TOP-DOWN

Uncertainty estimation
Detlef Schiel, Olaf Rienitz
13.-14. April 2008
Physikalisch-Technische Bundesanstalt Braunschweig

Two ways for determining the uncertainty

Top down

According to GUM
starting from the
model equation and
considering all individual
uncertainty contributions

Bottom up

Phenomenological approach
basing on validation and QC data
assuming that they
- cover all influence factors and
- that they are representative
for all measurements with
this method

Top-down appraoch
according to Nordtest:

Bias

Reproducibility

(Trueness)

(Precision)

Reference materials,
Comparison measurement,
Standard addition

By measurement of
control samples

uR = sR

uBias
2
u = u R2 + u Bias

U = k u
Uncertainty

Top Down example

Example :

Uncertainty estimation using data (s , ) from a validation

of the measurement procedure by means of a CRM

Precondition:

The composition of the samples should be

similar to that of the CRM in order to be able to apply the
validation data for future measurements

Parameter:

s precision, trueness

Validation by means of a CRM

Measurement result for the CRM:

Mean value x from n single measurement results xk under
repeatebility conditions, as those expected for further measurements.

Certified reference value:

xref

Systematic deviation:

= x xref
1
s=
(x x )
n 1
n

Standard deviation:

k =1

Uncertainty and Significance Test

Uncertainty of :

s
2 u( ) = 2 u ( x ) + u ( x ) = 2
+ u (x )
n
2

ref

ref

Certified RM

Measurements of the CRM

Test criteria for

the relevance
of the deviation

2 u( )

> 2 u( )

Not significant

Significant

xRef

xRef

Correction for
a) is significant

korr

correction of y

=y

s
u(y ) = s + u ( ) = s + + u ( x )
n
2

korr

ref

Repeat
measurements
of the sample

CRM
Repeat
measurements
of CRM

Integration of in the uncertainty

b)

significant but no correction of y:

Instead of that consideration of the deviation in the uncertainty.

u(y ) = u (y ) + = s + u () +
2

korr

s
= s + + u (x ) +
n
2

ref

Bias
Repeat
measurements
of the sample

CRM
Repeat
measurements
of CRM

Integration of in the uncertainty

c) is not significant

u(y

nicht korr

no correction of y

) = u (y ) + = s + u () +
2

korr

s
= s + + u (x ) +
n
2

Same expression as for b)

ref

Bias
Repeat
measurements
of the sample

CRM
Repeat
measurements
of CRM

Proportional deviation
is proportional to the magnitude of the quantity

Recovery:

x
R=
x

and

ref

ref

Multiplicative correction useful:

R 1 =
x

korr

= y

1
R

Is significant then R is also significant

Correction for R

a) y is corrected for R:

u (y ) = s + u (R)
2

rel

korr

rel

and

rel

s
= s +
+ u (x )
n
2

rel

Repeat
measurements
of the sample

rel

rel

ref

CRM
Repeat
measurements
of CRM

s =
rel

s
y

Integration of R in the uncertainty

b) y needs not to be corrected
because R dont differ enough from 1

u (y
rel

) = s + u (R) + (R 1)
2

nichtkorr

rel

rel

s
= s +
+ u ( x ) + (R 1)
n
2

rel

rel

rel

ref

Bias
Repeat
measurements
of the sample

CRM
Repeat
measurements
of CRM

Uncertainty estimations by means of other data

s
1,25
n

2 u ( ) = 2 s +
+
n
n

R ,i

Comparison measurements:

T ,i

Mean of the
deviations

Mean standard uncertaity

of the reference value

s +
+u +u
n
2

Standard addition:

2 u( ) = 2

Vol

S tan dard

Volume measurement
Added standard solution

Hg measurement (natural water sample)

in ng/l
x1 = 546
x2 = 546
x3 = 588
x4 = 553
xm = 558

s (xm)
u (xm)
u (xref)

s
2 u( ) = 2
+ u (x )
n
2

= 20
= 10
=7
= -24

ref

2u ( ) = 2 * 10 + 7 = 24
2

s
u(y ) = s + u ( ) = s + + u ( x )
n
2

korr

ref

u (ykorr) =

20 + 10 + 7 = 24
2

urel(ykorr) = 4,1%
U(Ykorr) = u (ykorr) *2 = 47
xref = 582 ng/l

y korr

= xm-

Y korr

= (582 47) ng/l

Hg measurement (natural water sample)

s
u(y ) = s + u ( ) = s + + u ( x )
n
2

korr

ref

Y korr = (582 47) ng/l

xref = 0,582 ng/l

u(y ) = u (y ) + = s + u () +
2

korr

u (y) = 20 + 10 + 7 + 24 = 34
2

urel(y) = 5,9%
Y =(558 67) ng/l

Thanks for your attention

Basic equation for the statistical model

According to ISO/TS 21748:
y = + + B + cixi + e

u2(y) = u2() + sL2 + ci 2u2(xi) + sr2

observed result
expectation value of the result
intrinsic bias
laboratory bias

s L2

variance of B (certified)

s r2
u2()

variance of e
variance due to the
measurement of RM

xi
ci
e

deviation from the nominal value

sensitivity coefficient
random residual error

u2(xi)