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Probabilistic risk analysis using ordered weighted averaging (OWA) operators. (English) Zbl 1169.62353

Summary: The concepts of system load and capacity are pivotal in risk analysis. The complexity in risk analysis increases when the input parameters are either stochastic (aleatory uncertainty) and/or missing (epistemic uncertainty). The aleatory and epistemic uncertainties related to input parameters are handled through simulation-based parametric and nonparametric probabilistic techniques. The complexities increase further when the empirical relationships are not strong enough to derive physical-based models.
In this paper, ordered weighted averaging (OWA) operators are proposed to estimate the system load. The risk of failure is estimated by assuming a normally distributed reliability index. The proposed methodology for risk analysis is illustrated using an example of nine input parameters. Sensitivity analyses identified that the risk of failure is dominated by the attitude of a decision maker to generate OWA weights, missing input parameters and system capacity.

MSC:

62N05 Reliability and life testing
62G09 Nonparametric statistical resampling methods
62N02 Estimation in survival analysis and censored data
65C60 Computational problems in statistics (MSC2010)
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