eldo_user

• MCCORR(LABEL_EXT1,LABEL_EXT2)
Monte Carlo Analysis
Output of Uncertainty Analysis (the .chi File)
Returns the pairwise-linear correlation coefficient between each pair of output measures.
The sample correlation coefficient between two random variables (U, V) is given by the
formula:
(see the section Coorelation of Test Concordance for more information).
• MCCOVAR(LABEL_EXT1,LABEL_EXT2)
Returns the pairwise-linear covariance coefficient between each pair of output measures.
The sample covariance coefficient between two random variables (U, V) is given by the
formula:
When the value U i or V i is undefined, because the corresponding extract function cannot
be measured at the i-th run of the Monte Carlo simulation, then this data is removed
from the computation. When all the pairwise data are removed, Eldo will return the
value UNDEF (see the section Coorelation of Test Concordance for more information).
• MCPROB(LABEL_EXT,LE | GE, BOUND_VALUE)
Returns the probability π y that a given response is less or greater than a user-defined
bound y. We write this probability as follows:
when the second argument is LE, or
when the argument is GE. The probability can be recast into the evaluation of the
expectation
where I {A} is the indicator function of the event A, and
therefore computed through Monte Carlo simulations as follows:
Eldo® User's Manual, 15.3 467