Problem Statement
Problem Statement
Cranes are commonly used in construction. Cranes used to lift and lower materials and also
move materials horizontally. The moment created in cranes due to a specific load is always
varying due to the small deviations in several parameters used. Thus, stress induced in the
crane is difficult to be determined due to the nature of deviation in all the parameters used.
As solution to that, statistical normal and log normal distribution analysis are performed to
determine the probability failure of the induced stress results in crane. These distributions are
used to describe the probability function of a value in a variable. Statistical analysis of the
distribution on particular parameter ensures the obtained results and conclusion are more
accurate.
Mean is calculated to determine the central tendency of the distribution whereas standard
deviation is calculated to measure the variability of the data.
Objectives:
1. Prove the nature of distributions for each parameter by using goodness of fit test
2. Determine the probability of failure for the generated random numbers
Methodology:
1. Random number generation
µ = normal mean, σ = normal standard deviation
µx = log normal mean, σx = log normal standard deviation
(a) For parameters with normal distribution, 100 random numbers are generated by using
data analysis tool in Microsoft Excel with given µ and σ.
(b) For parameters with log normal distribution, µ and σ are calculated from the given µx
and σx , 100 random numbers are then generated by using data analysis tool in
Microsoft Excel with the normalised mean and standard deviation.
In order to produce a distribution with desired mean µx and variance σx 2, equations below
are used:
(√ )
2
µx
µ=ln 2 2
µx+ σ x
( )
σ 2=ln 1+
µ2x
σx
2
2. Histogram Generation
(a) For parameters with normal distribution, histogram is generated by using data analysis
tool in Microsoft Excel.
(b) For parameters with log normal distribution, two histograms are generated by using
the logarithm values and the actual values. The logarithm values are normally
distributed whereas the actual values are log normally distributed.
3. Probability Distribution
(a) For histograms of normally distributed data, scaled probability distribution and
theoretical normal curve are plotted to visualize the obtained results.
(b) For histograms of log normally distributed data, scaled probability distribution and
theoretical log normal curve are plotted to visualize the obtained results.
Scaled normal curve and log normal curve are obtained by multiplying the number of
data,
n = 100 with the calculated probability.
Mean , x=
∑ fx
∑f
√ ( )
2
Standard deviation , σ=
∑ fx 2 − ∑ fx
∑f ∑f
As n=100,
- Scaled Probability Distribution: Probability Distribution of the particular parameter
for n = 100.
- Scaled Normal Curve: Theoretical Probability in Normal when n = 100.
- Scaled Log Normal Curve: Theoretical Probability in Log Normal when n = 100.
Parameter L
Random Number Generated Given Probabilistic Characteristic
Mean 50.10962538 50
Standard Deviation 6.098841733 6
Table 1.1 Mean and standard deviation for parameter L
Bin Observed Frequency
≤ 35 0
35-40 4
40-45 18
45-50 28
50-55 33
55-60 9
60-65 7
65-70 1
70-75 0
75 ≤ 0
Table 1.2 Bin and observed frequency of parameter L
X Z-score Cumulative probability
35 -2.47745819 0.006616096
40 -1.65763039 0.048696046
45 -0.83780259 0.201070793
50 -0.01797479 0.492829484
55 0.801853013 0.788681006
60 1.621680813 0.947564145
65 2.441508613 0.99268698
70 3.261336413 0.999445558
75 4.081164213 0.999977595
Table 1.3 Calculated probability of parameter L
Range Theoretical Class probability, P(Z) Expected value, Ei =nP(Z)
-∞ < X ≤ 35 0.006616096 0.661609561*
35 < X ≤ 40 0.042079951 4.207995065*
40 < X ≤ 45 0.152374747 15.23747467*
45 < X ≤ 50 0.291758691 29.17586908
50 < X ≤ 55 0.295851522 29.5851522
55 < X ≤ 60 0.15888314 15.88831397
60 < X ≤ 65 0.045122835 4.512283483*
65 < X ≤ 70 0.006758578 0.675857774*
70 < X ≤ 75 0.000532037 0.053203664*
75 < X < ∞ 2.24053E-05 0.002240534*
Value*- expected value need to combine to other categories because Ei <5 .
Table 1.4 Theoretical class probability of parameter L
Range Oi Ei ( Oi−E i ) 2
( Oi−E i ) ( Oi−Ei )
2
Ei
P (−∞≤ x ≤ 45 ) 22 20.10707929 1.892921 3.583148814 0.178203
P ( 45< x ≤50 ) 28 29.17586908 -1.17587 1.382668093 0.047391
P ( 50< x ≤ 55 ) 33 29.5851522 3.414848 11.6611855 0.394157
P ( 55< x ≤ 60 ) 9 15.88831397 -6.88831 47.44886935 2.986401
P ( 60< x< ∞ ) 8 5.298985534 2.701014 7.295479146 1.376769
2
( O i−E i ) 4.98
∑ E =¿
i
292
Histogram L
12 40
Length 35
10
30
Scaled Probability DIstribution
8
Scaled Normal Curve 25
Frequency
6 20
15
4
10
2
5
0 0
25-30 30-35 35-40 40-45 45-50 50-55 55-60 60-65 65-70 70-75
Bin
Hypothesis
H 0 : Data follow the normal distribution
Test Statistic
2
Chi−squared , X test =4.98292
Significance level , α =0.05 , k=5 , p=0 ,
2 2
Critical Region , X α ,k− p−1= X 0.05,4 =9.49
Decision rule
5%
4.98292 9.49
Decision
Since X 2test < X 2α ,k− p−1, this value does not lie in the critical region. There is no evidence at 5%
significance level to suggest that a normal distribution is not appropriate. Therefore, H 0 is
failed to reject. Thus, the data is following the normal distribution.
Parameter W
Random Number Generated Given Probabilistic Characteristic
mean 60.03884903 60
standard deviation 7.031287767 7
Table 2.1 mean and standard deviation of parameter W
Bin Observed Frequency
≤ 35 0
35-40 1
40-45 1
45-50 7
50-55 10
55-60 32
60-65 26
65-70 16
70-75 5
75-80 1
80-85 1
85 ≤ 0
Table 2.2 Bin and Observed frequency of parameter W
X Z-score Cumulative probability
35 -3.56106 0.000185
40 -2.84995 0.002186
45 -2.13885 0.016224
50 -1.42774 0.076683
55 -0.71663 0.2368
60 -0.00553 0.497796
65 0.705582 0.759776
70 1.416689 0.921713
75 2.127797 0.983323
80 2.838904 0.997737
85 3.550011 0.999807
Table 2.3 Calculated probability of parameter W
Range Theoretical Class probability, P(Z) Expected value, Ei =nP(Z)
-∞ < X ≤ 35 0.000185 0.018468*
35 < X ≤ 40 0.002002 0.200160*
40 < X ≤ 45 0.014038 1.403775*
45 < X ≤ 50 0.060459 6.045936*
50 < X ≤ 55 0.160117 16.01171
55 < X ≤ 60 0.260995 26.09953
60 < X ≤ 65 0.26198 26.19802
65 < X ≤ 70 0.161937 16.19371
70 < X ≤ 75 0.06161 6.160991*
75 < X ≤ 80 0.014414 1.441353*
80 < X ≤ 85 0.002071 0.207083*
85 < X < ∞ 0.000193 0.019261*
Value*- expected value need to combine to other categories because Ei <5 .
Table 2.4 Theoretical class probability of parameter W
Range Oi Ei ( Oi−E i ) 2
( Oi−E i ) ( Oi−Ei )
2
Ei
P (−∞< x ≤ 50 ) 9 7.668339 1.331661 1.773321 0.231252
P ( 50< x ≤ 55 ) 10 16.01171 -6.01171 36.14062 2.257137
P ( 55< x ≤ 60 ) 32 26.09953 5.900467 34.81551 1.333951
P ( 60< x< 65 ) 26 26.19802 -0.19802 0.039212 0.001497
P ( 65< x ≤ 70 ) 16 16.19371 -0.19371 0.037525 0.002317
P ( 70< x< ∞ ) 7 7.828688 -0.82869 0.686723 0.087719
2
( Oi−E i ) 3.913
∑ E =¿
i
873
Histogram W
30
25
20
Uniform Load
Frequency
10
0
30-35 35-40 40-45 45-50 50-55 55-60 60-65 65-70 70-75 75-80 80-85
Bin
Hypothesis
H 0 : Data follow the normal distribution
Decision rule
5%
3.91387 11.07
Decision
Since X 2test < X 2α ,k− p−1, this value does not lie in the critical region. There is no evidence at 5%
significance level to suggest that a normal distribution is not appropriate. Therefore, H 0 is
failed to reject. Thus, the data is following the normal distribution.
Parameter I
Random Number Generated Given Probabilistic Characteristic
Ln (X) X Ln (X) X
mean 7.005675146 1105.749296 7.005717106 1100
standard deviation 0.07267388 79.93986663 0.072631379 80
Table 3.1 mean and standard deviation of parameter I
Bin Observed Frequency
≤ 960 0
960-980 3
980-1000 6
1000-1020 4
1020-1040 4
1040-1060 8
1060-1080 7
1080-1100 13
1100-1120 10
1120-1140 11
1140-1160 7
1160-1180 7
1180-1200 4
1200-1220 4
1220-1240 2
1240-1260 3
1260-1280 3
1280-1300 1
1300 ≤ 0
Table 3.2 Bin and Observed frequency of parameter I
X Cumulative probability
940 0.013946
960 0.028124
980 0.052041
1000 0.088928
1020 0.141209
1040 0.20963
1060 0.29267
1080 0.386522
1100 0.485677
1120 0.583957
1140 0.675652
1160 0.756437
1180 0.823842
1200 0.877255
1220 0.917556
1240 0.946581
1260 0.966579
1280 0.97979
1300 0.988175
Range Oi Ei ( Oi−E i ) 2
( Oi−E i ) ( Oi−Ei )
2
Ei
P (−∞ < x ≤ 1000 ) 9 8.892775 0.107225 0.011497 0.001293
P ( 1000< x ≤ 1020 ) 4 5.228173 -1.22817 1.508409 0.288515
P ( 1020< x ≤ 1040 ) 4 6.842034 -2.84203 8.077157 1.18052
P ( 1040< x ≤ 1060 ) 8 8.304021 -0.30402 0.092429 0.011131
P ( 1060< x ≤ 1080 ) 7 9.385194 -2.38519 5.68915 0.606184
P ( 1080< x ≤ 1100 ) 13 9.915526 3.084474 9.51398 0.959503
P(1120< x ≤1140) 10 9.827975 0.172025 0.029593 0.003011
P(1140< x ≤1160) 11 9.169517 1.830483 3.350668 0.365414
P(1160< x ≤1180) 7 8.07848 -1.07848 1.163119 0.143977
P(1180< x ≤1200) 7 6.740551 0.259449 0.067314 0.009986
P(1200< x ≤1220) 4 5.341299 -1.3413 1.799083 0.336825
P(1220< x <∞ ) 18 12.27445 5.72555 32.78192 2.670745
2
( Oi−E i ) 6.577
∑ E =¿
i
104
15
10
10
5 5
0 0
6.80 - 6.85
6.85 - 6.9
6.9 - 6.95
6.95 - 7
7 - 7.05
7.05 - 7.1
7.1 - 7.15
7.15 - 7.2
Bin
14 Log Normal I 14
12 12
Moment of Inertia
10 10
Scaled Probability Distribution
8 8
Scaled Log Normal Curve
Frequency
6 6
4 4
2 2
0 0
60 80 0 0 2 0 4 0 6 0 8 0 0 0 2 0 4 0 6 0 8 0 0 0 2 0 4 0 6 0 8 0 0 0 2 0 4 0 6 0 8 0
0 -9 0-9 -10 -10 -10 -10 -10 -11 -11 -11 -11 -11 -12 -12 -12 -12 -12 -13 -13 -13 -13 -13
94 96 980 000 02 0 04 0 06 0 08 0 100 120 140 160 180 200 22 0 24 0 26 0 28 0 300 320 340 360
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
Bin
Test Statistic
Decision rule
5%
6.57710 19.68
Decision
Since X 2test < X 2α ,k− p−1, this value does not lie in the critical region. There is no evidence at 5%
significance level to suggest that a normal distribution is not appropriate. Therefore, H 0 is
failed to reject. Thus, the data is following the log normal distribution.
Parameter Y
Random Number Generated Given Probabilistic Characteristic
Ln (X) X Ln (X) X
mean 3.913425 50.21826 3.915233 50
standard deviation 0.07716 3.895591 0.079872 4
Table 4.1 mean and standard deviation of parameter Y
X Cumulative probability
42 0.0113693
44 0.0469773
46 0.1359281
48 0.2921131
50 0.4927534
52 0.6879819
54 0.8362732
56 0.926552
58 0.971634
60 0.9904797
62 0.9971946
Table 4.3 Calculated probability of parameter Y
Range Theoretical Class probability, P(Z) Expected value, Ei =nP(Z)
-∞ < X ≤ 42 0.0113693 1.136926*
42 < X ≤ 44 0.035608 3.560802*
44 < X ≤ 46 0.0889508 8.895082*
46 < X ≤ 48 0.156185 15.6185
48 < X ≤ 50 0.2006402 20.06402
50 < X ≤ 52 0.1952285 19.52285
52 < X ≤ 54 0.1482913 14.82913
54 < X ≤ 56 0.0902789 9.027886
56 < X ≤ 58 0.0450819 4.508194*
58 < X ≤ 60 0.0188458 1.884575*
60 < X ≤ 62 0.0067148 0.671483*
62 < X < ∞ 0.0028054 0.280544*
Value*- expected value need to combine to other categories because Ei <5 .
Table 4.4 Theoretical probability of parameter Y
Range Oi Ei ( Oi−E i ) 2
( Oi−E i ) ( Oi−Ei )
2
Ei
P (−∞< x ≤ 46 ) 14 13.59281 0.40719 0.165804 0.012198
P ( 46< x ≤ 48 ) 4 15.6185 -0.6185 0.382547 0.024493
P ( 48< x ≤50 ) 4 20.06402 -1.06402 1.132148 0.056427
P ( 50< x ≤ 52 ) 8 19.52285 5.477149 29.99917 1.536618
P ( 52< x ≤ 54 ) 7 14.82913 -2.82913 8.003974 0.539747
P ( 54< x ≤56 ) 13 9.027886 -3.02789 9.168094 1.015531
P(56< x < ∞) 9 7.344796 1.655204 2.7397 0.373012
2
( Oi−E i )
Table 4.5 Results of chi-square test for parameter y ∑ E =¿3.558
i
026
Histogram Ln ( Y )
30 35
25 30
Yield Strength 25
20
Scaled Normal Curve 20
15
Frequency
3.95 - 4
4 - 4.05
4.05 - 4.1
4.1 - 4.15
3.65 - 3.7
3.75 - 3.8
3.8 - 3.85
3.85 - 3.9
3.9 - 3.95
4.15 - 4.2
Bin
Log Normal Y
25 30
Yield Strength
25
20
Scaled Log Normal Curve
20
15
Scaled Probability Distribution
Frequency
15
10
10
5
5
0 0
42-44 44-46 46-48 48-50 50-52 52-54 54-56 56-58 58-60 60-62
Bin
Test Statistic
Decision rule
5%
3.55802 12.59
Decision
Since X 2test < X 2α ,k− p−1, this value does not lie in the critical region. There is no evidence at 5%
significance level to suggest that a normal distribution is not appropriate. Therefore, H 0 is
failed to reject. Thus, the data is following the log normal distribution.
Task 3
W S2
M= + PL
2
mean=¿ 4551836.273 lbin
standard deviation=¿381007.796
Stress (σ )
C=10∈¿
Mc lb
σ= mean=¿41361.01576 2
I in
standard deviation=¿4411.571072
lb lb lb lb
μ R=¿ 50218.26 2
σ R =3895.591 2 μS =¿41361.01576 2 σ S=¿4411.571072 2
in in in in
Task 4
Probability of failure ( Pf )
P F ( R−S<0 )=P ( M < 0 )
σ M = √ σ 2R + σ 2S =¿5885.370641
μM
β= =¿1.50496
σM
P F=Φ ( 0−μ M
σM )=Φ (−β )=Φ (−1.50496 )=0.0618=6.18 %
The failure probability Pf is the probability for exceeding a limit state within a defined
reference time period. It indicates the percentage of an intentional condition will occur on the
investigated crane.
The magnitude of the failure probability is found as 6.18% in the statistical analysis. It is
closely connected with the interaction of the resistance and the action functions which are
varying with time. The probability of failure also indicates the probability of a random stress
acting on the investigated crane will exceed the yield strength, which leads to material failure
(Müller, 2010).
Thus, by referring to the reliability index for building components which is given as 5%
quantile in civil engineering, 6.18% is slightly higher. Therefore, the safety margin of the
crane investigated is not satisfying and should be improved to reach the desired target
reliability index of 5%.
Task 5
Goodness Fit Test of Stress
Range Oi Ei ( Oi−E i ) 2
( Oi−E i ) ( Oi−Ei )
2
Ei
P (−∞ < x ≤ 36 ) 10 12.15638 -2.15638 4.649975 0.382513
P ( 36< x ≤ 38 ) 15 11.0929 3.9071 15.26543 1.376144
P ( 38< x ≤ 40 ) 17 15.57763 1.42237 2.023136 0.129874
P ( 40< x ≤ 42 ) 17 17.87355 -0.87355 0.76309 0.042694
P ( 42< x ≤ 44 ) 11 16.75629 -5.75629 33.13487 1.977459
P ( 44< x ≤ 46 ) 13 12.83514 0.16486 0.027179 0.002118
P ( 46< x ≤ 48 ) 9 8.032863 0.967137 0.935354 0.116441
P( 48< x< ∞) 8 6.625566 1.374434 1.889069 0.285118
2
( Oi−E i )
Table 5.4 Results of chi-square test for stress ∑ Ei
=¿4.3123
61
Histogram Stress
20 18
18 Histogram Stress 16
16 Scaled Normal Curve 14
14 Scaled Probability Distribution 12
12
10
Frequency
10
8
8
6
6
4 4
2 2
0 0
28-30
30-32
32-34
34-36
36-38
38-40
40-42
42-44
44-46
46-48
48-50
50-52
52-54
54-56
56-58
58-60
Bin (k)
Hypothesis
Test Statistic
5%
4.31236 14.07
Decision
2 2
Since X test < X α ,k− p−1, this value does not lie in the critical region. There is no evidence at 5%
significance level to suggest that a normal distribution is not appropriate. Therefore, H 0 is failed to
reject. Thus, the data is following the normal distribution.
Conclusion:
The performed statistical analysis of the 4 parameters are satisfying as all of them follows the nature
of distribution given in the task. Chi-square tests are carried out to determine the suitability of each
parameters which are L, W, I and Y. The parameter L and W are found to be normally distributed
whereas the parameter I and Y are found to be log normally distributed.
The results in the calculations of I and Y has validated the relationship between normal distribution
and log normal distribution. By referring to the drawn histograms for logarithm values and normal
values, X is proved to be log normally distributed if ln (X) is normally distributed (Will, 2020).
Besides, the probability of failure is found as 6.18% in the analysation which is not satisfying the
safety margin requirement. The investigated crane has exceeded the given reliability index of 5% and
improvement should be done in terms of the durability and performances of the crane.
All the objectives have been achieved by applying the data analysis tool from Microsoft Excel. Lastly,
the stress results show that the stress values are normally distributed according to the goodness fit
test.
References:
1. H.S. Müller, 2010 Deterioration Processes and Standard Test Methods, Non-Destructive
Evaluation of Reinforced Concrete Structures, Woodhead Publishing Series in Civil and
Structural Engineering, vol 1 pg 94-113.
2. Kenton, Will 2020 Understanding Log-normal, Definition of Log Normal Distribution, viewed
online 10 April 2021. <https://www.investopedia.com/terms/l/log-normal-distribution.asp >
Appendix