The use of latin hypercube sampling for the efficient estimation of confidence intervals

Dave Grabaskas, Richard Denning, Tunc Aldemir, Marvin K. Nakayama

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

Latin hypercube sampling (LHS) has long been used as a way of assuring adequate sampling of the tails of distributions in a Monte Carlo analysis and provided the framework for the uncertainty analysis performed in the NUREG-1150 risk assessment. However, this technique has not often been used in the performance of regulatory analyses due to the inability to establish confidence levels on the quantiles of the output distribution. Recent work has demonstrated a method that makes this possible. This method is compared to the procedure of crude Monte Carlo using order statistics, which is currently used to establish confidence levels. The results of several statistical examples demonstrate that the LHS confidence interval method can provide a more accurate and precise solution, but issues remain when applying the technique generally.

Original languageEnglish (US)
Title of host publicationInternational Congress on Advances in Nuclear Power Plants 2012, ICAPP 2012
Pages1443-1452
Number of pages10
StatePublished - Nov 19 2012
EventInternational Congress on Advances in Nuclear Power Plants 2012, ICAPP 2012 - Chicago, IL, United States
Duration: Jun 24 2012Jun 28 2012

Publication series

NameInternational Congress on Advances in Nuclear Power Plants 2012, ICAPP 2012
Volume2

Other

OtherInternational Congress on Advances in Nuclear Power Plants 2012, ICAPP 2012
Country/TerritoryUnited States
CityChicago, IL
Period6/24/126/28/12

All Science Journal Classification (ASJC) codes

  • Energy Engineering and Power Technology
  • Nuclear Energy and Engineering

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