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Article in International Journal for Numerical and Analytical Methods in Geomechanics · October 1982
DOI: 10.1002/nag.1610060404
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Gregory B. Baecher
Associate Professor of Civil Engineering
Massachusetts Institute of Technology'
.. RUdiger Rackwitz
~esearch Associate
Technical University Munich
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 2 
Abstract
The factor of safety used in desiqninq pile foundations for
vertic~l load should depend on three thinqs, prior information
on load capacity summarized by empirical correlations with
load capacity models, site specific information derived from
load tests, and an objective functio~ reflecting economic and
safety considerations. A statistical approach to factor of
safety selection was developed in order to suggest ~provements
of current' standards for driven pile design. ~his approach
recoqnizes a distinction between the variability of pile load
capacity within individual sites, and the global va~iability
upon which model correlations are based. Charts have been
prepared for determininq the FS required to achieve specified
.
reliability indices, as a function of the number of load tests
at a particular site and their outcomes.
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 3 
INTRODUCTION
Few problems in geotechnical engineering have received more
a~~ention than the vertical load capacity of individual
piles, yet the analytical prediction of load capacity (yield
load or load for given deformation) remains. uncertain. In
practice, the desigri of pile supported foundations is,
\
based primarily on the results of limited numbers of pile
lo~d ~es~s carried ou~ a~ ~he construction site.
Background
The question of estimating pile capacity from dynamic formulae
combined with load tests is, from a statistic~l point of view,
more straightforward than many other problems in geotechnical
engineering. Specifically, these est~ates involve direct
measurem~ntsrather than estimates of soil parameters propogated
.'
.. \  5 
Prior Information
Prior information for inferring pile load capacity comes from
." two sources: global correlations of observed capa~ity to capa'
city formulae, and results of multiple pile load tests at indi
.,  6 
.*
The authors acknowledge the helpfUl comments of a reviewer
on this point.
 7
Statistical Development
(2)
where f'(~ID)
is a prior pdf over a ~et of distribution para
met~s ~ given previous data D, L(~la) is the l1kelihood or
•
conditional pdf of the test results z given values of a, and

f·(!ID,~) is the posterior pdf of a given D and ~. The pre

dictive pdf of further observations ~, for example the capa
city of the designed piles, is then
 8 
, .'
within site varianc~, comes from groups of load tests carried
out within individuaf sites. Therefore, in the prior fO (p,o) ..
these unce~tainties must be decoupled. Defining, as before,
..
the precision of within site variability to be the inverse
variance, h = (1/a 2 ), the prior on p and h is taken to be
NormalGamma
where
0'= prior equivalent sample size ,for· the mean of R,
p'= prior expected value of the mean of R,
v~: prior degrees of freedom for the precision, h,
v': prior location parameter for the distribution of h.
'2
s = v1 (7)
where
v = n1 , (8)
nR i::n +nI
p" == (nr+n l f')/n"
v· == n+v l
vav a == v'v'+(n~1)s2+n'lJ,2+nr2  n"p"2
n"
B = (n"+1 )v" (11)
E[rl!: ]. = lJ" •
v[rl!: 1
a 1 v"
= ';;;V~tl=2 (12)
 10 
(13) •
r _lJ"
B o
= .;; (14)
st Iii
1s a standardized t variate with V" degrees of freedom. The
design value of r, r , was chosen to equate the probability
o
content of the tail of the t distribu~ion beyond r o with that of"
the standardized Normal distribution beyond a (Figure 3).
"
 11 
Thus
'(15) .'
'
where ~;! is the inverse t distribution with v" degrees of
freedom, and t is the ..·c..umulative Normal. Equivalent t variables
for various B's and degrees of freedom are shown in Figure 4.
Results
Fo~ the case analyzed here, prior global information on pile
capacity was taken from empirical correlations with the Janbu
formula, as shown in Figure 1. In principle, of course, any suC:b
formula and the corresponding empirical correl~tion could. be,
used, as could correlations with cone penetration resistance or _
, . .
analytical models • From Figure 1, the mean and variance of R
for the global data base are 0.0082 and' 0.032, respectively.
,
Within site variance (measured as precision) was assumed to
vary from site to site according to the ~amma distribution of
Figure 2. Two distributions were considered, a broad distribu
tion (v' = 4.42, v' = 0.0122) based on MaximumLikelih~od esti~
mators including all sixteen data, and a narrower distribution
(v' = 9.28, v' = 0.0152) based on MaximumLikelihood estimators
excluding the three high precision data. The distinction is
discussed below.
 12 
The equivalent prior sample size on the mean, n', was estimated
by inverting the logic leading to Equation (10). The glo~al
data compounds uncertainty on the mean with within site var
iability, and could be thought o~ as a predictive distribution
before any load tests have been made. Therefore, given the
Nor.malGamma prior, the global prior distribution should be
Student t with parameters 11', .v', and H = n' /['(n' + 1 )v' ], and
have variance ,
(16)
Discussion of Results
The results of Figures 6, 7 and 8.conform to intuition. Load ~';\.i_4 .+
.
"
For comparison, required factors of safety without load test
results are shown along the ordinate of Figure 6. Again, typi~
cally, any test outcome of the magnitude that might have been
expected reduces the required F to be placed on the Janbu formu~
la prediction.
Number of C a 1 c u 1 a t e d Kay
lOild test·s DIN 13= 2 1.75 1.5 1.0 2
.
1 2.0 2.05 1.84 1.4 2.08·(2.18 )
2 1.75 1.95 1.75 1.67 1.99(2.06)
In' comparison with Kay's [7] results, the present analysis leads
to lower required factors of safety for r > 1, and somewhat
higher F for r = 1. The main reasons for this agreement would
s '
seem to be that Kay's point estimate of site variability (h = 69)
is consistent with the narrower distribution of Figure 5, and
that the increase in F due to Kay's larger prior uncertainty
on p is balanced by the decrease cause by his use of a as de
fined in Equation (13) rather than that of Equation (14). There
fore, the'agreement is somewhat illusory.
II Not only from the present point of view, but also from that of
analyZing differential loads and displacements across a piled
I
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t' foundation, future collection of data on within site variability
is important. Because the present data are collected from
"test" rather than "production" piles, actual within site
va~iability may be greater.
•
 18 
Conclusions
..
implications of test results for design (or from the reverse
point of view, for judging the worth of load tests). The method
.appears to yield predictions which are consistent with practice,
as reflected, for example, in current DIN standards.
For load test results that are consistent with prior predictions
based on good dynamic formulae (here the Janbu formula) design
factors of safety can be reduced 5 to 10 % for the first test
result, and another 5 to 10 % for the second (from a Bayesian
perspective, the expected reduction from the first test is
4.8 i). However, the numerical results reported here depend on
an·assessment of within site variability based on a small number
of test sites. Further rationalization of the uncertainties
in predictions of pile performance can only follow the develop
ment of better empirical data on variability. This is true
whether or not statistical techniques are used.
Appendix I: References
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(11 •.2) .
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Inte9r~tin9 first over p yields
where'
nil 1
H.= (n"+1) vir (II.9)
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 23 
APPENDIX III:The symbols used in this paper are:
D. data
E (e) expect:ation
f' ( e) prior probability density function (pdf)
f"(e) posterior pdf
h precision (1/0 2 )
H parameter of Student t Pdf
L( e) likelihood function
H( e) Normal distribution
n number of pile load tests
n' equivalent prior number of tests for distribution
on mean pile capacity
n" equivalent posterior number of tests
r test result, lo910(observed/predicted pile capacity)
!.
1
:(
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l; ·SO 1f.+...;....+f~_+____:oI'_~~_t_......;...~+___1
Z
W
.::> JAN8U'S FORMULA
fit
IX:
FRICTION PILES IN SAND
LL501f.+~+f,,;,+~~",....rt_t_++_I
W
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...J
~ 20 1++~.,.:::;+i~7IF___+_~'_+_~+_~__+__+__f___I
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o KOLMOGOROV SNURNOV
I 0/0 BOUNDS I
0.6
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0.5 0.4" 0.3 0.2 o 0.1 0.2 0.3 0.4 0.5
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1og10 OBSERVED/PREDICTED PILE CAPACITY
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A.LISN30 A.L1118\180~d
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MEAN.
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DEGREES OF FREEDOM
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NORMAL RELIABILITY INDEX, {:IN
'''''_.'''"_.... . ,_"""""d.0.,·_:_ _......._ ....... 1
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~'l._. __......._......w._r............... l ._ rei  ,.., • t ~
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OBSERVED/ PREDICTED PILE CAPACITY.
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GEOMETRIC MEAN OF
OBSERVED/PREDICTED PILE CAPACn·V
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en
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GEOMETRIC MEAN OF
OBSERVED/PREDICTED PILE CAPACITY
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+t S ,'. ' . « '. . de.' e)", 11 t. &sO'.' :. : 4 me a ¢ ~, M ,. • . m',bh ON)· os' C 1
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ENGINEERING
NEWS
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LL2~l=::::~~======I=========....:.I
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. OBSERVED/PREDICTED PILE CAPACITY
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Figure Titles
Figure 1 ~ Empirical distribution o~ observed to predicted
pile capacity based on Janbu's formula for steel piles in
sand showing KolmogorovSmirnov 1 \ goodnessoffit ~ounds.

(inverse of va~iance).