Variance / Standard Deviation

Dispersion of the data

N

¦( x  x ) i
2

Var  X 
i 1

Standard deviation

Vx Var( X )

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Coefficient of Variation

Vx
COV
Px

Useful to compare different dispersions

P = 10 P = 100
V=1 V = 10
COV = 0.1 COV = 0.1

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 Skewness
Skewness is a measure of the asymmetry of the data
around the sample mean. If skewness is negative, the
data are spread out more to the left of the mean than
to the right. If skewness is positive, the data are spread
out more to the right. The skewness of the normal
distribution (or any perfectly symmetric distribution) is zero.

¦( x  x ) i
3

Skewness  X 
i 1

N V3

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Kurtosis

Kurtosis is a measure of how outlier-prone a distribution is.

The kurtosis of the normal distribution is 3. Distributions that
are more outlier-prone than the normal distribution have
kurtosis greater than 3; distributions that are less
outlier-prone have kurtosis less than 3.

¦( x  x ) i
4

Kurtosis X 
i 1

N V4

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 Covariance

A measure of the linear association between

random variables

V xy COV( X, Y ) E>( X  P X ) ( Y  P Y )@

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Correlation Coefficient
Y Y Y

0 X 0 X 0 X
U=1 U = -1 U=0

Y Y Y

0 X 0 X 0 X
U < 1 U~0 U ~0

E>( X  P X ) ( Y  P Y )@
U
VX VY
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 Probability

„ Basic probability
„ Conditional probability
„ Reliability

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Basic Probability

The probability of event A occurring:

0 d PA  d 1
PA  1 certain
PA  0 imposssible

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 Conditional Basic Probability

P A  B PA   PB  P A  B
A or B A and B
union intersection

P A  B 
P(B) given A has occurred P B A 
PA 

P A  B 
P A B 
PB

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Independent Events

If A and B are unrelated

P B A  PB
1 2 P A B PA 
P A  B PA ˜PB

Suppose the probability of bar 1 failing is 0.03

and the probability of bar 2 failing is 0.04.

What is the probability of the structure failing?

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 Failure Probability
Bar 1 or bar 2 fails
P A  B  PA   PB   P A  B 
PA  0.03
PB 0.04
PA  B  PA ˜ PB  0.0012
P( failure) = 0.03 + 0.04 - 0.0012 = 0.0688

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Reliability
P( no failure ) = Reliability
 
Define P A probability of not A
P A  P 1  A 
Re liability  P AB
P A  B  PA  ˜ PB 

For the 2 bar structure


P AB  0.97 ˜ 0.96 0.9312
P failure  1 Re liability 0.0688

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