Introduction

During the last century, probabilistic methods for design and analysis of engineering systems have assumed a prominent place as an engineering tool. No longer do engineers naively believe that all problems can be analyzed with deterministic methods; but rather, it has been recognized that, due to uncertainties in the model and the excitation, it may only be possible to describe the state of a system in terms of some random measure. Thus, with the need to address safety and design issues adequately and simultaneously to minimize the cost of a system, much attention has been given to the development of probabilistic criteria which can be applied in a systematic manner [1]†. These techniques allow for uncertainties in the parameters of the model as well as for uncertainties in both the static and dynamic loadings to be considered and therefore give a better measure of the reliability of a system. Widespread application of probabilistic methods can be found in disciplines ranging from civil, mechanical and electrical engineering to biology, economics and political science.