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You are on page 1of 24

LECTURE 3:

A REVIEW ON PROBABILITY CONCEPTS

Middle East Technical University

Civil Engineering Department

A random variable is completely defined by its PMF or PDF. However, often it is

useful to partially characterize a random variable by providing overall features of

its distribution such as the central location, breadth, skewness and other

measures of shape. The mean of x, denoted E(x) or x is defined as the first

moment of its PMF or PDF, i.e;

Another central measure of a random variable is the median. Denoted X0.5, the

median is such that 50% of outcomes lie below it and 50% above it. For a given

random variable, the median is obtained by solving the equation

A third central measure is the mode. Denoted

the mode is the outcome that

has the highest probability or probability density. It is obtained by maximizing p(x)

or f(x).

Let peak ground acceleration (PGA) be considered as a continuous random

variable with a median and standard deviation. Also assume that the probability of

occurence of an event is dependent on the peak ground acceleration expected at

a site. Then the proper notation for the event can be expressed as:

Example:

Two reinforced concrete buildings A and B are located in a seismic region. It is

estimated that an impending EQ in the region might be strong (S), moderate (M),

or weak (W) with probabilities P(S)=0.02, P(M)=0.20, P(W)=0.78. The probabilities

of failure of each building if these earthquakes occur are 0.20, 0.05 and 0.01

respectively.

a) What is the probability of failure of building A if the impending earthquakes

occur ?

b) If the building A fails, what is the probability that EQ was of moderate strength ?

c) Due to similar procedures used in the design and construction of the two

buildings, it is estimated that if building A fails, the probability that B also fail is 0.5,

0.15 and 0.02 for 3 types of earthquakes. Determine the probability that both

buildings will fail in the impending earthquake.

d) If building A has failed and building B has survived, what is the probability that

9

EQ was not strong ?

Example:

Two reinforced concrete buildings A and B are located in a seismic region. It is

estimated that an impending EQ in the region might be strong (S), moderate (S),

or weak (W) with probabilities P(S)=0.02, P(M)=0.20, P(W)=0.78. The probabilities

of failure of each building if these earthquakes occur are 0.20, 0.05 and 0.01

respectively.

a) What is the probability of failure of building A if the impending earthquakes

occur ?

10

Example:

Two reinforced concrete buildings A and B are located in a seismic region. It is

estimated that an impending EQ in the region might be strong (S), moderate (S),

or weak (W) with probabilities P(S)=0.02, P(M)=0.20, P(W)=0.78. The probabilities

of failure of each building if these earthquakes occur are 0.20, 0.05 and 0.01

respectively.

b) If the building A fails, what is the probability that EQ was of moderate strength ?

11

Example:

Two reinforced concrete buildings A and B are located in a seismic region. It is

estimated that an impending EQ in the region might be strong (S), moderate (S),

or weak (W) with probabilities P(S)=0.02, P(M)=0.20, P(W)=0.78. The probabilities

of failure of each building if these earthquakes occur are 0.20, 0.05 and 0.01

respectively.

c) Due to similar procedures used in the design and construction of the two

buildings, it is estimated that if building A fails, the probability that B also fail is 0.5,

0.15 and 0.02 for 3 types of earthquakes. Determine the probability that both

buildings will fail in the impending earthquake.

12

Example:

d) If building A has failed and building B has survived, what is the probability that

EQ was not strong ?

13

1. An event can occur at random and at any time or any point in space.

2. The occurrence(s) of an event in a given time (or space) interval is independent

of that in any other non-overlapping intervals.

14

15

16

17

18

19

20

Uncertainty

Aleatory variability is defined as the randomness in the phenomena itself. There's

no control of uncertainty in the phenomenon and the process is purely random.

Aleatory variability can not be reduced with more or better observations. One

solution to decrease aleatory variability inherent in the model may be to completely

change the model (i.e. switch from empirical observations to a physical model).

Natural randomness is modeled as a probability density function for the specific

problem being handled.

Epistemic uncertainty is due to lack of information in how the properties of the

process changes. With more data and enhanced models, epistemic uncertainty

can be reduced. Attenuations by proposed by different researchers using the same

raw sample set, and different best function fits to sample points with small number

of samples will vary the epistemic uncertainty for the problem. Figures 8-10 show

the seismic source characterizations used by various researchers in nationwide

seismic hazard mapping studies, forming a typical example for epistemic

uncertainty definition.

21

Uncertainty

22

Uncertainty

23

Uncertainty

24

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