Virtual Library of Simulation Experiments:

Uncertainty Quantification Test Problems

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Oakley & O'Hagan (2002) 1-Dimensional Function

Description:

Dimensions: 1

This function is used by Oakley & O'Hagan (2002) as a simple illustrative example, in their paper on uncertainty analysis.

Input Distribution:

The distribution of the input random variable is: x ~ N(0, 4).

Code:

Reference:

Oakley, J., & O'Hagan, A. (2002). Bayesian inference for the uncertainty distribution of computer model outputs. Biometrika, 89(4), 769-784.

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For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.