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Specifying Statistical Parameters
Monte Carlo Analysis
Specifying Statistical Parameters
There are two different methods for the specification of statistical parameters using the
.PARAM statement.
First Syntax
.PARAM PARAMETER_NAME = UNIF|AUNIF|GAUSS|AGAUSS|LIMIT({OPTION_LIST})
where the distributions and their arguments are defined below:
• UNIF(NOM_VALUE, FRAC_VALUE)
Defines a uniform distribution with relative variation . The parameter
PARAM_NAME varies uniformly between and , where is the
NOM_VALUE argument and ρ is the positive value FRAC_VALUE.
• AUNIF(NOM_VALUE, ABS_VALUE)
Defines a uniform distribution with absolute variation . The parameter
PARAM_NAME varies uniformly between and , where is the
NOM_VALUE and h is the positive half-range ABS_VALUE.
• GAUSS(NOM_VALUE, FRAC_VALUE, SIGMA_COEF)
Defines a Gaussian distribution . The distribution is centered at NOM_VALUE,
and the standard deviation is given by σ = (NOM_VALUE × FRAC_VALUE) ÷
SIGMA_COEF.
• AGAUSS(NOM_VALUE, ABS_VALUE, SIGMA_COEF)
Defines a Gaussian distribution . The distribution is centered at NOM_VALUE,
and the standard deviation is given by σ = ABS_VALUE ÷ SIGMA_COEF.
• LIMIT(NOM_VALUE, ABS_VALUE)
Defines a discrete probability distribution on the finite set of values NOM_VALUE -
ABS_VALUE and NOM_VALUE + ABS_VALUE with equal probability.
There is an additional argument to the UNIF and GAUSS macro-definitions. This argument is
named MULT in the following syntax commands:
.PARAM PARAM_NAME = UNIF|AUNIF(NOM_VALUE, RANGE_VALUE, MULT)
.PARAM PARAM_NAME = GAUSS|AGAUSS(NOM_VALUE, STD_VALUE, SIGMA_COEF, MULT)
The role of the MULT argument, which is an integer value greater than 1, is to eliminate the
simulation of the sub-population that is “closed” to the median value of the parameter. The role
of this argument is explained in more detail in “Weighted Uniform and Gaussian Distributions”
on page 551.
Eldo® User's Manual, 15.3 427