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Publication Citation: Fiducial Intervals for the Magnitude of a Complex-Valued Quantity

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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.
Citation: Metrologia
Volume: 46
Pages: pp. 81 - 86
Keywords: GUM;propagation of uncertainty;Supplement 1 to the GUM;uncertainty interval
Research Areas: Statistics
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