Details
| Original language | English |
|---|---|
| Number of pages | 8 |
| Publication status | Published - 2015 |
| Externally published | Yes |
| Event | 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012 - Vancouver, Canada Duration: 12 Jul 2015 → 15 Jul 2015 |
Conference
| Conference | 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012 |
|---|---|
| Country/Territory | Canada |
| City | Vancouver |
| Period | 12 Jul 2015 → 15 Jul 2015 |
Abstract
In many engineering applications, the assessment of reliability has to be done within a limited amount of information, which does not allow to use exact values for the distributional hyperparameters. This is achieved defining probability boxes and assessing the reliability computing the failure probability bounds. Probability boxes are often obtained from known probability distribution functions represented by interval hyper-parameters. In the applications, not only it is of interest estimating the failure probability bounds, but it is also required to identify the extreme realizations leading to the estimated bounds. In this paper, we propose a strategy, based on the Kolmogorov-Smirnov test, to identify the parental distribution function that best fit the distribution of extreme realizations, obtained from the minmax propagation. From the results obtained comparing the strategy with a direct search, it has emerged that the proposed method is generally applicable and efficient.
ASJC Scopus subject areas
- Engineering(all)
- Civil and Structural Engineering
- Mathematics(all)
- Statistics and Probability
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2015. Paper presented at 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012, Vancouver, Canada.
Research output: Contribution to conference › Paper › Research › peer review
}
TY - CONF
T1 - Uncertainty management of safety-critical systems
T2 - 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012
AU - De Angelis, Marco
AU - Patelli, Edoardo
AU - Beer, Michael
PY - 2015
Y1 - 2015
N2 - In many engineering applications, the assessment of reliability has to be done within a limited amount of information, which does not allow to use exact values for the distributional hyperparameters. This is achieved defining probability boxes and assessing the reliability computing the failure probability bounds. Probability boxes are often obtained from known probability distribution functions represented by interval hyper-parameters. In the applications, not only it is of interest estimating the failure probability bounds, but it is also required to identify the extreme realizations leading to the estimated bounds. In this paper, we propose a strategy, based on the Kolmogorov-Smirnov test, to identify the parental distribution function that best fit the distribution of extreme realizations, obtained from the minmax propagation. From the results obtained comparing the strategy with a direct search, it has emerged that the proposed method is generally applicable and efficient.
AB - In many engineering applications, the assessment of reliability has to be done within a limited amount of information, which does not allow to use exact values for the distributional hyperparameters. This is achieved defining probability boxes and assessing the reliability computing the failure probability bounds. Probability boxes are often obtained from known probability distribution functions represented by interval hyper-parameters. In the applications, not only it is of interest estimating the failure probability bounds, but it is also required to identify the extreme realizations leading to the estimated bounds. In this paper, we propose a strategy, based on the Kolmogorov-Smirnov test, to identify the parental distribution function that best fit the distribution of extreme realizations, obtained from the minmax propagation. From the results obtained comparing the strategy with a direct search, it has emerged that the proposed method is generally applicable and efficient.
UR - http://www.scopus.com/inward/record.url?scp=84978640701&partnerID=8YFLogxK
U2 - 10.14288/1.0076201
DO - 10.14288/1.0076201
M3 - Paper
Y2 - 12 July 2015 through 15 July 2015
ER -