New insight into parametric sensitivity in first-order reliability theory is given by studying the parametric sensitivity of the most likely failure point. A formula is derived for the derivative of the unit normal vector to the failure surface in this point. The derivative of the first-order reliability index is also a result of the analysis, and a geometrical interpretation of this result is given. The derivatives find applications, e.g., within structural systems reliability and sensitivity analysis.
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Bjerager et al. (1989) studied this question.
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