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Characterization of uncertainty in probabilistic model using bootstrap method and its application to reliability of piles
Journal article   Peer reviewed

Characterization of uncertainty in probabilistic model using bootstrap method and its application to reliability of piles

Dian-Qing Li, Xiao-Song Tang, Chuang-Bing Zhou and Kok-Kwang Phoon
Applied mathematical modelling, Vol.39(17), pp.5310-5326
01/09/2015

Abstract

Bootstrap method Copulas Probabilistic models Probability of failure Uncertainty
This paper aims to propose a bootstrap method for characterizing the uncertainty in probabilistic models and its effect on geotechnical reliability. First, the copula theory is briefly introduced. Second, both the uncertainties in parameters and type of the best-fit marginal distributions and copulas are characterized by the bootstrap method. Finally, four load-test datasets of load-settlement curves of piles are used to illustrate the proposed method. The serviceability limit state reliability analysis of piles is presented to illustrate the practical application of the proposed method. The results indicate that the bootstrap method can effectively characterize the uncertainty in probabilistic models derived from a small sample. Through bootstrapping, the uncertainties in both the parameters and type of the specified probabilistic models are simultaneously incorporated into geotechnical reliability analyses. The probability of failure of piles is represented by a confidence interval at a specified confidence level instead of a single fixed probability, which enables the engineers to make a more informed decision.

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