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Integrals in Propagation of Uncertainty

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  • Gambirasio, Giorgio

Abstract

As an alternative to the one proposed by the Bureau International des Poids et Mesures - BIPM is investigated. Instead of using derivatives, integration is used to compute mean value and variance of measurands. Different cases are examined: linear electrical circuits, use of sigmoids, implicit functions. The integral method does not require the functions to be differentiable to perform well even when a function has a "jump" only describable with the help of a step-function.

Suggested Citation

  • Gambirasio, Giorgio, 2020. "Integrals in Propagation of Uncertainty," OSF Preprints r9n47, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:r9n47
    DOI: 10.31219/osf.io/r9n47
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