任意分布参数随机变量间相关系数的可靠性灵敏度  

RELIABILITY SENSITIVITY TO CORRELATION COEFFICIENTS AMONG RANDOM VARIABLES WITH ARBITRARY DISTRIBUTION PARAMETERS

作　　者：袁涛[1] 张义民[2] 薛玉春[1] 贺向东[2] 

机构地区：[1]吉林大学机械科学与工程学院,长春130022 [2]东北大学机械工程与自动化学院,沈阳110004

出　　处：《机械强度》2008年第3期386-390,共5页Journal of Mechanical Strength

基　　金：国家自然科学基金(50535010);辽宁省自然科学基金项目(20052034)资助项目~~

摘　　要：讨论关于基本随机变量间相关系数的可靠性分析和可靠性灵敏度设计问题。基于可靠性摄动分析法包含对基本随机变量间相关系数的运算这一特点,利用四阶矩技术以及Edgeworth级数展开方法,提出基本随机变量间相关系数的可靠性灵敏度分析方法。通过可靠性计算,分析基于相关系数性质的可靠度范围以及可靠性误差;通过可靠性灵敏度计算,分析基本随机变量间相关系数的改变对结构可靠性的影响;通过实例计算及编写相应的分析程序,说明文中方法在工程实际中的应用。为确定基本随机变量间相关系数在可靠性分析中的重要性、对结构可靠性的影响以及不同影响程度提供分析方法,为统计分析工作以及可靠性设计提供有益的参考和建议。Reliability analysis and reliability sensitivity on the correlation coefficients among basic random variables were investigated. Reliability sensitivity analysis method of the correlation coefficients among basic random variables was proposed based on the characteristic of the reliability perturbation analysis method including operation of the correlation coefficients among basic random variables and the utilization of the fourth-order moment technology and the Edgeworth series expansion method. Reliability range and error analysis based on the characteristic of correlation coefficients was made through reliability calculation. Influence of the correlation coefficients among basic random variables on the structural reliability was analyzed by reliability sensitivity calculation. Application in engineering of the method was demonstrated by a numeric example and program. The method can be used to obtain information such as the importance of the correlation coefficients among basic random variables, influence and different influence level on the structural reliability. Some useful reference to statistical work and reliability design is provided.

关 键 词：机械设计 可靠性灵敏度 摄动法 相关系数 任意分布参数 

分 类 号：TB114.3[理学—概率论与数理统计]