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Reliability Theory

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Understanding Markov Chains

Part of the book series: Springer Undergraduate Mathematics Series ((SUMS))

Abstract

This chapter consists in a short review of survival probabilities based on failure rate and reliability functions, in connection with Poisson processes having a time-dependent intensity.

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Correspondence to Nicolas Privault .

Exercise

Exercise

Exercise 12.1

Assume that the random time \(\tau \) has the Weibull distribution with probability density

$$ f_\beta (x) = \beta \mathbbm {1}_{[0,\infty )} x^{\beta -1} \mathrm {e}^{-t^\beta }, \qquad x\in {\mathord {\mathbb R}}, $$

where \(\beta > 0\) is a called the shape parameter.

  1. (a)

    Compute the distribution function \(F_\beta \) of the Weibull distribution.

  2. (b)

    Compute the reliability function \(R(t) = \mathbb {P}( \tau > t )\).

  3. (c)

    Compute the failure rate function \(\lambda (t)\).

  4. (d)

    Compute the mean time to failure.

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Cite this chapter

Privault, N. (2018). Reliability Theory. In: Understanding Markov Chains. Springer Undergraduate Mathematics Series. Springer, Singapore. https://doi.org/10.1007/978-981-13-0659-4_12

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