Global Sensitivity Analysis The Primer
89,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
28.02.2008
Verlag
Wiley-BlackwellSeitenzahl
304 (Printausgabe)
Dateigröße
7259 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780470725177
Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications.
The book:
- Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials.
- Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls.
- Features numerous exercises and solved problems to help illustrate the applications.
- Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds.
Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.
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