Accounting for Both Random Errors and Systematic Errors in Uncertainty Propagation Analysis of Computer Models Involving Experimental Measurements with Monte Carlo Methods

Victor R. Vasquez and Wallace B. Whiting

Risk Analysis, 2005, vol. 25, issue 6, 1669-1681

Abstract: A Monte Carlo method is presented to study the effect of systematic and random errors on computer models mainly dealing with experimental data. It is a common assumption in this type of models (linear and nonlinear regression, and nonregression computer models) involving experimental measurements that the error sources are mainly random and independent with no constant background errors (systematic errors). However, from comparisons of different experimental data sources evidence is often found of significant bias or calibration errors. The uncertainty analysis approach presented in this work is based on the analysis of cumulative probability distributions for output variables of the models involved taking into account the effect of both types of errors. The probability distributions are obtained by performing Monte Carlo simulation coupled with appropriate definitions for the random and systematic errors. The main objectives are to detect the error source with stochastic dominance on the uncertainty propagation and the combined effect on output variables of the models. The results from the case studies analyzed show that the approach is able to distinguish which error type has a more significant effect on the performance of the model. Also, it was found that systematic or calibration errors, if present, cannot be neglected in uncertainty analysis of models dependent on experimental measurements such as chemical and physical properties. The approach can be used to facilitate decision making in fields related to safety factors selection, modeling, experimental data measurement, and experimental design.

Date: 2005
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https://doi.org/10.1111/j.1539-6924.2005.00704.x

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Persistent link: https://EconPapers.repec.org/RePEc:wly:riskan:v:25:y:2005:i:6:p:1669-1681

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