0.

00006%
0.00015%
0.00035%
0.00071%
0.00133%
0.00232%
0.00380%
0.00591%
0.00881%
0.01264%
0.01755%

Effect of Correlation on Probability of Failure

Probability of Failure

0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.999999

0.020%
0.018%
0.016%
0.014%
0.012%
0.010%
0.008%
0.006%
0.004%
0.002%
0.000%
0

0.2

0.4

0.6

Correlation Between fs and q

Probability of Failure

0.6

Between fs and qt`

0.8

First Order Reliability Method (FORM)

Example - Vertical Capacity of Drilled Shaft

Fv

(Units are inches and pounds, vertical load is in kips)

Deterministic Variables
d

Variable
fs

1.00
Probabilistic Variables
Mean
St Dev
Value

fs

Reduced

Correlation Matrix
qt'
L

Fv

0.45

0.20

0.45

0.00

1.00

0.50

0.00

0.00

qt

5.00

2.50

5.00

0.00

0.50

1.00

0.00

0.00

L
Fv

3.00
4.00

0.30
1.00

3.00
4.00

0.00
0.00

0.00
0.00

0.00
0.00

1.00
0.00

0.00
1.00

L
fs, qt

Transposed Vector of Reduced

Variables
0.00

0.00

0.00

0.00

Vector of
Reduced Variables
0.00

Inverse of the Correlation Matrix

0.00
0.00

1.33

-0.67

0.00

0.00

-0.67

1.33

0.00

0.00

0.00

0.00

1.00

0.00

0.00

0.00

0.00

1.00

0.00

Performance Function, M
0.310
T

x i
1 x i

b min i
R i

g 0
i
i

Reliability Index, b
0.000
Probability of Failure
50.00%