<< nisp_ishigamisa Test Functions nisp_productsa >>

NISP >> NISP > Test Functions > nisp_product

nisp_product

Returns the value of the product function

Calling Sequence

y = nisp_product ( x )

Parameters

x:

a np-by-nx matrix of doubles, where np is the number of experiments, and nx=2.

y:

a np-by-1 matrix of doubles

Description

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.

Examples

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

Authors

Bibliography

"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.

<< nisp_ishigamisa Test Functions nisp_productsa >>