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Joint Committee for Guides in Metrology JCGM

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Evaluation of measurement data — Guide to

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uncertainty in measurement
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Évaluation des données de mesure — Guide pour l’incertitude de mesure


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COMMITTEE DRAFT
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The current status of this JCGM guidance document is Committee Draft. As


such the Working Group welcomes comments that are submitted via the Member
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Contents Page

Foreword . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Major changes since previous editions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

2 Scope ...................................................................... 2

3 Summary of procedure for evaluating and reporting uncertainty . . . . . . . . . . . . . . . . . . . . . 3


3.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
3.2 Modelling the measurement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
3.3 Evaluating input quantities, standard uncertainties and covariances . . . . . . . . . . . . . . . . . . . . . . 4
3.4 Evaluating the measurand and standard uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
3.5 Determining a coverage interval for the measurand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

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3.6 Reporting and recording measurement results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

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4 Normative references . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5 Terms and definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .


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6 Conventions and notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

7 Basic concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
7.1 Measurement and measurand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
7.2 Error, effect and correction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
7.3 From knowledge about quantities to probability distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
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7.4 Expectation, standard deviation and covariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12


7.5 Best estimate, standard measurement uncertainty and coverage interval . . . . . . . . . . . . . . . . . . . 12
7.6 Measurement result . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
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8 Modelling the measurement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
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8.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
8.2 Univariate models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
8.3 Input quantities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
8.4 Other modelling approaches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
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9 Evaluating input quantities, standard uncertainties and covariances . . . . . . . . . . . . . . . . . . 15


9.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
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9.2 Standard uncertainties and covariances obtained from statistical analysis of data . . . . . . . . . . . . 15
9.3 Standard uncertainties and covariances obtained from other knowledge . . . . . . . . . . . . . . . . . . . 19

10 Evaluating the measurand and standard uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25


10.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
10.2 Evaluating the measurand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
10.3 Replacement of a non-linear measurement model by an approximating linear model . . . . . . . . . . 25
10.4 Evaluating the uncertainty about the measurand: use of summary information . . . . . . . . . . . . . . 27

11 Determining a coverage interval for the measurand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30


11.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
11.2 Distribution-free coverage intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
11.3 Coverage intervals from PDFs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
11.4 Coverage intervals from analytical calculations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

12 Reporting and recording measurement results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34


12.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
12.2 Reporting measurement results to the user . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34


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12.3 Information to be recorded by the provider . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

Glossary of principal symbols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

Alphabetical index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

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Foreword
In 1997 the Joint Committee for Guides in Metrology (JCGM), chaired by the Director of the Bureau Interna-
tional des Poids et Mesures (BIPM), was created by the seven international organizations that had originally
in 1993 prepared the “Guide to the expression of uncertainty in measurement” (GUM) and the “International
vocabulary of basic and general terms in metrology” (specific fie ). The JCGM assumed responsibility for these
two documents from the ISO Technical Advisory Group 4 (TAG4) and is now formed by the BIPM with the
International Electrotechnical Commission(IEC), the International Federation of Clinical Chemistry and Lab-
oratory Medicine (IFCC), the International Laboratory Accreditation Cooperation(ILAC), the International
Organization for Standardization (ISO), the International Union of Pure and Applied Chemistry (IUPAC),
the International Union of Pure and Applied Physics (IUPAP), and the International Organization of Legal
Metrology (OIML).

The JCGM has two Working Groups. Working Group 1, “Expression of uncertainty in measurement”, has
responsibility for maintaining the GUM and preparing Supplements and other documents for its broad applica-
tion. Working Group 2, “Working Group on International vocabulary of basic and general terms in metrology

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(VIM)”, has the task to maintain, revise and promote the use of the VIM.

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This Guide, to be used in conjunction with its Supplements, is a guidance document that establishes rules for
evaluating and reporting measurement uncertainty that are applicable to a broad spectrum of measurements.
To take maximum advantage from this Guide, users should be familiar with mathematical calculus, probability
theory and statistics, at levels comparable to those covered in introductory university courses in these sub-
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jects, usually taken by students of science or engineering. JCGM 104:2009 provides a general introduction to
uncertainty in measurement intended for a more general audience.

Users of this Guide are invited to send comments and requests for clarification to the JCGM using this form.

This edition of the Guide was prepared by JCGM Working Group 1, and has benefited from reviews under-
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taken by member organizations of the JCGM and National Metrology Institutes. It constitutes a revision
of JCGM 100:2008, which is essentially the Guide originally published in 1993, corrected and reprinted in 1995,
and with minor corrections made for the 2008 version. Although the Guide is based on principles of probability
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theory, which are themselves universal, the particular approach presented in it limits its usefulness to a class
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of problems, which, although wide, does not cover a number of important situations. Treating these situations
requires more sophisticated techniques, potentially difficult for many users. For this reason, specific Supple-
ments were developed in which those techniques are explained in detail for the benefit of practitioners needing
them, rather than including them in a heavily revised Guide. However, a revision was needed, major changes
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since previous editions being given in the Introduction (see also references [5] and [7]), to align the Guide to
its Supplements and to the VIM (JCGM 200:2012). The revision also takes account of the increased need for
metrological rigour in such disciplines as chemistry, biology and medicine, and the (scientific) advancements in
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the formulation and solution of problems involving measurement uncertainty.

Since the first publication of the Guide in 1993, and based on it, documents and International Standards dealing
with problems in general and specific fields of measurement in particular or with various uses of quantitative
expressions of measurement uncertainty have been published. In addition, the Guide has been adopted as a
Standard in several countries. These documents might need revision to align with this edition of the Guide. A
non-exhaustive compilation of these documents is available.

Table 1 lists documents available from the JCGM or in preparation under the banner “Evaluation of measure-
ment data”.


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Table 1 — JCGM documents under the common banner “Evaluation of measurement data”

JCGM number Abbreviation Title

JCGM 101:2008 GUM-S1 Propagation of distributions using a Monte Carlo method


JCGM 102:2011 GUM-S2 Extension to any number of output quantities
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JCGM 104:2009 An introduction to the “Guide to the expression of uncertainty in mea-


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surement” and related documents
JCGM 106:2012 Role of measurement uncertainty in conformity assessment
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JCGM 110:201X CD Examples of uncertainty evaluation


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Evaluation of measurement data — Guide to


uncertainty in measurement

1 Introduction

1.1 General

1.1.1 When reporting a measurement result it is obligatory that it includes some quantitative evaluation of
its quality so that those who use it can judge its reliability. Without such an evaluation, measurement results
cannot be meaningfully compared, either among themselves or with reference data given in a specification or
standard. It is therefore necessary that there be a reliable and generally accepted inference method capable of
providing an estimate (a measured value) of the measurand – the quantity intended to be measured – as well as
an evaluation of its quality as a measurement uncertainty. This Guide is concerned with determining such an

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estimate and its associated uncertainty and how that information is reported.

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1.1.2 Just as the widespread use of the International System of Quantities and the
International System of Units has brought coherence to scientific and technological measurements, worldwide
consensus on the evaluation and reporting of measurement uncertainty permits a fuller appreciation of measured
values in science, health care, engineering, commerce, industry and regulation. Approaches for evaluating and
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reporting uncertainty need to be internationally agreed so that measurement results can be easily compared.

1.1.3 The methods for evaluating measurement uncertainty considered in this Guide and its Supplements
are widely applicable (to many kinds of measurement and many types of data used in measurement), internally
consistent (identical results are obtained whether the problem is solved directly or decomposed into subproblems
whose solutions are combined), and transferable (a measurement result can be used directly as a component in
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determining another measurement result).

1.1.4 Guidance is given on the determination of an interval that contains the value of the measurand with
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a given probability, intended as degree of belief. Such an interval is required in many applications.
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1.1.5 This Guide provides means for evaluating uncertainty, but this task cannot be accomplished unless
critical thinking, intellectual honesty and professional skill accompany its use. The evaluation of measurement
uncertainty is neither a routine task nor a purely mathematical one; it depends on detailed knowledge of
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the nature of the measurand and of the measurement. The quality and utility of the measurement result
therefore ultimately depend on the understanding, critical analysis, and integrity of those who contribute to
the determination of that result.
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1.2 Major changes since previous editions

The JCGM wished to extend the set of measurement uncertainty evaluation problems that could be addressed
by the Guide, but provide a treatment at a similar level to that in earlier editions. Since the original edition
there have been many developments in metrology and its applications and in other scientific areas. There have
also been major advances in computers and software for uncertainty calculation. The JCGM wanted to respond
to these changes whilst preserving certain highly used parts of the original Guide that remain applicable in
appropriate cases. The law of propagation of uncertainty, accounting for first-order terms, remains central
for uncertainty evaluation problems that can be properly treated in this manner. Details are available [5, 7].
Structural and notational changes are:

a) Simple examples are given throughout this Guide, more detailed examples appearing in a companion
document JCGM 110:201X CD, which will evolve over time;

b) The clause summarizing the main procedure of this Guide has been brought forward in the document and
a clause on measurement modelling has been introduced; and


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c) The qualifier “combined” and the subscript “c” for “combined standard uncertainty” are not used in this
edition of the Guide.

Conceptual and technical changes are:

d) This edition takes the Bayesian view of probability in the evaluation of measurement uncertainty; ac-
cordingly, the available knowledge is used to deduce a PDF for the quantity concerned, and the standard
deviation of this PDF is used as the standard uncertainty. As a consequence, a standard uncertainty re-
sulting from a Type A evaluation is no longer an estimate of a standard deviation, but a parameter of
a state-of-knowledge PDF. Thus, the concept of an uncertainty having effective degrees of freedom is no
longer needed. This change simplifies uncertainty calculations involving such quantities and places the
Guide on a firmer, more consistent foundation.

e) In this edition of the Guide, there is no consideration of “definitional (or intrinsic) uncertainty”. Further
information to this topic is available elsewhere [13, 14, 15].

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Scope
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2.1 This Guide provides methods for evaluating and reporting measurement uncertainty that apply from the
shop floor to fundamental research, and thus is applicable to many measurements such as in

— maintaining quality control and quality assurance in production,


— complying with and enforcing laws and regulations,
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— calibrating standards and measuring systems and performing measurements throughout a national mea-
surement system in order to achieve metrological traceability to national standards,
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— developing, maintaining, and comparing national and international measurement standards, including cer-
tified reference materials, and
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— conducting basic research, and applied research and development, in science, engineering and health care.

2.2 This Guide is concerned with evaluating and reporting uncertainty in the measurement of a quantity
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specified as the output quantity in a measurement model that is either a mathematical relation or computer
algorithm. For any measurement model, use of the guidance given applies to that particular model, which is
thus taken as capable of providing a value of the measurand that is adequate for the intended purpose. This
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Guide does not provide advice on the development of a suitable measurement model: that task is specific to
the metrological domain concerned. For a set of output quantities determined simultaneously, see GUM-S2.

2.3 This Guide concentrates on measurands that can be described by a linear model or a model that can
safely be linearized for the purpose of providing a best estimate of the measurand and the associated stan-
dard uncertainty. Uncertainty evaluation for non-linear models that cannot reliably be linearized is covered
in GUM-S1.

2.4 The main emphasis is on real-valued continuous quantities, but natural-valued (discrete) quantities, as
arising, for example, in measurements involving counting, can also be modelled and estimated within the same
framework.

2.5 Nominal properties (definition 5.21) and ordinal quantities (definition 5.22) are not covered in this Guide.

2.6 Knowledge about the measurand available before the measurement is not considered in this Guide.

2.7 This Guide also applies to evaluating and reporting uncertainty associated with the conceptual design
and theoretical analysis of experiments, measurement procedures and measuring systems.

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3 Summary of procedure for evaluating and reporting uncertainty

3.1 General

This clause gives in a concise form the procedure to be followed for obtaining and reporting a measurement
result (7.6) for a single measurand (7.1) either in the form of an estimate of the measurand and an uncertainty,
or in the form of a coverage interval (7.5.5) for the measurand. This procedure is suitable in the majority of
cases that can be encountered in measurement. However, important exceptions exist for which the procedure
does not provide reliable results and other procedures need to be applied, such as those described in GUM-S1
and GUM-S2. Both the aspects of the procedure and the tools to ascertain whether it is suitable or not for the
specific application are described in detail in subsequent clauses of this Guide.

Figure 1 depicts the procedure for evaluating and reporting uncertainty summarized in this clause.

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Figure 1 — Procedure for evaluating and reporting uncertainty (clause 3)

3.2 Modelling the measurement

In its simplest interpretation, the objective of a measurement is to obtain the best estimate (5.9) y of the
measurand Y and the associated standard uncertainty u(y). In most cases the measurand is not measured
directly, but is determined from other quantities X1 , . . . , XN through a functional relationship f ,

Y = f (X1 , . . . , XN ), (1)

known as the measurement function (5.16), whereas formula (1) is the measurement model (5.15). In the
measurement model, the measurand is the output quantity and the quantities on which it depends are the input
quantities (7.1). The measurement model constitutes a mathematical expression or computer algorithm (7.1.4)


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that gives the value of the measurand corresponding to any plausible values of the input quantities. See clause 8
for guidance.

3.3 Evaluating input quantities, standard uncertainties and covariances

To obtain the best estimate y of the measurand, it is first necessary to determine the best estimates xi (6.4)
of the Xi . Accordingly, the standard uncertainty u(y) (5.17) is evaluated from the standard uncertainties u(xi )
associated with the best estimates xi , and their covariances u(xi , xj ) (5.7). Guidance is given in clause 9.

3.4 Evaluating the measurand and standard uncertainty

The best estimate y of Y is given by evaluating expression (1) at the xi :

y = f (x1 , . . . , xN ). (2)

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To calculate the standard uncertainty u(y), first determine the sensitivity coefficients c1 , . . . , cN (10.4.1.1).

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The ith sensitivity coefficient ci is ∂f /∂xi , the first partial derivative of f with respect to Xi evaluated
at x1 , . . . , xN .

The standard uncertainty u(y) associated with y is given by the law of propagation of uncertainty. When the Xi
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are uncorrelated, this law takes the form (10.4.2.1)

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u2 (y) = c2i u2 (xi ). (3)
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Otherwise, covariances are also taken into consideration (10.4.3.1):


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u2 (y) = c2i u2 (xi ) + 2 ci cj u(xi , xj ). (4)
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i=1 i=1 j=i+1

Guidance is given in clause 10.


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Formulæ (2), (3) and (4) hold when Y can be expressed as a linear combination (10.3.1) of the Xi or it is
judged that the non-linearity of f is negligible in the neighbourhood of the best estimates xi . When it is
judged that the model cannot adequately be linearized, or in any case of doubt, the Monte Carlo method given
in GUM-S1 should be applied to determine the probability density function (PDF) for Y (6.4) and thence to
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obtain y and u(y). Also see 10.3.

3.5 Determining a coverage interval for the measurand

3.5.1 A coverage interval for the measurand (5.19) is an interval [ylow , yhigh ] containing Y with a stated
coverage probability p (5.20), often taken as 0.95. The endpoints ylow and yhigh depend on the PDF for Y
and can reliably be determined using GUM-S1. In general, this Guide is unable to provide realistic coverage
intervals, except in particular cases (11.3) (11.4).

3.5.2 Conservative coverage intervals (11.2) can be obtained for Y for some coverage probability of at least p.
They are expressed as y ± Up , or [y − Up , y + Up ], with Up = kp u(y), where kp = 1/(1 − p)1/2 (kp = 4.47
for p = 0.95). If it is known that the PDF for Y is single-peaked and symmetric about y, kp = 2/[3(1 − p)1/2 ]
(kp = 2.98 for p = 0.95).

3.5.3 When the measurand can be taken as Gaussian, using kp = 1.96 gives 95 % coverage. In general it
should not be assumed that taking kp = 1.96 gives 95 % coverage. See clause 11 for further guidance.

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3.6 Reporting and recording measurement results

3.6.1 Report the measurement result as y and u(y) (12.2.2) and, if a 100p % coverage interval is to be
reported, also give p, and y ± Up or [ylow , yhigh ] as appropriate (12.2.3).

3.6.2 The uncertainty, u(y) or Up , should generally be stated to two significant decimal digits unless there is
a technical reason for doing otherwise (12.2.1.2). A statement should be made that any replacement of a non-
linear model by a linear model has been judged to be acceptable. If a coverage interval is reported that depends
on an assumption such as the PDF for the measurand is Gaussian or the coverage interval is conservative, a
statement should be made accordingly (12.2.1.5). See clause 11 for further guidance.

4 Normative references

The following referenced documents are indispensable for the application of this document. Only the editions

1
cited apply. Abbreviations used in this Guide are given in parentheses.

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ISO 3534-1:2006. Statistics – Vocabulary and symbols – Part 1: General statistical terms and terms used in

AF T T G
probability.

ISO 80000-1:2009. Quantities and units – Part 1: General.


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JCGM 101:2008. Evaluation of measurement data — Supplement 1 to the “Guide to the expression of uncer-
tainty in measurement” — Propagation of distributions using a Monte Carlo method (GUM-S1).

JCGM 102:2011. Evaluation of measurement data — Supplement 2 to the “Guide to the expression of uncer-
tainty in measurement” — Extension to any number of output quantities (GUM-S2).
M

JCGM 200:2012. International vocabulary of metrology—Basic and general concepts and associated
terms (VIM), Third edition.
I
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5 Terms and definitions

For the purposes of this Guide terms and definitions given in GUM-S1, GUM-S2, JCGM 200:2012
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and ISO 3534-1:2006 apply. The most relevant definitions are given in this clause. Some notes are omitted:
they are given in the referenced documents. A few clearly indicated departures are made from these definitions.
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5.1
measurement uncertainty
uncertainty of measurement
uncertainty
parameter characterizing the dispersion of the values being attributed to a quantity, based on the information
used

NOTE 1 Measurement uncertainty is not negative.


NOTE 2 Measurement uncertainty is associated with that value that is chosen to represent the unknown value of the
quantity (see 7.5.1).

[Adapted from VIM 2.26.]

5.2
distribution function
function giving, for every value ξ, the probability that the random variable X be less than or equal to ξ:

GX (ξ) = Pr(X ≤ ξ)


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[Adapted from ISO 3534-1:1993 1.4.]

5.3
probability density function
derivative, when it exists, of the distribution function

gX (ξ) = dGX (ξ)/dξ

NOTE gX (ξ) dξ is the “probability element”

gX (ξ) dξ = Pr(ξ < X < ξ + dξ).

[Adapted from ISO 3534-1:1993 1.5.]

5.4
expectation

1
property of a random variable, which, for a continuous random variable X characterized by a probability density
function gX (ξ), is given by

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AF T T G
E(X) =
Z

−∞

ξgX (ξ) dξ
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NOTE 1 A random variable might not have a finite expectation.
NOTE 2 The expectation ofZ the random variable Z = F (X), for a given function F (X), is

E(Z) = E[F (X)] = F (ξ)gX (ξ) dξ.
−∞

5.5
M

variance
property of a random variable, which, for a continuous random variable X characterized by a probability density
function gX (ξ), is given by
I
Z ∞
G

V (X) = [ξ − E(X)]2 gX (ξ) dξ


−∞

NOTE 1 V (X) = E(X 2 ) − [E(X)]2 .


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NOTE 2 A random variable might not have a finite variance.

5.6
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standard deviation
positive square root of the variance given by σ = [V (X)]1/2

5.7
covariance
property of a pair of random variables, which, for continuous random variables X1 and X2 characterized by a
joint probability density function gX1 ,X2 (ξ1 , ξ2 ), is given by
Z ∞ Z ∞
Cov(X1 , X2 ) = [ξ1 − E(X1 )][ξ2 − E(X2 )]gX1 ,X2 (ξ1 , ξ2 ) dξ1 dξ2
−∞ −∞

NOTE For a definition of joint probability density function see GUM-S2 3.14.

5.8
measurand
quantity intended to be measured

[Adopted from VIM 2.3.]

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5.9
best estimate
expectation of the random variable describing the state of knowledge about a quantity

5.10
measured value
estimate of a quantity obtained or derived from measurement

5.11
measurement error
error of measurement
error
measured value minus a reference value

[Adapted from VIM 2.16.]

1
5.12
systematic measurement error

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AF T T G
systematic error of measurement
systematic error
component of measurement error that in replicate measurements remains constant or varies in a predictable
manner
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[Adopted from VIM 2.17.]

5.13
random measurement error
random error of measurement
M

random error
component of measurement error that in replicate measurements varies in an unpredictable manner
I
[Adopted from VIM 2.19.]
G

5.14
indication
value provided by a measuring instrument or a measuring system
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M

[Adapted from VIM 4.1.]

NOTE Indication is considered as a quantity in this Guide, and a value of indication is termed “indication value”.
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5.15
measurement model
model of measurement
model
mathematical relation or computer algorithm involving all quantities known to be involved in a measurement

[Adapted from VIM 2.48.]

5.16
measurement function
function of quantities, the value of which, when calculated using known values for the input quantities in a
measurement model, is a measured value of the output quantity in the measurement model

[Adapted from VIM 2.49.]


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5.17
standard measurement uncertainty
standard uncertainty
standard deviation of the random variable describing the state of knowledge about a quantity

NOTE The standard measurement uncertainty is associated with the best estimate of the quantity.

5.18
relative standard measurement uncertainty
relative standard uncertainty
standard measurement uncertainty associated with a best estimate divided by the absolute value of that estimate

NOTE The estimate must be non-zero.

5.19
coverage interval

1
interval containing the value of a measurand with a stated probability, based on the information available

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[Adapted from VIM 2.36.]

5.20
AF T T G
coverage probability
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probability that the value of the measurand is contained within a specified coverage interval

[Adapted from VIM 2.37.]

NOTE 1 A coverage interval is sometimes known as a credible interval or a Bayesian interval.


NOTE 2 Generally there is more than one coverage interval for a stated probability.
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5.21
I
nominal property
property of a phenomenon, body, or substance, where the property has no magnitude
G

[Adopted from VIM 1.30.]

5.22
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ordinal quantity
quantity, defined by a conventional measurement procedure, for which a total ordering relation can be estab-
lished, according to magnitude, with other quantities of the same kind, but for which no algebraic operations
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among those quantities exist

[Adopted from VIM 1.26.]

6 Conventions and notation

6.1 Absolute language correctness often conflicts with clarity and readability. In this Guide a compromise
is made. Occasionally, for strictly correct terms and expressions, typically long and elaborate, corresponding
common-language versions, shorter and simpler, are also used. For the purposes of this Guide the following
conventions and notation are adopted. The notation reflects the historical development of the JCGM documents.
When the meaning of a symbol is not evident, it is explained in the text.

6.2 To avoid possible confusion, this Guide and related JCGM documents depart from the symbol often used
for PDF [22]. Specifically, in place of the symbol f , the symbol g is used. This symbol is indexed appropriately
to denote the quantity concerned. The symbol f is reserved for the measurement function (5.16) (also see 8.2).

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6.3 Generic quantities are denoted by upper-case letters, and best estimates or expectations by the corre-
sponding lower-case letter. In a measurement model, Y denotes the measurand, X1 , . . . , XN the input quantities,
and y, x1 , . . . , xN the corresponding best estimates. See 6.4. Otherwise, as in many examples, quantities are
indicated by their accepted symbols (such as given in ISO 80000-1:2009 and other relevant International Stan-
dards), for example, T for thermodynamic temperature, t for Celsius temperature and D for absorbed dose.
The corresponding best estimates are denoted by the corresponding hatted symbol. Thus the best estimate of
Celsius temperature t is denoted by b t.

6.4 Available knowledge about a quantity X is modelled by a random variable (denoted by the same
symbol X) with its PDF denoted by gX and referred to as the PDF for X. Unless stated otherwise, PDFs in
this Guide are “state-of-knowledge” PDFs. The value the PDF takes at ξ is denoted by gX (ξ). Expectation
and variance of X are denoted by E(X) and V (X), respectively. The bestpestimate of X is taken as x = E(X)
and the measurement uncertainty associated with x is defined as u(x) = V (X) and is termed standard mea-
surement uncertainty. It is also referred to as the standard uncertainty about X. The symbol ux may be used
as an alternative to u(x) when there is no possibility of misunderstanding.

1
6.5 The covariance associated with best estimates xi and xj of two quantities Xi and Xj is denoted
by u(xi , xj ) (or ui,j when there is no ambiguity) and taken as Cov(Xi , Xj ) (5.7). The corresponding correlation

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AF T T G
coefficient is denoted by r(xi , xj ) (or ri,j when there is no ambiguity.) Reference to quantities or estimates
being independent or correlated, although used for brevity in the Guide, is informal since independence and
correlation strictly relate to the corresponding random variables.
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6.6 The notations kp and Up denote a coverage factor and an expanded uncertainty, respectively, correspond-
ing to some stipulated coverage probability p. When considering conservative coverage intervals, kp and Up
relate to a coverage probability of at least p.

6.7 The notation ∂f /∂xi is used to represent ∂f /∂Xi , the first partial derivative of f (X1 , . . . , XN ) with
respect to the quantity Xi , evaluated at X1 = x1 , . . . , XN = xN , and similarly for other derivatives. The partial
M

derivative ∂f /∂xi is often referred to as a sensitivity coefficient and is denoted by ci .

6.8 According to Resolution 10 of the 22nd CGPM (2003) “. . . the symbol for the decimal marker shall be
I
either the point on the line or the comma on the line . . . ”. The JCGM has decided to adopt, in its documents
in English, the point on the line.
G

6.9 Unless otherwise qualified, numbers are expressed in a manner that indicates the number of meaningful
significant decimal digits depending on how the numbers were obtained.
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EXAMPLE Significant decimal digits

The numbers 0.060, 0.60, 6.0 and 60 are expressed to two significant decimal digits. The numbers 0.06, 0.6, 6 and 6 × 101
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are expressed to one significant decimal digit. So, the number 60 would also be expressed correctly as 6.0 × 101 , since
both notations imply the same number (two) of significant digits. The notation 6 × 101 would be inappropriate, since it
implies only one significant digit (see ISO 80000-1:2009).

6.10 The following abbreviations are used:

BIPM International Bureau of Weights and Measures


CGPM General Conference on Weights and Measures
CIPM International Committee for Weights and Measures
GUM Guide to the expression of uncertainty in measurement
GUM-S1 GUM Supplement 1
GUM-S2 GUM Supplement 2
IEC International Electrotechnical Commission
IEEE Institute of Electrical and Electronic Engineers
IFCC International Federation of Clinical Chemistry and Laboratory Medicine
ILAC International Laboratory Accreditation Cooperation
ISO International Organization for Standardization


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IUPAC International Union of Pure and Applied Chemistry


IUPAP International Union of Pure and Applied Physics
JCGM Joint Committee for Guides in Metrology
MAD median of absolute deviations from the median
OIML International Organization of Legal Metrology
PDF probability density function
VIM International vocabulary of metrology – Basic and general concepts and associated terms

7 Basic concepts

7.1 Measurement and measurand

7.1.1 The objective of a measurement is to determine the value of the measurand (the quantity intended to

1
be measured) (5.8). In general, the measurement produces only an approximation of the value of the measurand,

T EE
which is called an estimate.

7.1.2 AF T T G
NOTE The terms the value of the measurand and true value are viewed as synonymous in this Guide.

A measurement requires an appropriate specification of the measurand and the measurement procedure.
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The level of detail in the specification of the measurand is dictated by the objective of the measurement.
The measurand should be specified with sufficient completeness so that for practical purposes its value is
unique [13, 14, 15].

EXAMPLE 1 Length of a steel bar


M

The length of a steel bar of nominal length of 1 m is to be determined to within a few micrometres. For this purpose
its specification should include the Celsius temperature and ambient pressure at which the length is defined. Thus the
measurand could be specified as, for example, the length of the bar at 20.0 ◦C and 101 325 Pa (plus any other specifying
I
quantities as necessary, such as the way the bar is to be supported). However, if the length is to be determined to within
a few millimetres, a specifying temperature or pressure or a value for any other specifying quantity would not be needed.
G

EXAMPLE 2 Mass fraction of lead in soil

A poorly specified measurand would be ‘the mass fraction of lead in soil in residential properties near a particular
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industrial area’, since the mass fraction might vary from one location to the other, and depend on the depth at which it
is measured. A better specified measurand would be the mass fraction of lead at a given location and a given depth, or
the average mass fraction determined in accordance with the measurement procedure describing the sampling plan.
J

7.1.3 Generally, measurement uncertainty is attributable to incomplete knowledge. Even when all the known
or suspected contributions to the best estimate (or measured value) (5.10) of the measurand have been taken into
consideration and appropriate corrections applied (see 7.2), there remains doubt about how well that estimate
represents the value of the quantity.

NOTE Measurement uncertainty as defined in this Guide relates to lack of knowledge about the value of a quantity.
Since any particular estimate of the quantity, once obtained, is fixed and therefore exactly known, there is no uncertainty
about that estimate.

7.1.4 An estimate of the measurand can be determined on the basis of indication values (5.14) obtained
under repeatability conditions of measurement. However, a measurement is almost invariably also influenced by
other inexactly known quantities, which should be taken into consideration. Instances are temperature, mag-
netic fields, acceleration due to gravity and sample heterogeneity, all of which might contribute to uncertainty
associated with an estimate. This Guide is concerned with the use of knowledge about these quantities, as well
as repeated indications, to provide best estimates and associated uncertainties. In turn, these best estimates
and uncertainties are used in conjunction with a measurement model (clause 8) to provide the best estimate of
the measurand and the associated standard uncertainty.

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7.2 Error, effect and correction

7.2.1 This Guide emphasizes uncertainty rather than error. It is recognized, however, that the concept of
measurement error (5.11) and its classification into two types, systematic error (5.12) and random error (5.13),
are widely used.

7.2.2 In the case of repeated indication values (7.5.3), systematic errors remain constant (albeit unknown),
while the average random error usually reduces in magnitude as the number of repeated indication values being
averaged increases.

7.2.3 Consideration of random and systematic effects (giving rise to random and systematic errors) makes
sense only in a specified context. What is random in one circumstance can be systematic in another. For
instance, the error in the result of calibrating a measuring system may be caused by random effects at the
calibration stage. When the calibrated measuring system is used thereafter, calibration effects will affect each
measured value in the same way, hence causing systematic errors.

1
7.2.4 Identification of random and systematic effects in uncertainty budgets can be useful when evaluating

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covariances between input quantities. For instance, estimates of two or more input quantities measured with the

AF T T G
same instrument have a common associated uncertainty component due to the calibration of that instrument,
thus inducing correlation. That component should be identified in the uncertainty budgets for those input
quantities. See also the example in 9.3.10.3.
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7.2.5 Usually corrections for systematic effects are required, and effort should be made to identify all such
effects. A correction, which may be additive or multiplicative, should be included as an input quantity in the
measurement model, estimated and applied. There will be an input uncertainty associated with the estimated
correction, which contributes to the output uncertainty. It might occur that a systematic effect is identified,
but its magnitude is barely known. In such cases, an educated guess should be made and a correction applied
all the same, despite a presumably large associated uncertainty. The practice of considering the educated guess
M

merely as a contribution to the uncertainty about the measurand rather than to its estimate is deprecated
(see also 7.5.2). When measuring systems are adjusted or calibrated using measurement standards or reference
I
materials to reduce systematic effects, the uncertainties associated with such standards or materials are to be
taken into account to ensure measurement traceability [4, 9].
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7.2.6 Mistakes in recording or analyzing data cause numerical errors. Large blunders can often be identified
by a proper review of the data; small ones could be masked by, or even appear as, random variations. Measures
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of uncertainty are not intended to account for such mistakes.


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7.3 From knowledge about quantities to probability distributions

7.3.1 The value of a quantity is estimated on the basis of available information. In practice, since the
information is incomplete, the value cannot be determined exactly. In this Guide knowledge about a quantity is
modelled by a random variable. All available information about the unknown value is used to construct a PDF
that gives the probability that the value lies in any chosen interval. Clause 9 gives guidance on characterizing
knowledge of input quantities by PDFs in some common circumstances.

NOTE A PDF changes when additional information is used in its construction. Bayesian inference gives tools for
modifying the PDF given additional knowledge [20].

7.3.2 Various methods, including Bayes’ rule [32], the principle of maximum entropy [24] and
elicitation (9.3.8) can be used to obtain state-of-knowledge distributions. Knowledge about dependencies be-
tween input quantities may be used to obtain a joint PDF of the corresponding random variables [36]. Table 2
gives PDFs appropriate in some common circumstances.


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7.4 Expectation, standard deviation and covariance

7.4.1 Expectation and standard deviation are parameters of the PDF of a random variable. The former is
a measure of location or central tendency and the latter is a measure of dispersion. They are key concepts in
this Guide.

7.4.2 Two quantities are said to be independent if information about one quantity is completely irrelevant for
the other quantity and vice versa. (See 6.5 for further information.) Otherwise, they are said to be dependent,
in which case the joint PDF of the corresponding random variables and further parameters, that is, covariances,
must be considered.

7.5 Best estimate, standard measurement uncertainty and coverage interval

7.5.1 The measurement uncertainty (5.1) associated with an estimate ξ of a given quantity X is determined
by the dispersion of values of the quantity around ξ, commonly characterized by E(X − ξ)2 , a convention

1
accepted in this Guide. Accordingly, the squared measurement uncertainty associated with ξ is

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E(X − ξ)2 = V (X) + [ξ − E(X)]2 = u2 (x) + (ξ − x)2 , (5)

AF T T G
in which E(X) = x and V (X) = u2 (x). The standard measurement uncertainty u(x) is associated with the
particular estimate ξ = x = E(X), which is called the “best estimate” of the quantity. The reason for the
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term “best estimate” is that the uncertainty associated with ξ is smallest possible when ξ = x on the basis of
the given information about the quantity (as well as on the accepted agreement concerning the mathematical
description of dispersion).

7.5.2 If for some reason an estimate of X is chosen to be ξ = x + b, where b is a known non-zero shift,
then from expression (5) the squared measurement uncertainty associated with ξ will be u2 (x) + b2 > u2 (x).
M

In addition, the pair ξ = x + b and the associated uncertainty cannot be used for purposes of uncertainty
propagation. For these reasons, the use of an estimate other than ξ = x is deprecated.
I
7.5.3 The standard uncertainty about a quantity can be evaluated on the basis of information either in the
form of repeated indication values (sometimes called a Type A evaluation of uncertainty), or else on the basis
G

of other available information such as provided by calibration certificates, measuring system specifications,
physical tables and expert judgment (sometimes called a Type B evaluation of uncertainty). In either case,
it is emphasized that the standard uncertainty is obtained from a state-of-knowledge PDF (see clause 9 for
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guidance).
M

7.5.4 This Guide refers to measurement uncertainty being “evaluated” rather than “estimated”, since un-
certainty is part of the description of the state of knowledge about the quantity concerned. Wording such as
J

“estimation of measurement uncertainty” or “estimated measurement uncertainty” should be avoided.

7.5.5 For many applications in industry, commerce, health, safety, etc., a coverage interval for the
measurand Y that encompasses its value with a given coverage probability is required. Many regulations,
legislations and contracts effectively specify a coverage probability. The PDF for Y is generally needed to
determine a coverage interval for that coverage probability (see clause 11 for guidance).

NOTE When coverage intervals are not required then the customer uses the best estimate and associated standard
uncertainty for further evaluations. Guidance is provided in JCGM 106:2012 for the use of coverage intervals in conformity
assessment applications.

7.6 Measurement result

The most general expression of a measurement result is a PDF encapsulating available knowledge about the
measurand Y . In this Guide, the measurement result is obtained in summary form, that is, the best estimate of
the measurand and the associated standard uncertainty, and often a coverage interval for Y . All such information
is available from the PDF for Y .

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8 Modelling the measurement

8.1 General

8.1.1 In most cases a measurand is not measured directly, but is determined from other quantities through a
functional relationship known as the measurement model (5.15). In the measurement model, the measurand is
the output quantity and the quantities on which it depends are the input quantities. The measurement model
constitutes a mathematical relation or computer algorithm that gives the value of the measurand corresponding
to any plausible values of the input quantities. Univariate models, those having a single measurand, are treated
in this Guide. Other models, including multivariate and implicit models, are covered in GUM-S2.

8.1.2 The evaluations considered in the Guide relate only to the particular model used. Also see 2.2 and 8.3.3.
In some instances it might be possible to assess the effect of using different measurement models, but such
considerations are beyond the scope of the Guide.

1
8.2 Univariate models

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AF T T G
8.2.1 The measurement model takes the form of expression (1) in 3.2, where the Xi are the input quantities,
Y , the measurand, is the output quantity, and f is the measurement function (5.16). The development of a
plausible measurement model is a prerequisite to estimation of the measurand and uncertainty evaluation, and
depends intimately on the nature of the measurement.
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8.2.2 The level of detail of the measurement model should be consistent with the specification of the mea-
surand (7.1.2). The model should be uniquely solvable for the value of the measurand that corresponds to a set
of feasible values of the input quantities.

EXAMPLE 1 Quantity transformation: power measurement


M

When referring to measurement of power or intensity, the ratio L (the output quantity) of a measured quantity P to a
reference quantity P0 (the input quantities) can be expressed in decibels as
I
P
L = 10 log10 .
G

P0

EXAMPLE 2 Power dissipated by a resistor


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When a potential difference V is applied to the terminals of a temperature-dependent resistor that has a resistance R0
at the defined temperature t0 and a linear temperature coefficient of resistance α, the power P (the output quantity)
dissipated by the resistor at the temperature t depends on V , R0 , α and t (the input quantities) according to
J

V2
P = . (6)
R0 [1 + α(t − t0 )]

This example is considered further in 10.4.2.2.

8.2.3 A linear measurement model is a model that is linear in its input quantities:

Y = b0 + b1 X1 + · · · + bN XN , (7)

where b0 , . . . , bN are known constants.

EXAMPLE Molecular weight

Molecular weight M expressed in terms of the atomic weights Ai (the input quantities) of n elements and their stoichio-
metric coefficients νi (known constants) constitutes a linear measurement model [43]:

n
X
M= νi Ai .
i=1


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On the other hand, the measurement model for the molecular weight M̄ of a mixture of q components, defined as

q
X
M̄ = xj Mj ,
j=1

is non-linear, since the amount-of-substance fractions xj as well as the molecular weights Mj of the components are the
input quantities, which have associated uncertainties and are therefore not known constants.

8.3 Input quantities

8.3.1 The input quantities upon which the output quantity depends should comprise every relevant quantity,
including all corrections and correction factors that can contribute meaningful components of uncertainty, even
if their contribution to the estimation of the measurand is negligible.

1
8.3.2 The input quantities may be categorized as

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AF T T G
quantities whose values and uncertainties are directly determined in the current measurement. These
values and uncertainties may be obtained from, for example, a single indication, repeated indications, or
judgment based on experience, and may involve the determination of corrections to instrument readings and
corrections for influence quantities such as ambient temperature, barometric pressure and humidity; and
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— quantities whose values and uncertainties are brought into the measurement from external sources such as
calibrated measurement standards, certified reference materials and reference data given in handbooks.

8.3.3 In practice, there are many possible sources of uncertainty in a measurement, for example:

a) definition of the measurand,


M

b) realization of that definition,


c) sampling,
I
d) sample preparation,
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e) calibration,
f) environmental conditions,
g) reading analogue measuring systems,
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h) system resolution or discrimination threshold,


M

i) zeroing of an instrument before obtaining each indication value,


j) measurement standards and certified reference materials,
J

k) physical constants and parameters,


l) approximations and assumptions in the measurement procedure, and
m) variations in repeated indication values under apparently identical conditions.

These sources may be correlated, and some of sources a) to l) may contribute to source m). Every source that
is considered relevant for a particular measurement should appear in the measurement model. There can be
relevant sources other than those listed in this subclause, which should also be included. The contributions from
sources a) and b) cannot be evaluated using the tools provided in this Guide, and as such are beyond its scope.

8.3.4 In certain areas it might not be feasible to establish a comprehensive mathematical or computational
relationship between the measurand and the individual input quantities on which it depends. In such cases,
the effect on the measurand of several input quantities can be evaluated as a group. Such considerations can
sometimes be facilitated by the use of a cause-and-effect diagram (sometimes known as an Ishikawa or ‘fishbone’
diagram), which is also useful when checking for possible duplications [18]. Also see 9.1.4 and 9.3.10.

8.3.5 The input quantities may themselves be viewed as measurands depending on other quantities, including
corrections and correction factors for systematic effects.

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8.3.6 Knowledge of the input quantities is used to obtain PDFs for these quantities, from which can be
obtained best estimates of these quantities and associated standard uncertainties, and, when appropriate, co-
variances associated with pairs of these estimates. See clauses 7 and 9.

8.4 Other modelling approaches

In some circumstances it would be more natural to express an indication explicitly in terms of the measurand
and other quantities. The resulting expression is termed an “observation equation” or statistical model [37].
Although it would be based on the measurement model considered so far, a treatment different from that
given in this Guide would be required [16]. An important example is the use of calibration designs, often
based on the method of least squares, to evaluate the uncertainties arising from both short- and long-term
random variations in the results of comparisons of material artefacts with reference standards having known
values. In such measurement situations, components of uncertainty can frequently be evaluated by the statis-
tical analysis of data obtained from designs consisting of nested sequences of measurements of the measurand
for a number of different values of the quantities upon which it depends — a so-called analysis of variance:

1
see ISO 5725–Accuracy of measurement methods and results and reference [18].

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9

9.1 AF T T G
Evaluating input quantities, standard uncertainties and covariances

General
DR M -W
9.1.1 In this clause, available knowledge of the input quantities in a measurement model is used to char-
acterize those quantities by PDFs as in 7.3 (which are used by GUM-S1 and GUM-S2 as necessary). In turn,
those PDFs are summarized by expectations and standard deviations, which are used respectively as best esti-
mates of the quantities and their associated standard uncertainties. In clause 10, this summary information is
propagated through the measurement model to provide the best estimate of the measurand and the associated
M

standard uncertainty.
I
9.1.2 Subclause 9.2 is concerned with knowledge about the input quantities in the form of statistical data.
Subclause 9.3 is the counterpart of 9.2 when the available knowledge comes from other sources. Table 2 facilitates
G

the use of these subclauses and also illustrates the corresponding PDFs.

NOTE Several of the PDFs in table 2 are the result of the application of Bayes’ rule and depend on the choice of a prior
distribution [20]. A different choice would generally give a different PDF.
CO C
M

9.1.3 It is important that any interrelationships between the input quantities should be taken into account,
and covariances between these quantities deduced accordingly (see 9.3.10). Covariances should be evaluated
J

either experimentally when feasible by varying the correlated input quantities, or by using all available informa-
tion on the interrelationships between quantities. Insight based on experience and general knowledge (see 9.3.1)
is especially required when determining the correlation between input quantities arising from the effects of com-
mon influences, such as ambient temperature, barometric pressure, and humidity. Users of this Guide should
be aware that not considering covariances produces the same effect as assuming they are zero, which requires
justification. See also the example in 10.4.3.1.

9.1.4 Effort should be made to avoid double counting of uncertainties that could arise when a given effect
already contributes to the observed variability of indication values.

9.2 Standard uncertainties and covariances obtained from statistical analysis of data

9.2.1 Data representing quantitative information about input quantities can be acquired in a variety of ways,
and standard uncertainties and covariances based on that data also depend on how the data were obtained.
Subclauses 9.2.2 to 9.2.6 treat the common case when the data constitute a set of indication values obtained
under repeatability conditions. Indication values of pairs of quantities obtained under repeatability conditions
are considered in 9.2.9.


c JCGM 201X CD— All rights reserved 15
JCGM 100:201X CD COMMITTEE DRAFT

Table 2 — Available knowledge of a quantity X, PDF for X on the basis of that knowledge, best
estimate x of X and associated standard uncertainty u(x) (7.3.2, 9.2.3 and 9.3.1)

Available knowledge PDF and illustration (not to scale) x and u(x) Subclause

1
¯

T EE
n indication values having av- Scaled and shifted t: x = ξ, 9.2.2
erage ξ¯ and standard deviation ¯ s2 /n)

AF T T G
1/2
tn−1 (ξ,

n−1 √s
u(x) =
s drawn independently from n−3 n
Gaussian PDF with unknown
expectation and variance
DR M -W
1
n counts having average q̄ Gamma: x = q̄ + 2n
, 9.2.8
drawn independently from G(nq̄ + 1/2, 1/n) u(x) = q̄
+ 2n1 2
1/2
n
Poisson distribution with
unknown expectation

Lower and upper limits a, b Rectangular: x = a+b , 9.3.2


M

2
R(a, b) b−a
u(x) = √ 12
I
Best estimate x and standard Gaussian: x, 9.3.3
G

uncertainty u(x) N(x, u2 (x)) u(x)

Best estimate x, expanded Scaled and shifted t: x, 9.3.4


CO C
M

tνeff (x, σ 2 ),
1/2
uncertainty Up , coverage

νeff
 2 u(x) = νeff −2
σ
factor kp and effective degrees U
σ 2 = kpp
of freedom νeff (> 2) obtained
by applying JCGM 100:2008
J

Sinusoidal cycling between Arc sine (U-shaped): x = a+b


2
, 9.3.6
limits a, b U(a, b) u(x) = b−a

8

Best estimate x of non-negative Exponential: x, 9.3.7


quantity Ex(1/x) u(x) = x

16
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COMMITTEE DRAFT JCGM 100:201X CD

NOTE Instances beyond the scope of this Guide include (i) a sequence of repeated indication values, for which their
order is relevant, implying correlation between the values, and (ii) calibration data describing the dependence of one
quantity on another. Such cases are treated by time-series analysis and least-squares analysis, respectively.

9.2.2 For the input quantity Xi , indication values ξi,1 , . . . , ξi,n are obtained under repeatability conditions of
measurement. These values are generally different because of random variations in the quantities that influence
them. The average of these values is

n
1X
ξ¯i = ξi,r (8)
n r=1

and a measure of their dispersion is their sample standard deviation


" n
#1/2
1 X
si = (ξi,r − ξ¯i )2 . (9)
n − 1 r=1

T EE 1
9.2.3 The indication values ξi,1 , . . . , ξi,n are often assumed to be a sample from a Gaussian distribution with

AF T T G
unknown expectation, equal to the (unknown) value of Xi , and unknown standard deviation. In that case, and
when no other knowledge about Xi is available, the scaled and shifted t-distribution tn−1 (ξ¯i , s2i /n) with n − 1
degrees of freedom (table 2) can be used as the PDF for Xi [3, 7, 25]. Accordingly, the best estimate xi of Xi
and the standard uncertainty associated with xi (also see table 2) are
DR M -W
xi = ξ¯i , (10)

 1/2
n−1 s
u(xi ) = √i . (11)
n−3 n
M

9.2.4 The standard uncertainty u(xi ) in formula (11) replaces that given in earlier editions of this Guide, is
I
greater than it and tends to
√ it as n becomes large. For n small, there can be an appreciable difference between
the standard deviation si / n and the standard uncertainty. √For n = 6, as in the example immediately below,
G

the standard uncertainty u(xi ) is about 30 % larger than si / n.

EXAMPLE Mass standard


CO C

A set of n = 6 estimates (in the form of repeated indication values) in kg of a mass m are
M

1.000 003, 1.000 001, 0.999 998, 1.000 000, 1.000 002, 1.000 001.
J

Using formulæ (10) and (11), the best estimate m


b of m and the standard uncertainty associated with m
b are

m
b = 1.000 000 8 kg, u(m)
b = 0.9 mg.

9.2.5 At least n = 4 repeated indication values are required to be available for the PDF in this subclause to
have a standard deviation that can be used as the standard uncertainty associated with xi . Such a requirement
is consistent with good measurement practice. See 9.2.6 when n < 4.

9.2.6 It may not always be practical or possible to obtain four or more values in the same measurement.
Indeed, in many routine measurements, such as calibrations performed using well-characterized measuring
systems under the same conditions, only two or three repeated indication values are obtained, and sometimes
only one. In such cases expression (10) can still be used as the best estimate of Xi , but the associated standard
uncertainty cannot be obtained from formula (11). However, historical knowledge of the performance of the
measuring system can be used to evaluate the standard uncertainty. This knowledge has typically the form of a
pooled standard deviation sp , representing the expected performance of the measuring system, evaluated from
a sufficiently large number, say, np ≥ 20, of repeated indication values obtained during previous operation of
the system, generally a specific characterization carried out at appropriate time intervals. In such a case, the


c JCGM 201X CD— All rights reserved 17
JCGM 100:201X CD COMMITTEE DRAFT

standard uncertainty associated with xi is


 1/2
np − 1 s
u(xi ) = √p . (12)
np − 3 n

A practice, commonly adopted in calibration activity when typically 2 ≤ n ≤ 5, is to compare the standard
deviation si , formed from the n indication values using expressions (8) and (9), thus having n − 1 degrees of
freedom, with sp having np − 1 degrees of freedom.

NOTE 1 When the body of data used to obtain sp is very large, perhaps from a long history of the measurement,
then np is also large and sp can be taken as the standard deviation of the underlying Gaussian distribution. Accordingly,
the standard uncertainty associated with xi is
sp
u(xi ) = √ , (13)
n
the repeated indication values ξi,1 , . . . , ξi,n only being used to determine xi in expression (10). Provided that np ≥ 20,
use of formula (13) instead of formula (12) implies a worst-case under-evaluation of the standard uncertainty of less
than 6 %.

1
NOTE 2 The pooled sample variance s2p may also be obtained by pooling the sample variances (squared standard
deviations) of several sets of repeated indication values obtained under repeatability conditions of measurement. Let nsets

T EE
be the number of sets of repeated indication values, nh (> 1) be the number of repeated indication values in the hth set,

AF T T G
and s2h the variance of the values in the hth set. Then
s2p =
ν
nsets
1 X
h=1
(nh − 1)s2h ,
Pnsets
(14)
DR M -W
where the degrees of freedom ν = h=1 (nh −1) is to be used in place of np −1 in formula (12). The standard uncertainty
associated with xi is then given by
 1/2
ν sp
u(xi ) = √ .
ν−2 n
NOTE 3 If a testing laboratory obtains duplicate values using a standard method in which the standard deviation sr
obtained under repeatability conditions of measurement is given, formula (13) may be used to obtain the standard uncer-
tainty associated with the average of the two values with sp = sr and n = 2. As part of Quality Control procedures [21]
M

the difference in the duplicate values is compared with the “repeatability √ limit” r, which is half the length of an approx-
imate 95 % coverage interval of a difference calculated from sr : r = 2 2sr (under a Gaussian assumption) [23]. Should
the absolute value of the difference between the duplicate values be greater than r further indications or investigations
I
are necessary.
G

EXAMPLE Two test values for the mass fraction of sulphur obtained successively by the same operator and instru-
ment on aliquots prepared from the same test sample of diesel fuel were 17.1 mg kg−1 and 17.7 mg kg−1 . The repeata-
bility standard
√ deviation reported in the method (ASTM D7039 [2]) is 0.32 mg kg−1 , and the repeatability limit is
therefore 2 2 × 0.32 = 0.91 mg kg−1 . Because the difference of 0.6 mg kg−1 falls within
√ the repeatability limit, the mea-
surement result is (17.1 + 17.7)/2 = 17.4 mg kg−1 with standard uncertainty 0.32/ 2 = 0.23 mg kg−1 (or 0.2 mg kg−1 to
CO C
M

the same number of decimal places as the estimate).

9.2.7 When outliers are suspected among the indication values, a robust estimate of location is the median
J

of those values and a robust estimate of scale (as a standard deviation) is 1.483×MAD, where MAD denotes the
median of the absolute deviations from the median. See reference [41]. In these circumstances these estimates
can be considered as values for xi and si in expressions (10) and (11). The factor 1.483 results from assuming
the indication values to be drawn independently from a Gaussian distribution. Accordingly, these values for xi
and si can be used to define the scaled and shifted t-distribution tn−1 (xi , s2i /n) with n − 1 degrees of freedom
(table 2) to be used as the PDF for Xi .

EXAMPLE Peak area of iso-pentane in a natural gas analysis

Consider n = 7 estimates (in the form of repeated indication values), reported in increasing order, in arbitrary units of
a peak area of iso-pentane in a gas chromatogram of a natural gas A:

1 065 972, 1 068 099, 1 072 282, 1 074 867, 1 075 682, 1 076 699, 1 079 027.

The median is A b = 1 074 867. The absolute deviations from the median are 8 895, 6 768, 2 585, 0, 815, 1 832, 4 160,
respectively. The median of these absolute deviations is MAD = 2 585. The standard deviation is 1.483 × MAD = 3 834.
The best estimate of A is A b = 1 074 867 and, using formula (11), the standard uncertainty associated with A b
 1/2
b = 7−1
is u(A) 3√
834 b = 1.074 9 × 106 and u(A)
= 1 775. Reporting in accordance with 12.2.1.2, A b = 1.8 × 103 .
7−3 7

18
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COMMITTEE DRAFT JCGM 100:201X CD

9.2.8 A set of counts q1 , . . . , qn having average q, can often reasonably be modelled as a sample from a
Poisson distribution [38] whose expectation X denotes Xi , the input quantity of interest. In the absence of
further knowledge about X, the PDF for X can be taken as the Gamma distribution G(nq̄ + 1/2, 1/n). The
best estimate of X and the associated standard uncertainty are (also see table 2)

1 q̄ 1 1/2

x = q̄ + 2n , u(x) = n + 2n2 . (15)

EXAMPLE Counting yeast cells [36]

A haemocytometer is used to count yeast cells in each of 400 square regions on a plate, arranged in a 20 × 20 grid with
total area 1 mm2 , and report the numbers of regions that contained 0, 1, 2, . . . yeast cells, as follows: (0, 0), (1, 20),
(2, 43), (3, 53), (4, 86), (5, 70), (6, 54), (7, 37), (8, 18), (9, 10), (10, 5), (11, 2), (12, 2), meaning there was no region with
no cell, 20 regions with one cell each, etc. The purpose is to estimate the expected number x of yeast cells per 0.002 5 mm2
region, in preparations made similarly to those for this plate [40]. The data is regarded as a set of counts q1 , . . . , q400 of
which, and according to the summary above, none is equal to 0, 20 are equal to 1, etc. These data are regarded as a
sample from a Poisson distribution. Application of formulæ (15) yields x = 4.68 and u(x) = 0.11.

1
9.2.9 Two quantities Xi and Xj measured simultaneously under repeatability conditions of measurement
lead to say n pairs of repeated indication values (ξi,1 , ξj,1 ), . . . , (ξi,n , ξj,n ). It is assumed that each pair can be

T EE
AF T T G
regarded as sampled independently from a single bivariate Gaussian distribution with unknown parameters. It
is required to deduce the standard uncertainties and covariance of the averages

xi =
1
(ξi,1 + · · · + ξi,n ), xj =
1
(ξj,1 + · · · + ξj,n ).
DR M -W
n n
The treatment in 9.2.2 and 9.2.4 may be extended as follows. Let
n
X
ai,j = (ξi,r − xi )(ξj,r − xj ).
r=1
M

The standard uncertainties u(xi ) and u(xj ) associated with xi and xj are [26]
I
 1/2  1/2
ai,i aj,j
u(xi ) = , u(xj ) = (16)
G

n(n − 4) n(n − 4)

and the covariance associated with xi and xj is


CO C

ai,j
M

u(xi , xj ) = . (17)
n(n − 4)

Formulæ (16) and (17) apply for n > 4. Otherwise, historical data as in 9.2.6 should be also taken into account.
J

NOTE 1 An example concerning the simultaneous measurement of resistance and reactance is given in GUM-S2 9.4.
NOTE 2 Formulæ for the case where any number of quantities is measured simultaneously are given in GUM-S2 5.3.2
and GUM-S2 9.4.2.6.

9.3 Standard uncertainties and covariances obtained from other knowledge

9.3.1 General

Relevant information to be taken into consideration includes:

— previous measurement data,


— experience with or knowledge of the behaviour and properties of relevant materials and measuring systems,
— suppliers’ specifications,
— data provided in calibration and other certificates,
— reference data taken from handbooks, and


c JCGM 201X CD— All rights reserved 19
JCGM 100:201X CD COMMITTEE DRAFT

— expert knowledge.

Such information is used to provide PDFs for the relevant input quantities by applying certain principles (7.3.2).
Table 2 facilitates the use of these subclauses and also illustrates the corresponding PDFs.

NOTE Different PDFs may result from applying different principles, and the resulting expectations and standard
deviations may consequently also be different.

9.3.2 Lower and upper limits

The quantity X lies in a given interval a ≤ X ≤ b with a < b. The rectangular PDF R(a, b) with limits a and b
can be used as the PDF for X. The best estimate x of X and the associated standard uncertainty u(x) are

a+b b−a
x= , u(x) = √ . (18)
2 12

1
EXAMPLE 1 Mass of a weight

T EE
AF T T G
A weight W of nominal mass 5 kg is verified according to OIML Class M1 [33] for which a maximum permissible error
of 0.25 g is specified. This verification implies that this knowledge of the mass of W can be described
√ by a rectangular PDF
over the interval 5 kg ± 0.25 g. This PDF has expectation 5 kg and standard deviation 2 × 0.25/ 12 = 0.14 g. Thus, the
best estimate of the mass of W is 5.000 00 kg with associated standard uncertainty 0.14 g.
DR M -W
EXAMPLE 2 Resolution of a displaying device.

A device displays the value 0.247 in which all decimal digits are regarded as correct. Since any value lying
between a = 0.246 5 and b = 0.247 5 when rounded correctly would give the same displayed value, in the absence of
further information, a rectangular distribution with limits a and b would be used to characterize knowledge
√ of the quan-
tity. Hence, the standard uncertainty associated with the resolution of the device is (0.247 5 − 0.246 5)/ 12 = 0.000 3.
M

When repeated rounded indication values are available, a smaller uncertainty can be obtained [17].
I
The endpoints are presumed exact in using the rectangular distribution as in this subclause. Although this might
not apply in practice, the effect on the evaluation of the standard uncertainty is small, as exemplified below.
G

EXAMPLE 3 The only knowledge of a voltage X is that it lies in the interval 10.0 V ± 0.1 V and that the interval
endpoints were obtained by correct rounding of numerical values. On this basis, the magnitude of each of these endpoints
lies in the interval 0.1 ± d, where d = 0.05, since every number in this interval rounded to one significant decimal digit
CO C

is 0.1. The location of the interval is therefore fixed, whereas its width is inexact. Analysis shows that the lack of
M

knowledge of the exact endpoints causes u2 (x) to be increased by d2 /9, which corresponds to an increase in u(x) in this
case of 4 % (see GUM-S1 6.4.3.2). This is an extreme case since replacing 0.1 by 0.2 or 0.3 or etc. would give rise to a
smaller relative increase in the corresponding u(x). The relevance of such a difference would need to be considered in
context.
J

9.3.3 Best estimate and uncertainty

Calibration certificates (or other sources of approved data) provide information about a quantity X in various
ways. Given the best estimate x and associated standard uncertainty u(x), the Gaussian PDF N(x, u2 (x)) with
expectation x and standard deviation u(x) can be used as the PDF for X. Given x, expanded uncertainty Up
and coverage probability p such as 0.9, 0.95 or 0.99 (see 11.1.3), a Gaussian PDF N(x, (Up /kp )2 ) with
expectation x and standard deviation Up /kp , where kp is the coverage factor corresponding to p, can be used as
the PDF for X. The kp -factors for the above three coverage probabilities are 1.64, 1.96 and 2.58, respectively.

EXAMPLE 1 Calibration of a stainless steel mass standard

A calibration certificate states that the mass mS of a stainless steel mass standard of nominal value 1 kg is 1 000.000 32 g
and the associated uncertainty is 0.16 mg at the two standard deviation level. The PDF for mS is Gaussian with expec-
tation 1 000.000 32 g and standard deviation 0.16/2 = 0.08 mg. Then the best estimate of mS is m b S = 1 000.000 32 g
and the standard uncertainty associated with m b S is u(m b S ) = 0.08 mg, which corresponds to a relative standard
b S ) = 8 × 10−8 .
uncertainty urel (m

20
c JCGM 201X CD— All rights reserved
COMMITTEE DRAFT JCGM 100:201X CD

EXAMPLE 2 Calibration of a resistor

A calibration certificate states that the resistance RS of a standard resistor of nominal value 10 Ω
is 10.000 74 Ω ± 0.13 mΩ at 23 ◦C for a coverage probability of 99 %. The best estimate of RS is R bS = 10.000 74 Ω
and the standard uncertainty associated with R bS is u(R
bS ) = (0.000 13 Ω)/2.58 = 0.000 05 Ω, which corresponds to a
bS ) = 5 × 10−6 .
relative standard uncertainty urel (R

NOTE If there is reason to believe that a Gaussian PDF might not be a suitable representation of the knowledge of X
(best estimate and associated standard uncertainty), perhaps because a heavier tail is expected, a t-distribution can be
considered instead: see 9.3.8.3.

9.3.4 Best estimate, expanded uncertainty, coverage factor and effective degrees of freedom

When a calibration certificate is issued in accordance with JCGM 100:2008 and the information about X
takes the form of a best estimate x, expanded uncertainty Up , coverage factor kp and effective degrees of
freedom νeff (> 2), a Student’s-t PDF tνeff (x, σ 2 ), where σ
p= Up /kp , can be used for X. The best estimate of X

1
is x and the associated standard uncertainty is u(x) = σ νeff /(νeff − 2).

T EE
AF T T G
NOTE In the long term, it would be expected that calibration certificates would be issued in accordance with this
edition of the Guide, and the corresponding PDF for X would be derived according to 9.3.3.
DR M -W
9.3.5 Several quantities with best estimates, standard uncertainties and covariances

The input quantities X1 , . . . , XN have given best estimates x1 , . . . , xN and associated covariances u(xi , xj ),
i = 1, . . . , N , j = 1, . . . , N , where u(xi , xi ) = u2 (xi ) is the variance (squared standard uncertainty) associated
with xi and u(xi , xj ) is the covariance associated with xi and xj . When Xi and Xj are independent, u(xi , xj ) = 0
(see GUM-S1 3.11). Such information would be given on a calibration certificate, for example. A multivariate
Gaussian PDF with parameters given by this information would be assigned to the set of input quantities and
M

is treated in GUM-S1 6.4.8.


I
9.3.6 Sinusoidal cycling
G

The quantity X cycles sinusoidally, with unknown phase, between given limits a and b (a < b). The arc sine
(U-shaped) PDF U(a, b) with lower limit a and upper limit b can be used as the PDF for X. The best estimate x
of X and the associated standard uncertainty u(x) are
CO C
M

a+b b−a
x= , u(x) = √ .
2 8
J

9.3.7 Single estimate and positivity

A positive quantity X has given best estimate x (> 0). The exponential PDF Ex(1/x) with expectation x can
be used as the PDF for X. The standard uncertainty associated with x is u(x) = x.

9.3.8 Elicitation

9.3.8.1 General

Elicitation is the process of acquiring expert knowledge about a quantity and transforming that knowledge into
a PDF for that quantity [19], as in some of the above subclauses. A common approach is to obtain experts’
estimates of percentiles of the quantity, and match a PDF to that information. For instance, the 0th, 25th, 50th,
75th and 100th percentiles might be used. Subclauses 9.3.8.2 to 9.3.8.3 give simple indications of the manner in
which elicitation can be used. Table 3 gives some further detail. When elicitation is used to construct a PDF,
the process used should be documented in detail. For more detail see reference [31].


c JCGM 201X CD— All rights reserved 21
JCGM 100:201X CD COMMITTEE DRAFT

Table 3 — PDFs based on elicitation and resulting best estimate x and standard uncertainty u(x)
(9.3.8.1)

Expert knowledge PDF and illustration (not to scale) x and u(x) Subclause

α
Lower and upper limits a Scaled and shifted x = a + (b − a) α+β , 9.3.8.2
and b and stated percentiles beta: B(a, b, α, β) u(x) = (b − a)×
α, β calculated from h
αβ
i1/2
given information (α+β)2 (α+β+1)

Best estimate x and Scaled and shifted t: x, 9.3.8.3


standard uncertainty u(x) tν (xi , ν−2
ν
u2 (xi )) for u(x)
any ν > 2

T EE 1
Limits a, b and belief that Triangular: x = a+b
2
, 9.3.8.4

midpoint

AF T T G
probability greatest at

Limits a, b and belief that


T(a, b)

Trapezoidal: x = a+b
b−a
u(x) = √

,
24

9.3.8.5
DR M -W
2
PDF intermediate (controlled Trap(a, b, β) u(x) = 24 (1 + β 2 )1/2
b−a

by parameter β) between
rectangular and triangular

NOTE The rth percentile of a random variable X is a value q such that the probability that Pr(X ≤ q) = r/100.
M

EXAMPLE Dimension of a part


I
A machining process produces parts having nominal length ` = 10.11 mm. Knowledge of the process suggests that the
length of a machined part can be regarded as sampled from a Gaussian distribution centred on ` = 10.11 mm. In addition,
it is believed that the interquartile range (the distance between the 25th and 75th percentiles) of ` is 0.08 mm. Now for
G

a Gaussian distribution with expectation µ and standard deviation σ the interval µ ± σ/1.48 encompasses 50 % of the
distribution. The metrologist’s best estimate `b of ` is thus 10.11 mm and the standard uncertainty u(`)
b associated with `b
is 1.48 × 0.04 mm = 0.06 mm.
CO C
M

9.3.8.2 Known lower and upper limits and percentiles: beta distributions
J

Although many PDFs could be used in the elicitation process, the beta distribution [38] is a generic, flexible
distribution that can be used to characterize a quantity known to lie in a specified finite interval [a, b] and when
percentiles of the quantity are available or other statistical information is given. The beta distribution may
have a (symmetric or asymmetric) J-, L-, U-shaped or rectangular PDF. In addition to a and b, the scaled
and shifted beta distribution B(a, b, α, β) has two further parameters α and β that are determined from the
available information. Accordingly, the best estimate of X is x = a + (b − a)α/(α + β) and the associated
standard uncertainty is u(x) = (b − a){αβ/[(α + β)2 (α + β + 1)]}1/2 .

9.3.8.3 Best estimate and standard uncertainty

Given only a best estimate xi of a quantity Xi and standard uncertainty u(xi ), the quantity can be modelled by a
scaled and shifted t-distribution for any degrees of freedom ν greater than two, namely, by tν (xi , ν−2 2
ν u (xi )) [30].
The smaller is the value of ν, the less informative is the PDF about the quantity and the heavier will be the
tails of the PDF.

NOTE This choice of PDF is an alternative to the Gaussian PDF in 9.3.3. For the propagation of uncertainty as
described in this Guide, this choice makes no difference, but it can result in a longer coverage interval for the measurand

22
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COMMITTEE DRAFT JCGM 100:201X CD

(clause 11).

9.3.8.4 Triangular distribution

A triangular distribution is sometimes chosen to model an input quantity X that has known lower and upper
limits a and b, say, and it is believed that X is more likely to lie at the midpoint of the interval [a, b] than
elsewhere. Accordingly,
√ the best estimate of X is x = (a + b)/2 and the associated standard uncertainty
is u(x) = (b − a)/ 24. A triangular distribution also arises as the convolution of rectangular distributions with
identical semi-widths. See GUM-S1 6.4.5.

9.3.8.5 Trapezoidal distributions

A trapezoidal distribution might be chosen to model an input quantity X that has known lower and upper
limits a and b, say, and it is believed that X is more likely to lie in a central part of the interval [a, b] than
elsewhere. A trapezoidal distribution can be regarded as a case intermediate between the rectangular (9.3.2)

1
and triangular distributions (9.3.8.4). It depends on a parameter β equal to the ratio of the width of the top

T EE
of the trapezoid and the length of the interval. The √ best estimate of X is x = (a + b)/2 and the associated

AF T T G
standard uncertainty is u(x) = (b − a)(1 + β 2 )1/2 / 24. A trapezoidal distribution also arises as the convolution
of rectangular distributions with different semi-widths. See GUM-S1 6.4.4
DR M -W
9.3.9 Single estimate with ancillary information

9.3.9.1 Estimates of some input quantities may be based on measurements made by third parties with no
accompanying uncertainty statement. However, if the measuring systems used are subject to periodic calibra-
tion or legal inspection, and therefore known to conform with their specifications or with existing normative
documents, the relevant standard uncertainties can be inferred from this information.
M

9.3.9.2 A single indication value may be obtained with an uncalibrated instrument verified to a written
I
standard containing metrological requirements, often in the form of “maximum permissible errors” (MPEs),
to which the measuring system is required to conform. Compliance with these requirements is determined
G

by comparison with a reference instrument having measurement uncertainty specified in the standard. This
uncertainty is then a component of uncertainty associated with the error of indication Ei of the single indication
value. Once it is established that the errors of indication Ei lie acceptably within the MPE limits (±Emax ) the
instrument is considered to be verified (also see JCGM 106:2012). The instrument can then subsequently be
CO C
M

used to perform measurement, with measured values given by the indication values, and associated uncertainty
based on taking ±Emax as the limits of a rectangular PDF (9.3.2), with account also taken of uncertainties due
to resolution and any instability of the indication. See clause 10 for combining uncertainty components.
J

9.3.10 Correlated input quantities

9.3.10.1 Input quantities are correlated when the same measuring system, physical measurement standard
or reference datum having non-negligible uncertainty is used in their determination. For example, if a ther-
mometer is used to determine a temperature correction required in the estimation of input quantity Xi , and
the same thermometer is used to determine a similar temperature correction required in the estimation of input
quantity Xj , the two quantities could be significantly correlated. Suppose Xi and Xj are redefined to be the un-
corrected quantities and the quantities that define the calibration curve for the thermometer (used to determine
the temperature corrections) are included as additional independent input quantities. Then the measurement
model can be expressed in terms of independent quantities.

9.3.10.2 Two repeatedly and simultaneously observed input quantities can be correlated. Their covariance
may be determined using expression (17) in 9.2.9. For example, suppose the frequency of an oscillator un-
compensated or poorly compensated for temperature is an input quantity, and ambient temperature is also an
input quantity, and they are observed simultaneously. There may then be significant correlation revealed by
the calculated covariance of the frequency of the oscillator and the ambient temperature.


c JCGM 201X CD— All rights reserved 23
JCGM 100:201X CD COMMITTEE DRAFT

9.3.10.3 Input quantities are almost invariably correlated when they are output quantities in a previous
multivariate measurement model. Suppose two input quantities Xi and Xj estimated by xi and xj depend on
a set of uncorrelated quantities Q1 , . . . , QL . Thus, Xi = Fi (Q1 , . . . , QL ) and Xj = Fj (Q1 , . . . , QL ), although
some of Q1 , . . . , QL may actually appear only in one function and not in the other. If u2 (q` ) is the variance
associated with the estimate q` of Q` , then the variance associated with xi is, from formula (31) in 10.4.2.1,
L  2
X ∂Fi
u2 (xi ) = u2 (q` ) (19)
∂q`
`=1

with a similar expression for u2 (xj ). The covariance associated with xi and xj is given by

L   
X ∂Fi ∂Fj
u(xi , xj ) = u2 (q` ) (20)
∂q` ∂q`
`=1

Because only those terms for which ∂Fi /∂q` 6= 0 and ∂Fj /∂q` 6= 0 for a given ` contribute to the sum, the

1
covariance is zero if no variable is common to both Fi and Fj . See also formulæ (38) and (39) in 10.4.3.3. It is
also possible for the covariance associated with two input estimates to have both a statistical component [see

T EE
formula (17) in 9.2.9] and a component arising as discussed in this subclause.

NOTE 1

AF T T G
The correlation coefficient r(xi , xj ) (or ri,j ) associated with the two estimates xi and xj is defined by

u(xi , xj )
DR M -W
r(xi , xj ) = (21)
u(xi )u(xj )

and is obtained from u(x1 , x2 ) [formula (20)], with u(xi ) calculated from formula (19) and u(xj ) from a similar expression.

EXAMPLE Calibration of weights using a common reference standard

Two weights 1 and 2 of masses m1 and m2 having the same nominal mass value are calibrated by comparison with a
M

common reference standard of mass mS having the same nominal value. A comparator is used to determine the mass
difference ∆mi between masses mS and mi (i = 1, 2) so that
I
mi = mS − ∆mi , i = 1, 2. (22)
G

The reference standard has reported mass m b S with associated standard uncertainty u(mb S ) whereas the separately ob-
tained measurement result for ∆mi is [∆m b i , u(∆m)].
b Since the contribution from resolution is negligible, u(∆m)
b is due
essentially to repeatability of measurement. Moreover, it is in practice the same for both mass differences.
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M

The PDFs for quantities mS and ∆mi are independent, since information about ∆mi does not influence the state-of-
knowledge PDF for mS and vice versa. The same is true for quantities ∆m1 and ∆m2 . It follows that

Cov(mS , ∆mi ) = 0, Cov(∆m1 , ∆m2 ) = 0.


J

Therefore,

m b S − ∆m
bi = m b i, u2 (m
b i ) = u 2 (m
b S ) + u2 (∆m),
b i = 1, 2. (23)

However, the PDFs for quantities m1 and m2 are correlated because the estimates of the quantities were obtained using
the same reference standard. Applying the rule Cov(X1 ± X2 , X3 ) = Cov(X1 , X3 ) ± Cov(X2 , X3 ),

u(m b 2 ) = Cov(m1 , m2 ) = Cov(mS − ∆m1 , mS − ∆m2 ) = Cov(mS , mS ) = V (mS ) = u2 (m


b 1, m b S ). (24)

The same result would be obtained by application of formula (20) to model (22).

A subsequent application consists of the calibration of a weight having nominal mass 2mS by comparisons with weights 1
and 2, now used jointly to form a reference having mass m = m1 + m2 . In this application, the two masses m1 and m2
are correlated input quantities in the measurement model. See 10.4.3.1 and 10.4.3.1.

NOTE 2 The correlation coefficient is

u(m
b 1, m
b 2) u2 (mb S) u2 (∆m)
r(m
b 1, m
b 2) = = 2 =1− 2 . (25)
b
u(m
b 1 )u(m
b 2) u (m 2
b S ) + u (∆m)
b b S ) + u2 (∆m)
u (m b

24
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COMMITTEE DRAFT JCGM 100:201X CD

It can be seen from expression (25) that the value of the correlation coefficient depends on the relative magnitudes
of u2 (∆m)b and u2 (m b S ), that is, the components of uncertainty arising from the comparison and the reference mass,
respectively. If the former component is dominant, that is, if u2 (∆m) b  u 2 (mb S ), then r(m b 2 ) → 0 and the output
b 1, m
estimates m b i have negligible associated correlation. If, on the contrary, the latter component is dominant, that is,
if u2 (m
b S )  u2 (∆m),
b then r(m b 2 ) → 1 and the output estimates have high associated correlation.
b 1, m

9.3.10.4 The need to introduce the covariance u(xi , xj ) can sometimes be bypassed if the original set of
input quantities X1 , . . . , XN upon which the measurand Y depends [see formula (1) in clause 3.2] is redefined
in such a way as to include as additional independent input quantities those quantities Q` that are common to
two or more of the original Xi . (It may be necessary to perform additional measurements to establish fully the
relationship between Q` and the affected Xi .) Nonetheless, in some situations it may be more convenient to
retain covariances rather than to increase the number of input quantities. In many cases it is not possible to
avoid covariances because of insufficient information. In the example given in 9.3.10.3, the user of the calibrated
weights is provided with a calibration certificate giving (at least) m
b 1, m
b 2 , u(m
b i ) and u(m
b 1, m
b 2 ) [or r(m
b 1, m
b 2 )],
but not, of course, u(m b S ), nor u(∆m
b i ). In this common situation it is not possible for the user to remove
the correlation between the input quantities m1 and m2 . Such a situation is likely to occur whenever artefact
standards are calibrated in a laboratory and used jointly in another laboratory for subsequent calibrations. The

1
same considerations apply for any number of artefacts.

T EE
10
AF T T G
Evaluating the measurand and standard uncertainty
DR M -W
10.1 General

Summary information about the input quantities in the measurement model (best estimates and associated
standard uncertainties, and covariances where necessary) is used in this Guide in determining the best estimate
of the measurand and the associated standard uncertainty (also see 9.1.1). Such information can be used when
it is judged that the measurement model can safely be linearized (10.3, 10.4). No explicit usage other than the
M

best estimate and associated standard uncertainty is required of the PDFs for the input quantities.
I
10.2 Evaluating the measurand
G

Given best estimates x1 , . . . , xN of the input quantities X1 , . . . , XN and sufficiently small standard
uncertainties u(x1 ), . . . , u(xN ) to permit a valid linear approximation (see 10.1), the best estimate y of the
measurand Y is given by expression (1) with X1 = x1 , . . . , XN = xN , namely,
CO C
M

y = f (x1 , . . . , xN ). (26)

NOTE The input quantities X1 , . . . , XN are measured n times under repeatability conditions of measurement. At
J

the `th stage indication values ξ1,` , . . . , ξN,` are available. (Also see 9.2.9.) Two possible estimates of the measurand are
 
1 1
a) y=f (ξ1,1 + · · · + ξ1,n ), · · · , (ξN,1 + . . . + ξN,n ) ; (27)
n n

1
b) y= [f (ξ1,1 , . . . , ξN,1 ) + · · · + f (ξ1,n , . . . , ξN,n )].
n

These estimates are identical when f is a linear function of the Xi , and they are different otherwise. In general, option (27)
is to be preferred [6, 29, 34, 44]. See also 9.2.9.

10.3 Replacement of a non-linear measurement model by an approximating linear model

10.3.1 This subclause applies when the standard uncertainties u(xi ) are sufficiently small that a linear ap-
proximation to the measurement model enables the standard uncertainty u(y) to be evaluated reliably. In other
words, for all values of the input quantities Xi lying within small multiples of u(xi ) of the best estimates xi of
the Xi , the linear approximation departs negligibly for practical purposes from the non-linear model. Otherwise,
linearization should not be used and the Monte Carlo method given in GUM-S1 applied instead.


c JCGM 201X CD— All rights reserved 25
JCGM 100:201X CD COMMITTEE DRAFT

NOTE The expectation of the measurement function f (5.16) is


Z ∞
E[f (X)] = f (ξ)gX (ξ) dξ. (28)
−∞

The integrand in expression (28) is the product of the (non-linear) function f (black continuous curve in figure 2) and
the PDF gX for X (blue or red broken curve).

T EE 1
AF T T G
DR M -W
Figure 2 — Interplay between measurement function non-linearity and standard deviation of X (10.3.1)
M

A single-peaked symmetric PDF centered at the best estimate x of X (the sharply peaked blue broken curve in figure 2)
is considered for simplicity. Several standard deviations away from x the value of the PDF becomes so small that,
apart from exceptional cases, the main contribution of the integrand (the product f gX ) to the integral comes from the
I
high-probability region under the PDF near x.
G

If additionally the standard uncertainty (standard deviation of the PDF) associated with x for input quantity X is small
enough, it is indicated in figure 2 that f in the integrand can be well approximated locally by a straight line regardless
of the non-linear behaviour of f outside the high-probability region of gX . Locally the integrand will not markedly
change by this linearization. However, the approximation will be inappropriate when the departure from linearity of f is
CO C

pronounced within the high-probability region of the PDF for X. The latter effect occurs for a large standard deviation
M

of the PDF (broadly peaked red broken curve in figure 2). For given non-linear behaviour of f the standard uncertainty
associated with x determines the validity of the linearization.
J

Linearization is often accomplished directly by retaining the linear term only in the Taylor expansion of the measurement
function around the best estimate x of X [35]. This approach is equivalent to that described above.

10.3.2 In case of doubt the adequacy of using summary information (best estimate x and standard uncer-
tainty associated with x rather than the PDF for X) may be confirmed for non-linear measurement models.
One way to proceed would be to carry out the evaluation twice, by (a) using a linear approximation and sum-
mary information (10.4), and (b) applying the Monte Carlo method of GUM-S1. If the two evaluations agree
sufficiently for the purposes of the intended application, it can be concluded that use of a linear approximation
and summary information suffice. It might also be concluded that they would suffice in sufficiently similar
circumstances, a judgment to be made by the user. For a non-linear measurement model, there would be a
tendency for the results of the two evaluations to deviate more as the uncertainties associated with the best
estimates of the input quantities increase (10.3.1).

26
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COMMITTEE DRAFT JCGM 100:201X CD

10.4 Evaluating the uncertainty about the measurand: use of summary information

10.4.1 General

10.4.1.1 Linearization of the measurement function f about the best estimates x1 , . . . , xN of the input
quantities X1 , . . . , XN gives

Y = y + c1 (X1 − x1 ) + · · · + cN (XN − xN ), (29)

where y = f (x1 , . . . , xN ) [expression (2) in 3.4] is the best estimate of the measurand Y . In expression (29),

∂f
ci = (30)
∂xi

denotes ∂f /∂Xi , the first partial derivative of f with respect to Xi evaluated at X1 = x1 , . . . , XN = xN and is
known as a sensitivity coefficient. The sensitivity coefficient ci quantifies how rapidly y would change due to a
small change in xi in the neighbourhood of the best estimates of the input quantities.

T EE 1
10.4.1.2 The remainder of clause 10.4 assumes that the linear model (29) is a valid approximation to

AF T T G
the measurement model (1) (in 3.1) for purposes of uncertainty evaluation in any particular case and that
expression (2) is used to calculate the value of the measurand. See 10.3 for a discussion of this assumption.
When this assumption is unreasonable, the Monte Carlo method given in GUM-S1 can be applied.
DR M -W
NOTE It is generally more reliable to apply GUM-S1 rather than using the extension of the Taylor expansion of the
measurement function to higher order as given in JCGM 100:2008.

10.4.2 Independent input quantities


M

10.4.2.1 This and subclause 10.4.3.1 enable the standard uncertainty u(y) associated with the best estimate y
of the measurand Y to be evaluated from the standard uncertainties associated with the best estimates of the Xi .
The starting point is the summary information about the input quantities obtained in clause 9. For indepen-
I
dent input quantities X1 , . . . , XN , u(y) is obtained by combining the standard uncertainties u(x1 ), . . . , u(xN )
associated with the best estimates of those quantities in the following way, which is sometimes referred to as a
G

quadrature sum:
N  2 N
2
X ∂f X
u (y) = u2 (xi ) = c2i u2 (xi ). (31)
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M

i=1
∂xi i=1

NOTE 1 Formula (31), and formula (36) in 10.4.3.1 for correlated input quantities, often referred to as the law of
propagation of uncertainty, are based on a first-order Taylor series expansion (linearization) of Y = f (X1 , . . . , XN )
J

about X1 = x1 , . . . , XN = xN .
NOTE 2 Expression (31) holds exactly when the measurement function f is linear in the input quantities, as does its
counterpart (36) for correlated input quantities, irrespective of the PDFs for these quantities. Also see 10.3.
NOTE 3 Various numerical and other approaches such as in references [1], [27] and [28] can be used to provide the
sensitivity coefficients ci for a computational or algebraically complicated measurement model.

10.4.2.2 For independent input quantities, the variance u2 (y) can be viewed as a sum of terms, the ith of
which represents the contribution to u2 (y) generated by u2 (xi ). Formula (31) can then be expressed as

N
X N
X
u2 (y) = [ci u(xi )]2 = u2i (y), ui (y) ≡ |ci | u(xi ). (32)
i=1 i=1

EXAMPLE 1 Power dissipated by a resistor (continuation of 8.2.2 example 2)

The best estimate of P , using measurement model (6), is

Vb 2
Pb =
R
b0 Cb


c JCGM 201X CD— All rights reserved 27
JCGM 100:201X CD COMMITTEE DRAFT

in terms of the best estimates Vb of V , R


b0 of R0 , C
b of C, α
b of α and b
t of t, where

C = 1 + α(t − t0 ).

The first partial derivatives of measurement function (6) are

∂P 2V 2P ∂P V2 P
= = , =− 2 =− ,
∂V R0 C V ∂R0 R0 C R0

∂P V 2 (t − t0 ) P (t − t0 ) ∂P V 2α Pα
=− =− , =− =− .
∂α R0 C 2 C ∂t R0 C 2 C

Then the standard uncertainty u(Pb ) associated with Pb is given by applying formula (32):

u2 (Pb ) = u21 (Pb ) + u22 (Pb ) + u23 (Pb ) + u24 (Pb ),

where

1
u1 (Pb ) = |c1 |u(Vb ), u2 (Pb ) = |c2 |u(R
b0 ), u3 (Pb ) = |c3 |u(b
α), u4 (Pb ) = |c4 |u(b
t),

T EE
EXAMPLE 2
AF T T G
and c1 to c4 are the above partial derivatives evaluated at the best estimates of the input quantities.

Digital voltmeter calibration


DR M -W
A manufacturer’s specification for a digital voltmeter states that “between one and two years after the instrument is
calibrated, its accuracy on the 1 V scale is 14 × 10−6 times the reading plus 2 × 10−6 times the scale”. Consider that
the instrument is used 20 months after calibration to measure on its 1 V scale a potential difference V . A measurement
model for V is

V = Vind + ∆V, (33)


M

where Vind is a quantity denoting the average of a number of independently obtained repeated indications of V , and ∆V
represents an additive correction due to the “scale accuracy”. By applying 9.2.2, Vbind = 0.928 571 V with a standard
uncertainty u(Vbind ) = 0.012 mV. The standard uncertainty associated with ∆Vb can be obtained by assuming that the
I
stated scale accuracy provides lower and upper bounds for an additive correction ∆Vb to Vbind . A rectangular distribution
with limits a and b, where b = (14 × 10−6 ) × (0.928 571 V) + (2 × 10−6 ) × (1 V) = 0.015 mV and a = −b, is used to
G

characterize ∆V .

The best estimate of ∆V is ∆Vb = 0 with associated standard uncertainty u(∆Vb ) = (b − a)/ 12 = 0.008 7 mV, given
by formulæ (18) in 9.3.2. The best estimate of the measurand V is Vb = Vbind + ∆Vb = 0.928 571 V. The standard
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uncertainty u(Vb ) associated with Vb is obtained by applying the law of propagation of uncertainty for independent input
quantities, namely, using formula (32) with ∂ Vb /∂ Vbind = ∂ Vb /∂(∆Vb ) = 1, giving the variance associated with Vb as
J

u2 (Vb ) = u2 (Vbind ) + u2 (∆Vb ) = (0.012 mV)2 + (0.008 7 mV)2 = (0.015 mV)2 .

Thus u(Vb ) = 0.015 mV, corresponding to a relative standard uncertainty urel (Vb ) of 16 × 10−6 .

10.4.2.3 When the input quantities Xi are positive and independent and the measurement model is

Y = cX1q1 X2q2 · · · XN
qN
, (34)

where c and the exponents qi are known constants, the application of formula (32) to expression (34),

N  2
2
X
2 u(xi )
u (y) = y qi ,
i=1
xi

gives a relation between relative standard uncertainties:

N
X 2
u2rel (y) = [qi urel (xi )] . (35)
i=1

28
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The legitimacy of formula (35) should be checked by applying GUM-S1, particularly if the relative standard
uncertainties urel (xi ) are large.

NOTE 1 For non-zero xi , expression (35) is similar to expression (32), but in terms of relative standard uncertainties.
NOTE 2 The logarithmic transformations Z = lnY and Wi = lnXi gives exactly the linear model Z = ln c+ N
P
i=1 qi Wi
in the new variables.
NOTE 3 If each qi is either +1 or −1, expression (35) becomes u2rel (y) = N 2
P
i=1 [urel (xi )] , which shows that, for this
special case, the relative variance associated with y is approximately equal to the sum of the relative variances associated
with the xi .

10.4.3 Correlated input quantities

10.4.3.1 For correlated input quantities (9.3.10), covariances associated with best estimates of pairs of those
quantities are also included in formula (31) for the variance of y:

N X
N N N −1 N

1
X X X X
u2 (y) = ci cj u(xi , xj ) = c2i u2 (xi ) + 2 ci cj u(xi , xj ), (36)

T EE
i=1 j=1 i=1 i=1 j=i+1

AF T T G
where u(xi , xj ) denotes the covariance associated with xi and xj and u(xi , xi ) = u2 (xi ). The double summation
contains the contributions from covariances. In terms of correlation coefficients r(xi , xj ) [formula (21) in 9.3.10],
expression (36) becomes
DR M -W
N
X N
X −1 N
X
u2 (y) = c2i u2 (xi ) + 2 ci cj r(xi , xj )u(xi )u(xj ). (37)
i=1 i=1 j=i+1

EXAMPLE Composite mass standard (continuation of 9.3.10.3 example)


M

The reference mass standard is made of weights 1 and 2, used jointly, and has mass
I
m = m1 + m2 .
G

The two input quantities m1 and m2 have estimates m b 1 and m b 2 , respectively, with associated standard
uncertainties u(m
b 1 ), u(m b 2 ) and covariance u(mb 1, m
b 2 ). The standard measurement uncertainty associated with
estimate m
b =m b1 + m b 2 is obtained by application of formula (36), yielding
CO C
M

u2 (m)
b = u2 (m
b 1 ) + u 2 (m
b 2 ) + 2u(m
b 1, m
b 2 ).

In terms of the correlation coefficient r(m


b 1, m
b 2 ),
J

u2 (m)
b = u2 (m
b 1 ) + u 2 (m
b 2 ) + 2r(m
b 1, m
b 2 )u(m
b 1 )u(m
b 2 ).

For r(mb 1, m
b 2 ) approximately equal to unity, u(m)
b is approximately u(m b 1 ) + u(m
b 2 ). Similar cases occur frequently
in calibration (see note 2 to 9.3.10.3). In such cases, neglecting correlations between input estimates, and thus using
formula (31) rather than formula (36) or (37), would yield an unacceptable under-evaluation of measurement uncertainty.

10.4.3.2 The difference between two quantities arises when assessing the consistency of (often correlated) es-
timates y1 and y2 of the measurand Y by using the so-called normalized error En = (y1 − y2 ) /u(y1 − y2 ). Some
implementations neglect the covariance in the denominator, thus yielding an incorrectly enlarged u(y1 − y2 )
and, as a consequence, an optimistically small value for En . For r(y1 , y2 ) close to unity, u(y1 − y2 ) is
approximately |u(y1 ) − u(y2 )| and the over-evaluation involved in neglecting covariance is unacceptable.

EXAMPLE Difference between two masses (continuation of 10.4.3.1 example)

The standard uncertainty u(δ m)


b associated with the estimate δ m b1 − m
b =m b 2 of the mass difference δm = m1 − m2 is
given by

u2 (δ m)
b = u 2 (m
b 1 ) + u2 (m
b 2 ) − 2u(m b 2 ), or u2 (δ m)
b 1, m b = u 2 (m
b 1 ) + u2 (m
b 2 ) − 2r(m
b 1, m
b 2 )u(m
b 1 )u(m
b 2 ),


c JCGM 201X CD— All rights reserved 29
JCGM 100:201X CD COMMITTEE DRAFT

which, considering that, from expression (24), u(m b 2 ) = u 2 (m


b 1, m b S ), yields u2 (δ m)
b = u2 (m
b 1 ) + u 2 (m
b 2 ) − 2u2 (m
b S ).
However, this result, using expression (23), reduces to u2 (δ m) b = 2u2 (∆m),b which is consistent with the
model δm = m1 − m2 = ∆m2 − ∆m1 [see expression (22)], where ∆m1 and ∆m2 are uncorrelated as it was assumed at
the outset. The apparent and required consistency would not exist in case of inadequate consideration of correlation.

10.4.3.3 A general expression, yielding the covariance u(xi , xj ) between two quantities Xi , Xj depending on
a common set of input quantities Q1 , . . . , QL according to Xi = Fi (Q1 , . . . , QL ) and Xj = Fj (Q1 , . . . , QL ) is

L X
L
X ∂Fi ∂Fj
u(xi , xj ) = u(qh , q` ) (38)
∂qh ∂q`
h=1 `=1

or, in terms of the correlation coefficients,

L X
L
X ∂Fi ∂Fj
u(xi , xj ) = u(qh )u(q` )r(qh , q` ). (39)
∂qh ∂q`

1
h=1 `=1

T EE
Formula (38) and its equivalent form (39) are a generalization of formula (20) when the qL in that expression

AF T T G
are correlated. When i = j, formula (38) is the corresponding generalization of formula (19).
DR M -W
11 Determining a coverage interval for the measurand

11.1 General

11.1.1 In many areas including commercial, industrial, scientific, health care and regulatory applications,
M

it is required to provide an interval such that the measurand Y lay in the interval with a given probability p
(often 0.95). Such an interval is termed a coverage interval and p is termed a coverage probability. The coverage
probability p should always be stated when reporting a coverage interval.
I
11.1.2 A coverage interval can be viewed as an interval on the abscissa such that the fraction of the PDF
G

above it has area equal to p. Since there are infinitely many coverage intervals for a stated p, a choice is made
depending on the application. In many cases the shortest coverage interval (GUM-S1 3.16), which is such that
the range yhigh − ylow is smallest, is an appropriate choice. It has the desirable property that, if the PDF is
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single-peaked, it includes the mode (the most probable value). A probabilistically symmetric coverage interval
M

(GUM-S1 3.15) equalizes the probabilities that Y is less than the left-hand interval endpoint and greater than
the right-hand endpoint (0.025 in each tail for p = 0.95). If the PDF is symmetric and single-peaked, the two
intervals coincide.
J

NOTE 1 The shortest coverage interval always contains the mode, the most probable value. Exceptionally, the shortest
coverage interval might be disjoint (composed of a number of distinct segments) for a PDF having more than one peak.
NOTE 2 The probabilistically symmetric coverage interval is unique.
NOTE 3 Depending on the application, for example, conformance testing (JCGM 106:2012), for which the coverage
interval is established, another choice of coverage interval might be more appropriate.

11.1.3 When the PDF for Y is single-peaked and symmetric about the best estimate y of Y , the shortest
coverage interval for Y (identical to the probabilistically symmetric coverage interval) takes the form

y ± Up , (40)

where Up is known as an expanded uncertainty given by the product of a coverage factor kp and the standard
uncertainty u(y) associated with y:

Up = kp u(y).

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11.1.4 For an asymmetric PDF, it is generally inappropriate to report the coverage interval in the form (40)
(but see 11.2). Instead, the coverage interval is reported as

ylow ≤ Y ≤ yhigh or [ylow , yhigh ], (41)

where ylow and yhigh are the endpoints of that interval. The forms (41) apply generally.

11.1.5 The coverage interval y ± Up or [ylow , yhigh ] is calculated from the PDF for Y . In the symmetric
case, in order that the standard uncertainty associated with y can be recovered from Up for use in a subsequent
uncertainty evaluation, the coverage factor kp , also calculated from the PDF, is always to be given.

11.2 Distribution-free coverage intervals

11.2.1 A coverage interval for a given coverage probability p cannot generally be inferred just knowing the
expectation y and standard deviation u(y) of the measurand Y , since it depends on the PDF for Y . Therefore,

1
the procedure given in this Guide, concentrating on the propagation of summary information, is not generally
appropriate for the reliable determination of a coverage interval. However, (conservative) coverage intervals

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for Y can be obtained solely from y and u(y), and thus valid independent of the shape of the PDF. For this

AF T T G
reason they are known as distribution-free coverage intervals. They are conservative in that they have at least
a given coverage probability. These intervals are symmetric about y even when the PDF is not.
DR M -W
11.2.2 From expectation y and standard deviation u(y) a coverage interval for Y for some coverage proba-
bility of at least p is determined as y ± Up , with Up = kp u(y), where the coverage factor kp = 1/(1 − p)1/2 . The
coverage interval y ± 4.47u(y) corresponds to a coverage probability of at least p = 0.95.

11.2.3 When it is known that the PDF for Y is symmetric about y and single-peaked, somewhat less
conservative coverage intervals can be obtained. A coverage interval for Y for some coverage probability of at
least p is determined as y ±Up , with Up = kp u(y), where kp = 2/[3(1−p)1/2 ]. The coverage interval y ± 2.98u(y)
M

corresponds to a coverage probability of at least p = 0.95.


I
NOTE An instance when Y has a symmetric and single-peaked PDF is when the Xi themselves have symmetric and
single-peaked PDFs (Gaussian or Student’s t, for example) and Y is linear in the Xi see formula (7) in 8.2.3 [45].
G

11.2.4 The general result in 11.2.2 is known as the Chebyshev inequality and the result in 11.2.3 for symmetric
and single-peaked distributions is a particular case of the Gauss inequality [39]. The length of the 95 % coverage
interval given by the Chebyshev inequality is 2.3 times that for a Gaussian PDF having expectation y and stan-
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dard deviation u(y). That derived from the Gauss inequality has length 1.5 times that for that Gaussian PDF.

11.3 Coverage intervals from PDFs


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11.3.1 For a linear measurement model or a non-linear measurement model for which it is judged that
linearization provides an adequate approximation (see 10.3) and the PDF for Y can be regarded as Gaussian,
the coverage interval can be determined as in 11.1.3 with, for example, kp taken as 1.96 for a 95 % coverage
probability.

11.3.2 Confirmation of the adequacy of linearization and that the PDF for Y can be regarded as Gaussian
can be extremely difficult to obtain. In all cases of doubt, the Monte Carlo procedure can be applied to obtain
(a numerical approximation to) the PDF for Y given the PDFs for the input quantities Xi (GUM-S1 clause 7),
and hence to deduce a coverage interval (GUM-S1 7.7).

11.3.3 Conservative intervals based on Chebyshev or Gauss inequalities as described in clause 11.2 have the
advantage that a minimal or no assumption has to be made about the PDF for the measurand Y . Therefore,
they are useful, in that they are easily calculated and yet their length may be adequate for some applica-
tions. However, because of their additional length, intervals obtained in this way might include infeasible
values. For instance, in considering chemical purity, such intervals are more likely to contain values outside the
interval [0 %, 100 %]. As far as possible, this Guide advocates the use of realistic coverage intervals, as needed,


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for example, in the area of conformance testing as in JCGM 106:2012 [8]. The PDF for Y is required to obtain
a realistic coverage interval for Y .

NOTE Coverage intervals obtained in other ways can also contain infeasible values, a situation likely to arise when
the value of the measurand is close to a physical limit such as 100 % for a concentration or a proportion, or 0 K for a
thermodynamic temperature. Since they do not have the desired coverage probability such coverage intervals should
be avoided. Coverage intervals obtained with GUM-S1 are less likely to contain infeasible values, but the only way to
guarantee feasible intervals in general is to employ a full Bayesian treatment, which is beyond the scope of this Guide.

11.3.4 In some cases a coverage interval for Y may be inferred in a comparatively simple way. For an
instance, see 11.4.1 example.

11.4 Coverage intervals from analytical calculations

11.4.1 Analytical methods to obtain the PDF gY (η) for Y are ideal because a coverage interval can be
obtained mathematically from the PDF. However, such methods can be applied in relatively simple cases

1
only [11]. Treatments of some cases and examples are available [10, 11, 12]. In terms of the distribution
function GY (η) (5.2), the values ylow and yhigh for which

T EE
AF T T G
GY (ylow ) = (1 − p)/2, GY (yhigh ) = (1 + p)/2

are the endpoints of a probabilistically symmetric coverage interval for Y for coverage probability p.
(42)
DR M -W
EXAMPLE Linear combination of independent input quantities having Gaussian distributions

The measurement model is

Y = b0 + b1 X1 + · · · + bN XN ,
M

where b0 , . . . , bN are known constants, and, for i = 1, . . . , N , the Xi are characterized by independent Gaussian dis-
tributions N(µi , σi2 ). Then, Y is described by the Gaussian distribution N(µ, σ 2 ), where µ = b0 + b1 µ1 + · · · + bN µN
and σ 2 = b21 σ12 + · · · + b2N σN
2
. The shortest coverage interval for Y for coverage probability p is µ ± kp σ, where kp is the
I
coverage factor obtained as the 50(1 + p)th percentile of the standard Gaussian PDF (expectation zero, variance unity).
G

11.4.2 The case of a single (scalar) input quantity (N = 1) is amenable to analytic treatment [38, pp 57-61]
when the measurement function f (X) is differentiable and either increasing or decreasing with X over its domain
of validity. The measurand Y has the PDF
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gY (η) = gX (ξ), ξ = f −1 (η). (43)

J

EXAMPLE Black-body irradiance

The Stefan-Boltzmann law states that the black-body irradiance J (the total energy radiated per unit surface area of a
black body per unit time) is directly proportional to the fourth power of the black body’s thermodynamic temperature T :

J = σT 4 ,

where σ = 5.670 4 × 10−8 Js−1 m−2 K−4 is the Stefan-Boltzmann constant. The only knowledge of the temperature applied
to a particular black body is that it lies between thermodynamic temperatures Tmin = 292.15 K and Tmax = 294.15 K.
Consequently, T is modelled by a rectangular distribution with limits Tmin and Tmax . Any uncertainty relating to σ is
negligible in this context. Application of formula (43) gives the PDF for J as a near-rectangular distribution (in fact
with gently curved convex flanks) between the limits 413.1 Js−1 m−2 and 424.5 Js−1 m−2 .

The expectation of J is 418.8 Js−1 m−2 and used as the best estimate Jb of J. The standard deviation of J is 3.3 Js−1 m−2
and used as the standard uncertainty u(J) b of J.
b The shortest 95 % coverage interval for Y (identical to the probabilisti-
cally symmetric coverage interval to the number of decimal places given) is [413.4 Js−1 m−2 , 424.2 Js−1 m−2 ]. The 95 %
coverage interval for Y assuming it can be modelled by a Gaussian distribution with the above expectation and standard
deviation is [412.3 Js−1 m−2 , 425.2 Js−1 m−2 ], which is not only 19 % longer than the coverage interval determined from
the actual PDF for Y , but contains infeasible values of J, that is, beyond the limits 413.1 Js−1 m−2 and 424.5 Js−1 m−2
of the actual distribution.

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11.4.3 When gY (η) is symmetric about the best estimate y, ylow and yhigh are equidistant from y and hence
the expanded uncertainty Up = y − ylow = yhigh − y.

EXAMPLE Rectangular distribution

For the trivial model Y = X, where the PDF for X is rectangular with limits a and b (a < b), the PDF for Y is
identical to that for X. A 100p % coverage interval for Y is y ± Up , where y = (a + b)/2 and Up = (b − a)p/2, and has
length p(b − a), and any interval of this length within the interval [a, b] is also a 100p % coverage interval for Y .

11.4.4 The endpoints of the shortest 100p % coverage interval 11.1.2 can readily be determined for an
increasing PDF with finite right-hand limit using the fact that the interval contains the region of highest
density, that is, it abuts that limit. Thus, the left-hand limit is given by the solution of GY (ylow ) = 1 − p.
Analogous remarks apply for a decreasing PDF.

EXAMPLE Logarithmic transformation

The measurement model is Y = ln X (X > 0) and the PDF for X is rectangular with limits a and b (0 < a < b). The

1
application of formula (43) gives a doubly truncated exponential PDF for Y :

T EE

AF T T G
gY (η) =
 exp(η)/(b − a),
 0,
ln a < η < ln b,
elsewhere.
DR M -W
Solution of equations (42) gives ylow = ln(v −wp) and yhigh = ln(v +wp), where v = (a+b)/2 and w = (b−a)/2. Figure 3
shows the PDF for Y and the shortest and probabilistically symmetric coverage intervals in the case a = 12, b = 20
and p = 0.9.
M
I
G
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Figure 3 — PDF for Y (blue), a doubly truncated exponential function, with shortest (broken green)
and probabilistically symmetric (red) coverage intervals for the measurement model Y = ln X, where X
has a rectangular PDF (11.4.4 example)

Such situations are relevant to electromagnetic compatibility measurement, where conversions are often carried out
between quantities expressed in linear units and decibels using exponential or logarithmic transformations [42].

11.4.5 It can occur that the measurement model has a particular, dominant input quantity in the following
sense. Consider the PDF for the measurand determined in two ways: (a) from the PDFs for all input quantities,
and (b) from the PDF for the particular input quantity with all other input quantities held equal to their best
estimates. When these two PDFs are negligibly different (in terms of providing the best estimate and the
associated standard uncertainty, and a coverage interval for the measurand, as required), the measurement
model is said to have a dominant input quantity. Such a problem can be regarded as one with a single input
quantity. Denoting the dominant input quantity by X1 , the model can be expressed as

Y = f (X1 , x2 , . . . , xN ),


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where x2 , . . . , xN are best estimates of the input quantities X2 , . . . , XN . For practical purposes, when validated,
this model involving a single input quantity can be used in place of the full model. The PDF for Y can then be
obtained by applying formula (43).

EXAMPLE Measuring system used as calibrator

Consider the measurement model

Y = X1 X2 + X3 , (44)

where X1 is a quantity taken as the average of n (n > 3) independent repeated indications and X2 and X3 are other
quantities involved in the measurement such as a scale factor and an additive correction. Such a model arises when
using a measuring system as a calibrator in conjunction with a reference standard. When X1 is dominant, the simpler
replacement model

Y = X1 x2 + x3

can be used for the measurement model (44). The best estimate x1 and the associated standard uncertainty u(x1 )

1
are given by expressions (9) to (11) in 9.2. The measurand Y is described by the scaled and shifted
t-distribution tn−1 (x1 x2 + x3 , (sx2 )2 /n). The best estimate of Y is y = x1 x2 + x3 and the associated

T EE
√ standard
uncertainty u(y) = |x2 |u(x1 ). For a coverage probability p a coverage interval for Y is y ± kp s1 |x2 |/ n, where kp is

AF T T G
the argument of the t-distribution corresponding to the probability 100(1 − p)/2 %.
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12 Reporting and recording measurement results

12.1 General

This clause gives guidance in reporting and recording a measurement result consisting of a best estimate y of
the measurand (output quantity) Y together with an associated standard uncertainty u(y) and optionally a
M

coverage interval. The coverage interval is specified as y ± Up in terms of an expanded uncertainty Up or as its
endpoints [ylow , yhigh ]. Reporting and recording are considered in the context of a provider of a measurement
I
result and a user for that result. The provider and user can be identical.

NOTE An estimate and an uncertainty other than the best estimate of a quantity and the associated standard uncertainty
G

would not be adequate for the purposes of subsequent uncertainty evaluation.

12.2 Reporting measurement results to the user


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12.2.1 General
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12.2.1.1 The level of detail to be reported to the user depends on the user’s requirements. The following
items should always be given:

a) The specification of the measurand (output quantity) Y .


b) The best estimate y of Y and the associated standard uncertainty u(y) (12.2.2).

A coverage interval for Y for a stated coverage probability (12.2.3) and items in 12.3 can also be reported as
necessary.

12.2.1.2 It is seldom justified to report u(y) or Up to more than two significant decimal digits, although it
may be necessary to retain additional digits to reduce numerical errors in a subsequent uncertainty propagation,
for which y and u(y) are always required. Since using only one significant digit can introduce unacceptably
large rounding errors, the uncertainty should usually be stated to two significant digits (see 6.9), using the
normal rules of rounding (ISO 80000-1:2009), unless there are valid technical reasons for doing otherwise. The
values y, ylow and yhigh should be reported in units of the least significant decimal digit of u(y) or Up .

NOTE 1 If the uncertainty is rounded and stated to two significant decimal digits, the magnitude of the largest possible
relative deviation from the unrounded value is less than 5 %.

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NOTE 2 In some areas such as laboratory medicine, the common practice is to make the standard uncertainty (or the
coverage interval) available only on request.

12.2.1.3 In the presence of non-zero covariances or correlation coefficients, reporting needs more careful con-
sideration, especially if some of the input quantities are output quantities from a previous evaluation. Since a
covariance corresponding to a correlation coefficient having magnitude close to unity might introduce numerical
difficulties in subsequent evaluations, the number of digits to be held should depend on that magnitude. Consid-
ering quantities X1 and X2 , unless required otherwise for particular technical reasons, it is recommended that
the correlation coefficient r1,2 is reported such that 1 − |r1,2 | has two significant decimal digits. The standard
uncertainties u(x1 ) and u(x2 ) and the covariance u(x1 , x2 ) should be reported accordingly.

EXAMPLE Highly correlated quantities

For a particular evaluation problem, the quantities X1 and X2 , corresponding to output quantities in a previous eval-
uation, are very highly correlated. To seven significant decimal digits, the standard uncertainties associated with their
best estimates are u(x1 ) = 0.152 748 2, u(x2 ) = 0.603 536 4 and the associated covariance is u(x1 , x2 ) = −0.303 407 2, all
in appropriate units. This covariance corresponds to a correlation coefficient r1,2 of −0.999 277 4. The value of 1 − |r1,2 |

1
is 0.000 722 6, which, when rounded to two significant decimal digits, is 0.000 72. Accordingly, these results should be

T EE
reported as, u(x1 ) = 0.152 75, u(x2 ) = 0.603 54, u(x1 , x2 ) = −0.303 41 and r1,2 = −0.999 28.

AF T T G
12.2.1.4 The values y, uy , Up , ylow and yhigh are each reported in terms of a number and the same measure-
ment unit or a sub-multiple of that unit.
DR M -W
12.2.1.5 A statement should be made that any replacement of a non-linear model by a linear model has been
judged to be acceptable. If a coverage interval is reported that depends on an assumption such as the PDF for
the measurand is Gaussian or the coverage interval is conservative, a statement should be made accordingly.

12.2.1.6 The specific guidance given in 12.2.2 and 12.2.3 is exemplified by reporting a measurement result
for the mass mS of a measurement standard of nominally 100 g. In 12.2.3 it is assumed that the PDF for mS is
M

Gaussian.
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12.2.2 Best estimate and standard uncertainty
G

Report one of the following equivalent forms:


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a) “mS = 100.021 47 g with standard uncertainty 0.35 mg”,


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b) “mS = 100.021 47 g with u(mS ) = 0.35 mg”, or


J

c) “mS = 100.021 47(35) g, where the number in parentheses is the numerical value of the standard uncertainty
associated with the best estimate of the measurand and given in measurement units referred to the least
significant decimal digit of the best estimate”.

NOTE 1 For clarification, consider a measurement result reported in form c) where the displayed standard uncertainty
crosses the decimal marker position, such as in

109
“Half-life T1/2 of Cd = 461.4(12) d”

implying that the best estimate of T1/2 is Tb1/2 = 461.4 d and the associated standard uncertainty u(Tb1/2 ) = 1.2 d.

NOTE 2 Strictly, since the best estimate is reported, the notation m


b S in place of mS or Tb1/2 in place of T1/2 should
be used. However, the “unhatted” form of notation given is commonly used when reporting a measurement result.

A measurement result should not be reported as y ± u(y), for example, “mS = 100.021 47 g ± 0.35 mg”, because
that form is used to denote a coverage interval (12.2.3) and its use with a standard uncertainty is misleading.


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12.2.3 Coverage interval

When reporting a coverage interval, the following cases can be distinguished:

a) In those cases in which the coverage interval is symmetric about the best estimate, as for those obtained
using this Guide, the following statement may be made:

“mS lies in the interval 100.021 47 g ± 0.69 mg with a probability of 95 % on the basis of the
knowledge about mS , modelled by a Gaussian distribution.”

b) For a coverage interval obtained according to GUM-S1, report

“mS lies in the interval [100.020 98 g, 100.022 36 g] with a probability of 95 % on the basis of
modelling mS by a state-of-knowledge PDF.”

c) For a coverage interval obtained according to the Gauss inequality (11.2.3), report

T EE 1
“mS lies in the interval 100.021 47 g ± 1.04 mg with a probability of at least 95 % on the basis of

d)
AF T T G
assuming a symmetric PDF for mS .”

For a coverage interval obtained according to the Chebyshev inequality (11.2.2), report
DR M -W
“mS lies in the interval 100.021 47 g ± 1.57 mg with a probability of at least 95 % on the basis of
assuming no particular PDF for mS .”

NOTE 1 In a), in the case of a symmetric PDF that is non-Gaussian, the statement should be modified accordingly.
NOTE 2 In a) “(100.021 47 ± 0.000 69) g” may be substituted for “100.021 47 g ± 0.69 mg” and similarly in c) and d).
NOTE 3 In b), in some applications, such as in the field of conformity assessment, it is necessary to know to which
M

percentiles of the PDF the endpoints of the coverage interval correspond. In such cases, it is recommended to add a
sentence such as “The left endpoint is the p1 percentile, and the right endpoint is the p2 percentile”, with the substitution
of the relevant values of p1 and p2 .
I
NOTE 4 Optionally, the following statement may be added in a), and similarly in c) and d):
“The number following the symbol ± is the expanded uncertainty U0.95 = 1.96u(mS ), with U0.95 determined
G

from a standard uncertainty u(mS ) = 0.000 35 g and a coverage factor 1.96 based on the stated distribution,
and defines a coverage interval for a coverage probability of 95 %”.
NOTE 5 When a coverage interval is specified, the standard uncertainty should always be stated or means given for it
to be obtained so that the law of propagation of uncertainty can be applied for any subsequent uncertainty evaluation.
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12.3 Information to be recorded by the provider


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The following items should be recorded and retained by the provider (to sufficient numerical accuracy) as part
of its internal documentation in addition to the items in 12.2. Selected items or parts thereof can be reported
to the user according to requirements.

a) The measurement model used to obtain a value of the measurand from values of the input quantities,

b) any assumptions made such as the adequacy of model linearization or of a Gaussian PDF as a valid
description of the state of knowledge about the measurand (3.6),

c) a list of input quantities in the measurement model and the information available about them, how the PDFs
for those quantities were obtained, and best estimates of those quantities and associated standard uncer-
tainties, and covariances when appropriate,

d) when they are judged useful, the sensitivity coefficients, and

e) the evaluation process presented in such a way that each step can be readily followed and the calculation
of the reported measurement result can be independently repeated if necessary.

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Should further knowledge become available, the measurement result can be updated. When the details of
a measurement, including how the measurement result was obtained, are provided by referring to published
documents, as is often the case when calibration results are reported on a certificate, it is important that these
references are up to date and otherwise consistent with the measurement procedure actually used.

T EE 1
AF T T G
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Glossary of principal symbols

a lower limit of the interval in which a random variable is known to lie

B(a, b, α, β) beta distribution over the interval [a, b] with parameters α and β

b upper limit of the interval in which a random variable is known to lie

Cov(Xi , Xj ) covariance of two random variables Xi and Xj

ci ith sensitivity coefficient, obtained as the partial derivative of the measurement function f with
respect to the ith input quantity Xi evaluated at x1 , . . . , xn

En normalized error

E(X) expectation of a random variable X

T EE 1
Ex(λ) exponential distribution with parameter λ

G(α, β) AF T T G measurement function

gamma distribution with parameters α and β


DR M -W
GX (ξ) distribution function of the random variable X

gX (ξ) probability density function of the random variable X

gXi ,Xj (ξi , ξj ) joint probability density function of the random variables Xi and Xj
M

GY (η) distribution function of the random variable Y


I
gY (η) probability density function of the random variable Y
G

kp coverage factor corresponding to a coverage probability equal or at least equal to p

N number of input quantities in a measurement model


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N(µ, σ 2 ) Gaussian distribution with parameters µ and σ 2


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n number of repeated indication values

Pr(Z) probability of the event Z

p coverage probability

q̄ average of a set of counts q1 , . . . , qn

qi ith count in a set of counts q1 , . . . , qn ; exponent of the ith input quantity in a multiplicative
measurement model

R(a, b) rectangular distribution over the interval [a, b]

r(xi , xj ), ri,j correlation coefficient associated with xi and xj

si standard deviation of a series of n indication values ξi,1 , . . . , ξi,n

sp pooled standard deviation

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T(a, b) triangular distribution over the interval [a, b]

Trap(a, b, β) trapezoidal distribution over the interval [a, b] with parameter β

tν (µ, σ 2 ) scaled and shifted t-distribution with parameters µ and σ 2 , and ν degrees of freedom

U(a, b) arc sine (U-shaped) distribution over the interval [a, b]

Up expanded uncertainty for coverage probability p

u(xi ) standard uncertainty associated with xi

u(xi , xj ) covariance associated with xi and xj

u(y), uy standard uncertainty associated with y

1
ui (y) ith standard uncertainty component associated with y

T EE
urel (x) relative standard uncertainty associated with x

AF T T G
urel (y) relative standard uncertainty associated with y
DR M -W
V (X) variance of the random variable X

X quantity; random variable describing the state of knowledge about X

Xi ith input quantity in a measurement model; random variable describing the state of knowledge
about Xi
M

x best estimate of the quantity X; expectation of the random variable X


I
xi best estimate of the quantity Xi ; expectation of the random variable Xi
G

Y output quantity in a measurement model, measurand; random variable describing the state of
knowledge about Y

y best estimate of the quantity Y ; expectation of the random variable Y


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yhigh right-hand endpoint of a coverage interval for Y


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ylow left-hand endpoint of a coverage interval for Y

α parameter of a gamma distribution; parameter of a beta distribution

β parameter of a gamma distribution; parameter of a beta distribution; parameter of a trapezoidal


distribution

η dummy variable describing the possible values of Y

λ parameter of an exponential distribution

µ expectation of a random variable

ν degrees of freedom of a t-distribution

νp degrees of freedom associated with a pooled standard deviation sp

ξ dummy variable describing the possible values of X


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ξi dummy variable describing the possible values of Xi

ξ¯i average of a series of n indication values ξi,1 , . . . , ξi,n

ξi,r indication values of the input quantity Xi obtained under repeatability conditions of measure-
ment

σ standard deviation of a random variable

σ2 variance (squared standard deviation) of a random variable

T EE 1
AF T T G
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References
[1] Al-Mohy, A. H., and Higham, N. J. The complex step approximation to the Fréchet derivative of a matrix
function. Numer. Algor. 53 (2010), 133–148.

[2] ASTM International. ASTM D7039-13, Standard Test Method for Sulfur in Gasoline, Diesel Fuel, Jet Fuel,
Kerosine, Biodiesel, Biodiesel Blends, and Gasoline-Ethanol Blends by Monochromatic Wavelength Dispersive
X-ray Fluorescence Spectrometry, 2013. ASTM International, West Conshohocken, PA.

[3] Berger, James O. Statistical Decision Theory and Bayesian Analysis. Springer, 1985.

[4] Bich, W. Interdependence between measurement uncertainty and metrological traceability. Accreditation and
Quality Assurance: Journal for Quality, Comparability and Reliability in Chemical Measurement 14 (2009), 581–
586. 10.1007/s00769-009-0500-4.

[5] Bich, W. From errors to probability density functions. Evolution of the concept of measurement uncertainty.
IEEE Trans. Measurement (2012).

1
[6] Bich, W., Callegaro, L., and Pennecchi, F. Non-linear models and best estimates in the GUM. Metrologia
43, 4 (2006), S196.

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[7]

AF T T G
Bich, W., Cox, M. G., Dybkaer, R., Elster, C., Estler, W. T., Hibbert, B., Imai, H., Kool, W.,
Michotte, C., Nielsen, L., Pendrill, L., Sidney, S., van der Veen, A. M. H., and Wöger, W. Revision
of the “Guide to the expression of uncertainty in measurement”. Metrologia 49, 6 (2012), 702–705.
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[8] BIPM, IEC, IFCC, ILAC, ISO, IUPAC, IUPAP, and OIML. Evaluation of measurement data — The role of
measurement uncertainty in conformity assessment. Joint Committee for Guides in Metrology, JCGM 106:2012.

[9] Cox, M. G., and Harris, P. M. Measurement uncertainty and traceability. Meas. Sci. Technol. 17 (2006),
533–540.

[10] Cox, M. G., and Harris, P. M. SSfM Best Practice Guide No. 6, Uncertainty evaluation. Tech. Rep. MS 6,
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National Physical Laboratory, Teddington, UK, 2010.


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[11] Dietrich, C. F. Uncertainty, Calibration and Probability. Adam Hilger, Bristol, UK, 1991.
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[12] EA. Expression of the uncertainty of measurement in calibration. Tech. Rep. EA-4/02:M 2013, European Co-
operation for Accreditation, 2013.

[13] Ehrlich, C. Terminological aspects of the Guide to the Expression of Uncertainty in Measurement (GUM).
Metrologia 51, 4 (2014), S145.
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[14] Ehrlich., C., and Dybkaer., R. Uncertainty of error: The error dilemma. Measure 6 (2011), 72–77.
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[15] Ehrlich, C., Dybkaer, R., and Wöger, W. Evolution of philosophy and description of measurement (prelim-
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[16] Elster, C. Bayesian uncertainty analysis compared with the application of the GUM and its supplements.
Metrologia 51, 4 (2014), S159.

[17] Elster, C., and Lira, I. On the choice of a noninformative prior for Bayesian inference of discretized normal
observations. Comput. Stat. 27 (2012), 219–235.

[18] EURACHEM/CITAC. Quantifying uncertainty in analytical measurement. Tech. Rep. Guide CG4, EU-
RACHEM/CITEC, 2012. Third edition.

[19] Garthwaite, P. H., Kadane, J. B., and O’Hagan, T. Statistical methods for eliciting probability distributions.
Journal of the American Statistical Association 100 (2005), 680–701.

[20] Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B. Bayesian Data Analysis. Chapman and Hall,
London, 2004.

[21] Hibbert, D. B. Quality Assurance for the Analytical Chemistry Laboratory. Oxford University Press, Oxford,
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[22] ISO. ISO 3534-1. Statistics — Vocabulary and symbols — Part 1: Probability and general statistical terms.
International Standards Organization, Geneva.

[23] ISO. ISO 5725-6. Accuracy (trueness and precision) of measurement methods and results—Part 5: Use in practice
of accuracy values, 2005. International Standards Organization, Geneva.

[24] Jaynes, E. T. ET Jaynes: Papers on probability, statistics, and statistical physics, vol. 50. Springer, 1989.

[25] Kacker, R., and Jones, A. On use of Bayesian statistics to make the Guide to the Expression of Uncertainty
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[26] Klauenberg, K., and Elster, C. The multivariate normal mean—sensitivity of its objective Bayesian estimates.
Metrologia 49, 3 (2012), 395–400.

[27] Kragten, J. Calculating standard deviations and confidence intervals with a universally applicable spreadsheet
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[28] Lyness, J. N., and Moler, C. B. Numerical differentiation of analytic functions. SIAM J. Numer. Anal. 4

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[34] Pennecchi, F., and Oberto, L. Uncertainty evaluation for the estimate of a complex-valued quantity modulus.
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[45] Wintner, A. Asymptotic Distributions and Infinite Convolutions. Edwards Brothers, Ann Arbor, MI, 1938.

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Alphabetical index
A consequences of neglecting it . . . 9.1.3, 10.4.3.1,
abbreviations used . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.10 10.4.3.2
analysis of variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4 deduced from pairwise measurement of two
arc sine distribution . . . . . . see distribution, arc sine quantities . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.9
average . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.2, 10.4.2.2 notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.5
coverage factor . . . . . . . . . . . . . . . . . . . . . . . . 9.3.3, 11.1.3
B notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.6
Bayes’ rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.3.2, 9.1.2 coverage interval . . . . . . 3.1, 3.5.1, 5.19, 7.5.5, 11.1.1
Bayesian interval . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.20 analytical calculation . . . . . . . . . . . . . . . . . . . . . 11.4
Bayesian view of probability . . . . . . . see probability, conservative . . . . . . . . . . . . 3.5.2, 6.6, 11.2, 11.3.3
Bayesian view of determination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
best estimate. . . . . . . . . . . . .3.2, 3.4, 5.9, 8.3.6, 11.4.3 distribution-free . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2
of an input quantity . . . . . . . . . . . . . . . . . . . . . . . 3.3 endpoints of a . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.5.1
from repeated indication values . . . . . . . . . . 9.2.3 general expression . . . . . . . . . . . . . . . . . . . . . . 11.1.4

1
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.3, 6.4 probabilistically symmetric . . . . . 11.1.2, 11.1.3,
of the measurand . . . . . . . . . . . . . . . . 2.3, 3.4, 10.2

T EE
11.4.1

AF T T G
reason for the qualifier “best” . . . . . . . . . . . . 7.5.1
beta distribution. . . . . . . . . . . . .see distribution, beta
BIPM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, 6.10, v
bivariate Gaussian distribution. . . .see distribution,
realistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.5.1, 11.3
reporting . . . . . . . . . . . . . . . . . . 3.6.2, 11.1.4, 12.2.3
shortest . . . . . . . . . . . 11.1.2, 11.1.3, 11.4.1, 11.4.2
disjoint. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11.1.2
DR M -W
Gaussian, bivariate symmetric about the best estimate . . . . . 12.2.3
blunders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.6 coverage probability 3.5.1, 5.20, 7.5.5, 9.3.3, 11.1.1,
Bureau International des Poids et Mesures . . . . . see 11.4.1
BIPM notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.6
credible interval . . . . . . . . . . . . . . see Bayesian interval
C
M

calibration certificate . . . . . . . . . . . . . . . . . . . 9.3.3, 9.3.4 D


calibration designs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4 decimal marker . see simbol for the decimal marker
cause-and-effect diagram . . . . . see Ishikawa diagram definition of the measurand . . . . . . . . see measurand,
I
central tendency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.4.1 definition or specification of the
CGPM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.10 degree of belief . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1.4
G

Chebyshev inequality . . . . . . . . . . . . . . . . . . . . . . . 11.2.4 degrees of freedom . . . . . . . . . . . 9.2.6, 9.3.8.3, see also


CIPM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.10 distribution, scaled and shifted t-, degrees
combined standard uncertainty . . . . . . . . . . . . . . . . . 1.2 of freedom
CO C
M

conservative coverage interval see coverage interval, effective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2


conservative dispersion. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5.1, 7.5.1
convolution . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.4, 9.3.8.5 distribution
correction . . . . . . . . . . . . . 7.1.3, 7.2, 8.3.1, 8.3.2, 8.3.5 arc sine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.6
J

additive or multiplicative . . . . . . . . . . . . . . . . 7.2.5 beta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.2


as an input quantity . . . . . . . . . . . . . . . . . . . . . 7.2.5 doubly truncated exponential . . . . . . . . . . . 11.4.4
factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.3.1, 8.3.5 exponential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.7
ignoring a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.5.1 gamma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.8
uncertainty of a see uncertainty of a correction Gaussian . . . . . . 9.2.3, 9.2.6, 9.2.7, 9.3.3, 9.3.8.1,
correction of a systematic effect . . . . . . . . . . . . . . 7.2.5 11.4.2
correlated input estimates or quantities . see covari- bivariate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.9
ance between input estimates or quantities independent . . . . . . . . . . . . . . . . . . . . . . . . . . 11.4.1
correlation . . . . . . . . . . . . . . . . . . . . 7.2.4, 9.1.3, 9.3.10.2 multivariate . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.5
elimination of . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.10.4 near-rectangular . . . . . . . . . . . . . . . . . . . . . . . . 11.4.2
correlation coefficient . . . . . . . . . . . . . 9.3.10.3, 10.4.3.1 Poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.8
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.5 rectangular . . . . . . . . . . . . . . 9.3.2, 10.4.2.2, 11.4.3
correlation coefficient, reporting . . . . . . . . . . . 12.2.1.3 endpoints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.2
correlation in calibrations . . . . . . . . . . . . . . . . . 9.3.10.3 scaled and shifted t- 9.2.3, 9.2.7, 9.3.8.3, 11.4.5
covariance . . . . . . . . . . . . . . . . . 3.3, 3.4, 5.7, 7.4.2, 8.3.6 assignment to a quantity 9.3.3, 9.3.4, 9.3.8.3
between input estimates or quantities . . . 7.2.4, degrees of freedom . . . . . . . . . . . . . . 9.2.3, 9.2.7
9.1.3, 9.3.10, 10.4.3.1 symmetric and single-peaked . . . . 11.2.3, 11.2.4


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trapezoidal . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.5 input uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.5


triangular . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.4 Institute of Electrical and Electronic Engineers . see
distribution function. . . . . . . . . . . . . . . .5.2, 5.3, 11.4.1 IEEE
International Committee for Weights and Measures
E see CIPM
effective degrees of freedom see degrees of freedom, International Electrotechnical Commission see IEC
effective International Federation of Clinical Chemistry and
elicitation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.3.2, 9.3.8 Laboratory Medicine . . . . . . . . . . . see IFCC
endpoints of a coverage interval . . . . . . . see coverage International Laboratory Accreditation Coopera-
interval, endpoints tion. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .see
error of measurement . . . . . . . see measurement error ILAC
estimate . 1.1.1, 5.10, 7.1.1, 7.1.3, see also measured International Organization for Standardization . see
value ISO
input . . . . . . . . . . . . . . . . . . . . . . see input estimate International Organization of Legal Metrology. .see
output . . . . . . . . . . . . . . . . . . . . see output estimate OIML
expanded uncertainty . . . . . . . . . . 9.3.3, 11.1.3, 11.4.3 International System of Units . . . . . . . . . . . . . . . . 1.1.2

1
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.6 International Union of Pure and Applied Chemistry
reporting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.2.3

T EE
see IUPAC
expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.4, 7.4.1

AF T T G
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.3, 6.4
exponential distribution. . . . . . . . . . .see distribution,
exponential
International Union of Pure and Applied Physicssee
IUPAP
International vocabulary of basic and general terms
in metrology (VIM) . . . . . . . . . . . . . see VIM
DR M -W
interquartile range . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.1
F
Ishikawa diagram . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.3.4
first-order Taylor expansion . . . . . . see measurement
ISO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, v
function, Taylor expansion
ISO 3534-1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
fishbone diagram . . . . . . . . . . . . see Ishikawa diagram
ISO 5725 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4
G ISO 80000-1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
M

gamma distribution . . . . . . . see distribution, gamma ISO Technical Advisory Group on Metrology
Gauss inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2.4 (ISO/TAG4) . . . . . . . . . . . . . . . . . . . . . . . . . . . v
I
Gaussian distribution . . . see distribution, Gaussian ISO/TAG4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v
General Conference on Weights and Measures . . see IUPAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, 6.10, v
G

CGPM IUPAP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, 6.10, v


GUM Supplement 1 see Supplement 1 to the GUM
GUM Supplement 2 see Supplement 2 to the GUM J
JCGM. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .ii, 6.10, v
CO C
M

I Joint Committee for Guides in Metrology . . . . . . see


IEC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, 6.10, v JCGM
IFCC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, v joint probability density function (PDF) . . . . . . . see
J

ILAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, v probability density function (PDF)


implicit measurement model . . . . . see measurement
model, implicit L
independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.4.2 law of propagation of uncertainty . . see uncertainty,
indication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.14 law of propagation
indication value(s) . . . . . . . . . . . . . . . . . . . . . . 5.14, 7.1.4 least squares . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4, 9.2.1
repeated . . 7.1.4, 7.2.2, 7.5.3, 8.3.3, 9.2.5, 9.2.6 level of detail of the measurement model . . . . . . . see
and ordered . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.1 measurement model, level of detail
less than four. . . . . . . . . . . . . . . . . . . . . . . . . .9.2.6 linear model. . . . . . . .see measurement model, linear
pairwise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.9 linearization of the measurement function . . . . . . see
influence quantities . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.1.4 measurement function, Taylor expansion
influence quantity . . . . . . . . . . . . . . . . . . . . . . 8.3.2, 9.2.2 linearized modelsee measurement model, linearized
input estimate. . . . . . . . . . . . . . . . . . . .9.3.10.3, 10.4.3.1
input quantities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.2.1 M
input quantities, categorization of . . . . . . . . . . . . 8.3.2 MAD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.10, 9.2.7
input quantity . . . . . . . . . . . . . . . 3.2, 7.2.4, 8.1.1, 8.3.1 magnitude . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.21
evaluation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.1 maximum entropy . . . . . . see Principle of maximum
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.3 entropy

44
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COMMITTEE DRAFT JCGM 100:201X CD

maximum permissible error . . . . . . . . . . . 9.3.2, 9.3.9.2 non-linear model . . . . . . . . . see measurement model,
measurand . . . . . . . . . . . . . . 1.1.1, 3.2, 5.8, 8.1.1, 8.2.1 non-linear
definition or specification of the . . . . . . . . . . 8.3.3 normal distribution . . . . . see distribution, Gaussian
level of specification . . . . . . . . . . . . . . . . . . . . . 8.2.2 normalized error . . . . . . . . . . . . . . . . . . . . . . . . . . 10.4.3.2
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.3 numbers, expression of . . . . . . . . . . . . . . . . . . . . . . . . . 6.9
measure
of dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.4.1 O
of location . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.4.1 observation equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4
measured quantity value . . . . . . . see measured value OIML . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii, 6.10, v
measured value . . . . . . . . . . . . . 5.10, see also estimate ordinal quantity . . . . . . . . . . . . . . . . . . . . . . . . . . 2.5, 5.22
measurement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2 outliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.7
measurement error . . . . . . . . . . . . . . . . . 5.11, 7.2, 7.2.1 output estimate . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.10.3
random . . . . . . . . . . . . . . . . . . . . . see random error output quantity . . . . . . . . . . . . . . . 2.2, 3.2, 8.1.1, 8.2.1
systematic . . . . . . . . . . . . . . . . see systematic error output uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.5
measurement function . . . . . . . . . . . . . . 3.2, 5.16, 8.2.1
conditions for a safe linearization . . . . . . . . . 10.3 P

1
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 pairwise measurement of two quantities . . . . . . 9.2.9

T EE
Taylor expansion . . . . . . . . . . . . . . 10.3.1, 10.4.2.1 parameter

AF T T G
to higher orders . . . . . . . . . . . . . . . . . . . . 10.4.1.2
measurement model . . . . . . . . . . . . 2.2, 3.2, 5.15, 8.1.1
implicit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.1.1
level of detail . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.2.2
of a PDF . . . . . . . . . . . . . . . . . . . . . . . . . . 7.4.1, 7.4.2
of a trapezoidal distribution. . . . . . . . . . . .9.3.8.5
of dispersion. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5.1
DR M -W
parameters
linear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.3, 8.2.3 of a beta PDF . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.2
linearized. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2.3 of a bivariate Gaussian PDF . . . . . . . . . . . . . 9.2.9
multivariate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.1.1 of a multivariate Gaussian PDF. . . . . . . . . .9.3.5
non-linear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.3 partial derivatives . . . . . . . . . . . . . . . . . . . . . 3.4, 10.4.1.1
univariate . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.1.1, 8.2 notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.7
measurement procedure . . . . . . . . . . . 7.1.2, 8.3.3, 12.3 PDF . . . . . . . see probability density function (PDF)
M

conventional. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5.22 percentile . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.1, 9.3.8.2


measurement result . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.6 Poisson distribution . . . . . . see distribution, Poisson
I
measurement uncertainty . . . . . . . . see uncertainty of Principle of maximum entropy . . . . . . . . . . . . . . . 7.3.2
measurement probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2, 7.3.1
G

measurements, spectrum of, to which the principles as degree of belief. . . . . . . . . . . . . . . . . . . . . . . .1.1.4


of the Guide apply . . . . . . . . . . . . . . . . . . . . 2.1 probability density function (PDF) . . . . . . . . 1.2, 3.4,
median . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.7 5.3, 5.4, 5.5, 6.2, 6.10, 7.3.1, 7.4.1, 7.5.3,
median of the absolute deviations from the median
CO C

see also state-of-knowledge PDF


M

see MAD joint . . . . . . . . . . . . . . . . . . . . . . . . . . 5.7, 7.3.2, 7.4.2


mesurand notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.4
best estimate of. . . . . . .see best estimate of the parameter of . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2
J

measurand probability element . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.3


mistakes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.6 probability, Bayesian view of . . . . . . . . . . . . . . . . . . . 1.2
mode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1.2 property, nominal . . . . . . . . . . . . see nominal property
model, mathematical, of the measurement . . . . . . see
measurement model Q
Monte Carlo Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.4 quantity
Monte Carlo method . . . . . . . . 10.3.1, 10.3.2, 10.4.1.2 output . . . . . . . . . . . . . . . . . . . . see output quantity
MPE . . . . . . . . . . . . . . see maximum permissible error available knowledge about a . . . . . . . . . . . . . . . 6.4
multivariate Gaussian distribution see distribution, input . . . . . . . . . . . . . . . . . . . . . . see input quantity
Gaussian, multivariate natural-valued (discrete) . . . see natural-valued
multivariate measurement model . see measurement (discrete) quantity
model, multivariate notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.3
ordinal . . . . . . . . . . . . . . . . . . . see ordinal quantity
N output . . . . . . . . . . . . . . . . . . . . see output quantity
National Metrology Institutes . . . . . . . . . . . . . . . . . . . . v real-valued, continuous . . . . . . . . see real-valued,
natural-valued (discrete) quantity . . . . . . . . . . . . . . 2.4 continuous quantity
nominal property . . . . . . . . . . . . . . . . . . . . . . . . . 2.5, 5.21 quantity value . . . . . . . . . . . . . . see value of a quantity


c JCGM 201X CD— All rights reserved 45
JCGM 100:201X CD COMMITTEE DRAFT

R Supplement 1 to the GUMvi, 2.3, 3.1, 3.4, 4, 5, 6.10,


random effect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.3 9.3.2, 9.3.5, 9.3.8.4, 10.3.1, 10.3.2, 10.4.1.2,
random error . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.13, 7.2.2 10.4.2.3, 11.1.2, 11.3.2, 11.3.3, 12.2.3
random error of measurement . . . . see random error Supplement 2 to the GUM. . . .vi, 2.2, 3.1, 4, 5, 5.7,
random measurement error . . . . . . see random error 6.10, 8.1.1, 9.2.9
random variable . . . . . . . . . . . . . . 5.2, 5.17, 7.3.1, 7.4.1 symbol for the decimal marker . . . . . . . . . . . . . . . . . 6.8
continuous . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.4, 5.5 symmetric, single-peaked distribution . . . . . . . . . . see
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.4 distribution, symmetric and single-peaked
real-valued, continuous quantity . . . . . . . . . . . . . . . . 2.4 systematic effect . . . . . . . . . . . . . . . . . 7.2.3, 7.2.5, 8.3.5
realistic coverage intervals . . . see coverage interval, correction of a . . see correction of a systematic
realistic effect
rectangular distribution . . . . . . . . . . . see distribution, systematic error . . . . . . . . . . . . . . . . . . . . . . . . 5.12, 7.2.2
rectangular systematic error of measurement . . . . see systematic
relative standard measurement uncertainty . . . . . see error
relative standard uncertainty systematic measurement error . see systematic error
relative standard uncertainty. . . . . . . . . . . . . . . . . .5.18

1
law of propagation . . . . . . . . . . . . . . . . . . . . 10.4.2.3 T
Taylor expansion of the measurement function . see

T EE
repeatability conditions of measurement . . . . . . 9.2.9

AF T T G
robust estimate of location . . . . . . . . . . . . . see median
robust estimate of scale . . . . . . . see median absolute
deviation from the median
measurement function, Taylor expansion
time series
analysis of . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.1
traceability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7.2.5
DR M -W
trapezoidal distribution . . . . . . . . . . . see distribution,
S
trapezoidal
scalar measurement model see measurement model, triangular distribution. .see distribution, triangular
univariate
true value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.1.1
scaled and shifted t-distribution . . . see distribution, Type A evaluation of covariance . . . . see covariance
scaled and shifted t- deduced from pairwise measurement of two
sensitivity coefficient
M

quantities
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.7 Type A evaluation of uncertainty . . . 1.2, 7.5.3, 9.2,
sensitivity coefficients . . . . . . . . . . . . . . . . . 3.4, 10.4.1.1 9.2.2
I
calculation approaches . . . . . . . . . . . . . . . . 10.4.2.1 Type B evaluation of uncertainty . . . . . . . . 7.5.3, 9.3
reporting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.3
G

significant decimal digits . . 3.6.2, 6.9, 9.3.2, 12.2.1.2 U


specification of the measurand see measurand, level U-shaped distribution . . . . see distribution, arc sine
of specification uncertainty
CO C

standard deviation . . . . . . . . . . . . . 1.2, 5.6, 5.17, 7.4.1


M

about a quantity
pooled . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.6 cycling sinusoidally . . . . . . . . . . . . . . . . . . . . 9.3.6
standard measurement uncertainty . . . 5.17, 6.4, see with inexactly known limits . . . . . . . . . . . 9.3.2
also standard uncertainty with known limits . . . . . 9.3.2, 9.3.8.4, 9.3.8.5
J

standard uncertainties deduced from pairwise mea- definitional, or intrinsic . . . . . . . . . . . . . . . . . . . . 1.2


surement of two quantities . . . . . . . . . . 9.2.9 double counting of . . . . . . . . . . . . . . . . . . . . . . . 9.1.4
standard uncertainty . . . 1.2, 2.3, 3.3, 3.4, 6.4, 7.1.4, due to inexactly known endpoints of an interval
7.5, 7.5.1, 8.3.6 9.3.2
about a quantity. . . . . . . . . . . . . . . . . . . . . . . . .7.5.3 due to resolution of a displaying device . . 9.3.2
associated with the best estimate of a quantity expanded . . . . . . . . . . . see expanded uncertainty
5.17 from calibration certificates . . . . . . . . 9.3.3, 9.3.4
associated with the best estimate of the mea- by elicitation . . . . . . . . . . . . . . . . . . . . . . . . 9.3.8.3
surand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.4 from percentiles by elicitation . . . . . . . . . . 9.3.8.1
from repeated indication values . . . . . . . . . . 9.2.3 general law of propagation . . . . . . . . . . . . 10.4.3.3
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.4 is not about an estimate . . . . . . . . . . . . . . . . . 7.1.3
relative . . . . . . see relative standard uncertainty law of propagation . . . . . . . . . . . . . . . . . . . . 1.2, 3.4
state-of-knowledge distribution . . . . . . . . . . . . . . . 7.3.2 conditions for its application . . . . . . . . . . . 10.3
state-of-knowledge PDF . . . . . . . . . . . . . . . . . . . . . . . 6.4, for correlated input quantities . . . . . . 10.4.3.1
7.5.3, see also probability density function for uncorrelated input quantities . . . . . 10.4.2
(PDF), 9.3.10.3 in terms of correlation coefficients . . 10.4.3.1
statistical model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4 of a correction . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.5

46
c JCGM 201X CD— All rights reserved
COMMITTEE DRAFT JCGM 100:201X CD

single estimate
from a verified instrument . . . . . . . . . . . . . 9.3.9
of a quantity known to be positive . . . . . 9.3.7
software for its calculation . . . . . . . . . . . . . . . . . 1.2
sum and difference of correlated input estimates
10.4.3.1
transferable quantity for expressing . . . . . . 1.1.3
vs error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.1
uncertainty budget . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.2.4
uncertainty of measurement . . . 1.1.1, 2.1, 5.1, 7.1.3,
8.3.3
uncertainty, sources of . . . . . . . . . . . . . . . . . . . . . . . . 8.3.3
uniform distribution . . see distribution, rectangular
univariate measurement model . . . see measurement
model, univariate

1
V
value of a quantity . . . . . . . . . . . . . . . . . . . . . . . 5.1, 7.3.1

T EE
value of a quantity, lack of knowledge about . . 7.1.3

AF T T G
value of the measurand . . . . . . . . . . . . . . . . . . . . . . . 7.1.1
variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.5
notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.4
DR M -W
of a sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2.6
pooled estimate of . . . . . . . . . . . . . . . . . . . . . . . 9.2.6
variance, experimental (or estimate of) . . . . . . . 9.2.2
VIM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4, 6.10, v
M
I
G
CO C
M
J


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