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History and Basic Terms Example References: Uncertainties of Measurement in Excel
History and Basic Terms Example References: Uncertainties of Measurement in Excel
in EXCEL
History and basic terms
Example
Conclusions
References
RNDr.
RNDr.Ctibor
CtiborHenzl,
Henzl,Ph.D.
Ph.D.
VŠB
VŠB––Technical
TechnicalUniversity
UniversityOstrava
Ostrava
Uncertainties of measurement
represent a statistical approach to the
evaluation of measured data. Alas,
approximately since150 years we hear
that there are three forms of
falsehoods:
falsehoods
punishable falsehoods
statistics
This often highly cited proposition about
statistics is ascribed on Benjamin Disraeli,
other times Lord Palmerston is regarded as
the author
Benjamin Disraeli(1804-1881) Lord Palmerston(1784-1865)
In his beautiful book „Moderní
statistika, “Dr. Helmut Swoboda
indicates two reasons of this abusive
statement:
1.Insufficient knowledge of
methods, aims and facilities of the
statistics
2.Many people consider statistics
as something which is actually
pseudostatistics
The International Committee for
Weights and Measures (CIPM) has
committed itself since 70 years of
the last century to create an unique
methodology for processing and
evaluating results of measurement
1977 The International Committee for Weights
and Measures (CIPM) asked the International
Bureau of Weights and Measures (BIPM) to
collaborate with national metrology institutes and
elaborate recommendations for the solution of the
situation, i.e. recommendation of an uniform
approach
1980 recommendation is published as
Recommendation INC-1 (1980), see [5].
1990 West European Calibration Committee
issued document WECC Doc. 19-1990 see [6]
which is a source for a lot of recommendations
and norms, see References.
Uncertainties of „A“ type originate from
random errors. Their evaluation is based on a
statistical analysis of series of observations.
Estimation of uncertainties of „A“ type
The arithmetic mean (the estimate of
the quantity) is calculated
n x ji
xj , j 1,..., m
i 1 n
m is number of values, n is number of
measurements
The sample variance of is
xj
calculated
x ji x j
n
1
2
2
u Ax sx j
2
j
n n 1 i 1
x ji x j
n
1
2
u Ax j s x j
n n 1 i 1
Uncertainties of „B“ type originate from
systematic errors. The evaluation of this
uncertainty can not be based on statistical
analysis of series of observations. Relevant
information are
Experience with relevant materials
and instruments
Technical documentation
y f ( x1 , x2 , , xm )
Uncertainty of y , symbolized by uAy is calculated
by means of Gaussian law of propagation of
uncertainties. The “Matrix form“ of this law is very
suitable for computer programming.
f
s x21 s x1, 2 s x1,m x1
f f f s x2 ,1 s x22 s x2 ,m f
x2
2
u Ay , , ,
x1 x2 xm
sx 2
m ,1 s xm , 2 s xm f
x
m
The partial derivatives f /xj (referred to as
sensitivity coefficients) are evaluated at
X 1 x1 , , X m xm
x ji x j
n
1
2
s x j u Ax j
2 2
n n 1 i 1
There are sample covariance of means x j , xk
in the adjacent diagonal of the matrix
x ji x j xki xk
n
1
s x jk
n n 1 i 1
f
s x21 s x1, 2 s x1,m x1
f f f x2 ,1
s s 2
s x2 ,m f
x2
x2
u Ay ,
2
, ,
x1 x2 xm
sx 2
m ,1 s xm , 2 s xm f
x
m
Off-diagonal elements are zero, if variables x1,
…,xn are not correlated. The result is then more
f
simple
2
s x1 0 0 x1
f
f f f 0 s x2 0
2
x2
2
u Ay , , ,
x1 x2 xm
0 2
0 s xm f
2
m f x
m
u 2
2
sx j
Ay
j 1 X j
X1 x1 , X 2 x1 ,, X m xm
Gaussian law of propagation of uncertainties
must again be applied when calculating
uncertainties of type „B“.
Combined uncertainty
Combined uncertainty uCy includes both
types of uncertainties. It is computed as the
geometrical mean of uAy and uBy
uCy u u
2
Ay
2
By
Expanded uncertainty
Expanded uncertainty u is the product of
the combined uncertainty uCy and the
coverage factor k.
u k uCy
Result
The result can be written in the form
Y y u
If k = 2, estimated values are
approximately normally distributed and
expanded uncertainty is uCy, then the
unknown value of y is believed to lie in the
interval defined by u with a level of
confidence of approximately 95%.
Y y u; y u
Example
Let us compute the Body mass index (BMI) of
a group of students.
x ji x j 2
n
1
2
u Ax j
n n 1 i 1
2
z max
u 2
Bx j 2
Gaussian law
Commentaries
Uncertainties of „A“ type are computed using
formulas
n
1
u 2
x x 2
2,12 kg 2
n n 1 i 1
Am mi m
n
1
u Al
2
x x 2
0, 0001m 2
n n 1 i 1
li l
2
2
3
2
Commentaries
The partial derivatives f/xi are calculated
from their analytical expression
f m 1 1 2
2 2 0,32 m
X 1 m l m m ,l l l 1,772
f m 2l 2m 2 67,0 3
2 m 4 3 24, 2 kg m
X 2 l l m m , l l l l 1, 77 3
u 2 uc 1,1 kgm 2
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