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  2. Uncertainty quantification - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_quantification

    In mathematics, uncertainty is often characterized in terms of a probability distribution.From that perspective, epistemic uncertainty means not being certain what the relevant probability distribution is, and aleatoric uncertainty means not being certain what a random sample drawn from a probability distribution will be.

  3. 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 ...

  4. Round-off error - Wikipedia

    en.wikipedia.org/wiki/Round-off_error

    The IEEE standard stores the sign, exponent, and significand in separate fields of a floating point word, each of which has a fixed width (number of bits). The two most commonly used levels of precision for floating-point numbers are single precision and double precision.

  5. Accuracy and precision - Wikipedia

    en.wikipedia.org/wiki/Accuracy_and_precision

    The measure precision at k, for example, is a measure of precision looking only at the top ten (k=10) search results. More sophisticated metrics, such as discounted cumulative gain , take into account each individual ranking, and are more commonly used where this is important.

  6. Experimental uncertainty analysis - Wikipedia

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

    For example, an experimental uncertainty analysis of an undergraduate physics lab experiment in which a pendulum can estimate the value of the local gravitational acceleration constant g. The relevant equation [ 1 ] for an idealized simple pendulum is, approximately,

  7. Imprecise probability - Wikipedia

    en.wikipedia.org/wiki/Imprecise_probability

    Uncertainty is traditionally modelled by a probability distribution, as developed by Kolmogorov, [1] Laplace, de Finetti, [2] Ramsey, Cox, Lindley, and many others.However, this has not been unanimously accepted by scientists, statisticians, and probabilists: it has been argued that some modification or broadening of probability theory is required, because one may not always be able to provide ...

  8. Observational error - Wikipedia

    en.wikipedia.org/wiki/Observational_error

    The Performance Test Standard PTC 19.1-2005 "Test Uncertainty", published by the American Society of Mechanical Engineers (ASME), discusses systematic and random errors in considerable detail. In fact, it conceptualizes its basic uncertainty categories in these terms.

  9. Uncertainty - Wikipedia

    en.wikipedia.org/wiki/Uncertainty

    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 ...

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