What is the probability that the system operates

probability

I do not know what should I do when the parameter of a probability function is itself a random variable with certain distribution. should I solve this problem with conditional probability? is anyone can solve this problem?

problem:

Suppose that three components in a certain system each function with probability p and fail with probability 1-p, each component operating or failing independently of the others. But the system is in a random environment so that p is itself a random variable. Suppose that p is uniformly distributed over the interval (0,1]. The system operates if at least two of the components operate. What is the probability that the system operates?

Best Answer

All three components working happens with probability $p^3$.

Exactly two components working happens with probabiliy $3p^2(1-p)$.

So at least two components working happens with probability $p^3+3p^2(1-p)=3p^2-2p^3$.

Now, since $p$ itself is randomly distributed, our answer is just $\displaystyle \int_{0}^{1}(3p^2-2p^3)\,dp=0.5$.

In fact, this is kind of intuitive. There is the same chance that $2$ or $3$ components fail, as there are $2$ or $3$ components work.

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