On a Monte Carlo method for measurement uncertainty evaluation and its implementation

The 'Guide to the Expression of Uncertainty in Measurement' (GUM) provides a framework and procedure for evaluating and expressing measurement uncertainty. The procedure has two main limitations. Firstly, the way a coverage interval is constructed to contain values of the measurand with a stipulated coverage probability is approximate. Secondly, insufficient guidance is given for the multivariate case in which there is more than one measurand. In order to address these limitations, two specific guidance documents (or 'Supplements to the GUM') on, respectively, a Monte Carlo method for uncertainty evaluation (Supplement 1) and extensions to any number of measurands (Supplement 2) have been published. A further document on developing and using measurement models in the context of uncertainty evaluation (Supplement 3) is also planned, but not considered in this paper.