Uniform sampling and saddlepoint approximation for probabilistic sensitivity analysis in engineering design

DOI10.1142/9789812567765_0017zbMATH Open1266.62098OpenAlexW2495442351MaRDI QIDQ5299727FDOQ5299727

Authors: Sudjianto Agus, Du Xiaoping, Chen Wei 

Publication date: 21 June 2013

Published in: Contemporary Multivariate Analysis and Design of Experiments (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812567765_0017

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zbMATH Keywords

Monte CarloLatin hypercube samplingsaddlepoint approximationuniform designlow discrepancyKolmogorov-Smirnov (KS) distance

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Asymptotic distribution theory in statistics (62E20)

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