Uncertainty in Measurement
Uncertainty in Measurement
Uncertainty in Measurement
Uncertainty in measurement
2
Acceptance of the Measurement Results
3
Outline
• Introduction
• Basic Statistics
• What is Measurement Uncertainty ?
• How is Measurement Uncertainty estimated?
• How can Measurement Uncertainty be reported?
• Conclusions and Remarks
4
When should you evaluate
uncertainties of measurement results ?
5
Why do we need uncertainty?
• It is required by ISO 17025 - Accreditation
• The uncertainty of the result demonstrates the
metrological QUALITY of the measurements
• It improves the knowledge about the measurement
procedure
• In laboratory document/prove in transparent way
the measurement procedure
• For end-user give the result with proper confidence
• To allow comparison of results
6
Why do we need uncertainty? (2)
• A well documented uncertainty statement
underpins/Support/ justify your results and
provides transparency!
• Identify major uncertainty contributors
- find out ways to improve the procedure
• Demonstrate compliance with limits (legal or
contractual) and the establishment of acceptance
criteria
Your best defence in discussions!
Repeating the measurement 2, 10 or 100 times
does not give you all information to have reliable
results!
7
What is Measurement?
Measurement is
‘Set of operations having the object of
determining a value of a quantity.’ (
VIM 2.1 )
Note: The operations may be
performed automatically.
8
Measurement
9
Measurand
10
Principles of Measurement
A measurement begins with
• an appropriate specification of the measurand
• the method of measurement and
• the measurement procedure
Method
DUT of Result
Comparison
Standard
11
ISO/IEC 17025
• 5.4.7.2
– The laboratory shall use methods which
meet the needs of the client
12
Measurements
Every measurement is subject to some
uncertainty.
A measurement result is incomplete without a
statement of the uncertainty.
When you know the uncertainty in a
measurement, then you can judge its fitness for
purpose.
Understanding measurement uncertainty is the
first step to reducing it
13
Measurement Error
Measurement Error
14
Random Errors
15
Random Errors
• Random errors result from the fluctuations in
observations
16
Random Errors
• Some sources of random errors include the
following:
– Exerting a different pressure when measuring
with a micrometer
– Reading a tape measure from different angles
– Connecting an instrument in a slightly
different fashion each time
17
Systematic Errors
18
Systematic Errors
• A systematic error is a consistent deviation in a
measurement
• A systematic error is also called a bias or an offset
19
Measurement Error
20
Precision, Accuracy, and Bias
• Precision:
– Precision is a measure of the repeatability of a
measurement
– Small random error
• Accuracy:
– Accuracy is a measure of the closeness of all
measurements to the true value
– Small random error and small systematic error
– Small total error
• Bias:
– Bias is a measure of the closeness of the average
measurement to the true value
– Small systematic error
21
Precision and Accuracy
Measurements can be
- accurate and precise
- precise but inaccurate
- neither accurate nor precise
22
Precision, Accuracy, and Bias
ACCURATE
23
Uncertainty
24
Uncertainty
• Estimated quality of a result is expressed as
the uncertainty
25
Basic Statistics
Systematic Errors
• Three types of systematic errors:
1.Natural error resulting from
environmental effects
2.Instrument error resulting from improper
calibration
3.Personal error resulting from habits of
the observer
27
Histograms
• When making many measurements,
there is often variation between
readings. Histogram plots give a visual
interpretation of all measurements at
once.
• The x-axis displays a given
measurement and the height of each
bar gives the number of measurements
within the given region.
• Histograms indicate the variability of
the data and are useful for determining
if a measurement falls outside of
“specification”.
28
For a large number of experiment replicates the results
approach an ideal smooth curve called the GAUSSIAN or
NORMAL DISTRIBUTION CURVE
Characterised by:
The standard
deviation – s
measures the width
of the distribution
29
Average
• The most basic statistical tool to analyze a series of
measurements is the average or mean value :
“Sum of”
Individual measurement
x
x i
n Number of measurements
30
Deviation
d i xi x
Need to calculate an average or “standard” deviation
31
Standard Deviation
• The average amount that each measurement deviates
from the average is called standard deviation (s) and is
calculated for a small number of measurements as:
s
( x x )2
i
Sum of deviation squared
n 1 xi = each measurement
x = average
n = number of measurements
Note this is called root mean square: square root of the mean of the squares
32
Standard Deviation
33
Standard Deviation
For example, calculate the standard deviation of the
following measurements: 10, 15 and 12.5 (avg = 12.5)
s
(x x)
i
2
10 12.52 15 12.52 12.5 12.52
n 1 n 1
34
Standard Deviation of the Mean
s
n
38
Gaussian Distribution
• Given a set of repeated measurements which
have random error.
• For the set of measurements there is a mean
value.
• If the deviation from the mean for all the
measurements follows a Gaussian probability
distribution, they will form a “bell-curve”
centered on the mean value.
• Sets of data which follow this distribution are
said to have a normal (statistical) distribution of
random data.
39
POPULATION DATA
For an infinite set of data,
n→∞ x → µ and s→σ
population mean population std. dev.
40
A. Normal Error Curve
m
• 68.3% of measurements
Relative frequency, dN / N
• 95.5% of measurements
will fall within ± 2 of
the mean.
-2 +2
• 99.7% of measurements
-3 +3 will fall within ± 3 of
the mean.
30 40 x
50i 60 70
41
Gaussian Distribution
– For an interval of -1 < x < +1, one can be confident that any
random measurement of x will lie within one standard deviation of
the mean value 68.3% of the time.
– An interval of -2 < x < +2, one can be confident that 95.4% of
the time, x will lie within two times the standard deviation of the
mean value.
42
95% Confidence Interval
43
EXAMPLE
Replicate results were obtained for the measurement
of a resistor. Calculate the mean and the standard
deviation of this set of data.
Replicate ohms
1 752
2 756
3 752
4 751
5 760
44
_
x xi
Replicate ohms
n 1 752
752 756 752 751 760
754.2 2 756
5
3 752
x x
2
4 751
s i
n 1 5 760
752 754.22 756 754.22 752 754.22 751 754.22 760 754.22
5 1
2.22 1.82 2.22 3.22 5.82
4
3.77 NB DON’T round a
std dev. calc until
s 3.77
1.69 the very end.
n 5
45
x 754.2
s 3.77 1.69
Also:
s 3.77
RSD
x 754
s 3.77
%RSD 100 100
x 754
Variance s 2 3.77
2
46
Student's t-Distribution
• The t distributions were
discovered by William S.
Gosset in 1908. Gosset
was a statistician employed
by the Guinness brewing
company which had
stipulated that he not
publish under his own
name. He therefore wrote
under the pen name
``Student.''
47
52
53
Propagation of Error
• Typical experimental methods of analysis involve several
steps, each of which has an uncertainty associated that
contributes to the net uncertainty of the analysis.
56
Propagation of Error
58
Propagation of Error
• Addition and subtraction
Example, suppose you needed to perform the following
calculation:
1.76 0.03 1.89 0.02 0.59 0.02
• The following formula has been derived to calculate the final
uncertainty:
sx s s s 2
p
2
q
2
r
59
Propagation of Error
• The error in the final answer is calculated as:
60
Guide to the Expression of
Uncertainty
in Measurement (1993)
Guide to the Expression of Uncertainty
in Measurement (1993)
67
Introduction to GUM
68
Uses of MU
• QC & QA in production
• Law enforcement and regulations
• Basic and applied research
• Calibration to achieve traceability to national
standards
• Developing, maintaining, and comparing
international and national reference standards and
reference materials
–GUM 1.1
69
Terms specific to the GUM
• standard uncertainty,
– the uncertainty of the result of a measurement expressed as
a standard deviation
GUM 2.3.1
• Type A evaluation (of uncertainty)
– method of evaluation of uncertainty by the statistical
analysis of a series of observations
GUM 2.3.2
• Type B evaluation (of uncertainty)
– method of evaluation of uncertainty by means other than
the statistical analysis of series of observations
GUM 3.2.3
70
Terms specific to the GUM
GUM 2.3.4
71
Terms specific to the GUM
• expanded uncertainty
– quantity defining an interval about the result of a
measurement that may be expected to
encompass a large fraction of the distribution of
values that could reasonably be attributed to the
measurand.
GUM 3.2.5
• coverage factor, k
– numerical factor used as a multiplier of combined
standard uncertainty in order to obtain expanded
uncertainty
GUM 3.2.6
72
Basic concepts
• Result of a measurement
–is only an estimate of a true value and only
complete when accompanied by a statement
of uncertainty. GUM 3.1.2
–is determined on the basis of series of
observations obtained under repeatability
conditions GUM 3.1.4
73
Influence quantity
( VIM
2.7 ) 74
Basic concepts
• The error in a measurement
– Measured value – True value.
– This is not known because:
75
Basic concepts
• Random error
– Presumably arises from unpredictable
temporal and spatial variations
– gives rise to variations in repeated
observations
– Cannot be eliminated, only reduced.
GUM 3.2.2
76
Basic concepts
• Systematic error
– If a systematic error arises from a recognized effect of
an influence quantity
• the effect can be quantified
• can not be eliminated, only reduced.
• if significant in size relative to required accuracy, a
correction or correction factor can be applied to
compensate GUM 3.2.3
• then it is assumed that systematic error is zero.
• It is assumed that the result of a measurement has
been corrected for all recognised significant
systematic effects GUM 3.2.4
77
What is measurement uncertainty?
“A parameter associated with the result of a measurement,
that characterises the dispersion of the values that could
reasonably be attributed to the measurand”. (VIM definition)
Xu
“The uncertainty represents the range of values that the
analyst believes could reasonably be attributed to the
measurand.”
“The uncertainty is a range in which we expect and claim
our result to lay in with a certain confidence.”
78
What is NOT a measurement uncertainty!
• It is not an error!
• It is not traceability!
• It is not just a statistical factor (parameter):
79
Uncertainty
• Estimated quality of a result is expressed as
the uncertainty
•The uncertainty is an essential part of a
measurement result:
Measurement result = Estimate ± uncertainty
•The uncertainty gives the limits of the range in
which the “true” value of the measurand is
estimated to be at a given probability..
80
Uncertainty
• The result of a measurement after
correction for recognized systematic
effects is still only an estimate of the
value of the measurand because of the
uncertainty arising;
– from random effects and
– from imperfect correction of the result for
systematic effects
GUM 3.3.1
81
82
83
Error versus uncertainty
84
Process of Uncertainty Estimation
• Specify Measurand
85
1. Specify the Measurand
The measurand?
87
2. Identify all Uncertainty
Sources
Identify all Uncertainty Sources
89
ISO/IEC 17025
• 5.4.7.2
– attempt to identify all the components of
uncertainty
• 5.4.7.3
– All uncertainty components which are of
importance shall be taken into account
90
Possible Sources of MU
– incomplete definition of the measurand
– imperfect realization of the definition
– imperfect mathematical model
– sampling method
– uncertainties in values of measurement standards
and reference materials
– uncertainties in constant or other parameters
obtained from other sources
– environmental factors
– random variation in repeated observations
– instrument resolution
– etc
91
Sources of uncertainty
92
Causes for uncertainty
Measurement Measuring
standard methods
Calibration certificate
Secular change
Measuring Measurement
instrument results Measurer
Manufacturer’s Peculiarities in
specification readout
Resolution
Measurement Number of
environment measurements
Dispersions in repetition
93
3. Quantify
Uncertainty Components
Quantify
Uncertainty Components
• Measure or estimate the size of the uncertainty
component associated with each potential source of
uncertainty identified.
• It is often possible to estimate or determine a
single contribution to uncertainty associated with a
number of separate sources.
• It is also important to consider whether available
data accounts sufficiently for all sources of
uncertainty.
• If necessary plan additional experiments and
studies carefully to ensure that all sources of
uncertainty are adequately accounted for.
95
Classification of uncertainty
components
• Type A components: those that are evaluated
by statistical analysis of a series of
observations
• Type B components: those that are evaluated
by other means
– Both based on probability distributions
• standard uncertainty of each input estimate is obtained
from a distribution of possible values of input quantity:
both based on the state of our knowledge
• Type A founded on frequency distributions
• Type B founded on a priori distributions
96
Measurement Model
99
Type A Evaluation
• For component of uncertainty arising from
random effect Applied when multiple
independent observations are made under
the same conditions
• Data can be from repeated measurements,
control charts, curve fit by least-squares
method etc
• Obtained from a probability density function
derived from an observed frequency
distribution (usually Gaussian)
100
Type A Evaluation
Arithmetic mean
• Best estimate of the expected value of a
input quantity -
1 n
q qk
n k 1
101
Type A Evaluation
Experimental standard deviation
102
Type A Evaluation
Experimental standard deviation of the mean
• spread of the distribution of the means -
__
s(qk )
s( q )
n
103
Type A Evaluation
• Type A standard uncertainty
u ( xi ) s(q)
• degrees of freedom
i n 1
104
Example
A digital multimeter is used to measure a high
value resistor and the following readings are
recorded.
108
Type B Evaluation
•Assumed Normal distribution
If the value is obtained from a calibration certificate,
standard uncertainty and degrees of freedom need to be
retrieved from cal certificate
– Standard uncertainty
u(xi) = U/k
(U -reported expanded uncertainty in a certificate,
k - coverage factor)
k = 1.96 95% C.L
k=2 95.45% (approx 95%) C.L. (2 )
k=3 99.7% C.L (3 )
– degrees of freedom
check from t-distribution table
109
Type B Evaluation
Normal distribution
Example
A calibration certificate reports the measured value of
a nominal 1kg OIML weight class F2 at approximately
95% confidence level as:
0.999999kg 10mg
u B u xi
quoted uncer 10mg
5mg
k 2
110
Normal Distribution
Frequency
±1s
±2s
-4 -2 0 2 4
111
Rectangular distribution
“It is likely that the value is somewhere in
that range”
Rectangular distribution is usually described in terms of: the
average value and the range (±a)Certificates or other
specification give limits where the value could be, without
specifying a level of confidence (or degree of freedom).
The value is
between the limits 2a(= a)
a a
The expectation
y xa
1/2a
X
112
Rectangular
distribution
Range = 2a ,
Semi-range = Range /2 = a
a a
P=1/
2a
A B
113
Rectangular
B
distribution
B
x Pdx P x dx
2 2 2
A A
B
P
1
2a
1 2 1 3
; x dx X / 3 A
2 B
2a A 2a
B a ; A a
1
2
a 3
a 3
a 2
2a 3 3 3
a
3
114
Example of Rectangular distribution
Example
• From the previous example, if the
Maximum Permissible Error (MPE)
according to OIML class F2 is used;
then
a 16mg
uB 9. 23mg
3 3
115
Example of Rectangular
distribution
Handbook
• A Handbook gives the value of coefficient of
linear thermal expansion of pure copper at 20 C
20 Cu 16.52106 / C
and the error in this value should not exceed,
0.40 106 / C assuming rectangular distribution the
standard uncertainty is:
semi range; a 0.40 106
0.40 106
u xi 0.23106 / C
3
116
Rectangular distribution
a a
117
Example of Rectangular distribution
semi - range ( a ) = 1 OC
a 1C
u xi 0.6C
3 3
118
Example of Rectangular distribution
Resolution of a digital indication
•If the resolution of 6
the digital device is 1 2 3 4 5
dx, the value of X 4
can lie with equal Range x
probability anywhere in x
the interval X - dx /2 Semi - range
2
to X + dx /2 and
thus described by a u ( xi )
x
rectangular probability 2 3
distribution with the
0.29 x
width dx
119
Example of Rectangular distribution
•Example
•A digital balance
having capacity of 210g
and the least significant
digit 10 mg. The
standard uncertainty
contributed by this
u xi
0,01
balance is: g
2 3
2.9 mg
120
Triangular distribution
Distribution used when it is suggested that values near the
center of range are more likely than near to the extremes
2a (=±a)
y xa 2a (=a)
1/a
Assumed standard deviation:
s a 1 / 6 X
122
Example of Triangular distribution
s u ( x ) a 1 / 6 0 . 1 / 6 0 . 0 4 m l
123
Type B Evaluation
Rectangular Triangular
a a a a
a_ m a+ a_ m a+
a a
Best estimate m =
2
Standard uncertainty of the best estimate, m
a a
3 6
Degrees of freedom =
124
Which is better A or B?
It should be recognized that a Type B
evaluation of a standard uncertainty can
be as reliable as a Type A evaluation,
especially in a measurement situation
where a Type A evaluation is based on a
comparatively small number of
statistically independent observation.
GUM 4.3.2
125
4. Calculate
combined uncertainty
126
Uncorrelated input quantities
For uncorrelated input quantities r (xi , xj)
=0 N 1 N
Then 2 c c ux ux r x , x 0
i 1 j i 1
i j i j i j
N 2
uc2 y ciuxi
i 1
For ci =1
combined standard uncertaint y, u c y
u c y u x1 u x 2 u x 3 ...u x n
2 2 2 2
133
Determine the expanded uncertainty
U = k uc(y)
• k - coverage factor
– chosen from the desired level of confidence
– requires detailed knowledge of the probability distribution
– under certain conditions, normal distribution can be
assumed due to Central Limit Theorem
– for normal distribution: chosen from t -distribution table
according to effective degrees of freedom
• Level of confidence
Most cal labs adopt 95.45% which gives k 2
for effective degrees of freedom 30
137
Coverage factor
• k=1.00 68.27% confidence
• k=1.64 90%
• k=1.96 95%
• k=2.00 95.45%
• k=2.58 99%
• k=3.00 99.73%
• One can assume that taking k=2 produces an
interval having a confidence of 95% and taking
k=3 produces an interval having a confidence
interval of 99%. GUM 6.3.3
138
Effective number of degrees of
freedom
• Welch-Satterthwaite
4
uc ( y )
eff
N 4
ui ( y )
i 1 i
140
Effective number of degrees of freedom
Example
• A steel rod is measured 4 times. The calculated .
vA vB 4 1
• Therefore; eff 6 @95% confidence level and from
“t student” table, we get k = 2.52
141
Effective number of degrees of
freedom
Therefore,the expanded uncertainty U is:
U k .uc y
2.52 4.2
11 mm.
142
Reporting Result
Reporting results
• should include
– result of measurement
– expanded uncertainty with coverage factor and
level of confidence specified
– description of measurement method and
reference standard used
– uncertainty budget
• example of uncertainty statement
e.g.The expanded uncertainty of measurement is ±
____ , estimated at a level of confidence of
approximately 95% with a coverage factor k =
____.
144
Reporting results
The numerical value of the uncertainty of measurement
should be given to at most two significant figures. The
numerical value of the measurement result should in the
final statement normally be rounded to the least
significant figure in the value of the expanded
uncertainty assigned to the measurement result. For the
process of rounding, the usual rules for rounding of
numbers have to be used (for further details on rounding
see ISO 31-0:1992, Annex B). However, if the rounding
brings the numerical value of the uncertainty of
measurement down by more than 5%, the rounded up
value should be used.
EA-4/02
145
Reporting results
6.7 Uncertainties are usually expressed in bilateral terms (±) either in
units of the measurand or as relative values, for example as a
percentage (%), parts per million (ppm), 1 in 10X, etc. ……………
6.9 Rounding should always be carried out at the end of the process in
order to avoid the effects of cumulative rounding errors.
UKAS M3003
146
Reporting result
1. Best estimate ± Uncertainty
How to express ?
147
Reporting result
2. Significant Figures
(measured g) = 9.82 ± 0.02385 m/s2
4 figures
Exception
If the leading digit is 1 (one), two figures is better.
148
Reporting result
2. Significant Figures
(measured speed) = 6051.78 ± 30 m/s
149
Reporting result
2. Significant Figures
Examples : 92.81
uncertainty
3 : 93 3
30 : 90 30
150
Reporting result
2. Significant Figures
Any numbers to be used in subsequent calculations should
normally retain at least one significant figure more than is
finally justified.
151
Reporting Conventions
• 1000 (30) mL
– Defines the result and the (combined) standard
uncertainty
• 1000 +/- 60 mL
– Defines the result and the expanded uncertainty
(k=2)
• 1000 +/- 60 mL at 95% confidence level.
– Defines the expanded uncertainty at the specified
confidence interval
152
Calibration of a Mercury Thermometer
Calibration of a mercury thermometer
measurement set-up
• task of measurement
(schematic)
determination of the error of indication
of a mercury thermometer at 20°C.
• principle of measurement
temperature measurement in a medium
of known temperature.
tINDX tINDS
• method of measurement
comparison of two temperatures.
• procedure of measurement
comparison of the indication of the
thermometer to be calibrated (calibration
object) with the indication of a calibrated
thermometer (working standard) in a
stirred water bath.
154
Calibration of a mercury thermometer
155
Calibration of a mercury thermometer
tS - temperature in the stirred bath at the working standard,
tBATH - possible, but unknown difference between the
temperature of the bath at the calibration object and the
temperature of the bath at the working standard,
tINDS - temperature indicated by the working standard,
tINDS - possible, but unknown deviation resulting from the
finite resolution of the indication of the working standard,
tINDS - error of indication of the working standard at time of its
last calibration,
tSD - possible, but unknown deviation of the error of
indication of the working standard from the value of its last
calibration due to drifts.
156
Problem 6.2: Calibration of a mercury
thermometer (part 4)
Assessment of the knowledge about the input quantities
158
Calibration of a mercury thermometer
159
Calibration of a mercury thermometer
Readings of the indicated temperatures
(because there is no pre-processing on the readings they equal the observations)
tINDX: tINDS:
number value
number value
1 20,05°C
1 19,8 °C
2 19,95°C
2 19,9 °C
3 20,05°C
3 19,9 °C
4 20,10°C
4 20,0 °C
5 20,00°C
5 19,8 °C
6 20,10°C
6 19,8 °C
7 19,9 °C
7 20,05°C
8 19,8 °C 8 19,95°C
9 19,9 °C 9 20,15°C
10 20,10°C
160
Calibration of a mercury thermometer
quantity value standard distri- deg. of sensitivity- uncertainty
uncertainty bution freedom coefficient contribution
Xi xi u( xi ) i ci ui ( y )
tINDX
tINDS
tBATH
tINDS
tINDS
tINDS
tSD
tINDX
Result of measurement tX = ???
Expanded uncertainty of measurement (P = 0,95; k = ???) U = ???
161
Calibration of a mercury thermometer
quantity value standard distri- deg. of sensitivity- uncertainty
uncertainty bution freedom coefficient contribution
Xi xi u( xi ) i ci ui ( y )
tINDX 19,867°C 23,6 mK normal 8 1,0 24 mK
tINDX 0,0 K 28,9 mK rectang 1,0 29 mK
tBATH 0,0 K 17,3 mK rectang 1.0 17 mK
tINDS 20,050°C 21,1 mK normal 9 1,0 21 mK
tINDS 0,0 K 14,4 mK rectang 1,0 14 mK
tINDS 0,040 K 15,0 mK normal 50 1,0 15 mK
tSD 0,0 K 11,5 mK rectang 1,0 12 mK
tINDX -0,143 K 52 mK 120
162
Conclusions and Remarks
Basic concepts
“…The evaluation of uncertainty is neither
a routine task nor a purely mathematical
one; it depends on detailed knowledge
of the nature of the measurand and of
measurement…”
GUM 3.4.8
164
Uncertainty Estimation in Practice
165
166
REMEMBER!!!
Thank You!
167