Expanded uncertainty and coverage factor computation by higher order moments analysis

The ISO guide for the expression of uncertainty requires the statement of the measurement uncertainty in terms of expanded uncertainty associated to a defined level of confidence. This requires the knowledge of the probability density function of the measured results. This paper describes a method for the estimation of the probability density function, from which to evaluate the coverage factor associated to a predefined level of confidence, on the basis of a higher-moment analysis of the various uncertainty sources of type A and B.