On the estimation of failure probability having prescribed statistical moments of first passage time

B. F. Spencer, L. A. Bergman

Research output: Contribution to journalArticlepeer-review

Abstract

A method of estimating the probability density function and cumulative distribution function when only the ordinary or central moments of the distribution are known is examined. The technique is used in conjunction with previous work which yields the ordinary moments of time to first passage failure to obtain accurate estimates of the failure probability for two representative oscillators. The results are then compared to those obtained by a nearly exact numerical scheme.

Original languageEnglish (US)
Pages (from-to)131-135
Number of pages5
JournalProbabilistic Engineering Mechanics
Volume1
Issue number3
DOIs
StatePublished - Sep 1986
Externally publishedYes

Keywords

  • cummulative distribution function
  • first passage failure
  • maximum entropy
  • probability density function
  • random vibration
  • reliability
  • statistical moments

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Civil and Structural Engineering
  • Nuclear Energy and Engineering
  • Condensed Matter Physics
  • Aerospace Engineering
  • Ocean Engineering
  • Mechanical Engineering

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