Paper Info
Title
A comparison of uncertainty and sensitivity analysis results obtained with random and Latin hypercube sampling
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. Kendall's 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.
Year
DOI
Venue
2005
10.1016/j.ress.2004.09.006
Reliability Engineering & System Safety
Keywords
DocType
Volume
Epistemic uncertainty,Kendall's coefficient of concordance,Latin hypercube sampling,Monte Carlo analysis,Random sampling,Replicated sampling,Sensitivity analysis,Stability,Subjective uncertainty,Top down coefficient of concordance,Two-phase fluid flow,Uncertainty analysis
Journal
89
Issue
ISSN
Citations 
3
0951-8320
38
PageRank 
References 
Authors
6.75
9
3
Name
Order
Citations
PageRank
Jon Helton140988.62
F.J. Davis2608.42
Jay D. Johnson326034.81