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GUM – Guide to the Expression of Uncertainty in


Measurement
– and its possible use in geodata quality assessment
C.-G. PERSSON

Lantmäteriet, SE-801 82 Gävle, Sweden, clas-goran.persson@lm.se

Presented at Q-KEN, Riga, Latvia, 25th of October 2011

1 Introduction  BIPM
The objective of the paper and the
 IEC, the International Electro-
lecture is to give an introduction to
technical Commission
GUM – Guide to the Expression of
Uncertainty in Measurement.  IFCC, the International Federa-
It is also to convince the readers and tion of Clinical Chemistry and
the audience that this is something one Laboratory Medicine
needs to know a little about, and make
 ILAC, the International Labora-
a decision on what attitude one should
tory Accreditation Cooperation
take to it.
And finally, to strengthen the quality  ISO, the International Organi-
assessment concept within the “geo- zation for Standardization
data industry”, regarding accuracy-  IUPAC, the International
/uncertainty. Union of Pure and Applied
The author and lecturer is senior geo- Chemistry
desist at Lantmäteriet (The Swedish
 IUPAP, the International Union
Mapping, Cadastral and Land Regi-
of Pure and Applied Physics
stration Authority) in Gävle and
Adjoint Professor in Applied Geodesy  OIML, the International Organi-
at the Royal Institute of Technology zation of Legal Metrology).
(KTH) in Stockholm.
Since then JCGM has been responsible
for GUM. – So GUM is “more” than an
2 GUM and JCGM ISO standard!
The first GUM embryo was published
in 1980. This was an initiative of BIPM, GUM and GUM related publications:
the Bureau International des Poids et
 ISO/IEC Guide 98-3:2008 ”Un-
Mesures. The first official GUM
certainty of Measurement -- Part 3:
document was produced in 1992.
Guide to the Expression of Un-
In 1997 a Joint Committee for Guides certainty in Measurement (GUM:
in Metrology (JCGM) was created by 1995)”.
seven international organizations:
2

(Is today maintained by JCGM as Therefore, according to GUM, error in


JCGM 100:2008.) measurement and error analysis can be
replaced by uncertainty in measurement
JCGM also maintains the document
and analysis of uncertainty.
 JCGM 200 ”International Vocabu-
lary of Metrology – Basic and
General Concepts and Associated
4 A Measurement
Terms (VIM)”. Let's start with another quote from
GUM:
These documents can be found on the
web site: “The objective of a measurement is to
determine the value of the measurand,
www.iso.org/sites/JCGM/JCGM- that is, the value of the particular
introduction.htm quantity to be measured. A measurement
therefore begins with an appropriate
3 The Theoretical Fundament specification of the measurand, the
of GUM method of measurement, and the
measurement procedure.
Statements like “the accuracy is 2
meters” are abundant – even among In general, the result of a measurement
geodata professionals – but what does is only an approximation or estimate of
this mean? the value of the measurand and thus is
complete only when accompanied by a
Is it a standard deviation (1), is it a statement of the uncertainty of that
maximum error (3) or is it a 95 % estimate.”
confidence interval (2)? Who knows,
the measure is not defined! GUM is In Figure 1 the input-output model for
more precise in that aspect. propagation of uncertainty is shown. It
defines the measurand – the output
In classical statistics and in geodetic- quantity – as a function Y  f ( X ) of the
/photogrammetric ”theory of errors” input quantities X .
much of the theoretic platform is built
on ”true errors”. The measurements
are related to these, but the problem is
that the true errors seldom are
available.
In GUM true errors are not needed
because the concept of measurement
Input (X)
Y  f (X ) Output (Y)

uncertainty relates only to the


observed data themselves (the Figure 1: The Input-Output Model for
observables or measurands). Propagation of Uncertainty.
From the GUM document we quote:
5 Type A and Type B
“Uncertainty (of measurement) is a para- Evaluation of Uncertainty
meter associated with the result of a
GUM distinguishes between two types
measurement that characterizes the dis-
of uncertainty evaluation:
persion of the values that could reasonably
be attributed to the measurand”. Type A: Evaluation of uncertainty by
statistical analysis of series of observa-
3

tions, including quite complex least an analysis of correlations between the


squares adjustments. input quantities and an analysis of
systematic effects in data. Correlations
Type B: Evaluation of uncertainty by
and incompleteness in the modeling of
means other than statistical analysis,
systematic effects have to be taken into
e.g. with the use of estimates from
consideration – and included in the
previous measurements, specifications
from the manufacturer, hand-books, standard uncertainty estimate.
calibration certificates etc. So once and for all: Precision is not
NB: The classification refers to the way equal to Uncertainty!
uncertainty is determined – there is no 6.3 Reporting Standard Uncertainty
difference in nature or quality and
GUM gives several alternatives for the
neither type is better than the other.
reporting of standard uncertainty:
Mixed types occur quite frequently.
 ”L = 2,499 m with a standard
6 Standard Uncertainty uncertainty of 0,0014 m”.

6.1 Definition and Notation  “L = 2,4990(14) m”, where the


numbers in brackets refers to
Standard uncertainty is usually ex-
the standard uncertainty in the
pressed in terms of the usual standard last digit of the measurement
deviation, root mean square error (RMS) result.
etc.; use two significant digits.
 “L = 2,499(0,0014) m”, where the
It is denoted u ( y ) , where y is a result of numbers in brackets is the
a measurement or an estimation from standard uncertainty in meters.
several measurements; u 2 ( y ) is used to
NB: Do not use the expression L±u in
denote its square, the variance.
connection with standard uncertainty;
Examples: ”The standard uncertainty it should be reserved for expanded
in a single measurement” or “the uncertainty (see below).
standard uncertainty of the mean” (of
repeated measurements). 7 Combined Uncertainty
Standard uncertainty is usually deter- Combined uncertainty is an application
mined with the use of the observed of the law of propagation of un-
data (Type A), but this is not a certainty in measurement on the
necessity; Type B may also be applied. function Y  f ( X )  f ( X 1 , X 2 , X 3 ,...) :
Y 2
6.2 Correlation and Systematic uc2 ( y )   ci2u 2 ( xi )   u ( xi )
 Xi
effects
Although the standard deviation is where c denotes ”combined” and y
frequently used for estimating estimates Y using the estimates
standard uncertainty, one should make x1 , x2 , x3 ,... of X .
a distinction between uncertainty in The partial derivatives ci (the sen-
measurement and precision.
sitivity coefficients) are determined
By contrast with precision, GUM through analytical or numerical
estimates of uncertainty include both differentiation. Alternatively, uc ( y ) is
4

directly computed using Monte Carlo 8.3 Examples of Coverage Factors


simulation. Here are some examples of coverage
Combined Uncertainty tends to be of factors ( k% ) for expanded uncertainty:
Type B, but could be of Type A if all
 Normal distribution, 95 = 1,96.
quantities are estimated from the
observations.  t-distribution, t95 (10) = 2,23 (10
degrees of freedom).
NB: Sometimes the c in uc ( y ) and the
word “combined” is omitted (and  t-approximation using the
taken for obvious). ”effective number of degrees of
freedom”.
8 Expanded Uncertainty  Monte Carlo simulation and
8.1 Definition and Notation computation of percentiles.
Expanded uncertainty is a quantity k = 2 could be regarded as the standard
defining an interval about the result of GUM k-value. It gives an approximate
a measurement. coverage probability of 95%;
This confidence interval is expected to deviations should be reported, that is if
encompass a large fraction p of the k  2 or if k = 2 gives another level of
probability distribution characterized confidence than 95 %.
by that result and its standard
uncertainty. 9 Complete Reports of
The fraction p is denoted coverage Uncertainty in Measurement
probability or level of confidence. The following are two examples of
To create the interval, the standard complete reports of uncertainty in
uncertainty (or the combined standard measurement:
uncertainty) is multiplied by a coverage
factor k.  m = (100,02147±0,00079) g,
where the number following the
The expanded uncertainty is denoted
symbol ± is the numerical
U ( y )  k  u ( y ) or U ( y )  k  uc ( y ) .
value of an expanded
uncertainty
8.2 Reporting Expanded Uncertainty U  k  uc , with U determined
Report the standard uncertainty and the from a combined standard un-
coverage factor as well as the resulting certainty uc = 0,35 mg and a
expanded uncertainty. Use, with ad-
coverage factor k = 2,26 based
vantage, the L±U mode of expression. on the t-distribution for 9 de-
Also report the estimated level of con- grees of freedom, and defines an
fidence (in %), which could be ex- interval estimated to have a
pressed in text or as suffixes, e.g: level of confidence of 95%.

U 95 ( y )  k95  uc ( y )  The positions (pi) have been


determined with the use of Net-
work RTK with an estimated
two-dimensional standard un-
5

certainty u(pi) = 10 mm. quantities that can influence on


RTK observations is known to it.
have a distribution close to nor- 2. Estimate the values of the input
mal and, therefore, a coverage quantities.
factor k = 2 gives a level of
confidence  95%. Thus, the 3. Estimate the standard un-
expanded uncertainty of the certainties of the input quanti-
positions is U 95 ( y )  20 mm. ties – through statistical analysis
or by other means.
4. Determine the sensitivity coeffi-
10 GUM Tools
cient that belongs to each input
And here are some examples of quantity.
methods and software: 5. Calculate the combined un-
certainty of the output quantity.
Methods; means, regression analysis,
analysis of variance, general least 6. Determine a coverage factor
squares adjustments, variance com- that corresponds to the chosen
ponent estimation, Fourier analysis, coverage level.
numerical methods (differentiation 7. Calculate the expanded un-
etc.), quantitative methods (e.g. Monte certainty of the output quantity.
Carlo simulation). 8. Report the measurement result
Software; Excel, MatLab, specially together with the expanded
designed software (for example measurement uncertainty.
@Risk).
One example from the simulation 12 Strength, News and
software package @Risk is shown in Weaknesses
Figure 2. The properties of GUM could be stated
0,200
Distribution for Löptid/E24 in the following way:
Good; a strict terminology and
Mean=66,99286
0,180

0,160

0,140
standardized reporting, flexible (Type
A and Type B), emphasizes common
0,120

@RISK Student Version


0,100
For Academic Use Only

0,080

0,060
sense, many examples.
New; numerical methods and Monte
0,040

0,020

0,000
60 64 68 72 Carlo simulations as standard pro-
cedures.
5% 90% 5%
63,7033 70,4559

Figure 2: Monte Carlo-Simulated Pro-


Shortcomings; underestimates the im-
bability Distribution from @Risk.
pact, and the need for analysis, of
correlation.
11 A “GUM Cookbook”
GUM has many users, is close to
The GUM concept could be practice and provides a basis for the
summarized in the following “cook- comparison of measurement results
book”: through standardized uncertainty
1. Define the relation between the statements.
output quantity and all input
6

The use of explicit coverage factors potential - users and customers; and
makes the quality assessments more these users and customers are in the
precise, and 2-intervals (95%) are majority.
closer to the intuitive understanding of There is no real necessity to change the
accuracy/uncertainty than the usual concept, but we need insight and some
1-expressions. Such intervals are used practical GUM attainments – together
in for example navigation. with a translation table between GUM
However, in the GUM document you and our terminology. This is especially
can find the following remainder, re- important if we want to include data
flecting a rather humble attitude: from new applications into our data
bases – and combine them with geo-
”Although this Guide provides a frame-
graphic information.
work for assessing uncertainty, it cannot
substitute for critical thinking, intellectual
honesty, and professional skill. The 13.3 What is natural?
evaluation of uncertainty is neither a As shown in Figure 3, there is a more
routine task nor a purely mathematical natural relation between uncertainty
one; it depends on detailed knowledge of and standard deviation than between
the nature of the measurand and of the accuracy and standard deviation.
measurement. The quality and utility of
the uncertainty quoted for the result of a Accuracy up Uncertainty up
measurement therefore ultimately depend
on the understanding, critical analysis,
and the integrity of those who contribute
to the assignment of its value.”

13 GUM vs. Geodesy and StdDev down StdDev up

Geodata
Figure 3: Higher accuracy gives a lower
13.1 Today's Situation standard deviation but higher uncertainty
Activities dealing with geographic gives a higher standard deviation!
information (geodata) have had an
appropriate concept for data quality And: In the classical concept we
statements and reports for more than introduce the term accuracy, but then
200 years – through geodesy and the we only talk about “errors”: Mean
work of C F Gauss and others. errors, gross errors, systematic errors
etc. Is that natural?
So we did not “jump on to the GUM
train”, and here we are “alone on the We also note that 2-expressions can
platform”. be used directly as tolerances for
control measurements.
13.2 Why We Need to Know about
GUM 13.4 The Key to Success
We are responsible for a lot of sur- We should not see GUM as a problem
veying work and capture of geodata, but as a possibility – to broaden and
but we speak a different language improve our own concept regarding
compared to many of our – existing or quality assessment.
7

The most important action, in the


author's opinion, is to express the
accuracy/uncertainty part of metadata
in terms of GUM – in addition to
today's mode of expression; that is,
primarily positional accuracy and
attribute accuracy – sorry, positional
uncertainty and attribute uncertainty.

14 References
ISO/IEC Guide 98-3:2008: ”Uncertainty
of Measurement -- Part 3: Guide to the
Expression of Uncertainty in
Measurement (GUM: 1995)”. (Main-
tained by JCGM as JCGM 100:2008.)
JCGM 200: ”International Vocabulary of
Metrology – Basic and General Concepts
and Associated Terms (VIM)”.
On Lantmäteriet's home page, with
address
http://www.lantmateriet.se/template
s/LMV_Page.aspx?id=15968
the following, Swedish GUM docu-
ments are presented:
Persson C-G (2010a): “Några vanliga
fördelningar (Some Common Distribu-
tions)”.
Persson C-G (2010b): “Sammanlagd
mätosäkerhet och kvantitativa metoder
(Combined Uncertainty and Quantitative
Methods)”.
Persson C-G (2010c): “Exempel – Typ A-
bestämning (Examples of Type A Evalu-
ation)”.
Persson C-G (2010d): “Exempel – Typ B-
bestämning (Examples of Type B Evalu-
ation)”.
Persson C-G (2010e): “Korrelerade mä-
tningar (Correlated Measurements)”.
These form the basis of this presen-
tation.

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