Moments and maximum entropy method for expanded uncertainty estimation in measurements

Arvind Rajan, Ye Chow Kuang, Melanie Po-Leen Ooi, Serge N. Demidenko

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Citations (Scopus)

Abstract

The normal approximation and Monte Carlo simulation methods are widely used in the metrology to evaluate the expanded uncertainty, whereby the latter method is known to be the most robust and reliable. In some cases, however, (e.g., when the probability distribution is not known a priori) different frameworks may be desired as an alternative to the aforementioned techniques. One of them is commonly used in metrology-it is the moment (or cumulant)-based method. In view of that, and specifically for the scope of the expanded uncertainty estimation, this paper studies the theoretical viability of using high-order moments. It also analyzes the performance of a relatively new parametric distribution fitting technique known as the maximum entropy method. The discussions in the paper substantiate the confident application of the moment-based approach among practitioners. Furthermore, the results from the performance analysis of the maximum entropy method could guide practitioners in selecting a distribution fitting algorithm that best suits their respective systems.

Original languageEnglish
Title of host publication2017 IEEE International Instrumentation and Measurement Technology Conference (I2MTC)
PublisherIEEE
ISBN (Electronic)9781509035960
DOIs
Publication statusPublished - 7 Jul 2017
Event2017 IEEE International Instrumentation and Measurement Technology Conference - Torino, Italy
Duration: 22 May 201725 May 2017

Conference

Conference2017 IEEE International Instrumentation and Measurement Technology Conference
CountryItaly
CityTorino
Period22/05/1725/05/17

Keywords

  • Benchmark distributions
  • Distribution bounds
  • Guide to the expression of uncertainty in measurement (GUM)
  • Maximum entropy
  • Measurement uncertainty
  • Moment problem

ASJC Scopus subject areas

  • Instrumentation
  • Signal Processing
  • Biomedical Engineering

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  • Cite this

    Rajan, A., Kuang, Y. C., Ooi, M. P-L., & Demidenko, S. N. (2017). Moments and maximum entropy method for expanded uncertainty estimation in measurements. In 2017 IEEE International Instrumentation and Measurement Technology Conference (I2MTC) [7969851] IEEE. https://doi.org/10.1109/I2MTC.2017.7969851