Fundamentals

• Probability distributions
  • (Pseudo-)random samples
  • Random seed
  • Probability density function
  • Cumulative probability function
  • Statistical moments
  • Truncation
  • Multivariate variables
  • Rosenblatt transformation
  • User-defined distributions
• Quasi-random samples
  • Low-discrepancy sequences
  • Antithetic variate
  • Latin hyper-cube sampling
• Quadrature integration
  • Gaussian quadrature
  • Weightless quadrature
  • Smolyak sparse-grid
• Descriptive statistics
  • Expected value
  • Higher order moments
  • Conditional mean
  • Sensitivity analysis
  • Percentile
  • Quantity of interest