If you weren't careful installing it, you might have killed the RAM with ESD (ElectroStatic Discharge). Crucial will replace it anyway, and if you call them and give them a credit card number, they can do an "advanced exchange" where they send you new RAM before they receive the bad RAM.
To avoid ESD, the ideal solution is to get an antistatic mat and wrist strap (I have both, but I usually only get them out for major upgrades or builds). Otherwise, work on a hard surface, don't wear socks, stand on a cement floor, and touch a ground point (Assuming modern construction, a cold water pipe, light switch screw, or even the corner of a wall usually work) before you start. Avoid touching anything but the edges of the RAM modules. RAM is extremely sensitive, and it is possible to kill it even if you don't feel a shock or static discharge. Since it's not designed to interface with anything outside the computer, they don't really do much to protect it from ESD as far as I know. It's also hard to add ESD protection and keep it cheap and fast.
Where I work they do electronics manufacturing, and they go to great lengths to avoid ESD. Everything on the manufacturing floor (carts, plastic bins, bags, most tools, work stations, etc) must be ESD safe. Employees have to wear static dissipating vests at all times and either a wrist strap or shoe strap (the carpet dissipates electricity) any time they are working with a product, and they have to test the straps at the start of each shift. They even issue special ESD-free water bottles.
I'm sure the failure rate leaving the factory approaches zero. Some modules might fail during shipping, and a lot probably fail on installation. Luckily good RAM manufacturers will stand behind their product and replace it without questioning the cause of failure.
I'll add, Crucial (Micron) and Samsung are two companies I know of that actually make their own DRAM chips (there are probably others). A lot of other RAM manufacturers buy generic chips and assemble them onto boards, though that doesn't mean there's anything wrong with them. Crucial built up its reputation back in the days when overclocking was more popular because they were known for RAM that could OC well (early days of DDR2). Later on they started to cheap out (about the same time prices fell dramatically) and somewhat fell out of favor with the OC community. I personally had problems on two occasions with Crucial modules failing over time for no reason, though the last replacements I got have been fine since. These days, especially in laptops where everything runs at the stock speed, it doesn't really matter what brand of RAM you buy as long as it comes from a reputable manufacturer that offers a lifetime warranty and it gets good reviews.