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Author:

Zhao, Yan-Gang (Zhao, Yan-Gang.) | Weng, Ye-Yao (Weng, Ye-Yao.) | Lu, Zhao-Hui (Lu, Zhao-Hui.)

Indexed by:

EI Scopus SCIE

Abstract:

In this paper, an efficient and explicit technique is proposed for transforming correlated non-normal random variables into independent standard normal variables based on the three-parameter (3P) lognormal distribution. In contrast with the classic Nataf transformation, the derived equivalent correlation coefficient in non orthogonal standard normal space of the proposed transformation is expressed as an explicit formula, thereby avoiding tedious iteration algorithm or multifarious empirical formulas. Meanwhile, the applicable range of the original correlation coefficient is determined based on fundamental properties of the proposed expression of correlation distortion and the definition of correlation coefficient. The proposed transformation requires only the first three moments (i.e., mean, standard deviation, and skewness) of basic random variables, as well as their correlation matrix. Therefore, the proposed transformation can also be applied even when the joint distribution or marginal distributions of the basic random variables are unknown. Several numerical examples are presented to demonstrate the user-friendliness, efficiency, and accuracy of the proposed transformation applied in structural reliability analysis involving correlated non-normal random variables.

Keyword:

Structural reliability Normal transformation Three-parameter lognormal distribution Correlated non-normal random variables Correlation coefficient

Author Community:

  • [ 1 ] [Zhao, Yan-Gang]Beijing Univ Technol, Key Lab Urban Secur & Disaster Engn, Minist Educ, Beijing 100124, Peoples R China
  • [ 2 ] [Weng, Ye-Yao]Beijing Univ Technol, Key Lab Urban Secur & Disaster Engn, Minist Educ, Beijing 100124, Peoples R China
  • [ 3 ] [Lu, Zhao-Hui]Beijing Univ Technol, Key Lab Urban Secur & Disaster Engn, Minist Educ, Beijing 100124, Peoples R China
  • [ 4 ] [Zhao, Yan-Gang]Kanagawa Univ, Dept Architecture, Kanagawa Ku, 3-27-1 Rokkakubashi, Yokohama, Kanagawa 2218686, Japan
  • [ 5 ] [Lu, Zhao-Hui]Cent South Univ, Sch Civil Engn, Changsha 410075, Peoples R China

Reprint Author's Address:

  • [Lu, Zhao-Hui]Beijing Univ Technol, Key Lab Urban Secur & Disaster Engn, Minist Educ, Beijing 100124, Peoples R China;;[Lu, Zhao-Hui]Cent South Univ, Sch Civil Engn, Changsha 410075, Peoples R China

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Source :

PROBABILISTIC ENGINEERING MECHANICS

ISSN: 0266-8920

Year: 2021

Volume: 64

2 . 6 0 0

JCR@2022

ESI Discipline: ENGINEERING;

ESI HC Threshold:87

JCR Journal Grade:1

Cited Count:

WoS CC Cited Count: 13

SCOPUS Cited Count: 14

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 9

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