Before revision:  In the present paper, we will fill in the gap and introduce risk measures for input uncertaintyin output analysis. We develop nested Monte Carlo estimators and construct (asymptotically valid) confidence intervals for risk measures of mean response.
After revision:  In the present paper, we will fill in the gap and introduce risk measures of mean response under input uncertainty, and propose a nested Monte Carlo estimators and construct (asymptotically valid) confidence intervals for risk measures of mean response.