Abstract: Sensitivity analysis quantifies the uncertainty in an input-output system by measuring the influence of the inputs on the output. This article presents a new sensitivity index by permuting the observations of an input. The proposed index is related to a statistical problem of testing the significance of the input, and thus possesses some frequentist properties that the current sensitivity analysis methods do not have. Numerical simulations and an application are presented to illustrate the proposed method.

Key words and phrases: Kriging, permutation test, significance, Sobol' index, uncertainty quantification.