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4 MODELO GAMMA
Esta es una familia de distribucin es caracterizada por los parmetros 1 de forma llamado alfa y otro de escala
llamado beta. La funcin densidad as como el valor esperado de la medida y la varianza son:
La importancia de la distribucin es que es una institucin generadora de otras distribuciones como beta
exponencial y Weibull.
Ejemplo.
La vida til de un producto en hora se distribuye por gama con alfa =2 y beta = 4
Cul es la probabilidad de que dure?
a. 10 horas
b. entre 9 puntos 5 y 12 puntos 6 horas si beta= 3
Solucin
En este caso la variable x es de tiempo y la denotamos cmo t
Si el valor de beta igual 1 la distribucin gamma recibe el nombre de gama estndar y su funcin acumulada recibe
el nombre de funcin gamma incompleta esta funcin se denota as:
Gamma Distribution
Posted on August 31, 2011 by Seymour Morris
The gamma distribution is used in reliability analysis for cases where partial failures can exist, i.e., when a given number of
partial failures must occur before an item fails (e.g., redundant systems) or the time to second failure when the time to
failure is exponentially distributed. The failure density function is
for t>0
where
mean = = /
is the failure rate (complete failure) and a the number of partial failures for complete failure or events to generate a failure.
() is the gamma function
which can be evaluated by means of standard tables. When 1 is a positive integer, () = ( 1)!, which is usually the
case for most reliability analysis, e.g., partial failure situation. For this case the failure density function is
The gamma distribution can also be used to describe an increasing or decreasing hazard (failure) rate. When >1, h(t)
increases; when <1, h (t) decreases, as shown below, plotted in time multiples of standard deviation (SD) .
Example Calculation
An antiaircraft missile system has demonstrated a gamma failure distribution with = 3 and = 0.05. Determine the
reliability for a 24 hour mission time and the hazard rate at the end of 24 hours.
Ordinarily, special tables of the Incomplete Gamma Function are required to evaluate the above integral. However, it can be
shown that if is an integer
References:
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