Professional Documents
Culture Documents
in Civil Engineering
An Introduction
PROBABILITY AND
STATISTICS IhI
CIVI ENGINEERING
An Introduction
c. N. Smirh
Depar,tmentoI Ciuil Engineermg
tI eriot- Watt (Jniuersity
@ A
COLLINS
aft
Collins Professionaland TechnicalBooks
William Collins Sons& Co. Ltd
b+i)
& Grafton Street,London WlX 3LA
Preface vll
1. BasicProbabilityTheory 1
Setsand events,Universalset,Subset,Simpleand compoundevents,Union
and intersectionof sets, Complement of a set, Diference of sets, Venn
diagrams, Algebra of sets and events, Prior and posterior probability,
Mutually exclusiveevents,Independentevents,Union and joint probability,
Complementof a probability,Law of largenumbers,Reliability,Conditional
probability,Theoremol total probability,Tree diagrams,Bayes'theorem.
2. RandomVariables 35
Randomand stochasticvariables,Discreteand continuousvariables,Histo-
grams,Line diagrams,Relativeftequencydistributions,Cumulativfrequency
diagrams,Frequencypolygon, Cumulative frequencypolygon, Probability
distributions,Probabilitymassfunction (pmf), Cumulativedistribution func-
tion (cdf),Probabilitydensitylunction (pdf), Expectedvalues,Expectationsof
functions,Variance,Standarddgviation,Mean,Bessel's correction,Coemcient
of varialion, Arithmetic, harmonic and geometricnieans,Mode, Medran,
Skewness, Moments,Coemcientof skewness, Kurtosis.
3. CommonProbabilityDistributions 72
Permutations,Combinations,Binomial coemcients,Binomial distribution,
Poissondistribution, Poissonapproximation to the binomial distribution,
Normal distdbution, Standardisedvariables,Normal approximationto the
binomial and Poissondistributions,Centrallimit theorem,Samplingtheory,
Point estimation,Standarderror of the mean,The t distribution,Character-
istic values.
4. The SecondMoment Method of Reliability Analysis 101
Probability of failure,Reliabilityindex,Basicvariablespace,Advancedfirst-
order secondmoment method,Sensitivityfactor, Reducedvariables,Deter-
mination of Pr.
5. Applicationsof the SecondMoment Method TL9
Structures,Soils, Treatment of functions of d, Bearing capacity factors,
Determinationof s.d.valueswithout differentiation,Monte Carlo simulation.
6. More ProbabilityDistributions t37
Lognormal distribution, Beta distribution, Soil distributions,Soil strength
parameters,Va ability of civil engineeringparameters,Dimensions,Manu-
factured constructionalmaterials,Soils, Time dependency,Superimposed
loads,Extremevalue distributions Type I, II and III, Soil inducedloads.
7. Matrix Algebra
Matrices,Elements,Squarematrix, Leadir.gdiagonal,Trace,Diagonalmatrix,
Unit Matrix, Triangular matrix, Column matrix, Addition, subtractionand
multiplicationof matrices,Transpose,Symmetricmatrix,Null matrix, Multip-
Pre
lication of vectors,Determinant,Elimination methods,Inversematrix. Sin-
gular matrix, Cofactormatrix, Adjoint matrix, Eigenvaluesand eigenvectors,
SpectralMatrix, Transformationmethods,Jacobi'smethod.
8. Correlatedand Non-normalVariables 183
Multivariate distributions,Scatter diagmms,Regressionlines, Joint prob-
ability lunctions,Joint pmf, Joint pdf, Covariance,Linear corelation coem-
cients,Standarderror ofthe gstimate,Correlatedvariables,Covarialcemat x,
Variableswith non-normaldistributions,Load combination. Until re
loading
9. The Reliability of GeotechnicalStructures 209 termso
Site investigations,Soil sampling theory, Probabilistic treatment of the
substrata,Spatialuniformity,Dirctionaltrends,Retainingwall analysis. A dri
simply
is no all
AppendixI: Simpson'sRule for ApproximateIntegration 229 and it
AppendixII: Ordinatesof the StandardNormal Curve - fy1y.1 231 slructul
AppendixIII: The CumulativeNormal Distribution Function - greater
Fy(y) or o(y) 232 Luml
AppendixIV: Ordinatesof the Cumulative Student t Distribu- summel
tion function Fr(t) 234 'T1
AppendixV: Numerical Valuesof N" and its First Derivative z)o
AppendixVI: Numerical Valuesof No and its First Derivative th
238
AppendixVII: Numerical Valuesof N, and its First Derivative lnt
240
fac
Co
diff
col
risl
The I
random
loadsar
If fail
than 1.0
In Br
certarnt:
cP110,
Standar
and pro
charact(
Since
\
H
- Preface
*: abilityof a srructuralelement
to withstanda parricular
Y:jr*.:lltl
9
l3ii','fl ""',ilJ|:1"ff ::TJ',j1Tiff
:LT:f 'ilJu.."p.",."a,n
isthatthevaiueortheracror
orsarety
is
,fi'l:::',il["::T||,nj]:t
:9 1'-i.,ir11*"""." r";6il;;:il i"xiji1ilff:ii,1iff:i::,;1;*x,,.1:x
'l
#:"i:Ji il:i:J.;;;:,,;T."i"* thatrhere havebeen'instances
of
calculatedfactor of safety was actually
greaterthan 1.0.
in 'hecontext
or geotechnical
engineering,
,,*H: i;nJ,'?','TJ"1ijff
'The
5 traditional safetyfactor concept
has the seriousdisadvantage
5 that the actual variability of the
soil ,,l"rgif, lr'r"r"aj.ectly taken
l lnto account and, consequently,
a particrirai ,ur"ry
factorvaluedoesnot necessarily "onu"iiionur
havethesamemeaning tbr all soils.
Comparison of different
aesigns wirrrdift"J;;ffiil;.r,
differentdesignswith the ,uir" ,oil i;;;,;;;;"# or even
unless the
factorsaresolarge-as to p.r"iua"lny p.u"ti"ur
nlTi;;?,X1,:"-ty
fro9.. safety,far from beingof constant
-^Il-" variable
random :f value,is reallya
whosevariability
isdu! to ,ir.
'o1l:
1nd
rhesrrengrhparameters "".*tiiiiy "ithe applied
ol.thesrrucrure.
l ratiurels dehnedas the even-t.of
_F
achievinga valueequalto or less
than1.0rhentbeprobabirirvofthi,.*;;;;1;;i-u,'uiii#ii,rl*.,
the.firsr
majorrt.p ro uito* tJr.j"ii'",igi"*,i"g n,.
^._tl
,li',r'l
certarnties 'CI
in designtookolacein tSlZ when,fr. j?'i, p.u.,i". r"_
CP110, The Srucrural (Jse
of
sta,,aarosr.,stltu;i;;:il,,J,..t;,ffi;::,ffi
:;:i:l",X#,:n:::r,:l
rheorywasused,
1ld 11:blulti,y atbeitindii*',t,;rl;;;;;uction
characteristic
values. of
Since1972the pressure
for changehasnot diminished.Most
of the
PREFACE
wheri
ot
ld - Chapter One
ill
of
is BasicProbabilitv
s. Theory
:-rS
ie
Ie Setsand events
ut
The study of eventsand the probability of their happeningsinevitably
is draws one towards the idea of the set.
.ae In a test seriesof measurements the meanvalue obtainedis an event
of resultingfrom the wholeset of measuredvalues.
io A setis thereforea collectionof itemsand, as with an event,is usually
of designatedby a capital letter,A, B, C, etc.The individual elementsthat
make up a set are generallydenotedby lower caseletters,a,b,c,....
S For example,for set A:
TE
.{. A : A r , a 2 , a 3 ,a a
rd Sincethe arrangementof elementsdoesnot affecta set,A is alsogivenby:
The universalset
-
The completecollectionof all possibleelementsof a setis
known as the An event
universalset or the samplespaceand given the symbol
O, the Greek referredt,
lelteromega.or thecapitalletterS.
Figure1.1showstheiamplespace, i.e.all thepossibleevents,
. rnvolved
rn the scoresoblainedfrom the throwingof two dice.
The samplespace,suchas the toral 36llementsof Fig. 1.1,represen$
the certainevent,in this casethe event.therewill t" ,o-a
.to.",. An event
An impossibleeventis one which is outsidethe samplespace,
suchas
the event(7, 1) in Fig. 1.1.
; 3 N\ I t
3,1 3.6
The inters
elementst
,\t 2,t+ 6 Example 1
a
1 1 1 7 The values
\ testson a
samplespt
Fi r s i d i e s c o r e figures,1, I
Frg. .1./ Samplespacefor scoreof two dice
Thesubs.t
I
L
If B is a setof elementstakenfrom a universalset,A, then B is
rel.erredto
as a subsetof A. This is expressedas:
BqA or A=B
meaning'Bis contained in A. or.A contains B. respectivelv.
In. Fig.1.1 the subsett(4, 1),(3.Z), (2,3), +ft 'repieseits
tr, the total . If eventI
numberof waysof obtainingthe score,5'.The eveirt.scoring
5, is by no the union ,
meansa singleevent as it can occur in 4 .differentways.
lntersectl0r
BASIC PROBABILITY
THEORY
Simple event
F the
;rEek An event that can
onlv oc",,.
rererred
to', ;;,.1". thescoring
ordoubte
" JtXl,Xlij;,1,'jl"is. t, is
*red
Ents Compoundevent
has An eventthat can
occur in more than one
way is a compoundevent.
Union of sets (A u
B)
The unionof two
sets,A and
a t. the setwhich
rnar are m either containsa' the erements
A or u. ",
Intersecdonof sets
(A ^ B)
The intersection
of two
set"
elemenrs
,;;;;;. t;,ffi;T,#;: U is theserwhichcontarns
al the
ExampteI.I
The valuesof the
bJowcount.I
jl'-l' :" , ,unaa"po,iti";'";T;j'::":"11ringa series
orpcnerrarron
;:TtJi:;::lf
ir"jn;;ifl
:;{,?f j1.i*
#";"il:11:::.,.":"f
-.-l
11 12 13 11 o . l
,.1
EvenlB
E v - . n tA U B J
,^o,,l..ine
evenr
Bisrha,
fJtT'J; :11'ix:'r:'[:
inrersecrion 6< N
oriffi";.,e:?;f ,ff"""".ili[i'l$: ,;;t'fi:
PROBABILITY AND STATISTICS IN CIVIL ENCINEERINC
Differencebetweensets
Compl
The Venndiagram
De M<
A universe,or a samplespace,S, and its subsetscan be presentedin a
pictorialform by usingthesediagrams.
The universalset,S,is representedasa rectanglewith its subsetslying
Examl
within it, asseenin Fig. 1.3a.The shadedareaof Fig. 1.3billustratesthe
differenceset (A - B) and the shadedareaof Fig. 1.3crepresentsA, the Illustrz
complement of set A. means
BASIC PROBABILITY THEORY
@ o
Flg. 1.3 The Venn diagram
Commutative
law: AuB - B uA
AoB:BnA
Associative
law: A u ( Bu C ) : ( A u B ) u C : A u B v C
A n ( B n C )- ( A n B ) n C : A n B n C
rial
D i s t r i b u t i vl aew : An(BuC): (An B)u(AnC)
Au(BnC):(AuB)n(AuC)
laws:A - B : An B
Complementary
D e M o r g a n 'lsa w s : A u B : A n B
n a AnB:AuB
ino
the
Example1.3
the Illustrate the distributive law, A n (B u C) : (A n B) u (A n C), by
meansof the Venn diagram.
IN CIVIL ENGINEERING
PROBABILITY AND STATISTICS
Soluti'
i h e nrat ic aL V e n n d l a g fa n
l',1a The tl
DescfiPlion exPression
______--- -- tnl
l , 1tuu al l v e x cI u sI v _ e S lines I
e v e n t s A a n 6b A f] B = 0 @ @ with I
{ n o ( o m no n e t e n e n t s l Fie
B i s a s u b s e ro f and I
( a t l e t e m e n tos f B B C A F1f
a r e i n c t u d eidn A ) with
--
I.5a,
l J n i o no f A a n o E
( a l l e l e m e n t si h a i ^
A UB N ote
a . e r n e i t h e rA o fb valut
l n t e l s e c t i o no f A a n d B
A N B Exat
( a l l e l en e n t si n b o t h
A a n dB ) Byr
Solu
B
Wht
not in B) but
C o m g l e n e n t a r sYe l A colrl
A : S - A diff(
( e { e m e n t so o t i n A )
T1
fa:
F r g ./ . 5 E x a m P l le3
BASIC PROBABILITY THEORY
Solution
The threesetsA, B and C are shownin Fig. 1.5.
In Fig. 1.5athe union of B and C, i.e.
GL C) is shownwith vertical
lineswhilst the intersecrionof (B u C) *itf, A, i...
e,'riS'., Cj, o _u.t"a
with additional horizontal lines.
and.l.5c respectivelyshowthe intersections of A and C
_,Tiqr...,L5b
and A and B. whichare bothmarkedby verticalIines.
Figure 1.5dshowsthe union of (A n fjl ana
with both horizontaland verticallines,and ir.r.n tA," il, *hich rs marked
tot. iarnilcal to Fig.
1.5a,thus provingthe theorem.
No/e: The readercanprovethe theoremnumerically
by assumingsetsof
valuesfor eachof the three setsA, B and C.
Example1.4
By meansof Venn diagramsprove the theorem _ :
A B A n B.
Solution
When statedin words the theoremis, ,Theelements
containedin a setA,
but not in a setB, are the sameelements
seia anAtne
complementof setB'. If setA and setB are
"o--*,oio,f,
asshownio l-ig. ilu tl"n tt"
differenceset,A - B, is representedby the hatched
u."u-.tro*n.
'.:..,i,: :. :
.:,.,:. :,."_:,, *;'
(b) tli.:E:,'...'.:l
i,ii:lr I li:i::i\
lcl
Frg./.6 Erample1.4
t
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Probability Exam,
Posteriorprobabilities
are er
frequenistii
;;;;ffi ;;::#i::J[xlri:'5i1,'"..,1tiTT:il:
of repeatableevents or tests.
of
Prior and posteriorprobabilitiesin civil
ist engineering
lr.
Possiblybecause of their trainilg mostcivil engineers
fe tendto acceptthe
frequenisricmore easilythan the-subjecti";
le ;o;;;;;;;; a"smost civit
engtneenngdesignu ork inrolvesDoslerior ,",^,
-\. ffi ;;;111:::ffi
il^*:q"ryffi
Irequentstlc
;::"J:lJ:*:iiIi:ff"xJi1l:
".^r,"x;r;,;-.
approachcannotbe_appliedto the case
event,suchas the makingof a designdecision. ofin unrepeataUte
The estimation_
of prior probabilitiesof civil engineering
opposedto dicethrowing,can.onlybe obtained situatrons,as
uv
1.e.subjectivejudgemenr of rhe operaror ""1p.j".i "pp-*n,
i";;i;fi";;; prevrous
experlence.
On the face of it thestat
d
absorute
...turntyuni'il#:f i,j;,i,|l1,;1,,fion
:!il ;3 jlili
whenthisis so.However,
in civil.engineering, lviif, p"r,".i"li;rdgement,
rf absolurelythat becausian eventhappJned
rf ll.. :unn.ot.urrume
past rt will do soagainin thefuture.Simitarly, in the
*itf, tii^ai!r.. of U.firf
e civil engineering
prior probabitityvaluecai hardly
e ll^11",111-"
regardedas certain. be
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Mutually exclusiveevents If we ha
eventhz
If thereis a set of eventsA, B, C, ... such that the happeningof one then the
excludesthe happening of the others then we say that the events If a tr
A. B.C. ... aremutuallyexclusive. lntegers
An exampleof mutual exclusionwould be the acceptanceof a tender generat(
from among severalsubmitted.If contractor A is successful in his bid was to
then thereis no possibilityof contractorsB, C, etc.also beingsuccessful. chancer
asits ch
be said t
The summationlaw unionprobability other,tl
generat(
This law appliesto mutually exclusiveeventsand statesthat for a series
of mutually exclusiveevents,the union probability of at leastoneof these
eventsoccurringis equal to the sum of the separateprobabilitiesof the
events.
Considerthree events,A, B and C. The probability that any one of This lar
theseeventswill occur is: probabil
separate
PIAu BUC] : P[A] + PtBl + P[C] In ter
(It may help readersif they considerthe union symbol,u, to represent expresse
the word. 'or'.)
(The syr
Example1,7
Other
Examplesof the summationlaw are:
(D
(i) The tossingof a fair coin: (ii)
The probabilityof a head: PiAl : 0.5or 501
The probability of a tail : PlBl : 0.5 or 501 Whenev
Probability of either a head or a tail : P[A u B] : P[A] + in the te
P[B] : 1.0or 1001.
(ii) A set of strengthmeasurements of a particular material: Exampk
P[A] : tne probability of the actual strengthbeingequal to or less Probabi
than the mean value : 0.5 If two
PlBl : the probability of the actual strength being equal to or Let
greaterthan the mean value : 0.5. Let
P[A u B] : P[A] + PlBl : the probability that the actualstrength Then
L'
BASIC PROBABILITY THEORY ll
Independent
events
ExampleL8
Probabilityindependence is illustratedby the tossingof dice:
If two dice are thrown what is the probability of two 3s?
)r Let PlAl : probability of a 3 on the first die : *.
Let P[Bl : probabilityof a 3 on the seconddie : L
Thenprobablliry o[ two 3s.PIA n B] : * r I : ,1.
I
12 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
whir
A further look at unionprobability
of
Consideringthe prevlous example'What is the union .probability A c
on eitherd'ieor on
Jtf"" I n (i.e.the probabilityof obtaininga 3 (eql
- -ii'*.
both)? "t
grve
u." the summationlaw in the form statedabovethen:
PIAuB]: PtAl+ PtBl: * + + : + PF
and
we achievea
However.if we obtain this probability by enumeration
differentvalue. Exc
is a subsetof
The setof eventsthat causea 3 to be scoredon eitherdie
Del
the samplespaceshownin Fig. 1 1 and is:
afa
( 3 , 1 ) ,( 3 , 2 )( 3 , 3 ){ 3 ' 4 ) ( 3 , t ( ? , ! ]
ir,zl tz,3) (3,3) (4,3) (5,3) (6,3) .\ol
Le1
A total of 12eventsout of a total of 36 which givesa probability valueof
the formula'
'" equallingthe J value obtainedfrom
]f
Ho*"u".] if these 12 events are examined we seethat the event(3' 3)' At
includedtwice'
tnelroUaUitity of a 3 being scoredon eachdie,has been ob
one 3 being scored'
There are only 11 eventsthat involve at least lea
The true ProbabilitYmustbe ll'
problem'
ifr" tti.it probabiiity formuia is at fault because'in this
they may
.u*i. iuna B are independentand the joint probability thar ar(
- -ft together,P[A n B], has beenincluded
occur twice' no
value
lngr'"uo O" put righi by simplysubtractingP[A n B] from the pr
so far obtainedto give:
-+:++
P I A u B ]: P i A l+ P [ B ]- P l A n B l: + of
to all events
This is the generalform of the summationlaw and applies
(If A and B are mutually exclusive
whethermritually exclusiveor not wl
then P[A n B] : 0.)
Example1.9
Determinetheprobabilityofobtainingat leastone'3'aftersix throwsof
a fair die.
Solution
Let P[A] be the protrability of obtaining a '3' with one throw. Then:
PtA]: +
At first glanceit would seemthat if there is a one in six chanceof
obtaining the score'3' with one throw then the chanceof obtaining at
leastone'3' aftersix throws of the die is * + * + * + * + + + + : 1.0,
r.e.100)( or absolutecertainty,a situation that doesnot.fit reality.
The event of scoring a 3 can happen once in each throw and there
are thereforesix suchpossibleevents.Theseeventsare independentbut
not mutually exclusiveand it is becauseof this that the simpleaddition
proceduresuggestedaboveis not relevant.
For six throws ofthe die the probability ofobtaining at leastone score
of 3 is given by the expression:
P : P[A] u P[A] u PlAl u P[A] u P[A] u P[A]
which, from the associativelaw, can be groupedin setsof twos:
P : P[AuA] u P[A uA] u PIAu A]
: P[B] u PtBl u P[B] whereP[B] : PIA u A]
: PtAl + P[A]
_ PtAlPtAl
: re-+l
_
- 3t t6
: 0.3055
\
PROBABILITY AND STATISTICS IN CIVIL ENGINEERINC
Example1.10
In a certainregionthesubgrade is predominantly
a siltysoilwith theodd
clay lens.The averagesizeof theselensesis 750m2.
If on a site 100 x 150m2 a claylensexists,what is the probabilityof
encountering it in any oneof eightboreholes,
symmetrically placedover
the site?
Solution
Let theprobabilityoffindingthe lensin a boreholebe P[F]. Then,P[F]
can be estimatedfrom the ratio of the two areas:
pLrt:r#orso:o.os
Now, P[F] : 1 - PtFl whichis the probabilityofnot encounteringthe
lens in one borehole.Henceif the lens doesexist then the chanceof
encountering it in at leastone of the eightboreholesis:
P[F] : 1 - (1 - 0.05)8
:0.337 ... say34/.
Reliability
The complementof a probability value is known as its reliability. This
simplymeansthat ifa systemhasa probabilityoffailureof 101 thenit is
said to be 90)( reliable.
ExampleI.1l
In a reliability analysisfor a proposedconcreteretainingwall the
followingprobabilitiesof failurewereobtained.
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Solution
Assumingthat the variousmodesof failure are mutually exclusiveit is
obviousthat the occurrenceof any one of thesefailureeventswill result
in the failure of the wall. In such
place o
P 1: P 6 u P o u P " u P "
knowin
:Pr*P.+P"+P" probab.
- (pbp. + pbp" + pbp" + p"p" + p.p" + p"p") Itisl
events,
: 0.0065_ 0.000014: 0.00649
An alternativesolution may be worked.
or as:
Pr:PtuPouP"uP"
and, therefore,
Note th
Pr:PruP.uP"uP. Wher
From De Morgan's Law, which states eventsv
For exa
P 5u P o u P , u P " : P un P o n P " n P " :
pr: O.SSZ :0.99351
x 0.999x 0.998x 0.9995
Which i
Now:
BandC
Pr : 1 - + : t - o.gg352: 0.00649 by the p
probabi
Conditionalprobability
P[AB]: PiAlPtBlAt
or as:
P[AB]: ptBlptA lBl (since
ptBAl : ptABl)
Note the useof the conventionof
writing p[A n B] as pfABl.
Wl"n.y" havea set of depenoentevenrs
-
events the probability that all these
will occurcan be evaluatedby the use;i;";;il
For example,for three eventsA, ;obabilities.
B and C:
PIABC] : PTA]PTB
IA]PTC IAB]
Which is the mathematicalway,ofsaying:,The
probability thar evenrsA,
B andc winalrhappen is equalto ,i. p";";;-;iiit;;:;iii
oytheprobabirity of B,knowingtheresutt muuipried
probability of C knowing rhe result "f;;ii;;;;fied bythe
of eventsA;;;;:'-"'"
Example1.12
Detirmine the probability that, if two fair dice are thrown: (a) The first
die will scorea 3 and the secohdwill scorea 4 and showthat theseevents
are independent;(b) The total score will be not lessthan nine if the Eve
differencebetweenthe two die scoresis not less than two and show \I
that theseresultsare dependent. unl(
Solution
(a) Let eventsbe: A, first die scoreis 3; B, seconddie scoreis 4. The
samplespaceof the 36 possiblescoresis set out below.
6 , 1 6 , 2 ( 6 , 3 ) ( 6 , 4 ) ( 6 ,5 ) ( 6 , 6 ) Exa
5J U 1 J ( 5 , 4 )( s , s ) ( s , 6 ) For
LJ 42 4,3 4,4 (4,s) (4,6)
Detr
3.t 3,2 3,3 3,4 3,5 (i.!)
2,1 2,2 2,3 Zl 2,_5 2,6
1 ,I 1 , 2 . r . , 3 7,4 1,5 !,9
Solu
By enumerationit is seenthat PlAl equalsP[B] whichequals$ : ]
andthat P[A n B] is ,ru.
N otei
PIAn B] : P[A I B]P[B] : PtAlPtBl
(if A and B are independent).Also:
: +.+: + (:PtAI BtPtBt)
PtAtPiBt
Hence:
PIAlB] : PtAl
i.e. eventsA and B are independent.
(b) Let the eventsbe:A, the total scoreis not lessthan 9 (theseeventsare
in parenthesesin the sample spaceshown above); B, the difference
betweendie scoresnot lessthan 2 (theseeventsare underlinedin the
abovesamplespace).
By enumeration:
ptAr : :
PtB]: #
P[A n B] is the probability that both eventsA and B will occur,and can
be found by enumerationto equal*4. Now:
witl
P[AnB]:PtAlBlPtBl with
1.e. occu
L
*:PtAtBt.3*
BASIC PROBABILITY THEORY
PtAlBl : Y: PtAl
EventsA and B are dependent
We can checkthe value obtainedfor P[A I B] by substitutionin the
unionprobabilityformula:
P[AuB] : PtAl + P[B]- PIAI B]PtBl
: i 3+ # - ? ' ] 3 : 4 :
: I
Example 1.13
For two events,A and B, P[A] is ]; PlBl is f and PIAnB] is f.
Determinethe valuesof:
PtA I Bl; PIA u Bl; PIA n B]; PIA I Bl; and PtA I Bl
Solution
P tA t R t : P [ A n B l - , E or -- ' ,
PtBl
PIAuB] : P[A]+ P[B]- P[An B] : ; + + - + : ;
P [ A n B ]: P t A l- P [ A n B ]: ] - * : *
PIA n B] _
P t Al B l : - 18 4
. 3-
1
2
PtB]
PrA ,1 El
PtABl:ffi
lawAr B: A-uB)
{DeMorsan's
ffi
-1-- P
P IrABul-B: ]
* +: +
PROOF
We ca
The events81 are collectivelyexhaustive,i.e. provid
Let
8 1 ,8 2 ,8 3 , . . . ,B " : S
respeci
Now:
PiA ]
PtAl : PtAlPtSl (asPtSl: Total probability: i)
Hower
: P[A]P[B1u 82 u 83 u..., B') uncert
: PIABI] + P[AB'] + P[AB3]+ ..., P[AB,_ Assum
Pfl
Figure 1.7showsthe Venn diagrZrmrepresentingthe mutually exclusive
exhaustive
and collectively events81, Br, B:, ..., B,. It canbe seenthat DI
event A intersects these events so that the events
ABr, ABr, ABr,..., AB" are alsomutuallyexclusive. Hence:
p[A] : PIABI] + PIAB2] + P[AB3] + ..., P[AB,]
proving that: Examp
A buil
PtAl: I PIABi]: I ptatBtlP[Bi] supplie
experle
instruc
8 1 + B 2 + 8 3 +. .. . . . 8 n = S
( A f lB 1 ) + ( A f l 8 2 ) + ( 4 0 8 3 ) "+' "( A 0 B n )= A
Eachsr
Y. Botl
MBn currenl
IS:
The va
The useofthe total probabilitytheoremcanbe illustratedby the simple Whi,
BASIC PROBABILITY
THEORY
21
exampleof selectinga red ball from a collection
containedin four boxes.I.2. of red and white balls
i and +. l"r r"
Box 1 contains2 red andg "rrrrn."rfrrr,"
white balls
Box 2 contains5 red and
;;;;;;;ii;
Box3 contains 6 redand;
Box 4 contains9 red and r ffi;iiii;
;i;;;;ii;
We caneasiiywork out pfAl.
provided_that rhe..probability of selecring
wek^noywhr.ch a red ball,
box;t-f,u,o..niJ.n iri_."
Ler rneeventsof seiectineI)oxes
- 1' 2' 3 and 4 be 81, Br,
respectively.Then: 83 and Ba
PIA I B1]: 0.2; plA
lBzl : 0.5; p[A I 83] : 0.6; plA
However,if wedo not O*, lB+l :0.9
uncertatnty box will beselected,thereis further
andthiscanbeallc 1l,Tl tor
Assuming by.
the totalprobabilitytheorem.
ihar ,rr.-o"r.J*iled
chance or bein*selected:
p[B,] : p[B,] : p[83]
::J:i
PfAr -
I PIAIBJPIBJ
: 0.2x 0.25+0.5 x
0.25+ 0.6x 0.25+0.9 x 0.25:0.55
Example1.14
A building contractor requires
a roll
.of.roofing felt. There are three
probab'i
::i:iil:.',"JT,f J:X"i1,1,'1: ties(i'a*a#' rii,previ ous
instructhisu--u, i".,l,ii';;::ffi:i:ffii.,31.*" contractorwlr
A: the vanman qc
:jjj,:":iilil::::[::ffi1[it
iit]:&!
\; rnevanmangoesro supplier plcj
C. : 0.2
Eachsuppliersfocksroofine
fell,e:quced by two manulacturers,
X and
J;."-"Jlffi
i"!t:::ijt"iT;;,1u't'.,,'.p.i".'u"*auJiil'.u,;,ry,r,"
nestocksituationat each
ls: of the suppliers
Supplier No.oJ:X. roltt
No.o[-y. rolls
B ; x l 0
c j ; ; l
The vanman will be rold
wnichJr;;; # ;'",Tffi:ilfi.yll.",,lilli,.J,
bv his
li,",.,,
22 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
$olution often
Let P[X] be the probability that the vanmanwill return with roll type X. reprer
Then,consideringthe stock position of eachsupplier:
PtxtAt:l&:0.2s Exam
0.75
Now:
0.6
0,1
hence
0 .1!
0.25 Y
Frg.1.8 Example1 I4 and,f
L . , . ' - . . *
BASIC PROBABILITY T]IEORY
Example1.15
If, in example1.14,the vanmanreturnedwith an X type of roofing felt,
determinethe probability that he obtainedit from supplierB.
Solution
The problem is simply to determinethe value of plB
lXl.
PtBlx'l: l*iqr
PtX]
Now:
P[BX]: P[xB] : Ptx lBlPtBl
hence:
P t Bl x l : PtxlBlPtBl
PXI
:\!t!2:o.zae
be This is an application of Bayes'theorem,which gives a relationship
rill be betweenprior and posteriorprobabilities.
all
up Bayes'theorem
We have seenthat:
PrBitAt, - PtAlBi:ili
PTA]
and, from the tleorem of total probability:
PtAl: I PIAlBt]P[Bi]
24 PROBATILITY AND STATISTICS IN CIVIL ENdINEERING
Therefore: inforr
PIA lBrlP[Br] form:
P[Bt lA] :
x PIA lBi]P[Bi]
The aboveexpressionis known as Bayes'theorem(or rule) and can be
expressedin words as:
Exal
'If A is an
eventthat could be causedby any one of n different events, The i
Bt, all of which are both mutually exclusive and collectively Th
/ T \
exhaustive( : recor
.I_ B, S/ ), then Bayes'theoremgivesthe relationship
\i=r apper
1 - r
betweenthe probability of event 81 happening(giventhe result of that 1
the happening of eqenr A) and the probabiiity of A happening were
(giventhe result of the happeningof eventB;).' follor
P[B,] : prior probability of event 81 (with no knowledge
of A)
P[Bt I A] : posteriorprobabilityof eventB, (afternotingA)
If
PIA I Bt] : likelihood of eventA (after noting B,) then
for I
ExampleI.16
Solveexamplel.l5 usingBayes'theorem.
Solution
Let eventsA, B and C of example1.14be 81, B, and 83, so that If th
PiB I Xl of example1.15is expressedas p[82 I X]. By Bayes'theorem: matl
obta
PIX lB,]P[B,] and
PlB,lxl :
with
x Plx lBrlP[BJ
t=1 PIA
0.6x 0.2
0.25x 0.6+ 0.6x 0.2+ 0.75x 0.2 A, tI
a tes
:0.286
N ote:.Bayas'theorernis extremelyusefulas a techniqueto continually <24
24 tc
processinformation. >48
In any.probability analysisthe designermust make assumptionsin
-orderto haveaset of prior probabilities.
Bayes'theoremcan be usedto He,
ontinually adjustth6seassumedprobability valuesto conformwith new hen
.:
BASIC PROBABTLITY THEORY 25
t
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
avoid the elimination of a probability that may increaseas more data From
becomesavailable.
PTR
Sample(A) State(PlArI Brl)
: ooo3- o.ot*t
0.21.3
ans 0.1x 0.5-
P[Bf A"r] : 0.2347
0.213
)na o R > <o 2-
P I8 . ,t A . , t: " - : - 0.7512
o.zl3
:H:oooo2 :
0.6x 0.0376
: 0.1097
l
P[Bf lAf] : .
0.20s4
0.19x 0.9622
l
'
P [ 8 . 1l A f ] : : 0.8900
I
t
28 PROBABILITY AND STATISTICS IN CIVIL ENCINEERINC
Test4, resultA"
The prir
- 0.7 'xf i0.0002
yuz
PlB.rA.l: __ : - _:1
u.z*o.oo@ P[]
0.00014
: 0.0033
0.0420
and:
0.3v 0.1097
P[Bf lA"] : :0.784s
0.0420
0.01x 0.8900
PlB"rlA"l : :0.2122
0.0420 P[B.,ll
Probabilitiesof stateof embankmentare:
giving:
'p
Soft consistency : 0.3%
Firmconsistency .p:7g.5y:
Stiffconsjstency p :21.2% -\ote: E
determir
The readermight like to checkthat the final probabilities The st
are unaffected
by the order in which the test resultsare considered. and the
probabil
Ahernatioesolution embankr
The foregoingprocedurewaslistedin full asa demonstration If the ;
but,t is not
necessaryto considereachtest result separatelv. conclusir
As the test results are independent,the values of soil.
the conditional
probabilitiesofthe results,p[Al B,], are equalto the pioduciofthe
four
conditional probabilities: Erample
plA I B"l : p[A,,I B"]plA"t B"lptAf B"lptA" In the cl
I I I B"l ba50\
: 0.01x 0.01x 0.29x 0.7:0.0000203 .hat, if rl
plA I Bfl : p[A", Bf]p[A"r {seemetl
I lBf]p[Af I Bf]ptA"I Bfl Deten
:0.1 x 0.1x 0.6x 0.3:0.00i8 clay has
p[A | 8",] : p[A", B"r]plA"r B",lplAf Solution
I I I B"JP[A"I B"r] There a1
: 0.8x 0.8x 0.19x 0.01: 0.001216 are fwo l
Now.from Bayes'
theorem: State- lr
The prol
PtB"lAl : PtAlB"lPtB"l
PtAlB"lptB"l+ ptA lBflplBfl + pa lB"!lp[BJ Hence th
BASIC PROBABILITY THEORY 29
LI
AnS
t2
o^'t
13l
A,
1.1
BASIC PROBABILITY THEORY 3
Exercises
SETS
1.1 4 : ( 1 , 3 ,5 , 7 , 9 , 1 1 , 1 3a)n dB : ( 5 , 1 , 9 )
;es] EvaluateAn B; A u B and Ba.
A n s w e r(:5 , 7 , 9 )(;1 , 3 , 5 , 7 , 91, 1 , 1 3 )( ;1 ,3 , 1 1 ,1 3 )
r.2 A : ( 2 , 4 , 6 , 8 , 1 0 ,1 2 )a n dB : ( 2 , 3 , 4 , 5 , j , 8 )
Evaluate (A - B); (AnB); (AuB).
Answer:(6, 1.0,l2); (2,4,8); (2,3,4, 5, 6, j ,8, 10,t2)
the
ilar 1.3 Show,by meansof a Venn diagram,that if A, B and C are three
om sets,that:
of ( i )A u ( B u C ) : A u B u C
(iDA-B:A-B
0 x )A n B : A u B
1.4 Solve1.3numericallyfor:
A: (6,9,12 r s, , 1 8 , 2 1 )
3 : (5;7,8,10,13)
c : (2,4,6,8,r0)
Hint for parts (ii) and (iii): samplespace,S : A u B u C and B -- S - B.
PROBABILITY
DEPENDENCY
TOTAL PROBABILITY
: 0 . 3 x 0 . 3+ 0 . 5 x 0 . 4+ 0 . 2 5 x 0 . 2+ 0 . 1 5 x 0 . 1
: 0.355
(ii) Determinethe probabilitiesthat the toral load will be
equalto: 400kN; 600kN; 800kN; 1000kN; 1200kN; 1400kN;
:::ld 1600kN.
Hint: for the 1000kN predictionthe workingis as follows:
Let (L: 1000)be the eventthat the tot;l foundationload
equals1000kN. Then:
(L : 1000): (B2pen Asqs)u (Ba6on A666)
u ( 8 6 6 6n A o o o )u ( B s e sn A 2 6 6 )
Hence:
P(L : 1000): P[B2qen A66q] u plBa66 n Ao6el
u p [ B 6 o oo A a 6 s ]u p [ B r o o n A r o o ]
: P [ A e o o] B r o o l p [ B r o o ]
+ P[A6oo j Bloo]P[B4oo]
+ PfA4oo I B6oolP[B6oo]
34 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
+ P[A2oo I Bsoo]P[B8oo] Ch
0 . 1x 0 . 3 * 0 . 1 5x 0 . 4 + 0 . 2 x5 0 . z
+ 0.7x 0.1 R;
:0.21
Answer:(i) 0.34;0.355;0.24;0.065.(iD 400kN - 0.03;600kN _ 0.21;
800kN - 0.47;1000kN - 0.21;1200kN - 0.055;i400kN -
0.02;1600kN - 0.005.
Nore:Althoughit is alwayssatisfactory to obtainthe right answerto a
question,readersareadvised not to spendtoo muchtimeon anyexercise
with_which theyfind difficulty.An understanding of whatprobabilityis
.andhowonecanestimate probabilityvaluesis reallyall that is requiied
in orderto work throughthe reliabilityanalyses Inc
presented irl later
cnapters. uno
tor
E
betr
vah
T
cap
paI'l
or-e
L
salr
_\1
rhi
ion
ior
.al
-tret
=d
I
t.7
Bibliography
])
5.3
1.8
1.7
Alonso,E. E. (I976).,Riskanalysisof slopesand its application
8.4 to slopes
9.4 i1 Ca.nadlansensitiveclays',Geotechiique,yol. ZO,'No.
_ :
0.03 Benjamin,J. R. and Cornell, C. n.
e9i0). frobab;htr, itatirtics and
Decisionfor CIuil Engineers,McGraw_Hill Book Co.
Butcher,A.. P. (1984).,The current state of the ground
investrgation
industry in the U:K.', GroundEngineering,yol. iZ, N".
_ a.
Casagrande, A. (1965)..Therole ofihe calcuiated risi in earinworkand
foundationengineering,, A.S.C.E.S.M.4.
ConstructionIndustry Researchand Information Association
(1976).
Rationalisationofsafetyand serviceabilityfactorsin structural
codes,,
ReportNo.63.
nto
Cornell, C. A. (1968). ,Engineeringseismicrisk analysis,,
ility Bu ettn of
iare
Seismologtcal Soc.of Amertca,Vol. 5g,No. 5.
Cornelf,C. A. (1969).Stuctural SafetySpecifcationsBased
on Second_
M o^ment Analysis,,LA.B,S.E. Symposium on
lout -Reliability Conceptsol.
Safetyof Structuresand Methods of Desiin, London.
ults
De Mello, V. F. B. (1977)..Reflectionson d.sign decisions
sor of practical
significance to embankmentdams',Geotechique,yol. 27,No. 3.
Der Kieureghian,A. and Ang, A, H._S.(1977).,n"rit_.rftrrl
;ith model for
seismicrisk analysis',Bulletinof SeismologialSoc.of imi)ica,
oth vol. A7,
No. 4.
"P! Ditlevsen,O, (1973).'structural reliability and the invariance
problem,,
Solid MechanicsDivision,UniversityoiWaterloo
lOitiliil, arr"or"t
Report,22. 1973.
Ditlevsen,O. (1976).Eoaluationof the effecton
:ld. s*uctural reLiabilityof
slight deuiattonsfrom hyperplaielimit state *r|ocii, iJ.il.O.G.
to 2
DanmarksIngeniorakademi,Lyngby.
by _ .76,
Ditlevsen,O. (1982).BastcReltabitity- C'oncepts, N.A.T.O. Advanced
Studyinstituteon reliabilitytheoryand its application
in structural
and soil mechanics, Bornholm,Denmark.
Ferry Borges,J, and Castanhet a. M. l1g74l. StucturalSafery.National
Laboratoryof Civil Engineering (Lisbon).
225
-+
226 PROBABILITY AND STATISTICS
IN CIVIL ENGINEERTNG
es-
itics
area under a curve and
An approximatemethod for determiningthe
betweentwo abscissae, xl and xn' is known as Simpson'srule and can
often prove usefulin statistics'
of
"'ilJ;;;;J;;;i. io aiuia" tr''" aistancex" - xtinto an euennumber
"therefore
quutrpua".,ofdimensiona'Theabiissaex2'x3'x4'xst""Xa'r?tE
"^'ii'"*"- obtained. corresponding to
o.ai"ut6. !r,iz,lz,!+,"''!"'
value''4' for
*i,' tt, ,r-, ,o,. -., ," u.. a"itttin"a, then an approximate
tt'r" ui"u ona". the curve can be obtained:
a-
. 4 : 1 1 ( / r + I " ) +4 ( Y , + I + + i r of " + Y " I )
+2(Y3+Ys*Yr*" +Y"-z)l
Example
:4 - 0'25x2betweenthe limits
Determinethe areabeneaththe curvey
x: -4 tox: +4.
Solution
(a) By integration
14 f 0.25xrla
A:l 1 4 - 0 . 2 5 x 2 1 6 * : l 4 x - r -lr -_4^ : t t ' ' *
) -q
+rfln-r4O-r1Orl
I
AppendixII
Ordinatesof the
StandardNormal
Curve - f"(y)
I
0.0 0.3989 0.3989 0.3989 0.3988 0.3986 0.3984 0.3982 0.3989 0.397 7 0.3973
0.1 0.39700.39650.39610.39560.39510.39450.39390.39320.39250.3918
0.2 0.39100.39020.38940.38850.38760.38670.38570.38470.38360.3825
0.3 0.3814 0.3802 0.3790 0.3?78 0.3765 0.37s2 0.3739 0.3725 0.3',7120.369,7
0.4 0.3683 0.3668 0.3653 0.36370.3621 0.3605 0.3589 0.3572 0.3555 0.3538
0.3521 0.3503 0.3485 0.3467 0.3448 0.3429 0.3410 0.3391 0.3372 0.3352
0.6 0.3332 0.3312 03292 032',710.3251 0.3230 0.3209 0.3187 0.3166 0.3144
o.7 0.3123 0.3101 0.3079 0.30560.3034 0.3011 0.2989 0.2966 0.2943 0.2929
0.8 0.298',70.2874 0.2850 0.28270.2803 0.2780 0.2',7560.2',7320.2709 0.2685
0.9 0.2661 0.2637 0.2613 0.2589 0.256s 0.2541 0.25160.2492 0.2468 0.2444
1.0 0.2420 0.2396 0.2371 0.234',70.2323 0.2299 02275 0.225t 0.2227 0.2203
1.1 0.2179 0.2t55 0.213t 0.2107 0.2083 0.2059 0.2036 0.2012 0.1989 0.196s
1.2 0.19420.t919 0.18950.18720.18490.18260.18040.17810.17580.1736
l.l 0.17140.16910.16690.t647 0.16260.16040.1s820.r561 0.15390.r518
1.4 0.14970.14760.14560.143s0.14150.13940.13740.13540.13340.1315
1.5 D.12950.12',76 0.12s70.12380.12190.12000.11820.11630.11450.1127
1.6 0.ri09 0.10920.10740.10570.10400.10230.10060.09890.09730.0957
t.l 0.0940 0.0925 0.09090.0893 0.08?8 0.0863 0.0848 0.0833 0.0818 0.0804
1.8 0.0790 0.0775 0.0761 0.0748 0.0',7340.0',7210.0707 0.0694 0.0681 0.0669
1.9 0.0656 0.0644 0.0632 0.0620 0.0608 0.0596 0.0584 0.05?3 0.0562 0.05s1
2.0 0.0540 0.0529 0.05r9 0.0508 0.0498 0.0488 0.0478 0.0468 0.0459 0.0449
2.1 0.0440 0.0431 0.0422 0.0413 0.0404 0.0396 0.038? 0.03?9 0.03?1 0.0363
2.2 0.03550.03470.03390.03320.03250.03i7 0.03100.03030.02970.0290
2.3 0.0283 0.0277 0.0210 0.0264 0.0258 0.0252 0.0246 0.0241 0.0235 0.0229
2.4 0.0224 0.0219 0.0213 0.0208 0.0203 0.0198 0.0194 0.0189 0.0r84 0.0180
2.5 0.01750.01710.01670.01630.01580.01540.0lsl 0.01470.01430.0139
2.6 0.01360.01320.01290.01260.01220.01190.01160.01130.01100.0107
2.7 0.0104 0.0101 0.0099 0.00960.0093 0.0091 0.0088 0.0086 0.0084 0.008r
2.8 0.0079 0.0077 0.0075 0.0073 0.0071 0.0069 0.0067 0.006s 0.0063 0.006.
2.9 0.0060 0.00s8 0.0056 0.0055 0.0053 0.00s1 0.00500.0048 0.0047 0.004b
3.0 0.0044 0.0043 0.0042 0.0040 0.0039 0.0038 0.003?0.0036 0.0035 0.0034
3.1 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026 0.0025 0.0025
3.2 0.0024 0.0023 0.0022 0.0022 0.002r 0.0020 0.0020 0.0019 0.0018 0.0018
3.3 0.00170.00170.00160.00160.00t5 0.00150.00140.00140.00130.0013
3.4 0.00120.00120.00120.001l 0.00110.00100.00100.00i0 0.00090.0009
3.5 o.000q 0 0008 0.u008 0.0008 0.0008 0.0007 0.r)0070.0007 0.0007 0.0000
3.6 0.0006 0.0006 0.0006 0.00050.0005 0.0005 0.0005 0.0005 0.0005 0.0004
3.7 0.0004 0.0004 0.0004 0.00040.0004 0.0004 0.0003 0.0003 0.0003 0.0003
3.8 0.0003 0.0003 0.0003 0.0003 0.0003 0.002 0.0002 0.0002 0.0002 0.0002
3.9 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0001 0.0001
AppendixIII
0.0
The Cumulative 0.1
o.2
0.3
Normal Distribution o.4
0.5
) u 1 2 3 4 5 6 7 8 9
0.0 0.50000.50400.S0E00.sl)0 0.5tb0 0.5r99 O.52Jq
0.r 0.sle8 0.sdl8 0.sd780.s<t7 0.5557o.55ooo.io.ro 0.527s0.5ite 0.5J95
0.2 0.s7ql0s8120.s8-ro.ser0 6.iizs 6,.\i,o u.srst
0.3 0.6179 0.621,7 0.625s 0.62s3 o.6l.t1 0.6368
g.sa48
0.se87
o.ioli
o.i6ii 6.iiu, o.u,o,
o.4 0.6406 0.6443 0.6480 0.6517
0.6554 0.6591 0.6628 0.6664 0.6700 0.6716
0.67?2 0.6808 0.6844 0.6879
9.t 0.6915 0.6950 0.698s 0.7019 0.70s4 0.7088
0.6 0.7r23 0.7r57 0.7tso 0.7224
0.'/25701291 0.i324 0.73s.t.
0.738-s
0:422 otisi o
0.1 0.7s800.?6110.'76420.167i,gttoe onli 6;;;a; tiiti 6.)'stt o.tsqg
"o;;i;; "o.)ix
0.8 0.7881 0.7910 0.7939 O.7s6,7 o.rrn
0.7995 0.8021 0.805r 0.8078 0.8106 0.8133
0.9 0.81s9 0.8186 0.8212 0.8238 0.8264 0.8289
0.8315 0.8340 0.8365 0.83E9
1.0 0.8413 0.8438 0.8461 0.84s5 0.8508 0.8531
l.r 0.85s4 0.8577 0.859e 0.8621
0.8od.l 0.8805 0.8686 0.8-nr O872q O.SZ+g
1.2 o.Sii0 O.SiS0 d.8iru O.88tO
0.8E4q 0.880q 0.8888 0.8907 0 8925 0.8944
1.3 0.8q62 0.8980 0.89q7 0.q0t5
0.9032 0.9049 0.9066 0.9082 0.9099 0.91t5
r.4 0.9131 0.9147 0.g162 O.9L77
0.e1e2 0.e20.r0s222 0.s236o.gzsro.siii i:r;i; ;|;;;) i.iibu u.n,n
1t 0.93320.%45 0.93570.93700.93320.9J94
r.6 0.e4s2 0.e463 o.s4j4 o.s4s4 0.e4e5 0.e505 0.94060.94t8 O.s42eo.s44r
r.7 o.ssis o.ejii d.6l:, o.s5+,
0.95540.95640.95,73o9s82 0.95910.95990.9608
]l 09641 0.9649 0.9656 0.9664 0.9071 0.9678 0.9686 0.9b16o.qei: o.so::
r.e 0.e713 0.969j 0.9699 0.9706
0.e71e 0.e726 o_s.732 o.e.ltt o.st,ti 0:r;;6 o;r;;; 6.6ii, o.srst
?? 0.97',730.9778 0.9783 0.9788 0.9793 0.9793
2.1 0.9803 0.9808 0.9812 0.9817
0.9821 0.9826 0.9s30 0.9s34 0.9838 0.%42
2) 0.9846 0.9850 0.9854 0.9857
0.q8ol 0.q865 0.q8b8 0.98-t 0.a8-5 0..r878
2l 0.q88t 0.9884 0.S881 0.9890
0 q 8 q 3 0 q 8 q 6 0 . S 8 0 80 o q n , g . q q M 0 . q S 0 o
2.1 0 . S q 0 q6 . q q l l 0 q 9 t J d . 9 9 l b
0.,rcr8 0.oe20 0.ec22 0cq,5 0qq27 0.qq2a
opolr 6.onjj 6.nijo u.ns:a
).5 0agr8 04q40 0qc4t 0.994J 0.9q45
0.9q46 O.qq48Oqq4a 0.995t 0.q952
I6 n 9q5l 0.qq55 0.9q50 09q<?
O.*oO O.qsot 0.q962 0.sq6J U.eeb4
)i 0.aao5 0qqbo O.aoo7n.qshR 9-olfl 0o9oo 0,rS70 0.q9?l 09972 0.qq7j U.9974
2.8 0qo74 0qq'5 o.ao-6 oqg-7 0s97? 0.0e78
:.4 OS"z,i O.6,iSOi..otu uro,
0.qq8r 0.9q82 n.gqdl 0.9q81 Uqq84 0qq84
0qq85 0qS85 0.9q80 09980
0q08r 09r)87 0qo8r 0q488
I9 q""8q 0.o98e 0.as8e 0.qae0 u.qq90
.1.J 0 qq00 o.oqq| o.s,rqt 0.q9o| 9:?!! 0.9.rs2 O.SSS: 0po6i
1.2 0.o9qj o.osqj 0.sqo4 n 9qq4 0.9qs4 0 9qs4 oqo,l ;.r;;, ;';;;.t u *91
o o.;q,;l d.nn"; u on",
0 o.eocs0.9e96
I
i{.4 -00s5o.aeq7o.sqo7o.qqeb0.99e00.9cs6osnni o noood.iinJ ,.*r,
o.osq- 0ses7 0eqs7osoq80.0i,;8;.6;; ;.;;;; ,J*r8
3.5 {).9998
3.6 0.9998
3.7 0.9999
3.8 0.9999
3.9 0.9999
AppendixIV
-
Ordinatesof the
CumulativeStudentt
Distribution
Function- Fr(r)
d (degrees) aN"/a0
0.00 5.r4 12.80
1.00 5.38
2.00 14.03
5.63 14.90
3.00 5.90 15.84
4.00 6.19 16.86
5.00 6.49 17.96
6.00 6.81
700 19.16
7.16 20.46
8.00 '1.53
't.92 21.87
9.00
23.40
10.00 8.34 25.0'7
I 1.00 8.80 26.89
12.00 9.28 28.88
13.00 9.81
14.00 31.06
10.37 33.4s
15.00 10.98
16.00 36.0'l
I 1.63 38.96
t'7.00 12.34
18.00 42.14
13.10 45.64
19.00 13.93 49.52
20.00 14.83
21.00 53.82
15.81 58.59
22.O0 r6.88
23.00 63.89
18.05 69.80
24.00 19.32
25.00 76.41
20.72 83.81
26.00 22.25
27.00 92.12
23.94 10t.47
28.00 25.80
29.00 n2.02
27.86 t23.96
30.00 30.14 t3'7.50
31.00 32.67
32.00 152.92
35.49 r70.52
33.00 38.64 190.68
34.00 42.t6 213.85
35.00 46.12 240.56
36.00 50.59 2'11.49
37.00 55.63 307.43
r
APPENDIX
237
d (degreet 6N.la6
38.00 61.35 349.37
39.00 6'7.87 398.51
40.00 '7
5.31 456.36
41.00 83.86 524.78
42.00 93.7r 606.11
43.00 1 0 5 .11 '103.28
44.00 u8.31 820.04
45.00 133.87 96r.17
46.00 152.r0 1132.81
4'7.00 173.64 1342.94
48.00 t99.26 1602.00
49.00 229.92 1923.7't
50.00 266.88 2326.62
AppendixVI
Numerical Values
of Aiq and its
First Derivative
f (degrees1 aNqla6
0.00 1.00 5.14
1.00 1.09 5.63
2.00 1.20 6.t6
3.00 1.31 6.'75
'7.39
4.00 t.43
5.00 l.)/ 8.11
6.00 t.'72 8.90
7.00 r.88 9.78
8.00 2.06 10.75
9.00 2.25 11.83
10.00 2.4'l 13.02
11.00 2.'11 14.36
12.00 2.9',1 r5.84
13.00 3.26 17.50
14.00 3.59 19.36
15.00 3.94 21.43
16.00 4.34 23;76
17.00 4.77 26.37
18.00 5.26 29.32
19.00 5.80 32.64
20.00 6.40 36.39
21.00 7.0'l 40.63
'1.82
22.00 45.45
23.00 8.66 50.93
24.00 9.60 57.17
25.00 10.66 64.3r
26.00 11.85 72.48
27.O0 13.20 81.86
28.00 l4;72 92.66
29.00 16.44 105.13
30.00 18.40 I19.57
31.00 20.63 136.35
32.00 23.18 155.90
33.00 26.09 178.76
34.00 29.44 205.59
35.00 33.30 237.t8
36.00 3't;75 2'14.54
37.00 42.92 318.89
APPENDTX
d (degrees) aNqla6
38.00 48.93 3',11.',l6
39.00 55.96 435.08
40.00 64.20
'73.90
511.2',1
41.00 603.41
'/
42.00 85.37 15.42
43.00 99.01 852.33
44.00 115.13 1020.66
45.00 134.87 1228.92
46.00 158.50 1488.25
4',7.00 t8'7.21 1813.45
48.00 222.30 2224.23
49.00 265.50 2',14'7.24
50.00 319.06 3418.69
AppendixVII
-
NumericalValues
of l{, and its
First Derivative
d (degrees) aN,164
0.00 0.00 0.00
1.00 0.00 0.29
2.00 0.01 0.62
3.00 0.02 1.00
4,00 0.05 1.43
5.00 0.07 1.92
6.00 0.11 2.49
7.00 0.16 3.14
8.00 0.22 3.88
9.00 0.30 4.'74
10.00 0.39 5.'/2
11.00 0.50 6.85
12.00 0.63 8.15
13.00 0.78 9.64
14.00 0.9'7 11.36
15.00 1.18 13.34
16.00 1.43 15.63
17.00 t.73 18.28
18.00 2.08 21.35
19.00 2.48 24.91
20.00 2.95 29.04
21.00 3.50 33.85
22.00 4.r3 39.45
23.00 4.88 45.99
24.00 5.7s 53.65
25.00 6.'76 62.63
26.00 7.94 73.18
2'1.00 9.32 85.61
28.00 10.94 100.30
29.00 12.84 n7.'70
30.00 15.07 138.36
31.00 17.69 162.9',7
32.00 20.79 r92.38
33.00 24.44 227.65
34.00 28.77 270.07
35.00 33.92 32t.31
36.00 40.05 383.43
37.00 4'7.38 459.03
APPENDIX 241
@(degrees) aN,lao
38.00 56.r',| 551.46
39.00 66.76 664.98
40.00 '79.54
805.05
41.00 95.05 978.78
42.00 113.96 l19s.4l
43.00 137.10 146',1.08
44.00 165.58 1809.82
45.00 200.81 2245.00
46.00 244.65 280r.29
47.00 299.52 351'1.53
48.00 368.67 4446.79
49.00 456.40 5662.28
50.00 568.57 '7266.03
Index 1 its
)(
kurtosis,68 samplespace,2
samplingtheory,91
largenumberslaw, 14 scatterdiagram,183
leadingdiagonal,160 secondmomentmethod,105-117,
line diagram,37 119 36
linear correlationcoefficient,189-90 sensitivityfactor, 108
load combination,206,207 sst algebra,5
lognormaldistribution,137+1 sets,I
simpleevent,3
matrices,159 singularmatrix, 169
meanvalue,59, 83 site investigationprocedure,210-12
median,63 skewness, 64
minimum samplenumber,96 soil distributions,144-7
minor, 165 soil samplingtheory,212
modal matrix, 175 soil strcngthparameters,145-7
mode,63 spatial uniformity,213
moments,65, 66 spectralmatrix, 175
Monte Carlo simulation,134-6 squarematrix, 160
multiplicationlaw, 11 standarddeviation,57, 59
multiplication standarderror ol estimate,190 1
ol matrices,162+ standarderror ol mean,92
of vectors,165 standardisedvariables,85, 111
multivariatedistributions,183 stochasticvariables,35
mutually exclusiveevent,10 student's, distribution,94
subset,2
nominal probability of failure, 118 subtractionof matrices,162
non-normaldistributions,203 summationlaw, 10, 12
normal distdbution,84 superimposed loadings,148 9
normalisedmodal matdx, 175 symmetricmatrix, 164
normalised variables,85, 111
null matrix, 164 time depndency, 148
total probability theorem,19
ordinary moments,65 traceof a matrix,161
transformationmethods,176-82
permutations,72 transposeof a matrix, 164
point estimation,91, 92 tree diagram,22
Poissondistribution, 80,81 trends,directional,213
postriorFirobability,9 triangularmatrix, 161
prior probability,8
probability,8 union of sets,3
densityfunction,47 union probability, 10, 12
distributions,45, 144 5,148 unit matrix,161
of failure,101,117 universalset,2
massfunction,45
variance,56, 58
randomvariables, 35 variability ol parameters,147,148
reducedvariables,85, 111 variation,coemcintol 61, 62
regressionlines,183 7 varying loads,206
relativefrequencydistribution,38 Venn diagram,4
ChapterTwo
RandomVariables
Randomvariables
Stochasticvariables
,tn
the (Ai THE LINE DIAGRAM
ues
A line diagram (or bar chart) can be usedto createa graphicalrepre-
sentationby whichthe rangeand distributionofthe measured valuesof
a discreterandom variableare easilyseen.
The datais first placedinto someorder.usuallyof eitherincreasrng
or
decreasing values.It is thena fairlysimpletaskto determinethe number
of timesthat a particularvalue(or groupof values)occurs.Sucha table
is known as a frequencydistributiontable.
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Example2.1 curve
to or
The work of a lollipop lady in chargeof a primary schoolcrossingwas Th(
monitored one morning. The group size,i.e. the number of children in high e
eachgroup that shesupervisedacrossthe road, was noted as well asthe are ec
number of times each group size occurred. The survey yielded the Ass
followingfrequencydistributiontable: frequt
Group size I 2 3 4 5 6 7 8 9 10 >rr by thr
O c c u r r e n c e 2 7 3 4 3 54 3 2 1 0
Exam
Using a line diagramplot the group frequencydistribution.
Plot i
Solution
The line diagramis shown in Fig. 2.1. Solutt
The c
20v.
Grt
5
4
3
2
1
4 5 7 8 9 10 11
GrouPsize
2.1
Fig,2.1 Li.nediagramfor example
Example2.2
Plot the cumulativefrequencycurve for example2.1.
Solutton
The cumulative
frequency
distribution
tableis setout below:
Groupsize Groupfrequency Cumulatiue Relatixe cumulatiDe
frequency
I 2 2 rl = 0071
2 1 3 0.107
3 l 6 0.214
4 4 t0 0.357
5 3 l3 0.464
6 5 18 0.643
7 4 22 0.786
8 3 25 0.893
9 2 2',1 0.964
l0 I 28 1.000
1l 0 1.000
'ia line
l alues.
20
)group
'").
but the
added ; E
elative
10 11
lethod G r o u ps i z e
of this Fr.q.2.2 Cumulative frequcncycurve for exanple 2.2
ENGINEERING
40 PROBABILITY AND STATISTICS IN CIVIL
Table2.2 Example2.3
Range Frequency
24 -26.3
26.3128.6
28.6130.9 11#l t :8
30.9r 33.2
3 3 . 2 13 5 . 5
3 5 . 5 13 7 . 8
37.81-40.1
c;
z
-(kN/d -tkN/m
lo
z,
- {k N/ni t'l
tm
10
I
o
+
2
?2.4 c u- ( k N / m 2 1t + 1 . 6 2 3 . 2c , - I k N / m z ) 4 0 . 8
2i z2 . 8
e5s c uu- ({kkNN/ m
/ m- )z ) 41'?.5
Fig.2.4 Frcqrency polygons for example 2.3
Example2.4
in
Using sevencells ahd the data from example2.3 plot the cumulative
wn frequencydistribution.
44 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Solution
The cumulative frequency plot can be obtained from the information
containedin ,Table2.2 which leadsto Table 2'3 One
to er
part
distributionfor example2 4
Table2.3 Cumulativefrequency
A
Cell range (kN/m'z) Cumulative lrequency Relative cumulative ical
(c) frequency (C/N x 100/) a fut
6;7 the
24 -26.3 3
263118.6 9 20.0 T
28.61-30.9 t'7 3'7.8 toa
30.91-33,2 26 57.8
'17.8 apr
33.21-35.5 35
35.51-37.8 41 91.1
37.81-40.1 45 100.0
THE
' o , w
inft
. q ,
rep
=o thr
' r
G,
. \ J
ot
2t+ 26'328.6 lS9 33.2 35'5 37'8 40'l chi
- cu - ( k N r m z l
Fa. 2.5 Plot for example2.4
(D
(ii)
Et
Assumethat we wish to know how many of the measurerhents areiess
than or equalto 33.2kN/m2. Dr
'-In fie. i.5 dro* a vertical line up from 3-3.2kN/m2 to cut the plotted ot
tne at ioint Z, From Z draw a horizontal line to cut the verticalscales'
the number of values Sc
,The intersectionswith thesescalesindicate that
'1ess
than or equalto 33.2kN/m2 is26,or 57'8/. of thevaluesarelessthan TI
33.2kN/m':. p(
RANDOM VARIABLES
probability distributions
ratton
One of the major propertiesof a stochasticvariableis that it is ooslible
to estimatethe likelihood,or the probabiliry,that it will achievesome
particular value.
. Aconvenientway to obtainthisprobabilityis to studythe mathemat_
ical function known as the probability distribution of the variable.Such
a function is eitherdiscreteor continuous,dependingon the characterof
the random variableinvolved.
The probability distribution function for a discretevariableis referred
to asa probability massfunction (pmf) and,for a continuousvariable.as
a probability densityfunction (pdf).
rHE PROBABTLTTY
lrass nuucrroN (pmf)
IfX is a discreterandom variablecapableofhaving n values,x,, whereI
rangesfrom 1 to ,r, then p1(x1)is the probability that X will equal a
particularvaluex1.
The probability massfunction of X is therefore:
Px(xr):PIX:xr]
When there is no risk of ambiguity the subscript ,i,, although
still
inferred, is dropped and the pmf of X is writte; as py(x) where
x
representsany of the valuespossiblefor X. This conviniion is
used
throughout the book and the pmf of X is thereforewritten as:
Px(x):P[x:x]
Obviously the pmf must satisfy the laws of probability establishedin
chapter1, viz:
(i) 0 < py(x) ( 1 for all possiblevaluesof x
(ii) ) p1(x) : 1 with the summationtaken for all possiblevaluesofx
: less Example2.5
Determine the probability mass function for the scoresthat can be
]tted obtainedby the throwing of two fair dice.
ales.
,.lues Solution
;han The problemis besttackledby enumerationand a tabulation ofhow all
possibledice scoresare formed is given in Table 2.3.
46 PROBABILITY AND STATISTICSIN CIVIL ENCINFERING
Table2.3 The
sho
- Score Combination
cori
2 l, I cun
3 1,2 2,1
4 1,3 2,2 3,1
5 t,4 2,3 1 ) 4 l
6 1,5 2,4 5, 1
'1
1,6 ) 5 5,2 6,r
8 ? 5 4 4 6,2
9 3,6 5 4 6,3
10
11 5,6 6,5
12 6,6
The cdf, Fx(x), for the dice scoreof example2.5 is shownin Fig. 2.6b.It
should be noted that the value of F1(x) for a particular integer'
correspondsto the higher step. For example,for a score of 7, the
cumulativefrequencydistributionis equalto 0.583and not 0.417.
.\ 67 1'0
4r9 .8
.11t '6
pxrxr.oBl
t . .t x i
.056
'2
' 2
3 4 5 6 1 8 9 1 0 1 11 2 3 1 +s 6 1 6 9 1 01 11 2
Dicescofe Dice scote
(aJ (b)
It
probability,it will be seenthat it can thereforehavea valuegreaterthan dime
0,1". the a
fx(x) ) 0
0
a
Valuesin differentrangesaremutually exclusivewhich meansthat' for Hen,
that X
rangeofpossiblevaluesof X, varying from a to b, the probability
probability that a < X ( b' i'e' that X
*iff-Li" *l,ftin this rangeis the
must have a value c, or b, or somewherein between' That is:
Nov
strar
rant
J't*,*'o*:P[a<x<b]
then the
Obviously tf a arrdb are the minimum and maximum values
areaunderthe functionmust be 1.0,i.e'
l *
t fx(x) dx : I
)''
-
(Note the conventionof symbolisingthis total rangeas between and
+ infinitY.)
probability
Two conditions that must therefore be satisfiedby a
densityfunction are:
(1) fx(x) : 0
(2) I fx(x) dx : 1
Example2.6
data of Fo
Preparea probability densityfunction that will fit the observed
example2.3. Slc
Solution He
The first step is to choose a suitable histogram and its associated
frequencypolYgon.
-
ti tras Ueen ittustrated that a large variety of differently shaped
one will
trirtog.umt can be obtainedfrom the samedata and, as each
havelts sepzlratepdf, a certainamount ofjudiciousselectionis requiredif
Fr
the pdf oblainedis to be a realisticmodel of the measurements'
For this solution the histogram of Fig' 2'3c and the corresponding SI
and 2 4c
fr.qu.n"y polygon of Fig. 2.4chavebeenchosen'Figures2'3c H
fits the
u." .ho*n ,ui".imposed on eachother in Fig' 2 7a' A pdf which
is shown as a dashed line in Fig' 2'7a
iutu una is mathematicallysimple
unJi...p-a*.a in nig. Z.Zb.Ii consistsof three straightlines extending
ou., u .ung" of values from 22.85 to 41 25 kN/m'z'
RANDOM VARIABLES 49
A s s u r n epddf
Frequency
potygo
F;q(x).:P[-co(X(x]
The 1
or:
r'*(r) - f1(x)dx
l_-
P*(r) - fxfu) du
|
Example2.7
The probability function of a continuousrandomvariable,X, is givenby
the equation:
RANDOM VARIABLES
- 0<X<5
f1(x): 0'0064x(25 x'?) for
X'
Draw plots of both the pdf and the cdf of
Solution
," . . - u2)du
F1(x): I f(u) t,u: l" ,3ououet
)-- Jo
: 0.08x2- 0.0016x4
selectingsuitablevaluesfor X:
The two plots can be preparedby
4.5
x 0
2'8'
The plots of f;(x) are shpwnin Fig
1.0
.8
F,(x) '6
tas
't+
nit
ny 2
o 1 2 3 L
2 3 ! 1 c df
pdf
27
Fig-2.8 pdf and cdf for examPle
ExamPle2,8
ptepatea plot of the cumulative
Using the pdf derivedrn example 2'6
distribution function.
the fx 1 .3 0 . 9
r"rrt-- I f ' 1 u ) d u :I i * ( ' tdu
-@
.)
r34 35 (41 25
+ | f1(a) dtt + | f;(u) du
oby J.o.s J 3 43 5
52 PROBABILITYAND STATISTICSIN CIVIL ENGINEERING
Forrange22.85<X<30.9
-0.2598
f1(x): 6.61147,'
t '
Fx(x): | (0.0114r- 0.2598)dtr
J 22.45
'
Expectedvalueof a randomvariable
1.0
'6
'6
I xr^,
,4
0
20 t+o
1,1-
r**,*r
Fig. 2.9 cdf for example2.8
Example2.9
A discreterandom variable x, has the following pmf:
54 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
0.05 1000
0.1 2000 X
0.2 3000 f*(:
Efxf : i xr1(x)
dx
Example2.10
The pdf of a continuousrandomvariableX is givenby:
0(x(6
rx(x)- 1l # r '
|. 0 elsewhere
Determinethe valueof E[X].
Solution
f@ tt
EtXl - | xfr{x)dx I x1dx'ztdr
J-.. Jo
-- f -,L-4 t6 -
t288^ tO - a^ . J<
SO
An approximatesolution of the aboveproblemcan be obtainedby
graphicalmeansand thisapproachmay provemoreconvincingto some If
readers. (i)
The plot of ft(x) is obtainedby selecting
a suitablesetof valuesfor X G1
and is shownin Fig. 2.10. (ii
RANDOM VARIABLES
X 0 I 2 3 4 5 6
fx(r) 0 0.014 0.056 0.125 0.222 0.347 0.5
fX(x)
0 1 2 3 1 5 6
Fig. 2.10 Gnphical solution for example2.10
and fr
Anotl
As E[
I
Hencr
Exam.
A con
Deter
Soluti
E[-x
YarlX
The vi
The sr
given
RANDOM VARIABLES 5'I
v a r ( x) rfl\)2fx(x)dx
.J",,
Anotherexpressionfor Var(X) is obtainedby expandingE(X - my)2.
As E[X] is equal m;:
to
E(x - n1)'z: Elx') - 2ElXlm, * m*2 : Elx2l - Elxl2
Hence,for a discretevariable:
.:-:me I
*u"'::'fi.l;:,t:r',]o',
Exampte2.12
A continuousrandomvariable,X, hasthe followingpdf:
--'=) 1n
f0.00025x 80(x(120
: 1^
tx(x)
'
l0 elsewhere
Determinethe varianceof X.
Solution
t \2o f 12o
Eixl: I xf1(x)dx: I dx - [0.00008333x3]
x(0.00025x) A3o
J80 J8o
: 101.33
: nrx
Varlxl : E[(X m1)'?]: E[(X - 101.33)'?]
: _; also f r2o
: | (x - i01.33)'z(0.00025x)
dx
. J 80
E l:'iare The valueof this integralis 132.6so that Var(X) is equaito 132.6.
mathematicalsymbols:
o* : n/Var;x] :
Obviously:
Vatlxl : 6x2
The varianceand the standarddeviationofa variableare both measures
'
of the amgunt of spreadof its possiblevaluesfrom the meanvalue.
If a variable has valuesthat tend to be closeto the mean then the
varianceof the variable will be small whereasif the possiblerange of
' valuesextendsfor somedistance
eithersideofthe meanihenthe variance
will be large.(SeeFig. 2.11.)
I ar g e v a r i a n c e s m a l lv a n i a n c e
v
Inc
sam
ase
c
ofl
Fig. 2.1I
stat
to1
Example2.13
Determinethe varianceand standarddeviationof the discreterandom
variableof example2.9.
Anc
Solution
I
Yar(X\:El(X - mxt2l: (xr - my)zpy(xl
|
Hei
Now:
mx: ELXI:41O0
Var(x) : 0.05(1000
- 4100),+ 0.1(2000
- 4100)2
+ 0.2(3000- 4100), Exd
- 4100),+ 0.3(5000
+ 0.2(4000 _ 4100),+ 0.1(6000
_ 4100), Den
_ 4100)2
+ 0.05(7000
RANDOM VARIABLES
: 2 190000
- i90 000:1479.9
"* vt
Alternativelythe otherformulamaybe used:
- -ln*)z
,r, - m71)2pytx)
r{x
,i
Hence,the standarddeviation,s", is given by:
)' Example2,14
0), Determinethe mean and standarddeviation of the values
6, 5, 8, 5, 5, 6, 7, 8, 4, 6
60 PROBABILITY AND STATISTICS IN CIVIL ENCINEERING
Solution
The mean value is given by: wl
ln(
6 + 5 + 8 , 5 F 5 1 6 J7 F 8 + 4 + 6 _ 6
10 fro
Now: .of
lo
Var: I (x,- **),
t= 1
Hence: Th
- = - ob
( - i ) ' + 2 2 t t - l t 2 r r - t 1I 2 , l i i z - ,l , -
r 1- \ + Z- | /t'
10
Note: The simplicityof the standarddeviationformula
for a setof.values
illustralesthe simplicity of the arithmetic,br, ;; So
il;;li]m, involved
when the numberof valuesis large.This t;dir*
i" g.;;;trlduced if the sta
formula is rearrangedand written as
col
:: r'alues
::r'olved Someoperatorsonly usethe formula involving n - 1 and,as only small
::i if the statistical samplesare possible in civil engineering,the author re-
commendsthis practice.
For largevaluesof n, (n > 30),the differencebetweens and d becomes
negligible.
Dispersionof values
t The variance(or standarddeviation)ofa variableis an indication ofthe
amount of dispersionof the valuesthat the variablecan have.
:=dom
If the varianceis low then the valueswill be concentratednear to the
atown.
meanwhilst if the varianceis high the valueswill be scatteredwithin a
wide rangewhoselimits are somedistancefrom the mean(Fig.2.11).
n:d the
For any variablethe units ofits standarddeviationarethe sameasthe
*: itom
units for its meanwhereasthe units of its varianceare squared.Because
of this most statisticalwork is carriedout usingstandaiddeviations.
::aiion
-'"_i As the reader will appreciate,it is quite possiblefor a completely
the differentsetofdata to havethe samemeanvalueasanothersetofdata. A
knowledgeof the arithmeticmeanis thereforevery limited in application
: -aller
unless it is accompaniedby the relevant frequencycurve or some
information such as the standarddeviation.
: -:tion
Coefficientof variation
:l:: this
It is often useful to be able to compare the degreeof spread of two
differentvariablesof differentunits, say one in kN/m3 and one in kN.
This is achievedby a term known as the coefficientof variation which is
simply a dimensionless ratio createdby dividing the standarddeviation
PROBABILITY AND STATISTICS IN CIVIL ENCINEERING
Example2.15 sa
tt
Measuredvaluesof a variableX and of a variableZ are set out below.
VariableX: 20 25 30 35 40 45 50 55 60 TI
Yariable Z: 120 125 130 135 140 145 150 155 160
I
Which set of valueshas the greatestdispersion? ls
Solution
By inspectionit can be seenthat the two setsof valueshave the same rl
valueofstandarddeviationwhichworksout to be 12.91. The meanvalue fc
of variableX is 40 and the mean value of variableZ is 140. hi
12.91
--1,' | t qr
v(x) : : : 32.3'( and v(z) : "::: :9.2, TI
4u 140
The spreadof the valuesof variableX is much greaterthan that of the T
valuesof variableZ. le
II.
Other meanvalues n
ls
Although the arithmeticmeanis the valuemost commonlyusedin civil
engineeringthereare two other waysof expressingmeanvaluesand the
readershould be awareof them. E
f
THE HARMONIC MEAN n
The harmonicmeanof a setofvaluesis simplythe reciprocalof the mean
sum of the reciprocalsof the values.In symbols,if there are n values:
Harmonicmean: --+-
i 1r'\
r?r \x;/
THE GEOMETRIC MEAN
Geometricmean : X 1,X 2 .X 3 . 1 4 . . . X 1 1
t_
j
RANDOM VARIABLES 63
THE MEDIAN
-:- The medianis the ceniralvalueofa set.On the onesideall the valuesare
rf the
lessthen the median,on the other sideal1the valuesare greaterthan the
median.
In other words, if the values are placed in ascendingorder of
magnitude,then the medianis the centralvalue(if the number of values
is odd) or the meanof the two centralvalues(if the numberof valuesis
E: : civil even).
E =d the
Example2.16
Determinethe arithmetic,the harmonic and the geometricmeans,the
mode and the medianfor the following set of numbers.
f -:: :ean 2, 3, 3, 3, 5, 6, 7, 8, 10,n, A,24
-:-:3S:
f
Solution
2 + 3 + 3 + 3 + 5 + 6 + 7 + 8 + 1 0 +t t + t 4 + 2 4
Arithmetic mean :
12
- a
Harmonicmean
t2
1 +j + i + j + j + f T l + ; l l l r , , 1 * r 1 ;
:4.92
a---
Skewness
or:
Up to this point it has been tacitly assumedthat any distribution
discussedin this chapteris symmericalwith the mean,the medianand
the modeall coincidingat the centralvalueofthe distribution.However,
this will not alwaysbe the case.Many distributionsareasymmetrical,i.e.
non-symmetricalwith one tail of the distribution longer than the other.
Becauseof this, we introducethe term skewnessor, more correctly,the
coefficientof skewness, as a measureof the amount of asymmetry.If the It is
longer tail is to the right of the mean then the distribution has a right (or
hand skew whereasif the longer tail is to the left then the skew is left
If
handed.
mor
A symmetrical distribution has no asymmetry and therefore its
mor
skewnessis zero. The convention used for asymmetry is that the
skewnessof a right-hand skew is positivewhereasfor a left-handskew
the skewnessis negative,seeFig. 2.12.
and
c(3+ve
Asr
firsl
vari
R .H . s k e v L .H . s k e w SymmetricaI
FA. 2.12 Skewness
of distributions
i
L
RANDOM VARIABLtsS 65
mean value than on the mode or the median valuesso that the mean
value of an asymmetricaldistribution is alwaysfurther into the longer
24
tail of the distribution than the other two values.
A measureof skewnessis therefore(mean- mode) which will be
negativefor left-handedskewsand positive for righthanded ones.In
order to remove the dimensionswe simply divide by the standard
deviationof the distribution to give the formula:
mean - mode
Coefficient of skewness:
standarddeviation
a, : Etx'l
d: Jx'r.(x)
As will be seenlater in this section,we aregenerallyonly interestedin the
first four moments.Expressionsfor thesemoments,for a continuous
variable,are:
t1't:Elx): dx
Jxr*(x)
p',: Elx2l: ax
be Jx'zf*(x)
etic ar
tl'z:ElX3f:
J*'r"G)
p'o: ElXal: ax
the Jxar,,(x)
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
L - m)'fy(x)dx:El(X _ m).1
t.: l(x
J
Note that p1 is equal to E[X - m] and must therefore
be equal to zero.
For a continuous variable the various expressionsfor
hiiher central
moments are:
p z = E l r X- m t 2 :f
f{r-.)rf^1x)a,
J
Example2.17 b
The probability densityfunction of a random variable, e
X, is:
fli(x):fr(8x-xa) 0<x<2
-
. RANDOM VARIABLES 67
Determinethe first threemomentsof its pdf, (i) about the origin, and (ii)
about its meanvalue.
- Solution
f f2 s
-
(D p',: Elx): I xf"1x)dx : ,Io i- ' x18x xa)
,
( |
: i l 8 x 3 - ; "6f2I : 1 . 1 1
48L 6_lo
< T -71.2
y',= Elx )l : +irl
6I
z"o- | / l o| : r.+zs
S fR.5
r i - E L X 3 I : :4. 81 : _ - j ^8 l|o- 2 . 0 0 0
"812
15
(iD h:o
- - 1.l1lz
l t z : F ' z m 2: 1 . 4 2 9
- n 10<
:0.195
2.1
Kurtosis
Kurtosis,:
o^_#:ry+
The peakedness of a particulardistribution is assessed
by examiningjust
how much its kurtosisis greater,or smaller,than 3.0,which is the value
bf kurtosisfor the normal distribution (describedin chapter3).
An,
RANDOM VARIABLES 69
Exercises
HISTOGRAM
2.2 A fair coin is tossedfour times and X is the number of heads t<
obtainedin thesefour throws.
Obviously X is a discreterandom variable with a range of
integervaluesfrom 0 to 4.
Preparea line diagram that representsp1(x), the probability
massfunction of X.
Hint:
Probability of a head with eachthrow, P[H] : ]. 2.6
Probability of a tail with eachthrow, PtTl : +.
Probability of 3 heads: PtHl . PtHl . PtHl. PtTl : * but
three headscan be scoredin four differentways.
Hence.toral probabiliryof threeheads:^ : I
i/
Answer: Answ
Ar;
Horizontal plot (x)
L
Verticalplot (p1(x)) f6 Ha
then k : 0.0154.
Determine.theexpectedvalue and the varianceof X
Ansv
Answer: ElXl : 6.268;Var[X] : 0.015.
r o
forX: (
li3
60
1 8 0
| 100
( 120
Determinethe expectedvalue ald the varianceof X.
Answer:ElXl: 58.8;Var[X] - 854.56.
11
RANDOM VARIABLES
MOMENTS
Common Probabilitv
Distributions
PERMUTATIONS
, P , : !U:I nl
Example 3.1
of five coins
If thereweretwenty coinshow many differentarrangements
for would be possible?
rost
Solution
)nt tnl
,p,: ,ops:co:i - : t aoo
+so
,r,
TREATMENT OF A SET THAT CONTAIN SUBSETS
. the Example3.2
and
that can be madeof the
Determinethe numberof differentarrangements
'GEOTECHNICS'.
that occurin
letters.
Solution
din G, O, T, H, N, I and S occur once,C and E occur twice. Hencetotal
Pis numberof permutations is givenbY:
1 1 -t - 9 9 1 9 2 0 0
2 t2 l l l
(If all elevenletiers had been different,the number of permutations
would havebeenalmost40 million.)
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
COMBINATIONS wl
-A completesetof permutationsincludeseveryarrangementpossble.For
0
examplean arrangementXt, X3, X2, Xa is considereddifferentfrom
the arrangement Xt, X2, X3, X4"
A combinationsimply considersthe objectsin a group, without any
regard to their arrangement.The combination X1, X3, X2, Xa is the
N
sameas X1, X2, X3, X4, exactlythe sameas for a set.
The total numberofsetsof r objectsthat canbe selectedfrom n objects
is given the symbol ,C. (the total possiblenumber of combinationsof n
things taken r at a time). is often written as:
"C.
(f
t;
E:
and equals: St
,P. : nt
,l rtln _r)l
Exampte3,i
How many groupsof five differentcoinscan be createdfrom a set of 20
differentcoins? E,
A
Solution
20:
z o P s- ( 2 0 _ 5 ) | 5 l ol
2 0. \ s - J r !< <^,1
Sr
Note: The idea of combinations has already been encounteredin L'
exercise2.2 at the end of the previouschapter- the numberof waysit is L
possibleto obtain three headswith four throws of a fair coin could be T
found by enumerationand was statedto be four.
Now, from the foregoing,it is seenthat this numberis the combination
of threeout of four, i.e.
4l
0/ .- . ,- _ ( 4 _ 3 1 . - ^
I__
B
Binomialcoefficients H
The symbol (:) is often referred to as a binomial coefficientas the
binomialexpansionfor (x + y)" can be written as: fc
(;):(;):"
Example3.4
Expand(x + y)3.
Solution
Example3.5
A fair die is to be thrown eight times.Determinethe probabilitiesof: (i)
obtainingthree3s and (ii) obtainingno 3s.
Solution
Let p - P[3] : the probabilityof a 3
Let q - P[3] : the probabilityof no 3s
Then,p:{andq:(t-p):*
A possiblecombinationfor the occurrence
of three3s is:
1 3 3 3 3 3 3 3 -
and the probability of this eventis:
+ + . * . * . * .**. t : 1 . 8x61 o - 3
But, thereare sC3(56)combinations that can causethree3s to appear.
Hence,the total probabilityis 56 x 1.86x 10-3 :0.104.
Nole: From the aboveexamplewe can write down a generalexpression
for the probability of obtaining r 3s from a total of n throws:
:
ProbabilitY '' : ''
"C,P'q'^ l'n)P'q'^
\r,/'
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Probability: :
sCopoq' : q8: (;)8:0.233
fro'
The Binomialdistribution
Example3.5is an illustrationofthis importantdistribution.In a seriesof
independentrepeatableexperiments, suchasthe tossingof coinsor dice,
the actualthrow is referredto asa trial and the scoreobtainedis termed
an event.Independentrepeatabletrials are often referredto as Bernoulli E:
trials. It
For everytrial thereis a probability, p, relatedto the particularevent,
de
e.g.a head or a tail with a coin, a 3 with a die, etc. and there is also a
ta
probabilityof its non-occurrence, q, equalto (i - p).
of
It is often convenientto refer to p, the probability that the eventwill pr
occurin a singleBernoullitrial, asthe probability of success and q asthe
probability of failure. Sr
'|.l
p1(x),the probability that the eventwill happenexactlyr timesout of
and (n - x) failures,
n Bernoulli trials, i.e. the probability of x successes T.
can be writtenas the probabilitymass[unction:
T.
th
px(x): P[x -'I : (])o'a'' .'
B( 1 0 , ' 6 )
0.3
0,2
0.1
:sof a 2 r+ 6 8 10 x 0 2 I 6 I 10
lice, -F,g.
J.1 Binomial
distributions
ned
rulli Example3.6
It is estimatedthat l0l of the steel bolts produced at a factory are
ent,
defective.Tests,carriedout at periodsduring production,consistof the
;oa
randomselectionofgroups offive bolts for inspection.IfX is the number
of faulty bolts found in a sample group of five bolts determine its
will
probability massfunction,meanvalue and standarddeviation.
the
Solurion
Lt of The probability of success, p (i.e.of finding a faulty bolt) : 0.10
Lres, The probability of failure,q (i.e.of not finding a faulty bolt) : 0.90
The possiblevaluesof X extendfrom zero to five and the pmf of X is
therefore:
Px(x) : (i)o'"-"'
the
Valuesofpl(x) cannow be obtainedfor all valuesofX and aretabulated
stri- belowalongwith the valuesof xpa(x) and x2pa(x;.
the
' Px(x) xPx(J,
the
0 0.59049 0.0 0.0
:, is I 0.32805 0.32805 0.32805
sof 2 0.07290 0.14580 0.29160
3 0.008r0 0.02430 0.07290
4 0.00045 0.00180 0.00720
ons, 5 0.00001 0.00005 0.00025
and
Totals 1.00000 0.7
EVA
Exe
easi
detr
.I
prel
pro'
and
, The r
the ti
/Tu
/ valu
\theb
, distri
butio
COMMON PROBABILITY DISTRIBUTIONS
Hence:
Fx(4): 0.1886
E /-\ _
.a(l)n,'
and is appropriateto example3.7 is reproducedbelow.
0.40
The poissondistribution T
wnt
I]r order to use the binomial distribution, it is necessaryto
know the
number of'successes' (the numberof timesthe eventhappened)and the
number of'failures' (the number of times the event dij not
happen).
Becauseof this, the most common application of the binomral
distri-
bution is in the field of testing,as illuitrated in example3.6. Exa
However, there are many problems in civil engineering
where, Obs
althoughthe number of successes can be measured,it is not possibleto
determineJhe nrtmbgr of failures..For exampt",it i. a ,imptiinougt ovel
matter to determinethe numberof transverse-c.acks are i
that haveoccurred
in a kilometre of carriagewaybut there is no way of d"ie._tning,
o.
giving meaningto, the number of cracksthat have not
occurred.
For suchproblemsthe poissondistribution is used.Although
this is
still a discretedistribution,it only requiresknowledgeof the
number of
successes obtainedin a given period.
The baseof Napierianlogarithms,e, is equalto the sum of an
infinite
serles:
l t t l l t
o r+ r r + r . + r + q r + t + . . . Det(
(Thesum ofthe first four termsequals2.71g3).lt canbeshown
that ek,or
exp(/r),is also the sum of an infinite series: Soiut
Tota
Ther
e x p ( Kk)o:+.0k I1 k 2 + jk r3 + 0
k4
,
k5
* .. No vr
1:+Z "O
: 1 +k + Y * t * t * ' t, *s !' " Writ
2! 3! 4!
Now, if we multiply ek by s-t we obtain 1.0.Thereforethe terms
in the
expressionfor exp(ft) summate to 1.0 when they are multiplied
by
exp(-/r):
f tz 1rs k4 ks Thes
e x p ( - rk+) lk + ; * . k.-l
I z: r f* a * i r * . . . + i | : r . o of n<
Ea
Such a property means that we have obtained a probability form
mass
function. Each term within the bracketsmust be a probability the n
value.
It has beenfound that this distribution approximatesvery
well to the
random occurrenceof events,measuredover relativelylon! periods
of
time,whenthe valuefor k is takento be the expected,oiaverige, number
of occurrences.
*-r8rr*--
COMMON PROBABILITY DISTRIBUTIONS 81
:aS
P*tr,, x!
Example 3.8
Observationsof a river that is subjectto flooding havebeencarriedout
overa 100yearperiod.The numberoffloods that haveoccurredper year
are given in the following table.
30 0
35 I
22 2
10 3
3 4
0 5
Soiution
Totalnumberof floods: 35 + 2 x 22 r 3 x 10f 3 x 4:l2l
Therefore,expectedvalue of k - I2llI00'= 1.21 , \ -,..
Now, exp(- 1.21):0.2982 l\ \
Probability : p.q:
of 3 floods ={]flI?f
:0.0881
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
F',(x):i alijlI'
,"--o hl
t tfx
are tabulatedfor k up to 40 and x up to 60. (SeeNeave,1978.) 1t ni
The portion of tabulation relevantto the exampleis set out below. dev
k x O 1 2 3 4 5 6 ' 7 8
Soft
1.2 0.9662 0.9985 0.9997 1.0000.
0.30t2 0.6626 0.8',195 The
1.3 0.2'/250.62680.85710.95690.98930.99780.99960.99991.0000
x 0 1 2 3 4 5 6 ' 7
F1(x) 0.2983.0.65900.87730.96530.99200.99840.9997 L0000
Hence:
Example3.9
Thenumberofdeathscausedby accidents on a stretchof motorwayhave
been measuredfor the 30 years sinceits construction.The resultsare
49.6. shownin the tablebelow.
Deaths Years
0 15
1 10
2 4
3 1
k: +:0.1t e x p ( - 0 . 7: )0 . 4 9 6 s
-: to
Assuming
a Poisson
distribution
thefollowingtablecanbe obtained:
ElXl: m^:0.6991
lose and:
- 0.69972
va(x) : 1.1875 :0.6979
84 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Bvl
The probabilitydensityfunctionsof continuousrandomvariabres u.f)
can
have various forms, as illustrated in chapter 2, but the _o., ('I
particularly in engineering,is the humped back,
or single"o_*on,
peaked,
distribution with the maximum numbei of values tendini
ro occur
towards the centreof the curve.
_ This bell-shapeddistribution curve is known as the normal distri- The
bution cufve and has the equation: tablr
t infor
f*(*): - my)2
_: azlt exp[-(x
6x't
/2o"21 _co < r( < co stanl
and
The mean and the varianceare consideredto 6e the parameters lette:
of the
normal distribution.Hencea normally distributedrandom prob
variable,X,
would be describedas: T1
X: N(m,o2) hase
exprr
Example3.10
The undrained_shear
strengthofa clay hasa meanvalueof44.g5kN/m2
and a standarddeviation of 6.56kNim2. Fit thesevalues
to a normal The
distribution.
hast
Solution this,
Substitutingfor my and.o; in the formula gives: distd
Example3.1I
lals
Using the results of example3.10,determinethe probability that the
I t.v
valueof X will lie wiLhinthe range40 to 50 kN/m':.
Solution
Values of x and the correspondingvalues of fy(x) over the range
x : 40 to x : 50 kN/m'z are out below.
x 40 41 42 43 44 45 46 4'7 48 49 50
f,(x) 0.04630.05120:05530.05840.06030.06080.05990.05760.05420.04980.0,147
By Simpson's rule,the areaunderthe curveis 0.554,i.e.probability:
can 0.554.
:on,
(The applicationof Simpson'srule is describedin appendixI.)
iur variables
Standardised
h0):lexPl-Y'1ltr
\/ zft
(SeeFig.3.2.) Valuesof both fy(y) and of Fy(y) (the cumulativedensity
function,symbol cdf), are.listedin appendiceiIl and III respectiVely.
,
t Y(Y''
wl
toi
rei
Frg.J.2 The standardisedvariableI
dis
Example3.1'lwill no'i.,be solvedusingstandardised fro:
variables
. col
yn : @rH4.85)16.56
: _ 0.7393 ' inf
Nbw:
wh,
P[r:40]: FY(40) -"
cor
and, from appendixIII: cor
pol
FY(40): 0.230 (
Also: tria
tha
y5s: (5044.8s)/6.56
: 0.7851
PU
I
P[r:50]: FY(50)
and, from appendixIII:
FY(50): 0.784
Hencethe probability that X will lie between40 and 50 kN/m2.is:
- 0.230
0.784 :0.ss4
0 1 2 3 r + 5 6 1 0 1 2
7 i t + 5
6
r'19.-t.J Approximationol'a discrctcto a continuous
distribution
Example 3.12
alues
very X is a discreterandom variable with the distribution B(45,0.35).Find
p : 0 . 3 5+ 4 : 0 . 6 5 The Poi
/45\ - a5l bution v
P[x: 20]: (roJo.:s" * 0.6sr': L0.3520 x 0.6525 distribut
expressir
:0.5297
lCI
--
11!
-"*,n'
-"
I Ft
ln
(t
(iiib) P[10<x< 141: R"1141
From tables:
; 0.7720- 0.2424
:0.5296
9 . 5- 1 2 -v'|zt t
!" t: -:
J12 k
III:
fromappendix a(
Hence.
th
P[10 < X < l4f + 0.1648- 0.23s2 1I
:0.5296
COMMON PROBABILITY DISTRIBUTIONS
Samplingtheory
(
For the testresultsobtainedfrom a setof samplesto be meaningful,two
main conditionsmust be satisfied:
(i) The samplesmust be representative of the materialfrom which they
were taken.
If the sampleis a housewifeinterviewedabout her political views
as part of a survey of local opinion, then she must be representa-
tive of other housewivesin the district. Similarly if a sampleof sand
hasbeenselectedfrom a lorry's deliveryfor testing,then the sample
should be representative of the main body of the sand.
(ii) The number of samplesmust be sufficient.
Point stimation
for
to be.collected
statistical sampleof somefour,fiveor six soil samPles
;;i;t; ;; a"; during a siteinvestigation'This meansthat
"ncountered to be estimatedfrom only
- tf-r.uufu" of the meanof a population,mx,has
-on"
point estimation'
rurnpt"value,nr5.Suchan estimationis calleda
Ir.rsrcir it is often usefulto be able to estimatehow far awaythe
"as". population This is
samplevalue is from the actual mean value of the
achilved by a term called the standarderror of the mean'
II Yur^ -ol
n
i where:
values per group
Varn : variance of valueswhen groupedwith n
0 2 : v a f i a n c eof valueswhen eachvalue is taken
separately
Thus:
Now the standarddeviationis the squareroot of the variance
o
\,//n
I for
that
, (
onry
ion.
; the cr
:is is
R e q u i rde I e v e l
of confidence
: o fn
nda
,Frg.3.5 Confidencelimits
94 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Example3.14
T I
A qampleofvaluestakenfrom a normallydistributedpopulationare6.g, distrit
7.2,5.4,8.8 and,10.2. findin
If the standarddeviationof the populationis 2.1determinethe range The
of thesamplevalueswithin whichthe meanof thepopulationhasa 95.1 For tl
probabilityof lying. normi
Solution In
For a level of confidenceof 95\, Fy(y) equals2.5 and97.5/.. Hence,y appro
equals+ 1.96(from appendixIII) and ns equals7.7.Therefor",th".u.,g. the fa(
place
of samplevaluesu ithinwhichmyhasa 95oochance of occurringis given
by: work.
The
7 . 1+ 1 . s 6 ,] : S . a,oo s . s s math
v5 releva
Nore: Usually the standarddeviation of a population must be estimated
toap
from the test results available using the Besselcorrection described in
the d
chapter 2.
The
that c
about
Student,sI distribution can s3
7 has a distribution similar to, but not the same as, the normal
distribution and was discoveredby W. S. Gosset who published his :
- findingsunder the pseudonymA. Student.
The valueof 6 getscloserto the valueofo asthe valueofn is increased.
For the value of n equals30, the r distribution becomesidentical to the
normaldistribution.
In geotechnicalwork there is little chance of the value of n
approachinganythinglike 30 and it is thereforemore realisticto accept
the fact that the probability valuesofthe t distribution shouidbe usedin
place of valuesobtainedfrom the normal distribution for geotechnical
work.
r There is little need for the reader to become involved with the
mathematicsthat generatethe t distribution as appendixIV tabulates
relevantF1(r)values.With the useofthis table the t valuecorresponding
to a particular probability (the Fr(t) value)can be found provided that
the degreesof freedomvalue,o, is also known'
The degreesof freedomofa setofvaluesis the numberofthose values
that can be of any magnitude,within the constraintof the calculations
about to be carriedout on them.For this particularaspectofstatisticswe
can say Lhatu equals(n - 1)
Example3.15
(i) A sampleconsistsof the following values:
r0, 8, 6, 4
Determinethe rangeofvalueswithin which the true valueofthe meanof
the population has a 97.51probability of lying.
(ii) In order to increaseaccuracya further four valuesare obtained..
Theseare:
Solution
The samplesizesfor both (i) and (ii) are small (n being lessthan 30)
and we must thereforeusethe propertiesof the t distribution.
Example3.13illustratesthat, for a normal distribution, the two end
r probabilitieswould be I.25/" and 98.75\ (giving 97.51 betweenthem).
TheseFy(y) valuescorrespondro y : +2.24.
With the r distribution the value of t is alwayspositive so we must
96 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
6 :2.170
(rh
From appendixIV, for u :7. and P : 0.975,t :2.37. Thereforethe
rangeof valueswithin which the population meanwill lie (for P : 95/") 96.(
ls:
2.37x 2.170 Try
7.ll + : 5.29to 8.93 Thr
Thr
Minimum samplenumber
From the soil samples obtained during the first phase of a site
investigationit is possibleto determinewhether or not the number of
samplescollectedfrom each sub-regionwas sufrcient for the required Tht
accuracy of prediction. If not then the second phase of the site val-
investigationwill be necessaryso that further samplescan be obtained.
The minimum number of soil samplesthat will have to be collected
from a sub-region dependson various factors, not least being the
accuracyof prediction askedfor by the designengineer.If he demands At
that the averagevalueof the testresultsshouldequalthe averagein-situ I
value he is demandingthe impossibleas only an infinite number of the
samplescould satisfythis condition. usl
As illustratedin the precedingexample,with the arithmeticmeanand
standarddeviationof a singlestatisticalsample,it is possibleto evaluate
the rangeof valuesin which, within a certainprobability of say951 ot
99)(, the meanvalueofthe populationwill lie. The numberof valuesthat
will haveto be obtained,for the opestatisticalsample,will dependon the Th
acceptable width of this range. the
COMMON PROBABILITY DISTRIBUTIONS
ralue Example3.16
Four undisturbedsampleswere taken from a stiff clay deposit.
Un_
drained triaxial testson thesesamplesgavethe followin; values
for cu,
the undrainedshearstrengthvalues:
102, 98, 9s, 109 (kN/m)
Determinethe minimum number of samplesof the clay that
should be
: the taken so that. within a 95.1"probability,the averagein_situundrained
snearstrengthvaluewill be within 5l of the meantestresult.
Solution
With-thefour samplesu equals3. From appendixIV, for p equal
to 0.95,
t- y
?:5 Now the mean cu test resuli was 101iN7m, and a was
6.06kN/mz. Therefore,the rangeofvaluesfor p equalto 951is given
by:
10r+ 2.3sx 6.061,/a:93.9
to 108.1
kN/m2
(This is some7/, eiiherside of the mean.)Obviouslymore
the samp.les are
req-uiredif the rangeis.to be only 5l on eithersideoithe mean,
rlo/ \ i.e.from
96.0to 106.1.
Try five samples:
Then u equals4 and from appendixIV for p equal to 951, t
is 2.13.
Therefore,the rangeof valuesfrom the meanis:
2.13x 6.06
: 5.77kN/m2 (: 5.1%)
site
rof Try six samples:
red ,..Ouu1t5 and.fromappendixIV, r is 2.02.Therefore,
therangeof
site ll."
vaiueslrom the mean is:
Led.
ted
2.02x 6.06
: 5.00kN/m, (: 5%)
the
ids At_leasttwo further samplesof the clay must be obtained
and tested.
itu It should be noted that to estimatethe varianceof the pofulation
to
of the sameprecisionas the meanrequiresa much largersample
and is not
usuallyattemptedfor soil and rock reliability unu!r"r.
nd
or Characteristicvalues
lat
he Thereare two differenttypesof confidencelimit and it is
important that
the readerappreciatesthis.
I
I
98 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Exercises
v
)f PtrRMU'I'A1'IONS AND COMBINATIONS
h
3,1 Evaluate:
(i) rsP+; (ii) r5P1; (iii) 6P3; (iv) 6C3; (v) 6C6; (vi) 2sC26.
BINOMIAL COEFFICIENTS
BINOMIAL DISTRIBUTION
=
:J
F a i l u r eS a fe
7<0 z>0
Bo, (R_S)
(cl
t01
\ ' - - . .
IO2 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Methodsof reliabilitYanalYsis
6.
1S ReliabilitYinrlex
Example4.1
5
A granularsoil will be subjectedto a shearstress,
z. The normal stresson
the shearplane,o, wilr havea meanvalue or
rod tNTmi uiJa standard
deviationof 20 kN/m2.
The angleof friction of the soil hasa meanvalue
_ of 35. and a standard
deviationof 5".
the failureboundaryin the basicvariablespace . t
,Plot and determlnethe
reliability index of the systemif z has a fixea
va'ue jdt-N)_,.
"f
Solution
Coulomb'slaw of soil shearstrengthstatesthat,
for a granular soil:
t:otand
Therefore:
Z:otanQ- r:o r a n @- 5 0
F a i l u r e b o u n dray 40
SS ON
:3ard o L5 /3. Z.o
8"1'5 ( 10 0 , 3
cn "
:Jard
-t)
l q
I
:3 ihe
30
F a i t u r ez o n e
.ical
ons
ical
ary.
trio
by
ove
:der
Fig. 4.3
.eva
Jint From theplot it is seenthat at x* the valueof Z (or g(x*))is zero.With
z), more than one variable 9(x*) is g(xr*, x2*,x.*, ..., x,*) where
ary. x 1 * ,x 2 * ,1 3 * , . . .a r et h ed e s i g vn a l u e os f X 1 , X 2 , X 3 , e t c .
:der Approximating the expressionfor Z as a linear expansioncan be
carriedout by the followingtechnique.
Considerfirst the caseof Z equalto 9(X) whereX is a singlevariable
(Fig.4.3).Then,usingTaylor'sexpansion:
/v - -*12
ous 7 : g t x * ) t { x - x * ) g ' ( x+* -) ; g(x*11...
'uld
ded where:
;10n
xx : the value of X at which the approximationis taken
ach
g'(x*) : dg(X)ldX I r* : the first derivativeof g(X) evaluatedfor
'sen
rfer Removingsecond-order terms and above resultsin a first-orderap-
dex proximationconsistingof two terms:
'on
Z -. glx*| + {x - x*)9(x+)
lies
rint If Z is a functionof severalvariablesthe equivalentexpression
rs:
as
g ( x f , x z * ,x 3 x , . . . , x n * ) : Q
Therefore:
AS
and:
oz =^lL ls'(xf)oi)z
The sensitivitYfactor
.:s'(*!)",
't
or,
Now:
or' =
,\r[9'(xi*)oi]'z
: {aioz)9'(xi*)oi
!
i=1
: 6z L a'\g'(xi*)oi
Hence:
- : S *- i^t / r Y .+td.
uz - 1) \-t ,vl
Now:
L @t- xi*)g'(xi*)
R _
I aig'(xi*)oi
THB SBCOND MOMENT METHOD OF RELIABILITY ANALYSIS
xi*:mi-a;Boi
for all valuesof i.
By determiningall valuesofxi* the designpoint x* can be obtained.
The solution technique given in C.I.R.I.A.'s Report 63 (1976) is as
follows:
With thesevalues:
(149.03x
: 19.1149
-. g'(xr+)ox, 0.7007 20
:0.7326
o7 19.1149
72 -
9'(x2+)d\. 149.03
x 0.0873
:
,::- U.0dU0
v7 19.1149
Therefore:
Xt4 : mr - utf ox, : 100- 0.7362x 1 . 1 5 6
x 20: 83.06
X z 8 : m z - a z q o x , :0.6109 - 0.6806x 1.156x 0.0873
: 0.5422rads
:31.06"
Thefull iterationis setout below:
START 100kN/m'?
Xz:6 35'
x, 0.7002 0.'1328 83.06
Y^ 149.03 0.6806 31.06
xr 0.6024 0.1't33 82.12
x2 113.20 0.6340 31.34
x1 0.6089 0.7783 82.01
x2 tt2.s6 0.6279 3t.3'7
xr 0.6097 o.'1'790 81.99
x2 t12.49 0.627| 31.38
xr 0.6098 0.7'190 82.00
x2 I t2.48 o.6270 31.38
Reducedvariables
'reduced','nor-
It is generallymore convenientto work in terms of
'standardised'variableswhich were desclibedin chapter 3.
malised',or
- If x1 is the particular value of a variable with ar'meanof nrlnd a
1standarddeviationof o) thenthe corresponding reducedvariable,y1, is
\given by the expressioi:
.. _-IL- *'
!1
o1
Z . = h ( y 1 * , y 2 a y' : * , . . . , . ! n * )' | -
I Oi Yr*)h'(Yi*)
simplifying to:
Z: I r ',.- yt*)h'(yt*)
o.: I aih'(yya)o1
can
:ept
and - Y -.1",r,,.*\
ti pRoBABrLrrya.Nosr,trrsrici rN crvrl ENGTNEERTNG
Es
Therefore:
: ' Et
So
. The solution,in termsof the standardised
variablesis therefore:
Yl : -ot| for all i
Fromtheaboveequationit is seenthat thedistance fromtheoriginto y*
is a measureof the relidbilityindex.It can be obtainedfrom the wl
expressron:
/. / +
-ri
.s
ITERATIVEPROCEDUREFOR DETERMINING$ Hr
An algorithm proposedby Fiessler(1980) can be used with reduced
.variables'andgives the value of B after only one set of iterations.A
suitableprocedureis as follows:
(1) Determinean expressionfor g(X).
. (2) Evolve an expressionfor h(y).
(3) Determineexpressions for all first derivativeof h(y), hi.
(4) SetY:0 and f :0.
"'
(5) Evaluateall h1 values.
(6) Evaluateh(y). N(
I
(7) Evaluatestandarddeviation of Z from:
oz.:
f- Hr
"lLlhi)'
(8) Evaluatenewvaluesfor y from:
h,'f ^ h(v\f
t t - f - l
ozL oz l
(e)Evaluate: I
P:,lW I T1
TI
THE SECOND MOMENT METHOD OF RELIABILITY ANALYSIS 113
Example 4.3
Example4.2 will be recalculatedusing reducedvariables.
Solution
Z:otand_t
: g(X1'X2,C)
where:
4t=o
Xt:
!
c : 50 kN/m,
Hence:
Z: sq): Xt.tan(X) - 50
i.e. the basicvariablesare therefore:
xr 100 20 (kN/m'?)
x2 35 5 (degrees)
Now:
X\:otyr+mt; X2:o2y2+m2
Hence:
Z : h(y): (yp | + m) tan(y2o2 -t m) - 50
AZ
,t:fu y1: ol tan(y2o2 + m2)
AZ
y 2 : ( y p t + m ) s e c 2 1 y 2 o+2 ^ r l J
oy i..
B =1 ' 1 6
Fig.4.4 Example
4.3
Example 4.4
A short column has a diameter X, and is loaded with an axial
compressiveload X2. The ultimate compressivestressof the column is
X3. The variableshave the following mean and s.d. values:
z:so):t",'-*:o (2)
z : s c - ) : t ; _ x , 2_ r : o (3)
'Expressing
.quuiion (1)'in terms of reduced variables gives:
.. n
Z : h ( y ' ) : ( y 3 o 3* m s l ; ( y p t I m t l ' - ( y z o z+ m 2 l
+
' and the expressionfor the differentiations of Z with respect to y 1, y2 and
y3 are:
It
h i : 2 o r ( y z o z+ m i + mt)
4(ypt
ht' : -oz
ft
h i : o 3 ' 4 ( y p 1* m 1 \ 2
g i t hy t : y 2 = - p . r : 0 g i v e s :
S t a r t i nw
-1.0; h3' : 4'811
f = 0.00; h(y) : 14.05; hr' : 5.498; h2' :
Hence:
o r : u E . + e V+ t ' + + Z t P : l . Z t +
and,afterthefirstiteration:
' -5.498
- " - " [- 14.051 -- - 1.243
v,: | 0 + = = l : - 1 . 4 2 1 :" Y z : 0 . 2 5 8y3
;
7.374L- 7.374)
Hl:.,,",j,ffiffi*#lig:#i:::?i::lTi
Ji:*#ffi ilr::l:
metho"ds.
ih;;
?f
t*J'"*n#tfJ.'".#,r""'j.#fu:i"::illi:l{i::fl
ffi
';lh:":i- with first order reliabilitv
1c1""ment
;;;;.
,,"*; ;;. ;l#ffirt;Xfi:X,expansion
andarecarled ors(x):0
beassumed
,rru,,ro, arno.i'ulj-elgineering
,,-ll:^:_:ll:1t
runear proutems,
the
approximation of the I
.;:;
y111,'-,1'..ii".u.*u;;;;;;;:i:'xl.,*:T:;1,?tlTl:;i
werght,the resultingZ function
tendsro u" ;"i;,
."J,i whenthe
l iiffii'i'#JitTi,:JT, --"1
" .
i:.'*'1:Ti"5 n"'i"-m ""a c.."'
l ",llli.TJi:,r1",'"'.T:l]:::l
$.,:.,,:-:1]::;i:il#i},i:J,l#.'.,1,,ffi
rr rs rmprovedif this informr
rs rncorporatedinto the reliabilitv
anatvsis.'rhiscan ;;";;;;;fit"t
Rackwitz
(1976), proposed
bv Fiessler
ani
ando*".t*X?i:ril,'.X"f
_ However,it should be rememberedtfri, *1f, geotechnicalproblems,
lack of statistical
i"r".ri"i"r,.."r, p, values
;;;,:"..,T"tfi;1able
failure
!T il'ft'fl J:::::jrit)'nof forexampre
4.2isfound
"*':ffi".":
P f: o ( - B ) : o ( _ i . 1 5 6 ) : 0 . 1 2 4
(_12%)
f,-
a::rn of the
Applicationsof the
E :l' Monte
r ::proxim-
SecondMoment Method
L -i-9), and
k ---'liability
:i, -Y): Q
F::-3ms, the
c-= =d it is Structures
cc;i1' equal
- ;hen the The apilication of the secondmomentmethodto structuralproblemsis
=.: Cornell straighiforwardas the designparametersare also the basicvariablesof
s :;olved in the limit state eqtration, Z.
re: r'alueof
he::liability
:-=sler and
;- ::oblems,
T P. values
r:: is found
.Fa.J./ Example5.1
Example 5,1
Consider the simply supported beam shown in Fig. 5.1.The beam is of
reinforced concrete of dead weight 5 kN/m run and spans 6 m. Both of
these values may be regarded as constant.
The beam supports a uniform load w" and a central p ornt load, W,and
has an ultimate moment of resistanceM1. The values of these variables
are set out below.
Ml x1 300 30 kN/m
x2 30 3 kN/m
W x3 25 5 KN
Solution
Resistive
moment: Mr : R
Disturbingmoments:
dueto deadweisht
: kN/m
+g:22.s
dueto w" andll:w" x 62 ' 6W
, + :4.5w"+ 15W
8 4
Hencerotal disturbingmomentis 22.5
+ 4.,5w"
+ l.5ll whichequals
S.
Now:
. Z: R - S : M r _ 2 2 . 5_ 4 . 5 w " _ 1 . 5 W
or:
z : s(X): x1- 4.5x2- l.sx3- 22.5
and expressingir,r.reduced
variables:
2 = h(i: (ytor +.m1)- 4.5(y2o2 I m2)- 1.5(/rdr+ m) - 22.5
Differentiatingand insertingmean values
gives:
h1': o, : JQ. hz': -4.Soz: _
13.5; h: _1.5q : _7.s
Hence:
lt !, h(y)
I 99-
_?.11 o.o o.o o.o 105
t.2s o.6s :.ir
.: -2.'j7 r.zs o.6e 3.ii
0
0
The reliabilityindexfor bending=
3.t I.
Example 5.2
An elasticcantileverbeamis subjected
to a point load,W,as shown in
Fig.5.2.Ignorirrgtheselfweighiof tilbJ;^;rJ?sornilg
dimensionsgiven in the figure are constant, ,i,u, ,r,.
determinethe value of the
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
h(v)
I 0.0 0.0 0.0 0.0 10384.6
2 -2.45 ,0.98 1.23 2.91 l'124.r
3 -2.94 -0.86 1.55 3.43 164;7
4 ,3.00 -0.19 r.5'1 3.48 18.8
5 -3.01 -0.78 1.5't 3.49 0.53
6 -3.O2 -0.78 1.57 3.49 0.09
7 -3.O2 -0.78 1.57 3.49 0.01
Example 5.3
Determinethe reliability'indexfor example5.2if the dimension2.8m has
a coefficientof variaiion of 7.51.
Solution
' t'
a2(3 - a)
^- _ 6
+ m) - 64(y3o3'tm)(y4o4 + m4)
z :lOO(ytor + m.t\(y2o2
h(v)
Example 5.4
at centreof, span
s : deflection : : o'65ny
- ----
"v-,'- L'
t92 :tt
EI EI
FIence:
- 0'651(v141f n1)
z : h(y) : 0.05(yzoz1 m2)(y3o3l- m)
124 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Example 5.5 As an
relativ
Determinethe reliability index for example5.4if the dimensionL has a square
meanvalue of 5 m and a coefficientof variation of 5f. metfes
S0lutron
The basicvariablesare now:
N.,N.
Va able Symbol Mean value Units the for
Nor
W xr 70 8 KN
E 22000000 4 500000 kN/m' descri
I 0-00015 0.00002 m- for th'
L 5 o.25 m
z : s 6 ) : x4x2x3
100
XrXq3
r92
: h(y) : ((y+o+ * ma)(y2o2+ m)(yo3 + nr)/100)
- 0.00521(y1o1 * mr)(y+o++ m+)3
The expressionfor h+' is the only difficult differentiation: wherr
the e;
ha': oa(y2o2* m)(y3o3 + ^.) - o.0l56oa(ypvI m1)(yaoa + ma)2
In
The iteraliveprocedurefor p gives: COnVr
consi
Y3 Ya h(v) termr
1 0.0 0.0 0.0 0.0 0.0 119.41 appa
2 0.38 -2.44 - l 59 - 0.10 2.94 18.00 funcl
3 o.62 -3.20 - 1.33 o.46 3.55 - 4.32 musl
4 o.62 - 3.18 -0.87 0.s9 141 -0.87
- 3.18 -0.82 -0.03 A
5 0.59 0.54 3.38
6 0.58 - 3.18 -0.81 0.53 3.38 - 0.00 whic
indel
The reliability index has reducedto 3.38. its o
APPLICATIONS OF THE SECOND MOMENT METHOD
Soils
Most soil mechanicslimit state functions contain very few basic
variables.For examplethe strengthof a soil structureinvolvesthree
variablesonly: unit weight, 7, cohesion,c, and the angle of shearing
resistance,@.The difficulty is that there are often terms which are
functionsof @.Examples:
1-sin@.
^, .' : 1 + s i n d ' p - tan Ql etc.
TREATMENT OF FUNCTIONS OF
O So
It can be shownthat (Benjaminand Cornell (1970) if: M
u:s6)
whereX : (X t, X 2, X 3, . .., X.), then:
Nr
OA
SI
,":
,l AXl(m^.ox)"
l Example 5.6
The angle of friction of a soil has a mean value of 35. and a standard
deviation of 5'. Determinethe mean value and standarddeviation
of
tan O.
M
i
Solution M
I Let: pr
Y:tanQ
l
Then:
U
rl
mv:tandlmo:0.7002; . a Y re
nr': s e c dz l m o : 1 . 4 9 O eq
aO:
l or: Jka'o)2 : (1.49x 0.0873)2
: 0.130I
Example5.7
: The Rankineexpression
for the coefficient
l of activeearthpressure
is:
_sinS Ti
l
i
, _1 ol
l. l+sin@
Determine themeanvalueandstandarddeviationof Ku for a soilwhose
angleof frictionhasa meanvalueof 33. anda standarddeviationof 2..
li_
APPLICATIONS OF THE SECOND MOMENT MET}IOD
Solution
Mean value ol
1-sind 1 - sin 33' --
K":1+slnd 0.2948
1 * sin 33"
x": s@)
and:
aK^ -2 cosQ
ten:
---7
aE - rt -]-crn mt-
l":###:-0703
Standarddeviationol
K^: :0.0245
hose m o, o 6
' d Q
f 2".
128 PROBABILITY AND STATISTICS IN CWIL ENGINEERING
* 1.5
sec2
Of,-,(+s.+!)"^nt^o" d)_ 1]
N, andtheirderivatives
I;jTi"t"",Nn,
aregivenin appendices
V, Vr (r
E
T
Example 5.8
A granular soil has a!. angle of friction with a
mean value of 40. and a
coefficient,ofvariation of 2.5\. Determine
th"
standarddeviationsvalues,forthe bearing "o....ponding meanand
.'."ni'"i*,, ,,r,. E,
Solution "upu"iry
E
Vo : 0.025 Sr
Therefore:
oo : 0.025x 40 : 1. : 0.01745radians
ol
From appendixVII, for : {e.;
@
meanNt : 79.54' o,v,: 805.05x 0.01745: 14.05j.
wl
Exampte 5.9
(a), Determinethe standarddeviation
of K" if @has-a -"'*'^
meanvalue
!! of 33. N(
and a standarddeviation of 2. (asin ."u_pt.'S.Zj.
and
tion
tr0.
il to
E
er
T
I
A
2
t
A
T
s
"l
c
(
\
t
APPLICATIONS OF THE SECOND MOMENT METHOD 131
Example5.11
A surfacereinforcedconcretestrip foundation,unit weight24 kN/m3, is
::l out.
2 m wide,0.5m thick and will be subjectedto a uniform normal pressure,
p, of meanvalue 500kN/m2 and coefficientof variation, Vo, of 6/..
The soil is cohesionless.
Unit weight: mean- 18 kNlm3; Vr: J/.
Angle of friction: mean: 40"; V6 : 251
Determinethe reliaQilityindex againstbearingcapacityfailure.
Solution
The ultimatebearingcapacity,q", ofa surfacestrip foundationrestingon
cohesionlesssoil can be found from the expression:
q" : 0.58?N,
For this examplethe width B canbe regardedasconstantat 2 m and the
expressionbecomes:
q,:1Nl (:R)
t (kN/m3) x1 18 0.9
x2 79.54 14.05
can be
p (kN/mr) x3 500 30
132 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
' i.e.
T
z:sq):xt.4z-X3-72 ol
: h(y): (yto, + m.)(yroz I m2) - (lzot
* mz) - 12
s(
hi!:o1(y2o2am2)
ol
' h2': o2(yp1* m1) ul
-o."
sl
hz':
Example 5,12
TI
Figure5.4showsdetailsofa massstone
rubbleretainingwall whichhasa
umt weightof 20 kN/m3. The retainea
sol trasa l-Jvei.""ri"." Iro T]
.:I"!iicj. w"witha mean
value.f1tkN7;;;;; l rtundu.d "".ri* ol
i l,ill:'rn
devlation of 2.5 kN/m,
ql
hasa
arries
rdard
mi
ar(
bal
pr(
ooi
Thl
pal
isi
I
tj
pra
I
nul
pro
q {o.
grei
I
- l
A
vah
the
equ
nuI
pro
APPLICATIONS OF THE SECOND MOMENT METHOD
p^ : t?tz
e
:1II If desiredit is possibleto removethe possibilityof outliersand to
civil makecertainthat d valuesdo not reducebelow@",values.Cut-offpoints
rons areinsertedso that the generatedmaximumand minimumvaluesofthe
din basicvariablesare fixed at valuesthat havelessthan someparticular
tof probabilityof occurrence. Usuallya value of 5f( is used.Then,for a
eof normailydistributedvariable:
arlo
igly maximumvalue: meanvalue+ 1.645s.d.
:mit minimumvalue - meanvalue 1.645s.d.
The firs1step in the procedureof determiningrandom valuesof a
i of particularvariableis to first establish
its probabilitydistribution.If this
.ion is unknownthenit is usuallyassumed to havea normaldistribution.
tof If the 5% limitationis usedthen the valueof the variablewill be nr
f ko wherek is either 1..645 ot + 1.645.
As established,the probabilityof k equalling- 1.645is 5'l and the
probabilityof /r equalling+1.645rs 95\.
Hence,if the computeris programmedto produce10000 random
numbersthen a probabilityof 5)l canbe represented by the computer
producinga numberequalto or lessthan 500whereasa probabilityof
951 canberepresented by thecomputerproducinga numberequalto or
greaterthan 9500.
If we adopt a cell width, k, of 0.25then the rangeof k variesfrom
1.75to + 1.75and therewill be a total of 14 cells.
As an examplethe cell at the negativeend of the distributionhas k
valuesvaryingfrom - 1.75to 1.5.From appendixIII it is found that
the probabilityof k equalling- 1.75is 0.0401and the probabilityof k
equalling-1.5 is 0.0668.Henceif the computerproducesa random
numberbetween401 and 668 we say that k: -1.625. If the number
producedis lessthan401thenk is takenas - 1.645(asthis is the agreed
ENGINEBRING
PROBABILITY AND STATISTICS IN CIVIL
case k
cut-off point)
-be although some people might argue that in this Ct
of the next,
should taken as equal to - 1 875 (the central value
imaginarY,cell).
normallY distributed IV
T-hef*il rung" of the central valuesof k for a
variableis set out below' D
Randomnumber
!
- 1.645
<401
i 401to 668
668to 1056
- 1.625
- r.3't
5
- 1.125
I 1056to 1587
-0.875 -{s
158'lto 2266
: 2266to 3085
-o.625
dis
-0.315
3085to 4013 eff
- 0.125
4013to 5000
5000to 5987 o.125 of
5987to 6915 5
0.3'7
6915to'1734 o.625
'l'134to 8413 0.875
ca
1.125 sti
8413to 8944
8944to 9f32 5
1.3'7 IO
9332 to 9599 1,.625
>9599 1.645
ol
Each
- basicvariableis treatedas being independent'
the number of
C.ino.* (1983)maintainsthat if Pr is 10-a then s(
last threeexamples'
i"i"i'i:"* .rtiJa ie in th. o,a"t of 105'In fact in the J
were also checked, a stablevalue
unJ in ,t othersof later chaptersthat sl
" establishedafter some 5000iterations' In most cases10000 d
il&;;
iterationswerecarried out'
''-ft"
examples
uuf,r., of B obtainedby the two methodsfor the three
are shownbelow.
1.15
Example5.10
3.59 3.80
Example5.11
2.82 2.64
Example5.12
a :ase ft
ChapterSix
=buted More Probabilitv
Distributions
,^5^11"*"
destgner In soilsengineenngthe statisticalinformationthat the
requires
ifheisto accurately
determinetheua.lous
oflle soilparamerers aistriOutions
wili generaliy
not be available.
:er of rr rnesollsengineer hasworkedfor sometimein the areahe may
:rples, somea priori knowledge,in the form of have
' value experience*itt ,i- u, .oit. o,
evenresultsfrom similarwork_ona nearby
site.Wltfr srcfi ^u,
tnowledgehe
:0 000 should be able to at leastmake meaningful
distributions. to tr," .oit
"r.r.f,i.ri
mples For most practicalsituationsthe variability
of a civil engineering
parametercan be adequatery described
by one of threeaistriuutions.
(i) The normal distribution
(ii) The lognormaldistriburron
(iii) The betadistribution
The normaldistributionhasaJready.been
describedin chapter3 and,for
the benefitof readersunfamiliar*itt.tt .._uining
t*o^ii.t.,Uutlon.,u
few briefnotesand examplesnow lbllow. "
The lognormaldistribution
of two
can considerihis distributionmathematicallyif we think in terms
variables,X and Y, suchthat I: exp(X)'
the form:
If the relationshipbetweenthe valuesof two variablesis of
Y: c(x)
of y
and if y increasesas x increasesand if there is only a singlevalue
to eachvalue of x, and vice versa,then we say that y is a
"o..erponaing
monotonicallyincreasingfunction with x'
the inverse
Generally,if we knowthe function I: g(X) we can find
function:
X: e-r(y)
directly
In the caseof a monolo-nicallyincreasingfunction we can solve
less than a
io.'tft" .af of I as the probability that I is equal to or
particulurvalue,y, must be equalto the probability that X is equalto or
to y' i'e' g- t(y)'
i.*"ii* ,rt" x, wherex is the valui corresponding
Hence: ""ite
Y : e(X): exp(X)
X : g-r(Y) :\n Y (normallydistributed)
MORE PROBABILITY DISTRIBUTIONS t39
'two and:
d x 1
ot1n:
d v v
As X is normally distributedwe can write down:
of .v I I l/x-m,\21
risa tx(x): / ^ e x p l- - l - I I
-00<x<co
ox\/ zlt L .\ wx ,/ J
r'(y) :
1
*'[-;('"'f ^)'] v2o
;;Jfr
rtly
Note that X cannothave.anegativevalueas the expressionX : ln(-y)
lna
is meaningless.
oor
'(v). It will be seenthat the expressionjustderivedfor fy(y) is in termsofnl
and o1, the mean and standarddeviation of X, the logarithms of the
ialues of L The expressioncan be improved if we make a substitution
I for (ln(y) - n;). To enableus to do this we must think in terms of the
mediansof X and of Y.
The medianof a variable,given the symbol li, has beendiscussedin
chapter2 and is simply the middle value of the distribution when the
valuesareplacedin ranking order.If thereare an evennumberof.values
then the medianvalueis takento be the averageofthe two centralvalues.
It is obviousthat the probability ofa variableX having a valueequal
to or less than its median, F1(ri1), is 0.5. Now, for any value y, the
correspondingvalue of x will be ln(y). Hence:
PIX < nlx] : PIX < ln(dy)] : 0.5
and:
(A) PIX < tnxl:0.5
Hence:
ln(ritt) : 1i1*
For a normal, or indeedany symmetrical.
distributionli1 equalsn1.
Therefore:
ln('it.) : mx
Hence:
0n(Y) * rnJ : ln(y) - ln(dJ
140 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
ox2 : ln(Vy2 + 1)
where Zy is the coefficient of variation of y : oyfm", and: N
rhy : my exp(_0-5oa2)
Example 6.1
Using the samemean and standard deviation valuesof example3.10
determinethe probability that X will lie between40 and 50 kN/m'?,
assuminga lognormal distribution.
T
Solution o
It is perhapsusefulto keepthe symbolfor the variableas fto serveas a
reminderthat the variableis related.
F
v,- : o" : 9.t-L: o.tou.-
nty 44.85
oxz : ln(0.14632+ t) : 0.0212; + dx : 0.1455
F
rhv : 44.85exp(- 0.5 x 0.02J.2): 44.38kN/m,
vi
Therefore:
fv(v): I f.tz\
oy
where:
ln('v) - ln(n")
'
z :
Now:
l 1
dy !ox
Therefore:
_:.10 r"\y)_f.(!
-2 !ox
Tablesfor the normaldistributioncan now be usedto determinevalues
of fy(y). For example,for fy(45):
2 : (ln 45 - ln 44.38)10.1455
: 0.01386/0.1455
: 0.0953
From Appendix II, for z: 0.0953,f7(z) equals0.3972.Therefore:
q1v1:
' J4l.:: o.o6o7
45 x 0.1455
However,the main advantageof usingZ is in the determinationof Fy(y)
values,as Fr(y) equalsFr(z).
z+o: -0 7142
'
From Appendix III:
F2e0.7142) : 0.237s
z s o: 0 ' 8 1 9 5
From Appendix III:
:0.7937
Fz(0.8195)
Hence:
P[40< y< s0]: s.7937
- 0.237s
: 0.5s6
We
The betadistribution
hrp
The pdf of this distribution,in its generalform, is:
I
f x ( x )= D , L ix - a).-l(b- x)t-r-r a(X(b
E I D - a_),' , _ ,
142 PROBABILITY AND STATISTICS IN CIVIL ENGINEERINC
where: dev
var,uns oF a ano b
The minimum and maximumvaluesof X, a and b, mustbe known if f1(x)
is to be determinedand suggestedapproximationsfor soil parameters
are given later in this chapter.
Example6.2 E
of the angle of shearingresistanceof a sand
A seriesof measureinents
determinedthat the parameterhad a mean value of 35', a standard a
ie.of
Fng
fthe
ring
ut it
rder
DYET
trve
the
ork
and
lard
CIVIL ENGINEERINC
144 PROBABILITY AND STATISTICS IN
of tl
respectively'fit the
and maximum values of c" arc 22 and 55 kN/m2 wor
resultsto a beta distribution' Tur
' Alo
solution ral with the
is asymmetnc A
i i" Z2 und b is 55, thereforethe distribution
skew' con
io*"i1uif fong"r than the upper,i'e' it has a negative
I\
nrx : 44'85kN/m2; ox : 6'56kN/m2 nor
I nerelore:
: 22+ tss- 22\: 22+ 33r- (A)
44-85 |
-22fffi
oxz:6.562:(55
Hence,t is 4.39and, frorh (A), r is 3'039'
t : 4, :etfffrj
Forr : 3and : 0.3333
"
- 1 ) ! - (-53 - 1 ) !: 0 ' 0 8 3 3
F o r r : 3 a n d t : 5 ,B - ( 3 (s- 1)!
Pe
nc
Approximatevalue for B equals:
0.3333- 0.39(0.3333- 0'0833): 0'2358
and' with this value,
The suggestedmethod gives B equal to 0'1850
thE pdf is shownin Fig. 6'2'
T
tl
0,06
f x(x)
o'03
I
kNlm2
I
21 28 t
Lt
Variability of civil engineeringparameters
e
DIMENSIONS
d
n Variationsin the main dimensionsof a structureare usuallyof small
e magnitude and of less significancethan variations in the strength or
loadingparameters to whichthe structureis subjected. For an average
o structurethe coeflicientof variation of the dimensionsis considerably
rs lessthan 5\ and can often be ignored,i.e. structural dimensionsare
assumed to be constant.
Theseremarksapplyto main dimensions suchas the spanand depth
of a beam,the sizeof a footingetc.but it must be remembered that if
rf thereis a possibillityof a variationin a criticaldimension,suchas the
a depth of a reinforcementlayer in a concretebeam,then this should be
allowedfor.
MAnVUFACTUREDCONSTRUCTIONALMATERIALS
Density
(undisturbedsoil) 5 10 5 10 s to%
(trttttpuctetl soil)
d
Watcr content
rl (undisturbedsoil) 5 l0 23 t2 22%
rf (tontpattetl soil) 5 6-11'/,
Void ratio ll 30 22 t5 32%
Liquid limit 5.5 22 28%
e Plasticlimit t2 20 45%
148 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Stength - onecamponentsoil
Soft clay (c, < 40 kN/m'z):undrainedcohesionV :20 - 25%
Hard clay (c. > 40 kN/m'?):undrainedcohesionV : 20 - 357"
Sand:drainedangleof shearingresistanceV : 5 - l5'%
I
Time dependency
of variables
a
A superimposedload may involve a suddenchangefollowed by
period in *nLh the magnitudeof the loading barely alters' such as the
chaltgeir.tfurniture and equipmentloadingscausedby the requirements
-
of a iew tenant in a rentedindustrial or office building' Suchloadings
havebeendiscussed by Tang(1981),and theirconsideration is necessary
in both the evaluationoflong term such
effects as settlement and in the
,tudy of how the structureis likely to behave when subjected to some
form of extremeloading.
Extremevaluesofloadingcanoccurwithin thecontinualandirregular
wind'
seriesof load valuesset up by a natural agency,suchas snow'
wavesand earthquakes.
For designthe main concernis about the largest,or extreme'load
the
valuesthaithe structureis likely to be subjectedto togetherwith
minimumresistancethatthestructurewilloffer.Thisaspectofreliability
analysisis considered in the followingsection'
Exarnple 6,4
wind speedwas
At a certain geographicallocation the maximum weekly
distributed
noted for u f".ioa of a year and was found to be normally
with a mean of 65 km/hr and standard deviation of 16 km/ht
for a period
Preparea histogram of the maximum annual wind speed
of 50 years.
Solution
if, of there was a 50 year set of weekly-readings then the
"ou..., a histogram
:I- maximum value for each year could be obtained and
values
t.-)f
plotted. Not having such readings,but knowing that the weekly
to the histogram can be
of are normally distributed, an approximation
obtained by Monte Carlo simulation'
to
ed The minimum and maximum wind speedspossiblewill be assumed
range
be the mean value !4 multiplied by the standarddeviation llthis
.150 PROBABILITYAND STATISTICSIN CIVIL BNGINEERING
1 lr0
lt zo
-e1 o o
I
.E
o0 mean
= 68 ' 9 k m / h r
60
10
20
;
o 10 20 30 /+o 50
W e e kn u m b e r
Fig.6.3 Examp]le6.4 simulatedwind speedsfor one year
I 63.0 2 '71.O
63.0 3
4 39.0 5 59.0 6 75.0
'7 '79.0
71.0 8 9 71.0
l0 87.0 ll 63.0 12 111.0
t3 75.0 t4 't
119.0 15 5.0
t6 75.0 I7 87.0 l8 51.0
l9 '71.0
51.0 20 2I 111.0
22 15.0 '71.0
23 24 87.0
25 71.0 26 55.0 27 59.0
28 6',1.0 29 67.0 30 t2'1.0
31 43.0 32 I 11.0 33 6'7.O
6'7.0 35 75.0 36 39.0
3'7 87.0 38 63.0 39 67.0
40 51.0 41 51.0 A') '1t.0
59.0 44 67.0 45 59.0
46 67.0 47. '71.0
48 55.0
49 51.0 50 43.O 51 51.0
52 79.0
It is seen that, for this year, the maximum wind velocity was
127.0 kmlhr.
The histogramis shown in Fig. 6.4 and demonstratesthat the wind
speeddistributionis normal.
ll.
W i n d s p e e d- k m / h r
'
Fig.6.4 Histogramof example6.4
,his
las
Extreme valuedistributions
; ilv
ore Extreme distributions can obviously be obtained for either tail of the
:ad parent distribution, i.e. for maximum or minimum values.probably
the
:nd most valuable work carried out on extreme value statisticsis that bv
.,,-l C u m b e lt l c 5 8 J .
The distribution from which the extreme values are generated is
known as the parent distributioD.an example being rhe yearly set of the
weekly wind values of the preceedingexample. The distribution of
extremescan be easilyexpressedas a function of the parent distribution
and the sample size, n, the number of times that thi distribution was
considered(i.e.50 in example 6.1).
The probability that all of the n independentobservationswill be less
than r is [Fx(x)]'. This can be re-expressedas the probability that,f,,the
largeslvalueamong the n independentobservationi,is lessthan or equal
1o r, F1( f . Hence:
Fy(y) : [Fy(-x)]"
In other words the cumulativedistribution function of the extremevalue
distribution is the cumulative distribution function of the parenr
!
Solution
The values of the mean and standard deviation are those of the set of
simulatedmaximum valuesobtained in example 6.4.
|.28
- -2 r . 2 8 2
:t:- ^l:-o.tsOS
oy d.)
f.',(y) Fv(y)
87 0.003 0.003
91 0.021 0.041
95 0.047 0.1'77
99 0.055 0.393
103 0.046 0.604
107 0.032 0.762
l 0.020 0.864
115 0.011 o.924
119 0.006 0.958
123 0.004 0.977
12'7 0.002 0.988
Earthquakeloadings
Soil inducedloading
ie setof 06 Exampte
Exampte
e r , r, 0 4
02
d Fv(y)
0
87
1.0
08
Fy(y) 0'6
04
0.2
0
87 95 .103
111 11g 127
:d plots W i n d s p e e d- k m ih r
Fig. 6.6 pdf arLdcdf plots for example6.4
th
ed
us
of
Matrices
- t I z i t
o. : tLao D. c t | |
l -" l o " : l 4 ? 8 l
L 36 e l
Generallya matrixis usedin its entiretyand,to savewriting
it out in full,
it usuallydesignated by a capitalletter,A, b, C,.t".
The numbersofrows,n, in a matrixneednot be equalto its
numberof
columns,n. For instanceboth matricesA and B haveth."e lotu_n.
but
A hastwo rows whereasB hasthree.
In generalterms,a matrixthat hasn rowsand n columnsis
saidto be
oftheorderm x n so that matrixA is saidto U" oitt. ora.,
Z , : *h"."_
as matrix B is of the order3 x 3.
Elementof a matrix
Squarematrix
A squarematrix is one with its number
of rows equalto its numberof
columns,i.e. m : n. Examplesare: -l
a
f l ,tf F
a t t a t z a r t-
e:f+ s 0f o r B : I o y a z z .a z tII
I
t l
L7 8 el Latr azz a z z]
Both thesematricesare 3 x 3 matflces.
L
Leadingdiagonal
ab
Traceof a matrix
The sum.ofthe elementsof the leading
diagonalis known as the traceof
the matrix.
Diagonalmatrix col
rep
in whichall lhe elemenrsare zeroexceprthoseon rhe letl
*"T:ir:,T-r-,:'",
reaorng <lragonal is a diagonalmatrix.For example: '
[4 0 0 0t
l o 03 o o l
l 0 2 0 l
L0 0 0 il
MATRIX ALGEBRA 161
Unit matrix
1 0 0 0l
f
1 0 1 00 l
l oo r o l
L 0 0 0 1 l
Triangularmatrix
i';:ll
A Iowertriangularmatrix is a squarematrix in which all the elements
abovethe leadingdiagonalare zeto.
:f Columnmatrix
L4.6
28.7
r2.5
2.9
13.4
I
I
I
162 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING I
I
Addition and subtractionof matrices
l S c
. G
-These are simpleoperationsbut are only possible
if the two matrices,or
vectors,lnvolved,are of the sameorder.The corresponding
elementsare
added(or subtracted)to give the corresponding
resultant T(
matrix.For example: "l;;;;-iri;.
f2 -s 6l t3 8 1l Is 3 7l
t z ) + l e - 3 tl: lts + el Tr
l+
-5 6l_[3 8 1l f-l -t3 5 It
12
L4 7.21Ie - 3 4 )l : l
L-5 r0 _2)
, u 21 e 18 6l
| |
3 l - 1 24 _ 3 t 2 _ eI
r0
l : l _ 3 6 Ht
L I 8J L .lo 3 241
Multiplication of matrices
FUI
Two matrices,A and B, may only be multiplied together
if the numberof Itl
columnsof A equalsthe number of rows of B.
If A multipliesB then c;;, the generalelementof the product cal
. matrix C, o.:
is obtained by multiplying thelth column of f bf
,l Hence,if matrixA is of orderru x pandmatrixBoforderpl
ifr" ltt*'ro* of a.
nthenthe ass
product matrix C is of order llz x n.
exi
in
Example 7.1
DetermineC siven:
Solution
Considerthe first row of matrix C:
or
C1 r , C 1 2 , C 1 3
ABC I CAB
It is seenfrom the abovethat matrix multiplicationmust
alwaysbe
carriedout from left to right as theproduct-itri* AB is not necessarrly
164 PROBABILITY AND STATISTICS iN
CIVIL ENGINEERING
Transposeof a matrix
^:li
"fr"iei"g
into rows. For examole:
^:li
.ti il i i il ior
By selectingsuitablematricesthe reader
can verify a usefullaw that is
associatedwith transposes:
(AB;r : 3r4r
A moregeneraiforrn of this law rs:
Mr
(A1A2A3
... AJt : AntA,_rt... A3rAzrArr the
l
tra
Symmetricmatrix oul
I
A matrix that is equalto its transpose
is known as a symmetricmatrix. the
For example;
I t r _ 4 1
A:l 3 5 6l o ' : ll r3 rs- 46 1l
l-4 6 7l L-q e 7l Wir
det,
notedthat the productof two symmetric
:t.::::li 9:a symmetric
necessanly marricesis not n x
matrix
whr
Null matrix rou
Ifall theelements ,l
ofa matrixareequalto zerothenthematrix
to.asa null matrix.Similarlya vectorconsistin is referred and
g of zerovalue
elements is ,1
calleda null vector.
and
, MATLIXALGEBRA : rcs
, Multiplication of vectors
f''-l [''l
| * ' l| " l
l:lli'l
L'"-]
L,J
cannot be multiplied together.It is necessaryto write the vectorsin the
form:
!t
!z
hat is
fxt xr xr ... x-l
:
v"
Multiplication is now possible,provided that the number of columnsin
the left-handvector equalsthe number of rows in the righrhand one. r
Hence,in order to establishthe product xy we must usexry. Using the
transposeofx doesnot alter the vectorin any way and is simply cairied
out in order to make the multiplication posiible.'
. It is obvious that xry: yrx. This is not the casewith matricesand
$rix. the rule can only be applied to vectors.
C 1 2 : ( - 1 ) 1 + 2 ( M i n o r a 1 2 )(:- 1 ) 3 l a r r :l _ a ,
lAl:a1p22-a'rza,rt
t -
L 33 t2 14
Tlg formula quoted for lAl can apply to
any row and indeed to any
column. As the first column of
column.-As .,f A
I includes
ij r,,,r-. ^u :^-^ .-,
t"._ it is simplestto
, . usethe_formulafor the first column thus: "".o
lr {. .l r: ^_ , s r l e?l l - tt u- 2 l t r2-7 _f d31L31
C t t : l - 2 x 1 4- 6 x 1 2 1 [ - 1 1 r r + r:1 - 1 0 0
C r t : f 8 x 6 - l 0 x / - t \zt,fr J L_- l rr cJ .+_ r '- ' :
06
Hence:
l A l= _ 5 x 1 0 0 +3 x 6 8= _ 2 9 6
MATRIX ALGEBRA t6'7 I
EVALUATIONOF A DETERMINANTBY ELIMINATION j
arounr of computationwith the cofactormethodrapidly i
of rncreases
tl,.
9-r,".t:r"t with
the sizeof the matrix and for largematricesthe Gaussian I
by methodof elimination,which canbe computerised, is useful.The method
is basedon the principle that when a particularuo*
1oi cotumn; of u
determinanthas a scalar multiple of inother row (or column)
added to it or subtracted from it, the value of tLe determinant
unaltered.If this procedureis continually applied,an upper triangular
matrix is evntuallyproducedand the determinantis simpiyequal
productsof the elementson the leadingdiagonal,all othei
either
is
to the
termsln the
i
I
3
I
determinantinvolving a zero term. I!
I
t
I
Example 7.4 J1
Evaluate
,
I
J - t o - 1 I
t
) l ) .1,
lAl: , 4 a
J ) 9 1
Solution
Put row(2): row(2)- j x row(l)
Put row(3): row(3)- f x row(l)
Put row(4) : row(4) - row(l)
K ?
0 - 3
i 2 -8 -2
rany
:st to o 4 ) -z
o - z -7 -3
0 0 -15 -5
0 0 ,39 -20
168 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
l A l: 3 x ( - $ ) x ( - 1 s ) x ( - 7 ) : - 2 r 0
The inversematrix
where:
!t All Ay2 d13 "' atn
,y: Ax (1)
x: A-ty (2)
Substituting
for y in equation(2):
x: AA-1x
whichmeansthat the productAA-1 must be a matrix which,when it
multipliesx, it doesnot alterit in any way.
t. The only matrix with sucha property is the unit matrix, I, which can
). either premultiplyor postmultiplyanothermatrix or vector without
r altering any values.Hence:
AA-1:A rA:I
A_matrix when multipliedby its inverseyieldsa unit matrix.This can
often be a usefulcheck during the evaluationof an inverse.
Singularmatrix
COFACTOR MATRIX
Example 7.5
If:
AND STATISTICS IN CIVIL ENGINEERING
lt a z s fl
A:l 3 8 2 |
t
L sq t l
then the cofactor matrix, A', can be establishedfrom the procedures
alreadydescribedand is:
| +a -11 -28-]
A":l 6 r7 -tol
L-36 3 4 2l
The adjoint matiix, Au, is simply the transposeof the cofactor matrix.
For example7.5 the adjoint matrix is:
ot 6 -16l
I
A',:l-11 I7 3l
L-28 -r4 42l
It can be shownthat A 1 equalsA"/lAl which indicateswhy A can have
no inversewhen lAl equalszero.
Example7.6
Determinethe inverseof matrix A of example7.5.
Solution
By the methodsalreadydescribed,lAl equals126.
'-
lAl
ot 6 -36.]
,^ I
- l-11 r7 3l
t'u'l -r, -r4 42l
0.381 0.048-0.286-l
|
: -0.087 0.135 0.024
I I
L * 0 . 2 2 2- 0 . 1 1 1 0 . 3 3I3
MATRIX ALGEBRA
Example 7.7
t;lt:;;l[l] in example7.6.Hencewe
The inverseof the matrixhasbeenestablished
canwnte:
0 . 0 4 8 0 . 2 8 6 I5| l 2.7b5]
|,'I |0.381 [
0.087 0.135 0.024 u 0.327
| ,' l- | ll l: | |
Ly,l l-0222 0 . r r r 0 . 3 3 l l l 2 J L - 2 . 4 4 2)
Examnle7.8
Using an eliminationproceduredeterminethe inverseof matrix A in
example7.5.
Solution
The procedure is startedby writingdown the matrix to be invertedand,
alonssideit. a unit matrix of the sameorder:
t;:;l[:;?]
The processof finding the inverseconsistsof graduallychangingthe left
hand matrix into a unit matrix. Every changemade to the left-hand
matrix must be repeatedin the righrhand matrix. At the end of the
operationsthe right-handmatrix will be the inverseof the original
matrix.
Therearevariousroutesthat can be takento the final resultand the
pointto remember is that you areworkingtowardsachieving zerovalues
above and below the leadingdiagonal of the left-handmatrix.
r
1'72 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
[6 2 s . lI i o ol
-'ll-, 2ol
lot4
Lo o t8lL_4 _2 6l
Put row(i):7 x row(l) - row(2)
1 4 2 o 3 6 - l [8 _ 2 o l
lt 0o 0r +r ,8 _l l l _* 2, r o l
L_4 6l
Put row(1): row(l) -2 x row(4)
Put row(2): 18 x row(2)+ row(3)
0 0lI 16 2 _t21
lo,
l 0 2 s 2o l l _ 2 2 3 4 o l
Lo o rs_ll__ +2 6 l
put row(l) : row(1)142;row(2): row(2)1252;row(3): row(3)/18
r o ol 0.381 0.048_0.286']
I i
I 0 l l _ 0 . 0 8 70 . r 3 s 0 . 0 2 4 1
l0 _0.u1
L0 0 t)L_0222 0 . 3 3I 3
Eigenvalues
and eigenvectors
where:
A:asquarematrix
i x:acolumnvector
I
t 7:ascalarquantity
There is often more than one value of ; that satisfiesthe equationand
I thesevaluesare known as the characteristicroots,or eigenvilues,of the
I matrix A.
For eachdiflerentvalueof 2 thereis a differentvector,x, that satisfies
rI the simultaneous equations and these vectors are known as the
I eigenvectors of matrix A.
I
For the work associatedwith this book the matrii A will be
I symmetrical.
t
I
l Example 7.9
In a particular situation the following relationshipapplies:
[ 25.0 6.2s-l
f x,l
: "L',1
, [r,l
| 6.zszs.o
_lL',J
Determine the eigenvaluesand eigenvectorsof the matrix..
Solution
The equationis of the form:
Ax:)x
where:
2s.o 6.2sf
o:Lf and x:l
Ixtl
I
I e.n ,s.oI l X t l
Now:
, 6 2 s -1 " f r o l
tA-I2l--f2 :o
6.2s
L J " Lo rJ
2s.o
- Lf 2 s - ) 6 . 2 s1
a.zs 2s-1)
The two simultaneousequationsare:
Lts
25x1I6.25x2: )y,
'
6.25x1I 25x, : )y"
174 - PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
o [' L
1 1r l
where al is an arbitrary constant.
I:: il n for
_Similarly the eigenvectorcorrespondingto 2 : 1g.75we obtain the
relarionship:
rr:_x2
and, if we assumethat 12 is equal to one, makesthe
eigenvectorequal to:
",[-
I]
(The reader could have assumedthat
n, equals one in which casex,
h"1,"been.-1. Subsequenr
calculations
are unaffecieo
L-"-lldas the relationship
cholce
by the
between.x, and x, is still fully defineO.)
A squaren x n matrix obviously has n eigenvectors
and once they
havebeenobtainedare written ascolumnsin i square
.nui.i*, t.roivn u,
the modal matrix and giventhe symbolM. (An eiienvecio.
i,'ro_"u_",
referredto as a modal column.)In the example:
-1l
,: ft
L l 1 l
(puttingdr and a2 equalto one).
A popular form of modal matrix is when the
:; the eigenvectorsare
normalised,i.e.eachelementis divjdedby the Jengthol ti" .ig"nu".to..
length of both vectors: +T : J2
!4t
Hence:
-0.7071]
-. to N_[0.7071
L0.7071 0.70111
. into
Note.theuseof the symbolN insteadof M for normalised
eigenvectors.
. the
Spectralmatrix
This particular matrix is important in the
, treatment of correlated
variables,
as describedin chapterg. It is simply Ol-"g"*f
matrix in
which the elementsof the leaiing diagonal "
originalmatrix.Ir is generallygivin thi symbol of the
"i.",f," "ig?""ul"es
S. ir."_".0i. Z.q,
, _ [:r.zs 0.0I
L 0.0 18.75-J
176 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
lX
iac osI
i,sin0
l.e.
-sinel
[ * , - l-_ f . o . o [tll
Lxrl Lsind cose _l[x,]
which is a relationshipof the form x : Ri.
Now, from the characteristic equationwe know that Ax:,,1x so we
can write:
ARt : ,,,Rt
and multiplying both sidesby Rr, the transposeof R, gives:
RTAR' : 2RTR'
0 s i n9 l [ a rr a r : - l f c oI s - s i nt 1 u , , b -, ,-fl
s : [ "o, :f
l - s i n 0 c o s 0 l l a r , a r r J l s i n0 c o s0 l L b . , bzzl
where:
btt : att cos20 + 2ar2sin0 cos0 + ar., sin20
bn : an(cos2I - sin'?0) + sin 0 cosg(a2,- arr)
brt : atz(cos20 - sin20) + sin 0 cos0(a22- ar')
bzz : dtt sin20 - 2an sin 0 cos0 + a22 cos20
It is possibleto choosea valuefor d so that the off-diagonalelements.br2
has and b2, becomeequal to zero. This value of 0 can be obtained by
Eat equatingbrr, or b4, Io zero.
eto
0 - sin20) + sin 0 cos0(a22- arr) : e
a12(cos2
Therefore:
atz sin 0 cos0
: ------;---- -
drt - dzz Cos'd -s,n'd
'l?8 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
and so:
o s 0 -_ sil't 20
Z a r z :_ 2 s i n 0 c---.
-
.,_ - ;= cos20
orr azz cos'd S l n -d
Thus:
t a n : z g :- 2 o- " :
att azz
Example7.10
for matrix A of example7'9'
Determinethe eigenvalues
Solution
I zs.o 6.251
'-
a : t I
L 6.zs 2s.oI
Therefore:
t a n z o : f f i :a
And so:
,
2 0: 9 0 ' ; 0 :45'
Using thesevalues:
-l- :31'25
brr:25cos2 45' + 2 x 6.25sin45"cos45' 25 sin245"
: 18'75
bzz: 25 sin245' - 2 x 6'25sin 45" cos45' I 25 cos245"
which are the eigenvaluesof matrix A.
:
. order matrices
. Treatmentof large t
B : T n r . T n ,r r . . . T 3 r .T 2 r .T 1 r [ A ] T r .T 2 .T 3 . . . T " - r
"T"
Example 7.11
^:li;:l
Determinethe eigenvaluesof A:
Solution
Using generalterms:
2otj
tun2o:
aii-ajj
The first step is to select a suitable accuracy, say four decimal points.
First iteration
Select the off-diagonal element with the largest absolute value, in this
cls1 tre equal to'6. Then:
2arz 2x6 -t-
I a nz a : :-,:
dtt- Azz 3-+
Therefore:
20: -85.24': 0: - 42.62"; sin0: -0.6771; cos0:0.7359
The procedureto obtainthe rotationalmatrix is to place:
-_sin 0 at ai;i sin 0 at dji; cos0 at aii and aii
0.735e
tl
o *sin 0 ol Q.6771
fcoq | -0.6771
Rr = sin9 cos0 0 l : I 0.7359
|
L 0 0 1l L o 0
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
_
f| o.tzse-0.677r
L o
o'lf : o rlI o.zlse0.67't7
t t l l
:l
R , ' [ A ' I R: |,| 0 . 6 7 7 1 0 . 7 3 50el l 6 4 0 l l - 0 . 6 7 7 10.7359
o lllt o 2lL o 0 rl
-Hence:
0.0 0.735e.l
f-2.s208
B: 0.0 e.s2080.677r
I I
L 0.73590.67712.0 J
Seconditeration
Largest valued off-di4gonal element is now ar3.
2 x 0.7359
tar 20 : -2.5208-2 : -0.3256; sin0 - -0.1567; cos0 : 0.9876
Hence:
o 0.1567l
o.razo
I
R,:l 0.00 1 0.00
|
L -0.1567o 0.e876
I
and B now becomes:
0 . e 8 706 - 0 . 1 5 6 7 - l [ - 2 . s 200. 08 0 . 7 3 s e l l0 . e s 7 0
6 0.rs67l
0.0 r 0.00 oo e.s2080.677r 0.0 r 0.0
ll li |
0.15670 0.9876110.73s90.67112.0 _lL-0.1s670 0.9876
I
-2.6316 -0.10610.0
| -0.1061 I
: I 9.s2080.6687
|
L o.o 0.66s72.1
168
J
Table 7.1
il 3.0000
6.0000
r.0000
-2.s208
0.0000
6.0000
4.0000
0.0000
0.0000
1.0000
0.0000
2.0000
0.'7359
-0.6771
0.0000
Rotation Matrix
0.'1359
0.98'16
0.6'171
0..13s9
0.0000
0.0000
0.0000
0.0000
1.0000
0.1567
9.5208 0.677| 0.0000 1.0000
0.7359 0.67'11 0.0000
2.0000 -0.1567 0.0000 0.9876
- 2.63'76 - 0 . 1 0 6 1 0.0000
-0.1061 1.0000 0.0000 0.0000
9.5208 0.6687 0.0000 0.9960 _0.0892
0.0000 0.6678 2.1168 0.0000 0.0892 0.9960
-2.6376 -0.1057 0.0095 1.0000 _0.0086 0.0000
- 0.1057 9.5807 0.0000 0.0086 1.0000 0.0000
0.0095 0.0000 2.0569 0.0000 0.0000 1.0000
-2.6385 0.0000 0.0095 1.0000 0.0000 0.0020
0.0000 9 . 5 8 1 6 - 0.0001 0.0000 1.000c
0.0095 :0.0001 0.0000
2.0s69 0.0020 0.0000 1.0000
-2.6385 0.0000 0.0000
0.0000 9 . 5 8 1 6 -0.0001
0.0000 -0.0001 2.5069
The eigenvalues
are -2.6385,9.5816and 2.5069.
N:R1.R2.R3...R"
that the normahsedmodal
of the rotationat matnces
Example 7.12
the
_D^elermine eigenvectorscorrespondingto the eigenvalues31.25and
1 8 . 7 5o b r a i n e di n e x a m p l e7 . 1 0 .
r
t82 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Solution
In example7.10 the rotational angle,9, was found to be 45".
Hence,sin 0 :0.7071and cos 0 - 0.7071andthe rotational matrix to
eliminate ar2 was therefore:
t 0 . 7 0 7 1- 0 . 7 0 7 1 I
R:t I
10.7071 0.70711
As there was only one transformation R must also be equal to the
normalisedmodal matrix N and the first column of this matrix is the
eigenvector
corresponding to b11, i.e.31,.25.
Hence,for the eigenvalue
31.25,the eigenvector
is
It o.7o7l
Il
Lo.lou)
a n d f o r t h e e i g e n v a l u e1 8 . 7 5l.h e e i g e n v e c l oirs
[t - o . 7 o 7 ll l
L 0.701rJ
As a matterof interest
thenormalised
modalmatrixfor example
7.11is:
otzze0.6784 o.o55e
Nr:
I -0.6621 0.72e2 -0.1727l
| |
t - 0 . 1 5 7 9 0.0895 0.9834I
Further readingrnatter
L
ChapterEight
:t\ to
Corrcnated
and
Non-alormatr
varuabnes
I the
.s ihe
Multivariate distributions
(iDThe regressionline of X on y.
ConsideringX as the dependentvariablethe regressionline of X
on f is the line that bestestimatesthe valueofX correspondingto a
value of y.
(b) example8.1
(c) negativecorrelation
Fis.8.j
Mathematicaldeterminationof regressionlines
thesumof rhesquares
of theerrorsof theestimates,
is
:1r,::LT-\5",
a mtnrmumjtsorn observed
values:
sx., : .t 0, - y.,),
Now, from the regressionline equation:
yi - y.i: yi - a6i - b1
Therefore:
s * . ' : i ( v , _ a , x , _h , \ 2
: -2*1" - a'xi- b;
'\t
0[(ar,b,) ! A
ab, -tl
,?rab,,"
: aPi- b1)
'D'-t"'-
And, as both the aboveequationsare equal to zero we finish with:
\ ( o r " ,+ b t _ ! i ) : 0
Therefore:
lYi:a1lxi+nb, (1)
Therefore:
b: o
.f @,'!*b,x-,
Therefore:
I l
nates,is Example8.1
Using the tabulateddata in Table 8.1determinethe regressionline of /
on X.
Solution
Examiningequations(1) and (2) derivedin the precedingsectionit is
seenthat they include the terms xi, yi, xiyi and xiz.
There is lesslikelihood of error if the calculationsto determinethe
valuesof theseterms are tabulated:
xi2
o 2 0 0
l 1 I I
2 ) 4 10
3 3 9 9
4 l 16 4
5 6 25 30
6 9 36 54
7 5 49 35
8 4 64 32
.rorrr pmf
Thejoint probability massfunction of two discrete
random variables,X
ti the
g_1res19n.l9r px,v(x,y),theprobabitity
tili x *ru a"r,i.ue
1i1,f:
a valuex and that I will achievea valuey.
px.v(x,,y): p[(X : x) n (r: y)]
rorxr pdf
The probabilityfunctionsofcontinuous
variablesarevirtuallythe same
d,r.::"" variablesexceptrhar ,fr* ,u_rnu,ior,
l-r.l.r .ignr'uiJ .;Oru"rd O,
lntegrals the massfunctionsbeing replacedby densi"ty
fun"tiu.rr.
Th,..j"i:1 probabilirydensity-runction ;;;;;,,i, .undo_
varrables,X and y, is written asfa,y(x,y) "i',;;
und i, ;,h;fthu;i*."p."rrion
fortheprobabilitv
tharx lieswirhil irr"*"g" rr",n
lieswithinrherangefromy ro y _ dy. "l"l i"i *n,^,
I ne lunctronlx. v(r. y) obeysthe probability "
laws:
f*,.r,1x,
y.1: 3
t l fr.t(x, y) d-xdy : 1
l,l'l;'f;, y(r, y) dx dy
Covariance
r _ cov(x, r)
oxov
Ifr is negativethereis a negativecorrelationand ldecreasesin valueas
X increases whereasifr is positive IincreasesasX increases and thereis'
positivecorrelation.
r can be either positiveor negativewith a value rangingfrom - 1 to
+ 1.Ifr equalszerothen thereis no correlationbetweenX and Y andif r
equalsone there is perfectcorrelationbetweenthe two variables.
Full correlationmeansthat, for any given value of X, the value of f
estimatedfrom the regressionline, y(e), will be equal to the observed
value,y.
The followingis a rough guideasto the interpretationofthe numerical
valueof r:
lrl :0.8 '
Strong correlationbetweenX and )/ which can
be assumedto be completelydependent.
0.8 > lrl > 0.2 Correlation betweenX and Y
lrl : 0.2 WeakcorrelationbetweenX and lwhich canbe
assumedindependentof eachother.
As the level II method of reliability analysisapproximatesth failure
boundaryto a linear surface,we needonly dealwith linear correlationin
thesenotes.Howeverit shouldbe rememberedthat, althoughan lrl value
lessthan 0.2 indicateslittle linear correlation betweenX and I it may
well be that there is a strong correlationof somenonJinear form.
lerical to
ch can
7
can be z
x o'ti---;---6--;-i
lhilure
tion in Fig, 8.2 95o/oconfidencelinesexample8.1
ralue
n may It can be shown that the standard errors are related to the linear
L correlationcoefrcientby the equations:
t*,t -- o*1@ - r)
mt of Example 8.2
(iD
cov(x, r) 3.444 : 0 . 5 4 4
r:-
6x.oY 2.582x 2.450
(iii)
sY,x : dY - o.s442\
J0 :A : 2.4so(t : z.oss
sx,Y : ox,,F -A : 2.s82(I- o.s442)
: 2 t6s
Besselcorrection
The covariancematrix
S: deflection caused
by loads:4t& +kL3P2
',
ErIr EoIn
No,w ft :0.1728 (Reynolds,i957) hence, :o.
S ]ggpt + O.41ggp2
and:
z :30 _ 0.4199P1
_ O.41ggP2
: 30 - 0.4199(y
p 1 * m1)_ 0.4199(y2o2
+ m2)
The iterativeprocedurefor grves:
B
hty)
1 0.0 0.0 0,0 4.81
2 1.15 1.15 |.62 0.00
H e n c et h e c o v a r i a n c em a l r i x i s :
- t f 2s 6.25-l
l
| 6.2s 2s _l
'1.12
Examples7.I0 and have illustrated that this matrix, when trans-
formed into a diagonal matrix ls:
-l
r31.25 00
of l r
I o.o 18.75
-.1
cf modalmatrix givenby
with the transposed
- I 07011 0.7071f
N': I I
L-0.7071 0.7071_J
Hence the transformedvariables,11, equivalentto X1, and Y2,
equivalentto X2, are:
and:
ElY.) - -0.7071E[X1] + 0.7071E[X,]- 0
Now a reducedvariable,y, is equalto (y - rlry)/dy.Hence:
0.7071Xl+ 0.70'lIX2 42.43
-
tt
5.59
2 - 1.59
= 0.1265Xr+ 0.1265X (1)
and:
-
+0.101rX2 0
0.7011,Xt
12
4.33
- 0.1633Xr+ 0.1633X, (2)
Now:
z :30 - 0A199x| - 0.4199X2
- 30 - 0.4199(7.908yr
+ 60.02)
- 4.798- 3.321y1
The iterativeproceduregivesB as 4.79813.321 : 1.45.
The relationshipbetweenB and r for valuesof r rangingfrom - 0.75to
0.75is shownplotted in Fig. 8.4and illustratesthat, for this exampleat
least,the value of r has a pronouncedefect on the value of p as only
two relatedvariablesare involved.
- .75 - ..5
5 --'25
'25 A
0 .25 .5 .]s
Fig. 8.4 Effectof correlationon I example8.3
Example8.4
A continuousfoundation,2 m wide,is to be placedon the surfaceof a
granularsoiland will supporta uniformverticalpressure,
p. The uniform
pressureinducedby the weight of the foundationwill be 10kN/m']
which,alongwith the 2 m dimension, may be assumedto be constant.
The appliedpressure, p, will havea meanvalueof 400kN/m'?and a
standard deviationof 30 kN,m'?.
A seriesof sheartestscarriedout on a set of randomsamplestaken
from the soil gavethe valuesof unit weight,l, and the corresponding
anglesof shearingresistance,f, listedbelow.
7 (kN/m3) 18.0 18.8 19.2 19.4 19.5 t9.7 2.0.t 20.2
@(degrees) 3i.3 33.5 34.8 33.1 36.8 35.4 35.5 3',7.0
Determinethe probabilityof failureof the foundation:
(i) Assumingthat theunit weightand theangleofshearingresistance
of
the soil are uncorrelated.
CORRELATED AND NON-NORMAL VARIABLES 197
(ii) Allowing for any correlationbetweenthe unit weight and the angle
of shearinsresistance.
I
,
It Solution
I
Using the formula for Np given in chapter5, the following table can be
completed;
i
75to y ftN/rn) 18.0 18.8 r9.2 19.4 19.5 lg.'t 2O.t 2O.2
rleat N, 25.6'7 26.52 32.82 24.84 45.81 36.24 36.85 47.38
only
Using the processesdescribedin the beginningof this chapter,or by
meansof a suitablepocket calculator,the valueslisted below can be
established.
It shouldbe noted that, due to the smallnumberofvaluesin
the sample,the Besselcorrectionhas beenapplied.
Hence:
Z:tNy_p_10
h(v)
1 0.0 0.0 0.0 0.0 258.31
2 -0.21 ,1.44 0.26 1.48 1.93
3 - 0.14 -1.46 0.26 -0.35
1.49
4 -0.14 - t.46 0.26 |.49 0.00
IL a.zs++
0
oI
77.42 |
with thecorresponding
normdlised
modalmatrix,N:
IL _ 0o.rs: o.oszzl
.0577 0.9983 |
The uncorrelated variables y1 and y2 corresponding
to X, and X2 can
now be found from the relationship y :
N*:
Y\ : 0.9983X1 - 0.0577
X 2 with ar, : (EZN+ : O.SO+
Y^ : 0.0577
X | + 0.9983X2 withoy,:
u47E: s.to
Now:
Y - EiYl
Oy
CORRELATED AND NON.NORMAL VARIABLES 199
Hence:
0,9983X1- 0.0577
X2 - 17.34
-
lt
0.504
- 0.1I45X2- 34.405
1.8080Xr
and:
0.0577 2 - 35.58
X | + 0.9983X
v2 -
8.80
: 0.00656X1
+ 0.1I34X2- 4.043
Solvingthesetwo equationsgives:
Xr : 0.503)r+ 0.508y2
+ 19.37
din Xz: -0.032yr+ 8.786y2 + 34.61
Now:
Z: X tXz - X3 - 10
and,substitutingfor Xr, X2 and X3 gives:
Z : (0.503y1-r0.508y2+ 19.37)(-0.032y1
t 8.786y2+ 34.61)
-30y.-400-10
: -0j6y12 i 16.79y1t 4.4yry, r 187.76y2
* 4.46y22- 30y3+ 260.4
DifferentiatingZ gives:
Ei : -0.32yr + 16.79+ 4.4y2
Ez'- 4.4yt + 375.52y2
+ 4.46
8:' : -30
The iterativeprocedurefor p is set out below:
Y1 h(y)
I
Example 8.5
t .
The limit stateequationfor a particular failure mechanismis.
Z:50+5Xt-4X2_ 2X3+X4
The variableshave the following values:
Variable
IJ 3.5
10 3.0
l5 2.5
5 1.5
X2 x3
xllr2.2s_5 21
x'l-s n -ol
x:L 2 _4 6.2s1
Determinethe reliability index ofthe system:(i) assumingno correlation
effects;and (ii) allowing for correlation.
Solution
(i) Assumingno correlation
Z : 5 0 + 5 X t- 4 X 2- 2 X 3+ X 4
Expressing
in reducedvariables:
Z : s0 + 5(3.5y1+ ts) - 4(3y2+ tO)- 2(2.5y + 15)+ (1.5y4+ 5)
t
The differentiationsare straightforwardand the iterativeprocedurefor
B
grves:
!t Ya
I 0.0 0.0 0.0 0.0 0.0 60.0
2 -2.20 1.51 0.63 - 0.19 2.75
-2.20 0.00
3 r.51 0.63 - 0.19 2;75 0.00
transformedmatrix is:
17.220 0.0 0.0
|
I o'o 6.198 0.0
| 0.0 0.0 3.t12
IoY':4150-l
t l
I oY': 2'490 |
l -o " . : t . l e +)
and the correspondingnormalisedmodal matrix, N, is:
o.tr++ 0.6660o.2r4i
I _0.6054 l
N : 0.4343 0.6670
| |
| 0.3510 _0.6065 0.7134
l
Therefore:
and:
lz - 0.267Xt + 0.174X2_ 0.244X3 _ 2.102
and:
[*l | 2 . e 6 s 1 . 6 6 20 . 3 8 0 1 [ y t 2
+. 3 s 2 f
x, : - z.stt r.078t.ne t, + 2.102
I | | ll |
L x.l | 1.4s4- 1.511r.27s
)ly + rr.6T I
Now:
Z:50+5Xt_4X2_ZX3+X1
and,substitutingfor Xr, Xr, X3 and,Xn, eventuallygives:
Z : 60 + 21.96y
L + 7.072y2- 5.33y3+ 1.5ya
and the iterative procedurefor p gives:
!t h(y)
1 0.0 0.0 0.0 0.0 0.0 60.00
2 -2.34 u ./ ) 0.57 - 0.16 2.53 0.00
3 -0.75 0.5'7 - 0.16 2.53 0.00
1.282 r.282
0(:- =-* :0.0103
6y IZ)
and:
0.577 0.517_
u:my--:6uu_ 1^1
d. 0.0103
Using the expressions
for f"(y) and Fy(l) given in chapter6:
fv(y):0.0033; Fy(y) :0.5703
Using Rackwitzand Fiessler'smethod we requirefirst to determinethe
valueof o-1F1,(y): O-1(0.5703).
Now O r(y) is the inversefunction so that, althoughwe useappendix
III, we go into the tableand find the probabilityvalue0.5703and then
find the z value correspondingto it. As the value 0.5703is not actually
tabulated some interpolation is necessary. It follows, by interpolation
from appendixIII:
: 0.177
o-1(0.5703)
And, from appendixII:
fN[o 1(0.5703)
: fN(0.177)
:0.3927
and thus:
- 0.3927
o*' : : 119kN: mwN: 800- 0.177x 119: 779kN
00033
hencethe valuesof the meansand standarddeviationsof the variables
have become:
Now:
Z : 100(ypt * m ) ( y 2 o , + m ) - 6 4 ( y 3 o 3- l m 3 ) y a 6 a+ m a )
CORRELATED AND NON-NORMAL VARIABLES
.t: Ya h(y)
!t
Example8.7
Determinethe probability of bearingcapacityfailure in example5'11if
the bearingcapacitycoefficientN6 has a lognormal distribution'
Solution
The limit stateequationwas found to be:
- 12
Z - (ypr + m)(y2o2a mr) - (yzoz't m)
The variables,and their input values,were:
I XI 18 0.9
'19.54 14.05
N)
p x3 500 30
14.05
t/- :0.1766; ox2: O.O3O7and o1 : 0'1753
79.s4
Hence:
riLy:78.33; z:0.0875
From appendixII:
fr(z):0.3974
206 PROBABILITY AND STATISTICS
IN CIVIL ENGINEERING
whichgives:
fv(v) : 0.028s
Fy(r,)
'?::f.'iJ,ff: #lJi;l'lti:"t^'"t:rarue-of usins
rhevarue
of?,it
mustbeequar
,. r,,,i.'t,L."o.in"i.T#11;;,""0 fN(o-lFv(y))
therefore
0.3974
03" = :
0o),3 13.94; mz:79.54 - 0.0875x 13.94
:78.3r
The input parametershave therefore
become:
Symboi
xl 18
x2 '78.31 0.9
x3 13.94
500 30
!t
I
ht.y) c
0.0 0.0
- 0.92 0.0 0.0
0.39 897.6
-0.43 -3.s2 3.42 3'7.73
- 0.37 - 3.49
0.44 J.) | - 10.95
-0.38 0.43 3.53
- 3.49 0.08
0.42 J,f I -0.00
The reliability index is decreased
slightly from 3.59to 3.53.
Combinationof differenttypes P
of varyingloads
The form of loading to which
r#*;*;;"11?.J""'
;.
,,#;F:q::llfi
'::,.:l! IhT:Hffi"ii"T:? p(
_:,1dil;;;;,ffi
,-_o,f j:,"i$,.:1,::'lr,j,l,J,i:iliT;;; Sr
U
;:1lffi di"t.i
i:::',T"fifi f";#:,T:,'":'S* b;;;;.;;i Ind p(
qff "*u-pr"
i t i.r'fi
lo
i'*;:lln.,:*l*fi
;:'1, r,J#Hff:?i. de
pr
;::,"1ilT;liij;tfittffi:'ff
anexrreme
tHi,,:'x*:*l;I
t#iiit',ffi ml
road
;h*,;'",,i"oJ'o3,il"1H:"Jliiliffi T:r::;:t1";l;;
CORRELATED AND NON-NORMAL VARIABLES
Example 8.8
A simply supportedbeam has a span of 6 m and a moment of resistance
M.. The beam carriesa uniform load, including its own weight,w., and a
central point load is the sum of two loads, P1 and P2.
The details of the various design parametersare as follows:
xr 30 5 KN
x2 40 5 KN
x3 5 0.5 kN/m
Mt x1 1100 100 kNm
which transformto:
Pr* mean:41.47 kN; s.d.: 2.61kN
-|-
PrN mean: 28.79kN; s.d.: 2.09kN
Now, appliedmoment is given by:
T TZ
\ P t + P-) +4 + w' ."6" : l . 5 X) | 1 . 5 X +
2 4.5XJ
Hence:
Z : X + - l . 5 X| - 1 . 5 X 2- 4 . 5 X 3
-'1
or:
::
Z:(y+oc+m)-15(yp1 * m ) * l . S ( y z o+z m r ) - 4 . 5 ( y 3 o+3 m 3 ) ..'
The first set of iterationsfor B will start with the input:
Symbol Mean :
:i
xl 41.4'7 2.61 KN
x2 20 5 KN
5 0.5 kN/m
x4 1100 100 kNm :a
Symbol Units
x1 30 5 KN
x2 28.79 2.09 KN
5 0.5 kN/m
x4 1100 100 kNm
ne
nd
2,1,! :6lSl.l;4
'san0
ng :'. ..::,1
ns
io'
3n
1n
DE sand sand
(a)
to
if B H. 1 s H.2
lo
in
:d
al
'v
n
o
n
is
d
n
d Frg.9./ Possibie
interpretations
of similarborehole
journals
212 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
Solution m
THE REGRESSIONLINE Now:
The equationfor the regressionline is obtainedby the methoddiscussed
in chapter 8 or from a suitablepocket calculator.
(b) Ur
(c, c"(e))'? For a
1 27 20.125
the soi
4'7.266
2 19 25.925 39.62',7 or dia
2 2l 25.925 t8.441 the de
2 23 25.92s 5.261
3 30.466 12.489
4 3',1 35.636 1.861
4 40 35.636 19.045
4 35 . 6 3 6 2.6'7',7
5 40.807 1.423 Ifwee
5 38 40.087 7.8',19 the ap
standz
I 155.981
each s
dationship
the surface.
hof1.5m
mean and
robability
ldiscussed
ssion line
. J
216 - - PROB,A.BIIITY
AND STATISTICS'* ,"O,"""*,"O
",-"
Assuming purely landom- values:
p : 1.30 (nominalpr : 9.68x 10-2)
Allowing for directionaltrend: cln,
and t
fi : 2.62 (noririnalpr : 4.40 x 10-3) factor
Asl
Solutt
DETEI
Insert
the m
Assur
the fo
't.
.'t. with r
t'
' tt ',
The n
equati
and tl
Fig. 9.2 Example 9.2
withr
Example 9.2 Q, fot
stand:
Details of a proposedreinforcedconcreteretaining wall deviat
are shown in
Fig. 9.2, The.fill marerial will be a granular soiiwith iti" Hor
rirlorirrg
unit weight..y,- mean: 19 kN/m3; s.d.: 1.0kN/m3. anst" deviat
l::fryr:
oI sneanngreslstance, {1 mean: 35.; s.d.: 1.5.. proce(
The soil on which the wall will befoundedis a sand/gravel the rel
mrxtureand
penetrationtests carried out down through the soil The
showedthat the
of rhe unil 1,, of rhe soil is consranr wirh depth at the C<
ffil ,"1i" wlth
ry Kt\/m" .*",.ChJ
a standard deviation of 1.5kN/m3. These tests also
establishedthe following variation of
{2, the angleofshearingresistance
qf the foundation soil (in degrees),with z, theiepth
surfaceof the soil_ iin-rniU"folv tf,"
TI{E RELIABILITY OF GEOTECHNICAL STRUCTURES 217
z O.5 1.0 1.5 2.O 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0
6, 36 39 36 40 3 8 4 1 37 43 39 43 40 44
s N , , . : 4 1 . 5 9 2(7 - 0.69912):29.74
The readermight like to checkthat the regressionline of on z has the
@
equallon:
g:1.0632. + 36.212.
and that:
sa.": 1.914"
With this informationit is simpleto showthat the representative
valueof
{, for bearing capacitypurposes,has a mean vaiue of 40.46" and a
standarddeviationof 1.91"from whichvaluesfor the meanand standard
rown ln deviationof N, can be found.
llowing However,slightly more accuratevaluesfor the mean and standard
3; angle deviationare obtainedfrom the the regressionline of N, on z and this
procedureis consideredpreferableto directly determiningvaluesfrom
ure and the repiesentativevaluesof @.
hat the The coefficientof activeearth pressure,K^, can be taken as equal to
epth at the Coulombvalue(seeSmith,19g2):
its also
;istance - {)
cosecry'sin(ry'
K^
low the I -
+ +J sin(d+ ,) sin(@ i)
^rrsin(r/fl sin(r/ - i)
1
218 PROBABILITY AND STATISTICSIN CIVIL ENGINEERING
wnere: The ba
t : an}Ieof back of wall lo the horizontal deviatil
-
, : angleof wall friction oibedl
i= angleof inclination of surfaceof retainedsoil to the hodzontal by the]
Q: angle of friction of the retained soil. and R(
The meanand standarddeviationofK" can be found by the approximate ttr *l
method describedin chapter 5 and have the following values,respec_ varioul
tively, 0.4056and 0.0334. text is {
Height of AB : 7.75+ 1.5: 9.25m
Thrust from soil, P" : 0.5K^yp.252 :42.78y&^ l
Now:
Pau: P" cos@1; P"y : p" sin @1
R,: vertical reaction:iweight of wall + soil on heel + p.v Therefc
: 24(o.75
x 4+ 7x 0.375)
+ (t rt*
1t)r,
+ 42.78K^yy sinQ1
The mr
For a surfacestrip footing the ultimate bearingpressure,q,, is given by o.2713.
the expression: For a
q":0.58yN"i, d- and. I)
where: approxl
B= TIIE ECC
width of foundation
'
?: unit weight of supportingsoil
. Nr: bearingcapacitycoefficient
rl: inclinedload factor
Taking
The ultimate vertical load, et, that canact of the fdundation is found
from the exoression:
Q": B',q"
where:
B',:(B-2e) Weight
e : eccentricityof Rv
Hence:
R: Q":0.5(B - 2e)By2Nit:2(4 - 2e)y2N,i,
S : 135+ 23.25y
1 -t 42.78K^y1sin
S1
Therefore:
Z :2(4 - 2e)yzNy\- 135- 23.25y1
_ 42.78K^y,sin
S1
F
e :
lt -M - - tB: l lt -M
_ /
lR, 2l lR"
Taking momentsabout A, the heel of the wall:
)und
= r"n, of:
Soilpressure g,
t 42.78K^y1
cos
T
: 131.91K,71 cos{1
/
W e i g hot f s o i lo n h e e :l { Z x 3 x t . 5 + - - f3: x} 1l ., 5 x l \
\ , /
: 33.75yt
/
Weightof wall : Z4l 035 x 4 x2 t 0.25x7 x3.125
\
7 x 0.25x 3.333\
* r )
: 345.25kN
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING
to4
Hence:
indi
* 3 3 . 7 5 y+' 1 3 1 . 9 I K " }cro sd r
135+ 23.25y1 * 42.78K^Y1sin Qt
,rl nor
1
var:
The meanvalueof e (when@1equals35' and 71 equals19kN/m') is of,
0.3745 m. caF
By the approximatemethod,assuming?1 constantat 19 kN/m3' the I
standarddeviation of e works out at 0.0832m' 1ay
Designatingthe variables^s Xr to X1: asl
the
obt
Variable
19 I pr(
19 1.5 th(
K":X: 0.4056 0.0334 19
Sin{' : 1" 0.5736 0.0215
96.35 29.74
0.2713 0.0395
54
0.3'7 0.0832
-
Z : g0{)--2(.4- 2X)X2'Xr'Xu - r35 23'z5Xl A1
- 4 2 . 7 8 rX. X 3 .X 4 va
SO
h(y) :2V - 2(v,o, r m)l(v zoz + m2)(v565+ m)(yaoaI ma) va
- 1 3 5- 2 3 2 5 ( Y P r ' m
r )
as
- 20.055(y1o1 I m)(y3o3+ m)(y4o4+ m4) aI
Although the level II method can easilybe adaptedto allow for two
variablesbeing correlated(seechapter 8) there is little doubt that, for
soilsproblems,the methodis simplestto usewhen the variousbasic
variablescan be assumedto be independent.
Exceptfor the three bearingcapacitycoefficientsN", No and N, the
assumptionof full independenceof soil variablesis often logical and
appearsto givereliableresults
Bearingcapacitycoefficientsare functionsof the variable{, the angle
ofshearingresistanceofthe foundationsoil,and arethereforecompletely
correlatedwith r equalto one.The assumption ofindependence for these
threecoemcients can leadto an overestimation of the valueof g.
One possiblesolution,illustratedin the following example,is to
determine the linear relationships that N" and N., have with
.r \. Oncetheserelationships areobtainedthenthelimit staiefunction,Z,
r.8
r.09 can be expressedin terms of the one bearingcapacitycoefficient,N..
.02
Example 9.3
(A Detailsof a squarereinforcedconcretefoundation,3.6 x 3.6m2, are
8.) shownin Fig. 9.3.
ual The foundation is foundedat a depth of 5 m below the surfaceof a
PROBABILITY AND STA']'ISTICSIN CIVIL ENGINEERING
partially saturated silt which has both a high cohesive and a high
lrictional strength with the following values:
Cohesion: m" : 90 kN/m2; o" - 30 kN/m'?
Angleof friction: m, : 3Q'; 6o:3"
Unit weight: nr, 19 kN/m3; o, : 0.5 kN/ml
-
3 . 5m
t; 1 mx 1 m
co l u m n
1'5m
Flg.9J ExamPle93
- - r.s2- r x 3.s)
:^'lt^ll,:f
concrete l:iil::^r, "^, 124 re)i3.6x
excavareosoll
- 114.7
kN
To obtainlinearrelationships between -l{",N, and Nu we mustdecideon
a suitablerangeof valuesfor f, the angleof shearingresistance of the
soil.As @contributes to the resistance componentit mustreduceduring
the iterativeprocedureto find I and, as its meanvalueis 30" and its
standarddeviationis 3'. a suitablerangeof @valuesappearsto be from
3 0 t o 3 0 - 4 x 3 , i . e .f r o m3 0 ' t o 1 8 " .
The valuesof the threecoefficients for thesevaluesof { are givenin
appendices V, VI and VII:
THE RELIABILITY OF GEOTECHNICAL STRUCTURES
igh
and:
Z - 117.2X2 - 64.80Xt+ (21.87X2 - X4_ lt4.j
+ 83.18X1)X3
whichcan be expressed in reducedvariables. Bi
The iterative procedurefor p gives:
Iteration h(v)
1 0.0 0.0 0.0 0.0 0.0 49 005.3
2 -0.05 -0.98 - 1.46 0.16 1.7'l 6 091.8
l -0.03 - 0.91 - 1.83 0.25 2.06 - 471.',1
4 -0.02 0.'76 1.87 0.25 - 148.4
-{lonr
2.04
5 0.02 -0.'12 - 1.88 0.24 2.03 - 9.4 1n
6 -0.02 0.71 - 1.89 0.24 2.03 -0.03 Benja
De
The reliabilityindexequals2.03.(A check,carriedout by Monte Carlo Butcl
simulation.gatel) as 2.)7). ind
Casal
fou
Const
Furtherreading 'Rz
As was statedin the introductionto this book, the objecthas beento Ret
presenta summaryof the main aspectsof statisticsand probability Cornr
theory that are relevantin civil engineering.The author is ali too aware Sei
of thingsthat havebeenleft out. Cornr
For instancethe assumptionof spatial uniformity, used throughout 7.1t
- Saf
th book,is satisfactoryfor many casesbut canleadto misleadingresults
whentrend effectsaresignificantascan happenin settlementanalysesor DeV
slopestabilitywork. sigr
In earth slopes the variability of the soil strength can vary with Dertr
distance so that, although the value of the mean averagestrength seis
1\O
remalnsconstant,the variancecan decreaseas the length of the slope
increases. Ditler
Allowing for this effectmakesit possibleto predict the most likely Sol
length of slope that would be involved in a particular slope failure, ReI
(Vanmarke 1977),but much work still remainsto be done in this field. Ditley
Any readerwho wishesto study this subjectfurther is advisedto slig
obtainthe book by Benjaminand Cornell(1970)and also the book by 76,
Thoft-Christensen and Baker(1982). Ditler
Stu
and
Ferry
Lat