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The probability distribution of a quantity with given mean and variance

I Lira

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SHORT COMMUNICATION

Supplement 1 to the Guide to the Expression of Uncertainty in Measurement states that if a best estimate and associated standard uncertainty are the only information available regarding a certain quantity, then, according to the principle of maximum entropy, a Gaussian probability distribution with support on the real line should be assigned to that quantity. This recommendation holds true if one does not know the range of the possible values of the quantity. However, usually such a range will also be known. It is shown that in this case a Gaussian distribution supported on (−, ) can be used, but only if the standard uncertainty is sufficiently small. Otherwise, the parameters of the distribution have to be computed numerically.


PACS

06.20.fb Standards and calibration

02.50.Ng Distribution theory and Monte Carlo studies

02.50.Cw Probability theory

06.20.Dk Measurement and error theory

Subjects

Computational physics

Instrumentation and measurement

Dates

Issue 6 (December 2009)

Received 26 August 2009, in final form 1 October 2009

Published 26 October 2009



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