A scalar model output Y is assumed to depend deterministically on a set of stochastically independent input vectors
of different dimensions. The composition of the variance of Y is considered; variance components of particular relevance
for uncertainty analysis are identified. Several analysis of variance designs for estimation of these variance components
are discussed. Classical normal-model theory can suggest optimal designs. The designs can be implemented with various
sampling methods: ordinary random sampling, latin hypercube sampling and scrambled quasi-random sampling. Some
combinations of design and sampling method are compared in two small-scale numerical experiments. @ 1999 Elsevier
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