Probability and Statistics

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

First publishedin Grat Bdtain by :;!) i'

Cr
Collins Professionaland TechnicalBooks 1986

copyright o G. N. smith 1986

BritishLibrury Cataloguingin PublicationData

Smith, G. N.
t:
Probability and statisticsin civil engineering:
an introduction. Pref
l. Probabiliries 2. Engineering mathemarics
L Title
519.2',024624 QA273 L B
Set
lsBN 0-00-381154-X
an(
dia
Filmserb1 Eta Services
{Typesdtters)
Ltd. Beccles,
Suffolk Mu
Prinledand boundin Creat Brirainby
Cor
MackaysoJ Chatham,Kent , pro
All rightsreserved.No parr oI thispublicationmay 2, Rr
be reproduced,storcd in a retrievalsystemor transmitted, Rar
in any form, or by any means,electronic,mechanical,photocopying, gfal
recordingor otherwise, withoutthe prior permissionof the dial
puoIsners.
dist
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funr
of'
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3. Cr
Pen
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4. TI
Prol
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5. At
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6. M,
Logl
pafa
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Contents

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

proposedEurocodesfor structural design are now in draft form and

advocatelimit statedesign.Thereis a strongchancethat thesecodeswill Ch
either list valuesof partial safetyfactors,determinedwith the help of
probability theory, or will make use of the reliability index which is Br
becomingrecognisedasa powerfulalternativeto the useofpartial safety
factorsin civil and structuralengineeringdesign.Along with this change T]
thereis a needfor consultants,students,lecturersand researchworkers
in civil engineeringto at leastbecomefamiliar with thesedevelopments
and the new terms they involve.
This book is intendedto presenta straightforwardsummary of the
most important aspectsof statisticsand probability theory that are
relevantin civil engineering. Within theselimitationsthe text is complete
in that it should be possiblefor the readerto work through it without
referenceto other books. The
The first threechaptersdealwith the fundamentalsofstatisticsand its drav
applicationto probabilitir theory.At the end of thesechaptersthereare In
exercises which,it is hoped,will be of assistance in the understandingof resul
the subjectmatter.Thosewith.knowledgeof this materialwill be ableto A
commencereading the book at chapter four, where the principles of desiS
reliability analysisare first discussed. mak
The author would like to take this opportunity of thanking those For
colleagueswho gavehelpful suggestions and encouragement during the
preparationof this book. In particular he would like to thank Dr M. A.
Paul of the Civil EngineeringDepartmentof Heriot-Watt Universityand Sinct
Dr R. T. Murray of the Road ResearchLaboratory at Crowthorne.
G. N. Smith
Th
In
elemr
tesa.
deter
asthr
stratl
In
of th
betw(

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:

th A : A.3,Z.4, Eq, O.2

The conventiona, e A simplymeansthat ar is an elementof the setA.

In most civil engineeringsituationsa setis definedby the listing of the
elementswithin it, such as the mcasLlrements obtainedfor a particular
test. However there are often occasionswhen it is not possible to
determinethe total elementsof a set,althoughwe know they exist,such
asthe infinite setofsoil samplesthat could be collectedfrom a particular
stratum.
In sucha situation,althoughthefull setcannotbe listed,the properties
of the set can. For examplea set B, consistingof all even numbers
between2 and 100,could be specifiedas:
B : [b; b is an evennumberbetween2 and 100]
where';' means'given that' or 'suchthat'.
Obviouslyset B could also havebeenlisted as:
B : 12,4,6,
8,. . ., 98,1001
I
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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.

orl 6r7 6,4 6,5 6'6

The union
q 1 that are ir
5,4

4,2 t+,3 lr,4 1,5

; 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

, 6. r.. vnton and intersecljon

of sels

,^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

_ The complemntof a set

IfB is a subsetofA then A>B and the set (A-B) is calledthe

complemenlof B relativeto A and giventhe symbolBa.
If S is the total samplespacethen the set (S - B) is known as the
complementof B and given the symbol B._
The complementof A u B is written as A u B.

Differencebetweensets

The setcontainingthoseelementsofA that arenot in B is the set(A n B-1.

Such a set is often referredto as the diference betweenA and B, as
(A n B) is numericallyequal to (A - B). Figure
thenth(
therefo;
Example1,2 If A an
A totalsamplespaceis the set(1,2, 3,4,5,6,7, 8, 9, 10). (1)
If A is (i, 2, 4, 5, 8,9) and B is (3, 5, 6, 7, 8) show numericallythat (z)
(A n B) equals(A - B). (3)
(4)
Solution
E:1,2,4,9,r0 The Ve
Hence: The :
be dem
( A n B ) : ( 1 .2 . 4 .9 )
Comm
and:
(A- B): (1,2,4,e) Assocli

Note: The connotation (A - B) has a different meaning in vectorial

algebrawhere(A - B) wouldbe equalto (1,2,-3,4, -6, --7,9). Distrib

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

B). The algebraof setsand eyents

AS
Figure 1.1illustratesthat if an eventcanhappenin severaldifferentways
then the eventis a subsetof the setof total possibleevents.It can be seen,
therefore,that the algebraapplicableto setsis identicalto that for events.
If A and B are eventsthen, in set theory, the symbolsmean:
(1) A u B : the event'thehappeningof eitherA or B or both,
:at
(2) A n B : the event'thehappeningof both A and B'
(3) A : the event'thenon-happeningofA'
(a) An B: the event'thehappening ofA but not B': (A - B)
The Venn diagramsof Fig. 1.4illustrate various set operations.
The most important theoremsofset algebraaresetout below and can
be demonstratedby a study of the appropriateVenn diagrams.

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 )

Fig. 1.4 Set operatlons

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

areaof Fig 1..6b

represents
the complemenr
set,
Il-:.9"^r::O
Jarrty obvlous that tbe dorted area of Fig. 1.6c,
B, andir is
which representsthe

t
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

elementscommon to A and B, is the sameas the hatchedarea of Fig. is 6O'7,

1.6a.Henee: then t
It ir
A-B:AnB chaptr
Note: The aboveaxiom can be illustratedby consideringthe elements
within the sets:
POSTE
A-B:[x;xeAandxfB]
Poste:
: [ x ; x e A a n d x eE ] : A n B freque
of rep

Probability Exam,

The probability that a event, A, will happen is expressed Forty.

mathematicallyas P[A]. subgr
If the event A will never happen,e.g.pigs will fly, then the value of lfa
P[A] will be 0 whereasif eventA will happen,e.g.the world will end haveI
sometime,then P[A] is 1. Soluti,
Probability valuesare classifiedin one of two ways,dependingupon Proba
how they are estimated,as follows. For
specifi
PRIOR PROBABILITY VALUES

Prior probability values are obtained by the subjective,or degreeof

believe, point of view which involves predictions based on past
experienceand expertise(i.e.a priori judgement)of the decisionmaker. Possit
The most commonly quoted sourceof prior probability valuesis the freque
throwing ofdice. With a singledie therearesix possiblescoresand,ifthe en-gine
die is fair, eachof them is equallylikely to be obtainedat ahy one throw. no dis
The probability of obtaining a particular scoreis thereforeone in six, freque
expresseo asa.
Th
Example 1.5: Prior probability oppos
Determinethe probability of drawing an acefrom a full pack of cards. i.e. sr
erperi
Solution On
There are 4 acesin a pack and a total of 52 cards.Hence n : 4 and absoli
N : 52. Therefore,the probabilityof drawingan ace: nlN : +: +. n hen
Not: Most civil engineershavelittle difficulty in acceptingthis sort of one ci
reasoningbut many encounterdifficultieswhen extendingthe idea of pasril
For instance,few would be
degreeof beliefto civil engineeringsitu.ations. appro
willing to acceptthat the probability of a rock fault existingat someslte resarc
 BASIC PROBABILITY THEORY
9

is 60%.Most_wouldarguethat, asthe fault

eitherexistsor doesnot extst,
then the probabilityis either1 or 0.
It is in thesesituationsthat Bayes,theorem,
describedlater in this
chapter,can be of assistance in decisionmakins.

POSTERIOR PROBABILITY VALUES

Posteriorprobabilities
are er
frequenistii
;;;;ffi ;;::#i::J[xlri:'5i1,'"..,1tiTT:il:
of repeatableevents or tests.

Example 1.6: posterior probabilitl,

i:d Forty-five control testswerecarriedout
on a long stretchol.compacted
subgradeFive testsyieldedresultsthat *"."
U.l-"* .p."ln""u"r.
of If a furrher10testshad beencarriedourh"*;";y;;;;;
. resrscould
:d have beenexpectedto havegiven .r.utt,
U.to* ,p"'"in""ii"rf
Solution
on
Probabiiityof lesrresultsbelowspecification 1,.:
is
For a further set of ten tests rhe .*p..,"J "r.
n,iiU"i of resultsbelow
specificationis + : 1.1i.e.one test.

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

Generallyspeaking,whenthe statementP[A] : 1 occursin this text it ls el

meansthat it is consideredthat A will most probably occur,not that it 1.0.
will occur.

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

:I is either equal to or is greater or smaller than the mean value:

:i 1.0.

Independent
events

If we have a set of possibleeventssuch that the happeningof any one

eventhas no effecton the probabilitiesof the happeningof the others
then the eventsare said to be independent.
If a perfect random number generatoris programmedto produce
integersbetween1 to 100then the productionof eachnumbei by the
generatorwill be an independentevent.This meansthat if the senerator
:o
uas to producethe number24 in two consecutive intervalsthen the
chanceofit producinga further 24 in the next intervalis exactlythe same
asits chanceofproducing any of the other numbers.However,it should
be said that, if the generatordid indeedproducethree24s,one after the
other,therewould be morethan a little entitlement to considerthat the
generatorwas biasedrather than perfect.
se
The multiplicationlaw joint probability

of This law states that, for a series of independentevents, the joint

probability of all of the eventsoccurringis equal to the product of the
separateprobabilitiesof the events.
In terms of three independenteventsA, B and C, the law can be
1t expressedas:
P[A n B a C] : PtAl.PiBl.PtCl
(The symbol n can be consideredas representingthe word ,and'.)
Other conventionsusedto write probability expressionsare:
(i) P[A n B n C] is often written as pfABCl
(iD PtAl. PtBl. Ptcl is usually
wrirren
asr;a]n;n]e;C].
Wheneverthereis no risk of ambiguitytheselater conventionsare used
in the text.

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.)

The comPlementof a ProbabilitY

giventhe symbol P(A)

The complementof the probability of eventA is
and is the probability that eventA will not occur'
-
Now 0 ( PtAl < 1, henceP[A] : 1 P[A]
If we have two setsA and B then, from the distributivelaw:
( A n B ) u ( A n B ) : A n ( B u B ) : A ( a sB U B : 1 0 )
 BASIC PROBABILITY THEORY

which leadsto anotherusefullaw of probability:

PIAnB]:PtAl-PIAoB]
A convenientuse for the complementof a probability is when it is
requiredto estimatethe probability of occurrenceof a singleeventovera
givennumberof trials.
Assumethat, in one trial, the probability ofoccurrenceofan eventA is
P[A]. Then,the probability of non-occurrenceofA is P[A] : 1 - ptAl
and the probability of occurrenceof A in n trials : 1 - (1 - ptAl)'.

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

: Plcl u P[B] whereP[C] : P[B u B]

: PlBl + P[B] of
(l.e
_ PtBlPtBl
thr
:1,+_i#J
:0.5177
: 0.5777+ 0.3055_ 0.5177x 0.3055: Aft,
0.6651
Aftr
Whilst 6 throws are manageablethe procedurebecornesmore
cumber_ Aft(
someas the number of throws lncreases.
Afh
With this type of problem it is often best to think in
terms of the Aft(
complement of theprobability.Let A1, A2, A3,A,4,Ar,Au be ttre
events
or scoflng J rn the tlrst, second,third, fourth, fifth and sixth
throws Exr
respectively.
Then:
Inr
P[A,] : plA,l : plA3l : p[A+] : p[As] : ptA6l :+ clal
Now, P[at least one scoreof 3] f p(no scoresof 3l : 1.0.Therefore; II
enc
P[ at least one scoreof 3] : 1 - p[no scoresof 3] the
: 1- p[4r.A2.A3.A4.A5.A6] Soh
Let
: r -;.;.6.;.6.;
can
: 0.66s1

. The law of large numbers Nor

lens
Predictionsof the type illustrated in the above exampiecan enc(
only be
die is perfedly balancedand has no bias towards'any
:::,llLi:,'f ll.
partrcularnumbers. However.even with bias. provided an expen_
ment can be repeatedas often as required,it is possibleto obtarn
a close
approximation to the value of the probabiiity of an event
by the
applicationof the law of large numbers
srates.that.ifan experimentis performedoften enough,then, The
,-
ln Tllr,h*
tne long run, the observedrelativefrequencyof an eventis
virtually simp
equal to the probability of the event. said
With the adventof micro computersthe law of largenumbers
cannow
be applied to many probability problems.For.insiance it is Exat
a simple
matter to write a computer program that simulatesthe resuts
of six Ina
throws of a fair die.
follo'
 BASIC PROBABILITY THEORY 15

With such a program the author was able to determinethe probability

of scoring 3, by expressingit as the reiative frequencyol the occurrence
(i.e.the number of 3s scoreddivided by the number of times the die was
thrown, six times).The resultswere as follows:
Numberof
Numberof throws 3s scored Probabllity
After 1 set of six throws 1 1.0000
Aller 10 setsof six throws 7 0.7000
After 100setsof six throws 60 0.6000
After 1000setsof six throws 689 0.6890
Aller 10000 setsof six throws 5 639 0.6639
After 100000 setsof six throws 66 s70 0.66s7

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

Risk of bearingcapacityfailure : Pr : 0.003 Let t

- Risk of overturning the prc
Risk of sliding failure : P" - 0.002
Risk of structuralconcretefailure : p" : 0.0005
Determinea value for Pr, the probability of failure of the wall. and:

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

When two events,A and B, are referredto as beingindependentit means

that the happeningof one of theseeventswill have no effect on the Obvious
probability of the happeningof the other and PIA n B] : PtAlPtBl. equalto
However,there are many caseswhen the happeningof one event can
havea direct effecton the probability ofthe happeningofthe other.The
eventsare dependentand P[A n B] is no longer equal to PtAlptBl. This lea,
A simpleillustrationis the drawingofan acefrom a pack of52 playing eventssr
cards on the seconddraw. indepen<
 BASIC PROBABILITY THEORY
N
- tle,e:obability of drawingan aceon
., -Let the first draw be pfAl and let
the probability of drawing an ace
on the seconddraw be e;81. Then:
PiAl:+:+
and:
PtBl : + (if there was no aceon the first
draw)
PlBl : + (if there had beenan aceon
the first drawJ
In such a situation we are
to use alorher symbol, p[B A], in
place of p[B] where ptB lAllo.rced I
representstt" uutu",oi pibl after,
knowin_g.
theresultof,event; Fdilj and
probability of B. ili]'i; I', irl
"o'oitionur
rl*dgT besrto expressthe probability
^..^I1l: A
events, of the happerungof two
and B, either as:

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;;;;:'-"'"

A further definitionof indepenrlence

Obviously if the eventsA, B and.C_are

independentthen p[B
equalro p[B] andp[C IAB] equals
ptcl ,;-th"t;;i"ffi," lA] is
becomes:
PIABC]: PiAlPtBlPtcl
This leads-toa further definition
of
independence.If A and B are two
ptB lAt equals
plBl ,il-A-;;J;^ar"
iJ;:j:".J."L.*., statistically
18 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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: ]
* +: +

The theorem of total probability

With this theorem it is possibleto use conditional probabilityvalues

without knowing whether the events that affect these valueshave
occurred or not.
C o n s i d e ra s e t o f e v e n t sB r , 8 2 , 8 3 , . . . , B , w h i c h are both mutually
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

exclusiveand also collectivelyexhaustive(i.e. one of the eventswill examp

occur).Then P[A], the probability of anotherevent,A, can be expressed contal
as:

PtA]: I PIA I B,]P[BI]

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:

Fig. 1.7 Theoty of total probability

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

Ptx I Bt ::3: 0.6 If, in ,

deten
PtxI ct :;3: 0.75
Soluti
From the law of total probability: The p
P[x] : plx lA]ptAl+ p[x lB]ptBl+ ptx lclptcl
: 0.25x 0.6+ 0.6 x 0.2+ 0.75x 0.2
:0.42 Now:

If P[Y] is theprobabilityof obtarningtypey, it canbeshownin a similar

hence
mannerthat P[Y] equals0.58.Henceit is more likely that the vanman
will return with a roll of type.Y.

The tree diagram

The tree diagram, so named becauseof its appearance,can often be This i

usefulin decisionmaking. Each branch illustratis the path that will be betwe
taken whenevera particular decisionis made.
The treediagramfor example1.14is shownin Fig. 1.gand showsall
the possiblecombinationsofeventsthat could be involvedin finishingup
with an X or a Y type of roofing felt.
We hi
0.25

0.75
Now:
0.6

0,1
hence
0 .1!

0.25 Y
Frg.1.8 Example1 I4 and,f

Tree diagramsare basedon the theorem of total probability and can

L . , . ' - . . *
 BASIC PROBABILITY T]IEORY

often be of assistancein a complex decision-makingproblein by

representingit in a graphicalform.

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:

pfB,tAt - PIBIA]- PIABr]

PtAl PtAl
Now:
PIABi]
PIA lBr] :
P[B']
hence:

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

information as it becomesavailableand is then usually written in the

form:
PlsampleI statelP[state]
P[stateI sample]:
]statelP[state]
'''L" "['u*ot"
an be
1'17
Example
', ents,
The strengthof an existingearth embankmentis to be assessed.
The soil in the embankmentis largely cohesiveand, having studied
-rhin recordsof its past performanceand having visited the site,to checkits
appearanceand generalstateof repair,the soilsengineerhas concluded
:lt of His definitionsof consistency
that the soil is mainly of a firm consistency.
eung werebasedon the unconfinedcompressive strengthof the soil, c", as
follows:
Soft consistency c" < 24 kN/m'?
Firm c, : 24 to 48 kN/m2
stiff c, > 48 kN/m'z

If we let B; equaltheaverage ofthe soilin theembankment

consistency
then B1canbe soft,firm or stifl The engineerassignedprior probabilities
for 81as:
(Bi)
Aretugecansisteficy Prior probability
PlBif
Soft 03
Firm 0.5
stif 0.2
If the state of the soil in the embankment is known then it is a simple
matter to predict a value for the unconfinedstrength,A, that one would
obtain from a test on a sample.Floweverone test can neverbe conclusive
and the soils engineer,with the help of control tests and his experience
with similar problems, evolved a set of conditional probabilities,
PIA Bt], that are set out below.

A, the cu value obtained in Bi, the averagestate,i.e.consistencyof

a test on a sample (kN/m'?) the soil

SoJt Firtn SttlJ

< 24 (indicatessolt, A.) 0.7 0.3
24 to 48 (indicatesfirm, Ar) 0.3 0.6 o.2
>48 (indicates stiff,A",) 0 0.1 0.8

He thenslightlyadjustedthe P[A ] Btl valuesto use0.01insteadof0 and

henceavoid any multiplicationsby zero.This is necessary in order to

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)

Soli Fitm stff

0.7 0.3 0.01
Ar 0.29 0.6 0.19
0.01 0.1 0.8

If the readeris in somedoubt as to what, exactly,p[A, lBj means

perhapsthe following explanationmay be of asistance. PIB,
If the stateis soft,i.e.B; equals'soft',then the probability of a teston a
sampleindicating this situation (i.e.recordingan unconfinedcompres_ PTR I
sivestrengthof lessthan 24 lessthan kN/m2) is 0.7.In symbols:
PtA"lB"l :0.7 Hence
upgrar
P[A"]Bfl:0.3
P[A" I B"t]:0.01
wherethe subscriptss, f and st standfor soft, firm and stiff respectively.
Tesr2
Obviously, for a particular state, a test result must reflect some
consrstency,namelysoft, firm or stiff, which explainswhy the p[A I Br]
valuesin the table summatevertically to 1.0.
Assumethat, in this case,four sampleswere collectedfrom different
locationsin the embankmentand that by the unconfinedcompression
test two of the samplesindicated a stiff consistency,A",, one a firm
consistency,A.6,and one a soft consistency,A". Determine the main
consistencystateof the embankment.
Solution
The prior probabilities,assumedby the engineer,for the state of the
embankmentare: Test:
PtB.l : 0.3; P[B6] : 0.5; P[B"r] :0.2
Considertest 1, resultAs1.
Having a test result,A",, we can work out the posterior probabilities
as to the stateof the embankment:
P[B. lA"1] : the probabilitythat the consistency is soft (knowing
that the test result indicatesthat it is stiff)
P[Br I A.,] : the probabilitythat rhe consistency is firm
P[B.r I A"J - the probability rhat the consistencyis stiff
 BASIC PROBABILITY THEORY

lata From Bayes'theorem:

P[A"tlB"]P[8"]
P[B"lA,t] :
P[A,, B"]P[B.] + P[A.r I Bf]P[Bf] + P[A"rlB"r]P[B"J
0.01r 0.3
0 . 0 1x 0 . 3+ 0 . 1x 0 . 5 + 0 . 8x 0 . 2

: 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

Hence, prior to considering the results of the second test, we have

upgraded the P[Br] values to:
PtB"l :0.0141; P[B,] :0.2347; P[8",] :0.7512
The processcontinuesin an identicalmanner:
iry. Test 2, result A,t
rme
0.01x 0.0141
R.t P[B.lA",] :
+ 0.8x 0.7512
0.01x 0.0i41+0.1 x 0.2347
3nt 0.0001:
: _ U.UUUZ
:on u.oz/+o
rm
0.1x 0.2347
: 0.0376
ain P[Bf lA",] :
0.6246
0.8 x 0.7512
P[B",lA"1]: :0.9622
ihe
0.75r2
Test 3, resultAg
0.29x 0.0002
P [ B .l A f ] :
x + 0.6x 0.0376
0.29 0.0002 + 0.19x 0.9622

: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

The prior probabilitiesfor 8", Br and B", were0.3,0.5and 0.2.Hence:

x 0.3
0.0000203
P [ B "l A ] : x 0.2
x 0.3+0.0018x 0.5+ 0.001216
0.0000203
: 0.0053
and:
0.0018x 0.5
PtB.lAl : : 0.7831
0.00i149
x 0.2:0.2116
0.00122
P [ B $l A ] :
0.001149
giving:
P[B"] : 0.5%; P[Br] : 78.3%; PlB",):21.2'r.

Note: Example 1.17 indicates the possible dangers of adopting a

deterministicapproachto solving a civil engineeringproblem.
The soilsengineeris experienced, knowsthe site,the testingtechniques
::cted and the personnelinvolved. His judgement has been included in a
probability analysis which indicates strongly that the soil in the
embankmentis almost entirely of a firm consistency.
If the testresultsare consideredthen thereis everylikelihood that the
rsnot conclusionwill be that the embankmentconsistspredominantlyof stiff
soil.
ional
:; four
Example1,18
In the clay lensproblemof example1.10the engineerassesses that there
is a 501 chanceof a clay lensbeingwithin the sitearea.He alsoestimates
that, if thereis a lens,the chanceof encounteringit in a boreholeis 0.05
(seemethodin example1.10).
Determinethe changein this probability i! after eight boreholes,no
clay has beenencountered.
Solution
Therearetwo states:1,lensespresent;2,no lensesarepresent.And, there
are two test results(samples):1, no find; 2, a find.
State lensespresent
The probability of a find in one borehole,Pffind], is 0.05.Hence:
P[no find] : 1 - P[find] : 1 -0.05 : 0.95
Hencethe probabilityof no find in eightboreholesis 0.958.
SEIS

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

1.5 A card is drawn randomlyfrom a pack of52 playingcards.Deter-

mine the probability that:
(i) The card chosenis black.
(ii) The card chosenis a black, Ace, King, eueen or Jack.
Answer:(i) 0.5:(ii) 0.154

1.6 On a particular building site the lorries deliveringmaterialsare

fuelledeither by petrol or diesel.
601 of the lorries deliver sand and 55,%of fhe lornes use
petrol.
Determinethe probability that a lorry chosenat random will
not be deliveringsand and will be dieselpowered.
Answer:0.18
 32 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

t.7 (i) Determinethe probability of scoring six with one throw of

two fair dice.
(ii) Determine the probability of scoring at least one six with
three throws of the dice
Answer:(i) 0.139;(1i)0.362
Hint: use Fig. 1.1 for (i) and use the complementprobability
for (ii).

1.8 In previousyearspiling contractor A has successfullytendered B:o

for 8 out of 20 piling contractswhereaspiling contractor B ob_ Bno
tained 6 of the same20 contracts. Beo
The contractorshaveboth beenaskedto tenderfor threepiling
contracts.On the basis of previous form determinethe prob_
ability thar:
(i) Contractor A will obtain at least one contract.
(ii) Contractor B will obtain at least one contract.
(iii) Either contractorA or contractor B will obtain at leastone
conlract.
(iv) Contractor A will obtain all three contracts.
Hint:in (i) probabiliry - P[A u A u A].
Answer:(i) 0.784;(ii) 0.657;(iii) 0.973;(iv) 0.064

DEPENDENCY

1.9 A and B are independenteventssuch that p[A u B] : 0.5gand

PIA^B]:0.12.
Determinetwo possiblevaluesfor p[A].
Answer:0.4 or 0.3

1.10 A and B are two events such that ptAl :

*; plBl : I and
PIAuB]:].
(i) Show that A and B are dependentevents.
(ii) Determinethe value of p[A I B].
Answer:(i) A and B are dependentas p[A lB] * ptAl; (ii)
f

TOTAL PROBABILITY

1.ll A foundationwill be subjectedto two dependentloadings,A and

B, which can both vary in magnitudefrom 200 to g00kN.
 BASIC PROBABILITY THEORY

:ow of The design engineerhas estimatedvalues for p[B;], the

probabilitiesof B achievingmagnitudesof 200, 400, 600 and
-; rvith 800kN and for P[A; Bi], the conditionalprobabilitiesof A
achiev
ing lhe samemagnirudes.
Thesevaluesare set out in the table.
=aiiity
P[A,I BJ PIBr]
Aeoo tP[ArlBt]
.:ered 0.1 0.5 0.3 0.1 1.0 0.3
3 ob- 0.3 0.5 0.15 0.05 1.0 0.4
0.6 0.25 0.1 0.05 1.0 0.2
-'lino
Bsoo o.'1 0.15 0.1 0.05 t.0 0.I

::ob- IPIBi] : 1.0

(i) Determinethe probabilitiesthat A will achieve200,400,600
and 800kN.
Hint: for the probabilityof A achieving
400,i.e.p[Aa66],workrng
ls as set out below.
800
P[A4oo]: I P[A"oolBt]P[Br]
i= ZOO

: 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
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])

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/ol. AppendixI
:tng Simpson'sRule for
J, ApproximateIntegration
fng.

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

(b) By SimPson's rule

obtainan
-4 to +4 and'if we takea as 1'0'-we
ir-ing.ott uutu"sis from
of spaces(8) and Simpson'srule can be applied-
"u.n"nu-U".
3 -2 -1 o 1 2 3 4
1 ' 0 1.75 3.0 3.75 4.0 3.75 3.0 1.75 0
PROBABILITYAND STATISTICSIN CIVIL ENGINEERING

A: +ft1+ Or.r 4/175+ 175 -r 1?S-L I ?5\

I v r | , \ r . , r

+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

Function - F"( y) or O(y) 0.6

0.1
0.8
0.9
1.0
t.1
1.2
1.3
1.4
-3.9 0.0000 0.0000 0.0000 0.c0r,00.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.5
-3.8 0.00010.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.{.x)01 t.6
-3.7 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 1.7
-3.6 0.0002 0.0002 0.0001 0.0001 0.0001 0.0001 0.00010.0001 0.0001 0.0001 1.8
-3.5 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 1.9
-3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002 2.0
-3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003 2.1
3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005 2.2
3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0oos 0.0007 0.0007
-3.0 0.00130.00130.00130.00120.00120.00110.00110.00110.00lu 0.0010 2.4
2.9 0.00190.00180.00170.00160.00160.00150.00150.00150.00140.0014 2.5
2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.oot9 2.6
-2.7 0.0035 0.0034 0.0033 0.00320.0031 0.0030 0.0029 0.0028 0.0027 0.0026 2.',7
2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.00390.0038 0.0037 0.0036 2.8
-2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.004e 0.0048 2.9
-2A 0.0082 0.0080 0.0078 0.00?5 0.00?3 0.0071 0.0069 0.0068 0.0066 {J.0064 3.0
-23 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.00910.0089 0.0087 0.0084 3.1
2.2 0.01390.01360.01320.01290.01250.01220.0t19 0.0r16 0.01130.0110 3.2
2.1 0.01',79 0.01740.01?00.01660.01620.01580.01540.01500.0r46 0.0r43 3.3
2.0 0.0228 0.0222 0.0217 0.0212 o.O2o,7o.O2o20.0197 0.0192 0.0188 0.0183 3.4
- 1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.{J233 3.5
1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 {J.0294 3.6
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367 3.7
- r.6 0.05480.05370.05260.05t6 0.05050.04950.04850.04750.04650.0455 3.8
- r.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.05?l 0.0559 3.9
-1.4 0.0808 0.0793 0.0778 0.07640.0749 0.0735 0.0721 0.0?08 0.0694 0.0681
r.r 0.09680.09510.09340.09i8 0.09010.08850.08690.08530.08380.0823
1.1 0 . 1 1 5 10 . 1 1 3 10 . 1 1 1 20 . 1 0 9 30 . 1 0 7 50 . 1 0 5 60 . l o 3 s 0 . 1 0 2 00 . 1 0 0 30 . 0 9 8 5
-l.l 0.13570.13350.13140.12920.12110.125t 0.12300.12100.11900.1170
- 1.0 0.15870.15620.15390.r515 0.14920.t469 0.14460.14230.14010.1179
0.9 0 . 1 8 4 10 . 1 8 1 40 . 1 ? 8 80 . 1 7 6 20 . t . 7 3 6o . t l l 1 0 . 1 6 8 50 . 1 6 6 00 . 1 6 3 50 . 1 6 1 I
-0.8 0.2i19 0.20900.20610.2033o.2o1s0.197,7o.1g4g0.19220.18940.r867
o.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.21,770.2r4A
0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.25,780.2546 0.2514 0.2483 0.24s1
0.5 0.3065 0.3050 0.3015 0.2981 0.2946 0.29t2 0.287-t0.2843 0.2810 o.27,/6
-0.4 0.34460.34090.33720.33360.33000.32640.32280.31920.31560.3121
-0.3 0.38210.37830.37,{50.37070.36690.36320.35940.355?0.35200.3483
-o.2 0.21207 0.41680.41290.40900.40520.40130.39740.39360.38970.3859
-0.1 0.4602 0.4562 0.21522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 o.4z4i
-0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.476t 0.4721 0.4681 {J.4641
 APPENDIX
233

) 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)

075 0.90 0.95 0.975 0.99 0.995 0.999

,\
1 1.00 3.08 6.31 12.',l1 31.82 63.66 318.31
2 0.82 1.89 2.92 4.30 6.9'7 9.93 22.33
3 o.'77 1.64 2.35 3.18 4.54 5.84 10.21
4 0.'14 I.JJ 2.13 2.',78 4.60 7.17
5 o.'73 1.48 2.02 2.5'7 3.37 4.03 5.89
6 0.'/2 t.44 1.94 2.45 3.14 5.21
,1
0.'1r 1.42 1.90 2.37 3.00 3.50 4.',79
8 0.'1\ 1.40 1.86 2.31 2.90 4.50
0.70 1.38 1.83 2.26 2.82 3.26 4.30
l0 0.70 1.37 1.81 2.29 2.16 3.\',l 4.14
ll 0.70 1.36 1.80 2.20 2.12 3.11 4.03
12 0.70 1.36 1.',l8 2.18 2.68 3.06 3.93
13 0.69 t.Jf 1.'7',l 2.16 2.65 3.01 3.85
t4 0.69 t.J) 2.t5 2.62 2.98 3.',|9
l5 0.69 1.34 t.t) 2.60 2.95
16 0.69 1.34 1.5
7 2.t2 2.58 2.92 3.69
17 0.69 1.33 1.74 2.t1 2.51 2.90 3.65
18 0.69 2.10 2.55 2.89 3.61
t9 0.69 1.33 t.'13 2.09 2.86 3.58
20 0.69 1.33 1.13 2.09 2.53 2.85 J_))

21 0.69 |.32 1.72 2.08 2.52 2.83 3.53

22 0.69 |.32 1.72 2.0'1 2.51 2.82 - J _ )I
23 0.69 t.'71 2.0'1 2.50 2.81 3.49
0.69 |.32 1.71 2.06 2.49 2.80 3.4'l
25 0.68 1.71 2.06 2.49 2.',l9 3.45
26 0.68 1.32 t.'/1 2.06 2.48 2.',l8 3.44
2'7 0.68 1.70 2.05 2.1'7 3.42
28 0.68 1.31 1.70 2.05 2.47 2.76 3.41
29 0.68 1.31 t.'70 2.05 2.46 2.76 3.40
30 0.68 1.ll 1.'70 2.04 2.46 2.'15 3.39
 APPENDIX

0.75 0.90 0.95 0.9'75 0.99 0.995 0.999

U\
40 0.68 1.30 1.68 2.02 2.42 2.'70 3.31
50 0.68 1.30 1.68 2.Ol 2.40 2.68 3.26
60 0.68 1.30 1.67 2.00 2.39 2.66
'to
0.68 t.29 1.67 1.99 2.38 2.6s 3.21
80 0.68 1.29 1.66 1.99 2.64 3.20
90 0.68 1.29 1.66 1.99 2.37 2.63 3.18
100 0.68 t.29 1.66 1.98 2.36 2.63 3.17
150 0.68 1.29 1.66 1.98 2.3s 2.61 3.16
0.67 1.28 r.65 1.96 2.33 2.58 3.09
 AppendixV
- NumericalValues
of l/" and its
First Derivative

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
addition of matrices,162
adjoint matrix, 170
advancedsecondmomentmethod,106
algebraof sets,5
associativelaw of sets,5
basicvariablespace,103
Bales'theorem,23
bearingcapacityfactots, 127,129
Bessel's
correction,60, 192
betadistribution,141-4
binomial coefficients,
74, 75
binomial distribution,76, 77
centrallimit theorem,91
centml moments,66
characteristicvalues,97, 9g
coeficientof skewness,
coemcientof variation,61, 62
cotactor,166
matrix, 169
columnmatalx,161
columnvector,161
combinationof load.s,206,2O'7
combinations,74
commutativelaw of sets,5
complementof a set,4
complemntof a probability, 12
complementarylaw of sets.5
compoundevent,3
conditionalpf obabiiity,16
confidencelevels,93, 97, 98
continuous variable,36
correlatedvariables,l83 92, 221
correlation,183,190,202
coefllcienr,189-90
covariance,189
matrix,I93
c u m u l a l i v de i s r r i b u t i ofnu n c r i o n4. 6 . 5 0 ,
79
cumulativefrequencydiagrarn,3g, 39
cumulativefrequencypolygon,43
1 its
)(
De Morgan'sset laws,5
determrnant,165
diagonalmatrix, 160
differencebetweensets,4
directionaltrends,213
discretevariable,36
distributivelaw of sets,5
earthquakeloadings,156
lgenvalue,1724, lj6,gl
ergenvector, 172-5,1812
element
of a set, I
of a matrix, 159
eliminationmethods,167-g,l.t l_2
events!I
64, 65. 67 expectation,52
expectationproperties,55
expectationsof functions,56
exrreme rypesI. ll and III,
-djstributions
r)4, t))
extremevaluestheory, 149_56
frequencydistribution table,37
rrequencypolygon,42
frequenisticapproach,9
functionsof d, 125 8
geometricmean,62
graphicalforms of variables,37 47
harmonicmean,62
histogram,4H2
impossibleevent,2
inclinedIoadfactor,219
independent event,11,17
iterativeprocedures
for, 109,112
intersectionof sets,3
inversematrix, 168-72
 INDEX

Jacobi'smethodof transformation,17G82 reliability, 15

joint probability, 1l index, 103
functions,187-9 rotational matrix R, 177

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

In order to useprobability theory it is necessaryto expressengineering

uncertaintiesin termsof numericalvalueswhich can then be considered
to vary in an uncertain,or random,way.
For exampleif, on a particular site,the unit weight of the soil varies
between18 and 20 kN/m3 it is not possibleto fix an actual numerical
value for this parameter.
The procedureadopted is to designatesuch fluctuating values as
capital ietters A, B, C, . . . etc. signifyingthat the particular value of th'e
parameterrepresented by the letter is not constantbut variesrandomly
over a rangeof possiblevalues,in our casefrom 18 to 20 kN/m3.
Lower caselettersa, b, c, . . . are generallyusedto denotethe various
valuesthat the random variablesA, B, C, - . . can have.

Stochasticvariables

A particular form of the random processis the stochasticprocessin

whichthe frequencyof occurrenceofdifferentvaluesofa variablefollows
someform of statisticalpattern.In such a casethe variable,while still
correctlydescribedas random, is sometimesreferredto as a stochastic
variable.
The variablesconnectedwith civil engineeringare almost always
stochastic so that if the relevant variables for a particular civil
engineeringstructure can be identified, and their probability laws
obtained,then predictionsas to the probablebehaviourof the structure
becomepossible.However,the probability law obeyedby a variableis
often not known and it must thereforebe estimatedby somestatistical
melhod.
The frequenisticapproach,describedin chapter1, in which the future
 36 PROBABILITY AND STATISTICS
IN CIVIL ENCINEERING

behaviourofa variableis predictedfrom

its past
the method most suirablefor civil engineeriirg behaviour,' rs,generally, measr
.;;;;;. value
A seriesof tests,measuringthe reqiired puiu^"i-r-r'l'"u.ned
samplesofthe materialand the results out on reprel
tf,.n unufyr"A-* ih'epremisethat ln
thebehaviour of themass u,
"un "*t.upotui.ji.JJ'iiii"rruuior. or
samplestaken from the mass. Howe
Just asa setof triaxial testresultscan form
be usedto assess a valuefor the form ,
strengthof soil mass,so ihe answers
.a
housewivesin a given area,when asked ;;-;;;;rs-section of discre
abJut u p.oa,r"t, can be
usedto assess theaverage ""*uinu,"r.g,on
feelingoI ulf nou..*i*r'in',t
the product.The samplinsnrocedure ,or"urA,
,..d i; ;;;^;;; ri.ur, o,
be realistic.The soil samp-les collectedf.. a"r,ilg-rfr.rfa U"."O."rrnru_ "ou.r"
tive of the.soil depositjust as the Furthr
housewives interviewed
representative of otherhousewives """"' should be
in the Aistr;ct.--'-^
the term, .sample,rn.un.-u .ingt" item, ( t r
sol.l
"^,1.^^"I1,:rrt*ering
sampleor a singleconcretetest cube. such as a (ir) T
In statisticsthe term 'sample'means (ii0 r
a setof resultsor values.
Generally,n samplesof a civil
;;;;il'; , yield one
sampte consisting "ngin.".i,rg^
of n value! ;i;;;";";;,liasu.eo No do
:11,1.1i""1
eachsampleof the material. w;th Cast
may be
is little
Discreteand continuousrandomvariables is stili r
vote, 1
A random variableis classifiedby the Exar
form that its possiblevalueswill
take. Wherei
If the valuesof the variablecan only thenur
be from a distributionof finite
values,e.g.thenumberof time
'Jiil,Tjl,i;:,xt1l
to:l!",*"i.0,il;;;;#i.r::#.:Tji:;xffi the rar
partaki
If the valuesof the variabiearecontinuous, meanin
e.g.6.00001is considered
differentfrom 6.00002,then the variable theory
is referredto as a continuous
randomvariable. canvast
Most engineering situationsinvorve-continuous variables.
However,rn
manycases, the processofroundingofrto ro _uny J"J_ui'ptu"",
rneasuring o. tt.
appara_tus
resultsin a serofmeasured (A) THE
liTl,:::l:lll.
rnar appearto be from a discretedistribution. vatues
A line r
sentati(
a discre
Graphicalrepresentation
of valuesof a variable The c
A particularmeasurement decreasi
or valueof a variableis bestregarded of times
randomsampletakenfrom thelull range as a
ofpossiblevalues.For instance. is know
 RANDOM VARIABLES

-: llv measurements of unit weight obtainedfrom a compactedearth fiIl are

values of the random variable X where X is the random variable
.: on representingthe unit weight of the fill.
:,1at In many casesa mass of numerical data is almost unintelligible.
:: of However,if the numbersare valuesof a stochasticvariable then some
form of graphicalrepresentationcan often be useful.The most suitable
: lhe form of graphicalpresentationdependson whetherthe variableis either
:of discreteor continuous.
:be
:!ds
GRAPHICAL FORMS FOR DISCRETE RANDOM VARIABLES
:ia-
Further examplesof discreterandom variablesare:
r b"-
(i) The number of parking ticketsissueddaily by a traffic warden.
3Sa (ii) The number of aircraft waiting to take off at an airport.
(iii) The number of votescast for a particular electioncandidate.

one No doubt the readercan think of many others.

i ith Casessuchas(iii) and possibly(i) wherethe numberofvaluesinvolved
may be largecan oftenbe treatedascontinuousrandomvariables there
is littledifference between19058and 19057votes.However,thevariable
is still discretein that it is not possiblefor a candidateto receivepart of a
vote,19058.327for example.
Example(iii) also illustratesthe one-offexperimentor simple event.
ilill Whereasthe numberof parking ticketsissuedwill vary from day to day,
thenumberofvotesthe candidateobtainsis for oneeventand,although
:tlte the rangeof possiblevotes extendsfrom zero to the number of voters
partakingin the election,only one value is possible.In this caseany
ble. meaningfulforecastof the result can only be obtainedfrom probability
red theory using prior probability valuesestimatedfrom door-to-door
ous canvassing, knowledgeof the candidate's previousrecord,etc.

,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

(B) RELATIVE FREQUENCY DISTRIBUTION

o
It is sometimesmore convenientto expressthe lengthofthe linesofa line =
diagram as a proportion (or percentage)of the total number of values.
In example2.1the total numberofgroups was28 so that, for the group
size6, the proportionalnumberof groupsis rr: or 0.179(or 11.9%).
When plottedin this form the diagramis the sameasin Fig.2.1 but the
vertical scaleis now such that the total length of the lines, if added ;
together, equals 1.0. A diagram of this form is called the relative ;
frequencydistribution. !
I

(C) THE CUMULATIVE FREQUENCY DIAGRAM

'ogive',this is anotherwidely-usedmethod
Sometimesreferredto as an
for the presentationof discretedata in graphicalform. By meansof this
 RANDOM VARIABLES

curveit is possibleto tell at a glancethe numberof valuesthat are equal

to or are lessthan any particular value.
The procedureis to selectparticular values,ranging from the 1owto
--the
high end of the range,and to plot the number of valuesin the data that
-:i the
are equal to or are lessthan eachselectedvalue.
Associated with the cumulative frequency curve is the relative
frequencycumulativecurve,obtainedby dividing eachcumulativetotal
by the total numberof observations.

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

Fig 2'2' The scale

The cumulative frequency curve is shown in howevr
curve is also plotted on cells, a
,ap*..nring the relativecumulativefrequency
If th
the figure.
Cornel
ago:
VARIABLES
GRAPHICAL FORMS FOR CONTINUOUS
X whereX equals
When dealingwith a discreterandomvariable'suchas where:
write down the ten
tt uutu., ofin" integersfrom 1 to 10,it is possibleto n
"
values that X can have.
value k
If, however, X ls a contrnuousrandom variableit can haveany
'any' implies that there.is no limit on the With 1
U"i*""n f and 10 (where
figu.". b.hind the decimalpoint)' It is impossible
to write - z4),
r"-i"t
down
--OluiouSy "f
the total possiblevaluesof X' using
be
ttt" methodsjust describedfor discretevariablescannot ol24 t
applied
-'ih" directly to continuousvariables' Fis.2
for the
hi.tog*m is a popular diagram used in- statistics In<
It is a diagram
oresentation-ofdata obttned for a continuousvariable' each<
iune. ot uur"". measured is divided into a number of cells carry
i;;;;;;i.;
a small portion ofrhe range' When valuei
iusuallvequal)wlhicheachrepresenl
heasurements is presented in this form' an histoE
r.i"i ,i-rt"t.t,ly scattered
"iJcution'ot ttt" iistribution of thesemeasurements often emerges' lound
fifth t
At
Example2.3
Va
out on undisturbed
A seriesof unconfinedcompressiontestswascarried boun
strengths
,"-pf* i"t"t from a soil siratum The valuesof the measured boun
are sivenin Table2.1.
of c" (kN/m'?)
Table 2.1 Example2 3 - measurements
34.0 323 30.4 28.5 28.9 314
3't.6 35.9 34.9
38.1 34.5 34.4 32.'l 36.8
33.3 2',7.5 29.6 33.9
31.1 2'7.4 33.4 29.8 29 2 25.3
39.9 31.'l 34.1
29.\ 31.3 35.8 36.2 2T.4 29 3
31.4 27.1 31.8
38.4 3',1.3 39.'7 32.5 34.5 2'75
24.8 26.0 30.5

valuesin the form of a histogram'

Plot the measured
Solution
the maximum value
The minimum value measuredwas 24 8 kN/m'z; Fl
measured was 39.9kN/m'?. thei
"' histogramwould
,q ,rirlUf" .ungeof valuesfor the constructionof the toh
widths
l" f.".24 to 40 kN/m2 If we selectfivecellsthentheir H
2'3a' It
"""""t,"
;iffi; 3.tk"il;2 and will give the histogramshownin Fig' samr
 RANDOM VARIABLES 4l

ale however,we halvethe cellwidth, i.e'use1'6kN/m2, then therewill be ten

on cells,and the histogramwill be as shownin Fig. 2.3b.
If there is difficulty in choosinga suitablece11 number Benjaminand
Cornell (1970)quote an empirical rule that was suggestedsomeyears
ago:
k : 1 * 3 . 3l o g r o n
.als
where:
ten
n : number of data values
lue k : number of cellsbetweenmaximum and minimum values
the With this rule ft : 6.5 which, if made up to 7, givesa cell width of (40
rite - 24)17:2.28 kN/m2. Rounding off this cell width to 2.3kN/m'? and
using sevencellsgivesa rangebetweenminimum and maximum values
be ol24to 40.1kN/m2and the histogramwith this arrangementis shownin
Fig.2.3c.
the In order to draw thesehistogramsthe number of valuesthai occur rn
'am
eachcell,i.e. the cell frequency,must be obtained.A convenientway to
ells carry out this task is demonstratedin Table 2.2 which lists the data
valuesof the exampleand is the procedurenecessary for the seven-celled
histogram.A verticalstrokeis madeto recordeachof the first four values
found and a horizontal line is drawn through them in order to record a
fifth value.
A table suchas Table 2.2 is known as a frequencydistribution table'
,'ed Various assumptionscan be madewhenevera value falls exactlyon a
-hs boundary,values38.4and 30.4in the example.In this casevalueson a
boundary wereassignedto the lower cell

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

a-le From a studyofFig. 2.3it is seenthat,unliketheraw dataofTable2.1,

the histogramgivesan impressionof the rangeof the data and an idea as
: --d to how they are distributedwithin that range.
E'-:S
However,Fig. 2.3alsoillustratesjust how histograms createdfrom the
same data vary in shapewith each choice
different of cell width'
 PROBABILITY AND STATISTICSIN CIVIL ENGINTERING

The areaof a histogramis of little importance.What is important is d:

that, providedthe cellsareall ofthe samewidth, the total areaunderthe a)
resultinghistogramdivided by the cell width equalsthe total numberof
observations.
It is up to the readerto choosea cell width that createsthe histogram
bestsuitedto his needs.

c;
z

-(kN/d -tkN/m

lo

z,

- {k N/ni t'l

FE. 2.J Histograms for cxample 2.3 T

t(

THE FREQUENCY POLYGON

1I
Another method of presentingthe data obtainedfor a continuous
random variableis the frequencypolygon which is the line joining the c(
midpoints of each column of the histogram.The diagram is usually sl
extendedby one cell width on eachsideand the plottedline is drawn ti
down to the midpointsof thesetwo extracells.
The frequencypolygonscorresponding to the histogramsshownin E
Figs 2.3a,b and c are shown in F),gs2.4a,b and c respectively. I '

It should be noted, however,that a frequencypolygon can be drawn fr

 RANDOM VARIABLES

IS directly from a frequencydistribution table, suchas Table 2.2,without

he any referenceto a histogram.
of

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

THE CUMULATIVE FREQUENCY POLYGON

This diagramis similar to that for a discreterandom variable.It is used

to observethe total number of valueswithin the distribution that are
equal to or lessthan the maximum value of a particular cell.
The cumulativefrequencydistribution,in which the total number of
)us measured values is representedby 1.0 or 100%, is obtained by
Ihe consideringeach cell in turn, in ascendingorder, and dividing the
Llly summationof the number of valuesrecordedfor the cell, togetherwith
wn thosebelow it. bv the total number of values.

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

The cumulativefrequeniy distribution is shownin Fig' 2'5' rf _x

ran
par
1
. ' > 1

' 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

Let X be the dicescore.Then,from'table 2.3,we seethat:

Ptx:21 :# P[x:3]:+,Plx:41 :-r-."; ...etc.
Hence the probabilitv mass function is:
- 2 o rX : 1 2
f 0.028 1X
I 0.056 lX:3orX:rI
I 0.081 l X:4orX--10 THf
l0.lll lX--5orX:9
| 0.139 | X : 6 o rX : 8 Ac,
I o.rez I x: z any
The answeris to bet on the 7! II
The pmf can be plotted as a line diagram and is shown in Fig. 2.6a. obtr
par'
THE cUMULATIvE DISTRTBUTIoNFUNcrtoN (cdf) pon A DIscRETE
VARIABLE

The cumulative distribution function is an alternative form of the Unl

probability distribution and it is often convenientto useit. vah
The cdf of X is written as F1(x) and is the probability that the actual ofc
value of the random variable,X, is equal to or is lessthan x, wherex is the
somespecifiedvalue of X within the rangeof possiblevalues,i.e. mur
Fx(x):PIX<x] F
ran
For a discreterandom variable,X, the cdf is simply the sum of the dx.
probabilitiesof all the possiblevaluesof X that are equal to or are less defi
than the argument,i.e.equalto or lessthan x1, the value of X being ove
considered. i
J
,_k the
Fy(x*) : .I p"("')
n
 RANDOM VARIABLES

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)

Fig.2.6. pml and cdf for erample2.5

THE PROBABILITYDENSITYFUNCTION (Pdf)

A continuousrandom variableis a variablethat is capableof achieving

any value from an infinite number of values.
If we apply the frequenisticapproachdescribedin chapter 1 we can
obtain an expressionfor, P, the probability of the variable taking on a
particular value:
I
_
D -

Unfortunatelythis approachwill give P : 0 asN, the numberof possible

values,is infinite.We cannot,therefore,think in termsofthe probabilities
al of occurrenceof singlevalueswhen we wish to obtain an expressionfor
:^ the probability density function of a continuousrandom variable.We
must think in terms of rangesof values.
For a continuousrandom variable,X, we can considerthat its full
rangeof possiblevaluesis divided into infinitesimallengths,eachof size
dx. With this approachthe probability density function of X can be
.5S definedas function,f;(x), whereJ f;(x) dx is the sum of the probabilities
over the rangedx.
J f*(x) dx is the valueofprobability that X will take on a valuewithin
the rangex to (x | dx).
Rememberingthat fx(x) is a sum of probabilities, not a single
48 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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

It is, of course, necessaryto determine the value of the vertical

dimension'k'andthisis obtainedby theapplicationofthe conditionthat
the areaunderthe total pdf mustequal 1.0,i.e.
- 34.35)ft: 1.0
- 22.85)k+ (34.35- 30.9)k+ 0.s(41.25
0.s(30.9
Hence:
k : 0.09153
Now f1(x) is the equationof the pdf which,in this case,consistsof three
straightlines.Hence,f1(x) must consistof three separateparts,over the
ranges:
22.85<X<30.90
30.90<x<34.35
34.35<X<41.25

A s s u r n epddf

Frequency
potygo

1 1 . 2 s2 2 . 8 5 30 ' 9 3 4 ' 3 s t1.25

Fig.2.7 Assumed pdf for example26

For range22.85< X < 30.90.

Slopeof line: kl?09 -22.85):0.09i53/8.05:0.01137
Hence:
- 22'85)
fa(x) : 6.611371L-
Forrange30.9<X<34.35
fx(x):0.09153
Forrange34.5<X<41.25
- 41.25): -0.01356
Slopeof line : 0.09153/(34.5
Hence:
fx(x)- 0.09153 - 34.5)
- 0.01356tX
-0.0136x
: 0.55935
 i
I
PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

The probability densityfunction decidedupon is therefore:

_ f0.0tr4x-0.2s98 l.22.85<x<30.90 Drau

t 1 ( x=) j 0 . 0 9 1 5 f o r 1 3 0 . 9 0 < x <3 4 . 3 5
[ 0 . 5 5 9 4 - 0 . 0 1 3 6 X 1 3 4 . 3<5X < 4 1 . 2 s Solut

CUMULATIVE DISTRItsU'I'ION T,'UNCTTONFOR A CONTINUOUS RANDOM

VARIABLE

As for a discretevariable the cdf for a continuousrandom variable is The I

expressedas:
Fa(x):P[X(x]
The full rangeof a continuousvariablecan be consideredas beingfrom f"(x)
co to + co. Hence: Fx(x)

F;q(x).:P[-co(X(x]
The 1
or:

r'*(r) - f1(x)dx
l_-

The right hand expression can be confusingin that the symbol'x'has

beenusedto indicateboth the variableofintegration and the upperlimit
ofthe integration.The conventiongenerallyadoptedis to usea dummy
variable of integration, , leadingto the expression:

P*(r) - fxfu) du
|

RELATIONSHIP BETWEEN THE PROBABILITY FUNCTION AND ITS

CUMULATIVE DISTRIBUTTON Exan
d F x ( x _) d f ' . , . . , , . . . , . . \ Usinl
-d;J Ix('/'otl: Ix(x'
dr - distri
The valueof the probability densityfunction at x equalsthe slopeof the Solutt
cumulativedistribution curve at .x.

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

';13, 3 3i?il ';13X:, 0.30'72

0.5904
0.2304
0.8704
0.1368
0.9639
0
1.0

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

:0.0057x'z- 0.2598x+ 2'9603

i.e. wheir X : 30.9then F1(x) : 0.3749.

Forrange30.9<X<34.35
f1(x): 0.0915
t -
F1(x) : 0.3749+ | 0.0915da :0.3749 + 0'0915x- 2-827
4
J]09
: 0.0915x- 2.4525
expected
i.e.when X : 34.35,F1(x) : 0.6905.
E[x].
' Whene
For range34.35< X < 41.25
usedin dr
fY(x):6'5594-0'0136X pmf, equ
E[X] wir
F1(x):0.690s+ | (0.s594- 0.0136r)
da variable,
I v . z s It is se
:0.6905 + 0.5594x - 0.0068x'z-11.1919 the mean
a differer
0.5594x- 0.0068x2
- 10.5014
If the I
i . e .w h e nX : 4 1 . 2 5 . F x ( x ) : 1 . 0 . determin
populati,
If the
Fa(x) valuesare obtainedby selectingsuitablevaluesfor X:
measurel
samplen
22.85 2',7.0 30.9 34.35 38.0 41.25 for a san
Fx(r) 0 0.1010 0.3't49 0.6905 0.9366 1.0 can be a
Fora,
The cumulativedistribution function is shownin Fig. 2.9. ,1 to xn

'
Expectedvalueof a randomvariable

A randomvariable,X, is cailedrandombecause it is neverpossibleto say

exactlywhatits valuewill be.Ifthe equationofthe pmf (or pdf) is known
then its central value can be obtained. This value is known as the
 RANDOM VARIABLES

1.0
'6

'6
I xr^,
,4

0
20 t+o
1,1-
r**,*r
Fig. 2.9 cdf for example2.8

expectedvalue of X, or the expectationof X, and is given the symbol

Elxl.
Wheneverpossiblethe expectedvaluesof random variablesshouldbe
usedin designcalculationsbut therearemany occasionswhenthe pdf, or
pmf, equationsare not known and it becomesnecesaryto substitute
ElXl with the arithmeticalmeanvalue of a set of measurements of the
variable,tt, ltx, i, m, or mx.
It is seenthereforethat E[X] can generallybe taken as equal to m*,
-
themeanofa sampleof X, althoughit shouldbeappreciated that thereis
a differencebetweenthe two trms.
If pm! or pdf, equationis known then the value of E[X] can be
_ the
determinedby computation.This value is exactlyequal io na, the
populationmean.
If the mean value of the variable has been estimatedfrom a set of
measurements or observationsthen this valueshouldreally be calledthe
samplemean,m..Thereis little error involvedin assuming that ftrx: tns
for a samplecontaining30 valuesor morebut for smalleisamples there
can be a significantdifferencebetweenthe two values.
For a discreterandomvariable,X, with a rangeofpossiblevaluesfrom
xr to xn:

Elxl : I x;P[x : x;] : lxp;(x)

i = l

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*(:

Px(xJ: 0.2 for X : 4000

0.3 5000 In
0.1 6000 X
0.05 7000 usr
Determineits expectation.
Solution
The expectationor the expectedvalue equalsE[X]
I
E[X]:0.05 x 1000t0.1 x 2000+ 0.2 x 3000+ ... +0.05 x 7000
: 4100
Note: In the specialcaseof all the probabilitiesof X being equal,the
expressionfor E[X.], for a discretevariable,reducesto:
xt t xz * x: * " +x'
EJj.] :
n
whichis rn;g,the arithmeticmeanof the valuesx1, x2, x3,. .., xn.
For a continuousvariable,the analogousexpression for E[X] is:

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

In a similar way to the preparationofa histogram,the rangeofpossible

X valuesis splitinto a suitablenumberofequalranges, a total ofsix was
usedin this example.
For eachparticular range,approximatevaluesfor f1(x) and for the
centralvalue of X can be tabulated:

Range Min. Max. Central Average X. f1(x)

'-000 ofX f*(r) f*(r) X value f*(x)

0 1 0 0.014 0.5 0.5x 0.014:0.007 0.004

0.014 0.056 1.5 - 0.014)
0.5(0.056 :0.015 0.053
:.a1. the 0.125
0.056 2.5 0.091 0.228
34 0.125 0.222 3.5 0.t'14 0.609
0.222 0.34',7 0.285 r.286
5 6 0.357 0.5 5.5 0.429 2.360
2 4.4',7',1

fX(x)

0 1 2 3 1 5 6
Fig. 2.10 Gnphical solution for example2.10

SOME EXPECTATION PROPERTIES

ned by
If a and b are constantsthen:
o some
(i) E[a] : a
sforX (ii) E[ax] : aE[x]
( i i i )E [ a + b x ] : a + b E [ x ]
Now,
discre

and fr

Anotl
As E[
I
Hencr

Exam.
A con

Deter
Soluti

E[-x

YarlX

The vi

The sr
given
 RANDOM VARIABLES 5'I

Now, (X mx)2is a function of X and we can thereforewrite, for a

discretevariable:
:: X such
.IfXisa Var(X) : El(X - m)21: I (", mx)rpx(x)
: of g(X)
and for a continuous
variable:

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.

:=bol Standard deviation of a random variable

-,::ce:
The square root of the varianceis called the standard deviation and is
given the symbol oa, or simply o, when there is no risk of confusion.In
 58

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:

Px(x) ipx(.x) t'p*(x)

sures
1000 0.05 50 50000
2000 0.1 200 400000
n the 3000 o.2 600 1 800000
ge of 4000 0.2 800 3 200000
iance 5000 0.3 1500 7 500000
6000 0.1 600 3 600000
7000 0.05 350 2 450000
Total 1.00 4100 18946500

Var(X) : x'zpx(x)- []cp"(x)l' - 18 946500 - 41002: 2 190000

Mean and standarddeyiationof a statisticalsample

In civil engineeringthe term 'sample'meansa singleitem, suchas a soil

sampleor a singleconcretetestcubewhereasin statisticsthe term means
a set of resultsor values.
Generallyn soil sampleswill yield one statisticalsamplewhich consists
of n values of the parameter measuredwith each ioil sample.This
statisticalsamplecan be regardedas a discretevariablewith p1(x) equal
^the
Io lln. meanva1ue,n1, is given by:
xr+x2+x3+...xn
dom
And:

- -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

,,: f4"1 -^., nel

v r ?
which leadsto the samevalue of 1.26for the standard
deviation.

Standarddeviationof a population_ Bessel,scorrection

Th
As.illustratedin examples2.r2 and 2.r3 the am
varianceof a random
variable can be determinedexacrly if iu p_f l
* iji i, tnorvn.
Unfortunar^ely, civil engineering,ihe functlons". me
-in ."pr;.r;;;g the pmfs
and the pdls of.the_relevantparameters can only be estimatedand the wl(
cnglneerrs oblrgedto use standarddeviation l
valuesobtainedfrom
statisticalsamples,as illustratedin example2.14. unr
However,a samplevarianceinvariablyunderestimates of
thepopulation
'usru
variancesimply becausethe value of tt sumpte
m"un-i. not y tf,"
sameasthevalueofthe populationmean. " Because diff
ofthis,in manycases,
thesumofthe deviationsoi the valuesaboutthe.u-pi. knr
*"un ir.*utt",
than the sum of the squaresof the deviations unl
mean inll
t" the samplevarianceinevitablybeine
"b""t;h""^;.prl;tron
l"r, th;;;;opulation
:."^*rllg
vanance.
In order to estimate the standard deviation
of the population,
grvens, the standarddeviation value of a
representativesaiple of the
variable, we make use of Bessel'scorrection
which allows for this
underestimation,thus; Iti
diff
l " Th
V,r-l sin
 RANDOM VARIABLES 6l

where n is the number of values in the sample and the circumflex

indicatesthat the valuehasbeenestimated.
Il for instance,the valuesquoted in example2.14 had been drawn
from a largepopulationthen the bestestimatefor the standarddeviation
of the populationwould be:
t t a E 9 -- t
r,4vv
tt
r.JJ
9

The estimated value of the population standard deviation can be

obtaineddirectly from the samplevaluesby using the formula:
:.t6

:: 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

of the variableby its mean.The coefficientof variation, Z, is given by:

,
, _, ;6 It

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

Thegeometricmeanof a setofn values,x1,is the nth root ofthe product

of the values.That is:

Geometricmean : X 1,X 2 .X 3 . 1 4 . . . X 1 1

t_
j
RANDOM VARIABLES 63

- given by: Other waysof expressingthe averagevalue

It must be rememberedthat the arithmetic mean takes the extreme

valuesof the range into account.This can be a disadvantagewhen a
samplecontainsonly a fewvaluesand,for suchcases, usecanbe madeof
the mode and the median values.The two terms are definedbelow.
- ri below.
:'-l
THE MODE (OR MODAL YALUE]

The word 'mode'means'fashion'so the modal value of a set of numbers

is simplythe valuemostin fashion,i.e.the valuethat occursmostoften.
The modeof a discretevariableis thereforethe valuecorrespondingto
: -:3 Same the peakof its frequencycurve(group size6 in Fig. 2.1for example)and,
for a continuousvariable,the central value of the highestblock of its
histogram(33.2in Fig. 2.3cfor example).

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---

PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

Geometric mean meal

valu
tail r
- 6.22 A
nega
mode: mostcommonnumber: 3
orde
Median: centralnumber: meanof 6 and7 - 6.5 devi

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

For moderatelyskeweddistributions,either left or right, it can be

shownthat thereis an approximaterelationshipbetweenthe arithmetic
mean,the mode and the median:
mode: mean- 3(mean- median)
The extremevaluesof a distribution have a much ereaterefect on the

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

t10n 3(mean- median)

and
standarddeviation
. i.e.
her. Moments
the
the to think in termsofthe momentsof areaofthe pdf
It is oftenconvenient
ght-
(or pmf) diagram about somepoint.
left
If the moment is about the origin then it is known as an ordinary
moment and is given the symbol p!,. For a discretevariable the rth
rts moment about the origin is given by:
the
Kew rl:lx'P1(x):Etxl
and for a continuousvariable:

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

The most importantof the ordinarymomentsis the first moment:

l
Fr:Elxll:m
Obviouslymomentscan be taken about any point but the i
onty other
meaningful pointis themeanvalue.Momentsoiareaaboutthe
meanare (
known as mean or centralmomentsand given the symbolp,.
For a
discretevariable:

& : I (" - m),fy(x): El(X - n)'l

and for a continuousvariable:

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

,ar: EftX - mt3l: f t* - .r.f*i*) dx...erc.

J
Ths most important of the central momentsis the second
moment:
pz: El(X - E(x)rl : Varf(xl l

t
Relationshipbetweenordinaryand centralmoments

It can be seenfrom the aboveformulaethat the ordinary

momentsare
much simpler to evaluatedirectly than the central
rno_"nt.. f.ortu_
nately,a relationshipexistsbetweenthe two setsof moments
so that pr
valuescan be expressedin terms of pi values.

Fz: p,;- yn2

Ht: ltt_3p,rm+2m3
trrc: Ir+'- 4p'rm! 6p'2m2
- 3m4

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<

ltt: lr's- Jp'rm + 2mJ

- 2 . 0 0 0 - 3 x 1 . 4 2 9 x 1 . 1 1 +1 2 x 1 1 1 1 3
: -0020
Nofe: The readermight like to checkthe relationshipformulaeby
evaluatingp2 and p3 directly, although the work involved becomes
tediousas the power of the moment increases.For example:
I t2'
-m12f"(x)dx: -
pr: l1x | (x- 1.111)2*(8x x4)dx
J JO
:0.195
t -
: * | t-*u +8x3 - t7.776x2+ 9.876x)dx
-r 2.222x5- r.2345xa
JO

:0.195

The coefficient of skewnessc.

An approximationfor a3, which can be usedlor a set ofdata, has already

been given. If the pmf or pdf is known, then d3 can be found from an
expressioninvolving the third central moment:
-ElX : m3l
Coefficient of skewness: o, : +
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

d3 will be zero if the distribution is symmetrical.It will have a positive

value if there is a righthand skew and negativeif there is a left-hand
sKew. HISI

2.1
Kurtosis

When most of the valuesof a distribution are concentratedaround the

mean value then the distribution has a pronouncedpeak whereasit is
much flatter when the valuesare more evenly spreadthroughout the
range(Fig.2.11).
The degree of peakednessof a distribution is measuredby the
dimensionlesscoefficient of kurtosis, aa, which involves the fourth
centralmoment:

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

2.1 The heights,in centimetres,of 70 male studentsare recorded

below.

172 173 170 176 168 t19 t75

173 181 177 186 r78 111 172
181 170 164 1.72 176 161 t79
167 173 t76 183 t'76 187 170
175 r12 r73 159 t71 168 1.77
119 169 174 r19 175 169 162
112 169 181 l7r 166 174 178
t76 175 165 185 r11 188 174
153 168 1.16 176 177 17r 187
t78 1.73 1't5 170 177 171 183

Using 8 cells of equal width draw the histogram,the frequency

polygon,the cumulativefrequencycurveand the relativecumula-
tive frequencycurve.
Hint: to have8 equalcell widthsit is simplestto extendrange
of heightsfrom 150to 190cm.

Minimumvalue: 153cm;maximumvalue: 188cm.

.Answer:

(1) (2) (3) (4)

Cell Frequencyof Cumulative Relative
values frequency cumulative
frequency

i50 155 1 I 0.0t4

> 1 5 51 6 0 1 2 0.029
> 1 6 01 6 5 3 5 0.071
> 1 6 51 7 0 t5 20 0.286
> 1',10115 21 4l 0.586
> 1 7 5t 8 0 19 60 0.857
> 1 8 01 8 5 6 66 0.943
'70
> 1 8 51 9 0 4 1.000

Column(1) is usedin the preparationof both the histogramand

the frequencypolygon.
70 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

PROBABILITY FUNCTIONS MEANI

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

EXPECTATION AND VARIANCE MOM

', '7
2.3 Show that, if:
/ -2\
f 1 ( x :t k { x + . - l ) for0(X(9,
\ ru/

then k : 0.0154.
Determine.theexpectedvalue and the varianceof X
Ansv
Answer: ElXl : 6.268;Var[X] : 0.015.

The pmf for a discreterandom variable,X, is set out below.

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

MEANS AND STANDARD DEVIAI1ON

2,5 (i) Determinethe arithmeticmean,the medianand'thestandard

deviationfor the following values'
24,20, 16,25, 18,30, 28, 15,22' 32' 28' 19
(ii) Estimatea value for the standarddeviation of the popula-
tion.
Answer:(1) 23.08;23;5.39. (ii) 5.63'

2.6 (i) Consideringthe first four columns of the values listed in

exercise2.1 determinethe arithmetic mean, the geometrrc
mean,the harmonic mean,the varianceand standarddevia-
tion of thesevalues.
(ii) Determinethe approximatevalue of the standarddeviation
of the population from which the samplewas chosen'
Answer'.
Arithmetic mean: 17J.42 Variance: 41.99(sample) .-r,-
:
Geometricmean: 1.25 Standarddeviation 6.40(sample)
:
Harmonicmean : 173.18 Standard deviation 6.48 (population)
G't

MOMENTS

2.7 A continuousrandom variable,X, has the following pdf:

f;(x): 9'6494': 0(x(3
Determinethe first 4 moments of its pdf about: (i) the origin;
(ii) the meanvalue of X.
-0'122;0'209'
Answer:(i) 2.40;6.00;15.43;40.51.(ii) 0; 024;
- ChapterThree

Common Probabilitv
Distributions

This chapter describesthe three most important probability distri- I

butions usedfor civil engineeringsituations. I
The first two, the binomial and the Poissondistributions,are usedfor
discretevariablesand the last one. the normal distribution.is the most
importantof thecontinuous distriburions.
Some introductory material must be introduced before the distri-
butions can be examined.

PERMUTATIONS

Let us supposethat we havea set of n foreigncoins,eachone different

from the others,and let us supposethat we decideto arranger of these
coins in a row. There are obviously a large number of possible
arrangements.Every arrangementwill be differentas eachdependson
the variation of the order in which the coins are placed.Each single
possible arrangement is knownas a permutation.
With n coinsthereare n waysof selectingthe first one,(n - 1) waysof
selectingthe secondone, (n - 2) ways of selectingthe third one and
(n - r * 1) ways of selectingthe rth (i.e.the final) one.
The total number of possiblearrangementsof r coins out of n, i.e.the
total numberof permutations, is represented by the symbol,P., and
must be the productof all theseways.Hence:
: n ( n- 1 ) ( n 2 ) ( n- 3 ) . . . ( n- r + 2 ) ( n - r + 1 )
"P,
Note the conventionusedfor the symbol,P,. The numberplacedin
front of P is n, the total numberof objects, whereas the numberafterP is
r, the number of the objectsthat are to be selected.
Ifall thecoinsareto beplacedin therow thenwe havetheuniquecase
of r equallingn and ,P. becomes givenby:
"P.,
n ( n- 1 ) ( n 2 ) . . . ( n- n + 2 ) ( n - n . 1 1 ) : n !
"P":
 COMMON PROBABILITY DISTRIBUTIONS

factorial n).h can be shownthat the expressionfor 'P, can

(n! is ca11ed
be written as:
,- nl
",._(n_r)!
and it is seenthat. whenr equalsn. tben:

, P , : !U:I nl

with the assumptionthat 0! is 1.

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

Quite often the objectsfrorn which a selectionis to be madeare not all

rent differentfrom eachother.It may be that a set of n objectshasn1 objects
lese all the same,n2 objectsall the same.. ., nj objectsall the samesuchthat:
rible
n:n1 *n2 I ..1 ni
;on
ngle If al1the objectsare to be selectedthen the number of permutationsis
, P , r .' , , . . . . . . ow h e r e :
/s of
p
and n' n1,n2,n3,.,.,nj
n1ln2ln3!...nil

. 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

(j( + y)" : (n ),' 'r'

 COMMON PROBABILITY DISTRIBUTIONS 75

where,xis a positiveintegerandr is an integervaryingin stepsof 1.0from

0 to ,?.
_ When \rrittenout jn full rheexpression is:
l n- \l x ' - r y + { /. r \
{ x - ry ) " : x n + l 1 " . - r y r ' . . .+ y "
\r'l \z/
Note lhat:

(;):(;):"

Example3.4
Expand(x + y)3.
Solution

(x+ .y)3 't

- ,. * (?)". * ()),,-,r, * t,
: x3 + 3x2y + 3xy2 + y3

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

For part (i) r: 3: .\.

,n:
: jf
Probability t+l' . (*)s: 0.104
)! J! "
res
For part (ii) r - 0:

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'' .'

where X is the discretevariable representingthe number of times the

eventcan occur (0 { X ( n). V
br
This discreteprobability massfunction is called the binomial distri-
bution because,if we successively insert valuesfor X from 0 to n, the
valuesobtainedfor the function are equalto the successive termsof the
binomialexpansionof (q + p)'.
The shape of the binomial distribution, which, being discrete,ls
representedby a line diagram, varies considerablywith the valuesof
both n and p.
This is demonstratedby Fig. 3.i depictingtwo binomial distributions,
both with n equalto 10 but with p:0.2 in the left-handgraph and
p : 0.6in the right-handone.
 COMMON PROBABILITY DISTRIBUTIONS

Note: The notation B(n, p) is usedto indicatethe binomial distribution

that hasthe parameters n and p.
For example,the two distributionsshown in Fig. 3.1 would be
representednumericallyby the symbols B(10,0.2) and B(10,0.6)
resDectivelv.

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

EVALUATION OF crtf VALUES FOR A BINOMIAL DISTRIBUTION

Example3.7 illustratesthat, although individual valuesof p1(x) can be

easily obtained from the formula for the pmf, it can be tedious to
determinea particularcdf value.particularlyif n is largeand x is closeto n.
Tabulatedvaluesareavailableand the writer hasfound that the tables
prepared by Neave (1978) are more than adequatefor the level of
probability usedin this text.
A part of the table that give valuesof the equation:

E /-\ _

.a(l)n,'
and is appropriateto example3.7 is reproducedbelow.

0.40

0 0.0016 0.0004 0.0001

I 0.0142 0.0046 0.0013
2 0.0600 0.0236 0.0082
3 0.1646 0.0783 0.0328
4 0.332'7 0.1886 0.0942
5 o.5344 0.3550 0.2088
6 o.7217 0.5491 0.3743
7 0.8593 0.7283 0.5634
8 0.9404 0.8609 0.7368
9 0.9790 0.9403 0.8653
l0 0.9939 0.9788 o.9424
11 0.9986 0.9938 o.979'7
12 0.999'7 0.9986 o.9942
13 1.0000 0.999'7 0.9987
l4 1.0000 1.0000 0.9998
IJ 1.0000 1.0000 1.0000
to 1.0000 1.0000 1.0000
l'7 1.0000 l.0000 1.0000

The valueofFx(4), requiredfor example3.7,can be readoffdirectly from

the table.
Tabulatedcdfvaluesareavailablefor n valuesfrom 1 to 20.For larger
valuesof n, it is possibleto determinecdf valuesbecauseof the fact that
the binomial distribution approximatesto another discreteprobability
distribution, the Poissondistribution, and also to a continuousdistri-
bution, the normal distribution,both of which are describedbelow.
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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

This expressionis known as the Poissondistribution and is usually

written in the more generalform:

: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.

Number of years Number of floods

30 0
35 I
22 2
10 3
3 4
0 5

Determinethe probability of flooding for the next fifty years.

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\ \

Writing out the full equationto six terms gives:

/ t.2I' r.213 1.214\

: 0 ". 2- -9-8- \2 l1+ 1 . 2- 1 + + , + - I
2t 3! 4t )
: 0.2982+0.3608+ 0.2183+ 0.0881+ 0.0266

Theseterms,when taken in successive order, representthe probabilities

of no floods,one flood, two, three and four floods.
Each probability value can be found separatelyby using the general
formula by denotingX as the random discretevariablethat represents
the number of floods possible.For example:

Probability : p.q:
of 3 floods ={]flI?f
:0.0881
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

Usjng the probability valuesobtainedthe expectedflood situation for THE

the next fifty yearscan be estimated.
It ca
No. of yearswith no floods :0.2982 x 50 : 14.9 mx=
No. of yearswith one flood - 0.3608x 50 : 18.1
No. of yearswith two floods : 0.2183x 50 : 10.9 Exa
No. of yearswith threefloods: 0.0881x 50 : 4.4 The
No. of yearswith four floods : 0.0266x 50 : 1.3 beet
sho,
The readermay observethat the calculatedyearsonly summateto 49.6.
Thisis becausethe p1(x) valuessummateto 0.992insteadof 1.0,inferring
that thereis a minimal probability (0.008)of five floods occurring.

Alternativesolution by the useof tabulatedvalues.Valuesoi

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

By linearinterpolationbetweenthe two setsof valuesit is possibleto

Ass
determineFy(x) valuesfor k: 1.27:

x 0 1 2 3 4 5 6 ' 7
F1(x) 0.2983.0.65900.87730.96530.99200.99840.9997 L0000

Hence:

Ptx :01 :0.2983 Px(0): 0'2983

P[x < 1] :0.6590 Px(1): 0.3607
Ptx < 2l :0.8773 PxQ):0.2183
P[x < 3] :0.9653 px(3): 0.0880
It
PIX < 4] :0.9920 Px(4):0.0267
act
PIX < s] :0.9984 Px(5): 0.0064 val
PIX < 6] :0.9997 Px(6): 0.0013
an,--
It is seenthat calculatedvaluesof py(x) comparevery well with those
derivedfrom the tabulatedvaluesof Fx(x).
 COMMON PROBABILITY DISTRIBUTIONS

: for THE MEAN AND VARIANCE OF'A POISSON DISTRIBUTED VARIABLE

It can be shownthat ifX is a Poissondistributeddiscretevariablethen

m":Ya1(f,):ls.

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

IfX is the random variablerepresentingthe number ofdeaths,show that

it has a Poissondistribution and determineits mean value and standard
deviation.
Solution
The examplewill be solvednumerically.

k: +:0.1t e x p ( - 0 . 7: )0 . 4 9 6 s
-: to
Assuming
a Poisson
distribution
thefollowingtablecanbe obtained:

Px(x) Frequency rpx(r.) -r'px(x)

: 30p1(x)

0 0.4965 14.9' 0.0 0.0

I 0.34'7
6 10.4 0.34'/
6 0.347
6
2 0.1211 3.1 0.2134 0.4868
3 0.0284 0.9 0.0852 0.2556
4 0.0050 0.2 0.0200 0.0800
5 0.0007 0.0 0.0035 0.0i75
Total 1.0000 ',,i.sdst ' L 1 87 5

It is seen that the calculated frequenciesagree very well with those

actually observed.The assumption that X is a poisson distributed
variable is thereforesatisfactory.From the table:

ElXl: m^:0.6991
lose and:
- 0.69972
va(x) : 1.1875 :0.6979
 84 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

Both thesevaluesare extremelycloseto 0,7which is the valueofk

which
proves,numerically,that my eQualsVar(X) and is equal
to k.

THE POISSON APPROXIMATION TO THE BINOMIAL DISTRIBUTION

The binomial distribution can closely approximate to Ifr
the poisson equ
distribution when it consistsof rare evints, i.e.when z is laige
anOp is
small.
eventis generallyconsideredrare when n is greaterthan or equals Ext
_^An
50 and np is lessthan five. For suchinstancesthe-binomiai Usit
distribution can be written as: frobability
valu
exp(-k)k- Soh^
Px(xl:-#-
Valr
where/r : mx : np-

The normal distribution fx(.l

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

fx(x): exp[-1x - 44.9rr186.07

1634 |
 COMMON PROBABILITY DISTRIBUTIONS x)

By inserting values for x. into the above formula the corresponding

valuesof f;(x) can be obtained.For example:
for x : 30 fx(x) :0.0047
If values for x, covering an appropriate range, are inserted into the
equation,the normal distribution is obtained.

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

The propertiesof the normal distributionare well documentedand

tablesof valuesof f1(x), etc. are readily available.In order to use this
information it is first necessaryto changethe r valuesinto a set of
standardised.or reduced,variables.Thesevariablesare dimensionless
'z'
and areusuallygiventhe letters or'y'.In reliabilityanalysiswork the
letter'z'is usedto designate the limit statefunctionand it is therefore
the
probably lessconfusingif the letter 'y' is usedfor reducedvariables.
.x, The correspondingreducedvariable,y, of a randomvariable,X, which
hasa standarddeviation,dx, and hasattaineda value,x, is givenby the
expression:
X - lll x
1:_o*
m2
mal The pdf ofy is known as the standardised normaldensityfunctionand
hasthe propertythat its meanis zeroand varianceis one.Because
its of
this,the pdfis oftensymbolisedasN(0, 1)whereasthe pdfofthe normal
distriburion of example3.9is writtenas N(44.85.6.56'?).

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

THE NORMAL APPROXIMATION TO THE BINOMIAL DISTRIBUTION

. Ifn is small,valuesfor a binomial distribution are calculateddirectly
or
obtainedfrom tables.This is difficult if n is greaterthan 100.
i, binomially distributeddiscreterandom wirh p and q values Exa,
.II f i
which are b:tl not too closeto zero,then its distribution becomesvery
xoiv.epnl_Yr-rclllulEf ",(
LIBRAHY
 COMMON PROBABILITY DISTRIBUTIONS

:rslty close to a normal distributionif n is increased.The mean of this

distributionis np and its standarddeviationi",["pq.
This approximationto the normal distributionis exactwhen n is
infinite and is very closewhen both np and nq are greater than five.
Therefore,we can use the tabulatedpropertiesof the standardised
normal distribution to determineapproximatevalues for a binomial
distribution.In this casethe standardised
variable.y. becomes:
x -np
fri
When a curve tends to approachanother line at infinity the curve is said
to be asymptoticto the line. This is why the binornialdistribution is often
referred to as being asymptotically normal.
Thereis one problem that ariseswith approximatinga continuousto a
discretevariable.The discretevariable can only achievea value taken
f r o m a f i n i t e s e t o f v a l u e s ,s u c h a s x 1 , x 2 , x 3 , x + , . . . , x n , w h e r e a st h e
continuousvariablethat is to approximateit can have any valuefrom an
infinite set ranging from rr to -,(n.
As discussedin chapter 2 the expressionP[X : r] has a meaning
when the variable is discrete but is equal to zero if the variable is
continuous. Hence, in order to approximate a discrete variable to a
contrnuousone, we must think of eachdiscretevalue as being the centre
point of the correspondinghistogram cell (Fig. 3.3).
Considering the binomial distribution , if the number of Bernoulli
trials was 200 and if X was the number of successes, then the probability
that there were 125 successesj PfX:125f, must be approximated to
P[124.5<x(125.s].

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

(ib) - by ndrmal approximation

:np : 0.35x 45 : 15.75 Jrps : x 0.65x 45 :3.200
",/635 Example
Ptx : 2Q1.,+
Fg19.s
s x < 2o.sl Xisadi
19.5- 15.7s distribut
Irs.s=--5j(,_-:l'172 P[10 <
20.5- ls-ts Jolutton
Y2o.s:- 3m-:1.484 For illus
threedif
From appendixIII, F"(1.172)equals0.8794and Fy(1.484)equals0.9310. (c) by n<
Hence:
PIX : 20] + 0.9310_ 0.8794: 0.0516 (ia)
(iia) - using formulae
(ib)
P l 2 2 < X< 2 5 1: P t x = 2 2 1+ p l x : 2 3 1
From N,
, f PLX:24) + P[x: 25]
/4s\ / t <\
( ;; )0.35,,0.65,r
+ (ll )0.:s,'o.os,,
\.2/ \25)
(ic) P[.
/ 4' s" \ /^<\
r I 1 0'.-3 5 2' '4-0-. 6 s+r' \' [21s" _
)]"0.. -3-5 2*s"0.. 6 5 2 o
\24)
: 0.0i910
+ 0.01029
+ 0.00508 : 0.037
+ 0.00230
'
(iib) - by normal approximation

< x < 251+ p[21.5< x < 25.5]

PL22
Now. y:r.s : 1.80and lzs.s:3.047 and, fiom appendixIII, we can Hence, fi
obtainvaluesfor the rwo'dumulative
probabilities:
Fy(1-80):0.9641. Fy(3.047): 0.9989
r10.
90 PROBABILTTY AND STATISTICS IN CIVIL ENCINEERTNG

(iia) PIX < 101: p;(0) + px(1)+ px(2)+ "'+ px(10

exp(- L2)12o, exp(- l2)I2r
: Or
or - r! thc
exp(- l2)l2to l
. exp(-12)122
*." *.- - 1 , an
-
l2l thr
:0.3472

(iib) PIX < 10] : Fx(10):0.3472 from tables

(iic) Plx < 101+ P[x: 10.5]

Now: In
: s- l 2
l 0 .'-;=-: - 0.4330
i/ro.s
" JTz TT
Hence,from appendix,Ill: I
(iiia)
P[x < 10]+0.332s t lnr
of

P[10< X ( 14]: p1(10+ px(11)+ px(12)+ px(13)+ px(14)

exp(-12)10. exp(-12)i1 exp(-12)ra I
-.- - A
:

:0.5297
lCI
--
11!

-"*,n'
-"
I Ft
ln
(t
(iiib) P[10<x< 141: R"1141
From tables:
; 0.7720- 0.2424
:0.5296

Note that, as X is a discretevariable,F;(9) and not Fy(10) is used.

(iiic) P[10< X < 14]+ P[9.s< x <.14.5] (ii
1 4 . 1-5 1 2 : u t L t l
Yra5:
n.,

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

The centrallimit theorem

- One of the most important theoremsof statisticsis the central limit
theoremand it is extremelyimportant in samplingtheory.
IfX is a populationwith a meanvaluem1and a standarddeviationo;
and if S, : xr, x2, x3,.. ., x, is a randomsamplecollectionfrom it, then
the centrallimit theoremstatesthat:
i=n
The meanof the sample,m5,givenby,l x1,is reallya variablewith
a distribution that approximatesto normal and has a mean value
m1 and a varianceoyzfn.
(
In otherwords:
/ns: N (mX,6x2ln)
The approximationimprovesas the value of n is increased.
In practicalterms,evenfor only a smallnumberofvariables,provided
that they aremore or lessofthe sameweightand that any dependency is
of a small degree,the distrlbution of their sum will tend to be normal.

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

In structural engineeringit is generallynot too difficult to obtain an

adequatenumberof measurements for the strengthsand unit weightsof
the constructionalmaterialsinvolvedso that reasonableestimatesof the
meansand standarddeviationsof theseparametersare possible.
However,in soil engineering,at the very best,it is usual for only one
 92 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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'

THE STANDARD ERROR OF THE MEAN

the valueof m5in soilsis usuallydeterminedfrom a small

As discussed,

i group of measured values

" and that
Lei ,ts assumethat thereis a large number of measurements
form of random
thesevalues are grouped into sets of five by some
for eachgroup then differentvalues
several
,"-t-".tlott.lt., i, d"etermined
I oi., *iff U" al,"rmined. The distributionofthesem5values
will be found
tobedistributedaboutameanvalue'ml,andtohaveacertainvariance
mean of the
value. For all practical purposesm1 is the value of the
nooulation.
"-if th. uulu", had beenplacedin groupsof ten' the resultingmsvalues
value' ma' but
l **ta ,titt have been distributed about the samemean
I
words the
,"o"iA ftu* had a smallervariance(seeFig 3 4) In other
I uu.iun..t ot.quul groupsofvaluesis relatedto n' the number ofvaluesin
l : eachgrouPand we cansaY:
I
I

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

The lerm o .r/ir is the standarderror of the mean'

of n
From the centrallimit theoremwe know that if a random sample
mx ar'd ^
valuesis selectedfrom a population that has a mean value
varianceof a2 then,as n increases, the distributionof:
.. Snln- mv -' llls - lflX
_ ' - -nn1
Sn :.- r,
oJn 6\/ nln ol.tG
 COMMON PROBABILITY DISTRIBUTIONS 93

I for
that
, (
onry
ion.
; the cr
:is is

Flg. 3.1 .Frequencycurvesof meanvaluesof groups

mall
tends to be normally distributed.In other words the sampling distri
that bution of the meansapproachesa normal distribution as the value of n
dom increases.
ues Therefore,the propertiesof the normal curvecan be usedto estimate
rund the dependabilityof a point estimationof the meanof a population.The
ance smallerthe valueof olnEt,i.e. the largerthe value ofn, the more reliable
i the the estimatedvalue of the population mean.
Now, for a specifiedlevelofconfidence,mx must1iewithin the rangeof
rlues valuesrrs Xk(r|\h) where k is a constant dependenton the level of
. but confidence.(Thelevelofconfidenceis equalto the unhatchedareaofFig.
; the 3.5.)
.esin If, for examplethe requiredprobability was 7 51then the areasof the
truncatedendsof the distribution (shownhatchedin Fig. 3.5)are both
equalto 0.5(100- 75) : 12.5%.
From appendixIII it is seenthat the l, valuesthat givevaluesfor Fv(y)
of 12.5and 87.5are -1.15 and 1.15respectively.
There is a 759(probability that m1 will lie within the range
roup
ms+r.l5olJi
us:

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

Let the ratio: Exam,

error in the samplemean (r) A
standarderror of the mean
Then:
Deter:
lms- m*l lm"- m*l the pc
ol.,/G (ii) In
where y is the standardisederror betweenthe samplemean and the These
populationmean.
Generallyan estimatedvalue,d, has to be usedin place.of o which
meansthat, insteadofestablishinga variable Iwe establisha variable Z with
where: them,
t:v:-+t
o/\/ n Solutil
or: The si
and w
, -lmr- m*,u/n- | Exa
J probal
These
wheres is the standarddeviation of the n samplevalues.
wit
 COMMON PROBABIiITY DISTRIBUTIONS 95

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:

4.6, 6.8, 8, 9.s

With this extra information determinethe rangeof valueswithin which
the mean value has a 97.5/. probabtlity of lying'

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

thereforedeterminethe valueof, that correspondsto a probability vatue Exa

of_97.5\. Fou
1 0+ 8 + 6 + 4 - 7 . 0 : drai
(i) n4: s:2.236
O the
Thus:
6:J! Det
"2.236:2.s8
From appendixIV, for a: 3 and P:0.975, t: 3.18.Thereforethe tak(
rangeof valueswithin which the population mean will lie is: shei
t sR
-'-j SoL
7.0-+ 3.i8 x : 2.90to 11.10 wit
/4
, T S
4 -.:0+ 4 . 6+ 6 . 0 + 6 . 8 + 8 . 0 + 8 . 0 + 9 . t50+ 6.0(
(iD i,is: r . rr :

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

Examples3.14,3.15 and,3.16deal with the problem of estimatingthe

rangeofvalueswithin whichthe true meanvalueofa populationis likely
to lie, to a specifiedlevel of confidence,i.e. to a specifiedvalue of PI
probability.Significancetestssuchas usedin theseexamples,when both
endsof the rangeof possiblevaluesare considered,are known as two- 3.
sidedtests.
In civil engineeringwe are often concernedwith the most probable A
maximum loadings,or the most probableminimum strengths.We may
consider the most probable minimum strength to be the value that
has.onlya 5)( probabilily of occurrence.The level of confidenceis still J.

95\ but as we are only consideringthe bottom end of the distribution,

the y valuewe usewill be that correspondingto an Fy(y) valueof5|": we
A
are using a one-sidedsignificancetest.
Alternativelythe most pr.obablemaximumloadingmay be considered
to havea 5f chanceof occurrenceand we would considerthis loadingto -t,
occurat a z valuecorrespondingto Fy(y) equals95\, againa one-sided
significancetest.
This approachhas led to the useof characteristicvalues,suggested in A
CPll} (1972), for reinforced concretedesign.This code definesthe
characteristicstrengthas the value of the cubestrengthof the concrere,
the yield or proof stressof the reinforcement,or the ultimate load of a
prestressingtendon,below which not more than 5i,( of the test results
will fall.
For a parameterwith a normal distribution:
Characteristicstrength: mean value - I.645 x standarddeviation
Characteristicload : mean value t 1.645x standarddeviation
The draft standardon the reliability of structures,producedin 19g4by
the InternationalStandardsOrganization(ISO) suggests that character-
istic valuescould be usedin soil calculations.
 COMMON PROBABILITY DISTRIBUTIONS 99

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.

Answer:(i) 32 v 60;(ll) 15;(iii) 336;(iv) 20; (v) 1; (vi) 3 108 10s

v
.t
I 3.2 Five soil samplesare to be tested,one after the other. In how
many differentwayscan the samplesbe selectedfor test?
Answer: 120.

J.J Twelveconcretecubeishavebeendeliveredto a materialslabora-

tory whereany six of them are to be tested.How many arrange-
mentsof six differenttest cubesare oossible?
Answer:924.

3.4 Determine the number of different arrangementsthat can be

madefrom the lettersthat occur in the word 'STATISTICS'.
Answer:5O4O0.

3.5 Six seatsare placedaround a table.

(i) In how many wayscan six peoplesit around this tableso that
at leastone is in a differentseatin eacharrangement?
(ii) If the actual seat positionsare ignored how many different
ariangementsof the six peoplearound the iable are possible?
(For part (ii) it should be rememberedthat if the actual seat
positionsare ignoredthen the first personmay sit anywhere.The
secondpersonhasthereforethe choiceof five seats,the third per-
son the choice of four seats,etc. Hence, the total number.of
fossiblearrangements is 5 !)
Answer:(1) 720;(it) 120.

3.6 Thirty-two samplesare to be dividedinto groupsofeight. In how

manv wavs Canthis division be made?
Answer: 9.956 x 1016
1OO PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

BINOMIAL COEFFICIENTS

-3.7 Determinethe coefficientsof the third and seventhterms in the

expansionof (x * y)10.
45 and 2 10.
Answer'.

3,8 Determine the binomial expansionfor (x * 2)a and hence,by

putting X : 2, show that 4a : 256.

BINOMIAL DISTRIBUTION

3.9 A fair die is thrown eight times.Determinethe probability of:

(i) Exactly three 2s being obtainedin the eight throws.
(ii) At leastthree 2s will be obtained.
Answer'.(i) 0.104;(ii) 0.135.

3.10 If X is a discreterandom variable with the probability distri-

bution B(50,0.4)determinethe probability that X will eqlual25,
(i) by formulae, and (ii) by approximation to the normal dis-
tribution.
:1.2991 andz2r.r: 1.5878).
Answer:(i) 0.0a05;(ii) 0.0408(22a.5
 ChapterFour
the
The SecondMoment
Method of Reliabilitv
by ,dnalysis

The probabilityof failure of a structure

The term 'failure' is usedherein its most generalsenseand implies the

failure of the structure to satisfysome particular limit state criterion,
which may or may not be actual structuralfailure.
The frequenisticapproachcannot be appliedto the estimationof the
probabilityoffailure ofa civil engineeringstructurewherethe desisnand
:^ constructionis a onceonly operation.Even for similar,or prefabiicated
structures,where aspectsof the design work may be repeated,each
structure witl be built on a different site leading to the possibility of
differentsoil and geologicalconditions.
An evaluationof the probability of failure.of a structuremusL
_
therefore,be undertakenby the applicationof statisticsand probability
theory.
Considerthe resistanceor strengthof a structure,R, and the applied

=
:J

F a i l u r eS a fe
7<0 z>0

Bo, (R_S)
(cl

,Fig.4.1 The rcliabilityindexI

t01

\ ' - - . .
IO2 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

loading,S, to which it will be subjected.The valuesof both R and S are

not fixed but will assumeany valuewithin a rangeof values The extent
II

of these ranges will vary with the dgree of probability decided as

1]

acceptablefoi the designproblem (usually95l")' R and S are,therefore'

e
d
random variableswith difinitive, although possiblyunknown, proba-
bilitydensilyfunctions(Pd[s).
Figures4.1aand b show assumedpdfs for R and S and illustratethat
failuie will occurwhenR is lessthan S.If Fig. 4.1bis subtractedfrom Fig'
4.1a then the probability curve of Z : R - S (strengthminus load), is
obtained, Fig.4.1c.
Theprobabilityoffailure,Ps,equalsP[(R - S) ( 0] whichis equalto
PtZ < 0l and i is the limit state function for the particular mode of
failure being considered.

Methodsof reliabilitYanalYsis

Thereare threemain methodsin whicha structuremay be designed to

achievea certain probability of failure value and theseare describedin
Report63 of the G.I.R.I.A.(1976):
Level I a designmethod involving characteristicvaluesand partial
factorsof safetY.
Level II a reliability analysiswhich usessafetychecksat a selected
point (or points)on the failureboundary,definedby Z' the
appropriatelimit statefunction.
LevelIII an extremelycomprehensive probabilityanalysisin which
'exact'safety checks,usinga full distributionalapproachfor
the variables, are carried out for the whole structural
sYStem
The levelI approachis more a hopefor the futurethan a methodthat
existsat the moment.When evolved,the methodwill not requirethe
actualdetermination of a valuefor P6as a particularlimit statewill be
considered safeif the appropriatepartialsafetyfactorsarenot exceeded'
A list of ihesefactorswill be givenin the designcodes'
The problemis that valuesfor thesepartialsafetyfactors,for a suitable
rangeof structuralelements, will firsthaveto be obtainedfrom reliability
anaiyses carriedout by eithera leveliI or a levelIII approach'
The levelIlI methotlis really a form of pure mathematics and will
probablyonly be usedfor the analysisof specialstructures, in whichthe
ieliabiliiy level is of critical importanceor where it is particularly
t o P l i m i steh ed e s i g n .
i m D o r l a nl o
 THE SECOND MOMENT METHOD OF RTLIABILITY ANALYSIS TO3

The level II method,often referredto as the reliability index method'

1t involvesfairly straightforwardmathematicsand there is generalagree-
tS ment that this method has the potential of either being used for the
evaluationof suitablepartial factorsfor the levelI method or as a direct
a- designmethodin its own right.
This book dealsonly with the level II method

6.
1S ReliabilitYinrlex

!o Generally,thereis not sufficientinformation regardingthe tails of the Z

of distribution and the criterion Ps equalsPtZ < 0l is thereforereplaced
with one that involvesthe mean value and standarddeviationof Z'
In Fis. 4.1c the distancefrom the mean of Z, m", to the failure
boundaiy,i.e.the poini at which Z equals0, can be expressed in termsof
oz, lhe itandard deviation of Z, and equals foT p is known as the
."liubility index and is a measureof the safetyof the system.Obviously:
to m7- Bo":Q i e 'B : 1 . 1 o '
in
Now:
mz: mr.- ms
ial
Hence:
ed lllp. - llls
R _
he 67

ch The factor of safety,F, is equal ro mpfms.

br The expressionfor F is purely deterministicwhereasthe expressionfor
of
:al Bincludesnot only nrpand n5 but alsoo7, a measureofthe uncertainty
toth R and S. It can thereforebe seenthat p is a more meaningful
measureof safetythan F.
rat
.he
be BasicvariablesPace
ed.
In most practical problemsR and S will rarely be singlevariablesand
ble
will be vectorsmade up from the set of relevantbasicvariables'
itv Basicvariablesare the fundamentalparametersinvolvedin the design'
Examplesare the ultimate strengthsof the materials to be used,the
vi11 intensity and type of loadings,depth of reinforcement,etc' If n basic
ihe
variablesmake up a particular random variableX such that:
rly
x: ( x t , x z , X r , . . . ,X " )
 IO4 PROBABILITY AND STATISTICS IN CIVIL ENGINEERINC

then th: basic variable space is the z-dimensional

space that will
Iepresentall possiblevaluesof X. KNy'
that x, which equals(x1, x2, x3, . . ., :r,) is a singlepoint tan(
coordlnates of 4@,
"^lT:-:::t xr . xr, x., . . ., xo and represents
the situationwhe"nthe basic
variables,Y,'Xz.X:,'...X"havevaluesxItoxn. The
Z is a function of all the relevantbasicvariabGs (10(
so we can say that, so tl
generally:
the
Z: g ( X1 ,X 2 ,X 3 , . . . , X disti
")
and that: equ:
It
Pr: PIZ { 0l : P[s(X1, Xz, Xr,..., XJ ( mea
0]

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

represented ass(o, $,1) or.g(xr, x2,

!^::yo: and
equafs.0 -' c) whereX1 equalso, X2
c is a consrant lequalro iol.
As thereare onry two randornvariabres,n is
2. The failure boundary N ote'.
will show up as a line on a rwo ai-.n.io.rUlto,. englne
f'fliJ'in" u"
obtained_from the equationtan f equals50rb;hi; i. pu..fy "un ticians
istic and hasnothingto do with probibility a","._in-
iheory.Ho*iu".,,it ti," ."ut", genera
for o and / are so chosenthai th" l""ih;;i;;i;;# repres(
deviationof a (20 kN/m2) is equal to the standard
length ,hJ-.""p^.irrn,, on"
:?,19i.d.*"i".,.'"n d (t) thentheminimu;?;;; i.'J_,r" _"un
pornt ro the failure9f
boundary
will be equalto p, the."fiuiifi,v lnao.
By selectingsuitabtevaluesf.: ,;r;;;i
valuescan be obtainedwhich leads"to ". "..*.p.rhg O When
the vilues ofJ-,uiri"l"O ",
OA"*.
line,ar
 THE SECOND MOMENT METHOD OF RBLIABILITY ANALYSIS 105

n ill kN/m'z 40 60 80 100 r20 140 160

tan d 1.25 0.833 0.625 0.5 0.41't 0.35'1 0.313
:t of $ (degrees) 51.3 39.8 32.0 26.6 22.6 19.6 l'7.4
taslc The failureboundaryis shownin Fig. 4.2atogetherwith the meanpoint
(100,35').The centralpart ofthe diagramis shownenlargedin Fig.4.2b
Aat, so that an accuratedeterminationofthe distancefrom the meanpoint to
the failure boundary can be obtained.Due to the scaleschosen,this
distanceis in terms of the standarddeviation of Z and is found to be
equalto 1.16.Hencethe reliabilityindexof the systemis i.16.
It can be seenthat the smallerthe minimum distance,the nearerthe
meanpoint is to the failureboundaryand the greaterthe risk of failure.

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

40 80 120 160 60 80 100

a - kNlmZ 6 - kN/rnZ
(4, (b)
Fig. 4.2 Exali.ple 4.1
r,Xz
Note: There is an unfortunateclashof symbolsin the example.Civil
:dary
engineersuse the symbolo to representnormal stresswhereasstatis-
.n be
ticiansusethesamesymbolto represent standarddeviation.As therewill
mtn-
generallybelittle risk ofconfusionit wasdecidedto leavethesymbolo to
rcales
representboth normalstressand standarddeviationin this text.
:dard
i one
flean Reliability analysisby the secondmomentmethod

ian Q When thereare severalvariablesthe failure boundaryis a surface,not a

elow. just described
line,and the plottingtechnique cannotbe used.
106 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

A practical alternativeis the level II method which, as it dealswith can

meansand variances,is classifiedas a secondmoment approach.(The
iariance of a random variableis its secondcentral moment.)
Secondmomentmethodsof reliability analysisoriginatefrom work by If gt
Mayer (1926),but werenot seriouslyconsideredfor a further forty years plo
when the works of Cornell (1969),Ravindra et al. (1969)and Rosen-
blueth and Esteva(1972)werepublished.
A simplemethod of safetychecking,which involved somestatistical
measureof the uncertaintiesbut did not employ complex integrations
using full probabilitity distributions was suggested.The mathematical
work wasconsiderablysimplifiedby assuminga planarfailureboundary.
A linearfailureboundaryrarely occursin practice(see,for example,Fig.
4.2) but it is possibleto obtain a local approximation to linearity by
meansof a Taylor's expansion. in which second-orderterms and above
are ignored.Becauseof this the method was referredto as a first-order
secondmoment method. -
The method,reportedby Cornell (1969)and Rosenbluethand Esteva
(1972),consistedof expandi4gthe limit statefunction at the meanpoint F
(i.e.meanvaluesof the variableswdreinsertedinto the expressionfor Z), mol
in order to createthe local approximationto a linear failure boundary. ^l

Becauseof this the method was referredto as a mean value first-order A

Secondmoment method. carl
L

THE ADVANCED FIRST-ORDER SECOND MOMENT METHOD

(Fir
Although a significantstep forward, Cornell's method had the senous
disadvantagethat the position of the boundary approximation could
vary with the way the expressionfor Z waswritten.The methodregarded wht
an expressionsuchas Z - 2x2 l2xy asquite differentto the expression
Z :2x(x * y) and would produce a different value of B for each
expression.
This sensitivityof the reliability index was pointed out by Ditlevsen
(1,913)and an invariant secondmomentindex wasproposedby Hasofer Rer
^the pro
and Lind (1974). authorsshowedthat an invariant reliability index
is obtainedif the point chosenfor the linear approximationis actuallyon
the failure boundary.This point of maximum probability of failure lies
somewherealong the boundary and is generallycalledthe designpoint trt
and giventhe symbolx*.
Hasoferand Lind's work wasextendedby Rackwitz(1976)and led to
the advancedfirst-order secondmoment method which will now be
briefly described.
It hasbeenestablishedthat the failure.i.e.the lirnit state"of a structure
 THE SECOND MOMENT METHOD OF RELIABILITY ANALYSIS 107

rith can be expressed

as a functionof the relevantbasicvariables:
The
Z : c t 6 ) : Q ( Xt , X z , X r , . . . , X " )
-k-
If 9(X) consists
ofthe singlevariable,X, thenthefailureboundarycanbe
]AIS plotted{seeFig.4.3).

.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:

Ito Z - g ( x t + -x 2 * . x r * . . . . . x n * ) | tx; - x;+)g'(x;*)

|
be
_\- (x' - x,*) g/(x1*)
.ure
108 PROBABILITY AND STATISTICS TN CIVTI, EI'ICTNSENTNC

as
g ( x f , x z * ,x 3 x , . . . , x n * ) : Q

Therefore:

AS

and:

oz =^lL ls'(xf)oi)z

whereg'(xi*) is the first derivativeof 9(X) evaluatedat the point where

x+ equals(xf , x2*, x3!,.'., x.*).

The sensitivitYfactor

A measureofthe contribution ofany variable,Xi, to the vaiueofo2 is its

sensitivityfactor, 41,which is simply the ratio:

.: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

I g'(x;*\llmi- x1*)- c,Bo'l : Q

The value of xi* that satisfiesthis equationis given by:

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:

(1) Guessa value for B

(2) Set x;* : t?rifor all i values
I shere (3) Compute dg/6xi for all i, aI x: xa
(4) Compute a; for all i
(5) Compute new :ci* values
(6) Repeatsteps'3to 5 until stablevaluesof x;* are achieved
(7) EvaluateZ : g(xr*, x2*,x3*, ..., xn*)
(8) Modify B and repeatsteps3 to 7 to achieve Z:0
lo2 is its
Example4.2
Showthat a valueof 1.156for B determinesthe designpoint of example
4.r
Solution
Z:otanQ-z:O
: g ( X 1 ,X 2 , C )
where:
X t:o
X,: Q
C : 50 kN/m2

settingx1* valuesequal to mi+ givesxr* : 100kN/m2 and xr* :35".

AZ
g'(xt*\ : j*- : tanS I x1+:x2+:0.7002

s,(xz\: ft 1"", d I xr*;

xr*: 149.03
 110 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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:

Iteration Variables s'6t*)

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

Using the final derivedvaluesfor Xl andX2 the closingerror for Z can

be obtainedand equals0.0137, a valuethat mostengineerswouldaccept
as equivalentto zero.Therefore: designpoint : (82kN/mr,31.3g.)and
ll : 1.1s6.
 THE SECOND MOMENT METHOD OF RBLIABILITY ANALYSIS 11I

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

A reducedvariablehasthe propertiesthat its meanvalueis zero and its

standarddeviationis one which meansthat the origin of the axesthat
representthis reduced spaceis also the mean point of the reduced
variables.The failure surfacecan now be expressedas:
z: h(.y)
where:
io) : n0,'v',vs,...,.vJ
Taylor's first degreeapproximation to Z at the point x* has already
beenestablished:

Z = g(x1*,xzs,X3*,...,x"*) + f {t, - *,*)a'{",*)

t= I

at the point y* : (yf ,y2*,y:*,..., y'*) is

The linearapproximation
therefore:

Z . = h ( y 1 * , y 2 a y' : * , . . . , . ! n * )' | -
I Oi Yr*)h'(Yi*)

simplifying to:

Z: I r ',.- yt*)h'(yt*)

The meanof Z is therefore:

mz= L . th,( v,al

l m i - . v,* : rit h,(v,+)
t=l

(as the meanof a standardisedvariableis zero) and:

o.: I aih'(yya)o1
can
:ept
and - Y -.1",r,,.*\
 ti pRoBABrLrrya.Nosr,trrsrici rN crvrl ENGTNEERTNG

(as the varianceof a standardisedvariableis one. Now: . (

(N
!;

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

(10) Repeatsteps5 to 9 until valuesconverge.

(Note that in step7 the term dyihasbeenincludedbut it is equalto oneas
y; is a standardised variable.)

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..

The first threestepsofthe iterationprocedurehavenow beencarriedout.

The procedurecontinues:
Det
 THE SECOND MOMENT METHOD OF RELIABILITY ANALYSIS 115

For this two-dimensionalproblema graphicalsolutionis possibleasthe

failureboundarycan be plottedin a similarmannerto that of example
4.1.By selectinga rangeof suitablevaluesfor yr, determiningX, and
calculatingthe X, values,the corresponding set of y2 valuescan be
obtained.
lt -2., - 1.5 - 1.0 0.5 0.0 0.5 1.0
xt GN/m1 '/o
60 80 90 100 110 120
xz1 39.8 35.5 32.0 29.1 26.6 24.4 22.6
.y, 0.96 0.1 -0.6 1.18 1.68 2.12 -2.48

The failure boundary is shown plotted in transformed variable space in

Fig. 4.4. It can be seenthat the value of 6 scales1.16.

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:

lvt can s.d.

:2n
xr 3.5 0.4
JT: 10.0 1.0
x3 2.5 0.5

Determine the reliability index of the system.

 Solution
-Ls Z: R - S, the limit statefunction can be written as:
-- n -- .
Z: s(X): XzlXl - Xz:O ( l)
I

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)

whichgivesa f valueof 1.90.

for B is setout below
The full iterationprocedrire
 118 PROBABILITY AND STATISTICS
IN CIVIL ENGINEERING

If the variablesare not no or if the linearapproximation poor

the P, value obtained,ro,o'11 is
.norio;ui;;; u'uis referred
ro as the
"#;; ;',:'; ;lir.f ;;,,r,o.'.T

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,-

E:: is poor ChapterFive

t:o asthe

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.

Variable Symbol Mean value (m) s.d. (d)

Ml x1 300 30 kN/m
x2 30 3 kN/m
W x3 25 5 KN

Determine the reliability index against bending failure.

119
 I2U PROBABILITY AND STATISTICS IN
CIVIL ENGINEERING

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:

62: uKzc,Tr:-g+zsi= tz.ta,

and, after the first iteration:

lr : -2.767; yz: 1.245; ls: O.692

Colvergenceis rapid and the full iteration
for B is set out below.

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

The full iterative procedurefor p givesthe following values:

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

and, with the meanvalue 2.8m, k equals0.1878.

Standarddeviationof the dimensionequals0.075x 2 8 : 0.21m.
If the dimensionis one standarddeviationgreaterthan 2.8m then it
equals 3.01m and k equals 0.2121whereasif the dimension is one
standarddeviationlessthan 2.8m it is equalro 2.59and k equals0.1644'
An approximatevalue for the s.d.of k is therefore0.5 (O.2I2l - 0.1644)
= 0.0239.(This approximate method for determining the standard
deviationof a variableis describedlater in this chapter.)
Hencethe relevantbasicvariablesare:

Variable Symbol Mean value

E xl 20000 2500 MN/m'?

I 0.01 0.0005 mo
W x3 800 125 KN
k 0.1878 0.0239

The expressionfor Z is now:

+ m) - 64(y3o3'tm)(y4o4 + m4)
z :lOO(ytor + m.t\(y2o2

and the iterativeprocedurefor B is as set out below:

 APPLICATIONS OF THE-SECOND MOMENT METHOD

h(v)

0.0 0.0 0.0 0.0 0.0 10384.6

1 - 34;74
2 -2.36 -0.94 1.42 1.16 3.13
-2.20 -0.65 1.59 1.38 3.12 - r05.8s
3 -0.12
4 -2.1'7 -0.65 1.59 1.37 3.09
-2.l,',l -0.65 1.59 1.3'1 3.09 - 0.01
5

The reliability index is reducedto 3.09.

Example 5.4

.Fg. J.3 Examble5'4

A beam,fixed at both ends,has a span,l, of 5 m and is loadedwith a

centralpoint load W as shownin Fig. 5'3'
The cintral deflectionof the beamis equal to:
rit
)ne I WL3
44. 192 El
M)
ud Determinethe reliability index that the central deflectionwill not be
greaterthan Z/100giventhat Z is offixed valueand that the valuesofthe
relevantvariablesare:

Variable Symbol Mean value Units

'70 8 KN
W Xt
E 22000000 4 500000 kN/m'?
I n3 0.00015 0.00002

R : maximumallowabledeflection: ft: o.osrn

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

The iterativeprocedurefor B gives:

t
Yr l'(v) Most
variabl
1 0.0 0.0 0.0 0.0 119.43 variabl
2 0.38 -2.44 - 1.59 2.94 17.50
3 0.63 - 3.22 - 1.33 3.54 )4\ resistar
4 0.62 -3.28 -0.89 3.46 -0.95 functio
5 0.5'7 - 3.28 - 0.80 3.42 - 0.04
6 o.5'7 -3.28 -0.'19 3.42 - 0.00
'7 -3.28 *0.79 - 0.00
0.5'7 3.42

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

The exoressionfor Z becomes:

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.

As an illustrationof the complicationsthat can arise considerthe

relativelysimpleproblemof a concentriccolumnload supportedby a
squarefooting, of dimensionsB x B m2 and founded at a depth of z
metres.The accepted for the ultimateload,Q", is:
expression
0 " - { l . 3 c N "+ ? z N q+ 0 . 4 7 8 Nl B )
N", No and N, arebearingcapacitycoefficientsand the factor ofsafetyof
the foundation againstbearingcapacityfailure is P/Q".
Now, N", No and N, areall functionsof { and if Hansen's expressions.
describedlater in this chapter,are adoptedthen the limit statefunction
for the bearingcapacityfailure of the foundation can be written down:
f / )
z - B ' z ct al n ' (4 5 "+ { ) e x p r nt a nd t - I I c o td
I \ 2 t I
r ,r,\
+ 7zB2
' tan2l45"+ + )exp(ztan d)
\ t/
-l
f r d\
+ y B 3 t a n { lt a n ' ?a{5 ' + ! ) e x p l r t a n i l - I l- P - W
L \ L / I

where I4zis the weight of the column and foundationlessthe weight of

the excavated soil.
In order to usethe secondmomentapprolch this expressionmust be
convertedinto reducedvariablesand then differentiated.When it is
consideredthat the averagebearingcapacityproblemwill includeextra
jt
terms such as inclined load factors,eccentricityof loading, etc., is
apparentthat therewill be manycasesin geotechnics wherea limit state
function becomesunmanageableand that some folm of simplification
musttake placeif the secondmomentapproachis to be used.
A simplified approach, suggestedby the author, Smith (1986)' in
which the various functions of @ are regarded as forming a set of
independentvariables,eachwith its own expected(or mean)value!and
its own standarddeviation,will be usedhere.
 126 PROBABILITY AND S'IAT.ISTICSIN CIVIL ENGINEERINC

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

",: J,L (e,'o*)' an

where:
AIT

OA

i.e. the first derivativeof U with X : mt.If X is a singlevariablethen:

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

iard Treatmentof bearingcapacityfactors

nof
Meyerhof'sequations(1955)for the bearingcapacitycoefficientsN" and
No arenow generallyusedin geotechnicsasthey are recognisedasbeing
probablythe most satisfactory.
/ /b\
N": (rYo- 1) cot @; No : tan'(45" + tan Q)
i )exp(n

Unfortunately there is not the same firmness of opinion about the

remainingfactor, Nr. For this text the writer decidedto use Hansen's
equation(1970):
N , : 1 . 5 ( N -q l ) t a nd

N, : 1.5tur'O[tun'(+s'+ $)""nt" tunOl] - r'stu"4

IS:
The meanvalueof Nu canbe quickly found by insertingthe meanvalues
of { into the aboveequation.
ihe standarddeviationof Nr can be found from the expression:

hose m o, o 6
' d Q
f 2".
 128 PROBABILITY AND STATISTICS IN CWIL ENGINEERING

involving the differentiationof.the. equation

for N,
tedious,is relativelysimpleand l"ud. t; th";;;;;.;i;r,""""which, although. (r
,AI tr ^
3uq
: t . st a n6 l z c o s Q -x9(fttan
lg - sinO), " O) s
(t
+ tun'(s" +*),""", Ir
Q(expntang)]
a.

* 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

Detemination of s.d. valueswithout rlifferentiation

H,
Someof the { functionsusedin geotechnics
are fairly complicatedand
their differentiationcan presentproblems.
A.*uy around this difficulty is to determine
- the valuesof the function
for @valuesonestandarddeviationon either
sideoi,ir"."""
The standarddeviation of the function t. ""fr" "fO.
iil;;;;;#;y
half of the diferencebetweenthe two values^ equat ro

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

foundfrom the expression Pr: O(-f) usingappendixIII. Hence:

p , : o ( - B ) : o ( - i . 1 3 s ): 0 . 1 2 8 ( - 1 2 . 8 % )

Example5.10is an interestingtest of the simplifiedmethod in that the

exactvalue of B(1.156)is known from the work describedin chapter4.
The simplifiedmethod,for this example,is in error by lessthan 2/".

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)

S consistsof two parts,the appliedpressure,p, which can vary, and the

weightof the foundation,0.5 x 24: 12kN/m2,which can be assumed
to be constant.Now:
:lg the Z:R_S
:q" p-12
Vr: 5%,so, dl : 18 x 0.05: 0.9kN/m3
Vp: 6'%so, dp : 500 x 0.06: 30 kN/m'z
and, from example 5.8,mean N., : 79.54and oN-- 14.05.
6 There are therefore three variables involved:
8
0 Parameter Variable Mean value Standard
0 deviation

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':

Using the suggestediterativeproceduregives s

the following: T
(s
h(y)
c(
1 0.0 0.0
2 *0.94 0.0 0.0 919.72
3 -0.44 0.39 3.48 39.53
-3.58 o.45
4 -0.38 -3.55 3.64 - 11.59 T
5 -0.38 0.43 3.59 - 0.09
-3.55 o.43 3.s9 0.00
Reliabilityindex = 3.59.
D
Nominal Pr:2.0 x lo-a (from appendix
III).

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

Fig. 5.4 ExampteS.I2

The retainedsoil is granular with the

following properties:
Unit weight: meanvalue : 20 kN/m3;
Angleof friction: meanvalue:40.; s.d.: 1.5kN/m3
,.i. : f.S"
9;12
9.53
r.59
0.09
0.00

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

probablevaluesfor the basicvariablesof the Z function canbe obtained.

With thesevaluesthe correspondingvalueof Z (equalto R minus S) is
found. The procedureis repeatedmany times and, if enoughiterations
'l arecarriedout then a histogram,and hencea frequencycurve,of Z such
;3 as illustratedin Fig. 5.5,can be obtained.
t-: Tables of random numbers are readily available but, nowadays,
randomnumbersare usuallygenerated by a computer.
The probability of failure can be expressedas the distancefrom the
meanvalue of Z to the failure point (the point whereZ equalszero).If
this distanceis expressedas Bo7 then we obtain the value of B:

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.

LevelII method Monte Carlo

1.15
Example5.10
3.59 3.80
Example5.11
2.82 2.64
Example5.12
a :ase ft
ChapterSix
=buted More Probabilitv
Distributions

As has been indicatedin the earlier chapters,

distributions the forms of the
of the basicvariables
in tfr" fmit ,tutelin"i,on tuu" uo
-*racy of B andhen""o., il," p."Ji"tion .ilrr" prouuoili,v
:l;;1,:[:n"
engineering,providedan adequareresrprogramme
^^l:^rjt"jyt
carnedout,thedesigner rs
shouldbeableto obtainu."a.onJbl"umount
statisticalinformationabouttheconstructional of
mat".iuf,liu, fr. in,"na,
to use.

,^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

A variableis said to havea lognormal(or

logarithmicnormal) distri_
bution when the logarithmsof its valuesare
,il_"lir'lir,.iUr*a. w"
l.r7
138 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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

F v ( t ): P [ v < y ] : P t X ( x l : P [ x < g - ' ( v ) ]: F * ( g ' ( v ) )

Now, the pdf of Y can be obtainedby differentiatingits cdl
d d fu"r'.
f F x ( g' ( v ) l l: t
d - t - r " lo "
r^" ( I ): ; F " ( y :)
J -
i,
which simplifiesto:
.*!-tYrfr(s
1
lo
'(Y))
/',.rvr-
P u t t i n gx : g-t(Y)

t"tYt: l* t*t"t (A)

In the caseof a longnormaldistribution:

X:lnY
Y : exP(X)
Hencewe can saythat:

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

Ierse And, with the relationshipof expression(A) and substitutinggives:

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

Substitutingin the expressionfor fy(y):

iJ
r",yr: l^ .-p[ os(trlzl-r"-tt)'l y>0
yo\\\/ zn L \6y / J
Note: It c^n be shown that:

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:

uil : u*Ji.-o[ _or('",r,oi;;soo,r)'l Fr

The appropriatevaluesof fy(y) correspondingto y are:

Fr
j4o 41 42 43 44 45 46 47 48 49 50
fy(y) 0.05330.05790.06110.06290.06260.06110.05820.0543O.O+S6
O.04qoo.orS:

and, using Simpson'srule, the areaunder the pdf curve is 0.560.

AlternattDesolution
Normal distribution information can be usedto solvethis problem.We
have alreadyestablished,for a lognormal distribution, the relationship
betweenI/ and X:
T
&trt: oqr*rr)
 MORE PROBABILITY DISTRIBUTIONS

If we express/y(y) in terms of its standardisedvariablethen:

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

a and b - the minimum and maximum valuesof X respectively.

r and t: numericalconstantsrelatedto the mean and variance Solr
of X.
B : the normalisingconstant.
Th,
The beta distribution is usuallysymbolisedas BT(r, t) and the rangeof
shapesof distribution curvesthat it can representis remarkable,varying
from rectanglesto symmetricalor asymmetricalcurves.
Iti
NECESSARY INFORMATION

The mathematicsbehindthis distribution will not be examinedbut if the

reader wishes to use the distribution he will require the following
information.
- a)zr(t- r)
mx:a+iO-A; 6 x, -_(b He
t'?(r+ 1)
Providedthat r and t are integersB can be found from the formula:
(r-1)!(t-r-1)l
B:
(t - 1)!
T}
ifr and t arenot wholenumbers,approximation canbe attemptedbut it ml
is probablybestto determineB by usingthe fact that the total areaunder th
the pdf curve is equal to one.
The procedureis to determinea suitablenumberofvaluesoffy(x) over
the rangeof X valuesusing the formula, with B put equal to one.
With thesevaluesand by Simpson'srule, the area under the curve
(with B equalto one) can be obtained.This valueof the areawill be the
true valueof B.
The methodis simpleto understandbut involvesa lot of tediouswork
which is bestcomputerised.

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

Fig 6.2 Examqle 6'3

Estimdtion of soil distributions

the study of the forms of

Various workers have been involved in
with the determination
iiririu",i"i i"t aifferentsoil parameterstogether
146 PROBABILITY AND STATISTICS IN CIVIL ENCINEERING

(i) Coheston This parameterbest fits a positively skewedbeta distri-

bution. (Positivelyskewedmeansthat the uppertail ofthe distribution is
longer than the lower tail.)
It is apparentfrom the formula for f1(x) for the beta distribution that
the minimum and maximum values,a and b, of the distribution must be
known. Providedthat thesevalueshavebeenobtainedby test measure-
mentstherewill be no problembut, bearingin mind that therewill need
to be about 30 measurements in order to obtain valuesof a and b to an
acceptablelevelof someform of estimationwill generallybe
significance,
necessary.
For the asymmetricalbeta distribution of the cohesionof a two
componentsoil Lumb (1970)suggeststhe following approximatevalues
for a and b:
a:m.-l.9o"i b:m. 1 4.1o.
(ii\ Friction The distribution of the tangent of the effectiveangle of
friction is more or lesssymmetricaland is closeto a symmetricalbeta
distribution.
If no measuredvaluesof the minimum and maximum valuesof tan @
are available,Lumb suggeststhe following approximations:
a : m 6 n 6 - 2 - 3 o ' ^r ; b :monel2.3or^",

ONE COMPONENT SOILS

(i) Cohesion For a saturatedclay the relevantstrengthcomponentis

the undrainedcohesion,c", which is completelydifferentto the drained
cohesionand, as one would intuitively expect,it hasan entirelydifferent
distribution.
The best approximation to this distribution is a negativelyskewed
beta distribution,i.e. an asymmetricaldistribution with a longer tail of
lower values.
Approximatevaluesfor the minimum and maximum valuesare:
a : m " "- 3 . 5 o b:m."t1.6o."
"";
(ti\ Friction It has beenfound that the assumptionof a symmetrical
beta distribution, as for a two component soil, or of a normal
distributionboth givesatisfactory for thedistributionof
approximations
tan @,where@is the drained,or effective,angle of shearingresistance,
although the beta distribution givesa closerfit for the lower tail.
Note: It has been shown, Lumb (1965)that variations in the effective
angleof friction, @,are statisticallyindependentof grading parameters,
 MORE PROBABILITY DISTRIBUTIONS l4'7

1- void ratio and degreeof saturationand that both @ or tan d can

IS generallybe takenas beingnormallydistributedvariables.

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

With reasonablequality control the unit weights, strengths,etc. of

manufacturedmaterialshaveonly smallcoefficients of variation,usually
not morethan 11. As with dimensions,it canoftenbe assumed that unit
weightsof materialssuchas steel,brick, or concreteare constant.
S
d
SOILS
.t
Typical valuesfor the coefllcientsof variation of the main soil parameters
c are listed below.
rf
Sand Silt Clay

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'%

Strength- two componentsoil

Two componentsoilsare extremelyvadablein strength.Typical coefficients
ofvariation
are given by Lumb (1974):
Clay shale:cohesion95%; tanO = 46y
Cohesivetill: cohesion100f{; tan O:18y
Residualsandsand silts:cohesion17i4; tarl O = 6"A

I
Time dependency
of variables

The parameters considered so far havebeensinglevariableswith values

assumed to be independent of time.This assumption is usuallyjustifiable
in not only the reliabilityanalyses of steelor concretestructures but also
for soil structures.
For example,althoughthe shearstrengthof a soil changesfrom
undrainedto drained,a reliability analysisis usually carded out using
eitherthe undrainedor the drainedstrengthvalues,dependingon the
designrequirements.
For all practicalpurposes, the dimensions of a structuredo not vary
with timeand thestrengths and densities of constructionalmaterialsalso
can usuallybe assumedas non-timedependent, any variationsbeing
considered asa randomprocess of the typediscussed in earlierchapters.
However,thepossibilityof finishinglayersbeingprogressively placedon
top of existinglayers leading to the phenomenonof a gradually
increasing deadload shouldnot be ignored.

. Probability distributionsof superimposed

loadings

Superimposedloadingsare obviouslytime dependentand vary consider-

ably in their nature although there can be casesof predictable ffoor
loadings where the assumption of a non-time dependent normal or
lognormal distribution is realistic and will lead to satisfactoryresults.
Outside the above exceptions the effect of time on superimposed
loadine should be considered.
 t49
MORE PROBABILITY DISTRIBUTIONS

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'

THEORY OF EXTREME VALUES

of
For suchloadingswe are oblisedto considerthe statisticaltheory
extremevalues.
As alreadymentionedextremeload valuescan arise from several
causes,
differentand independent probablythe most important being
earthquakes,wind, waves and snow.
The formation of an extteme-valuedistribution can be illustrated
possible
numerically,as in the lollowing example which deals with the
\ a r i x t i o no f i h e v a l u eo f w i n d r e l o c i t l '

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

is dividcjdinto cellsofeqiral width, say0.25,then the lowestcell will have

the rangefrom -3.75 to -4.00 and highestcell from 3'75 to 4'00'
The centreof the lowestcell is equalto - 3.875and,from appendixIII,
the probability correspondingto this value of z is 0'0001so that if the
computeris piogrammedto produce 10000 random numbersbetween
one and tO OOO,ttrdn the probability 0.0001equals the chance of it
generatingthe number one. If the number one is produced then we
ir.u." u i"ind tpeedcorrespondingto the centreofthe lowestcell,i'e' 65
-3.875x 16:3 km/hr.

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

Similarly'if the compgterproducesthe number 10000 we assumea

wind speedequal to 6['+ 3.875x 16 : 127kmlht-
Within thesetwo extremesa wholerangeof probablewind speedscan
be generated. It for examplethe numbergeneratedliesbetween1056and
1587,then it lies betweenthe probabilitiesof 0.1056and 0'1587'
correspondingto z valuesof - 1.25and - 1.00and a numbergenerated
-
within this rangeis taken to representa wind speedof 65 I'125 x 16
:47 km:4jr.
The programwaspreparedto produce50 independentdistributionsof
52 independentvalues,to representthe 52 weeksof eachof the 50 years,
and a completeset of weeklyreadingsfor one year is set out below and
illustratedin Fig. 6.3.The program could easilyhave beenadjustedto
oroduce50 setsof 365values,to represent daily readingsbut it wasfelt
ihat srrcha large number of valueswould only confusethe example'
 MORE PROBABILITY DISTRIBUTIONS 151

Week Wind sped Week Wind speed Week Wind speed

(km/hr) (km,hr) (km/hr)

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

The procedurewas now repeatedanother49 times to yield the 50

values of maximum annual wind speed.Each of these values is a
measurementof a new iandom variable l/, the variablethat represents
the extremevalue of wind speed.Thesevaluesare tabulatedbelow.
 MORE PROBABILITY DISTRIBUTIONS i53

ed Thereare 50 segments in the 11 cells.The first cell consistsof one

segmentand the area of this cell is therefore+ (0.02).
Dividing the area of the cell by its width (4 km/hr) givesthe central
heightof thecell,i.e.fy(y) andis therefore0.005.Fr(y) is obviouslyequal
to 0.02.
The secondcell has threesegmentsso that fy(y) equals x 4 : 0.015
$
and Fy(y) equals(3 + 1)/50: 0.08.
The fy(y) and Fy(y) valuesare setout below.

y (ktr/hr) f'(y) Fv(,t')

8'7 0.005 0.02

91 0.015 0.08
95 0.035 0.22
99 0.06 0.46
103 0.05 0.66
10'7 0.03 0.78
111 0.02 0.86
115 0.015 0.92
ihis 119 0.01 0.96
123 0.005 0.98
inls 12'7 0.005 1.00

,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
 !

154 PROBABILITY AND STATISTICS IN CIVIL ENGINBERING

distribution raisedto the power of the samplesize.Unfortunately the

formula is of little practical significanceowing to the high powers
generally involved.
The significantproperty of the extremedistribution wasdiscoveredby
Fisherand Tippet (1928),who showedthat, as the samplesizeincreases
the actual form of the distribution asymptoticallyapproachesone of
three distinct forms, calledtype I, type II and type III.
Fisher and Tippet showedthat the type of distribution that is finally
achieved depends upon the properties of the tails of the parent
distribution.

THE TYPE I DISTRIBUTION

If the parent distribution consistsof a random variable, X, wiih a

cumulativeprobability distribution of the form:
. F*(x) : 1 : exp[*g(x)]
where g(x) is a monotonic increasingfunction of r, then the extreme
valuedistribution of Iis type I. (The normal and betadistributionshave
cdfs of this form.)
When consideringthe pdf of the type I distribution it is advantageous
to think in terms of a reducedvariable,d(y - u). u is the mode of the
distribution and a is a measureof
It can be shown (Benjamiry Cornell 1970)that:
0.577
; u:mY--
6y a

The expressi or f"(y) and Ft(y) then become:

y) : exp[-a(y - u) - exp(- a(y - u))f
- expl - exp(- a(y - u))l
"(y)
For uesthe distributionis positivelyskewedand hasthe
form of estimatedin Fig. 6.5b. For minimum values,the
distributi is negativelyskewedand can allow for valuesof y beingless
than zero
y agreedthat the type I extremedistributionis the most
suitablefor\vil engineering designwork, which is usuallyconcerned
with the ion of maximum valuesofsnow and wind loading. It has
alsobeenusedto tl4 longtermdistribution of North Seawave
heights(Saetre1975).
However,lor the sakeof completeness, briefnoteson the type II and
the type III distributionsare setout below.
the
 156 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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.)

u : my - O.577la: 102.3- 0.57710.1508

: 98.47km/hr
Substitutingsuitablevaluesfor Y into theexpressions
for f.,,(y)and Fr(y)
leadsto the followingresults:

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

Thecdfandpdfplotsareshownin Fig.6.6alongwith theestimated

plots
obtainedin example6.4.

Earthquakeloadings

Becauseof the differenttypesof earthquakesource,i.e.fault lines,aerial

sourcesand point sources, the maximumlaterallorceto whichan earth
dam may be subjected because of earthquake
actioncannotbe modelled
satisfactorily
by the aboveextremedistributions.
Analyticalmodelswherebythe maximumacceleration at a sitecanbe
estimatedhavebeenpreparedby Cornell(1968)andDer Kiureghianand
Ang (1977).

Soil inducedloading

A majorportionof the loadingcarriedby a soil structureis generated

by
the soil itself.Theseinducedforcesare:
- Verticalforces(dueto the weightof the soil).
- Lateral forces(thrustsdue to active or passiveearth pressure).
 MORE PROBABILITY DISTRIBUTIONS

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

It is seenfrom the examplesin chapter5 that the effectsofsuch forcesare

. aerial includedin the reliability analyses.
l earth The one major soil variable that has not yet beenmentionedis pore
:delled water pressure.In its simplestform the problemofpore water pressureis
one of staticsand concernsthe hydrostaticstateof soil below a ground
can be waterlevel.The porewaterpressure in thesoilis in a stateofequilibrium
an and and variesas the ground water level varies.
Ground water levelvariationsare due to severalagencies, such as
seaionaltemperaturevariations,rain and snow falls, constructional,
irrigation and pumpingschemes, etc. If records,such as piezometric
readings,havebeenkept over a period it is possibleto deiermrnethe
.tedby
maximumand minimumlevelsof groundwaterand to thenfit them to
someform of extremedistribution.
Such a situation is fairly unlikely and, for large and important
structures, hydrologicalmodelsmust be usedto predictgroundwater
,. levelchanges (Uno er al. l98l).
I58 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

For relativelysmallstructures a groundwaterlevelis usuallyobtained

from the site investigationreport.Generallyan estimationas to the
highestgroundwaterlevelcanbe madeand thisvalueis thentakenasa
constantin the reliability analysis.
For slopes,the coefficient of variationof the porewaterpressure, and
henceof r", is typically some5 to l0/" (ytceman and Tang 1975).
Seepage of water through soil leadsto seepagefories relited to both
the hydraulicgradientand the permeabilityof the soil.Any measured
valuesof permeabilitycan only be consideredto be within plus or minus
oneorderof magnitudeand this canhavea largeeffecton the accuracyof
predictionsfrom flow nets.
Mostyn(1983)hassuggested that the useofthe geometric,
ratherthan
arithmetic,mean of the permeabilitymeasurements can lead to more
realistic flow diagrams. However, when one considersthe inhomo_
genoxs nature of soil deposits,particularly silts and soils wlth
the
possibilityof erraticallypositionedsandlenses,it is obviousthat the
predictionof seepage forcesin a soil mediais an intractableproblem.
red Chapter Seven
:he
S A
Matrix Algebra
nd

th
ed
us
of

ln In the final twc chaptersof this book it becomesapparent

that a
knowledgeof matricesis essentialfor reliability unuiy.".
rnvolving
l- multivariates.This presentchapteris a summaryof thosepropertiesand
te mathematical operations of matrix algebra that are usei
in such
le analyses.

Matrices

A matrix is simply a collectionof numbers,which may be

real or
complex.For example:

- 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

Eachterm in a matrixis calledan element.The conventionusedfbr the

generalelementis a,, which represents
the elelnentin both the ith row
and lheJth column.For example,in matrix B, a23has the
valueg.
159
 160 PROBABILITY AND STATISTICS
IN CIVIL ENGINEERING

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

the elementsai;, for atl valuesof t,

:ffi;?j:" are known as its leading
In
. a squarematrix the line from the top lefthand cornerto the bottom
right-handcorner of the matrir -{
j:1,r:-";;;'"..,;;"';'il',::XJ['':f,f
r""-q
ieaorngdragonal.
;l'Ji:]:#i:f
T:fi:
ot, atz atz au=l
f
+ a-22 oz3
or^l
l :or,tt a32 *
*
d..l
I ot+ |
*
L ant e+z e+t oon l

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

of - A diagonal matrix in which all the non-zeroelementsare equal to one is

a unit matrix. Example:

1 0 0 0l
f
1 0 1 00 l
l oo r o l
L 0 0 0 1 l

Usuallya unit matrix is giventhe symbolI.

Triangularmatrix

m An uppertriangularmatrixis a squarematrix in whichall the elements

belowthe leadingdiagonalare zero.Example:
1e

i';:ll
A Iowertriangularmatrix is a squarematrix in which all the elements
abovethe leadingdiagonalare zeto.

:f Columnmatrix

A matrix which consistsof a singlecolumn of valuesis known as a

column matrix or as a column vector. Becausesuch a matrix can
represent the components of a vectorit is usuallydesignated
by a small
letter,a, b, c, etc.For example:

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)

Multiplication of.a matrix by a scalarquantity T(

ser
The matrix B : kA is obtainedby simplymultiplying
everyelementof A
by k. For example:

, 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:

tr. -,: -l _f3 s 6l

c:l-
L4 : :ll:
Ls - e
:
sJ
I It
cal
 MATRIX ALGEBRA 163

Solution
Considerthe first row of matrix C:
or
C1 r , C 1 2 , C 1 3

To determinecr r, the first row of A multiplies the first column of B:

c r t : 3 x 3 + ( - 2 ) x1 f l x 6 * 4 x g : 4 5
To determinec12,the first row of A multiplesthe secondcolumn
of B:
c p : 3 x 5 + ( - 2 ) x ( _ a )+ 1 x 2 + 4 x ( _ 9 ) : _ 1 i
Similarly:
c t z: 3 x 6 + ( - 2 ) x 3 + 1 x 5 + 4 x 5 : 3 j
To determinethe secondrow of C, i.e. c21,c22,c23,we multiplythe
lirst,
secondand third columnsof B by the secondrow of A:
c z r : 4 x 3 + 1 2 x1 + 6 x 6 + 3 x g : 9 4
c z z: 4 x 5 + 1 2x ( - 4 ) + 6 x 2 + 3 x ( _ 9 ) : _ 4 3
c z t: 4 x 6 + 7 2 x 3 + 6 x 5 i 3 x 5 : 1 0 5
Hence:

^ f4s -11 371

I84 -43 105I

FURTHER NOTES ON MATRIX MULTIPLICATION

)f It may havebeennoticedthat thematrixoperationsof example7.1

were
carried out working from left to right ind we say thai matrix
A
premultipliesB or, alternatively,
matrix B postmultipiies
matrix A.
In matrix multiplicationthe matricesinvolvedaie distributrve
e and
associativebut not commutative.This statementis probably
best
explainedby considering threematricesA, B and C multipliedtogether
in variouswavs:
ABC:(AB)C:A(BC)
A ( B+ C ) : A B + A C

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

equal to BA indeed,in the caseof example

7.1,it is just not possibleto
matrix A by matrix B.
_multiply
TI

Transposeof a matrix

Associatedwith any matrix A is another

matrix Ar known
^th"".ow,
as its
The rransposematrixis formedby
llllll,ri"
columnsand the columns into

^: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

Two vectors,x and y, when written in their normal column vectorfonn.

cannot be multiplied by the ruleswe haveestablished.For example:

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.

The determinantof a squarematrix

With every squarematrix there is an arithmetical number, called the

determinantof the matrix, associatedwith it. If a matrix A is of order
not n x n then its determinant,lAl, can be obtainedfrom the formirla:
lAl: a11Ms - anM n t asMs t . . . -L ( - l\nn Lf

whereM, , is the minor o[ ar, , i.e.the determinantof the matrix when

row 1 and column 1 are removed.
M12 is theminor of ap,i.e. thedeterminant of the matrixwhenrow 1
red I and column2 are removed.
ts is .. Mr" is the minor of ar", i.e.the determinantof the matrix when row 1
and column n are removed.
 -_t
^
^ futt --l
Lazr aa, I

Clr : (-l)rlr(Minor a,r):(-l)2la2rl:a^

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

Put .row(3): row(3) + row(2)

Put row(4) : row(4) + 6 x row(2)
00
3 1 O J

o - z -7 -3
0 0 -15 -5
0 0 ,39 -20
168 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

Putrow(4): row(4)- l! x row(3)

3 t 6 3
u -: -t -J
0 0 -15 -5
0 0 0 - 7
Hence:

l A l: 3 x ( - $ ) x ( - 1 s ) x ( - 7 ) : - 2 r 0

The inversematrix

Simultaneousequationsare often encounteredin civil engineeringand,

as in the examplesillustratedin this book, are often of the first degree.
Let us considera setof first degreeequationsthat relatetwo vectorsx
and y as follows:
yr: T r r Y l I A y 2 X 2* A 3 X 3I "'l A6xn

lz: A z t X r I A 2 2 x 2I A7X3* " I A2nXn

lz: a z t x t I a 3 2 x 2I anxs+ " + a3nx,

ln: a n r x r + a " z x " + r n 3 i ( 3+ " ' + a n , x n

Theserelationshipscan be expressedin matrix form as:

where:
!t All Ay2 d13 "' atn

!z AZt AZZ AZZ ... azn

431 432 1J33 .. . azn

:

v" Ant At2 AtZ

Ifin theabovesimultaneous y is not a null vectorthentheyare

equations
known as non-homogeneous equationsand theremust be an lnverse
relationshiprelating r to y.
 MATRIX ALGEBRA

In matdx terms this relationshipis:

_ x : A-'y
A I is known as the inversematrix of A.
We therelorehavetwo expressions:

,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

It is alwayspossiblethat A-1 doesnot exist,in otherwords,althoughit

is possibleto transformthevectorx into thevectory, it is noi possibleto
transformthe vectory into the vectorx. In suchinsiancesthe matrix A is
saidto be singular.
A matrixis singularif it is rectangular
or if its determinantls equalto
zero.

Evaluationof the inyersematrix

In order to evaluatethe inverseof a matrix, A, it is necessary

ro
understandtwo othermatrix formsof A.

COFACTOR MATRIX

This matrix is generallygiven the symbol A" and is formed by replacing

everyelementof the originalmatrix by its cofactor.
I'IO PROBABILITY

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 MATRIX

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

- Determine the vector y given the matrix relationship:

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)

DETERMINATION OF THE INVERSE MATRIX BY ELIMINATION

In a similarway to a determinant, the useof the cofactormatrix for the

determinationof the inverse of a matrix becomescumbersomeas the
In suchcasesan eliminationapproachcan
order of the matrix increases.
be usedand the techniqueis illustratedin the following example.

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

Put row(2):2 x row(2)- row(l)

_ 16 2 5 . 1 [1 0 0
_ r l l _ zr o
l o r4+ 7lL 0 0 1
Ls
P u t r o w ( 3 ) =6 > r o w ( 3 ) 5 > r o w ( l )
2
[ o 1 4_5' l [ | o o l
l o t 4 l T ll lL__ s12 0 l
Lo o 6l
Put row(3) : row(3) - row(2)

[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

In many engineering applications one encounters simultaneous

equationsthat havethe matrix form:
a* - 1-
 , MATRIX ALGEBRA ' ,
173

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

which can be expressedin matrix form as:

f 2 5- ) 6.25 lf x,1
| il t:0
L 6.25 25- ).llx,l
which is seento be of the form [A - I2]x : 0. '
The equation [A - Ii]x : 0 is the sameas Ax : ),x and is known
as the characteristicequationof the matrix.
The trivial solutionfor this equation,and one that is correct,is that all
the elementsof x equalzero,i.e.that x is a null vector.If this is the only
solution the matrix [A - Ll] must have an inverse as this then
establishes that .).: 0.
It is thereforeseenthat for there to be any non-trivial solutions,the
matrix A cannot have an inverse.It must be singular and thereforeits
determinantmust be equal to zero. Hence,we can write:
(2s- ),)(2s
- l) - 6.25x 6.2s:0
Therefore:
. 1 2- 5 0 1 +5 8 5 . 9 4 : 0
and:
A-31.25 or ):18.75
Hence,the eigenvaluesof matrix A are 31.25and 18.75.
A numericalcheckon the valuesof the eigenvaluescan be obtained
is equal to the trace of the
from the fact that the sum of the eigenvalues
original matrix:
31.25
+ 18.75:50
25+25:50
Having obtained the eigenvaluesof the matrix it is now possibleto
obtain the correspondingeigenvalues
by substitutingeachvalueof 2 into
the equation.
The eigenvectorcorrespondingto 2:3t.25 is obtained from the
eouations:
f| 2 s - 3 1 . 2 5 6.2s I [*'l
| | l:u
L 6.25 25- 31.2s) lx2)
which givesthe singleequation:
-6.25x1 1- 6.25xt: g
i.e. x1 equalsx2.
 MATRIX ALGEBRA
175

So the generalsolutionfor the eigenvector

is:

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

Eigenvaluesby trairsformation methods

The characteristiceq[ation method can be extendedto a 3 x 3 matrix,
which involvesa cubic expression,but the method is not suitablefor
large matricesand a techniquethat diagonalisesthe matrix and can be
computerisedis really the best approach.
There are various proceduresavailableand Jacobi'smethod will be
describedhere. This technique can only be applied to symmetrical
matricesand is thereforesuitablefor the matricesdiscussedin this book
with the advantagethat the amount of computationinvolvedis reduced.
The method involves an iterative procedurewhereby the matrix is
transformedinto a diagonal one by the gradual elimination of the off-
diagonalelements.In theory the procedurecan go on for ever and it is
therefore terminated once the values have achievedsome required
accuracy.Once the matrix is in a diagonalform its eigenvaluesare the
elementson the diagonal.

lX

iac osI

i,sin0

Fig. 7.1 Co-orditate transformation

Consider a vector, OA, which in one set of coordinate axes has

componentsxl and x2 (Fig. 7.1).Let a further setofcoordinateaxesbe at
angle 0 to 0x1 and 0x2 then the componentsof OA with referenceto
theseaxesarc *,r and ,2,
ConsideringFig. 7.1 we seethat:
xr:trcos0-izsin9
)cz: J(rsin 0 + iz cos0
 MATRIX ALGEBRA 177

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'

hrn f cosd singlfcos g -sin 0-l t I 0l

I ( - K : l l l l : l t.: r
|-sin 0 cos0_lIsin0 cos0l LO 1 l
Hence:
RrARt: ltx:At
Let the transferredmatrix RrAR be given the symbol B, then:

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

Using this value for 0, matrix B is:

f b,, 0l
t - - l
L o bzz)
whereb,11and bz2arc the eigenvaluesof matrix A'

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

Example7.10dealswith a two-dimensionalvector,i'e' having only two

components.For matricesof third order and abovethe variousvectors
coordinate transformationcan still be applied provided that the offi-
diagonalelementsof the matrix are eliminatedone at a time.
T1e final diagonalisedmatrix, B, is obtainedaftei n iterationswhere)r
is the numberof operationsnecessary to reduceall of-diagonalelemeqts
to zero.Hence:

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

c12is now reducedto zero by the multiplication:

_
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

and we seethat d12haschangedfrom 0.0to -0.1061,a valuewhichwill

, eventuallyhave to be brought back to zero.
In all it takes five iterations to createoff-diagonalvaluesthat have
absolutevdluesequal to or lessthan 0.0001.Even for this small order
matrix the iterations involve so much computation that it is virtualiy
impossibleto carry them out manually and the use of a computer is
essential.A summaryof the whole operationis set out in Table 7.1
 MATRIX ALGEBRA
181

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.

Eigenvectorsby Jacobi's method

;l W thout going into the theory rt can be said

mat'x, N, of matrix A is simply the product
used to determinethe eigenvaluesof A, i.e.

N:R1.R2.R3...R"
that the normahsedmodal
of the rotationat matnces

It must be noted with Jacobi,smethod that the

first column of the modal
matrix, i.e. the eigenvector,correspondsto
the eigenvaiuein tire first
column of the spectral matrix, ihe two
seconj .;1";;; similarly
correspondand so on.

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

In order to keepthis chapterto a sensiblesizethe materialhas been

severelyrestricted
to that necessaryfor the applicationof matrixalgebra
to slatislics.
For the readerwho would like to know moreofthe subjectthereis an
excellentbook writtenby Jennings(1977)whichdealscomprehensively
with matrix algebraand its applicationto engineering problems.

L
 ChapterEight
:t\ to
Corrcnated
and
Non-alormatr
varuabnes
I the
.s ihe

Multivariate distributions

Up to this point we haveonly considered the distributionsof the values

of singlevariables,i.e.variablesunrelatedto other variables.A set of
valuesobtainedfor a singlevariableis usuallyreferredto as univariate
data.
Whenthe valuesof onevariableareaffectedby the valuesof another
variablethena joint probabilitydistributionrelatingthesetwo variables .
mustexist.Sucha distribution is known as a bivariate distributiu.
If there are severalrelatedrandom variables,the joint probab.litl'
distributionis calleda multivariatedistribution.

The scatter diagram

An introduction to the treatment of multivariate data is probably best

obtained from the study of bivariate data which, as it involves a two-
t-en dimensional probability lunction, can be representedby a diagram
::bra known as a scattel'ciiagram.
An example ol bivariate data where,for each value of the variable X
:san there is a correspondingvalue of the variabie I, is set out below.
Table8.1
- t 0 1 2 3 4 5 6 7 8
\ ' 2 1 5 3 1 6 9 5 4

Witi.r any bivariate data two unique straight lines exist:

(i) The regressionline of I on X.
Considering I as the dependentvariable the regressionline of
on X is the line that bestesiimatesthe value of I correspondingto u r
value of X.
I
lsl I
I
l-
,-'-E
 184 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

(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

. The scatter diagram shown in Figs 8.1a and b is a graphical

illustration of the information containedin Table g.1 and is formia Uy
plotting the values as paired coordinates, (x, y), viz.
(0,2),(1, 1),(2,5),.. ., (8,4), OX beingthe horizontalaxis.It is seenthat
the plotted points can all be enclosedwithin an ellipse.
To obtain the regressionline of I on X a verticalline is first drawn
through each of the plotted points. The portion of each line enclosed
within the ellipseis a vertical chord of the ellipseand its midpoint is
narked. The beststraightline through thesepoints is the regressionline
of )/ on X (seeFig. 8.1a).
Similarly the straight line that besr joins the midpoints of the
 185
CORRELATED AND NON-NORMAL VARIABLES

horizontal chords, obtained by drawing the set of horizontal lines

e of X - through the plotted points,is the regressionline ofX on I(see Fig 8 lb)'
rgtoa Boih of these lines slope upwards from left to right, i e the value of
each variable increasesas the value of the other increasesand the
variablesare said to be positivelycorrelated
When a regressionline slopes downwards from left to right, i e' when
the value of the dependent variable decreasesas the value of the other
variable increases,the variables are said to be negatively correlated' An
illustration of negativecorrelation is shown in Fig 8 lc'
When the ploited points of a scatter diagram can only be enclosed
y
within a circle the two regressionlines,X on I and on X, are at right
(see
angles to each other and there is no correlation between X and Y
F i-By
g.8.1d).
studying Fig. 81 it can be deduced that there is complete
correlation between the two variables when the two regression lines
coincidewhereasthere is no correlationwhen the regressionlines are at
right anglesto each other.

Mathematicaldeterminationof regressionlines

rn X Thereis alwaysa risk of error when estimatingby eyeand, for most

situations,it is bestto usea mathematicalapproachwhichremovesthe
risk ofbias.Themethodofleastsquares is possiblythemostpopularand
wlll be desc beo nere.
The regressionline of Ion X is a straight line with an equation ofthe
._X lorm:
!"i: alt I br
wherey"1ison the regressionline and is the estimatedvalue of Iwhen X

phical The regressionline of X on Y has a similar equation:

red by x . i - a 2 Y 1* b 2
vtz-
n that The proceduresfor determining these two equations.areidentical and
only ihe regressionline of l, on X will thereforebe discussed
drawn Unless tlere is perfect correlation between the two variables the
closed regressionline will not go through all the plotted points and-the,1ewjll-b-9----
Drnt 1s -For ors of ctlon.
rn line X to the in the predictionof the corresponding
"quit ",
yi y","..or
where y1is the actualobservedvalueof }.
valueof Y will be
.lf the hasbeenfound that the regression line fits closestto the observed
S
 186 PROBASILITY AND STATISTICS IN CIVIL ENGINEERING

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

whichisa functionot o, una=t)r,

t1or,nrS.
For thisexpressionto bea minimum:
4 l t a r b. r ) A f @ rb.)
oa, ob,
o f @ r , b r \ _ +a ,
: - a$i - b1\z
a", ,4r ;,orl!i

: -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:

\",y,: arlxr2 + b1lxl (2)

Solving equations (1) and (2) gives the values of a1 and 6, which
correspondto the minimumvalueof Sy,,y.
 j

I l

CORRELATED AND NON-NORMAL VARIABLES 187

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

t36 136 s )n/

Equation (1) is therefore:

36:36at+9bt
and equation(2) is:
175:204atI36bt
Rith:
Solution of theseequationsgivesa1 as 0.517and b1 as 1.932.The
regressionlines equationfor I on X is:
t l'932
Y,i:0'5L7x+
The readermight like to checkthat the equationofthe regressionline of
(1)
X on lis:
x"i: 0.574Yi + 1.704
The two lines are shownin Figs 8.1aand b.

(2) Joint probabilityfunctions

x'hich As mentioned above the joint behaviour of two or more correlated

random variables,is describedby theirjoint probability function,which,
 188 PROBABILITY AND STATISTICS IN CIVIL
ENGINEERING

dependingon whetherthe variablesare discrete

or continuous,will be
uther a -ioint probabilitymassfunctiono. joi"i
u probabilitydensity

.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

The functionZ : f1,v(x,y) is the equation

of a surface,usuallycalledthe
probabilitysurface.
The volumeof the spacecontainedwithin
the probabilitysurfaceand
theX. Iplane is egualloone(ascanbe
seenfromtheseconilaw above;.
probabititythar X lies within the ,"rg"
.The ,;-;;;';;rtst lzlies
within a rangeyt to yz canbe expressed
mattiemaiicattyas:
p[(", <x(xr)n(y,
< y<-yr)]
rvhichis equalto:

l,l'l;'f;, y(r, y) dx dy

the more.complicatedrhejoinr probability

,O^Oll:r:lt densityfunction,
jlf"li* of rheprobabitity
.uifu".,ih. _o." iolnJii,utroi,
lj;^,1"^ trr.
il::'#1J"#.;fi
i#"illH["i,,",'#lf
i.:ffi,l;l,i::**n:
 CORRELATED AND NON.NORMAL VARIABLES 189

ibe nately the joint behaviourof relatedrandom variablescan usually be

of
:slty - predictedfiom their momentsin an exactlysimilar mannerto the use
ih" -"un and varianceof a singlevariable when its exact probability
distributionis eithernot known or is difficultto integrate'
A knowledgeof this aspectofjointly distributedvariablesis all that is
requiredin orderto makeuseofthe reliability analysismethoddescribed
in ihis book and,because of this,the studyofjoint probabilitylunctions
ieve will not be taken further.

Covariance

In chapter2 the varianceof singlerandom variableswasdiscussedand it

*u. .lro*n that, for a variable X, its variancecould be obtainedfrom
rme
the expresslon:
ibv
Var(x):El(X-m')21
om - nx)z
: .1 (ri
ion ,4, ,
.1Y
for a statisticalsampleof n values.
In a similarmanner,ifZ is a functionof two relatedrandomvariables
X and Y so that Z equalsg(X, I) then the covarianceof Z' COV(Z) is
found from the expression:
Cov(z): COV(X,Y) : Etx - mvflY - mal
, s1, (xi - nlxxyi -tfly)
ihe

:nd for a statisticalsampleof n relatedvalues.

The computationaleffort is reducedif this latter formula is rewritten
.ies as:

n:ih",r,- I ' ' I v ' l

cov(x,
" l
Liner correlationcoefficient

This important term, given the symbol r, is a meansof expressing

ll' numericallyjust how closelythe regressionlinesof two relatedvariables
he X and Y fit the observedvalues.
lm The degreeof correlation,r, has the samevalue for both regression
.u- linesand is a normalisedversionof the covariance. It can be obtained
I9O PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

liom the formula:

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.

Standarderror of the estimate

The variance of a random variable is a measureof the amount of

variability about the mean value of the variable.
In a similar mannerthe sum of the squaresof the estimationerrors,S,
is a measureofthe variability ofthe observedvaluesabout the regression
line. Ifthe regressionline is the Iop X line then the sum shouldbe given
the symbolsSy,1 and it is simply the varianceof I on X.
The standarddeviationof a variableis the squareroot of its variance
and,in a similarmanner,the standarderror ofthe estimateis the square
root of the varianceof I on X and is given the symbol sy,;.
There is also a standarderror of the estimatesx,.,'becausethere are
two regressionlines,one for estimatingI valuesand one for estimating
X values.
 CORRELATED AND NON-NORN4ALVARIABLES

A regressionline givesthe bestestimatedvaluepossiblefrom the data

availablebut it is still only an estimateand the value of the standard
error of this estimateis a usefulguideas to the accuracyof the predicted
value.
alueas Assuminga normal distribution we can say that just over9!% of the
hereis actual valueswill be within plus or minus two standard errors of the
estimatedvalues.We can draw theselineson the regressionline diagram
-1to to give a visuaLrepresentationof the confidenceone should have in the
Lndif r estimatedvalues.The 95f control linesfor example8.1areshownin Fig.
8.2.
eof IZ
served

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

ors,s, Using the data of example8.1determine:(i) the covarianceof X and Y;

ession (ii) the correlation coefficient;and (iii) the standard errors-of the
given estrmares.
Solution
riance (i)
quare (xt-mx)(yi-my)
cov(x,v) : I n
re are '16 '16\
latmg / -- x
-_ -9! I r 7 s- . l:3.444
\ v /
 PROBABILITY AND STATISTICS IN CIVIL ENGINEBRING ,

(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

In this examPlethe value of r shows that there is some correlation

betweenX and Y but it is fairlY weak, as indicatedin Figs 8.la and b.

Besselcorrection

As discussedin chapter 2 the amount of data availablefor most civil

engineeringstatisticalsamplesis small and the standarddeviationof the
'uuiiubl,
islest estimatedusing a denominatorof(n - 1) insteadofn' It
is also realisticto apply this correctionto the covariancevaluesof civil
engineeringvariables.
if B.r."1', correction had been applied in example 8'2 then the
COV(X, I) would have been equal to 3.444x &: 3'875although the
value'ofr would remain at 0.544as ov and ov would haveincreasedto
2.739and 2.598resPectivelY.

Treatment of correlateil variables

The levelII methodofreliability analysisis basedon the assumptionthat

thevariablesinthelimitstateequationarestatisticaliyindependent'i.e.
they are not correlated.
For weaklycorrelatedvariables,lrl equalto 0'2,the assumptionofno
correlationis usualiysatisfactorywhereasfor lrl valuesequalto 0'8 com-
plete dependencecan be assumed,effectivelyreducingthe number of
variables
-noi by one.
..f"ted variablesthe effectof correlationcan be aliowedfor
and,t*he., possible,it is.probably best to do so althoughwork carried
"if't"i
oui'ty the'uottror indicatesthai, when severalvariablesare involved
thereis often a cancelling-outeffectand the value obtainedfor B is not
the
very different to the value obtained when full independenceof
variablesis assumed.
 CORRELATED AND NON-NORMAL VARIABLES

The covariancematrix

- The procedureto allow for correlationeffectsusesthe covariancematrix

to transform the spaceof the correlatedvariablesinto a spacewhere
there is no correlationbetweenthem.
The covariancematrix is the matrix which lists the correlations
betweenthe correlatedvariablesand is illustratedin Table 8.2for a setof
relatedvariables Xr, X2, X3,...,X,.
Table8.2
on
xt x2 x3
b.
x, f 6xt2 cov(x,,x2)cov(x1,x3) cov(x1,x4)...cov(x,.x")I
x2 | cov(x2,x) ox," cov(x" x3) cov(x?,x4)...cov(x'.x,) I
x3 cov(x3,xr) 6x.", cov(x3, x4)...cov!x3,xJ
lcov(x3,x1) I
: l : : : : : l
X. 'l COVTX.,.X,t C O V { , \ .- r . X " - r } o x _ , . ' C O V { X . r . X , , I
vil x, L C O V ( X " . X j ) C O V ( X " . X r )C O V ( X . . X r ) ..: ox", I
he
The leadingdiagonal is made up of the valuesof the variancesof the
It
correlatedvariablesand the off-diagonalterms are the corresponding
vil
covanances.
The spacetransformationis achievedby an orthogonal transform-
he
ation devisedby Hasoferand Lind (1974),in which the axesdefiningthe
he
original variables are lined up parallel with the eigenvectorsof the
to
covariancematrix.
Essentiallythe method consistsof determiningthe eigenvaluesand
eigenvectorsof the covariancematrix. This can be achievedby diago-
nalisingthe matrix usingJacobi'smethod,which is describedin chapter
7. Once the transformationhas been achievedthe eigenvaluesare the
elements on the leading diagonal and, knowing these values, the
aI correspondingeigenvectorscan be obtained.
The purpose of the transformationis that the eigenvaluesare the
variances,and the eigenvectorswhen multiplied by the original vari-
IO ables,X y X2,.. .,Xn, arethe values,of a setofequivalentbut transformed
and uncorrelated variablesYt, Yz,..., I,. Theseuncorrelatedvariables
of are now normalised to give a set of reduceduncorrelatedvariables
! 11! 2, . . ., !ncorrespondingto theoriginalvariables
X 1,Xr, ..., X,from
)r which the reliability index can be found.
:d The procedureis illustratedin the following examples.
:d
)t Example8.3
A simplysupportedbeamhasa span,I, of9 m and supportstwo vertical
loads,Pq and P2,at its third pointsas shownin Fig. 8.3.
 PROBABILITY AND STATISTICS IN CIVIL
ENGINEERING

Young'smodulusfor the bean 20 000MN/m'zandits momentof

inertia,Io, is equalto 0.015n'o;.Eo'is
p,
_BothPr and havemeanvaluesof30 kN andstandarddeviations of
5 kN whilstthe valuesof Z, E6,and 16are constant.
_ If the allowabledeffectionat the centieof the spanis 30 mm, determine
the probabilitythat this valuewill be exceeded:
(i) If Pr and,prare uncorrelated.
(ii) If pr and p, have a coefficientof correlation
equal to 0.25.
Solution
(i) All variablesuncorrelated.
R : allowabledeflection: 30 rnm

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

With the assumptionof no correlation,p :

1.62
( i i )r : 0 . 2 s
( o x , ) 2: ( 6 x ) 2 : 2 5

cov(x, n : cov(y, x) : roy,o",:g)J

 CORRELATED AND NON-NORMAL VARIABLES 195

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:

Yr :0.7071Xr + 0]011X2 with o", - ,/ztzs - s.sl

yz- r + O.7O|IX
O.1O7\X 2 with o", - U4Wi: +.ZZ
Now:
E[v,] :0.7071E[xr] + 0.7071E[Xr]: 0.7071(30
+ 30):42.43

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)

Solvingequations(1) and (2) tor X l and X2 gives:

X r : 3 . 9 5 4 y 1 f 3 . 0 6 3 Y+, 3 0 . 0 1
Xz -- 3.954yr 3.063y2 + 30.01
 I

PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

I
j

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.

mt: 19.36; (o,)' : 0.5i1; ot :0.72

mN,:34.52; (o*,)2:77.164; dN,: 8.78
COV(7,N') : 4.442; r :0.707
(i) Assumingno correlation

0, :0.5ByN, :0.5 x 2.0?Nr: yN,: R

S : p + pressuredue to foundatiol : p * 10

Hence:
Z:tNy_p_10

rfa Putting], : Xr, Nr : Xz andp : X: gives:

rln Z: Xt.Xz - X3- 10
m2
nt. and, expressingZ in termsof reducedvariables:
i a
Z : (ytot ! m)(y2o2+ mr) - (yxo3+ m3)
.en . : (0.72y1+ 19.36)(8.78y2
+ 34.s2)_ (30y. + +OO)_ 1 0
ng
: (o.72yt+ 19.36)(8.78y2
+ 34.s2)_ 30y3_ 410
Differentiatinggives:
gi :0.72(8.78y2+ 34.52)
of gz': 8.78(0.72y
t + 19.36)
 198 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

The iterativeprocedureto obtain B givesthe folowing results.

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

(ii) Allowing for correlation

The covariancematrix is:
0.511 4.4421
[
L4.44277.1641
This matrix can be transformedinto a diagonalmatrix, asdiscussed
in
chapter7, and becomes:

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:

E[ y,] : NrE[x] : 0.9983E[X1]_ 0.os77Elx

2l
*0.0577 x34.52:17.34
0.9983x 19.36
ElYzl : 0.051j x 19.36+ 0.9983x 34.52: 35.58
Reduced,or standardised,
variableshavebeendiscussed
in chapter4 and
are obtainedby an equationof the form:

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)

1 0.0 0.0 0.0 0.0 260.41

2 - 0.12 - 1.34 0.21 1.36 8.',l4
tnd 3 -0.09 - 1.39 0.24 0.15
4 -0.09 - 1.39 0.24 0.00

Hence, when correlation effectsare allowed for, p is 1.41 but, if no

correlationis assumed.
B is 1.49.
 200 PROBATILITY AND STATISTICS IN CIVIL ENGINEERING

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

The variablesX, , X 2 andX 3 arecorrelatedand the covariancematrix is:

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

(ii) Allowing for correlation

The covariancematrix canbe transformedinto a diagonalmatrix usinga
techniquesuchasthe Jacobimethodwhich is describedin chapter7. The
 CORRELATED AND NON-NORMAL VARIABLES nt

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:

Yt:0.1144Xr - 0.6054X2 + 0.3510X3 and E[y1] : 9.927

Yz :0.6660X t + 0.4343X2- 0.6065X3 and E[yr] : 5.235
Yz:0.2141Xt + 0.6610X
2 + 0.7134X3 and E[y3] :20.592
Therefore:
_ 9.927
.. _0.7144X1_
v1 - -- -- -- 0.6054X2 + 0.3510X3
4l---
: 0.772X1 - 0.146X2+ 0.095X3- 2.392

and:
lz - 0.267Xt + 0.174X2_ 0.244X3 _ 2.102
and:

!: : 0.122Xr + 0.318X2 + 0.404X3 - 11.673

Expressingin matrix form gives:

f tr , 23921 | 0.1i2 -0.t46

t t l
o .o 8 5 l Ix ,l
t , - z . t o z:ll 0 . 2 6 7 0 . 1 1 4-o.244lll
x,
I
L Ii + ll.673l | 0.122 0.t78 0.404ux3l
I
L
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

and, inverting the matrix, leadsto:

[*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

It is seenthat the value of the reliability index, when correlation effects

are allowed for, is 2.53 whereas when correlation is ignored the value
slightly increasesto 2.75.

Correlation effectsin soil mechanics

In structural engineering there will generally be enough dependable

statistical information available to obtain reasonable estimates for the
values of correlation coefficients and covariances. When this haooens
correlation can be allowed for as has been illustrated.
With soil mechanics there is never enough information and the
designer is almost forced to assume that variables involved in a limit
statefunction dealing with a soil failure mechanismare independentof
eachother. However,such an assumptionis perhapsnot ail that radical.
Firstly when a number ofvariablesis involved,the value ofd obtained
when correlationis allowed for is often fairly closeto the value obtained
w h e n c o r r e l aito n i s i g n o r e d .
Secondlythe disturbanceof the soil during constructionindrcatesthat
the assumptionof independenceof the soil parametersis probably more
realisticthan any attempt to obtain some form of relationshipbetween
them.
 CORRELATED AND NON-NORMAL VARIABLES

Treatmntof variableswith non-normaldistributions

If it is known that someof the variablesinvolved in a reliability analysis

havedistributionsthat arenot normalthenthe accuracyofthe analysis
will be increasedif thesevariationsare allowedfor.
Rackwitzand Fiessler(1978),proposeda methodfor the treatmentof
independentnon-normal random variables and it is the use of this
method that will be describedhere. The authors showedthat a non-
normally distributedrandom variable, X i, can be approximatedat any
point to a normally distributedone provided that both the cumulative
densitydistributions(cdfs)and the probability densityfunctions(pdfs)
are equalat the point chosen.For the purposeof the secondmoment
method of reliability analysisthe point chosenis the designpoint, x1*,
definedin chapter4.
-l With these conditions the values of m;N and o;N, the mean and
standarddeviation of the normalisedvariable,can be found from the
n expresslons:
,o
0 1(Ft'(x;*))l
-N - fN fO
fx'(x')
fects
miN : xi* - @- 1(Fr,(x,*))o,N
alue

I11(xr*) : the cumulativeprobability of X; at x1*

f;;(xt*) : the probability densityof X, at x;*
O 1(.): the inversenormaldistribution
able fN(.) : the standardised normaldensityfunction
the
)ens Valuesfor the last two items are obtainedfrom appendicesII and III.
The valuesof m;Nand o,Nare usedinsteadof rz; and a1in the iteration
the procedurefor determiningB.
mlt
tof
cal. Example 8.6
ned
For example5.3,determinethe probability that the allowabledeflection
ned
will be exceeded
if the point load, W, has an extremetype I distribution.
hat
ore Solution
een The meanand standarddeviationof P are 800 and 125kN respectively
and the first step is to fit thesevaluesto an extremedistribution, as
204 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

describedin chapter6. Now:

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:

Variable Symbol Mean value

E xl 20000 2 500 MN/m'z

I x2 0.01 0.0005
W 779 119 KN
0.1878 0.0239

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

and the iterativeprocedurefor B givesthe following results:

.t: Ya h(y)
!t

1 0.0 0.0 0.0 0.0 0.0 10637.0

2 2.48 -0.99 1.42 1.18 3.25 2.25
,0.68 1.62 |.42 3.25 -114.r
l 2.33
-2.30 1.61 \.4r 3.21 -0.t2
4 0.6'7
- 2.30 1.61 |.41 3.22 -0.01
5 0.68
-2.30 0.68 1.61 1.41 3.22 0.00
6

The reliability index has increasedfrom 3 09 to 3'22'

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:

Variable Symbol Mean

I XI 18 0.9
'19.54 14.05
N)
p x3 500 30

If N, has a lognormal distribution then its mean and standard

deviationsmustbe transformedusingthe proceduredescribedin chapter

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

and the iterativeprocedure

for / gives:

!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

presentsno problem to the designengineerand the extremevalue of the

loading is included as part of the live loading.
However, ifa structureis liable to be subjectedto more than one single
time-varyingload during its operationallife than it is very unlikely that
theseloads will achievetheir extremevaluesat the same time and some
economyin designcan be obtainedif this lact is taken into account.This
can be achievedby assumingthat each tine varying load is independent
of the others.
A simpleload combination model which is still usedwas suggestedby
Turkstra (1970).The principle ofthe model is the assumptionthat when
one time-varyingload achievesits extremevalue the other time-varying
loads which are acting simultaneously,are at their instantaneouspoint in
time values.For n time-varyingloadstherewill be n limit stateequations.
The model is best illustrated with an example.

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:

Variable Symbol Mean Units

xr 30 5 KN
x2 40 5 KN
x3 5 0.5 kN/m
Mt x1 1100 100 kNm

Py and P2 are both time-varyingloads and the valuesquoted are for

weeklyreadings, takenover one year.
Determine the reliability index against bending failure for a time
periodof fifty years.
Solution
Using the Monte Carlo simulationmethodexplainedin chapter6 it is
possibleto obtain the meanand standarddeviationvaluesfor the weekly
load valuesthat can occurin a year.To obtainthe meanand standard
deviationof the extremevaluesfor a period of 50 yearsthe iteration
proceduremust be carriedout 50 times.This task wascarriedout on a
microcomputerwith the following extremevalues:
P1 mean:41.93 kN; s.d.: 2.73kN
P2 rnear: 29.16kN; s.d': 2.19kN
208 PROBABILITY A\D STATISTICSI''.JCIVIL ENGINETRINC

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

which leadsto B : 2.75after two setsof iterations,and the secondset of

iterationswill have the input:

Symbol Units

x1 30 5 KN
x2 28.79 2.09 KN
5 0.5 kN/m
x4 1100 100 kNm

leading,after two setsof iterations,to p : 3.08.

The reliability index for the systemis 2.75.(If the two extremevalues
are summedtogetherB is equalto 1.92.)
Another popular form of load combinationmodelis that proposedby
Ferry Borgesand Castanheta(1974)and the readerwill find detailsof
this approachin Report63 of C.I.R.I.A.(1976).
 ChapterNine
The Reliabilitvof
GeotechnicalStructures

The workedexamplesthroughoutthis book are intendedto illuslratc

how the levelII methodof reliabilityanalysiscan be applied to civil
,+m3) engineeringproblernsand, becauseof their introductory nature, are
fairly straightforward.
In this final chapter,example9.2 dealswith a practical geotechnical
engineeringproblem which is given to illustrate the applic-ationof the
levelII methodand alsoasa summaryofpart ofthe maierialcontained
elsewherein the book.
Geotechnicalengineeringinvolves more uncertaintiesthan those
encounteredin structural engineeringand it is thereforenecessaryto
mentlon some of theseproblemsand briefly describehow they can be
dealtwith.
i setof Thereis nothing truly .random'about the variation of soil properties
-
from one point to another.For examplethe formationof an estuarine
depositwill havebeencontrolledby suchagenciesas the rate of erosion
of the environmentalsoil, the depth of suspension, the current velocity,
etc.althoughthe effectofwind, tidal currents,etc.may well havermposed
a random pattern of variation acrossthe overall trend.
However,soil and rock deposits,with propertiesgiventhem by nature,
are amongstthe most variable of the materialsthat a civil englneer
ts
called on to use. Fdults can occur quite erratjcallyand tests and
measurements cardedout are,of necessity,
limited, often with the added
complicationthat parametervaluesfrom laboratory testscan
only
approximatethe in-situvalues,
,alues The standard approach to geotechnicaluncertainty is the observ-
ational method,evolvedby Terzaghiand peck (194g)and later discussed
:d by by Peck(1969)and Casagrande (1965).
i]s of Briefly,the techniqueconsistsof designingthe foundation,retalning
wall, etc.using the information availableand then,during construction,
checkingon the original design assumptionsby measu-ringpredeter_
minedparameterssuchaspore waterpressures, deformationsletc.In the
210 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

light of theseobservationsfurther construction,i.e. rate or dimensions, ma)

can be modified. atte
In the hands of the competentand experiencedengineerthe observ- pro(
ational method can yield satisfactory and economical structures. The am(
method may not be so effective with a relatively inexperienced engineer bast
and, for this reason, factors of safety based on experience gained from the
similar structures are included in the design although statistics and parr
probability theory provide mathematical approachesthat can help to atlc
deal with uncertainties and be of assistance with the observational infc
method. F
pha
Site investigation procedure eno

The object of a siteinvestigationfor a proposedstructureis to determine

those properties of the soil that will significantly affect the design and
construction. From a statistical point of view this involves obtaining
estimatesofthe means,standard deviations and probability distributions
tttl"":::?iltJJ,TtT'1"il;:",
partora siteinvestigation
musiinvorue
determiningwhetherdifferentsoil layerslie beneaththe surfaceand,if so,
the positionsof the varioussoil interfaces. Oncethe subsoilhad been
divided into sub-regionsthen each layer can be regarded as an
independentpopulation from which appropriate samplesshould be
collected.
It has been illustrated by Morse (197l) that classifyingsoils into
different sub-regionsby visual inspectionand field tests may not be
sufficientlyaccurateand can lead to quite wrong designparametersif
different,althoughsuperficiallysimilar,soilsaregroupedasbelongingto
the one population. Obviously,a poor site investigationwill result in
inadequate subsoil information and the risk of an over-designed
structure.
As was confirmed (Butcher, 1984)at a recent British Geotechnical
Society'sdebate,except for a few enlightenedcases,the averagesite
investigation is presently
carriedout in accordance with a setofarbitrary
specificationclauses,usuallypreparedwith an eyemore on coststhan on
the need to obtain relevant information. If statisticalmethodsare to
become widely used in geotechnicaldesign then site investigation
procedures will somehowhaveto be mademoreflexible.The problemis
that the greater the number of representativesamplescollectedand
testedthe greaterthe dependabilityof the reliability analysisprediction
but, unfortunately, the greaterthe costof the siteinvestigation.
The interpretation of borehole resultscan often prove difficult and
 THE RELIABILITY OF GEOTECHNICAL STRUCTURES 2ll

)ns, may require considerableexperienceon the part of the engineer

attempting to model the subsoil in this manner. This modelling
rv- procedurehaslittle to do with probability theory and, without the right
lhe amount of information,the final estimationof the soil profile, although
basedon accurateinformation,can be quite wrong. Figure 9.1ashows
tm the informationobtainedfrom two boreholesat somedistanceapart at a
.nd particular site and Figs 9.1b,c and d illustrate three possiblelnrerprer-
to ations. Statisticscan be of little help here. What is required is extra
ral information which can only be obtainedfrom anotherborehole.
For this reasona site investigationshould ideally be split into two
phases.During the first phase,boreholesshould be put down and
enough soil samplescollectedfor a laboratory test programmeto be

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

carried out. With this informationassembledand analvsedit mav

perf
becomeapparentthat more data is necessary. In such a situationit
wouldbe veryusefulifthe investigation contract somehow allowedfor a
- secondphase II
involvingfurthersiteinvestigationwork to be car ed out. Dre(
The probabilityof the existenceof a geologicalfeaturecannot be
IESi
predictedby a simplestatisticalprocedure. Geological formscanonly be
predictedby someform of inductivereasoning,poisibly enhancedby the
OAS
use of Bayes'theorem,involving any resultsobtainedfrom the site
investigation togetherwith pastexperience (seeexample1.1g). i S C
If it is known or suspectedthat an old slip surfaceexistsand if it is
requiredthat its existence,or nonexistence,be proved completely,then
its locationcan only be discovered :ssu
by continuouscoringas part of a
systematlc searchprogramme. ianc
T]
Z SS U
Soil sampling theory

Thereis little argumentthat for quality control, suchas the measurement

l:o \
of density along a compactedembankment or the testing of sand trom f OSS
lorries deliveringto a site,sampleselectionshould be done on a random :: r
basis. However, it has been shown by Lumb (1974), that
random :S SU
selectiondoesnot give the best resultsfor in_situsampling.A systematic
pattern of boreholesand the collection of samplesat
equally spaced i s c
vertical intervalsfor each sub-regionis the most efficientmethod.
Also, it cannot be over-emphasised that, for the test resultsobtained
from a soil sampleto be meaningful,the samplemust have been
taken ,:iti
f r o m t h e c o r r e c ts o i l s u b r e s . i o n .

Probabilistic treatmnt of the substrata n,

It has beenmentionedthat a major part ofa siteinvestigationis to divide
the subsoil into a set of idealisedsubregionsof the dtfferentsoil tvDes. :13 a
Only when this procedurehas beencompletedis it possibleto corri out :?S i
meaningfuldesigncalculations
In many casesa straightforwarddesignprocedurecan be achieved
by Etat
assumingthat the soil layersare locally homogeneous,i.e.they exhibit
no
significantvariations either in thicknessor property within the area t---
of
the site. However. it should be remembered thai on occasrons ::cr
the
assumptionof homogeneitywill be unrealistic.An exampleis the
caseof
a compressiblesoil layer whose thicknessvaries randomlv.
Once the various soil horizons have been established.any sorl profile
characteristicwhose uncertaintymight have an important eflect
on the
 THE RELIABILITY OF GEOTECHNICAL STRUCTURES

may performancepredictionscan be treatedas a random function of either

on it ihe vertical and/or the horizontal directions(Vanmarke,1977)'
for a In theory, given sufficient sample measurements, it is possible to
I out. predict the value of a soil parameterat any location but the number of
lt be iest results available will always be limited and the models of soil
Llybe depositsthat are used in reliability analysesare thereforeinvariably
,vthe basedon one of the following two basicassumptlons.
: site
(i) SOIL MASS IS SPATIALLY UNIFORM
f it is A soil masscan be consideredto be spatially uniform when it can be
then assumedthat the measuredvalues of a particular parameter vary
ofa randomly within it, about the meanvalue of the measurements.
Throughout the previouschaptersspatialuniformity has beentacitly
assumed,i.e.the measuredvaluesof soil parametershavebeenassumed
to vary randomly with no specificdirectionaltrends'
A problem, often encounteredwith smail structures,is when the
ment provisional sum provided for the site investigation precludes any
irom possibilityof a comprehensive surveyin which directionaltrendsmight
rdom be recognised.In such a situation the engineerhas no choice but to
rdom assumespatialuniformity in spite of the errors this may cause.
natic
raced ( i , S O I L M A S SH A S D I R E C I I o N A L T R E N D S

There are often occasionswhen natural soil depositshave parameters

nined that exhibit directionaltrends.Thesetrendscan rangein directionfrom
.aken verticalto horizontaland whenthey arein evidenceit is bestto a1lowfor
them by the useof regression lines.For most soil parameters the best
regressionline is a straightline.
For a random variable,I, relatedto anotherrandom variable,X, the
standarddeviationof Y should be taken as the squareroot of the
iivide varianceof I about the regressionline Y on X rather than about the
.ypes. meanvalueof Y.Thisvalue,knownasthestandarderrorofthe estimate,
hasalreadybeendiscussed in chapter8 andits useis furtherillustratedin
y out
the following example.
:d by Example9.1
)1I nO
'ea of Unconfinedcompressiontestscarriedout on undisturbedsamplestaken
from a deepclay depositgavethe following results:
s the
lse of Depth (m) 1 2 3 4 5
c, (kN/m'z) 27 19 34 37 42
rofile 21 40 38
n the 23 34
214 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

(D Determinea suitableregressionline that will give the relationship Theref

betweenc,, the strengthofthe soil,and z, the depth from the surface
to the point considered.
(ii) A strip foundation,2 m wide, is to be foundedat a depth of 1.5m
below the surfaceof the clay. Determinevaluesfor the mean and THEST
standarddeviationof c, suitablefor the evaluationof the probability The fo
of bearrngcapacityfailure.

Solution m
THE REGRESSIONLINE Now:
The equationfor the regressionline is obtainedby the methoddiscussed
in chapter 8 or from a suitablepocket calculator.

c" : 5.0062+ 15.804kNlmz

wherez is the depth (in m) below the ground surface.

and:
T H ES T A N D A R D
E R R o Ro F T H E t s r l M A r F ( v u r H o o i )
The varianceof c, about this line is given by:
tr - r t ar]r2
ls.u')2:I-#
Therel
where
c , - m e a s u r e dv a l u e so f c "
c"(e) : gxpes1.6 value of c. as obtained from the regression line
lormula DETER]
(a) Bl
C a l c u l a t i o n sa r e b e s t t a b ul a t e d

(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

Consideringbearingcapacityeffectsand assumingthat the dimens.ions

and the unit weight of the wall, 24 kN/m3, are constant,determinethe
factor of safetyand the nominal probabilitv of failure.
Assumeall relevanrvariablesr; havenoimal distributions.
Solution
DETERMINATIoNoF THE MEAN AND STANDARDDEVIATIoN varurs Fox N.
InsertingcorrespondingN, valuesfor the tabulated valuesand usin!
{
the methodsof chapter8, the regressionline of N" on z canbe found:
Nt : 16.1292
+ 31.838 (r : 0.6991)
Assumingthat the representative valueof N, will occurat depthB below
the foundation of the wall, the meanvalue of N, can be taken to be:
m:N,:16.129
x 4.0+ 31.838:96.35
with a standarddeviation of:

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

THE RELIABILITY OF GEOTECHNICAL STRUCTURES 219

Thebasicvariables areyr,12,K",sin{1,N,, l, ande, andlhestandard

- deviationsof the first four can be found by the simplifiedmethod des_
cribedin chapter5. The methodsusedbelowfor l, and e weresuggested
by the author in ResearchReport No. 46, publishedby the Trinsport
ontal
and Road ResearchLaboratory (Smith, 19g6).
THE INCLINEDLOAD rAC rOR i)
mate
Various expressions have beenproposedfor l, and the one usedin this
spec-
text is that suggested
by Sokolovski(1960):
/ D \3
.r ! : I . _ -r ^a H l
I r |
\ K",/
Now:
Pun: horizontalthrust: 42.78K^y1cos
$1
Therefore:
1 cosg1
42.78K"y
(' 42.78K"y1sin
f1 + 23.25y1+135) '
The mean value fo r i, (for Qt equals35' and 7, equals 19kN/m3) is
)n by 0.2713.
For all practicalpurposesl, is only sensitiveto changesin the valueof
Q and,by assumingthat y, is consrantat 19kN/m3, o," is found (by the
approximatemerhod)ro be 0.0395.
THE ECCENTRICITY E

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

The iterativeprocedurefor B gives: ol

c(
Iteration .Y3 .I6 h(v) rl
I 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2461 d,
0.06 -0.49 0.03 0.01 - 1.91 -0.99 0.t6 2.1'7 332
2
3 0.10 -0.2'7 0.05 0.02 -2.48 0.55 0.09 2.56 - 9 3 . 1
4 0.09 - 0.15 0.04 0.02 -2.43 -0.29 0.05 2.46 - 10.8 ci
5 0.09 - 0.16 0.04 0.02 2.42 -0.30 0.05 2.45 -0.09
6 0.09 -0.16 0.04 0.02 -2.42 -0.30 0.05 2.45 -0.02
I
r
The reliabilityindex is 2.45and the nominal Pr equals7 x 10-' (A
Monte Carlo simulation,after 10000 iterations,gaveB equalto 2 28 ) S

The factor of safety,basedon the meanvaluesof the variables,is equal

 THE RELIABILITY OF GEOTECHNICAL STRUCTURES 221

to 4.21^nd it is interestingto considerthat, whilst the factorof safety

indicatesa satisfactory design,the reliabilityindexshowsthat thereis a
nominalrisk of about i in 150.
The reasonis of coursethat the reliability index allows for the
t) is variability of the variables,particularly N, which has a large coefficient
of variationand is also a dominantfactorin the value of the bearing
capaclty.
, the In passingit shouldbe noted that whenconsideringsliding effects,the
layer of soil in contactwith the foundationof the wall is the surfaceand
asthecoemcient offrictionis relatedto theangleof shearingresistance of
the soil it is important to usethe valueof{ for z equalto zero,which is
obtainedfrom the regressionline and is equal to 36.2'.
An exampleof a fuller reliability analysisof a retainingwall has been
preparedby the writer ( Smith,1986)and also an illustrationof how
themethodcanbe appliedto proppedembeddedcantileverwalls (Smith,
198s).

Correlatedvariablesin soil mechanics

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
-

The foundation will support a concentric 1 m2 reinforced concrete

column carrying a load of mean value of 25 MN and coefficient of
'i,ariationof 101.
Determine the reliability index againstbearing capacity failure.

3 . 5m
t; 1 mx 1 m
co l u m n

1'5m

Flg.9J ExamPle93

Nore: Soils of this type are notoriouslyvariablein strengthand the

drainedstrengthparameters are generallyconsideredto give the best
measureof their strengths(Lumb, 1966).
SoIution
Taking the unit weightof concreteas equalto 24 kN/m3 and assuming
soil is constantat l9 kN/rn3:
that the unit weightof the excavated

- - 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

18 5.26 13.10 2.08

19 5.80 13.93 2.48
20 6.40 14.83 2.95
21 7.O',l 15.81 3.50
22 7.82 16.88 4.13
'ete 23 8.66 18.05 4.88
24 9.60 19.32 5.'7
5
of 25 10.66 20.'72 6.76
26 11.85 22.25 7.94
2'.l 13.20 23.94 9.32
28 \4.',|2 25.80 10.94
29 16.44 2'7.86 12.84
30 18.40 30.14 15.07

The linear relationshipsbetweenN" and N, and betweenN, and No can

be found by the methodsdescribedin chapter 8 or with the aid of a
suitably programmedcalculator:
N": 6.631+ 1.298Nq
N t : - 3 . 4 1 2+ 0 . 9 8 5 N q
t)82 : R
g" : (1 3cN"+ 1'zNq+0'4YBN
Now, B is 3,6m and z is 5 m. Hence:
Q" : 16.848cN.
+ 64.8Nq* 18.662YN'
the
)est : 16.848(6.631
+ 1.298Nq)
+ 64.87N0
+ 18.662y(-3.472 + 0.985Nq)
: lI7.2c - 64.80y+ (21-87c+ 83.187)\
Ling
Now S, the total load on foundation is given by
P + 114.7
kN
whereP is the column load. Hence:
Z : 117.2c - 64.807+ (21.87 - P - 114.7
c + 83.187)No
)on
the There are thereforefour basicvariables:

Variable Symbol Mean (m) s.d.(o) Units

I its
rom f xl t9 0.5 kN/m3
c 90 30 kN/m'?
x3 18.4 6.45
nln 25 000 2500 KN
 PROBABILITY AND STATISTICS IN CIVIL ENGINEERING

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