Propagation of distributions using a Monte Carlo method by JCGM

Primary source: www.bipm.org/documents/20126/2071204/JCGM_101_2008_E.pdf

Verified locator: JCGM 101:2008, first edition. Full title Evaluation of measurement data — Supplement 1 to the Guide to the expression of uncertainty in measurement — Propagation of distributions using a Monte Carlo method. §§5.1–5.2 distinguish assigning the input model from propagating distributions; §5.10 gives conditions for valid Monte Carlo use; §6.1 addresses input probability distributions; §6.5 addresses uncertainty information from a previous uncertainty evaluation; §7 describes numerical implementation.