Different methods are needed to propagate ignorance and variability

Different methods are needed to propagate ignorance and variability There are two kinds of uncertainty. One kind arises as variability resulting from heterogeneity or stochasticity. The other arises as partial ignorance resulting from systematic measurement error or subjective (epistemic) uncertainty. As most researchers recognize, variability and ignorance should be treated separately in risk analyses. Although a second-order Monte Carlo simulation is commonly employed for this task, this approach often requires unjustified assumptions which may be inappropriate in some circumstances. We argue that the two kinds of uncertainty should be propagated through mathematical expressions with different calculation methods. Basically, interval analysis should be used to propagate ignorance, and probability theory should be used to propagate variability. We demonstrate how using an inappropriate method can yield erroneous results. We also show how ignorance and variability can be represented simultaneously and manipulated in a coherent analysis that does not confound the two forms of uncertainty and distinguishes what is known from what is assumed. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Reliability Engineering and System Safety Elsevier

Different methods are needed to propagate ignorance and variability

Loading next page...
 
/lp/elsevier/different-methods-are-needed-to-propagate-ignorance-and-variability-9WTtqij0eR
Publisher
Elsevier
Copyright
Copyright © 1996 Elsevier Ltd
ISSN
0951-8320
eISSN
1879-0836
DOI
10.1016/S0951-8320(96)00071-3
Publisher site
See Article on Publisher Site

Abstract

There are two kinds of uncertainty. One kind arises as variability resulting from heterogeneity or stochasticity. The other arises as partial ignorance resulting from systematic measurement error or subjective (epistemic) uncertainty. As most researchers recognize, variability and ignorance should be treated separately in risk analyses. Although a second-order Monte Carlo simulation is commonly employed for this task, this approach often requires unjustified assumptions which may be inappropriate in some circumstances. We argue that the two kinds of uncertainty should be propagated through mathematical expressions with different calculation methods. Basically, interval analysis should be used to propagate ignorance, and probability theory should be used to propagate variability. We demonstrate how using an inappropriate method can yield erroneous results. We also show how ignorance and variability can be represented simultaneously and manipulated in a coherent analysis that does not confound the two forms of uncertainty and distinguishes what is known from what is assumed.

Journal

Reliability Engineering and System SafetyElsevier

Published: Nov 1, 1996

References

  • Propagation of uncertainty in risk assessments: the need to distinguish between uncertainty due to lack of knowledge and uncertainty due to variability
    Hoffman, F.O.; Hammonds, J.S.
  • Understanding uncertainty
    Rowe, W.D.
  • Linear Computations
    Dwyer, P.
  • Probability, frequency and reasonable expectation
    Cox, R.T.
  • Introduction to the Theory of Error
    Beers, Y.
  • Integrating uncertainty and interindividual variability in environmental risk assessments
    Bogen, K.T.; Spear, R.C.
  • Uncertainty and variability in human exposures to soil contaminants through home-grown food: a Monte Carlo assessment
    McKone, T.E.
  • Assessment of variability and uncertainty distributions for practical risk analyses
    Hattis, D.; Burmaster, D.E.
  • The Estimation of Probabilities
    Good, I.J.
  • Stepping out of your own shadow: a didactic example of how facing uncertainty can improve decision-making
    Finkel, A.M.

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create folders to
organize your research

Export folders, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off