2021International Journal of Reliability and SafetyRequires access

A proposed approach for approximating lower truncated normal cumulative distribution based on Hamaker's Model

Mohammad M. Hamasha, Faisal Aqlan, Abdulaziz Ahmed

Open publisher page 0 citations

Abstract

In various workplaces, reliability engineers face many cases where the normal distribution is truncated from the lower side. For example, the distribution of used devices is a truncated distribution. Moreover, the distribution of products after screening and removing the unfit products is truncated distribution. Although there are many mathematical models and algorithms to approximate normal cumulative distribution, there is a limited number of approximations for truncated normal distributions. This paper proposes a new accurate approximation for the lower truncated normal distribution. The proposed model is simple and easy to implement. Numerical experiments show that the model accuracy, represented by the maximum absolute deviation from the true values, is about 0.00124 for the entire definition domain [ZL : ∞], where ZL is the point at truncation, and it takes values up to zero (i.e., ZL ∈ [-∞ : 0]). The proposed model can be used for quick manual calculations, especially if the intention is to avoid purchasing an expensive specialised program/software.

About this research paper

What this paper is about

In various workplaces, reliability engineers face many cases where the normal distribution is truncated from the lower side. For example, the distribution of used devices is a truncated distribution. Moreover, the distribution of products after screening and removing the unfit products is truncated distribution. Although there are many mathematical models and algorithms to approximate normal cumulative distribution, there is a limited number of approximations for truncated normal distributions. This paper proposes a new accurate approximation for the lower truncated normal distribution. The proposed model is simple and easy to implement. Numerical experiments show that the model accuracy, represented by the maximum absolute deviation from the true values, is about 0.00124 for the entire definition domain [ZL : ∞], where ZL is the point at truncation, and it takes values up to zero (i.e., ZL ∈ [-∞ : 0]). The proposed model can be used for quick manual calculations, especially if the intention is to avoid purchasing an expensive specialised program/software.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In various workplaces, reliability engineers face many cases where the normal distribution is truncated from the lower side. For example, the distribution of used devices is a truncated distribution. Moreover, the distribution of products after screening and removing the unfit products is truncated distribution. Although there are many mathematical models and algorithms to approximate normal cumulative distribution, there is a limited number of approximations for truncated normal distributions. This paper proposes a new accurate approximation for the lower truncated normal distribution. The proposed model is simple and easy to implement. Numerical experiments show that the model accuracy, represented by the maximum absolute deviation from the true values, is about 0.00124 for the entire definition domain [ZL : ∞], where ZL is the point at truncation, and it takes values up to zero (i.e., ZL ∈ [-∞ : 0]). The proposed model can be used for quick manual calculations, especially if the intention is to avoid purchasing an expensive specialised program/software.

Key concepts: Truncated normal distribution, Truncation (statistics), Normal distribution, Distribution (mathematics), Mathematics, Applied mathematics, Half-normal distribution, Mathematical optimization

Related papers

Back to paper searchBrowse research topicsOriginal source
A proposed approach for approximating lower truncated normal cumulative distribution based on Hamaker's Model — Research Paper | ScholarLens