The aim of the present work is to give a brief review of two classical methods for the evaluation of measurement uncertainty in multivariate systems. The theoretical and practical issues of the method based on the law of propagation of uncertainties (MLPU) and of the method based on the law of propagation of probability density functions using Monte Carlo method (MLPP) are presented. In order to elucidate an application of both the MLPU and MLPP methods an illustrative example is also presented.
measurement uncertainty; propagation of uncertainties; propagation of probability density functions; Monte Carlo method; multivariate systems
