= 16.6 0% 2.45 μΧ2 = 18.8 ơx.-2.83 The two variables are correlated, and the covariance is equal to 2.0. Determine the probability of failure if failure is defined as the state when Y 0 3.8. The resistance (or capacity) R of a member is to be modeled using R = R,MPF where Rn is the nominal value of the capacity determined using code procedures and M, P, and Fare random variables that account for various uncertainties in the capacity. If M, P, and F are all lognormal random variables, determine the mean and variance of R in terms of the means and variances of M, P, and F.

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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3.7. Consider the performance function Y = 3x1-2x2 where Xi and X2 are both normally distributed random variables with Ax' = 16.6 0% 2.45 μΧ2 = 18.8 ơx.-2.83 The two variables are correlated, and the covariance is equal to 2.0. Determine the probability of failure if failure is defined as the state when Y 0 3.8. The resistance (or capacity) R of a member is to be modeled using R = R,MPF where Rn is the nominal value of the capacity determined using code procedures and M, P, and Fare random variables that account for various uncertainties in the capacity. If M, P, and F are all lognormal random variables, determine the mean and variance of R in terms of the means and variances of M, P, and F.

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