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Second‐Moment and Transformation Methods
This chapter considers the special case of reliability estimation (checking) in which each variable is represented only by its first two moments that is by its mean and standard deviation. This is known as the 'second‐moment' level of representation. A measure of comparativeness can be introduced by defining a formal probability density function f Y(y) in the reduced variable space. The probability content associated with each limit state can then be calculated formally and compared. It is not difficult to see that such a formal density function must give greater reliability with greater values of 𝛽. The chapter describes a general approach for transforming independent non‐Normal basic variables to equivalent Normal variables. It also describes the additional requirements for dealing with dependent variables. The chapter outlines the transformation method with an example.
Second‐Moment and Transformation Methods
This chapter considers the special case of reliability estimation (checking) in which each variable is represented only by its first two moments that is by its mean and standard deviation. This is known as the 'second‐moment' level of representation. A measure of comparativeness can be introduced by defining a formal probability density function f Y(y) in the reduced variable space. The probability content associated with each limit state can then be calculated formally and compared. It is not difficult to see that such a formal density function must give greater reliability with greater values of 𝛽. The chapter describes a general approach for transforming independent non‐Normal basic variables to equivalent Normal variables. It also describes the additional requirements for dealing with dependent variables. The chapter outlines the transformation method with an example.
Second‐Moment and Transformation Methods
Melchers, Robert E. (editor) / Beck, André T. (editor)
2017-10-02
36 pages
Article/Chapter (Book)
Electronic Resource
English
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