Quantifying uncertainty · page 3 of 4

Monte Carlo, One Tree

Five dice, one equation, twenty thousand rolls: how sure are we about the weight of one tree?

The page uses the same random numbers every time you open it. Press the button to get new ones.

What this page is about

On page 2 the equation gave 13.6 kg for our tree #406 (D = 8.0 cm, H = 6.0 m, ρ = 0.60 g/cm³). But each of those three numbers was measured only once, and the equation itself has its two doubts. So the true weight is not exactly 13.6 kg. How far from 13.6 could it be?

On page 1 we answered this kind of question with Monte Carlo: give each uncertain number a die, roll all the dice, calculate, repeat thousands of times, and look at the pile of answers. There we had two dice and a cylinder. Here we have five dice and the real equation. Panel A introduces the five dice. Panel B rolls them, one draw at a time. Panel C reads the pile. Panel D asks which die matters most. Panel E shows how to write the result.

Words used on this page

The words, in the order you will meet them

1 · New on this page

Point value
The single number from the plain equation, with no uncertainty. For #406 it is 13.6 kg.
Draw
One round of the simulation: roll all five dice once, calculate one possible weight, add it to the pile.
Pile
The histogram of all the draws so far. Tall bars are common values, short bars are rare values. The pile is the answer.
Bell curve
The shape of a die whose values near the middle are more likely than values far from it. Also called the normal distribution. On page 1 the 250 height readings made this shape.
Log-normal
A die that multiplies instead of adding. Two kinds of die are used on this page, and the difference matters.

An adding die says "+ something" or "− something". The height die is one: reading 6.0 m, die says + 0.6 m or − 0.6 m, result 6.6 m or 5.4 m. The two results are the same distance from 6.0 on both sides. This is the ordinary bell curve.

A multiplying die says "× something" or "÷ something". The scatter die is one: point value 13.6 kg, die says × 1.43 or ÷ 1.43, result 19.4 kg or 9.5 kg. Going up adds 5.8 kg, going down takes away only 4.1 kg. The two results are the same distance from 13.6 only in "times", not in kg. A pile made by such a die is squeezed on the left and stretched on the right. It is called log-normal because taking the logarithm turns "times" into "plus", so on the log scale it is an ordinary bell curve again.

Why not use an adding die for everything? Try it for the scatter: an adding die with CV 40 % has SD = 40 % of 13.6 kg = 5.4 kg. (Panel C shows 5.8 kg, because there the 40 % is taken of the mean, 14.6 kg.) Three SDs down gives 13.6 − 16.3 = −2.7 kg, a tree with negative weight. Impossible. The multiplying die never does this: ÷ 1.43 three times gives 13.6 ÷ 2.9 = 4.7 kg, small but still positive. For errors that are naturally "a percentage of the value", and for values that cannot go below zero, the multiplying die is the honest one.

Why not use a multiplying die for everything? For small errors the two dice give nearly the same answer. Height: adding ± 10 % gives 5.4 and 6.6 m; multiplying by 1.1 and dividing by 1.1 gives 5.45 and 6.6 m. The difference is 5 cm, not worth the extra idea. So the height and diameter dice stay simple adding dice. The wood density and scatter dice multiply by a log-normal factor, because those errors are naturally a percentage and the value can never be negative. The a, b die (Panel A) also multiplies the answer, but its 1 % is so small that it is written as a plain adding die on the number 1.

ε (epsilon)
The scatter of one tree around the equation line, on the log scale: Doubt 2 of page 2. Its SD is σ = 0.357. The weight is multiplied by eε: e0.357 = 1.43 and e−0.357 = 0.70.
Carbon fraction
0.47. About 47 % of the dry weight of wood is carbon. Carbon = 0.47 × AGB.
CO₂ factor
3.67. One CO₂ molecule weighs 44 units and its carbon atom weighs 12 units, and 44 ÷ 12 = 3.67. CO₂ = 3.67 × carbon.

2 · Used again from pages 1 and 2

SD, CV, median, 95 % interval
As on page 1. SD is the spread, CV is SD as a percentage of the mean, the median is the middle draw, and the 95 % interval is the middle 95 % of the draws after sorting and cutting 2.5 % at each end. On this page a spread written as a percentage is always a CV. An SD always has a unit (m, cm, kg).
Monte Carlo
As in Panel F of page 1: a die for each uncertain input, roll, calculate, repeat, sort, cut.
AGB, a, b, size value
As on page 2: AGB = a × (ρ × D² × H)b with a = 0.0673 and b = 0.976.
Doubt 1 Doubt 2
As on page 2. Doubt 1: a and b are not known exactly (about 1 %, the same for every tree). Doubt 2: a real tree is not on the line (about 40 %, different for every tree).
Panel A

The five dice

Every number that goes into the equation can be a little wrong. We give each one a die. The table says what each die stands for, how big its error is, and where that size comes from. Nothing here is new: the sizes were all found on pages 1 and 2.

DieWhat can be wrongSize of the error, as CV (the SD as % of the value)Where the size comes fromSame for every tree, or different?
Height HThe height readingCV 10 % (for H = 6.0 m, SD = 0.6 m)Page 1, Panel D: 250 readings of one tree had a CV of about 10 %Different for each tree
Diameter DThe tape readingCV 2.5 % (for D = 8.0 cm, SD = 0.2 cm)Page 1, Panel D: the DBH (diameter at breast height) readings had a CV of about 3 %; we use a slightly smaller 2.5 % here so that the error of D² is a round 5 %Different for each tree
Wood density ρWe did not measure it. We took it from a table, and published values for one species often spread over a range like 0.54 to 0.64 (hypothetical numbers)CV 10 %, log-normal (for ρ = 0.60 g/cm³, SD ≈ 0.06 g/cm³)The spread of the published valuesDifferent between species, but the same for every tree of one species. For one tree it behaves like an ordinary die; for a whole plot it is a shared error.
a and bDoubt 1 the line is a little offCV 1 %Page 2, Panel DSame for every tree
Scatter εDoubt 2 this tree is not on the lineσ = 0.357 on the log scale, about 40 %Page 2, Panel EDifferent for each tree

A bell-shaped die, not a flat one

On page 1 the height die was flat: every value between −10 % and +10 % was equally likely. Here each die is bell-shaped: values near the reading are more likely than values at the edge. We choose this shape because it is the shape the 250 readings made on page 1.

"CV 10 %" means the SD is 10 % of the reading: 0.6 m for a 6.0 m tree. About 2 draws in 3 land within ± 1 SD, that is within ± 10 % of the reading, and about 19 in 20 land within ± 20 %. The cards in Panel B show this curve, with the shaded part covering the middle 95 %.

Two of the dice multiply by a log-normal factor

The density die and the scatter die are the multiplying kind described in the words box. The scatter die draws ε from a bell curve with SD 0.357, and the weight is multiplied by eε: ε = +0.357 gives × 1.43, ε = −0.357 gives ÷ 1.43 (that is × 0.70). The die is fair in "times", not in "plus".

This is why a tree can come out twice as heavy as the point value but never below zero. The pile in Panel B will show it: a long tail to the right, a steep wall on the left.

A simplification: a and b are shaken together, as one die

On this page the a, b die is one multiplying factor on the whole answer: draw one bell number z, set factor = 1 + 0.01 × z, and multiply. This is the same as shaking a by about 1 % and keeping b fixed at 0.976.

The more correct way is to treat a and b as a pair with a joint probability distribution (one die for the pair): a two-dimensional bell curve with a mean for a, a mean for b, an SD for each, and a correlation between them (when one comes out high, the other tends to come out low). Each draw would then pick one (a, b) pair from this curve. The correlation matters: in a least-squares fit (the method page 2 used to find the line), a refit that gives a steeper b also gives a smaller a, so that the line still passes through the centre of the data (the fan in Panel D of page 2 pivots, it does not shift). Two separate, independent dice for a and b would ignore this and would exaggerate the doubt.

We use the simple form for two reasons. Chave and others (2014) do not give the SDs and the correlation of a and b in the main paper, so the joint curve cannot be written down from it. And Doubt 1 is about 1 % while the scatter die is about 40 %, so under the "square, add, square root" rule the way we split it changes nothing visible. The one thing the simple form hides: a shake of b changes big trees more than small trees, because b is a power of the size value. For tree #406 (size value 230), a 1 % shake of b would move the weight by about 5 %.

Set the tree and the dice

The tree, as measured

Diameter D cm
Height H m
Wood density ρ g/cm³

Point value: AGB = 13.6 kg · carbon = 6.4 kg · CO₂ = 23.5 kg

The five dice

CV % (SD = 0.6 m)
CV % (SD = 0.2 cm)
CV % (SD ≈ 0.06 g/cm³)
CV % of the multiplier
σ (log scale)

Untick a box to switch that die off. Changing any number empties the pile and starts again.

Panel B

One draw at a time

Press Step. An orange marker lands on each die at the value drawn. The five drawn values go into the equation. The answer drops into the pile. Press Play to repeat slowly, or Fast-forward to do 20,000 draws at once.

draws: 0 / 20,000

Under each curve: the value 2 SD below the middle, the middle, and 2 SD above. The shaded part holds about 95 % of the draws.

AGB =0.0673×(0.600×8.0²×6.0)0.976 ×1.000(a, b die) ×e0.00(scatter die) =13.6 kg
The pile: number of draws at each weight Middle 95 % of the draws Point value Median of the draws

The pile is lopsided. It has a long tail on the right and a steep wall on the left, because the dice multiply the answer instead of adding to it (Panel A). A tree sometimes comes out at twice the point value, 27 kg (about 1 draw in 25), but never below zero.

Panel C

Reading the pile

The same numbers as on page 1, now read from the pile of draws. They need a few hundred draws before they settle. By 20,000 draws they hardly move.

QuantityPoint valueMedianMeanSDCV %95 % interval
AGB (kg)13.6–––––
Carbon = 0.47 × AGB (kg)6.4–––––
CO₂ = 3.67 × carbon (kg)23.5–––––

How each column is calculated, and why they differ

Only the point value comes from a formula. Every other column comes from the pile: the list of all draws made so far, sorted from smallest to largest. The numbers below are for the starting tree after 20,000 draws. Your run gives the same numbers, because the page uses the same random numbers every time, unless you press New random numbers.

ColumnHow it is calculatedResult
Point valueThe plain equation with the readings as they are and every die at its centre: 0.0673 × (0.60 × 8.0² × 6.0)0.976. No draws are used.13.6 kg
MedianSort the draws. Take the one in the middle: half the draws are below it, half above.13.6 kg
MeanAdd up all the draws and divide by the number of draws.14.6 kg
SDAs on page 1: subtract the mean from each draw, square, add, divide by n − 1, take the square root. In kg.5.8 kg
CV %SD ÷ mean × 100. The same spread, as a percentage.5.8 ÷ 14.6 = 40 %
95 % intervalSort the draws. Cut off the lowest 2.5 % and the highest 2.5 %. The interval runs from the first draw kept to the last draw kept.6.4 to 28.9 kg

Why the median equals the point value. Every die is centred on its reading, and the multiplying dice are fair in "times": × 1.43 is exactly as likely as ÷ 1.43. So half the draws land above the point value and half below, and the middle draw is the point value itself. (The adding dice on H and D push it up or down by about a tenth of a percent; the gap is too small to see.)

Why the mean is higher. Multiplying dice make a lopsided pile. Going up by × 1.43 adds 5.8 kg; going down by ÷ 1.43 removes only 4.1 kg. The ups are bigger than the downs in kg, so when you add all the draws and divide, the mean lands above the middle. For the scatter die alone the mean is eσ²/2 = e0.064 = 1.07 times the median, about 7 % above. The median ignores the tail, which is why we report it.

Why the 95 % interval is not symmetric. The point value sits 7.2 kg above the lower end but 15.3 kg below the upper end. The same lopsided pile again: "13.6 ± 11" would be wrong on both sides. On the log scale the interval is symmetric: 13.6 ÷ 6.4 = 2.1 and 28.9 ÷ 13.6 = 2.1. That is the signature of multiplying dice.

Why SD and CV are only a rough summary here. On page 1 the 68–95 rule said "2 draws in 3 within ± 1 SD". That rule is for a bell-shaped pile. This pile is not bell-shaped, so 13.6 ± 5.8 kg does not hold 2 draws in 3 on each side equally. The CV of 40 % is still useful as one number to compare dice (Panel D uses it), but the interval is the honest report.

Three rows, one uncertainty. Carbon and CO₂ are the weight multiplied by a fixed number, so their piles have the same shape and the same CV as the weight. Only the units change. (The carbon fraction 0.47 is itself a little uncertain, about 5 %, but that is small next to the scatter die and we leave it out here.)

Panel D

Which die matters most?

The button runs the experiment five more times, each time with only one die switched on (5,000 draws each), then once with all five together. The bars show the CV each die causes on its own.

How the five errors combine

Press the button to see the numbers. The rule: square each CV, add the squares, take the square root. The biggest die decides the answer almost alone.

Panel E

How to write the result

A single number hides the uncertainty. Write the middle value, the range, how many draws, and which die matters most.

Press Fast-forward in Panel B. The sentence for your tree appears here after 1,000 draws.

Why 14 and not 13.6?

Writing "13.6" suggests we know the answer to within 0.1 kg. We do not: the 95 % interval runs from about 6 kg to 29 kg. Round the number to what you actually know.

Why a 95 % interval and not "± SD"?

The pile is lopsided. "13.6 ± 5.8 kg" (the SD from Panel C) would suggest that the pile reaches equally far below and above 13.6 kg, to 8 kg and to 19 kg. It does not: the spread runs much further up than down. The 95 % interval shows this. "± SD" hides it.

What to notice

  1. The scatter die (Doubt 2) is the biggest by far. Even with perfect measurements, one tree is only known to within a factor of about 2 (CV about 40 %). Measuring the height more carefully (CV 10 % to 5 %) hardly changes the total. Try it in Panel A.
  2. Errors combine by "square, add, square root", not by adding. So only the biggest die matters. Making a small die smaller does not help.
  3. Report the median and the 95 % interval. The pile is lopsided, so "mean ± SD" would mislead. Monte Carlo is only counting: the pile is the answer.