Using a Multivariate Virtual Experiment for Uncertainty Evaluation with Unknown Variance

Virtual experiments are a digital representation of a real measurement and play a crucial role in modern measurement sciences and metrology. Beyond their common usage as a modeling and validation tool, a virtual experiment may also be employed to perform a parameter sensitivity analysis or to carry out a measurement uncertainty evaluation. For the latter to be compliant with statistical principles and metrological guidelines, the procedure to obtain an estimate and a corresponding measurement uncertainty requires careful consideration. We employ a Monte Carlo sampling procedure using a virtual experiment that allows one to perform a measurement uncertainty evaluation according to the Monte Carlo approach of JCGM-101 and JCGM-102, two widely applied guidelines for uncertainty evaluation in metrology. We extend and formalize a previously published approach for simple additive models to account for a large class of non-linear virtual experiments and measurement models for multidimensionality of the data and output quantities, and for the case of unknown variance of repeated measurements. With the algorithm developed here, a simple procedure for the evaluation of measurement uncertainty is provided that may be applied in various applications that admit a certain structure for their virtual experiment. Moreover, the measurement model commonly employed for uncertainty evaluation according to JCGM-101 and JCGM-102 is not required for this algorithm, and only evaluations of the virtual experiment are performed to obtain an estimate and an associated uncertainty of the measurand. We demonstrate the efficacy of the developed approach and the effect of the underlying assumptions for a generic polynomial regression example and an example of a simplified coordinate measuring machine and its virtual representation. The results of this work highlight that considerable effort, diligence, and statistical considerations need to be invested to make use of a virtual experiment for uncertainty evaluation in a way that ensures equivalence with the accepted guidelines.