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  2. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    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 ...

  3. Measurement uncertainty - Wikipedia

    en.wikipedia.org/wiki/Measurement_uncertainty

    In metrology, measurement uncertainty is the expression of the statistical dispersion of the values attributed to a quantity measured on an interval or ratio scale.. All measurements are subject to uncertainty and a measurement result is complete only when it is accompanied by a statement of the associated uncertainty, such as the standard deviation.

  4. Entropy (information theory) - Wikipedia

    en.wikipedia.org/wiki/Entropy_(information_theory)

    The inspiration for adopting the word entropy in information theory came from the close resemblance between Shannon's formula and very similar known formulae from statistical mechanics. In statistical thermodynamics the most general formula for the thermodynamic entropy S of a thermodynamic system is the Gibbs entropy

  5. Uncertainty principle - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_principle

    The uncertainty principle, also known as Heisenberg's indeterminacy principle, is a fundamental concept in quantum mechanics. It states that there is a limit to the precision with which certain pairs of physical properties, such as position and momentum , can be simultaneously known.

  6. Uncertainty quantification - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_quantification

    Uncertainty propagation is the quantification of uncertainties in system output(s) propagated from uncertain inputs. It focuses on the influence on the outputs from the parametric variability listed in the sources of uncertainty. The targets of uncertainty propagation analysis can be:

  7. Uncertainty - Wikipedia

    en.wikipedia.org/wiki/Uncertainty

    Uncertainty or incertitude refers to situations involving imperfect or unknown information. It applies to predictions of future events, to physical measurements that ...

  8. Experimental uncertainty analysis - Wikipedia

    en.wikipedia.org/wiki/Experimental_uncertainty...

    Experimental uncertainty analysis is a technique that analyses a derived quantity, based on the uncertainties in the experimentally measured quantities that are used in some form of mathematical relationship ("model") to calculate that derived quantity.

  9. Sensitivity analysis - Wikipedia

    en.wikipedia.org/wiki/Sensitivity_analysis

    Figure 1. Schematic representation of uncertainty analysis and sensitivity analysis. In mathematical modeling, uncertainty arises from a variety of sources - errors in input data, parameter estimation and approximation procedure, underlying hypothesis, choice of model, alternative model structures and so on.