 Bias correction for the estimation of sensitivity indices based on random balance designsJean-Yves Tissot and Prieur, Clémentine Reliability Engineering and System Safety, 2012, vol. 107, issue C, 205-213 Abstract: This paper deals with the random balance design method (RBD) and its hybrid approach, RBD-FAST. Both these global sensitivity analysis methods originate from Fourier amplitude sensitivity test (FAST) and consequently face the main problems inherent to discrete harmonic analysis. We present here a general way to correct a bias which occurs when estimating sensitivity indices (SIs) of any order – except total SI of single factor or group of factors – by the random balance design method (RBD) and its hybrid version, RBD-FAST. In the RBD case, this positive bias has been recently identified in a paper by Xu and Gertner [1]. Following their work, we propose a bias correction method for first-order SIs estimates in RBD. We then extend the correction method to the SIs of any order in RBD-FAST. At last, we suggest an efficient strategy to estimate all the first- and second-order SIs using RBD-FAST. Keywords: Global sensitivity analysis; Sensitivity indices; Random balance design; RBD-FAST; Bias correction (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:107:y:2012:i:c:p:205-213 DOI: 10.1016/j.ress.2012.06.010 Access Statistics for this article Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares More articles in Reliability Engineering and System Safety from Elsevier |
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