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Monte Carlo Sampling for Generalized Knowledge Dependence with Application to Human Reliability

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  • Roger M. Cooke
  • Rudi Waij

Abstract

A general discussion of knowledge dependence in risk calculations shows that the assumption of independence underlying standard Monte Carlo simulation in uncertainty analysis is frequently violated. A model is presented for performing Monte Carlo simulation when the variabilities of the component failure probabilities are either negatively or positively coupled. The model is applied to examples in human reliability analysis and the results are compared to the results of Sandia Laboratories as published in the Peer Review Study and to recalculations using more recent methods of uncertainty analysis.

Suggested Citation

  • Roger M. Cooke & Rudi Waij, 1986. "Monte Carlo Sampling for Generalized Knowledge Dependence with Application to Human Reliability," Risk Analysis, John Wiley & Sons, vol. 6(3), pages 335-343, September.
    • Handle: RePEc:wly:riskan:v:6:y:1986:i:3:p:335-343
    DOI: 10.1111/j.1539-6924.1986.tb00226.x
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    References listed on IDEAS

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    1. Ali Mosleh & George Apostolakis, 1986. "The Assessment of Probability Distributions from Expert Opinions with an Application to Seismic Fragility Curves," Risk Analysis, John Wiley & Sons, vol. 6(4), pages 447-461, December.
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    Cited by:

    1. Samuel Kotz & Johan René van Dorp, 2010. "Generalized Diagonal Band Copulas with Two-Sided Generating Densities," Decision Analysis, INFORMS, vol. 7(2), pages 196-214, June.
    2. Antonio G. Chessa & Rommert Dekker & Bas Van Vliet & Ewout W. Steyerberg & J. Dik F. Habbema, 1999. "Correlations in Uncertainty Analysis for Medical Decision Making," Medical Decision Making, , vol. 19(3), pages 276-286, August.
    3. Andy Lewin & Ekundayo Shittu & Thomas Mazzuchi & Rene Dorp, 2021. "The correlation of cost and schedule variance in satellite programs: level of effort versus discrete cost accounts," Environment Systems and Decisions, Springer, vol. 41(2), pages 248-266, June.
    4. Luis V. Montiel & J. Eric Bickel, 2012. "A Simulation-Based Approach to Decision Making with Partial Information," Decision Analysis, INFORMS, vol. 9(4), pages 329-347, December.

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