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Deterministinen herkkyysanalyysi×MONTE-CARLO-SIMULATION×Stokastinen herkkyysanalyysi×
TieteenalaSimulointiPäätöksentekoSimulointi
MenetelmäperheProcess / pipelineMCDMProcess / pipeline
Syntyvuosi1950s–1970s (formalized)19491990s–2000s
KehittäjäSaltelli, 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)
TyyppiParameter variation / robustness testingRobustness wrapper — Monte Carlo uncertainty propagationProbabilistic uncertainty quantification technique
AlkuperäislähdeSaltelli, 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
RinnakkaisnimetDSA, One-Way Sensitivity Analysis, Tornado Diagram Analysis, Parametric Sensitivity AnalysisPSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity Analysis
Liittyvät205
TiivistelmäDeterministic 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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ScholarGateVertaile menetelmiä: Deterministic Sensitivity Analysis · MONTE-CARLO-SIMULATION · Stochastic Sensitivity Analysis. Haettu 2026-06-17 osoitteesta https://scholargate.app/fi/compare