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Homework 2 - ME 5895 - Spring 2024

The document outlines Homework 2 for ME 5895, Spring 2024, which includes problems related to bivariate normal distributions, reliability of electronic components, and finite element analysis for design reliability. It consists of three main sections, each with specific questions requiring proofs, calculations of probability density functions, joint PDFs, and reliability assessments. The problems involve statistical concepts and require the application of various mathematical techniques to solve.

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Amirhossein Shokrani
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10 views2 pages

Homework 2 - ME 5895 - Spring 2024

The document outlines Homework 2 for ME 5895, Spring 2024, which includes problems related to bivariate normal distributions, reliability of electronic components, and finite element analysis for design reliability. It consists of three main sections, each with specific questions requiring proofs, calculations of probability density functions, joint PDFs, and reliability assessments. The problems involve statistical concepts and require the application of various mathematical techniques to solve.

Uploaded by

Amirhossein Shokrani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ME 5895 Spring 2024

Homework 2

1 Suppose that continuous random variables X and Y follow a standard bivariate normal
distribution with the correlation coefficient being ρ. Answer the following questions:
[20 pts total]

(1) Prove that the covariance of X and Y is ρ. [10 pts total]

(2) Find the conditional probability density functions (PDFs) fX|Y(x|y) and f Y|X(y|x).
[10 pts total]

2 Two electronic components are arranged to form a system in two configurations shown in Fig.
1. Suppose the time to failures (TTFs) of the two components, T1 and T2, follow the below
exponential distributions:
• TTF (T1) of component A: = , if t ≥ 0, and 0, otherwise.
• TTF (T2) of component B: = , if t ≥ 0, and 0, otherwise.
–1 –1
• λ1 = 0.0002 hr and λ2 = 0.0004 hr .
• Random variables T1 and T2 are mutually independent: the state of one component does
not affect that of the other.

Component A
Component A Component B
Component B

(a) (b)
Fig. 1 Reliability block diagrams of system configurations (a) and (b).

Answer the following questions. [25 pts total]

(1) Find the joint PDF of T1 and T2. [5 pts]

(2) Determine the system reliability at 100 hr (i.e., the probability of reliable system operation
for 100 hr) for either system configuration. [10 pts]

(3) Given that the system has operated reliably for 100 hr, determine the system reliability at
200 hr (i.e., the probability of reliable system operation for 200 hr) for either system
configuration. [10 pts]

1
ME 5895 Spring 2024

3 A number of finite element analysis (FEA) simulations are performed on a vehicle mechanical
component for the reliability-based design of the component. Through the design of
experiments (DOE) and FEA simulations, a surrogate model of the maximum stress σ (MPa)
is created with respect to three design variables X1, X2, and X3 as
σ ( X ) = β 0 + β1 X 1 + β 2 X 2 + β 3 X 3
where β0 = 540, β1 = 0.8, β2 = –0.3, β3 = –32, and Xi (i = 1, 2, 3) are random design variables,
whose statistical information is summarized in Table 1.
Table 1 Statistical information of the random variables Problem 3
Random variable X1 (length) X2 (width) X3 (thickness)
Distribution Normal Normal Normal
Mean 60 20 1
Standard deviation 12 4 0.2

Answer the following questions. [15 pts total]

(1) If the design requirement for the stress is σ ≤ 575 MPa. What is the probability that the
design satisfies the requirement? Use a look-up table for the standard normal cumulative
distribution function (CDF) to solve this problem (the use of MATLAB is not
recommended for this question). [10 pts]

(2) If the reliability (i.e., the probability of requirement satisfaction) has a target of 99.87%,
does the design exceed the target reliability level? If not, how do you suggest improving
the reliability of the design? [5 pts]

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