Yarmouk University

Week 7: Continuous Probability

Functions
Dr. Aiman Ziout
Department of Industrial Engineering
Hijjawi Faculty for Engineering Technology
Yarmouk University
Fall 22

1
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Learning Objectives

1. Implement discrete probability functions in engineering application

applications
2. Learn normal distribution
3.Learn T distribution
4. Learn chi square distribution

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions

A. Functions to describe discrete event

1. Binomial distribution
2. Hypergeometric distribution
3. Poisson distribution

B. Function to describe continuous event

1. Normal distribution
2. T- distribution
3. Chi – square distribution
4. F- distribution

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions

Continuous Distributions

1.Normal distribution
2.T- distribution
3.Chi – square distribution
4.F- distribution

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Probability functions
Normal distribution

• Bill shape
• Symmetrical
• Takes positive and negative values

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Probability functions
Standard Normal distribution

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
Standard Normal distribution
Properties

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
Standard Normal distribution
Properties

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
Standard Normal distribution

Application in quality control:

Normal distribution describes the
performance of almost all manufacturing
processes. Whenever the variability in
process performance comes from random
error, normal distribution is used

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
Standard Normal distribution

Example

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Sec 2- 11
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Sec 2- 12
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
Standard Normal distribution
Question:
The equation below is used when we have one observation “x”.

What if we have a sample of n observations, can we use the same equation?

Yes with this modification

fact

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Probability functions
T- distribution

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
T- distribution

Low degrees of freedom

gives higher tail

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
T- distribution

Application in Quality Control:

To verify the assumption that the mean

of a manufacturing process is equal to a
specific value
That is test of hypotheses µ = µ0

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Example
6.21 The tensile strength of a certain metal component
is normally distributed with a mean of 10,000 kilograms
per square centimeter and unknown standard deviation. Measurements
are recorded in kilograms per square centimeter.

9978, 10077, 10125, 10025, 9870

(a)What proportion of these components exceed 10,150 kilograms per

square centimeter in tensile strength?

(b) If specifications require that all components have tensile strength

between 9800 and 10,200 kilograms per square centimeter inclusive,
what proportion of
pieces would we expect to scrap?
Sec 2- 17
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
T- distribution

Sample mean

Sample Standard deviation

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 EXPONENTIAL DISTRIBUTION

Sec 2- 19
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Application of EXPONENTIAL DISTRIBUTION
Product failure

Probability density function of failures

f(t) = e-t

The cumulative distribution is F(t), it is

the integration of f(t) from 0,T

Probability of failure from (0, T)

F(t) = 1 – e-T
Sec 2- 20
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 21

Example
The chart below shows operating time and breakdown time
of a machine.

20.2 6.1 24.4 35.3 46.7

Operating time Down time

a) Determine the failure rate.

Solution:
Total operating time = 20.2 + 6.1 + 24.4 + 35.3 + 46.7
= 136.9 hours
 = 4 / 136.9 = 0.02922
Sec 2- 21
 22

Example
The chart below shows operating time and breakdown time
of a machine.

20.2 6.1 24.4 35.3 46.7

Operating time Down time

b) Determine the probability that the machine will fail within 20

hours
F(20) = 1- e-t t = 20 hours

= 1- e-(0.02922)(20)

= 1- 0.56 = 0.44
Sec 2- 22
 23

Example
The chart below shows operating time and breakdown time
of a machine.

20.2 6.1 24.4 35.3 46.7

Operating time Down time

C) What is the time that 90% the machine will keep

operating before it fails (that is the warranty time)

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Sec 2- 24
 Example1

Sec 2- 25
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Example1_cont.

Sec 2- 26
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Example1_cont.

Sec 2- 27
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Example1_cont.

Sec 2- 28
 Application of exponential Dist.
Service time

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Sec 2- 30
 Weibull distribution

cumulative distribution function for the Weibull distribution:

Sec 2- 31
 Weibull distribution

Example

Solution :

Sec 2- 32
 Weibull distribution
Exercise:
6.47 Suppose that the service life, in years, of a hearing
aid battery is a random variable having a Weibull
distribution with α = 1/2 and β = 2.

What is the probability that such a battery will be

operating after 2 years?

Sec 2- 33
 Probability functions
1. Chi – square distribution

Note:
•It is non negative
•Not symmetrical
•Skewed to the right
•Its shape depends on its degrees of freedom
•K =n-1

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
1. Chi – square distribution

Application in quality control:

To use sample standard deviation to prove that the
sample is belong to a specific population of known
standard deviation.

In other words, the process variation has not changed

significantly

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Probability functions
1. Chi – square distribution

The variable x2 follows chi square distribution

k = n-1

© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 Q&A

Sec 2- 37
© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.