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Such an uncertainty cannot solely be classified as aleatoric or epistemic any more, but is a more general inferential uncertainty. In real life applications, both kinds of uncertainties are present. Uncertainty quantification intends to explicitly express both types of uncertainty separately.
Quantitative uses of the terms uncertainty and risk are fairly consistent among fields such as probability theory, actuarial science, and information theory. Some also create new terms without substantially changing the definitions of uncertainty or risk. For example, surprisal is a variation on uncertainty sometimes used in information theory ...
In physical experiments uncertainty analysis, or experimental uncertainty assessment, deals with assessing the uncertainty in a measurement.An experiment designed to determine an effect, demonstrate a law, or estimate the numerical value of a physical variable will be affected by errors due to instrumentation, methodology, presence of confounding effects and so on.
The uncertainty has two components, namely, bias (related to accuracy) and the unavoidable random variation that occurs when making repeated measurements (related to precision). The measured quantities may have biases , and they certainly have random variation , so what needs to be addressed is how these are "propagated" into the uncertainty of ...
Relative uncertainty is the measurement uncertainty relative to the magnitude of a particular single choice for the value for the measured quantity, when this choice is nonzero. This particular single choice is usually called the measured value, which may be optimal in some well-defined sense (e.g., a mean, median, or mode). Thus, the relative ...
For example, a logarithm of base 2 8 = 256 will produce a measurement in bytes per symbol, and a logarithm of base 10 will produce a measurement in decimal digits (or hartleys) per symbol. Intuitively, the entropy H X of a discrete random variable X is a measure of the amount of uncertainty associated with the value of X when only its ...
[note 1] For example, when throwing two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will tend to occur twice as often as 4. In this view, randomness is not haphazardness; it is a measure of uncertainty of an outcome. Randomness applies to concepts of chance, probability, and information entropy.
Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables (+) = + + (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...