1981
DOI: 10.1111/j.1539-6924.1981.tb01425.x
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Methods for Uncertainty Analysis: A Comparative Survey

Abstract: This paper presents a survey and comparative evaluation of methods which have been developed for the determination of uncertainties in accident consequences and probabilities, for use in probabilistic risk assessment. The methods considered are: analytic techniques, Monte Carlo simulation, response surface approaches, differential sensitivity techniques, and evaluation of classical statistical confidence bounds. It is concluded that only the response surface and differential sensitivity approaches are sufficie… Show more

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Cited by 113 publications
(41 citation statements)
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“…There are several methods commonly used for such analyses (as reviewed variously in Cox and Baybutt, 1981;Beck, 1987;Iman and Helton, 1988;and Zimmerman et al, 1990): (i) a firstorder error analysis (also referred to as a differential analysis or a small perturbation analysis); (ii) Monte Carlo simulation, possibly with a more efficient sampling scheme; and (iii) methods of response surface analysis. It may in addition be of interest to establish which, among the various elements of the above sources of uncertainty, contributes most to the resulting uncertainty of the model's predictions.…”
Section: Sensitivity (Astm E 978 -84)mentioning
confidence: 99%
“…There are several methods commonly used for such analyses (as reviewed variously in Cox and Baybutt, 1981;Beck, 1987;Iman and Helton, 1988;and Zimmerman et al, 1990): (i) a firstorder error analysis (also referred to as a differential analysis or a small perturbation analysis); (ii) Monte Carlo simulation, possibly with a more efficient sampling scheme; and (iii) methods of response surface analysis. It may in addition be of interest to establish which, among the various elements of the above sources of uncertainty, contributes most to the resulting uncertainty of the model's predictions.…”
Section: Sensitivity (Astm E 978 -84)mentioning
confidence: 99%
“…Cox & Baybutt 1981). Values of the life history parameters were randomly selected from their associated distributions and incorporated into the Lotka equation, and a growth rate specific to that set of parameters was determined.…”
Section: Methodsmentioning
confidence: 99%
“…From the estimation results, we can perform an uncertainty analysis: what is the prediction uncertainty on the model outputs regarding the uncertainty of the inputs [19], [65]. Such analysis allows to study the predictive ability of the model: from the covariance matrix of parameter estimates obtained from the parametric bootstrap, we simulate the propagation of the uncertainty in the dynamic system.…”
Section: Uncertainty Analysismentioning
confidence: 99%