The answer depends on what you’re testing.
Analog and digital multimeters come in a variety of shapes, sizes and functionality. Most people, when asked, would prefer to use a digital multimeter if given the choice. In most cases, I would agree. However, when testing pressure and temperature sensors, analog is a better way to go.
Most switches and sensors are designed to be either on or off, but over time contamination, wear, arcing or glazing can cause inconsistent behavior. A digital multimeter indicates whether a switch or sensor has actuated, but does not show detailed information about the transition from open to close. It is during this transition that various anomalies can and do occur.
If these erroneous readings are not caught they can lead to unnecessary maintenance actions, especially if the switch has been previously tested "good" using a digital meter.
Only an analog meter needle sweep can give any sign of this erratic behavior. Oftentimes, catching the problem before it becomes a problem.
In most cases using an analog meter to test switches and sensors is probably a better option. If in doubt, use both.
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