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Checking uncertainty calculation validity

Using simulation to check uncertainty calculations

B D Hall

Meas. Sci. Technol., 2011, 025105 (10pp)

Abstract

A simulation approach is described for testing the performance of uncertainty calculations based on the Guide to the Expression of Uncertainty in Measurement (GUM) 1st edn (Sèvres, Paris: BIPM Joint Committee for Guides in Metrology). Performance is measured in terms of the long-run success rate of an uncertainty calculation when applied to many simulated independent measurements. An individual calculation is deemed successful if the uncertainty interval obtained covers the measurand used in the simulation. Several examples, including two from the GUM, illustrate the approach. Software implementing the method is described in detail. Simulation is a practical method that can provide useful insights into specific measurement problems when there is any doubt about the validity of GUM calculations.

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Evaluating methods of calculating measurement uncertainty

B D Hall

Metrologia, 2008, 45, L5-L6

Abstract

This communication demonstrates the need for independent validation when an uncertainty calculation procedure is applied to a particular type of measurement problem. A simple measurement scenario is used to highlight differences in the performance of two general methods of uncertainty calculation, one from theGuide to the Expression of Uncertainty in Measurement (GUM) and one from Supplement 1 to the 'Guide to the Expression of Uncertainty in Measurement'—Propagation of Distributions using a Monte Carlo method. The performance of these methods is investigated in terms of the long-run success rate when applied to many simulated measurements in the scenario. An individual application of the method is deemed successful if an uncertainty interval containing the measurand is obtained. The alternative approach to validation taken in the Supplement, that an uncertainty interval calculated by a Monte Carlo method can be used to validate the GUM method, is not consistent with the results of this study.

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Assessing the Performance of Uncertainty Calculations by Simulation

B D Hall

Microwave Measurement Symposium, 2009, 74th ARFTG Meeting

Abstract

Some RF and microwave measurements pose difficulties for uncertainty calculations. A case in point is when the magnitude of the complex reflection coefficient of a weakly reflecting device is measured, such as a load or power sensor. To investigate this, simulations are used to generate a large number of independent sets of data for testing different calculation methods. We find that, while several standard methods of calculating uncertainty perform badly, a simple ad hoc modification can overcome these problems. The study shows that the simulation approach is a pragmatic way of assessing uncertainty calculation performance.

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