Mirabi, Kolsoom; Arashi, Mohammad Mixed two-stage derivative estimator for sensitivity analysis. (English) Zbl 1365.62081 J. Math. Model. 5, No. 1, 41-52 (2017). Summary: In mathematical modeling, determining most influential parameters on outputs is of major importance. Thus, sensitivity analysis of parameters plays an important role in model validation. We give detailed procedure of constructing a new derivative estimator for general performance measure in Gaussian systems. We will take advantage of using score function and measure-value derivative estimators in our approach. It is shown that the proposed estimator performs better than other estimators for a dense class of test functions in the sense of having smaller variance. MSC: 62F10 Point estimation 91B30 Risk theory, insurance (MSC2010) Keywords:derivative estimator; infinitesimal perturbation analysis; measure-valued; risk analysis; score function; stochastic activity network PDFBibTeX XMLCite \textit{K. Mirabi} and \textit{M. Arashi}, J. Math. Model. 5, No. 1, 41--52 (2017; Zbl 1365.62081) Full Text: Link