Quantification of entire change of distributions based on normalized metric distance for use in PSAs

A simple measure of uncertainty importance based on normalized metric distance to quantify the entire change of cumulative distribution functions (CDFs) has been developed for use in probability safety assessments (PSAs). The metric distance measure developed in this study reflects the relative impact of distributional changes of inputs on the change of an output distribution, while most of the existing uncertainty importance measures reflect the magnitude of relative contribution of input uncertainties to the output uncertainty. Normalization is made to make the metric distance measure a dimensionless quantity. The present measure has been evaluated analytically for various analytical distributions to examine its characteristics. To illustrate the applicability and strength of the present measure, two examples are provided. The first example is an application of the present measure to a typical problem of a system fault tree analysis and the second one is for a hypothetical non-linear model. Comparisons of the present result with those obtained by existing uncertainty importance measures show that the metric distance measure is a useful tool to express the measure of uncertainty importance in terms of the relative impact of distributional changes of inputs on the change of an output distribution. (author)