Research Article
Aug 1979
Probabilistic Modelling as Decision Making
Authors: Mircea Grigoriu, Daniele Veneziano, AM.ASCE, and C. Allin Cornell, M.ASCEAuthor Affiliations
Publication: Journal of the Engineering Mechanics Division
Volume 105, Issue 4
Abstract
One of the factors that limits application of probabilistic reliability to engineering design is the arbitrariness with which probability distribution may be chosen. The problem is particularly severe when high reliability is demanded and information is scarce, e.g., in selecting tail probability laws for load and resistance variables. At the origin of this arbitrariness is the attempt to select models through inference procedures, i.e., solely on the basis of physical and statistical information. The problem is, by its very nature, one of decision making and should be resolved through methods of decision theory. If this is done, then a number of interesting facts emerge: (1)The optimal distribution is also defined under conditions of extreme uncertainty; (2)the optimal distribution is less sensitive to statistical sample variations than the distribution obtained by inference procedures; and (3)with limited statistical information, optimal distributions tend to err on the side of conservative design, with a degree of conservatism that decreases as the amount of information increases.
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Published In
Journal of the Engineering Mechanics Division
Volume 105 • Issue 4 • August 1979
Pages: 585 - 596
Copyright
© 1979 American Society of Civil Engineers.
History
Published in print: Aug 1979
Published online: Feb 3, 2021
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Authors
Affiliations
Mircea Grigoriu
Research Assoc., Dept. of Civ. Engrg., McGill Univ., Montreal, Canada
Daniele Veneziano, AM.ASCE
Assoc. Prof. of Civ. Engrg., Massachusetts Inst. of Tech., Cambridge, Mass.
C. Allin Cornell, M.ASCE
Prof. of Civ. Engrg., Massachusetts Inst. of Tech., Cambridge, Mass.
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Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.