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Suppose that when a transistor of a certain type is subjected to an accelerated life test, the lifetime \(X\) (in weeks) has a gamma distribution with mean 24 weeks and standard deviation 12 weeks. a. What is the probability that a transistor will last between 12 and 24 weeks? b. What is the probability that a transistor will last at most 24 weeks? Is the median of the lifetime distribution less than 24 ? Why or why not? c. What is the 99 th percentile of the lifetime distribution? d. Suppose the test will actually be terminated after \(t\) weeks. What value of \(t\) is such that only \(.5 \%\) of all transistors would still be operating at termination?

Short Answer

Expert verified
a. 0.4864; b. 0.5667, median < 24; c. 48.92 weeks; d. 57.38 weeks.

Step by step solution

01

Understand the Gamma Distribution

The gamma distribution is defined by its shape parameter \(k\) and scale parameter \(\theta\). For our problem, the mean \(\mu = 24\) and standard deviation \(\sigma = 12\). These can be expressed in terms of \(k\) and \(\theta\) as \(\mu = k\theta\) and \(\sigma = \sqrt{k}\theta\).
02

Solve for Parameters k and θ

Using the gamma distribution formulas \(\mu = k\theta = 24\) and \(\sigma^2 = k\theta^2 = 144\), we get two equations: \(k\theta = 24\) and \(k\theta^2 = 144\). Solving these equations gives \(k = 4\) and \(\theta = 6\).
03

Calculate Probability for Part (a)

To find the probability that the transistor lasts between 12 and 24 weeks, calculate \(P(12 < X < 24)\). Use the cumulative distribution function (CDF) of the gamma distribution for this. \(P(12 < X < 24) = F(24) - F(12)\), where \(F(x)\) is the CDF.
04

Calculate CDF Values for Part (a)

Compute \(F(24)\) and \(F(12)\) using the gamma distribution CDF with parameters \(k = 4\) and \(\theta = 6\). This involves integration, typically done with software or tables, resulting in \(F(24) \approx 0.5667\) and \(F(12) \approx 0.0803\).
05

Compute Probability for Part (a)

The probability for part (a) is \(P(12 < X < 24) = F(24) - F(12) = 0.5667 - 0.0803 = 0.4864\).
06

Calculate Probability for Part (b)

For the probability that a transistor lasts at most 24 weeks, we use \(F(24)\). From Step 4, \(F(24) \approx 0.5667\).
07

Analyze Median in Part (b)

The median of a distribution is the value \(m\) such that \(P(X < m) = 0.5\). Because \(F(24) \approx 0.5667 > 0.5\), the median is less than 24 weeks.
08

Calculate 99th Percentile for Part (c)

The 99th percentile \(x_{0.99}\) is the value such that \(P(X < x_{0.99}) = 0.99\). Use the gamma distribution CDF or tables to find \(x_{0.99} \approx 48.92\) weeks.
09

Calculate 0.5% Lifetime Threshold for Part (d)

We need \(t\) such that \(P(X > t) = 0.005\), which is equivalent to \(P(X < t) = 0.995\). Use the CDF to solve: \(t \approx 57.38\) weeks.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Probability Calculations
Probability calculations in the context of the gamma distribution often involve determining the likelihood that an outcome falls within a specific range. The probability that the lifetime of a transistor is between 12 and 24 weeks can be calculated using the cumulative distribution function (CDF) of the gamma distribution.To find this probability, compute the difference between the CDF values at these points. For example, if we have a gamma distribution with parameters determined from mean and standard deviation as discussed, the calculated probability for a lifetime between 12 and 24 weeks is given by \[ P(12 < X < 24) = F(24) - F(12) \].Where \( F(x) \) represents the CDF at \( x \). This formula tells us how much probability is distributed between these two points, essentially quantifying the expected lifespan of the transistors. Assume we have computed \( F(24) \approx 0.5667 \) and \( F(12) \approx 0.0803 \), resulting in a probability of approximately 0.4864.
Cumulative Distribution Function (CDF)
The cumulative distribution function (CDF) is a fundamental tool used in probability and statistics to express the probability that a random variable is less than or equal to a certain value. In the context of the gamma distribution, the CDF helps to understand the distribution of a transistor's lifetime.With gamma-distributed variables, the CDF \( F(x) \) for a value \( x \) represents the cumulative probability that a transistor lasts up to \( x \) weeks.
  • For example, the probability a transistor lasts at most 24 weeks can be found by calculating \( F(24) \), which is approximately 0.5667 in this scenario.
  • This indicates about 56.67% of transistors are expected to fail before reaching 24 weeks.
By understanding CDF values, students can visualize how much of the probability distribution lies below a certain threshold, aiding in decision-making processes around expected product lifetime.
Percentile Calculation
Percentile calculation is an important concept in statistics, especially when examining the output of a gamma distribution. The \(p\)-th percentile is the value below which \(p\)% of the data lies. In practical terms, if you want to know the lifetime below which 99% of all transistors fall, you need to calculate the 99th percentile, denoted as \(x_{0.99}\).To find the 99th percentile for the gamma distribution, we use the CDF to determine \(x_{0.99}\) such that \(P(X < x_{0.99}) = 0.99\). This is equivalent to finding an \(x\) where the cumulative probability reaches 0.99. For our transistor example, this value is approximately 48.92 weeks, suggesting that 99% of transistors will fail by this time.Percentiles are incredibly useful in identifying thresholds and limits that are meaningful for planning and analysis. They help industries set warranty limits and anticipate product performance over time.

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