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2009_Week_2
Course: COMP 7980, Fall 2009School: UMass (Amherst)
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Word Count: 586
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Distribution Elicit Elici%ngDistribu%ons Parameter Distn Model Run Sims Generate Sample Analyze Results SA Results Sample Description Analysis Rules Experiment Specification Design Exps Whatisaparameter? ScenarioAnalysis:basedonfeatures,events, processes Standardpublishedreferences Expertopinion Funnelresultsintoprobabilis%cformat Distribu%ons Correla%ons Howthickisapar%cularbook? Numeral:2.3...
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Distribution
Elicit Elici%ngDistribu%ons
Parameter Distn
Model Run Sims Generate Sample Analyze Results
SA Results
Sample Description
Analysis Rules
Experiment Specification
Design Exps
Whatisaparameter? ScenarioAnalysis:basedonfeatures,events, processes Standardpublishedreferences Expertopinion Funnelresultsintoprobabilis%cformat
Distribu%ons Correla%ons
Howthickisapar%cularbook?
Numeral:2.3 Unit:cm Spread:
0.1cmepistemic(thereisananswer,butIdontknow it) 0.1cmstochas%c(dierentatdierentloca%ons)
Assessment:measuredwithstandardreference tools(cheapruler,notcalipers) Pedigree:mynotes[unpublished]
UncertaintyGuides
GuidetotheExpressionofUncertaintyin Measurement[1995];BIPM,IEC,IFCC,ISO, IUPAC,IUPAP,OIML.(h^p://%nyurl.com/GUM95A) UncertaintyAnalysisGuide[2002]byT.H. Andres,AECLReportAECL12103.( h^p://%nyurl.com/AECL12103)
Butseethear%cleTheGoogleWayofSciencein TheTechniumarchives(h^p://%nyurl.com/5jb38e)
Correla%veanaly%cs Correctspellingortranslatefromonelanguageto anotherbycheckingcommonspellingsorcommon transla%ons
Theremaybedatasetsthatcanbeanalyzedtoget theinfoyouneed
Needawayofgefngconsensusopinion
Delphitechnique distributeproposedsolu%onsandjus%ca%ons anonymous latelyhasevilreputa%on:ThegoaloftheDelphitechniqueistolead atargetedgroupofpeopletoapredeterminedoutcome,whilegiving theillusionoftakingpublicinputandunderthepretextofbeing accountabletothepublic. (h^p://www.iror.org/delphied.asp) Probabilityencoding pickexpertsinsubjectma^er grouptraininginprobabilis%cmethods facilitatorhelpsachieveconsensusdistribu%on
ProbabilityEncoding
WhatistheheightoftheBurjDubai[m]?
includingantenna
Writedown:
yourbestes%mate anupperbound
}
Not alowerbound to exceed more than 1 time in 20
ProbabilityEncoding
WhatistheheightoftheBurjDubai[m]?
includingantenna
Writedown:
yourbestes%mate alowerbound anupperbound
}
Not to exceed more than 1 time in 20
source: h^p://www.burjdubaiskyscraper.com/
SYVAC3distribu%ons Beta Constant Lognormal Loguniform Normal Piecewiseuniform Triangular Uniform
SYVAC3distribu%ons Beta Constant Lognormal Loguniform Normal Piecewiseuniform Triangular Uniform
Otherpopulardistribu%ons Binomial Erlang Exponen%al Gamma Geometric Poisson Weibull
Occasional surprises
Statistics work well
fattaileddistribu.ons
thintaileddistribu.ons
Vulnerable to black swans!
Modelling and simulation
SupposeXandYare uniformvariatesonthe interval[0,1] Whatisthemean? Whatisthevariance? WhatisthemeanofX +Y? Whatisthevariance?
InputDistribu%onshaveamajorimpactonthe resultsofanyUA/SA Gefnggoodinputsisnoteasy;formal methodsarerequiredforhighvisibility projects Don'toverlookdependenciesamonginputs; they'reimportant Ifyoudontgiveaparameteranyvaria?on,it willneverappeartobeimportant
M.E.Stephens,B.W.Goodwin,&T.H.Andres. 1993.DerivingParameterProbabilityDensity Func%ons.ReliabilityEngineeringandSystem Safety,Vol.42,pp.27191. h^p://www.statson.com/textbook/ stdist.html
www.nusap.net T.H.AndresandB.W.Goodwin.1998.TheDeni%on andTreatmentofScenariosinaProbabilis%cRisk Assessment.AECLReportAECL11730(COG96593 I).h^p://%nyurl.com/AECL11730 B.W.Goodwin,M.E.Stephens,C.C.Davison,L.H. Johnson,andR.Zach.1994.ScenarioAnalysisfor thePostclosureAssessmentoftheCanadianConcept forNuclearFuelWasteDisposal.AECLReport AECL10969,COG94247.
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