Reaffirmed 2001: For Current Committee Personnel
Reaffirmed 2001: For Current Committee Personnel
Reaffirmed 2001: For Current Committee Personnel
Measurement
Uncertainty for Fluid
Flow in Closed Conduits
ANSI/ASME MFC-2M-1983
S P O N S O R E DA N DP U B L I S H E D BY
T H EA M E R I C A NS O C I E T Y OF M E C H A N I C A LE N G I N E E R S
United
Engineering
Center 3 4 5 E a s t 47th
Street N e w York, N. Y. 10017
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Date of Issuance: August 31, 1984
This Standard will be revised when the Society approves the issuance of a new edition. There will
be no addenda or written interpretations of the requirements of this Standard issued to this Edition.
This code or standard was developed under procedures accredited as meeting the criteria for Ameri-
can National Standards. The Consensus Committee that approved the code or standard was balanced
t o assure that individuals from competent and concerned interests have had an opportunity to partici-
pate. The proposed code or standard wasmade available for public review and comment which pro-
videsan opportunity for additional public input from industry, academia, regulatory agencies, and
the public-at-large.
ASME does not "approve,""rate," or "endorse"any item, construction, proprietary device, or
activity.
ASME does not take any position with respect t o the validity of any patent rights asserted in con-
nection with any items mentioned in this document, and does not undertake to insure anyone utilizing
a standard against liability for infringement of any applicable Letters Patent, nor assume any such ha..
bility. Users of a code or standard are expressly advised that determination of the validity of any such
patent rights, and the risk of infringement of such rights, is entirely their own responsibility.
Participation by federal agency representativek) or personk) affiliated with industry is not to be in-
terpreted as government or industry endorsement of this code or standard.
ASME does not accept any responsibilin/ for interpretations of this document made by individual
volunteers.
Copyright 0 1984 by
THEAMERICAN SOCIETY OF MECHANICAL ENGINEERS
All Rights Resewed
Printed in U.S.A.
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FOREWORD
iii
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ASME STANDARDS COMMITTEE
Measurement of Fluid Flow in Closed Conduits
(The following is the roster of the Committee at the-timeo f approval of this Standard.)
OFFICERS
R. W. Miller, Chairman
D. E. Zientara, Vice Chairman
W. R. Daisak, Secretary
COMMITTEE PERSONNEL
V
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SUBCOMMITTEE 1
R. 6. Abernethy, Pratt & Whitney Aircraft Group, West Palm Beach, Florida
J. W. Adam, Dresser Industries, Inc., Houston, Texas
R. 6. Dowdell, University o f Rhode Island, Kingston, Rhode Island
D. Halmi, D. Halmi and Associates, Inc., Pawtucket, Rhode Island
D. R. Keyser, U.S. Navy, Warminster, Pennsylvania
W. F. 2 . Lee, Rockwell International, Pittsburgh, Pennsylvania
6. D. Powell, Pratt & Whitney Aircraft Group, West Palm Beach, Florida
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CONTENTS
Foreword . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii
Standards
Committee Roster ................................................ v
Figures
Measurement
1 Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2 Precision Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3 BiasError . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
4 Measurement Error (Bias, Precision, and Accuracy) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
5 Basic MeasurementCalibration Hierarchy ................................... 10
6 Data Acquisition System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
7 Trending Error CalibrationHistory - Treat as Precision . . . . . . . . . . . . . . . . . . . . . . . . . . 12
8 Measurement Uncertainty; Symmetrical Bias . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
9 Measurement Uncertainty; Nonsymmetrical Bias . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
10 Run-to-Run Difference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
11 FlowThrough a ChokedVenturi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
12 Schematicof Critical VenturiFlowmeter InstallationUpstream of a Turbine Engine . . . . . . . 27
13 Typical
Calibration
Hierarchy ........................................... 27
14 CalibrationProcess UncertaintyParameter UI = *(Bl + & S ) . . . . . . . . . . . . . . . . . . . . . . 29
15 Temperature Measurement Calibration Hierarchy .............................. 34
16 Typical Thermocouple Channel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
17 GraphofpvsB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
Vii
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A1 Bias inaRandomProcess .............................................. 52
A2
Correlation
Coefficients ............................................... 52
C1 OutliersOutside the Range of Acceptable Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
C2 a. /3 Error in Thompson’s Outlier Test (Based on 1 Outlier in Each of 100 Samples
of Sizes 5.10. and 40) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
C3 a. 0 Error in Grubbs’ Outlier Test (Based on 1 Outlier in Each of 100 Samples of
Sizes 5.10. and 40) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
C4 Results of Outlier Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
Tables
1 Values Associated With theDistribution of the Average Range . . . . . . . . . . . . . . . . . . . . . 6
Nonsymmetrical
2 Bias Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3 Calibration
Hierarchy ErrorSources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4 Data Acquisition
Error
Sources .......................................... 11
5 Data
ReductionError
Sources ........................................... 11
6 Uncertainty IntervalsDefined by Nonsymmetrical Bias Limits ..................... 17
7 FlowData . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
8 Elemental ErrorSources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
9 Calibration
Hierarchy Error Sources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
10 Pressure TransducerDataAcquisition ErrorSources . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
11 Pressure Measurement DataReduction ErrorSources ........................... 31
12Temperature CalibrationHierarchyElementalErrors ............................ 34
13 Airflow Measurement Error Sources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
14 Error Comparisons of Examples One andTwo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
15 Values of
and B ................................................... 49
16 Results for d = 14 in . and B = 0.667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
B1 Results of Monte Carlo Simulation for Theoretical Input (ox2. px. uy2. p Y ) . . . . . . . . . . . . . . 61
B2 Results ofMonte Carlo Simulation forTheoreticalInput pxi.uxi2 . . . . . . . . . . . . . . . . . . . 61
B3 Error Propagation Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
C1 Rejection Values for Thompson’sTau ..................................... 65
C2Rejection Values for Grubbs’ Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
Samplevalues
C3 ..................................................... 68
C4 Results of Applying Thompson’s T andGrubbs’Method . . . . . . . . . . . . . . . . . . . . . . . . . . 68
Dl Two-Tailed Student’s f Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
Appendices
A Glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
B
Propagation ofErrorsby Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
C Outlier
Detection ................................................... 63
D Student’s f Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
viii
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AN AMERICAN NATIONAL STANDARD
Section 1 - Introduction
1.1 OBJECTIVE
The objective of this Standard is to present a method of treating measurement error or uncertainty for
the measurement of fluid flow. The need for a common method is obvious to those who have reviewed the
numerous methods currently used. The subject is complex and involves both engineering and statistics. A
common standard method is required to produce a well-defined, consistent estimate of the magnitude of
uncertainty and to make comparisons between experiments and between facilities. However, it must be
recognized that no single method will give a rigorous, scientifically correct answer for all situations. Further,
even for a single set of data, the task of finding and proving one method to be correct is almost impossible.
1.2 SCOPE
1.2.1 General
This Standard presents a working outline detailing and illustrating the techniques for estimating measure-
ment uncertainty for fluid flow in closed conduits. The statistical techniques and analytical concepts ap-
plied herein are applicable in most measurement processes. Section 2 provides examples of the mathematical
model applied to the measurement of fluid flow.Each example includes a discussion of the elemental errors
and examples of the statistical techniques.
An effort has been made to use simple prose with a minimum of jargon. The notation anddefinitions are
given in Appendix A and are consistent with IS0 3534,Statistics - Vocabulary and Symbols (1977).
All measurements have errors. The errors may be positive or negative and may be of a variable magnitude.
Many errors vary with time. Some have very short periods and some vary daily,weekly, seasonally, or
yearly. Those which can be observed to vary during the test are called random errors. Those which remain
constant or apparently constant during the test are called biases, or systematic errors. The actual errors are
rarely known; however, uncertainty intervals can be estimated or inferred as upper bounds on the errors.
The problem is to constructan uncertainty interval which models these errors.
1.3 NOMENCLATURE
1.3.1 StatisticalNomenclature
0' = true bias error, i.e., the fured, systematic, or constant component of the total error 6. [The
prime (') is added to avoid confusion with engineering notation.]
6 = total error, i.e., the difference between the observed measurement and the truevalue
1
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD IN CLOSED CONDUITS
E = the random component of error, sometimes called repeatability error or sampling error
(Note: 6 = 0' t E )
= the true, unknownaverage
I-(
v = degrees of freedom (see Appendix A)
u = the true standard deviation of repeated values of the measurement;also, the standard devia-
tion of the error6 . This variation is due to the random.errorE .
u2 = the true variance, i.e., the square of the standarddeviation
B = the estimate of the upper limit of the bias error 0'
Bg = an estimate of the upper limit of an elemental bias error. The j subscript indicates the pro-
cess, i.e.:
j = ( I ) calibration
= (2) data acquisition
= ( 3 ) data reduction
The i subscript is the number of the errorsource within the process. If i is more than a single
digit, a comma is used between i and j .
N
(Xi - X)*
-
- i=1
N- 1
t 9 , = Student's t = statistical parameter at the 95% confidence level. The degrees of freedom v of
the sample estimate of the standard deviation is needed t o obtain the t value from Table D l .
U = an estimate of the error band, centered about the measurement, within which the true value
will fall; an upper limit of 6. The interval defined as the measurement plus and rninus U
should include the true value with high probability.
Xi= an individual measurement
X = sample average of measurements
4 6 Error c
1 6 = p'+
i
0.995 0.990 0.985 0.980
, 1 1 1 L
1.o
P a r a m e t e r M e a s u r e m e n t Value
FIG. 1 MEASUREMENTERROR
tion u in Fig. 2 is used as a measure of theprecision error E . A large standard deviation means large scatter in
the measurements. The statistic S is calculated to estimate the standard deviation u and is called the pre-
cision index
Uaverage -
- oindividuals and S-"- S
fi x- fi
i
/
Average Measurement
7h
Scatter Due to
PrecisionError
(a) If the variable to be measured can be held constant, a number of repeated measurements can be used
t o evaluate Eq. (1).
( b ) If there are k redundant instruments and the variable to be measured can be held constant to take i
repeatedreadingsoneach of k instruments,thenthefollowingpooledestimate of theprecisionindex
should be used:
s=)/
(kXi)-k
(c) If a pair of instruments are used to measure a variable that is not constant with time, the difference
between the readings may be used to estimate the precision index of the individual instruments as follows:
let B i = XIi - X Z i
( d ) For sample sizes of 10 or less, the range (largest minus smallest) may be used to estimate the pre-
cision index. There is a loss of degrees of freedom with this technique, and the estimate of S is less precise
than those above, but it is less complex when computers or calculators are not available to evaluate Eq. (1).
The procedure is to estimateS by:
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ANSIIASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR IFLUID FLQW
AN AMERICAN NATIONAL STANDARD IN CLOSED CONDUITS
Number 2 3 4 5 6 7 8 9 10
of ~~
Samples v d2* v d2* v d2* v d2* v d2* v d2* v d2* v d2* v d2*
~~ ~
1 1.0 1.41 2.0 1.91 2.9 2.24 3.8 2.48 4.7 2.67 5.5 2.83 6.3 2.96 7.0 3.08 7.1 3.18
2 1.9 1.28 3.8 1.81 5.7 2.15 7.5 2.40 9.2 2.60 10.82.77 12.3 2.91 13.8 3.02 15.1 3.13
3 2.8 1.23 5.7 1.77 8.4 2.12 11.1 2.38 13.6 2.58 16.0 2.75 18.3 2.89 20.5 3.01 22.6 3.11
4 3.7 1.21 7.5 1.75 11.2 2.11 14.7 2.37 18.1 2.57 21.3 2.74 24.4 2.88 27.3
3.00 30.1 3.10
5 4.6 1.19 9.3 1.74 13.9 2.10 18.4 2.36 22.6 2.56 26.6 2.13 30.4 2.87 34.02.99 37.5 3.10
6 5.5 1.18 11.1 1.73 16.6 2.09 22.0 2.35 27.1 2.56 31.82.73 36.4
2.87 40.8 2.99 45.0 3.10
7 6.4 T.17 12.9 1.73 19.4 2.09 25.6 2.35 31.5 2.55 37.1 2.72 42.5
2.87 47.5 2.99 52.4 3.10
8 7.2 1.17 14.8 1.72 22.1 2.08 29.3 2.35 36.0 2.55 42.4 2.72 48.5 2.87 54.3 2.98 59.9 3.09
9 8.1 1.16 16.6 1.72 24.8 2.08 32.9 2.34 40.5 2.55 47.1
2.72 54.5 2.86 61.0
2.98 67.3 3.09
10 9.0 1.16 18.4 1.72 27.6 2.08 36.5 2.34 44.9 2.55 52.92.72 60.6 2.86 67.82.98 74.83.09
11 9.9 1.16 20.2 1.71 30.3 2.08 40.1 2.34 49.4 2.55 58.2 2.72 66.6 2.86 74.6 2.98 82.3 3.09
12 10.8 1.15 22.0 1.71 33.0 2.07 43.1 2.34 53.9 2.55 63.5
2.12 72.7 .2.85 81.3
2.98 89.7 3.09
13 11.6 1.15 23.9 1.71 35.7 2.07 47.4 2.34 58.4 2.55 68.8 2.71 78.72.85 88.1 2.98 97.2 3.09
14 12.5 1.15 25.7 1.71 38.5 2.07 51.0 2.34 62.8 2.54 74.0 2.71 84.7 2.85 94.8 2.98 104.63.08
15 13.4 1.15 21.5 1.71 41.2 2.07 54.6 2.34 67.3 2.54 79.3 2.71 90.82.85 101.62.98 112.1 3.08
SOURCE:
Table 1 is reprintedwithpermissionofauthor and publisher from Quality Control and Industrial Statistics, 4th ed., by Acheson J.
Duncan (Homewood, 111.: Richard D. Irwin, Inc., 1974), p. 950. 0 1974 by Richard D. Irwin, Inc. It first appeared as a whole i n the
Journal o f the American Statistical Association 53 (1 958),p. 548.
GENERAL NOTES:
(a) v ( R / d ~ *is )distributed
~ approximately as x 2 with u degrees o f freedom; R is the average range o f g subgroups, each o f size m.
(b) In general, the degrees o f freedom will be given approximately by the reciprocal of [-2 + 2J1 + 2 ( c ~ ) ~ / gwhere
] c v is the coeffi-
cient o f variation ( d 3 / d 2 )o f the range and g i s the number of subgroups. Also, d2* i s given approximately by d2 (i.e., the infinity
value o f dz*) times (1 + 1 /4v). Values o f v are also very readily built up from the constant differences. Table 1 is a basic table that
may be used whenever the average range is used i n lieu of S.
(c) cd = constant difference.
Values of d2* and the degrees of freedom u are taken from Table 1. is the average range based om g sam-
ples of sizem .
The second component of error, bias 0’ is the constant or systematic error for the duration of the test
(Fig. 3). In repeated measurements, each measurement has the same bias. The bias cannot be determined
unless the measurements are compared with the true value of the quantity measured.
Bias is categorized into five classes as follows: (1) known biases - calibrated out; ( 2 ) known biases -
ignored; (3) unknown biases eliminated by control of the measurement process; and small unknown biases
which may have an (4) unknown sign (5)or ( 5 ) known sign, and contribute to the uncertainty.
1.4.3.1 Known Biases - Calibrated Out. Known biases are eliminated by comparing the instrument with
a standard instrument and obtaining a correction. This process is called calibration, which will diminish the
bias and introduce a random uncertainty thatwill be discussed later.
1.4.3.2 Known Biases - Ignored. If known biases are considered to be negligible relative to the test ob-
jective, they may be ignored.
6
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MEASUREMENT UNCERTAINTY FOR F L U I D FLOW ANSllASME MFC-2M-1983
I N CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
Measurement
Scatter Due to
PrecisionError
1.4.3.3 Unknown Biases - Eliminated by Control of the MeasurementProcess. Unknown biases are not
correctable although they may exist. Every effort must be made to eliminate all significant biases in order
t o secure a properly controlled measurement process. To ensure control, all measurements should be moni-
tored with statistical quality control charts. Drifts. trends, and movements leading to out-of-control situa-
tions should be identified and investigated. Histories of data from calibrations are required for effective
control. It is assumed herein that these precautions are observed and that the measurement process is in
control; if not, the methods described are invalid. It is acceptable to delete obvious mistakes from final
uncertainty calculations. References to statistical quality control charts are given at the end of Section 1.
After all obvious mistakes have been corrected or removed, there may remain a few observations which
are suspicious solely because of their magnitude. For errors of this nature, the statistical outlier tests given
in Appendix C should be used. These tests assume the observations are normally distributed. It is necessary
to recalculate the sample standard deviation of the distribution of observations whenever a datum is dis-
carded as a result of the outlier test. Data should not be discarded lightly.
1.4.3.4 Remaining Biases of Unknown Signand Unknown Magnitude - Contribute to Uncertainty. In
most cases, the bias error, though a constant, is equally likely to be plus or minus about the measurement;
that is. it is not known if the bias error is positive or negative, and the bias limit reflects this. The bias limit
B is estimated as an upper limit on the fixed error 0’.
It is both difficult and frustrating to estimate the limit of an unknown bias. To determine the exact bias
in a measurement, it would be necessary to compare the true value and the measurements. This is almost
always impossible. An effort must be made to obtain special tests or data that will provide bias informa-
tion. The following examples are in order of preference:
(a) interlab, interfacility, independent tests on flow measurement devices, test rigs, andengines.(See
proposed I S 0 Draft 5725, Precision of Test Methods - Determination of Repeatability and Reproducibil-
ity.) With these data it is possible to obtain measures of the bias errors between facilities.
( b ) special comparisons of standards with instruments in the actual test environment;
(c) ancillary or concomitantfunctionsthatprovideinformation on thesameperformanceparamter,
e.g., in a gas turbine test, airflow may be (1) measured with an orifice and/or a bellmouth, (2) estimated
7
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR F L U I D FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
0, +10 deg. The bias will range from zero to plus 10 deg.
-5, +15 I b The bias will range fromminus 5 t o plus 15 Ib.
0, +7 psia The bias will range from zero to plus 7 psia.
-8, 0 deg. The bias will range fromminus 8 to zero deg.
1 +Average of All
I
A
+True Value and x Measurements
0
S h Average of All 0
C
a,
Q)
3 3 True
IT 0-
2 2 Value
LL LL
/
Parameter Measurement Parameter Measurement
I
a. Unbiased, Precise, Accurate b. Biased, Precise, Inaccurate
/
-True Value and I (+-Average of All
A Average of All x Measurements
0 V
S Measurements C
Q) Q,
3 3
IT 0-
2
LL
2
LL
from compressor speed-flow rig data, (3) estimated from the turbineflow parameter, and (4) estimated from
jet nozzle calibrations;
( d ) When it is known that a bias results from a particular cause, special calibrations and studies may be
performed allowing the cause to perturbate through its completerange to determine the range of bias.
( e ) If there is no source of data for bias, the estimate must be based on judgment. An estimate of an
upper limit on the largest possible bias error is needed. (Largest is intended to imply the equivalent of three
standard deviations for a normal distribution.) Instrumentation manufacturers' reports and otherreferences
may provide information.
1.4.3.5 Remaining Biases of Known Signand Unknown Magnitude - Nonsymmetrical. Sometimes the
physics of the measurement system provides knowledge of the sign but not the magnitude of the bias. For
example, hot thermocouples radiateand conduct energy to indicate lower temperatures. The bias limits
which result are nonsyrnrnetrical, i.e., not of the form +B. They are of the form + b - c where both limits
may be positive or negative, or the limits may be of mixed sign as indicated. Table 2 lists several nonsym-
metrical bias limits for illustration.
In summary, measurement systems are subject to two types of errors: bias and precision error (Fig. 4).
8
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MEASUREMENT UNCERTAINTY FOR F L U I D FLOW ANSIlASME MFC-2M-1983.
I N CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD:
One sample standard deviation is used as the precision index S. The bias limit B is estimated as an upper
limit of the fixed error 0 and is determined using the judgment of the experts. An accurate measurement
is one that has bothsmall precision error and small bias error.
For purposes of illustration, the elemental error sources for a basic measurement will be treated in this
section. These error sources fall into three categories:
( I ) calibration
(2) data acquisition
( 3 ) data reduction
To decide if a given elemental source contributes to bias, precision, or both, we adopt the following
recommendation: “The uncertainty of a measurement should be put into one of two categories depending
on how the uncertainty is derived. A random uncertainty is derived by a statistical analysis of repeated mea-
surements while asystematicuncertainty usually must be estimated by nonstatisticalmethods.”’ (See
1.4.3.4 of this Standard.) This recommendation avoids a complex decision and keeps the statistical esti-
mates separate from the judgment estimatesas long as possible.
This categorization may be changed later in the analysis when we consider the defined measurement
process. For example, with some test programs, calibration precision errors become bias errors. This will be
discussed in 1.6.
In recent years the demanding requirements of military and commercial contracts have led to the estab-
lishment of extensive hierarchies of standards laboratories within industry. In the USA, the NBS is a t the
apex of these hierarchies, providing the ultimate reference for each standards laboratory. It has become
commonplace for government contracting agencies to require contractors to establish and prove traceabil-
ity of their measurement standards to the NBS. This requirement has created even more extensive hierar-
chies of standards within the individual standards laboratories.
Each calibration in the hierarchy, including NBS, constitutes an error source. Fig. 5 is a typical trans-
ducer calibration hierarchy. Associated with each comparison in the calibration hierarchy is a pair of ele-
mental errors. These errors are the known bias and the precision index in each process. Note that these
elemental errors are not cumulative,e.g., B z l is not a functionof B 11 . The error sources are listed in Table 3.
To avoid confusion it seems prudent to give some explanation here of the elemental error subscripts.
Each subscript containstwo digits. The second digit indicates the errorcategory, i.e., (1) calibration, (2) data
acquisition, and (3) data reduction. The first digit is the number arbitrarily assigned to the position of a
particular error in a list of errors, e.g., ‘‘B4*’’ (Table 4) is the bias error associated with the recording device.
The first digit is “4” simply because this error source is fourth in the list, and thesecond digit is “2” because
it is a data acquisition error.
Figure 6 illustrates some of the error sources associated with a typical data acquisition system. Data are
acquired by measuring the electrical output resulting from pressure applied to a strain-gage-type pressure
measurement instrument. Other errorsources, such as electrical simulation, probe errors, and environmental
effects, are also present. The best method to determine the effectsof all of these error sources is to perform
end-to-end calibrations and compare known applied pressures with measured values. However, it is not al-
ways possible to do this, and then itis necessary to evaluate each of the elemental errors and combine them
‘National Physical Laboratory, Teddington, England. 1973. A Code of Practice for the Detailed Statement of Accuracy.
Campion, P. J., Burns, J. E., and Williams, A. Section 5 Recommendations. London: H. M. Stationary Office.
9
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
df11 N BS-l
511 LS B11
I LS-TS B 21
df21 521
df3l s 3TS-WS
1 B31
WS-MI B41 s41 df41
Inter-Laboratory
Transfer Standard
Working Standard
Measurement
Instrument
p$l p q p q
FIG. 5 BASIC MEASUREMENTCALIBRATIONHIERARCHY
Pressure
Transducer
w-
Excitation
-
-
- Voltage
Source
I -
2
Signal Recording
Conditioning Device
~ -
Measurement Signal
10
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-2M-1983
IN C L O S E D C O N D U I T S AN AMERICAN NATIONAL STANDARD
to determine the overall error. (An end-to-end calibrationapplies a known or standard pressure to the pres-
sure transducer and records the system response through the data acquisition and data reduction systems.)
Some of the data acquisition error sources are listed in Table 4. Symbols for the elemental bias and pre-
cision errors and for the degrees of freedom are shown.
0Calibrations
1.6.1 CombiningElementalPrecisionIndices
The precision index S is the root-sum-square of the elemental precision indices from all sources.
where j defines the processes: (1) calibration, ( 2 ) data acquisition, and (3) data reduction; andi defines the
sources within the process.
For example, the precision index for the calibration process is the root-sum-square of the elemental
precision indices.
Precision errors from the calibration process merit special consideration. There are four cases to consider
as shown in (a) through (d) below:
(a) If the test period is long enough that instrumentation may be calibrated more than once, or several
test stands are involved, or both, the precision errors in the calibration hierarchyshould be treated as con-
tributing to the overall precision index.
( b ) For a single set of instrumentation, calibrated only onceduring the test, all the calibration errors are
frozen or fossilized into bias. The uncertainty of the calibration process is'all bias.
(c) For back-to-back, comparative development tests where the test objective is the difference between
two successive tests, the calibration error (bias plus precision) is a constant in both tests and is eliminated
by taking the difference. Trending errors are an exceptionas described in (d), below.
( d ) Elemental errors that trend with time merit special attention. For example, consider a flowmeter
with a calibration history as shown in Fig. 7. The data show some trending characteristics. Every effort
12
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-PM-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD’
should be made to remove or reduce the trending. If the test process is long, like “B,” including many
calibrations, this error is a precision error. [See (a), above.]
On the other hand, if the test is short, like “A,” an argument can be made that this error is fixed, and
therefore a bias. We believe this argument is weak, too complex, and may lead to optimistic uncertainty
estimates. We therefore recommend always treating trending errors as precision, in accordance with 1.5.
In back-to-back comparative tests, trending errors should be carefully evaluated, as they may introduce
large errors.
In summary, trending errors should (1) be treated as precision (a sample standard deviation can be cal-
culated from the calibration history), ( 2 ) never be fossilized into bias, and (3) always be included in all
uncertainty estimates. In other words, a trending error will be the exception to both (b) and (c) above, and
will always contribute to theprecision term of the uncertainty estimate.
The precision index for the data acquisition process is the root-sum-square of the elemental precision
indices.
The precision index for the data reduction process is the root-sum-square of the eiemental precision
indices.
The basic measurement precision index is the root-sum-square of all the elemental precision indices in
the measurement system.
s = ds:+s22+s$
If there are a few (say four or less) very large bias limits (say 10 times larger than the others), the quadra-
ture sum may underestimate the true bias error. In thiscase the large, few bias limits should be added to the
quadrature sum of the others. For example, ifB z l and B32 are more than 10 times larger than the largest of
all the other bias limits:
’“A full breakdown would probablyreveal several dozen primary sourcesof uncertainty in the measurementof efficiency.”
(Hayward, A. T. J . 1977. Repeatability and Accuracy. London and New York: Mechanical Engineering Publications Ltd.,
p. 10. Distributed by Mechanical Engineering Publications, Suite 1210,200 West 57th Street, New York, NY 10019.)
3“The real justification for adding uncertainty components in quadrature is that it seems t o work. Experience has shown
that arithmetic addition of components often leads to alarge overestimate of total uncertainty.” (Repeatability andAccu-
racy, p. 19)
13
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ANSIfASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR IFLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
This procedure protects against B z l and 8 3 2 having the same sign, as the probability of this event is quite
high, i.e., one-half. By the time there are five or more large bias limits, the probability of all the sign:s being
the same is much smaller, and therefore, the linear addition is not required.
If any of the elemental bias limits are nonsymmetrical, separate root-sum-squares are used to obtain B+
and B-. For example, assume B z l and B23 are nonsymmetrical; i.e., Bzl+, Bzl-,B2>, and B2; are avail-
able. Then.
B+ = m21+)2
+ B31' + B41' + B2' + BI3' + (B23+)' (9)
x= N
Xi/N
i=l
x
which has N - 1 degrees of freedom because (based on the same sample of data) is used to calculate S.
In calculating other statistics, more than one degree of freedom may be lost. For example, in calculating
the standard error of a curve fit, the number of degrees of freedom which are lost is equal to the number of
estimated coefficients for the curve.
The degrees of freedom u associated with the precision index are calculated using the Welch-Satterthwaite
formula. It is a function of the degrees of freedom and magnitude of each elemental precision index.
For example, the degrees of freedom for the calibration precision index Seal are
14
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
where B is the bias limit, S is the precision index, and r95 is the 95th percentile point for the two-tailed Stu-
dent's r distribution. The t value is a function of the number of degrees of freedom v used in calculating S.
(See Appendix D.) For small samples, r will be large, and for larger samples, r will be smaller, approaching
1.96 as a lower limit. The use of the t inflates the limit U t o reduce the risk of underestimating u when a
small sample is used t o calculate S. Since 30 degrees of freedom u yield a t of 2.04 and infinite degrees of
freedom yield a t of 1.96, an arbitrary selection of t = 2 for values of v from 30 t o infinity was made, i.e.,
U9,= ( B + 2S), when v > 30.
The uncertainty interval selected [Eq. (15A) or (15B)] should be provided in the presentation; the com-
ponents (bias, precision, degrees of freedom) should be available in an appendix or in supporting documen-
tation. These three components may be required (a) to substantiate and explain the uncertainty value, (b)
t o provide a sound technical base for improved measurements, and (c) to propagate the uncertainty from
measured parameters to fluid flow parameters, and from fluid flow parameters to more complex perfor-
mance parameters [fuel flow to Thrust Specific Fuel Consumption (TSFC), TSFC to aircraft range, etc.].
15
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ANSIIASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR IFLUID FLOW
A N AMERICAN NATIONAL STANDARD IN CLOSED CONDUITS
Measurement
~ Largest N-yative Error
Largest Positive Error
U
+
-
/ Scale
Measurement -0
l+t95S
UncertaintyInterval
(The True Valve Should Be Within
ThisInterval)
The authors wish to point out that although the 95% confidence interval for the precision error is used
throughout this document, the uncertainty model presented herewill perform equally well with other con-
fidence intervals. When other confidence intervals are used, the coverage of the resulting uncertainty inter-
val will be changed.
and
Table 6 shows the uncertainty U for the nonsymmetrical bias limits of Table 2 .
1/
- Largest Negative Error
Measurement
* Largest
Positive
-
FIG. 9
-
B-
UncertaintyInterval
(The True Value Should Fall Within This Interval)
ious bias error distributions and bias limits. As the actual bias error and bias limit distributions will prob-
ably never be known, the simulation studies were based on arange of assumptions.
1.7.3.2 Results. The results of these studies comparing the two intervals are
given in (a) through (d) below:
(a) U,, averages approximately 99.1% coverage while U,, provides 95.0% based on bias limits assumed
to be 95%.For 99.7% bias limits, U,, averages 99.7% coverage and U9,, 97.5%.
( b ) The ratio of the average U,, interval size t o U,, interval size is 1.35: 1.
(c) If the bias error is negligible, both intervals provide a 95% statistical confidence(coverage).
(d) If the precision error is negligible, both intervals provide 95% or 99.7% depending on the assumed
bias limit size.
17
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ANSIIASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED'CONDUITS
I Parameter A
T T
0 T 0
T
1 0 1 0
1 1 T
0
-U
1.
Run Number
FIG. 10 RUN-TORUNDIFFERENCE
Uncertainty is a function of the measurement process. It provides an estimate of the error band within
which the true value for that measurement process must fall with high probability.
Errors larger than the uncertainty should rarely occur. On repeated runs within a given measurement
process, the parameter values should be within the uncertainty interval. These differences might look like
Fig. 10. Run-to-run differences between corresponding values of the parameter should be less than the
uncertainty for the parameter.
If a change is to be detected as a result of an experiment, then the uncertaintyof the experiment should
be a fraction of the predicted change or corrective action should be taken to reduce the uncertainty. There-
fore, measurement uncertainty analysis should always be done before the test or experiment. The corrective
action to reduce the uncertainty may involve (a) improvements or additions to the instrumentation,(b) se-
lection of a different function to obtain the parameter of interest,(c) repeated testing, or (d) any combina-
tion of (a), (b), or (c). Cost and time will dictate the choice. If corrective action cannot be taken, the test
should be cancelled as there is a high risk that the real differences will be lost in the uncertainty interval
(undetected). If the measurement uncertainty analysis is made after the test, the opportunity for corrective
action is lost, and thetest may be wasted.
Rarely are fluid flow parameters measured directly; usually more basic quantities such as temperature
and pressure are measured, and the fluid flow parameter is calculated as a function of the measurements.
Error in the measurements is propagated to the parameter through the function. The effectof the propaga-
tion may be approximated with the Taylor series methods (Appendix B). It is convenient to introduce the
concept of the sensitivity of a result to a subsidiary quantity as the error propagated to the result due to
18
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSIIASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
unit error in the measurement of the component quantity. The “sensitivity coefficient” of each subsidiary
quantity is mosteasily obtained in one of two ways.
(a) Analytically. When there is a known mathematical relationship between the result R and subsidiary
quantities Y , , Y,, . . . , Y , , the dimensional sensitivity coefficient Bi of the quantity Y 1 is obtained by
partial differentiation.
Thus, i f R = f ( Y , , Y z ,. . . , Y k ) ,then
AR
0. = -
‘ AYi
The result is calculated using Yi to obtain R , and then recalculated using (Yi t AYi) to obtain (R + AR).
The value of AYi used should be as small as practicable.
With complex parameters, the same measurementmay be used more than once in the formula. This
may increase or decrease the error depending on whether the sign of the measurement is the same or op-
posite, and thus care must be taken in estimating the final error. If the Taylor series relates the most ele-
mentary measurements to the ultimate parameter or result, these “linked” relationships will be properly
accounted for.
This subject is discussed further with examples in Appendix B.
PI 1
rn = CaFa$* -
dKt
where
rn = the mass flowrate of air
F, = t h e factor to account for thermal expansion of the venturi
a = the venturi throat area
P,,= the total (stagnation) pressure upstream
T I ,= the total temperature upstream
$* = the factor to account for the propertiesof the air (critical flow constant)
C = discharge coefficient
Aeff = Ca (may be determined from calibration)
The precision index for the flow S, is calculated using the Taylor series expansion (this method is de-
rived in Appendix B):
4ASME. 1 9 7 1 . Fluid Meters. 6th ed. Edited by H. S . Bean. Available from ASME, United Engineering Center, 345 East
47th St., New York, NY 10017.
19
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FlLUlD FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
Taking the necessary partial derivatives and assuming C constant and withnegligible error
By inserting the values and precision errors from Table 7 into Eq. (18) and assuming C = 1, theprecis,ion in-
dex of 0.37 lb/sec (0.17 kg/s) for airflow is obtained.
The bias limit in the flow calculation is propagated from the bias limits of the measured variables. The
general form of the Taylor series formula (see Appendix B) is:
By inserting the values and bias limits of the measured parameters from Table 6 into Eq. (21), a bias
limit of 0.6987 lb/sec (0.32 kg/s) is obtained for a nominal airflow ofnz = 248.23 lb/sec (1 12.64 kg/s).
Table 7 containsasummaryofthemeasurementuncertaintyanalysisforthisflowmeasurement.It
should be noted that the error quantities listed only apply at the nominal values.
1.9.1 General
The measurement uncertainty analysis report should include (a) a measurement uncertainty summary
and (b) a table of elemental error sources.
The definition of the components, bias limit, precision index, and the limit U suggests a summary format
for reporting measurement error. The format will describe the components of error, which are necessary to
estimate further propagation of the errors, and a single value U which is the largest error expected from the
combined errors. Additional information - degrees of freedom for the estimate of S - is required to use
the precision index. These summary numbers provide the information necessary to acceptor reject the mea-
surement error. The reporting formatis:
(a) S , the estimate of the precision index, calculated from data;
( b ) v, the degrees of freedom associated with the estimate of the precision index S. The degrees of free-
dom for small samples (less than 30) is obtained from the Welch-Satterthwaite procedure illustrated in the
examples. This may be omitted if the alternate model is used and there is no need to further propagate the
error.
(c) B, the upper limit of the bias error of the measurement process, or B- and B+, if the bias limit is
nonsymmetrical;
(d) The uncertainty interval formula should be stated. U99= k ( B t t 9 5 S )or U 9 , = +dB2 + ( t g 5 S ) * the
,
uncertainty limit, within which the error should reasonably fall. The t value is the 95th percentile of the
two-tailed Student's t distribution and is taken as two if the sample size is 3 0 or greater. If the bias limit is
nonsymmetrical, U - 9 9 = B- - f95Sand U + 9 9= B+ + t95S.No more than two significant places should be
reported.
NOTE:
The model components, S , u, B , and U , are required to report the error of any measurement process. For simplification,
the first three components may be relegated to the detailed sections of uncertainty reports and presentations. The first
three components, S , u , and B , are necessary to: (a) indicate corrective action if the uncertainty is unacceptably large be-
fore the test, (b) propagate the uncertainty to more conlplex parameters, and (c) substantiate the uncertainty limit.
21
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
22
TABLE 8 ELEMENTAL ERROR SOURCES Q C
C Z
3om
ij Precision Measurement Degrees of Bias I
Subscript
Source Index
Nominal Value Sij Freedom vi; Limit Bij t95 U,, = Bij + t95Sij 9
-z
-4
Calibration
11
21
31 n
r
... c
... 0
Data Acquisition
12
22
32
N 42
W
...
...
Data Reduction
13
23
33
...
... D
... z
Value Nominal S = m U B = W 19s
Results: U = B + t95(5) 01 U* = d E p
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD IN CLOSED CONDUITS
ASTM ST? 15-C. ASTM Manual on Quality Control of Materials. Available from ASTM, 1916 Race
St., Philadelphia, PA 19103.
ASQC Standard B1-1958 and ASQC Standard B2-1958 (21.1-1958 and 21.2-1958). American Stan-
dard Guide for Quality Control andAmerican Standard Control Chart Method of Analyzing Data.
Available from ANSI, 1430 Broadway, New York, NY 10018.
ASQC Standard B3-1958 (Z1.3-1958). American Standard Control Chart Method of Controlling Qual-
ity During Production. Available from ANSI, 1430 Broadway, New York, NY 10018; or from ASQC,
161 West Wisconsin Avenue, Milwaukee, WI 53203.
Duncan, A. J. 1974. Quality Control and Industrial Statistics. 4th ed. Homewood, Ill.: Richard D.
Irwin, Inc.
Cowden, D. J. 1957. Statistical Methods in Quality Control. Englewood Cliffs, N.J.: Prentice-Hall, Inc.
Juran, J. M., Seder, L. A., and Gryna, Jr., F. M., eds. 1962. Quality Control Handbook, 2d ed. New
York: McGraw-Hill Book Company, Inc.
24
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ANSIIASME MFC-2M-1983
AN AMERICAN NATIONAL STANDARD
Section 2 - Examples
2.1 INTRODUCTION
Thissectioncontainsthreeexamplesoffluidflowmeasurementuncertaintyanalysis.Thefirst (2.3)
deals with airflow measurement for an entire facility (with several test stands) over a long period. It also
applies to a single test with a single set of instruments. The same uncertainty model is used in the second
example (2.4) for another single-stand process - the back-to-back comparative test. The second example
demonstrates how back-to-back comparative tests can reduce the uncertainty of the first example. These ex-
amples will provide, step by step, the entire process of calculating the uncertainty of the airflow parameter.
The first step is to understand the defined measurement process and then identify the source of every possi-
ble error. For each measurement, calibration errorswill be discussed first, then data acquisition errors, data
reduction errors, and finally, propagation of these errors to the calculated parameter. These two examples
are presented in both SI units (Systitme International d'UnitCs) and English units. The third example (2.5)
illustrates a liquid flow measurement. Engineering symbols are consistent with Fluid Meters, 6th ed. Statis-
tical symbols are described in Appendix A and are consistent with IS0 3534, Statistics -Vocabulary and
Symbols (1977).
2.2 GENERAL
Airflow measurements in gas turbine engine systems are generally made with one of three types of flow-
meters: venturis, nozzles, and orifices. Selection of the specific type of flowmeter to use for a given appli-
cation is contingentuponatradeoffbetweenmeasurementaccuracyrequirements,allowablepressure
drop, and fabrication complexity over cost.
Flowmeters may be further classified into two categories: subsonic flow and critical flow. With a critical
flowmeter, in which sonic velocity is maintained at the flowmeter throat, mass flow rate is a function only
of the upstream gas properties. With a subsonic flowmeter, where the throat Mach number is less than sonic,
mass flow rate is a function of both upstream and downstream gas properties.
Equations for the ideal mass flow rate through nozzles, venturis, and orifices are derived from the conti-
nuity equation:
rn = p a V
In using the continuity equation as abasis for ideal flow equation derivations,it is normal practice to assume
conservation of mass and energy and one-dimensional isentropic flow. Expressions for ideal flow will not
yield the actual flow since actual conditions always deviate from ideal. An empirically determined correc-
tion factor, the discharge coefficient C,is used to adjust ideal to actual flow:
C=- "actual
mideal
25
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ANSllASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FL.UID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
What is the airflow measurement capability for a given industrial or government test facility? This ques-
tion might relate to a guarantee in a product specification or a research contract. For example, what is the
airflow measurement uncertainty for gas i.urbine engine testing at the U.S. Air Force’s Arnold Engineering
Development Center, or similarly, for the U.S. Naval Air Propulsion Test Center? Note that this question
implies that many test stands, sets of instrumentation, and calibrations over a long period of time should
be considered.
It is germane to ask, Does the uncertainty analysis for the entire facility (including many stands and
many sets of instrumentation calibrations) apply to the problem of a single-strand, single-test, and single-
instrument calibration within that facility? The answeris yes for two reasons. First, the distribution errors of
for all the stands is comprised of errors from single stands. The second reason is that a single-standard
method is proposed in this Standard to allow comparisons between test facilities, manufacturers, etc. (1 .I).
If specially tailored modifications are made to the uncertainty model, the subject becomes hopelessly com-
plex and comparisons are meaningless.
Figure 12 depicts a critical vehturi flowmeter installed in the inlet ducting upstream of a turbine engine
under test.
When a venturi flowmeter is operated at critical pressure ratios, i.e., Pz/Plis a minimum, the flow rate
through the venturiis a function of the upstream conditions only and may be calculated from
Each of the variables in Eq. (24) must be carefully considered to determine how and to what extent errors
in the determination of the variable affect the calculated parameter. A relatively large error in some will
affect the final answer very little, whereas small errors in othershave a large effect. Particular care should be
taken to identify measurements that influence the fluid flow parameter in more than one way. For this
reason the Taylor series (Appendix B) should always be used to relate basic measurements to the final
parameter.
In Eq. (24), upstream pressure and temperature (P,and T , ) are of primary concern. Error sources for
each of these measurements are (1) calibration, (2) data acquisition, and(3) data reduction.
2.3.2.1 Pressure Measurement Errors
2.3.2.1 .I Pressure Calibration Errors. Figure 13 illustrates a typical calibration hierarchy. Associated
with each comparison in the calibration hierarchy is a pair of elemental errors, a bias limit, and a precision
index. Table 9 lists all of the elemental errors. Note that these elemental errors are not cumulative, e.!;., Bzl
is not a function of BI1.
The bias limits should be based on interlaboratory tests if available. Otherwise, the judgment of the best
experts must used. The precision indices are calculated from calibration history data banks.
The precision index for the calibration processis the root-sum-square of the elemental precision indices,
l.e.,
s1 = fdSl12
+&12 +&f2 +&I2
+
= -+d0.0022 0.0022 + 0.0022 + 0.00532
Measurement
Station 1 2
T T
I
Flow
___c Engine
Labyrinth
Venturi Throat Seal
Bellmouth
Plenum
Calibration
lnterlaboratory Standard
Calibration
Transfer Standard
‘ g
Calibration
Working Standard
Calibration
Measurement Instrument
FIG. 13 TYPICALCALIBRATIONHIERARCHY
NBS-I LS 811 = 0.01 811 = 68.953 S11 =0.002 S11 = 13.787 u11 = 10
I LS-TS 821 = 0.01 821 = 68.953 S21 = 0.002 S21 = 13.787 u21 = 15
TS-WS 831 = 0.01 831 = 68.953 531 = 0.002 S31 = 13.787 u31 = 20
WS-MI 841 = 0.01 8 841 = 124.1 17 S41 = 0.0053 S41 = 36.541 u41 = 3 0
27
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ANSIfASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
Degrees of freedom associated with S1 are calculated from the Welch-Satterthwaite formula as follows:
(English)
The bias limit for the calibration process is the root-sum-square of the elementalbias limits, i.e.,
= 2 172.2 Pa (SI)
Uncertainty for the calibration process is now obtained by a simple combination of the precision index
and bias limit.
As indicated in Fig. 14,
= 2259.6 Pa ( S I ) = f 193.1 Pa ( S I )
28
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSIIASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
Measurement
Measurement Scale
-
-- Range of ‘t95S1
-- B1 Precision
--- + 61-
Error
Uncertainty Interval e
2.3.2.1.2 Pressure Data Acquisition Errors. Data acquisition error sources for pressure measurement
are listed in Table 10.
The precision index for the dataacquisition process is
(English)
29
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
(English)
(English)
(SI)
(English) (English)
30
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-2M-1983
I N CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
= k443.7 Pa = k314.6 Pa
2.3.2.1.3 Pressure Data Reduction Errors. A computer operates on raw pressure measurement data to
perform the conversion to engineering units.Errors in this process are calleddata reduction errors and stem
from calibration curve fits and computer resolution.
Computer resolution is the sourceof a small elemental error. Some of the smallest computersinused experi-
mental test applications have six-digit resolution. The resolution error is then k 1 in IO6.Even though this
error is probably negligible, consideration should be given t o rounding-off and truncating errors. Rounding-
off results in a precision error. Truncatingalways results in a bias (assumed in this example).
Table 11 lists data reduction error sources.
~3 =+ d ~ 1 3 +~ 2 *3
= 0.0 (English and S I )
(English)
B 3 = k d O . 0 l 2 + O.0Ol2
= kO.01 psi
B 3 = + d 6 8 . 9 5 3 2 + 6.894'
= k69.297 Pa
31
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ANSllASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FL-UID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
2.3.2.1.4 Pressure Measurement Error Summary. The precision index for pressure measurement th.en is
or
(English)
= +40.00632 + 0.0173’ + 0’
= f0.018 psi
= f 126.790Pa
Degrees of freedom associated with the precision index are determinedas follows:
or
(SIZ +SZ2 + S 3 2 ) 2
up =
(-SI4 +- SZ4 +-\ s34
(English)
32
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSIIASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
or
(English)
= k0.04 psi
B, = f d l 7 2 . 2 4 6 ’ + 2051.593~+ 69.2972
= k277.018 Pa
(English) (English)
(SI) (SI 1
= k530.6 Pa = f375.6 Pa
33
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR IFLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
Calibration
Interlaboratory Standard
Calibration
Transfer Standard
Calibration
Measurement Instrument
FIG. 15 TEMPERATUREMEASUREMENTCALIBRATIONHIERARCHY
TABLE 12 TEMPERATURECALIBRATIONHIERARCHYELEMENTALERRORS
Bias Limit Precision Index
Degrees of
Calibration O R K O R K Freedom
(English)
34
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-PM-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
(English)
= 53 > 30, .: t 9 5 =2
= 53
(English)
= k0.578 K
35
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ANSIIASME MFC-PM-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSIED CONDUITS
(English) (English)
= +1.24OR = +1.06OR
= f0.69 K = f0.59 K
FIG. 16 TYPICALTHERMOCOUPLECHANNEL
36
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSIlASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
each time test data are recorded, multiple scan recordings are made for each of the thermocouples, and if a
multiple scan average X , is calculated for each thermocouple, then the average Xi for all recordings of the
jth thermocouple is
where Kj is the number of multiple scan recordings for the jth thermocouple.
The grand average X is computed for all monitor thermocouples as
The precision index Sy for the dataacquisition and reduction processes is then
= k0.17'R (English)
Data acquisition and reduction bias limits may be evaluatedfrom the same ice bath temperature dataif the
temperature of the ice bath is continuously measured with a working standard such as a calibrated mercury-
in-glass thermometer. There the bias limit is the largest observed difference between X and the temperature
indicated by the working standard acquisition and reduction process. In this example it is assumed to be
fl.OoR, 0.56 K, i.e.,
= f0.56 K ( S I )
37
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ANSllASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD IN CLOSED CONDUITS
(English)
S , = + d 0 . l 2 +0.172
= +0.2'R
ST = +d0.056' + 0.094'
= k0.I I K
38
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSIIASME MFC-2M-1983
I N CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
where
(English)
( 0 . l 2 + 0.172)2
VT =
200
= 250 .'. t 9 5 = 2
(0.0562+ 0.0942)2
VT =
0.0564 0.0944
200
= 250 .'.t 9 5 =2
where
(English)
BT = k d 1 . 0 4 2 + 1.02
= f1.44'R
39
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
= +0.804 K
(English) (English)
(SI) (SI)
= + I .02 K = k0.83 K
When v is less than 30, t g 5 is determined from a Student’s t table at the value of V T . Since here VT is
greater than 30, use t g 5 = 2.
NOTE: Reference is again madeto Handbook:Uncertainty in Gas Turbine Measurements, USAF AEDC-TIC-73-5 for
detailed treatment of temperature measurement and calibration techniques designed to minimize errors and simplify evalu-
ation of the uncertainty parameter.
2.3.2.3 Discharge Coefficient Error. The ASME has cataloged discharge coefficients for a variety of ven-
turis, nozzles, and orifices. Cataloged values are the result of an extremely large number of actua.1 calibra-
tions over a period of many years. The results of this experimental work are documented in the ASME
publication entitled Fluid Meters, 6th ed. Discharge coefficients cataloged therein are applicable to all flow-
meters that conform to this specification. Detailed engineering comparisons must be exercised to ensure
that the flowmeter conforms to one of the groups tested before using the tabulated values for discharge
coefficients and errortolerances.
To minimize the uncertainty in the discharge coefficient, it should be calibrated using primary standards
in a recognized laboratory. Such a calibration will determine a value for A e f f= Ca and the associated bias
limit and precision index.
When an independent flowmeter is used to determine flow rates during a calibration for C, dimensional
errors areeffectively calibrated out. However, when Ciscalculated or taken fromFluid Meters,6th ed., errors
in the measurement of pipe and throat diameters will be reflected as bias errors in the flow measurement.
Dimensional errors in large venturis, nozzles, and orifices may be negligible. For example, an error of
0.001 in. in the throat diameter of a 5 in. critical flow nozzle will result in 0.04% bias in airflow. How-
ever, these errors can be significant at large diameter ratios.
2.3.2.4 Nonideal Gas Behavior and Variation in Gas Composition. Nonideal gas behavior and changes in
gas composition are accounted for by selection of the proper values for compressibility factor 2, molecular
weight M ,and ratio ofspecific heats y for the specific gas flow being measured.
40
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-PM-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
When values of y and Z are evaluated at the proper pressure and temperature conditions, airflow errors
resulting from errors in y and Z will be negligible.
For the specific case of airflow measurement, the main factor contributing tovariation of composition is
the moisture content of the air. Though small, the effect of a change in air density due to water vapor on
airflow measurement should be evaluated in every measurement process.
2.3.2.5 Thermal Expansion Correction Factor Error. The thermal expansion correction factor Fa corrects
for changes in throat area caused by changes in flowmeter temperature.
For steels, a 30°F flowmeter temperature difference between the time of a test and the timeof calibration
will introduce an airflow error of 0.06% if no correction is made. If flowmeter skin temperature is deter-
mined to within k5"F and the correction factoris applied, the resulting error in airflow will be negligible.
For this example, assume that the theoretical discharge coefficient C has been determined to be 0.995
using the procedures outlined by Smith and Matz. Further assume that the thermal expansion correction
factor Fa and the compressibility factor 2 are equal to 1.O. Table 13 lists nominal values, bias limits, preci-
sion indices, and degrees of freedom for each error source in the above equation in both English and SI
units. (To illustrate the uncertainty methodology we will assume a precision index of k0.0005 in addition
toa bias of +0.003.) .
Note that in Table 13 airflow errors resulting from errors in Fa,2, k , g , M , and R are considered negligible.
From Eq. (53),airflow is calculated as
(English)
m=-
3.142
(2 1.8 1)' X 0.995
4
= 115.5 lb,/sec
41
r
YD
z
0
D
TABLE 13 AIRFLOW MEASUREMENT ERROR SOURCES n
0
Nominal Value Bias Limit Index Precision Degrees of Uncertainty
Error Freedom -
12.78 psi 88 126 Pa c0.04 psi t 277.02 Pa k 0.01 8 psi t 126.79 Pa 96 t 0.08 psi t 530.60 Pa
478.7'R 265.9 K f 1.44" R t0.8 K ?: 0.20" R 50.11 K 250 r1.84"R k 1.02 K
21.81 in. 0.554 m kO.001 in. t2.54 X lO-'m tO.001 in. k2.54 X lo-% 100 k0.003 in. 57.62 X 10-Sm
0.995 0.995 f 0.003 f 0.003 fO.0005 f 0.0005 t 0.003 k0.003
1.o 1.o ...
1.o 1 .o ... ... ...
1.401 1.401 ... ... ... ... ...
Ib -ft ... ...
32.174 ... .. ... ...
Ibf-sec2
kg
M 28.95 Ib,/Ib,-mole 28.95 - ... ... ... ... ... ... ...
kg-mole
Ibf -ft I
~~
R 1545 8.314 ... .. ... ... ... ... ...
Ib,-mole-oR kg-mole-K
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
(SI)
3.142
m=- (0.554)’ X 0.995
4
x d(k) 2.401/0.401
(1.401 X 28.95
8314
88 126
= 52.39 kg/s
Taylor series (Appendix B) expansion of Eq. (53) with the assumptions indicated yields Eqs. (54)and
( 5 9 ,from which theflow measurement precision index and bias limit are calculated.
(English)
x ’
(199;)’ ( )
0.018 -0.20 2 0.0005 0.001
S , =+115.5
&E)2
+ (2 X 478.7)’ + + 21.8
= k0.175 lb,/sec
S
, = k52.39 126.790)’ + ( -0.11 )’ + (0.0005)’ + (2 X 0.000025)’
88 126 2 X 265.9 0.554
0.995
(English)
’ (-l.44)2
+ + (0.003)’ + (0.002)’
0,995 957.4 21.81
B , = f 115.5 d(0.0031)2+ (-0.0015)2 (0.0030)2 + (0.00009)2
= k0.53 Ib,/sec
43
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD IN CLOSED CONDUITS
= k0.2416 kg/s
By using the Welch-Satterthwaite formula, the degrees of freedom for the combined precision index is
determined from
[(%)’ + (3)’
+ (T)’
+ ( 3 2 ] 2
+ + +
which results in an overall degrees of freedom >30, and therefore a value for rS5 of 2.0.
Total airflow uncertainty is then
Urns9 = + ( B m + t 9 5 S m )
(English) (English)
17,~~
= + [ O S 3 t 2(0.175)1 U m S 5= d ( 0 . 5 3 ) ’ +(2 X 0.175)’
= +0.8% = 20.55%
(sr (SI)
= 20.8% = *0.55%
44
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
and
s, = o
sc = 0
= f 1 19.039 Pa (SI)
45
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOFI FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSBED CONDUITS
= k0.17’R (English)
= k0.094 K (SZ)
2.4.2.3 Uncertainty of the Flow Measurement (Difference). Thetest result is the difference in flow
between two tests. [See Eq. (58).]
Am =ml - m2
(English)
2 x 0.001
s, = f115.
2 X 478.7
S , = k0.168
lbm/sec SA, = t0.238 lb,/sec
= t0.4176 = +0.41%
{(=)2 (cy
119.037 - 0.094 0.0005 0.00005
sm = t52’39 + (2 X 265.9)1 + + (F)
S
, = k0.0762 kg/s SAm = k0.1078 kg/s
46
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSI/ASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
English SI English SI
Precision Index (S)(lb, /sec, kg, Is) 20.18 k0.0787 20.17 kO.0762
Degrees of Freedom ( v ) >30 >30 >30 >30
Bias L i m i t ( B ) (Ib, /sec, kg, /s) t0.53 t0.2457 0 0
Uncertainty (Ib, /sec, kg, Is) t0.88 240 20.34 215
= k0.41% = +-0.41%
2.4.2.4 Comparison of Examples. Note that the differences shown in Table 14 are due entirely to differ-
ences in the measurement process definitions. The same fluid flow measurement system might be used in
both examples. The back-to-back test has the smallest measurement uncertainty, but this uncertainty value
does not apply to themeasurement of absolute level of fluid flow, only to the difference.
CYd2Fa d p h ,
rn = 0.099702
6-F
Both Y and Fa will be taken as 1 .OO, and the above formula becomes
Cd2
rn = 0.099702
di7-
The precision index and bias error in flow rate may then be calculated using a Taylor series expansion as
in Appendix B:
As an exercise let us examine how the bias error iti flow rate is affected by a bias in the measurement of
throat diameter as the diameter ratio increases.
This involves the terms
41
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ANSI/ASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR FLUID FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
Let us assume both inlet diameter D and throat diameterd are measured with a micrometer having a bias
of 0.002 in.
Since 0 = d/D
and
. If d is held constant, the diameter D changes with to give the values of Table 15, which are graphed in
Fig. 17.
This brief calculation shows the sensitivity of the uncertainty in the flow rate to the diameter ratio,
which is one of the reasons it is good practice to use small diameter ratios.
Continuing with our example, the coefficient value is taken from Fluid Meters, 6th ed., as C = 0.984
+0.75%. Since this reference does not distinguish between bias and precision error, we will interpret this to
be
The value of p is also taken from Fluid Meters, 6th ed., Table 11-1-4,as 63.3707 Ib,/ft3. We assume the
bias and precision error to be negligible.
The differential pressure is read on a mercury manometer using a precision scale divided into 0.05-in.
increments. Ten readings are taken as
1.90 1.96
1.95 1.94
1.98 1.98
8.00 1.95
1.92 1.98
The elemental bias error for thedifferential is assumed to be one-half the least count on thescale or
48
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MEASUREMENT UNCERTAINTY FOR FLUID FLOW ANSllASME MFC-2M-1983
IN CLOSED CONDUITS AN AMERICAN NATIONAL STANDARD
0.00 18
0.0016 I
Ern 0.0014
-
m
0.0012 I
0.00 10
0.6 0.7 0.8 0.9
FIG. 17 GRAPH OF 0 VS B
0.67 0.001 04
0.70 0.001 07
0.75 0.001 15
0.80 0.001 33
0.85 0.001 75
Suppose now that the venturi tube had been calibrated in a recognized hydraulic laboratory and the coef-
ficient was given as
C = 0.986 +0.25%
49
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ANSIIASME MFC-2M-1983 MEASUREMENT UNCERTAINTY FOR F L U I D FLOW
AN AMERICAN NATIONAL STANDARD I N CLOSED CONDUITS
__ SLJ
” = 0.00033 - = 0.0
D D
Rc = 0.006
2 = 0.00075
C C
S
5 = 0.0 2 = 0.0
P P
_Bhw
_ = 0.00314 ~ Shw = 0.00377
h,,, h X’
B, = 0.0063
m
= 0.0020
m
This coefficient value was determined using the nominal values of diameter so that it effectively removes
all the uncertainty from thevalues of d and p.
This above uncertainty (20.25%) will be taken as ?0.20% bias and 20.025% precision. The new values
for the bias and precision indices will be
rn
= ?0.0019
rn
or
50
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APPENDIX A - GLOSSARY
Definitions followed by an asterisk (*) are taken from IS0 3534, Statistics - Vocabulary and Symbols
(1977).
accuracy - See Fig. 4, p. 8.
average value - the arithmetic meanof N readings; the average value is calculated as:
bias (0) - the difference between the average of all possible measured values and the true value; the system-
atic error or fixed error which characterizes every member of a set of measurements (Fig. Al)
bias of estimator - the deviation of the expectation of an estimator of a parameter from the true value of
this parameter. This expression may also be used in a wider sense t o designate the noncoincidence of the
expectation of an estimator with the true value of the parameter.*
bias limit ( B ) - the estimate of the upper limit of the true bias error6*
calibration - the process of comparing and correcting the response of an instrument to agree with a stan-
dard instrument over the measurement range
calibration, end-to-end - an end-toend calibration applies a known or standard pressure to the pressure
transducer and records the system response through the data acquisition and data reduction systems
calibration hierarchy - the chain of calibrations which linkor trace a measuring instrument to the National
Bureau of Standards
confidence coefficient; confidence level - the value 1 - a of the probability associated with a confidence
interval or a statistical tolerance interval. (Seecoverage and statistical confidence interval.)*
control chart - a chart on which limits are drawn and on which are plotted values of any statistic computed
from successive samples of a production. The statistics which are used (mean, range, percent defective, etc.)
define the different kinds of control charts.*
correlation coefficient (r) - a measure of the linear interdependence between two variables.varies It between
- 1 and + I with the intermediate value of zero indicating the absence of correlation. The limiting values
indicate perfect negative (inverse) or positive correlation (Fig.A2).
coverage - the percentage frequency that an interval estimate of a parameter contains the true value. Ninety-
five-percent confidence intervals provide 95% coverage of the true value. That is, in repeated sampling when
a 95% confidence interval is constructed for each sample, over the long run the intervals will contain the
true value 95%of the time.
degrees of freedom (v) - a sample of N values is said t o have N degrees of freedom, and a statistic calcu-
lated from it is also said t o have N degrees of freedom. But if k functions of the samplevalues are held con-
stant, the number of degrees of freedom is reduced by k . For example, the statistic
where X is the sample mean, is said t o have N - 1 degrees of freedom. The justification for thisis that (a)
the sample mean is regarded as fixed or (b) in normal variation the N quantities (Xi- x)are distributed
independently of X and hence may be regarded as N - 1 independent variates or N variates connected by
the linear relationz1 (Xi- X)= 0 .
51
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True Value
Average
FIG.A2CORRELATIONCOEFFICIENTS
elemental error - the bias and/or precision error associated with a single source or process in a chain of
sources or processes
estimate - a value calculated from a sample of data as a substitute for an unknown population constant.
For example, the sample standard deviation S is the estimate which describes thepopulationstandard
deviation u.
estimator - a statistic intended to estimate a population parameter*
frequency distribution - the relationship between the values of a characteristic (variable) and their absolute
or relative frequencies. The distribution is often presented as a table with special groupings (classes) if the
values are measured on a continuousscale."
joint distribution function - a function describing the simultaneous distributionof two variables
laboratory standard - an instrument which is calibrated periodically at the NBS. The laboratory standard
may also be called an interlab standard.
mathematical model - a mathematical description of a system. It may be a formula, a computer program,
or a statistical model.
measurement error - the collective term meaning the difference between the true value and the measured
52
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value. Includes both bias and precision error. (See accuracy and uncertainty interval.) Accuracy implies
small measurement error and small uncertainty.
multiple measurement - more than asingle concurrent measurement of the same parameter
NBS - National Bureau of Standards; the usual reference or source of the true value for measurements in
the United States of America
observed value - the value of a characteristic determined as the result of an observation or test*
one-sided confidence interval - when T i s a function of the observed values such that, 0 being a population
parameter to be estimated. the probabiiityPr (T < e ) or the probability Pr (T 2 e ) is equal to 1 - a (where
1 - a is a fixed number, positive and less than l), the interval from the smallest possible value of 6' up to T ,
or the interval between T and the greatest possible value of 8 , is a one-sided (1 - a) confidence interval for
8 . The limit T of the confidence interval is a random variable and as such will assume different values in
every sample. In a long series of samples, the relative frequency of cases where the interval includes 0 would
be approximately equal to 1 - a.*
parameter - an unknown quantity which may vary over a certain set of values. In statistics, it occurs in
expressions defining frequency distributions (population parameters). Examples: the mean of a normal dis-
tribution; the expectedvalue of a Poisson variable.
population - the totality of items under consideration. Every clearly defined part of a population is called
a subpopulation. In the case of a random variable, the probability distribution is considered as defining the
population of that variable.*
population parameter - a quantity used to describe the distribution of a characteristic in the population
precision - the closeness of agreement between the results obtained by applying the experimental proce-
dure several times under prescribed conditions. The smaller the random part of the experimental errors
which affect the results, the more precise is the procedure.*
precision error - the random error observed in a set of repeated measurements. This error is the result of a
large number of small effects, each of which is negligible alone. Also known as repeatability error and Sam-
p€ingerror.
precision index - the precision index S definedherein as thecomputedstandard deviation of the
measurements
quality control - the set of operations (programming, coordinating, carrying out) intended tomaintain or
to improve quality, and to set up the production at the most economical level which allows for customer
satisfaction*
range - the difference between the greatest and the smallest observed values of a quantitativecharacteristic*
repeatability (qualitative) - the closeness of agreement between successive results obtained with the same
method on identical test material, under the same'conditions (same operator, same apparatus, same labora-
tory, and short intervals of time)
NOTE: The representative parameters of the dispersion of the population which may be associated with the results are
qualified by the term repeatability. Example: standard deviation of repeatability; variance of repeatability.*
repeatability (quantitative) - the value below which the absolute difference between two single test results
53
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obtained in the above conditions may be expected to lie with a specified probability. In the absence of
other indication, the probability is 95%.*
sample size ( N ) - the number ofsampling units which areto be included in the sample*
sampling error - part of the total estimation error of a parameter dueto the random natureof the sample*
standard deviation (a) - the most widely used measure of dispersion of a frequency distribution. It is the
precision index and is the square root of the variance: S is an estimate ofu calculated from a sample of data.
It may be shown mathematically that with a Gaussian (normal) distribution the mean plus and minus 1.96
standard deviations will include 95% of the population.
standard error - the standard deviation of an estimator. The standard error provides an estimation of the
random part of the total estimation errorinvolved in estimating a population parameter from a sample.*
standard error of estimate (residual standard deviation) - the measure of dispersion of the dependent vari-
able (output) about the least-squares line in curve fitting or regression analysis. It is the precision index of
the output for anyfixed level of the independent variable input. The formula forcalculating this is
(YOBS -
for a curve fit forN data points in which K constants are estimated for the curve.
standard error of the mean - an estimate of the scatterin a set of sample means based on a given sample of
size N . The sample standard deviation S is estimated as
In the limit, a s N becomes large, the estimhted standard error of the mean converges to zero, while the stan-
dard deviation converges to a fixed nonzero value.
statistic - a parameter value based on data. For example, 3 and S are statistics. The bias limit, a judgment,
is not a statistic.
-statistic - a function of the observed values derived from a sample
statistical confidence interval - an interval estimate of a population parameter based on data. The confi-
dence level establishes the coverage of the interval. That is, a 95% confidence interval would cover or include
the true value of the parameter 95% of the time in repeated sampling.
statistical quality control - quality control using statistical methods (such as control charts and sampling
plans)*
statistical quality control charts - a plot of the results of repeated sampling versus time. The central ten-
dency and upper and lower limits are marked. Points outside the limits and trends and sequencles in the
points indicate nonrandom conditions.
Student's t-distribution ( t )- the ratio of the difference between the population mean and thesample mean
to a sample standard deviation (multiplied by a constant)in samples from a normal population. It is used to
set confidence limits for the population mean. It is obtained from tables entered with degrees of freedom
and risk level.
Taylor series - a power series to calculate the value of a function at a point in the neighborhood of some
reference point. The series expresses the difference or differential between the new point and the reference
54
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point in terms of the successive derivatives of the function. Itsform is
where f r ( a ) denotes the value of the rth derivative of f ( x ) at the reference point x = a . Commonly, if the
series converges, the remainder R , is made infinitesimal by selecting an arbitrary number of terms, and
usually only the first term is used.
test - an operation made in order to measure or classify a characteristic*
total estimation error - in the estimation of a parameter, the difference between the calculated value of
the estimator and the true value of this parameter
NOTE: Total estimation of error may be due to sampling error, measurement error, rounding-off of values or subdividing
into classes, a bias of the estimator, and other errors.*
traceability - the ability to trace the calibration of a measuring device through a chain of calibrations to
the National Bureau of Standards
transducer - a device for converting mechanical stimulation into an electrical signal. It is used to measure
quantities suchas pressure, temperature, andforce.
transfer standard - a laboratory instrument which is used to calibrate working standards and which is peri-
odically calibrated against the laboratory standard
true value - the value which characterizes a quantity perfectly defined in the conditions which exist at the
moment when that quantity is observed (or the subject of a determination). It is an ideal value which could
be arrived at only if all causes of measurement error were eliminated and the population was infinite.*
true value - within the USA, the reference value of true value is often defined by the National Bureau of
Standards and is assumed t o be the true value of any measured quantity.
unbiased estimator - an estimator of a parameter such that its expectation equals the true value of this
parameter*
uncertainty interval ( U ) - an estimate of the error band, centered about the measurement, within which
the true value must fall with high probability. The measurement process is: ?U99= ' ( B + t 9 5 S ) ,U9,=
* d B z + (t95S)2
variance (u') - a measure of scatter or spread of a distribution. It is estimated by
N- 1
from a sample of data. The variance is the square of the standard deviation.
variance - a measure of dispersion based on the mean square deviation from the arithmetic mean*
working standard - an instrument which is calibrated in a laboratory against an interlab or transfer stan-
dard and is used as a standard in calibrating measuring instruments
55
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APPENDIX B -PROPAGATION OF ERRORS BY TAYLOR SERIES
B1 GENERAL
The proofs in this section are shown for two- and three-variable functions. These proofs can be easily
extended to functions with more variables, although, because of its length, the general case is not shown
here.
where aZ/ax and aZ/ay are evaluated at the point (p,, py).
where a2Z/axz and a2Z/ay2 are evaluated at (el, 0 , ) with O 1 between x and p,, and O 2 betweeny and
PY.
The quantityR 2 ,the remainder after two terms,is not significant if either:
(a) (x - p x ) and 0,- p y ) are small;
( b ) the secondpartials a2Z/axz and a2Z/ay2 are small or zero. These partials arezero for linear
functions.
By assuming R , to be small or zero, Eq. (BI) becomes
01
By defining pz as the average value of the distribution of Z, the difference (Z - p z ) is the difference of
Z about its average value. This difference may be approximated by Eq. (B4).
57
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The variation in Z is defined by
where p x y is the joint distribution function of x and y . Integrating the first term of Eq. (B7) with respect
t o y and second term of Eq. (B7) with respect to x gives
I f px and by are the meansof the distributions of x and y , then define the following:
where pxy is the coefficient of correlation between x a n d y . Combining the definitions andEq. (B8’)gives
az az az
ay ax
If x and y are independent variables, then p = 0 and
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63 THREE INDEPENDENT VARIABLES
If it is assumed that Z is a function of variables x , y , and w, two restrictions must be considered:
(1) Z is continuous in a neighborhood of the point (p,, p y , p w )
(2) Z has continuous partial derivatives in a neighborhood of (p,, py ,pw)
If these restrictions are satisfied, then the Taylor series expansion forZ in the vicinity of (p,, p,,, p w ) is
z = p z + - az ( x - p , ) + - az ( y - p y ) + -az ( w - E l w ) + R z
ax aY aw
where
az az
-, -, and
az’
- are evaluated at ( p , , p,, ,p w ) ,
ax ay aw
These second partials are evaluated at a point 8, , Oz , 03,defined so that O1 is between px and x, O2 is be-
tween py and y , and O3 is between pw and w. The same restrictions apply t o R zas defined for two-variable
functions.
By assumingR2 to be small or zero, Eq. (B14) becomes
where p x , y , is the joint distribution function of x, y , and w. Integrating in the proper order produces
these results:
59
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Therefore,
az az az +2
az
- - pxwuxuw + 2 - - PywUy%
ax aw ay aw
uz2 = (%y
az
ux2 + ($)2 uy2 + (g)2 uw2
where p is the observed correlation between paired values of x and y , ox2 and uy2 are the observed vari-
ances of x and y , and aZ/ax and aZ/ay are the partial derivatives of the function Z. Column ( 7 ) lists the
simulator results for the function (column 1 ) for 1000 data points.
Columns (1) through (3) of Table B 2 present the input to the Monte Carlo Simulator. The theoretical
input column (3) shows the parameters of the population of random numbers that were used to produce
the functional values. Column ( 5 ) summarizes the results of the simulation. These results may be compared
with the estimates from the methodof partials, column (4).
Simulation results have shown that the method of partial derivatives is most accurate for flunctions
involving sums and differences of the observed variables. For these functions, if the variables are rnutually
independent, the Taylor series is exact for any magnitude of error in the measured parameters. If the vari-
ables are not mutually independent, a correction factorcan be computed that will ensure exactitucle of the
method. (The correction factor [ 2 p x y u x u y (aZ/ax) (aZ/ay)]is the third term in Eq. ( B 1 2 ) . Ifp,,, is not
zero, this termshould be included in estimating u z 2 .From data, pxy may be estimated with
where n pairs of observations are available and X and 7 are the average of the xi and yi values, respectively.)
60
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TABLE B1 RESULTS OF MONTE CARLO SIMULATION FOR THEORETICAL INPUT
(@x2, Px, o y 2 , P y )
(X)(Y) 1
768.63 773.27
1.0 792.81
10 800.0
4.0 20
2 1.0 4.0 10 800.0 20 794.33 779.29 797.48
3 1.0 10 800.0
4.0 20 802.28 776.41 775.78
4 1.0 4.0 10 800.0 20 867.67 883.85 883.38
( ~ 1 ~ 2 ~ 3 ~ 4 ) / ( ~ S 8.41
~ 6 ~27 ) 20.0420 7.00
1.0 20
8.41 20.25
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TABLE B3 ERRORPROPAGATION FORMULAS
Coefficient of Variation
la Formula Taylor Function
w = f(X,Y)
A2x2Vx2 +B2y2Vy2
w=Ax+By S W 2= A 2 S X 2+ B 2 S y 2 v,2 =
(Ax + B y ) 2
1
w= - s,2
vw2 = vy2
Y Y4
=
(&)
X
w= - sw2 - v,2 =y2(Vx2 + VY2)/(X+ y ) 2
X +Y ((xY:;.)2) +
w= -
X
s w 2 = 5,2 v,2 ZT -
vx
1+x ( 1 + x)4 (1 + x ) '
where
vx =s, -
X
v, = -+
S
Y
v, S W
= T ;9 = f ( 2 , Y )
W
Close approximations can be made for errors that exist in functions involving products and quotients of
independently varying observed values if the ratio of measured errors to their respective nominal values is
small (less than 0.1). The approximation improves as measured errors decrease in relation to their nominals.
For all of the functions examined involving two or more independent variables, the approximation is within
10%of the true error. Thesimulation results are summarized in Tables B1 and B2.
Table B3 shows the Taylor formula for several functions. In addition, the Taylor formula for the coeffi-
cient of variation is also listed. The coefficient of variation is easily converted to a percentage variation by
multiplying by 100.
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APPENDIX C -OUTLIER DETECTION
C1GENERAL
All measurement systems may produce wild data points. These points may be caused by temporary or
intermittent malfunctionsof the measurement system, or they may represent actual variations inthe measure-
ment. Errors of this type cannotbe estimated as part of the uncertainty of the measurement. The points are
out-of-control points for thesystem and are meaningless as steady-state test data. They should be discarded.
Figure C1 shows two spurious data points(sometimes called outliers).
All data should be inspected for wild data points as a continuing quality control check on the measure-
ment process. Identification criteria should be based on engineering analysis of instrumentation, thermody-
namics, flow profiles, and past history with similar data. Toease the burden of scanninglarge masses of data,
computerized routines are available to scan steady-state data and flag suspected outliers. The flagged points
should then be subjected to an engineering analysis.
These routines are intended to be used in scanning small samples of data from a large number of param-
eters at many time slices. The work of paging through volumes of data can be reduced to a manageable job
with this approach. The computer will scan the data and flag suspect points. The engineer, relieved of the
burden of scanning the data, can closely examine each suspected wild point.
The effect of these outliers is to increase the precision error of the system. A test is needed to determine
if a particular point from a sample is an outlier. The test must consider two types of errors in detecting
outliers:
(1) rejecting a good data point
(2) not rejecting a bad data point.
We usually set the probability of error for rejecting a good point at 5%. This means that the odds against
rejecting a good point are 20 to 1 (or less). We could increase the odds by setting the probability of (1)
lower. However, as we do this we decrease the probability of rejecting bad data points. That is, reducing
the probability of rejecting a good point will require that the rejected points be further from the calculated
mean and fewer bad data points will be identified. For large sample sizes (several hundred measurements),
almost all bad data points can be identified. For small samples (five or ten), bad data points are hard to
identify.
Two tests are recommended for determining whether spurious data are outliers: the Thompson’s 7 and
Grubbs’ Method (see C6). As will be seen in C4, Thompson’s T is excellent for rejecting outliers, but also
rejects a large number of good values. Although Grubbs’ Method does not reject as many outliers, the num-
ber of good points rejected is small.
Since the advent of automatic rejection of outliers in computer routines, a technique suchas Thompson’s
T may reject too many good data points. Therefore, Thompson’s T is recommended for flagging possible
outliers for further examination andGrubbs’ Method for those instances when automatic outlier rejection is
necessary without further examination.
C2 THOMPSON’S T A U
Consider a sample Xi of N measurements. We can calculate the mean 2 and a standard deviation S* of
the sample.
Suppose that Xi,the jth observation, is the suspected outlier. Then, we calculate the absolute difference of
Xifrom the meanX:
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Using Table C1, a value of T is obtained for the sample size N and the significance level P. Usually, we
select a P of 5%. This limits the probabilityof rejecting a good point to 5%. (The probability of notrejecting
a bad data point is not fixed. It will vary as a function of sample size.)
The test for the outlier is to compare the difference 6 with the product of the tableT and the calculated
S* .
If 6 is larger than or equal to(T,S*), we call Xi an outlier.
If 6 is smaller than (T,S*), we say Xi is not an outlier.
C3 GRUBBS’ METHOD
Suppose thatXi, the j t h observation, is the suspected outlier. Then, we calculate the statistic:
If Tn exceeds a value from Table C2 for sample size N a n d significance level P, the point is an outlier and is
rejected from the sample.
64
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TABLE C1 REJECTION VALUES FOR
THOMPSON’S TAU
Significance of Level Sample
Size
N P = 10% 5% 2% 1%
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2.5 3.0 3.5 4.0 4.5 5.0
Outlier Location
Number of Standard Deviations From The Average
TABLE C3 SAMPLE
VALUES
26 79 58 24 1 -103 -121 -220
-1 1 -137 120 124 129 -38 25 -60
148 -52 -216 12 -56 89 8 -29
-1 07 20 9 -40 40 2 10 166
126 -72 179 41 127 -35 334 -555
68
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800
600
400
200
E
a* o
U
m
a
i
n
g -200
m
0
-400
-6OC
Data IS Not Normal
a t 90%. Confidence
-800
- l0OC
I I 1 1 1
() 01 0 1 1 10 99.99
Curnulatlve Frequency - Percent
Figure C4 is a normal probability plot of Table C4 data with the suspected outliers indicated. In this
case, the engineer involved agreed that the -555 and 334 readings were outliers, but that -220 and -216
eliminated by Thompson’s T should not be eliminated from the sample.
C6 REFERENCES
Thompson, W. R. 1935. On a Criterion for the Rejection of Observations and the Distribution of the
Ratio of the Deviation to Sample Standard Deviation. Annals of Mathematical Statistics 6 :214-219.
Grubbs, F. E. 1969. Procedures for Detecting Outlying Observations in Samples. Technometrics 11,
no. 1 : 1-21.
69
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APPENDIX D - STUDENT‘S t TABLE
The table of Student’s r distribution (Table D l ) presents the two-tailed 95% r values for the degrees of
freedom from 1 to 30. Above 30, round the value to 2.0.
The table is used to provide an interval estimate of the truevalue about an observed value. The interval is
the measurement plus and minus the standard deviation of the observed value times the r value (for the
degrees of freedom of that standard deviation):
interval = measurement k t g 5 S
The 95% Student’s r value for a standard deviation of 50 with 17 degrees of freedom is 2.1 10. The inter-
val is
1 12.706 17 2.1 1 0
2 4.303 18 2.1 01
3 3.1 82 19 2.093
4 2.086 2.776 20
5 2.571 21 2.080
6 2.447 22 2.074
7 2.069 2.365 23
8 2.064 2.306 24
9 2.262 25 2.060
10 2.228 26 2.056
11 2.201 21 2.052
12 2.048 2.1 79 28
13 2.160 29 2.045
14 2.145 30 2.042
15 2.131 31 or more use 2.0
16 2.1 20
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