 Shared calibration error

A shared calibration error is a measurement error contribution inherited by several results from the same uncertain measurement calibration information. A common reference offset, scale factor or fitted coefficient can couple readings that would otherwise have independent noise. The GUM identifies common measuring instruments, standards and reference data as sources of correlation.^[ref]

Consider an original additive model for repeated readings of a fixed quantity $\theta$:Here $B$ represents the remaining uncertainty in a common correction, and the centered ${\epsilon }_i$ are independent of one another and of $B$. These assumptions implyThis is covariance induced by a shared latent variable: the same unknown contribution appears in every reading. A fixed but unknown physical offset need not fluctuate between readings for uncertainty about it to be shared.

With100readings, individual noise standard deviation1unit and common-offset standard uncertainty0.2unit, the mean has standard uncertainty $\sqrt{1/100+0.2^2}\approx 0.224$unit. Treating all100readings as independent would instead give $\sqrt{(1+0.2^2)/100}\approx 0.102$unit. Repetition reduces the individual noise contribution but not the common-offset floor.

A difference $Y_i-Y_j={\epsilon }_i-{\epsilon }_j$ cancels this additive common offset. It does not cancel an arbitrary common gain error. Reference changes and deliberate systematic-error cancellation by reversal test different effects; the measurement uncertainty budget should identify which quantities actually share the uncertain correction.