Probabilistic sensitivity analysis using Monte Carlo simulation. A practical approach.

作者: Peter Doubilet , Colin B. Begg , Milton C. Weinstein , Peter Braun , Barbara J. McNeil

DOI: 10.1177/0272989X8500500205

关键词: Expected utility hypothesisMathematical optimizationDecision analysisDecision treeMonte Carlo methodProbabilistic logicProbability distributionComputer scienceMarkov chain Monte CarloStandard deviation

摘要: … We will summarize their technique, which is based on Monte Carlo simulation, and then present a method by which probabilistic sensitivity analysis can be a practical, easily applied …

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