Step 4: Estimate Uncertainty

Eduard Hofer

Chapter Chapter 5 in The Uncertainty Analysis of Model Results, 2018, pp 179-208 from Springer

Abstract: Abstract Step 3 provided a random sample of values indirectly drawn according to the unknown subjective probability distribution for the model result. This distribution expresses the state of knowledge of the model result. It follows, in a logical consistent way, from the propagation of the state of knowledge quantifications at the level of uncertain parameters, model formulations and input data through the arithmetic and logic instructions of the model. Uncertainty measures are obtained from this subjective probability distribution as either one- or two-sided intervals containing subjective probability u/100, with u generally chosen as 90, 95 or higher, or as the subjective probability for values below or above a specified limit or from a specified range. Estimates of the above measures are derived from the random samples obtained in Step 3. Computationally demanding models permit only small (≤100) to medium (several times 100) sample sizes. Therefore, one- or two-sided statistical tolerance limits need to be computed. The difference between confidence and tolerance confidence limits is explained, and the minimum sample sizes, required for specified tolerance and confidence percentages, are derived. The sample sizes depend only on the two chosen percentages and not on the number of uncertainties considered in the analysis. A Latin Hypercube sample is expected to provide estimates with less variability. However, confidence statements are not available unless the estimates from several Latin Hypercube samples are used. The chapter ends with a collection of graphical ways to present the uncertainty measures.

Date: 2018
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-3-319-76297-5_5

Ordering information: This item can be ordered from
http://www.springer.com/9783319762975

DOI: 10.1007/978-3-319-76297-5_5

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().