השוואת שיטות
סקרו את השיטות שבחרתם זו לצד זו; שורות שבהן יש הבדל מודגשות.
| ניתוח רגישות דטרמיניסטי× | סימולציית מונטה קרלו× | ניתוח רגישות סטוכסטי× | |
|---|---|---|---|
| תחום≠ | סימולציה | קבלת החלטות | סימולציה |
| משפחה≠ | Process / pipeline | MCDM | Process / pipeline |
| שנת המקור≠ | 1950s–1970s (formalized) | 1949 | 1990s–2000s |
| הוגה השיטה≠ | Saltelli, A. et al.; widely formalized across operations research and health economics | Metropolis, N., Ulam, S. | Saltelli, A. et al.; Claxton, K. et al. (health economics stream) |
| סוג≠ | Parameter variation / robustness testing | Robustness wrapper — Monte Carlo uncertainty propagation | Probabilistic uncertainty quantification technique |
| מקור מכונן≠ | Saltelli, A., Tarantola, S., Campolongo, F., & Ratto, M. (2004). Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models. John Wiley & Sons, Chichester. ISBN: 9780470870938 | Metropolis, 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 |
| כינויים≠ | DSA, One-Way Sensitivity Analysis, Tornado Diagram Analysis, Parametric Sensitivity Analysis | — | PSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity Analysis |
| קשורות≠ | 2 | 0 | 5 |
| תקציר≠ | Deterministic 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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