An analysis is made of the response of a system with bilinear hysteresis to random excitation. It is shown that for moderately large inputs, the additional damping created by the bilinear hysteresis decreases the mean squared deflection compared with that for a linear system with the same viscous damping. However, for large inputs, the decrease in the stiffness of the system due to the bilinear hysteresis causes the mean squared deflection to increase over that for the equivalent linear system.