There are the following methods of probabilistic uncertainty analysis *:

  • Analytical methods, deriving the PDF of model output analytically as a function of the PDFs of input parameters.
  • Approximation methods (or parameter estimation methods):

- methods of moments (e.g. first-order second-moment methods, second-order method);

- simulation or sampling (e.g. Monte Carlo simulation);

- integral transformation techniques (Fourier transform, Laplace transform).


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Uncertainty analysis (5)

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FC-UB

References

* Yen and Tung  (1993)

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Further Information

Monte Carlo simulation