21302 Validity of the uncertainties evaluated by propagation of distributions using Monte Carlo method.

  • TANAKA Hideyuki
    National Institute of Advanced Industrial Science and Technology (AIST)
  • SHIRONO Katsuhiro
    National Institute of Advanced Industrial Science and Technology (AIST)
  • EHARA Kensei
    National Institute of Advanced Industrial Science and Technology (AIST)

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Other Title
  • 21302 モンテカルロ法を用いた分布の伝播による不確かさ評価法の妥当性について(OS13 計測・試験における不確かさ評価と応用(1),オーガナイズドセッション)

Description

The validity of expanded uncertainties evaluated using the method based on the "law of propagation of uncertainty (LPU)" and "propagation of distribution using the Monte Carlo method (MCM)" were investigated by the success rate. It was observed that in some cases, the expanded uncertainties evaluated by using the LPU method were closer to the 95 % of the success rate as compared to those evaluated using the MCM. This might be because the concepts of probability in the LPU method and Bayesian frameworks differ, and prior conditions are completely not known in applying the Bayesian frameworks.

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