Monte Carlo simulation for moment-independent sensitivity analysis

Reliability Engineering and System Safety

Volumn 110, Issue , 2013, Pages 60-67

  Wei, Pengfei ^a   Lu, Zhenzhou ^a   Yuan, Xiukai ^a  

^a NORTHWESTERN POLYTECHNICAL UNIVERSITY   (China)

Author keywords

Delta indices; Kernel density estimation; Moment independent sensitivity analysis; Monte Carlo simulation

Indexed keywords

PROBABILITY DENSITY FUNCTION; SENSITIVITY ANALYSIS;

COMPUTATIONAL COSTS; CURSE OF DIMENSIONALITY; DELTA INDICES; DENSITY ESTIMATION; DOUBLE-LOOP; INPUT VARIABLES; KERNEL DENSITY ESTIMATION; MODEL OUTPUTS; MONTE CARLO SIMULATION; NUMERICAL EXAMPLE; PROBABILITY DENSITY FUNCTION (PDF);

MONTE CARLO METHODS;

EID: 84867808117     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2012.09.005     Document Type: Article

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