Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method

DOI10.1137/0911066zbMath0706.62089OpenAlexW1969531487MaRDI QIDQ3486708

George S. Fishman

Publication date: 1990

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0911066

zbMATH Keywords

confidence intervalssensitivity analysisworst-case boundsreliability analysisestimatorsvariancesimportance functionMonte Carlo sampling plansystem performance measuresacceptance-rejection technique

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Reliability and life testing (62N05)

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