Modelling unknown errors as random variables

Thomas Svensson, SP Technical Research Institute of

Sweden,
a statistician working with
Chalmers and FCC in industrial applications with companies like
Volvo Aero, SKF, Volvo CE, Atlas Copco, Scania, Daimler, DAF,
MAN, Iveco.
SP:s customers with fatigue testing and modelling, and the
evaluation of measurement uncertainty.

Problems

Introduce statistics as an engineering tool for

measurement uncertainty
reliability with respect to fatigue failures

Identify all sources of variation and uncertainty and put

them in a statistical framework
For both applications we use the Gauss approximation formula
for the final uncertainty,
2

2
f x

f 2
f f
i

Cov xi , x j
xi x j
xi

where the covariances usually are neglected.

Sources of variation and uncertainty

We have random variables such as:

Electrical noise in instruments
A population of operators

Material strength scatter

Variability within geometrical tolerances
A population of users, drivers, missions, roads

Sources of variation and uncertainty

We have also non-random variables which are sources of

uncertainty:
Calibration error for instruments
Non-linearity in gage transfer functions

Sampling bias with respect to

suppliers
users
Statistical uncertainty in estimated parameters
Model errors: .

sources of model errors

corrections

Fatigue life assessment by calculations:

material
properties residual
stresses

material
properties
External
force
vector
process

Multiaxial
stress process

transfer
functions,
static,
dynamic

Equivalent stress
process, one or two
dimensions.

reduction by principal
stress, von Mises, Dang
Van

Cycle
count

rain flow count,

level crossings,
narrow band
approximation,

Damage
number

Empirical
relationships,
Whler curve,
Crack growth laws

Model errors are introduced in all steps,

reduction is necessary in order to compare with material strength,
only simple empirical models are available because of the lack of detailed
information, defects as microcracks, inclusions and pores are not at the
drawing.

Modelling unknown errors as random variables

A total measurement uncertainty depends on several sources, both

random and non-random.
Fatigue life prediction depends on several random variables,
uncertain judgements and possible model errors.

Can these different type of sources be put in a common

statistical framework?

How can we estimate the statistical properties of the sources?

Example 1, Calibration

An instrument is constructed in such a way that the output is proportional to

the value of the measurand. Calibration and linear regression gives the
proportionality constant, the sensitivity b.
The mathematical model:

The statistical model:

Statistical theory gives prediction
intervals for future usage of the
instrument

y a bx

y a bx , is IID normal

1
x x

a bx t p , s 1
n xi x 2
2

ymeas

based on n observations from

the calibration

xi , yi , i 1,2,, n

Example 1, Calibration

A more true model:

y a bx ' e x , ' is IID normal

There is a systematic model error which violates the assumptions behind the
prediction interval.

Solution: hypothetical randomization. The measurement uncertainty by means of

the prediction interval should be regarded as a measure of future usage where the
level x is random.
Restriction : Reduction of uncertainty by taking means of replicates will not be in
control unless the variance for the random part is known.
Regression procedure: If replicates are made on different levels, the regression
should be made on mean values to get a proper estimate of the standard deviation.
But, for the prediction interval this estimate must be adjusted since we actually
estimate

' e x

Example 2, model error, plasticity

In a specific numerical fatigue assessment at Volvo Aero they can, by
experience, tell that the true plasticity correction is expected to be
between the values given by the linear rule and the Neuber rule.
We calculate the fatigue life assuming the linear rule, keeping all other
variables and procedures at their nominal values.
The fatigue life prediction is:

N lin

We calculate the fatigue life assuming the Neuber rule, keeping all other
variables and procedures at their nominal values.
The fatigue life prediction is:

N Neu

We now regard the unknown systematic error as a uniform random variable

with variance:

pl2

log N lin log N Neu

12

Example 2, model error, plasticity

pl2

log N lin log N Neu

12

How can this procedure be justified? What are the implications?

Hypothetical randomisation by regarding the air engine chief engineers as a
population? Hardly!
In fact, the choice will introduce a systematic error for all VAC engines and the
statistical measure will not comply with observed failure rates.

Example 3, Instrument bias

A testing laboratory buys an instrument that is specified to have the accuracy,
say 0.2%. What does this mean? Usually it means that the systematic error is
less than 0.2% of the maximum output.

How can this systematic error be handled in a statistical sense?

For global comparisons one can regard it as a random bias, which hopefully has
mean zero. It can then be included as a random contribution for global
uncertainty statements.
In a single laboratory there may be several similar instruments and by assuming
that the operator always makes a random choice, also the local bias may be
regarded as random and be included in the laboratory uncertainty.
For comparisons the systematic error can be eliminated by using the same
instrument and be excluded from uncertainty statements for comparative
measurements.

Discussion

In some engineering problems often uncertainties are far more important than
random variation. This has resulted in the rejection of statistical tools and worst
case estimates, conservative modelling and vague safety factors are kept in use.
By putting also uncertainties in the statistical framework it is possible to take
advantage of the statistical tools, compare all sources of scatter and uncertainty, and
be more rational in updating and refinement of models.
Reduction of variance by mean values of replicates is out of control.
The resulting uncertainty measure in reliability cannot be interpreted as a
failure rate.
Large systematic errors should be eliminated by classification, better
modelling, or more experiments.
Are there more problems?