Including correlation effects in an improved spreadsheet calculation of combined standard uncertainties

Abstract

A spreadsheet method allowing rapid calculation of combined standard uncertainties is described. The model used allows explicitly for correlation effects, and requires a user to enter only the parameters, the calculation used to obtain the final result (including relevant influence factors), the individual standard uncertainties for the parameters, and estimates of correlation coefficients where necessary. The estimation of correlation coefficients in common cases is discussed, and it is shown that correlation is likely to be practically significant only when the correlated contribution to individual standard uncertainties is significantly over about 30% of the relevant standard uncertainty, leading to correlation coefficients |r| greater than 0.1. The implementation includes a more robust differentiation algorithm than previously reported for spreadsheet use, and initial preparation of the spreadsheets has been automated. The principle is illustrated with a simple example.