Monte Carlo simulation constraints
Propagation of distributions - Determination of uncertainties by Monte Carlo simulation
Article REF: R288 V1
Monte Carlo simulation constraints
Propagation of distributions - Determination of uncertainties by Monte Carlo simulation

Authors : François HENNEBELLE, Thierry COOREVITS

Publication date: September 10, 2013, Review date: February 11, 2020 | Lire en français

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5. Monte Carlo simulation constraints

5.1 Calculation time

Calculation time varies according to the complexity of the process. What's more, programming, fine-tuning and validation time must be added to the calculation time.

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5.2 Software proof

Given that the Monte Carlo method has a number of advantages over the analytical method, the question might be raised of retaining the standard GUM method. However, using GUM Supplement 1 requires the metrologist to provide software proof. He must be able to prove that his simulation is indeed representative...

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