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Monte Carlo simulation for moment-independent sensitivity analysis

โœ Scribed by Pengfei Wei; Zhenzhou Lu; Xiukai Yuan


Book ID
119357823
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
419 KB
Volume
110
Category
Article
ISSN
0951-8320

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๐Ÿ“œ SIMILAR VOLUMES


Monte Carlo simulation with moment match
โœ Carl G. Looney ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 292 KB

A sample is chosen deterministically from an input distribution to a simulation system. Under certain conditions the mean of the system output sample is equal to the true output mean (up to computational errors). Slightly more stringent conditions ouarantee that the output samole variance is equal

Probabilistic Sensitivity Analysis Using
โœ Doubilet, P.; Begg, C. B.; Weinstein, M. C.; Braun, P.; McNeil, B. J. ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› SAGE Publications ๐ŸŒ English โš– 1007 KB

The data for medical decision analyses are often unreliable. Traditional sensitivity analysisvarying one or more probability or utility estimates from baseline values to see if the optimal strategy changes -is cumbersome if more than two values are allowed to vary concurrently. This paper describes