Propagation of distributions by a Monte Carlo method, with an application to ratio models

被引:2
|
作者
Cox, M. G. [1 ]
机构
[1] Natl Phys Lab, Teddington TW11 0LW, Middx, England
来源
关键词
UNCERTAINTY;
D O I
10.1140/epjst/e2009-01048-0
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The GUM uncertainty framework, namely the law of propagation of uncertainty and the characterization of the measurand Y by a Gaussian distribution (or a scaled and shifted t-distribution), is seen as an approximate implementation of a fundamental concept, the propagation of distributions. This concept and a Monte Carlo method that implements it in a numerically controlled way are outlined. A family of models, relating to comparison measurement, and solvable analytically in algebraic form, is treated by both approaches to assess the degrees of approximation involved.
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页码:153 / 162
页数:10
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