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Some statistical procedures to refine estimates of uncertainty when sparse data are available for model validation and calibration

Romero, Vicente J.; Rutherford, Brian M.; Newcomer, Justin T.

This paper presents some statistical concepts and techniques for refining the expression of uncertainty arising from: a) random variability (aleatory uncertainty) of a random quantity; and b) contributed epistemic uncertainty due to limited sampling of the random quantity. The treatment is tailored to handling experimental uncertainty in a context of model validation and calibration. Two particular problems are considered. One involves deconvolving random measurement error from measured random response. The other involves exploiting a relationship between two random variates of a system and an independently characterized probability density of one of the variates.