Development of An ERROR ESTIMATE

P M V Subbarao
Professor
Mechanical Engineering Department

A Tolerance to Error Generates New

Information….
 Development of Fundamental Knowledge
• The Basic Knowledge: Evaluation of properties of engineering
materials.
• Equation of State: A first scientific and engineering
revolution.
• EOS for gases and vapours -- Initiated by:
• Boyle's Law was perhaps the first expression of an equation of
state. In 1662, the noted Irish physicist and chemist Robert
Boyle performed a series of experiments.
• In 1787 the French physicist Jacques Charlesfound that
oxygen, nitrogen, hydrogen, carbon dioxide, and air expand to
the same extent over the same 80 Kelvin interval.
• Later, in 1802, Joseph Louis Gay-Lussac published results of
similar experiments.
 Information with Error

V, ml

T, K
Every Knowledge is A Geometry!!!
 The Ultimate Result

• A mathematical Model of EOS of Gas, known as an Ideal

Gas.
~
pV  mRT & pV  nR T
• Lead to development of Pfaffian Differential Equation.
• Johann Friedrich Pfaffian was a German mathematician.
• He was described as one of Germany's most eminent
mathematicians during the 19th century.
• A Pfaffian Total Differential Equation:

P x, y, z dx  Qx, y, z dy  Rx, y, z dz  0

Equation of State for Vapors -- Gases
Equation of State for Vapors -- Gases
Reduced Temperature TR = T/Tc

Reduced Pressure pR = p/pc

 Measurement equation
• The case of interest is where the quantity Y being measured, called
the measurand.
• It is never measured directly, but is determined from N other
quantities X1, X2, . . . , XN through a functional relation f, often
called the measurement equation

Y = f(X1, X2, . . . , XN)

•Included among the quantities Xi are corrections (or correction
factors), as well as quantities that take into account other
sources of variability,
•such as different observers,
•instruments,
•samples,
•laboratories, and
•times at which observations are made (e.g., different days).
• Thus, the function f of equation  should express not simply a
physical law but a measurement process.
• In particular, it should contain all quantities that can contribute a
significant variation to the measurement result.
• An estimate of the measurand or output quantity Y, denoted by
y, is obtained from previous equation using
• input estimates x1, x2, . . . , xN for the values of the N input
quantities X1, X2, . . . , XN.
• Thus, the output estimate y, which is the result of the
measurement, is given by

y = f(x1, x2, . . . , xN).

The measure of a measurand is not only different from true

value, but also random !!!!
 Uncertainty
• "A parameter associated with the result of a
measurement, that characterizes the dispersion of the
values that could reasonably be attributed to the
measurand“
• The word uncertainty relates to the general concept of
doubt.
• The word uncertainty also refers to the limited
knowledge about a particular value.
• Uncertainty of measurement does not imply doubt
about the validity of a measurement;
• On the contrary, knowledge of the uncertainty implies
increased confidence in the validity of a measurement
result.
 Error and Uncertainty
• It is important to distinguish between error and uncertainty.
• Error is defined as the difference between an individual result
and the true value of the measurand.
• Error is a single value.
• In principle, the value of a known error can be applied as a
correction to the result.
• Error is an idealized concept and a single number, which cannot
be known exactly.
• Uncertainty takes the form of a range, and, if estimated from an
analytical procedure and a defined sample type, may apply to
all determinations so described.
• In general, the value of the uncertainty cannot be used to correct
a measurement result.
• The difference between error and uncertainty should
always be borne in mind.
• The result of a measurement after correction can
unknowably be very close to the unknown value of the
measurand, and thus have negligible error,
• Even though it may have a large uncertainty
 The Uncertainty

• The uncertainty of the measurement result y

arises from the uncertainties u (xi) (or ui for
brevity) of the input estimates xi that enter
equation.
• Components of uncertainty may be categorized
according to the method used to evaluate
them.
 Components of Uncertainty

• “Component of uncertainty arising from a

random effect” : Type A
• These are evaluated by statistical methods.
• “Component of uncertainty arising from a
systematic effect,”: Type B
• These are evaluated by other means.
 Definitions

• Let x be the value of a measured quantity.

• Let ux be the uncertainty associated with x.
• When we write
• x = xmeasured ± ux (20:1)
• we mean that
• x is the best estimate of the measure value,
• xmeasured is the value of x obtained by correction of
the measured value of x,
• ux is the uncertainty at stated odds.
• Usually 20:1 odds
 Representation of uncertainty components
• Standard Uncertainty
Each component of uncertainty, is represented by an
estimated standard deviation, termed standard
uncertainty ui, and equal to the positive square root of the
estimated variance

• Standard uncertainty: Type A

An uncertainty component obtained by a Type A
evaluation is represented by a statistically estimated
standard deviation i,
• Equal to the positive square root of the statistically
estimated variance i2.
• For such a component the standard uncertainty is ui = i.
 Repeated Measurand of Peak Pressure in Diesel Engine

5.4

5.35

ppeak 5.3

5.25

5.2

5.15
0 50 100 150 200 250 300

No. of Measurements
 PDF of Measurand of Peak Pressure

50
45
40
35
30
25
20
15
10
5
0
5.29 – 5.30
5.15 – 5.16
Mean and standard deviation

Consider an input quantity Xi whose value is estimated from n

independent observations Xi ,k of Xi obtained under the same
conditions of measurement.
In this case the input estimate xi is usually the simple mean

1 n
xi  X i   X i ,k
n k 1
and the standard uncertainty u(xi) to be associated with xi is the
estimated standard deviation of the mean

1
 1 n 2
 2

u xi    X i     X i,k  X i  
 nn  1 k 1 
 Standard uncertainty: Type B

• This uncertainty is represented by a quantity uj ,

• May be considered as an approximation to the
corresponding standard deviation; which is it is equal to
the positive square root of uj2.
• uj2 may be considered an approximation to the
corresponding variance and which is obtained from an
assumed probability distribution based on all the available
information.
• Since the quantity uj2 is treated like a variance and uj like a
standard deviation,
• for such a component the standard uncertainty is simply uj.
 Evaluating uncertainty components: Type B
• A Type B evaluation of standard uncertainty is usually based on
scientific judgment using all of the relevant information
available, which may include:
• previous measurement data,
• experience with, or general knowledge of, the behavior and
property of relevant materials and instruments,
• manufacturer's specifications,
• data provided in calibration and other reports, and
• uncertainties assigned to reference data taken from handbooks.
• Broadly speaking, the uncertainty is either obtained from an
outside source, or obtained from an assumed distribution.
 Uncertainty obtained from an outside source

• Procedure:  Convert an uncertainty quoted in a handbook,

manufacturer's specification, calibration certificate, etc.,
• Multiple of a standard deviation
• A stated multiple of an estimated standard deviation to a
standard uncertainty.
• Confidence interval
• This defines a "confidence interval" having a stated level
of confidence, such as 95 % or 99 %, to a standard
uncertainty.
 Uncertainty obtained from an assumed distribution
• Normal distribution: "1 out of 2"
• Procedure:  Model the input quantity in question
by a normal probability distribution.
• Estimate lower and upper limits a- and a+ such
that the best estimated value of the input quantity
is (a+ + a-)/2
• There is 1 chance out of 2 (i.e., a 50 %
probability) that the value of the quantity lies in
the interval a- to a+.
• Then uj is approximately 1.48 a, where a = (a+ -
a-)/2 is the half-width of the interval.
Uncertainty obtained from an assumed distribution
• Normal distribution: "2 out of 3"
• Procedure:  Model the input quantity in question by a
normal probability distribution.
• Estimate lower and upper limits a- and a+ such that the
best estimated value of the input quantity is (a+ + a-)/2
• and there are 2 chances out of 3 (i.e., a 67 %
probability) that the value of the quantity lies in the
interval a- to a+.
• Then uj is approximately a, where a = (a+ - a-)/2 is the
half-width of the interval
 Normal distribution: "99.73 %"
• Procedure:  If the quantity in question is modeled by a normal
probability distribution, there are no finite limits that will contain
100 % of its possible values.
• Plus and minus 3 standard deviations about the mean of a normal
distribution corresponds to 99.73 % limits.
• Thus, if the limits a- and a+ of a normally distributed quantity
with mean (a+ + a-)/2 are considered to contain "almost all" of
the possible values of the quantity,
• that is, approximately 99.73 % of them, then uj is approximately
a/3,
• where a = (a+ - a-)/2 is the half-width of the interval.
For a normal distribution, ± u encompases about 68 % of the
distribution;
for a uniform distribution, ± u encompasses about 58 % of the
distribution;
and for a triangular distribution, ± u encompasses about 65 %
of the distribution.
Propagation of Uncertainty in Independent Measurements