Propagation of uncertainties in measurements using generalized inference

Wang, C M; Iyer, Hari

doi:10.1088/0026-1394/42/2/010

Cited by 34 publications

(42 citation statements)

References 9 publications

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“…Some authors already take this view when discussing methods of uncertainty calculation (e.g. : [3][4][5]). Using success-rate as a performance measure is reminiscent of the use of level-of-confidence in frequentist statistics.…”

Section: Numerical Applicationmentioning

confidence: 99%

Evaluating methods of calculating measurement uncertainty

Hall

2008

Metrologia

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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 the Guide 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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Section: Numerical Applicationmentioning

confidence: 99%

Evaluating methods of calculating measurement uncertainty

Hall

2008

Metrologia

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“…Statistical procedures based on fiducial inference have been developed for various applications in metrology, for example, see [11][12][13][14]. In this approach a probability distribution, called the fiducial distribution, for the parameters of interest conditional on the data is obtained based on the structural equation that relates the measurements with model parameters and error processes whose distributions are fully known.…”

Section: Generalized Fiducial Inferencementioning

confidence: 99%

Fiducial approach for assessing agreement between two instruments

Wang

Iyer

2008

Metrologia

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This paper presents an approach for making inferences about the intercept and slope of a linear regression model when both variables are subject to measurement errors. The approach is based on the principle of fiducial inference. A procedure is presented for computing uncertainty regions for the intercept and slope that can be used to assess agreement between two instruments. Computer codes for performing these calculations, written using open-source software, are listed.

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“…As Gleser (1998) stated, this usage represents methodology that is neither totally frequentist nor totally Bayesian, but can be viewed as an approximate solution to a frequentist or a Bayesian inference problem. (For further discussion of this area, see Kacker and Jones 2003;Wang and Iyer 2005. ) In the analysis of key comparison experiments, the pilot laboratory receives the valuesȳ and the uncertainties u(y) from all of the participants.…”

Section: The Measurement Modelmentioning

confidence: 99%

Bayesian Approaches to Calculating a Reference Value in Key Comparison Experiments

Toman¹

2007

Technometrics

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International experiments called key comparisons pose an interesting statistical problem: estimation of a quantity called a reference value. This estimator can take many possible forms; so far, none has been accepted as a standard. Recently, this topic has received much international attention. In this article it is argued that a fully Bayesian approach to this problem is compatible with the current practice of metrology and can be used to create models for the varied properties and assumptions of these experiments.

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Propagation of uncertainties in measurements using generalized inference

Cited by 34 publications

References 9 publications

Evaluating methods of calculating measurement uncertainty

Evaluating methods of calculating measurement uncertainty

Fiducial approach for assessing agreement between two instruments

Bayesian Approaches to Calculating a Reference Value in Key Comparison Experiments

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