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Evaluating Measurement Accuracy Semyon G. Rabinovich Evaluating Measurement Accuracy A Practical Approach 123 Dr.SemyonG.Rabinovich 142ManchesterDrive BaskingRidge,NJ07920 USA semyon [email protected] ISBN978-1-4419-1455-2 e-ISBN978-1-4419-1456-9 DOI10.1007/978-1-4419-1456-9 SpringerNewYorkDordrechtHeidelbergLondon LibraryofCongressControlNumber:2009941295 (cid:2)c SpringerScience+BusinessMedia,LLC2010 Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewritten permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY10013, USA),except forbrief excerpts inconnection with reviews orscholarly analysis. Usein connectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware, orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden. Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyare notidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubject toproprietaryrights. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface The goal of this book is to present methods for estimating the accuracy of real measurements, that is, measurements performed in industry, trade, scientific re- search–wherevertheproductionprocess,qualitycontroldecision,ortheinterpre- tation of an experimentdependson measurementaccuracy.The necessity for this book arises from the fact that the existing theory of measurement errors contains significant gaps. In particular, the current theory focuses exclusively on multiple measurements and overlooks single measurements. Meanwhile, single measure- mentsarethe onesmostcommonlyused inpractice.Moreover,thecurrenttheory isincompleteevenwithinthescopeofmultiplemeasurements.Forexample,itdoes not provide answers to such fundamental questions as how to translate the inac- curacy of a measuring instrument into the inaccuracy of a measurement utilizing thisinstrument,orhowtofindthefulluncertaintyofameasurementresult,i.e.,the uncertaintythatreflectsbothsystematicandrandomerrors. The science of measurements – metrology – entered a period of rapid de- velopment several decades ago, prompted by the growth in international trade, globalizationofindustrialproduction,demandsofmedicineandpharmacology,the increasedattentiontofoodqualityandenvironment,andotherneedsofthemodern society.However,metrologywillnotfulfilltheseneedswithoutremovingtheblind spots mentioned above. I devoted many years of research filling these gaps. This bookgeneralizesandputsintoacoherentwholetheresultsofthiseffort. Thebookdevelopsthegeneraltheoryofprocessingexperimentalmeasurement data,whichaddressestheneedtoobtainthevalueofaquantitybeingmeasuredand the accuracy of this estimate. For the first time, this book presents the postulates ofthetheoryofmeasurements.Itintroducesthetermmeasurementinaccuracyasa generaltermthatreflectsmeasurementuncertaintyinsomesituationsandlimitsof error(orevenerrorsthemselves)inothers.Thebookshowstherelationshipbetween the accuracy of measuring instruments and measurements utilizing these instru- ments. It presents methodsof estimating the accuracyof both single and multiple measurements. Moreover,it formulatesthese methodsin a systematic and unified way by formulating and utilizing a new perspective that single measurementsare the basic type of measurements and multiple measurements represent a series of repeated single measurements. This approach,besides being logical and intuitive, makesaccountingforthemeasuringinstrumentsinaccuracyaninherentpartofthe v vi Preface calculationsoftheinaccuracyofthemeasurement.Thebookofferswell-grounded and practicalmethodsfor combiningthe componentsof measurementinaccuracy. Inparticular,itdescribeshowtocombinethelimitsofelementarysystematicerrors and how to estimate the overallmeasurement uncertainty accounting for both the systematicandrandomerrors. Aspartofthegeneraltheoryofmeasurements,thebookdevelopsthetheoryof indirectmeasurements.Fordependentindirectmeasurements,thebookproposesthe methodof reductionin place of the traditionalmethodbased on the Taylorseries. Thismethodismoreaccurate,simpler,andmostimportantlyallowstocalculatethe confidencelimitsoftheinaccuracyofthesemeasurements,ratherthanjuststandard deviationofthemeasurementresultasinthetraditionalmethods.Atthesametime it removes the need to account for the correlation coefficient, which had been a thornyissue in this area. The bookalso proposesa new methodof transformation for independentindirectmeasurements.The bookfurther includesa discussion of theapplicabilityoftheBayes’TheoremandMonteCarlomethodsinmeasurement data processing, the topics that have been actively discussed in the metrological researchpapers. Asaresult,thisbookcanserveasacomprehensivereferencefordataprocessing of all types of measurements, including single and multiple measurements, de- pendentand independentindirect measurements, and combined and simultaneous measurements.Itincludesmanyconcreteexamplesthatillustratetypicalproblems encounteredin measurementpractice.Thus,thebookencompassestheentire area ofmeasurementdataprocessing,fromgeneraltheorytopracticalapplications. The book contains nine chapters. Chapter1 gives the general introduction to measurementsand metrologyand outlinesmajor changesthatoccurredin metrol- ogyduringthelasttwodecades.Althoughthischapterisofintroductorynature,it presentssomeimportantgeneralperspectivesonthesubject.Inparticular,itincludes aclassificationofmeasurementsandmeasurementinaccuracyandformulatespos- tulatesofthetheoryofmeasurements. Chapter2isdevotedtomeasuringinstruments.Itdescribesconventionalmethods of representing their metrological characteristics as well as the methods of con- trolling these characteristics through calibration or verification. The chapter also analyzeserrorsoflargenumbersofinstrumentsofseveraltypesandshowsthatthe distributionfunctionsoftheseerrorsareusuallynonstationary. Chapter3 contains basic statistical methods of experimental data processing. Thesemethodsaredirectlyapplicabletotheidealizedmultiplemeasurements.They arealsonecessarywhenusingstatisticalmodelsofelementarymeasurementerrors and for obtaining confidence intervals in the course of measurement uncertainty calculations. Chapter4 is devoted to direct measurements. It presents a step-by-step proce- dureforthecalculationsoftheinaccuracyofsinglemeasurements.Thecalculation of uncertainty of a multiple measurement is then derived as a summation of the inaccuracyoftheunderlyingsinglemeasurementwiththerandomerrorofthemul- tiplemeasurement,whichisestimatedfromtherepeatedsinglemeasurements.The chapterdescribesanewsummationmethodandtheadvantagesofthenewmethod Preface vii overthe knownmethodsof summatingsystematic andrandomerrors.Finally,the chapter briefly describes nonparametric and robust methods for processing direct measurementdata. Chapter5presentsthetheoryofindirectmeasurements.Inparticular,itdescribes twonewmethods.Thefirstoneisthemethodofreduction,whichhandlesindirect measurementswithdependentarguments.Thismethod,whichweproposedprevi- ously but which is notyetwidely known,is the first to producereliable estimates ofuncertaintyof these typesof measurements.Atthe same time,it eliminatesthe need to calculate the correlation coefficients – a major stumbling block in these measurements.Thesecondmethodisthemethodoftransformationforindirectmea- surements with independent arguments, which compliments the known methods. Thischapteralsoappliesthenewgeneralmethodforthesummationofsystematic andrandomerrorsfromChap.4toindirectmeasurements,thusremovingtheneed tousetheMonteCarlomethodwithitsknownlimitations(therelianceonunknown distributionfunctionsandthecomplexityofimplementation)forthispurpose. Chapter6 treats simultaneous and combined measurements, using the well- known least-squares method, which is commonly applied for these measurement types. Chapter7 contains methods for combining measurement data or measurement results.Thisproblemariseswhenthesamemeasurandismeasuredindifferentlab- oratories, and the final result should reflect all these measurements. Along with a traditionalsolution,whichtakesintoconsiderationonlyrandomerrors,Chap.7in- cludesamethodaccountingforthesystematicerrorsaswell. Chapter8includesanumberofconcreteexamplesofmeasurementdataprocess- ingandevaluatingmeasurementaccuracy.Thebookistargetedforpracticaluse,and theseexamplescanserveasspecificblueprintsforaddressingtypicalmeasurement dataprocessingneedsfacedbyexperimenters. Finally,Chap.9presentsconcludingremarks,includingourthoughtsonthenew “InternationalVocabularyofMetrology–BasicandGeneralConceptsandAssoci- atedTerms”[1]andanalysisofthedrawbacksofthe“GuidetotheExpressionsof UncertaintyinMeasurement”[2]. This book is intended for anyone who is concerned with measurementsin any fieldofscienceortechnology,whodesigntechnologicalprocessesandchoosesin- struments with appropriate accuracy as part of their design, and who design and testnewmeasuringdevices.Thisbookshouldalsobeusefultouniversitystudents pursuingscienceandengineeringdegrees.Indeed,measurementsareofsuchfunda- mentalimportanceformodernscienceandengineeringthateveryoneinthesefields mustknowthebasicsofthetheoryofmeasurementsandespeciallyhowtoevaluate theiraccuracy. The book assumes reader’s familiarity with mathematical statistics, basic cal- culus, and, in part of Sect.2.5, control theory. A reader without control theory background can skip this part of Sect.2.5 without affecting the understanding of therestofthebook. Inconclusion,IwouldliketothankDr.AbramKagan,ProfessorattheUniver- sityofMaryland,CollegePark,formanyyearsofcollaborationandfriendship.This viii Preface bookbenefitedfromourdiscussionsonvariousmathematicalproblemsinmetrol- ogy. I would also like to thank Dr. Ilya Gertsbach, Professor at the Ben Gurion University of Beersheva (Israel), for our discussions over the theory of indepen- dentindirectmeasurements.Iwouldliketoexpressmyspecialgratitudetomyson, Dr.MichaelRabinovich,ProfessoratCaseWesternReserveUniversity.Heprovided supportandassistancethroughoutmyworkonthisbookfromeditingtheproposal forpublicationto discussingnew resultsandthepresentationto editingthe whole book.Thisbookwouldnotbepossiblewithouthishelp. BaskingRidge,NJ SemyonG.Rabinovich Contents 1 GeneralConceptsintheTheoryofMeasurements........................ 1 1.1 BasicConceptsandTerms.............................................. 1 1.2 TheBasicMetrologicalProblems...................................... 4 1.3 NewFormsofInternationalCooperationinMetrology............... 10 1.4 PostulatesoftheTheoryofMeasurements ............................ 12 1.5 ClassificationofMeasurements ........................................ 18 1.6 ClassificationofMeasurementsErrors................................. 22 1.7 GeneralApproachtoEvaluationofMeasurementInaccuracy........ 25 1.8 PresentationofMeasurementResults.................................. 26 2 MeasuringInstrumentsandTheirProperties.............................. 31 2.1 TypesofMeasuringInstruments ....................................... 31 2.2 MetrologicalCharacteristicsofMeasuringInstruments............... 33 2.3 RatingoftheErrorsofMeasuringInstruments........................ 36 2.4 DynamicCharacteristicsofMeasuringInstruments................... 49 2.5 CalibrationandVerificationofMeasuringInstruments ............... 53 2.6 DesigningaCalibrationScheme ....................................... 58 2.7 StatisticalAnalysisofMeasuringInstrumentErrors.................. 65 3 StatisticalMethodsforExperimentalDataProcessing.................... 71 3.1 MethodsforDescribingRandomQuantities........................... 71 3.2 RequirementsforStatisticalEstimates................................. 75 3.3 EvaluationoftheParametersoftheNormalDistribution............. 76 3.4 EliminationofOutlyingData........................................... 80 3.5 ConstructionofConfidenceIntervals .................................. 82 3.6 TestingHypothesesabouttheFormoftheDistributionFunction .... 87 3.7 TestingforHomogeneityofSamples .................................. 89 3.8 RobustEstimates........................................................ 95 3.9 ApplicationoftheBayes’Theorem.................................... 99 4 DirectMeasurements..........................................................101 4.1 RelationBetweenSingleandMultipleMeasurements................101 4.2 ClassificationofElementaryErrors....................................104 ix x Contents 4.3 ModelingofElementaryErrors ........................................108 4.3.1 AbsolutelyConstantErrors.....................................109 4.3.2 ConditionallyConstantErrors..................................109 4.3.3 PurelyRandomErrors..........................................110 4.3.4 QuasirandomErrors ............................................110 4.4 CompositionofUniformDistributions.................................111 4.5 MethodsforPreciseMeasurements....................................117 4.6 AccuracyofSingleMeasurementsUsingMeasuring InstrumentsUnderReferenceConditions..............................119 4.7 AccuracyofSingleMeasurementsUsingMeasuring InstrumentsUnderRatedConditions...................................122 4.8 AccuracyofMultipleMeasurements...................................128 4.9 Comparisonof DifferentMethodsforCombining SystematicandRandomErrors.........................................136 5 IndirectMeasurements .......................................................141 5.1 TerminologyandClassification.........................................141 5.2 CorrelationCoefficientandItsCalculation............................142 5.3 TheTraditionalMethodofExperimentalDataProcessing............145 5.4 MeritsandShortcomingsoftheTraditionalMethod..................149 5.5 TheMethodofReduction...............................................152 5.6 TheMethodofTransformation.........................................154 5.7 TotalUncertaintyofIndirectMeasurements...........................161 5.8 AccuracyofSingleIndirectMeasurements............................166 5.9 AccuracyofaSingleMeasurementwithaChainofInstruments.....167 5.10 ApplicationoftheMonteCarloMethod...............................169 6 CombinedandSimultaneousMeasurements...............................173 6.1 GeneralRemarksAbouttheMethodofLeastSquares................173 6.2 MeasurementswithLinearEquallyAccurate ConditionalEquations ..................................................175 6.3 Measurements with Linear Unequally Accurate ConditionalEquations ..................................................178 6.4 LinearizationofNonlinearConditionalEquations ....................180 6.5 ExamplesoftheApplicationoftheMethodofLeastSquares........181 6.6 GeneralRemarksonDeterminationoftheParameters inFormulasfromEmpiricalData ......................................186 6.7 ConstructionofTransferFunctionsofMeasuringTransducers.......188 7 CombiningtheResultsofMeasurements...................................193 7.1 IntroductoryRemarks...................................................193 7.2 TheoreticalPrinciples...................................................193 7.3 EffectoftheErroroftheWeightsontheError oftheWeightedMean...................................................197 Contents xi 7.4 Combining the Results of Measurements withPredominatelyRandomErrors....................................199 7.5 Combining the Results of Measurements ContainingBothSystematicandRandomErrors......................201 7.6 CombiningtheResultsofSingleMeasurements ......................204 8 ExamplesofMeasurementsandMeasurementDataProcessing.........209 8.1 VoltageMeasurementwithaPointer-TypeVoltmeter.................209 8.1.1 APrioriEstimationofMeasurementInaccuracy..............209 8.1.2 UniversalEstimationofMeasurementInaccuracy............212 8.1.3 IndividualEstimationofMeasurementInaccuracy ...........214 8.2 VoltageMeasurementwithaPotentiometerandaVoltageDivider...215 8.3 ComparisonofMassMeasures.........................................220 8.4 MeasurementofElectricPoweratHighFrequency...................221 8.5 AnIndirectMeasurementoftheElectricalResistanceofaResistor .222 8.5.1 ApplicationoftheTraditionalMethod.........................222 8.5.2 ApplicationoftheMethodofReduction ......................225 8.6 MeasurementoftheDensityofaSolidBody..........................226 8.6.1 ApplicationoftheTraditionalMethod.........................226 8.6.2 ApplicationoftheMethodofTransformation.................229 8.7 MeasurementofIonizationCurrent....................................233 8.8 MeasurementoftheActivityofaRadioactiveSource ................235 9 Conclusion......................................................................239 9.1 MeasurementDataProcessing:Past,Present, andNextSteps...........................................................239 9.2 RemarksontheInternationalVocabularyofMetrology...............241 9.3 Drawbacks of the “Guide to the Expression ofUncertaintyinMeasurement” .......................................244 Appendix............................................................................249 Glossary.............................................................................255 References...........................................................................261 Index.................................................................................265

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The goal of Evaluating Measurement Accuracy: A Practical Approach is to present methods for estimating the accuracy of measurements performed in industry, trade, and scientific research. Although multiple measurements are the focus of current theory, single measurements are the ones most commonly us
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