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1、ProbabilityandRiskAnalysisIgorRychlikJesperRydénProbabilityandRiskAnalysisAnIntroductionforEngineersWith46Figuresand7Tables123Dr.JesperRydénProf.IgorRychlikSchoolofTechnologyandSociety,MalmöUniversity,Dept.ofMathematicalStatistics,ÖVarvsg11A,LundUniversity,SE-20
2、506Malmö,SwedenBox118,e-mail:jesper.ryden@ts.mah.se22100Lund,Swedene-mail:igor@maths.lth.seLibraryofCongressControlNumber:2006925439ISBN-103-540-24223-6SpringerBerlinHeidelbergNewYorkISBN-13978-3-540-24223-9SpringerBerlinHeidelbergNewYorkThisworkissubjecttocopyr
3、ight.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broad-casting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.Duplicationofthispublicationorpartsther
4、eofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanCopyrightLaw.SpringerisapartofSpringerScience+BusinessMedia.springe
5、r.com©Springer-VerlagBerlinHeidelberg2006PrintedinGermanyTheuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantpro-tectivelawsandregulationsandtherefo
6、refreeforgeneraluse.TypesettingbySPiusingaSpringerLTAEXmacropackageCoverdesign:EstudioCalamar,ViladasensPrintedonacid-freepaperSPIN1099674462/3100/SPi543210PrefaceThepurposeofthisbookistopresentconceptsinastatisticaltreatmentofrisks.Suchknowledgefacilitatestheun
7、derstandingoftheinfluenceofrandomphenomenaandgivesadeeperknowledgeofthepossibilitiesofferedbyandalgorithmsfoundincertainsoftwarepackages.SinceBayesianmethodsarefrequentlyusedinthisfield,areasonableproportionofthepresentationisdevotedtosuchtechniques.Thetextiswritte
8、nwithstudentinmind–astudentwhohasstudiedel-ementaryundergraduatecoursesinengineeringmathematics,maybeinclud-ingaminorcourseinstatistics.Eventhoughweuseastyleofpresent