https://doi.org/10.1140/epjst/e2009-01048-0
Propagation of distributions by a Monte Carlo method, with an application to ratio models
National Physical Laboratory, Teddington, Middlesex, TW11 0LW, UK
Corresponding author: This email address is being protected from spambots. You need JavaScript enabled to view it.
Abstract
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.
© EDP Sciences, Springer-Verlag, 2009
