Paul Meyer wrote:
Btw, in  a stastics class I learned that light bulbs don't fail because of 
filament
failure at switch-on.  The failure rate is constant with time (I forget which 
distribution
models this, but whichever is a "memoryless" distribution) which indicates that the cause for failure is most likely external, i.e. power surges on the line.

P.S.

There is only one continuous random variable with the memoryless property: the exponential random variable. (For discrete random variables, the only one is the geometric random variable.)

The exponential random variable X can take on any number whatsoever that is non-negative, i.e., 0 or positive. The probability density function for X is f(x) = q*exp(-q*x) where q is the inverse of the expected value of X: E[X] = 1/q. The variance of X is 1/q^2.

The probability density function f(x) means that the probability that the random variable X is between a lower value x1 and a higher value x2 equals the area bounded by three sides of a rectangle plus a curved line for the fourth side: the three straight sides have length f(x1), f(x2), and x2-x1; the curved side is f(x) for x between the values x1 and x2. To say this simpler, it is the area "underneath f(x) between x1 and x2."

I will caution that applying this pdf to the bulb burnout is an act of faith: bulbs usually burn out when they are switched on (my previous message). In any case, the "experiment" of bulb burn-out depends on the conditions: are they run continuously until they burn out, or are they subjected to vibrations during use or disuse, or are they switched on and off frequently, etc.? It is not at all clear that the exponential random variable will adequately model they empirical data of bulb burn-out for all the experiments.


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