A Monte Carlo approach for estimating measurement uncertainty using standard spreadsheet software

Abstract

Despite the importance of stating the measurement uncertainty in chemical analysis, concepts are still not widely applied by the broader scientific community. The Guide to the expression of uncertainty in measurement approves the use of both the partial derivative approach and the Monte Carlo approach. There are two limitations to the partial derivative approach. Firstly, it involves the computation of first-order derivatives of each component of the output quantity. This requires some mathematical skills and can be tedious if the mathematical model is complex. Secondly, it is not able to predict the probability distribution of the output quantity accurately if the input quantities are not normally distributed. Knowledge of the probability distribution is essential to determine the coverage interval. The Monte Carlo approach performs random sampling from probability distributions of the input quantities; hence, there is no need to compute first-order derivatives. In addition, it gives the probability density function of the output quantity as the end result, from which the coverage interval can be determined. Here we demonstrate how the Monte Carlo approach can be easily implemented to estimate measurement uncertainty using a standard spreadsheet software program such as Microsoft Excel. It is our aim to provide the analytical community with a tool to estimate measurement uncertainty using software that is already widely available and that is so simple to apply that it can even be used by students with basic computer skills and minimal mathematical knowledge. © 2012 Springer-Verlag.