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Monte Carlo Analysis
Post-Analysis of Monte Carlo Simulations
Post-Analysis of Monte Carlo Simulations
Recall that the Monte Carlo analysis is mainly dedicated to uncertainty analysis. Monte Carlo
simulations provide a general (and efficient) approach for determining the distribution function:
for a circuit characteristic . This distribution function encodes all the information
known about Y, any property of Y such as expectation, variance and coverage intervals can be
approximated using CDF Y .
We consider this distribution function as the primary output of the Monte Carlo analysis. We
distinguish the parts in the output as follows:
• The primary output: the expectation of Y (the mean), taken as an estimate of the quantity
of interest, the standard deviation of Y, taken as the standard uncertainty associated with
y, and a coverage interval containing Y with a specified probability (the coverage
probability), approximation to the probability density function (via histograms) and the
discrete representation of the distribution function.
• The additional output contains: inter-quartile range (alternative measures of dispersion),
min/max values, confidence interval for the mean and prediction interval, distributional
measures (skewness, kurtosis), normal fit and normality test.
For backward compatibility constraints, some of these results will still be present in the .chi file.
Therefore, the post-analysis results of a Monte Carlo simulation are provided in two ways: the
.chi file and four files dedicated to the Monte Carlo analysis (see Figure 11-13).
• Output of Uncertainty Analysis (the .chi File)
The .chi file. This file contains the traditional output of the Monte Carlo analysis and
additional information extracted from the simulation. It is the file where users can find
the values of the extract after each run. The results are presented in raw manner.
• Primary Statistics of Uncertainty Analysis
The .mcm and the additional data files. The main file contains the primary output. This
file has extension .mcm and represents an evolution of the .chi file. Two optional files
are added for data mining features, with the extension .mci and .mco, containing the
complete input and output samples generated for the simulations.
Eldo® User's Manual, 15.3 463