MECH 591 Instrumentation and measurement

Lecture 3
Assessing and presenting experimental data
Chapter 3.1~3.5

Main topics
Error and uncertainty
Normal distribution

Dr. Xiaobin Le, P.Eng
Department of Electrical & Mechanical
Wentworth Institute of Technology
Contents
Introduction
What is the error of the data?
Uncertainty and confidence level
Terms used in rating instrument performance
Common type of errors
Statistical analysis for assessing uncertainty
Normal distribution
Some basic concepts about probability theory
Histogram
Normal distribution
Standard normal distribution and its calculation
Objectives
Understand the physical meaning of errors
in measurement
Understand the physical meaning of
uncertainty in measurement
Understand the physical meaning of mean
and standard deviation
Understand the normal distribution and its
probability calculation
After you completed a set of experiments with a
group of data, you might draw some conclusions
and present them to others. Generally, they will
ask you following questions before they are willing
to use your conclusions.
How good are the data? ( from A scientist)
Do the data agree well with a theoretically derived
result?
What is the error of the data? (from an
engineer)
What a test engineer is really after is the actual
value of the physical quantity being measured.
Is the difference between the measured value and
the true physical value of the quantity in the
acceptable limit?
Introduction
Definition of error
The error of a measurement is defined as the
difference between the measured value and the
true physical value of the quantity.

(3-1)

c error
x
m
-the measured value
x
true
- the true value of the measured parameter.

We might never know the true value (actual
value). How do we assess the error?
true m
x x error = c
Uncertainty and Confidence level
For test engineer, after the measurement is
completed, we try to establish a bound on c with
some level of confidence. This bound is typically of
the form:
(3-2)
(3-3)

u - the uncertainty
Confidence level c% - Example 95%, only 1
measurement in 20 will have an error whose
magnitude is greater than u, or, we can say the true
value between (x
m
-u, x
m
+u) with confidence level
95%.
c%) level e (confidenc u u + s s c
c%) level e (confidenc u x x u x
m true m
+ s s
An example: Measure the temperature of a
object at a steady state temperature.
Statement provided by a test engineer
The measured temperature is 93.35F. The true
temperature with confidence level 95% is within (93.35-
0.10, 93.35+0.10), that is:
Uncertainty is 0.10F
93.25 <true temperature<93.45
With confidence level 95%
In this chapter, we will discuss how to
estimate the uncertainty in measurement and
how to present the confidence intervals of
assessing parameter by using statistical
analysis
Terms used in rating instrument
performance
Accuracy: the difference between the
measured and true values.
Typically, a manufacturer will specify a
maximum error as the accuracy.
Precision: The difference between the
instruments reported values during
repeated measurements of the same
quantity.
Typically, this value is determined by statistical
analysis of repeated measurement
Accuracy And Precision
From www.ni.com Measurement Fundamentals, Sampling Quality
Resolution: Smallest increment of
change in the measured value that can be
determined from the instruments readout
scale.
The resolution is often on the same order as
the precision; sometimes it is smaller
Sensitivity: The change of an instrument
or transducers output per unit change in
measured quantity.
A more sensitive instruments reading
changes significantly in response to smaller
changes in the measured quantity.
Typically, an instrument with higher sensitivity
will also have finer resolution, better precision
and higher accuracy.
Common types of errors
Most of errors can be placed into one of two
general classes: (a) Bias errors and (b)
Precision errors
a) Bias error, also referred to as systematic
errors, are those that occur the same way
each time a measurement is made.
Example:
if the scale on an instrument consistently reads
5% high, then the entire set of measurement will
be biased by +5% above the true value.
We will not focus on this type of errors
Precision errors, also called random errors,
are different for each successive
measurement but have an average value of
zero.
Example
Mechanical friction or vibration may cause the
reading of a measuring mechanism to fluctuate
about the true value, sometimes, reading high
and sometimes reading low.
We can use statistical analysis to estimate
the likely size of the error. But bias errors
cannot be treated using statistical techniques,
because such errors are normally fixed and
do not show a distribution.
Figure 3.1 page 37: Bias and precision errors
a) Bias error larger than the precision error
Figure 3.1 page 37: Bias and precision errors
b) the precision error larger than the bias error
Classification of errors
For the purpose of discussion, typical errors
may be roughly sorted as follows: (page 36-
41)
1. bias or systematic error
calibration errors
certain consistently recurring human errors
certain errors caused by defective equipment
loading errors
limitations of system resolution
If we properly calibrate the appropriate
instrument and run measurement with
proper experiment procedure, the bias error
could be reduced to minimum.
2. precision or random error
errors caused by disturbances to the
equipment
errors caused by fluctuating experimental
conditions
errors derived from insufficient measuring-
system sensitivity
We will treat the precision error as a
random variable and use statistical
analysis to analyze the precision
error.
3. illegitimate error
blunders and mistakes during an experiment
computational errors after an experiment
4. errors that are sometimes bias error and
sometimes precision error
errors from instrument backlash, friction, and
hysteresis
errors from calibration drift and variation in
test or environmental conditions
Errors resulting from variations in procedure
or definition among experimenters.

Statistical analysis for assessing
uncertainty
Precision errors of the measurement system is a
random value because there are a lot of factors
which will affect the measured value.
We repeat measurement and treat this measured
value as a random variable, which can generally be
described by a distribution function- normal
distribution (Gaussian distribution).
Now Lets focus on some basic concepts about the
random variable and probability theory. Then we
will use it to assess the uncertainty and determine
the confidence level.
Some basic concepts about probability theory
What is a random event and random
variable?
Random event: The outcome of a experiment is
unpredicted before the experiment, however
there a unique outcome for that experiment after
that experiment has been conducted. This event
is an random event.
Random variable: A random variable is a
function that associates a unique numerical value
with every outcome of an experiment. The value
of the random variable will vary from trial to trial
as the experiment is repeated.

Frequency histogram,
An engineer did 449 tensile tests on the
same material, with the same test equipment
and under the same conditions, He got 449
different yield strengths ranging from 114 ksi
to 146 ksi.
Question: how do you describe these
data?
You can not make xy plot and not create a function
because there is the same parameter (yield strength).
Ideally, the yield strength should be a constant.
Answer: (1) Mean and standard deviation
(2)Frequency histogram
Mean
Mean for a set of n repeated measurement,
mean is defined as the sum of the
measurement divided by n.




The physical meaning of the mean is the
arithmetic average of all measured data.
The mean is the most probable single value
for the measured parameter.
n
x
n
x x x
mean
n
i
i
n

=
=
+ + +
= =
1 2 1
...

Standard deviation
The standard deviation o of a set of data (measurement)
is given by the formula.








Physical meaning of standard deviation:
The bigger a standard deviation, the bigger the
data scatter.
The bigger standard deviation indicates that the
data variation is bigger.

>

30 n sample, smaller
1
) (
30 n sample, large
) (
2
2
n
x
n
x
i
i

o
Create a frequency histogram
(1)Divide the whole data range (114 ~146 Ksi) into 2-
ksi class interval. #of intervals ~ N^
(1/2)
(2)Count the number of tests whose value is between
that class interval and fill the following table.
(3)Then we can build a frequency histogram
Frequency Histogram
The horizontal axis is the yield strength with a class
interval 2 ksi. The corresponding value in the vertical
axis is the number of the tensile test result in this
class intervals.
For example, in the class interval 120-122, the
frequency is 26.
Frequency Histogram
0
10
20
30
40
50
60
70
80
115 117 119 121 123 125 127 129 131 133 135 137 139 141 143 145
Yield Strength (Ksi)
F
r
e
q
u
e
n
c
y

(
n
u
m
b
e
r
)
Frequency Percentage Histogram
Frequency perctange histogram
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
1
1
5
1
1
7
1
1
9
1
2
1
1
2
3
1
2
5
1
2
7
1
2
9
1
3
1
1
3
3
1
3
5
1
3
7
1
3
9
1
4
1
1
4
3
1
4
5
Yiled Strength (Ksi)
F
r
e
q
u
e
n
c
y

(
P
e
r
c
e
n
t
a
g
e
%
)
The horizontal axis is the yield strength with a class interval 2
ksi. The corresponding value in the vertical axis is the ratio
of number in this class intervals to the total test
number.
For example, in class interval 120-122, the frequency
percentage is 26/449=0.05791. The frequency percentage is a
probability.
Frequency Density Histogram
Frequency density Histogram
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
115 117 119 121 123 125 127 129 131 133 135 137 139 141 143 145
Yield Strength (Ksi)
F
r
e
q
u
e
n
c
y

D
e
n
s
i
t
y
The horizontal axis is the yield strength with a class interval 2 ksi.
The corresponding value in the vertical axis is the number of the
tensile test result in this class intervals divided by total test
number and by the value of the class intervals.
For example, in the class interval 120-122, the frequency density
is 26/449/2=0.02895
Probability density function f(x)
When the total test number is big enough, and the class interval
is small enough, the frequency density histogram can be
replaced by a continuous curve (Probability density function).
In this curve, the horizontal axis is the value of the random
variable, the vertical axis is the frequency density at
corresponding random variable value.
Two properties of probability density
function f(x)




The physical meaning:
(1) The probability density (frequency density) can not
be a negative. An event with a negative frequency
density has no physical meaning. An event can
either happen (with positive frequency density) or not
happen (frequency density =0).
(2) The probability of every possible event is 1.
}

=
< < >
1 ) ( ) 2 (
- 0 ) ( ) 1 (
dx x f
x x f
Normal distribution
A Normal distribution is a curve with a characteristic bell
shape that is symmetrical about the mean and extends
indefinitely in both directions.






f(x) is called probability density function
x is a random variable, and o are the mean and standard
deviation of the random variable.
P (a<x<b) is the probability (area) of the random variable
having a value larger than a and less than b.
}
|
.
|

\
|

|
.
|

\
|

= < <
=
b
a
x
x
dx e b x a p
e x f
2
2
2
1
2
1
2
1
) (
2
1
) (
o

t o
t o
The normal distribution with the same mean
and different standard deviation
The normal distribution with the different
means and same standard deviation
Standard normal distribution
The integral of equation

Is a difficult to evaluate. But we can use the standard normal
curve as shown in page 50 to calculate its value.




When mean =0, and standard deviation o=1, this normal
distribution is called the standard normal distribution.
Table 3.2 (page 50) provides the solution for the following
integration.

2
2
1
2
1
) (
z
e z f

=
t
}
|
.
|

\
|

= < <
b
a
x
dx e b x a p
2
2
1
2
1
) (
o

t o
}

= < <
1
2
2
2
1
) 1 0 (
z
o
z
dx e z z p
t
In order to use table 3.2, we use the following conversion.
( )
dz
z
dx
x
x
z z z
(

=
(

= < <
= = =
}
}
2
exp
2
1
2
exp
2
1
b) p(a
have then we
- b
2 ;
- a
1 ,
- x
set
2
z2
z1
2
2 b
a
t
o

t o
o

> >
(

> >
(

+
(

> >
(

=
(

} }
} }
} }
}
z1 z2 0 when
2
exp
2
1
2
exp
2
1
z1 0 z2 when
2
exp
2
1
2
exp
2
1
0 z1 z2 when
2
exp
2
1
2
exp
2
1
2
exp
2
1

2
abs(z2)
0
2
abs(z1)
0
2
abs(z1)
0
2
z2
0
2
z1
0
2
z2
0
2
z2
z1
dz
z
dz
z
dz
z
dz
z
dz
z
dz
z
dz
z
t t
t t
t t
t
According to the sign of z1 and z2, we can use one
of following equation to continue the calculation.
Example
The measured resistance r of a type of resistor
manufactured by a company can be described
by a normal distribution with mean =120.0 (O),
the standard deviation o=0.15 (O).
(1) Calculate the value of p( 119.45<r<120.45)
(2) explain the physical meaning of calculated
value.
(3) If there are 200 pieces of this resistor, estimate
the number of these resistors which has the
resistance in the range (119.45, 120.45)
Solution method 1:
(1) Calculate z1 and z2
Z1=(119.45-120)/0.15=-3, z2=(120.45-120)/015=3.
Thus z2>0>z1


9974 . 0 ) 4987 . 0 ( 2
2
exp
2
1
2
2
exp
2
1
2
exp
2
1
) 45 . 120 45 . 119 (
2
3
0
2
abs(-3)
0
2
3
0
= =
(

=
(

+
(

= < <
}
} }
dz
z
dz
z
dz
z
r P
t
t t
Therefore: 199.48 of 200 should fall in the
range, ie 1 out of 400 will not be in the range
or be rejected
Solution method 2 (easier way):
(1) Calculate z1 and z2
Z1=(119.45-120)/0.15=-3, z2=(120.45-120)/015=3.
Thus z2>0>z1, Use table 3.2 on page 50 or download from
http://www.statsoft.com/textbook/sttable.html
These tables give of the probability density curve
based on


o
- x
= z
For z=3, the probability is 0.4987, Therefore the total
probability is 99.74%


What if we want the uncertainty interval (tolerance)
for 95% Probability (production yield)
Use table from book or link:
http://www.statsoft.com/textbook/sttable.html
Determine probability 0.95/2=0.475
Use table to find z for an area of 0.475
Z=1.96
o o
o

1.96 x , - x 1.96 ,
- x
+ = = = z
With =120.0 (O) and the standard deviation of
o=0.15 (O). The tolerance of +/- 0.294 or
(119.706<r<120.294) would result in 10 of 200
out of tolerance.


Homework
Study chapter 3.1~3.5 and study lecture
slides
Problem 3.1 page 98
Problem 3.15 page 100