Statistics, Sensitivity, and Uncertainty Analysis

Analytica User GuideStatistics, Sensitivity, and Uncertainty Analysis

This chapter describes statistical functions that compute statistics, such as mean, variance, or correlation over a probabilistic value (or for arrays with other indexes), functions that show the sensitivity of a variable to one or more variables that affect it, including WhatIf and Tornado analysis, and tornado charts and importance analysis to see how to apportion credit or blame for the uncertainty in an output to its uncertain inputs. The chapter also explains how to create XY plots and scatter plots to visualize the effect of an input on an output. Finally, functions to perform regression analysis are described, as are functions to fit generalized linear models and to encode Stochastic Information Packets (SIPs) for integration with a Probability Management infrastructure.

Sections

• Statistical functions
• Weighted statistics and w parameter
• Importance analysis
• Sensitivity analysis functions
• Tornado charts
• X-Y plots
• Scatter plots
• Regression analysis
• Uncertainty in regression results
• Logistic regression functions
• Stochastic Information Packets (SIPs)

See Also

Probability DistributionsStatistics, Sensitivity, and Uncertainty AnalysisDynamic Simulation