TECHNICAL NOTES
Jan 1, 1984
Conditioned Gaussian Probability Density
Publication: Journal of Engineering Mechanics
Volume 110, Issue 1
Abstract
A workable expression is developed in the case of bivariate Gaussian variables for the probability density function of one variable conditioned on a range of values for the other variable. Such an expression is useful in evaluating sturctural reliability with correlated modes of collapse. A lengthy expression for trivariate Gaussian variables is also presented.
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References
1.
Breiman, L., Probability and Stochastic Process, Houghton‐Mifflin Co., Boston, Mass., 1969, p. 296.
2.
Chou, K. C., McIntosh, C., and Corotis, R. B., “Observations on Structural System Reliability and The Role of Modal Correlations,” Structural Safety, Vol. 1, 1983, pp. 189–198.
Information & Authors
Information
Published In
Journal of Engineering Mechanics
Volume 110 • Issue 1 • January 1984
Pages: 115 - 119
Copyright
Copyright © 1984 ASCE.
History
Published online: Jan 1, 1984
Published in print: Jan 1984
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Authors
Affiliations
Karen C. Chou, A. M. ASCE
Asst. Prof., Civil Engrg., Syracuse Univ., Syracuse, N.Y. 13210
Ross B. Corotis, M. ASCE
Hackerman Prof. and Chairman, Civil Engrg., The Johns Hopkins Univ., Baltimore, Md. 21218
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