The type of analysis we choose to use depends on exactly what we intend to explore. TheMonte Carlo (MCA) method, which can be applied to a sensitivity analysis (SA) and anuncertainty analysis (UA), is based on the random selection of a random variablegenerated by all the input parameters X. This paper discusses a realistic model ofa window and is focused on the uncertainties of the input and a sensitivity analysis of theoutput parameters - a window is a heat transfer coefficient. A case study is described toevaluate the necessity of the use of uncertainty and sensitivity analyses.