Article | REF: R288 V1

Propagation of distributions - Determination of uncertainties by Monte Carlo simulation

Authors: François HENNEBELLE, Thierry COOREVITS

Publication date: September 10, 2013, Review date: February 11, 2020

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2. Limits of the analytical method

2.1 Taking probability density laws into account

If we examine the method presented above, it is clear that it is a variance propagation method. The problem of distribution arises at two levels: firstly, when the balance of sources of uncertainty is studied, and secondly, when the expanded uncertainty is determined.

For each component, either a Type A or Type B study is carried out.

For type B, the problem is particularly clear. We qualify a dispersion. Assuming a uniform probability density law, we pass to a variance by dividing the dispersion by

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Limits of the analytical method
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