In this paper, a new algorithm for probabilistic design based on empirical distributions is proposed. The proposed algorithm can model a diverse spectrum of observed probabilistic phenomena and is computationally more efficient than several approaches currently in use. Information regarding the variability of a part or loading condition is usually obtained by observation and controlled experiments. This data is usually fitted to one of several common probability distributions like the Normal, Lognormal, Weibull, etc. There are however many phenomenon that cannot be modeled using conventional distributions, and Johnson [1949] proposed a family of four-parameter distributions to overcome this problem. A unique property of the Johnson family of distributions is the ability to transform data from design space to normally distributed space via close form transformation. This property makes it extremely attractive for probabilistic design, as experimental data can be modeled directly using a unified approach that can handle a wide variety of data. In this paper, a new probabilistic design algorithm based on the Johnson family of distributions is proposed. The proposed algorithm appears to have a greater flexibility than current approaches in terms of modeling probabilistic phenomenon. Additionally, test cases have demonstrated that the proposed algorithm significant decreases computational costs with negligible loss of accuracy. Both theoretical derivations as well as numerical results are presented in the paper. Introduction A significant source of error in applied probabilistic design is the inability to model real-life engineering data well. Often, traditional probability density functions like Normal or Lognormal distributions are “forced” to fit the data, and these functions are then used in probabilistic algorithms like the Hazofer-Lind (HL) and Hazofer-LindRackwitz-Fiessler (HLRF) algorithms. The HLRF approach mitigates this error to some extent by making two-parameter equivalent normal approximations to the random variable at the point of interest. For example, if the design variable were assumed to have a Weibull distribution, then normal approximations to this would have to be developed at each checking point. A wide range of distributions have been proposed to model equally wide and diverse spectra of phenomena leaving designers at a loss to decide which distribution represents the best fit. In addition, if the probabilistic design code does not have that assumed distribution built into its menu of functions; there may be significant errors in the final result. Any single unified approach that can take raw, experimental data and convert it directly into equivalent Normal variates within a standard probabilistic design algorithm will solve this problem significantly. One of the lesser-known distributions in statistical theory is a powerful family of empirical distributions proposed by Johnson in 1949. These are rather complicated fourparameter density functions that can model almost all known probability density functions in addition to phenomenon that will not fit any other model. The Johnson approach is an elegant approach that is based on transforming empirical data into standard Normal variates. The only source that the *Graduate Student, **Professor, Fellow AIAA Copyright 2003 by P. Hajela . Published by the American Institute of Aeronautics and Astronautics, Inc. with permission 44th AIAA/ASME/ASCE/AHS Structures, Structural Dynamics, and Materials Confere 7-10 April 2003, Norfolk, Virginia AIAA 2003-1658 Copyright © 2003 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved. American Institute of Aeronautics and Astronautics 2 author found which describes this distribution is one by Hahn and Shapiro (1967). Till date, the author is not aware of any published articles in the literature in probabilistic design that uses the Johnson distribution. Most researchers in probabilistic design appear to be unaware of the existence of this powerful function. In this paper, an algorithm is proposed that uses the Johnson family of distributions as a unified approach to probabilistic design. Both theoretical derivations and case studies that support the approach are included in this paper. The proposed hybrid algorithm will select the appropriate Johnson distribution, identify its parameters and transform the engineering variables into equivalent normal variates. Then, the original Hazofer-Lind approach is used to compute the reliability safety index for this problem in reduced space, and the final probability of failure can be calculated Johnson [1949] proposed basing empirical distributions on transformed normal variates. If ‘x’ were a random variable that is fitted by a Johnson distribution, then the general form of the transformation is as shown in (1). = z + γ η ( ) τ , , x e λ (1) Here, is an arbitrary function, z is a standard normal variate and , , and are parameters of the distribution. Johnson proposed three families of functions based on the functional form of , which are described in Eqns. 2-4 = ( ) τ1 , , x e λ ln − x e λ (2) = ( ) τ2 , , x e λ ln − x e + − λ e x (3) ( ) − = − λ e λ e τ x x 1 3 sinh , , (4) Based on the functional form of , three families of the Johnson distribution have been identified, referred to as the Johnson SL, SB and SU families. The following notation JSl, J-Sb and J-Su will be subsequently used to denote the Johnson SL, SB and SU families. The J-Sl distribution takes the form shown in (5).
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