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Weibull Distribution (statistics)

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Michelle

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May 10, 2011, 2:04:04 PM5/10/11
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I am getting werid answers from Matlab for two problems that are in the textbook (Probability and Statitics fo Engineers, Miller and Freund's)

Problem 1. Suppose that the lifetime of a certain kind of an emergency backup battery (in hours) is a random variable X having a Weibull distribution with alpha=0.1 and beta=0.5. Find (1) The probability that such a battery will last more than 300 hours. (2) The mean lifetime of these batteries.

Correct answers
(1) 0.177
(2) 200 hours

Problem 2: Suppose that the service life (in hours) of a semiconductor is a random variable having the Weibull distribution with alpha=0.025 and beta=0.5. What is the probability that such a semiconductor will still be in operating condition after 4000 hours?

Correct answer: 0.2057

I used wblpdf and wblcdf but my answers are way off. Please help. Thanks.

Tom Lane

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May 10, 2011, 3:25:37 PM5/10/11
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> I am getting werid answers from Matlab for two problems that are in the
> textbook (Probability and Statitics fo Engineers, Miller and Freund's)
...

> I used wblpdf and wblcdf but my answers are way off. Please help.
> Thanks.

Different authors use equivalent but different definitions for the Weibull
distribution. For example, the cdf might be defined as

1 - exp(-A*x^B) or 1 - exp(-(x/A)^B)

You just have to compare the book's definition with the one MATLAB uses.
Here's a hint:

>> 1-wblcdf(300,(1/.1)^(1/.5),.5)
ans =
0.1769

-- Tom

Nasser M. Abbasi

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May 10, 2011, 3:55:20 PM5/10/11
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On 5/10/2011 11:04 AM, Michelle wrote:
> I am getting werid answers from Matlab for two problems that are in the
> textbook (Probability and Statitics fo Engineers, Miller and Freund's)
>
> Problem 1. Suppose that the lifetime of a certain kind of an emergency
> backup battery (in hours) is a random variable X having a Weibull distribution
> with alpha=0.1 and beta=0.5. Find (1) The probability that such a battery
> will last more than 300 hours.

fyi, This is what Mathematica shows, assuming I did not mess something up:

--------------------
alpha = 0.1;
beta = 0.5;
Probability[x>300,x ~ WeibullDistribution[alpha,beta]]
----------------------
Out[99]= 0.1501833070963304


(2) The mean lifetime of these batteries.
>
> Correct answers
> (1) 0.177
> (2) 200 hours
>
> Problem 2: Suppose that the service life (in hours) of a semiconductor is a
>random variable having the Weibull distribution with alpha=0.025 and beta=0.5.
> What is the probability that such a semiconductor will still be in operating
> condition after 4000 hours?
>
> Correct answer: 0.2057
>
> I used wblpdf and wblcdf but my answers are way off. Please help. Thanks.

-----------------------------
alpha = 0.025;
beta = 0.5;
Probability[x>4000, x ~ WeibullDistribution[alpha,beta]]
------------------------------
Out[130]= 0.28595468135239815

I guess there is sligthly different definitions for this pdf. Mathematica
defines it as

"The probability density for value x in a Weibull distribution is
proportional to x^(Alpha-1) Exp[ -(x/Beta)^Alpha ] for x>0, and is zero for x<0"

hth,

--Nasser


Michelle

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May 11, 2011, 6:50:21 AM5/11/11
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"Nasser M. Abbasi" <n...@12000.org> wrote in message <iqc578$fq0$1...@speranza.aioe.org>...
Thank you Tom and Nasser.

Michelle

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May 11, 2011, 9:30:22 AM5/11/11
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"Tom Lane" <tl...@mathworks.nospam.com> wrote in message <iqc3fu$hpv$1...@newscl01ah.mathworks.com>...
--------------------------------------------------------------
Why are we using an expression (1/.1)^(1/.5) inside wblcdf. According to the documentation, P = wblcdf(X,A,B). A is alpha and B is beta. Can you please clarify? I have never used this function before. Thanks.

Tom Lane

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May 11, 2011, 1:17:46 PM5/11/11
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>> 1 - exp(-A*x^B) or 1 - exp(-(x/A)^B)
...

> Why are we using an expression (1/.1)^(1/.5) inside wblcdf. According to
> the documentation, P = wblcdf(X,A,B). A is alpha and B is beta. Can you
> please clarify? I have never used this function before. Thanks.

Okay, it's just that the wblcdf parameters, which are also called A and B,
are not the same A and B as in your book apparently. Using less ambiguous
notation:

1 - exp(-A*x^B) or 1 - exp(-(x/C)^B)

just substitute C = (1/A)^(1/B) into the expression on the right.

-- Tom

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