SENSITIVITY WEAKNESSES IN APPLICATION OF SOME STATISTICAL DISTRIBUTIONS IN 1ST-ORDER RELIABILITY METHODS

It has been observed and shown that in some examples a sensitivity ana lysis of the first order reliability index results in increasing relia bility index, when the standard deviation for a stochastic variable is increased while the expected value is fixed. This unfortunate behavio ur can occur when a stochastic variable is modelled by an asymmetrical density function. For lognormally, Gumbel and Weibull distributed sto chastic variables it is shown for which combinations of the beta-point , the expected value and standard deviation the weakness can occur. In relation to practical application the behaviour is probably rather in frequent. A simple example is shown as illustration and to exemplify t hat for second order reliability methods and for exact calculations of the probability of failure this behaviour is much more infrequent.