Uncertainty analysis

Uncertainty analysis

In physical experiments uncertainty analysis - or experimental uncertainty assessment - deals with assessing the uncertainty in a measurement. An experiment aimed to determine an effect, demostrate a law, or determine the numerical value of a physical variable will be affected from errors due to instrumentation, methodology, presence of confounding effects and so on. Experimental uncertainty estimates are needed to assess the confidence in the results. [ [http://www.engineering.uiowa.edu/~cfd/pdfs/References/uncert.pdf Summary of experimental uncertainty assessment methodology with example] ] A related field is Design of experiments.

Likewise in numerical experiment and modelling uncertainty analysis draws upon a number of technique for determining the reliability of model predictions, accounting for various sources of uncertainty in model input and design. [ [http://www.floodrisknet.org.uk/methods/MethodologiesForUncertaintyAnalysis Methodologies for uncertainty analysis] ] A related field is sensitivity analysis.

References

Bibliography

*Etienne de Rocquigny, Nicolas , Devictor, Stefano, Tarantola (Editors), Uncertainty in Industrial Practice: A Guide to Quantitative Uncertainty Management, Wiley & Sons Publishers, 2008.
*J.C. Helton, J.D. Johnson, C.J. Salaberry, and C.B. Storlie, 2006, Survey of sampling based methods for uncertainty and sensitivity analysis. Reliability Engineering and System Safety, 91:1175-1209.
*Santner, T. J.; Williams, B. J.; Notz, W.I. Design and Analysis of Computer Experiments; Springer-Verlag, 2003.


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