| Article ID: | iaor20125753 |
| Volume: | 107 |
| Issue: | 3 |
| Start Page Number: | 149 |
| End Page Number: | 156 |
| Publication Date: | Nov 2012 |
| Journal: | Reliability Engineering and System Safety |
| Authors: | Plischke Elmar |
| Keywords: | cusum charts, sensitivity analysis, correlation |
We consider correlation ratios as estimators for first order sensitivity indices from given data. The computation is simplified by the introduction of the cumulative sum of the normalised reordered output. Ideas for the estimation using interpolation are also discussed.