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问题及解答

[Exer12-3] Exercise 57 of Book {Devore2017B} P.177

Posted by haifeng on 2020-05-08 09:05:52 last update 2020-05-08 09:05:52 | Edit | Answers (1)

Suppose that when a transistor(晶体管) 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?
     

 

1

Posted by haifeng on 2020-05-11 10:55:16

By the proposition of the mean and variance of a random variable $X$ having gamma distribution $f(x;\alpha,\beta)$,

\[
E(X)=\mu=\alpha\beta,\qquad V(X)=\sigma^2=\alpha\beta^2
\]

Hence, from the given condition,  $\mu=24$ and $\sigma=12$. Then, we have

\begin{eqnarray}
\alpha\beta&=&\mu=24,\\
\alpha\beta^2&=&\sigma^2=12^2
\end{eqnarray}

It is easy to get the solution $\alpha=4$ and $\beta=6$.


(a)

The probability that a transistor will last between $12$ and $24$ weeks is

\[
\begin{split}
P(12\leqslant X\leqslant 24)&=F(24;\alpha,\beta)-F(12;\alpha,\beta)\\
&=F(\frac{24}{\beta};\alpha)-F(\frac{12}{\beta};\alpha)\\
&=F(\frac{24}{6};4)-F(\frac{12}{6};4)\\
&=F(4;4)-F(2;4)\\
&=.567-.143\\
&=.424
\end{split}
\]


(b)

The probability that a transistor will last at most $24$ weeks is

\[
P(X\leqslant 24)=F(24;\alpha,\beta)=F(\frac{24}{\beta};\alpha)=F(\frac{24}{6};4)=F(4;4)=.567
\]

Let $m$ be the median of the lifetime distribution, then it satisfies

\[
P(X\leqslant m)=0.5.
\]

Since $P(X\leqslant 24)=.567>.5$, we get $m < 24$. 

So, the answer of the question is yes.
 


(c)

Let $P(X\leqslant x)=0.99$, then

\[
0.99=P(X\leqslant x)=F(x;\alpha,\beta)=F(\frac{x}{\beta};\alpha)=F(\frac{x}{6};4)
\]

By Table A.4, we have $F(10;4)=0.99$, then $\frac{x}{6}=10$, it infers that $x=60$.

Therefore, the 99th percentile of the lifetime distribution is $60$.


(d)

By condition, $P(X\geqslant t)=.5\%$, then

\[
\begin{split}
&1-P(X < t)=0.005\\
\Rightarrow&1-P(X\leqslant t)=0.005\\
\Rightarrow&P(X\leqslant t)=0.995\\
\Rightarrow&F(t;\alpha,\beta)=0.995\\
\Rightarrow&F(\frac{t}{\beta};\alpha)=0.995\\
\Rightarrow&F(\frac{t}{6};4)=0.995
\end{split}
\]

Since $F(11;4)=0.995$ by Table A.4, we get $\frac{t}{6}=11$. Therefore $t=66$.