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Publication Citation: On Use of Bayesian Statistics to Make Guide to the Expression of Uncertainty in Measurement Consistent

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Author(s): Raghu N. Kacker; Albert W. Jones;
Title: On Use of Bayesian Statistics to Make Guide to the Expression of Uncertainty in Measurement Consistent
Published: September 01, 2003
Abstract: The Guide to the Expression of Uncertainty in Measurement recommends a standardized way of expressing uncertainty in measurement and provides a comprehensive approach for combining information to evaluate uncertainty in all kinds of measurements in science, engineering, commerce, industry, and regulation. The Guide is being increasingly recognized from national metrology institutes to industrial laboratories. However the Guide is not fully consistent, which may impede its influence. The Guide supports uncertainties evaluated from statistical methods, referred to as Type A, and those determined by other means, referred to as Type B. The Guide recommends classical (frequentist) statistics for evaluating the Type A components of uncertainty but it interprets the combined uncertainty from Bayesian viewpoint. We suggest that the Guide can be made consistent by requiring that all Type A uncertainties be evaluated from Bayesian statistics or interpreted as their approximations. In applications of interest to metrologists, the Type A uncertainties evaluated from classical statistics may be used as approximations provided they are interpreted from Bayesian viewpoint.
Citation: Metrologia
Volume: 40
Pages: pp. 235 - 248
Keywords: Bayesian statistics;bias;error;frequentist statistics;uncertainty;uncertainty in measurement
Research Areas: Math
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