High Order Statistics in Structural Reliability

by A. M. Hasofer, Univ of New South Wales, Kensington,



Document Type: Proceeding Paper

Part of: Probabilistic Mechanics and Structural and Geotechnical Reliability

Abstract: The new simulation technique described in this paper attempts to avoid the significant amount of arbitrariness involved in the choice of the sampling distribution in the increasingly popular importance sampling method. The basic idea is to simulate directly the high order statistics of a variable along the gradient of the limit state hyper-surface at the beta point. As a further refinement, a highly efficient estimator of the failure probability based on the high order statistics generated is used.

Subject Headings: Structural reliability | Statistics | Structural analysis | Arbitration | Limit states | Failure analysis | Probability

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