Truncation Errors in First-Order Reliability

Abstract

In a second moment format for a probabilistic structural design code, it is often necessary to estimate the mean and standard deviation of stress and strength, which in turn may be complicated functions of several random variables. In a broader sense, probabilistic analyses in many disciplines require knowledge of the first and second moments of complicated functions of random variables. This study attempts to describe, under special conditions, the errors introduced in the most widely used approximate method for making this calculation.