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Neglect of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability

Arpad Rozsas, Miroslav Sykora
Transactions of the VSB - Technical University of Ostrava, Civil Engineering Series
2015, Volume 15, Issue 2, Pages 195-204
Doi: 10.1515/tvsb-2015-0022
Parameter estimation uncertainty is often neglected in reliability studies, i.e. point estimates of distribution parameters are used for representative fractiles, and in probabilistic models. A numerical example examines the effect of this uncertainty on structural reliability using Bayesian statistics. The study reveals that the neglect of parameter estimation uncertainty might lead to an order of magnitude underestimation of failure probability.
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