Estimating percentiles of uncertain computer code outputs
نویسندگان
چکیده
منابع مشابه
Estimating percentiles of uncertain computer code outputs
A deterministic computer model is to be used in a situation where there is uncertainty about the values of some or all of the input parameters. This uncertainty induces uncertainty in the output of the model. We consider the problem of estimating a specific percentile of the distribution of this uncertain output. We also suppose that the computer code is computationally expensive, so we can run...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series C (Applied Statistics)
سال: 2004
ISSN: 0035-9254
DOI: 10.1046/j.0035-9254.2003.05044.x