  In a model of the form $Y=h(X_1,\ldots,X_d)$ where the goal is to estimate a
parameter of the probability distribution of $Y$, we define new sensitivity
indices which quantify the importance of each variable $X_i$ with respect to
this parameter of interest. The aim of this paper is to define {\it goal
oriented sensitivity indices} and we will show that Sobol indices are
sensitivity indices associated to a particular characteristic of the
distribution $Y$. We name the framework we present as {\it Goal Oriented
Sensitivity Analysis} (GOSA).
