A METHOD OF MAXIMUM ENTROPY DENSITY FUNCTION FOR CALCULATION OF APPROXIMATE FAILUREPROBABILITY
计算近似失效概率的最大熵密度函数法

The maximum entropy density function os taken as an approximate density function of Z,the state function of a structure,to calculate the failure probability of strtucture. The maximum entropy density function is fitted with the restriction of expectation and high de- gree central moments of Z.The method to determine the Lagrange coefficients of the maximum entropy density function is analyzed emphatically by means of optimization method and numerical integration,and a calculation example is given in this paper.THe calculation example shows that the result computed by the maximum entropy density method is close to the results very well obtained by other three methods,The method presented in this paper is especially efficient for the case with elemental random variables of abnormal distribution.