Sensitivity measures,anova-like Techniques and the use of bootstrap

1 May 1997

journal article
research article
Published by Taylor & Francis in Journal of Statistical Computation and Simulation

Vol. 58 (2) , 99-120
https://doi.org/10.1080/00949659708811825

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.

Keywords

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