University of GuilanJournal of Mathematical Modeling2345-394X5120170601Mixed two-stage derivative estimator for sensitivity analysis4152221110.22124/jmm.2017.2211ENKolsoomMirabiDepartment of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, IranMohammadArashiDepartment of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, IranJournal Article20170516In 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.https://jmm.guilan.ac.ir/article_2211_654dd56a77eaa7c5441494a27081eb41.pdf