Cover: A "Propagative" Approach to Sensitivity Analysis

A "Propagative" Approach to Sensitivity Analysis

Published 1990

by Jeff Rothenberg, Norman Shapiro, Charlene A. Hefley


Download Free Electronic Document

FormatFile SizeNotes
PDF file 0.7 MB

Use Adobe Acrobat Reader version 10 or higher for the best experience.


Purchase Print Copy

 Format Price
Add to Cart Paperback7 pages $20.00

Large-scale simulations often involve huge numbers of parameters, making it prohibitive to run more than a tiny fraction of all potentially relevant cases. Sensitivity analysis attempts to show how responsive the results of a simulation are to changes in its parameters: this is an important tool for promoting confidence in a simulation and making its results credible. However, the computational cost of traditional approaches to sensitivity analysis prevents its use in many cases. The authors show that this cost is logically unnecessary and can be largely avoided by propagating and combining sensitivities during a computation, rather than recomputing them. They describe this "propagative" approach to sensitivity analysis and present the algorithm they have implemented to explore its potential.

This report is part of the RAND note series. The note was a product of RAND from 1979 to 1993 that reported other outputs of sponsored research for general distribution.

This document and trademark(s) contained herein are protected by law. This representation of RAND intellectual property is provided for noncommercial use only. Unauthorized posting of this publication online is prohibited; linking directly to this product page is encouraged. Permission is required from RAND to reproduce, or reuse in another form, any of its research documents for commercial purposes. For information on reprint and reuse permissions, please visit

RAND is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.