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应力服从一类嵌套多元指数分布的结构可靠度估计
引用本文:王辉,叶慈南,严广乐.应力服从一类嵌套多元指数分布的结构可靠度估计[J].应用概率统计,2009,25(2):143-154.
作者姓名:王辉  叶慈南  严广乐
作者单位:1. 上海理工大学管理学院,上海,200093
2. 上海理工大学理学院,上海,200093
基金项目:上海市重点学科建设项目 
摘    要:本文研究应力服从一类嵌套多元指数分布, 强度服从指数分布的应力---强度结构可靠度模型.分别在强度参数未知、应力参数已知和强度参数已知、应力参数未知的情况下给出了结构可靠度$P_{A}$的估计$\wh{P}_{A1}$和$\wh{P}_{A2}$,并讨论了它们的渐近性质,而且获得了$P_{A}$的近似置信区间.最后对这两种情况下模型结构可靠度的估计$\wh{P}_{A1}$和$\wh{P}_{A2}$进行了随机模拟,随机模拟结果令人满意.

关 键 词:结构可靠度  嵌套多元指数分布  强相合性  渐近正态性  置信区间  随机模拟.

Estimation of Structural Reliability for a Nested Multivariate Exponential Distributed Stress
WANG HUI,YE CINAN,YAN GUANGLE.Estimation of Structural Reliability for a Nested Multivariate Exponential Distributed Stress[J].Chinese Journal of Applied Probability and Statisties,2009,25(2):143-154.
Authors:WANG HUI  YE CINAN  YAN GUANGLE
Institution:Business School, University of Shanghai for Scienceand Technology, School of Science, University of Shanghai for Scienceand Technology
Abstract:We study a kind of stress-strength structural reliability model with stress being nested multivariate exponential distributed and strength being one-dimensional exponential distributed in this paper. On condition that strength parameterunknown and stress parameters known as well as contrary situations, the estimators $\wh{P}_{A1}$ and $\wh{P}_{A2}$ of the structural reliability $P_{A}$ are proposed and their consistency and asymptotic normality are discussed, meanwhile, the estimators' confidence intervals are also shown. Finally, we randomly simulate the estimators $\wh{P}_{A1}$ and $\wh{P}_{A2}$ of $P_{A}$ with the satisfactory results.
Keywords:Structural reliability  nested multivariate exponential  distribution  strong consistency  asymptotic property  confidence  interval  random simulation  
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