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Report - PEER - University of California, Berkeley

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<strong>of</strong> events with [X1>x 1 , X 2 >x 2 , …] and P[C|X], is the conditional probability <strong>of</strong> Cgiven an event with parameters X. With this information the “total probabilitytheorem” states that λC = ∫ P [ C | X] | dλ(X)| . The differential | d λ(X)| is the meanannual frequency density (or absolute value <strong>of</strong> the partial derivative <strong>of</strong> λ(X)) timesdx 1 dx 2 …. In the following sections we seek various ways to estimate P[C|X] underthe assumption that the seismologist has sole responsibility for λ(X) and that this awell studied and commonly practiced problem <strong>of</strong> engineering seismology. Forsimplicity and concreteness we shall assume below that X = [M, R], the magnitudeand distance <strong>of</strong> the earthquake.2.2 Option A: Direct Estimation <strong>of</strong> P[C|X=x] and λ CEstimating P[C|X] is a joint responsibility <strong>of</strong> the seismologist and structural engineer.A direct way <strong>of</strong> estimating P[C|X] is for the seismologist to prepare a sample <strong>of</strong> n’(more strictly, a random sample <strong>of</strong> equally likely) accelerograms. The structuralengineer must then analyze his structure for each record and count the number <strong>of</strong>observations, r, <strong>of</strong> the event C, e.g., collapse. His estimate <strong>of</strong> P[C|X] is then simplyr/n’. This process must be repeated for m well selected sets <strong>of</strong> the parameters, X i , i =1, …m, for a total <strong>of</strong> n = n’m records. Then the estimate <strong>of</strong> λ Cis λC≈ ∑ P[ C | Xi] ∆λ(Xi) in which ∆λ(X i ) is approximately the annual frequency <strong>of</strong>events with characteristics X i . (The set <strong>of</strong> m sets <strong>of</strong> characteristics should beeffectively exhaustive and exclusive.)In practice one must have a sample size n’ large enough to estimate each <strong>of</strong> the mP[C|X]’s adequately. For comparative purposes suppose that this condition can besatisfied by estimating the median MIDR to within a standard error <strong>of</strong> 10%. Then thenecessary sample size is about (0.8/0.1) 2 , or more than 50, given that the coefficient<strong>of</strong> variation (COV) <strong>of</strong> the MIDR <strong>of</strong> a typical frame in near failure regime is at least0.8. (This is conservative as, given only {M, R}, the standard deviation <strong>of</strong> the naturallog <strong>of</strong> the peak response <strong>of</strong> a simple linear oscillator is 0.7 or more.) Assuming thatm = 10 to 20 in order to cover adequately the range <strong>of</strong> say X = {M,R}, the totalrequired sample size is <strong>of</strong> order 1000. In advanced application this number can bereduced by a factor <strong>of</strong> 2 or more by using “smart” Monte Carlo, or by, for example, aresponse surface analysis 2 or regression <strong>of</strong> MIDR on X. Of course once theseanalyses have been completed they can be used to find λ C for many different events,C, such as other failure modes or other values <strong>of</strong> MIDR or economic losses. Examples<strong>of</strong> U. S. researchers using such methods include Ang, Wen, and Beck and their coworkers.2 Note that this would be in effect a structure-specific MIDR “attenuation law”.41

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