Uncertainty analysis

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[edit] Overview

In physical experiments uncertainty analysis - or experimental uncertainty assessment - deals with assessing the uncertainty in a measurement. An experiment aimed to determine an effect, demostrate a law, or determine the numerical value of a physical variable will be affected from errors due to instrumentation, methodology, presence of confounding effects and so on. Experimental uncertainty estimates are needed to assess the confidence in the results. See Summary of experimental uncertainty assessment methodology with example. A related field is Design of experiments.

Likewise in numerical experiment and modelling uncertainty analysis draws upon a number of technique for determining the reliability of model predictions, accounting for various sources of uncertainty in model input and design. See Methodologies for uncertainty analysis. A related field is sensitivity analysis.

[edit] Bibliography

J.C. Helton, J.D. Johnson, C.J. Salaberry, and C.B. Storlie, 2006, Survey of sampling based methods for uncertainty and sensitivity analysis. Reliability Engineering and System Safety, 91:1175-1209.
Santner, T. J.; Williams, B. J.; Notz, W.I. Design and Analysis of Computer Experiments; Springer-Verlag, 2003.