Probabilistic Risk Analysis :Foundations and Methods

Publication subTitle :Foundations and Methods

Author: Tim Bedford; Roger Cooke  

Publisher: Cambridge University Press‎

Publication year: 2001

E-ISBN: 9781316044520

P-ISBN(Paperback): 9780521773201

Subject: TB114.3 reliability theory

Keyword: 数学理论

Language: ENG

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Probabilistic Risk Analysis

Description

Probabilistic risk analysis aims to quantify the risk caused by high technology installations. Increasingly, such analyses are being applied to a wider class of systems in which problems such as lack of data, complexity of the systems, uncertainty about consequences, make a classical statistical analysis difficult or impossible. The authors discuss the fundamental notion of uncertainty, its relationship with probability, and the limits to the quantification of uncertainty. Drawing on extensive experience in the theory and applications of risk analysis, the authors focus on the conceptual and mathematical foundations underlying the quantification, interpretation and management of risk. They cover standard topics as well as important new subjects such as the use of expert judgement and uncertainty propagation. The relationship of risk analysis with decision making is highlighted in chapters on influence diagrams and decision theory. Finally, the difficulties of choosing metrics to quantify risk, and current regulatory frameworks are discussed.

Chapter

2.3 Probability axioms

2.4 Savage's theory of rational decision

2.5 Measurement of subjective probabilities

2.6 Different types of uncertainty

2.7 Uncertainty about probabilities

Probabilistic methods

3.1 Review of elementary probability theory

3.2 Random variables

3.3 The exponential life distribution

3.4 The Poisson distribution

3.5 The gamma distribution

3.6 The beta distribution

3.7 The lognormal distribution

3.8 Stochastic processes

3.9 Approximating distributions

Statistical inference

4.1 Foundations

4.2 Bayesian inference

4.3 Classical statistical inference

Weibull Analysis

5.1 Definitions

5.2 Graphical methods for parameter fitting

5.3 Maximum likelihood methods for parameter estimation

5.4 Bayesian estimation

5.5 Extreme value theory

System analysis and quantification

Fault and event trees

6.1 Fault and event trees

6.2 The aim of a fault-tree analysis

6.3 The definition of a system and of a top event

6.4 What classes of faults can occur?

6.5 Symbols for fault trees

6.6 Fault tree construction

6.7 Examples

6.8 Minimal path and cut sets for coherent systems

6.9 Set theoretic description of cut and path sets

6.10 Estimating the probability of the top event

Fault trees – analysis

7.1 The MOCUS algorithm for finding minimal cut sets

7.2 Binary decision diagrams and new algorithms

7.3 Importance

Dependent failures

8.1 Introduction

8.2 Component failure data versus incident reporting

8.3 Preliminary analysis

8.4 Inter-system dependencies

8.5 Inter-component dependencies – common cause failure

8.6 The square root bounding model

8.7 The Marshall–Olkin model

8.8 The beta-factor model

8.9 The binomial failure rate model

8.10 The α-factor model

8.11 Other models

Reliability data bases

9.1 Introduction

9.2 Maintenance and failure taxonomies

9.3 Data structure

9.4 Data analysis without competing risks

9.5 Competing risk concepts and methods

9.6 Competing risk models

9.7 Uncertainty

9.8 Examples of dependent competing risk models

Expert opinion

10.1 Introduction

10.2 Generic issues in the use of expert opinion

10.3 Bayesian combinations of expert assessments

10.4 Non-Bayesian combinations of expert distributions

10.5 Linear opinion pools

10.6 Performance based weighting – the classical model

10.7 Case study – uncertainty in dispersion modeling

Human reliability

11.1 Introduction

11.2 Generic aspects of a human reliability analysis

11.3 THERP – technique for human error rate prediction

11.4 The Success Likelihood Index Methodology

11.5 Time reliability correlations

11.6 Absolute Probability Judgement

11.7 Influence diagrams

11.8 Conclusions

Software reliability

12.1 Qualitative assessment – ways to find errors

12.2 Software quality assurance

12.3 Software reliability prediction

12.4 Calibration and weighting

12.5 Integration errors

12.6 Example

Uncertainty modeling and risk measurement

Decision theory

13.1 Preferences over actions

13.2 Decision tree example

13.3 The value of information

13.4 Utility

13.5 Multi-attribute decision theory and value models

13.6 Other popular models

13.7 Conclusions

Influence diagrams and belief nets

14.1 Belief networks

14.2 Conditional independence

14.3 Directed acyclic graphs

14.4 Construction of influence diagrams

14.5 Operations on influence diagrams

14.6 Evaluation of influence diagrams

14.7 The relation with decision trees

14.8 An example of a Bayesian net application

Project risk management

15.1 Risk management methods

15.2 The Critical Path Method (CPM)

15.3 Expert judgement for quantifying uncertainties

15.4 Building in correlations

15.5 Simulation of completion times

15.6 Value of money

15.7 Case study

Probabilistic inversion techniques for uncertainty analysis

16.1 Elicitation variables and target variables

16.2 Mathematical formulation of probabilistic inversion

16.3 PREJUDICE

16.4 Infeasibility problems and PARFUM

16.5 Example

Uncertainty analysis

17.1 Introduction

17.2 Monte Carlo simulation

17.3 Examples: uncertainty analysis for system failure

17.5 Appendix: bivariate minimally informative distributions

Risk measurement and regulation

18.1 Single statistics representing risk

18.2 Frequency vs consequence lines

18.3 Risk regulation

18.4 Perceiving and accepting risks

18.5 Beyond risk regulation: compensation, trading and ethics

Bibliography

Index

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