Development of default uncertainties for the value/benefit attributes in the regulatory analysis technical evaluation handbook

摘要

NUREG/BR-0184, Regulatory Analysis Technical Evaluation (RATE) Handbook, was produced in 1997 as an update to the original NUREG/CR-3568, A Handbook for Value-Impact Assessment (1983). Both documents, especially the later RATE Handbook, have been used extensively by the USNRC and its contractors not only for regulatory analyses to support backfit considerations but also for similar applications, such as Severe Accident Management Alternative (SAMA) analyses as part of license renewals. While both provided high-level guidance on the performance of uncertainty analyses for the various value/benefit attributes, detailed quantification was not of prime interest at the times of the Handbooks' development, defaulting only to best estimates with low and high bounds on these attributes. As the USNRC examines the possibility of updating the RATE Handbook, renewed interest in a more quantitative approach to uncertainty analyses for the attributes has surfaced. As the result of an effort to enhance the RATE Handbook to permit at least default uncertainty analyses for the value/benefit attributes, it has proven feasible to assign default uncertainties in terms of 95th %ile upper bounds (and absolute lower bounds) on the five dominant value/benefit attributes, and their sum, when performing a regulatory analysis via the RATE Handbook. Appropriate default lower bounds of zero (no value/benefit) and an upper bound (95th %ile) that is four times higher than the mean (for individual value/benefit attributes) or three times higher (for their summation) can be recommended. Distributions in the form of histograms on the summed value/benefit attributes are also provided which could be combined, after appropriate scaling and most likely via simulation, with their counterpart(s) from the impact/cost analysis to yield a final distribution on the net overall value/impact (benefit/cost). Published by Elsevier B.V.