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Original Title: 1-2b Introduction to Probability Theory

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components

Brief Introduction to Probability

Theory

Basic Definitions -1

action that may result in a number of

outcomes.

Outcome (O): An outcome is defined as

any possible result of an experiment

Sample space (S) is the set of all

possible outcomes of an experiment.

Event: is a collection of outcomes

Basic Definitions -2

Union of two events A and B (A B) is the set of

outcomes that belong to A or B or both.

Intersection of two events A and B is the set of

outcomes that belong to both A and B.

Complement of an event A contains all

outcomes of the sample space, S, that do not

belong to A.

Null event is an empty set and it has no

outcomes.

Probability is a numerical measure of the

likelihood of an event relative to a set of

alternative events.

Experiment Example

the rolling of a six-sided die. The

numbers on each side of the die are the

possible outcomes. Accordingly, the

sample space is S = {1, 2, 3, 4, 5, 6}.

= {3, 4, 6}) and let B be the event of

rolling a 2, 3 or 5 (B = {2, 3, 5,}).

Probability Properties, Theorems

and Axioms

Mutually Exclusive Events

Conditional Probability

Independent Events

Statistical Background Example 1

Statistical Background Example 2

Random Variables

Designations

continuous random variable X we

denote:

The probability density (distribution)

function, pdf, as f(x).

The cumulative distribution function, cdf,

as F(x).

PROBABILITY DENSITY

the probability density function, pdf, of X

is a function, f(x), such that for two

numbers, a and b with a b:

Example of a pdf

Relationship between pdf and cdf

Total area under a pdf

Reliability as area under pdf

Life-Stress Relationships

Single pdf

pdf and life-stress relationship

Reliability and life-stress

relationship

Formulation

A life distribution and a life-stress relationship

The Failure Rate Function

useful in characterizing the failure behavior of a product, determining

maintenance crew allocation, planning for spares provisioning, etc. Failure

rate is denoted as failures per unit time.

Mean Life (MTTF)

failure and is denoted as the MTTF

(Mean Time To Failure).

Sometimes reference to this metric as

the MTBF, Mean Time Between Failures.

The two metrics are identical if the failure

rate of the component or system is

constant.

Median Life

variable that has exactly one-half of the

area under the pdf to its left and one-half

to its right. It represents the centroid of

the distribution.

Modal Life

that value of t that corresponds to the

maximum probability density (the value

at which the pdf has its maximum value,

or the peak of the curve).

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