Continuous probability distributions

Weibull distribution
Gamma distribution

Weibull distribution
The Weibull distribution have become extremely popular with
engineers for describing the strength properties of materials
and the life length of devices .
if x 0
0
F x
x /
1 e
if x 0
Cumulative probability function
For >0 and >0. The parameter controls the shape of the
distribution and the parameter
controls
the scale.
if x 0
0

f x 1 x /
if x 0
Probability density function x e

Expected

1
E X 1

value

x t x 1e t dt

Where
calculus.

Useful results:

2
1
2

V X 1 1


Variance

is the gamma function of advanced

1 / 2
1
n n 1!

Weibull distribution
=0.5

=1

=4

The
Weibull
distribution
generalize
the
exponential
distribution and provide much
more flexibility in terms of
distributional shape () and
scale ()
Note that =1 gives the special
case
of
the
exponential
distributions
For small , the distributions are
right skewed, but for larger
(>=3.6),
the
distribution
becomes left skewed 1
Q 0.5 * 0.69315

It is possible to show that the

median
for
the
Weibull

Weibull distribution
EXAMPLE
A research was conducted on the operations at an auto repair
establishment. Data was collected on the time the mechanics
take in diagnosing the repairs that will be recommended to
the car owners (discovery time):
4
3
6
5
5

5
6
6
8
9

8
8
14
10
13

10
17
15
19
15

16
19
15
20
29

25
27
29
32
36

a) Fit a Weibull distribution to the data

b) What is the probability of a discovery time of less than 10
minutes
c) Compute the expected value of the data

Weibull distribution
EXAMPLE
The yield strengths of certain steel beams have a Weibull
distribution with =2 and = =3600 (measurements in
thousand pounds per square inch). Two such randomly
selected beams are used in a construction project that calls for
yield strengths in excess of 70000 psi. Find the probability that
both beams meet the specification for the project.

Gamma distribution
The gamma distribution is also useful to model datasets
with skewed histograms.
0

Probability density function

f x r x r 1e x

if
if

x0
x0

For >0 and r >0. The parameter r controls the shape of

the distribution and the parameter controls the scale.
Expected valueE X r

Variance
r

VX

Note: MINITAB defines the scale parameter as 1/

Gamma distribution
EXAMPLE
A research was conducted on the operations at an auto repair
establishment. Data was collected on the time the mechanics
take in diagnosing the repairs that will be recommended to
the car owners (discovery time):
4
3
6
5
5

5
6
6
8
9

8
8
14
10
13

10
17
15
19
15

16
19
15
20
29

25
27
29
32
36

a) Fit a Gamma distribution to the data

b) What is the probability of a discovery time of less than 10
minutes
c) Compute the expected value and the variance of the data

Gamma distribution
Recall that the parameter r
controls the shape of the
distribution and the parameter
controls the scale.
When
r=1,
the
gamma
distribution
turns
into
the
exponential distribution
If the situation to be modeled is
a Poisson process, the scale
parameter represents the rate
r r 1 x

x e
of
the
Poisson
If r is a positive integer the gamma
is
f x pdf process
r
called the Erlang distribution
If the situation to be modeled is a Poisson process, the
Erlang random variable equals the time until the rth event.
If r=1, then the variable equals the time until the first event
(exponential random variable)

Gamma distribution
EXAMPLE
Consider the process of preparing micro-array slides for
high throughput genomics. The number of slides can be
modeled as a Poisson process with a mean of two hours per
slide.
a) What is the probability that 2 slides require more than
25 hours to prepare? Check your results with MINITAB
b) What is the probability that 10 slides require more than
25 hours to prepare? Check your results with MINITAB
c) The 10 slides will be completed by what length of time
with probability equal to 0.95?