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Author:

Tong, Ming-Na (Tong, Ming-Na.) | Zhao, Yan-Gang (Zhao, Yan-Gang.) | Lu, Zhao-Hui (Lu, Zhao-Hui.)

Indexed by:

SSCI EI Scopus SCIE

Abstract:

In this paper, a new method for normal transformation is proposed to transform correlated non-normal random variables into independent standard normal ones based on their first four linear moments (L-moments), standard deviations and correlation matrix. The complete monotonic expressions of the equivalent correlation coefficient are proposed and the applicable range of the original correlation coefficient to ensure the transformation's executability is identified. Numerical studies demonstrate that the admissible range of the normal transformation for correlated random variables based on L-moments is larger in scope than that based on ordinary central moments (C-moments), and the proposed method is effective for normal transformations and sufficiently accurate for reliability engineering practices.

Keyword:

Normal transformation Equivalent correlation coefficient Reliability engineering Correlated random variables L-moments

Author Community:

  • [ 1 ] [Tong, Ming-Na]Cent South Univ, Sch Civil Engn, 22 Shaoshannan Rd, Changsha 410075, Peoples R China
  • [ 2 ] [Lu, Zhao-Hui]Cent South Univ, Sch Civil Engn, 22 Shaoshannan Rd, Changsha 410075, Peoples R China
  • [ 3 ] [Zhao, Yan-Gang]Kanagawa Univ, Dept Architecture, Kanagawa Ku, 3-27-1 Rokkakubashi, Yokohama, Kanagawa 2218686, Japan
  • [ 4 ] [Zhao, Yan-Gang]Beijing Univ Technol, Key Lab Urban Secur & Disaster Engn, Minist Educ, Beijing 100124, Peoples R China
  • [ 5 ] [Lu, Zhao-Hui]Beijing Univ Technol, Key Lab Urban Secur & Disaster Engn, Minist Educ, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Lu, Zhao-Hui]Cent South Univ, Sch Civil Engn, 22 Shaoshannan Rd, Changsha 410075, Peoples R China;;[Lu, Zhao-Hui]Beijing Univ Technol, Key Lab Urban Secur & Disaster Engn, Minist Educ, Beijing 100124, Peoples R China

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Source :

RELIABILITY ENGINEERING & SYSTEM SAFETY

ISSN: 0951-8320

Year: 2021

Volume: 207

8 . 1 0 0

JCR@2022

ESI Discipline: ENGINEERING;

ESI HC Threshold:87

JCR Journal Grade:1

Cited Count:

WoS CC Cited Count: 14

SCOPUS Cited Count: 15

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 10

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