Uncertainty analysis software comparison - combining uncertaintites

Products Software UncertaintyAnalyzer 3.0 Software Comparison Combining Uncertainties

Combining Uncertainties

When combining uncertainties we must account for any correlations between measurement process errors and, for multivariate analyses, any cross-correlations between component errors. For multivariate analyses, it is also important that the uncertainties are multiplied by the appropriate sensitivity coefficients. Finally, we must also estimate the effective degrees of freedom associated with the combined uncertainty.

A ü in the cell indicates that the particular capability or feature is available. Alternatively, a blank cell indicates that the capability or feature is not available. Comments and footnotes are included to clarify significant differences between software applications or to provide necessary details.

Features and Capabilities	Uncertainty Calculator 3.2	Uncertainty Sidekick 1.0	Assistant 2.3	Uncertainty Sidekick Pro 1.0	Uncertainty Toolbox 2.8	Uncertainty Analyzer 3.0	GUM Workbench 1.3
Correlations Between Measurement Process Errors	Limited to One Pair of Error Sources	ü	ü	ü	Limited to Two Pairs of Error Sources	ü	ü
Cross- correlations Between Component Errors			ü	ü	Limited to Two Pairs of Error Sources	ü	ü
Correlation Coefficients Table		ü	ü	ü		ü	ü
Automatic Computation of Sensitivity Coefficients¹			ü	ü	See Footnote²	ü	ü
User Defined Sensitivity Coefficient Equations						ü
Entry and Display of Analysis Information	Scratchpad/ Remarks Screen	Notes Screens	Comment/ Description Fields	Notes Screens	Comment/ Description Fields	Notes & Analysis Description Screens	Comment/ Description Fields
Effective Degrees of Freedom³		ü	ü	ü	ü	ü	ü
Computation of Confidence Limits or Expanded Uncertainty⁴	ü	ü	ü	ü	ü	ü	ü

1 In a multivariate analysis, the sensitivity coefficient of a variable is the partial derivative of the equation that defines a quantity of interest with respect to that variable. The product of the sensitivity coefficient and the variable's standard uncertainty reflects the contribution of the uncertianty in the variable's error tot he overall uncertainty in the computed quantity.

2 A Sensitivity Coefficient Worksheet can be used to compute partial derivatives for up to 10 variables. The computed sensitivity coefficients must then be copied and pasted into the appropriate cells on the Uncertainty Budget Worksheet.

3 Computed using Welch-Satterthwaite formula given in Annex G of the GUM.

4 Computed by multiplying the combined uncertainty by 1) user specified coverage factor or 2) coverage factor computed from effective degrees of freedom and user specified confidence level.

Integrated Sciences Group
14608 Casitas Canyon Road • Bakersfield, CA 93306
Phone 1-661-872-1683 • FAX 1-661-872-3669

Page Updated February 12, 2015