Abstract: The statistical characteristics of vibrational response to coupled dynamical system were analyzed in this paper. At first, the equation of energy balance on random dynamical system was gained based on statistical energy analysis (SEA). Then, the statistical estimated expression was proposed on vibrational response of coupled dynamical system. It mainly analyses the influence to the statistical estimation of all kinds of inputs forms and the confirming method of the loading parameters when analysis the statistical characteristics of vibrational response of complicated coupled dynamical system. Its show that the condition of independent- excitations was a special case of correlated-excitations, they could be expressed by uniform expression. Experimental sample was designed to validate the correctness of the method based on the estimated expression. The experimental results show that the proposed statistical analysis method was of more accuracy than the existent result, and it can reduce the relatively deviation of vibrational response effectively.