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Volumn 15, Issue 2, 1998, Pages 89-105

A simple approach to multinormal integration with applications to the system reliability computation

Author keywords

Monte Carlo simulation; Multinormal distribution; Numerical integration; Parallel and series systems; Probability theory; Structural reliability

Indexed keywords

COMPUTER SIMULATION; INTEGRATION; LINEARIZATION; MONTE CARLO METHODS; PROBABILITY; RELIABILITY;

EID: 0031654265     PISSN: 10286608     EISSN: None     Source Type: Journal    
DOI: 10.1080/02630259808970232     Document Type: Article
Times cited : (5)

References (17)
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  • 2
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  • 3
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    • Ditlevsen, O.1
  • 7
    • 38249010049 scopus 로고
    • An assessment of higher order bounds for structural reliability
    • Greig, G. L. (1992) An assessment of higher order bounds for structural reliability. J. Structural Safety, 11, 213-225.
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    • Greig, G.L.1
  • 8
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  • 12
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    • Song, B. F. (1992) A numerical integration method in affine space and a method with high accuracy for computing structural system reliability. Computer and Structures, 42(2), 255-262.
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    • Song, B.F.1
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    • The moment generating function of the truncated multi-normal distribution
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  • 14
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    • Improved approximation for multinormal integral
    • Tang, L. K. and Melchers, R. E. (1987) Improved approximation for multinormal integral. J. Structural Safety, 4, 81-93.
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  • 17
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    • Bivariate and trivariate normal integrals in affine space with applications in structural system reliability
    • Zhu, T. (1994) Bivariate and trivariate normal integrals in affine space with applications in structural system reliability. Reliability Engineering and System Safety, 46, 115-121.
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    • Zhu, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.