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Mixed two-stage derivative estimator for sensitivity analysis | ||
| Journal of Mathematical Modeling | ||
| مقاله 10، دوره 5، شماره 1، شهریور 2017، صفحه 41-52 اصل مقاله (286.41 K) | ||
| نوع مقاله: Research Article | ||
| شناسه دیجیتال (DOI): 10.22124/jmm.2017.2211 | ||
| نویسندگان | ||
| Kolsoom Mirabi؛ Mohammad Arashi* | ||
| Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran | ||
| چکیده | ||
| In mathematical modeling, determining most influential parameters on outputs is of major importance. Thus, sensitivity analysis of parameters plays an important role in model validation. We give detailed procedure of constructing a new derivative estimator for general performance measure in Gaussian systems. We will take advantage of using score function and measure-value derivative estimators in our approach. It is shown that the proposed estimator performs better than other estimators for a dense class of test functions in the sense of having smaller variance. | ||
| کلیدواژه‌ها | ||
| derivative estimator؛ infinitesimal perturbation analysis؛ measure-valued؛ risk analysis؛ score function؛ stochastic activity network | ||
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آمار تعداد مشاهده مقاله: 1,045 تعداد دریافت فایل اصل مقاله: 951 |
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