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Abstract

Sobol' sensitivity indices, used in variance based global sensitivity analysis of model output, are compared with the Analysis of Variance in classical factorial design. Monte Carlo computation of Sobol' indices is described briefly, and a bootstrap approach is presented, which can be used to produce a confidence interval for the true, unknown indices.

Additional information

Authors: ARCHER G E B, JRC Ispra (IT);SALTELLI A, JRC Ispra (IT);SOBOL' I M, Russian Academy of Science, National Centre for Mathematical Modelling, Moscow (SU)
Bibliographic Reference: Article: Journal of Statistical Computation and Simulation (1996)
Record Number: 199610567 / Last updated on: 1996-05-27
Category: PUBLICATION
Original language: en
Available languages: en
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