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Global Sensitivity Analysis: The Primer Andrea Saltelli, Marco Ratto, Terry Andres, Francesca Campolongo, Jessica Cariboni, Debora Gatelli, Michaela Saisana, Stefano Tarantola Wiley, 2008, xii + 292 pages, £ 55. 00 /€ 74. 30 / US 110. 00, hardcover ISBN: 978-0-470-05997-5 Readership: Postgraduate students and practitioners in statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics; engineers working on risk analysis and financial analysts concerned with pricing and hedging. This book is written by leading sensitivity analysis practitioners with mainly computer science and mathematical backgrounds. It aims to provide an easy-to-read and self-contained treatment of the subject, covering global methods, sensitivity measures and how they may help find more robust or parsimonious models. It takes a practical approach with motivation for sensitivity analysis, reviews required statistical concepts, and provides a guide to potential applications. Chapter 4 and each section of chapters 1, 2, 3 and 5 present lists of questions in the very beginning to draw the reader's attention, and then answer the questions to introduce the ideas and methods. It contains suitable examples and exercises to help understand the material and illustrate the applications. Each of the first five chapters has solutions to the exercises and chapter six presents a collection of examples taken from various areas. This book focuses on global methods. It does not mention existing research on local methods of statistical diagnostics, say the work in the book Sensitivity Analysis in Linear Regression, by S. Chatterjee and A. S. Hadi (1988, Wiley), nor the work based on Jacobians in Matrix Differential Calculus with Applications in Statistics and Econometrics, second ed. by J. R. Magnus and H. Neudecker (1999, Wiley). However, it is a welcome addition to its sister volume Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models by A. Saltelli, S. Tarantola, F. Campolongo and M. Ratto (2004, Wiley).
Shuangzhe Liu (Mon,) studied this question.