  The Guide to the Expression of Uncertainty in Measurement (GUM) mainly deals
with measurement models having only a single output quantity. However, in many
cases more than one output quantity is required, where all of them are related
to a common set of input quantities. In order to evaluate the measurement
uncertainties associated with estimated expectations of these output
quantities, the uncertainty propagation as treated in the GUM requires an
appropriate extension. This article will introduce the concept of the
multivariate uncertainty calculation as an extension of the univariate
uncertainty calculation.
