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A Combined Monte Carlo and Possibilistic Approach to Uncertainty Propagation in Event Tree Analysis
Author(s) -
Baraldi Piero,
Zio Enrico
Publication year - 2008
Publication title -
risk analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.972
H-Index - 130
eISSN - 1539-6924
pISSN - 0272-4332
DOI - 10.1111/j.1539-6924.2008.01085.x
Subject(s) - event tree , probabilistic logic , event (particle physics) , fuzzy logic , monte carlo method , possibility theory , uncertainty analysis , propagation of uncertainty , uncertainty quantification , event tree analysis , probability distribution , tree (set theory) , sensitivity analysis , computer science , probability theory , mathematics , data mining , fault tree analysis , fuzzy set , statistics , artificial intelligence , reliability engineering , engineering , mathematical analysis , physics , quantum mechanics
In risk analysis, the treatment of the epistemic uncertainty associated to the probability of occurrence of an event is fundamental. Traditionally, probabilistic distributions have been used to characterize the epistemic uncertainty due to imprecise knowledge of the parameters in risk models. On the other hand, it has been argued that in certain instances such uncertainty may be best accounted for by fuzzy or possibilistic distributions. This seems the case in particular for parameters for which the information available is scarce and of qualitative nature. In practice, it is to be expected that a risk model contains some parameters affected by uncertainties that may be best represented by probability distributions and some other parameters that may be more properly described in terms of fuzzy or possibilistic distributions. In this article, a hybrid method that jointly propagates probabilistic and possibilistic uncertainties is considered and compared with pure probabilistic and pure fuzzy methods for uncertainty propagation. The analyses are carried out on a case study concerning the uncertainties in the probabilities of occurrence of accident sequences in an event tree analysis of a nuclear power plant.