Uncertainty analysis

For a more detailed treatment, see Experimental uncertainty analysis.

Uncertainty analysis investigates the uncertainty of variables that are used in decision-making problems in which observations and models represent the knowledge base. In other words, uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables.

## Contents

* 1 Physical experiments
* 2 Mathematical modelling
* 3 Calibrated parameters and output
* 4 See also
* 5 References
* 6 Bibliography

## Physical experiments

In physical experiments uncertainty analysis, or experimental uncertainty assessment, deals with assessing the uncertainty in a measurement. An experiment designed to determine an effect, demonstrate a law, or estimate the numerical value of a physical variable will be affected by errors due to instrumentation, methodology, presence of confounding effects and so on. Experimental uncertainty estimates are needed to assess the confidence in the results.[1] A related field is the design of experiments.

## Mathematical modelling

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

## Calibrated parameters and output

A calibrated parameter does not necessarily represent reality, as reality is much more complex. Any prediction has its complexities of reality that cannot be represented uniquely in the calibrated model; therefore, there is a potential error. Such errors must be accounted for when making management decisions on the basis of model outcomes. [2]

## See also

* Interval finite element
* Uncertainty quantification
* Propagation of uncertainty
* Measurement uncertainty

## References

1. ↑ "Summary of experimental uncertainty assessment methodology with example". http://www.engineering.uiowa.edu/~cfd/pdfs/References/uncert.pdf.
2. ↑ "PEST Uncertainty Analysis". http://www.pesthomepage.org/Uncertainty_Analysis.php.

## Bibliography

* Etienne de Rocquigny, Nicolas, Devictor, Stefano, Tarantola (Editors), Uncertainty in Industrial Practice: A Guide to Quantitative Uncertainty Management, Wiley & Sons Publishers, 2008.
* 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.

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