Sensitivity in risk analyses with uncertain numbers.

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Sensitivity analysis is a study of how changes in the inputs to a model influence the results of the model. Many techniques have recently been proposed for use when the model is probabilistic. This report considers the related problem of sensitivity analysis when the model includes uncertain numbers that can involve both aleatory and epistemic uncertainty and the method of calculation is Dempster-Shafer evidence theory or probability bounds analysis. Some traditional methods for sensitivity analysis generalize directly for use with uncertain numbers, but, in some respects, sensitivity analysis for these analyses differs from traditional deterministic or probabilistic sensitivity analyses. A ... continued below

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82 p.

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Tucker, W. Troy & Ferson, Scott June 1, 2006.

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Description

Sensitivity analysis is a study of how changes in the inputs to a model influence the results of the model. Many techniques have recently been proposed for use when the model is probabilistic. This report considers the related problem of sensitivity analysis when the model includes uncertain numbers that can involve both aleatory and epistemic uncertainty and the method of calculation is Dempster-Shafer evidence theory or probability bounds analysis. Some traditional methods for sensitivity analysis generalize directly for use with uncertain numbers, but, in some respects, sensitivity analysis for these analyses differs from traditional deterministic or probabilistic sensitivity analyses. A case study of a dike reliability assessment illustrates several methods of sensitivity analysis, including traditional probabilistic assessment, local derivatives, and a ''pinching'' strategy that hypothetically reduces the epistemic uncertainty or aleatory uncertainty, or both, in an input variable to estimate the reduction of uncertainty in the outputs. The prospects for applying the methods to black box models are also considered.

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82 p.

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  • Report No.: SAND2006-2801
  • Grant Number: AC04-94AL85000
  • DOI: 10.2172/886899 | External Link
  • Office of Scientific & Technical Information Report Number: 886899
  • Archival Resource Key: ark:/67531/metadc874250

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Office of Scientific & Technical Information Technical Reports

Reports, articles and other documents harvested from the Office of Scientific and Technical Information.

Office of Scientific and Technical Information (OSTI) is the Department of Energy (DOE) office that collects, preserves, and disseminates DOE-sponsored research and development (R&D) results that are the outcomes of R&D projects or other funded activities at DOE labs and facilities nationwide and grantees at universities and other institutions.

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Creation Date

  • June 1, 2006

Added to The UNT Digital Library

  • Sept. 21, 2016, 2:29 a.m.

Description Last Updated

  • Dec. 1, 2016, 7:50 p.m.

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Tucker, W. Troy & Ferson, Scott. Sensitivity in risk analyses with uncertain numbers., report, June 1, 2006; United States. (digital.library.unt.edu/ark:/67531/metadc874250/: accessed October 22, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.