3.7. Consider the performance function Y = 3X1 -- 2X2 where X, and X2 are both normally distributed random variables with Ax, = 16.6 ох, 2.45 14X; = 18.8 ох, 2.83 The two variables are correlated, and the covariance is equal to 2.0. Determine the probability of failure if failure is defined as the state when Y <0.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
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3.7. Consider the performance function Y- 3X1-2X2 where X1 and X2 are both normally distributed random variables with Rx.-16.6 Ох.-2.45 μΧ.-18.8 ơXs: 2.83 The two variables are correlated, and the covariance is equal to 2.0. Determine the probability of failure if failure is defined as the state when Y0.

3.7. Consider the performance function
Y = 3X, - 2X2
where X, and X2 are both normally distributed random variables with
ux, = 16.6
4Xq = 18.8
ох, 2.83
Ох, 2.45
The two variables are correlated, and the covariance is equal to 2.0. Determine the
probability of failure if failure is defined as the state when Y < 0.
Transcribed Image Text:3.7. Consider the performance function Y = 3X, - 2X2 where X, and X2 are both normally distributed random variables with ux, = 16.6 4Xq = 18.8 ох, 2.83 Ох, 2.45 The two variables are correlated, and the covariance is equal to 2.0. Determine the probability of failure if failure is defined as the state when Y < 0.
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