Dictionary · Uncertainty

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.

Source
GUM (JCGM 100:2008) G.4
Discipline
Uncertainty

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Related terms

More from Uncertainty

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

Type A evaluation of measurement uncertainty

Evaluation of a component of uncertainty by statistical analysis of measured values obtained under defined conditions — e.g. the standard deviation of the mean of repeated readings.

VIM (JCGM 200:2012) 2.28

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

Input quantity in a measurement model

A quantity that must be measured, or whose value can be otherwise obtained, to calculate a measured value of the measurand.

VIM (JCGM 200:2012) 2.50

Expanded measurement uncertainty

The product of a combined standard uncertainty and a coverage factor greater than one: U = k·u꜀. With k = 2 the coverage probability is about 95 % for a normal distribution.

VIM (JCGM 200:2012) 2.35

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