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Transcript of Valutazione dell’incertezza di misura - INRiM · • ILAC-G8:03/2009, Guidelines on the reporting...
nome date e luogo della conferenza
Valutazione dellrsquoincertezza di misura
Francesca Pennecchi (INRIM)
Formazione il controllo dei metodi (9112017)
nome date e luogo della conferenza
The GUMThe Guide to the expression of uncertainty in measurement (GUM) was published in 1993 by BIPM IEC IFCC ISO IUPAC IUPAP and OIMLThe organizations who supported the development of this Guide are
- BIPM Bureau International des Poids et Mesures
- IEC International Electrotechnical Commission
- ILAC International Laboratory Accreditation Cooperation(officially joined the seven founding international organizations in 2005)
- IFCC International Federation of Clinical Chemistry(now International Federation of Clinical Chemistry and Laboratory Medicine)
- ISO International Organization for Standardization
- IUPAC International Union of Pure and Applied Chemistry
- IUPAP International Union of Pure and Applied Physics
- OlML International Organization of Legal Metrology 2
nome date e luogo della conferenza
JCGMhttpwwwbipmorgencommitteesjcjcgm
3
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
Recently the Working Group 1 of the Joint Committee for Guides in Metrology (JCGM-WG1) also published two supplements to the GUM and it is currently developing a number of new documents in order to
overcome some of the limitations intrinsic in the GUM approach4
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
5
Relevant UNI standards
30 risultati con laquoincertezzaraquo nel titolo
6
bull UNI CEI 70098-32016 Incertezza di misura - Parte 3 Guida allespressione dellincertezza di misura (recepisce la ISOIEC 98-32008)bull UNI CEI 700992008 Vocabolario Internazionale di Metrologia - Concetti fondamentali e generali e termini correlati (VIM) (recepisce la ISOIEC 992007)bull ISOTS 217482010 Guide to the use of repeatability reproducibility and trueness estimates in measurement uncertainty estimationbull ISOTS 217492005 Measurement uncertainty for metrological applications -- Repeated measurements and nested experiments
bull S L R Ellison A Williams (Eds) Quantifying uncertainty in analytical measurement 3rd Edition EurachemCITAC 2012 ISBN 978-0-948926-30-3 (wwweurachemorg)bull S L R Ellison A Williams Use of uncertainty information in compliance assessment EurachemCITAC 2007 (wwweurachemorg)bull ILAC-G8032009 Guidelines on the reporting of compliance with specification (wwwilacorg)bull ILAC-G172002 Introducing the concept of uncertainty of measurement in testing in association with the application of the standard ISOIEC 17025 (wwwilacorg)bull B Magnusson T Naumlykki H Hovind M Krysell Handbook for calculation of measurement uncertainty in environmental laboratories Nordtest Report TR 537 ed 312012 (wwwnordtestinfo)bull EA-416 EA guidelines on the expression of uncertainty in quantitative testing 2003 (wwweuropean-accreditationorg)bull EA-402 M Expression of the uncertainty of measurement in calibration 2013 (wwweuropean-accreditationorg)bull N Majcen P Taylor T Martišius A Menditto M Patriarca Practical examples on traceability measurement uncertainty and validation in chemistry Vol 2 2011 European Commission Joint Research Centre (httpsbookshopeuropaeuenhome)
bull B Magnusson and U Oumlrnemark (eds) Eurachem Guide The Fitness for Purpose of Analytical Methods ndash A Laboratory Guide to Method Validation and Related Topics (2nd ed 2014) ISBN 978-91-87461-59-0 Tradotta in italiano da E Gregori M Patriarca e M Sega (httpswwweurachemorgimagesstoriesGuidespdfMV_guide_2nd_ed_ITpdf)
Relevant standards and guides
7
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
nome date e luogo della conferenza
The GUMThe Guide to the expression of uncertainty in measurement (GUM) was published in 1993 by BIPM IEC IFCC ISO IUPAC IUPAP and OIMLThe organizations who supported the development of this Guide are
- BIPM Bureau International des Poids et Mesures
- IEC International Electrotechnical Commission
- ILAC International Laboratory Accreditation Cooperation(officially joined the seven founding international organizations in 2005)
- IFCC International Federation of Clinical Chemistry(now International Federation of Clinical Chemistry and Laboratory Medicine)
- ISO International Organization for Standardization
- IUPAC International Union of Pure and Applied Chemistry
- IUPAP International Union of Pure and Applied Physics
- OlML International Organization of Legal Metrology 2
nome date e luogo della conferenza
JCGMhttpwwwbipmorgencommitteesjcjcgm
3
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
Recently the Working Group 1 of the Joint Committee for Guides in Metrology (JCGM-WG1) also published two supplements to the GUM and it is currently developing a number of new documents in order to
overcome some of the limitations intrinsic in the GUM approach4
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
5
Relevant UNI standards
30 risultati con laquoincertezzaraquo nel titolo
6
bull UNI CEI 70098-32016 Incertezza di misura - Parte 3 Guida allespressione dellincertezza di misura (recepisce la ISOIEC 98-32008)bull UNI CEI 700992008 Vocabolario Internazionale di Metrologia - Concetti fondamentali e generali e termini correlati (VIM) (recepisce la ISOIEC 992007)bull ISOTS 217482010 Guide to the use of repeatability reproducibility and trueness estimates in measurement uncertainty estimationbull ISOTS 217492005 Measurement uncertainty for metrological applications -- Repeated measurements and nested experiments
bull S L R Ellison A Williams (Eds) Quantifying uncertainty in analytical measurement 3rd Edition EurachemCITAC 2012 ISBN 978-0-948926-30-3 (wwweurachemorg)bull S L R Ellison A Williams Use of uncertainty information in compliance assessment EurachemCITAC 2007 (wwweurachemorg)bull ILAC-G8032009 Guidelines on the reporting of compliance with specification (wwwilacorg)bull ILAC-G172002 Introducing the concept of uncertainty of measurement in testing in association with the application of the standard ISOIEC 17025 (wwwilacorg)bull B Magnusson T Naumlykki H Hovind M Krysell Handbook for calculation of measurement uncertainty in environmental laboratories Nordtest Report TR 537 ed 312012 (wwwnordtestinfo)bull EA-416 EA guidelines on the expression of uncertainty in quantitative testing 2003 (wwweuropean-accreditationorg)bull EA-402 M Expression of the uncertainty of measurement in calibration 2013 (wwweuropean-accreditationorg)bull N Majcen P Taylor T Martišius A Menditto M Patriarca Practical examples on traceability measurement uncertainty and validation in chemistry Vol 2 2011 European Commission Joint Research Centre (httpsbookshopeuropaeuenhome)
bull B Magnusson and U Oumlrnemark (eds) Eurachem Guide The Fitness for Purpose of Analytical Methods ndash A Laboratory Guide to Method Validation and Related Topics (2nd ed 2014) ISBN 978-91-87461-59-0 Tradotta in italiano da E Gregori M Patriarca e M Sega (httpswwweurachemorgimagesstoriesGuidespdfMV_guide_2nd_ed_ITpdf)
Relevant standards and guides
7
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
nome date e luogo della conferenza
JCGMhttpwwwbipmorgencommitteesjcjcgm
3
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
Recently the Working Group 1 of the Joint Committee for Guides in Metrology (JCGM-WG1) also published two supplements to the GUM and it is currently developing a number of new documents in order to
overcome some of the limitations intrinsic in the GUM approach4
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
5
Relevant UNI standards
30 risultati con laquoincertezzaraquo nel titolo
6
bull UNI CEI 70098-32016 Incertezza di misura - Parte 3 Guida allespressione dellincertezza di misura (recepisce la ISOIEC 98-32008)bull UNI CEI 700992008 Vocabolario Internazionale di Metrologia - Concetti fondamentali e generali e termini correlati (VIM) (recepisce la ISOIEC 992007)bull ISOTS 217482010 Guide to the use of repeatability reproducibility and trueness estimates in measurement uncertainty estimationbull ISOTS 217492005 Measurement uncertainty for metrological applications -- Repeated measurements and nested experiments
bull S L R Ellison A Williams (Eds) Quantifying uncertainty in analytical measurement 3rd Edition EurachemCITAC 2012 ISBN 978-0-948926-30-3 (wwweurachemorg)bull S L R Ellison A Williams Use of uncertainty information in compliance assessment EurachemCITAC 2007 (wwweurachemorg)bull ILAC-G8032009 Guidelines on the reporting of compliance with specification (wwwilacorg)bull ILAC-G172002 Introducing the concept of uncertainty of measurement in testing in association with the application of the standard ISOIEC 17025 (wwwilacorg)bull B Magnusson T Naumlykki H Hovind M Krysell Handbook for calculation of measurement uncertainty in environmental laboratories Nordtest Report TR 537 ed 312012 (wwwnordtestinfo)bull EA-416 EA guidelines on the expression of uncertainty in quantitative testing 2003 (wwweuropean-accreditationorg)bull EA-402 M Expression of the uncertainty of measurement in calibration 2013 (wwweuropean-accreditationorg)bull N Majcen P Taylor T Martišius A Menditto M Patriarca Practical examples on traceability measurement uncertainty and validation in chemistry Vol 2 2011 European Commission Joint Research Centre (httpsbookshopeuropaeuenhome)
bull B Magnusson and U Oumlrnemark (eds) Eurachem Guide The Fitness for Purpose of Analytical Methods ndash A Laboratory Guide to Method Validation and Related Topics (2nd ed 2014) ISBN 978-91-87461-59-0 Tradotta in italiano da E Gregori M Patriarca e M Sega (httpswwweurachemorgimagesstoriesGuidespdfMV_guide_2nd_ed_ITpdf)
Relevant standards and guides
7
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
Recently the Working Group 1 of the Joint Committee for Guides in Metrology (JCGM-WG1) also published two supplements to the GUM and it is currently developing a number of new documents in order to
overcome some of the limitations intrinsic in the GUM approach4
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
5
Relevant UNI standards
30 risultati con laquoincertezzaraquo nel titolo
6
bull UNI CEI 70098-32016 Incertezza di misura - Parte 3 Guida allespressione dellincertezza di misura (recepisce la ISOIEC 98-32008)bull UNI CEI 700992008 Vocabolario Internazionale di Metrologia - Concetti fondamentali e generali e termini correlati (VIM) (recepisce la ISOIEC 992007)bull ISOTS 217482010 Guide to the use of repeatability reproducibility and trueness estimates in measurement uncertainty estimationbull ISOTS 217492005 Measurement uncertainty for metrological applications -- Repeated measurements and nested experiments
bull S L R Ellison A Williams (Eds) Quantifying uncertainty in analytical measurement 3rd Edition EurachemCITAC 2012 ISBN 978-0-948926-30-3 (wwweurachemorg)bull S L R Ellison A Williams Use of uncertainty information in compliance assessment EurachemCITAC 2007 (wwweurachemorg)bull ILAC-G8032009 Guidelines on the reporting of compliance with specification (wwwilacorg)bull ILAC-G172002 Introducing the concept of uncertainty of measurement in testing in association with the application of the standard ISOIEC 17025 (wwwilacorg)bull B Magnusson T Naumlykki H Hovind M Krysell Handbook for calculation of measurement uncertainty in environmental laboratories Nordtest Report TR 537 ed 312012 (wwwnordtestinfo)bull EA-416 EA guidelines on the expression of uncertainty in quantitative testing 2003 (wwweuropean-accreditationorg)bull EA-402 M Expression of the uncertainty of measurement in calibration 2013 (wwweuropean-accreditationorg)bull N Majcen P Taylor T Martišius A Menditto M Patriarca Practical examples on traceability measurement uncertainty and validation in chemistry Vol 2 2011 European Commission Joint Research Centre (httpsbookshopeuropaeuenhome)
bull B Magnusson and U Oumlrnemark (eds) Eurachem Guide The Fitness for Purpose of Analytical Methods ndash A Laboratory Guide to Method Validation and Related Topics (2nd ed 2014) ISBN 978-91-87461-59-0 Tradotta in italiano da E Gregori M Patriarca e M Sega (httpswwweurachemorgimagesstoriesGuidespdfMV_guide_2nd_ed_ITpdf)
Relevant standards and guides
7
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
nome date e luogo della conferenza
httpwwwbipmorgenpublicationsguides
5
Relevant UNI standards
30 risultati con laquoincertezzaraquo nel titolo
6
bull UNI CEI 70098-32016 Incertezza di misura - Parte 3 Guida allespressione dellincertezza di misura (recepisce la ISOIEC 98-32008)bull UNI CEI 700992008 Vocabolario Internazionale di Metrologia - Concetti fondamentali e generali e termini correlati (VIM) (recepisce la ISOIEC 992007)bull ISOTS 217482010 Guide to the use of repeatability reproducibility and trueness estimates in measurement uncertainty estimationbull ISOTS 217492005 Measurement uncertainty for metrological applications -- Repeated measurements and nested experiments
bull S L R Ellison A Williams (Eds) Quantifying uncertainty in analytical measurement 3rd Edition EurachemCITAC 2012 ISBN 978-0-948926-30-3 (wwweurachemorg)bull S L R Ellison A Williams Use of uncertainty information in compliance assessment EurachemCITAC 2007 (wwweurachemorg)bull ILAC-G8032009 Guidelines on the reporting of compliance with specification (wwwilacorg)bull ILAC-G172002 Introducing the concept of uncertainty of measurement in testing in association with the application of the standard ISOIEC 17025 (wwwilacorg)bull B Magnusson T Naumlykki H Hovind M Krysell Handbook for calculation of measurement uncertainty in environmental laboratories Nordtest Report TR 537 ed 312012 (wwwnordtestinfo)bull EA-416 EA guidelines on the expression of uncertainty in quantitative testing 2003 (wwweuropean-accreditationorg)bull EA-402 M Expression of the uncertainty of measurement in calibration 2013 (wwweuropean-accreditationorg)bull N Majcen P Taylor T Martišius A Menditto M Patriarca Practical examples on traceability measurement uncertainty and validation in chemistry Vol 2 2011 European Commission Joint Research Centre (httpsbookshopeuropaeuenhome)
bull B Magnusson and U Oumlrnemark (eds) Eurachem Guide The Fitness for Purpose of Analytical Methods ndash A Laboratory Guide to Method Validation and Related Topics (2nd ed 2014) ISBN 978-91-87461-59-0 Tradotta in italiano da E Gregori M Patriarca e M Sega (httpswwweurachemorgimagesstoriesGuidespdfMV_guide_2nd_ed_ITpdf)
Relevant standards and guides
7
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
Relevant UNI standards
30 risultati con laquoincertezzaraquo nel titolo
6
bull UNI CEI 70098-32016 Incertezza di misura - Parte 3 Guida allespressione dellincertezza di misura (recepisce la ISOIEC 98-32008)bull UNI CEI 700992008 Vocabolario Internazionale di Metrologia - Concetti fondamentali e generali e termini correlati (VIM) (recepisce la ISOIEC 992007)bull ISOTS 217482010 Guide to the use of repeatability reproducibility and trueness estimates in measurement uncertainty estimationbull ISOTS 217492005 Measurement uncertainty for metrological applications -- Repeated measurements and nested experiments
bull S L R Ellison A Williams (Eds) Quantifying uncertainty in analytical measurement 3rd Edition EurachemCITAC 2012 ISBN 978-0-948926-30-3 (wwweurachemorg)bull S L R Ellison A Williams Use of uncertainty information in compliance assessment EurachemCITAC 2007 (wwweurachemorg)bull ILAC-G8032009 Guidelines on the reporting of compliance with specification (wwwilacorg)bull ILAC-G172002 Introducing the concept of uncertainty of measurement in testing in association with the application of the standard ISOIEC 17025 (wwwilacorg)bull B Magnusson T Naumlykki H Hovind M Krysell Handbook for calculation of measurement uncertainty in environmental laboratories Nordtest Report TR 537 ed 312012 (wwwnordtestinfo)bull EA-416 EA guidelines on the expression of uncertainty in quantitative testing 2003 (wwweuropean-accreditationorg)bull EA-402 M Expression of the uncertainty of measurement in calibration 2013 (wwweuropean-accreditationorg)bull N Majcen P Taylor T Martišius A Menditto M Patriarca Practical examples on traceability measurement uncertainty and validation in chemistry Vol 2 2011 European Commission Joint Research Centre (httpsbookshopeuropaeuenhome)
bull B Magnusson and U Oumlrnemark (eds) Eurachem Guide The Fitness for Purpose of Analytical Methods ndash A Laboratory Guide to Method Validation and Related Topics (2nd ed 2014) ISBN 978-91-87461-59-0 Tradotta in italiano da E Gregori M Patriarca e M Sega (httpswwweurachemorgimagesstoriesGuidespdfMV_guide_2nd_ed_ITpdf)
Relevant standards and guides
7
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
bull UNI CEI 70098-32016 Incertezza di misura - Parte 3 Guida allespressione dellincertezza di misura (recepisce la ISOIEC 98-32008)bull UNI CEI 700992008 Vocabolario Internazionale di Metrologia - Concetti fondamentali e generali e termini correlati (VIM) (recepisce la ISOIEC 992007)bull ISOTS 217482010 Guide to the use of repeatability reproducibility and trueness estimates in measurement uncertainty estimationbull ISOTS 217492005 Measurement uncertainty for metrological applications -- Repeated measurements and nested experiments
bull S L R Ellison A Williams (Eds) Quantifying uncertainty in analytical measurement 3rd Edition EurachemCITAC 2012 ISBN 978-0-948926-30-3 (wwweurachemorg)bull S L R Ellison A Williams Use of uncertainty information in compliance assessment EurachemCITAC 2007 (wwweurachemorg)bull ILAC-G8032009 Guidelines on the reporting of compliance with specification (wwwilacorg)bull ILAC-G172002 Introducing the concept of uncertainty of measurement in testing in association with the application of the standard ISOIEC 17025 (wwwilacorg)bull B Magnusson T Naumlykki H Hovind M Krysell Handbook for calculation of measurement uncertainty in environmental laboratories Nordtest Report TR 537 ed 312012 (wwwnordtestinfo)bull EA-416 EA guidelines on the expression of uncertainty in quantitative testing 2003 (wwweuropean-accreditationorg)bull EA-402 M Expression of the uncertainty of measurement in calibration 2013 (wwweuropean-accreditationorg)bull N Majcen P Taylor T Martišius A Menditto M Patriarca Practical examples on traceability measurement uncertainty and validation in chemistry Vol 2 2011 European Commission Joint Research Centre (httpsbookshopeuropaeuenhome)
bull B Magnusson and U Oumlrnemark (eds) Eurachem Guide The Fitness for Purpose of Analytical Methods ndash A Laboratory Guide to Method Validation and Related Topics (2nd ed 2014) ISBN 978-91-87461-59-0 Tradotta in italiano da E Gregori M Patriarca e M Sega (httpswwweurachemorgimagesstoriesGuidespdfMV_guide_2nd_ed_ITpdf)
Relevant standards and guides
7
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
8
Scope
- General rules for evaluating and expressing uncertainty inmeasurement at various levels of accuracy and in many fields mdash fromthe shop floor to fundamental research
- Principles applicable to a broad spectrum of measurements
- Expression of uncertainty in the measurement of a well-definedphysical quantity mdash the measurand mdash that can be characterized by anessentially unique value
The GUM (JCGM 1002008)
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
9
311 The objective of a measurement is to determine the value of the measurand that is the value of the particular to be measuredA measurement therefore begins with an appropriate specification of the measurand the method of measurement and the measurement procedure
Definitions concepts metrological terms
Set of operations having the object of determining a value of a quantity
Magnitude of a particular quantity expressed as a unit of measurement multiplied by a number EXAMPLE Mass of a body 0152 kg or 152 g
From the International vocabulary of basic and general terms in metrology (VIM)
Particular quantity subject to measurementEXAMPLE Vapour pressure of a given sample of water at 20 degC
Logical sequence of operations described generically used in the performance of measurements
Set of operations described specifically used in the performance of particular measurements according to a given method
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
10
B211result of a measurementvalue attributed to a measurand obtained by measurement
NOTE 2 A complete statement of the result of a measurement includes information about the uncertainty of measurement
B218uncertainty (of measurement)parameter associated with the result of a measurement that characterizes the dispersion of the values that could reasonably be attributed to the measurand
It is an estimate of the value of the measurand
It indicates the degree of reliability in the result
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
11
315 Variations in repeated observations are assumed to arise becauseinfluence quantities that can affect the measurement result are not heldcompletely constant
316 The mathematical model of the measurement that transforms the set ofrepeated observations into the measurement result is of critical importancebecause in addition to the observations it generally includes various influencequantities that are inexactly known This lack of knowledge contributes to theuncertainty of the measurement result as do the variations of the repeatedobservations and any uncertainty associated with the mathematical model itself
quantity that is not the measurand but that affects the result of the measurement
Random errors arise from unpredictable or stochastic temporal and spatial variations of influence quantities random effects give rise to variations in repeated observations of the measurand
Systematic errors likerandom errors cannot beeliminated but they canoften be reduced by acorrection or correctionfactor
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
12
B214accuracy of measurementcloseness of the agreement between the result of a measurement and a true value of the measurandhellipNOTE 2 The term precision should not be used for ldquoaccuracyrdquo
215 [JCGM 2002012 International vocabulary of metrology ndash Basic and general concepts and associated terms (VIM)]measurement precisioncloseness of agreement between indications or measured quantity values obtained by replicate measurements on the same or similar objects under specified conditionshellipNOTE 2 The lsquospecified conditionsrsquo can be for examplerepeatability conditions of measurement hellip orreproducibility conditions of measurement hellip
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
13
B215repeatability (of results of measurements)
closeness of the agreement between the results of successive measurements of the same measurand carried out under the same conditions of measurementNOTE 1 These conditions are called repeatability conditionsNOTE 2 Repeatability conditions includemdash the same measurement proceduremdash the same observermdash the same measuring instrument used under the same conditionsmdash the same locationmdash repetition over a short period of time
B216reproducibility (of results of measurements)closeness of the agreement between the results of measurements of the same measurand carried out under changed conditions of measurementNOTE 1 A valid statement of reproducibility requires specification of the conditions changedNOTE 2 The changed conditions may includemdash principle of measurementmdash method of measurementmdash observermdash measuring instrumentmdash reference standardmdash locationmdash conditions of usemdash time
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
14
332 In practice there are many possible sources of uncertainty in a measurement including
a) incomplete definition of the measurandb) imperfect reaIization of the definition of the measurandc) nonrepresentative sampling mdash the sample measured may not represent the defined measurandd) inadequate knowledge of the effects of environmental conditions on the measurement or imperfect measurement of environmental conditionse) personal bias in reading analogue instrumentsf) finite instrument resolution or discrimination thresholdg) inexact values of measurement standards and reference materialsh) inexact values of constants and other parameters obtained from external sources and used in the data-reduction algorithmi) approximations and assumptions incorporated in the measurement method and procedurej) variations in repeated observations of the measurand under apparently identical conditions
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
15
ERRORS
SystematicRandom
Type A Type B
UNCERTAINTIES
Example variations in the influence quantities
Example drift of a standard or of an instrument
Solution apply a correction or a correction factor
Evaluation statistical analysis of series of observations ie by means of sample standard deviations
Evaluation standard deviation of assumed probability distributions based on experience or other information
Solution increase the number of measurements
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
16
334 The purpose of the Type A and Type B classification is to indicate the twodifferent ways of evaluating uncertainty components and is for convenienceof discussion only the classification is not meant to indicate that there is anydifference in the nature of the components resulting from the two types ofevaluation Both types of evaluation are based on probability distributionsand the uncertainty components resulting from either type are quantified byvariances or standard deviations
NXXXfY 21
Nxxxfy 21
Measurement model
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
17
Evaluation of the input standard uncertaintiesType A when n repeated independent observations Xik of Xiare available
n
kkii x
nx
1
1
n
kikii xx
nnxu
1
2
2 )()1(
11)(
Estimate of Xi
Experimental varianceof the mean xi
)()( 2ii xuxu Type A standard uncertainty associated with xi
1 ni Degrees of freedom for u(xi)
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
18
)( i
i
xux
2
)()(
21
i
ii xu
xu
Evaluation of the input standard uncertaintiesType B whenever repeated observations Xik of Xi are NOT available
Estimate of Xi
Type B standard uncertainty associated with xi
Degrees of freedom for u(xi)
Type B standard uncertainty is evaluated by scientific judgement based on all of the available information on the possible variability of Xi such as
previous measurement dataexperience with or general knowledge of the behaviour and properties of relevant
materials and instrumentsmanufacturers specificationsdata provided in calibration and other certificatesuncertainties assigned to reference data taken from handbooks
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
19
Type B cont
Examples
An uncertainty defines an interval I having 95 level of confidence normal distributionu = I 196
A quantity value lies within the interval a- to a+ rectangular distributionu = (a+ - a-)radic12
A quantity value cycles sinusoidally within the interval a- to a+ U-shaped (arcsine) distribution u = (a+ - a-)radic8
682 coverage interval
577 coverage interval
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
20
yukU cExpanded uncertainty
AIM 1 calculate the uncertainty associated with y
AIM 2 calculate the expanded uncertainty associated with y
Nxxxfy 21
1xu 2xu Nxu
Input standard uncertainties
yuc
Output standard uncertainty
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
21
)( )( 22
1
2i
N
i ic xu
xfyu )( 2
1
1 1ji
N
i
N
ij ji
xxuxf
xf
)( )( )( 21
1 1jiji
N
i
N
ij ji
xuxuxxrxf
xf
OR
Solution to AIM 1 Law of propagation of uncertainty (LPU)
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
22
Where
)( ixu
ixf
)( ji xxu
)()()(
)(ji
jiji xuxu
xxuxxr
Standard uncertainty associated with xi
Sensitivity coefficient it describes how the output estimate y varies with changes in thevalues of the input estimate xi
(Estimated) covariance between Xi and Xj
(Estimated) correlation coefficientbetween Xi and Xj
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
23
Solution to AIM 2 multiply the combined standard uncertainty uc(y) by a coverage factor k
- Interval [y minus U y + U] is a coverage interval at a desired coverage probability p ie it is expected to encompass a large fraction of the distribution of values that could reasonably be attributed to the measurand
- Coverage factor k depends on p (ie 95 or 99 ) and on the form of the probability distribution modelling the measurement result
yukU c
How to choose k
bull Y can be approximated by a normal distribution if- input ui are all of the same order of magnitude- no type A unc with few degrees of freedom dominating- no type B unc resulting from a rectangular distribution
dominating- the number N if input quantities is hight
bull Y can be approximated by a a (Studentrsquos) t-distribution with effective degrees of freedom eff provided by the Welch-Satterthwaite formula
)(
)(
1
4
4
N
i i
i
ceff yu
yu
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
24
Simple example a length measurement
TLL m 201 20
bullL20 is the measurand ie the length at 20 degC of an artifact
bullLm instrumental observationindication
bullα coefficient of thermal expansion of the artifact being measured
bull(20-T) deviation in temperature from the 20 degC reference temperature
Measurement model
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
25
Available information on the input quantities
bull n = 5 independent repeated observations of Lm from whichsample mean lm = 800 mm and sample standard deviation s = 10 mmType A evaluation u(lm) = sradicn = 10radic5 = 447 mm with 1 = 4 degrees of freedom
bull Plausible values of the thermal coefficient are encompassed in the interval [23middot10-6 27middot10-6]degC-1 hence α = (27+23)middot10-62 = 25 middot10-6 degC-1 Type B evaluation assuming a uniform (rectangular) distributionR(23middot10-6 27middot10-6) u(α) = (27-23)middot10-6radic12 = 115 middot10-6 degC-1 with 2 = 50 degrees of freedom
bull Temperature at the time of the individual observations was not recorded The range of temperature variation is [17 33]degC and it is said to represent the amplitude of an approximately cyclical variation in time of the temperature under a thermostatic system hence t = (17+33)2 = 25degC Type B evaluation assuming a U-shaped distribution u(t) = (33-17)(2radic2) = 566degC Let us suppose that the value of u(t) is reliable to about 25 This may be taken to mean that the relative uncertainty of the uncertainty is ∆u(xi)u(xi) = 025 hence 3 = (025)minus22 = 8
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
26
Measurand estimate
mm 9799252010251 800 620 l
1-20
20
20
20
Cmm 002
Cmm 1520020
0999875201
201 model From
m
m
m
m
LT
L
TLL
TLL
TLLLPU
mm 474)(
mm 98919mm 00128 00003 975919)()( 2222
1
2
yu
xuxfyu
c
i
N
i ic
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
27
Coverage interval at 95 level of confidence
40044
8000016
50109
40366993
39956)(
)(8
1
4
4
N
i i
i
ceff yu
yu
mm ]33812 47787[][
mm 4312mm 474782 )(
9502095020
20eff950950
UlUllutU c
NB If we were using the Normal approximation (k = 196) we would have been a much narrower interval
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
28
There are situations where the GUM uncertainty framework might not be satisfactory including those where
a) the measurement function is highly non-linearb) the probability distributions for the input quantities are asymmetricc) the uncertainty contributions |c1|u(x1) hellip |cN|u(xN) are not of approximately the same magnituded) the probability distribution for the output quantity is either asymmetric or not a Gaussian or a scaled-and-shifted t-distributione) the partial derivatives (or numerical approximations to them) can be difficult to be provided for complicated measurement modelsf) the input quantities are not independentg) there is more than one measurand
Limitations to the GUM applicability
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
29
JCGM 1012008 - Numerical Methods for the Propagation of Distributions
ldquohellipThis Supplement is concerned with the concept of the propagation of probability distributions through a model of measurement as a basis for the evaluation of uncertainty of measurement and its implementation by Monte Carlo simulationhellip In particular the provision of the probability density function for the output quantity value permits the determination of a coverageinterval for that value corresponding to a prescribed coverageprobabilityhelliprdquo
NXXXfY 21
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
30
JCGM 1022011 - The treatment of models with more than one output quantity
Nmm
N
N
xxxfy
xxxfyxxxfy
21
2122
2111
ldquohellipThe Guide to the Expression of
Uncertainty in Measurement deals mainlywith the case of one measurand (hellipthe univariate or scalar case) However thereexist several experimental situations in whichmore than one measurand are determinedsimultaneously from a common set of input quantities (hellipmultivariate or vectorcases) In these cases uncertainty propagation treated in Clause 5 of the GUM needs appropriate extensionhelliprdquo
ji
N
i
N
j j
h
i
khk xx
xy
xyyy covcov
1 1
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
31
LPU vs MC method an example on
M Sega F Pennecchi S Rinaldi F Rolle Analytica Chimica Acta Volume 920 pp 10 ndash 17 (2016)
ldquoUncertainty evaluation for the quantification of low masses of benzo[a]pyrene Comparison between the Law of Propagation of Uncertainty and the Monte Carlo methodrdquo
Use of an isotopically labelled compound as internal standard (IS) having the same characteristics of the analyte
ISc
cIS
mAmAf
ISE
ISEEE A
mAfm
The mass of BaP in the sample extracts is calculated according to
A response factor f is calculated from the chromatographic areas of BaP and IS (obtained as mean values of repeated analyses of the calibration solutions) and from their masses according to
EN 15594 ndash ldquoAir Quality ndash Standard method for the measurement of concentration of benzo[a]pyrene in ambient airrdquo (2008)
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
32
LPU vs MC method cont
Model equationISE
ISEEE A
mAfm
Uncertaintycomponentu(xi)
Uncertainty sourceStandard uncertainty
valueu(xi)
δmEδxiContribution to
u(mE) |δmEδxi|u(xi)
u(AISEmean)Peak area of the
internal std 42E+05 ua -14E-07 ng (ua)-1 60E-02 ng
u(f) BaP calibration factor 17E-02 67E-01 ng 11E-02 ng
u(AEmean) Peak area of BaP 10E+06 ua 53E-08 ng (ua)-1 55E-02 ng
u(mISE) Mass of internal std 36E-03 ng 16 60E-03 ng
cov(xi xj) δmEδxi δmEδxjContribution to
u2(mE)
cov(AISE AE) Covariance AISE and AE 43 E+11(ua)2 -77E-15 ng2 (ua)-2 -66E-03 ng2
cov(mISE f) Covariance mISE and f -32E-05 ng 11 ng -71E-05 ng2
uc(mE) = 0012 ng U(mE)= k095 uc(mE) = 0035 (k095 = 28) U(mE)rel = 86
Uncertainty budget for the mass of BaP in the sample obtained after the first extraction (high level)mE = 0405 ng
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
33
LPU vs MC method cont
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
34
The NIST Uncertainty Machinehttpsuncertaintynistgov
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
35
The NPL softwareshttpwwwnplcoukscience-technologymathematics-modelling-and-simulationproducts-and-servicesIn laquoSoftware Downloadsraquo
-10 -8 -6 -4 -2 0 2 4 6 8 10
0
002
004
006
008
01
012
014
016
018
02
Probability distribution for the output quantity
Value
Pro
babi
lity
dens
ity
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
36
The LNE-MCM 11 softwarehttpwwwlnefrfrlogicielsMCMlogiciel-lne-mcmasp
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
37
The MSL - MST software
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
httpswwwmslirlcrinzservicesspecialist-user-groupsmeasurement-software-toolkitmst-software
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39
38
The GUM Workbenchhttpwwwmetrodatadeindex_enhtml
PhD Course on ldquoThe evaluation of uncertainty in measurementrdquo ndash Cov Int amp Suppl 1
Thanks for the attention
39