From 925d55089021f28a5456506a686a5553133cad55 Mon Sep 17 00:00:00 2001 From: Robin Clark Date: Sun, 9 Jan 2011 00:44:16 +0000 Subject: [PATCH] check they are right way round in survey, its very late --- survey/survey.tex | 62 +++++++++++++++++++++++++++++------------------ 1 file changed, 39 insertions(+), 23 deletions(-) diff --git a/survey/survey.tex b/survey/survey.tex index 8a596d2..2e3d3db 100644 --- a/survey/survey.tex +++ b/survey/survey.tex @@ -53,16 +53,35 @@ abd let $S$ be a system level failure mode. We can say that the conditional probability of $S$ given $B$ is denoted as \begin{equation} -\label{eqn:bayes1} - P(S|B) = P(S \cap B) / P(S) +\label{eqn:condprob} + P(S|B) = \frac{P(S \cap B)}{P(S)} \end{equation} -Or in other words we can say that the probability of $B$ and $S$ occurring -divided by the probability of $S$ occurring due to any cause, is the probability -the $B$ caused $S$. We can call this the {\em conditional probability} of $S$ given $B$. +%Or in other words we can say that the probability of $B$ and $S$ occurring +%divided by the probability of $S$ occurring due to any cause, is the probability +%the $B$ caused $S$. +We can call this the {\em conditional probability} of $S$ given $B$. Re-arranging \ref{eqn:bayes1} -$$ P(S|B) P(S) = P(S \cap B) $$ +$$ P(S) P(S|B) = P(S \cap B) $$ + +The inverse condition, $B$ given $S$ is + +$$ P(B) P(B|S) = P(S \cap B) $$ + +As for one being the cause of the other, both equations must be equal, +we can state, + +$$ P(B) P(B|S) = P(S \cap B) = P(S) P(S|B) $$ + +we can now re-arrange the equation to remove the intersection $P(S \cap B)$ term +thus + +\begin{equation} +\label{eqn:bayes1} + P(S|B) = \frac{P(S) P(B|S)}{P(B)} . +\end{equation} + \paragraph{Multiple Events and conditional Probability} @@ -81,27 +100,24 @@ Thus if B is any event, we can apply bayes theorem to determine the statistical likelihood that a given failure mode $B_n$ will cause the system level error $S_k$ -IN ENGLEEEESH Inverse causality..... -Prob $B_n$ caused $S_k$ is the prob $S_k$ caused by $B_n$ divided by prob of $B_n$ +%IN ENGLEEEESH Inverse causality..... +%Prob $B_n$ caused $S_k$ is the prob $S_k$ caused by $B_n$ divided by prob of $B_n$ $$ P(S_k|B_n) = \frac{P(S_k) \; P(B_n | S_k) }{P(B_n)} -%P(B|S_k) = \frac{P(S_k | B)\, P(B)}{P(S_k)} $$ -%%% because the probability of $B_n$ in the sample space SS -%%%is the sum of all probabilities off all failure modes in the indexed set $SS$ -%%%multiplied by the probability of each failure mode causing -%%%the system failure mode $S_k$. -%%% -%%%$$ -%%%P(B_n) = {\sum_j^n P(B_j \cap S_k)} = {\sum_j^n P(B_n|A_i) P(A_i)} -%%%$$ -%%% -%%%we can express this as -%%%\begin{equation} -%%%\label{eqn:bayes2} -%%% P(S_k|B) = \frac{P(S_k) \; P(B_n|S_k)}{ \sum__{j=1}^{n} P(B_j)P(S_k | B_j). } -%%%\end{equation} + +For example were we to have a component that has a failure mode $B_n$ with an MTTF of $10^{-7}$ hours +and its associated system failure mode $S_k$ has a MTTF of $5.10^{-8}$ hours, and given that +when the system error $S_k$ occurs, there is a 10\% probability that $B_n$ had occured, we can determine +the probability that $S_k$ is caused by $B_n$ thus + + +$$ +P(S_k|B_n) = \frac{5.10^{-8} \; 0.1 }{ 10^{-7}} = 0.05 = 5\% +$$ + + RESTRICTIONS: