19.3. The input uncertainty descriptor
The moment data of an input: its mean, variance (\kappa_2 = u^2), fourth cumulant
(\kappa_4 = w), and third cumulant (\kappa_3, asymmetry). Carrier-parametric — a bare record
over any R — so it exists at ℝ for proofs and Float for execution alike. The
cumulant constants of the named distributions (normal, uniform, triangular, arc-sine) are the
values tabulated by Willink (Willink, 2005)Robin Willink (2005). “A procedure for the evaluation of measurement uncertainty based on moments”. Metrologia. 42(5)..
Lean code for Definition19.3.1●1 definition
Associated Lean declarations
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structuredefined in PropertyKindCalculus/Uncertainty/InputDist.leancomplete
structure PropertyKindCalculus.Uncertainty.MomentData (R : Type) : Type
structure PropertyKindCalculus.Uncertainty.MomentData (R : Type) : Type
**Carrier-parametric moment/cumulant data** for an input quantity. `variance` is `κ₂ = u²`; `fourthCumulant` is `κ₄ = w` (Willink Table 1), zero for a normal; `thirdCumulant` is `κ₃` (asymmetry, zero for the symmetric families). Consumed by the linearized methods and proved about over `ℝ`.
Fields
mean : R
Expected value `E(Xᵢ)`.
variance : R
Variance `u²` (the second cumulant κ₂).
fourthCumulant : R
Fourth cumulant `w` (κ₄); `0` for a normal distribution.
thirdCumulant : R
Third cumulant `κ₃` (asymmetry); `0` for symmetric distributions. (No default: `R` is an unconstrained carrier, so there is no generic `0` to default to — set it at each site.)
Realized. A four-field structure MomentData R; the named distributions are values built by
smart constructors (InputDist.normal, .uniform, .triangular, .arcsine), each filling in
its Willink-Table-1 cumulants — the open-world, values-not-constructors convention the whole
project follows.
The input uncertainty descriptor: the moment data, an optional rigorous support [\mathrm{lo},
\mathrm{hi}], and an inverse-CDF sampler. Feeding a random probability to the sampler gives Monte
Carlo; feeding a systematic probability (j-\tfrac12)/N gives the systematic sampling of the
efficient method — one primitive, two methods.
Lean code for Definition19.3.2●1 definition
Associated Lean declarations
-
structuredefined in PropertyKindCalculus/Uncertainty/InputDist.leancomplete
structure PropertyKindCalculus.Uncertainty.InputDist (R : Type) : Type
structure PropertyKindCalculus.Uncertainty.InputDist (R : Type) : Type
**The input uncertainty descriptor.** Carrier-parametric `moments`, an optional rigorous `support` (for the numerical-adequacy check), and an `invCDF` sampler shared by MCM and SSPRC.
Fields
moments : PropertyKindCalculus.Uncertainty.MomentData R
The carrier-parametric moments/cumulants.
support : Option (R × R)
Rigorous support `[lo, hi]`, when the distribution is bounded (feeds numerical adequacy).
invCDF : Float → Float
Inverse CDF: maps a probability `p ∈ (0,1)` to a sample. Random `p` ⇒ MCM; systematic `p = (j-0.5)/N` ⇒ SSPRC. Concrete `Float`: sampling yields concrete numbers.
Realized. InputDist R bundles MomentData with a support and an invCDF. The paired
UncertainQuantity k R places it alongside a kinded Quantity k R as additive metadata, exactly
the pattern R11 used for vector carriers — the carrier tower is untouched.