This thesis explores the sensitivity and robustness of the Newsvendor, a fundamental model in inventory management. Despite its importance, a comprehensive analysis addressing the model's robustness to variations in distribution and economic parameters is still missing: existing literature focuses on specific scenarios, overlooking a general view of model sensitivity. Through an experimental methodology and a simulative approach, this study first verifies simulation reliability with known distributions. Then, it tests the theoretical model in counterintuitive scenarios, confirming that the cumulative probability of the demand distribution, linked to the optimal quantity, is function only of the economic parameters and it is independent from the distribution shape.