What are the general steps needed to perform uncertainty and sensitivity analysis?

19/05/2015

There are several possible procedures to perform uncertainty and sensitivity analysis. The most common sensitivity analysis is sampling-based. A sampling-based sensitivity is one in which the model is executed repeatedly for combinations of values sampled from the distribution (assumed known) of the input factors. In general, UA and SA are performed jointly by executing the model repeatedly for combination of factor values sampled with some probability distribution.

The following steps can be listed:

- specify the target function and select the input of interest
- assign a distribution function to the selected factors
- generate a matrix of inputs with that distribution(s) through an appropriate design
- evaluate the model and compute the distribution of the target function
- select a method for assessing the influence or relative importance of each input factor on the target function.

More information: Sensitivity analysis

**Keywords: **
statistics