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Uncertainties
Uncertainties
in EXCEL
History and basic terms
Example
Conclusions
References
nn 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
2
sx s xm , 2 s xm f
m ,1
x
m
The partial derivatives f /xj (referred to as
sensitivity coefficients) are evaluated at
X 1 x1 , , X m xm
nn 1 i 1
There are sample covariance of means x j , xk
in the adjacent diagonal of the matrix
1 n
s x jk x ji x j xki xk
nn 1 i 1
f
s x21 s x1, 2 s x1,m x1
f f s
f x2 ,1 s 2
x2 s x2 ,m f
x2
2
u Ay , , ,
x1 x2 xm
2
sx
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
2
0 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
2 2
uCy u u
Ay 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.
1 n
2
u Ax x ji x j 2
j
nn 1 i 1
2
2 z max
u Bx j 2
Gaussian law
Commentaries
Uncertainties of „A“ type are computed using
formulas
1 n
u 2
x x 2
2,12 kg 2
nn 1 i 1
Am mi m
1 n
2
u Al x x 2
0, 0001m 2
n n 1 i 1
li l
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 3
24, 2 kg m
X 2 l l m m , l l l l 1, 77
u 2 uc 1,1 kgm 2
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