−50 62−50
𝑧1 = = −0.5 , and 𝑧2 = = 1.2
10 10

Monalisa Sarma
IIT KHARAGPUR 41
Standard Normal Distribution−Example 4
Problem
Given that 𝑋 has a normal distribution with 𝜇 = 50 and 𝜎 = 10, find the probability that 𝑋
assumes a value between 45 and 62.

Solution
The z values corresponding to 𝑥1 = 45 and 𝑥2 = 62 are
45−50 62−50
𝑧1 = = −0.5 , and 𝑧2 = = 1.2
10 10

Therefore, 𝑃 45 < 𝑋 < 62 = 𝑃(−0.5 < 𝑍 < 1.2)

Monalisa Sarma
IIT KHARAGPUR 42
Standard Normal Distribution−Example 4
Problem
Given that 𝑋 has a normal distribution with 𝜇 = 50 and 𝜎 = 10, find the probability that 𝑋
assumes a value between 45 and 62.

Solution
The z values corresponding to 𝑥1 = 45 and 𝑥2 = 62 are
45−50 62−50
𝑧1 = = −0.5 , and 𝑧2 = = 1.2
10 10

Therefore, 𝑃 45 < 𝑋 < 62 = 𝑃(−0.5 < 𝑍 < 1.2)

𝑃 −0.5 < 𝑍 < 1.2 is shown by the shaded area.

𝑃 −0.5 < 𝑍 < 1.2 = 𝑃 𝑍 < 1.2 − 𝑃 𝑍 < −0.5 = 0.8849 − 0.3085 = 𝟎. 𝟓𝟕𝟔𝟒

Monalisa Sarma
IIT KHARAGPUR 43
CONCLUSION

In this lecture, we learned about crucial continuous probability distributions that has
huge practical applications. We covered,
Continuous uniform distributions
Normal distributions
Standard normal distributions
Some solved problems are provided. Learners are requested to solve the practice
problems
In the next lecture, we will learn about some more continuous probability distributions.

Monalisa Sarma
IIT KHARAGPUR 44
REFERENCES

Sheldon Ross , A First Course in

Probability (fourth ed.), Macmillan
College Publishing, New York
(2013)

D. P. Bertsekas and J. N. Tsitsiklis,

Introduction to Probability. Nashua,
NH: Athena Scientific, 2008

W. Feller, An Introduction to
Probability Theory and Its
Applications, vol. 2. New York:
Wiley, 1971

Monalisa Sarma
IIT KHARAGPUR 45
46
 STATISTICAL LEARNING FOR RELIABILITY ANALYSIS
DR. MONALISA SARMA
SUBIR CHOWDHURY SCHOOL OF QUALITY AND RELIABILITY, IIT KHARAGPUR

Module 03: Probability Distributions

Lecture 13 : Continuous Probability Distributions (Part 2)
Concepts Covered

Gamma distribution

Exponential distribution

Lognormal distribution

Monalisa Sarma
IIT KHARAGPUR 2
Recap: The Poisson Process

The Poisson Process

The Poisson process is a counting processes.
It is usually used in scenarios where we are counting the occurrences of
certain events that appear to happen at a certain rate, but completely at
random (without a certain structure).

Monalisa Sarma
IIT KHARAGPUR 3
Recap: The Poisson Process
The Poisson Process
The Poisson process is a counting processes.
It is usually used in scenarios where we are counting the occurrences of
certain events that appear to happen at a certain rate, but completely at
random (without a certain structure).

Poisson, Gamma, and Exponential distribution model different aspects of the

same process - Poisson process.

Monalisa Sarma
IIT KHARAGPUR 4
Predicting The Poisson Process
Poisson
Distribution

Predicts the numbers

of events in future

Predicts the wait Predicts the wait

time until the kth time until the
Gamma event occurs very first event Exponential
Distribution Poisson Process Distribution

Monalisa Sarma
IIT KHARAGPUR 5
 Gamma Distribution

Monalisa Sarma
IIT KHARAGPUR 6
Gamma Function
The Gamma distribution derives its name from the well known Gamma function in mathematics.

Gamma function
Gamma function is given by,
𝛼
Γ 𝛼 = ‫׬‬0 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 for 𝛼 > 0
Integrating by parts, we can write,
𝛼

Γ 𝛼 = 𝛼 − 1 න 𝑥 𝛼−2 𝑒 −𝑥 𝑑𝑥
0
= 𝛼−1 Γ 𝛼−1

Thus Γ function is defined as a recursive function.

Monalisa Sarma
IIT KHARAGPUR 7
Gamma Function
Properties of Gamma Function
When 𝛼 = 𝑛, we can write,
Γ 𝑛 = 𝑛 − 1 𝑛 − 2 … … … . Γ(1)
= 𝑛 − 1 𝑛 − 2 … … … .3.2.1
= 𝑛−1 !
∞
Further, Γ 1 = ‫׬‬0 𝑒 −𝑥 𝑑𝑥 = 1

1
Γ = 𝜋
2

Monalisa Sarma
IIT KHARAGPUR 8
Gamma Distribution
Formula: Gamma Distribution
The continuous random variable 𝑥 has a gamma distribution with parameters 𝛼 and 𝛽 such
that:
𝑥
1 𝛼−1 −𝛽
𝑥 𝑒 𝑥>0
𝑓 𝑥: 𝛼, 𝛽 = ൞ 𝛽 𝛼 Γ(𝛼) where 𝛼 > 0 and 𝛽>0
0 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

1.0
σ=1, β=1

0.8

0.6

f(x)
0.4
σ=2, β=1

0.2
σ=4, β=1

0.0
0 2 4 6 8 10 12
x

Monalisa Sarma
IIT KHARAGPUR 9
 Exponential
Distribution

Monalisa Sarma
IIT KHARAGPUR 10
Exponential Distribution
Definition: Exponential Distribution
The continuous random variable 𝑥 has an exponential distribution with parameter 𝛽 ,
where:
𝑥
1 −𝛽
𝑒
𝑓 𝑥: 𝛽 = ൞ 𝛽 where 𝑥 > 0
0

Monalisa Sarma
IIT KHARAGPUR 11
Exponential Distribution
Definition: Exponential Distribution
The continuous random variable 𝑥 has an exponential distribution with parameter 𝛽 ,
where:
𝑥
1 −𝛽
𝑒
𝑓 𝑥: 𝛽 = ൞ 𝛽 where 𝑥 > 0
0

Note:

The mean and variance of gamma distribution are

𝜇 = 𝛼𝛽
𝜎 2 = 𝛼𝛽2

Monalisa Sarma
IIT KHARAGPUR 12
Exponential Distribution
Definition: Exponential Distribution
The continuous random variable 𝑥 has an exponential distribution with parameter 𝛽 ,
where:
𝑥
1 −𝛽
𝑒
𝑓 𝑥: 𝛽 = ൞ 𝛽 where 𝑥 > 0
0

Note:

The mean and variance of gamma distribution are

𝜇 = 𝛼𝛽
𝜎 2 = 𝛼𝛽2
The mean and variance of exponential distribution are
𝜇=𝛽
𝜎 2 = 𝛽2

Monalisa Sarma
IIT KHARAGPUR 13
Reliability Function of Exponential Distribution
Derivation of the Reliability Function of ED
The pdf of Exponential distribution:
𝑥
1 −𝛽
𝑒
𝑓 𝑥: 𝛽 = ൞𝛽 where 𝑥 > 0
0
Here, 𝛽 = mean time to occurrence of an event

We can write λ = 1ൗ𝛽 , where, λ = mean number of events per unit time

Monalisa Sarma
IIT KHARAGPUR 14
Reliability Function of Exponential Distribution
Derivation of the Reliability Function of ED
The pdf of Exponential distribution:
𝑥
1 −𝛽
𝑒
𝑓 𝑥: 𝛽 = ൞𝛽 where 𝑥 > 0
0
Here, 𝛽 = mean time to occurrence of an event

We can write λ = 1ൗ𝛽 , where, λ = mean number of events per unit time

From the pdf of exponential distribution, we get 𝑓 𝑥: λ = λ𝑒 −𝑥λ

Monalisa Sarma
IIT KHARAGPUR 15
Reliability Function of Exponential Distribution
Derivation of the Reliability Function of ED
The pdf of Exponential distribution:
𝑥
1 −𝛽
𝑒
𝑓 𝑥: 𝛽 = ൞𝛽 where 𝑥 > 0
0
Here, 𝛽 = mean time to occurrence of an event

We can write λ = 1ൗ𝛽 , where, λ = mean number of events per unit time

From the pdf of exponential distribution, we get 𝑓 𝑥: λ = λ𝑒 −𝑥λ

𝒙
The cumulative distribution function is given by 𝑭 𝒙 = ‫𝒆𝝀 𝟎׬‬−𝒙𝝀 𝒅𝒙 = 𝟏 − 𝒆−𝒙𝝀

Monalisa Sarma
IIT KHARAGPUR 16
Reliability Function of Exponential Distribution
Derivation of the Reliability Function of ED
The pdf of Exponential distribution:
𝑥
1 −𝛽
𝑒
𝑓 𝑥: 𝛽 = ൞𝛽 where 𝑥 > 0
0
Here, 𝛽 = mean time to occurrence of an event

We can write λ = 1ൗ𝛽 , where, λ = mean number of events per unit time

From the pdf of exponential distribution, we get 𝑓 𝑥: λ = λ𝑒 −𝑥λ

𝑥
The cumulative distribution function is given by 𝐹 𝑥 = ‫׬‬0 λ𝑒 −𝑥λ 𝑑𝑥 = 1 − 𝑒 −𝑥λ

So, the reliability function of of exponential distribution 𝑹 𝒙 = 𝒆−𝒙𝝀

Monalisa Sarma
IIT KHARAGPUR 17
Exponential Distribution Properties
1 The exponential distribution has the memoryless property.

2 Memory-lessness occurs when failure is caused by external causes only

This implies the failure of a device due to random or sudden shocks, but not due to
3 deterioration or wear.

4 So, it imparts an item a property of being as good as new.

5 Failures of electronic and electrical components obey this distribution.

Monalisa Sarma
IIT KHARAGPUR 18
Gamma Distribution−Example 1
Problem
Suppose that telephone calls arriving at a particular switchboard follow a Poisson process
with an average of 5 calls coming per minute. What is the probability that up to a minute will
elapse by the time 2 calls have come in to the switchboard?

Monalisa Sarma
IIT KHARAGPUR 19
Gamma Distribution−Example 1
Problem
Suppose that telephone calls arriving at a particular switchboard follow a Poisson process
with an average of 5 calls coming per minute. What is the probability that up to a minute will
elapse by the time 2 calls have come in to the switchboard?

Solution
The Poisson process applies, with time until 2 Poisson events following a gamma distribution
with 𝛽 = 1/5 and 𝛼 = 2. Denote by 𝑋 the time in minutes that transpires before 2 calls
come. The required probability is given by

1𝑥 1
1 −
𝑃 𝑋 ≤ 1 = න 2 𝑥𝑒 𝛽 𝑑𝑥 = 25 න 𝑥𝑒 −5𝑥 𝑑𝑥 = 1 − 𝑒 −5 1 + 5 = 0.96
0 𝛽 0

Monalisa Sarma
IIT KHARAGPUR 20
Exponential Distribution−Example 2
Problem
Suppose that a system contains a certain type of component whose time, in years, to failure
is given by 𝑇. The random variable T is modeled nicely by the exponential distribution with
mean time to failure 𝛽 = 5. If 5 of these components are installed in different systems,
what is the probability that at least 2 are still functioning at the end of 8 years?

Monalisa Sarma
IIT KHARAGPUR 21
Exponential Distribution−Example 2
Problem
Suppose that a system contains a certain type of component whose time, in years, to failure
is given by 𝑇. The random variable T is modeled nicely by the exponential distribution with
mean time to failure 𝛽 = 5. If 5 of these components are installed in different systems,
what is the probability that at least 2 are still functioning at the end of 8 years?

Solution
The probability that a given component is still functioning after 8 years, is given by
1 ∞ −𝑡 −
8
𝑃 𝑇 > 8 = න 𝑒 5 𝑑𝑡 = 𝑒 5 = 0.2
5 8

Monalisa Sarma
IIT KHARAGPUR 22
Exponential Distribution−Example 2
Problem
Suppose that a system contains a certain type of component whose time, in years, to failure
is given by 𝑇. The random variable T is modeled nicely by the exponential distribution with
mean time to failure 𝛽 = 5. If 5 of these components are installed in different systems,
what is the probability that at least 2 are still functioning at the end of 8 years?

Solution
The probability that a given component is still functioning after 8 years, is given by
1 ∞ −𝑡 −
8
𝑃 𝑇 > 8 = න 𝑒 5 𝑑𝑡 = 𝑒 5 = 0.2
5 8
Let X represent the number of components functioning after 8 years. Then using the
binomial distribution, we have
5 1

𝑃 𝑋 ≥ 2 = ෍ 𝑏(𝑥; 5,0.2) = 1 − ෍ 𝑏 𝑥; 5,0.2 = 1 − 0.7373 = 0.2627

𝑥=2 𝑥=0

Monalisa Sarma
IIT KHARAGPUR 23
 Lognormal
Distribution

Monalisa Sarma
IIT KHARAGPUR 24
Lognormal Distribution
The lognormal distribution applies in cases where a natural log transformation results in
a normal distribution.
This distribution is widely used in reliability engineering.
This distribution is defined for positive values of random variables(usually time).

Monalisa Sarma
IIT KHARAGPUR 25
Lognormal Distribution
The lognormal distribution applies in cases where a natural log transformation results in
a normal distribution.
This distribution is widely used in reliability engineering.
This distribution is defined for positive values of rv (usually time).

Definition: Lognormal Distribution

The continuous random variable 𝑥 has a lognormal distribution if the random
variable 𝑦 = ln(𝑥) has a normal distribution with mean 𝜇 and standard deviation 𝜎.
The resulting density function of 𝑥 is:

1 1
− 2 [ln 𝑥 −𝜇]2
𝑒 2𝜎 𝑥≥0
𝑓 𝑥: 𝜇, 𝜎 = ൞𝜎𝑥 2𝜋
0 𝑥<0

Monalisa Sarma
IIT KHARAGPUR 26
Lognormal Distribution

The mean and standard deviation (SD) of the Lognormal

distribution are given by:
𝜎2 2 2
𝜇+
𝜇=𝑒 2 and 𝜎 2 = 𝑒 2𝜇+𝜎 (𝑒 𝜎 − 1)

Monalisa Sarma
IIT KHARAGPUR 27
Lognormal Distribution−Example 5
Problem
Concentrations of pollutants produced by chemical plants historically are known to exhibit
behavior that resembles a lognormal distribution. This is important when one considers issues
regarding compliance with government regulations. Suppose it is assumed that the
concentration of a certain pollutant, in parts per million, has a lognormal distribution with
parameters 𝜇 = 3.2 and 𝜎 = 1. What is the probability that the concentration exceeds 8
parts per million?

Monalisa Sarma
IIT KHARAGPUR 28
Lognormal Distribution−Example 5
Problem
Concentrations of pollutants produced by chemical plants historically are known to exhibit
behavior that resembles a lognormal distribution. This is important when one considers issues
regarding compliance with government regulations. Suppose it is assumed that the
concentration of a certain pollutant, in parts per million, has a lognormal distribution with
parameters 𝜇 = 3.2 and 𝜎 = 1. What is the probability that the concentration exceeds 8
parts per million?

Solution
Let random variable 𝑋 denotes pollutant concentration 𝑃 𝑋 > 8 = 1 − 𝑃(𝑋 ≤ 8)
Given, ln(𝑋) has a normal distribution with 𝜇 = 3.2 and 𝜎 = 1

ln 8 − 3.2
𝑃 𝑋≤8 =𝜑 = 𝜑 −1.12 = 𝟎. 𝟏𝟑𝟏𝟒
1
Here, 𝜑 = the cumulative distribution function of standard normal distribution.

Monalisa Sarma
IIT KHARAGPUR 29
 Weibull Distribution

Monalisa Sarma
IIT KHARAGPUR 30
Weibull Distribution
Weibull distribution is applicable when the failure rate varies with time.

Probability Density Function of Weibull Distribution

The probability density function of a Weibull random variable is given by
𝛽 𝑡 − 𝛾 𝛽−1 −(𝑡−𝛾η
)𝛽
𝑓 𝑡 = ( ) 𝑒
η η
𝑡−𝛾 𝛽
−( )
𝑅 𝑡 = 𝑒 η
Where, η = scale parameter or characteristic life, β = shape parameter or slope
γ = location parameter or failure free life

𝑓 𝑡 ≥ 0, 𝑡 ≥ 𝛾
𝛽 > 0, 𝜂 > 0
−∞ < 𝛾 < +∞

Monalisa Sarma
IIT KHARAGPUR 31
Effect of the Shape Parameter, 𝜷

The Weibull shape parameter, 𝛽, is also known as the slope.

Different values of the shape parameter can have marked effects on the behavior
of the distribution.
Some values of the shape parameter will cause the distribution equations to
reduce to those of other distributions.
For example, when 𝛽 = 1, the pdf of the Weibull distribution reduces to that of
the exponential distribution
𝑡
1 −η 1
𝑓 𝑡 = 𝑒 , where = λ =failure rate
η η

Monalisa Sarma
IIT KHARAGPUR 32
Effect of the Shape Parameter, 𝜷
The parameter 𝛽 is a pure number, (i.e., it is dimensionless).
The following figure shows the effect of different values of the shape parameter,
𝛽, on the shape of the pdf.

Monalisa Sarma
IIT KHARAGPUR 33
Effect of the Shape Parameter, 𝜷
For 𝟎 < 𝜷 ≤ 𝟏:
as 𝑡 → 0, 𝑓(𝑡) → ∞.
as 𝑡 → ∞, 𝑓(𝑡) → 0.
𝑓(𝑡) decreases monotonically
The mode is non-existent.

Monalisa Sarma
IIT KHARAGPUR 34
Effect of the Shape Parameter, 𝜷
For 𝟎 < 𝜷 ≤ 𝟏:
as 𝑡 → 0, 𝑓(𝑡) → ∞.
as 𝑡 → ∞, 𝑓(𝑡) → 0.
𝑓(𝑡) decreases monotonically
The mode is non-existent.

For 𝜷 > 𝟏:
𝑓(𝑡) = 0 𝑎𝑡 𝑡 = 0 (𝑜𝑟 𝛾).
~
𝑓(𝑡) increases as 𝑡 → 𝑇 (the mode)
and decreases thereafter.

Monalisa Sarma
IIT KHARAGPUR 35
The Effect of 𝜷 on Weibull Failure Rate

The value of 𝛽 has a marked effect on

the failure rate of the Weibull
distribution
Inferences can be drawn about a
population's failure characteristics just
by considering whether the value of 𝛽
is less than, equal to, or greater than
one.

Monalisa Sarma
IIT KHARAGPUR 36
 Weibull Reliability
Function

Monalisa Sarma
IIT KHARAGPUR 37
The Weibull Reliability Function
The Weibull Reliability Function

The equation for the 3-parameter Weibull cumulative density function (cdf) is
given by:
𝑡−𝛾 𝛽
−( )
𝐹 𝑡 =1−𝑒 η

This is also referred to as unreliability and designated as 𝑄(𝑡)

Hence the reliability function is :

𝑡−𝛾 𝛽
−( )
𝑅 𝑡 = 𝑒 η

Monalisa Sarma
IIT KHARAGPUR 38
Effects of the Scale Parameter, η

Monalisa Sarma
IIT KHARAGPUR 39
Effects of the Location Parameter, γ
γ provides an estimate of earliest time-to-
failure of such units
The life period 0 to + γ is failure-free
operating period of such units
Negative gamma indicates that the failure
have occurred prior to the beginning of
the test (possibly during
production/storage/transit etc)
γ has the same unit as t, (hours, cycles
actuations etc)

Monalisa Sarma
IIT KHARAGPUR 40
Weibull Distribution contd…
Weibull distribution is a widely used two parameter distribution, where β is the shape factor
1 and η is the characteristic life.

2 The characteristic life is the life at which 63.2 % of the population would have failed.

3 Weibull is a versatile distribution and can model all three phases of life.

When 𝛽 = 1 the Weibull becomes exponential.

For 𝛽 < 1 we get decreasing hazard rate model and
when 𝛽 > 1, we obtain increasing hazard rate model.
When 𝛽 > 3.5, we obtain approximately a normal distribution.

Monalisa Sarma
IIT KHARAGPUR 41
Mean and S.D. of Weibull Distribution
The mean or MTTF and standard deviation of Weibull Distribution

ത also called the Mean Time to Failure or MTTF of the Weibull pdf is given by
The mean, 𝑇,

1
𝑇ത = γ + η. Г( + 1)
𝛽
The standard deviation 𝜎𝑇 , is given by
2 1
𝜎𝑇 = η. Г + 1 − Г( + 1)2
𝛽 𝛽

Monalisa Sarma
IIT KHARAGPUR 42
Application of Weibull Distribution
Commonly Used Parameters

Parameter 𝛾: a time period of free of failures. It is also denoted as 𝑡0

B-life: time by which specified % of the population is expected to fail. It is expressed as
𝐵𝑛 , where n is the proportion of failed population.

Monalisa Sarma
IIT KHARAGPUR 43
Application of Weibull Distribution
Commonly Used Parameters

Parameter 𝛾: a time period of free of failures. It is also denoted as 𝑡0

B-life: time by which 3% of the population is expected to fail.
Parameter 𝐵𝑛 : time by which n% of the population is expected to fail

Application of Weibull Distribution

To model situations where deterioration takes place as the time passes.

To model waiting time at a service center, strength of structural materials etc.
It is the most widely used distribution for reliability studies.

Monalisa Sarma
IIT KHARAGPUR 44
Weibull Distribution contd…
Problem
Leakage at front oil seal in a system exhibits Weibull distribution with characteristic life
of 1500 hours. The shape parameter is 0.75. What is its reliability at 500 hours? What
% of seals should we expect to leak by 1000 hours?

Monalisa Sarma
IIT KHARAGPUR 45
Weibull Distribution contd…
Problem
Leakage at front oil seal in a system exhibits Weibull distribution with characteristic life
of 1500 hours. The shape parameter is 0.75. What is its reliability at 500 hours? What
% of seals should we expect to leak by 1000 hours?

Solution
Here, 𝜂 = 1500, 𝛽 = 0.75

For 𝑡 = 500 hours

𝑡 500 0.75
−( )β −( )
𝑅(500) = 𝑒 η =𝑒 1500 = 0.6449

Monalisa Sarma
IIT KHARAGPUR 46
Weibull Distribution contd…
Problem
Leakage at front oil seal in a system exhibits Weibull distribution with characteristic life
of 1500 hours. The shape parameter is 0.75. What is its reliability at 500 hours? What
% of seals should we expect to leak by 1000 hours?

Solution
Here, 𝜂 = 1500, 𝛽 = 0.75

For 𝑡 = 500 hours

𝑡 500 0.75
−( )β −( )
𝑅(500) = 𝑒 η =𝑒 1500 = 0.6449

For 𝑡 = 1000 hrs,

1000 0.75
−( )
𝐹(1000) = 1 − 𝑅(1000) = 1 − 𝑒 1500 = 0.5218

Monalisa Sarma
IIT KHARAGPUR 47
CONCLUSION

In this lecture we learned about some important continuous distribution function

that includes the knowledge of –

Gamma distribution
Exponential distribution
Lognormal distribution

Some solved problems are provided. Learners are requested to solve the practice
problems
In the next lecture, we will cover a tutorial.

Monalisa Sarma
IIT KHARAGPUR 48
REFEREN C ES

Sheldon Ross , A First Course in

Probability (fourth ed.),
Macmillan College Publishing,
New York (2013)
D. P. Bertsekas and J. N. Tsitsiklis,
Introduction to Probability.
Nashua, NH: Athena Scientific,
2008
W. Feller, An Introduction to
Probability Theory and Its
Applications, vol. 2. New York:
Wiley, 1971

Monalisa Sarma
IIT KHARAGPUR 49
50
 STATISTICAL LEARNING FOR RELIABILITY ANALYSIS
DR. MONALISA SARMA
SUBIR CHOWDHURY SCHOOL OF QUALITY AND RELIABILITY , IIT KHARAGPUR

Module 03: Probability Distributions

Lecture 14 : Tutorial on Continuous Probability Distribution Functions (Part-1)
Concepts Covered

Solving objective type questions

To test the level of understanding from Lecture 12-13

Problems to ponder
To build problem solving aptitude

Monalisa Sarma
IIT KHARAGPUR 2
 Objective Type Questions

Monalisa Sarma
IIT KHARAGPUR 3
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city.

b) Y : the length of time to play 18 holes of golf.

c) M: the amount of milk produced yearly by a particular cow.

d) N: the number of eggs laid each month by a hen.

Monalisa Sarma
IIT KHARAGPUR 4
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city. [ Discrete ]

b) Y : the length of time to play 18 holes of golf.

c) M: the amount of milk produced yearly by a particular cow.

d) N: the number of eggs laid each month by a hen.

Monalisa Sarma
IIT KHARAGPUR 5
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city. [ Discrete ]

b) Y : the length of time to play 18 holes of golf.

c) M: the amount of milk produced yearly by a particular cow.

d) N: the number of eggs laid each month by a hen.

Monalisa Sarma
IIT KHARAGPUR 6
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city. [ Discrete ]

b) Y : the length of time to play 18 holes of golf. [ Continuous ]

c) M: the amount of milk produced yearly by a particular cow.

d) N: the number of eggs laid each month by a hen.

Monalisa Sarma
IIT KHARAGPUR 7
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city. [ Discrete ]

b) Y : the length of time to play 18 holes of golf. [ Continuous ]

c) M: the amount of milk produced yearly by a particular cow.

d) N: the number of eggs laid each month by a hen.

Monalisa Sarma
IIT KHARAGPUR 8
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city. [ Discrete ]

b) Y : the length of time to play 18 holes of golf. [ Continuous ]

c) M: the amount of milk produced yearly by a particular cow. [ Continuous ]

d) N: the number of eggs laid each month by a hen.

Monalisa Sarma
IIT KHARAGPUR 9
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city. [ Discrete ]

b) Y : the length of time to play 18 holes of golf. [ Continuous ]

c) M: the amount of milk produced yearly by a particular cow. [ Continuous ]

d) N: the number of eggs laid each month by a hen.

Monalisa Sarma
IIT KHARAGPUR 10
Question−4.1
T 4.1: Classify the following random variables as discrete or continuous:

a) X: the number of automobile accidents per year in a city. [ Discrete ]

b) Y : the length of time to play 18 holes of golf. [ Continuous ]

c) M: the amount of milk produced yearly by a particular cow. [ Continuous ]

d) N: the number of eggs laid each month by a hen. [ Discrete ]

Monalisa Sarma
IIT KHARAGPUR 11
Question−4.2
T 4.2: Which of the following are correct for a normal distribution?

a) Median and mode are equal to mean

b) Mode is equal to the variance

c) Median is greater than the mean

d) Mode is equal to the standard deviation

Monalisa Sarma
IIT KHARAGPUR 12
Question−4.2
T 4.2: Which of the following are correct for a normal distribution?

a) Median and mode are equal to mean

b) Mode is equal to the variance

c) Median is greater than the mean

d) Mode is equal to the standard deviation

Monalisa Sarma
IIT KHARAGPUR 13
Question−4.3
T 4.3: Let X be the distance in miles from their present homes to University
campus for a group of student. Then X is:
a) A categorical (nominal) variable

b) A continuous variable

c) A discrete variable

d) A parameter

Monalisa Sarma
IIT KHARAGPUR 14
Question−4.3
T 4.3: Let X be the distance in miles from their present homes to University
campus for a group of student. Then X is:
a) A categorical (nominal) variable

b) A continuous variable

c) A discrete variable

d) A parameter

Monalisa Sarma
IIT KHARAGPUR 15
Question−4.4
T 4.4: Specify the distribution for the following:
a) Random variable specifying the time to first occurrence of an event.

b) Random variable specifying the time to kth occurrence of an event.

Monalisa Sarma
IIT KHARAGPUR 16
Question−4.4
T 4.4: Specify the distribution for the following:
a) Random variable specifying the time to first occurrence of an event. [ Exponential Distribution ]

b) Random variable specifying the time to kth occurrence of an event.

Monalisa Sarma
IIT KHARAGPUR 17
Question−4.4
T 4.4: Specify the distribution for the following:
a) Random variable specifying the time to first occurrence of an event. [ Exponential Distribution ]

b) Random variable specifying the time to kth occurrence of an event.

Monalisa Sarma
IIT KHARAGPUR 18
Question−4.4
T 4.4: Specify the distribution for the following:
a) Random variable specifying the time to first occurrence of an event. [ Exponential Distribution ]

b) Random variable specifying the time to kth occurrence of an event. [Gamma Distribution]

Monalisa Sarma
IIT KHARAGPUR 19
Question−4.5
T 4.5: The time between the arrival of one customer and the arrival of the next
customer has an exponential distribution and is independent of previous arrivals. The
number of customers that will arrive during the next hour has:

a) A Poisson distribution

b) A Gamma distribution

c) An exponential distribution

d) A binomial distribution

Monalisa Sarma
IIT KHARAGPUR 20
Question−4.5
T 4.5: The time between the arrival of one customer and the arrival of the next
customer has an exponential distribution and is independent of previous arrivals. The
number of customers that will arrive during the next hour has:

a) A Poisson distribution

b) A Gamma distribution

c) An exponential distribution

d) A binomial distribution

Monalisa Sarma
IIT KHARAGPUR 21
Question−4.6
T 4.6: State whether the given statements are True or False:
a) The probability that a continuous random variable lies in the interval 4 to 7,
inclusively, is the sum of P(4) + P(5) + P(6) + P(7).

b) Gamma distribution is a special case of the exponential distribution.

Monalisa Sarma
IIT KHARAGPUR 22
Question−4.6
T 4.6: State whether the given statements are True or False:
a) The probability that a continuous random variable lies in the interval 4 to 7,
inclusively, is the sum of P(4) + P(5) + P(6) + P(7). [ False ]

b) Gamma distribution is a special case of the exponential distribution.

Monalisa Sarma
IIT KHARAGPUR 23
Question−4.6
T 4.6: State whether the given statements are True or False:
a) The probability that a continuous random variable lies in the interval 4 to 7,
inclusively, is the sum of P(4) + P(5) + P(6) + P(7). [ False ]

b) Gamma distribution is a special case of the exponential distribution.

Monalisa Sarma
IIT KHARAGPUR 24
Question−4.6
T 4.6: State whether the given statements are True or False:
a) The probability that a continuous random variable lies in the interval 4 to 7,
inclusively, is the sum of P(4) + P(5) + P(6) + P(7). [ False ]

b) Gamma distribution is a special case of the exponential distribution. [ False ]

Monalisa Sarma
IIT KHARAGPUR 25
 Problems to Ponder

Monalisa Sarma
IIT KHARAGPUR 26
Problem−4.7
𝟏
, 𝒇𝒐𝒓 𝒂 ≤ 𝒙 ≤ 𝒃
T 4.7: 𝒇 𝒙 = ቐ𝒃−𝒂
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆

Find 𝐅 𝒙 .

Monalisa Sarma
IIT KHARAGPUR 27
Problem−4.7 : Solution
1
, 𝑓𝑜𝑟 𝑎 ≤ 𝑥 ≤ 𝑏
T 4.7: 𝑓 𝑥 = ቐ𝑏−𝑎
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Find F 𝑥 .

Monalisa Sarma
IIT KHARAGPUR 28
Problem−4.7 : Solution
1
, 𝑓𝑜𝑟 𝑎 ≤ 𝑥 ≤ 𝑏
T 4.7: 𝑓 𝑥 = ቐ𝑏−𝑎
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Find F 𝑥 .

𝑑−𝑐
𝑓 𝑥 =
𝑏−𝑎

Monalisa Sarma
IIT KHARAGPUR 29
Problem−4.7 : Solution
1
, 𝑓𝑜𝑟 𝑎 ≤ 𝑥 ≤ 𝑏
T 4.7: 𝑓 𝑥 = ቐ𝑏−𝑎
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Find F 𝑥 .

𝑑−𝑐
𝑓 𝑥 =
𝑏−𝑎
Then,
0,
𝑓𝑜𝑟 𝑥 < 𝑎
𝑥−𝑎
F 𝑥 = ൞𝑏−𝑎 , 𝑓𝑜𝑟 𝑎 ≤ 𝑥 < 𝑏
1 𝑓𝑜𝑟 𝑥 > 𝑏

Monalisa Sarma
IIT KHARAGPUR 30
Problem−4.8
T 4.8: A certain type of storage battery lasts, on average, 3.0 years with a standard deviation of 0.5 year.
Assuming that battery life is normally distributed, find the probability that a given battery will last less
than 2.3 years.

Monalisa Sarma
IIT KHARAGPUR 31
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
The given figure showing the distribution of battery lives and the desired area.
lasts, on average, 3.0 years with a
standard deviation of 0.5 year.
Assuming that battery life is normally
distributed, find the probability that a
given battery will last less than 2.3
years.

Monalisa Sarma
IIT KHARAGPUR 32
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
The given figure showing the distribution of battery lives and the desired area.
lasts, on average, 3.0 years with a
To find 𝑃(𝑋 < 2.3), we need to evaluate the area under the normal curve to the standard deviation of 0.5 year.
Assuming that battery life is normally
left of 2.3 distributed, find the probability that a
given battery will last less than 2.3
years.

Monalisa Sarma
IIT KHARAGPUR 33
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
The given figure showing the distribution of battery lives and the desired area.
lasts, on average, 3.0 years with a
To find 𝑃(𝑋 < 2.3), we need to evaluate the area under the normal curve to the standard deviation of 0.5 year.
Assuming that battery life is normally
left of 2.3 distributed, find the probability that a
given battery will last less than 2.3
This is accomplished by finding the area to the left of the corresponding 𝑍 value. years.

Monalisa Sarma
IIT KHARAGPUR 34
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
The given figure showing the distribution of battery lives and the desired area.
lasts, on average, 3.0 years with a
To find 𝑃(𝑋 < 2.3), we need to evaluate the area under the normal curve to the standard deviation of 0.5 year.
Assuming that battery life is normally
left of 2.3 distributed, find the probability that a
given battery will last less than 2.3
This is accomplished by finding the area to the left of the corresponding 𝑍 value. years.
Hence, we find that

2.3−3
Z= = −1.4,
0.5

Monalisa Sarma
IIT KHARAGPUR 35
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
2.3−3 lasts, on average, 3.0 years with a
Z= = −1.4,
0.5 standard deviation of 0.5 year.
Assuming that battery life is normally
and then, using Table 1, we have distributed, find the probability that a
given battery will last less than 2.3
years.
𝑃 𝑋 < 2.3 = 𝑃 𝑍 < −1.4

= 𝟎. 𝟎𝟖𝟎𝟖

Monalisa Sarma
IIT KHARAGPUR 36
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
The given figure showing the distribution of battery lives and the desired area.
lasts, on average, 3.0 years with a
To find 𝑃(𝑋 < 2.3), we need to evaluate the area under the normal curve to the standard deviation of 0.5 year.
Assuming that battery life is normally
left of 2.3 distributed, find the probability that a
given battery will last less than 2.3
This is accomplished by finding the area to the left of the corresponding 𝑍 value. years.
Hence, we find that

2.3−3
Z= = −1.4,
0.5

and then, using Table 1, we have

𝑃 𝑋 < 2.3 = 𝑃 𝑍 < −1.4

=?

Monalisa Sarma
IIT KHARAGPUR 37
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
lasts, on average, 3.0 years with a
standard deviation of 0.5 year.
Assuming that battery life is normally
Table 1 distributed, find the probability that a
given battery will last less than 2.3
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
years.
0.0 0.5 0.496 0.492 0.488 0.484 0.4801 0.4761 0.4721 0.4681 0.4641
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
-0.2 0.4207 0.4168 0.4129 0.409 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
| | | | | | | | | | |
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
-1.5 0.0668 0.0655 0.0643 0.063 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.025 0.0244 0.0239 0.0233
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183

Monalisa Sarma
IIT KHARAGPUR 38
Problem−4.8 : Solution
T 4.8: A certain type of storage battery
The given figure showing the distribution of battery lives and the desired area.
lasts, on average, 3.0 years with a
To find 𝑃(𝑋 < 2.3), we need to evaluate the area under the normal curve to the standard deviation of 0.5 year.
Assuming that battery life is normally
left of 2.3 distributed, find the probability that a
given battery will last less than 2.3
This is accomplished by finding the area to the left of the corresponding 𝑍 value. years.
Hence, we find that

2.3−3
Z= = −1.4,
0.5

and then, using Table 1, we have

𝑃 𝑋 < 2.3 = 𝑃 𝑍 < −1.4

= 𝟎. 𝟎𝟖𝟎𝟖

Monalisa Sarma
IIT KHARAGPUR 39
Problem−4.9
T 4.9: In an industrial process, the diameter of a ball bearing is an important measurement. The buyer
sets specifications for the diameter to be 𝟑. 𝟎 ± 𝟎. 𝟎𝟏 cm. The implication is that no part falling outside
these specifications will be accepted. It is known that in the process the diameter of a ball bearing has a
normal distribution with mean 𝝁 = 𝟑. 𝟎 and standard deviation 𝝈 = 𝟎. 𝟎𝟎𝟓. On average, how many
manufactured ball bearings will be scrapped?

Monalisa Sarma
IIT KHARAGPUR 40
Problem−4.9 : Solution
T 4.9: In an industrial process, the diameter of a ball
The values corresponding to the specification limits are 𝑋1 = 2.99 and bearing is an important measurement. The buyer sets
𝑋2 = 3.01 specifications for the diameter to be 3.0 ± 0.01 cm.
The implication is that no part falling outside these
specifications will be accepted. It is known that in the
process the diameter of a ball bearing has a normal
distribution with mean 𝜇 = 3.0 and standard
deviation 𝜎 = 0.005 . On average, how many
manufactured ball bearings will be scrapped?

Monalisa Sarma
IIT KHARAGPUR 41
Problem−4.9 : Solution
T 4.9: In an industrial process, the diameter of a ball
The values corresponding to the specification limits are 𝑋1 = 2.99 and bearing is an important measurement. The buyer sets
𝑋2 = 3.01 specifications for the diameter to be 3.0 ± 0.01 cm.
The implication is that no part falling outside these
The corresponding 𝒛 values are specifications will be accepted. It is known that in the
process the diameter of a ball bearing has a normal
2.99−3.0 3.01−3.0
𝑧1 = = −2.0 𝑎𝑛𝑑 𝑧2 = = +2.0 distribution with mean 𝜇 = 3.0 and standard
0.005 0.005 deviation 𝜎 = 0.005 . On average, how many
manufactured ball bearings will be scrapped?

Monalisa Sarma
IIT KHARAGPUR 42
Problem−4.9 : Solution
T 4.9: In an industrial process, the diameter of a ball
The values corresponding to the specification limits are 𝑋1 = 2.99 and bearing is an important measurement. The buyer sets
𝑋2 = 3.01 specifications for the diameter to be 3.0 ± 0.01 cm.
The implication is that no part falling outside these
The corresponding 𝑧 values are specifications will be accepted. It is known that in the
process the diameter of a ball bearing has a normal
2.99−3.0 3.01−3.0
𝑧1 = = −2.0 𝑎𝑛𝑑 𝑧2 = = +2.0 distribution with mean 𝜇 = 3.0 and standard
0.005 0.005 deviation 𝜎 = 0.005 . On average, how many
Hence, manufactured ball bearings will be scrapped?

𝑃(2.99 < 𝑋 < 3.01) = 𝑃(−2.0 < 𝑍 < 2.0)

Monalisa Sarma
IIT KHARAGPUR 43
Problem−4.9 : Solution
T 4.9: In an industrial process, the diameter of a ball
The values corresponding to the specification limits are 𝑋1 = 2.99 and bearing is an important measurement. The buyer sets
𝑋2 = 3.01 specifications for the diameter to be 3.0 ± 0.01 cm.
The implication is that no part falling outside these
The corresponding 𝑧 values are specifications will be accepted. It is known that in the
process the diameter of a ball bearing has a normal
2.99−3.0 3.01−3.0
𝑧1 = = −2.0 𝑎𝑛𝑑 𝑧2 = = +2.0 distribution with mean 𝜇 = 3.0 and standard
0.005 0.005 deviation 𝜎 = 0.005 . On average, how many
Hence, manufactured ball bearings will be scrapped?

𝑃(2.99 < 𝑋 < 3.01) = 𝑃(−2.0 < 𝑍 < 2.0)

From Table 4, 𝑃 𝑍 < −2.0 = ?

Monalisa Sarma
IIT KHARAGPUR 44
Problem−4.9 : Solution
T 4.9: In an industrial process, the diameter of a ball
bearing is an important measurement. The buyer sets
specifications for the diameter to be 3.0 ± 0.01 cm.
Table 4 The implication is that no part falling outside these
specifications will be accepted. It is known that in the
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
process the diameter of a ball bearing has a normal
0.0 0.5 0.496 0.492 0.488 0.484 0.4801 0.4761 0.4721 0.4681 0.4641 distribution with mean 𝜇 = 3.0 and standard
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247 deviation 𝜎 = 0.005 . On average, how many
-0.2 0.4207 0.4168 0.4129 0.409 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859 manufactured ball bearings will be scrapped?
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.352 0.3483
-0.4 0.3446 0.3409 0.3372 0.3336 0.33 0.3264 0.3228 0.3192 0.3156 0.3121
| | | | | | | | | | |
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.025 0.0244 0.0239 0.0233
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
-2.1 0.0179 0.0174 0.017 0.0166 0.0162 0.0158 0.0154 0.015 0.0146 0.0143
-2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.011
-2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
-2.4 0.0082 0.008 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
-2.5 0.0062 0.006 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048

Monalisa Sarma
IIT KHARAGPUR 45
Problem−4.9 : Solution
T 4.9: In an industrial process, the diameter of a ball
The values corresponding to the specification limits are 𝑋1 = 2.99 and bearing is an important measurement. The buyer sets
𝑋2 = 3.01 specifications for the diameter to be 3.0 ± 0.01 cm.
The implication is that no part falling outside these
The corresponding 𝑧 values are specifications will be accepted. It is known that in the
process the diameter of a ball bearing has a normal
2.99−3.0 3.01−3.0
𝑧1 = = −2.0 𝑎𝑛𝑑 𝑧2 = = +2.0 distribution with mean 𝜇 = 3.0 and standard
0.005 0.005 deviation 𝜎 = 0.005 . On average, how many
Hence, manufactured ball bearings will be scrapped?

𝑃(2.99 < 𝑋 < 3.01) = 𝑃(−2.0 < 𝑍 < 2.0)

From Table 4, 𝑃(𝑍 < −2.0) = 𝟎. 𝟎𝟐𝟐𝟖

Monalisa Sarma
IIT KHARAGPUR 46
Problem−4.9: Solution
T 4.9: In an industrial process, the diameter of a ball
The values corresponding to the specification limits are 𝑋1 = 2.99 and bearing is an important measurement. The buyer sets
𝑋2 = 3.01 specifications for the diameter to be 3.0 ± 0.01 cm.
The implication is that no part falling outside these
The corresponding 𝑧 values are specifications will be accepted. It is known that in the
process the diameter of a ball bearing has a normal
2.99−3.0 3.01−3.0
𝑧1 = = −2.0 𝑎𝑛𝑑 𝑧2 = = +2.0 distribution with mean 𝜇 = 3.0 and standard
0.005 0.005 deviation 𝜎 = 0.005 . On average, how many
Hence, manufactured ball bearings will be scrapped?

𝑃(2.99 < 𝑋 < 3.01) = 𝑃(−2.0 < 𝑍 < 2.0)

From Table 4, 𝑃(𝑍 < −2.0) = 0.0228
Due to symmetry of the normal distribution, we find that
𝑃 𝑍 < −2.0 + 𝑃 𝑍 > 2.0 = 2 0.0228
= 𝟎. 𝟎𝟒𝟓𝟔

Monalisa Sarma
IIT KHARAGPUR 47
Problem−4.9 : Solution
T 4.9: In an industrial process, the diameter of a ball
The values corresponding to the specification limits are 𝑋1 = 2.99 and bearing is an important measurement. The buyer sets
𝑋2 = 3.01 specifications for the diameter to be 3.0 ± 0.01 cm.
The implication is that no part falling outside these
The corresponding 𝑧 values are specifications will be accepted. It is known that in the
process the diameter of a ball bearing has a normal
2.99−3.0 3.01−3.0
𝑧1 = = −2.0 𝑎𝑛𝑑 𝑧2 = = +2.0 distribution with mean 𝜇 = 3.0 and standard
0.005 0.005 deviation 𝜎 = 0.005 . On average, how many
Hence, manufactured ball bearings will be scrapped?

𝑃(2.99 < 𝑋 < 3.01) = 𝑃(−2.0 < 𝑍 < 2.0)

From Table 4, 𝑃(𝑍 < −2.0) = 0.0228
Due to symmetry of the normal distribution, we find that
𝑃 𝑍 < −2.0 + 𝑃 𝑍 > 2.0 = 2 0.0228
= 𝟎. 𝟎𝟒𝟓𝟔.
On average, 4.56% of manufactured ball bearings
will be scrapped.

Monalisa Sarma
IIT KHARAGPUR 48
Problem−4.10
T 4.10: A machine produces rubber balls whose diameters are normally distributed with mean
5.50 cm and standard deviation 0.08 cm.
a) What proportion of balls will have diameters less than 5.60 cm,
b) between 5.34 and 5.44 cm?
c) The balls are packed in cylindrical tubes whose internal diameters are normally distributed with
mean 5.70 cm and standard deviation 0.12 cm. If a ball, selected at random, is placed in a tube,
selected at random, what is the distribution of the clearance? (The clearance is the internal
diameter of the tube minus the diameter of the ball.) What is the probability that the clearance is
between 0.05 cm and 0.25 cm?

Monalisa Sarma
IIT KHARAGPUR 49
Problem−4.10 : Solution
T 4.10: A machine produces rubber
balls whose diameters are
normally distributed with mean
a) Proportion of balls having diameters less than 5.60 cm
5.50 cm and standard deviation
(5.60−5.50) 0.08 cm.
Z= = 1.25 a) What proportion of balls will have
0.08
diameters less than 5.60 cm?
Using Table 5, 𝑃 𝑍 < 1.25 =?

Monalisa Sarma
IIT KHARAGPUR 50
Problem−4.10 : Solution
T 4.10: A machine produces rubber
balls whose diameters are
normally distributed with mean
Table 5 5.50 cm and standard deviation
Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.08 cm.
a) What proportion of balls will have
0.0 0.5 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.5279 0.53188 0.53586
diameters less than 5.60 cm?
0.1 0.53983 0.5438 0.54776 0.55172 0.55567 0.55962 0.56356 0.56749 0.57142 0.57535
0.2 0.57926 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409
0.3 0.61791 0.62172 0.62552 0.6293 0.63307 0.63683 0.64058 0.64431 0.64803 0.65173
0.4 0.65542 0.6591 0.66276 0.6664 0.67003 0.67364 0.67724 0.68082 0.68439 0.68793
0.5 0.69146 0.69497 0.69847 0.70194 0.7054 0.70884 0.71226 0.71566 0.71904 0.7224
0.6 0.72575 0.72907 0.73237 0.73565 0.73891 0.74215 0.74537 0.74857 0.75175 0.7549
0.7 0.75804 0.76115 0.76424 0.7673 0.77035 0.77337 0.77637 0.77935 0.7823 0.78524
0.8 0.78814 0.79103 0.79389 0.79673 0.79955 0.80234 0.80511 0.80785 0.81057 0.81327
0.9 0.81594 0.81859 0.82121 0.82381 0.82639 0.82894 0.83147 0.83398 0.83646 0.83891
1.0 0.84134 0.84375 0.84614 0.84849 0.85083 0.85314 0.85543 0.85769 0.85993 0.86214
1.1 0.86433 0.8665 0.86864 0.87076 0.87286 0.87493 0.87698 0.879 0.881 0.88298
1.2 0.88493 0.88686 0.88877 0.89065 0.89251 0.89435 0.89617 0.89796 0.89973 0.90147
1.3 0.9032 0.9049 0.90658 0.90824 0.90988 0.91149 0.91309 0.91466 0.91621 0.91774

Monalisa Sarma
IIT KHARAGPUR 51
Problem−4.10 : Solution
T 4.10: A machine produces rubber
balls whose diameters are
normally distributed with mean
a) Proportion of balls having diameters less than 5.60 cm
5.50 cm and standard deviation
(5.60−5.50) 0.08 cm.
Z= = 1.25 a) What proportion of balls will have
0.08
diameters less than 5.60 cm?
Using Table 5, 𝑃 𝑍 < 1.25 = 𝟎. 𝟖𝟗𝟒𝟒

Monalisa Sarma
IIT KHARAGPUR 52
Problem−4.10 : Solution
T 4.10: A machine produces rubber
balls whose diameters are
normally distributed with mean
a) Proportion of balls having diameters less than 5.60 cm
5.50 cm and standard deviation
(5.60−5.50) 0.08 cm.
Z= = 1.25 b) What proportion of balls will
0.08
have diameters between 5.34
Using Table 5, 𝑃 𝑍 < 1.25 = 𝟎. 𝟖𝟗𝟒𝟒 and 5.44 cm?

b) Between 5.34 and 5.44 cm

(5.34−5.50)
𝑍1 = = −2.0
0.08
(5.44−5.50)
𝑍2 = = −0.75
0.08
Hence probability of being between 5.34 cm
and 5.44 cm is given by

Monalisa Sarma
IIT KHARAGPUR 53
Problem−4.10 : Solution
T 4.10: A machine produces rubber
Table 6 balls whose diameters are
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 normally distributed with mean
| | | | | | | | | | | 5.50 cm and standard deviation
0.08 cm.
-0.7 0.242 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
b) What proportion of balls will
-0.8 0.2119 0.209 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
have diameters between 5.34
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.166 0.1635 0.1611 and 5.44 cm?
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.123 0.121 0.119 0.117
-1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.102 0.1003 0.0985
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
-1.5 0.0668 0.0655 0.0643 0.063 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.025 0.0244 0.0239 0.0233
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
-2.1 0.0179 0.0174 0.017 0.0166 0.0162 0.0158 0.0154 0.015 0.0146 0.0143

Monalisa Sarma
IIT KHARAGPUR 54
Problem−4.10 : Solution
T 4.10: A machine produces rubber
balls whose diameters are
normally distributed with mean
a) Proportion of balls having diameters less than 5.60 cm
5.50 cm and standard deviation
(5.60−5.50) 0.08 cm.
Z= = 1.25 b) What proportion of balls will
0.08
have diameters between 5.34
Using Table 5, 𝑃 𝑍 < 1.25 = 𝟎. 𝟖𝟗𝟒𝟒 and 5.44 cm?

b) Between 5.34 and 5.44 cm

(5.34−5.50)
𝑍1 = = −2.0 0.22663
0.08
(5.44−5.50)
𝑍2 = = −0.75
0.08
0.02275
Hence probability of being between 5.34 cm
and 5.44 cm is given by
0.2266 − 0.0228 = 𝟎. 𝟐𝟎𝟑𝟖

Monalisa Sarma
IIT KHARAGPUR 55
Problem−4.10 : Solution
c) The probability that the clearance is between 0.05 cm and 0.25 cm T 4.10: A machine produces rubber balls whose diameters
are normally distributed with mean 5.50 cm and standard
If 𝑋 is the diameter of the ball and Y is the diameter of the tube the deviation 0.08 cm.
c) The balls are packed in cylindrical tubes whose internal
clearance is 𝑌 − 𝑋. This will be normally distributed with diameters are normally distributed with mean 5.70 cm
and standard deviation 0.12 cm. If a ball, selected at
𝒎𝒆𝒂𝒏 = 5.70 − 5.50 = 0.20 random, is placed in a tube, selected at random, what is
the distribution of the clearance? (The clearance is the
𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 0.082 + 0.122 = 0.0208 internal diameter of the tube minus the diameter of the
ball.) What is the probability that the clearance is
𝒔𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏 = 0.1442 between 0.05 cm and 0.25 cm?

Monalisa Sarma
IIT KHARAGPUR 56
Problem−4.10 : Solution
c) The probability that the clearance is between 0.05 cm and 0.25 T 4.10: A machine produces rubber balls whose diameters
are normally distributed with mean 5.50 cm and standard
cm deviation 0.08 cm.
c) The balls are packed in cylindrical tubes whose internal
If 𝑋 is the diameter of the ball and Y is the diameter of the tube the
diameters are normally distributed with mean 5.70 cm
clearance is 𝑌 − 𝑋. This will be normally distributed with and standard deviation 0.12 cm. If a ball, selected at
random, is placed in a tube, selected at random, what is
𝒎𝒆𝒂𝒏 = 5.70 − 5.50 = 0.20 the distribution of the clearance? (The clearance is the
internal diameter of the tube minus the diameter of the
𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 0.082 + 0.122 = 0.0208 ball.) What is the probability that the clearance is
between 0.05 cm and 0.25 cm?
𝒔𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏 = 0.1442
Now
(0.05 − 0.20) (0.25 − 0.20)
𝑧1 = = −1.040 and 𝑧2 = = 0.347
0.1442 0.1442

Monalisa Sarma
IIT KHARAGPUR 57
Problem−4.10 : Solution
T 4.10: A machine produces rubber balls whose diameters
are normally distributed with mean 5.50 cm and standard
deviation 0.08 cm.
Table 7 c) The balls are packed in cylindrical tubes whose internal
diameters are normally distributed with mean 5.70 cm
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
and standard deviation 0.12 cm. If a ball, selected at
0.0 0.5 0.496 0.492 0.488 0.484 0.4801 0.4761 0.4721 0.4681 0.4641 random, is placed in a tube, selected at random, what is
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247 the distribution of the clearance? (The clearance is the
-0.2 0.4207 0.4168 0.4129 0.409 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859 internal diameter of the tube minus the diameter of the
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.352 0.3483 ball.) What is the probability that the clearance is
-0.4 0.3446 0.3409 0.3372 0.3336 0.33 0.3264 0.3228 0.3192 0.3156 0.3121 between 0.05 cm and 0.25 cm?
-0.5 0.3085 0.305 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.281 0.2776
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
-0.7 0.242 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
-0.8 0.2119 0.209 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.166 0.1635 0.1611
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.123 0.121 0.119 0.117

Monalisa Sarma
IIT KHARAGPUR 58
Problem−4.10 : Solution
T 4.10: A machine produces rubber balls whose diameters
are normally distributed with mean 5.50 cm and standard
deviation 0.08 cm.
Table 8 c) The balls are packed in cylindrical tubes whose internal
diameters are normally distributed with mean 5.70 cm
Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
and standard deviation 0.12 cm. If a ball, selected at
0.0 0.5 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.5279 0.53188 0.53586
random, is placed in a tube, selected at random, what is
0.1 0.53983 0.5438 0.54776 0.55172 0.55567 0.55962 0.56356 0.56749 0.57142 0.57535 the distribution of the clearance? (The clearance is the
0.2 0.57926 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409 internal diameter of the tube minus the diameter of the
0.3 0.61791 0.62172 0.62552 0.6293 0.63307 0.63683 0.64058 0.64431 0.64803 0.65173 ball.) What is the probability that the clearance is
0.4 0.65542 0.6591 0.66276 0.6664 0.67003 0.67364 0.67724 0.68082 0.68439 0.68793 between 0.05 cm and 0.25 cm?
0.5 0.69146 0.69497 0.69847 0.70194 0.7054 0.70884 0.71226 0.71566 0.71904 0.7224
0.6 0.72575 0.72907 0.73237 0.73565 0.73891 0.74215 0.74537 0.74857 0.75175 0.7549
0.7 0.75804 0.76115 0.76424 0.7673 0.77035 0.77337 0.77637 0.77935 0.7823 0.78524
0.8 0.78814 0.79103 0.79389 0.79673 0.79955 0.80234 0.80511 0.80785 0.81057 0.81327
0.9 0.81594 0.81859 0.82121 0.82381 0.82639 0.82894 0.83147 0.83398 0.83646 0.83891
1.0 0.84134 0.84375 0.84614 0.84849 0.85083 0.85314 0.85543 0.85769 0.85993 0.86214
1.1 0.86433 0.8665 0.86864 0.87076 0.87286 0.87493 0.87698 0.879 0.881 0.88298

Monalisa Sarma
IIT KHARAGPUR 59
Problem−4.10 : Solution
c) The probability that the clearance is between 0.05 cm and 0.25 T 4.10: A machine produces rubber balls whose diameters
are normally distributed with mean 5.50 cm and standard
cm deviation 0.08 cm.
c) The balls are packed in cylindrical tubes whose internal
If 𝑋 is the diameter of the ball and Y is the diameter of the tube the
diameters are normally distributed with mean 5.70 cm
clearance is 𝑌 − 𝑋. This will be normally distributed with and standard deviation 0.12 cm. If a ball, selected at
random, is placed in a tube, selected at random, what is
𝒎𝒆𝒂𝒏 = 5.70 − 5.50 = 0.20 the distribution of the clearance? (The clearance is the
internal diameter of the tube minus the diameter of the
𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 0.082 + 0.122 = 0.0208 ball.) What is the probability that the clearance is
between 0.05 cm and 0.25 cm?
𝒔𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏 = 0.1442
Now
(0.05 − 0.20) (0.25 − 0.20)
𝑧1 = = −1.040 and 𝑧2 = = 0.347
0.1442 0.1442
so that probability of the clearance between 0.05 cm and 0.25
cm is given by
0.1492
0.6357 − 0.1492 = 𝟎. 𝟒𝟖𝟔𝟓

Monalisa Sarma
IIT KHARAGPUR 60
Problem−4.10 : Solution
c) The probability that the clearance is between 0.05 cm and 0.25 cm T 4.10: A machine produces rubber balls whose diameters
are normally distributed with mean 5.50 cm and standard
If 𝑋 is the diameter of the ball and Y is the diameter of the tube the deviation 0.08 cm.
c) The balls are packed in cylindrical tubes whose internal
clearance is 𝑌 − 𝑋. This will be normally distributed with diameters are normally distributed with mean 5.70 cm
and standard deviation 0.12 cm. If a ball, selected at
𝒎𝒆𝒂𝒏 = 5.70 − 5.50 = 0.20 random, is placed in a tube, selected at random, what is
the distribution of the clearance? (The clearance is the
𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 0.082 + 0.122 = 0.0208 internal diameter of the tube minus the diameter of the
ball.) What is the probability that the clearance is
𝒔𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏 = 0.1442 between 0.05 cm and 0.25 cm?
Now
(0.05 − 0.20) (0.25 − 0.20)
𝑧1 = = −1.040 and 𝑧2 = = 0.347
0.1442 0.1442
so that probability of the clearance between 0.05 cm and 0.25 cm is given by
0.6357 − 0.1492 = 𝟎. 𝟒𝟖𝟔𝟓
Note: Interpolation has been used in reading the normal tables (Table 7 and
Table 8), but the effect on the final answer is small

Monalisa Sarma
IIT KHARAGPUR 61
Problem−4.11
T 4.11: The average rate of water usage (thousands of gallons per hour) by a certain community is
known to involve the lognormal distribution with parameters 𝝁 = 𝟓 and 𝝈 = 𝟐. It is important for
planning purposes to get a sense of periods of high usage. What is the probability that, for any given
hour, 50,000 gallons of water are used?

Monalisa Sarma
IIT KHARAGPUR 62
Problem−4.11 : Solution
T 4.11: The average rate of water usage (thousands of
gallons per hour) by a certain community is known to
𝑋 follows a lognormal distribution. involve the lognormal distribution with parameters 𝜇 =
5 and 𝜎 = 2. It is important for planning purposes to
get a sense of periods of high usage. What is the
ln 50000−5
𝑃 𝑋 ≥ 50000 = 1 − 𝜙 probability that, for any given hour, 50,000 gallons of
2 water are used?

= 1 − 𝜙 2.9099

=?

Monalisa Sarma
IIT KHARAGPUR 63
Problem−4.11 : Solution
T 4.11: The average rate of water usage (thousands of
gallons per hour) by a certain community is known to
involve the lognormal distribution with parameters 𝜇 =
5 and 𝜎 = 2. It is important for planning purposes to
Table 9 get a sense of periods of high usage. What is the
probability that, for any given hour, 50,000 gallons of
Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 water are used?
0.0 0.5 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.5279 0.53188 0.53586
0.1 0.53983 0.5438 0.54776 0.55172 0.55567 0.55962 0.56356 0.56749 0.57142 0.57535
0.2 0.57926 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409
| | | | | | | | | | |
2.6 0.99534 0.99547 0.9956 0.99573 0.99585 0.99598 0.99609 0.99621 0.99632 0.99643
2.7 0.99653 0.99664 0.99674 0.99683 0.99693 0.99702 0.99711 0.9972 0.99728 0.99736
2.8 0.99744 0.99752 0.9976 0.99767 0.99774 0.99781 0.99788 0.99795 0.99801 0.99807
2.9 0.99813 0.99819 0.99825 0.99831 0.99836 0.99841 0.99846 0.99851 0.99856 0.99861
3.0 0.99865 0.99869 0.99874 0.99878 0.99882 0.99886 0.99889 0.99893 0.99896 0.999
3.1 0.99903 0.99906 0.9991 0.99913 0.99916 0.99918 0.99921 0.99924 0.99926 0.99929

Monalisa Sarma
IIT KHARAGPUR 64
Problem−4.11 : Solution
T 4.11: The average rate of water usage (thousands of
gallons per hour) by a certain community is known to
𝑋 follows a lognormal distribution. involve the lognormal distribution with parameters 𝜇 =
5 and 𝜎 = 2. It is important for planning purposes to
get a sense of periods of high usage. What is the
ln 50000−5
𝑃 𝑋 ≥ 50000 = 1 − 𝜙 probability that, for any given hour, 50,000 gallons of
2 water are used?

= 1 − 𝜙 2.9099

= 1 − 0.9982

= 𝟎. 𝟎𝟎𝟏𝟖

Monalisa Sarma
IIT KHARAGPUR 65
Problem−4.12
T 4.12: Suppose it has been observed that gun tube failures occur according to the lognormal
distribution with 𝒎𝒆𝒂𝒏 = 𝟕 and 𝒔𝒕𝒅 = 𝟐 . Find the reliability for a 1000 round mission.

Monalisa Sarma
IIT KHARAGPUR 66
Problem−4.12 : Solution
T 4.12: Suppose it has been observed that
Given, 𝑚𝑒𝑎𝑛 = 7 and 𝑠𝑡𝑑 (𝜎 ) = 2 gun tube failures occur according to the
lognormal distribution with 𝑚𝑒𝑎𝑛 = 7 and
𝑠𝑡𝑑 = 2 . Find the reliability for a 1000
round mission.

Monalisa Sarma
IIT KHARAGPUR 67
Problem−4.12 : Solution
T 4.12: Suppose it has been observed that
Given, 𝑚𝑒𝑎𝑛 = 7 and 𝑠𝑡𝑑 (𝜎 ) = 2 gun tube failures occur according to the
lognormal distribution with 𝑚𝑒𝑎𝑛 = 7 and
Now, 𝑠𝑡𝑑 = 2 . Find the reliability for a 1000
round mission.
At 𝑡 = 1000 rounds
ln 1000 −7
𝑧= = − 0.05
𝜎

Monalisa Sarma
IIT KHARAGPUR 68
Problem−4.12 : Solution
T 4.12: Suppose it has been observed that
Given, 𝑚𝑒𝑎𝑛 = 7 and 𝑠𝑡𝑑 (𝜎 ) = 2 gun tube failures occur according to the
lognormal distribution with 𝑚𝑒𝑎𝑛 = 7 and
Now, 𝑠𝑡𝑑 = 2 . Find the reliability for a 1000
round mission.
At 𝑡 = 1000 rounds
ln 1000 −7
𝑧= = − 0.05
𝜎

And,
𝜙 𝑧 = 𝜙 −0.05 =?

Monalisa Sarma
IIT KHARAGPUR 69
Problem−4.12 : Solution
T 4.12: Suppose it has been observed that
gun tube failures occur according to the
lognormal distribution with 𝑚𝑒𝑎𝑛 = 7 and
Table 10 𝑠𝑡𝑑 = 2 . Find the reliability for a 1000
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
round mission.
0.0 0.5 0.496 0.492 0.488 0.484 0.4801 0.4761 0.4721 0.4681 0.4641
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
-0.2 0.4207 0.4168 0.4129 0.409 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.352 0.3483
-0.4 0.3446 0.3409 0.3372 0.3336 0.33 0.3264 0.3228 0.3192 0.3156 0.3121
-0.5 0.3085 0.305 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.281 0.2776
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
-0.7 0.242 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
-0.8 0.2119 0.209 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.166 0.1635 0.1611
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.123 0.121 0.119 0.117

Monalisa Sarma
IIT KHARAGPUR 70
Problem−4.12 : Solution
T 4.12: Suppose it has been observed that
Given, 𝑚𝑒𝑎𝑛 = 7 and 𝑠𝑡𝑑 (𝜎 ) = 2 gun tube failures occur according to the
lognormal distribution with 𝑚𝑒𝑎𝑛 = 7 and
Now, 𝑠𝑡𝑑 = 2 . Find the reliability for a 1000
round mission.
At 𝑡 = 1000 rounds
ln 1000 −7
𝑧= = − 0.05
𝜎

And,
𝜙 𝑧 = 𝜙 −0.05 = 0.48

Monalisa Sarma
IIT KHARAGPUR 71
Problem−4.12 : Solution
T 4.12: Suppose it has been observed that
Given, 𝑚𝑒𝑎𝑛 = 7 and 𝑠𝑡𝑑 (𝜎 ) = 2 gun tube failures occur according to the
lognormal distribution with 𝑚𝑒𝑎𝑛 = 7 and
Now, 𝑠𝑡𝑑 = 2 . Find the reliability for a 1000
round mission.
At 𝑡 = 1000 rounds
ln 1000 −7
𝑧= = − 0.05
𝜎

And,
𝜙 𝑧 = 𝜙 −0.05 = 0.48
Therefore,
𝐹 1000 = 0.48
𝑅 1000 = 1 − 0.48 = 𝟎. 𝟓𝟐

Monalisa Sarma
IIT KHARAGPUR 72
Problem−4.12 : Solution
T 4.12: Suppose it has been observed that
Given, 𝑚𝑒𝑎𝑛 = 7 and 𝑠𝑡𝑑 (𝜎 ) = 2 gun tube failures occur according to the
lognormal distribution with 𝑚𝑒𝑎𝑛 = 7 and
Now, 𝑠𝑡𝑑 = 2 . Find the reliability for a 1000
round mission.
At 𝑡 = 1000 rounds
ln 1000 −7
𝑧= = − 0.05
𝜎

And,
𝜙 𝑧 = 𝜙 −0.05 = 0.48
Therefore,
𝐹 1000 = 0.48
𝑅 1000 = 1 − 0.48 = 𝟎. 𝟓𝟐
So that Reliability at 1000 round is 0.52

Monalisa Sarma
IIT KHARAGPUR 73
REFERENCES

Sheldon Ross , A First Course in

Probability (fourth ed.),
Macmillan College Publishing,
New York (2013)

D. P. Bertsekas and J. N.
Tsitsiklis, Introduction to
Probability. Nashua, NH: Athena
Scientific, 2008

W. Feller, An Introduction to
Probability Theory and Its
Applications, vol. 2. New York:
Wiley, 1971

Monalisa Sarma
IIT KHARAGPUR 74
75
 STATISTICAL LEARNING FOR RELIABILITY ANALYSIS
DR. MONALISA SARMA
SUBIR CHOWDHURY SCHOOL OF QUALITY AND RELIABILITY , IIT KHARAGPUR

Module 03: Probability Distributions

Lecture 15 : Tutorial on Continuous Probability Distribution Functions (Part 2)
T 5.1: The length of time for one individual to be served at a cafeteria is a random variable having an
exponential distribution with a mean of 4 minutes. What is the probability that a person is served in less
than 3 minutes on at least 4 of the next 6 days?

Monalisa Sarma
IIT KHARAGPUR 2
 T 5.1: The length of time for one
• individual to be served at a cafeteria is a
random variable having an exponential
distribution with a mean of 4 minutes.
What is the probability that a person is
served in less than 3 minutes on at least 4
of the next 6 days?

Monalisa Sarma
IIT KHARAGPUR 3
 T 5.1: The length of time for one
• individual to be served at a cafeteria is a
random variable having an exponential
distribution with a mean of 4 minutes.
What is the probability that a person is
served in less than 3 minutes on at least 4
of the next 6 days?

Monalisa Sarma
IIT KHARAGPUR 4
 T 5.1: The length of time for one
• individual to be served at a cafeteria is a
random variable having an exponential
distribution with a mean of 4 minutes.
What is the probability that a person is
served in less than 3 minutes on at least 4
of the next 6 days?

Monalisa Sarma
IIT KHARAGPUR 5
•

Monalisa Sarma
IIT KHARAGPUR 6
•

Monalisa Sarma
IIT KHARAGPUR 7
•

Monalisa Sarma
IIT KHARAGPUR 8
•

Monalisa Sarma
IIT KHARAGPUR 9
•

Monalisa Sarma
IIT KHARAGPUR 10
T 5.3: A component has constant failure rate with mean time to failure of 500 hours. What is its
reliability at 375 hours?

Monalisa Sarma
IIT KHARAGPUR 11
 T 5.3: A component has constant

• failure rate with mean time to failure

of 500 hours. What is its reliability at
375 hours?

Monalisa Sarma
IIT KHARAGPUR 12
 T 5.3: A component has constant

• failure rate with mean time to failure

of 500 hours. What is its reliability at
375 hours?

Monalisa Sarma
IIT KHARAGPUR 13
 T 5.3: A component has constant

• failure rate with mean time to failure

of 500 hours. What is its reliability at
375 hours?

Monalisa Sarma
IIT KHARAGPUR 14
 T 5.3: A component has constant

• failure rate with mean time to failure

of 500 hours. What is its reliability at
375 hours?

Monalisa Sarma
IIT KHARAGPUR 15
T 5.4: A component has constant failure rate of 0.0025 per hour. What is its reliability at 400 hours?

Monalisa Sarma
IIT KHARAGPUR 16
 T 5.4: A component has constant
failure rate of 0.0025 per hour. What is
its reliability at 400 hours?

Monalisa Sarma
IIT KHARAGPUR 17
 T 5.4: A component has constant
failure rate of 0.0025 per hour. What is
its reliability at 400 hours?

Monalisa Sarma
IIT KHARAGPUR 18
•

Monalisa Sarma
IIT KHARAGPUR 19
•

Monalisa Sarma
IIT KHARAGPUR 20
•

Monalisa Sarma
IIT KHARAGPUR 21
•

Monalisa Sarma
IIT KHARAGPUR 22
•

Monalisa Sarma
IIT KHARAGPUR 23
T 5.7: 5% of certain grades of tires wear out before 25,000 miles and another 5% of the tires exceed
35,000 miles. Determine the tire reliability at 24,000 miles if wear out is normally distributed.

Monalisa Sarma
IIT KHARAGPUR 24
 T 5.7: 5% of certain grades of tires
• wear out before 25,000 miles and
another 5% of the tires exceed 35,000
miles. Determine the tire reliability at
24,000 miles if wear out is normally
distributed.

Monalisa Sarma
IIT KHARAGPUR 25
 T 5.7: 5% of certain grades of tires
• wear out before 25,000 miles and
another 5% of the tires exceed 35,000
miles. Determine the tire reliability at
24,000 miles if wear out is normally
distributed.

Monalisa Sarma
IIT KHARAGPUR 26
 T 5.7: 5% of certain grades of tires
• wear out before 25,000 miles and
another 5% of the tires exceed 35,000
miles. Determine the tire reliability at
24,000 miles if wear out is normally
distributed.

Monalisa Sarma
IIT KHARAGPUR 27
 T 5.7: 5% of certain grades of tires
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 wear out before 25,000 miles and
another 5% of the tires exceed 35,000
0.0 0.5 0.496 0.492 0.488 0.484 0.4801 0.4761 0.4721 0.4681 0.4641 miles. Determine the tire reliability at
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247 24,000 miles if wear out is normally
distributed.
-0.2 0.4207 0.4168 0.4129 0.409 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859

-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
-1.5 0.0668 0.0655 0.0643 0.063 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.025 0.0244 0.0239 0.0233
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183

Monalisa Sarma
IIT KHARAGPUR 28
 T 5.7: 5% of certain grades of tires
• wear out before 25,000 miles and
another 5% of the tires exceed 35,000
miles. Determine the tire reliability at
24,000 miles if wear out is normally
distributed.

Monalisa Sarma
IIT KHARAGPUR 29
 T 5.7: 5% of certain grades of tires
• wear out before 25,000 miles and
another 5% of the tires exceed 35,000
miles. Determine the tire reliability at
24,000 miles if wear out is normally
distributed.

More problems…

Monalisa Sarma
IIT KHARAGPUR 30
T 5.8: The scale and shape parameters of the Weibull distribution followed by the time to failure of
an electronic transistor are 3000 hours and 2.
a) What is its reliability ?
b) For the same electronic component, what is the probability that it fails between 1500 hours and 2000
hours ?

Monalisa Sarma
IIT KHARAGPUR 31
 T 5.8: The scale and shape parameters of the

• Weibull distribution followed by the time to failure

of an electronic transistor are 3000 hours and 2.
a) What is its reliability ?
b) For the same electronic component, what is
the probability that it fails between 1500
hours and 2000 hours ?

Monalisa Sarma
IIT KHARAGPUR 32
 T 5.8: The scale and shape parameters of the

• Weibull distribution followed by the time to failure

of an electronic transistor are 3000 hours and 2.
a) What is its reliability ?
b) For the same electronic component, what is
the probability that it fails between 1500
hours and 2000 hours ?

Monalisa Sarma
IIT KHARAGPUR 33
 T 5.8: The scale and shape parameters of the

• Weibull distribution followed by the time to failure

of an electronic transistor are 3000 hours and 2.
a) What is its reliability ?
b) For the same electronic component, what is
the probability that it fails between 1500
hours and 2000 hours ?

Monalisa Sarma
IIT KHARAGPUR 34
 T 5.8: The scale and shape parameters of the

• Weibull distribution followed by the time to failure

of an electronic transistor are 3000 hours and 2.
a) What is its reliability ?
b) For the same electronic component, what is
the probability that it fails between 1500
hours and 2000 hours ?

Monalisa Sarma
IIT KHARAGPUR 35
T 5.9: Suppose that X has a Weibull distribution with β = 0.2 and η = 100 hours. Determine the following:
a) P(X < 10,000)

b) P(X > 5000)

c) B10 life

Monalisa Sarma
IIT KHARAGPUR 36
 T 5.9: Suppose that X has a Weibull

• distribution with β = 0.2 and η = 100

hours. Determine the following:
a) P(X < 10,000)
b) P(X > 5000)
c) B10 life

Monalisa Sarma
IIT KHARAGPUR 37
 T 5.9: Suppose that X has a Weibull

• distribution with β = 0.2 and η = 100

hours. Determine the following:
a) P(X < 10,000)
b) P(X > 5000)
c) B10 life

Monalisa Sarma
IIT KHARAGPUR 38
 T 5.9: Suppose that X has a Weibull

• distribution with β = 0.2 and η = 100

hours. Determine the following:
a) P(X < 10,000)
b) P(X > 5000)
c) B10 life

Monalisa Sarma
IIT KHARAGPUR 39
 T 5.9: Suppose that X has a Weibull

• distribution with β = 0.2 and η = 100

hours. Determine the following:
a) P(X < 10,000)
b) P(X > 5000)
c) B10 life

Monalisa Sarma
IIT KHARAGPUR 40
REFERENCES

• Sheldon Ross , A First Course in

Probability (fourth ed.),
Macmillan College Publishing,
New York (2013)

• D. P. Bertsekas and J. N.
Tsitsiklis, Introduction to
Probability. Nashua, NH: Athena
Scientific, 2008

• W. Feller, An Introduction to
Probability Theory and Its
Applications, vol. 2. New York:
Wiley, 1971

Monalisa Sarma
IIT KHARAGPUR 41
42