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DOI: 10.1051/metrology/201303003
C Owned by the authors, published by EDP Sciences, 2013
Abstract. This paper presents guidelines for expression of measurement uncertainty for tensile tests (tensile
strength), making the Type A evaluation of uncertainty from historical data. The application of pooled standard
deviation obtained from several samples and calculated on the values obtained for tensile strength, helps for a
better expression of uncertainty in measurement. Accordingly, the results obtained with GUM and Monte Carlo
evaluation methods were consistent.
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 2 .0, which permits unrestricted use, distribution,
and reproduction in any medium, provided the original work is properly cited.
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The additional measure of uncertainty that satisfies met. It can be used when is difficult to apply the
the requirement to provide a range of the indicated type traditional method of GUM, due to the complexity of the
above is called expanded uncertainty and is represented model, for example.
by U. The expanded uncertainty U is obtained by The Monte Carlo Method (MCM) is basically a
multiplying the combined standard uncertainty uc(y) by a sampling experiment whose aim is to estimate the
coverage factor k, for a given level of confidence. distribution of possible results of the output variable,
The measurement result is then conveniently based on one or more input variables, which behave
expressed as Y = y ± U. The best estimate of the value according to some probability distribution previously
attributable to the measurand Y is y, and (y - U) to (y + defined.
U) is the interval at which is expected to encompass a According Possolo [11] and Suzuki et al [12], the
large fraction of the distribution of values that could MCM, differently from GUM Framework, uses the
reasonably be attributed to Y. Whenever practicable, the concept of probability distributions propagation of the
confidence level p, associated with the interval defined input quantities and not only the propagation of the
by U must be declared. standard uncertainties, as recommended by the traditional
According to Jornada and Jornada [8], the GUM is a method. That is, the probability distribution of each
method of calculating uncertainty accepted and widely source of uncertainty is propagated through the
used by laboratories and companies because it is: measurement equation. Figure 2 and Figure 3 present the
a) universal: it can be applied to any type of comparison between the traditional method (GUM) and
measurement and testing; Monte Carlo Method (MCM), respectively.
b) internally consistent: is derivable from the
Figure 2. Law of propagation of uncertainties by GUM [10]
input components that influence the
uncertainty;
c) transferable: uncertainty given can be used
directly on recalculations of other
uncertainty, in line with the method that is
based on the propagation of uncertainties.
However, studies present some limitations of GUM:
a) linearization of the model: the principle of
uncertainties propagation applied by GUM,
which deals with the calculation of the Figure 3. Propagation of distribution for input quantities by
combined standard uncertainty, the Taylor MCM [10]
series expansion is truncated to the first-
order terms. This linear approximation in
some cases may require higher order terms;
b) the assumption of normality of the
measurand: according to the
recommendation of the GUM, it is common
practice to consider the normal distribution
in the expression of the expanded
uncertainty;
Désenfant and Priel [9] highlight the laboratory
difficulties for determining the measurement uncertainty,
particularly in calculating the correlation between the The concept of propagation distributions used in the
input variables and the derivation from measurements Monte Carlo Method primarily consists in taking
mathematical models. appropriate probability distributions (rectangular, normal,
The GUM application is not appropriate for models triangular, etc.) for the input quantities.
that do not meet the requirements of the method, Measurement uncertainty is calculated for a given
generates mains fragilities, whose consequence is the confidence level, after lot of trials performed. JCGM 101
inaccuracy associated with the expression of the (2008) highlights that with Monte Carlo Method,
measurement result. probability density functions of the input quantities are
As an alternative to the traditional method of propagated by the measurement mathematical model to
measurement uncertainty, was issued a supplement to the obtain a probability density function for the output
GUM, called Evaluation of measurement data - quantity. Thus, output distribution is not assumed to be
Supplement 1 to the "Guide to the expression of Gaussian, as it is usually in GUM Framework, but
uncertainty in measurement" - Propagation of calculated from probability distributions of the input
distributions using a Monte Carlo Method - JCGM 101: quantities.
2008 [10]. This supplement provides a general numerical MCM can be stated as a step-by-step procedure
approach, in line with the general principles of the GUM, (Figure 4):
to carry out the necessary calculations of measurement a) define the measurand;
uncertainty. This supplement also provides guidance in b) establish the mathematical model of
situations where the conditions for the GUM uncertainty measurement;
framework are not met, or is not clear whether they are
a
Corresponding author: sueli.f@ufsc.br
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c) identify the probability density functions uncertainty. Compared with the number of simulations
corresponding to each input quantity; 106 and 107 the difference is around 1%.
d) select number of iterations; To determine the range of coverage, when the
e) generate random numbers to obtain probability distribution of the variable that represents the possible
density function (pdf) of the output; values of the measurand is symmetric, the feature is used
f) extract from pdf obtained: average value of the to order the output vector from the lowest to the highest
output quantity, standard uncertainty or value and identify the limits of the range covered by
appropriate coverage interval for the counting of its elements. For example, assuming M = 105
measurand for a stipulated level of confidence. and p = 95%, the limits of a symmetric coverage interval
Donatelli and Konrath[13], through the application of can be estimated by the values of the numbers 2500 and
computational simulation, have compared MCM in 97500 of the ordered array.
measurement uncertainty evaluation with GUM method However, this method is not appropriate when the
for some artificial examples. Some critical factors that distribution of the output quantity is not symmetrical. In
directly influence the quality of the results when using such cases, it is appropriate to apply the recommended
the Monte Carlo method have been identified: procedure for estimating the minimum range of coverage
a) representativeness of the mathematical model; according JCGM 101 (2008).
b) quality of the input quantities characterization; Also according to Donatelli and Konrath [13], the
c) generating characteristics of the pseudo- Monte Carlo method is applicable when:
random numbers used; a) the mathematical model of the measurement
d) number of trials (M); shows an accentuated non-linearity;
e) definition of coverage range. b) the probability distribution of the output
Cox and Haris [14] and own JCGM 101 (2008) quantity significantly deviates from the normal;
present examples of uncertainty evaluation using samples c) when complex mathematical models are
of size M = 105 or M = 106, but this can result in long involved, in which is difficult or inconvenient
wait times when complex mathematical models are to determine the partial derivatives required by
calculated, because the computers configuration. the traditional method;
Additional studies of Gonçalves et al [15] corroborate the d) when the measured quantity can not be
above considerations, and they concluded that in order explicitly expressed because of the influence
for simulations of 104 results may vary. For simulations quantities.
in the order of 105, the variations are very low in
Figure 4. Simplified flowchart of the evaluation of measurement uncertainty using the Monte Carlos Method
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a
Corresponding author: sueli.f@ufsc.br
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4 Experimental procedures and results Through the Barlett's tests, equal variances between the
samples was tested for original diameter, maximum force
The data used for the experimental part are from the and tensile strength . All tests demonstrated the equality
results of mechanical tests performed on SAE 1020 Steel of variances, since the P-Value was greater than the
test pieces, taking into account the ISO 6892-1:2009 significance level (α=0,05). The graphical representation
procedures (Table 1). 19 samples composed of two test of the equality of tensile strength variances from
pieces were used in the measurement uncertainty different samples is given in Figure 5.
evaluation. Each sample is from a different melting
charge. All specimens were turned in the same CNC Figure 5. Barlett's test for equal variances (for Tensile Strength)
machine and tested under the same conditions. The tests
specimen had circular cross section, and the diameters
were measured with a digital caliper. Measurement
uncertainties from the instruments were taken from their
calibration certificates. Expanded uncertainties associated
to testing machine and caliper were 370 N and 0,01 mm,
respectively. Both results with coverage probability k = 2.
Table 1. Mechanical test results
Original Tensile
Test Maximum
Sample diameter strength
Piece force (N)
(mm) (MPa)
1 12,74 77510 608,0
A
2 12,74 76610 601,0
1 12,74 75090 589,1
B
2 12,76 74690 584,1
1 12,76 79090 618,5
C To evaluate the impact of standard deviations obtained
2 12,75 80050 627,0
1 12,72 75420 593,5 from small samples, samples G and P were analyzed in
D comparison to the pooled standard deviation obtained on
2 12,74 74720 586,1
1 12,73 76010 597,2 19 samples (Table 2). The measurand Y is the value of
E Tensile Strength obtained in each test piece.
2 12,77 76890 600,3
1 12,70 73220 578,0 Table 2. Statistics of samples B and P, and pooled standard
F
2 12,73 73310 576,0 deviation
1 12,72 74090 583,0
G Sample D F
2 12,73 74040 581,7 σ
1 12,73 75180 590,7 (mm) (N) (Mpa)
H 12,72 74090 583,0
2 12,66 74720 593,6 Data
1 12,71 75190 592,6 12,73 74040 581,7
I G
2 12,76 75630 591,4 Standard
0,007 35 0,92
1 12,74 79680 625,1 deviation
J
2 12,69 79170 626,0 12,76 72480 566,8
Data
1 12,75 79420 622,0 12,67 71640 568,2
K P
2 12,71 79110 623,5 Standard
0,064 540 0,99
1 12,75 74910 586,7 deviation
L
2 12,69 73850 583,9 Pooled
1 12,73 80300 630,9 All Standard 0,027 436 3,06
M
2 12,72 80480 633,3 Deviavion
1 12,71 72940 574,9
N For each sample, four situations were performed by
2 12,71 73510 579,4
1 12,72 76050 598,5 GUM uncertainty framework and by Monte Carlo
O Method:
2 12,72 75590 594,8
1 12,76 72480 566,8 a) Distinct Type A evaluating for diameter and
P force obtained from the sample ifself;
2 12,67 71640 568,2
1 12,73 76900 604,2 b) Tensile strength standard deviation obtained
Q from the sample itself;
2 12,70 76680 605,3
c) Pooled standard deviation for diameter and
1 12,72 75790 596,4
R force;
2 12,73 74870 588,2
d) Pooled standard deviation for tensile strength.
1 12,72 74410 585,6
S
2 12,72 74210 584,0 The GUM Uncertainty Framework shown in Figure 6
lists the principal sources of uncertainty, with the
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respective standard uncertainty in cases where the The GUM Uncertainty framework shown in Figure 8
maximum force (F) and the original diameter of the test lists the principal sources of uncertainty, with the
piece were considered separately. respective standard uncertainty in cases where the
In the Figure 6, the values s1 and s4 represent the strength tensile was calculated for each test piece.
standard deviations obtained by the Type A evaluation of In the Figure 8, the value s represents the standard
uncertainty. In case of using the standard deviation deviations obtained by the Type A evaluation of
obtained from a sample, one degree of freedom was uncertainty. In case of using the standard deviation
attributed to v1 and v4. When using the pooled standard obtained from a sample, one degree of freedom was
deviation, degrees of freedom attributed to v1 and v4 were attributed to v. When using the pooled standard deviation,
equal to 19. The sensitivity coefficients are calculated degrees of freedom attributed to v were equal to 19. The
according to equations (5) to (8). An example of sensitivity coefficients are calculated according to
calculating the measurement uncertainty, evaluated from equations (11) to (14). An example of calculating the
a single sample, is shown in Figure 7. measurement uncertainty, evaluated from a single
sample, is shown in Figure 9.
Figure 6. Source of Uncertainty, considering Type A evaluating for diameter and force
Value of standard Probability Degrees of
i Source of Uncertainty Value Denominator
uncertainty u(xi) distribution freedom vi
1 Force Repeatability (N) s1 1 s1 t v1
2 Machine Uncertainty (N) 370 2 185 G ∞
3 Machine Resolution (N) 10 2*sqrt(3) 2,887 R ∞
4 Diameter Repeatability (mm) s1 1 s1 t v4
5 Caliper Uncertainty (mm) 0,01 2 0,005 G ∞
6 Caliper Resolution (mm) 0,01 2*sqrt(3) 0,00289 R ∞
Figure 7. Expanded Uncertainty for Sample G - Type A evaluating for diameter and force (pooled standard deviation)
Probability ui(y)
i Source of Uncertainty ci vi/veff
u(xi) distribution (MPa)
1 Force Repeatability (N) 436 t 0,007863 3,43 19
2 Machine Uncertainty (N) 185,0 G -0,007863 -1,45 ∞
3 Machine Resolution (N) 2,887 R -0,007863 -0,02 ∞
4 Diameter Repeatability (mm) 0,027 t -91,53344 -2,47 19
5 Caliper Uncertainty (mm) 0,005 G 91,53344 0,46 ∞
6 Caliper Resolution (mm) 0,00289 R 91,53344 0,26 ∞
Combined uncertainty u(y) - MPa 4,50 44
Expanded uncertainty U - MPa 9,1
k (P ∼ 95%) 2,02
Figure 9. Expanded Uncertainty for Sample G - Type A evaluating for calculated tensile strength (using pooled standard deviation)
Probability ui(y)
i Source of Uncertainty ci vi/veff
u(xi) distribution (MPa)
1 Tensile strength Repeat. (MPa) 3,06 t 1 3,09 19
2 Machine Uncertainty (N) 185,0 G -0,007863 -1,45 ∞
3 Machine Resolution (N) 2,887 R -0,007863 -0,02 ∞
4 Caliper Uncertainty (mm) 0,005 G 91,53344 0,46 ∞
5 Caliper Resolution (mm) 0,002887 R 91,53344 0,30 ∞
Combined uncertainty u(y) - MPa 3,43 30
Expanded uncertainty U - MPa 7,1
k (P ∼ 95%) 2,04
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The Monte Carlo Method was carried out by applying Uncertainty Framework and Monte Carlo Method are
the models presented in equations (4) and (10). For each compatible when a significant number of degrees of
case, 105 were made interactions. For each input was freedom are contemplated in evaluation Type A of
allocated a probability density function (PDF): uncertainty. To avoid dimensional variation may
a) for D, F and σ: t distribution; contribute wrongly in the estimation of measurement
b) for BM and BC: Gaussian distribution; uncertainty, it is recommended the use of tensile stregth
c) for LM and LC: rectangular distribution. values.
105 simulations were performed for each case
described above. With randomly generated data, the
values were sorted in ascending order. With a stipulated References
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