Uncertainty and sensitivity analysis in the presence of stochastic and subjective uncertainty

Uncertainty and sensitivity analyses for systems that involve both stochastic (i.e., aleatory) and subjective (i.e., epistemic) uncertainty are discussed. In such analyses, the dependent variable is usually a complementary cumulative distribution function (CCDF) that arises from stochastic uncertainty; uncertainty analysis involves the determination of a distribution of CCDFs that results from subjective uncertainty, and sensitivity analysis involves the determination of the effects of subjective uncertainty in individual variables on this distribution of CCDFs. Uncertainty analysis is presented as an integration problem involving probability spaces for stochastic and subjective uncertainty. Approximation procedures for the underlying integrals are described that provide an assessment of the effects of stochastic uncertainty, an assessment of the effects of subjective uncertainty, and a basis for performing sensitivity studies. Extensive use is made of Latin hypercube sampling, importance sampling and reg...

[1]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1951 .

[2]  Lincoln E. Moses,et al.  Elementary Decision Theory , 1959 .

[3]  F. Farmer.  REACTOR SAFETY AND SITING: A PROPOSED RISK CRITERION. , 1967 .

[4]  P. A. P. Moran,et al.  An introduction to probability theory , 1968 .

[5]  Ronald A. Rohrer,et al.  Introduction to System Theory , 1972 .

[6]  C. Fortuin,et al.  Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory , 1973 .

[7]  R Mead,et al.  A review of response surface methodology from a biometric viewpoint. , 1975, Biometrics.

[8]  T. Fine,et al.  The Emergence of Probability , 1976 .

[9]  Robert J. Gelinas,et al.  Sensitivity analysis of ordinary differential equation systems—A direct method , 1976 .

[10]  R. Rackwitz,et al.  Structural reliability under combined random load sequences , 1978 .

[11]  K. Shuler,et al.  Nonlinear sensitivity analysis of multiparameter model systems , 1977 .

[12]  R. Iman,et al.  The Use of the Rank Transform in Regression , 1979 .

[13]  F. O. Hoffman,et al.  Imprecision of dose predictions for radionuclides released to the environment: An application of a Monte Carlo simulation technique , 1980 .

[14]  S. Kaplan.  On The Method of Discrete Probability Distributions in Risk and Reliability Calculations–Application to Seismic Risk Assessment , 1981 .

[15]  Jon C. Helton,et al.  An Approach to Sensitivity Analysis of Computer Models: Part II - Ranking of Input Variables, Response Surface Validation, Distribution Effect and Technique Synopsis , 1981 .

[16]  James E. Campbell,et al.  An Approach to Sensitivity Analysis of Computer Models: Part I—Introduction, Input Variable Selection and Preliminary Variable Assessment , 1981 .

[17]  R. Iman,et al.  A distribution-free approach to inducing rank correlation among input variables , 1982 .

[18]  John H. Seinfeld,et al.  Global sensitivity analysis—a computational implementation of the Fourier Amplitude Sensitivity Test (FAST) , 1982 .

[19]  R. L. Iman,et al.  Sensitivity-analysis techniques: self-teaching curriculum , 1982 .

[20]  D. C. Cox,et al.  Limit lines for risk , 1982 .

[21]  R. Iman,et al.  Rank correlation plots for use with correlated input variables , 1982 .

[22]  Kurt Fedra.  Environmental Modeling Under Uncertainty: Monte Carlo Simulation , 1982 .

[23]  M. Becker,et al.  Sensitivity and uncertainty analysis of reactor performance parameters , 1982 .

[24]  Division on Earth.  Risk Assessment in the Federal Government: Managing the Process , 1983 .

[25]  R. H. Gardner,et al.  Parameter Uncertainty and Model Predictions: A Review of Monte Carlo Results , 1983 .

[26]  Ronald L. Iman,et al.  A FORTRAN-77 PROGRAM AND USER'S GUIDE FOR THE GENERATION OF LATIN HYPERCUBE AND RANDOM SAMPLES FOR USE WITH COMPUTER MODELS , 1984 .

[27]  D. M. Rasmuson,et al.  Uncertainties in Nuclear Probabilistic Risk Analyses , 1984 .

[28]  G. Stephanopoulos,et al.  Development and global sensitivity analysis of a closed ecosystem model , 1985 .

[29]  Jon C. Helton,et al.  Uncertainty and Sensitivity Analysis of a Model for Multicomponent Aerosol Dynamics , 1986 .

[30]  G. Yadigaroglu,et al.  On Farmer's line, probability density functions, and overall risk , 1986 .

[31]  P. M. Schumacher,et al.  Source Term Code Package: a user's guide (Mod 1) , 1986 .

[32]  M. E Paté-Cornell,et al.  Probability and uncertainty in nuclear safety decisions , 1986 .

[33]  J. Kleijnen.  Statistical tools for simulation practitioners , 1986 .

[34]  George E. P. Box,et al.  Empirical Model‐Building and Response Surfaces , 1988 .

[35]  R. Spear,et al.  Integrating uncertainty and interindividual variability in environmental risk assessment. , 1987, Risk analysis : an official publication of the Society for Risk Analysis.

[36]  Yih‐Tsuen Wu,et al.  New Algorithm for Structural Reliability Estimation , 1987 .

[37]  Yih-Tsuen Wu,et al.  Demonstration of a new, fast probability integration method for reliability analysis , 1987 .

[38]  G. Parry.  On the meaning of probability in probabilistic safety assessment , 1988 .

[39]  Y. Ronen.  Uncertainty Analysis , 1988 .

[40]  George Apostolakis.  Uncertainty in probabilistic safety assessment , 1989 .

[41]  J. M. Griesmeyer,et al.  A reference manual for the Event Progression Analysis Code (EVNTRE) , 1989 .

[42]  Ralph L. Keeney,et al.  Elicitation and use of expert judgment in performance assessment for high-level radioactive waste repositories , 1990 .

[43]  G. Apostolakis.  The concept of probability in safety assessments of technological systems. , 1990, Science.

[44]  T. Cruse,et al.  Advanced probabilistic structural analysis method for implicit performance functions , 1990 .

[45]  Ronald L. Iman,et al.  The Repeatability of Uncertainty and Sensitivity Analyses for Complex Probabilistic Risk Assessments , 1991 .

[46]  T. McKone,et al.  PREDICTING THE UNCERTAINTIES IN RISK ASSESSMENT , 1991 .

[47]  Ralph L. Keeney,et al.  Eliciting probabilities from experts in complex technical problems , 1991 .

[48]  R. Cooke.  Experts in Uncertainty: Opinion and Subjective Probability in Science , 1991 .

[49]  G. E. Apostolakis,et al.  Theoretical foundations and practical issues for using expert judgements in uncertainty analysis of high-level radioactive waste disposal , 1991 .

[50]  Jon C. Helton,et al.  Summary description of the methods used in the probabilistic risk assessments for NUREG-1150 , 1992 .

[51]  W. B. Murfin,et al.  The NUREG-1150 probabilistic risk assessment for the Surry Nuclear Power Station☆ , 1992 .

[52]  Jon C. Helton,et al.  Risk, Uncertainty in Risk, and the EPA Release Limits for Radioactive Waste Disposal , 1993 .

[53]  Jon C. Helton,et al.  Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal , 1993 .

[54]  J. W. Garner,et al.  Uncertainty and sensitivity analysis results obtained in a preliminary performance assessment for the Waste Isolation Pilot Plant , 1993 .

[55]  Stan Kaplan.  Formalisms for handling phenomenological uncertainties: the concepts of probability, frequency, variability, and probability of frequency , 1993 .

[56]  Jon C. Helton,et al.  Drilling intrusion probabilities for use in performance assessment for radioactive waste disposal , 1993 .

[57]  Jon C. Helton,et al.  Construction of complementary cumulative distribution functions for comparison with the EPA release limits for radioactive waste disposal , 1993 .

[58]  E Anderson,et al.  Key issues in carcinogen risk assessment guidelines, Society for Risk Analysis. , 1993, Risk analysis : an official publication of the Society for Risk Analysis.

[59]  Jon C. Helton,et al.  Calculation of reactor accident safety goals , 1993 .

[60]  James H. Lambert,et al.  When and How Can You Specify a Probability Distribution When You Don't Know Much?1.: Organized by the U.S. Environmental Protection Agency and the University of Virginia, April 18-20, 1993, Charlottesville, Virginia , 1994 .

[61]  Jon C. Helton,et al.  Treatment of Uncertainty in Performance Assessments for Complex Systems , 1994 .

[62]  F. O. Hoffman,et al.  Uses of Probabilistic Exposure Models in Ecological Risk Assessments of Contaminated Sites , 1994 .

[63]  D. Hamby.  A review of techniques for parameter sensitivity analysis of environmental models , 1994, Environmental monitoring and assessment.

[64]  D Hattis,et al.  Human interindividual variability--a major source of uncertainty in assessing risks for noncancer health effects. , 1994, Risk analysis : an official publication of the Society for Risk Analysis.

[65]  A. Griewank,et al.  Automatic differentiation of algorithms : theory, implementation, and application , 1994 .

[66]  T. McKone.  Uncertainty and variability in human exposures to soil contaminants through home-grown food: a Monte Carlo assessment. , 1994, Risk analysis : an official publication of the Society for Risk Analysis.

[67]  G. Diggle,et al.  Science and Judgement in Risk Assessment , 1995 .

[68]  Jon C. Helton,et al.  Robustness of an uncertainty and sensitivity analysis of early exposure results with the MACCS reactor accident consequence model , 1995 .

[69]  Jon C. Helton,et al.  Uncertainty and sensitivity analysis of chronic exposure results with the MACCS reactor accident consequence model , 1995 .

[70]  R. H. Myers,et al.  Response Surface Methodology: Process and Product Optimization Using Designed Experiments , 1995 .

[71]  Jon C. Helton,et al.  Probability, conditional probability and complementary cumulative distribution functions in performance assessment for radioactive waste disposal , 1996 .

[72]  M. G. Marietta,et al.  Uncertainty and sensitivity analysis results obtained in the 1992 performance assessment for the waste isolation pilot plant , 1996 .

[73]  J C Helton,et al.  A Monte Carlo procedure for the construction of complementary cumulative distribution functions for comparison with the EPA release limits for radioactive waste disposal. , 1995, Risk analysis : an official publication of the Society for Risk Analysis.

[74]  Robert L. Winkler,et al.  Uncertainty in probabilistic risk assessment , 1996 .

[75]  James H. Lambert,et al.  When and How Can You Specify a Probability Distribution When You Don't Know Much? II , 1999 .