ISO/IEC GUIDE 98-3:2008/Suppl 1:2008
Uncertainty of measurement Part 3: Guide to the expression of uncertainty in measurement (GUM:1995) Supplement 1: Propagation of distributions using a Monte Carlo method

Standard No.

ISO/IEC GUIDE 98-3:2008/Suppl 1:2008

Release Date

2008

Published By

International Organization for Standardization (ISO)

Status

Be replaced

Replace By

ISO/IEC Guide 98-3:2008/Suppl 2:2011

Latest

ISO/IEC Guide 98-3:2008/Suppl 2:2011

Scope

This Supplement provides a general numerical approach, consistent with the broad principles of the GUM [ISO/IEC Guide 98-3:2008, G.1.5], for carrying out the calculations required as part of an evaluation of measurement uncertainty. The approach applies to arbitrary models having a single output quantity where the input quantities are characterized by any specified PDFs [ISO/IEC Guide 98-3:2008, G.1.4, G.5.3]. As in the GUM, this Supplement is primarily concerned with the expression of uncertainty in the measurement of a well-defined physical quantity—the measurand—that can be characterized by an essentially unique value [ISO/IEC Guide 98-3:2008, 1.2]. This Supplement also provides guidance in situations where the conditions for the GUM uncertainty framework [ISO/IEC Guide 98-3:2008, G.6.6] are not fulfilled, or it is unclear whether they are fulfilled. It can be used when it is difficult to apply the GUM uncertainty framework, because of the complexity of the model, for example. Guidance is given in a form suitable for computer implementation. This Supplement can be used to provide (a representation of) the PDF for the output quantity from which a) an estimate of the output quantity, b) the standard uncertainty associated with this estimate, and c) a coverage interval for that quantity, corresponding to a specified coverage probability can be obtained. Given (i) the model relating the input quantities and the output quantity and (ii) the PDFs characterizing the input quantities, there is a unique PDF for the output quantity. Generally, the latter PDF cannot be determined analytically. Therefore, the objective of the approach described here is to determine a), b), and c) above to a prescribed numerical tolerance, without making unquantified approximations. For a prescribed coverage probability, this Supplement can be used to provide any required coverage interval, including the probabilistically symmetric coverage interval and the shortest coverage interval. This Supplement applies to input quantities that are independent, where each such quantity is assigned an appropriate PDF, or not independent, i.e. when some or all of these quantities are assigned a joint PDF. Typical of the uncertainty evaluation problems to which this Supplement can be applied include those in which -the contributory uncertainties are not of approximately the same magnitude [ISO/IEC Guide 98-3:2008, G.2.2], -it is difficult or inconvenient to provide the partial derivatives of the model, as needed by the law of propagation of uncertainty [ISO/IEC Guide 98-3:2008, Clause 5], -the PDF for the output quantity is not a Gaussian distribution or a scaled and shifted t-distribution [ISO/IEC Guide 98-3:2008, G.6.5], -an estimate of the output quantity and the associated standard uncertainty are approximately of the same magnitude [ISO/IEC Guide 98-3:2008, G.2.1], -the models are arbitrarily complicated [ISO/IEC Guide 98-3:2008, G.1.5], and -the PDFs for the input quantities are asymmetric [ISO/IEC Guide 98-3:2008, G.5.3]. A validation procedure is provided to check whether the GUM uncertainty framework is applicable. The GUM uncertainty framework remains the primary approach to uncertainty evaluation in circumstances where it is demonstrably applicable. It is usually sufficient to report measurement uncertainty to one or perhaps two significant decimal digits. Guidance is provided on carrying out the calculation to give reasonable assurance that in terms of the information provided the reported decimal digits are correct. Detailed examples illustrate the guidance provided. This document is a Supplement to the GUM and is to be used in conjunction with it. Other approaches generally consistent with the GUM may alternatively be used. The audience of this Supplement is that of the GUM.

ISO/IEC GUIDE 98-3:2008/Suppl 1:2008 Referenced Document

• ISO/IEC GUIDE 98-3:2008 Uncertainty of measurement — Part 3: Guide to the expression of uncertainty in measurement (GUM:1995)
• ISO/IEC GUIDE 99:2007 International vocabulary of metrology - Basic and general concepts and associated terms (VIM)

ISO/IEC GUIDE 98-3:2008/Suppl 1:2008 history

• 2011 ISO/IEC Guide 98-3:2008/Suppl 2:2011 Uncertainty of measurement — Part 3: Guide to the expression of uncertainty in measurement (GUM:1995) — Supplement 2: Extension to any number of output quantities
• 2008 ISO/IEC GUIDE 98-3:2008/Suppl 1:2008 Uncertainty of measurement Part 3: Guide to the expression of uncertainty in measurement (GUM:1995) Supplement 1: Propagation of distributions using a Monte Carlo method
• 2008 ISO/IEC GUIDE 98-3:2008 Uncertainty of measurement — Part 3: Guide to the expression of uncertainty in measurement (GUM:1995)