Global sensitivity analysis (GSA) is a useful tool to evaluate the influence of input variables in the whole distribution range. Variance-based methods and moment-independent methods are widely studied and popular GSA techniques despite their several shortcomings. Since probability weighted moments (PWMs) include more information than classical moments and can be accurately estimated from small samples, a novel global sensitivity measure based on PWMs is proposed. Then, two methods are introduced to estimate the proposed measure, i.e., double-loop-repeated-set numerical estimation and double-loop-single-set numerical estimation. Several numerical and engineering examples are used to show its advantages.

中文翻译：

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基于概率加权矩的新型全球敏感性测度

全局敏感性分析（GSA）是评估输入变量在整个分布范围内影响的有用工具。尽管基于方差的方法和独立于矩的方法存在一些缺点，但它们已被广泛研究并成为流行的GSA技术。由于概率加权矩（PWM）比经典矩包含更多的信息，并且可以从少量样本中准确估算出来，因此提出了一种基于PWM的新型全局灵敏度度量。然后，介绍了两种估计方法，即双环重复集数值估计和双环单集数值估计。几个数值和工程实例用于说明其优势。