TY - GEN
T1 - Implementing Nataf transformation in a spreadsheet environment and application in reliability analysis
AU - Li, Hong Shuang
AU - Au, Siu Kui
PY - 2013
Y1 - 2013
N2 - This paper presents a methodology for implementing Nataf transformation in a spreadsheet environment which is a widely used tool for generating correlated samples in reliability analysis. While the practicability of Nataf transformation has been demonstrated by numerous studies, this work emphasizes on the development of a systematic and user-friendly EXCEL Add-In. Combining with the recently developed subset simulation Add-In, it can be easily applied for reliability analysis problems with correlated random variables. A simple example is used to illustrate the performance of the proposed methodology.
AB - This paper presents a methodology for implementing Nataf transformation in a spreadsheet environment which is a widely used tool for generating correlated samples in reliability analysis. While the practicability of Nataf transformation has been demonstrated by numerous studies, this work emphasizes on the development of a systematic and user-friendly EXCEL Add-In. Combining with the recently developed subset simulation Add-In, it can be easily applied for reliability analysis problems with correlated random variables. A simple example is used to illustrate the performance of the proposed methodology.
KW - Add-In
KW - correlated random variables
KW - Nataf transformation
KW - reliability
KW - spreadsheet
UR - http://www.scopus.com/inward/record.url?scp=84890041951&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84890041951&partnerID=8YFLogxK
U2 - 10.1109/QR2MSE.2013.6625628
DO - 10.1109/QR2MSE.2013.6625628
M3 - Conference contribution
AN - SCOPUS:84890041951
SN - 9781479910144
T3 - QR2MSE 2013 - Proceedings of 2013 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering
SP - 483
EP - 488
BT - QR2MSE 2013 - Proceedings of 2013 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering
T2 - 2013 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, QR2MSE 2013
Y2 - 15 July 2013 through 18 July 2013
ER -