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<strong><strong>Measure</strong>ment</strong> <strong>Uncertainty</strong><br />

A <strong>Measure</strong> <strong>of</strong> <strong>Confidence</strong><br />

Chua Sze Wey<br />

Head (Electrical Metrology) &<br />

Principal Metrologist<br />

<strong>National</strong> Metrology Centre


Agenda<br />

• A touch on measurement uncertainty<br />

• Evolution <strong>of</strong> the GUM<br />

• Update on the GUM<br />

& where you can get a copy for FREE !


The only certainty in life is uncertainty<br />

http://m.mfrtech.com/articles/25030.html


International vocabulary <strong>of</strong> metrology — Basic and general concepts<br />

and associated terms (VIM) -2008<br />

measurement uncertainty (uncertainty <strong>of</strong> measurement, uncertainty)<br />

non-negative parameter characterizing the dispersion <strong>of</strong> the quantity<br />

values being attributed to a measurand, based on the information<br />

used<br />

• NOTE 1 <strong><strong>Measure</strong>ment</strong> uncertainty includes components arising from systematic effects, such as<br />

components associated with corrections and the assigned quantity values <strong>of</strong> measurement<br />

standards, as well as the definitional uncertainty. Sometimes estimated systematic effects<br />

are not corrected for but, instead, associated measurement uncertainty components are<br />

incorporated.<br />

• NOTE 2 The parameter may be, for example, a standard deviation called standard<br />

measurement uncertainty (or a specified multiple <strong>of</strong> it), or the half-width <strong>of</strong> an interval, having a<br />

stated coverage probability.<br />

• NOTE 3 <strong><strong>Measure</strong>ment</strong> uncertainty comprises, in general, many components. Some <strong>of</strong> these may<br />

be evaluated by Type A evaluation <strong>of</strong> measurement uncertainty from the statistical distribution<br />

<strong>of</strong> the quantity values from series <strong>of</strong> measurements and can be characterized by standard<br />

deviations. The other components, which may be evaluated by Type B evaluation <strong>of</strong><br />

measurement uncertainty, can also be characterized by standard deviations, evaluated from<br />

probability density functions based on experience or other information.<br />

• NOTE 4 In general, for a given set <strong>of</strong> information, it is understood that the measurement<br />

uncertainty is associated with a stated quantity value attributed to the measurand. A modification<br />

<strong>of</strong> this value results in a modification <strong>of</strong> the associated uncertainty.


<strong><strong>Measure</strong>ment</strong> and uncertainty<br />

• Real measurements are never made under perfect<br />

conditions, flaws in the measurement may be visible or<br />

invisible.<br />

• “uncertainty” means doubt, and thus in its broadest<br />

sense “uncertainty <strong>of</strong> measurement” means doubt about<br />

the validity <strong>of</strong> the result <strong>of</strong> a measurement.<br />

• Every measurement is subject to some uncertainty.<br />

• A measurement result is only complete if it is<br />

accompanied by a statement <strong>of</strong> the uncertainty in the<br />

measurement.


<strong><strong>Measure</strong>ment</strong> and uncertainty<br />

• <strong>Uncertainty</strong> <strong>of</strong> measurement is thus an expression <strong>of</strong> the<br />

fact that, for a given measurand and a given result <strong>of</strong><br />

measurement <strong>of</strong> it, there is not one value but an infinite<br />

number <strong>of</strong> values dispersed about the result<br />

• The values are consistent with all <strong>of</strong> the observations<br />

and data and one's knowledge <strong>of</strong> the physical world, and<br />

that with varying degrees <strong>of</strong> credibility can be attributed<br />

to the measurand.


Where do uncertainties come from?<br />

– Measuring instrument<br />

Errors, bias, ageing, wear, drift, readability, noise and many other problems.<br />

– Item being measured<br />

which may not be stable<br />

– <strong><strong>Measure</strong>ment</strong> process<br />

the measurement itself may be difficult to make.<br />

– ‘Imported’ uncertainties<br />

calibration <strong>of</strong> instrument<br />

– Operator skill<br />

some measurements depend on the skill and judgment <strong>of</strong> the operator.<br />

– Sampling issues<br />

the measurements you make must be properly representative <strong>of</strong> the process<br />

you are trying to assess<br />

– Environment<br />

– Etc<br />

temperature, air pressure, humidity and many other conditions


How to estimate uncertainty<br />

• Uncertainties can be estimated using statistical analysis<br />

<strong>of</strong> a set <strong>of</strong> measurements, and using other kinds <strong>of</strong><br />

information about the measurement process.<br />

• There are established rules for how to calculate an<br />

overall estimate <strong>of</strong> uncertainty from these individual<br />

pieces <strong>of</strong> information.<br />

• When the uncertainty in a measurement is evaluated<br />

and stated, the fitness for purpose <strong>of</strong> the measurement<br />

can be properly judged.


<strong><strong>Measure</strong>ment</strong> <strong>Uncertainty</strong> Statement<br />

In1930’s, C.H. Meyers et al. at NBS and his colleagues<br />

conducted an elaborate experiment to determine the<br />

specific heat <strong>of</strong> ammonia.<br />

After several years <strong>of</strong> hard work, they completed the<br />

experiment and wrote a paper reporting their results.<br />

Toward the end <strong>of</strong> their paper, Meyers declared:


<strong><strong>Measure</strong>ment</strong> <strong>Uncertainty</strong> Statement<br />

“We think our reported value is good to 1 part in 10,000: we<br />

are willing to bet our own money at even odds that is<br />

correct to 2 parts in 10,000.<br />

Furthermore, if by any chance our value is shown to be in<br />

error by more that 1 part in 1000, we are prepared to eat<br />

the apparatus and drink the ammonia.”<br />

C.H. Meyers et al. (NBS 1930s)<br />

"Round Table Discussion <strong>of</strong> Statement <strong>of</strong> Data and Errors,"<br />

Nuclear Instruments Methods 112, 391 (1973).


The need <strong>of</strong> general rules for evaluating and<br />

expressing uncertainty in measurement<br />

• Reporting the result <strong>of</strong> a measurement requires a quantitative indication <strong>of</strong><br />

the quality <strong>of</strong> the result be given so that those who use it can assess its<br />

reliability.<br />

• Without such an indication, measurement results cannot be compared,<br />

either among themselves or with reference values given in a specification or<br />

standard.<br />

• It is therefore necessary that there be a readily implemented, easily<br />

understood, and generally accepted procedure for characterizing the quality<br />

<strong>of</strong> a result <strong>of</strong> a measurement, that is, for evaluating and expressing its<br />

uncertainty.<br />

• A worldwide consensus on the evaluation and expression <strong>of</strong> uncertainty in<br />

measurement would permit vast spectrum <strong>of</strong> measurement results in<br />

science, engineering, commerce, industry, and regulation to be readily<br />

understood and properly interpreted.<br />

• Imperative that the method for evaluating and expressing uncertainty be<br />

uniform throughout the world so that measurements performed in different<br />

countries can be easily compared in this era <strong>of</strong> the global marketplace


Development <strong>of</strong> GUM<br />

• Initiated by the International Committee on Weights and <strong>Measure</strong>s<br />

(CIPM) in 1977.<br />

• Recommendation INC–1 (1980), ‘Expression <strong>of</strong> experimental<br />

uncertainties’ by Working Group on the Statement <strong>of</strong> Uncertainties<br />

convened by the International Bureau <strong>of</strong> Weights and <strong>Measure</strong>s<br />

(BIPM).<br />

• CIPM approved the Recommendation in 1981, and reaffirmed it in<br />

1986.<br />

• International Organization for Standardization (ISO) formed<br />

Technical Advisory Group on Metrology (TAG4) with 6 other<br />

international organizations to develop a detailed guide based on the<br />

Recommendation.<br />

– BIPM,<br />

– International Electrotechnical Commission (IEC),<br />

– International Federation <strong>of</strong> Clinical Chemistry and Laboratory Medicine (IFCC),<br />

– International Union <strong>of</strong> Pure and Applied Chemistry (IUPAC),<br />

– International Union <strong>of</strong> Pure and Applied Physics (IUPAP) and<br />

– International Organization <strong>of</strong> Legal Metrology (OIML).


Development <strong>of</strong> GUM<br />

• Guide to the Expression <strong>of</strong> <strong>Uncertainty</strong> in <strong><strong>Measure</strong>ment</strong>’ (GUM) was<br />

published in 1993 and reprinted with minor corrections in 1995.<br />

• In 1997 a Joint Committee for Guides in Metrology (JCGM), chaired<br />

by the Director <strong>of</strong> the BIPM, was created by the seven international<br />

organizations that had originally prepared the GUM.<br />

• The JCGM Working Group ‘Expression <strong>of</strong> uncertainty in<br />

measurement’, has the task <strong>of</strong> promoting the use <strong>of</strong> the GUM and<br />

preparing supplements for its broad application and assumed<br />

responsibility for GUM from ISO TAG4.<br />

• In 1998 a further organization joined these seven international<br />

organizations, namely, the International Laboratory Accreditation<br />

Cooperation (ILAC).


ISO/IEC Guide 98-3:2008 <strong>Uncertainty</strong> <strong>of</strong> measurement<br />

Part 3: Guide to the expression <strong>of</strong> uncertainty in<br />

measurement


JCGM 100 : 2008<br />

Evaluation <strong>of</strong> measurement data- Guide to the<br />

expression <strong>of</strong> uncertainty in measurement


OIML G 1-100<br />

Evaluation <strong>of</strong> measurement data- Guide to the<br />

expression <strong>of</strong> uncertainty in measurement


Steps to evaluate the overall uncertainty<br />

1. Decide what you need to find out from your measurements.<br />

2. Identify what actual measurements and calculations are needed to produce<br />

the final result.<br />

3. Carry out the measurements needed.<br />

4. Estimate the contributing uncertainty <strong>of</strong> each input quantity that feeds into<br />

the final result.<br />

5. Evaluate each contribution by<br />

– Type A evaluations - uncertainty estimates using statistics<br />

– Type B evaluations - uncertainty estimates from any other information.<br />

6. Express all uncertainties in similar terms<br />

7. Decide whether the input quantities are independent <strong>of</strong> each other. If not,<br />

then some extra calculations are needed.<br />

8. Calculate the result <strong>of</strong> your measurement, including any known corrections<br />

for things such as calibration.<br />

9. Find the combined standard uncertainty from all the individual aspects.<br />

10.Expand the uncertainty in terms <strong>of</strong> a coverage factor together with a<br />

uncertainty interval, and state a level <strong>of</strong> confidence.<br />

11.Write down the measurement result and the uncertainty


New Development<br />

• Wide international dissemination and acceptance <strong>of</strong> the<br />

GUM<br />

• Its release in the mid-1990s has had a dramatic effect in<br />

improving the evaluation and reporting <strong>of</strong> measurement<br />

uncertainty<br />

• Timely to revise the GUM<br />

• The GUM revision will take the form <strong>of</strong> supplemental<br />

guides.


Evaluation <strong>of</strong> measurement data –<br />

Guide to the expression <strong>of</strong> uncertainty in measurement<br />

• The fundamental reference document<br />

JCGM 100:2008 Evaluation <strong>of</strong> measurement data – Guide to the<br />

expression <strong>of</strong> uncertainty in measurement<br />

• JCGM 104:2009 Evaluation <strong>of</strong> measurement data – An introduction<br />

to the GUM and related documents<br />

• JCGM 101:2008 Evaluation <strong>of</strong> measurement data – Supplement 1 to<br />

the GUM – Propagation <strong>of</strong> distributions using a Monte Carlo method<br />

• JCGM 102:2011 Evaluation <strong>of</strong> measurement data – Supplement 2 to<br />

the GUM– Extension to any number <strong>of</strong> output quantities<br />

• Evaluation <strong>of</strong> measurement data – The role <strong>of</strong> measurement<br />

uncertainty in conformity assessment<br />

• Evaluation <strong>of</strong> measurement data – Concepts and basic principles<br />

• Evaluation <strong>of</strong> measurement data – Supplement 3 to GUM –<br />

Modelling<br />

• Evaluation <strong>of</strong> measurement data – Applications <strong>of</strong> the least-squares<br />

method


‘Guide to the Expression <strong>of</strong> <strong>Uncertainty</strong> in<br />

<strong><strong>Measure</strong>ment</strong>’<br />

• Provides general rules for evaluating and expressing<br />

uncertainty in measurement<br />

• Applicable to a wide range <strong>of</strong> measurements and for use<br />

within standardization, calibration, laboratory<br />

accreditation and measurement services.<br />

• Reference document for evaluating and expressing<br />

uncertainty in a broad spectrum <strong>of</strong> measurements rather<br />

than detailed, technology-specific instructions.<br />

• May be necessary to develop particular<br />

guidelines/examples based on the Guide that deal with<br />

the problems peculiar to specific fields <strong>of</strong> measurement<br />

or with the various uses <strong>of</strong> quantitative expressions <strong>of</strong><br />

uncertainty”


http://www.bipm.org/en/publications/guides/gum.html


End <strong>of</strong> Presentation<br />

Any Question ?<br />

Email: chua_sze_wey@nmc.a-star.edu.sg

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