Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

The article introduces quantile deviation l as a new sensitivity measure based on the difference between superquantile and subquantile. New global indices square of are presented. proposed compared with quantile-oriented subordinated to contrasts classical Sobol indices. comparison is performed in case study using non-linear mathematical function, output which represents elastic resistance slender steel member under compression. has random imperfections that reduce its load-carrying capacity. length deterministic parameter significantly changes effects input imperfections. results three types analyses shows rationality indices, have good properties similar Sensitivity least comprehensible because they exhibit strongest interaction inputs. However, total all lead approximately same conclusions. similarity two analysis confirms empathetic structural reliability variance one important characteristics influencing low resistance.