A decision-oriented measure of uncertainty importance for use in PSA

For the interpretation of the results of probabilistic risk assessments it is important to have measures which identify the basic events that contribute most to the frequency of the top event but also to identify basic events that are the main contributors to the uncertainty in this frequency. Both types of measures, often called Importance Measure and Measure of Uncertainty Importance, respectively, have been the subject of interest for many researchers in the reliability field. The most frequent mode of uncertainty analysis in connection with probabilistic risk assessment has been to propagate the uncertainty of all model parameters up to an uncertainty distribution for the top event frequency. Various uncertainty importance measures have been proposed in order to point out the parameters that in some sense are the main contributors to the top event distribution. The new measure of uncertainty importance suggested here goes a step further in that it has been developed within a decision theory framework, thereby providing an indication of on what basic event it would be most valuable, from the decision-making point of view, to procure more information. (C) 1997 Elsevier Science Limited.