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) Statistik Terapan Semester Genap 2011/2012 1/5

Montecarlo Simulation
If N trials are conducted, the probability of failure is given
approximately by
Nf
Pf =
N
where Nf 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:
(1 Pf )Pf
Var(Pf )
N
and coeficient of variance is:
q
Pf (1Pf )
N
COV(Pf )
Pf
It is evident that as N approach infinity, the Var(Pf ) and COV(Pf )
approach zero.
Faimun (ITS Surabaya) Statistik Terapan Semester Genap 2011/2012 2/5
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
s s
(1 PTf )PTf Nf (1 PTf )PTf
P 2 < PTf < 2 = 0.95
N N N

where, PTf is the true probability of failure. The percentage error can be defined as

Nf /N PTf
e% = 100%
PTf

Combining these equations, we obtain

v
u 1 PTf
u
e% = t 200%
N PTf

This indicates that there will be about 20% error if PTf is 0.001 and if 10.000 trial used in
simulation.
Faimun (ITS Surabaya) Statistik Terapan Semester Genap 2011/2012 3/5
Some Usefull Distribution
Exponential distribution:

f (t|) = exp(t) for 0 x <

Normal(Gaussian) distribution:
1 2 2
fx (x|, ) = e(x) /2 for < x <
2
Log-Normal distribution:

1 2 /22
fx (x|, ) = e(log x) for 0 < x <
x 2
Weibull distribution:

f (t) = t1 e(t) for 0 x <

Faimun (ITS Surabaya) Statistik Terapan Semester Genap 2011/2012 4/5

Structural Beam Study

The objective of this study is to investigate the stress at the extreme

fiber of a structural steel beam.
Mc
= fy
I
with :
Variable distribution
c 10 0.5 normal
M 3500 350 normal
I 1000 15 normal
fy 50 7 normal

Faimun (ITS Surabaya) Statistik Terapan Semester Genap 2011/2012 5/5