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Uncertainty Analysis in Multiplicative Models

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  • Wout Slob

Abstract

Uncertainties are usually evaluated by Monte Carlo analysis. However, multiplicative models with lognormal uncertainties, which are ubiquitous in risk assessments, allow for a simple and quick analytical uncertainty analysis. The necessary formulae are given, which may be evaluated by a desk calculator. Two examples illustrate the method.

Suggested Citation

  • Wout Slob, 1994. "Uncertainty Analysis in Multiplicative Models," Risk Analysis, John Wiley & Sons, vol. 14(4), pages 571-576, August.
  • Handle: RePEc:wly:riskan:v:14:y:1994:i:4:p:571-576
    DOI: 10.1111/j.1539-6924.1994.tb00271.x
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    References listed on IDEAS

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    1. Andrew E. Smith & P. Barry Ryan & John S. Evans, 1992. "The Effect of Neglecting Correlations When Propagating Uncertainty and Estimating the Population Distribution of Risk," Risk Analysis, John Wiley & Sons, vol. 12(4), pages 467-474, December.
    2. Kimberly M. Thompson & David E. Burmaster, 1991. "Parametric Distributions for Soil Ingestion by Children," Risk Analysis, John Wiley & Sons, vol. 11(2), pages 339-342, June.
    3. Alexander Shlyakhter & Gay Goodman & Richard Wilson, 1992. "Monte Carlo Simulation of Rodent Carcinogenicity Bioassays," Risk Analysis, John Wiley & Sons, vol. 12(1), pages 73-82, March.
    4. Wout Slob, 1993. "Modeling Long‐Term Exposure of the Whole Population to Chemicals in Food," Risk Analysis, John Wiley & Sons, vol. 13(5), pages 525-530, October.
    5. Ann M. Roseberry & David E. Burmaster, 1992. "Lognormal Distributions for Water Intake by Children and Adults," Risk Analysis, John Wiley & Sons, vol. 12(1), pages 99-104, March.
    6. Ronald L. Iman & Jon C. Helton, 1988. "An Investigation of Uncertainty and Sensitivity Analysis Techniques for Computer Models," Risk Analysis, John Wiley & Sons, vol. 8(1), pages 71-90, March.
    7. Kimberly M. Thompson & David E. Burmaster & Edmund A.C. Crouch3, 1992. "Monte Carlo Techniques for Quantitative Uncertainty Analysis in Public Health Risk Assessments," Risk Analysis, John Wiley & Sons, vol. 12(1), pages 53-63, March.
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    Cited by:

    1. Anne‐Marie Boulay & Pascal Lesage & Ben Amor & Stephan Pfister, 2021. "Quantifying uncertainty for AWARE characterization factors," Journal of Industrial Ecology, Yale University, vol. 25(6), pages 1588-1601, December.
    2. Kai Lessmann & Andreas Beyer & Jörg Klasmeier & Michael Matthies, 2005. "Influence of Distributional Shape of Substance Parameters on Exposure Model Output," Risk Analysis, John Wiley & Sons, vol. 25(5), pages 1137-1145, October.
    3. S. N. Rai & D. Krewski, 1998. "Uncertainty and Variability Analysis in Multiplicative Risk Models," Risk Analysis, John Wiley & Sons, vol. 18(1), pages 37-45, February.
    4. Nicholas Z. Muller & Yan N. Oak, 2009. "Characterizing Uncertainty in Air Pollution Damage Estimates," Middlebury College Working Paper Series 0918, Middlebury College, Department of Economics.
    5. W. Slob & M. N. Pieters, 1998. "A Probabilistic Approach for Deriving Acceptable Human Intake Limits and Human Health Risks from Toxicological Studies: General Framework," Risk Analysis, John Wiley & Sons, vol. 18(6), pages 787-798, December.
    6. David W. Gaylor & James J. Chen, 1996. "A Simple Upper Limit for the Sum of the Risks of the Components in a Mixture," Risk Analysis, John Wiley & Sons, vol. 16(3), pages 395-398, June.
    7. Bas Groot Koerkamp & Theo Stijnen & Milton C. Weinstein & M. G. Myriam Hunink, 2011. "The Combined Analysis of Uncertainty and Patient Heterogeneity in Medical Decision Models," Medical Decision Making, , vol. 31(4), pages 650-661, July.
    8. Kevin P. Brand & Mitchell J. Small, 1995. "Updating Uncertainty in an Integrated Risk Assessment: Conceptual Framework and Methods," Risk Analysis, John Wiley & Sons, vol. 15(6), pages 719-729, December.

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