NDLI: A two-stage Monte Carlo approach to the expression of uncertainty with finite sample sizes

Content Provider	IEEE Xplore Digital Library
Author	Crowder, S.V. Moyer, R.D.
Copyright Year	2004
Description	Author affiliation: Stat. Dept., Sandia Nat. Labs., Albuquerque, NM (Crowder, S.V.)
Abstract	Proposed supplement I to the GUM outlines a "propagation of distributions" approach to deriving the distribution of a measurand for any non-linear function and for any set of random inputs. The supplement's proposed Monte Carlo approach assumes that the distributions of the random inputs are known exactly. This implies that the sample sizes are effectively infinite. In this case, the mean of the measurand can be determined precisely using a large number of Monte Carlo simulations. In practice, however, the distributions of the inputs will rarely be known exactly, but must be estimated using possibly small samples. If these approximated distributions are treated as exact, the uncertainty in estimating the mean is not properly taken into account. In this paper, we propose a two-stage Monte Carlo procedure that explicitly takes into account the finite sample sizes used to estimate parameters of the input distributions. We will illustrate the approach with a case study involving the efficiency of a thermistor mount power sensor. The performance of the proposed approach will be compared to the standard GUM approach for finite samples using simple non-linear measurement equations. We will investigate performance in terms of coverage probabilities of derived confidence intervals
Sponsorship	IEEE Instrumentation and Measurement Soc
Starting Page	52
Ending Page	56
File Size	120558
Page Count	5
File Format	PDF
ISBN	0780389794
DOI	10.1109/AMUEM.2005.1594604
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2005-05-13
Publisher Place	Canada
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Monte Carlo methods Uncertainty Nonlinear equations Measurement standards Input variables Laboratories Statistical distributions Thermistors Thermal sensors Size measurement
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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