Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability
Parameter estimation uncertainty is often neglected in reliability studies, i.e. point estimates of distribution parameters are used for representative fractiles, and in probabilistic models. A numerical example examines the effect of this uncertainty on structural reliability using Bayesian statist...
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| Format: | Article |
| Language: | English |
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VŠB-Technical University of Ostrava, Faculty of Civil Engineering
2015-12-01
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| Series: | Transactions of the VŠB: Technical University of Ostrava, Civil Engineering Series |
| Subjects: | |
| Online Access: | http://www.degruyter.com/view/j/tvsb.2015.15.issue-2/tvsb-2015-0022/tvsb-2015-0022.xml?format=INT |
| _version_ | 1797817221431427072 |
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| author | Rózsás Árpád Sýkora Miroslav |
| author_facet | Rózsás Árpád Sýkora Miroslav |
| author_sort | Rózsás Árpád |
| collection | DOAJ |
| description | Parameter estimation uncertainty is often neglected in reliability studies, i.e. point estimates of distribution parameters are used for representative fractiles, and in probabilistic models. A numerical example examines the effect of this uncertainty on structural reliability using Bayesian statistics. The study reveals that the neglect of parameter estimation uncertainty might lead to an order of magnitude underestimation of failure probability. |
| first_indexed | 2024-03-13T08:49:48Z |
| format | Article |
| id | doaj.art-1f819f8807ee4c348124407dc1a121fb |
| institution | Directory Open Access Journal |
| issn | 1804-4824 |
| language | English |
| last_indexed | 2024-03-13T08:49:48Z |
| publishDate | 2015-12-01 |
| publisher | VŠB-Technical University of Ostrava, Faculty of Civil Engineering |
| record_format | Article |
| series | Transactions of the VŠB: Technical University of Ostrava, Civil Engineering Series |
| spelling | doaj.art-1f819f8807ee4c348124407dc1a121fb2023-05-29T13:15:28ZengVŠB-Technical University of Ostrava, Faculty of Civil EngineeringTransactions of the VŠB: Technical University of Ostrava, Civil Engineering Series1804-48242015-12-0115210.1515/tvsb-2015-0022tvsb-2015-0022Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural ReliabilityRózsás Árpád0Sýkora Miroslav1 Árpád Rózsás, M.Sc., Department of Structural Engineering, Faculty of Civil Engineering, Budapest University of Technology and Economics, 3-9. Műegyetem rkp., Kmf. 85, H-1111 Budapest, Hungary Doc. Ing. Miroslav Sýkora, Ph.D., Department of Structural Reliability, Klokner Institute, Czech Technical University in Prague, Solinova 7, 166 08, Prague-Dejvice, Czech Republic, phone: (+420) 224 353 850Parameter estimation uncertainty is often neglected in reliability studies, i.e. point estimates of distribution parameters are used for representative fractiles, and in probabilistic models. A numerical example examines the effect of this uncertainty on structural reliability using Bayesian statistics. The study reveals that the neglect of parameter estimation uncertainty might lead to an order of magnitude underestimation of failure probability.http://www.degruyter.com/view/j/tvsb.2015.15.issue-2/tvsb-2015-0022/tvsb-2015-0022.xml?format=INTStructural reliabilityBayesian inferenceparameter estimation uncertaintyposterior predictive distribution |
| spellingShingle | Rózsás Árpád Sýkora Miroslav Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability Transactions of the VŠB: Technical University of Ostrava, Civil Engineering Series Structural reliability Bayesian inference parameter estimation uncertainty posterior predictive distribution |
| title | Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability |
| title_full | Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability |
| title_fullStr | Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability |
| title_full_unstemmed | Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability |
| title_short | Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability |
| title_sort | neglect of parameter estimation uncertainty can significantly overestimate structural reliability |
| topic | Structural reliability Bayesian inference parameter estimation uncertainty posterior predictive distribution |
| url | http://www.degruyter.com/view/j/tvsb.2015.15.issue-2/tvsb-2015-0022/tvsb-2015-0022.xml?format=INT |
| work_keys_str_mv | AT rozsasarpad neglectofparameterestimationuncertaintycansignificantlyoverestimatestructuralreliability AT sykoramiroslav neglectofparameterestimationuncertaintycansignificantlyoverestimatestructuralreliability |