Some Continuous Univariate Probability Distributions
Several continuous PDFs are used frequently in reliability analysis. They include normal, lognormal, gamma, Weibull, and exponential distributions. Other distributions, such as beta and extremal distributions, also are used sometimes.
The relations among the various continuous distributions considered in this chapter and others are shown in Fig. 2.15.
1.6.1 Normal (Gaussian) distribution
The normal distribution is a well-known probability distribution involving two parameters: the mean and variance. A normal random variable having the mean /гх and variance a2 is denoted herein as X ~ N (tx, ax) with the PDF
fN (x | tx, ax2) = —І— exp ■sj2n ax
The relationship between tx and ax and the L-moments are tx = Л1 and
ax = рЯ^2.
The normal distribution is bell-shaped and symmetric with...
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