随机变量的相关性和结构可靠度

Correlativity of random variables and structural reliability

随机变量的相关性对结构可靠度有不可忽略的影响 .当随机变量不服从正态分布并具有相关性时 ,一般认为随机变量转换为正态随机变量前后的相关系数近似相等 .本文给出了反映转换前后相关系数之间关系的积分方程 ,并针对常遇的分布类型给出转换后相关系数的表达式 。

Correlativity of random variables has obvious effect on structural reliability.In the case of abnormal dependent variables,it is generally considered that the coefficient of correlativity before and after the transformation of abnormal variables to normal ones approximately equal to each other. An integral equation which reflects the relation ship between coefficient of correlativity before and after transformation in this paper.Moreover,explicit expression of coefficient of correlativity after transformation is provided in connection with some kinds of distributions of random variables. The method to calculate the reliability index is presented as well.