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Measurement of
Uncertainty
Part A : Introduction
TJH&NNH
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.
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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GUM
This
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)]
**
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= x k.uc(x)
x = the experimental
value
k = the
coverag
e factor
k = 2 at 95%
confidence
level
Implication
Strictly,
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
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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(c)
(a)
(b)
(c)
(a)
(b)
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
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
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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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How to report?
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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
Sample
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
Where:
d= difference between 2 results
k= number of sets of paired
results
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
A1
B1
C1
D1
na
nb
nc
nd
mean
std dev
RSD
RSDa
RSDb
RSDc
RSDd
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
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
VOLUME
Calibration
Repeatability
Temperature
variation
WEIGHING
Calibration
Repeatability
Readability
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
?
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
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
Example:
Concentration = 1000 g mL-1 3 g mL-1
with a level of confidence of not less than
95%
Probability distribution
1.
2.
3.
Normal distribution
Normal distribution
When?
Standard Uncertainty
u(x) = s
Rectangular distribution
Example: Last digit
of a digital display
Example: Purity of
Rectangular distribution
When
Standard Uncertainty
Triangular distribution
Example:
500 mL volumetric
flask
Triangular distribution
When
Standard Uncertainty
Exercise (a)
Value
0.08
Distribution
Exercise (a)
Value
Distribution
0.08
Triangular
0.08/6
Exercise (b)
Value
0.01
Distribution
Exercise (b)
Value
Distribution
0.01
Triangular
0.01/6
Exercise (c)
Value
0.0004
Distribution
Exercise (c)
Value
Distribution
0.0004
Normal
0.0004 / 2
Exercise (d)
Value
0.1
Distribution
Exercise (d)
Value
Distribution
0.1
Uniform /
Rectangular
0.1 / 3
Exercise (e)
Value
0.04
Distribution
Exercise (e)
Value
Distribution
0.04
Normal
0.04 / 2
Exercise (f)
Value
0.00021
Distribution
Exercise (f)
Value
Distribution
0.00021
Normal
0.00021
Exercise (g)
Distribution
Exercise (g)
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)
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)