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Chapter 1:

Measurement of
Uncertainty
Part A : Introduction

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Outline
Introduction
Definition
Error vs. uncertainty
Why MU is important
Sources of MU

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What is measurement
uncertainty?
We are frequently presented with
situations wherein a decision must
be made when we are uncertain of
exactly how to proceed.

Measurement results are


never exact, nor
absolutely free of
doubts. Therefore the
measurement
uncertainty is part of
the result of a
measurement. It is a
measure for the
accuracy of the result
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ISO 17025 requirement

Section 5.4.6.2
Testing laboratories shall have and apply
procedures for estimating uncertainty of
measurement

Section 5.4.6.3
When estimating the MU, all uncertainty
components which are of importance in the given
situation, shall be taken into account using
appropriate methods of analysis

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Need for consistency when


calculating and expressing
uncertainty
Until comparatively recently,
inconsistencies existed worldwide in the
way uncertainties were calculated,
combined, and expressed.
Unless international consensus exists on
these matters, it is difficult to compare
values obtained through measurement in
different laboratories around the world.

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GUM

This

influential guide, first


published in 1993, is entitled
Guide to the Expression of
Uncertainty in Measurement.
The guide is more usually referred
to by the acronym, GUM.
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Definition

Uncertainty =
parameter associated with the result of a
measurement, that characterizes the
dispersion of the values that could
reasonable be attributed to the measurand
[International Vocabulary of Basic and General
Standard Terms in Metrology. ISO Geneva, 1993
(ISBN 92-67-10175-1)]

The measurand is the particular quantity of interest that is to


be determined through the process of measurement. E.g.:
concentration, colour, pH, ...

**

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What information does it


give?

Define a Range containing the True Value


Generally
uc= the combined
standard
The true value is:
uncertainty

= x k.uc(x)
x = the experimental
value

k = the
coverag
e factor

k = 2 at 95%
confidence
level

Example: 22.7 4.8 mgL-1


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Implication

Uncertainty of measurement does not


imply doubt about the validity of a
measurement; on the contrary, knowledge
of uncertainty implies increased
confidence in the validity of
measurement.
Para 2.1.4 of EURACHEM Guide

A measurement result is meaningless unless it is


reported with an associated uncertainty.
NPL SSfM Uncertainties and statistical techniques
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Type A & Type B


uncertainties
According

to the GUM, uncertainties


come in two flavours Type A and
Type B.

Strictly,

we should speak of:

Type A and Type B evaluations of


uncertainty.
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Type A vs. Type B

Type A
evaluations of
uncertainty are
based on the
statistical
TICA
S
I
T
STA LYSIS
analysis
of a
A
L AN
series of
measurements.

OT
SOU HER
RC E
INFO OF

Type B evaluations of
uncertainty are based on
other sources of
information such as an
instrument manufacturer's
specifications, a calibration
certificate or values
published in a data book.
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Error vs. Uncertainty


X
X

error

error

X
o

ERROR is a DIFFERENCE
i.e. true value measured
value
Need to know a true value
UNCERTAINTY is a
RANGE
True value is within the
range

uncertainty

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Types of Error

arises from
unpredictable
variations of influence
quantity and can be
reduced by increasing
the number of
measurements

Random Error

remains constant or
varies in a predictable
way and cannot be
reduced by increasing
the number of
measurements
Give bias result

Systematic Error
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Why MU is important?
A measure of the quality, confidence of
results for decision making
CODEX Committee on Methods of Analysis
and Sampling Formulate guide on
interpretation of analytical results in relation
to compliance with the specifications with
consideration of uncertainty of
measurements

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Some common decision


types
Specificati
on
limit

(c)
(a)
(b)

(c)

(a)

(b)

Compliance decisions are clear


When measured results are close to decision points, good estimates of MU and
small MU values will improve decision making
In some cases the risk of compliance/noncompliance can be shared between
two parties. Careful consideration would be given to the level of MU and the
reliability of the estimation
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Sources of MU

Sampling homogeneity
Storage conditions temp, deterioration
Sample preparation weighing, digestion,
dissolution, extraction,
Apparatus/Instrument effects calibration, temp
effect
Reagent (calibrants) purity
Measurement condition temp, humidity
Sample effect recovery, interference, stability
Blank correction important in trace analysis
Operator bias reading
Random effects - precision
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Sources of information

Data from method validation


Repeat experiments for random components
Data from certified reference materials/spike
recovery
Manufacturers specification
Check weights and certificates
Experience and/or literature data
Data from collaborative trials/proficiency
testing/QC
Calculation
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Definition of Terms
Standard uncertainties, u
Uncertainty of the result xi of a
measurement expressed as a standard
deviation i.e., the one-sigma
uncertainty.
The standard uncertainty of an input
estimate, xi, is denoted by u(xi).

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Combined Standard
Uncertainty
Combined standard uncertainty, uc
Standard uncertainty of the result y of a
measurement when the result is obtained
from the values of a number of other
quantities
The standard uncertainty of the output
estimate, y, is denoted by uc(y).

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Expanded

Expanded uncertainty, U
U Quantity defining an interval about the
result of a measurement that may be
expected to encompass a large fraction of the
distribution of values that could reasonably be
attributed to the measurand
U = k*uc k = coverage factor

So we can write:
Y=yU
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Coverage factor, k

In general, the value of the coverage factorkis


chosen on the basis of the desired level of
confidence to be associated with the interval
defined byU=kuc.
Typically,kis in the range 2 to 3.
When the normal distribution applies anducis a
reliable estimate of the standard deviation ofy,
U= 2uc(i.e.,k= 2) defines an interval having a level
of confidence of approximately 95 %, and
U= 3uc(i.e.,k= 3)defines an interval having a level
of confidence greater than 99 %.

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Reporting uncertainty in
analytical measurement
ISO 17025 Clause 5.10.3.1:
where applicable, a statement on
estimated uncertainty of
measurement
When a client requested
When uncertainty affect compliance to
specification limit
When it is relevant

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Content for complete report


A description of the methods used to
calculate the measurement result and its
uncertainty from the experimental
Observations and input data
The values and sources of all corrections
and constants used in both the calculation
and the uncertainty analysis
A list of all the components of uncertainty
with full documentation on how each was
evaluated

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How to report?

Reporting standard uncertainty:


(Result): x units
Standard uncertainty: uc units
Standard uncertainty correspond to one standard
deviation

Reporting expanded uncertainty:


(Result): X +/- U (units)
The reported uncertainty is an expanded uncertainty
calculated using a coverage factor of 2 which give a
level of confidence of approximately 95%

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Summary
Definition
Error vs. uncertainty
Why MU is important
Sources of MU
Information that can be used to calculate
uncertainty

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Chapter 2:
Measurement
of Uncertainty
Part B: Statistical treatment of data

Outline
Standard deviation
Confidence interval
Statistical model

Standard Deviation

The square root of variance:


Population

Sample

A measure of how widely values are


dispersed from the average value
(the mean)

Example:
An analyst made 5
repeated determinations
on a transparent liquid
for its kinetic viscosity in
centistokes by ASTM
method
3.167
3.202
3.152
3.215
3.190
Mean: 3.185
Std dev: 0.026

Standard deviation from


duplicate determinations

Where:
d= difference between 2 results
k= number of sets of paired
results

Useful for similar samples


Results obtained over an
extended period of times
Many samples of different
concentration levels
For repeatability only, not
for reproducibility

X1
49.80
60.30
39.30
46.60
42.70
40.70

X2
50.40
60.00
39.70
46.10
42.30
41.20

sum
d2
std
dev

d2

1.270
0.325

Pooled SD & RSD


Replicate Sample A Sample B Sample C Sample D
1

A1

B1

C1

D1

na

nb

nc

nd

mean

std dev

RSD

RSDa

RSDb

RSDc

RSDd

Calculating the Combined


Standard Uncertainty, uc

Rule 1: if y = (p + q + r + )

Rule 2: if y = (p q r )

Example:
If y = p + q + r
p = 1.0; q = 2.0; r = 0.5
u(p) = 0.02; u(q) = 0.01; u(r) = 0.015
calculate y and uc(y)
Answer:

y = 1 + 2 + 0.5 = 3.5
u(y) = {(0.02)2 + (0.01)2 +
(0.015)2}
u(y) = 0.027

Example

If y = (p q)/r
p = 1.0; q = 2.0; r = 0.5
u(p) = 0.02; u(q) = 0.01; u(r) = 0.015
calculate y and uc(y)
Answer:
u(y) / y = { (0.02/1.0)2 + (0.01/2.0)2 +
(0.015/0.5)2 }
u(y) = 4 x 3.64 x 10-2
u(y) = 0.146

Exercise

If y=(p + q)/(r + s), calculate the combined


standard uncertainty, uc(y)
p = 5.2; q = 6.5; r = 9.2; s = 4.3
u(p) = 0.12; u(q) = 0.08; u(r) = 0.05; u(s) = 0.02

Exercise
If y=(p + q)/(r + s), calculate the combined standard uncertainty,
uc(y)
p = 5.2; q = 6.5; r = 9.2; s = 4.3
u(p) = 0.12; u(q) = 0.08; u(r) = 0.05; u(s) = 0.02
Answer: y = (5.2 + 6.5)/(9.2 + 4.3) = 11.7 / 13.5 = 0.867
Let p + q = w ; r + s = z Therefore, according to Rule 1 :
u(w) = {u2(p) + u2(q)} = {(0.12)2 + (0.08)2} = 0.0208 = 0.1440
u(z) = {u2(r) + u2(s)} = {(0.05)2 + (0.02)2} = 0.0029 = 0.0539
According to Rule 2 : The original equation becomes y = w / z
(uc(y) / y)2 = (u(w)/w)2 + (u(z)/z)2 re-arrange this into:
uc(y) = y {(u(w)/w)2 + (u(z)/z)2}
uc(y) = 0.867 x { (0.144 / 11.7)2 + (0.0539 / 13.5)2} = 0.867 x
0.0129
uc(y) = 0.011

Exercise
cd
j h
m
e
c = 10.5; d = 8.2; e = 5.3; j = 1.0; h = 3.5
u(c) = 0.12; u(d) = 0.08; u(e) = 0.05; u(j) =
0.02; u(h) = 0.01
Find m and its uncertainty.

cd
j h
m
e
c = 10.5; d = 8.2; e = 5.3; j = 1.0; h = 3.5
u(c) = 0.12; u(d) = 0.08; u(e) = 0.05; u(j) = 0.02;
u(h) = 0.01
Find m and its uncertainty.
Answer: m = (10.5 8.2) x (1.0 + 3.5) / 5.3 = 2.3 x 4.5 / 5.3 =
10.4 / 5.3 = 1.95
Let c - d = w ; j + h = z Therefore, according to Rule 1 :
u(w) = {u2(c) + u2(d)} = {(0.12)2 + (0.08)2} = 0.0208 =
0.1440
u(z) = {u2(j) + u2(h)} = {(0.02)2 + (0.01)2} = 0.0005 =
0.0224
According to Rule 2 : The original equation becomes m = w x
z/e
(uc(m) / m)2 = (u(w)/w)2 + (u(z)/z)2 + (u(e)/e)2 re-arrange this
into:
uc(m) = m {(u(w)/w)2 + (u(z)/z)2 + (u(e)/e)2}

Combining effects
for a parameter

u 2 w u 2 calibration u 2 repeatabil ity u 2 readabilit y

VOLUME
Calibration
Repeatability
Temperature
variation

WEIGHING
Calibration
Repeatability
Readability

u 2 V u 2 calibration u 2 repeatabil ity u 2 temperature

Weighing from manufacturers


specification

Example in weighing
Sources

Standard uncertainty, u

Calibration (linearity)
quoted in certificate

0.07 mg

Repeatability experiment

0.04 mg

Readability

0.03 mg

Uncertainty due to
weighing

???
ANSWER
u
c=0.09 mg
?

Example for volume

Considering filling up a 100 mL standard


flask
Sources

Standard
uncertainty, u

Calibration (quoted in
manufacturers
certificate)

0.03 mL

Repeatability
experiment

0.02 mL

Temperature variation
( 3oC)

0.04 mL

Uncertainty in volume

???
ANSWER
uc = 0.0539
?
mL

Converting to Standard
Uncertainties
Express all uncertainty contribution as
standard uncertainties (u)
All components must be converted to a
standard form standard uncertainty
Uncertainty information comes in different
forms

1. Standard deviations use as is


2. Confidence intervals convert to SD
3. Stated ranges convert according to defined
probability distributions

From Confidence Interval SD


u

The range that the


true value is
expected at a
specified
confidence level
Based on
population:
Based on sample:

Example:
An analyst made 5 repeated
determinations on a transparent
liquid for its kinetic viscosity in
centistkes by ASTM method
3.167
3.202
Results

3.152
3.215
3.190

Mean

3.1852

Std dev

0.0256

Student-t at (n-1) df

2.776

Confidence interval

0.0318

Confidence limit

3.185 0.0318

From stated ranges u

Example:
Concentration = 1000 g mL-1 3 g mL-1
with a level of confidence of not less than
95%

Number of measurement = unknown


t-value = unknown
How to convert?

Probability distribution

1.
2.
3.

Probability of each of the value (the shape


of the errors)
Normal distribution
Rectangular distribution
Triangular distribution

Normal distribution

Normal distribution
When?

Standard Uncertainty

An estimation is made from


repeated observations of a
randomly varying process

u(x) = s

An uncertainty is given in the


u(x) = s
form of a standard deviation, s,
a relative standard deviation,
u(x) = x(s/ )
s/ ,
or a coefficient of variance, CV%
without specifying the distribution
An uncertainty is given in the
form of a 95% (or other)
confidence interval x+c without
specifying the distribution

u(x) = c/2 (for c at 95%)


u(x) = c/3 (for c at 99.7%)

Rectangular distribution
Example: Last digit
of a digital display

Example: Purity of

Rectangular distribution
When

Standard Uncertainty

A certificate or other specification


gives limits WITHOUTspecifying a
level of confidence (e.g. 25 mL
0.05 mL)
Where a = semi-range or halfAn estimate is made in the form
of a maximum range (a) with no width between the upper and
lower limits
knowledge of the shape of the
distribution
Example:
(a) The purity of a calibration std is 99.9 0.1%
u(p)= 0.5(100.0-99.8) / (3) = 0.058%
(b) The purity of a calibration std is declared as not less than
99.0%
u(p) = 0.5(100-99)/ (3) = 0.29%

Triangular distribution

Mainly applicable to calibration of volumetric glassware

Example:
500 mL volumetric
flask

Triangular distribution
When

Standard Uncertainty

The available information


concerning x is less limited for a
rectangular distribution. Values
close to x are more likely than
near the bounds.
An estimate is made in the form
of a maximum range (a)
described by a symmetric
distribution
Example:
The manufacturers specification for a 2 ml pipette
is 0.01.
u= 0.01/6 = 0.004

Exercise (a)

The manufactures specification for a 100


mL Class A volumetric flask is 0.08 mL.
What is the standard uncertainty in the
volume of the flask?

Value
0.08

Distribution

Exercise (a)

The manufactures specification for a 100


mL Class A volumetric flask is 0.08 mL.
What is the standard uncertainty in the
volume of the flask?

Value

Distribution

0.08

Triangular

0.08/6

Exercise (b)

The manufactures specification for a Class


A 2 mL pipette is 0.01 mL. What is the
standard uncertainty in the volume of liquid
delivered by the pipette?

Value
0.01

Distribution

Exercise (b)

The manufactures specification for a Class


A 2 mL pipette is 0.01 mL. What is the
standard uncertainty in the volume of liquid
delivered by the pipette?

Value

Distribution

0.01

Triangular

0.01/6

Exercise (c)

The calibration certificate for a 4-figure


balance states that the measurement
uncertainty is 0.0004 g with a level of
confidence of not less than 95%. What is
the standard uncertainty?

Value
0.0004

Distribution

Exercise (c)

The calibration certificate for a 4-figure


balance states that the measurement
uncertainty is 0.0004 g with a level of
confidence of not less than 95%. What is
the standard uncertainty?

Value

Distribution

0.0004

Normal

0.0004 / 2

Exercise (d)

The purity of a compound is given by the


supplier as (99.9 0.1)%. Determine the
standard uncertainty in the purity of the
compound.

Value
0.1

Distribution

Exercise (d)

The purity of a compound is given by the


supplier as (99.9 0.1)%. Determine the
standard uncertainty in the purity of the
compound.

Value

Distribution

0.1

Uniform /
Rectangular

0.1 / 3

Exercise (e)

A calibration weight is certified as 10 g


0.04 mg with a level of confidence of at
least 95%. What is the standard uncertainty
in the weight?

Value
0.04

Distribution

Exercise (e)

A calibration weight is certified as 10 g


0.04 mg with a level of confidence of at
least 95%. What is the standard uncertainty
in the weight?

Value

Distribution

0.04

Normal

0.04 / 2

Exercise (f)

The standard deviation of repeat weighing


of a 0.3 g check weight is 0.00021 g. What
is the standard uncertainty?

Value
0.00021

Distribution

Exercise (f)

The standard deviation of repeat weighing


of a 0.3 g check weight is 0.00021 g. What
is the standard uncertainty?

Value

Distribution

0.00021

Normal

0.00021

Exercise (g)

The calibration certificate for a 25 mL class


A pipette quotes an uncertainty of 0.03 mL.
The reported uncertainty is based on a
standard uncertainty multiplied by a
coverage factor k=2, providing a level of
confidence of approximately 95%. What is
the standard uncertainty in the volume of
the liquid delivered by the pipette?
Value
0.03

Distribution

Exercise (g)

The calibration certificate for a 25 mL class


A pipette quotes an uncertainty of 0.03 mL.
The reported uncertainty is based on a
standard uncertainty multiplied by a
coverage factor k=2, providing a level of
confidence of approximately 95%. What is
the standard uncertainty in the volume of
the liquid delivered by the pipette?
Value

Distribution

0.03

Normal

0.03 / 2

Statistical Model

Observed result

Sensitivity
coefficient

Expectation of ideal
result
Bias belonging to the Laboratory
measurement methodcomponent of
bias
Total bias

Residual error
term
Deviation
from xi

Uncertainty of observed
value
Total
bias

Uncertaint
Estimated
y
variance of
associated
B
with
method
bias
Uncertainty in
bias

Uncertaint
y
associated
with xi

Estimated
variance
of e
(precision)

A laboratory, when conducting validation


study of a method, can only estimate
combine bias due to laboratory and
method
Therefore, the uncertainty of the bias
estimated using CRM, or spiked
standard is a combination of method bias
and laboratory bias

Bias
Uncertain
ty

Precision
(long
term)

MU

Other
effects

Good reference
needed
Analytical
recovery a
problem

Physical
uncertainties usually
negligible
Chemical effects
need study

Simplified model

Where:
s2(prec) is the estimated variance of e under within
laboratory reproducibility conditions
u2(bias) is the estimated variance of method bias
and laboratory bias

Summary
Use the correct formula to calculate
Combined Standard Uncertainty
Identify Probability distribution and use
the correct formula to calculate u(x)

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