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Statistik Terapan Semester II

Mata kuliah S1 ITS Surabaya

Faimun

Fakultas Teknik Sipil dan Perencanaan Institut Teknologi Sepuluh Nopember Surabaya

Semester Genap 2011/2012

Faimun (ITS Surabaya)

Sepuluh Nopember Surabaya Semester Genap 2011/2012 Faimun (ITS Surabaya) Statistik Terapan Semester Genap 2011/2012 1 /

Statistik Terapan

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Montecarlo Simulation

If N trials are conducted, the probability of failure is given approximately by

P f = N f

N

where N f is the number of trials for which the limit-state function g(X) is violated out of the N experiments conducted. Variance of estimated probability of failure computed as:

Var(P f ) (1 P f )P f

N

and coeficient of variance is:

COV(P f ) P f (1P f )

N

P

f

It is evident that as N approach infinity, the Var(P f ) and COV(P f ) approach zero.

Faimun (ITS Surabaya)

Statistik Terapan

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Simulation Accuracy and Efficiency

Another way to study the error associated with the number of simulation cycles is by approximating the binomial distribution with a normal distribution and estimating the 95% confidence interval of estimated probability of failure. It can be shown that

P

2 (1 P

N

T

f

T

)P

f

<

N f P

N

T

f

< 2 (1 P

N

T

f

T

)P

f

= 0.95

where, P

T is the true probability of failure. The percentage error can be defined as

f

T

% = N f /N P

f

T

P f

× 100%

Combining these equations, we obtain

% =

T

1 P

f

T

N × P

f

× 200%

This indicates that there will be about 20% error if P

simulation.

T is 0.001 and if 10.000 trial used in

f

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Faimun (ITS Surabaya)

Statistik Terapan

Some Usefull Distribution

Exponential distribution:

f (t|λ) = λ exp(λt)

for 0 x <

Normal(Gaussian) distribution:

f x (x|µ, σ) =

1 2π e (xµ) 2 /2σ 2

σ

Log-Normal distribution:

for < x <

f x (x|µ, σ) =

Weibull distribution:

1

xσ 2π e (log xµ) 2 /2σ 2

for 0 < x <

f(t) = λ β βt β1 e (λt) β

Faimun (ITS Surabaya)

Statistik Terapan

for 0 x <

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Structural Beam Study

The objective of this study is to investigate the stress at the extreme fiber of a structural steel beam.

σ = Mc ≤ f y I with : Variable µ σ distribution c 10
σ = Mc
≤ f y
I
with :
Variable
µ
σ
distribution
c
10
0.5
normal
M
3500
350
normal
I
1000
15
normal
f y
50
7
normal
Faimun (ITS Surabaya)
Statistik Terapan
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