An uncertainty importance measure using a distance metric for the change in a cumulative distribution function

A simple measure of uncertainty importance using the entire change of cumulative distribution functions (CDFs) has been developed for use in probability safety assessments (PSAs). The entire change of CDFs is quantified in terms of the metric distance between two CDFs. 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. 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.