Commonly-used structural reliability models are reviewed, and the advantages and limitations of each method are discussed with the help of a practical example. A pressure vessel is designed against wind loading. This example is selected because the limit state equation is nonlinear and the wind speed has an extremely skewed distribution. Although the First-Order Second-Moment may be sufficient in many problems, the risk involved may still be unknown, even in a relative sense, unless the limit state equation is linear and all the variables are normal. In that sense, the Advanced Second-Moment method has several advantages. It yields probabilities of failure similar to the variance reduction techniques, at least for the pressure vessel example considered here. If simulation techniques are used to study a problem, some kind of variance reduction technique should be used for economic reasons. For the complicated example considered here, the Conditional Expectation plus Antithetic Variates variance reduction technique is found to be the most efficient. The Monte Carlo Simulation technique is modified to make the simulation more efficient. © ASCE.
