Uncertainty and sensitivity analysis in the presence of stochastic and subjective uncertainty
Uncertainty and sensitivity analysis in the presence of stochastic and subjective uncertainty
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DOI：
10.1080/00949659708811803
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发表时间：
1997-04
影响因子：
1.2
通讯作者：
J. C. Helton
中科院分区：
文献类型：
--
作者：
J. C. Helton
涉及随机（即，偶然的）和主观的（即，知识）的不确定性进行了讨论。在这类分析中，因变量通常是由随机不确定性引起的互补累积分布函数（CCDF）;不确定性分析涉及确定由主观不确定性引起的CCDF分布，敏感性分析涉及确定个体变量中主观不确定性对CCDF分布的影响。不确定性分析是一个涉及随机和主观不确定性的概率空间的集成问题。描述了基本积分的近似程序，该程序提供了随机不确定性的影响的评估，主观不确定性的影响的评估，以及进行敏感性研究的基础。广泛使用拉丁超立方体抽样、重要性抽样和region..
Uncertainty and sensitivity analyses for systems that involve both stochastic (i.e., aleatory) and subjective (i.e., epistemic) uncertainty are discussed. In such analyses, the dependent variable is usually a complementary cumulative distribution function (CCDF) that arises from stochastic uncertainty; uncertainty analysis involves the determination of a distribution of CCDFs that results from subjective uncertainty, and sensitivity analysis involves the determination of the effects of subjective uncertainty in individual variables on this distribution of CCDFs. Uncertainty analysis is presented as an integration problem involving probability spaces for stochastic and subjective uncertainty. Approximation procedures for the underlying integrals are described that provide an assessment of the effects of stochastic uncertainty, an assessment of the effects of subjective uncertainty, and a basis for performing sensitivity studies. Extensive use is made of Latin hypercube sampling, importance sampling and reg...