Sensitivity of sample values to parameter changes (Q794056)
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scientific article; zbMATH DE number 3858081
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| English | Sensitivity of sample values to parameter changes |
scientific article; zbMATH DE number 3858081 |
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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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0.7194662690162659
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0.7189217805862427
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0.713422954082489
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0.7031164765357971
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0.7011198997497559
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