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CHAPTER 1

INTRODUCTION

1.1. STATISTICS IN ENGINEERING

1.1.1. General Introduction

Probabilistic methods are with increasing frequency used in the design of civil structures such as channels,
storm surge barriers, bridges, buildings, etc. The methods are being applied directly, or are translated to
relatively simple design rules with safety coefficients. In both cases the foundation of the calculations is
given by the statistical distribution functions of the strength and load variables.
In the application of probabilistic methods, the availability of useful calculation models and adequate
statistical distributions are required. The development of calculation models has had a lot of attention during
the last years. Methods for finding the best estimate, as well as a quantification of the uncertainty in the
estimate, should be described. How to deal with uncertainties is an essential part of statistics science.
Probability and statistics are concerned with events which occur by chance. Examples include occurrence of
accidents, errors of measurements, production of defective items from a production line. In each case one
may have some knowledge of the likelihood of various possible results, but she/he cannot predict with any
certainty the outcome of any particular trial. Probability and statistics are used throughout engineering. Civil
engineers use statistics and probability to test and account for variations in materials and goods.

1.1.2. Some Important Terms

a. Probability is an area of study which involves predicting the relative likelihood of various outcomes. It is
a mathematical area which has developed over the past three or four centuries. Its usefulness for describing
errors of scientific and engineering measurements was soon realized. Engineers study probability for its
many practical uses, ranging from quality control and quality assurance to communication theory in
electrical engineering. Engineering measurements are often analyzed using statistics and a good knowledge
of probability is needed in order to understand statistics.
b. Statistics is a word with a variety of meanings. To the man in the street it most often means simply a
collection of numbers, such as the number of people living in a country or city, a stock exchange index, or
the rate of inflation. These all come under the heading of descriptive statistics. Another type of statistics will
engage people attention to a much greater extent. That is inferential statistics or statistical inference.
c. Chance is a necessary part of any process to be described by probability or statistics. Sometimes that
element of chance is due partly or even perhaps entirely to lack of knowledge of the details of the process.
For example, if one had complete knowledge of the composition of every part of the raw materials used to
make bolts, and of the physical processes and conditions in their manufacture, in principle she/he could
predict the diameter of each bolt. But in practice one generally lack that complete knowledge, so the
diameter of the next bolt to be produced is an unknown quantity described by a random variation. Under
these conditions the distribution of diameters can be described by probability and statistics. If one wants to
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improve the quality of those bolts and to make them more uniform, one will have to look into the causes
of the variation and make changes in the raw materials or the production process. But even after that, there
will very likely be a random variation in diameter that can be described statistically. Relations which involve
chance are called probabilistic or stochastic relations. These are contrasted with deterministic relations, in
which there is no element of chance. For example, Bernoulli’s Law and Newton’s Second Law involve no
element of chance, so they are deterministic.
d. Another term which requires some discussion is randomness. A random action cannot be predicted and so
is due to chance. A random sample is one in which every member of the population has an equal likelihood
of appearing. Just which items appear in the sample is determined completely by chance. If some items are
more likely to appear in the sample than others, then the sample is not random.

1.1.3. The Engineering Method and Statistical Thinking

An engineer is someone who solves problems of interest to society by the efficient application of scientific
principles. Engineers accomplish this by either refining an existing product or process or by designing a new
product or process that meets customers’ needs. The engineering, or scientific, method is the approach to
formulating and solving these problems. The steps in the engineering method are as follows:
1. Develop a clear and concise description of the problem.
2. Identify the important factors that affect this problem or that may play a role in its solution.
3. Propose a model for the problem, using scientific or engineering knowledge of the phenomenon
being studied. State any limitations or assumptions of the model.
4. Conduct appropriate experiments and collect data to test or validate the tentative model or
conclusions made in steps 2 and 3.
5. Refine the model on the basis of the observed data.
6. Manipulate the model to assist in developing a solution to the problem.
7. Conduct an appropriate experiment to confirm that the proposed solution to the problem is
both effective and efficient.
8. Draw conclusions or make recommendations based on the problem solution.
The engineering method steps are shown in Fig. 1.1. Steps 2–4 in Fig. 1.1 are enclosed in a box, indicating
that several cycles or iterations of these steps may be required to obtain the final solution. Consequently,
engineers must know how to efficiently plan experiments, collect data, analyze and interpret the data, and
understand how the observed data are related to the model they have proposed for the problem under study.

Figure 1.1. The Engineering Method Steps

The field of statistics deals with the collection, presentation, analysis, and use of data to make decisions,
solve problems, and design products and processes. Because many aspects of engineering practice involve
working with data, obviously some knowledge of statistics is important to any engineer. Specifically,
statistical techniques can be a powerful aid in designing new products and systems, improving existing
designs; and designing, developing, and improving production processes.
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Statistical methods are used to help people describe and understand variability. By variability, one mean
that successive observations of a system or phenomenon do not produce exactly the same result. Everybody
encounters variability in her/his everyday lives, and statistical thinking can give him/her a useful way to
incorporate this variability into decision-making processes. For example, consider the gasoline mileage
performance of a car. Do one always gets exactly the same mileage performance on every tank of fuel? Of
course not; in fact, sometimes the mileage performance varies considerably. This observed variability in
gasoline mileage depends on many factors, such as the type of driving that has occurred most recently (city
versus highway), the changes in condition of the vehicle over time (which could include factors such as tire
inflation, engine compression, or valve wear), the brand and/or octane number of the gasoline used, or
possibly even the weather conditions that have been recently experienced. These factors represent potential
sources of variability in the system. Statistics gives people a framework for describing this variability and
for learning about which potential sources of variability are the most important or which have the greatest
impact on the gasoline mileage performance.
A convenient way to think of a random variable, say X, that represents a measurement, is by using the model
X    (1.1)
where  is a constant and  is a random disturbance. The constant remains the same with every
measurement, but small changes in the environment, test equipment, differences in the individual parts
themselves, and so forth change the value of  . If there were no disturbances,  would always equal zero
and X would always be equal to the constant  . However, this never happens in the real world, so the actual
measurements X exhibit variability. One often needs to describe, quantify and ultimately reduce variability.

1.2. RELIABILITY ENGINEERING

Failures of major engineering systems always raise public concern on the safety and reliability of
engineering infrastructure. Decades ago quantitative evaluations of the reliability of complex infrastructure
systems were not practical, if not impossible. Engineers had to resort to the use of a safety factor mainly
determined through experience and judgment. Without exception, failures of hydrosystem infrastructure
(e.g., dams, levees, and storm sewers) could potentially pose significant threats to public safety and inflict
enormous damage on properties and the environment. The traditional approach of considering occurrence
frequency of heavy rainfalls or floods, along with an arbitrarily chosen safety factor, has been found
inadequate for assessing the reliability of hydrosystem infrastructure and for risk-based cost analysis and
decision making. In the past two decades or so, there has been a steady growth in the development and
application of reliability analysis in hydrosystems engineering and other disciplines.
Hydrosystems is the term used to describe collectively the technical areas of hydrology, hydraulics and
water resources. The term has now been widely used to encompass various water resource systems including
surface water storage, groundwater, water distribution, flood control, drainage, and others. In many
hydrosystem infrastructural engineering and management problems, both quantity and quality aspects of
water and other environmental issues have to be addressed simultaneously. Due to the presence of numerous
uncertainties, the ability of the system to achieve the goals of design and management decisions cannot be
assessed definitely. It is almost mandatory for an engineer involved in major hydrosystem infrastructural
design or hazardous waste management to quantify the potential risk of failure and the associated
consequences.
Occasionally, failures of engineering systems catch public attention and raise concern over the safety and
performance of the systems. The cause of the malfunction and failure could be natural phenomena, human
error, or deficiency in design and manufacture. Reliability engineering is a field developed in recent decades
to deal with such safety and performance issues.
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Based on their setup, engineering systems can be classified loosely into two types, namely, manufactured
systems and infrastructural systems. Manufactured systems are those equipment and assemblies, such as
pumping stations, cars, computers, airplanes, bulldozers, and tractors, that are designed, fabricated, operated,
and moved around totally by humans. Infrastructural systems are the structures or facilities, such as bridges,
buildings, dams, roads, levees, sewers, pipelines, power plants, and coastal and offshore structures, that are
built on, attached to, or associated with the ground or earth. Most civil, environmental, and agricultural
engineering systems belong to infrastructural systems, whereas the great majority of electronic, mechanical,
industrial, and aeronautical/aerospace engineering systems are manufactured systems.
The major causes of failure for these two types of systems are different. Failure of infrastructures usually is
caused by natural processes, such as geophysical extremes of earthquakes, tornadoes, hurricanes or
typhoons, heavy rain or snow, and floods, that are beyond human control. Failure of such infrastructural
systems seldom happens, but if a failure occurs, the consequences often are disastrous. Replacement after
failure, if feasible, usually involves so many changes and improvements that it is essentially a different, new
system. On the other hand, the major causes of failure for manufactured systems are wear and tear,
deterioration, and improper operation, which could be dealt with by human abilities but may not be
economically desirable. Their failures usually do not result in extended major calamity. If failed, they can be
repaired or replaced without affecting their service environment.
The performance of a hydrosystem engineering infrastructure, function of an engineering project, or
completion of an operation all involve a number of contributing components, and most of them, if not all,
are subject to various types of uncertainty (Fig. 1.2). Reliability and risk, on the other hand, generally are
associated with the system as a whole. Thus methods to account for the component uncertainties and to
combine them are required to yield the system reliability. Such methods usually involve the use of a logic
tree. The reliability of an engineering system may be considered casually, such as through the use of a
subjectively decided factor of safety. Today, reliability also may be handled in a more comprehensive and
systematic manner through the aid of probability theory.
The basic idea of reliability engineering is to determine the failure probability of an engineering system,
from which the safety of the system can be assessed or a rational decision can be made on the design,
operation, or forecasting of the system, as depicted in Fig. 1.3.
An infrastructure is a functioning system formed from a combination of a number of components. From the
perspective of reliability analysis, infrastructure systems can be classified in several ways. Infrastructures
may follow different paths to failure. The ideal and simplest type is the case that the resistance and loading
of the system are statistically independent of time, or a stationary system. Most of the existing reliability
analysis methods have been developed for such a case. A more complicated but realistic case is that for
which the statistical characteristics of the loading or resistance or both are changing with time, e.g., floods
from a watershed under urbanization, rainfall under the effect of global warming, sewer or water supply
pipes with deposition, and fatigue or elastic behavior of steel structure members. For some infrastructures,
the statistical characteristics of the system change with space or in time (or both), e.g., a reach of highway or
levee along different terrains.

1.3. DEFINITIONS OF RELIABILITY AND RISK

In view of the lack of generally accepted rigorous definitions for risk and reliability, it will be helpful to
define these two terms in a manner amenable to mathematical formulation for their quantitative evaluation
for engineering systems. Risk is defined as the probability of failure to achieve the intended goal. Reliability
is defined mathematically as the complement of the risk. In some disciplines, often the non-engineering
ones, the word risk refers not just to the probability of failure but also to the consequence of that failure,
such as the cost associated with the failure. Nevertheless, to avoid possible confusion, the mathematical
analysis of risk and reliability is termed herein reliability analysis.
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Figure 1.2. Sources of Uncertainties

Figure 1.3. Types of Reliability Engineering Problems

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Failure of an engineering system can be defined as a situation in which the load L (external forces or
demands) on the system exceeds the resistance R (strength, capacity, or supply) of the system. The
reliability ps of an engineering system is defined as the probability of non-failure in which the resistance of
the system exceeds the load; that is,

ps  P( L  R) (1.2a)

in which P (·) denotes probability. Conversely, the risk is the probability of failure when the load exceeds
the resistance. Thus the failure probability (risk) pf can be expressed mathematically as

p f  P( L  R)  1  ps (1.2b)

1.4. MEASURES OF RELIABILITY

In engineering design and analysis, loads usually arise from natural events, such as floods, storms, or
earthquakes, that occur randomly in time and in space. The conventional practice for measuring the
reliability of a hydrosystems engineering infrastructure is the return period or recurrence interval (T). The
return period is defined as the long-term average (or expected) time between two successive failure-causing
events. Simplistically, the return period is equal to the reciprocal of the probability of the occurrence of the
event in any one-time interval (T=1/p).
In fact, the conventional interpretation of return period can be generalized as the average time period or
mean time of the system failure when all uncertainties affecting load and resistance are considered. In other
words, the return period can be calculated as the reciprocal of the failure probability computed by Eq. (1.1b).
Two other types of reliability measures that consider the relative magnitudes of resistance and anticipated
load (called design load) are used frequently in engineering practice. One is the safety margin (SM), defined
as the difference between the resistance and the anticipated load, that is,

SM  R  L (1.3a)

The other is called the safety factor (SF), a ratio of resistance to load defined as

SF  R / L (1.3b)