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Basic Concepts Direct Measurements Uncertainty Sidekick Recap
Basic Concepts
Fundamental Measurement Model Error Distribution Uncertainty Definition Variance and Uncertainty Variance Addition Rule Correlation Coefficients Uncertainty Sidekick Distributions Type A and Type B Estimates
Introduction to Uncertainty Analysis 3 Integrated Sciences Group
Basic Concepts
xmeasured = xtrue + x
The true value is a fixed quantity The measurement error is a variable
Introduction to Uncertainty Analysis 4 Integrated Sciences Group
Basic Concepts
Error Distribution
A relationship between the value of a measurement error and its probability of occurrence
f(x)
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x
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Basic Concepts
Uncertainty Definition
Measurement Uncertainty quantifies the spread of the measurement error distribution
Small Uncertainty Large Uncertainty
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0
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Basic Concepts
Basic Concepts
Measurement Uncertainty
Introduction to Uncertainty Analysis 8
u x = x = x = u x
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Basic Concepts
z = ax + by
The variance of z is given by
var( z ) = var( ax + by ) = a 2 var( x ) + b2 var( y ) + 2ab cov( x, y )
Introduction to Uncertainty Analysis 9 Integrated Sciences Group
Basic Concepts
Basic Concepts
Correlation Coefficients
Covariances can be expressed in terms of Correlation Coefficients
x , y
cov( x , y ) u x u y
Basic Concepts
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-a
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Comments
The workhorse of statistics and probability. Usually assumed to be the underlying distribution for errors. Most uncertainty analysis tools are based on the assumption that measurement errors are normally distributed, regardless of the distributions used to estimate the uncertainties themselves.
Introduction to Uncertainty Analysis 14 Integrated Sciences Group
Uncertainty Estimates
Type A Estimates: Compute mean and standard deviation from a sample. Nearly always assume a normal distribution
1 u = n 1
i =1
( xi x )
Type B Estimates: Work with error containment limits a and containment a probability p u =
p 2
1 1 +
Introduction to Uncertainty Analysis 15 Integrated Sciences Group
1 , a a f ( ) = 2a 0, otherwise ,
a u = 3
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Applicability
Applicable to
Digital Resolution Error Quantization Error RF Phase Angle
Comments
Arguments for Use
Lack of Knowledge Use in case you know nothing about the error other than its bounding limits. Easy Out Divide bounding limits by root 3
Equivalent to assuming a normal distribution with 91.67% in-tolerance probability. GUM, Sec 4.3.7: When a component of uncertainty is determined in this manner contributes significantly to the uncertainty of a measurement result, it is prudent to obtain additional data for its further evaluation.
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Students t Distribution
f ()
+1 2 (1 + x 2 / ) ( +1) / 2 f ( x) = 2
= Degrees of Freedom
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Students t Distribution
Applicability
Computation of Confidence Limits for Normally Distributed Errors with Known Degrees of Freedom ( ) Statistical testing of hypotheses
Equivalence of laboratories (MAPs) Significance of curve fit linear slope etc.
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Basic Concepts
Type B
1 n 2 ux = ( xi x ) 2 n 1 i =1
Estimate heuristically from Error Limits and a Containment Probability (Confidence Level) Choose the appropriate error distribution
Introduction to Uncertainty Analysis 21 Integrated Sciences Group
Direct Measurements
Definition Error Sources The Error Model Combined Uncertainty Error Source Correlations Degrees of Freedom Error Source Uncertainties
Introduction to Uncertainty Analysis 22 Integrated Sciences Group
Direct Measurements
Definition
The value of an attribute is measured directly by comparison with a measurement reference (device)
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Direct Measurements
Error Sources
Parameter Bias Random Error (Repeatability) Resolution Error Operator Bias (Reproducibility) Environmental Factors
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Direct Measurements
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Direct Measurements
Combined Uncertainty
The Uncertainty in x
u x = var( x )
Direct Measurements
Direct Measurements
Degrees of Freedom
The amount of information used in obtaining an uncertainty estimate Determined for each error source E.g., bias degrees of freedom =
=
x
x ,bias
u x ,i
x ,i
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Uncertainty Sidekick
Interactive Tool for Estimating Uncertainty in Measurement
Uncertainty Estimated for Direct Measurements Uncertainty Estimated from Technical Data and User Knowledge Data and Technical Knowledge Entered in Special Formats Statistics and other Math Performed in Background Built-in Interface to Measurement Units Database Includes Bayesian Analysis of Measurement Results Report Preview, Export and Printing Analysis File Save / Open
Files can be opened in Sidekick, Sidekick Pro and UncertaintyAnalyzer
Introduction to Uncertainty Analysis 30 Integrated Sciences Group
Uncertainty Sidekick
Measurement Configuration Measurement Area and Units Nominal Value Measurement Reference
Analysis Setup
Subject Parameter
Operator
Environment
Uncertainty Sidekick
Example
HP 973A Digital Multimeter Calibration
Accuracy: 0.1% of reading Resolution: 1 mV
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Error Sources
Bias in the Fluke 732B Reference Error in Stability of the Fluke 732B Repeatability Error HP732A DMM Resolution Error
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Analysis Procedure
Setup the Analysis Define the Subject Parameter (DMM)
Bias Uncertainty Resolution Repeatability
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Specs:
Accuracy: 0.1% of reading Resolution: 1 mV
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Bayesian Analysis:
0.5333 mV Estimated Bias 6.1074 mV Bias Uncertainty 100% In-Tolerance Probability
Introduction to Uncertainty Analysis 40 Integrated Sciences Group
Recap
Uncertainty = Error Standard Deviation Error Sources
bias, random, resolution, operator, environment, etc.
Direct Measurements
The value of an attribute is measured directly by comparison with a measurement reference (device)
Correlations
Dependence of error sources on one another
Type A Analysis
Mean, Standard Deviation and Degrees of Freedom estimated from Measured Values
Type B Analysis
Standard Deviation computed from Error Limits and Containment Probability Estimate Degrees of Freedom Select Appropriate Distribution
Introduction to Uncertainty Analysis 41 Integrated Sciences Group