Separating the contributions of variability and parameter uncertainty in probability distributions

S. Sankararaman and S. Mahadevan

Reliability Engineering and System Safety, 2013, vol. 112, issue C, 187-199

Abstract: This paper proposes a computational methodology to quantify the individual contributions of variability and distribution parameter uncertainty to the overall uncertainty in a random variable. Even if the distribution type is assumed to be known, sparse or imprecise data leads to uncertainty about the distribution parameters. If uncertain distribution parameters are represented using probability distributions, then the random variable can be represented using a family of probability distributions. The family of distributions concept has been used to obtain qualitative, graphical inference of the contributions of natural variability and distribution parameter uncertainty. The proposed methodology provides quantitative estimates of the contributions of the two types of uncertainty. Using variance-based global sensitivity analysis, the contributions of variability and distribution parameter uncertainty to the overall uncertainty are computed. The proposed method is developed at two different levels; first, at the level of a variable whose distribution parameters are uncertain, and second, at the level of a model output whose inputs have uncertain distribution parameters.

Keywords: Variability; Family of distributions; Distribution parameter uncertainty; Sparse data; Interval data; Aleatory uncertainty; Epistemic uncertainty; Sensitivity analysis (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:112:y:2013:i:c:p:187-199

DOI: 10.1016/j.ress.2012.11.024

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