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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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
Combined standard measurement uncertainty
The standard uncertainty obtained from the individual standard uncertainties (and covariances) of the input quantities through the measurement model — root-sum-of-squares in the uncorrelated case, denoted u꜀.
VIM (JCGM 200:2012) 2.31
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
Sensitivity coefficient
The partial derivative ∂f/∂xᵢ of the measurement model with respect to an input quantity, evaluated at the estimates: it converts an input standard uncertainty into its contribution to the uncertainty of the result.
GUM (JCGM 100:2008) 5.1.3
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
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