Errors, Uncertainty and

Statistical Methods in
Measurement
Engineering measurements taken repeatedly will show
variations in measured values.

Introduction
The experimentalist should always know the
validity of data.
Error will creep into all experiments regardless of
the care which exerted.
Some of these errors are of a random nature, an
other part, will be due to gross blunders on the
part of the experimenter
The experiment experimentalist will strive to
maintain consistency in primary data analysis

Sources that contribute to variations:

Measurement systems
Resolution
Repeatability
Measurement Procedure and Technique
Repeatability
Measured Variable
Temporal variation
Spatial variation

For a given set of measurements, we

want to quantify:
1. A single representative value that best
characterizes the average of the data set
2. A representative value that provides a
measure of the variation in the measured
data set
3. We need to know how well this single
average value represents the true average
of the variable measured.

Uncertainty Analysis
A more precise method of estimating
uncertainty in experimental result has been
presented by Kline and McClintock.
(Kline, S. J and F. A. McClintock, 1953, Describing Uncertainty in Singlesample Experiments, Mech.Eng)

This method is based on a careful

specification of the uncertainties in various
primary experimental measurements.

Error Analysis
Suppose a set of measurements is made and
the uncertainty in each may be expressed
with some odd.
The result R given by
R=R(x1, x2, x3, x4, .., xi, .., xn, ) (1)

Let wR be the uncertainty in the result

wR={[(R/ x1)w1]2+[(R/ x2)w2]2+..+[(R/ xn)wn]2}1/2 (2)

Examples
Example1
Example2
Remark: The utility of the uncertainty
analysis is that It afford the individual a
basis for selection of a measurement method
to produce a result with less uncertainty.

Quizz III
SELECTION OF MEASUREMENT METHOD. A resistor has a nominal stated value
of 10 l percent. A voltage is impressed on the resistor, and the power dissipation is
to be calculated in two different ways: (1) from P = E2/ R and (2) from P = E I. In (l)
only a voltage measurement will be made, while both current and voltage will be
measured in (2). Calculate the uncertainty in the power determination in each case
when the measured values of E and I are
E =100V 1% (for both cases)
I = l0A l%

Statistical measurements theory

We can estimate the true value x as: x =x ux (P%)
x represents the most probable estimate of x based on the
available data and ux represents the uncertainty interval
in that estimate at some probability level, P%.
The uncertainty interval combines the estimate of the random
error and of the systematic error in the measurement of x.
Statistical methods are used to estimate the random error
only, therefore we neglect the systematic error.

Simple Probability Concept

Probability is a mathematical quantity that
link to the frequency which certain
phenomenon occur after a large number of
tries.
If several independent events occur at the
same time such that ach event has a
probability pi, thus p= pi.

Probability density function

Regardless of the care taken; random scatter in the data
values will occur the measured data behaves as a random
variable.
During repeated measurements of a variable under fixed
operating conditions; data point tend to lie within some
interval central tendency.

Refer to eg. 4.1 pg 112

The frequency with which the measured variable assumes a particular value or interval of
values is described by its probability density example as shown the measured values are
plotted on a single axis.

Develop and compare the histograms of the three data sets presented
under columns 1, 2 and 3. If these are taken from from the same process,
why might the histogram vary? Do they appear to show a central
tendency?
F(N) set 1
51.9
51.0
50.3
49.6
51.0
50.0
48.9
50.5
50.9
52.4
51.3
50.7
52.0
49.4
49.9
49.2
49.4
49.7
50.5
50.7

F(N) Set 2
51.9
48.7
51.1
51.7
49.9
48.8
52.5
51.7
51.3
52.6
49.4
50.3
50.2
50.9
52.1
49.3
50.7
50.5
49.7
50.3

F(N) set 3
51.1
50.1
51.4
50.5
49.7
51.6
51.0
49.5
52.4
49.5
51.6
49.4
50.8
50.8
50.2
50.1
52.3
48.9
50.4
51.5

Problem 4.8 pg 143

SOLUTION

A distribution is not unique and we give one possible solution.

For N = 20 values, K = 7 is selected. The interval (bin) values are
Interval
Bin #
range
1
<49
2
49 - 49.6
3
49.6 - 50.2
4
50.2 - 50.8
5
50.8 - 51.4
6
51.4 - 52
7
>52
C o lu m n 2

C o lu m n 1

N u m ber of
O c c u rre n c e s

6
5
4
3
2
1
0
<4 9

49 .6

50 .2

50 .8
F o rce

51.4

52

>52

6
5
4
3
2
1
0
< 49

4 9.6

5 0.2

50 .8
F o r ce

51 .4

C o lu m n 3
6
5
4
3
2
1
0
<4 9

4 9.6

50 .2

50.8
F o rc e

51.4

52

>52

The variations seen are likely a consequence of (1) normal variation due to finite data
sets, (2) random errors in each measurement. Each histogram clearly shows a central
tendency and in each case it is in bin 4.

52

> 52

Regression Analysis
A measured variable is often a function of one or more independent
variables that are controlled during the measurement.
A regression analysis (RA) can be used to establish a functional
relationship between the dependent variable and the independent
variable.
A RA assumes that the variation found in the independent measured
variable follows a normal distribution about each axis value of
independent variable
One of the regression analysis is Least-square. This method attempts
to minimised the sum of the square of the deviation between the actual
data the polynomial fit of a state of order by adjusting the value of the
coefficient

When do we need to perform the

regression analysis?
When the data
collected are
obtained over the
range of input
values (e.g. during
calibration)

Regression Analysis

Least Squares Regression Analysis

Curve fitting is passing a function curve between the
data points, trying to obtain a best fit.
Common choice of the function is a polynomial:
In the least squares procedure, we minimise the sum
of squares of the differences between the exp. Data
points yi and the curve values yci at the same
locations, xi
The goal of this method is to reduce D to a minimum
for given order of polynomial
find min(D) where

How to select polynomial order?

Unfortunately, there are no
clear rules for the best
polynomial order!
Generally, choose between
2nd to 5th order. Too high an
order creates curves that are
too wavy.
In the extreme, a polynomial
of N-1 order would pass
through each of the Ndata
points, which is clearly not
the intent of curve fitting
procedure.

Can we define Sample Mean and

Standard Deviation in Curve Fitting?
Yes. The curve itself represents now the sample mean
within the whole range.
The Sample Standard Deviation is now called the Standard
Error of the Fit, Syx:

where m is the polynomial order, N is the total number of data, yi are the
raw data points and yci are the curve values at locations xi and v= DOF

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Example 4.4
Consider the data of Table 4.1. (a) Compute
the sample statistics for this data set
(b)Estimate the interval of values over
which 95% of the measurements should be
expected to lie. (c) Estimate the true mean
value of the measurand at 95% probability
based on this finite data set.

Example 4.8, 4.9

Choices of the graph format

Choices of the graph format

x
1
2
3
4
5
6
7
8
9
10
13
17
20

y
2.046826883
1.6758001 15
1.37202909
1.12332241
0.9l9698603
0.75298553
0.61649241
0.504741295
0.41324722l
0.338338208
0185683946
0.083433l75
0045789097