2013년 5월 21일 화요일

Example of using EXCEL to perform statistical analysis from homework 1


1.      Given Information
-          They are independent to each other
-          0.05% defect rate at receiving inspection
-          0.01% defect rate at other inspection points
-          We take 50 samples at receiving inspection and accept/reject rate is 0/1
-          We take 10 samples at any other inspection points and accept/reject rate is 0/1
-          Find probability that purchased material will make it through process with no reject
-          Using Binomdist function from Excel, ex. =BINOMDIST(D3,B3,C3,TRUE), we get
Inspection Points
Sample Size
Defect Rate
Allowed Failure
Probability of passing
Receiving Inspection
50
0.0005
0
0.97530
Inspection 1
10
0.001
0
0.99004
Inspection 2
10
0.001
0
0.99004
Inspection 3
10
0.001
0
0.99004
Inspection 4
10
0.001
0
0.99004
Inspection 5
10
0.001
0
0.99004
Inspection 6
10
0.001
0
0.99004
Inspection 7
10
0.001
0
0.99004
Inspection 8
10
0.001
0
0.99004
Inspection 9
10
0.001
0
0.99004
Inspection 10
10
0.001
0
0.99004
Inspection 11
10
0.001
0
0.99004
Inspection 12
10
0.001
0
0.99004
Inspection 13
10
0.001
0
0.99004
0.85635
This table implies that even though the reliability at individual inspection point is relatively high, when we combine all of the reliability of the system, it reduces our system reliability significantly. For our numbers, we have over 99% probability of passing  inspection at  13 inspection points and 97.5% at the receiving inspection point, but when we cumulative its probability by multiplying it, it declines significantly.
1.      Chapter 2 problem 1
-          In the test firing of a missile, there are some events that are known to cause the missile to fail to reach its target. These events are listed below; together with their approximate probabilities of occurrence during a flight:
Cloud Reflection=0.0001
Precipitation=0.005
Target Evasion=0.002
Electronic countermeasures=0.04
The probabilities of failure if these events occur are:
P(F/Cloud Refelction)=0.3;P(F/Precipitation)=0.01,P(F/Target Evasion)=0.005,P(F/Electronic Countermeasures)=0.0002.
Use Bayes’ theorem to calculate the probability of each of these events being the cause in the event of a missile failing to reach its target.
Using Bayes’ theorem, P(A|X) = [P(A)P(X|A)]/[P(A)P(X|A) + P(B)P(X|B) + P(C)P(X|C)],
We get this result
Probability of Failing
Probability of Happening
Probability of it causing failure
Cloud Reflection
0.3
0.0001
0.047021944
Precipitation
0.1
0.005
0.78369906
Target Evasion
0.05
0.002
0.156739812
Electronic Countermeasures
0.0002
0.04
0.012539185
1

2.       Chapter 2 Problem 2
For a device with a failure probability of 0.02 when subjected to a specific test environment, use the binomial distribution to calculate the probabilities that a test sample of 25 devices will contain (a)no failure; (b)one failure; (c)more than one failure. Compute the same problem with probability of 0.2 instead.
-          Using Excel to compute the calculation.
Sample Size
Failure Rate
Allowed Failure
Probability of Passing
25
0.02
0
0.60346473
25
0.02
1
0.911354898
25
0.02
2
0.986756572
25
0.02
3
0.998554113
25
0.02
4
0.999878326
25
0.02
5
0.999991831
Sample Size
Failure Rate
Allowed Failure
Probability of Passing
25
0.2
0
0.003777893
25
0.2
1
0.027389726
25
0.2
2
0.098225223
25
0.2
3
0.233993259
25
0.2
4
0.420674309
25
0.2
5
0.616689412
As we increase our failure rate to 20% from 2%, the probability of passing decreases dramatically.
Probability of getting 1 defect is just probability of 1 defect – probability of 0 defect or we could just simply have false statement on the excel command which gives us a mass function of the distribution. We get the probability of 30.79% for getting 1 defect with 2% defect rate. We get2.36% for getting 1 defect with 20% defect rate.
For defects more than 1, we simply subtract probability of getting  1 defect from 1. We get 8.86% for 2% defect rate and 97% for 20% defect rate.
3.       Chapter 2 Question 4
Repeat the question 2,3 with Poission Distribution.
-          In order to do the computation with Poission distribution, we need the mean. We simply calculate the mean by multiplying its defect rate with the sample number.
Doing the computation with excel, we get these results.
Sample Size
Failure Rate
Mean
Probability of Passing
25
0.02
0.5
0.60653066
25
0.02
0.5
0.90979599
25
0.02
0.5
0.985612322
25
0.02
0.5
0.998248377
25
0.02
0.5
0.999827884
25
0.02
0.5
0.999985835
Sample Size
Failure Rate
Allowed Failure
Probability of Passing
25
0.2
5
0.006737947
25
0.2
5
0.040427682
25
0.2
5
0.124652019
25
0.2
5
0.265025915
25
0.2
5
0.440493285
25
0.2
5
0.615960655

In comparison with results from binomial distribution function with the poisson distribution, we see that the result probability is relatively the same that we can use either of method to compute the interested probability depends on the situation. 

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