Resumen de When Is a Sensitivity Parameter Exactly That?

Paul Gustafson, Lawrence C. McCandless

• Sensitivity analysis is used widely in statistical work. Yet the notion and properties of sensitivity parameters are often left quite vague and intuitive. Working in the Bayesian paradigm, we present a definition of when a sensitivity parameter is “pure,” and we discuss the implications of a parameter meeting or not meeting this definition. We also present a diagnostic with which the extent of violations of purity can be visualized.