chapter  4
4 Pages

Beta reliability index

X = AU + µ. (4.1) Then X is said to be a vector of multinormal variables. Following the method of Section 3.10.2, we find

E(X) = µ (4.2) Var(X) = AE(UUT)AT (4.3)

= AAT (4.4) since E(UUT) = I, where I is the n × n unit matrix.