JCGM 101:2008

Evaluation of measurement data — Supplement 1 to the “Guide to the expression of uncertainty in measurement” — Propagation of distributions using a Monte Carlo method

Évaluation des données de mesure — Supplément 1 du “Guide pour l’expression de l’incertitude de mesure” — Propagation de distributions par une méthode de Monte Carlo

Abstract

This Supplement to the “Guide to the expression of uncertainty in measurement” (GUM) is concerned with the propagation of probability distributions through a mathematical model of measurement [GUM:1995 3.1.6] as a basis for the evaluation of uncertainty of measurement, and its implementation by a Monte Carlo method. The treatment applies to a model having any number of input quantities, and a single output quantity.

DOI: 10.59161/JCGM101-2008