Monte Carlo simulation for moment-independent sensitivity analysis

The moment-independent sensitivity analysis (SA) is one of the most popular SA techniques. It aims at measuring the contribution of input variable(s) to the probability density function (PDF) of model output. However, compared with the variance-based one, robust and efficient methods are less availa...

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Veröffentlicht in:	Reliability engineering & system safety 2013-02, Vol.110, p.60-67
Hauptverfasser:	Wei, Pengfei, Lu, Zhenzhou, Yuan, Xiukai
Format:	Artikel
Sprache:	eng
Schlagworte:	Computation Computational efficiency Computer simulation Delta indices Density Exact sciences and technology Kernel density estimation Mathematical models Mathematics Moment-independent sensitivity analysis Monte Carlo methods Monte Carlo simulation Nonparametric inference Probability and statistics Probability density functions Sciences and techniques of general use Sensitivity analysis Statistics
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