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Measurement uncertainty

 

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Measurement uncertainty



 
 
In metrology
Metrology

Metrology is the science of measurement. Metrology includes all theoretical and practical aspects of measurement....
, measurement uncertainty describes a region about an observed value of a physical quantity
Physical quantity

A physical quantity is a physical property that can be Quantitative. This means it can be measured and/or calculated and expressed in numbers. For example, "weight" is a physical quantity that can be expressed by stating a number of some basic measurement unit such as pound or kilograms, while "beauty" is a property that is difficult to desc...
 which is likely to enclose the true value of that quantity. Assessing and reporting measurement uncertainty is fundamental in engineering
Engineering

Engineering is the discipline and profession of applying Technology and science knowledge and utilizing natural laws and physical resources in order to design and implement materials, structures, machines, devices, systems, and process that safely realize a desired objective and meet specified criteria....
, and experimental sciences such as physics
Physics

Physics is the natural science which examines basic concepts such as energy, force, and spacetime and all that derives from these, such as mass, charge, matter and its Motion ....
.

Measurement uncertainty may be denoted by error bar
Error bar

Error bars are used on graphs to indicate the Error#Experimental_science in a reported measurement. They give a general idea of how accurate a measurement is, or conversely, how far from the reported value the true value might be....
s on a graph, or by the following notations:

The latter "concise notation" is used for example by IUPAC in stating the atomic mass
List of elements by atomic mass

This is a list of chemical elements, sorted by standard atomic weight and color coded according to type of element. Each element's atomic number, name, element symbol, and group and period numbers on the periodic table are given....
 of elements
Chemical element

A chemical element is a type of atom that is distinguished by its atomic number; that is, by the number of protons in its atomic nucleus. The term is also used to refer to a pure chemical Chemical substance composed of atoms with the same number of protons....
 and by CODATA in providing values for physical constant
Physical constant

A physical constant is a physical quantity that is generally believed to be both universal in nature and constant in time. It can be contrasted with a mathematical constant, which is a fixed numerical value but does not directly involve any physical measurement....
s.






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Encyclopedia


In metrology
Metrology

Metrology is the science of measurement. Metrology includes all theoretical and practical aspects of measurement....
, measurement uncertainty describes a region about an observed value of a physical quantity
Physical quantity

A physical quantity is a physical property that can be Quantitative. This means it can be measured and/or calculated and expressed in numbers. For example, "weight" is a physical quantity that can be expressed by stating a number of some basic measurement unit such as pound or kilograms, while "beauty" is a property that is difficult to desc...
 which is likely to enclose the true value of that quantity. Assessing and reporting measurement uncertainty is fundamental in engineering
Engineering

Engineering is the discipline and profession of applying Technology and science knowledge and utilizing natural laws and physical resources in order to design and implement materials, structures, machines, devices, systems, and process that safely realize a desired objective and meet specified criteria....
, and experimental sciences such as physics
Physics

Physics is the natural science which examines basic concepts such as energy, force, and spacetime and all that derives from these, such as mass, charge, matter and its Motion ....
.

Measurement uncertainty may be denoted by error bar
Error bar

Error bars are used on graphs to indicate the Error#Experimental_science in a reported measurement. They give a general idea of how accurate a measurement is, or conversely, how far from the reported value the true value might be....
s on a graph, or by the following notations:
  • measured value ± uncertainty
  • measured value(uncertainty)


The latter "concise notation" is used for example by IUPAC in stating the atomic mass
List of elements by atomic mass

This is a list of chemical elements, sorted by standard atomic weight and color coded according to type of element. Each element's atomic number, name, element symbol, and group and period numbers on the periodic table are given....
 of elements
Chemical element

A chemical element is a type of atom that is distinguished by its atomic number; that is, by the number of protons in its atomic nucleus. The term is also used to refer to a pure chemical Chemical substance composed of atoms with the same number of protons....
 and by CODATA in providing values for physical constant
Physical constant

A physical constant is a physical quantity that is generally believed to be both universal in nature and constant in time. It can be contrasted with a mathematical constant, which is a fixed numerical value but does not directly involve any physical measurement....
s. There, the uncertainty applies only to the least significant figures of the measured value. For instance, stands for , and stands for .

Measurement uncertainty is related with both the systematic and random error
Systematic error

Systematic errors are biases in measurement which lead the situation where the mean of many separate measurements differs significantly from the actual value of the measured attribute....
 of a measurement, and depends on both the accuracy and precision
Accuracy and precision

In the fields of science, engineering, industry and statistics, accuracy is the degree of closeness of a Measure d or calculated quantity to its actual Value ....
 of the measurement instrument. The lower the accuracy and precision of a measurement instrument are, the larger the measurement uncertainty is. Notice that both precision and measurement uncertainty are often determined as the standard deviation
Standard deviation

In statistics, standard deviation is a simple measure of the variability or statistical dispersion of a data set. A low standard deviation indicates that all of the data points are very close to the same value , while high standard deviation indicates that the data are ?spread out? over a large range of values....
 of the repeated measures of a given value. However, this is correct only when the instrument is accurate. When it is inaccurate, the uncertainty is larger than the standard deviation
Standard deviation

In statistics, standard deviation is a simple measure of the variability or statistical dispersion of a data set. A low standard deviation indicates that all of the data points are very close to the same value , while high standard deviation indicates that the data are ?spread out? over a large range of values....
 of the repeated measures.

Background

At least since the late 1970s, the classical Gaussian error calculus has been considered incomplete. As is well established, Gauss exclusively considered random errors
Errors and residuals in statistics

In statistics and Optimization , statistical errors and residuals are two closely related and easily confused measures of "deviation of a sample from the mean": the error of a sample is the deviation of the sample from the population mean or actual function, while the residual of a sample is the difference between the sa...
. Though Gauss also discussed a second type of error, which today is called unknown systematic error
Systematic error

Systematic errors are biases in measurement which lead the situation where the mean of many separate measurements differs significantly from the actual value of the measured attribute....
, he eventually dismissed suchlike perturbations, arguing that it would be up to experimenters to get rid of them.

To recall, by its very nature, an unknown systematic error is a time-invariant perturbation, unknown with respect to magnitude and sign. Any suchlike measurement error can only be assessed by an interval the limits of which have to be ascertained on the part of the experimenter. As may be shown, it proves possible to keep the limits of such an interval symmetric to zero, e.g. .

Unfortunately, contrary to Gauss's assumption, it turned out that unknown systematic errors proved to be non-eliminable. Consequently, the Gaussian error calculus had to be revised.

Measurement uncertainties have to be estimated by means of declared procedures. These procedures, however, are intrinsically tied to the error model referred to. Currently, error models and consequently the procedures to assess measurement uncertainties are considered highly controversial. As a matter of fact, today the metrological community is deeply divided over the question as to how to proceed. For the time being, all that can be done is to put the diverging positions side by side.

The ISO GUM

Within the scope of Legal Metrology and Calibration Services, measurement uncertainties are specified according to the ISO Guide to the Expression of Uncertainty in Measurement (abbreviated GUM) [1]. In essence, the GUM maintains the classical Gaussian formalism. GUM's idea is to transfer time-constant unknown systematic errors formally into random errors. In fact, the GUM "randomizes" systematic errors by means of a postulated rectangular distribution density
Uniform distribution (continuous)

In probability theory and statistics, the continuous uniform distribution is a family of probability distributions such that for each member of the family, all interval s of the same length on the distribution's support are equally probable....
. Consequently, Gauss' original starting point, i.e., considering only random errors, is ostensibly reinstated, formally. This proceeding, however, has evoked some displeasure, and there are three problems with GUM:
  1. No claim is imposed on the formalism that a given uncertainty is expected to localize the true value of a measurand.
  2. The uncertainty is to be made "safe" by means of a so-called - factor. This factor should be obtained from a convolution of the distribution densities of the random errors with the postulated probability densities of the unknown systematic errors. However, as the theoretical parameters of the densities of the random errors are unknown, suchlike convolutions are, in fact, impossible. It is also unclear how postulated densities for time-constant quantities could be appropriate.
  3. The GUM leaves unresolved the effect of the - factor as the GUM does not ask the uncertainty to cover or to localize the true value of the measurand.


The GUM claims to safeguard uncertainties by means of probabilities which are undefinable. Even if such probabilities were available, the GUM would fail to declare which purpose they might serve: Which kind of statement is to be made safe?

Notwithstanding these observations, it might appear of interest to explore the statements of the GUM a bit further:

To keep uncertainties "reliable", the GUM proposes to multiply uncertainties by an ad hoc factor . First, no scientific argument can be given for this choice, second, this directive produces a contradiction, as can be shown. Disregarding the presence of random errors for the moment, the effect of the systematic error produces , a value which exceeds the boundaries taken to limit the possible values of the unknown systematic error .

At the same time, frequently, the ad hoc factor is too small to account for the influence of random errors. In most cases, the Student-factor exceed 2.

As the uncertainty components due to random and systematic errors are combined geometrically, the position of the true value may get lost entirely.

Whether a given formalism can localize true values can only be decided by means of computer simulations. Naturally, under the conditions of simulations, the true values of "measurands" are known a priori. This means that "measurement uncertainties" obtained from simulated data make it possible to verify whether or not the so obtained uncertainties do localize the a priori given true values.

The localization properties of the GUM turn out to be more dubious, the more the unknown systematic errors exhaust the limits of the pertaining intervals. On the other hand, the experimenter has no knowledge at all about the actual numerical values of the systematic errors he is faced with. Consequently, he is left unsure as to whether or not the actually obtained uncertainty does successfully localize the true value of his measurand.

A point of particular concern refers to the setting of weights in least squares adjustments. As is known, weights cause two effects: firstly, they shift the numerical values of the estimators, and, secondly, they reduce the respective uncertainties. This, in fact, may conjure up an objectionable scenario: the experimenter cannot know whether a given estimator has been shifted towards or away from its true value. But, as measurement uncertainties appear reduced, due to the applied weights, it may happen that a weighting procedure cancels the localizations of true values -- should they have existed prior to the setting of weights.

An alternative approach

In contrast to the proceeding of the GUM, a diverging approach has been proposed [2] - [5]. This ansatz reformulates the Gaussian error calculus on a different basis, namely by admitting bias
Bias

Bias is a term used to describe a tendency or preference towards a particular perspective , ideology or result, especially when the tendency interferes with the ability to be impartial, unprejudiced, or Objectivity ....
es expressing the influence of the time-constant unknown systematic errors. Biases call into question nearly all classical procedures of data evaluation such as Analysis of Variance
Analysis of variance

In statistics, analysis of variance is a collection of statistical models, and their associated procedures, in which the observed variance is partitioned into components due to different explanatory variables....
, but in particular those in use to assess measurement uncertainties.

The alternative concept maps unknown systematic errors as stipulated by physics, namely as quantities constant in time. Unknown systematic errors are not treated by means of postulated probability densities.

Right from the outset, the flow of random and systematic errors get strictly separated. While the influence of random errors is brought to bear by a slight, but, in fact, rather useful modification of the classical Gaussian error calculus, the influence of systematic errors is carried forward by uniquely designed, path-independent, worst-case estimations.

Uncertainties of this type are reliable and robust and withstand computer simulations, even under unfavourable conditions [2].

With regard to the setting of weights in least squares
Least squares

The method of least squares or ordinary least squares is used to solve overdetermined systems. Least squares is often applied in statistical contexts, particularly regression analysis....
 adjustments, the alternative approach safeguards the localization of the true values of the measurands for any choice of weights.

The Gauss-Markov theorem breaks down in the presence of biases and the breakdown automatically deprives experimenters of weights. In the alternative approach proposed in [2], the localization of true values is valid for any choice of weights, and therefore, the experimenter can choose any set of weights by trial and error. Repeating the choices, observing and comparing the produced uncertainties he can achieve a reduction of measurement uncertainties without having to be concerned with a possible delocalization of true values.

See also

  • Metrology
    Metrology

    Metrology is the science of measurement. Metrology includes all theoretical and practical aspects of measurement....
  • Test method
    Test method

    A test method is a definitive procedure that produces a test result. The test result can be qualititive , categorical, or quantititive . It can be a personal observation or the output of a precision measuring instrument....
  • Uncertainty
    Uncertainty

    Uncertainty is a term used in subtly different ways in a number of fields, including philosophy, Uncertainty_principle , statistics, economics, finance, insurance, psychology, sociology, engineering, and information science....
  • Confidence interval
    Confidence interval

    In statistics, a confidence interval is an interval estimation of a population parameter. Instead of estimating the parameter by a single value, an interval likely to include the parameter is given....
  • Propagation of uncertainty
    Propagation of uncertainty

    In statistics, propagation of uncertainty is the effect of variables' uncertainty on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have Observational error which propagate to the combination of variables in the function....


Literature

[1] ISO, International Organization for Standardization, Guide to the Expression of Uncertainty in Measurement, GUM, 1 Rue Varambé, Case Postale 56, CH 1221, Geneva, Switzerland.

[2]

[3]

[4]

[5] The Alternative Error Model and its Impact on Traceability and Key Comparison, Joint BIPM-NPL Workshop on the Evaluation of Interlaboratory Comparison Data, NPL, Teddington, 19 September 2002.

External links

  • - Guide to the Expression of Uncertainty in Measurement (GUM) and International Vocabulary of Metrology (VIM)
  • , from the Physics Laboratory of the National Institute of Standards and Technology (U.S.), accessed March 30, 2007
  • , National Physical Laboratory, UK
    National Physical Laboratory, UK

    The National Physical Laboratory is the national measurement standards laboratory for the United Kingdom, based at Bushy Park in Teddington, London, England....
    , accessed March 20, 2007] (full version available )
  • , Laboratory Accreditation Bureau, USA, accessed January 5, 2007]