Taylor Expansion of Series System Reliability
Publication: Journal of Engineering Mechanics
Volume 110, Issue 2
Abstract
Series systems with correlated random safety margins distributed according to the normal distribution play an important role in recent developments of methods of structural reliability theory. These methods require calculation of values of n‐dimensional normal distribution functions. The paper points at a surprisingly accurate rule of thumb calculation method based on a modified second order Taylor expansion in terms of the correlation coefficients and with equicorrelation as expansion point. The equieorrelation coefficient to be used in the method is determined such that the first differential of the distribution function vanishes. The modification is simply to omit the coefficient 1/2 on the second differential in the expansion.
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Information & Authors
Information
Published In
Journal of Engineering Mechanics
Volume 110 • Issue 2 • February 1984
Pages: 293 - 307
Copyright
Copyright © 1984 ASCE.
History
Published online: Feb 1, 1984
Published in print: Feb 1984
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