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I'm comparing different measurement methods. I listed and derived an equation for each error component per measurement method and calculated the probability distribution using the Monte-Carlo method (calculating each error 300.000 times assuming a normal distribution of the input variable). However, the outcome of an Monte-Carlo simulation is a probability distribution for each error component under study. I want to combine these separate probability distribution functions per error component for each measurement methods to come to an overall probability distribution function such that I can compare the uncertainty of each measurement method. How can I do this? Anybody a good reference?

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# Combining probability distribution functions

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