Information about the set of input quantities to a measurement model comprises statements about correlation of the random variables associated with the quantities. In a Bayesian framework, underlying internationally agreed evaluation procedures applied to measurement data, the correlation coefficients, or equivalently the covariances, of a joint probability density function, PDF, are fixed and calculable parameters. It will be shown that correlation often is due to logical inference and not necessarily expresses physical cause and effect. A Bayesian understanding of measurements under repeatability conditions is presented, finally leading to the replacement of (complete) independence within the sequence of random variables generating the observations with a conditional independence, which means a hidden correlation of the random variables in the sequence. The concept of an exchangeable joint PDF is introduced to briefly discuss the relation of measurements under repeatability conditions to de Finetti’s purely mathematical General Representation Theorem that, moreover, calls for a Bayesian approach.
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For example, two gauge blocks calibrated by different calibration laboratories, each using master gauge blocks that have been calibrated by the same National Metrology Institute, using an iodine-stabilized helium-neon laser.
The symmetric nature of irrelevant information is actually contained in the rules of probability theory. From the product rule and the logical identity A, B = B, A it follows that Pr (A)Pr(B|A) = Pr (B)Pr(A|B). Thus if A is irrelevant to knowledge of B, so that Pr (B|A) = Pr (B) then Pr(A) = Pr (A|B) and B is also irrelevant to knowledge of A.
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Acknowledgment
Useful discussions with Tyler Estler, retired from NIST, Gaithersburg, MD, United States of America, and Clemens Elster, PTB Braunschweig and Berlin, Germany, are gratefully acknowledged.
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Published in Izmeritel’naya Tekhnika, No. 6, pp. 16–20, June, 2013.
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Wöger, W. On independence, exchangeability, and logical correlation of random variables in metrology. Meas Tech 56, 599–604 (2013). https://doi.org/10.1007/s11018-013-0251-9
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DOI: https://doi.org/10.1007/s11018-013-0251-9