Various sampling methods are available for this type of analysis, ranging from the straightforward "crude" Monte Carlo method, which utilizes a pseudo-random generator to approximate a uniform distribution, to more advanced techniques specifically designed for multivariate distribution sampling. Such specialized methods include Latin Hypercube Sampling and Sobol sequences . It is worth noting that, theoretically, quasi-Monte Carlo methods such as Sobol sequences are low-discrepancy and therefore converge as integral approximations at a rate of