Response Surface Methodology in Risk Analysis

The Response Surface Methodology as a general approach to the system identification is presented. The method organises several statistical techniques in order to provide an estimate of the p.d.f. of the output variable of the identified system as a function of the p.d.f.’s of the input variable, as the final result. In particular the following techniques are dealt with: the sensitivity analysis;the choice of the approximating function;the experimental design;the parameter estimation. A typical application is provided.