Joint Committee for Guides in Metrology.
JCGM 101: Evaluation of Measurement Data - Supplement 1 to the "Guide to the Expression of Uncertainty in Measurement" - Propagation of Distributions Using a Monte Carlo Method.
Technical Report, JCGM, 2008.

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Abstract:

This Supplement to the "Guide to the expression of uncertainty in measurement" (GUM) is concerned with the propagation of probability distributions through a mathematical model of measurement [GUM:1995 3.1.6] as a basis for the evaluation of uncertainty of measurement, and its implementation by a Monte Carlo method. The treatment applies to a model having any number of input quantities, and a single output quantity.

Bibtex:

@TechReport{     jcgm:2008:PDMC,
  author = 	 {Joint Committee for Guides in Metrology},
  title = 	 {JCGM 101: Evaluation of Measurement Data -
                  Supplement 1 to the "Guide to the Expression of
                  Uncertainty in Measurement" - Propagation of
                  Distributions Using a Monte Carlo Method },
  institution =  {JCGM},
  year = 	 {2008},
}

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References:

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