On a Monte Carlo method for measurement uncertainty evaluation and its implementation

Abstract

The ‘Guide to the Expression of Uncertainty in Measurement’ (GUM) provides a framework and procedure for evaluating and expressing measurement uncertainty. The procedure has two main limitations. Firstly, the way a coverage interval is constructed to contain values of the measurand with a stipulated coverage probability is approximate. Secondly, insufficient guidance is given for the multivariate case in which there is more than one measurand. In order to address these limitations, two specific guidance documents (or ‘Supplements to the GUM’) on, respectively, a Monte Carlo method for uncertainty evaluation (Supplement 1) and extensions to any number of measurands (Supplement 2) have been published. A further document on developing and using measurement models in the context of uncertainty evaluation (Supplement 3) is also planned, but not considered in this paper.An overview is given of these guidance documents. In particular, a Monte Carlo method, which is the focus of Supplements 1 and 2, is described as a numerical approach to implement the ‘propagation of distributions’ formulated using the ‘change of variables formula’. Although applying a Monte Carlo method is conceptually straightforward, some of the practical aspects of using the method are considered, such as the choice of the number of trials and ensuring an implementation is memory-efficient. General comments about the implications of using the method in measurement and calibration services, such as the need to achieve transferability of measurement results, are made.