Reliability Engineeringand SystemSafety 59 (1998)

PII:S0951-8320(97)00071-9

ELSEVIER

261-267 1998 Published by Elsevier Science Limited All rights reserved. Printed in Northern Ireland 0951-8320198/$19.00

An efficient point estimate method for probabilistic analysis

H. P. Hong
Department of Civil Engineering, University of Western Ontario, London, Ontario, Canada N6A 5B9 A new and efficient point estimate method is developed to calculate the statistical moments of a random quantity, Z, that is a function of n random variables, X. The method is an extension of Rosenblueth's two-point concentration method. The method uses m X n concentrations matching up to the first m X n non-crossed moments of each random variable and crossed second order moments of the random variables. The kth moment of Z is calculated by weighting the value of Z to the power of k evaluated at n X m locations. Simple to use formulas are provided for two special cases of the method, i.e. 2n-concentration scheme and 2n + l-concentration scheme. This 2nconcentration scheme considers the skewness of probability density function. The 2n + 1-concentration scheme considers the skewness and kurtosis of probability density function. The correlations between the random variables are considered by using a rotational transformation based on the eigenvector of covariance matrix. Illustrative examples are presented. 1998 Published by Elsevier Science Limited.

1 INTRODUCTION Several approximate methods in the literature can be used for analysis of engineering systems under uncertainty. Examples of these methods include the truncated Taylor series expansion method 1"2, the discretization method 3, the common uncertain source method 4'5, the point estimate method 6-~. Let Z denote a random quantity that is a function of n random variables, X, Z = h(X). One of the disadvantages of the truncated Taylor series expansion method is that it requires evaluation of the derivatives of h(x) with respect to x. The discretization method proposed by Kaplan 3 (see als,~ Kurth and Cox ii) uses discrete probability distributions to replace continuous probability distributions. The method is simple to use and does not require approximation to h(X). However, the method does not consider the correlation between the random variables X. Further, its use may be computational intensive, especially if the so-called condensation operation 3 is impossible due to functional form of h(X). For such a case, suppose that n = 20 and each random variable is replaced by three discrete values only, we need to evaluate h(X) more t h a n 320( = 3-48 x 109) times to estimate the probability distribution of Z. The common uncertain source method proposed by Zhang 4'5 assumes that X is a set of dependent normally or lognormally distributed random variables. Therefore, its use is limited. The point estimate method 6-1 is a simple to use numerical method for calculating the moments of Z. The method can
261

be used directly with an available deterministic computer program since it does not require iteration or derivatives of h(X). The calculated moments can be used in probability distribution fitting and reliability analysis 12'13. The advantages and pitfalls of existing concentration schemes of the point estimate method are discussed in the following. The two-point estimate method (PEM) was developed by Rosenblueth6-s. The method is used to calculate the moments of a random quantity that is a function of one or several random variables. Let X denote a random variable with probability density function f(x). When Z = h(X) is a function of X, the two-point estimate method 6 8 uses two probability concentrations to replace fix) by matching the first three moments off(x). When Z is a function o f n random variables, the two-point estimate method uses 2 ~ probability concentrations located at 2 ~ points to replace the original joint probability density function of the random variables by matching up to the second and third order non-crossed moments. The moment of Z, E(Zk), k = 1,2, is then calculated by weighting the value of Z to the power of k evaluated at each of the 2 n points. Lind 9 indicated that when n becomes large the use of 2" probability concentrations is not economical, and presented a 2n face-center point estimate method that matches the moments lower than thirdorder. Harr J0 (also see He and Sallfors 14) also developed a procedure using 2n point concentrations that match the same number of moments. It uses a rotational transformation to transform a correlated system into an uncorrelated

262

H. P. Hong
with respect to x. The mean value of Z can be calculated by taking the expectation of the above equation, resulting in

system. Since these 2n point estimate schemes do not consider the moments higher than second order, the skewness of the probability density function, for example, can not be taken into consideration. A new and efficient point estimate method is developed in this paper. The method uses m n concentrations matching up to the first m n non-crossed moments of each random variable and crossed second order moments. In this case, the kth order moment of Z is calculated by weighting the value of Z to the power of k evaluated at each of the m n points. A simplest case of the proposed method uses 2n concentrations and takes into account the skewness of the probability density functions and correlation between the random variables. Another particular case uses 2n + 1 concentrations and considers the skewness, kurtosis and correlation between the random variables. In order to shown the proposed method, first, the twopoint estimate method developed by Rosenblueth 6-s is explained and its accuracy is discussed. Next, the proposed new and efficient point estimate method is presented for a random quantity Z that is a function of n random variables. The proposed method uses m n point concentrations, where m is the number of concentrations for each random variable. Convenient formulas to calculate the concentrations and their corresponding locations are given for m less than four. Finally, illustrative examples by using the proposed 2n-concentration scheme are presented. The results of examples suggest that the proposed 2n-concentration scheme is more accurate than the 2n-concentration scheme in the literature I'~4 and the so-called first order second moment method 1'2'15.

I~z = E(h(X)) =
~c

_ h(x)f(x)dx = h(#x)
(4)

+ i=~l lh(i)(l~x)Xx'Jx'

where E() denotes the expectation. Now, let xi = I~x + ~ iax, i = 1,2, denote the ith location, where ~1 and ~2 are constants to be determined. Let Pi be the probability concentration at location xi, i = 1,2. Multiplying eqn (3) by Pi with x = xi, i = 1,2, and summing them up leads to

Pl h(xl ) + pzh(x2) = h(#x)(pj + P2)

+
i=

h(i)(~x)(P,~'l +P2~2)~x-

(5)

To approximate the exact mean value of Z expressed in eqn (4) by plh(xO + p2h(x2), we can match the first four terms of the right side of eqn (4) and (5) [i.e. matching the moments of X up to third order] leading to
k

=Mi (X)/ox =hx.i, i = 0 . . . . . 2 k - 1,

j=l

(6)

where k = 2. This system of four equations has four unknowns (Pi and ~j, j = 1,2). The solution of the system
is 6,7

~i:-Xx,~/2 + ( -

1)3 Jl

+(~kx,3/2) 2
(7)

and pj = ( - 1)J~3_j/~,j= 1,2,

2 FUNCTIONS OF ONE VARIABLE

Let Z denote a random quantity that is a function of X, Z = h(X), where X is a random variable with probability density fx(x). Let #x, Ox and Vx denote the mean, standard deviation and coefficient of variation of X. Further, let M[(X) denote ith order central moment of X,

where ~-= ~1 - ~2 = 2 1

+ (~kx.3]2) 2.

Note that from eqn (5) and (6) we have

3

h(#x) + ~_ j lh(i)(t~x)Xx, iaix =plh(X.) + p2h(x2)

-- 2...
i=4 "

+P2 ~2)OX"

(8)

M i'(X) = ~+~(x--#x)Tx(x)dx,
and let Xx,, denote the ratio of Mi'(X) to (ax)',

(1)

Substituting eqn (8) into eqn (4) gives

IZz = P l h(xl ) + p2h(x2)

(2)
~c

)kX, i = M i p(X)/ox, i = 1,2, 3 , ' , i

~- ~4 ~'h(i)(#X)()kX'i -- (pl~i' q-l')2~2))~TX. i i

i=

(9)

where Xx.j equals zero, Xx.2 equals one, and ~.x.3 and ~kX.4 are the coefficient of skewness and coefficient of kurtosis of X, respectively. The Taylor series expansion of h(X) about t~x is2:

Therefore,

l~z = Pl h(Xl ) + p2h(x2),

( 1O)

h(x) = h(t~x) + ~
i=l

lh(i)(#x)(X - ~x) i,

(3)

where h")(.), i = 1,2,-. denote the ith derivative of h(.)

is a third order approximation. In eqn (10), ~ means equal to except for fourth and higher order terms. If hi/l(.), i = 4,5,.., are equal to zero (e.g. when h(X) is a third order polynomial), the two-point estimate method gives the exact solution to ~z. Similarly, we can show

An efficient point estimate method for probabilistic analysis

that the second order moment of Z can be approximated by

263

E(Z2) -~ Pl (h(xj))2

p2(h(x2))2. ~iOX, i =

(11) 1,2,3, for three-

of presentation, first consider that P0 = 0, i ~ j. Let Pk.i denote the concentrations (or weights) located at (Ixi,#2 ,",xk.i,',l~n- i,t~) where

Solution o f p i located at xi = #x + point estimate method is 16

Xk.i=#k+~k. iak, i = l , 2 , " ' , m , k = l , 2 " . , n .

(15)

pi=(~jl~k + l)/((~j - ~i)(~k - ~i)),

i ~ j 4: k :~ i,

i,j,k= 1,2,3,
(12)

where ~ ~, i = 1,2,3 are the roots of the following third order polynomial d3~ 3 + d 2 ~ 2 q - d l ~ + d o = 0 , in which
d3 : ~kx. 4 --(1 + ~k2 3)

We can expand Z = h(X) in a multivariable Taylor series about the mean values of X. Similar to the case of a function of one variable, we can establish 2m - 1 equations for each of the random variable Xk, by matching the first 2m - 1 moments of the probability density function of Xk, leading to,
m

(13)

~pk.i(~k,i)J=)~k,j, j = 1 , 2 , " , 2 m - - 1, k = 1 , 2 , ' , n ,

i=1

(16) where ~,~j is the ratio of the jth moments about the mean of Xk to (ak) j. Since the sum of the concentrations is one, we have

d2 = Xx.3(Xx,4 + 1 ) - hx.5, d l = Xx.3(Xx.5 -Xx.3) + ~.X.4(1 -3,x.4) and do = 3,x,5 - ~kx,3(2~kx.4 - ~ 2 3 ) . Note that if three probability concentrations (m = 3) are used with one location fixed at its mean value 17, we can only match first four moments of X. We can use m point concentrations with probability concentrations Pi at location xi, xi = mx + I~iOx, i = 1,2,---,m, to match the first 2m - 1 moments of the probability density function of X meeting the conditions shown in eqn (6) with replacement of k by m. Efficient procedures are provided by Miller and Rice Is for solving these nonlinear equations. It can be shown similarly as for the case of two-point probability concentrations [see eqn (9) and (10)] that

pk, i:l

(17)

k=li=l

By specifying that the sums of the concentrations satisfy

m

Z P k . i : 1/n, k = 1,2,-"-,n,
i=1

(18)

2m equations [eqn (16) and (18)] with 2m unknowns for each random variable Xk are established. If m = 2 the solution of the system of equations is given by
~k,i=~kk,3/2 nt-( -

tzz :

m j=l

pjh(xj) +
i=

:c

77h(i)(#x) Xx.i " \

~ j=l

pj~

J/ .]

1)3-iv/n--}-(;kk, 3]2)2 i= 1,2,

(19a)

Ox.
(14a)

and k = 1,2, "--, n, and

1 i Pk.i = --( -- 1) ~k.3 n

The approximation to #z by using m point probability concentrations is

m

i/~k,

(19b)

IZz = Z pjh(xj),
j=l

(14b)

which is a (2m - 1)th order approximation. It provides the exact solution to ptz and to Oz if Z is a polynomial of order lower than 2m and lower than m, respectively. It should be noted that sometimes the use of a lower number of concentrations can lead to inaccurate estimate of /Xz and az and the use of a higher number of concentrations is recommended i9.

where ~-k = 2 v / n + (~kk,3/2)2. If three concentrations (m = 3) are used for each random variable, and one of the locations of the concentrations is fixed at its mean value, we can match only the first four moments of the marginal probability density function of the random variables. The solution of the system is ~k.i:~kk.3/2q- -- 1)

3-iv/Xk.4--3~k23/4,

i = 1,2 (20a)

3 FUNCTIONS OF SEVERAL VARIABLES Let Z denote a random quantity that is a function of n random variables, Z = h ( X ) =h(Xj,X2,...,Xn), where X denotes the set of random variables Xk, k = 1,2-'-,n. Let ~k, o~ and vk denote the mean, standard deviation and coefficient of variation of Xk. Let Po denote the correlation coefficient between variable Xi and X~ i ~ j. For simplicity

~k. 3 = 0

(20b)

Pk, i = ( - 1 )

3-i

/(~k.i(~k,l--~k,2)), i = 1 , 2
1 1

(20c)

Pk. 3 = - - Pk, l - Pk, 2 -n n

2 Xk.4-- )~k,3

(20d)

264

H. P. Hong
not exist when
)kk. 4 -- 3X2,3/4 < 0.

By noting that n of the 3n concentrations are located in the same point (]AI,]AZ,'',]Ai,'',]An_~,]An) with the sum of the weights equal to P0,

PO =

Pk, 3 =
k=l

1-

k=l

12
)kk,4-- )kk, 3

'

(20e)

this 3n concentration scheme can be viewed as a 2n + 1 concentration scheme. The j t h moments of Z are then approximated by

E(Zj) =p0(h(]AJ, ]A2,"", ]Ai, ~ ,

m

]An - I , / ' Z n ) /

q-
k=li=l

Y . Pk, i(h(]Al,]A2,--,Xk i,"',]An- l,]An))j"

(2Of)

Under the same condition as above except without fixing such location, ~k,g, i = 1,2,3 can be obtained by finding the roots of eqn (13) with d3
= (Xk.4 --

(1 q- ~k2,3))/n:
d I :

d 2 = )kk.3()kk, 4 -1-- 1/n) -- Xk,5/n, ~kk,4(1 -- Xk,4/n) and do = Xk,5 hk. 3(2hk.4 -- ~k~.3),

)kk,3()kk,5/n --

)kk,3)

-I-

k = 1,2,ooo,n,. The concentrations and their corresponding locations are P~,i = ((k~i(k,i/n + 1)/(((kj -- (k,i)((k,i -- (k,i)), i,j, / = 1,2,3, i j l :~ i; and xk,i = ]At + ~k,iak, i = 1,2,3. For m larger than three, the solution of the system [eqn (16) and (18)] can be obtained by using Miller and Rice's procedure 18 considering the sums of probability concentrations satisfying eqn (18) rather than equal to one as for the one-dimensional case. The jth moments of Z are approximated by

Further, Z ~ = 1 l[~kk,4 -- )k2,3 must be less than or equal to one for P0 -> 0 [see eqn (20)]. These requirements may not be satisfied. For example, suppose that Z is a function of four independent normally distributed random variables. Then ~ . ~ = l 1/~k~.4--~k2,3 equals 4/3, since for normally distributed random variables Xk,4 and hk,3 = 0. When m = 2 the proposed m n point estimate method uses 2n probability concentrations. This 2n-concentration scheme has an advantage over the previous 2n-concentration schemes 9,m since it not only matches up to the second order moments, but also matches the third order non-crossed moments of the probability density function. The calculation of the concentrations and the corresponding locations is very simple, especially for non-correlated random variables, as one can observe from eqn (15) and (19). When the skewness of each of the random variables is equal to zero, the method gives an equal concentration of 1/(2n) at all locations (]Al, ]A2,*"*,['l"k+-lTk,~,]An-I,]An), k = 1,2,,',,n. This provides the same solution as the one proposed by Harr m. It should be emphasized that Rosenblueth's two-point estimate method for a random variable Z that is a function of n random variables uses 2 n probability concentrations. For example, when n is larger than 20, we need to evaluate the function Z = h(X) more than a million times to estimate the mean value of Z. Therefore, when n is large, it is advantageous to use the proposed concentration method since to evaluate the moments of Z it requires evaluation of the function Z = h(X) only m n times. Note that if we use the proposed 2n-concentration scheme [see eqn (15) and (19)], we gain efficiency in calculation by matching the same number of moments of X as with Rosenblueth's two-point estimate method.

E(ZJ) = ~ . ~ Pk, i (h(ml, m.,.2,x k,,, '*', m~ _ 1, m,,)/. ,

k=li=l

(21) When Pij ~ O, i 4= j, we can use a rotational transformation based on the eigenvector of the covariance matrix 2 to transform the set of correlated random variables, X, into an uncorrelated set of random variables, X'. For the transformed set of random variables, X', the proposed method applies, and the moments of Z are calculated as shown in eqn (21), except that the function Z is evaluated at locations of the transformed set of random variables. The proposed point concentration method should be interpreted as a weighting method rather than a method that discretizes probability distributions. This interpretation must be emphasized since the proposed point estimate method is not a probability distribution transformation method, and the obtained concentrations pk.j, j E [1,2,.-,2m - 1], and k ~ [1,2,.-.,n], are not always nonnegative. Consider that 2n + 1 concentration scheme is used. Eqn (20) and (20c) indicate that a real solution does

4 EXAMPLES
Consider
tl

Z = h ( X ) = y . X~
i--I

(22)

Let Xi, i = 1,2,'*',n, be independent and identically distributed random variables with mean #, standard deviation o and coefficient of skewness X. Let v = o/]A denote the coefficient of variation. By using the proposed 2n-concentration scheme the approximate mean, ]A~,z,and standard deviation, or,, of Z are z, ]A.z = n(]A2 + 0 2 ) , and Craz = 2v]A2(1 + vLt2) xfn. (23b) (23a)

Note that ]A,z is equal to the exact mean value of Z, no matter what is the probability density function of Xi,

A n efficient point estimate method f o r probabilistic analysis

i = 1,2,'-,n, because the proposed 2n-concentration scheme gives exact results for polynomials lower than fourth order. Let az denote the exact standard deviation of Z. When Xg, i = 1,2,--,n, are independent normally distributed random variables with c o m m o n probability density function, fix), shown in Table 1, the obtained a z is also shown in the same table. Since the coefficient of skewness of a normally distributed random variable is zero, a~z in this case is then obtained by substituting ~, = 0 into eqn (23) resulting
%

265

aaz = 2v/~2 X/~

(24) II

It should be mentioned that when the 2n point estimate schemes in refs ~'~4, and the first order second moment method (FOSM) t'2'~5 are used, the obtained standard deviation of Z is the same as shown in eqn (24) for all the cases shown in Table 1. The above analysis was repeated for when X~, i = 1,2,-',n, are independent lognormally distributed random variables and g a m m a distributed random variables. The results are summarized in Table 1. Defining the relative error, e, as
=

~4
~

II

aaZ -- a Z -

(25)

az
The relative errors calculated for the above cases are depicted in Fig. 1. F r o m this figure it can be observed that the absolute relative errors introduced to the standard deviation of Z by using the proposed 2n point estimate method in the above three cases are less than 3% for coefficients of variation v less than 0.30. Now consider that the mean, standard deviation and coefficient o f skewness of X~, i = 1,2,'-,n, are equal to #, a and X, respectively. Further assume that the correlation coefficients between the random variables Xi and Xj are equal t o p , - 1 / ( n - 1) < p < l, a n d t h a t

b~
~1
~

II

II

e.,~l

E((Xi - / z ) 2 ( X j - / z ) ) = 0,

(26a)

E((Xi - I~)(Xj - I~)(Xk -- I~)) = O, i,j, k = 1,2, " , n

i 4: j k 4: i,
(26b)
m or,

~S
I

The correlation matrix is an equicorrelation matrix. This matrix has eigenvalues w l = l + ( n - 1)p, wi = 1 - p, i = 2,.-,n, and a possible choice of the orthogonal transformation matrix is the Helmert matrix 2, It, whose rows are defined by d

ht=(llx/~,-',l/v/n

(27a)

,=

(27b) where h i i : - (i -- 1 ) / ~ - 1). Let Y = H X denote the transformed set of uncorrelated

r~

.o

266

H. P. Hong
i i

2n P E M p r o p o s e d in this p a p e r 2n P E M in Ref. 10,12 and F O S M

\ \

-2%
.0

\ \

o IQ .~ -4% a-6%

\ \

\ \ \ x\ \ \ \ \ \ \ \ /

J Lognormal

~\ \ \ \ / / /

Normal Gamma

/~

X \

-8%
0,1 0.2

\ \ ,de"/ \ \ % % 03 0.4 0.5 0.6

Coefficient of variation, v
F i g . 1. R e l a t i v e e r r o r o f c a l c u l a t e d s t a n d a r d d e v i a t i o n o f Z.

random variables, where Y' = [YI, Y2,",Yn]. It can be shown that /xvt = # V / ~ , and /zy, = 0 i = 2,,.,-,n and that ay, = ~ r v / n p - p + 1, and crv~= c r V / 1 - p , i = 2 , ' - , n . The third moments about the mean of Y are

correlation. This could be due to the assumption that the third order crossed moments [see eqn (26)] are equal to zero, leading to the third order non-crossed moments of the transformed random variable relatively small.

E( y1 _ t~r, )3 : Xa3/V/~

(28a)
5 CONCLUSIONS

E(Yi-lxyi)3:ha3(2-i)/v/~

- 1) i : 2 , - ' , n

(28b)

The sensitivity of the standard deviation of Z to the coefficient of variation, v, the correlation coefficient, p, and the coefficient of skewness, 3, are shown in Figs 2 and 3 for n = 5. From these figures, it can be observed that az is an increasing function of p and X. In this case, the effect of X in the calculated az is smaller than in the case of zero
1.06

A new and efficient point estimate method is developed to calculate the moments of a function that is a function of several random variables. The method uses m n concentrations matching up to the first 2m - 1 non-crossed moments of each random variable and crossed second order moments of random variables. Simple to use formulas are provided for two special cases of the method,

1.04

1.02 0.5 o 1.00 -0.5

0.98

-2

0.96

0.1

0.2

0.3

04

0.5

0.6

0.7

Coefficient of variation, v
F i g . 2. S t a n d a r d d e v i a t i o n o f Z for X = 0-5 a n d n = 5.

An efficient point estimate method f o r probabilistic analysis

7
-

267

0.9
6o,i

0.7 0.5 0.3 0.1

5 o m 4 @ "o 3

"o era
2

p=O.O

0.1

0.2

0.3

0.4

0.5

0.6

0,7

C o e f f i c i e n t of v a r i a t i o n , v

Fig. 3. Ratio (r) of the calculated standard deviation of Z considering skewness to the calculated standard deviation of Z without considering skewness. i.e. 2n-concentration scheme and 2n + 1-concentration scheme. The advantage of this 2n-concentration scheme over the ones in the literature 9'1'~4 is that it considers the skewness of probability density function. The 2n + 1concentration scheme considers the skewness and kurtosis o f probability density function. The correlation between the random variables (or crossed second order moments) are considered by using a rotational transformation based on the eigenvector of covariance matrix. The effect of taking the skewness and correlation into account on the estimate moments of a response function is illustrated through the examples. 7. Rosenblueth, E., Two-point estimates in probability. Appl. Math. Modelling, 1981, 329-335. 8. Rosenblueth, E., Aproximaciones de segundos moments en probabilidades. Bolletin del Instituto Mexicano de Planeacion y Operacion de Sistemas, 1974, 26, 1-12. 9. Lind, N. C. Modelling of uncertainty in discrete dynamic system. Appl. Math. Modelling, 1983, 7, 146-152. 10. Hart, M. E. Probabilistic estimates for multivariate analyses. Appl. Math. Modelling, 1989, 13, 313-318. 11. Kurth, R. E. & Cox, D. C. Discrete probability distribution for probabilistic fracture mechanics. Risk Analysis, 1985, 5(1), 235-240. 12. Grigoriu, M. Approximate analysis of complex reliability problems. Structural Safety, 1983, 1, 277-288. 13. Li, K. S. & Lumb, P. Reliability analysis by numerical integration and curve fitting. Structural Safety, 1985, 3, 29-36. 14. He, J. & Sallfors, G. An optimal point estimate method for uncertainty studies. Appl. Math. Modelling, 1994, 18, 494-499. 15. Madsen, H. O., Krenk, S. and Lind, N. C., Methods of Structural Safety. Prentice-Hall, Englewood, N.J., 1986. 16. Rosenblueth, E. K. & Hong, H. P. Maximum entropy and discretization of probability distributions. Probabilistic Engineering Mechanics, 1987, 2, 58-63. 17. Li, K. S., Point-estimate method for calculating statistical moments. Journal of Engineering Mechanics, ASCE, 1992, 118(7), 1506-1511. 18. Miller, A. C. and Rice T. R., Discrete approximations of probability distributions. Management Science, 1983, 29, 352-363. 19. Hong, H. P. and Rosenblueth, E., Seismic spectra on soil with uncertain properties. Earthquake Engineering and Structural Dynamics, 1987, 911-920. 20. Mardia, K. V., Kent, J. T. and Bibby, J. M., Multivariante Analysis. Academic Press, London, 1997.

REFERENCES

1. Hahn, G. J. and Shapiro, S. S., Statistical Models in Engineering, John Wiley, New York, 1967. 2. Benjamin, J. R. and Cornell, C. A., Probability, Statistics, and Decision for Civil Engineering, McGraw-Hill, New York, 1970. 3. Kaplan, S. On the method of discrete probability distributions in risk and reliability calculation--application to seismic risk assessment. Risk Analysis, 1981, 1(3), 189-196. 4. Zhang, Q. A general method dealing with correlations in uncertainty propagation in fault trees. Reliability Engineering and System Safety, 1989, 26, 231-247. 5. Zhang, Q. A method dealing with correlations in uncertainty propagation by using traditional correlation coefficients. Reliabili~' Engineering and System Safety, 1993, 41, 107-114. 6. Rosenblueth, E. Point estimation for probability moments. Proc. Nat. Acad. Sci. U.S.A., 1975, 72, 3812-3814.