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  5. APPLICATION OF MONTE-CARLO SIMULATION FOR AN EVALUATING OF THE MESUREMENTS UNCERTAINTY

APPLICATION OF MONTE-CARLO SIMULATION FOR AN EVALUATING OF THE MESUREMENTS UNCERTAINTY

Zakharov I.P.,Vodotika S.V.
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The Monte Carlo procedure for evaluation of uncertainty in measurements is considered. The principle of modelling of joint distribution of two correlation quantities with any laws of distribution is offered. Algorithms of formation of the data array, distributed under Student's distribution, and also formations of the joint law of distribution of two correlated and non correlated quantities distributed under Student's distribution are developed. Formulas for determination of result of measurement and the expanded uncertainty are resulted. Algorithms of formation correlation and non correlation data arrays of the input quantity estimated on types A and В are developed.
Keywords: uncertainty in measurement, Monte Carlo simulation, correlation, standard uncertainty, expended uncertainty