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    Uncertainty

    Copyright:

    © All Rights Reserved
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    6 views6 pages

    Uncertainty

    Uploaded by

    Arnold Giovanni
    Uncertainty

    Copyright:

    © All Rights Reserved
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    Describing UNCERTAINTIES iz SINGLE-SAMPLE EXPERIMENTS By S. ]. KLINE! anv F. A. McCLINTQCK? Inrropvction eee * Assistang Professor, Mechanical Engineering Deparement, Stanford ‘Universey Scanloed, Calif; formerly, tsercto, Mechanical Engigs- {gp Departmen. MissachersIntcute of Technology, Cambie, et Jon, ASME, *Asistant Professor, Mechanical Eogigeeing Department, Masst- chuieesInnieue of Technology. Jun. ASME. "Numbers sa parentheses roc the Bibliography ax che end of the apes © 36310 imagined, This du to four factors all of which tend to lestea the tc of repetition, Consoyeny, many experiments that Sppe tobe miplesample ast ately in part single sample "The feof ches factors was demtonssraced by Pearson (2) srho showed that observation of calc by a singe obsever, ia Benezaly did noe pve concent rls exe hough al eran Scr vables appeated vo have bore ronoved, In pericuar, he showed that evens sample of 0 30 readings might have 3 mean value sigoifeatly diferent from the eve mean 8 estab lished by 500 er moc samples. In the vate paper Pearson also demonstrate that observations of seals by Giferent observers Senor acces indepsent devo some unexplained cate 2s wellasto aur bias, the tendeny tread consistently high Gr low st ceiain points Tucmmler (9) lv has ned sn ap pareor dderene between the resus of vtiows labortois TSingcquipnene ofthe rate design to pron the site ton, “hele ad prbape che mos sigan acon, since arally fives cco the largest evry that istraments of dierene Acsigce in general, wil aor give he same reulie. Hence, a Sieg fansuinen feted forest of lnervariony, one Cot sibich i abereoin the iostrament willbe sampled ony once, to mates how many times cach cading is repeated ie inglesample experimen ici inevitable hac che sate ments of cliabley wl be based in par on estimates, This Imontbe true since by definition wate anno be applied call ene errs, Very ofen ches estimates wl be no betes than yo percnt ofthe uncerainyy bue = 30 per cen ay been Ginystisucrory,pariciaty ifthe ancriiny sf the Order Of Kw per cent leno he orga dts, Aeompiere method for rstmeat of wacercinis in a given cxpeinen ost provide she answer thee quesions” What ist rational way for eatimating nad descibing che taceraa- Tain the variable | What ira proper metho for alesiaing the propagation ofthese vacancies lato the resale? What Iie be pcsened in a taport co give a reasonably comple bat Concite picture ofthe ibility of che experiment® Before proceeding, let us define cerain terms more carefully. By “uncereainty” we mean & possible value the error might have. For a single observation, the error, which is the dif- ference between the true and observed values, isa certain fixed number. Bur the uncertainty, or what one thinks the error might be, may vary considerably depending upon the parcicular ciccumstances of the observation, "Variable" will mean a basic quantity observed directly in che laboratory as opposed to the “result” which is obtained by making corrections to or calcu- lations wich the recorded values ofthe variables, The recbrded Values of the variables will be called “data,” In a few ease, of course, che resus will be the same as the data, "Prope: gacion of uncereainty” will mean the way in which uncertain~ tes in che variables afecethe uncertainty in the results, The “This imporcane distinction beeween ercoe and wncereainey is be- lieved duct Airy CHS, 7 4 terms standatd deviation, mean, and frequency-distribution fanction will be used in the accepeed statistical meanings &¢ given for example by Hoel (3). In onder to arrive ¢ « rational method for describing che un- certainties in the variables, itis necessary to diseuss the sources and rature ofthe uncertainties. There are many types of errors ‘which can concribuce tothe uacertainty in each variable One useful classification of these crrors is a8 follows: Ac cidental errors, fixed errors, and miscakes (6, 7). Accidental ‘errors are those varying errors which eause repeated readings (0 differ withouc appatent teason, Accideaeal erors arise from in- strument friction and time lag, personal errors, and many other ‘causes. Fixed errors are chose which cause repeated readings 0 to be in error by the same amount without apparent reason. Gia reason were known, presumably 2 suitable correction would be made and the error eliminated.) Fixed errors arise from such causes as a burr on the lip of a Picor tube or a lever arm of erroneous length. Mistakes are completely erroneous readings of scales, watches, and so on. Each of these types of| ‘ertors will be considered in tun, ‘Accidental errors can be seudied by taking repeated observa tions of the value of a variable, Such a sequence of readings ‘may fall into various parcerns, some of which are shown in g ¥ 5 a Z y FT i f 3 o a) i o 1 6 v o 1 cy @ 1O} © inhomogeneous; there is no telling what the trends are or how farchey will go. The sequence of Fig. (¢) is more predictable; ‘even though there is a vatiation from one reading to another, ‘the readings all eend ro fall a given region, Such a sequence is called homogeneous. ‘The experiment from which ic was ob- tained is said co be controlled. Ifa very large aumber of data are obtained, 2 frequency-diseribution function can be com structed co describe them. The defining characteristic of the frequency-distribucion function, f(¢),.is tbat che fraction of values lying between and » + des {(e)ap. The distribution function corresponding to Fig. 1(6) is shown in Fig, 2. Acci= mo. 2. rasquevcy pistesuTi0N dental errors usually have a frequency distribution similar to ‘hae of Fig. 2, in chat small erors ate more likely than large ‘ones and there is no deSiaice upper limit co th: possible sizeof aa ‘The frequency distribution for accidental errors has been as- sumed to be normal, or Gaussian, by many authors, While this ‘may be true in many eases, itis aot true in all. Cases of dis. ‘tribution functions for accidental errors which are non-normal Mecuanicat ENGINEERING in form (2,8) cal, ave aow foo well documented co asume that ll sch dsibtos il be normal in the cave of sal aber of chverrsions, i i mo longer pontble odes the diibuion fenceion exactly. es Sil pwublecomakesome prea oprntona arenent sboet the Caractere of he debuion function, ting the tiie concepc fs confidence ime Nomeanré of theater ofthe esr canbe obtained fom 4 singesample expenen.Conseqscoty, the cxperinentet Imus rly ox hsp experienc ad Jadgmens, The best hecam doin make a statment of whac he hunks would happen if the fxpevinent were repenedanideotly Ine number fines, Te would seem earural comake rich astacement inthe nogonge of probably and scans, Buc stair ae rope based fn'calcalaions with measur numbers, while satements fe faring sinlesample experiments mas be based on what one {binka these numbers wil be. Hence a sata dsrion trould be misleading, "Thtcor, the term “unceasity die ‘uion wile wed ane of cqucny dis bution “he ueerainey ditibution ithe dribuion ef erors which the experimenter believes would be found tas given Variable if che varale were sampled» gree many tims, The cenaneydisribuom cael by actlental eons could be _Bctsred By repeated eeadings of the vasble io question. The Uscerantyditibuion shen would be exauly te same ste Frequency dcbacon, Thus she extang frequency dtr tions for acideral errs can be wed ovdeering what the Shape of uncertain dsibtions Yor aceidena error should te ‘the few available frequeseydiscsbacons indicate tha the uncertain ditaburion caused by necdenal errs. should have shape simile co the fegleny diibucion showe in Fig.2 Therefore its genial chats ae aso the sane; tately,smallerocs a more ikl than lrg eors pasa tins Crs ae aboot equally likey and Ate enim 1 close examination of fined cxoes shows thae the casi fc of rors a acdehal sn fae clly rela mater Asan example conde the we ofa themecouple and Precision poresmtrr so measure faroas tempertare Ee fora may rl fom varaionin temperature hea the fa ace boc in time aod spacey in the terol the there. fouple on the local empeatics hom icorer cation of the ize o poeoromer, Im detsoraion ofthe wire ot dni of the prcniomererbaterycaierion daring wes sod ftom ersntl ero in balancing and rcalng the puenions exer "An examination ‘f these estar show that whith ce fors ar calle aed and which ae called acidenal depends largely onthe sop of the experienc. If one observer ioe one thermocouple aod One pcaiomeier, were to make Tea ings of tmperacre a ve foine, then aon alo the eos ima be conidred fed even ifthe wading wet taken may times." However, if serra obcrvers, wing several diferent types of tempertaremesniing devices, measured. the tom, Ear rpeely am gine oly as slo he eos foul be clledactdeoca I the sare type of appuatis mat bese yall observer Snedecor may ate For example, if only oe thermocouple inallation could be wedi the foregoing eapeimect an er das tothe tortion Of che vempercue fed by the thrmocouple wil mothe samy Pe, Suc enor canbe Ecard by there ea the uncertain in these calsatons oa be ehowght of bat, ing an uneceaoey diseibuon Thus the fixed rom have 2 toerainy dibarion which can be wsuleed i terms a Eglelaioas and the we of mote Insrunents and obscres sequently, the uneriny dition develop it co section with the uations sesing rom scene eos Janvary, 1953 can be applied directly to the uncertainties which result from fixed errors. The shape of the uncertainty distribution duc to fixed errors i also believed to be similar co Fig, 2 ‘Mistakes arc those errors which sesule from completely er- oncous readings of watches, scales, and so on. These errors, in general, will be discarded by a careful observer if they are very large. Consequently, small erors are more likely than large ones, positive and negative exors are about equally likely, and no finite maximum error can be sated, Although the er- tors cend to occur i discrete steps, they do have an uncertainty. distribution which can be visualized in terms of the use of ‘many observers and scale intervals. "The entire error in 2 given reading due to all of the causes ‘mentioned has 90 distribution function. Ie is just a certaio, finite number, On the ocher hand, the entite uncertainty or lack of knowledge aboue the value ofa ceading can be described completely in cerms of an uncertainty distribution since each of, its components caa be desribed in this way. However, there is insufficient knowledge of uncertainties to warrant the use of a complete uncertainty diseribucion for each variable. In addi- tion, the distribution would be too cumbersome for routine use land would require dificult if not impossible mathematics for the calculation of the uncertainties in the results. Some short hhand notation is aceded which is consistent both with the con- ‘cept of the uncertainty distribution outlined and wich the state of the experimenter’s knowledge of the uncertainties, and yet which is simple enough for routine use. ‘A satisfactory notation for the uncertainty of a variable must include a searement of the bes estimate of the true value as well as. starement about the magnitude of the error in che estimate, The best estimate of che teue value is usually described by giving the mean of the readings. "A simple bue adequate description of the error in che estimate is moredificale coframe, In che case of frequency discributions, the statistician ofeen ares the standard deviation. But use of a standard deviation todescribe uncertainties bas two distince dis- advantages. (4) For nearly aormal distributions i describes an interval uch that che odds are approximately 2 £0 1 that che ‘error in a particular reading will he inside che incerval, How- ever, the experimenter usually wants his odds co be at least 10 020 to, rather chan 2011. (6) Ie would be misleading co use the term standard deviation which connotes a root-mean-square value calculaced from actual measured numbers because in single-sumple experiments che numbers must be estimated. “Another meastre of seater sometimes employed is che range. ‘This measure has been employed in some ofthe existing litera ture under the name of “maximum error.” In the present nomenclature the maximum error would be called the "maxi mui uncertainty.” ‘This concept may have meaning co a manu- facturer who must achieve complece inerchangeability of pares. In critical manufaceuring cases 100 per cent inspection is often ‘used to force amaximum error.*. But inthe case of experimental, uncertainty 100 per cent inspection cannot be applied. If just fone of the great number of causes for error in a given variable has an uncertainty distribucion with very long tails, ehea the final uncerrainty distribution also must have long rails. Since ‘every sampled distribution known tothe authors has long tails, i is mose unlikely that any uncertainty distribution for the en- tire error in a given variable can be described properly by @ maximum uncertainty. One might argue chat there is & maxi- ‘mom value of the uncertainey which che error will never ex ceed; but even granting this, a rigorous interpretation of the ven in these cases we know from expeience that assembly some sims fl. ‘An ealighteniog discussion of ois sbjeec including core ‘Herts a given by Bike and Saverbxg " 7 5 "never" almost always leads to values of the uncersainty which make che experiment unacceptable. ‘Another method of notation for describing a distribution which is better suited for descriprion of uncertainty distribu: tions is to specify an interval bused on certain odds, For example, che distribution of Fig. 2 indicates chat che odds are roughly 20 to 1 chat any given reading will lie within ‘4 of the meaa of the distributioa, Conversely, if only the value of a single reading is knowa, the position of the mean can be described by "20,0 I the mean of che distribution lies within ‘4 of the reading.” The odds the experimenter would be will- ing to wager on his estimate of where the true value ies would Aepend on how large the interval was made, In the case cited, for example, he would be willing to wager ‘only 1 to 2thac the true value lies withia 1 ofa given reading, but he would be willing to bee 20.0 1 chav lies wichin #4, oF 100 to 1 chat it lies wichin #10, This method of description is flexible in thar che experimenter can set his odds to conform ‘wich the standards of reliability required by any given experi- iment. A complete description of the uncertainty distribution could be given by the statement of the odds associated with all possible incervals. But a stacement of just one interval is all, ‘that is justified by our limiced knowledge and it does provide a reasonable index of the reliability. Considering the various factors juse discussed, the authors believe that a good concise way to describe the uncercainry ia cach variable isto specify che mean of the readings and an un= certainty interval based on specified odds, Representing the mean by m (arithmetic mean of observed values), the uaces- tainty interval by w, and the odds by 8 this becomes mt w, G10 1). a ‘As an example one might give Pressure = 50.2 + 0.5 psia (20 t0 1) ‘This states that the best value for the pressure is believed «0 be 50.2 psia and the odds are 20 r01 that the true value lies wichin 0.5 pia of this best estimare. The uncertainty interval, which is denoted by w, is oor a variable but a fixed value se- lected so that che experimenter would be willing to wager Sot, thatthe error is less than w. Decerminarion of the actual value of the uncertainty interval bared on given odds is one of the jobs of the experimenter ‘As already noced, at lease some of these incervals will have to bbe based on estimates rather than experiments, and the esti- mates often may beno better than +50 per cent.” Despite this, the experimenter owes it ¢0 himself and co his readers to $0 ‘ahead and do the besr he cans"20 one else i fn'an equally good position co make the required estimates which are essential to ational design and co interpretation of che results Such estimates ae, of course, noc pute guesses. Factors such as instrument backlash, sensitivity, and flucruation, as well as the accuracy ofthe basic theory of operation of the instrument, sometimes can be accounted for. Calibratioa of che instrument againse some type of standard is sometimes available, and ex- perience based on prior experiments or auxiliary experiments an be used, This part of the subject is covered already io the standard textbooks on instrumentation and is too detailed ia ‘ature for adequate treatment here, Readers desiring furcher information should see (6, 8, 10) and other texts, manufac- turers’ catalogs, and the literature of che specialty. jon (1) together with che foregoing discussion gives & method by which the experimenter can describe the uncer tainties in each of the basic variables in what the authors be- lieve to be a sufciently accurace and simple manner for routine use. Iris chen necessary co determine how chese uncertainties prSpagate into the results, Let the resule R be a function of # independent variables, R=RGy ee rs) a FFor small variations in the variables, this relation can be ex: pressed in linear form as aR, 4 ak PR ny Rao, ee aR Bey + +e ob) ‘The uncertainties in the variables e are represented completely by an uncerraincy discribucion bur can be adequately described by uncertainty intervals w, based on certain odds. Therefore we muse examine how to find che uacertainey interval for the re- sult wy based on essentially the same odds as the intervals for cach ofthe variables. Cereain theorems of statistics concerning. the way ia which frequency distributions combine will be help {olin finding a reasonable value for sy Tivorom 1. If Risa lincar function of w independent variables, and if the maximum deviation of the th variable from its mean is (#60,)mm then che maximum deviation of R- from its ‘mean value is given by [2k Rm = |B in | |PRan bn t jor, | Je, a) [Equation [4] might be used as an approximation for calculating. the uncertainty interval in the resule by simply substicuting. tucfor y,. This yields ar | ao) ‘This equation will be referred tos the linear equation. If itis ‘employed, the odds on the uncertainty interval inthe resue will, bbe much higher than the odds used in the variables. “This is be- ‘cause of che fact thatthe errorsin each variable can have a range of values, and it is quite unlikely that all of chem will have the mose adverse values atthe same tite, Threm2. IE Risa linear function of m independent variables, cach of which is distributed with a standard deviation @,, chen the standard deviation of Ris given by ORY gs, 4 (RY gs, bG p03] sna [(BYoe (Bee honors] (a or [Bo)+(Ba) (ST Mscnanicat ENGINgERING Examples were calulated eo compare the accuracy of the linear and second-power equations for predicting the appro- priate interval in the sesule in the case of diferent distibu- Tice differen frequency-distribuion functions were chosen, one normal, one corresponding to one wave length of a sine curve, and che last corresponding to an isosceles triangle, Since the latter wo disributions have nite limits, and are considers bly less normal chan the distributions uevally considered in connection with uncertainties, they constitute 4 severe test of the generality of the second-power equation, Odds of 9 t0 1, 19 co 1, and 99 t0 1, were chosen as being of interest in experi- mental engineeing work. The mathematics einployed in cal- calating the exact distribution function of the result are oat- lined in che Appendix For Table I the resule was considered t0 be proportional to the sum of two variables. According t0 this table, he second- power equation gives ols nearer eo the desired ode in every case, The second-power equation predicts the uncertainty ine tervals for the resule €9 withia +10 per cent of the correct value, while the linear equation predicts uncercanty intervals varying from the conrece value by ss much a8 per cet. The difference between interale given by the linear and second-power equations increases as the square roor of the ‘number of variables ifeach variable has above equal effect‘on the resule For Table 2 the resule was taken go be proportional to the sum ofan infinite aumber of variables, This able shows even more clearly che superiority of che second-power equation. The ons given by the second-pomer equation forthe uncertainty ine terval in the resale ae tll reasonable while che linear equation fives infinite odds. The eo in the iotcrval ineroduced by use Of the second-power equation inereascs ro no more than 15 per cent, while the error due to use ofthe linear cquation becomes infinite. Since the state of knowledge of uncerainty intervals for the variables is of the order of #50 per cent, it seems co- Tiely reasonable to use the second-powter equction for the cal Calation of the unceraingy interval forthe revue. The second-power equation, Equation {7}, is also of impor- tance in planning instrumentation, Ie applies in his sense both to single and multiple-sample experiments since scans can rot be applied coa muleiple-saimpe experiment i advance ofthe tests, Te shows that uncertainties ia individual variables add inco the uncertainty in the esult by the square. Consequently, the eflecr of large uncertainties inthe variables is emphasized, and a given reduction in a large uncercingy is fur move impor fant than the same numerical reduction in a small uncertaitey The second-power equation is thus a wsefl tool inthe selection of instrumentation for experiments Exoaus As aa illustration of the ideas presented in the foregoing, consider the measurement of velocity with a Pitot tube in an ai? stream, Ifedenotes the velocity, ap the pressure difterence be- ‘ween the Picot tube and the atmosphere, and p, and T, the pressure and cemperature of the air, respectively, then Ber: noulli's equation and che peefectgas equation of state give Pap RT 2 Here the result is the velocity and the variables are ap, Pay and T,. Even in this apparently simple measurement there are a great many possible sources of error which give rise to the ‘uncertainties. Some of them are aligament of the Pitot tube in the flow, leaks in the pressute tubing, changes in bore, or difer- fences in surface condition of the manomerer measuring the (s] Janvany, 1953 ‘TABLE 1 DISTRIBUTION OF THE RESULT: R= (0 + =)/Vi Normal Djseiborion of variable Diseribstion of rule Desired ods ‘Actual odds fr ineeval piven by ‘ecvod power equation gt gtk opt ‘Actatl odds for interval givea by linear equation. 41 Sn sport CCoerece interval of resale for de ied odds. a Interval given by seeo0d:power ati. 161g Interval given by liner equation... 32 364 TABLE 2. DISTRIBUTION OF THE RESULT: R Normal Disrnborion of variable Diseriburon of resale Desired odds wen Aeraal odds for inceval given by ‘ecindpower equation ot ages Actual odds for interval given by Tisear equstion ens en Correct interval of resale for de tired odds 1 a8 Incerva_ given by. secoed-powee ‘oqation feet igs ot Incereal given by lines equation... e . ° pressure difference, fuctuations in atmospheric and stream pres- sure, and so on.” In this case che Mach number must not be too high nor the Reynolds number too low. In cither case the assumption of incompressible frictionless flow inherent in Bernoulli's equation is violated, [Let us suppose that the Mach number and che Reyaolds num- berhave proper values. In order ro use Equation [7] all uncer- ‘ainty intervals for the vatiables must be based on che same odds. Tweary co one will be used. If Ty is measured by a calibrated mercury-in-glass thermometer, p, with a Bourdon ‘gage, and ap with a Utube manometer, a description of the readings might be 0 * 0.1 in. HO (20 t0 1) T, = 67.4 F = 527.1 = 0.2 deg F abs (20:0 1) P= 147 * 03 peia @0t0 1) Sinwsoial Teangelar Define A= Ve=H then KD= W/E —|ol/6 KO) = Kat cos AD! for Wh SVB for ol < n/A 4 | cm 1 Rt IRL PR sia ViAR KR ~ B+ Be Ro O° woe Gr an/ Vi) (a + cos ViAR)) foro SIR] < Vi and foro SIR)

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