Sensitivity of sample values to parameter changes |
| |
| Authors: | M A Eyler |
| |
| Institution: | (1) Department of Industrial Engineering, Bo aziçi University, Bebek, Istanbul, Turkey |
| |
| Abstract: | The effect of small changes in parameter values on the sample values is investigated further. The concept of linearity with respect to parameters is introduced, and the linear and the nonlinear cases are treated separately. The relation with the sample-path analysis is discussed. |
| |
| Keywords: | Sensitivity sample-path analysis probability distributions linearization |
| 本文献已被 SpringerLink 等数据库收录！ |
