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  3. Системи обробки інформації
  4. 5(79)'2009
  5. Some considerations about validity of a Monte-Carlo method for evaluating measurement uncertainty

Some considerations about validity of a Monte-Carlo method for evaluating measurement uncertainty

V. V. Novikov , Y. A. Timoshenko
Системи обробки інформації. — 2009. — № 5(79). — С. 47-49.
УДК 519.00.00
Мова статті: англійська
Анотації на мовах:

Uncertainty calculation task is discussed in the paper. Monte-Carlo method for uncertainty evaluation is covered. It is used for uncertainty evaluation of a proposed measurement scenario. In order to validate the Monte-Carlo method, long-run success rate estimation procedure is presented. Application of such procedure showed unexpected invalid results of uncertainty evaluation. A modification of the Monte-Carlo method is proposed that appears to deliver more valid results.
Ключові слова: measurement uncertainty, valid solution, numerical methods, Monte-Carlo method
Інформація про авторів публікації:
Reference:
Novikov, V. V. and Timoshenko, Y. A. (2009), Some considerations about validity of a Monte-Carlo method for evaluating measurement uncertainty, Information Processing Systems, No. 5(79), pp. 47-49