Dictionary · Uncertainty
Monte Carlo method (uncertainty)
Propagation of probability distributions through a measurement model by repeated random sampling, per JCGM 101:2008. Preferred when the model is strongly non-linear or distributions are non-normal.
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Coverage interval
The interval containing the set of true quantity values of a measurand with a stated probability, based on available information — unlike a classical confidence interval, not necessarily centred on the measured value.
VIM (JCGM 200:2012) 2.36
Standard measurement uncertainty
Measurement uncertainty expressed as a standard deviation, denoted u — the common currency into which all components are converted before combination.
VIM (JCGM 200:2012) 2.30
Triangular distribution
A probability distribution rising linearly to a peak midway between limits ±a. Used when values near the centre are more likely; its standard uncertainty is a/√6.
GUM (JCGM 100:2008) 4.3.9
Rectangular distribution
A probability distribution assigning equal likelihood everywhere between limits ±a. Used for Type B components where only limits are known; its standard uncertainty is a/√3.
GUM (JCGM 100:2008) 4.3.7
Welch–Satterthwaite formula
The formula for estimating the effective degrees of freedom of a combined standard uncertainty from the degrees of freedom of its components — used to select a coverage factor from the t-distribution.
GUM (JCGM 100:2008) G.4
Measurement function
The function whose output value, computed from the input quantity values, is the measured value of the output quantity — Y = f(X₁, …, Xₙ) when the model can be solved explicitly.
VIM (JCGM 200:2012) 2.49