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POISSON

DISTRIBUTION
Reporter: Dinah Fe T. Olitan
Poisson Distribution
- is a discrete probability distribution that
applies to the occurrences of some event
over a specified interval. The interval can be
time, distance, area, volume, or some
similar unit.
𝜇 𝑥 𝑒 −𝜇
𝑃 𝑥 =
𝑥!
Where:
x – the no. of occurrences of the event in an interval.
𝜇 − the mean no. of 𝑜ccurences over the interval
e – 2.71828
REQUIREMENTS
1. The random variable x is the no. of
occurrences of an event over some interval.
2. The occurrences must be random.
3. The occurrences must be independent of
each other.
4. The occurrences must be uniformly
distributed over the interval being used.
PARAMETERS
The mean is μ.
The standard deviation is σ = 𝜇

Binomial Dist. vs. Poisson Dist.


Affected by n & p Affected by μ
x= 0 to n x = 0 to ∞
Example 1
For a recent 100yrs, there were 530 Atlantic
Hurricanes. Assuming the Poisson
Distribution as a suitable model, find
a. The mean no. of hurricanes per year (μ)
b. The probability of having exactly 2 hurricanes
in a randomly selected year.
530 ℎ𝑢𝑟𝑟𝑖𝑐𝑎𝑛𝑒𝑠
𝜇= = 5.3hurricanes/year
100𝑦𝑟𝑠

𝜇𝑥 𝑒 −𝜇 (5.3ℎ𝑢𝑟𝑟𝑖𝑐𝑎𝑛𝑒𝑠/𝑦𝑟)2 (𝑒 −5.3 )
𝑃 2 = =
𝑥! 2!
= 0.0701 𝑜𝑟 7.01%
Example 2
A particular river has an average of 3 E. coli
bacteria per 5ml of water. What is the
probability that exactly 20 bacteria are found
in a 50ml sample?

3 𝑏𝑎𝑐𝑡𝑒𝑟𝑖𝑎
𝜇= (50ml) = 30 bacteria
5𝑚𝑙

𝜇 𝑥 𝑒 −𝜇 (30𝑏𝑎𝑐𝑡𝑒𝑟𝑖𝑎)20 (𝑒 −30 )
𝑃 20 = = = 0.013 𝑜𝑟 1.3%
𝑥! 20!
WEIBULL
DISTRIBUTION
Reporter: Dinah Fe T. Olitan
Weibull Distribution
• The world's most popular statistical model
for life data. It is also used in many other
applications, such as weather forecasting
and fitting data of all kinds.
• Immensely popular in reliability, because it
includes distributions of decreasing,
constant, and increasing failure rates. The
main advantage of Weibull analysis is that its
able to detect accurate failure rates with
extremely small samples.
Waloddi Weibull

He invented the Weibull


distribution in 1937. He
delivered a paper in 1951 in
the United States on the
distribution and included 7
examples on its use. These
examples ranged from
strength of steel to height of
adult males in the British Isles.
Waloddi Weibull
1887- 1979
Uses
• Maintenance Planning And Cost Effective
Strategies
• Failure Forecasting and Prediction
• Evaluating Corrective Action Plans
• Engineering Change Substantiation
• Spare Parts Forecasting
• Warranty Analysis and Support Cost
Predictions
• Recommendations to management in
response to service problems
Weibull Distribution

It has the ability to fit different distributions


–  = 1.0: identical to the exponential distribution
–  = 2.0: identical to the Rayleigh distribution
–  = 2.5: approximates the lognormal distribution
–  = 3.6: approximates the normal distribution
–  = 5.0: approximates the peaked normal
distribution
Cumulative T   t - X  
Distribution F(t)   f(t) dt  1 - Exp  0
 
Function X0    - X 0  
WEIBULL PROBABILITY PLOT
WEIBULL PROBABILITY PLOT
Weibull Parameters
1. Characteristic Life ( = eta)
•  is the life for 63.2% of the population (in terms
of number of hours, cycles, mileage or strength,
etc.)

•  is the pivot point for the distribution and


remains so for any value or change in 
• It is analogous to the mean in a Normal
Distribution
Weibull Parameters
2. Shape Parameter ( = Beta)
 describes the shape of the distribution and in turn
indicates the type of problems inherent in the
population.
•  < 1 means there is a decreasing failure rate
(declining DRF vs operating hours)
•  = 1 means there is a constant failure rate
(constant DRF vs operating hours)
•  > 1 means there is an increasing failure
rate
(increasing DRF vs operating hours)
Weibull Parameters
3. Location Parameter t0

• t0 is used only when the life of a product


starts at some designated number of hours
of operation such as with fatigue related
data.
• It is not used when the starting point is
zero and greatly simplifies the use of
Weibull distribution.
Bathtub Curve
<1 =1  >1
Decreasing Constant Increasing
Failure Rate Failure Rate Failure Rate

Useful Life
 Slope Examples
Leaks, loose bolts, quality & assembly  < 1.0
problems, inadequate burn-in Infant
Mortality

Chance failures (human & maintenance


 ~ 1.0
errors, foreign object damage, multi-part Random
system or multiple failure modes)

Design flaws, fatigue, pitting, spalling,  ~ 1-4


corrosion, erosion, wear, excessive cycles Wear out

Material brittle/worn out, severe


pitting/corrosion, design obsolescence, 4
Old age
numerous critical parts failing
Classic Mature Weibull Plot

Wearout ( Slope > 1)


Three failure modes
potentially evident on
this part… Useful Life ( Slope = 1)

Infant Mortality
( Slope < 1)
Equations that Define
Failure Data
Probability Density 𝛽 𝑡 − 𝑡𝑜 𝛽−1 −(𝑡−𝑡

𝑜 )𝛽
𝑓 𝑡 = [ ( )] 𝑒
/Reliability Function:  
Commulative Density 𝑡−𝑡𝑜 𝛽
Function: 𝐹 𝑡 =1−𝑒
−(
 )

Failure Rate or 𝛽 𝑡 − 𝑡𝑜 𝛽−1


ℎ 𝑡 = ( )
Hazard Function  

Cumulative Hazard 𝑡 − 𝑡𝑜 𝛽
ℎ 𝑡 =( )
Function 
3 Ways to View a Statistical Distribution

1. Probability Density Function (PDF)


Total Area
under PDF curve
0.09
equals 1.0
Probability Density Function

0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0
0 20 40 60
X value
𝛽 𝑡 − 𝑡𝑜 𝛽−1 −(𝑡−𝑡𝑜 )𝛽
𝑓 𝑡 =[ ( )] 𝑒 
 
Example
3 Ways to View a Statistical Distribution

2. Cumulative Distribution Function (CDF)

120%
Cumulative Distribution Funtion

100%

80% CDF is the


60% Integral of the
PDF
40%

20%

0%
0 20 40 60
X value

𝑡−𝑡𝑜 𝛽
𝐹 𝑡 =1−𝑒
−(
)
3 Ways to View a Statistical Distribution
3. Failure Rate (or Hazard Function)
0.9
Failure Rate is the
0.8
PDF/(1-CDF)
0.7
0.6
Failure Rate

0.5
0.4
0.3 PDF, CDF, &
0.2
Hazard Function
are 3 ways to
0.1
view the same
0
thing
0 20 40 60
X value

𝛽 𝑡 − 𝑡𝑜 𝛽−1
ℎ 𝑡 =[ ( )]
 

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