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Licensed Unlicensed Requires Authentication Published by De Gruyter May 21, 2007

On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors

  • Ilya M. Sobol' and Boris V. Shukhman

Global sensitivity indices for sensitivity analysis of model output are usually estimated by Monte Carlo or quasi-Monte Carlo methods. In this paper, the bias in sensitivity indices produced by random errors in model evaluation is studied.

Published Online: 2007-05-21
Published in Print: 2007-04-19

Copyright 2007, Walter de Gruyter

Downloaded on 26.5.2024 from https://www.degruyter.com/document/doi/10.1515/MCMA.2007.005/html
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