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Unformatted text preview: % with an Application to Risk Assessment.Communications in Statistics: Theory and Methods A9: 1749-1874 % McKay, M. D., W. J. Conover and R. J. Beckman. 1979.A Comparison of Three Methods for Selecting Values % of Input Variables in the Analysis of Output from a Computer Code. Technometrics 21: 239-245 % ran=rand(nsample,nvar); s=zeros(nsample,nvar); % method of Stein for j=1: nvar idx=randperm(nsample); P=(idx'-ran(:,j))/nsample; % probability of the cdf s(:,j) = xmean(j) + ltqnorm(P).* xsd(j); % this can be replaced by any inverse distribution function end...
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This note was uploaded on 12/10/2009 for the course ME master taught by Professor Mon during the Spring '09 term at Hanyang University.
- Spring '09