Problem Set 7: System Reliability and CDFs for ECE 413, Assignments of Statistics

The problem set 7 for the course ece 413 at the university of illinois for the spring 2007 semester. The problem set focuses on system reliability and cumulative distribution functions (cdfs). The assigned reading includes sections 4.9 and chapters 3 and 4. The problem set includes noncredit exercises related to the reliability of multiple connections, failure rate function for discrete random variables, reliability of a self-healing ring communication network, network reliability problem, a series parallel network, packet length choice for noisy channels, and a cumulative distribution function.

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University of Illinois Spring 2007
ECE 413: Problem Set 7 Due 3/7/07 at beginning of class
System Reliability and CDFs
Assigned reading: Section 4.9, and review Chapters 3 and the rest of Chapter 4.
Noncredit exercises: Chapter 4, problems 17 and 19, theoretical exercises 17,21,22,23, and even
numbered self-test problems and exercises.
1. The reliability of multiple connections
A certain Internet service provider in a midsize city relies on kseparate connections between the
city and neighboring cities, to connect its customers to the Internet. Based on past experience,
management assumes that a given connection will be down on a given day with probability p=
0.001, independently of what happens on other days or with other connections. Total outage is said
to occur if all connections are down on the same day. How large should kbe so that the probability
total outage occurs at least one day in a year is less than or equal to 0.001?
2. Failure rate function for discrete random variables
Suppose an item, such as a light bulb, a sensor, or a satellite, will eventually fail. Suppose the time
of failure, in some appropriate units of time, is modeled as a random variable T, with values in the
set of positive integers. The failure rate function λTis the function λT= (λT(k) : k1), defined
by λT(k) = P(T=k|Tk) if P(Tk)>0. If P(Tk) = 0,then λk(T) is not defined.
(a) Give a general expression for λTin terms of the pmf, pT.
(b) Note that if λT(k) is defined for a given value of k, then its value is in the interval [0,1] (this is
true for any conditional probability). What does it mean about the distribution of Tif λT(kf) = 1
for some value kf1?
(c) Find λTexplicitly in case pT(k) = 1
nfor 1 kn. (Hint: λT(k) is not well defined for
kn+ 1 for this example.)
(d) Find the pmf pTin case λT(k) = pfor all k1, where pis a constant with 0 < p 1. (Hint:
begin by finding pT(1) and pT(2).)
(e) A network consists of two links in series. Let Tbe the time the network fails, which is the first
time that at least one of the links fails. Assume the two links fail independently, with the failure
rate function of link ibeing λi= (λi(k) : k1), for i= 0 or i= 1. Express the failure rate
function of the network, λT, in terms of the functions λ1and λ2. (Hint: Make sure λT(k) is in the
interval [0,1] if λ1(k) and λ2(k) are both defined. You should also have λT(k) = 1 if λi(k) = 1 for
i= 1 or i= 2.)
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University of Illinois Spring 2007 ECE 413: Problem Set 7 Due 3/7/07 at beginning of class

System Reliability and CDFs

Assigned reading: Section 4.9, and review Chapters 3 and the rest of Chapter 4. Noncredit exercises: Chapter 4, problems 17 and 19, theoretical exercises 17,21,22,23, and even numbered self-test problems and exercises.

  1. The reliability of multiple connections A certain Internet service provider in a midsize city relies on k separate connections between the city and neighboring cities, to connect its customers to the Internet. Based on past experience, management assumes that a given connection will be down on a given day with probability p = 0 .001, independently of what happens on other days or with other connections. Total outage is said to occur if all connections are down on the same day. How large should k be so that the probability total outage occurs at least one day in a year is less than or equal to 0.001?
  2. Failure rate function for discrete random variables Suppose an item, such as a light bulb, a sensor, or a satellite, will eventually fail. Suppose the time of failure, in some appropriate units of time, is modeled as a random variable T , with values in the set of positive integers. The failure rate function λT is the function λT = (λT (k) : k ≥ 1), defined by λT (k) = P (T = k|T ≥ k) if P (T ≥ k) > 0. If P (T ≥ k) = 0, then λk(T ) is not defined. (a) Give a general expression for λT in terms of the pmf, pT. (b) Note that if λT (k) is defined for a given value of k, then its value is in the interval [0, 1] (this is true for any conditional probability). What does it mean about the distribution of T if λT (kf ) = 1 for some value kf ≥ 1? (c) Find λT explicitly in case pT (k) = (^) n^1 for 1 ≤ k ≤ n. (Hint: λT (k) is not well defined for k ≥ n + 1 for this example.) (d) Find the pmf pT in case λT (k) = p for all k ≥ 1, where p is a constant with 0 < p ≤ 1. (Hint: begin by finding pT (1) and pT (2).) (e) A network consists of two links in series. Let T be the time the network fails, which is the first time that at least one of the links fails. Assume the two links fail independently, with the failure rate function of link i being λi = (λi(k) : k ≥ 1), for i = 0 or i = 1. Express the failure rate function of the network, λT , in terms of the functions λ 1 and λ 2. (Hint: Make sure λT (k) is in the interval [0, 1] if λ 1 (k) and λ 2 (k) are both defined. You should also have λT (k) = 1 if λi(k) = 1 for i = 1 or i = 2.)
  1. Reliability of a self-healing ring communication network Consider the ring network shown, with nodes a, b, c, d, and e, and links numbered 1 through 5.

5

a b

c

d

e

1 2

(^43)

The links are full duplex, meaning they can be used in both directions simultaneously, but each link is assumed to fail in a given time period with probability p = 0.001. A pair of nodes is said to be connected if they are connected by at least one path with no failed links. The network is said to be connected if all pairs of nodes are connected. Find the probabilities of the following events: (a) the network is not connected (b) exactly two links fail (c) nodes a and b are not connected (d) nodes a and c are not connected

  1. Network reliability problem Consider the graph shown, with a source node s and terminal node t, intermediate nodes a, b, c, and d, and one-way links numbered 1 through 8.

t

2

4

5 6

7

8

1

a b

c d

3

s

Each link is assumed to fail with probability p = 0.1, independently of the other links. The network is said to fail if every directed (i.e. following the directions of the arrows) path from s to t has at least one failed link. Let Fi denote the event that link i fails, and let F denote the event the network fails. (a) Find P (F |F 1 F 2 ). (b) Find P (F |F 1 F 2 c ) and P (F |F 1 c F 2 ). (c) Find P (F |F 1 c F 2 c ). (d) Using the answers to (a)-(c), compute P (F ). (e) If instead, p = 0.001, then P (F ) is very close to 0.000002. Why is this expected? (In fact, P (F ) = 0.000002007980).