Chemometrics and Intelligent Laboratory Systems 79 (2005) 115 122

www.elsevier.com/locate/chemolab

Estimation of the uncertainty of indirect measurements from the

propagation of distributions by using the Monte-Carlo method:
An overview
ngeles Herrador, Agustn G. Asuero, A. Gustavo Gonzalez*
M. A
Department of Analytical Chemistry, University of Seville, E-41012 Seville, Spain
Received 22 August 2004; received in revised form 28 February 2005; accepted 15 April 2005
Available online 31 May 2005

Abstract
The limitations of the Guide to the expression of Uncertainty Measurement (GUM) for evaluating the uncertainty of indirect
measurements are presented. The propagation of distributions is introduced as the best way to evaluate the measurement uncertainty. The use
of Monte-Carlo method for performing the propagation of distributions is outlined and discussed. A case study is selected to illustrate the
application of Monte-Carlo method for evaluating the uncertainty of an analytical assay.
D 2005 Elsevier B.V. All rights reserved.
Keywords: GUM approach; Propagation of distributions; Uncertainty; Monte-Carlo method

1. Introduction
The current edition of the Guide to the expression of
Uncertainty Measurement (GUM) [1,2] is based on sound
theoretical principles and supports a fully consistent and
transferable estimation of measurement uncertainty and
traceability to the SI units. However, this approach exhibits
some important limitations mainly derived from the use of
the law of propagation of uncertainty and the application of
Central Limit Theorem.
Consider the model Eq. (1) corresponding to the GUM
specification step, where the measurand output Z is
indirectly obtained from the input quantities X 1, X 2, . . . ,
X n by an algebraic relationship:
Z F X1 ; X2 ; . . . ; Xn :

The knowledge about the values that can be reasonably

attributed to quantities X i , considered as continuous random
variables, is expressed by their probability distribution
function (PDF), p x i (x i ), within the corresponding domain

* Corresponding autor. Tel.: +34 954557173; fax: +34 954557168.

E-mail address: agonzale@us.es (A.G. Gonzalez).
0169-7439/$ - see front matter D 2005 Elsevier B.V. All rights reserved.
doi:10.1016/j.chemolab.2005.04.010

(interval covering all possible values that X i may take). For

clarity, the names of the considered random variables are
written in caps (X i ) and their possible values, in small (x i ).
Thus, the expectation or best estimate for the value of X i ,
E(X i ), and the uncertainty associated to this value, u(X i ),
assimilated to the standard deviation r(X i ), are obtained
from the PDF:
Z V
E Xi li
xi pxi xi dxi
2
V

i Z
u Xi r Xi E Xi  li
2

V

xi  li 2 pxi xi dxi :
3

How can be estimated the uncertainty of the measurand

output u(Z) from these input features according to GUM?
First, the model equation is linearized by means of a Taylor
expansion about the point l = (l 1, l 2, . . . , l n ) and neglecting
second and higher order terms:

Z,F l


n 
X
BF
i1

Bxi

xi  li :

M.A Herrador et al. / Chemometrics and Intelligent Laboratory Systems 79 (2005) 115 122

116

By taking l z as the value F(l) = F(l 1, l 2, . . . , l n ), the

uncertainty u(Z) is computed according to:
2
!2 3

n 
h
i
X
BF
u 2 Z E Z  lz 2 E 4
x i  li 5
Bx
i
l
i1
"



2
n
n1
n 
X BF
X X
BF
E
xi  l i 2 2
Bxi l
Bxi l
i1
i1 ji1
#




BF

x i  li x j  l j :
5
Bxj l
That leads to the well known law of propagation of
uncertainty


n 
n1 X
n 
i X
X
BF 2 h
BF
2
2
E xi  li
u Z
Bxi l
Bxi l
i1
i1 ji1





BF

E x i  li x j  l j
Bxi l


n
n1 X
n 
X  BF 2
X
BF
BF
2

u X i
Bxi l
Bxi l Bxj l
i1
i1 ji1


 cov Xi ; Xj
6
Thus, in the GUM combination step, the combined
standard uncertainty u(Z) is evaluated, following the law of
propagation of uncertainty, from the standard uncertainty of
the input quantities, u(X i ) and the covariances between
correlated ones, cov(X i , X j ). If all the input measurements
are independent, cov(X i , X j ) = 0.
Once the standard uncertainty is calculated, how is
evaluated the expanded uncertainty U(Z) according to GUM
approach? Commonly, it is assumed that the conditions of
the Central Limit Theorem are met and consequently, the
normality on Z. Accordingly, the expanded uncertainty
U(Z) is calculated by multiplying u(Z) by a coverage factor
k, which is assimilated to the normal Laplace Gauss variate
(z-score). Thus, it is very usual to report expanded
uncertainties using a coverage factor of k = 2, which gives
a confidence level of approximately 95%. Sometimes, k is
assimilated to to the tabulated Students t-value for a given
significance level and the effective degrees of freedom (v eff)
computed according to the Welch Satterthwaite expression
[3 6] including correlation terms [7]:


BF 4 4
u Xi
n
X
u4 Z
BXi

mi
meff
i1

2

n1 X
n
X
i1 ji1

BF
BXi

2 

2



BF
cov2 Xi ; Xj
BXj
p
mi mj

Type A uncertainties are determined statistically from series

of N measurements as a standard deviation with v i = N  1
degrees of freedom. Type B uncertainties are more problem-

atic and it is common to take v i = V, the analytical estimation

of v eff remaining as an unresolved problem [7].
After this brief outline about the way used by the current
GUM approach for evaluating the uncertainty of indirect
measurements, two important limitations arise:
(i) In order to apply Eq. (4), the non-linearity of F must
be negligible (GUM Clause 5.1.2). Otherwise, the
linear truncation in the Taylor expansion could leads
to quite misleading results.
(ii) The assumption of normality on Z derived from the
application of Central Limit Theorem (GUM Clause
G.2.1) should be considered with caution.
To avoid these limitations, the working group 1 of the Joint
Committee for Guides in Metrology (JCGM-WG1) Expression of Uncertainty in Measurements promotes the use of
GUM and prepares supplemental guides. The first supplemental guide The propagation of distributions, which is in
an advanced stage, considers the propagation of distributions
for a general probabilistic basis for uncertainty evaluation
from the direct use of the PDF of the input quantities rather
than just their means and standard uncertainties. It also
recognizes the Monte-Carlo method as the most efficient
numerical implementation for the propagation of distributions [8,9].
The aim of the present paper is to introduce an overview
about the application of the Monte-Carlo method for
performing the propagation of distributions for the evaluation of measurement uncertainty.

2. The propagation of distributions

Consider again the model Eq. (1). The expectation of Z
could be obtained from the PDF of the input variables X i
according to:
E Z E F X1 ; X2 ; . . . ; Xn
Z V Z V
Z V

...
F x1 ; x2 ; . . . ; xn
V

V

V

 pX x1 ; x2 ; . . . ; xn dx1 dx2 . . . dxn :

For ease in demonstration, no correlation between

variables will be considered. Thus:
n
Y
pxi xi :
pX x1 ; x2 ; . . . ; xn px1 x1 px2 x2 . . . pxn xn
i1

9
And hence,
Z V Z
E Z
V

n
Y
i1

F x1 ; x2 ; . . . ; xn

...

V

pXi xi

V
n
Y
i1

dxi :

10

M.A Herrador et al. / Chemometrics and Intelligent Laboratory Systems 79 (2005) 115 122

Introduce now the Diracs delta distribution defined by

the property:

0 xma
d x  a
11
V xa
with
Z V
d x  adx 1:
12

117

measurand is known, its expectation and uncertainty are

easily evaluated from expression (2) and (3). However, Eq.
(20) can be computed analytically only in fairly simple cases,
and besides, standard numerical methods lead to unaffordable
computing times if n is large [11]. Thus, we call on another
numerical procedure in order to solve the integral (20).

V

Diracs delta is a distribution infinitely peaked at x = a,

with the total area of unity. It can be considered as a limit of
the Gaussian distribution:
2
1
2
d x  a lim p e xa =2r :
13
rY0 r 2p
A very useful property of the delta function is the
following relation for any function f(x):
Z V
f xd x  adx f a:
14
V

This property can be suitably rewritten considering

f(x) = x for convenience as:
Z V
xd x  adx a:
15
V

Thus, if the roles of x and a are played now by z and

F(x 1 , x 2, . . . , x n ), respectively, then we have:
Z V
zd z  F x1 ; x2 ; . . . ; xn dz F x1 ; x2 ; . . . ; xn : 16
V

By substituting the value of F(x 1, x 2, . . . , x n ) given by

Eq. (16) into Eq. (10), the following expression is obtained:
Z V Z V
Z V Z V
E Z
...
zd z  F x1 ; x2 ; . . . ; xn


V V
n
Y

V

pXi xi

i1

n
Y

17

dxi dz:

i1

V

V

V

V

V i1

 d z  F x1 ; x2 ; . . . ; xn

n
Y

#
dxi dz: 19

i1

The PDF for Z can be easily obtained:

Z V Z V
Z V Y
n
...
pX i x i
pz z
V

V

fN Z1 Z2 . . . ZM

21

is approximately normal, with expectation Ml Z and

variance Mr 2, and according to the rule of three sigmas,
the probability

p
p
P M lZ  3r M < fN < M lZ 3r M ,0:997:
22

 d z  F x 1 ; x 2 ; . . . ; x n

dxi

This relationship is of utmost importance for the MonteCarlo method becausepgive

us the rule to evaluate the error
;
of set lZ Z as 3r= M . The sample variance can be used
as the best estimation of r 2:
M 
X
; 2
zj  Z

S 2 Z

V i1
n
Y

By rearrangement, we get:


3r
fN
3r
< lZ p , 0:997
23
P lZ  p <
M
M
M
PM
;
f
ji zj
, Eq. (23)
and taking the sample mean Z N
M
M
can be rewritten as:


3r
;
P Z  lZ < p ,0:997:
24
M

And equating the expressions (17) and (18):

Z V "Z V Z V
Z V Y
n
zpz zdz
z
...
pXi xi

V

In 1949, an article by Metropolis and Ulam [12]

introduced the theoretical basis of Monte-Carlo method to
solve problems numerically by means of the simulation of
random variables [13,14]. However, the Monte-Carlo
method did not apply until the development of the modern
electronic computers,
pbecause the error in computation is
proportional to 1= M , where M is the number of trials or
simulated experiments, and only recently the speed of
computers is suitably enough to ensure high precision.
The essence of Monte-Carlo method lies on the
simulated sampling of a target population with a given
expectation l Z and variance r 2(Z). Consider a random
sample of size M, obtained from simulation of M
independent and identically distributed (the same PDF)
random variables Z 1, Z 2, . . . , Z M . Thus, according the
Central Limit Theorem [15], the distribution of the sum

V

Now, remembering the definition of expectation of Z:

Z V
zpz zdz:
18
E Z
Z

3. The Monte-Carlo method

20

i1

This is the leading expression for the propagation of

distributions [10,11], because once the PDF of the output

j1

M 1

25

The Central Limit Theorem states that as the sample size

M gets large, the distribution of the sample mean
approaches the normal distribution regardless of how the
random variable Z is distributed.

M.A Herrador et al. / Chemometrics and Intelligent Laboratory Systems 79 (2005) 115 122

118

Until now, the basis of Monte-Carlo method seems to be

clear: To draw M samples of the random variable Z
according to the model Eq. (1) by simulation of the input
variables X 1 to X n . Thus, instead of solving Eq. (20) we will
obtain a sample frequency distribution of Z that approaches
to the PDF for large M. From this frequency distribution the
values of the sample mean and sample variance are
obtained. But what is the way to perform the simulation
of the input random variables? The basis lies on the called
uniformly distributed random numbers, as is introduced in
the following.
3.1. The uniform or rectangular distribution
A random variable C defined within the interval (0, 1)
with PDF P C (c) = 1 is said to be uniformly distributed in
(0, 1). Its expectation and variance are given by:
Z 1
1
26
E C
cdc
2
0
Z
h
i
E C  0:52
0

1
:
c  0:5 dc
12
2

3.2. The cumulative distribution functions and uniformly

distributed random numbers
Consider a generic random variable X i distributed with
PDF p x i (x i ) in the interval (a, b). The Cumulative Distribution Function (CDF) of this variable is defined as the
probability that the random variable X i assume a value less
than or equal to a given value or random number x ik :
Z xik
Pa < Xi V xik Gxik
pxi xi dxi :
28
a

The CDF exhibits some interesting properties: G(a) = 0

and G(b) = 1, from easy calculations:
Z a
G a
pxi xi dxi 0
G b

where c k is a random number uniformly distributed in (0, 1).

A value of Q = 48 is enough in all cases, and the expression
(31) leads to
48
X

27

The values taken by the random variables are called

random numbers. Random numbers uniformly distributed in
(0, 1) play a primary role in the simulation of any random
variable because of a fundamental property of the Cumulative Distribution Function of a random variable.

The solution of this integral equation x ik = G  1(c k ) can

be solved analytically only in very simple cases, like
uniform and exponential distributions. In some other cases,
such as for the normal, lognormal, gamma and chi-square
distributions, simulation procedures involving random
numbers uniformly distributed in (0, 1) and the Central
Limit Theorem are applied [15]. For instance, random
numbers for normal distribution with a given mean l i and
standard deviation r i can be suitably generated using the
equation:
0 Q
1
X
Q
ck  C
B
2C
B k1
B
C
r
31
xik li ri B
C
Q
@
A
12

xik li ri

!
ck  24

32

Thus, the simulation of the random variables belonging

of any distribution either from Eq. (30) or by using other
techniques, always involve the random numbers c k uniformly distributed in (0, 1). Now, a question arise: How
these random numbers c k needed for simulation can be
obtained?
3.3. The generation of random numbers uniformly distributed in (0, 1)
The best way of generating random numbers uniformly
distributed in the interval (0, 1) is by means of a
deterministic arithmetical process based on congruency
recursion algorithms. The generated values are, properly
speaking, pseudo-random numbers because the technique
used is deterministic, but they behave as true random
numbers [16]. The fundamental congruency recursion is
mk1 N mk mod 2s

33

pxi xi dxi 1
a

0 < Gxik < 1:

29

This demonstrates that if the random number x ik belong

to the interval (a, b), the CDF G(x ik ) behaves as a uniform
random number c k within (0, 1), and consequently,
Z xik
pxi xi dxi ck :
30
Gxik
a

Where N is some large number (517 for instance) and s  40.

A sequence of whole numbers m k is obtained starting with
m 0 = 1. From these numbers, a set of new random numbers
c k uniformly distributed in (0, 1) is generated as
ck mk 2s :

34

Thus, from Eqs. (33) and (34) the random numbers c k are
obtained for simulating any other random variable. This
procedure is implemented as a routine for different code

M.A Herrador et al. / Chemometrics and Intelligent Laboratory Systems 79 (2005) 115 122

languages (BASIC, FORTRAN, Pascal. . .) and software

applications (MATLAB, Maple, Mathematica. . .).

is close to zero, the confidence interval becomes symmetric

and the expanded uncertainty is approximated to:
U Z

4. The estimation of the measurement uncertainty

Back again to Eq. (1). The values x ik of the input random
variables X i with known PDF are simulated from the c k
random numbers uniformly distributed in (0, 1) obtained by
Eqs. (33) and (34) according to expression (30) or by using
other procedures.
ck generationYxik simulationYzk computation

35

Thus, it is possible to draw real samples of Z for each

trial k by applying the model equation:
zk F x1k ; x2k ; . . . ; xnk

k 1 to M

36

Accordingly, the evaluation of measurement uncertainty

by the Monte-Carlo method can be summarized in the
following steps [17]:

119

Z1pM =2  Z1pM =2
2

38

and the coverage factor at this level can be back-calculated

as k = U(Z) / u(Z).
In order to perform Monte-Carlo simulations, we need a
computer program for generating the pseudorandom numbers and for solving the integral equation in order to
simulate the values of the variables with a given probability
distribution function. Those researchers with programming
expertise may write the suitable routines and procedures or
take the code available in FORTRAN and C language
[18,19]. Final programming users may use commercial
software packages to carry out Monte-Carlo analysis.
Among them Crystal Ball [20], LabView [21], @Risk
[22], Analytica [23], Stella II [24], WINCERT [25] and
Evaluator [26] are very suitable.

5. Discussion
(a) Establishment of the model Eq. (1) for the measurement process
(b) Selection of the input variables X i that contribute to
the uncertainty of Z
(c) Identification of the PDF corresponding to the input
variables previously selected
(d) Selection of the number M of Monte-Carlo trials
(e) Simulation of M series of random numbers {x i1,
x i2, . . . , x ik, . . . , x iM } for each selected input variable
X i from i = 1 to n.
(f) Computation of the M samples of Z{z 1, z 2, . . . ,
z k , . . . , z M } by applying the model equation zk F
x1k ; x2k ; . . . ; xnk from k = 1 to M.
Owing to the high speed of modern computers, a large
number of trials can be processed without time limitation.
Thus, a value of M = 100,000 trials is enough for any case.
This large number of trials ensures that the Central Limit
Theorem conditions met and so, the sample mean and
sample variance of the Z distribution are good estimations
of the population mean and variance. Thus, the uncertainty u(Z) can be assimilated to the sample standard
deviation:
v
!2
u
M
M
uX
1 X
u
2
z 
zk
u
t k1 k M k1
u Z
37
M 1
Once the coverage significance level probability p is
chosen, the confidence interval for the measurand can be
evaluated as [Z (1 + p)M / 2, Z (1  p)M / 2] whose extremes correspond to the 2.5% and 97.5% percentiles of the sorted z k
values. If the skewness of the sample frequency distribution

As it was emphasized above, the JCGM-EG1 recognized the Monte-Carlo method as the most efficient
numerical implementation for the propagation of distributions, and accordingly, we expect in a near future a
wide application of the method to assess the uncertainty
estimation of routine analytical procedures for accreditation purposes. The appearance of Excel add-ins
software packages such as Crystal-Ball, enables the use
of spread sheets for uncertainty estimation in a very
user-friendly way. . .and without the need to evaluate
partial derivatives!
Thus, summarizing, the main advantages of Monte-Carlo
simulation respect the GUM approach are:
& No limitation regarding the non-linear nature of the
specification function
& There is no assumptions about the distribution of
measurand
& There is no need to compute the effective number of
degrees of freedom (coming from the assumption of a tdistribution of the measurand)
& There is no need to compute partial derivatives.
Monte-Carlo method presents also some limitations: the
runtime could be long in some complex cases when using
old computers; the selection of the proper PDF of input
parameters might be difficult because of inaccurate data or
lack of understanding the underlying physical/chemical
process. The accuracy of Monte-Carlo method depends on
the quality of the random number generator, but most
commercial packages support this item.
The assignment of PDF of input variables can be done
according to the Shannons principle of maximum informa-

M.A Herrador et al. / Chemometrics and Intelligent Laboratory Systems 79 (2005) 115 122

120

tion entropy (PMIE). Some important distributions derived

from PMIE are [11]:
& The rectangular or uniform distribution, if only boundaries are known
& The triangular distribution, if we known the boundaries
and the expected value
& The Gaussian distribution, if only the expected value (l)
and the uncertainty (r) are known
& The Student t-distribution for few repeated measurements.
Common analytical measurements deal with non absolute methods and are based on calibration curves. Typical
procedures involve the use of calibration straight lines that
relate the analytical signal with the amount or concentration
of analytes. The contribution of the calibration to the
uncertainty measurement is due to the uncertainty of the
slope and the intercept of the calibration line. But, an
important remark arises when performing the Monte-Carlo
simulation. The values of the slope (b 1) and intercept (b 0) of
the calibration line are correlated ( Y = b 0 + b 1 X) and this
correlation must be taken into account when applying the
Monte-Carlo method. The correlation coefficient for slope
and intercept is given by
N
X

rb0 ; b1 

Xi

u b1
:
u b0

39

N being the number of calibration points.

Correlated variables are easily managed with some Excel
add-ins such as Crystal-Ball or @Risk, either by entering
the correlation coefficient, or by selecting the columns
corresponding to the values of both correlated variables.

6. A working example
In order to illustrate the application of Monte-Carlo
method for estimating the uncertainty measurement we have
prepared an example adapted from a paper describing the
determination of clenbuterol in pig liver by HPLC with a
coulometric electrode array system [27]. Clenbuterol is
analysed by reversed-phase HPLC using ODS (150  4 mm
i.d. and 5 Am particle size). The mobile phase has two
components. Component A is 50 mM phosphoric acid 30
mM triethylamine and pH adjusted to 4.0 with 2 M sodium
hydroxide solution. Component B is acetonitrile and
methanol in the proportion 45 : 30 (V / V).
An 80 : 20 (V / V) mixture of mobile phase component
A and B is used with a constant flow rate of 0.8 mL/min.
The injection volume is 20 AL . Column effluent is
monitored using a CoulArray electrochemical detector
with porous graphite electrodes operated in the oxidative
screen mode. The electrodes potential are set at 450, 600,
650 and 680 mV, respectively. Typical retention time

obtained for clenbuterol is 8.1 min. For establishing the

calibration straight line, the sum of peak height of
clenbuterol at all sensitive channels is measured and
plotted against concentration.
Samples of pig liver are homogenised and stored at  20
-C. The frozen samples are thawed at 4 -C prior to analysis.
10 mL of 1 M hydrochloric acid is added to 10 g pig liver
sample. The mixture is then shaken vigorously for 10 min
and centrifuged for 10 min at 4000 g. The supernatant was
decanted and placed at another container. The container was
placed in 60 70 -C water bath for 30 min, and then is taken
out and cooled down. After that, 10 mL diethyl ether is
added to the container. The mixture is vortex mixed for 5
min and centrifuged for 10 min at 4000 g. The organic layer
is discarded. Another 10 mL diethyl ether is added to the
aqueous layer and the process is repeated. The pH of the
remaining aqueous layer is adjusted to 11.6 by adding 2 M
sodium hydroxide solution. 5 mL diethyl ether is added and
vortex mixed vigorously for 10 min, and then the sample is
centrifuged for 10 min at 4000 g. The diethyl ether layer is
removed, placed in a glass tube and evaporated at 60 -C
under a continuous flow of nitrogen. To the remaining
aqueous phase, another 5 mL diethyl ether is added and the
sample is vortex mixed and centrifuged. The diethyl ether
layer is removed in the same glass tube. The diethyl ether
layer is evaporated to dryness under the nitrogen at 60 -C.
The residue is redissolved in 1 mL mobile phase, passed
through a 0.22 Am filter and 20 AL is injected in the HPLC
system.
The final concentration of clenbuterol in liver, expressed
in ng/g is calculated as:
Z

cHPLC Vext
Y  b0 Vext
Fhom
Fhom
Rm
b1 Rm

40

Here, Vext is the final volume of extract, (1 mL), R is the

recovery of the extraction procedure in fraction scale, m is
the sample mass (10 g pig liver), F hom is a factor due to the
sample heterogeneity and C HPLC is the concentration of
clenbuterol interpolated from the analytical signal Y using
the calibration line with slope b 1 and intercept b 0.
The final volume of extract is measured by using a 1-mL
volumetric flask with a calibration tolerance of T0.03 mL.
By neglecting other contributions to the volume uncertainty
such as repeatability or temperature effect, the uncertainty in
the volume is evaluated from the calibration tolerance
assuming a triangular distribution as
0:03
uVext p 1:22  102
6

41

The uncertainty due to the mass determination is

estimated from the data of calibration certificate and taken
as u(m) = 0.05 mg in all measurements.
The extraction efficacy of clenbuterol was assessed [27]
at three concentration levels (3.76, 15.04 and 56.40 ng/g)
from blank pig liver sample, homogenated, mixed and the

M.A Herrador et al. / Chemometrics and Intelligent Laboratory Systems 79 (2005) 115 122

mixtures were kept in the refrigerator for 24 h. The spiked

pig liver samples were analysed in triplicate. The mean
percentage recovery of the extraction procedure was 77%
with a standard deviation of 6.2% (R = 0.77 and
u(R) = 0.062).
Homogeneity factor is taken as unity (dimensionless),
but with an uncertainty evaluated according the following
procedure: Six portions of 10 g of pig liver taken from the
same homogenised lot were analysed in repeatability
conditions. The standard deviation obtained is taken as the
uncertainty of homogeneity. Thus, a value u( F hom) = 0.078
was found.
The calibration straight line was established by preparing
calibration standards according to the following procedure:
The primary stock standard solution is made by dissolving
20 mg of clenbuterol in 100 mL of methanol. From dilution,
another second solution of 1 Ag/mL is prepared. Calibration
standards are prepared by dilution of the suitable volumes of
the second solution with mobile phase to give concentrations within 20 600 ng/mL. The establishment of a
calibration line from the calibration standards presents,
stricto senso, a number of problems. The second standard
solution will have a concentration C calculated from the
weight of clenbuterol standard (w), its purity ( P) and the
volume of methanol (V 1)
C

wP
V1

42

But this concentration has an uncertainty derived from

the uncertainty in the weighing of clenbuterol, in its purity
and in the uncertainty of the 100-mL flask, and accordingly,
the calibration standards will have an uncertainty coming
from the uncertainty of the concentration of the second
standard solution (C), the uncertainty of the volume taken of
the second standard solution (v i ) and the uncertainty of the
final volume (V 2). So, the concentration X i of any
calibration standard is given by
Xi C

vi
wPvi

V2
V1 V2

43

And has an uncertainty u(X i ) that can be suitably

calculated.
As it is well known, conventional least squares techniques cannot be used in linear regression when both X and Y
variables have uncertainties and maximum likelihood
procedures should be applied [28,29]. In some instances,
if u(X i ) << u( Yi ), the conventional procedure can be used.
This later case applies in the case study and therefore,
conventional least squares are used to fit the straight line.
The results obtained for seven points from 20 to 600 ng/mL
leads to a straight line with correlation coefficient higher
than 0.999, and the regression ANOVA yields a goodness of
fit F-ratio = 125774.96 with a p-level < 0.001. The intercept
b 0 = 0.0424, has a standard uncertainty u(b 0) = 0.01367, and
the slope b 1 = 0.13444 has a standard uncertainty u(b 1) =

121

Table 1
Input variables and their assigned PDF
Input variable

PDF

Features

Y
b0
b1
F hom
R
m
Vext

Normal
Normal
Normal
Normal
Normal
Normal
Triangular

2.24 nA; 0.12 nA

0.0424; 0.1367 correlated with b 1
0.13444; 0.00038 correlated with b 0
1; 0.078
0.77; 0.062
10 g; 0.05 mg
1 mL; 0.0122 mL

The normal distribution is featured by its mean and standard deviation, and
the triangular distribution by its mean and semi width.

0.00038. Both b 0 and b 1 are correlated with a correlation

coefficient obtained from Eq. (39) r(b 0, b 1) =  0.8397.
A given sample was analysed in triplicate giving the
analytical signal Y = 2.24 (in nA) with a standard deviation
of T0.12.
Thus, the input variables of Eq. (40) are featured with
their PDF, expected values and standard deviations or
ranges and are gathered in Table 1. All variables are
considered normally distributed except the volume of
extract which follows a triangular distribution.
To perform the simulation, the software Crystal-Ball was
used by selecting a value M = 100 000 trials. The results
were:
Mean value: 2.1381 ng/g
Median: 2.1190 ng/g
Standard deviation: 0.2995 ng/g
Confidence interval for 95% confidence: 1.6052 2.7787
The standard uncertainty of the measurand Z is the taken
as the standard deviation: u(Z) = 0.30 ng/g. The uncertainty
estimation according to the GUM approach gives the value
u(Z) = 0.33 ng/g, very close to the obtained by Monte-Carlo
simulation. However, the expanded uncertainty calculated
by using the coverage factor k = 2 (for 95% confidence
assuming a Gaussian distribution) is U = 2  0.33 = 0.66 ng/
g; leading to a symmetric confidence interval of 1.46 2.78,
whereas with Monte-Carlo simulation, the confidence
interval is more skewed: 1.60 2.78 and compatible with
the real distribution of the measurand.

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