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.
a np-by-1 matrix of doubles
This function returns the value of the Product function.
This function is defined by
where X(i) is a random variable, for i=1,2,...,nx.
mu1 = 1.5; sigma1 = 0.5; mu2 = 3.5; sigma2 = 2.5; np = 1000; // Define a sampling for x1. x1 = distfun_normrnd(mu1,sigma1,np,1); // Define a sampling for x2. x2 = distfun_normrnd(mu2,sigma2,np,1); // 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.