[Math] Approximating a sum of exponential distribution with a normal distribution

approximationnormal distributionprobability

Here is the actual question: $A$ is random variable representing the lifespan of a component. It is an exponential law with an average of 10. Considering a system with $n$ components $A$, what is the minimum value of $n$ so that the system has a fiability of 0.999 for a 4 year period?

I thought about approximating it with the normal law (even if it's probably a pretty bad approximation). This gave me this random variable $Z_n = (Y-\nu)/(\sigma \sqrt{n})$.

Then I figured I was looking for $\mathbb P(Y \geq 4) = 1 – \mathbb P(Y \leq 3)$. In this case $\mathbb P(Y \leq 3)$ would be 0.001 since $\mathbb P(Y \geq 4) = 0.999$. With the cdf table I find that it gives -3.09. So I solve the equation $(3-10n) / (10 \sqrt{n}) = -3.09$. This gives an answer of 10 (around that). The actual answer is 7.

What have I done wrong and how could I find the answer of that question?

Edit : The components are independent from each other; if only one works, the system works. So basically only one of the components needs to have a life span of 4 years. The problem doesn't mention if the components are replaced so I assumed they weren't.

Best Answer

If (and this is a big if) what you mean is that the $n$ components all start at time zero, that each component has a lifetime exponentially distributed with mean $10=1/\lambda$ and if the question is to know for which minimal value of $n$ one has $p_n\leqslant\varepsilon$ where $\varepsilon=1/1'000$ and $p_n$ is the probability that none of the $n$ components is still in function at time $t=4$, then here is your answer.

The probability that a given component is not functioning at time $t$ is $p_1=1-\exp(-\lambda t)$ hence the probability that none of them is functioning is $p_n=(p_1)^n=(1-\exp(-\lambda t))^n$. Numerically, $p_6=0.0013$ and $p_7=0.0004$ hence $p_6>\varepsilon>p_7$ and the minimal $n$ is $7$.

Related Question