Propagation of uncertainties in measurements using generalized inference

Abstract

The ISO Guide to the Expression of Uncertainty in Measurement (GUM) recommends the use of a first-order Taylor series expansion for propagating errors and uncertainties. The GUM also endorses the use of 'other analytical or numerical methods' when the conditions for using the Taylor expansion do not apply. In this paper we propose an alternative approach for evaluating measurement uncertainty based on the principle of generalized inference. The proposed approach can be applied to measurement models having any number of input quantities and a vector-valued measurand. We use several examples from the GUM to illustrate the implementation of the proposed approach for the calculation of uncertainties in measurement results.