Preface |
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xv | |
Preface to the Second Edition |
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xvii | |
Preface to the First Edition |
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xviii | |
Acknowledgements |
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xx | |
1 Measures of Structural Reliability |
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1 | (30) |
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1 | (1) |
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1.2 Deterministic Measures of Limit State Violation |
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2 | (6) |
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2 | (1) |
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3 | (1) |
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1.2.3 Partial Factor ('Limit State Design') |
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4 | (1) |
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1.2.4 A Deficiency in Some Safety Measures: Lack of Invariance |
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5 | (3) |
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1.2.5 Invariant Safety Measures |
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8 | (1) |
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1.3 A Partial Probabilistic Safety Measure of Limit State Violation-The Return Period |
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8 | (4) |
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1.4 Probabilistic Measure of Limit State Violation |
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12 | (12) |
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12 | (2) |
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1.4.2 The Basic Reliability Problem |
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14 | (3) |
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1.4.3 Special Case: Normal Random Variables |
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17 | (2) |
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1.4.4 Safety Factors and Characteristic Values |
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19 | (4) |
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1.4.5 Numerical Integration of the Convolution Integral |
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23 | (1) |
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1.5 Generalized Reliability Problem |
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24 | (5) |
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24 | (1) |
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1.5.2 Generalized Limit State Equations |
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25 | (1) |
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1.5.3 Generalized Reliability Problem Formulation |
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26 | (1) |
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1.5.4 Conditional Reliability Problems |
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27 | (2) |
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29 | (2) |
2 Structural Reliability Assessment |
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31 | (32) |
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31 | (2) |
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2.2 Uncertainties in Reliability Assessment |
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33 | (12) |
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2.2.1 Identification of Uncertainties |
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33 | (1) |
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2.2.2 Phenomenological Uncertainty |
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34 | (1) |
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2.2.3 Decision Uncertainty |
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34 | (1) |
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2.2.4 Modelling Uncertainty |
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34 | (1) |
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2.2.5 Prediction Uncertainty |
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35 | (1) |
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2.2.6 Physical Uncertainty |
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36 | (1) |
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2.2.7 Statistical Uncertainty |
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36 | (1) |
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2.2.8 Uncertainties Due to Human Factors |
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37 | (8) |
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37 | (3) |
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2.2.8.2 Human Intervention |
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40 | (3) |
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2.2.8.3 Modelling of Human Error and Intervention |
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43 | (1) |
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2.2.8.4 Quality Assurance |
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44 | (1) |
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2.2.8.5 Hazard Management |
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45 | (1) |
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2.3 Integrated Risk Assessment |
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45 | (6) |
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2.3.1 Calculation of the Probability of Failure |
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45 | (2) |
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2.3.2 Analysis and Prediction |
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47 | (1) |
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2.3.3 Comparison to Failure Data |
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48 | (2) |
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2.3.4 Validation-a Philosophical Issue |
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50 | (1) |
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2.3.5 The Tail Sensitivity 'Problem' |
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50 | (1) |
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2.4 Criteria for Risk Acceptability |
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51 | (5) |
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2.4.1 Acceptable Risk Criterion |
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51 | (3) |
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51 | (2) |
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2.4.1.2 Acceptable or Tolerable Risk Levels |
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53 | (1) |
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2.4.2 Socio-economic Criterion |
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54 | (2) |
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2.5 Nominal Probability of Failure |
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56 | (4) |
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56 | (1) |
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2.5.2 Axiomatic Definition |
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56 | (1) |
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2.5.3 Influence of Gross and Other Errors |
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57 | (1) |
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2.5.4 Practical Implications |
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58 | (1) |
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2.5.5 Target Values for Nominal Failure Probability |
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59 | (1) |
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2.6 Hierarchy of Structural Reliability Measures |
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60 | (1) |
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61 | (2) |
3 Integration and Simulation Methods |
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63 | (32) |
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63 | (1) |
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3.2 Direct and Numerical Integration |
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63 | (2) |
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3.3 Monte Carlo Simulation |
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65 | (8) |
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65 | (1) |
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3.3.2 Generation of Uniformly Distributed Random Numbers |
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65 | (1) |
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3.3.3 Generation of Random Variates |
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66 | (2) |
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3.3.4 Direct Sampling ('Crude' Monte Carlo) |
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68 | (1) |
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3.3.5 Number of Samples Required |
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69 | (3) |
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72 | (1) |
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3.3.7 Stratified and Latin Hypercube Sampling |
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73 | (1) |
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73 | (9) |
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3.4.1 Theory of Importance Sampling |
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73 | (2) |
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3.4.2 Importance Sampling Functions |
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75 | (1) |
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3.4.3 Observations About Importance Sampling Functions |
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76 | (3) |
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3.4.4 Improved Sampling Functions |
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79 | (1) |
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3.4.5 Search or Adaptive Techniques |
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80 | (1) |
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81 | (1) |
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3.5 Directional Simulation |
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82 | (8) |
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82 | (2) |
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3.5.2 Directional Simulation with Importance Sampling |
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84 | (1) |
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3.5.3 Generalized Directional Simulation |
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85 | (2) |
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3.5.4 Directional Simulation in the Load Space |
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87 | (3) |
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87 | (2) |
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3.5.4.2 Variation of Strength with Radial Direction |
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89 | (1) |
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90 | (1) |
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3.6 Practical Aspects of Monte Carlo Simulation |
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90 | (3) |
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3.6.1 Conditional Expectation |
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90 | (1) |
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3.6.2 Generalized Limit State Function - Response Surfaces |
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91 | (1) |
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3.6.3 Systematic Selection of Random Variables |
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92 | (1) |
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92 | (1) |
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93 | (2) |
4 Second-Moment and Transformation Methods |
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95 | (36) |
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95 | (1) |
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4.2 Second-Moment Concepts |
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95 | (2) |
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4.3 First-Order Second-Moment (FOSM) Theory |
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97 | (15) |
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4.3.1 The Hasofer-Lind Transformation |
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97 | (1) |
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4.3.2 Linear Limit State Function |
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98 | (3) |
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4.3.3 Sensitivity Factors and Gradient Projection |
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101 | (1) |
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4.3.4 Non-Linear Limit State Function-General Case |
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102 | (4) |
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4.3.5 Non-Linear Limit State Function-Numerical Solution |
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106 | (1) |
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4.3.6 Non-Linear Limit State Function-HLRF Algorithm |
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106 | (3) |
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4.3.7 Geometric Interpretation of Iterative Solution Scheme |
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109 | (1) |
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4.3.8 Interpretation of First-Order Second-Moment (FOSM) Theory |
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110 | (2) |
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4.3.9 General Limit State Functions-Probability Bounds |
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112 | (1) |
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4.4 The First-Order Reliability (FOR) Method |
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112 | (14) |
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4.4.1 Simple Transformations |
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112 | (2) |
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4.4.2 The Normal Tail Transformation |
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114 | (2) |
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4.4.3 Transformations to Independent Normal Basic Variables |
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116 | (5) |
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4.4.3.1 Rosenblatt Transformation |
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117 | (1) |
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4.4.3.2 Nataf Transformation |
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118 | (3) |
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4.4.4 Algorithm for First-Order Reliability (FOR) Method |
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121 | (3) |
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124 | (1) |
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4.4.6 Asymptotic Formulation |
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125 | (1) |
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4.5 Second-Order Reliability (SOR) Methods |
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126 | (2) |
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126 | (1) |
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4.5.2 Evaluation Through Sampling |
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126 | (1) |
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4.5.3 Evaluation Through Asymptotic Approximation |
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127 | (1) |
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4.6 Application of FOSM/FOR/SOR Methods |
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128 | (1) |
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129 | (1) |
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130 | (1) |
5 Reliability of Structural Systems |
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131 | (48) |
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131 | (1) |
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5.2 Systems Reliability Fundamentals |
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132 | (15) |
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5.2.1 Structural System Modelling |
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132 | (4) |
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132 | (1) |
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5.2.1.2 Material Modelling |
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133 | (2) |
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135 | (1) |
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5.2.2 Solution Approaches |
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136 | (3) |
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5.2.2.1 Failure Mode Approach |
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136 | (1) |
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5.2.2.2 Survival Mode Approach |
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137 | (1) |
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5.2.2.3 Upper and Lower Bounds-Plastic Theory |
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138 | (1) |
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5.2.3 Idealizations of Structural Systems |
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139 | (8) |
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139 | (2) |
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5.2.3.2 Parallel Systems-General |
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141 | (2) |
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5.2.3.3 Parallel Systems-Ideal Plastic |
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143 | (3) |
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5.2.3.4 Combined and Conditional Systems |
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146 | (1) |
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5.3 Monte Carlo Techniques for Systems |
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147 | (6) |
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147 | (1) |
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5.3.2 Importance Sampling |
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147 | (4) |
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147 | (2) |
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149 | (1) |
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5.3.2.3 Search-Type Approaches in Importance Sampling |
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150 | (1) |
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5.3.2.4 Failure Modes Identification in Importance Sampling |
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151 | (1) |
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5.3.3 Directional Simulation |
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151 | (1) |
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5.3.4 Directional Simulation in the Load Space |
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151 | (2) |
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5.4 System Reliability Bounds |
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153 | (15) |
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5.4.1 First-Order Series Bounds |
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153 | (1) |
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5.4.2 Second-Order Series Bounds |
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154 | (3) |
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5.4.3 Second-Order Series Bounds by Loading Sequences |
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157 | (1) |
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5.4.4 Series Bounds by Modes and Loading Sequences |
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158 | (1) |
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5.4.5 Improved Series Bounds and Parallel System Bounds |
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158 | (1) |
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5.4.6 First-Order Second-Moment Method in Systems Reliability |
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159 | (5) |
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5.4.7 Correlation Effects |
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164 | (1) |
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5.4.8 Bounds by Matrix Operations and Linear Programming |
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164 | (4) |
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5.5 Implicit Limit States |
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168 | (5) |
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168 | (1) |
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169 | (3) |
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5.5.2.1 Basics of Response Surfaces |
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169 | (1) |
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5.5.2.2 Fitting the Response Surface |
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170 | (2) |
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5.5.3 Applications of Response Surfaces |
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172 | (1) |
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5.5.4 Other Techniques for Obtaining Surrogate Limit States |
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173 | (1) |
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5.6 Functionally Dependent Limit States |
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173 | (4) |
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5.6.1 Effect of Order of Loading |
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173 | (1) |
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5.6.2 Failure Mode Enumeration and Reduction |
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174 | (1) |
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5.6.3 Reduction of Number of Limit States-Truncation |
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175 | (1) |
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176 | (1) |
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177 | (2) |
6 Time-Dependent Reliability |
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179 | (68) |
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179 | (3) |
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6.2 Time-Integrated Approach |
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182 | (3) |
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182 | (2) |
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6.2.2 Conversion to a Time-Independent Format |
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184 | (1) |
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185 | (6) |
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6.3.1 Known Number of Discrete Events |
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185 | (2) |
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6.3.2 Random Number of Discrete Events |
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187 | (1) |
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188 | (1) |
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189 | (2) |
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6.4 Stochastic Process Theory |
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191 | (5) |
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191 | (1) |
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6.4.2 Stationary Processes |
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192 | (1) |
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193 | (1) |
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194 | (1) |
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6.4.5 First-Passage Probability |
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194 | (2) |
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6.4.6 Distribution of Local Maxima |
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196 | (1) |
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6.5 Stochastic Processes and Outcrossings |
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196 | (19) |
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196 | (6) |
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196 | (1) |
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6.5.1.2 Poisson Counting Process |
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197 | (1) |
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6.5.1.3 Filtered Poisson process |
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198 | (1) |
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6.5.1.4 Poisson Spike Process |
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199 | (1) |
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6.5.1.5 Poisson Square Wave Process |
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200 | (1) |
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6.5.1.6 Renewal Processes |
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201 | (1) |
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6.5.2 Continuous Processes |
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202 | (1) |
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6.5.3 Barrier (or Level) Uperossing Rate |
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202 | (3) |
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205 | (9) |
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6.5.4.1 Generalization from Barrier Crossing Rate |
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205 | (2) |
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6.5.4.2 Outcrossings for Discrete Processes |
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207 | (2) |
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6.5.4.3 Outcrossings for Continuous Gaussian Processes |
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209 | (4) |
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6.5.4.4 General Regions and Processes |
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213 | (1) |
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6.5.5 Numerical Evaluation of Outcrossing Rates |
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214 | (1) |
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6.6 Time-Dependent Reliability |
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215 | (11) |
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215 | (1) |
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6.6.2 Sampling Methods for Unconditional Failure Probability |
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216 | (2) |
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6.6.2.1 Importance and Conditional Sampling |
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216 | (1) |
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6.6.2.2 Directional Simulation in the Load Process Space |
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217 | (1) |
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6.6.3 FOSM/FOR Methods for Unconditional Failure Probability |
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218 | (7) |
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6.6.4 Summary for Time-Dependent Reliability Estimation |
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225 | (1) |
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226 | (8) |
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226 | (1) |
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6.7.2 General Formulation |
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226 | (2) |
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228 | (2) |
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230 | (4) |
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6.7.4.1 Load Coincidence Method |
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230 | (1) |
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231 | (2) |
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6.7.4.3 Deterministic Load Combination-Turkstra's Rule |
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233 | (1) |
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6.8 Ensemble Crossing Rate and Barrier Failure Dominance |
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234 | (3) |
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234 | (1) |
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6.8.2 Ensemble Crossing Rate Approximation |
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234 | (1) |
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6.8.3 Application to Turkstra's Rule and the Point Crossing Formula |
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235 | (1) |
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6.8.4 Barrier Failure Dominance |
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236 | (1) |
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237 | (1) |
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6.9 Dynamic Analysis of Structures |
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237 | (4) |
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237 | (1) |
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6.9.2 Frequency Domain Analysis |
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238 | (2) |
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6.9.3 Reliability Analysis |
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240 | (1) |
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241 | (3) |
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6.10.1 General Formulation |
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241 | (1) |
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242 | (1) |
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6.10.3 Fracture Mechanics Models |
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243 | (1) |
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244 | (3) |
7 Load and Load Effect Modelling |
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247 | (26) |
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247 | (1) |
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248 | (4) |
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252 | (3) |
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255 | (16) |
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255 | (1) |
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7.4.2 Sustained Load Representation |
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256 | (4) |
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7.4.3 Equivalent Uniformly Distributed Load |
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260 | (3) |
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7.4.4 Distribution of Equivalent Uniformly Distributed Load |
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263 | (2) |
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7.4.5 Maximum (Lifetime) Sustained Load |
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265 | (2) |
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7.4.6 Extraordinary Live Loads |
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267 | (1) |
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268 | (1) |
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7.4.8 Permanent and Construction Loads |
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269 | (2) |
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271 | (2) |
8 Resistance Modelling |
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273 | (20) |
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273 | (1) |
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8.2 Basic Properties of Hot-Rolled Steel Members |
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273 | (7) |
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8.2.1 Steel Material Properties |
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273 | (1) |
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274 | (3) |
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8.2.3 Moduli of Elasticity |
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277 | (1) |
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8.2.4 Strain-Hardening Properties |
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278 | (1) |
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278 | (1) |
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8.2.6 Properties for Reliability Assessment |
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279 | (1) |
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8.3 Properties of Steel Reinforcing Bars |
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280 | (1) |
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8.4 Concrete Statistical Properties |
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281 | (3) |
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8.5 Statistical Properties of Structural Members |
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284 | (6) |
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284 | (1) |
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8.5.2 Methods of Analysis |
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284 | (1) |
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8.5.3 Second-moment Analysis |
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284 | (3) |
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287 | (3) |
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290 | (1) |
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8.7 Incorporation of Member Strength in Design |
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290 | (2) |
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292 | (1) |
9 Codes and Structural Reliability |
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293 | (28) |
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293 | (1) |
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9.2 Structural Design Codes |
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294 | (2) |
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9.3 Safety-Checking Formats |
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296 | (5) |
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9.3.1 Probability-Based Code Rules |
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296 | (1) |
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9.3.2 Partial Factors Code Format |
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297 | (2) |
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9.3.3 Simplified Partial Factors Code Format |
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299 | (1) |
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9.3.4 Load and Resistance Factor Code Format |
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300 | (1) |
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300 | (1) |
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9.4 Relationship Between Level 1 and Level 2 Safety Measures |
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301 | (3) |
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9.4.1 Derivation from FOSM/FOR Theory |
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302 | (1) |
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9.4.2 Special Case: Linear Limit State Function |
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303 | (1) |
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9.5 Selection of Code Safety Levels |
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304 | (1) |
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9.6 Code Calibration Procedure |
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305 | (5) |
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9.7 Example of Code Calibration |
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310 | (5) |
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315 | (2) |
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315 | (1) |
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9.8.2 Some Theoretical Issues |
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316 | (1) |
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9.9 Performance-Based Design |
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317 | (2) |
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319 | (2) |
10 Probabilistic Evaluation of Existing Structures |
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321 | (24) |
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321 | (2) |
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10.2 Assessment Procedures |
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323 | (4) |
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323 | (2) |
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10.2.2 Service-Proven Structures |
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325 | (1) |
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326 | (1) |
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10.3 Updating Probabilistic Information |
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327 | (6) |
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327 | (1) |
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10.3.2 Updating Failure Probabilities for Proof Loads |
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328 | (1) |
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10.3.3 Updating Probability Density Functions |
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328 | (4) |
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10.3.4 Pre-Posterior Analysis |
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332 | (1) |
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10.4 Analytical Assessment |
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333 | (5) |
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333 | (1) |
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10.4.2 Models for Deterioration |
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334 | (4) |
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10.5 Acceptance Criteria for Existing Structures |
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338 | (5) |
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10.5.1 Nominal Probabilities |
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338 | (1) |
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10.5.2 Semi-Probabilistic Safety Checking Formats |
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339 | (1) |
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10.5.3 Probabilistic Criteria |
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340 | (1) |
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10.5.4 Decision-Theory-Based Criteria |
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340 | (2) |
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10.5.5 Life-Cycle Decision Approach |
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342 | (1) |
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343 | (2) |
11 Structural Optimization and Reliability |
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345 | (26) |
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345 | (1) |
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11.2 Types of Reliability-based Optimization Problems |
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346 | (8) |
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346 | (1) |
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11.2.2 Deterministic Design Optimization (DDO) |
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347 | (2) |
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347 | (1) |
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11.2.2.2 Example of DDO Using FOSM |
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348 | (1) |
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11.2.3 Reliability-Based Design Optimization (RBDO) |
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349 | (2) |
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349 | (1) |
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11.2.3.2 Example of RBDO using FOSM |
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350 | (1) |
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11.2.4 Life-Cycle Cost and Risk Optimization (LCRO) |
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351 | (2) |
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351 | (1) |
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11.2.4.2 Example of LCRO using FOSM |
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352 | (1) |
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11.2.5 Comparison, Summary and Outlook |
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353 | (1) |
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11.3 Reliability Based Design Optimization (RBDO) Using First Order Reliability (FOR) |
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354 | (8) |
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354 | (1) |
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11.3.2 Alternative Robust Solutions Schemes |
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354 | (3) |
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11.3.3 Comparison Between RIA and PMA Solution Schemes |
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357 | (1) |
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11.3.4 Solution of Nested Optimization Problems |
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358 | (1) |
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11.3.5 Example of RBDO Using RIA and PMA |
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358 | (3) |
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11.3.6 Decoupling Techniques for Solving RBDO Problems |
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361 | (1) |
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11.3.6.1 Decoupling: Serial Single Loop Methods |
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361 | (1) |
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11.3.6.2 Decoupling: Uni-level Methods |
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361 | (1) |
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11.3.6.3 Sequential Approximate Programming (SAP) |
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361 | (1) |
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11.4 RBDO with System Reliability Constraints |
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362 | (1) |
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11.4.1 Formulation of System RBDO |
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362 | (1) |
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11.4.2 Structural Systems RBDO with Component Reliability Constraints |
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363 | (1) |
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11.4.3 Structural System RBDO-solution Schemes |
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363 | (1) |
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11.5 Simulation-based Design Optimization |
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363 | (4) |
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363 | (1) |
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11.5.2 Problem Formulation |
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364 | (1) |
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11.5.3 Remarks About Solutions |
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365 | (2) |
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11.6 Life-cycle Cost and Risk Optimization |
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367 | (1) |
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367 | (1) |
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11.6.2 Optimal Structural Design Under Stochastic Loads |
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367 | (1) |
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11.6.3 Optimal Structural Design Considering Inspections and Maintenance |
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368 | (3) |
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11.7 Discussion and Conclusion |
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368 | (3) |
A Summary of Probability Theory |
|
371 | (32) |
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371 | (1) |
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A.2 Mathematics of Probability |
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371 | (2) |
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371 | (1) |
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372 | (1) |
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A.2.2.1 Multiplication Rule |
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372 | (1) |
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A.2.2.2 Complementary Probability |
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372 | (1) |
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A.2.2.3 Conditional Probability |
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372 | (1) |
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A.2.2.4 Total Probability Theorem |
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372 | (1) |
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372 | (1) |
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A.3 Description of Random Variables |
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373 | (1) |
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A.4 Moments of Random Variables |
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373 | (2) |
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A.4.1 Mean or Expected Value (First Moment) |
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373 | (1) |
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A.4.2 Variance and Standard Deviation (Second Moment) |
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374 | (1) |
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A.4.3 Bounds on the Deviations from the Mean |
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374 | (1) |
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A.4.4 Skewness gamma1 (Third Moment) |
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374 | (1) |
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A.4.5 Coefficient gamma2 of Kurtosis (Fourth Moment) |
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375 | (1) |
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375 | (1) |
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A.5 Common Univariate Probability Distributions |
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375 | (15) |
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375 | (1) |
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376 | (1) |
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A.5.3 Negative Binomial NB(k, p) |
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376 | (1) |
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|
377 | (1) |
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|
377 | (1) |
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A.5.6 Gamma GM(k, v) [ and Chi-squared x2(n)] |
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378 | (1) |
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A.5.7 Normal (Gaussian) N(µ, sigma) |
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379 | (2) |
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A.5.8 Central Limit Theorem |
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381 | (1) |
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A.5.9 Lognormal LN(lambda, epsilon) |
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381 | (2) |
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A.5.10 Beta BT (a, b, q, r) |
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383 | (2) |
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A.5.11 Extreme Value Distribution Type I EV - I(mu, alpha [ Gumbel distribution] |
|
|
385 | (1) |
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A.5.12 Extreme Value Distribution Type II EV - II(u, k) [ Frechet Distribution] |
|
|
386 | (2) |
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A.5.13 Extreme Value Distribution Type III EV - III(epsilon, u, k) [ Weibull] |
|
|
388 | (2) |
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A.5.14 Generalized Extreme Value distribution GEV |
|
|
390 | (1) |
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A.6 Jointly Distributed Random Variables |
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390 | (2) |
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A.6.1 Joint Probability Distribution |
|
|
390 | (1) |
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A.6.2 Conditional Probability Distributions |
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|
391 | (1) |
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A.6.3 Marginal Probability Distributions |
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|
391 | (1) |
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A.7 Moments of Jointly Distributed Random Variables |
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|
392 | (1) |
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|
392 | (1) |
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|
393 | (1) |
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A.7.3 Covariance and Correlation |
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|
393 | (1) |
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A.8 Bivariate Normal Distribution |
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|
393 | (4) |
|
A.9 Transformation of Random Variables |
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|
397 | (1) |
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A.9.1 Transformation of a Single Random Variable |
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|
397 | (1) |
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A.9.2 Transformation of Two or More Random Variables |
|
|
397 | (1) |
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A.9.3 Linear and Orthogonal Transformations |
|
|
398 | (1) |
|
A.10 Functions of Random Variables |
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|
398 | (2) |
|
A.10.1 Function of a Single Random Variable |
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|
398 | (1) |
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A.10.2 Function of Two or More Random Variables |
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|
398 | (1) |
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A.10.3 Some Special Results |
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|
399 | (1) |
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|
399 | (1) |
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|
399 | (1) |
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A.11 Moments of Functions of Random Variables |
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|
400 | (2) |
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|
400 | (1) |
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A.11.2 Product of Variates |
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|
400 | (1) |
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A.11.3 Division of Variates |
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|
401 | (1) |
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A.11.4 Moments of a Square Root [ Haugen, 1968] |
|
|
401 | (1) |
|
A.11.5 Moments of a Quadratic Form [ Haugen, 1968] |
|
|
402 | (1) |
|
A.12 Approximate Moments for General Functions |
|
|
402 | (1) |
B Rosenblatt and Other Transformations |
|
403 | (12) |
|
B.1 Rosenblatt Transformation |
|
|
403 | (2) |
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|
405 | (2) |
|
B.3 Orthogonal Transformation of Normal Random Variables |
|
|
407 | (3) |
|
B.4 Generation of Dependent Random Vectors |
|
|
410 | (5) |
C Bivariate and Multivariate Normal Integrals |
|
415 | (14) |
|
C.1 Bivariate Normal Integral |
|
|
415 | (4) |
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|
415 | (2) |
|
|
417 | (1) |
|
|
417 | (2) |
|
C.2 Multivariate Normal Integral |
|
|
419 | (10) |
|
|
419 | (1) |
|
C.2.2 Numerical Integration of Multi-Normal Integrals |
|
|
419 | (1) |
|
C.2.3 Reduction to a Single Integral |
|
|
420 | (1) |
|
C.2.4 Bounds on the Multivariate Normal Integral |
|
|
420 | (1) |
|
C.2.5 First-Order Multi-Normal (FOMN) Approach |
|
|
421 | (5) |
|
C.2.5.1 Basic Method: B-FOMN |
|
|
421 | (3) |
|
C.2.5.2 Improved Method: I-FOMN |
|
|
424 | (1) |
|
C.2.5.3 Generalized Method: G-FOMN |
|
|
425 | (1) |
|
C.2.6 Product of Conditional Marginals (PCM) Approach |
|
|
426 | (3) |
D Complementary Standard Normal Table |
|
429 | (4) |
|
D.1 Standard Normal Probability Density Function q(x) |
|
|
432 | (1) |
E Random Numbers |
|
433 | (2) |
F Selected Problems |
|
435 | (22) |
References |
|
457 | (40) |
Index |
|
497 | |