CDF-Based Sensitivity Measures

Borgonovo, Emanuele

doi:10.1007/978-3-319-52259-3_17

Emanuele Borgonovo⁵

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 251))

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Abstract

Baucells and Borgonovo (2013) introduce and analyze global sensitivity measures based on cumulative distribution functions (CDFs).

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Notes

1.
What we are describing is well known in statistics; see, for example, Devroye and Györfi (1985).

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Department of Decision Sciences, Bocconi University, Milan, Italy
Emanuele Borgonovo

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Emanuele Borgonovo
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Correspondence to Emanuele Borgonovo .

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Borgonovo, E. (2017). CDF-Based Sensitivity Measures. In: Sensitivity Analysis. International Series in Operations Research & Management Science, vol 251. Springer, Cham. https://doi.org/10.1007/978-3-319-52259-3_17

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DOI: https://doi.org/10.1007/978-3-319-52259-3_17
Published: 21 April 2017
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-52257-9
Online ISBN: 978-3-319-52259-3
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