9/13/2020

LECTURE 2-3
CIVE 683 – Reliability-Based Design of Civil
Systems

Probability Concepts

Fall 2020 Dr. Shadi Najjar AUB

Definition of Probability
‰ Probability: A numerical measure of the likelihood of an
event relative to a set of alternative events.

Bases for Probability Estimation:

1. a priori - based on prior experience or prescribed

assumptions (depends on validity of experience
or assumptions)

2. empirical - based on observed frequency of

occurrence (need large amount of data)

3. Bayesian - combine subjective assumptions with

empirical observations

Probability is a state of belief - it may change as additional information is gathered.

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Events
Probability is defined on an event - P(E)

Simple Event: E

Complement of an Event: E

Combinations of Events:

Intersection: E E1 ˆ E2 E 1E 2
both E1 and E2 occur

Union: E E1 ‰ E2
either E1 occurs or E2 occurs or both E1 and E2 occur

Events - Examples

Lift Support System

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E1: Cable 1 fails

E2: Cable 2 fails 1 2

E3: Cable 3 fails

E = Failure of the System = E 1E2 ‰ E3 Object to be Lifted

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Events - Examples
Foundation Settlement

Events - Examples
Foundation Settlement
1 2

E1: Footing 1 settles more than 1 inch

E1: Footing 1 settles less than 1 inch
E2: Footing 2 settles more than 1 inch
E2: Footing 2 settles less than 1 inch

E = foundation settles more than 1 inch = E 1 ‰ E 2

D = differential settlement = E 1E 2 ‰ E 1E 2

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Events
Mutually Exclusive Events: Occurrence of one precludes the
occurrence of the other

If E1 and E2 are mutually exclusive, then P( E1 E 2 ) 0

Collectively Exhaustive Events: Events represent the complete set

of possibilities.

If E1 and E2 are collectively exhaustive, P( E1 ‰ E 2 ) P(S) 1. 0

S = sample space (set of all possible events)

Events
Examples:
E1: Footing 1 settles more than 1 inch
E1 : Footing 1 settles less than 1 inch
E1 and E1 are mutually exclusive
E1 and E1 are collectively exhaustive

E1: No earthquakes with M>6.0 next year in Beirut

E2: 2 earthquakes with M>6.0 next year in Beirut
E1 and E2 are mutually exclusive
E1 and E2 are not collectively exhaustive

E1: More than 1 earthquake with M>6.0 next year in Beirut

E2: 2 earthquakes with M>6.0 next year in Beirut
E1 and E2 are not mutually exclusive
E1 and E2 are not collectively exhaustive

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Venn Diagrams

A C

E
B

E AB C

Axioms of Probability Theory

1. P( E ) t 0
P(S) 1. 0
3.
2. ,

3. P( E1 ‰ E2 ) P( E 1 )  P( E 2 )
if E1 and E2 are mutually exclusive

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Examples (Union of 2 Events)

P(E ‰ E ) P(E)  P(E ) P(S) 1. 0

?P(E ) 1.0  P(E)

Examples (Union of 2 Events)

S
E1 E2

P( E1 ‰ E2 ) P( E 1 )  P( E 2 )  P( E 1 E 2 )
P( E1 ‰ E2 ) 1. 0  P( E1 E2 )

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Conditional Probability

Import Risers

Pipelines
Subsea
Wells

Conditional Probability
B Offshore Pipeline
A

2 km 1 km 3 km 4 km

Suppose that leaks are equally likely to occur

anywhere along the length of this 10 Km pipeline

A = event that a given leak is located in region A

P(A) = 3/10 = 0.3

B = event that a given leak is located in region B

P(B) = 4/10 = 0.4

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Conditional Probability
A B

2 km 1 km 3 km 4 km

If a leak is detected in Region B, how likely is it that

the leak is in Region A.
P(AB ) 0.1
P(A B) 0. 25
P( B) 0. 4
If a leak is detected in Region A, how likely is it that
the leak is in Region B.
P(AB ) 0.1
P( B A) 0. 33
P(A ) 0. 3

Conditional Probability
A B

2 km 1 km 3 km 4 km

P(AB )
Probability of A Given B = P(A B) Ÿ P( AB ) P(A B) P(B)
P( B)

P(AB )
Probability of B Given A = P( B A) Ÿ P( AB ) P( B A ) P( A )
P( A )

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Conditional Probability
Probability of an Intersection

P( E1 E 2 ) P( E1 E 2 ) P(E 2 ) P(E 2 E1 )P( E1 )

Statistical Dependence
If E1 and E2 are statistically independent, then

P( E1 E 2 ) P( E1 )
P( E1 E 2 ) P( E1 )P( E 2 )
P( E 2 E 1 ) P( E 2 )

Statistical Dependency

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Statistical Dependency

Statistical Dependency
Example

E1 = high waves at Statfjord field in North Sea

E2 = high waves at Brent field in North Sea

E3 = high waves at Thunder Horse field in the Gulf of Mexico

E1 and E3 are statistically independent

E1 and E2 are not statistically independent

Are two mutually exclusive events statistically independent?

if E1 and E2 are mutually exclusive, then P( E1 E 2 ) ?

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Example on Conditional Probability

A town relies on two sources of water: rainfall (surface
water) and groundwater. In a given year, there is a 30
percent chance that there will be a shortage of rainfall, and a
10 percent chance that there will be a groundwater shortage.
Further, if there is a rainfall shortage, the likelihood of a
groundwater shortage increases from 10 to 20 percent.

R = rainfall shortage, P(R) = 0.3

G = groundwater shortage, P(G) = 0.1

P(G R ) 0. 2

Example on Conditional Probability

Given: P(R) = 0.3, P(G) = 0.1, P(G R ) 0. 2

1. What is the probability that there is a shortage in both sources?

P( RG ) P(G R ) P(R ) 0. 2 x0. 3 0. 06

2. What is the probability that there is a shortage in at least one of

the sources?

P( R ‰ G ) P(R )  P(G )  P( RG ) 0. 3  0.1  0. 06 0. 34

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Example on Conditional Probability

Given: P(R) = 0.3, P(G) = 0.1, P(G R ) 0. 2

3. Given that there is a shortage of groundwater, what is the

probability that there is a shortage of rainfall?

P (RG ) 0. 06
P( R G ) 0. 6
P( G ) 0.1

4. Given that there is no shortage of rainfall, what is the probability

that there is a shortage of groundwater?

P(R G )P( G) [1  P(R G )]P(G) (1  0. 6)0.1

P( G R ) 0. 057
P( R ) 1  P( R ) 1  0. 3

Theorem of Total Probability

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Theorem of Total Probability

crest
free board filter

riprap
CORE
SHELL
SHELL

blanket

FOUNDATION
cutoff

Theorem of Total Probability

Liquefaction of Soil

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Theorem of Total Probability

Liquefaction of Soil

Theorem of Total Probability

Consider a dam founded on loose sand that is susceptible to
liquefaction during an earthquake. We will classify the earthquake
intensity into three categories: small (S), medium (M) and high
(H). The relative frequencies of occurrence for S, M and H are
respectively 1, 0.1 and 0.01 per year.

What is the probability that the next earthquake is medium intensity?

S, M and H are mutually exclusive and collectively exhaustive

P(S)  P(M )  P(H ) 1.0

P(S) 10P(M ) and P(H ) 0.1P(M )

11.1P(M ) 1.0 or P(M ) 0.0901

Likewise, P(S)=0.901 and P(H) = 0.00901

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Theorem of Total Probability

Given: P(S) = 0.901, P(M) = 0.0901, P(H) = 0.00901

The probability of liquefaction is 5 percent during a small intensity

earthquake, 20 percent during a medium intensity earthquake, and
90 percent during a high intensity earthquake. What is the
probability of liquefaction during the next earthquake?

P( Liquefaction ) P( LS) P(S)  P(L M ) P(M )  P( L H ) P(H )

P( L) (0. 05)(0. 901)  (0. 2)(0. 0901)  (0. 9)(0. 00901) 0. 071

General Theorem of Total Probability:

P( A ) ¦ P( A E i ) P( E i )
i
where Ei are mutually exclusive and collectively exhaustive

Bayes Theorem
Given: P(S) = 0.901, P(M) = 0.0901, P(H) = 0.00901

If liquefaction occurred during the last earthquake, what is the

probability that it was a high intensity earthquake?
P( L H ) P( H ) ( 0. 9)(0. 00901)
P( H L) 0.11
P( L) 0. 071

Bayes Theorem:

P( A E j ) P( E j ) P( A E j ) P( E j )
P( E j A )
P( A ) ¦ P( AE i )P( Ei )
i

where Ei are mutually exclusive and collectively exhaustive

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Bayes Theorem

P( A E j ) P( E j ) P( A E j ) P( E j )
P( E j A )
P(A ) ¦ P( AE i )P( Ei )
i

Bayes Theorem – Example 1

Completed
Landfill

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Bayes Theorem – Example 1

Waste Disposal in Landfills

Bayes Theorem – Example 1

Consider an abandoned landfill site that potentially has

groundwater contamination. Based on our knowledge of the
landfill contents and the hydrogeology, we estimate that there
is a 70 percent chance that the groundwater is contaminated.

let C = event that the groundwater is contaminated

P(C ) 0. 7 P(C ) 0. 3

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Bayes Theorem – Example 1

Since there is a significant chance of contamination, we
decide to install a monitoring well network. However, the
results from our monitoring wells are not perfectly reliable. If
the groundwater is contaminated, then there is a 90 percent
chance that we will detect it in the network. If the
groundwater is not contaminated, there is a 5 percent chance
that we will detect contamination due to sampling errors.

let D = event that contamination is detected

P(D C ) 0. 9 P(D C ) 0. 05

Bayes Theorem – Example 1

P(C ) 0. 7 P(C ) 0. 3
Given:
P(D C ) 0. 9 P(D C ) 0. 05

If we detect contamination, what is the probability

that the groundwater is contaminated?

P( D C )P( C ) P( D C) P(C)
P(C D)
P( D) P( D C) P(C )  P( D C ) P( C)
(0. 9)(0. 7)
0. 977
( 0. 9)(0. 7)  (0. 05)(0. 3)

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Bayes Theorem – Example 2

Corrosion of
Steel

Bayes Theorem – Example 2

A reinforced concrete beam is being inspected for
corrosion problems. Based on observation of other
concrete members in that area, it is assumed that the
probability that corrosion has initiated in the concrete
beam is 1 percent.

let CI = event that the corrosion has initiated

P(CI) 0.01 P(CI) 0.99

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Bayes Theorem – Example 2

Since the state of corrosion in the reinforcement in the
beam is not known, Nondestructive Evaluation (NDE)
tests were conducted to examine the degree of corrosion.

The NDE test is not perfect in the sense that if corrosion

has initiated, the test will detect corrosion with a
probability of 80%. In addition, the test falsely indicates
that corrosion has initiated with a probability of 10%.

let I = event that the NDE test will indicate corrosion

P(I CI) 0.8 P(I CI) 0.1

Bayes Theorem – Example 2

P(CI) 0.01 P(CI) 0.99

Given:
P(I CI) 0.8 P(I CI) 0.1

If the NDE test indicates that corrosion has initiated, what

is the probability that we have corrosion.

P(I CI)P(CI) P(I CI)P(CI)

P(CII)
P(I) P(I CI)P(CI)  P(I CI)P(CI)
0.8 (0.01)
0.075
0.8 (0.01)  (0.1)( 0.99)

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