THREE-PARAMETER PROBABILITY DENSITY FUNCTION FOR ENGINEERING APPLICATIONS
- Roman Jaskulski,
- Piotr Wiliński
For the analysis and interpretation of probabilistic engineering calculations, including those concerning the estimation of the safety of structures, we often use symmetrical normal distribution. There are, however, issues where the distribution of functions of a random variable is characterized by a certain significant skew, the omission of which may result in serious errors in probability estimation. In such cases, it is necessary to use a non-zero skew distribution. An additional condition is that this skew should be independent of the first two moments of distribution. In the present study, a proposal of such a distribution being a linear combination of normal distribution and Gumbel distribution (Generalized Extreme Value Distribution Type-I) was presented. This distribution, called NG distribution, was used by the authors in practice to interpret the results of probabilistic calculations. An algorithm for generating pseudo-random numbers with NG distribution, which passed statistical tests, was also developed.
- Record ID
- Publication size in sheets
- Baswell Albert R. Albert R. Baswell (eds.): ADVANCES IN MATHEMATICS RESEARCH, vol. 27, 2020, 207 p., ISBN 978-1-53617-246-1
- Keywords in English
- probability distribution, structural safety, normal distribution, Gumbel distribution, probability assessment
- (en) English
- Score (nominal)
- Score source
- = 5.0, 23-06-2021, MonographChapterAuthor
- Uniform Resource Identifier
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