EBK ENGINEERING FUNDAMENTALS: AN INTROD
EBK ENGINEERING FUNDAMENTALS: AN INTROD
5th Edition
ISBN: 9780100543409
Author: MOAVENI
Publisher: YUZU
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Chapter 18, Problem 16P

(a)

To determine

Identify the size and type of the given matrix.

(b)

To determine

Identify the size and type of the given matrix.

(c)

To determine

Identify the size and type of the given matrix.

(d)

To determine

Identify the size and type of the given matrix.

(e)

To determine

Identify the size and type of the given matrix.

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(a) Determine the Nataf model for the joint PDF fxx, (xx) of the basic (physical) random variables X₁ and X, with marginal PDF's fx(x)=e, 0≤x (Exponential distribution) fx₁ (x2)=x2e-0.5x, 0≤x (Rayleigh distribution) and correlation coefficient Pxx=0.50 Note: Use Table 6 of paper by Liu and Der Kiureghian, 1986. (b) Generate a 3D surface plot and contour plot of the joint PDF fxx, (x,x) using Matlab or any other software of your choice. (c) What is the standard deviation of X2? (d) Construct a transformation from the physical X space (defined by random variables X, and X,) to the standard normal U space (defined by the statistically independent standard normal random variables (U, and U₂), i.e., U=T(X). Also describe the inverse transform X=T(U) and the Jacobian matrices J = ди θα and Ju Ox ди (e) According to the inverse transformation X = T¹ (U) and using Matlab, generate 1,000 samples from the Nataf joint PDF fxx, (x1,x2) derived in part (a). Start by generating samples of U using a…
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Chapter 18 Solutions

EBK ENGINEERING FUNDAMENTALS: AN INTROD

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