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Updating Uncertainty in an Integrated Risk Assessment: Conceptual Framework and Methods

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  • Kevin P. Brand
  • Mitchell J. Small

Abstract

Bayesian methods are presented for updating the uncertainty in the predictions of an integrated Environmental Health Risk Assessment (EHRA) model. The methods allow the estimation of posterior uncertainty distributions based on the observation of different model outputs along the chain of the linked assessment framework. Analytical equations are derived for the case of the multiplicative lognormal risk model where the sequential log outputs (log ambient concentration, log applied dose, log delivered dose, and log risk) are each normally distributed. Given observations of a log output made with a normally distributed measurement error, the posterior distributions of the log outputs remain normal, but with modified means and variances, and induced correlations between successive log outputs and log inputs. The analytical equations for forward and backward propagation of the updates are generally applicable to sums of normally distributed variables. The Bayesian Monte‐Carlo (BMC) procedure is presented to provide an approximate, but more broadly applicable method for numerically updating uncertainty with concurrent backward and forward propagation. Illustrative examples, presented for the multiplicative lognormal model, demonstrate agreement between the analytical and BMC methods, and show how uncertainty updates can propagate through a linked EHRA. The Bayesian updating methods facilitate the pooling of knowledge encoded in predictive models with that transmitted by research outcomes (e.g., field measurements), and thereby support the practice of iterative risk assessment and value of information appraisals.

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  • Kevin P. Brand & Mitchell J. Small, 1995. "Updating Uncertainty in an Integrated Risk Assessment: Conceptual Framework and Methods," Risk Analysis, John Wiley & Sons, vol. 15(6), pages 719-729, December.
    • Handle: RePEc:wly:riskan:v:15:y:1995:i:6:p:719-729
    DOI: 10.1111/j.1539-6924.1995.tb01344.x
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    7. Fumie Yokota & Kimberly M. Thompson, 2004. "Value of Information Literature Analysis: A Review of Applications in Health Risk Management," Medical Decision Making, , vol. 24(3), pages 287-298, June.
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    9. S. N. Rai & D. Krewski, 1998. "Uncertainty and Variability Analysis in Multiplicative Risk Models," Risk Analysis, John Wiley & Sons, vol. 18(1), pages 37-45, February.
    10. A. E. Ades & G. Lu & K. Claxton, 2004. "Expected Value of Sample Information Calculations in Medical Decision Modeling," Medical Decision Making, , vol. 24(2), pages 207-227, March.
    11. Armacost, Robert L. & Pet-Edwards, Julia, 1999. "Integrative risk and uncertainty analysis for complex public sector operational systems," Socio-Economic Planning Sciences, Elsevier, vol. 33(2), pages 105-130, June.
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