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Title of article :
A comparison of uncertainty and sensitivity analysis results obtained with random and Latin hypercube sampling
Author/Authors :
Helton، نويسنده , , J.C. and Davis، نويسنده , , F.J. and Johnson، نويسنده , , J.D.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
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Abstract :
Uncertainty and sensitivity analysis results obtained with random and Latin hypercube sampling are compared. The comparison uses results from a model for two-phase fluid flow obtained with three independent random samples of size 100 each and three independent Latin hypercube samples (LHSs) of size 100 each. Uncertainty and sensitivity analysis results with the two sampling procedures are similar and stable across the three replicated samples. Poor performance of regression-based sensitivity analysis procedures for some analysis outcomes results more from the inappropriateness of the procedure for the nonlinear relationships between model input and model results than from an inadequate sample size. Kendallʹs coefficient of concordance (KCC) and the top down coefficient of concordance (TDCC) are used to assess the stability of sensitivity analysis results across replicated samples, with the TDCC providing a more informative measure of analysis stability than KCC. A new sensitivity analysis procedure based on replicated samples and the TDCC is introduced.
Keywords :
Random sampling , Sensitivity analysis , Replicated sampling , Top down coefficient of concordance , Subjective uncertainty , two-phase fluid flow , uncertainty analysis , epistemic uncertainty , Kendallיs coefficient of concordance , Monte Carlo analysis , stability , Latin hypercube sampling
Journal title :
Reliability Engineering and System Safety
Link To Document :