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Trapezoidal and triangular distributions for Type B evaluation of standard uncertainty

Raghu N Kacker1 and James F Lawrence1,2

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The Guide to the Expression of Uncertainty in Measurement (GUM), published by the International Organization for Standardization (ISO), recognizes Type B state-of-knowledge probability distributions specified by scientific judgment as valid means to quantify uncertainty. The ISO-GUM discusses symmetric probability distributions only. Sometimes an asymmetric distribution is needed. We describe a trapezoidal distribution which may be asymmetric depending on the settings of its parameters. We describe the probability density function, cumulative distribution function (cdf), inverse function of the cdf, moment generating function, moments about origin (zero), expected value and variance of a trapezoidal distribution. We show that triangular and rectangular distributions are special cases of the trapezoidal distribution. Then we derive the moment generating functions, moments, expected values and variances of various special cases of the trapezoidal distribution. Finally, we illustrate through a real life example how a Type B asymmetric trapezoidal distribution may be useful in quantifying a correction for bias (systematic error) in a result of measurement and in quantifying the standard uncertainty associated with the correction.


PACS

06.20.Dk Measurement and error theory

02.50.Cw Probability theory

02.50.Ng Distribution theory and Monte Carlo studies

Subjects

Computational physics

Instrumentation and measurement

Dates

Issue 2 (April 2007)

Received 6 September 2006

Published 26 February 2007



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