eldo_user

Monte Carlo Analysis
Graphical Output
Graphical Output
During the post-analysis and, Eldo provides, through EZwave, some basic tools for statistical
analysis and/or exploratory data analysis.
• Statistical Analysis Plots
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The histogram. The purpose of this plot is to graphically summarize the distribution
of a response variable. It shows the following: the typical value, the spread of the
data, the skewness of the data, and the presence of multiple modes in the data.
In Eldo, the most common form of the histogram is used. It is obtained by splitting
the range of the data into equal-sized bins. Then for each bin, the number of points
from the data set falling into that bin are counted.
A Kernel Density Estimation of the PDF can be added to the histogram plot. It can
be thought of as a “smooth” histogram that may help to extrapolate the data to the
whole range of values.
A Gaussian PDF can also be added to the Histogram Plot.
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The empirical CDF. The empirical distribution function is a step function defined
by:
This value is therefore a probability estimator, and confidence bounds are provided.
• Exploratory Data Plots
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The Response-sequence plot summarizes a univariate data set. It provides a plot of
an output response with respect to the index of the Monte Carlo run.
The AVG-sequence plot shows the evolution of the mean value estimator versus the
index of the Monte Carlo run. This plot is available by adding the argument
MONITOR to the .MC statement.
The STD-sequence plot shows the evolution of the standard deviation estimator
versus the index of the Monte Carlo run. This plot is available by adding the
argument MONITOR to the .MC statement.
In this section:
Histogram Annotations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 510
Cumulative Distribution Function (CDF) Annotations . . . . . . . . . . . . . . . . . . . . . . . . . . 511
Eldo® User's Manual, 15.3 509