Talanta 71 (2007) 1304–1311

Effect of insignificant bias and its uncertainty on the coverage

probability of uncertainty intervals
Part 2. Evaluation for a found insignificant experimental bias
Vaclav Synek ∗
Faculty of the Environment, Jan Evangelista Purkyně University, Kralova vysina 7, CZ-40096 Usti nad Labem, Czech Republic
Received 28 December 2005; received in revised form 7 June 2006; accepted 30 June 2006
Available online 9 August 2006

Abstract
This paper continues in studying the coverage probability of uncertainty intervals. It particularly investigates the uncertainty intervals determined
in compliance with the GUM and EURACHEM Guide in case of the results uncorrected for the systematic error, since the experimental bias has been
found insignificant. The problem is solved for known values of the experimental bias, its standard uncertainty and the overall standard uncertainty.
The obtained findings given in graphs and tables show that coverage probability of the uncertainty intervals defined by expanded uncertainty
about the uncorrected results can considerably fall below the chosen level of confidence; this depression depends only on the ratio of the bias and
the overall uncertainty. The bias uncertainty does not directly influence this depression, it only determines whether the bias is significant or not
and thereby determines whether the results will be corrected or not. The paper proposes three methods how to remove this coverage probability
reduction: to apply a higher level of confidence in the significance test, to correct the results with the insignificant but too high biases and to compute
the uncertainty intervals defined by some type of the uncertainties enlarged with the insignificant bias.
© 2006 Elsevier B.V. All rights reserved.

Keywords: Bias; Correction for systematic error; Coverage probability; Level of significance; t-Test; Uncertainty

1. Introduction
Part 1 of this work [1] investigates the coverage probability
of the uncertainty intervals determined in compliance with the
ISO “Guide to the Expression of Uncertainty in Measurement”
(GUM) [2] and the EURACHEM/CITAC document “Quanti-
fying Uncertainty in Analytical Measurement” (EURACHEM
Guide) [3], i.e. which are defined by expanded uncertainty about
the measured results. These documents require generally the
results to be corrected for all recognised and significant sys-
tematic effects. It means that when the bias of the measurement
has not been found significant, the results need not be corrected
with it. Part 1 shows that owing to this approach the real cover-
age probabilities of the uncertainty intervals defined about the
uncorrected results can be lower the chosen level of confidence
(usually 0.95) and that this reduction depends on the true bias
(true overall systematic error), the uncertainty of the experi-
∗ Tel.: +420 475 309 151; fax: +420 475 284 185.
E-mail address: synek@fzp.ujep.cz.
mental bias and the overall uncertainty. The obtained results
correspond with the results and conclusions published by Maroto
et al. [4] and O’Donnell and Hibbert [5]. The problem is studied
with two different approaches, firstly for only those experimental
biases, which are insignificant according to the t-test (approach
of paper [4]), secondly for all possible experimental biases, both
significant and insignificant (approach of paper [5]). However,
there is a common defect of both previous approaches. The cov-
erage probability is quantified for given values of the true bias,
which are in fact unknown. It means that the coverage probabil-
ity is evaluated from the view of ‘omniscient god’, who knows
the true bias. Of course, this point of view enables to compute
the coverage probability of the uncertainty interval for a presup-
posed analytical method or a given method defining this interval,
but it does not suit a seeking analyst, who knows an experimen-
tal bias determined for his real analytical method. The analyst
can choose a proper way how to compute the uncertainty inter-
vals of his results only according to the determined experimental
bias and not on the basis of the unknown true bias. It means that
the studied coverage probability of uncertainty intervals should
be expressed as a function of merely knowable quantities. This

0039-9140/$ – see front matter © 2006 Elsevier B.V. All rights reserved.
doi:10.1016/j.talanta.2006.06.038
 V. Synek / Talanta 71 (2007) 1304–1311
point of view let us return to the origin approach used in the
papers by Maroto et al. [4,6], which takes into account only
the insignificant experimental biases, because the analyst know-
ing a really observed experimental bias can obviously decide
whether it is significant or not. When supposing a value of the
true bias he can merely determine the probabilities with which
the significant or insignificant experimental biases will occur.
2. Derivation of equations and computations
The conclusions in Part 1 say that the coverage probability
of uncertainty intervals can be affected with the true bias, δ, the
bias uncertainty, u(b), and the overall uncertainty u (more exactly
with their ratios δ/u(b) and u(b)/u). In this part for comparison’s
sake, it will be suitable to express the coverage probability as a
function of such quantities, which are analogical from the new
viewpoint to those quantities in Part 1; i.e. the experimental bias,
b, and the quantities u(b) and u (ratios b/u(b) and u(b)/u).
The unknown true bias δ of an applied measurement process
is estimated by an experimental bias of b, which has been deter-
mined in the trueness study with a bias uncertainty of u(b). This
value b can be regarded as a value randomly drawn from the pop-
ulation of all possible values, which has a normal distribution
with a mean of δ and a standard deviation of u(b). The prob-
ability that a given value b will be determined depends on the
unknown value of the true bias and can be expressed by using
the probability density function of that distribution, but here this
function is applied reversely. In this function, the variable is the
estimated true bias δ and the determined values of b and also
u(b) are constants for a given case; the function is denoted by
L(b, u(b), δ)—see Appendix (e.g. [7–9]). The probability (an
infinitesimal probability dp) that the estimated value of the true
bias could be from the interval between δ and δ + dδ when the
value b has been determined as the experimental bias (i.e. the
probability that the given value b of the experimental bias could
have occurred at random provided the value of the estimated true
bias had been between δ and δ + dδ) can be expressed
dp = L(b, u(b), δ) dδ (1)
Besides the mentioned parameter (not statistical) b and u(b)
other needed parameters characterising the applied measure-
ment process are known. They are the standard uncertainty
combined from the uncertainty components reflecting all ran-
dom errors of the process, σ, and the overall uncertainty of the
measurement u combined from u(b) and σ (see Part 1). (The
mathematical relationships, which have already been given in
Part 1, are not usually repeated in this part, they are only refer-
enced to Part 1.) With these four known parameters (only three
of them are mutually independent) and with that presuppose
value of δ, the coverage probability of a chosen type of uncer-
tainty interval can be computed for the results obtained on real
samples with the given measurement process. When the experi-
mental bias has been found as insignificant by the t-test (see Part
1), in compliance with EURACHEM Guide [3] this uncertainty
interval should be defined by expanded uncertainty U about the
uncorrected results. However, in this paper also other types of
1305
uncertainty intervals are studied (see below). The coverage prob-
ability of such an interval for the measurement of a real sample,
i.e. probability that the given interval contains the true value of
the measurand, μ, depends on the true bias δ. Since the real δ
value is not known and only its estimate b is known, this coverage
probability can be expressed as a function of the presupposed
δ values, which can be estimated by the given b with different
probabilities; an individual coverage exists to each value of δ.
This individual probability depends also on the given case, i.e.
on the computed type of uncertainty interval, values of b, u and
σ or u(b) and of course on the level of confidence α for the
uncertainty interval. This function is denoted by ICP(b, u, σ, α,
δ) here. Now by analogy with the computations in Part 1 a mean
coverage probability, denoted by MCP, for the given case can
be quantified. It must be computed as a weighted mean value
from those individual coverage probabilities for all possible val-
ues of δ that can be estimated by the found experimental bias b.
The whole range of these δ values is from −∞ to ∞; and the
weights are those infinitesimal probabilities (see Eq. (1)). The
total sum of these weights must equal 1 (probability that a found
experimental bias estimates a value of δ, which is from the range
between −∞ and ∞). The equation computing the MCP can be
expressed like this
 ∞
MCP = ICP(b, u, σ, α, δ) dp
−∞
 ∞
= ICP(b, u, σ, α, δ)L(b, u(b), δ) dδ (2)
−∞
(By analogy with Part 1 MCP is computed according to the total
probability law again—see Appendix A in Part 1.)
This obtained MCP equation was specified for the same five
types of uncertainty intervals as in Part 1 (see Appendix). The
four types from them are defined about uncorrected results (1)
with U, (2) with U(bias), (3) with SUMU and (4) with Ue (95%)
and the last (5) type is defined by expanded uncertainty U about
corrected results with the insignificant bias b, though they should
not be corrected. (The equations to compute the uncertainty
intervals by the U(bias), SUMU and Ue (95%) methods are given
in Part 1.) The resulting integrals were solved numerically for
some chosen values of those determining parameters (b, u(b)
and u or σ). The values of b as a parameter can be chosen
from the range of the values insignificant according to the t-test,
i.e.–tu(b) ≤ b ≤ tu(b).
This presented evaluation of the coverage probability of
uncertainty intervals takes into account that the overall uncer-
tainty u is combined from the two basic component u(b) and
σ and that the experimental bias b can estimate more possible
values of the true bias δ with the uncertainty u(b). This approach
was transferred from Part 1, where the evaluation of the coverage
also considers the inside structure of u and by analogy consid-
ers the given true bias δ to be estimated with more possible
experimental biases b. Both parts differ in the view at the bias.
The proceeding presented here works with a practical variable
– experimental bias while the proceeding in Part 1 works with a
theoretical and unknowable variable – true bias. The calculations
in both studies are conducted by analogy, which should enable
1306 V. Synek / Talanta 71 (2007) 1304–1311
an easy comparison of the obtained results. However, the evalu-
ation from the viewpoint applied in this paper can be also solved
in a simpler way. Such solution has been used, e.g. in paper [10].
It considers the experimental bias b to be a point estimate of δ
and ignores the inside structure of the overall uncertainty u. In
this case, the bias uncertainty u(b) is needful only to the bias
significance test.
3. Results and their discussion
Fig. 1 shows the results obtained with the values of uncertain-
ties from Case 1 of paper [4] (i.e. u(b) = 0.70, σ = 1.5, u = 1.655)
and b = 1.4. This value of b represents the maximum insignifi-
cant value in this case since the applied t quantile was 2 (exactly
1.96; the t-test was considered two-tailed, at the usual level of
significance α = 0.05 and for very high degrees of freedom). Line
1 depicts the relationship between the function L(b, u(b), δ) and
δ. Lines 2–4 depict the relationships between the possible values
of δ and the individual coverage probabilities of the uncertainty
intervals defined by those investigated methods (only the case
of the intervals defined by the Ue (95%) method is not repre-
sented). Line 2 demonstrates the case when the obtained results
are corrected with the given experimental bias though this bias
is not significant. When the value of δ is close to b, the results
corrected with this b are corrected properly. After this correction
they approach the true values μ and consequently the uncertainty
intervals defined by U about them have a high ICP (higher than
0.95). Such intervals are very probable since there is a high prob-
ability that the values of b and δ will be similar (maximum of
L(b, u(b), δ)—curve 1). Under these circumstances the mean
coverage probability is determined mainly by the intervals that
have high values of ICP. On the other hand the intervals defined
by U about uncorrected results (line 3) can have such high ICP
only when the value of δ is near to zero and therefore the correc-
tion is not necessary. However, there is only a low probability
to find nearly significant experimental bias (b = 1.4) while the
true bias δ is negligible; therefore the probability of such inter-
Fig. 1. The individual coverage probability (ICP) of the uncertainty intervals
obtained by different computation methods for all possible true biases δ, which
can be estimated by a certain value of experimental bias b vs. the given value of δ
and 1: the corresponding function (L) expressing the probability density of these
potential values of δ; conditions b = 1.4 (the largest insignificant b), uncertainties
for Case 1 from [4]. The uncertainty intervals were defined: 2: SUMU method
and U about corrected results, 3: U about uncorrected results, 4: U(bias) method.
vals is low (see line 1). The true bias δ, which can be estimated
by b equalling 1.4 with a high probability, has to have a value
close to 1.4 and such a bias would need to be corrected, because
without this result correction the uncertainty intervals defined
by U have a low ICP (about 0.89). Under these circumstances,
the mean coverage probability is mainly determined by the inter-
vals with low ICPs. When under the given conditions the analyst
does not correct results and in spite of the fact he would like to
get the mean coverage probability with a minimum of 0.95, he
should compute some different uncertainty intervals, e.g. the
wider intervals defined by U(bias) method (line 4).
The curves in Fig. 2 illustrate the relationships between the
parameter b/u(b) and the coverage probabilities computed as
MCP for the uncertainty intervals obtained with all investigated
methods (the values of uncertainties are from Case 1 of paper [4]
again). Since the applied equations give the same results for b
and −b (even functions), the investigated range of b/u(b) can be
only from 0 to 2 (positive insignificant biases). Line 3 shows the
case when the coverage probability is independent on b/u(b) and
equals always 0.95. It is valid for three types of uncertainty inter-
vals: (1) when the uncertainty intervals are defined by expanded
uncertainty U about the results corrected with the insignificant
experimental biases; (2) when the uncertainty intervals limited
about the uncorrected results are defined by SUMU or also (3)
by Ue (95%) method. The findings for the first two cases are in
agreement with the results obtained in Part 1 in which the mean
coverage probabilities were considered for the distribution of all
possible experimental biases b under given values of δ and u(b).
However, the results for the latter case differ from those obtained
in Part 1. When the Ue (95%) uncertainty intervals are evaluated
from this new viewpoint they give such coverage probabili-
ties as the Ue (95%) method definition in paper [10] expected.
Curve 2 shows the mean coverage probabilities when U(bias)
method is applied. The coverage probabilities are higher than
0.95 and for higher values of b/u(b) they approach a maximum
of 0.975, which is associated with relatively large extensions
Fig. 2. The mean coverage probabilities of the uncertainty intervals computed
with different methods vs. the insignificant experimental bias b normalized by
its uncertainty u(b) (uncertainties of Case 1 from [4]); all possible values of
the systematic error estimated by the given insignificant experimental bias were
taken into account. The uncertainty intervals were defined: 1: U about uncor-
rected results, 2: U(bias) method, 3: U about corrected results and also SUMU
or Ue (95%) method.
 V. Synek / Talanta 71 (2007) 1304–1311 1307

Table 1
Coverage probability of the uncertainty intervals defined by 1.96u about uncorrected results obtained by a biased analytical method - dependence on the method
characteristics—b: experimental bias; u(b): experimental bias uncertainty; u: overall combined uncertainty; σ: combined uncertainty of all random effects
b/u(b) u(b)/u
0.1 0.2 0.3 0.4 0.5 0.6 0.7

0.0 0.9500 0.9500 0.9500 0.9500 0.9500 0.9500 0.9500

0.2 0.9500 0.9498 0.9496 0.9493 0.9489 0.9483 0.9478
0.4 0.9498 0.9493 0.9483 0.9471 0.9454 0.9434 0.9410
0.6 0.9496 0.9483 0.9463 0.9434 0.9396 0.9350 0.9296
0.8 0.9493 0.9471 0.9434 0.9382 0.9315 0.9232 0.9134
1.0 0.9489 0.9454 0.9396 0.9315 0.9209 0.9078 0.8923
1.2 0.9483 0.9434 0.9350 0.9232 0.9078 0.8888 0.8661
1.4 0.9478 0.9410 0.9296 0.9134 0.8923 0.8661 0.8348
1.6 0.9471 0.9382 0.9232 0.9019 0.8741 0.8396 0.7985
1.8 0.9463 0.9350 0.9160 0.8888 0.8533 0.8094 0.7574
2.0 0.9454 0.9315 0.9078 0.8741 0.8299 0.7756 0.7119
2.2 0.9444 0.9275 0.8988 0.8577 0.8040 0.7384 0.6625
2.4 0.9434 0.9232 0.8888 0.8396 0.7756 0.6981 0.6101
2.6 0.9422 0.9185 0.8779 0.8199 0.7448 0.6552 0.5556
u(b)/σ 0.101 0.204 0.314 0.436 0.577 0.750 0.980

Different values b/u(b) and u(b)/u with the same product b/u give the same values of coverage probability.

of the uncertainty intervals (see paper [10]). Curve 1 shows the
coverage probabilities of the uncertainty intervals defined by
expanded uncertainty U about the uncorrected results. These
coverage probabilities are less than 0.95 as soon as the experi-
mental bias differs from zero. They decrease when the parameter
b/u(b) increases; for the maximum insignificant b/u(b) (i.e. 2)
the coverage approaches a value of 0.865. The differences from
the presupposed level of confidence are less than those indicated
by Maroto et al. [4], nevertheless they are very disturbing.
The uncertainty intervals calculated in agreement with the
GUM [2] and EURACHEM Guide [3] in case of insignificant
experimental biases were studied in detail with some selected
values of parameters b/u(b) and u(b)/u (see Table 1). The investi-
gated range of parameters b/u(b) was from 0 to 2.6 (for the two-
tailed t-test and very high degrees of freedom and at α = 0.01 the
quantile t = 2.576). The table indicates the same findings as Part
1 that the depression of coverage probability depends on both
followed parameters. When the level of u(b)/u is 0.4 or higher the
coverage probability can fall below 0.90 for the insignificant val-
ues of b at the usual level of significance α = 0.05 (b/u(b) ≤ 2). In
compliance with the conclusions of Part 1 the parameter u(b)/u
seems to be very important in these investigated relations. It is
a question how high this ratio can be in some extreme but real
analytical circumstances.
The maximum value of u(b)/u applied by Maroto et al.
[4] is 0.42 (valid also for Figs. 1 and 2) can be regarded
as a realistic maximum estimate when the trueness study is
based on a certified reference material (with about five repli-
cates in the trueness study). This parameter can be higher only
because of a higher value of the uncertainty of the certified
value or a higher number of the replicates in the observa-
tions of the routine samples. However, if the trueness study is
based on a reference method or a standard additions method
[3] then this ratio can be higher; with similar uncertainties
of both methods and under the conditions of Case 1 [4]

the ratio would be about 0.55 (u(b) = 1.52 /5 + 1.52 /5 =

0.95, u = 0.952 + 1.52 = 1.77, u(b)/u = 0.95/1.77 = 0.54).
For b/u(b) = 2 and u(b)/u = 0.5 Table 1 shows that the coverage
probability equals 0.83. In the real example given in paper [10]
the value of u(b)/u is even 0.67 because the uncertainty of the
certified value is relatively much higher than it was presupposed
in Case 1. These figures confirm that values of u(b)/u above 0.4
are not at all exceptional.
4. Effect of the parameter u(b)/u on the coverage
probability
As stated above, paper [10] studies the coverage probability
of the same types of uncertainty intervals as this present paper
but it applies a different and simpler approach. In that paper, the
coverage probability is investigated with respect to the mutual
relation of only two variables: the experimental bias b and the
overall standard uncertainty u (denoted by uc there); the inves-
tigated parameter is their ratio b/u. The approach applied in this
present paper studies the coverage probability changes consider-
ing parameters b/u(b) and u(b)/u, i.e. considering three variables
in mutual relations. As a matter of fact with the additional vari-
able u(b) it takes into account the magnitude proportion of the
uncertainty components arising from random effects (combined
uncertainty σ) and systematic effects (combined uncertainty
u(b)), i.e. the proportion in which they contribute
 to the common
overall combined uncertainty; u(b)/u = 1/(1 + σ 2 /u2 (b)).
When from the date obtained in the validation process the exper-
imental bias b was computed as a sufficient estimate of δ (e.g.
[8,9]) (in our case of the normal distribution a sufficient esti-
mator of the population mean δ is the sample mean) then the
quantity u(b)/u can give no addition information about δ and
both approaches to the coverage evaluation should give the same
results. However, a simple comparison of the obtained results
1308 V. Synek / Talanta 71 (2007) 1304–1311

is not possible since the older paper [10]1 uses the parameter Table 2
The coverage probability of the uncertainty intervals defined by 1.96u about the
b/u and this present paper works with the parameters b/u(b) and uncorrected results depends only on parameter b/u (first two columns)
u(b)/u (by analogy with δ/u(b) and u(b)/u in Part 1). If parame-
ters b/u and u(b)/u had been applied in this paper the agreement b/u Coverage probability u(b)/u at α (t-quantile)
could have appeared immediately. 0.10 (1.64) 0.05 (1.96) 0.01 (2.58)
The results of both approaches can be compared by using 0.4 0.931 0.243 0.204 0.155
the plots in Fig. 2 of this paper and in Fig. 1 of paper [10]. 0.5 0.921 0.304 0.255 0.194
The curves in Fig. 2 showing the relationship between the cov- 0.6 0.908 0.365 0.306 0.233
erage probabilities and b/u(b) are similar to the ones in Fig. 1 0.7 0.892 0.426 0.357 0.272
[10], which shows the relationship between the coverage proba- 0.8 0.874 0.486 0.408 0.311
0.9 0.853 0.547 0.459 0.349
bilities and b/u. For both compared approaches, the SUMU and 1.0 0.830 0.608 0.510 0.388
Ue (95%) methods with the uncorrected results and the expanded 1.1 0.804 0.669 0.561 0.427
uncertainty U about the corrected results give uncertainty inter- 1.2 0.776 0.730 0.612 0.466
vals always with the expected value of coverage probability, 1.3 0.745 0.790 0.663 0.505
i.e. 0.95. Neither b/u(b) nor b/u influences the coverage of these 1.4 0.712 0.851 0.714 0.544
1.5 0.677 0.912 0.765 0.582
types of intervals. The comparison of both approaches in case of
the intervals obtained with the U(bias) method and the intervals The last three columns give the critical values of u(b)/u, which decide on the
defined with the expanded uncertainty U about the uncorrected experimental bias significance for a given value of b/u and at a given level of sig-
nificance α (second line). When for a measurement procedure the value of u(b)/u
results shows that the coverage for these types of intervals is higher than the critical value, the bias is found insignificant. Then all results
depends on b/u but does not depend on b/u(b). For both given determined by this procedure are not corrected and the coverage probability of
methods defying the uncertainty intervals both these approaches the obtained uncertainty intervals falls to the value determined by the parameter
to the coverage probability evaluation give the same coverage b/u (b: experimental bias; u(b): its uncertainty; u: overall uncertainty).
when the value of b/u in the older approach equals the value
of b/u(b)u(b)/u in the new approach. (The applied equations are to prove that the coverage probability computations taking into
given in Appendix; the differences between the results obtained account all possible values of δ estimated with given values of b
with Eqs. (5) and (10) or Eqs. (7) and (11) were in the seventh and u(b) led to the same results as the computations taking into
decimal places.) It means when there are two uncertainty inter- account only the point estimate of δ with the given value of b).
vals of the same type (e.g. U about uncorrected results) obtained When an analyst has determined values of b, u(b) and u for
from different values of b, u(b) and u but with the same ratio b/u an applied analytical method, he tests the obtained experimental
(i.e. with the same product b/u(b)u(b)/u) their coverage probabil- bias significance by the t-test. If the ratio b/u(b) is lower than
ities equal. Table 1 confirms it: e.g. b/u(b) = 2.0 and u(b)/u = 0.3 the t quantile corresponding to the chosen level of confidence α
on one hand and b/u(b) = 1.0 and u(b)/u = 0.6 on the other hand and the given degrees of freedom the tested b is insignificant.
give the coverage probability equal to 0.9078. It can be seen Then in compliance with the EURACHEM Guide [3] the ana-
that the coverage probabilities of all types of the investigated lyst will compute the uncertainty intervals defined by U about
uncertainty intervals do not depend on the value of u(b) they can the uncorrected results obtained with that analytical method for
depend on the values of b and u. routine samples. The coverage probability of these uncertainty
When the coverage probability of an uncertainty interval, intervals depends on the ratio b/u and it can be found in Table 2.
obtained with one of those studied methods, is assessed by using This table also expresses the indirect effect of the ratio u(b)/u
only known and knowable parameters, this coverage probabil- on the coverage probability (in Part 1 this effect is shown as
ity is sufficiently determined by the experimental bias b and evident). The table gives the minimum possible values of u(b)/u,
the overall uncertainty u, or more exactly by their ratio. The which can make a found experimental bias b insignificant at a
experimental bias uncertainty u(b) is a redundant parameter in given level of significance. They are determined by using this
this assessment. When involved into account it only uselessly inequality
complicates the problem solution. Nevertheless it is an impor- u(b) b1
tant parameter, because it determines the statistical significance ≥ (3)
or insignificance of b and consequently, it determines which of u ut
those types of uncertainty intervals is applied by the analyst. which can be obtained by a modification of the t-test. Suppose
In this way – indirectly – it affects the coverage probability of the ratios b/u and u(b)/u are known for an analytical method.
the obtained uncertainty interval. (It also means that the com- The given value of b/u in the first column and the proper level of
plicated numerical computations of MCP under general Eq. (2) significance for the t-test in the second line determine the critical
have turned out to be practically unnecessary. It only served value of u(b)/u. If the given ratio u(b)/u for the analytical method
is higher than this critical value or equals it, the determined bias is
insignificant. The coverage probability of the uncertainty inter-
1 Paper [10] studies possibilities to replace the result correction in case of
vals defined by U about the uncorrected results is given in the
significant experimental biases by a modification or an enlargement of the
second column. For example, if b/u equals 1.1 and the chosen
uncertainty intervals, i.e. it investigates the coverage probability of uncertainty level of significance is 0.05, the bias will be found insignifi-
intervals because of a different aim than this paper. cant provided u(b)/u is higher than or equals 0.561. In this case,
 V. Synek / Talanta 71 (2007) 1304–1311
the coverage probability of the uncertainty intervals defined by
expanded uncertainty U about the uncorrected results will just
fall to 0.804. When an elevated significance level is applied in
the t-test, e.g. α = 0.1, the experimental bias with b/u = 1.1 will
not be found insignificant unless the parameter u(b)/u reaches or
oversteps a level of 0.669. This value of u(b)/u seems to be very
extreme and the cases with such large values of this parameter
will not be too frequent (see above). When the ratio u(b)/u deter-
mined for the analytical method is smaller than the critical value
from Table 2, the determined bias is significant and the analyst
will correct his results for systematic error. Then the coverage
probability of the computed uncertainty intervals defined by U
about the corrected results will equal 0.95.
5. How to proceed when a high but nevertheless
insignificant bias has occurred
It is evident that the coverage probability of the uncertainty
intervals computed with the studied method depends on the
chosen level of confidence and on the method of the compu-
tation. The previous investigations confirm that the coverage
probability for some types of the intervals can also depend on
the parameter b/u. This parameter especially affects the cover-
age probability of the intervals defined by U about uncorrected
result. When values of b/u are high the coverage of these inter-
vals will considerably fall below the chosen level of confidence.
Papers [4] and [6] and Part 1 also report the parameter u(b)/u
to influence the coverage probability. However, from the view-
point presented here, the parameter u(b)/u does not influence
the coverage probability for a given type of uncertainty interval.
It only determines which type of uncertainty interval should be
computed and then at a given value of b/u the coverage proba-
bility is unambiguously defined. A high value of u(b)/u causes
that the experimental bias b, which is high with respect to u,
will not be found significant in the t-test. Then in compliance
with the EURACHEM Guide [3] the analyst does not correct
the measured results for the systematic error and computes
the uncertainty intervals defined with U about the uncorrected
results, i.e. those intervals with the especially low coverage prob-
ability at the high value of b/u. There are also other options what
to do with such extraordinary values of u(b)/u and b/u. The ana-
lyst can decide not to follow the EURACHEM Guide direction
and to correct the results with this insignificant experimental
bias. In this way he obtains the uncertainty intervals defined by
U about the corrected results, which have the coverage probabil-
ity equalling the chosen level of confidence. Another alternative
is not to correct the result and to compute some type of the uncer-
tainty interval modified with the bias; these intervals have also
satisfied coverage probabilities. There is a question now, when
such a high but nevertheless insignificant experimental bias has
occurred how to optimally define a suitable type of uncertainty
interval.
One solution can be to raise the significance level at the t-test,
e.g. to α = 0.1. This precaution was proposed by O’Donnell and
Hibbert [5]. The t-test with a higher level of significance will
reveal some highest experimental biases as significant, though
they would have been insignificant at the usual level of sig-
1309
nificance, and consequently these biases will be applied in the
correction for systematic error. (I think that it is not necessary
to require the same significance level for the t-test and for the
uncertainty interval.) With α = 0.1 the coverage probability for
example cannot fall below 0.89, 0.85 and 0.80 unless the parame-
ter u(b)/u exceeds 0.43, 0.55 and 0.67, respectively (see Table 2).
Of course, on the other hand when at this higher level of sig-
nificance an experimental bias is significant with respect to its
own uncertainty but negligible with respect to the overall uncer-
tainty, the correction may be ignored. However, it is true that this
elevation of significance level cannot eliminate the depression
of coverage probability when the parameter u(b)/u is extremely
high (see, e.g. the above mentioned example from paper [10]
with u(b)/u = 0.67).
A more reliable way would be to correct the results by all the
experimental biases, which are too high with respect to the over-
all uncertainty, regardless of their significance or insignificance
according to the t-test. It seems that the bias significance can be
evaluated from two points of view. On one hand it can be proved
by the t-test that an experimental bias differs significantly from
zero with respect to its uncertainty. Consequently, the system-
atic error estimated by the experimental bias is proved at a given
significance level, so it is sensible to correct each result by this
bias for it. On the other hand the usual omission of the correction
with an insignificant experimental bias, which is at the same time
too high with respect to the overall uncertainty, causes a signif-
icant depression of the coverage probability of the uncertainty
intervals defined by U (see Table 2). This depression of coverage
probability can also be a reason for the correction of the results
with the given experimental bias. In Part 1, it has already been
stated that the GUM allows to interpret significance in this way
since it asks to correct all systematic effects significant in size
relatively to the required accuracy of a measurement [2]. From
this point of view when the uncertainty intervals defined by U
are applied, this rule could be recommended: provided that the
ratio b/u is too high so that the coverage probability of these
intervals about the uncorrected results would fall below, e.g. 90
or 85 or even 80% (see Table 2; this value would have to be
nailed down) the results shall be corrected with this value of b
regardless of its contingent insignificance under the t-test.
However, an analyst can assume this correction of each mea-
sured result with such an insignificant experimental bias to be
unreasonable, since this bias disappears in the uncertainty of
its own determination and therefore its value is not trustworthy.
Then it is possible to include this bias in the uncertainty interval
with one of the studied method as Maroto et al. [4,6] suggested,
either with the SUMU or Ue (95%) or maybe with the U(bias)
method (the last method gives redundantly wide intervals with
a higher coverage probability). However, this third solution has
also its own weak point. When the Ue (95%) or U(bias) method
would be used this solution can cause this paradox: The results
have been obtained by two different analytical methods, both
with the same values of their overall uncertainty but one with an
insignificant bias and the second one with a significant bias. The
first and the better method, since without any proved system-
atic error, would give results with a higher uncertainty (U(bias)
or Ue (95%)), while the worse method, since with a proved and
1310 V. Synek / Talanta 71 (2007) 1304–1311

therefore corrected systematic error, would give results with a u, σ, α, δ) in Eq. (2). The general expression of ICP is
lower uncertainty (U).    
−δ + U− −δ − U+
ICP = Φ −Φ (4)
σ σ
6. Conclusion where Φ denotes the cumulative distribution function of the nor-
mal distribution and terms U− and U+ generally denote the left
Part 2 studies the effect of experimental bias on coverage and right sides of all studied types of uncertainty intervals (they
probability in the same way as Part 1, i.e. by using the method can be replaced by their particular expressions given in Part 1).
of probability calculus. In compliance with the origin papers by For the investigated cases these integrals can be obtained
Maroto et al. [4,6] it takes into account only the insignificant (1) U about uncorrected results—substituted from Eq. (3) in
experimental biases but it looks at the problem from a differ- Part 1:
ent angle of view. The coverage probability is computed for a  ∞    
−δ + 1.96u −δ − 1.96u
given found insignificant experimental bias that estimates the MCP = Φ −Φ
systematic error (true bias) of an applied analytical method. The −∞ σ σ
obtained results let the analyst make a decision according to his × L(b, u(b), δ) dδ (5)
really measured experimental bias.
The coverage probabilities of the uncertainty intervals com- (2) SUMU about uncorrected results and also U about cor-
puted strictly according to the EURACHEM Guide [3] consid- rected results—substituted from Eq. (9) in Part 1:
erably fall below the chosen level of confidence (0.95) provided  ∞  
that the experimental bias is high with regard to the overall −δ + 1.96u + b
MCP = Φ
uncertainty but nevertheless insignificant with respect to its own −∞ σ
uncertainty. The coverage probability depression is a conse-  
−δ − 1.96u + b
quence of the fact that the results are not corrected with such −Φ L(b, u(b), δ) dδ (6)
σ
large bias. It is proved that this reduction directly depends only
on the ratio of the bias and the overall uncertainty. The bias
uncertainty affects the coverage probability only indirectly. It (3) U(bias) about uncorrected results—substituted from Eq.
determines whether the large bias is found significant or insignif- (7) in Part 1:
 ∞  
icant and thereby determines whether the uncertainty intervals −δ + 1.96u + |b|
will be defined by U about corrected results (intervals without MCP = Φ
−∞ σ
any reduction of coverage) or about uncorrected result (inter-  
vals with the reduction of coverage). When contrary to the −δ − 1.96u − |b|
−Φ L(b, u(b), δ) dδ (7)
EURACHEM Guide the obtained results are corrected with the σ
large but insignificant bias, the uncertainty intervals defined by
U have the right coverage probability (0.95). (4) Ue (95%) about uncorrected results—substituted from Eq.
The coverage probability reduction could be moderated by (16) in Part 1:
application of a higher level of significance at the t-test, because  ∞  
−δ + 1.96u + E|b|
then the insignificant biases could not be so high. It could be MCP = Φ
completely remove by the correction with all biases that are −∞ σ
 
high with respect to the overall uncertainty, regardless of their −δ − 1.96u − E|b|
significance or insignificance according to the t-test. The third −Φ L(b, u(b), δ) dδ (8)
σ
way how to solve this problem is to compute the uncertainty
intervals modified with those high but insignificant biases (e.g. The applied value of the coverage factor (1.96) means that
by using the SUMU, Ue (95%) or U(bias) methods). None of the level of confidence for the uncertainty intervals is 0.95. The
these three suggested solutions is ideal. term L(b, u(b), δ) in these equations has to be replaced by
At the end of this work, it is necessary to stress that its con-
clusions for the values of b/u(b), b/u and u(b)/u do not mean 1 (b − δ)2
that the experimental bias, its uncertainty or perhaps the overall  exp − (9)
2πu2 (b) 2u2 (b)
uncertainty should be increased in order that a higher cover-
age probability of uncertainty interval could result. Of course, This function expresses the probability density of a normally
the applied analytical method should have the highest possible distributed experimental biases. Here, it is a function of the
trueness and precision under given conditions. unknown statistical parameter δ (mean of the distribution of all
possible values b) while the given known experimental bias b (a
value randomly taken from that distribution) is a fixed quantity
Appendix A during the computation. Such function is called the likelihood
function [7–9]. In the function which is called the probability
The equations to compute the mean coverage probabilities density function, the mean of the distribution (statistical param-
can be derived by the particular expressions of the term ICP(b, eter) is an invariable and the random quantity is the variable,
 V. Synek / Talanta 71 (2007) 1304–1311 1311

for which this function determines the probability density. Such References
function was applied in Part 1.
The solutions of the integrals given above were sought numer- [1] V. Synek, Talanta (2006) in press.
ically by using the trapezoid rule on PC with program Microsoft [2] ISO, Guide to the Expression of Uncertainty in Measurement, International
Organisation for Standardisation, Geneva, 1993.
Excel. [3] L.R. Ellison, M. Rősslein, A. Williams (Eds.), EURACHEM/CITAC
The alternative equations to compute the coverage probabil- Guide, Quantifying Uncertainty in Analytical Measurement, second ed.,
ities, CP, which take into account only the parameter b/u, were 2000.
derived in paper [10]. The equations applied in this paper are [4] A. Maroto, R. Boqué, J. Riu, F.X. Rius, Accred. Qual. Assur. 7 (2002)
90.
U about the uncorrected results : [5] G.E. O’Donnell, D.B. Hibbert, Analyst 130 (2005) 721.
    [6] A. Maroto, R. Boqué, J. Riu, F.X. Rius, Analyst 128 (2003) 373.
b b
CP = Φ + 1.96 − Φ − 1.96 (10) [7] Wikipedia, the free encyclopedia, http://en.wikipedia.org/wiki/
u u Likelihood function, modified June 12, 2005.
[8] C. Clapham, The Concise Oxford Dictionary of Mathematics, second ed.,
  Oxford University Press, Oxford, 1996, p. 159.
b [9] J. Anděl, Matematická Statistika, SNTL, Praha, 1978, p. 267.
U(bias) : CP = Φ 2 + 1.96 − Φ(−1.96) (11)
u [10] V. Synek, Talanta 65 (2005) 829.