Wang, C.
and Iyer, H.
(2008),
Fiducial Intervals for the Magnitude of a Complex-Valued Quantity, Metrologia, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=890046
(Accessed April 17, 2024)
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Fiducial Intervals for the Magnitude of a Complex-Valued Quantity
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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
Pub Type
Journals
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Keywords
GUM, propagation of uncertainty, Supplement 1 to the GUM, uncertainty interval
Citation
Created December 19, 2008, Updated February 19, 2017