UpSkill Sprint Consulting logoUpSkill Sprint Consulting
QUALITY ENGINEERING · FOUNDATIONS · 50–70 MINUTES

Introduction to Calculus for Quality and Reliability Engineers

Understand what is changing, how fast it changes, and how much accumulates.

Calculus connects a process curve to decisions: how sensitive a response is to temperature, how defects accumulate during a shift, and how failure probabilities change with time. This lesson starts with the ideas, builds the rules, then applies them to engineering.

Download formula cheat sheet (PDF)
By the end, you can: interpret a slope and an integral; select product, quotient and chain rules; use substitution and integration by parts; calculate a definite integral; and connect failure density, reliability and hazard.

Before you begin: be comfortable with fractions, powers, function notation and basic algebra. All engineering numbers here are teaching examples, not production predictions.

01 / Two questions, one connected language

Differentiation: how fast?

A derivative measures the slope at one point. If y is strength in MPa and x is temperature in °C,dydx\displaystyle C, \frac{dy}{dx} has units MPa per °C. Positive means y rises locally as x rises; negative means it falls.

Average slope=ΔyΔx\displaystyle \mathrm{Average\ slope}=\frac{\Delta y}{\Delta x}Instantaneous slope=dydx=f′(x)\displaystyle \mathrm{Instantaneous\ slope}=\frac{dy}{dx}=f'(x)

Integration: how much?

An integral adds contributions across an interval. A defect-generation rate in defects per hour multiplied by a small duration in hours gives defects. Add those pieces to find the expected total.

Total=∫rate dt\displaystyle \mathrm{Total}=\int\mathrm{rate}\,dtIntegral units=vertical units×horizontal units\displaystyle \mathrm{Integral\ units}=\mathrm{vertical\ units}\times\mathrm{horizontal\ units}

Read the symbols: x or t is the input, f(x)\displaystyle f(x) is the output, the prime in f′\displaystyle f' means derivative, Δ means a finite change, and dx identifies the variable of integration. The bounds a and b identify where accumulation starts and stops. C is an arbitrary constant. Fractions are stacked, powers are superscripts, and integral limits appear above and below the integral sign.

Live lab: move the point and watch the tangent

For the teaching curve y=x2\displaystyle y = x^{2}, the derivative is 2x. Move x from 0 to 3. Notice that the curve height is x2\displaystyle x^{2} while its slope is 2x; these are different quantities.

Try x=1\displaystyle x = 1 and x=2\displaystyle x = 2. The height rises from 1 to 4, while the slope rises from 2 to 4. A tangent gives a local approximation, not a replacement for the whole curve.

02 / Differentiation: choose the rule from the structure

First simplify the expression. Sums can be handled term by term. Multiplication, division and nested functions then tell you which combination rule to use. Multiple rules often appear in one problem.

RuleFormulaRemember
Definitionf′(x)=lim⁡h→0f(x+h)−f(x)h\displaystyle f'(x)=\lim_{h\to0}\frac{f(x+h)-f(x)}{h}Instantaneous slope; the limit must exist.
Constant / powerddxc=0;ddxxn=nxn−1\displaystyle \frac{d}{dx}c=0;\qquad\frac{d}{dx}x^n=nx^{n-1}n is constant; use where the real function is differentiable.
Linearityddx[af(x)±bg(x)]=af′(x)±bg′(x)\displaystyle \frac{d}{dx}[af(x)\pm bg(x)]=af'(x)\pm bg'(x)a and b are constants.
Product(uv)′=u′v+uv′\displaystyle (uv)'=u'v+uv'Differentiate one factor at a time; then add.
Quotient(uv)′=vu′−uv′v2\displaystyle \left(\frac{u}{v}\right)'=\frac{vu'-uv'}{v^2}Bottom ×\displaystyle \times derivative of top, minus top ×\displaystyle \times derivative of bottom; v≠0\displaystyle v \ne 0.
Chainddxf(g(x))=f′(g(x))g′(x)\displaystyle \frac{d}{dx}f(g(x))=f'(g(x))g'(x)Outer derivative ×\displaystyle \times inner derivative.
Composite power(un)′=nun−1u′\displaystyle (u^n)'=nu^{n-1}u'Do not forget u′\displaystyle u'.
Exponential(eu)′=euu′;(au)′=auln⁡(a)u′\displaystyle (e^u)'=e^uu';\qquad(a^u)'=a^u\ln(a)u'a>0\displaystyle a > 0; a≠1\displaystyle a \ne 1 for the usual exponential base.
Logarithm(ln⁡∣u∣)′=u′u\displaystyle (\ln|u|)'=\frac{u'}{u}u≠0\displaystyle u \ne 0. For ln(u) itself, u>0\displaystyle u > 0.
Other log bases[log⁡a(u)]′=u′uln⁡(a)\displaystyle [\log_a(u)]'=\frac{u'}{u\ln(a)}u>0\displaystyle u > 0; a>0\displaystyle a > 0 and a≠1\displaystyle a \ne 1.
Inverse function(f−1)′(x)=1f′(f−1(x))\displaystyle (f^{-1})'(x)=\frac{1}{f'(f^{-1}(x))}Local differentiable inverse; denominator ≠0\displaystyle \ne 0. f−1\displaystyle f^{-1} is not 1f\displaystyle \frac{1}{f}.
Local approximationΔy≈f′(x)Δx\displaystyle \Delta y\approx f'(x)\Delta xUseful for small input changes; check units and curvature.

Worked example 1: product rule

For y=x2sin⁡x\displaystyle y = x^{2} \sin x, let u=x2\displaystyle u = x^{2} and v=sin⁡x\displaystyle v = \sin x. Then u′=2x\displaystyle u' = 2x and v′=cos⁡x\displaystyle v' = \cos x.

y′=u′v+uv′=2xsin⁡x+x2cos⁡x\displaystyle y'=u'v+uv'=2x\sin x+x^2\cos x

Taking only 2x cos x would incorrectly multiply the two derivatives.

Worked example 2: quotient rule

For y=x2x+1\displaystyle y = \frac{x^{2}}{x + 1}, the denominator cannot be zero. Use u=x2,u′=2x,v=x+1,v′=1\displaystyle u = x^{2}, u' = 2x, v = x + 1, v' = 1.

y′=(x+1)2x−x2(x+1)2=x2+2x(x+1)2,x≠−1\displaystyle y'=\frac{(x+1)2x-x^2}{(x+1)^2}=\frac{x^2+2x}{(x+1)^2},\quad x\ne-1

Worked example 3: chain rule

For y=(3x2+1)5\displaystyle y = (3x^{2} + 1)^{5}, the outer function is a fifth power and the inner function is 3x2+1\displaystyle 3x^{2} + 1. Keep the inside unchanged while differentiating the outside, then multiply by 6x.

y′=5(3x2+1)4⋅6x=30x(3x2+1)4\displaystyle y'=5(3x^2+1)^4\cdot6x=30x(3x^2+1)^4

Quality application: if a local fitted response is y=200+0.4(T−800)−0.002(T−800)2\displaystyle y = 200 + 0.4(T - 800) - 0.002(T - 800)^{2}, then dydT=0.4−0.004(T−800)\displaystyle \frac{dy}{dT }= 0.4 - 0.004(T - 800). At 800°C, a 5°C increase predicts about 2 MPa locally; the exact model change is 1.95 MPa. A derivative describes model sensitivity, not proof of causation.

03 / Integration: rebuild and accumulate

An indefinite integral gives a family of antiderivatives. For example, ∫2xdx=x2+C\displaystyle \int 2x dx = x^{2} + C because x2,x2+5\displaystyle x^{2}, x^{2} + 5 and x2−10\displaystyle x^{2} - 10 all have derivative 2x. A definite integral gives a number for an interval: ∫032xdx=9\displaystyle \int_{0}^{3} 2x dx = 9.

RuleFormulaRemember
Sine / cosine(sin⁡x)′=cos⁡x;(cos⁡x)′=−sin⁡x\displaystyle (\sin x)'=\cos x;\qquad(\cos x)'=-\sin xAngles must be in radians.
Tangent / cotangent(tan⁡x)′=sec⁡2x;(cot⁡x)′=−csc⁡2x\displaystyle (\tan x)'=\sec^2x;\qquad(\cot x)'=-\csc^2xOnly where each function is defined.
Secant / cosecant(sec⁡x)′=sec⁡xtan⁡x;(csc⁡x)′=−csc⁡xcot⁡x\displaystyle (\sec x)'=\sec x\tan x;\quad(\csc x)'=-\csc x\cot xFor any inner u(x), also multiply by u′\displaystyle u'.
Constant / power integral∫c dx=cx+C;∫xn dx=xn+1n+1+C\displaystyle \int c\,dx=cx+C;\qquad\int x^n\,dx=\frac{x^{n+1}}{n+1}+CPower rule requires n≠−1\displaystyle n \ne -1.
Reciprocal∫1x dx=ln⁡∣x∣+C\displaystyle \int\frac{1}{x}\,dx=\ln|x|+Cx≠0\displaystyle x \ne 0; this is the n=−1\displaystyle n = -1 exception.
Linearity∫(af±bg) dx=a∫f dx±b∫g dx\displaystyle \int(af\pm bg)\,dx=a\int f\,dx\pm b\int g\,dxUse one arbitrary constant in the final answer.
Exponentials∫ekx dx=ekxk+C\displaystyle \int e^{kx}\,dx=\frac{e^{kx}}{k}+Ck≠0\displaystyle k \ne 0. Also ∫axdx=axln⁡(a)+C,a>0,a≠1\displaystyle \int a^{x} dx = \frac{a^{x}}{\ln (a)} + C, a > 0, a \ne 1.
Basic trig integrals∫sin⁡x dx=−cos⁡x+C;∫cos⁡x dx=sin⁡x+C\displaystyle \int\sin x\,dx=-\cos x+C;\quad\int\cos x\,dx=\sin x+CDifferentiate the answer to check the sign.
More trig integrals∫sec⁡2x dx=tan⁡x+C;∫csc⁡2x dx=−cot⁡x+C\displaystyle \int\sec^2x\,dx=\tan x+C;\quad\int\csc^2x\,dx=-\cot x+C∫sec⁡xtan⁡xdx=sec⁡x+C\displaystyle \int \sec x \tan x dx = \sec x + C; ∫csc⁡xcot⁡xdx=−csc⁡x+C\displaystyle \int \csc x \cot x dx = -\csc x + C.
Inverse trig patterns∫dx1+x2=arctan⁡x+C\displaystyle \int\frac{dx}{1+x^2}=\arctan x+C∫dx1−x2=arcsin⁡x+C\displaystyle \int \frac{dx}{\sqrt{1 - x^{2}}} = \arcsin x + C for ∣x∣<1\displaystyle |x| < 1.
Substitutionu=g(x),du=g′(x) dx\displaystyle u=g(x),\qquad du=g'(x)\,dx∫f(g(x))g′(x)dx=∫f(u)du\displaystyle \int f(g(x))g'(x) dx = \int f(u) du. Change definite bounds too.
Integration by parts∫u dv=uv−∫v du\displaystyle \int u\,dv=uv-\int v\,duChoose u to simplify when differentiated; LIATE is a heuristic.

Substitution: reverse the chain rule

  1. Start with ∫2x(x2+1)3dx\displaystyle \int 2x(x^{2} + 1)^{3} dx.
  2. Choose u=x2+1\displaystyle u = x^{2} + 1, so du=2xdx\displaystyle du = 2x dx.
  3. Replace both pieces: ∫u3du=u44+C\displaystyle \int u^{3} du = \frac{u^{4}}{4 }+ C.
  4. Return to x: (x2+1)44+C\displaystyle \frac{(x^{2} + 1)^{4}}{4 }+ C.
  5. Check: the derivative is 14×4(x2+1)3×2x\displaystyle \frac{1}{4} \times 4(x^{2} + 1)^{3} \times 2x, the original integrand.

If the problem were ∫x(x2+1)3dx\displaystyle \int x(x^{2} + 1)^{3} dx, then xdx=du2\displaystyle x dx = \frac{du}{2} and the answer would be (x2+1)48+C\displaystyle \frac{(x^{2} + 1)^{4}}{8 }+ C. Account for missing constant factors.

Integration by parts: reverse the product rule

  1. Start with ∫xcos⁡xdx\displaystyle \int x \cos x dx. Choose u=x\displaystyle u = x and dv=cos⁡xdx\displaystyle dv = \cos x dx.
  2. Then du=dx\displaystyle du = dx and v=sin⁡x\displaystyle v = \sin x.
  3. Use ∫udv=uv−∫vdu\displaystyle \int u dv = uv - \int v du: xsin⁡x−∫sin⁡xdx\displaystyle x \sin x - \int \sin x dx.
  4. The answer is x sin x + cos x + C.
  5. Check: sin⁡x+xcos⁡x−sin⁡x=xcos⁡x\displaystyle \sin x + x \cos x - \sin x = x \cos x.

LIATE suggests choosing u from logarithms, inverse trig, algebraic, trig, then exponentials. It is a useful heuristic, not a guarantee. Choose dv that you can integrate.

What about fractions and square roots?

There is no general integration quotient rule. For rational functions, algebra or partial fractions may help: 1[x(x+1)]=1x−1x+1\displaystyle \frac{1}{[x(x + 1)]} = \frac{1}{x }- \frac{1}{x + 1}. Integrate the pieces to get ln|x| − ln|x + 1| + C. Trigonometric substitution can simplify roots: for a2−x2\displaystyle \sqrt{a^{2} - x^{2}}, use x=asin⁡θ\displaystyle x = a \sin \theta with a suitable angle interval, then dx=acos⁡θdθ\displaystyle dx = a \cos \theta d\theta . These are pattern-based methods; numerical integration handles many cases without simple antiderivatives.

04 / Why an integral is area

Split [a,b] into n intervals of width Δx=(b−a)n\displaystyle \Delta x = \frac{(b - a)}{n}. A rectangle has height f(xi)\displaystyle f(x_i) and area f(xi)Δx\displaystyle f(x_i)\Delta x. Adding the rectangles estimates the integral. For a continuous curve, the estimates converge as the largest interval width approaches zero. We use a limit; we do not literally calculate an infinite number of rectangles.

Live lab: rectangles approach the exact area

Explore f(x)=x2\displaystyle f(x) = x^{2}. The orange rectangles use the left endpoint, so they underestimate this increasing curve. The teal region is the exact area between your bounds.

Try 4, 20 and 100 rectangles over 0 to 3. The exact area stays 9, while the approximation improves. Equal bounds give zero area. The controls keep a≤b\displaystyle a \leq b.

Signed area matters. For f(x)=x\displaystyle f(x) = x on [−1,1], the definite integral is zero: the negative half cancels the positive half. The total geometric area is 1. Integrate ∣f(x)∣\displaystyle |f(x)|, splitting at zero crossings, when you want total area.

05 / The Fundamental Theorem connects both ideas

For continuous f, define A(x)=∫axf(t)dt\displaystyle A(x) = \int_{a}^{x} f(t) dt. Then A′(x)=f(x)\displaystyle A'(x) = f(x): the rate at which accumulated area grows is the height of the original curve. Conversely, if G′=f\displaystyle G' = f, the definite integral is G(b) − G(a). OpenStax explains both parts.

∫03x2 dx=[x33]03=273−0=9\displaystyle \int_0^3x^2\,dx=\left[\frac{x^3}{3}\right]_0^3=\frac{27}{3}-0=9

“Undoing” comes with a condition: ∫f′dx\displaystyle \int f' dx gives f + C. To recover the exact original process level, you need a starting value. Integrating velocity gives displacement; distance travelled requires integrating speed, |velocity|.

Engineering example: defects during a shift

Suppose the expected defect rate is r(t)=2+0.5t\displaystyle r(t) = 2 + 0.5t defects per hour, for 0≤t≤8\displaystyle 0 \leq t \leq 8 hours. Expected defects =∫08(2+0.5t)dt=[2t+0.25t2\displaystyle = \int_{0}^{8}(2 + 0.5t)dt = [2t + 0.25t^{2}]₀⁸ =32\displaystyle = 32 defects. The average rate is 328=4\displaystyle \frac{32}{8 }= 4 defects per hour. If instead you know a defect fraction q(t), multiply by throughput v(t): expected defective units =∫q(t)v(t)dt\displaystyle = \int q(t)v(t)dt.

06 / Calculus in quality and reliability

In quality, area under a continuous measurement density between specification limits gives the conforming probability. In reliability, the variable is time to failure T. The same slope-and-area ideas connect four quantities:

QuantityMeaningUnits
F(t)\displaystyle F(t)Probability of failure by tDimensionless
R(t)=1−F(t)\displaystyle R(t) = 1 - F(t)Probability of surviving beyond tDimensionless
f(t)=F′(t)=−R′(t)\displaystyle f(t)=F'(t)=-R'(t)Failure-time density; integrate it for probabilityinverse time
h(t)=f(t)R(t)\displaystyle h(t) = \frac{f(t)}{R(t)}Instantaneous failure rate among survivorsinverse time

For continuous lifetimes, P(T=t)\displaystyle T = t) is zero; f(t)\displaystyle f(t) is a density, not a point probability. Hazard is also not a probability. Over a short Δt,h(t)Δt\displaystyle \Delta t, h(t)\Delta t approximates the conditional probability of failure, given survival to t.

Live lab: exponential reliability

The exponential model assumes constant hazard λ, as described in the NIST handbook. Its survival curve is R(t)=e−λt\displaystyle R(t) = e^{-\lambda t}, with time in hours and λ per hour. Raise λ and watch survival drop faster. The shaded area under the density from 0 to t is F(t)\displaystyle F(t).

At λ=0.002h\displaystyle \lambda = \frac{0.002}{h} and t=100h\displaystyle t = 100 h, reliability is 81.87% and failure probability is 18.13%. The mean time to failure is 500 h. At 500 h, reliability is 36.79%, not 50%: a mean is not a median.

Derive the relationships yourself

Differentiate R(t)=e−λt\displaystyle R(t) = e^{-\lambda t} using the chain rule: R′(t)=−λe−λt\displaystyle R'(t) = -\lambda e^{-\lambda t}. Therefore f(t)=−R′(t)=λe−λt\displaystyle f(t) = -R'(t) = \lambda e^{-\lambda t}. Divide f(t)\displaystyle f(t) by R(t)\displaystyle R(t) to recover h(t)=λ\displaystyle h(t) = \lambda . Integrating f from 0 to t gives 1−e−λt\displaystyle 1 - e^{-\lambda t}. Integrating R from 0 to infinity gives MTTF=1λ\displaystyle MTTF = \frac{1}{\lambda }.

For a changing hazard, use H(t)=∫0th\displaystyle H(t) = \int_{0}^{t} h(s)ds and R(t)=exp⁡[−H(t)]\displaystyle R(t) = \exp [-H(t)], assuming R(0)=1\displaystyle R(0) = 1. Do not force a constant-hazard model onto wear-out or early-life failure patterns. MTTF describes a lifetime model; it is not automatically the MTBF of a repaired system.

Worked example: differentiation and integration go both ways

This example follows the two derivations in the supplied notes. We start with cumulative failure probability, differentiate to get failure density, then integrate that density to recover cumulative probability. Every step is shown.

Set up the model. Let T\displaystyle T be a continuous exponential lifetime, with constant λ>0\displaystyle \lambda>0 and t≥0\displaystyle t\geq0. Here F(t)=P(T≤t)\displaystyle F(t)=P(T\leq t) is dimensionless, while f(t)\displaystyle f(t) has units of inverse time. The model has F(0)=0\displaystyle F(0)=0 and zero density for negative time.

A. Differentiate the CDF to obtain the PDF

Step 1 — Write the relationship and substitute the CDF. The density is the derivative of cumulative probability.

f(t)=dF(t)dt=ddt(1−e−λt)\displaystyle f(t)=\frac{dF(t)}{dt}=\frac{d}{dt}\left(1-e^{-\lambda t}\right)

Step 2 — Differentiate each term. The derivative of the constant one is zero. Keep the subtraction sign in front of the exponential.

f(t)=ddt(1)−ddt(e−λt)=0−ddt(e−λt)\displaystyle f(t)=\frac{d}{dt}(1)-\frac{d}{dt}\left(e^{-\lambda t}\right)=0-\frac{d}{dt}\left(e^{-\lambda t}\right)

Step 3 — Identify the inner function. The outer function is the exponential. The exponent is the inner function; its derivative is the negative constant hazard.

g(t)=−λt,g′(t)=−λ\displaystyle g(t)=-\lambda t,\qquad g^{\prime}(t)=-\lambda
ddteg(t)=eg(t)g′(t)\displaystyle \frac{d}{dt}e^{g(t)}=e^{g(t)}g^{\prime}(t)
ddte−λt=e−λt(−λ)=−λe−λt\displaystyle \frac{d}{dt}e^{-\lambda t}=e^{-\lambda t}(-\lambda)=-\lambda e^{-\lambda t}

Step 4 — Substitute and simplify both minus signs. One minus comes from the CDF’s subtraction; the other comes from differentiating the exponent.

f(t)=0−(−λe−λt)=0+λe−λt=λe−λt\displaystyle f(t)=0-\left(-\lambda e^{-\lambda t}\right)=0+\lambda e^{-\lambda t}=\boxed{\lambda e^{-\lambda t}}

Interpretation. The slope of the CDF at a selected time is the height of the density at that time. The density is nonnegative, so the CDF never decreases.

B. Integrate the PDF to recover the CDF

Step 1 — Set up the accumulated probability. Use u\displaystyle u as the integration variable so that t\displaystyle t remains the fixed upper endpoint. The lower bound is zero because this model has no negative failure times and no probability mass at zero.

F(t)=∫0tf(u) du=∫0tλe−λu du\displaystyle F(t)=\int_0^t f(u)\,du=\int_0^t\lambda e^{-\lambda u}\,du

Step 2 — Find an antiderivative by substitution. Replace the exponent with a simpler variable. Solve explicitly for the differential.

w=−λu\displaystyle w=-\lambda u
dwdu=−λ,dw=−λ du,du=−1λ dw\displaystyle \frac{dw}{du}=-\lambda,\qquad dw=-\lambda\,du,\qquad du=-\frac{1}{\lambda}\,dw

Step 3 — Substitute both the exponential and the differential. The constant hazard cancels its reciprocal. The minus sign remains.

∫λe−λu du=∫λew(−1λ) dw\displaystyle \int\lambda e^{-\lambda u}\,du=\int\lambda e^w\left(-\frac{1}{\lambda}\right)\,dw
=−∫ew dw=−ew+C\displaystyle = -\int e^w\,dw=-e^w+C

Step 4 — Return to the original integration variable.

∫λe−λu du=−e−λu+C\displaystyle \int\lambda e^{-\lambda u}\,du=-e^{-\lambda u}+C

Step 5 — Evaluate upper endpoint minus lower endpoint. Use the antiderivative at each bound. The same constant cancels.

F(t)=[−e−λu]0t\displaystyle F(t)=\left[-e^{-\lambda u}\right]_0^t
=(−e−λt+C)−(−e−λ⋅0+C)\displaystyle =\left(-e^{-\lambda t}+C\right)-\left(-e^{-\lambda\cdot0}+C\right)
=−e−λt+e0=−e−λt+1=1−e−λt\displaystyle =-e^{-\lambda t}+e^0=-e^{-\lambda t}+1=\boxed{1-e^{-\lambda t}}

Alternative: change the bounds during substitution. If you keep the new variable throughout, transform both limits. This gives the same result without substituting back.

u=0⇒w=0,u=t⇒w=−λt\displaystyle u=0\Rightarrow w=0,\qquad u=t\Rightarrow w=-\lambda t
F(t)=−∫0−λtew dw=−[ew]0−λt=−(e−λt−1)=1−e−λt\displaystyle F(t)=-\int_0^{-\lambda t}e^w\,dw=-\left[e^w\right]_0^{-\lambda t}=-(e^{-\lambda t}-1)=1-e^{-\lambda t}

C. Close the loop and check the constant

Differentiate cumulative probability

ddt(1−e−λt)=λe−λt\displaystyle \frac{d}{dt}\left(1-e^{-\lambda t}\right)=\lambda e^{-\lambda t}

CDF slope becomes failure density.

Integrate failure density

∫0tλe−λu du=1−e−λt\displaystyle \int_0^t\lambda e^{-\lambda u}\,du=1-e^{-\lambda t}

Area under the density becomes failure probability.

The indefinite integral alone gives −e−λt+C\displaystyle -e^{-\lambda t}+C. To recover a CDF, use the starting condition:

F(0)=0⇒−e0+C=0⇒−1+C=0⇒C=1\displaystyle F(0)=0\Rightarrow -e^0+C=0\Rightarrow -1+C=0\Rightarrow C=1

The definite integral already builds in that starting condition. More generally, integrating a derivative from zero to a time gives the original function’s change over that interval:

∫0tF′(u) du=F(t)−F(0)\displaystyle \int_0^t F^{\prime}(u)\,du=F(t)-F(0)
Choose the direction carefully. To go from a CDF to a PDF, differentiate. Integrating the CDF produces a different quantity; it does not produce the density. You can verify this directly:
∫F(t) dt=∫(1−e−λt) dt=t+1λe−λt+C\displaystyle \int F(t)\,dt=\int(1-e^{-\lambda t})\,dt=t+\frac{1}{\lambda}e^{-\lambda t}+C

D. Numerical check: a 100-hour mission

Use the same settings as the reliability lab: λ=0.002 h−1\displaystyle \lambda=0.002\,\mathrm{h}^{-1} and t=100 h\displaystyle t=100\,\mathrm{h}. First calculate the dimensionless exponent.

λt=(0.002 h−1)(100 h)=0.2\displaystyle \lambda t=(0.002\,\mathrm{h}^{-1})(100\,\mathrm{h})=0.2
e−λt=e−0.2≈0.818730753\displaystyle e^{-\lambda t}=e^{-0.2}\approx0.818730753

Density from differentiation:

f(100)=0.002e−0.2≈0.001637462 h−1\displaystyle f(100)=0.002e^{-0.2}\approx0.001637462\,\mathrm{h}^{-1}

Cumulative probability from integration:

F(100)=∫01000.002e−0.002u du=1−e−0.2≈0.181269247\displaystyle F(100)=\int_0^{100}0.002e^{-0.002u}\,du=1-e^{-0.2}\approx0.181269247

The probability of failure by 100 hours is approximately 18.13%. The survival probability is approximately 81.87%. The density value is measured per hour and must not be read as the total probability of failure by 100 hours.

Connect this to the live plots above: set the hazard to 0.002 per hour and time to 100 hours. The shaded density area is 18.13%; the density’s height at that endpoint is approximately 0.001637 per hour. Moving the endpoint changes the area; its instantaneous rate of change equals that height.

07 / Mistakes to catch before using the answer

09 / Your formula cheat sheet

Four printable pages cover the calculus rules, integration strategies, the Fundamental Theorem, and quality/reliability applications. Download the PDF for offline reference.

Download cheat sheet · PDF · 4 pages

Differentiation • rules to remember

RuleFormulaRemember
Definitionf′(x)=lim⁡h→0f(x+h)−f(x)h\displaystyle f'(x)=\lim_{h\to0}\frac{f(x+h)-f(x)}{h}Instantaneous slope; the limit must exist.
Constant / powerddxc=0;ddxxn=nxn−1\displaystyle \frac{d}{dx}c=0;\qquad\frac{d}{dx}x^n=nx^{n-1}n is constant; use where the real function is differentiable.
Linearityddx[af(x)±bg(x)]=af′(x)±bg′(x)\displaystyle \frac{d}{dx}[af(x)\pm bg(x)]=af'(x)\pm bg'(x)a and b are constants.
Product(uv)′=u′v+uv′\displaystyle (uv)'=u'v+uv'Differentiate one factor at a time; then add.
Quotient(uv)′=vu′−uv′v2\displaystyle \left(\frac{u}{v}\right)'=\frac{vu'-uv'}{v^2}Bottom ×\displaystyle \times derivative of top, minus top ×\displaystyle \times derivative of bottom; v≠0\displaystyle v \ne 0.
Chainddxf(g(x))=f′(g(x))g′(x)\displaystyle \frac{d}{dx}f(g(x))=f'(g(x))g'(x)Outer derivative ×\displaystyle \times inner derivative.
Composite power(un)′=nun−1u′\displaystyle (u^n)'=nu^{n-1}u'Do not forget u′\displaystyle u'.
Exponential(eu)′=euu′;(au)′=auln⁡(a)u′\displaystyle (e^u)'=e^uu';\qquad(a^u)'=a^u\ln(a)u'a>0\displaystyle a > 0; a≠1\displaystyle a \ne 1 for the usual exponential base.
Logarithm(ln⁡∣u∣)′=u′u\displaystyle (\ln|u|)'=\frac{u'}{u}u≠0\displaystyle u \ne 0. For ln(u) itself, u>0\displaystyle u > 0.
Other log bases[log⁡a(u)]′=u′uln⁡(a)\displaystyle [\log_a(u)]'=\frac{u'}{u\ln(a)}u>0\displaystyle u > 0; a>0\displaystyle a > 0 and a≠1\displaystyle a \ne 1.
Inverse function(f−1)′(x)=1f′(f−1(x))\displaystyle (f^{-1})'(x)=\frac{1}{f'(f^{-1}(x))}Local differentiable inverse; denominator ≠0\displaystyle \ne 0. f−1\displaystyle f^{-1} is not 1f\displaystyle \frac{1}{f}.
Local approximationΔy≈f′(x)Δx\displaystyle \Delta y\approx f'(x)\Delta xUseful for small input changes; check units and curvature.

Trigonometry & integration essentials

RuleFormulaRemember
Sine / cosine(sin⁡x)′=cos⁡x;(cos⁡x)′=−sin⁡x\displaystyle (\sin x)'=\cos x;\qquad(\cos x)'=-\sin xAngles must be in radians.
Tangent / cotangent(tan⁡x)′=sec⁡2x;(cot⁡x)′=−csc⁡2x\displaystyle (\tan x)'=\sec^2x;\qquad(\cot x)'=-\csc^2xOnly where each function is defined.
Secant / cosecant(sec⁡x)′=sec⁡xtan⁡x;(csc⁡x)′=−csc⁡xcot⁡x\displaystyle (\sec x)'=\sec x\tan x;\quad(\csc x)'=-\csc x\cot xFor any inner u(x), also multiply by u′\displaystyle u'.
Constant / power integral∫c dx=cx+C;∫xn dx=xn+1n+1+C\displaystyle \int c\,dx=cx+C;\qquad\int x^n\,dx=\frac{x^{n+1}}{n+1}+CPower rule requires n≠−1\displaystyle n \ne -1.
Reciprocal∫1x dx=ln⁡∣x∣+C\displaystyle \int\frac{1}{x}\,dx=\ln|x|+Cx≠0\displaystyle x \ne 0; this is the n=−1\displaystyle n = -1 exception.
Linearity∫(af±bg) dx=a∫f dx±b∫g dx\displaystyle \int(af\pm bg)\,dx=a\int f\,dx\pm b\int g\,dxUse one arbitrary constant in the final answer.
Exponentials∫ekx dx=ekxk+C\displaystyle \int e^{kx}\,dx=\frac{e^{kx}}{k}+Ck≠0\displaystyle k \ne 0. Also ∫axdx=axln⁡(a)+C,a>0,a≠1\displaystyle \int a^{x} dx = \frac{a^{x}}{\ln (a)} + C, a > 0, a \ne 1.
Basic trig integrals∫sin⁡x dx=−cos⁡x+C;∫cos⁡x dx=sin⁡x+C\displaystyle \int\sin x\,dx=-\cos x+C;\quad\int\cos x\,dx=\sin x+CDifferentiate the answer to check the sign.
More trig integrals∫sec⁡2x dx=tan⁡x+C;∫csc⁡2x dx=−cot⁡x+C\displaystyle \int\sec^2x\,dx=\tan x+C;\quad\int\csc^2x\,dx=-\cot x+C∫sec⁡xtan⁡xdx=sec⁡x+C\displaystyle \int \sec x \tan x dx = \sec x + C; ∫csc⁡xcot⁡xdx=−csc⁡x+C\displaystyle \int \csc x \cot x dx = -\csc x + C.
Inverse trig patterns∫dx1+x2=arctan⁡x+C\displaystyle \int\frac{dx}{1+x^2}=\arctan x+C∫dx1−x2=arcsin⁡x+C\displaystyle \int \frac{dx}{\sqrt{1 - x^{2}}} = \arcsin x + C for ∣x∣<1\displaystyle |x| < 1.
Substitutionu=g(x),du=g′(x) dx\displaystyle u=g(x),\qquad du=g'(x)\,dx∫f(g(x))g′(x)dx=∫f(u)du\displaystyle \int f(g(x))g'(x) dx = \int f(u) du. Change definite bounds too.
Integration by parts∫u dv=uv−∫v du\displaystyle \int u\,dv=uv-\int v\,duChoose u to simplify when differentiated; LIATE is a heuristic.

Definite integrals & choosing a method

RuleFormulaRemember
Rectangle sumΔx=b−an;lim⁡n→∞∑i=1nf(xi∗)Δx=∫abf(x) dx\displaystyle \Delta x=\frac{b-a}{n};\quad\lim_{n\to\infty}\sum_{i=1}^{n}f(x_i^*)\Delta x=\int_a^b f(x)\,dxFor continuous f, the sums converge as the largest interval shrinks to zero.
FTC: accumulationddx[∫axf(t) dt]=f(x)\displaystyle \frac{d}{dx}\left[\int_a^x f(t)\,dt\right]=f(x)For continuous f. With upper bound g(x)\displaystyle g(x), multiply f(g(x))\displaystyle f(g(x)) by g′(x)\displaystyle g'(x).
FTC: evaluation∫abf(x) dx=A(b)−A(a),A′=f\displaystyle \int_a^b f(x)\,dx=A(b)-A(a),\qquad A'=fAntiderivative at upper limit minus antiderivative at lower limit.
Recover the original∫f′(x) dx=f(x)+C\displaystyle \int f'(x)\,dx=f(x)+CA starting value fixes C; differentiation loses that information.
Signed / geometric areaNet area=∫abf(x) dx;Total area=∫ab∣f(x)∣ dx\displaystyle \mathrm{Net\ area}=\int_a^b f(x)\,dx;\quad\mathrm{Total\ area}=\int_a^b|f(x)|\,dxFor a<b\displaystyle a < b, below-axis contributions are negative in the net integral.
Bounds / split intervals∫abf=−∫baf;∫acf+∫cbf=∫abf\displaystyle \int_a^b f=-\int_b^a f;\qquad\int_a^c f+\int_c^b f=\int_a^b fSame endpoints give zero; split at sign changes for geometric area.
Average valuefavg=1b−a∫abf(x) dx\displaystyle f_{\mathrm{avg}}=\frac{1}{b-a}\int_a^b f(x)\,dxb>a\displaystyle b > a; integral units = vertical units ×\displaystyle \times horizontal units.
Partial fractions1x(x+1)=1x−1x+1\displaystyle \frac{1}{x(x+1)}=\frac{1}{x}-\frac{1}{x+1}Integral =ln⁡∣x∣−ln⁡∣x+1∣+C\displaystyle = \ln |x| - \ln |x + 1| + C; avoid x=0,−1\displaystyle x = 0, -1.
Trig substitutiona2−x2:x=asin⁡θ\displaystyle \sqrt{a^2-x^2}:\qquad x=a\sin\thetaa>0\displaystyle a > 0; choose a valid angle interval and transform dx. Other root forms need other substitutions.
Numerical integrationArea≈∑i(xi+1−xi)(yi+yi+1)2\displaystyle \mathrm{Area}\approx\sum_i\frac{(x_{i+1}-x_i)(y_i+y_{i+1})}{2}For sampled data or no simple antiderivative; finer spacing helps for smooth curves.
Method selectionSimplify → basic rule → substitution → parts or fractions\displaystyle \mathrm{Simplify}\ \to\ \mathrm{basic\ rule}\ \to\ \mathrm{substitution}\ \to\ \mathrm{parts\ or\ fractions}Not every integral has an elementary antiderivative. Check your result by differentiating.

Quality & reliability • application card

RuleFormulaRemember
Process sensitivitydydx;Δy≈dydxΔx\displaystyle \frac{dy}{dx};\qquad\Delta y\approx\frac{dy}{dx}\Delta xExample: slope 0.4 MPa per °C×5\displaystyle C \times 5°C≈2MPa\displaystyle C \approx 2 MPa locally; illustrative, not a fitted process model.
Accumulated defectsExpected defects=∫abr(t) dt\displaystyle \mathrm{Expected\ defects}=\int_a^b r(t)\,dtr(t) is expected defects per hour. Do not integrate a defect fraction without throughput.
Quality probabilityP(LSL≤X≤USL)=∫LSLUSLp(x) dx\displaystyle P(\mathrm{LSL}\leq X\leq\mathrm{USL})=\int_{\mathrm{LSL}}^{\mathrm{USL}}p(x)\,dxContinuous density p; outside-spec probability =1\displaystyle = 1 minus this area.
Lifetime distributionF(t)=P(T≤t);R(t)=1−F(t)\displaystyle F(t)=P(T\leq t);\qquad R(t)=1-F(t)For continuous nonnegative lifetime T: F(t)=∫0tf\displaystyle F(t) = \int_{0}^{t} f(s) ds.
Density and survivalf(t)=F′(t)=−R′(t)\displaystyle f(t)=F'(t)=-R'(t)Probability in [a,b]=∫abf(t)dt=R(a)−R(b)\displaystyle [a,b] = \int_{a}^{b} f(t) dt = R(a) - R(b). Density is not point probability.
Hazard rateh(t)=f(t)R(t)=−ddtln⁡R(t)\displaystyle h(t)=\frac{f(t)}{R(t)}=-\frac{d}{dt}\ln R(t)R(t)>0\displaystyle R(t) > 0. Units: inverse time. Conditional failure probability over small Δt≈h(t)Δt\displaystyle \Delta t \approx h(t)\Delta t.
Cumulative hazardH(t)=∫0th(s) ds;R(t)=e−H(t)\displaystyle H(t)=\int_0^t h(s)\,ds;\qquad R(t)=e^{-H(t)}Assumes a continuous lifetime with R(0)=1\displaystyle R(0) = 1.
Mean time to failureMTTF=E[T]=∫0∞R(t) dt\displaystyle \mathrm{MTTF}=E[T]=\int_0^{\infty}R(t)\,dtNonnegative lifetime; finite mean if the integral converges. Not repairable-system MTBF.
Exponential modelR(t)=e−λt;f(t)=λe−λt;h(t)=λ\displaystyle R(t)=e^{-\lambda t};\quad f(t)=\lambda e^{-\lambda t};\quad h(t)=\lambdaλ>0\displaystyle \lambda > 0; t≥0\displaystyle t \geq 0; constant hazard assumption. F(t)=1−e−λt\displaystyle F(t) = 1 - e^{-\lambda t}; MTTF=1λ\displaystyle MTTF = \frac{1}{\lambda }.
Exponential exampleλ=0.002 h−1;R(100 h)=e−0.2≈0.8187\displaystyle \lambda=0.002\ \mathrm{h}^{-1};\quad R(100\ \mathrm{h})=e^{-0.2}\approx0.8187F(100h)≈0.1813\displaystyle F(100 h) \approx 0.1813; MTTF=500h\displaystyle MTTF = 500 h. Hazard is 0.002h\displaystyle \frac{0.002}{h}, not 18.13%.
RememberSlope→rate;area→accumulation\displaystyle \mathrm{Slope}\to\mathrm{rate};\quad\mathrm{area}\to\mathrm{accumulation}Keep C; use radians; include inner derivatives; check denominators and model assumptions.

Statistics Implementation

Excel Functions

FunctionSyntaxPurposeWhen to use it
EXPON.DISTEXPON.DIST(x, lambda, cumulative)TRUE returns cumulative failure probability; FALSE returns density.Constant-hazard lifetime examples.
EXPEXP(number)Evaluate the exponential function.Calculate survival directly.
LNLN(number)Natural logarithm of a positive number.Check logarithmic antiderivatives or cumulative hazard.
SUMSUM(number1, [number2], ...)Add contributions.Sum rectangle or trapezoid areas from sampled rates.

Excel Use Cases

For time 100 hours and hazard 0.002 per hour, enter =EXPON.DIST(100,0.002,TRUE) to obtain 0.181269, the cumulative failure probability. Enter =1-EXPON.DIST(100,0.002,TRUE) or =EXP(-0.002*100) to obtain survival 0.818731. Enter =EXPON.DIST(100,0.002,FALSE) to obtain density 0.00163746 per hour. The FALSE option is not a point probability.

=-LN(0.818730753) returns cumulative hazard approximately 0.2. For a sampled defect rate with times in A2:A10 and rates in B2:B10, enter =(A3-A2)*(B2+B3)*0.5 in C3, fill down to C10, then use =SUM(C3:C10). This trapezoidal estimate has units of expected defects. Spreadsheet formulas use Excel syntax; the mathematical formulas elsewhere use typeset notation.

Minitab Navigation

Choose Calc → Probability Distributions → Exponential. Select Cumulative probability for failure probability by a specified time. Use Scale = 500, Threshold = 0, and Input constant = 100 for this example. Minitab’s scale is the mean lifetime at zero threshold; do not enter the hazard 0.002 as the scale. Use Probability density for the density instead.

Exam Tips

For CSSBB/CQE-style practice, identify the requested quantity before calculating: rate, density, cumulative probability, survival, or expected lifetime. Check units and the constant-hazard assumption. Use an antiderivative and endpoint subtraction for a definite integral, and differentiate your answer as a check. These are study tips, not a claim about exam coverage or permitted software.

Sources: Microsoft EXPON.DIST documentation; Minitab distribution parameters.

10 / References and next steps

Adapted from your supplied calculus discussion. Added teaching examples, engineering applications and practice questions are original illustrative material. Conversation prompts and copied interface fragments were removed; the mathematical topics were retained and clarified.

Practice next: take one process response model, calculate its derivative with units, then integrate a rate over an operating interval. Explain the result in one sentence before using the number.

Knowledge check

Check your understanding

15-question comprehension quiz

Choose an answer for each question, then submit. Each answer includes an explanation.

1. What does dydx\displaystyle \frac{dy}{dx} describe?
2. Differentiate 7x3−2x+5\displaystyle 7x^{3} - 2x + 5.
3. Which rule starts x2sin⁡x\displaystyle x^{2} \sin x?
4. Differentiate (3x2+1)5\displaystyle (3x^{2} + 1)^{5}.
5. The quotient rule denominator is:
6. What is ∫1xdx\displaystyle \int \frac{1}{x }dx?
7. For ∫2x(x2+1)3dx,a\displaystyle \int 2x(x^{2} + 1)^{3} dx, a useful substitution is:
8. What is ∫xcos⁡xdx\displaystyle \int x \cos x dx?
9. Evaluate ∫03x2dx\displaystyle \int_{0}^{3} x^{2} dx.
10. For y=x\displaystyle y = x on [−1,1], signed integral and total area are:
11. A rate in defects per hour integrated over hours gives:
12. Which relationship is correct?
13. With λ=0.002h\displaystyle \lambda = \frac{0.002}{h}, exponential MTTF is:
14. Is hazard itself a probability?
15. What restores an original function after integrating its derivative?
← Back to Quality Engineering lessons