Sensitivity of sample values to parameter changes (Q794056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of sample values to parameter changes |
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Sensitivity of sample values to parameter changes (English)
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1985
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The effect of small changes in parameter values on the sample values is investigated further. The concept of linearity with respect to parameters is introduced, and the linear and the nonlinear cases are treated separately. The relation with the sample-path analysis is discussed.
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sensitivity
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sample-path analysis
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probability distributions
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linearization
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