Sensitivity Analysis

Sensitivity analysis is the study of stimulus and response in a system, often characterized as the apportionment of variation in a system's output among several inputs. The system plays the role of a black box, known only by its inputs and outputs. Sensitivity analysis reveals the effective working of the system by showing which variations of inputs affect the values of the outputs.

Historically, sensitivity analysis emerged as a technique in probabilistic risk analysis, particularly in environmental impact analyses. In this context, deterministic models were executed many times with different parameter sets. The probabilistic nature of the analysis came from selecting parameter values consistent with parameter distributions for the inputs. Consequently, the methods of sensitivity analysis were developed to deal with deterministic computer models where experiments ...