Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Variance based methods have assessed themselves as versatile and effective among the various available techniques for sensitivity analysis of model output. Practitioners can in principle describe the sensitivity pattern of a model Y=f(X1,X2,…,Xk) with k uncertain input factors via a full decomposition of the variance V of Y into terms depending on the factors and their interactions. More often practitioners are satisfied with computing just k...