eldo_user

Monte Carlo Analysis
Primary Statistics of Uncertainty Analysis
• The larger the sample standard deviation, the larger the confidence interval. This simply
means that with a large standard deviation, are going to generate wider intervals than
data with a smaller standard deviation.
Note
A 95% confidence interval does not mean that there is a 95% probability that the
interval contains the true mean. The interval computed from a given sample either
contains the true mean or it does not. Instead, the level of confidence is associated with
the method of calculating the interval. The confidence coefficient is simply the
proportion of samples of a given size that may be expected to contain the true mean.
That is, for a 95% confidence interval, if many samples are collected and the confidence
interval computed, in the long run about 95% of these intervals would contain the true
mean.
We provide confidence intervals on the mean and the standard deviation. An expression of the
confidence interval for the standard deviation is given in section Stopping Test for STD.
The confidence intervals are given in the following manner. We also give the value of the Mean
and the Standard Deviation (Sigma).
==> Confidence Intervals:
Mean CI ... 95 percent Confidence Interval for the Sample Mean
Sigma CI ... 95 percent Confidence Interval for the Sample Std. Dev.
Index Mean CI Sigma CI Name
of Meas [ Lower, Upper ] [ Lower, Upper ] of Meas
------------------------------------------------------------------------------
1 8.64645e-01 4.88203e-02 MAX
8.29721e-01 8.99569e-01 3.35803e-02 8.91269e-02
2 2.20836e+00 2.34238e-02 BW
2.19161e+00 2.22512e+00 1.61117e-02 4.27628e-02
3 -5.42017e-05 4.93124e-07 IVDD
-5.45544e-05 -5.38489e-05 3.39188e-07 9.00253e-07
Probability and Quantile Estimators
The MCPROB and MCBOUND functions compute probabilities and quantiles (respectively)
associated with circuit performances. The output examples may be obtained using a modified
copy of the netlist $MGC_AMS_HOME/examples/eldo/monte_carlo_vco_lc_tank.cir.
Probability Estimator using Standard Monte Carlo
The first MCPROB extract is modified as follows:
.EXTRACT MC LABEL=proba_fosc_left_1_75 MCPROB(fosc, LE, 1.82G)
480
Eldo® User's Manual, 15.3