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

被引:0
|
作者
M. G. Cox
机构
[1] National Physical Laboratory,
关键词
Monte Carlo Method; European Physical Journal Special Topic; Standard Uncertainty; Coverage Probability; Input Quantity;
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学科分类号
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:9
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