Statistics in Analytical ChemistryPart 4

Calibration: Uncertainty intervals

David Coleman and Lynn Vanatta

s was discussed in the previous column of

this series (in the January 2003 issue of
American Laboratory), calibration is a procedure that imperfectly transforms a response into a
useful measurement. It follows that there is uncertainty associated with any straight-line calibration
(or, for that matter, with any calibration curve,
such as a fitted exponential function). Hence, if one
conducts repeated calibration experiments, different
coefficients for each experiments equation will be
the result. (One hopes that the differences are relatively small.) An example is shown in Figure 1.
In order to quantify the uncertainty in any given
calibration line, the concept of uncertainty intervals
is needed. In statistics, there are three types of uncertainty intervals:
1) Confidence intervals give the uncertainty in an
estimate of a population parameter. (Note: A parameter is the true, but unknown, value of a key descriptive numerical quantity, either for a function or for
the distribution of a population. Examples are the
true mean and standard deviation of daily rainfall in
Kalamazoo, or of pork-belly futures.) Confidence
intervals are not appropriate for reporting measurements, which are not parameters.
2) Prediction intervals give the uncertainty in one
future measurement. These intervals are the most

Figure 1 Example of calibration curves resulting from

multiple calibration experiments using the same method,
equipment, and concentrations of standards.

60

MARCH 2003

widely utilized for reporting measurements and will

be used throughout this series of articles.
3) Statistical-tolerance intervals quantify the uncertainty in a chosen percentage of k future measurements
(k may be infinite). Such intervals are appropriate for
reporting measurements, but are more complex to interpret. Also, to create statistical-tolerance intervals, tables
of critical values are needed but are difficult to find.
(Note: The width of the interval increases as one
progresses from (1) to (2) to (3), since there is more
accounting for variation with each step.)
For a given calibration curve, the prediction interval consists of a pair of prediction limits (an upper
and a lower limit) that bracket the curve. Each limit
has a user-chosen level of significance associated with
it (e.g., 2.5% or 0.5%). The confidence level for the
prediction interval is 100% minus the sum of these
two levels. Although these two levels are typically the
same, they do not have to be. For a straight line (SL),
the prediction interval (for the measurement, in concentration units) used at a given value of y is:
x {tdof, (1) * (RMSE)/b * 1 + (1/n) + [(x xavg)2/Sxx]},
where x = (ya)/b; a = the intercept of the line on the
y-axis; b = the slope of the line; t = Students t; dof =
degrees of freedom (for a SL, dof = [n 2]); = the significance level associated with the limit in question
(i.e., either the upper or the lower limit); RMSE = the
root mean square error (often used to estimate the
measurement standard deviation, which is the statistic actually needed here); n = the number of data
points in the calibration design; xavg = the mean of the
x values in the calibration; and S xx = the corrected
sum of squares = [(x xavg)2]. Prediction intervals
capture the uncertainty in the: 1) calibration-line
slope, 2) calibration-line intercept, and 3) response.
The above equation was not given with the intent
that the reader should memorize it. However, calibration experiments can be designed more intelligently
if the equation is understood. Generally, one has
some control over some of the terms in the equation.
Knowing how the terms sizes will affect the value of
the interval can be a guide to wise planning. The next
paragraphs will discuss the equation in some detail.
In general, the formula says that the lines uncertainty is a function of three main components:
1) RMSE, which is an estimate of the measurement
standard deviation; i.e., the inherent variation in the

STATISTICS IN ANALYTICAL CHEMISTRY continued

Table 1

Students t table*
dof
Students t*
dof
1
31.8205
30
2
6.9646
35
3
4.5407
40
4
3.7469
45
5
3.3649
50
6
3.1427
75
7
2.9980
100
8
2.8965
200
9
2.8214
300
10
2.7638
400
15
2.6025
500
20
2.5280
1000
25
2.4851

*Values are for the 99% confidence level.

Students t*
2.4573
2.4377
2.4233
2.4121
2.4033
2.3771
2.3642
2.3451
2.3388
2.3357
2.3338
2.3301
2.3264

measurement system, typically the component that

is the most responsible for uncertainty.
2) A square-root term that can be no smaller than 1.
3) Students t, which is the penalty factor that
must be included since the true variation in the system is unknown. For 99% confidence, Students t
approaches 2.33 as n increases. (Most people are familiar with the 3 sigma approximation. The name
comes from the fact that this method calls for 7 or 8
replicates [i.e., 6 or 7 degrees of freedom after the standard deviation is calculated]; with dof = 6 or 7, t is
approx. 3 at 99% confidence. Similarly, 2 sigma
approximates 95% confidence.)
For a given instrumental method, the choice of calibration design will not have a significant effect on
RMSE. The only ways to decrease RMSE significantly
are: 1) to obtain a method or instrument with less variation, or 2) to report an average of m independent
measurements, reducing RMSE by a factor of the
square root of m. However, the other two main components are affected by the choice of design. Students t is
affected by the number of degrees of freedom (i.e., the
number of data points). As n increases, t decreases.
However, a quick look at a Students t table shows that
there are diminishing returns even for moderate values
of n (Table 1). As can be seen, the biggest gain is in
moving from a dof of 1 to a dof of 5~10. Once n
degrees of freedom exceed 20 or so, there is little reduction in t.
It should be noted that there is a huge penalty if
calibration is done using only one measurement on
each of three concentrations of standards (Table 1).
In this situation, dof is only 1; thus t is 31.8. If each
standard were simply run in triplicate, the dof would
rise to 7 and t would drop to 3. The decision to run
more than the bare minimum design will greatly
affect the prediction interval.
The third component of the formula is the squareroot expression. The number of data points, n, affects
this part also. Since n is in the denominator, (1/n) can
be reduced by driving n higher, an action already

62 MARCH 2003

Figure 2 Example of a calibration line enveloped by its

upper and lower prediction limits (i.e., upper and lower
curves, respectively).
favored because of the effect on t. Finally, [(x
xavg)2/Sxx)] depends on two things. The closer x = (y
a)/b is to x avg , the narrower the interval (see the
numerator); in addition, the wider the calibration
range, the narrower the interval (see the denominator). Actually, Sxx is maximized when the calibration
design consists of half the points at the low value,
and half at the high value, with none in between.
However, this design is not recommended because it
is does not allow for model validation (e.g., determining if curvature is present, meaning that the
straight-line model should be challenged). (Calibration design and model validation will be discussed in
more detail beginning in the next article.)
In summary, one can decrease the size of the prediction interval by: 1) keeping n high, and 2) making
the range of the calibration design as large as possible
(provided that the model is plausible for the entire
range). Once the calibration experiment is conducted,
the prediction interval can be plotted along with the
calibration line. An example is shown in Figure 2.
While all three lines appear more or less parallel in
this plot, the interval lines may flare out at either end.
This phenomenon occurs most often when only a
small number of data points are available.
It should also be pointed out that, technically, the
interval applies to the y-values (i.e., the responses). In
calibration, one wants to know the uncertainty in
any concentration predicted from the line (i.e., the
x-values). The simplest technique, which applies to
all types of models, is to plot the curve and interval
via statistics software. Then, the width of the interval
can be measured graphically against either axis.
Mr. Coleman is an Applied Statistician, Alcoa Technical
Center, MST-C, 100 Technical Dr., Alcoa Center, PA
15069, U.S.A.; e-mail: david.coleman@alcoa.com. Ms.
Vanatta is an Analytical Chemist, Air Liquide-Balazs
Analytical Services, Box 650311, MS 301, Dallas, TX
75265, U.S.A.; tel.: 972-995-7541; fax: 972-995-3204;
e-mail: lynn.vanatta@airliquide.com.