10.05.

2020

Confidence level
Confidence level, c, is defined as the probability that a random variable lies within a
specified range of values. The range of values itself is called the confidence interval.
Level of significance, , is defined as the probability that a random variable lies outside of
a specified range of values. (1-c)

• Approximately 68% of the values fall within 1 standard deviation from the mean in either
direction.
• Approximately 95% of the values fall within 2 standard deviations from the mean in either
direction. [This one is the standard “two sigma” engineering confidence level for most
measurements.]
• Approximately 99.7% of the values fall within 3 standard deviations from the mean in
either direction. [This one is the stricter “three sigma” engineering confidence level for
more precise measurements.]
• More recently, many manufacturers are striving for “six sigma” confidence levels.

To predict the uncertainty of a calculated quantity : propagation of uncertainty

component uncertainties
Any quantity with an uncertainty associated with it
(if otherwise is not specified, each of these uncertainties has a confidence
level of 95% )

R: a relation
suppose R is a function of any relationship of These component variables
The goal in experimental uncertainty analysis is to estimate the uncertainty in R to
the same confidence level as that of the component uncertainties,

u is the predicted uncertainty on variable R. There are two types of uncertainty on

variable R:
The maximum uncertainty The Root Sum of Squares uncertainty

The root-of-the-sum-of-the-squares (RSS) Always round the experimental measurement

concept is also useful when one needs to or result to the same decimal place as the
combine elemental uncertainties Consider uncertainty.
K elemental uncertainties: Wrong: 1.237 s ± 0.1 s
Correct: 1.2 s ± 0.1 s