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 Contents

Foreword v

Analysis of key comparisons with two reference standards: Extended

random effects meta-analysis
O. Bodnar and C. Elster 1

Confirmation of uncertainties declared by KC participants in the presence

of an outlier
A. G. Chunovkina and A. Stepanov 9

Quantity in metrology and mathematics: A general relation and the

problem
V. A. Granovskii 20

Bayesian analysis of an errors-in-variables regression problem

I. Lira and D. Grientschnig 38

Triangular Bézier surface: From reconstruction to roughness parameter

computation
L. Pagani and P. J. Scott 48

On the classification into random and systematic effects

F. Pavese 58

Measurement models
A. Possolo 70

Metrology and mathematics — Survey on a dual pair

K. H. Ruhm 85

Fundaments of measurement for computationally-intensive metrology

P. J. Scott 119

Study of gear surface texture using Mallat’s scattering transform

W. Sun, S. Chrétien, R. Hornby, P. Cooper, R. Frazer and J. Zhang 128

The evaluation of the uncertainty of measurements from an autocorrelated

process
N. F. Zhang 138

vii
viii

Dynamic measurement errors correction in sliding mode based on a sensor

model
M. N. Bizyaev and A. S. Volosnikov 153

The Wiener degradation model with random effects in reliability

metrology
E. S. Chetvertakova and E. V. Chimitova 162

EIV calibration of gas mixture of ethanol in nitrogen

S. Ďuriš, Z. Ďurišová, M. Dovica and G. Wimmer 170

Models and algorithms for multi-fidelity data

A. B. Forbes 178

Uncertainty calculation in the calibration of an infusion pump using the

comparison method
A. Furtado, E. Batista, M. C. Ferreira, I. Godinho and P. Lucas 186

Determination of measurement uncertainty by Monte Carlo simulation

D. Heißelmann, M. Franke, K. Rost, K. Wendt, T. Kistner and
C. Schwehn 192

A generic incremental test data generator for minimax-type fitting in

coordinate metrology
D. Hutzschenreuter 203

NLLSMH: MCMC software for nonlinear least-squares regression

K. Jagan and A. B. Forbes 211

Reduced error separating method for pitch calibration on gears

F. Keller, M. Stein and K. Kniel 220

Mathematical and statistical tools for online NMR spectroscopy in

chemical processes
S. Kern, S. Guhl, K. Meyer, L. Wander, A. Paul, W. Bremser and
M. Maiwald 229

A new mathematical model to localize a multi-target modular probe for

large-volume metrology applications
D. Maisano and L. Mastrogiacomo 235

Soft sensors to measure somatic sensations and emotions of a humanoid

robot
U. Maniscalco and I. Infantino 241
 ix

Bayesian approach to estimation of impulse-radar signal parameters when

applied for monitoring of human movements
P. Mazurek and R. Z. Morawski 249

Challenging calculations in practical, traceable contact thermometry

J. V. Pearce and R. L. Rusby 257

Wald optimal two-sample test for right-censored data

P. Philonenko and S. Postovalov 265

Measurement
A. Possolo 273

Sensitivity analysis of a wind measurement filtering technique

T. Rieutord and L. Rottner 286

The simulation of Coriolis flowmeter tube movements excited by fluid

flow and exterior harmonic force
V. A. Romanov and V. P. Beskachko 294

Indirect light intensity distribution measurement using image merging

I. L. Sayanca, K. Trampert and C. Neumann 307

Towards smart measurement plan using category ontology modelling

Q. Qi, P. J. Scott and X. Jiang 315

Analysis of a regional metrology organization key comparison:

Preliminary consistency check of the linking-laboratory data with the
CIPM key comparison reference value
K. Shirono and M. G. Cox 324

Stationary increment random functions as a basic model for the Allan

variance
T. N. Siraya 332

Modelling a quality assurance standard for emission monitoring in order to

assess overall uncertainty
T. O. M. Smith 341

Integrating hyper-parameter uncertainties in a multi-fidelity Bayesian

model for the estimation of a probability of failure
R. Stroh, J. Bect, S. Demeyer, N. Fischer and E. Vazquez 349
x

Application of ISO 5725 to evaluate measurement precision of distribution

within the lung after intratracheal administration
J. Takeshita, J. Ono, T. Suzuki, H. Kano, Y. Oshima, Y. Morimoto,
H. Takehara, T. Numano, K. Fujita, N. Shinohara, K. Yamamoto,
K. Honda, S. Fukushima and M. Gamo 357

Benchmarking rater agreement: Probabilistic versus deterministic approach

A. Vanacore and M. S. Pellegrino 365

Regularisation of central-difference method when applied for

differentiation of measurement data in fall detection systems
J. Wagner and R. Z. Morawski 375

Polynomial estimation of the measurand parameters for samples from

non-Gaussian distributions based on higher order statistics
Z. L. Warsza and S. V. Zabolotnii 383

EIV calibration model of thermocouples

G. Wimmer, S. Ďuriš, R. Palenčár and V. Witkovský 401

Modeling and evaluating the distribution of the output quantity in

measurement models with copula dependent input quantities
V. Witkovský, G. Wimmer, Z. Ďurišová, S. Ďuriš, R. Palenčár and
J. Palenčár 409

Bayesian estimation of a polynomial calibration function associated to a

flow meter
C. Yardin, S. Amar, N. Fischer, M. Sancandi and M. Keller 417

Dynamic measurement errors correction adaptive to noises of a sensor

E. V. Yurasova and A. S. Volosnikov 427

Author index 439

Keyword index 441

September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 1

A B Forbes, N F Zhang, A Chunovkina, S Eichstädt, F Pavese (eds.):

Advanced Mathematical and Computational Tools in Metrology and Testing XI
Series on Advances in Mathematics for Applied Sciences, Vol. 89
© 2018 World Scientific Publishing Company (pp. 1–8)

Analysis of key comparisons with two reference standards:

Extended random effects meta-analysis

O. Bodnar
Physikalisch-Technische Bundesanstalt, Berlin, Germany
and Mälardalen University, Västerås, Sweden
E-mail: olha.bodnar@mdh.se, olha.bodnar@ptb.de

C. Elster
Physikalisch-Technische Bundesanstalt, Berlin, Germany

We propose a statistical method for analyzing key comparisons with two trans-
fer standards measured in two petals. The new approach is based on an exten-
sion of the established random effects model. A full Bayesian analysis based
on the reference prior is developed and analytic expressions for the results are
derived. One benefit of the suggested approach is that it provides a comprehen-
sive assessment of the laboratory biases in terms of their posterior distributions.
Another advantage is that it can easily be applied in practice. The approach
is illustrated for the CCM.M-K7 key comparison data.

Keywords: extended random effects model; two transfer standards; reference

analysis; CCM.M-K7.

1. Introduction
Drawing inferences from data, which themselves are the results of analyses,
is known as meta-analysis. Meta-analysis has become an important statis-
tical tool in many applications. Examples comprise the combination of re-
sults from clinical trials 1,2 , the determination of fundamental constants 3–5 ,
or the analysis of interlaboratory comparisons 6 .

Key comparisons are interlaboratory comparison measurements carried

out in order to establish the equivalence between national metrology in-
stitutes 7 . It has been proposed to apply random effects models for the
analysis of key comparison data and to use the resulting estimates of the
laboratory effects as the degrees of equivalence between the participating
laboratories 8,9 . In some key comparisons, however, two transfer standards
are circulated among participants in two separate petals, preventing the
immediate application of the classical effects model. Usually, the pilot

1
September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 2

laboratory measures at the beginning and at the end of each petal. Some
of the laboratories may participate in both petals, and some only in one of
them. The goal of this paper is to propose an analysis for data arising from
such a scenario, and to provide the degrees of equivalence.

We suggest a statistical model which extends the established random

effects model to the situation of interest and propose a Bayesian method
for its treatment. The suggested approach is applicable for inconsistent
data, and it provides an inference of the laboratories biases. In contrast
to existing approaches which suggest to link the measurement results ob-
tained from different petals by constructing the differences between the
measurements provided by the participating laboratories of each petal and
those of the pilot laboratory obtained in the same petal, the new statisti-
cal model allows to combine the measurement data in an appealing way.
It also avoids problems which occur when differences are calculated, such
as the introduction of correlations 10 . For the proposed Bayesian treatment
the Berger&Bernardo reference prior 11 and the corresponding posterior are
derived for the model parameters and for the realized random effects. The
developed method is used to analyze key comparison data available on the
CCM.M-K7 key comparison data 10 .

2. Objective Bayesian inferences

2.1. Statistical model
Let X = (X1 , ..., Xn )T and Y = (Y1 , ..., Ym )T be the two vectors of mea-
surements obtained in two petals. Without loss of generality, we denote the
measurements of the pilot laboratory, which participates in both petals, by
X1 and Y1 , respectively.

We assume that X and Y follow an extended random effects model

defined by
X = µX 1n + λX + εX , (1)
Y = µY 1m + λ̃Y + εY , (2)
where 1k denotes the k-dimensional vector of ones. It is also assumed that
the random effects of the pilot laboratory are the same in both petals.

The random effects vectors λX = (λ1,X , ..., λn,X )T and λ̃Y =

(λ1,X , λTY )T with λY = (λ2,Y , ..., λm,Y )T defined for both petals are
September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 3

assumed to be independently distributed with

λX |σ ∼ Nn (0, σ 2 In ) , (3)
2
λY |σ ∼ Nm−1 (0, σ Im−1 ) , (4)

where Ik stands for the k-dimensional identity matrix. Furthermore, the

model residuals are assumed to be normally distributed, but not necessarily
independent, as given by
   
εX V11 V12
∼ Nn (0, V) with V = . (5)
εY V21 V22

Summarizing (1)–(5), we obtain the following extended random effects

model expressed as
     
X µX 1n λX
= +L + ε, (6)
Y µY 1m λY

where L denotes an (n+m)×(n+m−1) matrix which transforms (λTX , λTY )T

T
into (λTX , λ̃Y )T and which is given by
 
1 0 ... 0 0 0 ... 0
0 1 ... 0 0 0 ... 0
 
. . .
 .. .. . . ... ... ... . . . .. 
.
 
0 0 ... 1 0 0 ... 0
 
L = 1 0 ... ... ... ... ... 0 .
 
 
0 0 ... 0 1 0 ... 0
 
0 0 ... 0 0 1 ... 0
 
 .. .. . . .. .. .. . . .. 
. . . . . . . .
0 0 ... 0 0 0 ... 1

2.2. Bayesian inference based on the reference prior

We present a Bayesian inference for the parameters of model (6), namely
for {µX , µY , σ} as well as for the realized random effects λ = (λTX , λTY )T .
Since the main interest of the paper is in the laboratory biases, we then
consider λ as the model parameter of interest and {µX , µY , σ} as nuisance
parameters.

The derivation of the reference prior for the extended random effects
model is similarly to the derivation of the reference prior for the random
September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 4

effects model given in 9 . The resulting prior depends on σ only and is given
by
r  2
−1
π(σ) ∝ σ tr (In+m−1 + σ 2 LT V−1 L) LT V−1 L . (7)

Utilizing (7), the conditional reference posterior for λ is obtained as

 
λ|σ ∼ Nn+m−1 µλ|σ , Vλ|σ (8)

with
 −1  
T 1 T X
µλ|σ = L RL + 2 In+m−1 L R ,
σ Y

 −1
T 1
Vλ|σ = L RL + 2 In+m−1 ,
σ

and
π(σ)
π(σ|X, Y) ∝ p p
det (σ L V L + In+m−1 ) det(KT (V + σ 2 LLT )−1 K)
2 T −1
 T   !!
1 X X T −1
× exp − R − µλ|σ V µλ|σ (9)
2 Y Y λ|σ

where

R = V−1 − V−1 K(KT V−1 K)−1 KT V−1

and
 
1n 0n
K= .
0m 1m

Using the properties of the multivariate normal distribution, we get the

marginal posteriors for each random effect separately as
 
λi |σ ∼ N eTi µλ|σ , eTi Vλ|σ ei ,

where ei is the i-th basis vector in IRn+m−1 and the marginal posterior of
σ is given in (9).
September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 5

3. Application to CCM.M-K7 key comparison data

We applied the Bayesian method of Section 2 to the analysis of the CCM.M-
K7 key comparison data where measurements of two transfer standards
were performed in two petals. The considered transfer standards are the
weights of 5kg, 100g, 10g, 5g.

a) 5kg b) 100g

c) 10g d) 5g

Fig. 1. Measurement data from CCM.M-K7 with two transfer standards measured in
two petals. The dashed line in the figure separates the two petals. The pilot laboratory,
KRISS, participated in two petals.

Figure 1 shows the data. The pilot laboratory KRISS performed mea-
surements in both petals, while all other national laboratories participated
in one petal only.

One of the main outputs of the developed Bayesian approach are the
joint posterior and the marginal posteriors of the laboratory biases as
September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 6

a) 5kg b) 100g

c) 10g d) 5g

Fig. 2. Estimated laboratory biases together with 95% probability symmetric credible
intervals for the CCM.M-K7 data with two transfer standards measured in both petals.

presented in Section 2.2. Using the analytical expressions for the marginal
posteriors, we computed the estimates for laboratory biases as the corre-
sponding posterior means together with the corresponding probabilistically
symmetric 95% credible intervals (see, Figure 2). All of the constructed
credible intervals cover zero, which indicates that all participating labora-
tories measure without biases.

In Figure 3, the marginal posterior distributions of the heterogeneity

parameter σ are shown, together with their mean, taken as the Bayesian
estimate of σ, and a probabilistically symmetric 95% credible interval.
September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 7

a) 5kg b) 100g

c) 10g d) 5g

Fig. 3. Marginal posterior for heterogeneity parameter σ for the CCM.M-K7 data from
Figure 1. The red lines show the posterior mean and the limits of the probabilistically
symmetric 95% credible interval.

4. Conclusion
The determination of the laboratory biases is one of the most important
tasks in key comparisons. Recently, a random effect model has been applied
successfully for this purpose 8,9 . We extend that approach to the case of two
transfer standards which are measured in two petals. The new approach
is based on the Bayesian reference analysis and infers laboratory biases by
their joint and marginal posteriors. The proposed method utilizes an ana-
lytical solution and requires only a one-dimensional numerical integration.
Therefore, the proposed approach can easily be used in practice.

References
1. A. J. Sutton and J. Higgins, Recent developments in meta-analysis,
Statistics in Medicine 27, 625 (2008).
September 3, 2018 8:43 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-01 page 8

2. O. Bodnar, A. Link, B. Arendacká, A. Possolo and C. Elster, Bayesian

estimation in random effects meta-analysis using a non-informative
prior, Statistics in Medicine 36, 378 (2017).
3. P. J. Mohr, B. N. Taylor and D. B. Newell, Codata recommended
values of the fundamental physical constants: 2010, Reviews of Modern
Physics 84, 1527 (2012).
4. O. Bodnar, A. Link and C. Elster, Objective bayesian inference for a
generalized marginal random effects model, Bayesian Analysis 11, 25
(2016).
5. O. Bodnar, C. Elster, J. Fischer, A. Possolo and B. Toman, Evaluation
of uncertainty in the adjustment of fundamental constants, Metrologia
53, S46 (2016).
6. C. Elster and B. Toman, Analysis of key comparison data: critical as-
sessment of elements of current practice with suggested improvements,
Metrologia 50, p. 549 (2013).
7. Bureau International des Poids et Mesures, Mutual Recognition of Na-
tional Measurement Standards and of Calibration and Measurement
Certificates issued by National Metrology Institutes (CIPM, revision
2003).
8. A. L. Rukhin and A. Possolo, Laplace random effects models for inter-
laboratory studies, Computational Statistics & Data Analysis 55, 1815
(2011).
9. O. Bodnar and C. Elster, Assessment of vague and noninformative
priors for bayesian estimation of the realized random effects in random-
effects meta-analysis, AStA Advances in Statistical Analysis (2017, To
appear).
10. S. Lee, M. Borys, P. Abbott, L. O. Becerra, A. A. Eltawil, W. Jian,
A. Malengo, N. Medina, V. Snegov, C. Wüthrich et al., The final report
for ccm. m-k7: key comparison of 5 kg, 100 g, 10 g, 5 g and 500 mg
stainless steel mass standards, Metrologia 54, p. 07001 (2017).
11. J. Berger and J. M. Bernardo, On the development of reference priors,
in Bayesian Statistics, eds. J. M. Bernardo, J. Berger, A. P. Dawid and
A. F. M. Smith (Oxford: University Press, 1992).
September 3, 2018 8:45 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-02 page 9

A B Forbes, N F Zhang, A Chunovkina, S Eichstädt, F Pavese (eds.):

Advanced Mathematical and Computational Tools in Metrology and Testing XI
Series on Advances in Mathematics for Applied Sciences, Vol. 89
© 2018 World Scientific Publishing Company (pp. 9–19)

Confirmation of uncertainties declared by KC participants in

the presence of an outlier

A. Chunovkina† and A. Stepanov

D.I. Mendeleyev Institute for Metrology (VNIIM),
19, Moskovsky pr., 190005, St. Petersburg, Russian Federation
†E-mail: a.g.chunovkina@vniim.ru

The aims of the work are: to characterize quantitatively conventional proce-

dures for the uncertainties confirmation; to describe the influence of an outlier
on confirmation of uncertainties reported by the KC participants; to consider
a reasonable limitation of the measurement uncertainties ratio.

1. Introduction
A lot of key comparisons of national measurement standards have been
arranged since Mutual recognition of national measurement standards and
of calibration and measurement certificates issued by national metrology
institutes (CIPM MRA) was signed in 1999 1 . Key comparison (KC) is a
special type of interlaboratory comparison, which, on the one hand, results
in establishing degree of equivalence (DoE) of measurement standards and,
on the other hand, serves as a tool for assessment of measurement and
calibrations capabilities provided by national metrology institutes (NMIs).
Such assessment is arranged as a confirmation of measurement uncertain-
ties declared by KC participants where conventional statistical criteria of
measurement data consistency are applied. A lot of publications address
the issue of studying KC data consistency as well as items concerning eval-
uation of a key comparison reference value (KCRV) and evaluation of a
DoE of measurement standards 2–10 .
In this paper conventional procedures for the KC data consistency based
on a chi-square test and En scores are considered. The En scores are treated
as a normalized deviation from KCRV as well as normalized pair-wise de-
viation of measurement results reported by participants. The conventional
procedure for KC data evaluation consists of three steps and every step im-
plies checking the consistency of the measurement data. At the first step the
data consistency is checked using a chi-square test with the aim to validate

9
September 3, 2018 8:45 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-02 page 10

10

the choice of a weighted mean as an estimate for key comparison refer-

ence value. At the second step the degree of equivalence of measurement
standards is evaluated and En scores are used for confirming of measure-
ment uncertainties reported by each KC participant. Finally, at the third
step, pair-wise degrees of equivalence of measurement standards are eval-
uated and corresponding En scores are used to confirm the measurement
uncertainties. So there is a hierarchical chain of statistical tests used for
checking the data consistency and consequently for confirming the declared
uncertainties. In this paper probabilities of passing the above tests are in-
vestigated as a quantitative measure of properties of the whole procedure.
The influence of an outlier (which is a result of unresolved systematic bias
in the context of this paper) on to the confirmation of declared uncertainties
is discussed.
Finally some practical recommendations for KC arrangement concerning
the choice of weights of measurement data are formulated.
The paper is arranged as follows. In Sec. 2 the conditional probabil-
ities of data consistency test passing are analyzed. In Sec. 3 an outlier
model is introduced and the outlier influence on confirmation of declared
uncertainties is analyzed.

2. Evaluation of conditional probabilities in testing KC

data consistency
2.1. Conventional procedure for KC data evaluation
KC comprises two tasks: evaluation of the KCRV and confirmation the un-
certainties reported. MRA does not directly state the task of confirmation
of the reported uncertainties, but the results of KC are used for acceptance
(or not) of CMC, which are presented as quantities and the associated
uncertainties. So finally we need some objective foundation or tests for
confirmation of declared uncertainties. These tests are usually based on
analysis of deviations of the measurement results from the KCRV.
The KCRV is calculated using measurement results (measured values
and the associated uncertainties) obtained by participants. Therefore, any
measurement result influences on KCRV determination; that results in
a correlation between the measurement results and KCRV (in case of a
weighted-mean KCRV the correlation coefficient is equal to a square root
of the corresponding weight). This issue was discussed in many publica-
tions 11–15 .
As it is mentioned above, the conventional procedure for the KC data
September 3, 2018 8:45 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-02 page 11

11

evaluation consists of three steps:

• Checking the consistency of the data {xi , ui }, obtained by KC par-
ticipants, using a chi-square test:
n
X (xi − x̄w )2
χ2obs = ≤ χ20.95 (n − 1),
1
u2i
where x̄w is a weighted mean of the data, and uw is the correspond-
ing uncertainty:
Pn n
!− 21
wi x i
X
x̄w = P1 n , wi = u−2
i , uw = u (x̄w ) = wi .
1 wi 1

If the test is passed then the KCRV xref is established equal to x̄w
with the associated uncertainty uw :
xref = x̄w , uref = uw .
• Calculating DoEs di = xi − xref , corresponding extended uncer-
tainties U0.95 (di ), and confirming the declared uncertainties using
En scores:
|xi − xref |
En(i) = q ≤ 2.
u2i − u2ref

• Calculating the pair-wise DoEs which are also used for confirmation
of declared uncertainties:
|xi − xj |
En(i,j) = q ≤ 2.
u2i + u2j

2.2. Coverage factor examination

At first, let us check if factor value 2 used in the above criteria, is a suitable
(i)
choice. The En score is intended to check the consistency of measurement
results of a single i-th KC participant, but in practice it is often verified for
all the participants. Therefore, the probability that the criterion is met for
all the participants is obviously lower than 0.95. Consider this probability:
n q o
P (En(i) (K)) = P |xi − xref | ≤ K u2i − u2ref , 1 ≤ i ≤ n ,
as well as a conditional probability that the criterion En is met for all the
KC participants, when the chi-square test is passed:
P cond (En(i) (K)) = P (En(i) (K) | χ2obs ≤ χ20.95 (n − 1)).
September 3, 2018 8:45 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-02 page 12

12

The plots of the probabilities obtained under the assumption of Xi distri-

bution normality, are given below (a Monte Carlo technique was used to
cond
obtain the data) — see Fig. 1. Values K0.95 , K0.95 of K corresponding to
the probability level 0.95 are presented in the Table 1 (see also 12 — the
similar K0.95 values were calculated there).

Fig. 1. P (K) dependencies, consistency with xref .

Table 1. cond values.

K0.95 , K0.95

n K0.95 cond
K0.95

5 2.55 2.33

10 2.80 2.64

15 2.92 2.80

20 3.01 2.91

Consider also a probability of pair-wise consistency as a functions of the

factor K:
n q o
P (En(i,j) (K)) = P |xi − xj | ≤ K u2i + u2j , 1 ≤ i < j ≤ n ,

and a conditional probability of pair-wise consistency for all the parti-

cipants, when both chi-square and En criteria are met (the factor value
September 3, 2018 8:45 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-02 page 13

13

K = 2 is used for En here, as it is a common practice case):

P cond (En(i,j) (K)) = P (En(i,j) (K) | χ2obs ≤ χ20.95 (n−1) and En(i) (2) is passed).
The plots of these probabilities obtained under the assumption of Xi dis-
tribution normality, are given at Fig. 2; and the values are presented in the
Table 2.

Fig. 2. P (K) dependencies, pair-wise consistency.

Table 2. cond values.

K0.95 , K0.95

n K0.95 cond
K0.95

5 2.73 2.35

10 3.16 2.92

15 3.39 3.19

20 3.54 3.37

(i,j)
The analysis of the above conditional probability P cond (En ) shows
that the consistency with the reference value for all the participants does
not guarantee pairwise consistency (and the probabilities of pair-wise con-
sistency are lower as compared with the consistency probabilities with the
KCRV). So the indication of pair-wise DoEs for the KC seems reasonable.
cond
It should be noted also that the values K0.95 , K0.95 for given n vary widely
enough (the values for the conditional probabilities are lower, as expected).
September 3, 2018 8:45 ws-procs9x6-9x6 WSPC Proceedings - 9in x 6in 11100-02 page 14

14

3. Quantitative expression of an outlier influence to

confirmation of declared uncertainties
3.1. Outlier model
Now let us turn to the question of the effect of a single outlier onto the
consistency of the KC results. Consider a single additive bias for i0 -th
laboratory, which is proportional to ui0 :

E(Xi ) = µ, Var(Xi ) = u2i , i 6= i0 ,

E(Xi0 ) = µ + λui0 , Var(Xi0 ) = u2i0 . (1)

The following notes can be made about the distributions of the follow-
ing statistics in presence of the outlier (assuming the normality of the Xi
distributions and the equality of all the weights with the exception of wi0 ):

• Statistic χ2obs has a non-central χ2 (n − 1) distribution with param-

eter λ2 (1 − wi0 );
|x −x |
• Statistic Yi = √ i 2 ref
2
has a normal distribution,
ui −uref
 √
λ 1 − wi , i = i0 ,
0
E(Yi ) = q
wi Var(Yi ) = 1;
−λ 1−w wi0 , i 6= i0 ,
i

|x −x |
• Statistic Yi,j = √ i 2 j 2 has a normal distribution,
ui +uj
  − 12
w
λ 1 + wii0 j = i0 ,

E(Yi,j ) = Var(Yi,j ) = 1.
0, j 6= i ,
0

3.2. Limitation on the ratio of measurement uncertainties

In case of equal weights wi for i 6= i0 it is easy to check (taking into account
Pn
that 1 wj = 1) that the expectation of the statistic Yi as a function of the
outlier weight wi0 is non-monotonic (decreases at first, and then increases).
Denote

wi∗0 = arg min P {Yi ≤ 2} , uj = uk , if j, k 6= i0

w i0

the minimum point for the above probability P {Yi ≤ 2}. Values of wi∗0 for
some n are presented in the Table 3 as well as the corresponding weight
w
and uncertainty ratios wii0 , uuii .
0
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