eldo_user

Monte Carlo Analysis
Output of Uncertainty Analysis (the .chi File)
A similar expression can be obtained for the probability
“Less or Equal” with the operator “Greater or Equal.”
See section “Probability and Quantile Estimators” on page 480.
• MCBOUND(LABEL_EXT, PROB_VALUE)
by replacing the operator
Returns the quantile probability associated to a given probability π. This is the
inverse problem solved in the MCPROB(.) function. The argument PROB_VALUE is
the value π. Formally this function is computed with the following optimization
problem. For 0 < π < 1, the quantity:
is called the π-quantile of Y. The standard estimator of the π-quantile is
where
is the integer ceiling function and Y (k) is the k-th order statistics with
.
See section “Probability and Quantile Estimators” on page 480.
• MCMED(LABEL_EXT)
Returns the median value of the output sample of a given response Y. The median value
is the 0.5-quantile of the distribution (see the section Robust Measures of Location for
more information).
• MCQ1(LABEL_EXT) and MCQ3(LABEL_EXT)
Returns the first quartile and the third quartile of the distribution of a given response Y.
We have the 0.25 quantile and the 0.75 quantile (see
the section Alternative Measures of Dispersion for more information).
Extracting the Index and Total Number of Runs
Use the ICARLO and NBCARLO keywords to extract the index of the current run and the total
number of runs:
• ICARLO
Extracts the index of the current Monte Carlo run (first index is 0). See the ICARLO
Usage Example.
• NBCARLO
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Eldo® User's Manual, 15.3