In this paper, we are interested in using the incomplete modal data identified from the system to update the robust failure probability that any particular response of a nonlinear structural dynamic system exceeds a specified threshold during the time when it is subjected to future stochastic dynamic excitation. Uncertainties from structural modeling, the modeling of the stochastic excitation that the structure will experience during its lifetime and any other uncertainties can all be taken into account. A new efficient approach based on stochastic simulation methods, which is very robust to the number of random variables and uncertain model parameters, is proposed to update the robust reliability of the structure. The efficiency and effectiveness of the proposed approach are illustrated by a numerical example involving a nonlinear structural dynamic model of a building.