Abstract: A family of probability density evolution method (PDEM) with the kernel of generalized density evolution equation can be applied to response analysis and reliability evaluation of general stochastic dynamical systems. The present study is devoted to the investigation of the correctness of the PDEM based on experimental data of shaking table tests of a model structure subjected to random earthquake ground motions. Typical dynamic responses of the test model were analyzed by sample statistics and the PDEM, respectively, and results from the two methods were compared. The study demonstrated that analytical results of the PDEM were in a good agreement with those of sample statistics in terms of the mean, the standard deviation and the instantaneous probability density function (PDF). The accuracy and reliability of PDEM for stochastic dynamical systems were proved.