Returns the value of the Product function
y = nisp_product ( x )
a np-by-nx matrix of doubles, where np is the number of experiments, and nx=2.
a np-by-1 matrix of doubles
This function returns the value of the Product function.
This function is defined by
where X1 and X2 are two normal random variables: * a normal random variable with mean mu1 and standard deviation sigma1. * a normal random variable with mean mu2 and standard deviation sigma2.
mu1 = 1.5; sigma1 = 0.5; mu2 = 3.5; sigma2 = 2.5; np = 1000; // Define a sampling for x1. u = grand(np,1,"def"); x1 = cdfnor("X",mu1*ones(np,1),sigma1*ones(np,1),u,1-u); // Define a sampling for x2. u = grand(np,1,"def"); x2 = cdfnor("X",mu2*ones(np,1),sigma2*ones(np,1),u,1-u); // Merge the two samplings x = [x1 x2]; // Perform the experiments y = nisp_product (x); mean(y) expected = mu1*mu2
"Sensitivity analysis in practice", Saltelli, Tarantolla, Compolongo, Ratto, Wiley, 2004
"An importance quantification technique in uncertainty analysis for computer models", Ishigami, Homma, 1990, Proceedings of the ISUMA'90. First international symposium on uncertainty modelling and Analysis, University of Maryland, USA, pp. 398-403.