Evaluation of Uncertainty Using Monte Carlo simulations

  1. French College of Metrology
  1. M. Désenfant1,
  2. N. Fischer1,
  3. B. Blanquart2 and
  4. N. Bédiat2

Published Online: 3 FEB 2010

DOI: 10.1002/9780470611371.ch55

Transverse Disciplines in Metrology

Transverse Disciplines in Metrology

How to Cite

French College of Metrology (2009) Evaluation of Uncertainty Using Monte Carlo simulations, in Transverse Disciplines in Metrology, ISTE, London, UK. doi: 10.1002/9780470611371.ch55

Author Information

  1. 1

    Laboratoire national de métrologie et d'essais (LNE)

  2. 2

    Centre Technique des Industries Aérauliques et Thermiques (CETIAT)

Publication History

  1. Published Online: 3 FEB 2010
  2. Published Print: 1 JAN 2009

ISBN Information

Print ISBN: 9781848210486

Online ISBN: 9780470611371

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Keywords:

  • propagation law;
  • monte carlo method;
  • expanded uncertainty;
  • data set;
  • propagation

Summary

The supplement 1 to the GUM, dealing with the evaluation of uncertainty using the propagation of distributions, will be published this year. This supplement, based on a Monte Carlo method (MCM), allows us to deal with the evaluation of uncertainty even when the hypotheses of the law of propagation of uncertainty (LPU) are not verified. We describe the different steps of the MCM and its advantages. Then to illustrate the method, we present two examples in the fields of metrology and testing and we compare the results given by both methods.