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Cameron Miller
NIST
Outline
1. Terms and Concepts
2. Uncertainty Analysis Procedure
3. Example of Uncertainty Analysis
4. Summary & Conclusions
References
Measurement Uncertainty
Measurement result is complete only when a
quantitative estimate of the uncertainty in the
measurement is stated.
The final corrected result is the best estimate of the
value of the quantity intended to be measured. The
true value of the measurand is unknown.
Formal definition
Uncertainty of measurement is a parameter, associated with the
result of a measurement, that characterizes the dispersion of the
values that could reasonably be attributed to the measurand.
Traceability Chain
unbroken chain of comparisons, all having stated uncertainties
Instrument
Standard
Example
Reference
White
Standard
Primary
Color tiles
NMI
NMI Reference
Manuf.
NMI Transfer
Manuf. Reference
Secondary
Paint Set
Instrument
Paint Set
Test
Paint
Customer
Manuf. Model
Manuf. S/N
Increasing
Uncertainty
Background
1980: Development of international consensus on uniform approach
1981: Recommendation by International Committee for Weights and
Measures (CIPM)
1986: Reaffirmation of CIPM recommendation
1993: Comprehensive reference document by working group
Repeatability
Reproducibility
Same
Different
principle
method
observer
location
instrument
time
principle
method
observer
location
instrument
time
Precision
Closeness of agreement between the results of measurements of
the same measurand.
{
{
Measurement
Accuracy
Precision
High
Accuracy
High
Low
Error of Measurement
Result of a measurement minus the value of the measurand.
(Sum of random and systematic errors)
Random error
Result of a measurement
minus
the mean that would result
from an infinite number of
measurements of the same
measurand carried out
under repeatability
conditions
xi,k
Systematic error
Mean that would result from
an infinite number of
measurements of the same
measurand carried out
under repeatability
conditions
minus
the value of the measurand.
xi
xi
10
Random error
Mean
Systematic error
Value of the
Measurand
Recognize systematic error still unknown systematic error
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12
Identify Uncertainty
Components
Quantify Uncertainty
Components
5. Combined uncertainty
6. Expanded uncertainty
Calculate Combined
Uncertainty
uc
Calculate Expanded
Uncertainty
U
Evaluate Uncertainty
Do significant components
need re-evaluating?
YES
8. Report uncertainty
NO
REPORT
EURACHEM Flow Chart (modified)
13
Mass
Mx
Signal
Temperature
Ms d
Sc
Vx Vx
A1 cos
A2 cos
G R
Lb , T
c2
TBB
n
ln 1
n2
14
, RT
5
c1L
LW S4 r4
C A CL CS G W S
C A CL CS G BB
Sc
Component
Symbol
A1
1
A2
2
D
G
A1 cos
A2 cos
2
Description of Input
G R
Lb
Component
Symbol
Blackbody area
,T
Description of Input
Blackbody angle
Detector Spectral
Response
Detector area
Filter transmissivity
T
Detector angle
Temperature
Wavelength
Distance between
blackbody and detector
Wavelength bandwidth
Amplifier gain
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Uncertainty
Estimate
Units
A1
1.96 10-3
m2
Type
Distribution
Caliper
Normal
Alignment
Rectangular
3.323 10-5
m2
Caliper
Normal
Alignment
Rectangular
0.415
Ruler
Rectangular
0.01
V/A
NIST
Normal
0.0001
A/W
NIST
Normal
NIST
Normal
A2
2
0.001
T
Sc
Reference
0.005
Temperature
Normal
5 10-9
Filter
Normal
5 10-9
Filter
Normal
A1 cos
A2 cos
2
G R
16
Lb
,T
Due to systematic
effects
(Type B)
17
Correction Factor
Numerical factor by which the uncorrected result of a measurement
is multiplied to compensate for systematic error.
18
Sensitivity Coefficient
Standard Uncertainty
Units
A1
Sc/A1
4 10-5
1 10-6
A2
2
2(S
c/
Sc/A2
-
2(S
c/
-2(Sc/D)
0.0012
Sc/G
Sc/R
0.0007
Sc/
0.005
[c2/( T)](Sc/T)
{[c2/( T)]-5}(Sc/ )
0.001
0.0001
Sc/
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Standard Uncertainty
Measurand (y) determined from m input parameters xi through functional
relationship f(x1, x2, ..., xi, ..., xm)
Example: Radiometer signal measurement
v
G s( ) ( ) L( ,T)
Input parameters are throughput ( ), gain (G), responsivity (s), transmittance ( ),
radiance (L), wavelength ( ), bandwidth ( ) and source temperature (T)
Standard uncertainty
Estimated standard deviation associated with each input estimate xi, denoted u(xi)
Example: u(G), u(l), u(T), etc.
Standard uncertainty u(xi) determined from probability distribution (P) of parameter (xi)
xi
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1
n
xi
xi ,k
k 1
Sum of all the sample values (xi,k) divided by the size of the sample (n)
Example
Five voltage readings: 0.9, 1.2, 1.1, 0.8, 1.0
Size of the sample = 5
Sample mean = (0.9 + 1.2 + 1.1 + 0.8 + 1.0)/5 = 1.0 [V]
21
( xi ,k )
1
n 1k
( xi ,k
xi )
Sum of the squares of the deviations of the sample values (xi,k) from the
mean value (xi), divided by (n - 1).
Measures the spread or dispersion of the sample values, and is positive.
2
( xi )
( xi , k )
n
Example: Five voltage readings: 0.9, 1.2, 1.1, 0.8, 1.0; Sample mean = 1.0 [V]
Variance = [(0.9-1.0)2 + (1.2-1.0)2 + (1.1-1.0)2 + (0.8-1.0)2 + (1.0-1.0)2 ]/(5-1) = 0.025 [V2]
Variance of the mean = 0.025/5 = 0.005 [V2]
22
(xi,k)
(xi)
23
Examples
Convert a quoted uncertainty (with a stated multiple) to a standard
uncertainty by dividing by the multiple
Convert a quoted uncertainty (with a specified confidence level, such as 95 %
or 99 %) to a standard uncertainty by dividing by the appropriate factor for a
normal distribution
Computational methods
Model the quantity by an assumed probability distribution such as normal,
rectangular or triangular.
24
25
: standard deviation,
: sample mean
Smaller standard
deviation narrower
distribution.
Larger standard
deviation wider
distribution.
f x
1
e
2
1 x
2
1.2
0.8
Standard deviation
= 0.25
= 0.50
0.4
= 1.00
0.0
-3
-2
26
-1
0
x
0.3
0.3
0.2
68 %
0.2
95.5 %
0.1
0.1
2.25 %
16 %
xi
xi 2
2.25 %
16 %
xi
xi
xi +
xi+2
xi+3
xi
xi 2
xi
xi
xi +
xi+2
27
xi+3
Upper limit
Mean value
Lower limit
Assumed normal
distribution
0.2
0.1
a-
a+
Estimated the lower limit (a-), and the upper limit (a+) of the quantity.
Best estimated value of the quantity (mean) = center of the limits
50.0 % probability, value lies in the interval a- to a+, then u(xi) = 1.48 a
67.7 % probability, value lies in the interval a- to a+, then u(xi) = a
99.7 % probability, value lies in the interval a- to a+, then u(xi) = a/3
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a+
Best estimated value of the quantity (mean) = center of the limits with
u(xi) = a/3 or [max-min]/(12)1/2
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a+
30
5. Calculate uc
Determine combined standard uncertainty uc(y) from standard
uncertainties associated with each input parameter (xi).
Component
Value
Standard Uncertainty
Relative Uncertainty
A1
1.96 10-3
4 10-5
2.0 %
A2
3.32 10-5
1 10-6
3.0 %
0.415
0.0012
0.6 %
0.3467
0.0007
0.2 %
0.59
0.005
0.8 %
1241
3.6 %
0.5137
0.001
3.4 %
0.0088
0.0001
1.1 %
Standard Uncertainty
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6.3 %
u (y)
i 1
f/ xi
u(xi)/xi
u(xi, xj)
r(xi, xj)
f
xi
2
2
m 1
u (x i ) 2
i 1 j i 1
f f
u(x , x )
xi xj i j
: sensitivity coefficient,
u(xi) : standard uncertainty of xi
: relative standard uncertainty of xi
: covariance of xi and xj
= u(xi) u(xj) r(xi, xj)
: correlation coefficient
r = 0, if uncorrelated [-1 r
32
a x1
y
x1
u2c (y)
b x2
y
x2
a 2 u2 (x1 )
a x1 x 2
y
x1
b
b2 u 2 (x 2 )
uc (y) a
u2c (y)
2
y
y
x2
a x2
2
a x1
x2 u (x1 ) a x1 u (x 2 )
u2 (x1 )
2
x1
u 2 (x2 )
2
x2
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u ( y)
i 1
f
xi
n 1
u ( xi ) 2
i 1 j i 1
f f
r ( xi , x j ) u ( xi ) u ( x j )
xi x j
sum-of-squares
square-of-sum or -difference
34
Correlations
Example: y
x1
x2
u 2 ( x1 )
x12
u 2 ( x2 )
x22
u 2 ( x1 )
x12
sum-of-squares
square-of-difference
u 2 ( x2 )
u ( x1 ) u ( x2 )
2
x22
x1
x2
u ( x1 )
x1
u ( x2 )
x2
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s)
since
s,avg
= (
s,1
s,2
s,3
s,avg)
=2W/ 4=1W
s,4)
uc2 (
s,avg )
uc (
s,avg
1
u(
4
2W
s ,1 ) u (
s, 2 ) u (
36
s ,3 ) u (
s, 4 )
6. Calculate U
Calculate expanded standard uncertainty (U) as combined
standard uncertainty uc(y) times coverage factor (k).
Component
Value
Standard Uncertainty
Relative Uncertainty
A1
1.96 10-3
4 10-5
2.0 %
A2
3.32 10-5
1 10-6
3.0 %
0.415
0.0012
0.6 %
0.3467
0.0007
0.2 %
0.59
0.005
0.8 %
1241
3.6 %
0.5137
0.001
3.4 %
0.0088
0.0001
1.1 %
Standard Uncertainty
Coverage Factor, k = 2
Expanded Uncertainty
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6.3 %
2
12.6 %
Degrees of Freedom
1. Obtain y and uc(y)
2. Estimate veff effective degrees of freedom
veff
uc4 ( y )
m
ci4u 4 ( xi )
vi
i 1
ci
xi
38
Table of tp(v)
Fraction p in percent
v
68.27
90
95
95.45
99
99.73
1.84
6.31
12.71
13.97
63.66
235.80
10
1.05
1.81
2.23
2.28
3.17
3.96
100
1.005
1.660
1.984
2.025
2.626
3.077
1.000
1.645
1.960
2.000
2.576
3.000
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Expanded Uncertainty
Measure of uncertainty defining an interval about the result y within which the
measurand is confidently believed to lie.
Expanded uncertainty (U) = Coverage factor (k) x Combined uncertainty uc(y)
Coverage factor
Confidence level for a
k
normal probability distribution
1.000
68.27 %
1.645
90.00 %
1.960
95.00 %
2.000
95.45 %
2.576
99.00 %
3.000
99.73 %
1 out of 20 times
should fall outside
uncertainty budget
40
that effect been included? What are the assumptions, and how
do they affect the uncertainties?
Were the calculations done properly?
Does it meet the customers needs?
Does it meet tolerance/specifications?
Is it less than your best measurement uncertainty?
Can it be validated with a proficiency test?
Does the uncertainty need to be reduced to meet needs?
Do one or two factors contribute significantly compared to the
others?
What factors can be reduced through alternative calibration
sources, procedures, or equipment? How? How much will it
cost?
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Graphical Evaluation
Uncertainty Factors
mg Value
Dominant factors
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0
Factor
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8. Report Uncertainty
Report the value of the measurand y and specify the combined
standard uncertainty uc(y) or the expanded uncertainty U with
the associated coverage factor k.
Assigned calibration value +/- associated uncertainty
Round to 2 significant digits
Must be completely defined a Statement
Components
Type
Rationale
How combined
Level of confidence
List of items NOT included
Reference the GUM
43
702,19 cd
0.34 %.
44
Vs
Vmx
Vms
Gs
Ss
Gx
Sx
Ss
Vm
Amplifier gain
45
Absolute
Ss :
dS x
dS s
Vx Vmx Gs
Vs Vms Gx
Vx :
dS x
dVx
1 Vmx Gs
Vs Vms Gx
Vs :
dS x
dVx
dS x
d
Vx Vmx Gs
Vs2 Vms Gx
Relative
Ss
Ss
d(Vx Vs ) Vms Gs
Ss
d
Vmx Gx
46
dS x
Sx
dSs
Ss
dS x
Sx
dVx
Vx
dS x
Sx
- dVs
Vs
dS x
Sx
d (Vx Vs )
d
d
(Vx V ) s
uc2 ( S x )
u 2 ( Ss )
dS x
dVx
dS x
dVs
u 2 (Vx )
u 2 (Vs )
dS x
d
u2 ( )
u ( Ss )
Ss
u (Vx )
Vx
u (Vs )
Vs
47
d(Vx Vs ) u ( )
d
(Vx Vs )
Uncertainty Summary
Quantity
(Symbol)
Unit
Value
Probability
Distribution
Standard
uncertainty
Relative
sensitivity
Relative
uncertainty
0.0003
0.002
0.004
0.001
0.001
10-10
10-10
0.6
1/0.2848
1/2
1/1.8
1/1.1
1/1.09
1/10-6
1/10-6
1/9
0.11 %
0.10 %
0.22 %
0.09 %
0.09 %
0.01 %
0.01 %
0.07 %
0.30 %
0.60 %
A/W
0.2848
Normal
V
2.000
Normal
V
1.800
Normal
V
1.100
Normal
V
1.090
Normal
-6
A/V 1.000 x 10
Normal
-6
A/V 1.000 x 10
Normal
nm
550.0
Rectangular
A/W
0.2587
48
49
uc (V )
V
uc (V )
V
0.003
2.00
0.003
1.80
0.0045 0.45%
0.003
1.10
up from 0.27 %
50
0.003
1.09
51
52
References
1. P.R. Bevington and D.K. Robinson, Data Reduction and Error Analysis
http://www.measurementuncertainty.org (2000).
5. International Organization for Standardization (ISO), Guide to the
53
References (Continued)
8.
9.
13. http://www.physics.nist.gov/cuu/Uncertainty/index.html
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