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

Abstract

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.

Keywords

• uncertainty of measurement
• Monte Carlo method
• correlation