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The authors of the article "A Probabilistic Insulation Life Model for Combined Thermal-Electrical Stresses" (IEEE Trans. on Elect. Insulation, \({\rm{1985: 519 - 522}}\)) state that "the Weibull distribution is widely used in statistical problems relating to aging of solid insulating materials subjected to aging and stress." They propose the use of the distribution as a model for time (in hours) to failure of solid insulating specimens subjected to \({\rm{AC}}\) voltage. The values of the parameters depend on the voltage and temperature; suppose \({\rm{\alpha = 2}}{\rm{.5}}\) and \({\rm{\beta = 200}}\) (values suggested by data in the article).

a. What is the probability that a specimen's lifetime is at most \({\rm{250}}\)? Less than\({\rm{250}}\)? More than\({\rm{300}}\)?

b. What is the probability that a specimen's lifetime is between \({\rm{100}}\) and \({\rm{250}}\)?

c. What value is such that exactly \({\rm{50\% }}\) of all specimens have lifetimes exceeding that value?

Short Answer

Expert verified

(a) The probabilities are\({\rm{0}}{\rm{.8257, 0}}{\rm{.8257, 0}}{\rm{.0636}}\).

(b) The probability is \({\rm{0}}{\rm{.6637}}\).

(c) The value is \({\rm{172}}{\rm{.727}}\).

Step by step solution

01

Definition

Probability simply refers to the likelihood of something occurring. We may talk about the probabilities of particular outcomes—how likely they are—when we're unclear about the result of an event. Statistics is the study of occurrences guided by probability.

02

Given in question

Let the time (in hours) to failure of solid insulating specimens subjected to \({\rm{AC}}\) voltage be denoted by \({\rm{X}}\). Then it is given that \({\rm{X}}\) has a Weibull distribution with following parameters:

\(\begin{array}{l}{\rm{\alpha = 2}}{\rm{.5}}\\{\rm{\beta = 200}}\end{array}\)

03

Calculating the probability

(a)

The cdf of given Weibull rv having parameters \({\rm{a = 2}}\) and \({\rm{b = 3}}\) is:

\({\text{F(x;a,b) = }}\left\{ {\begin{array}{*{20}{l}}{\text{0}}&{{\text{x < 0}}} \\ {{\text{1 - }}{{\text{e}}^{{\text{ - (x/200}}{{\text{)}}^{{\text{25}}}}}}}&{{\text{x0}}}\end{array}} \right.\)

The probability that a specimen's lifetime is at most \({\rm{250}}\) can be denoted by\({\rm{P(X£250)}}\). Then using the cdf, we can write this probability as:

\(\begin{aligned}P(X£ 250) &= F(250)\\ &= 1 - {{\rm{e}}^{{\rm{ - (250/200}}{{\rm{)}}^{{\rm{2}}{\rm{.5}}}}}}\\ &= 1 - {{\rm{e}}^{{\rm{ - 1}}{\rm{.747}}}} P(X£250)\\ &= 0{\rm{.8257}}\end{aligned}\)

The probability that a specimen's lifetime is less than \({\rm{250}}\) can be denoted by\({\rm{P(X < 250)}}\). Since Weibull distribution and continuous, hence probability of the rv being an exact value is zero. Hence

\({\rm{P(X < 250) = P(X£250) = 0}}{\rm{.8257}}\)

The probability that a specimen's lifetime is more than \({\rm{300}}\) is denoted by\({\rm{P(X > 300)}}\). Then using the cdf, we can write this probability as:

\(\begin{aligned}P(X > 300) &= 1 - F(300) \\ &= 1 - \left( {{\rm{1 - }}{{\rm{e}}^{{\rm{ - (300/200}}{{\rm{)}}^{{\rm{2}}{\rm{.5}}}}}}} \right)\\ &= {{\rm{e}}^{{\rm{ - 2}}{\rm{.756}}}}{\rm{P(X > 300)}}\\ &= 0 {\rm{.0636}}\end{aligned}\)

Proposition: Let \({\rm{X}}\) be a continuous rv with pdf \({\rm{f(x)}}\) and cdf\({\rm{F(x)}}\). Then for any number a,

\({\rm{P(X£ a) = F(a)}}\)

04

Calculating the probability

(b)

The probability that a specimen's lifetime is between \({\rm{100}}\) and \({\rm{250}}\) is denoted as\({\rm{P(100£ X£ 250)}}\). Using the cdf, we can write \({\rm{P(100£ X£ 250)}}\) as:

\(\begin{aligned}P(100£X£250) &= F(250) - F(100) \\ &= 0{\text{.8257 - }}\left[ {{\text{1 - }}{{\text{e}}^{{\text{ - (100/200}}{{\text{)}}^{{\text{25}}}}}}} \right] \\&= 0{\text{.8257 - }}\left[ {{\text{1 - }}{{\text{e}}^{{\text{ - 0}}{\text{.1768}}}}} \right] \\ & = 0{\text{.8257 - 0}}{\text{.1620}} \\P(100£X£250) &= 0{\text{.6637}} \\ \end{aligned} \)

Proposition: Let \({\rm{X}}\) be a continuous rv with pdf \({\rm{f(x)}}\) and cdf\({\rm{F(x)}}\). Then for any two numbers a and \({\rm{b}}\) with\({\rm{a < b}}\),

\({\rm{P(a£ X£ b) = F(b) - F(a)}}\)

05

Calculating the value

(c)

Let \({\rm{x}}\) be the value such that exactly \({\rm{50\% }}\) of all specimens have lifetimes exceeding that value. Hence, we can write

\(\begin{aligned}P(X£x) &= 0{\rm{.51 - }}{{\rm{e}}^{{\rm{ - (x/200}}{{\rm{)}}^{{\rm{2}}{\rm{.5}}}}}}\\&= 0{\rm{.5}}{{\rm{e}}^{{\rm{ - (x/200}}{{\rm{)}}^{{\rm{2}}{\rm{.5}}}}}}\\&= 0 {\rm{.5}}{\left( {\frac{{\rm{x}}}{{{\rm{200}}}}} \right)^{{\rm{2}}{\rm{.5}}}}\\ &= - ln(0{\rm{.5)x}}\\&= 200 \times ( - ln(0{\rm{.5)}}{{\rm{)}}^{{\rm{1/2}}{\rm{.5}}}}{\rm{x}}\\&= 172{\rm{.727}}\end{aligned}\)

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