Determination of Uncertainties for Correlated Input Quantities by the Monte Carlo Method

This paper presents the calculation of the uncertainty for distribution propagation by the Monte Carlo method for a measurement model with one output quantity. The procedure is shown on the basis of an example of the calculation of a rectangle by direct measurement of length by the same caliper. The...

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Bibliographic Details
Published in:Acta Polytechnica
Main Authors: Marcel Goliaš, Rudolf Palenčár
Format: Article
Language:English
Published: CTU Central Library 2012-01-01
Subjects:
Online Access:https://ojs.cvut.cz/ojs/index.php/ap/article/view/1590
Description
Summary:This paper presents the calculation of the uncertainty for distribution propagation by the Monte Carlo method for a measurement model with one output quantity. The procedure is shown on the basis of an example of the calculation of a rectangle by direct measurement of length by the same caliper. The measurements are correlated, and the uncertainties are calculated for three values of the correlation coefficients. Another part of the paper presents a validation of the law of propagation of uncertainties for distribution propagation by the Monte Carlo method.
ISSN:1210-2709
1805-2363