Re: Monte Carlo Filtering-Sensitivity analysis. Model parameters need to be independe
Sorry if my question it is not clear. I am doing a sensitivity analysis to my model. It's a Monte-Carlo filtering (regionalized sensitivity analysis) . It's a method of sensitivity analysis that addresses the question, which parameter is most responsible for producing model results in the region of interest.
Does this methode assume that parameters (whose values are simulated ) must be independent?
Thanks