Slope Reliability Analysis Considering Site-Specific

Performance Information
J. Zhang1; L. M. Zhang, M.ASCE2; and Wilson H. Tang, Dist.M.ASCE3
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Abstract: The performance of a slope, such as surviving a certain groundwater condition, can be viewed as the outcome of a full-scale test
performed directly on the slope and may provide valuable information for safety assessment, upgrading analysis, and repair design of the
slope. Performance information can be divided into two types: (1) the slope survived a certain state, and (2) the slope failed at a certain state.
This paper illustrates two methods for slope reliability analysis considering site-specific performance information, i.e., an indirect method
based on back-analysis of the performance information, and a direct method, in which the back-analysis procedure is bypassed. The two
methods are theoretically the same but different in implementation details. As examples, an existing slope for safety assessment and a failed
slope to be repaired are studied in this paper. Considering the past survival information increases the reliability of the slope. The increase
in reliability is larger if the slope survives a more critical state. Thus, ignoring the survival information may result in uneconomical decisions.
In contrast, ignoring the failure information may either underestimate or overestimate the reliability of a slope. As a result, neglecting the
past failure information may lead to unsafe or uneconomical decisions. DOI: 10.1061/(ASCE)GT.1943-5606.0000422. © 2011 American
Society of Civil Engineers.
CE Database subject headings: Slope stability; Reliability; Failure investigations; Probability; Uncertainty principles.
Author keywords: Slope stability; Reliability; Failure investigations; Probabilistic methods; Uncertainty principles.

Introduction
Slope stability analysis is often associated with a considerable
amount of uncertainties. In the past decades, reliability methods
based on the probabilistic theory have been developed for quantify-
ing uncertainties in slope stability analysis (e.g., Christian et al.
1994; Babu and Murthy 2005; Zhang et al. 2005; Xu and Low
2006; Hsu et al. 2007; Xue and Gavin 2007; Hong and Roh
2008; Ching et al. 2009; Griffiths et al. 2009). The assessment of
slope reliability depends on the availability of input information
—the more information available, the more realistic a reliability
analysis can be.
The common information considered in many slope reliability
analyses includes knowledge learned from geotechnical explorations
and tests, engineering judgment, published data, and regional expe-
riences. Another very important source of information is the past
performance of the slope—if the slope previously survived or failed
at a certain state. Such performance information can be regarded as
the outcome of a full-scale test directly performed on the slope under
investigation and may provide valuable information about safety
assessment, upgrading analysis, and repair design of the slope.
This paper intends to illustrate how site-specific past perfor-
mance information can be considered in a slope reliability analysis.
The structure of this paper is as follows. First, a reliability analysis
without considering past performance information is briefly intro-
duced. Then, starting from an example problem on assessing the
reliability of an existing slope, considering survival information
in a slope reliability analysis is illustrated. Thereafter, a failed slope
to be repaired is analyzed to illustrate how to consider failure
information in a slope reliability analysis. Finally, comments are
made on the methods used in this paper for reliability analysis
considering performance information.
Slope Reliability Analysis without Considering
Performance Information

1
Lecturer, Key Laboratory of Geotechnical and Underground Engineer- Let gðθÞ denote a slope stability model, where θ denotes uncertain
ing of Ministry of Education and Dept. of Geotechnical Engineering, variables. Let F S denote the actual factor of safety of the slope, and
Tongji Univ., Shanghai 200092, China; formerly, Research Associate, ε denote the model correction factor accounting for errors in model
Dept. of Civil and Environmental Engineering, The Hong Kong Univ. prediction. The relationship between model prediction gðθÞ, ε, and
of Science and Technology, Clear Water Bay, Hong Kong. E-mail: F S can be written as
cezhangjie@gmail.com
2 F s ¼ gðθÞ þ ε ð1Þ
Professor, Dept. of Civil and Environmental Engineering, The Hong
Kong Univ. of Science and Technology, Clear Water Bay, Hong Kong. Let x ¼ fθ; εg and f ðxÞ denote a probability-density function
E-mail: cezhangl@ust.hk (PDF) representing one’s knowledge about x. The failure probabil-
3
Professor Emeritus, Dept. of Civil and Environmental Engineering,
ity pf can be represented as
The Hong Kong Univ. of Science and Technology, Clear Water Bay, Hong
Kong. E-mail: wtang@ust.hk Z ZZ
Note. This manuscript was submitted on August 8, 2009; approved on pf ¼ PðF s < 1Þ ¼


PðF s < 1jxÞf ðxÞdx ð2Þ
August 1, 2010; published online on August 3, 2010. Discussion period
open until August 1, 2011; separate discussions must be submitted for in-
dividual papers. This paper is part of the Journal of Geotechnical and

1 gðθÞ þ ε < 1
Geoenvironmental Engineering, Vol. 137, No. 3, March 1, 2011. ©ASCE, PðF s < 1jxÞ ¼ ð3Þ
ISSN 1090-0241/2011/3-227–238/$25.00. 0 gðθÞ þ ε ≥ 1

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J. Geotech. Geoenviron. Eng., 2011, 137(3): 227-238

 Various methods can be used to estimate the failure probability
of a slope represented by Eq. (2), such as the first-order reliability
method (FORM) (e.g., Low et al. 1998), and the Monte Carlo
simulation (e.g., El-Ramly et al. 2005). As an example, FORM
is introduced here. On the basis of FORM, pf can be calculated
as follows when x follows a multivariate normal distribution
(e.g., Hasofer and Lind 1974; Low and Tang 2007):
pf ¼ 1  ΦðβÞ
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
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β ¼ min yT R1 y y
F S 1¼0
where y = reduced variable of x; Ry = correlation matrix of y; and
Φ = cumulative distribution function (CDF) of a standard normal
variable. Let y denote the minimization point in Eq. (5), which is
often called in the literature the design point (e.g., Ang and Tang
1984). Although initially proposed for a multivariate normal distri-
bution, Eqs. (4) and (5) can also be used to estimate the failure
probability through transformation techniques when the distribu-
tion of f ðxÞ is not multivariate normal (e.g., Ang and Tang
1984; Melchers 1999; Low and Tang 2007).
In general, f ðxÞ, which represents one’s knowledge about x, may
not be the actual distribution of x. As a result, the calculated failure
probability based on f ðxÞ may not be the actual failure probability.
When more information is available, the reliability analysis of the
slope can be improved. This paper illustrates how site-specific per-
formance information can be considered in the reliability analysis of
a slope. Both survival and failure information can be incorporated in
the reliability analysis, as described in the following.
Reliability Analysis Considering Survival
Information
Example Problem
We will first illustrate how the survival information can be consid-
ered in a reliability analysis with the following example problem on
the reliability assessment of an infinite slope, as shown in Fig. 1.
The factor of safety of the infinite slope can be calculated as (e.g.,
Wu and Abdel-Latif 2000)
c þ ½γðh  hw Þ þ ðγs  γw Þhw cos2 δ tan ϕ
gðθÞ ¼
½γðh  hw Þ þ γs hw  sin δ cos δ
hw
h represents an initial estimate of the failure probability of the slope
δ As will be seen later, depending on whether back-analysis is in-
Fig. 1. Existing slope for reliability assessment
228 / JOURNAL OF GEOTECHNICAL AND GEOENVIRONMENTAL ENGINEERING © ASCE / MARCH 2011
J. Geotech. Geoenviron. Eng., 2011, 137(3): 227-238
where γw , γs , and γ = unit weights of water, saturated soil, and the
soil above the water table, respectively; c = effective cohesion (kPa)
of the soil; ϕ = effective friction angle (°) of the soil; δ = slope angle
(°); hw = level of groundwater (m); and h = thickness of the soil (m).
The infinite-slope model is often used for shallow-slope stability
assessment (e.g., Pradel and Raad 1993; Babu and Murthy 2005).
Because of its simplicity, it also finds wide applications in regional
slope-hazard evaluation (e.g., Crosta 1998; Wu and Abdel-Latif
ð4Þ 2000). In this example, the values adopted for γw, γs , and γ are
9.8, 19, and 17 kN=m3 , respectively, whereas 35° is used for δ.
The variables c and ϕ are considered uncertain and are assumed
to be normally distributed. The mean values of c and ϕ are 8 kPa
ð5Þ and 34°, respectively. The standard deviations of c and ϕ are 2 kPa
and 2°, respectively.
Let m ¼ hw =h denote the normalized water table. Let m1 denote
a level of groundwater at which the slope has survived, and let
m2 denote the maximum groundwater table within a certain
design period. In practice, knowledge about m1 and m2 can be
obtained from field observations or through seepage analyses
(e.g., Geotechnical Engineering Office 1984). Because of the
presence of observation error, statistical uncertainty, and modeling
uncertainty, the values of m1 and m2 may not be exactly known.
We consider a general case where both m1 and m2 are uncertain.
Suppose that m1 is normally distributed with a mean of μm1 and a
standard deviation of 0.05 and that m2 is normally distributed with
a mean of 0.5 and a standard deviation of 0.05. For simplicity, m1
and m2 are assumed statistically independent. The problem then
becomes, “How can the survival information of the slope at
m ¼ m1 be incorporated in the reliability analysis of the slope
at m ¼ m2 ?”
Reliability Analysis without Considering Performance
Information
The reliability of the slope without considering the survival infor-
mation is first analyzed. To assess the failure probability, the
model error associated with Eq. (6) must be estimated. Previously,
Christian et al. (1994) discussed the accuracy of Bishop’s simpli-
fied method (1955) and suggested that the model correction factor
for this method has a mean of 0.05 and a standard deviation of 0.07.
Zhang et al. (2009) studied the model uncertainties of the ordinary
method (Fellenius 1936), Janbu’s simplified method (Janbu et al.
1956), Bishop’s simplified method, and the Morgenstern-Price
method (1965) on the basis of centrifuge test data. It was found
that the model correction factors for these methods have mean val-
ð6Þ ues in the range of 0:03 to 0.04 and standard deviations in the
range of 0.04–0.10. With this, the model correction factor ε for
Eq. (6) is assumed to be a normal variable with a mean of 0.02
and a standard deviation of 0.07.
To analyze the reliability of the slope at m ¼ m2 , the uncertain
variables involved can be denoted as x ¼ fc; ϕ; m2 ; εg. The FORM
reliability index of the slope can be calculated with a spreadsheet, as
shown in Fig. 2. The basic idea for calculating the FORM reliability
index with a spreadsheet is to solve the constrained optimization
problem, as shown in Eq. (5), with an existing spreadsheet optimi-
zation tool such as Solver (e.g., Low and Tang 2007). Based on
FORM, the reliability index of the slope at m ¼ m2 is 0.30, corre-
sponding to a failure probability of 38%. This failure probability
at m ¼ m2 . In the following, the reliability of the slope at m ¼ m2
will be reevaluated considering the survival information of the slope.
volved or not, the methods for reliability analysis considering per-
formance information can be divided into two types. In this paper, a
method is called indirect if back-analysis is involved and direct if
 2 C D E F G H I J K L M N O
3 Step 1: Reliability of the slope at m = m1 without considering the survival information
4 δ h hw γs γ γw g (θ) FS1 F s 1-1
5 35 3 1.2235 19 17 9.8 1.0093 1 3E-07
6
7 c φ m1 ε1 Ry1
8 x1 7.0471 33.337 0.4078 -0.009 1 0 0 0 β1
9 µx1 8 34 0.4 0.02 0 1 0 0 0.73266
10 σx1 2 2 0.05 0.07 0 0 1 0 pf1
11 y1* -0.476 -0.331 0.157 -0.419 0 0 0 1 0.23188
12
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13 Step 2: Reliability of the slope at m = m2 without considering the survival information

14 δ h hw γs γ γw g (θ) FS2 F S 2-1
15 35 3 1.5098 19 17 9.8 0.9923 1 4E-08
16
17 c φ m2 ε2 Ry2
18 x2 7.606 33.738 0.5033 0.0077 1 0 0 0 β2
19 µx2 8 34 0.5 0.02 0 1 0 0 0.3014
20 σx2 2 2 0.05 0.07 0 0 1 0 pf2
21 y2* -0.197 -0.131 0.0654 -0.175 0 0 0 1 0.38156
22
23 Step 3: Correlation coefficient between the factors of safety of the slope at m = m1 and m = m2
24 Y1*T Y2*T RY ρ 12
25 c -0.476 -0.197 1 0 0 0 0 0 0.6214
26 φ -0.331 -0.131 0 1 0 0 0 0
27 m1 0.157 0 0 0 1 0 0 0
28 m2 0 0.0654 0 0 0 1 0 0 Eq. (15)
29 ε1 -0.419 0 0 0 0 0 1 0
30 ε2 0 -0.175 0 0 0 0 0 1
31
32 Step 4: Reliability of the slope at m2 considering the survival information of the slope at m1
33 Terada and Takahashi (1988) Feng (1989) Dong (2001) Zhao (2006)
34 p f 12 0.1694 0.1618 0.1736 0.1714
35 p f 2|y1>1 0.2761 0.2861 0.2707 0.2737
36 β 21|y1>1 0.5943 0.5648 0.6106 0.6018
37 Notes:
38 1. In Step 1, the reliability index of the infinite slope at m = m1 is calculated. The setting in Solver is
39 "minimize O9 by changing E11, F11, G11, and H11, subjected to M5 = 0."
40 2. In Step 2, the reliability index of the infinite slope at m = m2 is calculated. The setting in Solver is
41 "minimize O19 by changing E21, F21, G21, and H21, subjected to M15 = 0."
42

Fig. 2. Spreadsheet template for reliability analysis of infinite slope considering past survival information

back-analysis is not involved. As will also be shown in the following,
although based on different ideas, the indirect and direct methods are
theoretically the same. As each has its own merit, both methods are
introduced in this paper. The indirect method is first described.
Reliability Analysis Considering Survival Information
Based on Indirect Method
To analyze the reliability of the slope at m ¼ m2 considering the
survival information at m1 , the performance of the slope at these
two states is involved. Let F S1 and F S2 , and ε1 and ε2 denote
F S and ε when m ¼ m1 and m ¼ m2 , respectively. In this example,
both ε1 and ε2 are assumed to be normally distributed with a
mean of 0.02 and a standard deviation of 0.07. The uncertain
variables involved in analyzing the performance of the slope at
m ¼ m1 and m ¼ m2 can be denoted as x1 ¼ fc; ϕ; m1 ; ε1 g and
x2 ¼ fc; ϕ; m2 ; ε2 g, respectively. The information that the slope
is safe at m1 can be represented by F S1 > 1. Let pf 2jFS1>1 denote
the failure probability of the slope at m ¼ m2 when F S1 > 1 is
observed. Incorporating the survival information into the reliability
analysis is then equivalent to calculating pf 2jFS1>1 .
When the performance of the slope at m ¼ m1 is known, the
distribution of x1 can be updated through a back-analysis of the
survival information. Since x1 and x2 share some variables, updat-
ing x1 naturally results in updating the common variables in x2 .
With this in mind, one way to incorporate the survival information
into the reliability analysis may be as follows: (1) update the dis-
tribution of x1 on the basis of the survival information of F S1 > 1;
(2) update the distribution of x2 on the basis of its relation with x1 ;
and (3) evaluate the reliability of the slope at m ¼ m2 on the basis of
the updated distribution of x2 .
In the back-analysis of the performance information, there is
only one piece of observed information, i.e., F S1 > 1, but a set
of variables to update, i.e., c, ϕ, m1 , and ε1 . A single piece of
information is not adequate to determine all the uncertain variables,
and information from other sources should be used to assist the

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 back-analysis. In this study, a back-analysis of slope performance When ε1 and ε2 are statistically independent, the updated
information is performed on the basis of Bayes’ theorem, in which distribution of x1 does not provide information about ε2 . Also,
the updated distribution of x1 , i.e., f ðx1 jF S1 > 1Þ, is represented as as m1 and m2 are assumed statistically independent, the updated
follows: distribution of x1 does not provide information about m2 . In such
a case
PðF > 1jx1 Þf ðx1 Þ
f ðx1 jF S1 > 1Þ ¼ R RR S1 ð7Þ f ðx2 jF S1 > 1Þ ¼ f ðc; ϕjF S1 > 1Þf ðm2 Þf ðε2 Þ ð8Þ



PðF S1 > 1jx1 Þf ðx1 Þdx1

A list of algorithms for implementing the Bayesian back-analysis
based on Eq. (7) is summarized in Table 1. The method based on a
reliability analysis such as FORM (Luckman et al. 1987) can pro-
vide the posterior statistics of the uncertain variables. For discrete
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where f ðc; ϕjF S1 > 1Þ = marginal distribution of f ðx1 jF S1 > 1Þ.
When ε1 and ε2 are fully correlated, the distribution of ε2 is the
same as that of ε1 , so
f ðx2 jF S1 > 1Þ ¼ f ðc; ϕ; ε2 jF S1 > 1Þf ðm2 Þ

variables (e.g., Gilbert et al. 1998; Chowdhury et al. 2004), a con-

tinuous variable should be divided into sufficient small intervals if
an accurate reliability evaluation is required, particularly when the
failure probability is small. The system identification method
(Zhang et al. 2010) is most convenient when the prior information
follows a multivariate normal distribution. Details of these methods
have been well explained in the literature and are not included here.
In this example, c and ϕ are common variables of x1 and x2 .
Let f ðx2 jF S1 > 1Þ denote the updated distribution of x2 . The
correlation between ε1 and ε2 can affect the determination of
f ðx2 jF S1 > 1Þ. As said previously, a model correction factor rep-
resents the difference between the predicted factor of safety and
the actual factor of safety. When the same slope stability model
overestimates the factor of safety of a slope at a certain groundwater
table, it is likely that it will also overestimate the factor of safety of
the slope at another groundwater table. This implies that the model
errors involved in analyzing the slope at different groundwater
tables are correlated. Nevertheless, the magnitudes of overestima-
tion when the groundwater is at different levels may not be exactly
the same, i.e., the model errors may not be fully correlated. In
practice, the exact value of the correlation coefficient between
ε1 and ε2 is very difficult to evaluate. Two convenient assumptions
can be made: (1) ε1 and ε2 are statistically independent; and (2) ε1
and ε2 are fully correlated. The effects of both assumptions will be
examined in this paper.
¼ f ðc; ϕ; ε1 jF S1 > 1Þf ðm2 Þ ð9Þ
where f ðc; ϕ; ε1 jF S1 > 1Þ = marginal distribution of
f ðx1 jF S1 > 1Þ.
With the updated distribution of x2 , the updated failure proba-
bility of the slope at m ¼ m2 can be represented as
Z ZZ
pf 2jF S1 >1 ¼


PðF S2 < 1jx2 Þf ðx2 jF S1 > 1Þdx2 ð10Þ
Conventional reliability evaluation methods, such as FORM,
may all be used to evaluate pf 2jFS1>1 using Eq. (10) after f ðx2 jF S1 >
1Þ is obtained. In this study, both the back-analysis of the survival
information and the reliability evaluation are performed with a
Monte Carlo simulation algorithm as described in the appendix.
As an example, Table 2 summarizes the prior statistics as well
as the posterior statistics of x1 after the survival information is con-
sidered for μm1 ¼ 0:4. Note that the back-analysis results in Table 2
are independent of the correlation assumption about ε1 and ε2 , as
indicated by Eq. (7); but the posterior distribution of x2 depends on
the correlation assumption about ε1 and ε2 , as indicated by Eqs. (8)
and (9). Table 2 shows that, after the back-analysis, the standard
deviations of the variables in x1 generally decrease, indicating that
the level of uncertainty involved in the slope system is lowered
through the back-analysis. Table 2 also shows that, although the
variables in x1 are not correlated in the prior distribution, they

Table 1. Methods for Back-Analysis of Slope Performance Information

Reference Back-analysis method Applicable performance information
Luckman et al. (1987) Method based on reliability analysis Failure, survival
Gilbert et al. (1998) Method of discrete variables Failure, survival
Chowdhury et al. (2004) Method of discrete variables Failure, survival
Zhang (2009) Markov-chain Monte Carlo simulation Failure, survival
Zhang et al. (2010) System identification method Failure

Table 2. Prior and Posterior Statistics of Uncertain Variables in Example of Infinite Slope When μm1 ¼ 0:4 Calculated with Monte Carlo Simulation
(1 Million Samples)
Correlation matrix
Variable Mean Standard deviation
c φ m1 ε1
Prior
c (kPa) 8 2 1 0 0 0
ϕ (°) 34 2 0 1 0 0
m1 0.4 0.05 0 0 1 0
ε1 0.2 0.07 0 0 0 1
Posterior
c (kPa) 8.509 1.801 1.000 0:156 0.071 0:197
ϕ (°) 34.359 1.909 0:156 1.000 0.042 0:134
m1 0.396 0.049 0.071 0.042 1.000 0.060
ε1 0.036 0.065 0:197 0:134 0.060 1.000

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 1.4
Survival information considered, model
Reliability index at m = m 2 correction factors statistically independent
Survival information considered, model
1.1
correction factors fully correlated
Without considering survival information
0.8
0.5
0.2
0.0 0.1 0.2 0.3
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µ m1
Fig. 3. Reliability index of infinite slope at m ¼ m2 when μm1 takes
various values
are correlated in the posterior distribution. The negative correlation
between c1 and ϕ1 implies that when the value of c1 is small, it is
likely that the value of ϕ1 is large such that the resulting F S1 is
larger than 1, and vice versa. Table 2 also shows that the soil
strength parameters and m1 are positively correlated, implying that
when the soil is weak, it is likely that the groundwater level is also
low to make F S1 larger than 1, and vice versa. The correlation
among different parameters reflects the constraint of F S1 > 1
implied in the back-analysis.
To examine the effect of the performance information on reli-
ability evaluation, consider first the case where ε1 and ε2 are stat-
istically independent. Fig. 3 shows the reliability indexes of the
slope at m ¼ m2 considering the survival information of F S1 > 1
when μm1 takes various values calculated on the basis of the
Monte Carlo simulation algorithm described in the appendix. After
considering the survival information, the reliability index of the
slope at m ¼ m2 increases, indicating that we are more confident
in the safety of the slope. Fig. 3 also shows that the amount of
improvement in the reliability index increases with μm1 , implying
that the updating effects will be more obvious when the slope sur-
vives a more critical state. Hence, ignoring the survival information
would underestimate the reliability index of a slope and may lead to
an uneconomical design.
The reliability index of the slope at m ¼ m2 is reevaluated,
assuming that the model correction factors are fully correlated.
The results are also plotted in Fig. 3. With this latter assumption,
the assessed reliability index is larger than that obtained by assum-
ing ε1 and ε2 are statistically independent for the same μm1 . This is
because assuming that the model correction factors are fully corre-
lated implies a stronger association between the performance of the
slope when the groundwater is at various levels. Hence, the past
survival information will be more useful in updating the reliability
of the slope at m ¼ m2 .
Reliability Analysis Considering Survival Information
Based on Direct Method
The previous section describes how the survival information can be
incorporated in a reliability analysis through back-analysis. The
example problem can also be solved by using an alternative way
in which the back-analysis procedure is bypassed. pf 2jFS1>1 is
the conditional failure probability of the slope at m ¼ m2 , given
the information that the slope has survived the state of m ¼ m1 .
Mathematically, it can be written as
pf 2jF S1 >1 ¼ PðF S2 < 1jF S1 > 1Þ
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By using the rule of conditional probability, pf 2jFS1>1 can be
expressed as follows:
PðF S2 < 1∩F S1 > 1Þ
pf 2jF S1 >1 ¼ ð12Þ
PðF S1 > 1Þ
Let pf 1 and pf 2 denote the failure probabilities of the slope when
m ¼ m1 and m ¼ m2 without considering the survival information,
respectively. In Eq. (12), PðF S1 > 1Þ denotes the calculated prob-
ability that the slope will not fail when m ¼ m1 without considering
the survival information, i.e., (1-pf 1 ), and PðF S2 < 1∩F S1 > 1Þ
denotes the probability of the event that the slope survived the state
0.4 0.5
of m ¼ m1 but will fail at m ¼ m2 . Note that (F S2 < 1∩F S1 > 1)
and (F S2 < 1∩F S1 < 1) are mutually exclusive. Meanwhile, the
union of (F S2 < 1∩F S1 > 1) and (F S2 < 1∩F S1 < 1) is F S2 < 1.
Let pf 12 denote PðF S2 < 1∩F S1 < 1Þ. The numerator in Eq. (12)
can be calculated as
PðF S2 < 1∩F S1 > 1Þ ¼ PðF S2 < 1Þ  PðF S1 < 1∩F S2 < 1Þ
¼ pf 2  pf 12 ð13Þ
By substituting Eq. (13) into Eq. (12), pf 2jFS1>1 becomes
pf 2  pf 12
pf 2jFS1 >1 ¼ ð14Þ
1  pf 1
In Eq. (14), pf 1 and pf 2 are failure probabilities without consid-
ering the past performance information, so they can be calculated
with conventional reliability methods, such as FORM. The problem
is then reduced to calculating pf 12 , which is the probability that the
limit-state functions of F S1  1 ¼ 0 and F S2  1 ¼ 0 are simulta-
neously violated. This issue has been previously discussed in sys-
tem reliability evaluation. As such, methods developed for system
reliability analysis may be used for the reliability analysis of slopes
considering the past performance information, as described in the
following.
To calculate pf 12 , the correlation coefficient between the factors
of safety of the slope at m ¼ m1 and m ¼ m2 , which is denoted as
ρ12 here, is required. ρ12 measures the relevance between the factors
of safety of the slope at two states. The larger ρ12 is, the more
relevant the performance of the slope at the two states will be, and
in turn, the more useful the information at one state will be in
updating the reliability analysis of the slope at another state.
Let X denote all the uncertain variables in x1 and x2 : X ¼
fc; ϕ; m1 ; m2 ; ε1 ; ε2 g when ε1 and ε2 are statistically independent
and X ¼ fc; ϕ; m1 ; m2 ; ε1 g when ε1 and ε2 are fully correlated.
The following equation can be used to calculate ρ12 (e.g., Ang
and Tang 1984):
Y1 R Y1 ðY 2 ÞT
ρ12 ¼ ð15Þ
β1β2
where β 1 and β 2 = reliability indexes of the slope at m ¼ m1 and
m ¼ m2 , respectively, calculated by FORM without considering the
performance information; Y = reduced variables of X; RY = corre-
lation matrix of Y; and Y 1 and Y 2 = the design points of the slope
at m ¼ m1 and m ¼ m2 , respectively, found with FORM without
considering the performance information.
In general, pf 12 must be estimated numerically except in simple
cases such as ρ12 ¼ 0. Table 3 summarizes four sets of approximate
equations suggested in the literature for estimating pf 12 on the basis
of β 1 , β 2 , and ρ12 . The accuracy of these methods for slope reli-
ability analysis considering the effect of survival information will
be examined subsequently.
To facilitate practical application, the spreadsheet in Fig. 2 is
ð11Þ extended to implement the direct method for the reliability analysis
 Table 3. Approximate Equations to Calculate pf 12
Reference
Terada and Takahashi (1988)
Feng (1989)
Dong (2001)
Zhao et al. (2007) (Before applying
this method to calculate pf 12 , the two
reliability indexes should be ordered
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Approximate equations to calculate pf 12
pf 12 ≈ Φðβ 1 ÞΦðβ 2j1 Þ where β 2j1 ¼ ðβ 2  ρ12 A1 Þ=ð1 þ ρ212 B1 Þ0:5 ; A1 ¼ φðβ 1 Þ=Φðβ 1 Þ;
B1 ¼ A1 ðβ 1  A1 Þ; and φ = probability-density function of a standard normal variable
pf 12 ≈ ða þ bÞ½ðπ  vÞ=π


maxða; bÞ þ minða; bÞðπ  2vÞ=π ρ12 > 0
pf 12 ≈
minða; bÞ2ðπ  vÞ=π ρ12 < 0


d þ cð1  2v=πÞ v1 ≥ π=4
For β 1 =β 2 ≥ ρ12 pf 12 ≈ For β 1 =β 2 < ρ12 pf 12 ≈
a þ d  2cv=π v1 < π=4

8
first such that β 1 < β 2 .) < Φðβ 2 Þ  2cv=π v1 ≥ π=4; v2 ≥ π=4
Φðβ 2 Þ  d þ cð1  2v=πÞ v1 ≥ π=4; v2 < π=4 where β 0 ¼ ½ðβ 21  2ρ12 β 1 β 2 þ β 22 Þ=ð1  ρ212 Þ0:5 ;
:
Φðβ 2 Þ þ a  d  2cv=π v1 < π=4
pffiffiffi
v1 ¼ cos1 ðβ 1 =β 0 Þ; v2 ¼ cos1 ðβ 2 =β 0 Þ; c ¼ Φ2 ðβ 0 = 2Þ; d ¼ Φðβ 2 ÞΦfðjβ 1  ρ12 β 2 jÞ=½ð1  ρ212 Þ0:5 g.
Note: a, b, and v used in the preceding equations are defined as follows: a ¼ Φðβ 1 ÞΦf½ðβ 2  ρ12 β 1 Þ=ð1  ρ212 Þ0:5 g; b ¼ Φðβ 2 ÞΦf½ðβ 1  ρ12 β 2 Þ=
ð1  ρ212 Þ0:5 g; and v ¼ cos1 ρ12 .

Table 4. Reliability Index of Infinite Slope Considering Past Survival Information Calculated with Various Methods
Direct method based on different approximate equations to calculate pf 12
Correlation between Indirect method based on
model correction factors μm1 Monte Carlo simulationa Terada and Takahashi (1988) Feng (1989) Dong (2001) Zhao et al. (2007)
Statistically independent 0.10 0.34 0.34 0.33 0.34 0.34
0.30 0.47 0.47 0.44 0.48 0.47
0.40 0.60 0.59 0.56 0.61 0.60
0.45 0.68 0.68 0.65 0.68 0.68
Fully correlated 0.10 0.35 0.34 0.33 0.34 0.34
0.30 0.55 0.54 0.50 0.54 0.54
0.40 0.85 0.82 0.78 0.86 0.84
0.45 1.10 1.04 1.04 1.13 1.10
a
1 million samples are drawn in each Monte Carlo simulation.

of a slope considering the survival information, assuming that ε1
and ε2 are statistically independent. By changing the uncertain
variables of fc; ϕ; m1 ; m2 ; ε1 ; ε2 g in Step 3 to fc; ϕ; m1 ; m2 ; ε1 g,
the spreadsheet in Fig. 3 can be used for the reliability analysis
when ε1 and ε2 are fully correlated. On the basis of the spreadsheet
template previously described, it is found that ρ12 is not sensitive to
the value of μm1 , but it is more affected by the correlation between
ε1 and ε2 . When μm1 varies from 0.05 to 0.45, the value of ρ12 is
approximately 0.62 if the model correction factors are assumed
statistically independent and approximately 0.95 if assumed fully
correlated. This confirms our previous statement that assuming
fully correlated model correction factors strengthens the association
between the performance of the slope at m ¼ m1 and m ¼ m2 .
All the four sets of approximate equations in Table 3 are used to
calculate the updated reliability index of the slope at m ¼ m2 based
on the direct method, and the results are summarized in Table 4.
The indirect method implemented with the Monte Carlo simulation
as described in the appendix can be sufficiently accurate when the
number of samples is large. The method provides a basis to check
the accuracy of the direct method when different equations are
adopted for calculating pf 12 . The updated reliability indexes calcu-
lated with the indirect method based on the Monte Carlo simulation
are also shown in Table 4. When the model correction factors are
statistically independent, the predictions from the direct method
based on the four approximate equations are all close to those from
the indirect method. When the model correction factors are fully
correlated, the predictions from the direct method based on the
approximate equations suggested by Dong (2001) and Zhao et al.
(2007) are more accurate than those from the direct method based
on the other two approximate equations.
Reliability Analysis Considering Failure Information
The previous example illustrates how survival information can be
incorporated in the reliability analysis. Another type of perfor-
mance information is that the slope failed at a certain condition.
The indirect and direct methods can also be used to incorporate
failure information in the reliability analysis, as illustrated in this
section with the following example problem.
Example Problem
Fig. 4 shows the geometry of a failed cut slope with a slope angle of
55°. Suppose that through postfailure investigation the effective
cohesion c is found to be normally distributed with a mean of
9 kPa and a standard deviation of 2 kPa, and the friction angle
ϕ is found to be normally distributed with a mean of 35° and a
standard deviation of 2°. The exact position of the groundwater
table at the moment of slope failure is unknown and is assumed
to be normally distributed around its mean position with a standard
deviation of 0.3 m, as shown in Fig. 4. In this study, the location
of the groundwater table is characterized by the elevation of the
projection line of the groundwater table at the slope toe, which
is denoted as hw (Fig. 4). On the basis of the previous assumption

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 about the groundwater table, hw is normally distributed with a mean
of 6 m and a standard deviation of 0.3 m. Suppose that the slope is
going to be repaired by lowering its slope angle. The task here is to
determine the angle of the new slope such that the reliability index
of the new slope at the groundwater table that caused the slope fail-
ure is 3.0. Thus, hw in the failed slope and hw in the flattened slope
are assumed the same in our analysis. The change in the perfor-
mance of the slope is caused by the change in the geometry of
the slope. A similar idea is also used for slope remediation analysis
by other researchers (e.g., Duncan 1999; El-Ramly et al. 2002).
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Reliability Analysis without Considering Failure
Information
The Morgenstern-Price method (1965) is used to calculate the fac-
tor of safety of this slope. This method satisfies the horizontal force,
vertical force, and moment equilibriums, and it is applicable to both
circular and noncircular slip surfaces. Let ε denote the model un-
certainty associated with the Morgenstern-Price method. Assume
that ε is normally distributed with a mean of 0.02 and a standard
deviation of 0.07. Xu and Low (2006) noticed that many slope
stability models are linear, and they suggested that for a practical
slope reliability analysis, a numerical slope model can be approxi-
mated with a second-order polynomial function as follows:
X
k X
k
gðθÞ ≈ b0 þ bi θi þ bj θ2i
i¼1 j¼iþ1
where k = number of uncertain variables in θ; and bi ði ¼
0; 1; 2; …; 2kÞ = unknown coefficients. For the present problem,
θ ¼ fc; ϕ; hw g. Fig. 5 shows the relationships between gðθÞ and
the components of θ for the slope in Fig. 4 on the basis of the
Morgenstern-Price method. It can be seen that the relationships
between gðθÞ and the components of θ are indeed linear; hence,
the method suggested by Xu and Low (2006) is applicable.
Let B ¼ fb0 ; b1 ; b2 ; …; b2k g. To calibrate the unknown coeffi-
cients, the factor of safety of the slope is first estimated using
the Morgenstern-Price method at the following points:
fμc ; μϕ ; μhw g, fμc  2σc ; μϕ ; μhw g, fμc ; μϕ  2σϕ ; μhw g, and
fμc ; μϕ ; μhw  2σhw g. By equating the factors of safety calculated
with the Morgenstern-Price method and those from Eq. (16), the
15
Slip surface
Elevation (m)
10
5
hw
0
0 5
Fig. 4. Failed cut slope for repair design
JOURNAL OF GEOTECHNICAL AND GEOENVIRONMENTAL ENGINEERING © ASCE / MARCH 2011 / 233
J. Geotech. Geoenviron. Eng., 2011, 137(3): 227-238
unknown coefficients can then be solved. The reliability of the
slope can then be evaluated by using Eq. (16) as the slope stability
model, which can be implemented conveniently in a spreadsheet,
as shown in Fig. 6. Because the relationship between the factor
of safety and θ depends on the slope angle, B must be calibrated
for each slope angle. Fig. 7 shows the reliability indexes of the
slope at various slope angles calculated by using FORM without
considering the failure information. As expected, the reliability
index increases as the slope becomes flatter. To meet a target
reliability index of 3.0, the slope angle should be reduced to
approximately 34°.
Reliability Analysis Considering Failure Information
Based on Indirect Method
To incorporate the failure information into the reliability analysis,
the performance of the slope at two states is involved, i.e., the per-
formance of the slope at an angle of 55°, and the performance of the
slope at a new slope angle. Let F S1 and F S2 , and ε1 and ε2 denote F S
and ε when the slope angle is 55° and when the slope is at a new
angle, respectively. The information that the slope failed at the
slope angle of 55° can be represented by F S1 ¼ 1. Let pf 2jFS1¼1
denote the failure probability of the slope at a new slope angle
when F S1 ¼ 1 is observed. Incorporating the previous failure
information into the reliability analysis is then equivalent to
calculating pf 2jFS1¼1 .
ð16Þ
The indirect method is first illustrated. The uncertain variables
involved in analyzing the performance of the slope at the angle of
55° and at a new angle can be denoted as x1 ¼ fc; ϕ; hw ; ε1 g and
x2 ¼ fc; ϕ; hw ; ε2 g, respectively. With Bayes’ theorem, the pos-
terior distribution of x1 , i.e., f ðx1 jF S1 ¼ 1Þ, can be represented
as follows:
PðF ¼ 1jx1 Þf ðx1 Þ
f ðx1 jF S1 ¼ 1Þ ¼ R RR S1 ð17Þ
… PðF S1 ¼ 1jx1 Þf ðx1 Þdx1
All algorithms in Table 1 can be used for the back-analysis of
the failure information based on Eq. (17). After f ðx1 jF S1 ¼ 1Þ is
obtained, the updated distribution of x2 can be obtained on the basis
of the relationship between x1 and x2 , similar to Eqs. (8) and (9).
We assume that ε1 and ε2 are statistically independent. In such a case,
the updated distribution of x2 , i.e., f ðx2 jF S1 ¼ 1Þ, can be written as
A possible location of
the water table
Mean position of
water table
Two standard deviation
band of water table
10 15 20 25
Horizontal distance (m)
 1.6
reliability index of the slope is overestimated if the failure informa-
tion is not considered. So, a design based on the reliability index
1.4 without considering the failure information may be unsafe. On the
g (θ )
other hand, when the slope angle is smaller than 50°, the reliability
1.2 index of the slope is underestimated if the failure information is
φ = 35o ignored, implying that ignoring the failure information may lead
hw = 6 m
to uneconomical designs. To reach a target reliability index of
1.0 3.0, the slope only needs to be flattened to approximately 40° when
3 6 9 12 15
the previous failure information is considered. Thus, when the fail-
(a) c (kPa)
ure information is considered, the construction work involved in
1.8 repairing the slope is reduced in this example.
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The slope angle of 40°, as previously mentioned, is developed

1.6
on the basis of the assumed parameter uncertainties and target reli-
ability index. The amount of parameter uncertainties and target
g (θ )

reliability index can significantly affect the required slope angle.

1.4 c = 9 kPa
For instance, El-Ramly et al. (2002) noticed that when a failed
hw = 6 m
marine slope is flattened from 26.5° to 14°, the reliability index
1.2 of the slope becomes 4.85. For comparison, when a failed slope
29 33 37 41 in residual soils is cut from 44° to 31.2°, its reliability index be-
o
(b) φ () comes 2.61 (El-Ramly et al. 2005). In practice, the amount of
parameter uncertainties depends on the inherent variability of soil,
1.8 test equipment, and the number of tests performed. When a more
1.6
appropriate test equipment is adopted, the amount of parameter
uncertainties could be smaller, and the allowable slope angle could
g (θ )

1.4
1.2 c = 9 kPa
φ = 35o
1.0
5.0 5.5 6.0 6.5
(c) h w (m)
Fig. 5. Relationship between gðθÞ and components of θ when slope is
cut to 40°
f ðx2 jF S1 ¼ 1Þ ¼ f ðc; ϕ; hw ; ε2 jF S1 ¼ 1Þ
¼ f ðc; ϕ; hw jF S1 ¼ 1Þf ðε2 Þ
where f ðc; ϕ; hw jF S1 ¼ 1Þ = marginal distribution of
f ðx1 jF S1 ¼ 1Þ.
In this example, a system identification method (Zhang et al.
2010) is used to calculate f ðc; ϕ; hw jF S1 ¼ 1Þ. Table 5 summarizes
the prior and posterior statistics of fc; ϕ; hw g calculated with the
system identification method. Similar to the back-analysis results
in the example of infinite slope, the standard deviations of the three
parameters decrease after the back-analysis, indicating that the un-
certainties in the three variables have been reduced; although c, ϕ,
and hw are statistically independent in the prior distribution, they
are correlated after the back-analysis because the back-analysis is
subjected to the constraint of F S1 ¼ 1.
The FORM reliability indexes of the new slope at various slope
angles calculated on the basis of f ðx2 jF S1 ¼ 1Þ are also plotted in
Fig. 7. It shows that the failure information can significantly affect
the reliability indexes of the slope at other slope angles. When the
slope angle is 55°, the reliability index of the slope considering the
failure information is lower than that obtained without considering
the failure information, which is more consistent with the slope’s
failing at this slope angle. As the slope angle decreases, the reli-
ability index of the slope considering the failure information
increases more rapidly than that without considering the failure
information because the uncertainty involved in the slope stability
analysis is reduced through the back-analysis, making the reliabil-
ity of the slope more sensitive to the change in slope angle. Fig. 7
also shows that when the slope angle is larger than 50°, the
be larger. Nevertheless, the method illustrated here can still be used
to determine a rational design slope angle considering the amount
of available information as well as the target reliability index.
Reliability Analysis Considering Failure Information
7.0
Based on Direct Method
The direct method can also be conveniently extended to consider
the failure information. In this case, pf 2jFS1¼1 can be written as
PðF S2 < 1∩F S1 ¼ 1Þ
pf 2jF S1 ¼1 ¼ ð19Þ
PðF S1 ¼ 1Þ
Let β 1 and β 2 denote the reliability indexes of the slope when
ð18Þ
the slope angle is 55° and when the slope is at a new slope angle,
respectively, without considering the failure information; ρ12
denote the correlation coefficient between the factors of safety
of the slope when the slope angle is 55° and when the slope is
at the new slope angle; and X denote all the uncertain variables
in x1 and x2 . ρ12 can be calculated with Eq. (15). The conditional
failure probability as shown in Eq. (19) can be estimated on the
basis of β 1 , β 2 , and ρ12 , which has been given in Madsen et al.
(1986) as follows:
 
β 2  ρ12 β 1
pf 2jF S1 ¼1 ¼ Φ  pffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ffi ð20Þ
1  ρ212
On the basis of Eq. (15), the correlation coefficients between the
factors of safety of the slope at an angle of 55° and at a new slope
angle are all approximately 0.74 when the angle of the new slope
varies within the range of 35°–50°. The correlation coefficients are
relatively large, indicating that the failure event at a slope angle of
55° can provide useful information about the performance of the
slope at other slope angles. On the basis of Eq. (20), the reliability
indexes of the slope at various slope angles considering the failure
information are also calculated and plotted in Fig. 7. The results
from the indirect and direct methods are practically the same.
In the infinite-slope example, the change in performance
is caused by the change in pore-water pressure. In the cut-slope
example, the change in performance is induced by the change in
the slope angle. In practice, other factors, such as soil erosion
and soil strength deterioration caused by cycles of wetting and

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 B C D E F G H I J K L M N
2 Step 1: Reliaiblity analysis of slope failure along the slip surface as
T
3 shown in Fig. 4 B
4 c φ hw ε1 Ry1 0.38115625
5 x1 8.105 34.61 6.036 -0 1 0 0 0 0.0511875
6 µx1 9 35 6 0.02 0 1 0 0 0.000625
7 σx1 2 2 0.3 0.07 0 0 1 0 0.0275
8 y1* -0.45 -0.2 0.119 -0.31 0 0 0 1 -3.125E-05
9 0.0003125
10 FS1 1 F S 1-1 9E-09 β1 0.591 pf1 0.277 -0.009722222
11
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12 Step 2: Reliaiblity analysis of the slope when it is cut to 40o

T
13 B
14 c φ hw ε2 Ry2 2.0229375
15 x2 5.497 32.88 6.195 -0.06 1 0 0 0 0.0548125
16 µx2 9 35 6 0.02 0 1 0 0 -0.0040625
17 σx2 2 2 0.3 0.07 0 0 1 0 -0.419166667
18 y2* -1.75 -1.06 0.651 -1.2 0 0 0 1 -0.00034375
19 0.00053125
20 FS2 1 F S2 -1 4E-08 β2 2.461 pf2 0.007 0.023611111
21
22 Step 3: Correlation coefficient between the factors of safety in Step 1 and Step 2
23
24 c φ hw ε1 ε2 RY
25 Y 1* -0.45 -0.2 0.119 -0.31 0 1 0 0 0 0
26 Y 2* -1.75 -1.06 0.651 0 -1.2 0 1 0 0 0
27 0 0 1 0 0
28 ρ 12 Eq. (15) 0 0 0 1 0
29 0.736 0 0 0 0 1
30
31 Step 4: Reliability analysis of the slope when it is cut to 40o considering the failure
32 information
33
Eq. (20)
34 β 2|Fs 1=1 p f 2|Fs 1=1
35 2.993 0.001
36
37 Notes:
38 1. In Step 1, the reliability index of slope against failure along the slip surface shown in Fig. 4 is
39 calculated. The setting in Solver is "minimize H10 by changing C8,D8,E8, and F8, subjected to F10
40 = 0."
41 2. In Step 2, the reliability index of the slope at a new slope angle is calculated. The setting in
42 Solver is "minimize H20 by changing C18, D18, E18, and F18, subjected to F20 = 0."
43

Fig. 6. Spreadsheet template for reliability analysis of slope considering past failure information

5 drying, may also change the performance of a slope. Take the case
Failure information considered (Indirect method)
Failure information considered (Direct method)
of soil strength deterioration as an example. Although the strength
4 Without considering failure information parameters of the soil deteriorate with time, it can be expected that
Reliability index

the shear strength parameters of the slope at different times are

3 related. Let x1 denote the uncertain variables involved in analyzing
the reliability of the slope when the performance is known, and let
2 x2 denote the uncertain variables involved in analyzing the perfor-
mance of the slope at a future point. The methods illustrated in this
1 paper are still applicable if the relationship between x1 and x2 can
be established.
0
30 35 40 45 50 55
o
Slope angle ( ) Relationship between Indirect and Direct Methods
Fig. 7. Reliability index of slope at various slope angles with and In the two example problems, the indirect and direct methods yield
without considering past failure information
very close results. This is not a coincidence. In fact, the two

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J. Geotech. Geoenviron. Eng., 2011, 137(3): 227-238

 approaches are theoretically the same. As an example, we will show Substituting Eqs. (7) and (21) into Eq. (8) yields
in the following that the indirect and direct methods are theoreti-
cally the same when ε1 and ε2 are statistically independent and RR
f ðm2 Þf ðε2 Þ PðF S1 > 1jx1 Þf ðx1 Þdε1 dm1
when survival information is to be incorporated in the reliability f ðx2 jF S1 > 1Þ ¼ R RR ð22Þ
analysis. To see this, note that


PðF S1 > 1jx1 Þf ðx1 Þdx1

ZZ
f ðc; ϕjF S1 > 1Þ ¼ f ðx1 jF S1 > 1Þdε1 dm1 ð21Þ By substituting Eq. (22) into Eq. (10), pf 2jFS1>1 can be calcu-
lated as
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R RR RR



PðF S2 < 1jx2 Þf ðm2 Þf ðε2 Þ½ PðF S1 > 1jx1 Þf ðx1 Þdε1 dm1 dx2
pf 2jF S1 >1 ¼ R RR ð23Þ



PðF S1 > 1jx1 Þf ðx1 Þdx1

Note that x1 ¼ fc; ϕ; m1 ; ε1 g and x2 ¼ fc; ϕ; m2 ; ε2 g. The numerator of Eq. (23) is

Z ZZ ZZ



PðF S2 < 1jx2 Þf ðm2 Þf ðε2 Þ½ PðF S1 > 1jx1 Þf ðx1 Þdε1 dm1 dx2
Z ZZ ZZ
¼


PðF S2 < 1jc; ϕ; m2 ; ε2 Þf ðm2 Þf ðε2 Þ½ PðF S1 > 1jc; ϕ; m1 ; ε1 Þf ðc; ϕ; m1 ; ε1 Þdε1 dm1 dcdϕdm2 dε2
Z ZZ
¼


PðF S2 < 1jc; ϕ; m2 ; ε2 Þf ðm2 Þf ðε2 ÞPðF S1 > 1jc; ϕ; m1 ; ε1 Þf ðc; ϕ; m1 ; ε1 Þdε1 dm1 dcdϕdm2 dε2 ¼ PðF S2 < 1∩F S1 > 1Þ ð24Þ

The denominator of Eq. (23) is assess the reliability of slopes, as well as the equations to calculate
pf 12 , as summarized in Table 3. Because of approximations in-
Z ZZ volved in implementing the direct and indirect methods, the calcu-



PðF S1 > 1jx1 Þf ðx1 Þdx1 ¼ PðF S1 > 1Þ ð25Þ lated reliability indexes from the two methods may not be identical,
as can be observed in Table 4. When used appropriately, the indirect
Eqs. (12) and (23) represent the theoretical failure probabilities and direct methods can yield comparable results, as can be seen
calculated with the indirect and direct methods, respectively. from the two examples studied in this paper.
Eqs. (24) and (25) show that the numerator and the denominator
of Eq. (23) are the same as those of Eq. (12). Thus, the failure prob-
ability calculated from the indirect method is theoretically the same Summary and Conclusions
as that calculated from the direct method.
The two methods, however, are different in implementation The research and results reported in this paper can be summarized
details. As the back-analysis procedure is bypassed, the direct as follows:
method is computationally more efficient and requires less probabi- 1. Site-specific performance information can be viewed as the
listic skill. Nevertheless, the indirect method based on back- outcome of a full-scale test directly performed on a slope under
analysis has merits in that it provides additional information about investigation and may provide valuable information about the
the parameters of the slope system in addition to an updated esti- future performance of the slope. Performance information can
mation of failure probability. In practice, the accuracy of the two be divided into two types: (1) the slope survived a certain state,
methods depends on the implementation details. For instance, the and (2) the slope failed at a certain state. The two kinds of
accuracy of the direct method depends on the accuracy of FORM to methods, which are referred to as the indirect and the direct
methods in this paper, can be used for the reliability analysis
of a slope with such performance information considered in a
Table 5. Prior and Posterior Statistics of Uncertain Variables in Cut-Slope quantitative way.
Example 2. In the indirect method, the back-analysis of performance
Correlation matrix information can be implemented on the basis of Bayes’ theo-
Variable Mean Standand deviation
c ϕ hw
rem, which allows for the simultaneous updating of multiple
parameters by incorporating information from other sources.
Prior The indirect and the direct methods are theoretically the same
c (kPa) 9 2 1 0 0 but different in implementation details. Compared with the
ϕ (°) 35 2 0 1 0 direct method, the indirect method based on back-analysis
hw (m) 6 0.3 0 0 1 can provide more information about the slope system, such
Posterior as improved knowledge of the shear strength parameters
c (kPa) 8.105 1.305 1.000 0:410 0.239 obtained through the back-analysis procedure.
3. The direct method can be implemented conveniently on the
ϕ (°) 34.607 1.886 0:410 1.000 0.073
basis of outputs from FORM. As a reliability analysis based
hw (m) 6.036 0.294 0.239 0.073 1.000
on FORM is widely accepted, the application of the direct

236 / JOURNAL OF GEOTECHNICAL AND GEOENVIRONMENTAL ENGINEERING © ASCE / MARCH 2011

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 method requires less sophisticated computation skills. In
addition, because back-analysis is bypassed, the direct method
based on FORM is also computationally more efficient.
Spreadsheet templates have been developed to facilitate the
practical application of the direct method.
4. An existing slope for safety assessment and a failed slope to be
repaired are studied as example problems. In both examples,
the level of uncertainty in the slope system is reduced after the
past performance information is considered. Considering the
past survival information increases the reliability of the slope.
The increase in reliability is larger if the slope survives a more-
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critical state. Thus, ignoring the survival information may
result in uneconomical decisions. In contrast, ignoring the fail-
ure information may either underestimate or overestimate the
reliability of a slope and may lead to unsafe or uneconomical
decisions.
Appendix. Monte Carlo Simulation for Example of
Infinite Slope
When ε1 and ε2 are statistically independent, the failure probability of
the slope at m ¼ m2 considering the survival information at m ¼ m1 ,
i.e., pf 2jFS1>1 , can be estimated using the following procedure:
1. Draw N samples for x1 from f ðx1 Þ.
2. Find samples that make F S1 > 1 out of the mentioned N
samples. Let N s denote the number of samples collected
ð1Þ ð1Þ
in this step. Denote these samples as fcð1Þ ; ϕð1Þ ; m1 ; ε1 g,
ð2Þ ð2Þ ðNsÞ ðNsÞ
fcð2Þ ; ϕð2Þ ; m1 ; ε1 g; …; fcðNsÞ ; ϕðNsÞ ; m1 ; ε1 g. This is a
back-analysis step, and the N s samples obtained in this step
are samples from the back-analyzed distribution of x1 ,
i.e., f ðx1 jF S1 > 1Þ.
3. For i starting from 1 to N s
a. Draw a sample for fm2 ; ε2 g from f ðm2 ; ε2 Þ, which is
ðiÞ ðiÞ
denoted as fm2 ; ε2 g here.
ðiÞ ðiÞ ðiÞ
b. On the basis of fcðiÞ ; ϕðiÞ ; m2 ; ε2 g, calculate F S2 .
c. i ¼ i þ 1.
4. Let N f 2 denote the number of samples for F S2 with a value
smaller than 1 from the N s samples generated in Step 3.
The updated failure probability can be estimated as
pf 2jFS1>1 ≈ N f 2 =N s1 .
When ε1 and ε2 are fully correlated, pf 2jFS1>1 can be estimated
using the following procedure:
1. Draw N samples for x1 from f ðx1 Þ.
2. Find samples that make F S1 > 1 from the mentioned N
samples. Let N s denote the number of samples collected
ð1Þ ð1Þ
in this step. Denote these samples as fcð1Þ ; ϕð1Þ ; m1 ; ε1 g,
ð2Þ ð2Þ ðNsÞ ðNsÞ
fcð2Þ ; ϕð2Þ ; m1 ; ε1 g; …; fcðNsÞ ; ϕðNsÞ ; m1 ; ε1 g.
3. For i starting from 1 to N s
a. Draw a sample for m2 from f ðm2 Þ, which is denoted as
ðiÞ
m2 here.
ðiÞ ðiÞ ðiÞ
b. On the basis of fcðiÞ ; ϕðiÞ ; ε1 g and m2 , calculate F S2 .
c. i ¼ i þ 1.
4. Let N f 2 denote the number of samples for F S2 with a
value smaller than 1 from the N s samples generated in
Step 3. The updated failure probability can be estimated
as pf 2jFS1>1 ≈ N f 2 =N s1 .
Acknowledgments
This research was substantially supported by the Kwang-hua Fund
for College of Civil Engineering, Tongji University; the Program
JOURNAL OF GEOTECHNICAL AND GEOENVIRONMENTAL ENGINEERING © ASCE / MARCH 2011 / 237
J. Geotech. Geoenviron. Eng., 2011, 137(3): 227-238
for Young Excellent Talents in Tongji University; and the Research
Grants Council (RGC) of the Hong Kong SAR (Project
Nos. 622308 and 622210).
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