An efficient third-moment saddlepoint approximation for probabilistic uncertainty analysis and reliability evaluation of structures

DOI10.1016/J.APM.2013.06.026zbMath1427.90104OpenAlexW1965330591MaRDI QIDQ1991318

Shu-Xiang Guo

Publication date: 30 October 2018

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2013.06.026

zbMATH Keywords

saddlepoint approximationrandom structuremoment methodstructural reliability

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25)

Related Items (4)

An improved high order moment-based saddlepoint approximation method for reliability analysis ⋮ A hybrid conjugate finite-step length method for robust and efficient reliability analysis ⋮ A new direct second-order reliability analysis method ⋮ Establishment of non-negative constraint method as a robust and efficient first-order reliability method

Cites Work

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• Saddlepoint approximation based structural reliability analysis with non-normal random variables
• Saddlepoint approximations for the doubly noncentral \(t\) distribution
• A stochastic finite element method for fatigue reliability analysis of gear teeth subjected to bending
• A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
• Saddlepoint approximations to option price in a general equilibrium model
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics

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