eldo_user

Monte Carlo Analysis
Primary Statistics of Uncertainty Analysis
Primary Statistics of Uncertainty Analysis
The .mcm file is composed as a sequence of sections that give numerical summaries of the
Monte Carlo simulations and statistical tests. The Primary Statistics section provides: the
average value and the standard deviation of each output measure, and an estimation of the
coverage interval (at different level of coverage probability). When the model-based approach
is used a specific section is added for model adequacy checking.
Some sections in the post-analysis files are not printed by default:
• Summary Statistics: Robust measures of location, Alternative measure of location, Min/
Max values, Confidence Intervals.
• Parametric Fit: scale and shape, normal fit, test of normality.
• Capability Indices.
• Correlation between the output responses.
• Sensitivity analysis.
When some the these analyses are disabled, for instance when the correlation analysis is not
performed on the whole set of output responses, it is still possible to request a specific value of
correlation between two chosen responses. For further details see “Control of the Monte Carlo
Post-Analysis” on page 473.
Control of the Monte Carlo Post-Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 473
General Information and Status of Simulations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
Model Adequacy Checking for Model-Based MC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
Mean and Standard Deviation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479
Probability and Quantile Estimators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
Approximations of the CDF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
Coverage Intervals. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
Approximation of the Density Function (Histogram File .mch) . . . . . . . . . . . . . . . . . . . 489
Control of the Monte Carlo Post-Analysis
Use optional arguments to control the post-analysis. You can enable or disable the generation of
the ASCII output data files and specific subsections of the main primary output (.mcm) file.
• Generation of ASCII output data files (.mcm, .mch, .mci, and .mco):
PRINT_NO_ANALYSIS
PRINT_ASCII_HISTO
Eldo® User's Manual, 15.3 473