| Author(s): |
Chih-Ming Wang; Hariharan K. Iyer; |
| Title: |
Fiducial Intervals for the Magnitude of a Complex-Valued Quantity |
| Published: |
December 19, 2008 |
| Abstract: |
This paper discusses a fiducial approach for constructing uncertainty intervals for the distance between k normal means and the origin. When k=2 this distance is equivalent to the magnitude of a complex-valued quantity. Uncertainty intervals for the magnitude based on the methods from the Guide to the Expression of Uncertainty in Measurement and from Supplement 1 to the "Guide to the Expression of Uncertainty in Measurement" -- Propagation of Distributions using a Monte Carlo Method have been shown to have inadequate long-run success rate. A simulation study indicates that the fiducial intervals have good frequentist performance. Computer programs for calculating the fiducial intervals, written using open-source software, are listed. |
| Citation: |
Metrologia |
| Volume: |
46 |
| Pages: |
pp. 81 - 86 |
| Keywords: |
GUM;propagation of uncertainty;Supplement 1 to the GUM;uncertainty interval |
| Research Areas: |
Statistics |
| PDF version: |
 Click here to retrieve PDF version of paper (100KB) |
