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|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.|
|Pages:||pp. 81 - 86|
|Keywords:||GUM,propagation of uncertainty,Supplement 1 to the GUM,uncertainty interval|
|PDF version:||Click here to retrieve PDF version of paper (103KB)|