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Overview
Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models.
Other key features:
- Provides an accessible overview of the current most widely used methods for sensitivity analysis.
- Opens with a detailed worked example to explain the motivation behind the book.
- Includes a range of examples to help illustrate the concepts discussed.
- Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors.
- Contains a large number of references to sources for further reading.
- Authored by the leading authorities on sensitivity analysis.
Synopsis
Sensitivity analysis is the study of how variation in the output of a statistical model can be apportioned to different sources of variation. Saltelli (Joint Research Center of the European Commission, Italy) guides applied scientists through the process of choosing and applying the most appropriate sensitivity analysis method. He overviews the most widely used methods, such as Bayesian uncertainty estimation and Monte Carlo filtering, and discusses implementation of the methods using the sensitivity analysis software SIMLAB. A companion Web site offers a SIMLAB download, data sets, and additional material. The book is aimed at those working in scientific modeling. Annotation ©2004 Book News, Inc., Portland, OR
Editorials
From the Publisher
"...an interesting and informative book..." (Technometrics, May 2005)
"...provides an accessible overview of the most widely used sensitivity analysis methods." (Zentralblatt Math, Vol.1049, 2004)
"...well written..." (Statistical Methods in Medical Research, Vol 14 2005)