
I needed multivariate fragility functions for seismic risk analysis of nuclear power plants. I didn’t have any test data, so Lawrence Livermore Lab paid “experts” for their opinions! I set up the questionnaires, asked for percentiles, salted the sample to check for bias, asked for percentiles of conditional fragility functions to estimate correlations, and fixed pairwise correlations to make legitimate multivariate correlation matrixes. Subjective percentiles provide more distribution information than parameter or distribution assumptions, RPNs, ABCD, high-medium-low, or RCM risk classifications.
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