Estimation of the uncertainty of indirect measurements from the propagation of distributions by using the Monte-Carlo method: An overview

The limitations of the Guide to the expression of Uncertainty Measurement (GUM) for evaluating the uncertainty of indirect measurements are presented. The propagation of distributions is introduced as the best way to evaluate the measurement uncertainty. The use of Monte-Carlo method for performing the propagation of distributions is outlined and discussed. A case study is selected to illustrate the application of Monte-Carlo method for evaluating the uncertainty of an analytical assay.