A measurement tells us about a property of something
Measurements are always made using an instrument
The result of a measurement has two parts:
Measurement Good Practice Guide No. 11 (Issue 2).
A Beginner’s Guide to Uncertainty of Measurement. Stephanie Bell.
Centre for Basic, Thermal and Length Metrology National Physical
Laboratory. UK
There are some processes that might seem to be measurements, but are not. For example
However, measurements may be part of the process of a test
Uncertainty of measurement is the doubt about the result of a measurement, due to
How big is the margin? How bad is the doubt?
We declare an interval: \([x_\text{min}, x_\text{max}]\)
Most of the time we write x ± 𝚫x
Example: 20cm ± 1cm
Do not to confuse error and uncertainty
Error is the difference between the measured and the “true” value
Uncertainty is a quantification of the doubt about the result
Whenever possible we try to correct for any known errors
But any error whose value we do not know is a source of uncertainty
The measuring instrument
The item being measured
The measurement process
‘Imported’ uncertainties
Operator skill
Sampling issues
The environment
instruments can suffer from errors including
wear,
drift,
poor readability,
noise,
etc.
The thing we measure may not be stable
For example, when we measure the size of an ice cube in a warm room
The measurement itself may be difficult to make
Measuring the weight of small animals presents particular difficulties
Calibration of your instrument has an uncertainty
One person may be better than another at reading fine detail by eye
The use of an a stopwatch depends on the reaction time of the operator
The measurements you make must be representative
If you are choosing samples from a production line, don’t always take the first ten made on a Monday morning
Temperature
Air pressure
Humidity
and many other conditions can affect the measuring instrument or the item being measured
A reading is one observation of the instrument
A measurement may require several reads
For example, to measure a length, we make two reads, and we calculate the difference
The measurement will accumulate the uncertainty
For a single read, the uncertainty depends at least on the instrument resolution
For example, my old water heater showed temperature with 5°C resolution: 50, 55, 60,…
If it shows 55°C, the real temperature is somewhere between 53°C and 57°C
We write 55°C ± 2.5°C
For a single read, 𝚫x = half of the resolution
This is a “one time” error
Every time we repeat a measurement with a sensitive instrument, we obtain slightly different results
Systematic error which always occurs, with the same value, when we use the instrument in the same way and in the same case
Random error which may vary from observation to another
Type A - uncertainty estimates using statistics
Type B - uncertainty estimates from any other information.
In most measurement situations, uncertainty evaluations of both types are needed
Measurement Good Practice Guide No. 11 (Issue 2). A Beginner’s Guide
to Uncertainty of Measurement.
Stephanie Bell. Centre for Basic, Thermal and Length Metrology National
Physical Laboratory. UK
There are other sources of uncertainty: noise
When the instrument resolution is good, we observe that the measured values change on every read
In many cases this is due to thermal effects, or other sources of noise
Usually the variability follows a Normal distribution
This would be the case when resolution is very high
Sum of two measurements:
\[(x ± 𝚫x) + (y ± 𝚫y) = (x+y) ±
(𝚫x+𝚫y)\]
Difference between measurements:
\[(x ± 𝚫x) - (y ± 𝚫y) = (x-y) ±
(𝚫x+𝚫y)\]
To calculate \((x ± 𝚫x) × (y ± 𝚫y)\) we first write the uncertainty as percentage
\[(x ± 𝚫x/x\%) × (y ± 𝚫y/y\%)\]
Then we sum the percentages:
\[xy ± (𝚫x/x + 𝚫y/y)\%\]
Finally we convert back to the original units:
\[xy ± xy(𝚫x/x + 𝚫y/y)\]
Assuming that the errors are small compared to the main value, we can find the error for any “reasonable” function
Taylor’s Theorem says that, for any derivable function \(f,\) we have
\[ f(x±𝚫x) = f(x) ± \frac{df}{dx}(x)\cdot 𝚫x + \frac{d^2f}{dx^2}(x+\varepsilon)\cdot \frac{𝚫x^2}{2} \]
When \(𝚫x\) is small, we can ignore the last part.
\[ \begin{aligned} (x ±𝚫x)^2& ≈ x^2 ± 2x\cdot𝚫x\\ & = x^2 ± 2x^2\cdot\frac{𝚫x}{x} \\ & = x^2 ± 2𝚫x\% \end{aligned} \]
because \[\frac{dx^2}{dx}=2x\]
\[ \begin{align} \sqrt{x ±𝚫x}& ≈ \sqrt x ± \frac{1}{2\sqrt x}\cdot 𝚫x\\ & = \sqrt x ± \frac{1}{2}\sqrt x\cdot \frac{𝚫x}{x}\\ & = \sqrt x ± \frac{1}{2}𝚫x\% \end{align} \]
because \[\frac{d\sqrt x}{dx}=\frac 1 {2\sqrt x}\]
These rules are “pessimistic”. They give the worst case
In general the “errors” can be positive or negative, and they tend to compensate
(This is valid only if the errors are independent)
In this case we can analyze uncertainty using the rules of probabilities
In this case, the value \(Δx\) will represent the standard deviation of the measurement
The standard deviation is the square root of the variance
Then, we combine variances using the rule
“The variance of a sum is the sum of the variances”
(Again, this is valid only if the errors are independent)
\[ \begin{align} (x ± Δx) + (y ± Δy) & = (x+y) ± \sqrt{Δx^2+Δy^2}\\ (x ± Δx) - (y ± Δy) & = (x-y) ± \sqrt{Δx^2+Δy^2}\\ (x ± Δx\%) \times (y ± Δy\%)& =x y ± \sqrt{Δx\%^2+Δy\%^2}\\ \frac{x ± Δx\%}{y ± Δy\%} & =\frac{x}{y} ± \sqrt{Δx\%^2+Δy\%^2} \end{align} \]
When using probabilistic rules we need to multiply the standard deviation by a constant k, associated with the confidence level
In most cases (but not all), the uncertainty follows a Normal distribution. In that case
Standard deviation of noise can be estimated from the data: \[s=\sqrt{\frac{1}{n-1}\sum_i (x_i - \bar x)^2}\]
If the measures are random, their average is also random
It has the same mean but less variance
Standard error of the average of samples is \[\frac{s}{\sqrt{n}}\]
Standard deviation of rectangular distribution is \[u=\frac{a}{\sqrt{3}}\] when the width of the rectangle is \(2a\)
The exact distribution is hard to calculate
International standards suggest using computer simulation
They recommend Montecarlo methods
Bertolt Brecht, Life of Galileo (1939)