eldo_user

Monte Carlo Analysis
Obsolete Features
If the specified values MINUS_HALF_RANGE,PLUS_HALF_RANGE are different (in
absolute value), the resulting distribution will no longer be uniform. An example is given
Figure 11-23 in top-left plot, where the support of the distribution is the union of two
contiguous intervals of different length: [2, 5] and [5, 10]. The points are uniformly sampled in
each intervals.
For NOR distributions, if MINUS_3SIGMA_VALUE,PLUS_3SIGMA_VALUE have the same
absolute value, then the distribution is a Gaussian distribution with mean value NOM_VALUE,
and a standard deviation of ABS(MINUS_3SIGMA_VALUE)/3 or
ABS(PLUS_3SIGMA_VALUE)/3. The samples from this distribution are generated from a
centered and reduced truncated normal distribution where the interval of truncation is [−3, 3].
Note
When using this notation, it is key to understand that what is given is the 3-sigma value, not
the 1-sigma value.
It is also possible to specify different values for the 3-sigma bounds of the NOR distribution. An
example is given Figure 11-23 in top-right plot.
Note
When the nominal value is not zero, it is possible to specify percentages instead of absolute
values for the bounds. In this case the percentages must be understood as percentages of the
nominal value.
Examples
• The following syntax gives a Gaussian distribution with mean value 0, and standard
deviation (1-sigma) equal to 4 (12/3). The values taken by P1 will vary between -12 and
12.
.PARAM P1=(0) LOT=(NOR, -12, 12)
• The following syntax specifies a distribution with a longer right tail compared to the left
tail:
.PARAM P2=(5) LOT=(NOR, -3, 5)
See Figure 11-23 in top-right plot.
• Using the following syntax, the parameter will take values between 180 and 220. Its
mean value will be 200, and its standard deviation will be 20/3.
.PARAM P3=(200) LOT=(NOR, -10%, 10%)
550
Eldo® User's Manual, 15.3