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Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.

Deterministická analýza citlivosti×Simulace Monte Carlo×Stochastická analýza citlivosti×
OborSimulaceRozhodováníSimulace
RodinaProcess / pipelineMCDMProcess / pipeline
Rok vzniku1950s–1970s (formalized)19491990s–2000s
TvůrceSaltelli, A. et al.; widely formalized across operations research and health economicsMetropolis, N., Ulam, S.Saltelli, A. et al.; Claxton, K. et al. (health economics stream)
TypParameter variation / robustness testingRobustness wrapper — Monte Carlo uncertainty propagationProbabilistic uncertainty quantification technique
Původní zdrojSaltelli, A., Tarantola, S., Campolongo, F., & Ratto, M. (2004). Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models. John Wiley & Sons, Chichester. ISBN: 9780470870938Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M., Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 9780470059975
Další názvyDSA, One-Way Sensitivity Analysis, Tornado Diagram Analysis, Parametric Sensitivity AnalysisPSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity Analysis
Příbuzné205
ShrnutíDeterministic Sensitivity Analysis (DSA) tests how model outputs change when individual or combined input parameters are varied across plausible ranges, one at a time or in structured combinations, without invoking probabilistic sampling. It is the standard approach in economic modeling, decision trees, and mathematical programming to identify which parameters drive conclusions and to demonstrate model robustness to regulators, reviewers, and stakeholders.MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.Stochastic Sensitivity Analysis (PSA) extends classical one-at-a-time sensitivity testing by representing uncertain model inputs as probability distributions and propagating them through the model via Monte Carlo sampling. The result is a full distribution of possible outputs, together with rankings of which inputs drive output variance the most — enabling robust, evidence-grounded conclusions under uncertainty.
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ScholarGatePorovnat metody: Deterministic Sensitivity Analysis · MONTE-CARLO-SIMULATION · Stochastic Sensitivity Analysis. Získáno 2026-06-17 z https://scholargate.app/cs/compare