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Measurement
Uncertainty
Topics Covered
 Brief overview of concepts and terms of
probability and statistics
 Measurement uncertainty
 Detection and quantification limits
 Miscellaneous
Target Audience(s)
 Project planners and managers
 Radiochemists and technicians
 Computer programmers
 Data validators and assessors
 Metrologists?
Measurement Uncertainty
 We use the Guide to the Expression of
Uncertainty in Measurement (ISO-
GUM).
 International guidance – years of
development and review by seven
international organizations
 Strongly recommended by NIST
 Best way to ensure consistency among
labs in the U.S. and the rest of the world
Measurement Model
 Define the measurand – the quantity subject
to measurement
 Determine a mathematical model, with input
quantities, X1,X2,…,XN, and (at least) one
output quantity,Y.
 The values determined for the input quantities
are called input estimates and are denoted by
x1,x2,…,xN.
 The value calculated for the output quantity is
called the output estimate and denoted by y.
Standard Uncertainty
 The standard uncertainty of a measured
value is the uncertainty expressed as an
estimated standard deviation – i.e., the one-
sigma uncertainty.
 The standard uncertainty of an input
estimate, xi, is denoted by u(xi).
 The standard uncertainty of the output
estimate, y, determined by uncertainty
propagation, is called the combined standard
uncertainty, and is denoted by uc(y).
Type A Evaluation
 Statistical evaluation of uncertainty
involving a series of observations
 Always has an associated number of
degrees of freedom
 Examples include simple averages and
least-squares estimates
 Not “random uncertainty”
Type B Evaluation
 Any evaluation that is not a Type A evaluation
is a Type B evaluation.
 Not “systematic uncertainty”
 Examples:
 Calculating Poisson counting uncertainty (error) as
the square root of the observed count
 Using professional judgment combined with
assumed rectangular or triangular distributions
 Obtaining standard uncertainties in any manner
from standard certificates or reference books
Covariance
 Correlations among input estimates
affect the combined standard
uncertainty of the output estimate.
 The estimated covariance of two input
estimates, xi and xj, is denoted by
u(xi,xj).
Uncertainty Propagation
 “Law of Propagation of Uncertainty,” or,
more simply, the “uncertainty
propagation formula”
 Standard uncertainties and covariances
of input estimates are combined
mathematically to produce the
combined standard uncertainty of the
output quantity.
Expanded Uncertainty
 Multiply the combined standard uncertainty,
uc(y), by a number k, called the coverage
factor to obtain the expanded uncertainty, U.
 The probability (or one’s degree of belief) that
the interval y +- U will contain the value of the
measurand is called either the coverage
probability or the level of confidence.
Recommendations
 Follow ISO-GUM in terminology and
methods.
 Consider all sources of uncertainty and
evaluate and propagate all that are
considered to be potentially significant
in the final result.
 Do not ignore subsampling uncertainty
just because it may be hard to evaluate.
Recommendations
- Continued
 Report all results – even if zero or negative
 Report either the combined standard
uncertainty or the expanded uncertainty.
 Explain the uncertainty – in particular state
the coverage factor for an expanded
uncertainty.
 Round the reported uncertainty to either 1 or
2 figures (suggest 2) and round the result to
match.
Detection and Quantification
 There are several standards on the
subject of detection limits.
 We try to follow the principles that are
common to all.
 We follow IUPAC (more or less) for
quantification limits.
Detection
 A detection decision is based on the
critical value (critical level, decision
level) of the response variable (e.g.,
instrument signal, either gross or net).
 The minimum detectable concentration
(MDC) is the smallest (true) analyte
concentration that ensures a specified
high probability of detection.
“A Priori” vs. “A Posteriori”
 Avoid the “a priori” vs. “a posteriori”
distinction.
 We recognize:
 Many labs report a sample-specific estimate of the
MDC
 Many experts insist it should not be done
 We take no firm position except to state that
the sample-specific MDC has few valid uses
and is often misused.
Misuse of the MDC
 We state that no version of the MDC
should be used in deciding whether an
analyte is present in a laboratory
sample.
 The MDC cannot be determined unless
the detection criterion has already been
specified.
Quantification Limits
 We cite IUPAC’s guidance for defining
quantification limits.
 The minimum quantifiable concentration
(MQC) is the analyte concentration that
gives a relative standard deviation of
1/k, for some specified number k
(usually 10).
The MQC
 We hoped to unify the approaches to
uncertainty and to detection and
quantification limits.
 ISO-GUM in effect treats all error components
as random variables.
 Is this approach consistent with IUPAC’s
approach to quantification limits? We
proceeded as if the answer were yes.
The MQC - Continued
 Our MQC is based on an overall
standard deviation that represents all
sources of measurement error – not just
“random errors.”
 This standard deviation differs from the
combined standard uncertainty, a
random variable whose value changes
with each measurement.
Use of the MQC
 The MQC is almost unknown among
radiochemists but should be a useful
performance characteristic.
 The MDC is well-known and is
sometimes used for purposes that
would be better served by the MQC.
 E.g., choosing a procedure to measure
Ra-226 in soil.
Other Topics
 Effects of nonlinearity on uncertainty
propagation
 Laboratory subsampling – based on
Pierre Gy’s sampling theory
 Tests for normality
 Example calculations
Other Topics - Continued
 Detection decisions based on low-
background Poisson counting or few
degrees of freedom
 Expressions for the critical net count in
the pure Poisson case
 Well-known (so-called “Currie’s equation”)
 Not so well-known (Nicholson, Stapleton)
Concerns & Questions
 Overkill?
 Is anything important missing?
 E.g., a table of “typical” uncertainties
 More real-world examples of good
uncertainty evaluation
 How can the examples be improved?
 Contradictory standards on detection
limits

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Measurement Uncertainty (1).ppt

  • 2. Topics Covered  Brief overview of concepts and terms of probability and statistics  Measurement uncertainty  Detection and quantification limits  Miscellaneous
  • 3. Target Audience(s)  Project planners and managers  Radiochemists and technicians  Computer programmers  Data validators and assessors  Metrologists?
  • 4. Measurement Uncertainty  We use the Guide to the Expression of Uncertainty in Measurement (ISO- GUM).  International guidance – years of development and review by seven international organizations  Strongly recommended by NIST  Best way to ensure consistency among labs in the U.S. and the rest of the world
  • 5. Measurement Model  Define the measurand – the quantity subject to measurement  Determine a mathematical model, with input quantities, X1,X2,…,XN, and (at least) one output quantity,Y.  The values determined for the input quantities are called input estimates and are denoted by x1,x2,…,xN.  The value calculated for the output quantity is called the output estimate and denoted by y.
  • 6. Standard Uncertainty  The standard uncertainty of a measured value is the uncertainty expressed as an estimated standard deviation – i.e., the one- sigma uncertainty.  The standard uncertainty of an input estimate, xi, is denoted by u(xi).  The standard uncertainty of the output estimate, y, determined by uncertainty propagation, is called the combined standard uncertainty, and is denoted by uc(y).
  • 7. Type A Evaluation  Statistical evaluation of uncertainty involving a series of observations  Always has an associated number of degrees of freedom  Examples include simple averages and least-squares estimates  Not “random uncertainty”
  • 8. Type B Evaluation  Any evaluation that is not a Type A evaluation is a Type B evaluation.  Not “systematic uncertainty”  Examples:  Calculating Poisson counting uncertainty (error) as the square root of the observed count  Using professional judgment combined with assumed rectangular or triangular distributions  Obtaining standard uncertainties in any manner from standard certificates or reference books
  • 9. Covariance  Correlations among input estimates affect the combined standard uncertainty of the output estimate.  The estimated covariance of two input estimates, xi and xj, is denoted by u(xi,xj).
  • 10. Uncertainty Propagation  “Law of Propagation of Uncertainty,” or, more simply, the “uncertainty propagation formula”  Standard uncertainties and covariances of input estimates are combined mathematically to produce the combined standard uncertainty of the output quantity.
  • 11. Expanded Uncertainty  Multiply the combined standard uncertainty, uc(y), by a number k, called the coverage factor to obtain the expanded uncertainty, U.  The probability (or one’s degree of belief) that the interval y +- U will contain the value of the measurand is called either the coverage probability or the level of confidence.
  • 12. Recommendations  Follow ISO-GUM in terminology and methods.  Consider all sources of uncertainty and evaluate and propagate all that are considered to be potentially significant in the final result.  Do not ignore subsampling uncertainty just because it may be hard to evaluate.
  • 13. Recommendations - Continued  Report all results – even if zero or negative  Report either the combined standard uncertainty or the expanded uncertainty.  Explain the uncertainty – in particular state the coverage factor for an expanded uncertainty.  Round the reported uncertainty to either 1 or 2 figures (suggest 2) and round the result to match.
  • 14. Detection and Quantification  There are several standards on the subject of detection limits.  We try to follow the principles that are common to all.  We follow IUPAC (more or less) for quantification limits.
  • 15. Detection  A detection decision is based on the critical value (critical level, decision level) of the response variable (e.g., instrument signal, either gross or net).  The minimum detectable concentration (MDC) is the smallest (true) analyte concentration that ensures a specified high probability of detection.
  • 16. “A Priori” vs. “A Posteriori”  Avoid the “a priori” vs. “a posteriori” distinction.  We recognize:  Many labs report a sample-specific estimate of the MDC  Many experts insist it should not be done  We take no firm position except to state that the sample-specific MDC has few valid uses and is often misused.
  • 17. Misuse of the MDC  We state that no version of the MDC should be used in deciding whether an analyte is present in a laboratory sample.  The MDC cannot be determined unless the detection criterion has already been specified.
  • 18. Quantification Limits  We cite IUPAC’s guidance for defining quantification limits.  The minimum quantifiable concentration (MQC) is the analyte concentration that gives a relative standard deviation of 1/k, for some specified number k (usually 10).
  • 19. The MQC  We hoped to unify the approaches to uncertainty and to detection and quantification limits.  ISO-GUM in effect treats all error components as random variables.  Is this approach consistent with IUPAC’s approach to quantification limits? We proceeded as if the answer were yes.
  • 20. The MQC - Continued  Our MQC is based on an overall standard deviation that represents all sources of measurement error – not just “random errors.”  This standard deviation differs from the combined standard uncertainty, a random variable whose value changes with each measurement.
  • 21. Use of the MQC  The MQC is almost unknown among radiochemists but should be a useful performance characteristic.  The MDC is well-known and is sometimes used for purposes that would be better served by the MQC.  E.g., choosing a procedure to measure Ra-226 in soil.
  • 22. Other Topics  Effects of nonlinearity on uncertainty propagation  Laboratory subsampling – based on Pierre Gy’s sampling theory  Tests for normality  Example calculations
  • 23. Other Topics - Continued  Detection decisions based on low- background Poisson counting or few degrees of freedom  Expressions for the critical net count in the pure Poisson case  Well-known (so-called “Currie’s equation”)  Not so well-known (Nicholson, Stapleton)
  • 24. Concerns & Questions  Overkill?  Is anything important missing?  E.g., a table of “typical” uncertainties  More real-world examples of good uncertainty evaluation  How can the examples be improved?  Contradictory standards on detection limits