THE MINIMUM VARIANCE SAMPLING METHOD IN STRUCTURAL SYSTEMS RELIABILITY ANALYSIS

The importance sampling method which minimizes the variance of structural systems failure probability estimator is studied.Because of the difficulty to obtain the optimum mean value and standard deviation of sampling variables, three theorems are at first founded, then the range of mean value and standard deviation of sampling variables are proposed based on these three theorems and results of some examples.Theorical analysis and practical simulation indicate that if the samples are of normal distribution, the modelling efficiency can be increased further by using sensible parameters.