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.

Source
JCGM 101:2008
Discipline
Uncertainty

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Related terms

More from Uncertainty

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

Measurement uncertainty

A non-negative parameter characterizing the dispersion of the quantity values being attributed to a measurand, based on the information used — the quantitative expression of doubt about a result.

VIM (JCGM 200:2012) 2.26

Measurement model

The mathematical relation among all quantities known to be involved in a measurement, of the general form f(Y, X₁, …, Xₙ) = 0.

VIM (JCGM 200:2012) 2.48

Coverage probability

The probability that the set of true quantity values of a measurand is contained within a specified coverage interval — commonly 95 % in calibration practice.

VIM (JCGM 200:2012) 2.37

Output quantity in a measurement model

The quantity whose measured value is calculated from the input quantity values using the model — the measurand's seat in the mathematics.

VIM (JCGM 200:2012) 2.51

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