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1 Journal of Polish Safety and Reliability Association

1 2014

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Metropolis-Hastings method for Wohler curve parameter identification

Woch M., Corbetta M., Giglio M., Sbarufatti C., Kamiński G.

Journal of Polish Safety and Reliability Association

2014

Vol. 5, No. 2

143--150

In this work, the Metropolis-Hastings sampling technique has been used for the parameter identification of Wohler curve of aluminium alloy 2024-T4. The Metropolis-Hasting algorithm is one of the most widespread Markov chain Monte Carlo methods for posterior distribution estimation, and it is presented with an adaptive formulation to estimate the probability density functions of Wohler parameters. Results are presented in terms of distribution shape and parameter correlations. The information about parameter distributions of Wohler equation is useful to prepare risk analyses based on statistical safe life approach.