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).