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In metrology, measurement uncertainty is the expression of the statistical dispersion of the values attributed to a quantity measured on an interval or ratio scale.. All measurements are subject to uncertainty and a measurement result is complete only when it is accompanied by a statement of the associated uncertainty, such as the standard deviation.
Evaluation of measurement data – Supplement 1 to the "Guide to the expression of uncertainty in measurement" – Propagation of distributions using a Monte Carlo method. JCGM 102:2011. Evaluation of measurement data – Supplement 2 to the "Guide to the expression of uncertainty in measurement" – Extension to any number of output quantities.
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Figure 1. Schematic representation of uncertainty analysis and sensitivity analysis. In mathematical modeling, uncertainty arises from a variety of sources - errors in input data, parameter estimation and approximation procedure, underlying hypothesis, choice of model, alternative model structures and so on.
Measurement errors can be divided into two components: random and systematic. [2] Random errors are errors in measurement that lead to measurable values being inconsistent when repeated measurements of a constant attribute or quantity are taken. Random errors create measurement uncertainty.
An approach to inverse uncertainty quantification is the modular Bayesian approach. [7] [17] The modular Bayesian approach derives its name from its four-module procedure. Apart from the current available data, a prior distribution of unknown parameters should be assigned. Module 1: Gaussian process modeling for the computer model
In physical experiments uncertainty analysis, or experimental uncertainty assessment, deals with assessing the uncertainty in a measurement.An experiment designed to determine an effect, demonstrate a law, or estimate the numerical value of a physical variable will be affected by errors due to instrumentation, methodology, presence of confounding effects and so on.
The measurement uncertainty budget is determined once and remains constant. With a constant measurement uncertainty budget, complete data records can now be acquired. The measurement uncertainty applies to every single measurement point. If the measurement uncertainty is constant, this simplifies the further processing based on the data records.