The Principle of Maximum Entropy Applied in the Evaluation of the Measurement Uncertainty

Author

Iuculano, G. ; Nielsen, L. ; Zanobini, A. ; Pellegrini, G.

Author_Institution

Dipt. Elettronica e Telecomunicazioni, Firenze

fYear

2006

fDate

20-21 April 2006

Firstpage

14

Lastpage

17

Abstract

The maximum entropy approach is a flexible and powerful tool for assigning a probability distribution to a measurable quantity treated as a random variable, subjected to known moment constraints. The aim of this paper is to describe how the principle of maximum entropy may be used to transform information about the value of a quantity into a probability density function reflecting exactly that information and nothing more. The principle will be applied to common cases of metrological interest, where different kinds of information are available. The derivation of the probability density function is given in each case and numerical results are reported to demonstrate the efficiency of the method

Keywords

maximum entropy methods; measurement uncertainty; probability; maximum entropy; measurement uncertainty; moment constraints; probability density function; probability distribution; Entropy; Error correction; Gain measurement; Measurement uncertainty; Metrology; Probability density function; Probability distribution; Random variables; Stochastic systems; Telecommunications;

fLanguage

English

Publisher

ieee

Conference_Titel

Advanced Methods for Uncertainty Estimation in Measurement, 2006. AMUEM 2006. Proceedings of the 2006 IEEE International Workshop on

Conference_Location

Sardagna

Print_ISBN

1-4244-0249-2

Type

conf

DOI

10.1109/AMYEM.2006.1650739

Filename

1650739