Effect of insignificant bias and its uncertainty on the coverage probability of uncertainty intervals

This paper investigates the coverage probability of the uncertainty intervals determined in compliance with the GUM and EURACHEM Guide, which are defined by expanded uncertainty U about the results uncorrected with the insignificant biases and corrected with the significant biases. This coverage probability can significantly fall below the chosen level of confidence in some cases as Maroto et al. discovered by using the Monte Carlo method. Their numerical results obtained provided that only the β errors have occurred in the test significance and findings that the coverage reduction depends on the mutual proportions of the magnitudes of the systematic error, overall uncertainty and bias uncertainty are confirmed in this paper by using probability calculus and numerical integration. This problem is also studied when all possible experimental biases, both significant and insignificant, are considered. From this point of view, the reduction of the coverage probability turns out to be less severe than from the previous one. The coverage probability is also investigated for some uncertainty intervals computed in different ways than the above mentioned documents recommend. The intervals defined by U about the results corrected with both significant and insignificant bias give always the same coverage probability equalling the chosen level of confidence. The intervals with some uncertainties modified or enlarged with the insignificant biases remove or moderate the coverage reduction.