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结构可靠度分析中随机变量间相关系数的特性
引用本文:郄禄文. 结构可靠度分析中随机变量间相关系数的特性[J]. 港工技术, 2006, 0(4): 18-20
作者姓名:郄禄文
作者单位:河北大学机械与建筑工程学院,河北,保定,071002
基金项目:河北省教育厅科研项目资助(2006201)
摘    要:
在结构可靠度分析中,经常要把随机变量通过当量正态化变换为标准正态随机变量.随机变量的变换过程,包括线性函数变换和非线性函数变换.为了研究随机变量间相关系数的变化规律,利用概率论的基本思想分析得出,经过线性变换后变量之间相关系数保持绝对值不变,非线性变换后保持随机变量之间相关系数近似不变.因此在结构可靠度分析中,变量之间相关系数近似保持相等,其误差随变换的非线性程度增高而增大.

关 键 词:可靠度分析  相关系数  随机变量  当量正态化
文章编号:1004-9592(2006)-04-0018-03
修稿时间:2006-10-08

The Character of Correlation Coefficient Between the Random Variables in the Structural Reliability Analysis
QIE Lu-wen. The Character of Correlation Coefficient Between the Random Variables in the Structural Reliability Analysis[J]. Port Engineering Technology, 2006, 0(4): 18-20
Authors:QIE Lu-wen
Abstract:
In the analysis of structural reliability,the random variables are generally transformed into standard normal ones through equivalent normalize transformations,including linear transformation and non-linear transformation.In order to study the character of correlation coefficient between variables,using the probability theory,the conclusion is obtained.The correlation coefficient remains the absolute value unchanged after linear transformation,and keeps approximately equal after nun-linear transformation.In the analysis of structural reliability, the correlation coefficient between random variables keeps approximately equal after equivalent normalization.The higher of the non-linear transformation degree is,the larger of the approximate error magnitude will be.
Keywords:structural reliability analysis  correlation coefficient  random variable  equivalent normalize
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