Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
 All Pages
reliability_levels


Specify reliability levels at which the response values will be estimated

Specification

Alias: none

Argument(s): REALLIST

Default: No CDF/CCDF response levels to compute

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional num_reliability_levels Specify which reliability_levels correspond to which response

Description

Response levels are calculated for specified CDF/CCDF reliabilities by projecting out the prescribed number of sample standard deviations from the sample mean.

Theory

Sets of response-probability pairs computed with the forward/inverse mappings define either a cumulative distribution function (CDF) or a complementary cumulative distribution function (CCDF) for each response function.

In the case of evidence-based epistemic methods, this is generalized to define either cumulative belief and plausibility functions (CBF and CPF) or complementary cumulative belief and plausibility functions (CCBF and CCPF) for each response function.

An inverse mapping involves computing the belief and plausibility response level for either a specified probability level or a specified generalized reliability level (two results for each level mapping in the evidence-based epistemic case, instead of the one result for each level mapping in the aleatory case).