EconPapers    
Economics at your fingertips  
 

A new uncertainty importance measure

E. Borgonovo

Reliability Engineering and System Safety, 2007, vol. 92, issue 6, 771-784

Abstract: Uncertainty in parameters is present in many risk assessment problems and leads to uncertainty in model predictions. In this work, we introduce a global sensitivity indicator which looks at the influence of input uncertainty on the entire output distribution without reference to a specific moment of the output (moment independence) and which can be defined also in the presence of correlations among the parameters. We discuss its mathematical properties and highlight the differences between the present indicator, variance-based uncertainty importance measures and a moment independent sensitivity indicator previously introduced in the literature. Numerical results are discussed with application to the probabilistic risk assessment model on which Iman [A matrix-based approach to uncertainty and sensitivity analysis for fault trees. Risk Anal 1987;7(1):22–33] first introduced uncertainty importance measures.

Keywords: Importance measures; Uncertainty analysis; Global sensitivity analysis; Uncertainty importance measures; Probabilistic risk assessment (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (51) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832006000883
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:92:y:2007:i:6:p:771-784

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Series data maintained by Dana Niculescu ().

 
Page updated 2017-11-25
Handle: RePEc:eee:reensy:v:92:y:2007:i:6:p:771-784