Exam in Measurement Techniques MJ2440

2021-01-13, 14-18

Closed book exam. Calculator allowed. Max score 60 p. Required to pass is 3 p on each subsection of
Part I. To reach higher grades one must pass Part I and earn points on Part II. For a grade D (Part II ≥
10 p), for a grade C (Part II ≥ 20 p), for a grade B (Part II ≥ 30 p), for a grade A (Part II ≥ 35 p).

Part I (each question 1 p)

1. (experimental design)

a. Explain the benefit of Randomization in experimental design To reduce bias and to validate
statistical analyse.
b. Explain the benefit of Replication in experimental design To estimate dispersion of data and to
obtain s more precise estimate of a sample mean.
c. Explain the benefit of Blocking in experimental design To reduce variability from nuisance
factors to increase precision with which comparisons among the factors of interests are made.
d. Use an example to explain the concepts of factors, levels and responses. Baking a cake: factors
could be ingredients and temperature in oven, levels could be amount of ingredients and
temperature setting, response (or result) could be the taste of the cake.
e. What is a nuisance factor? A nuisance factor is a factor that probably has an effect on the
response, but we are not interested in that effect.

2. (sensors)

a. Describe three noise reducing techniques (discussed in class).

Metallic shield of cable, twisted cable, digital sensor
b. Describe three different types (operating with different physical principles) of volume flow
sensors including their working principles.
See lecture presentations
c. What is a sensor transfer function? The relationship between the output signal and the
measurand
d. Describe three different types (operating with different physical principles) of temperature
sensors including their working principles. See lecture presentations
e. What are the two reasons (discussed in class) to find a sensor transfer function?
When it is unknown. When a higher accuracy is needed than what is stated in the calibration
protocol

3. (measurement uncertainty)

a. What is the central limit theorem and why is it important in uncertainty analysis?

The theorem states that the sampling distribution of the mean becomes approximately
normal regardless of the distribution of the original variable as the sample size grows.
Moreover even the individual variable is often normally distributed if its value is dependent
of many other random variables. This validates the statistical analysis based on the normal
distribution.
 b. What is type A and type B uncertainties. Explain the difference.
The type A uncertainty is based on repeated measurements. It is calculated as the experimental
standard deviation of the mean. This “domestic” uncertainty can be controlled by the
experimenter through the number of replications. The type B uncertainty is based on other
sources such as assumed distributions or calibration reports (which in turn may come from a
type A uncertainty but in an experiment done elsewhere). The type B uncertainty can be viewed
as an imported (fossilized) uncertainty.
c. Describe the Monte Carlo method in uncertainty analysis.
In the Monte Carlo method each input quantity is assigned with a probability distribution from
which random values are generated and used as input values to the measurement model,
together giving as a result one output quantity value. This is repeated many times to build up a
frequency distribution of the output quantity. From this distribution the interval having the
desired confidence level can be calculated
d. What is the difference between s(x) and σ ?
s(x) is the experimental standard deviation sometimes called the sample standard deviation. σ is
the population standard deviation
e. What are the two reasons (discussed in class) that the GUM technique fails and other techniques
(like the Monte Carlo) is used? Measurement model not linear. Convolved distributions not
normal.
4. (statistical techniques)

a. What are the 5 steps in a hypothesis test? Se lecture notes

b. What is the chance to be within 1.5 standard deviations in a normal distribution? 86.6 %
c. What are the type 1 and type 2 errors in a statistical test? Type 1: Making the wrong statistical
conclusion rejecting H0 when it is in fact true. Type 2: Making the wrong statistical conclusion
accepting H0 when it is in fact false.
d. What is the simple way to minimize the risk of type 1 and type 2 errors? Larger sample size
e. What kind of test should be used if more than two processes are compared at the same time?
ANOVA test
Part II

5. (10 p) Ten measurements of a certain quantity give the following values:

2,55 2,65 2,74 2,49 2,50 2,77 2,36 2,44 2,51 2,66.
Calculate the mean reading and express the result with a 90 and 95 % confidence level.

Reading xi di=xi-xm (xi-xm)2

1 2,55 -0,017 0,000289
2 2,65 0,083 0,006889
3 2,74 0,173 0,029929
4 2,49 -0,077 0,005929
5 2,50 -0,067 0,004489
6 2,77 0,203 0,041209
7 2,36 -0,207 0,042849
8 2,44 -0,127 0,016129
9 2,51 -0,057 0,003249
10 2,66 0,093 0,008649
sum 25,67 0,159610

𝑛𝑛
1 1
𝑥𝑥𝑚𝑚 = � 𝑥𝑥𝑖𝑖 = (25,67) = 2,567
𝑛𝑛 10
𝑖𝑖=1

1� 1�
∑𝑛𝑛𝑖𝑖=1(𝑥𝑥𝑖𝑖 − 𝑥𝑥𝑚𝑚 )2 2 1 2
𝑠𝑠 = � � =� (0,159610)� = 0,13317
𝑛𝑛 − 1 10 − 1

Uncertainty expressed at 90 % confidence:

𝑡𝑡 ∙ 𝑠𝑠 𝑡𝑡 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 1,83 ∙ 0,13317

∆= = �𝑣𝑣 = 𝑛𝑛 − 1 = 9� = = 0,077
√𝑛𝑛 𝑡𝑡90 √10

𝑥𝑥 = 2,57 ± 0,08 (𝑈𝑈 = 90 %)

Uncertainty expressed at 95 % confidence:

𝑡𝑡 ∙ 𝑠𝑠 𝑡𝑡 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 2,26 ∙ 0,13317

∆= = �𝑣𝑣 = 𝑛𝑛 − 1 = 9� = = 0,095
√𝑛𝑛 𝑡𝑡95 √10

𝑥𝑥 = 2,57 ± 0,10 (𝑈𝑈 = 95 %)

 6. (15 p) Express the length with a 95 % confidence level. From five measurements the mean
length is 750.4 m with a standard uncertainty of 1.0 m. The measurement instrument has a ± 2.0
m uncertainty which is uniformly distributed.

2 2
𝑢𝑢𝑐𝑐 2 (𝑙𝑙) = ∑ 𝑢𝑢𝑖𝑖 2 (𝑙𝑙) => 𝑢𝑢𝑐𝑐 = �12 + � � = 1,5275 m
√3

𝑢𝑢𝑐𝑐 4 (𝑦𝑦) 1,52754

𝑣𝑣eff = 𝑢𝑢𝑖𝑖 4 (𝑦𝑦)
= 2
4 ≈ 21,78 for convenience with table values rounded to 20
∑𝑁𝑁
𝑖𝑖=1 𝑣𝑣
� �
1 4 √3
i +
4 ∞

The 95 % confidence is taken from the t-distribution 𝑣𝑣𝑒𝑒𝑒𝑒𝑒𝑒 = 20 -> k=2,086

After rounding, final answer:

𝑙𝑙 = (750,4 ± 3,2) 𝑚𝑚 where the number following the ± is the expanded uncertainty

𝑈𝑈 = 𝑘𝑘𝑢𝑢𝑐𝑐 with U determined from a combined standard uncertainty 𝑢𝑢𝑐𝑐 = 1,5275 m and a coverage
factor of k = 2,086 based on the t-distribution for 𝑣𝑣 = 20 degrees of freedom, and defines an
interval estimated to have a level of confidence of 95 %.

7. (15 p) Find out if the ambient temperature affects the golf result. The golf score from five
different persons are compared at two temperatures 20 and 10 °C. Use a significance level of 5
%.

person 20 10
1 101 106
2 87 86
3 125 135
4 66 76
5 55 60

Step 1: State null hypothesis (𝐻𝐻0 ) and alternative hypothesis (𝐻𝐻1 )

𝐻𝐻0 : 𝜇𝜇1 = 𝜇𝜇2 𝐻𝐻1 : 𝜇𝜇2 ≠ 𝜇𝜇1 (Reject 𝐻𝐻0 if |𝑡𝑡0 | > 𝑡𝑡1−𝛼𝛼⁄2,𝜐𝜐 )

Step 2: Chose level of significance.

It was given as 𝛼𝛼 = 0.05

Step 3: Find critical value

t-table, 𝜈𝜈 = 5 − 1 = 4, 𝛼𝛼 = 0.05, 2-sided (0.975) Critical values: ±2.776

Step 4: Find test statistic (paired t-test)
1�
2 2
2 ∑𝑛𝑛𝑖𝑖=1�𝑑𝑑𝑖𝑖 − 𝑑𝑑̅ �
Person (i) 20 10 𝑑𝑑𝑖𝑖 𝑑𝑑̅ �𝑑𝑑𝑖𝑖 − 𝑑𝑑̅� 𝑠𝑠𝑑𝑑 = � �
𝑛𝑛 − 1
1 101 106 -5 -5.8 0.64 4.549725

2 87 86 1 46.24

3 125 135 -10 17.64

4 66 76 -10 17.64

5 55 60 -5 0.64

𝑑𝑑̅ −5.8
𝑡𝑡 = 𝑠𝑠 = = −2.85054
𝑑𝑑
� 4.549725�
√𝑛𝑛 √5
Step 5: Draw conclusions

Because |𝑡𝑡| = 2.85054 > 𝑡𝑡1−𝛼𝛼⁄2,𝜐𝜐 = 2.776

We can reject the null hypothesis and conclude that the ambient temperature affects the results.
Type A evaluation of standard uncertainty
(based on repeated observations)
𝑛𝑛 n
1 1 2 𝑠𝑠(𝑞𝑞𝑘𝑘 )
𝑞𝑞� = � 𝑞𝑞𝑘𝑘 𝑠𝑠(𝑞𝑞𝑘𝑘 ) = � ��qj − q� � 𝑠𝑠(𝑞𝑞�) = 𝒖𝒖(𝒙𝒙𝒊𝒊 ) = s(q� )
𝑛𝑛 n−1 √𝑛𝑛
𝑘𝑘=1 j=1

Arithmetic mean or Experimental standard Experimental standard Standard uncertainty

average 𝑞𝑞� deviation deviation of the mean
Type B evaluation of standard uncertainty
(based on a priori distributions)

Assumed probability Standard uncertainty Comments

distribution
Rectangular 𝑎𝑎 a = half interval. The rectangular
𝑢𝑢(𝑥𝑥𝑖𝑖 ) = distribution is a reasonable default model in
√3 the absence of any other information.
Triangular a = half interval. If it is known that the value
𝑎𝑎 of the quantity in question is near the
𝑢𝑢(𝑥𝑥𝑖𝑖 ) =
√6 centre of the limits, a triangular distribution
may be a better model.
U-shaped 𝑎𝑎 a = half interval.
𝑢𝑢(𝑥𝑥𝑖𝑖 ) =
√2
Normal (from a A calibration certificate normally quotes an
𝑈𝑈
calibration certificate) 𝑢𝑢(𝑥𝑥𝑖𝑖 ) = expanded uncertainty U at a specified, high
𝑘𝑘 coverage factor k.
Normal (from a Sometimes a confidence interval e.g. 95 %
manufacturer’s 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 or 99 % is stated. For a coverage factor of 95
specification) 𝑢𝑢(𝑥𝑥𝑖𝑖 ) = %, k = 2 and for a coverage factor of 99 %, k
𝑘𝑘
= 2.58.

Combined standard uncertainty of uncorrelated input quantities

𝑁𝑁 𝑁𝑁
𝜕𝜕𝜕𝜕
𝑢𝑢𝑐𝑐 2 (𝑦𝑦) = �[𝑐𝑐𝑖𝑖 ∙ 𝑢𝑢(𝑥𝑥𝑖𝑖 )]2 = � 𝑢𝑢𝑖𝑖 2 (𝑦𝑦) where 𝑐𝑐𝑖𝑖 ≡ is the sensitivity coefficient
𝜕𝜕𝑥𝑥𝑖𝑖
𝑖𝑖=1 𝑖𝑖=1

Combined standard uncertainty of correlated input quantities

𝑁𝑁 𝑁𝑁−1 𝑁𝑁
𝑢𝑢(𝑥𝑥𝑖𝑖 , 𝑥𝑥𝑗𝑗 )
𝑢𝑢𝑐𝑐 2 (𝑦𝑦) 2
= �[𝑐𝑐𝑖𝑖 ∙ 𝑢𝑢(𝑥𝑥𝑖𝑖 )] + 2 � � 𝑐𝑐𝑖𝑖 𝑐𝑐𝑗𝑗 𝑢𝑢(𝑥𝑥𝑖𝑖 )𝑢𝑢�𝑥𝑥𝑗𝑗 �𝑟𝑟(𝑥𝑥𝑖𝑖 , 𝑥𝑥𝑗𝑗 ) where 𝑟𝑟�𝑥𝑥𝑖𝑖 , 𝑥𝑥𝑗𝑗 � =
𝑢𝑢(𝑥𝑥𝑖𝑖 )𝑢𝑢(𝑥𝑥𝑗𝑗 )
𝑖𝑖=1 𝑖𝑖=1 𝑗𝑗=𝑖𝑖+1
is the correlation coefficient

Expanded uncertainty U
 𝑈𝑈 = 𝑘𝑘 ∙ 𝑢𝑢𝑐𝑐 (𝑦𝑦) where k is chosen to be the t1−α/2,ν critical value from the t-table
with ν degrees of freedom. For large degrees of freedom, k=2 approximates 95 % coverage.

Effective degrees of freedom 𝒗𝒗𝐞𝐞𝐞𝐞𝐞𝐞 𝑢𝑢𝑐𝑐 4 (𝑦𝑦) 𝑢𝑢𝑐𝑐 4 (𝑦𝑦)

(Welch-Satterthwaite formula) 𝑣𝑣eff = 𝑢𝑢𝑖𝑖 4 (𝑦𝑦)
= (𝑐𝑐𝑖𝑖 ∙𝑢𝑢(𝑥𝑥𝑖𝑖 ))4
∑𝑁𝑁
𝑖𝑖=1
∑𝑁𝑁
𝑖𝑖=1
𝑣𝑣i 𝑣𝑣i
Student's t distribution

The t distribution is symmetric so that t1-α,ν = -tα,ν. The t table can be used for both
one-sided (lower and upper) and two-sided tests using the appropriate value of α.
ν 0.90 0.95 0.975 0.99 0.995 0.999

1. 3.078 6.314 12.706 31.821 63.657 318.313 The significance level, α,

2. 1.886 2.920 4.303 6.965 9.925 22.327
3. 1.638 2.353 3.182 4.541 5.841 10.215 is demonstrated in the
4.
5.
1.533
1.476
2.132
2.015
2.776
2.571
3.747
3.365
4.604
4.032
7.173
5.893
graph below, which
6. 1.440 1.943 2.447 3.143 3.707 5.208 displays a t distribution
7. 1.415 1.895 2.365 2.998 3.499 4.782
8. 1.397 1.860 2.306 2.896 3.355 4.499 with 10 degrees of
9.
10.
1.383
1.372
1.833
1.812
2.262
2.228
2.821
2.764
3.250
3.169
4.296
4.143
freedom. The most
11. 1.363 1.796 2.201 2.718 3.106 4.024 commonly used
12. 1.356 1.782 2.179 2.681 3.055 3.929
13. 1.350 1.771 2.160 2.650 3.012 3.852
significance level is α =
14. 1.345 1.761 2.145 2.624 2.977 3.787 0.05. For a two-sided
15. 1.341 1.753 2.131 2.602 2.947 3.733
16. 1.337 1.746 2.120 2.583 2.921 3.686
test, we compute 1 - α/2,
17. 1.333 1.740 2.110 2.567 2.898 3.646 or 1 - 0.05/2 = 0.975
18. 1.330 1.734 2.101 2.552 2.878 3.610
19. 1.328 1.729 2.093 2.539 2.861 3.579 when α = 0.05. If the
20. 1.325 1.725 2.086 2.528 2.845 3.552 absolute value of the test
25. 1.316 1.708 2.060 2.485 2.787 3.450
30. 1.310 1.697 2.042 2.457 2.750 3.385 statistic is greater than
35. 1.306 1.690 2.030 2.438 2.724 3.340 the critical value (0.975),
40. 1.303 1.684 2.021 2.423 2.704 3.307
45. 1.301 1.679 2.014 2.412 2.690 3.281 then we reject the null
50. 1.299 1.676 2.009 2.403 2.678 3.261 hypothesis. Due to the
60. 1.296 1.671 2.000 2.390 2.660 3.232
70. 1.294 1.667 1.994 2.381 2.648 3.211 symmetry of
80.
90.
1.292
1.291
1.664
1.662
1.990
1.987
2.374
2.368
2.639
2.632
3.195
3.183 the t distribution, we
100. 1.290 1.660 1.984 2.364 2.626 3.174 only tabulate the positive
1.282 1.645 1.960 2.326 2.576 3.090
critical values in the table
below.
ONE SAMPLE t-test Test statistic Standard deviation Degrees of freedom
𝑛𝑛
𝑦𝑦� − 𝜇𝜇0 1 𝜈𝜈 = 𝑛𝑛 − 1
𝑡𝑡 = 𝑠𝑠 = � �(𝑦𝑦1 − 𝑦𝑦�)2
𝑠𝑠/√𝑛𝑛 𝑛𝑛 − 1
𝑖𝑖=1

TWO SAMPLE t-test Test statistic Standard deviation Degrees of freedom

Equal standard dev.
𝑦𝑦�1 − 𝑦𝑦�2 𝜈𝜈 = 𝑛𝑛1 + 𝑛𝑛2 − 2
𝑡𝑡 = (𝑛𝑛1 − 1)𝑠𝑠1 2 + (𝑛𝑛2 − 1)𝑠𝑠2 2
1 1 𝑠𝑠 = �
𝑠𝑠� + (𝑛𝑛1 − 1) + (𝑛𝑛2 − 1)
𝑛𝑛1 𝑛𝑛2

Non-Equal standard 𝑛𝑛 𝑠𝑠 2 𝑠𝑠 2
2

dev. 𝑦𝑦�1 − 𝑦𝑦�2 1 � 1 + 2 �

𝑡𝑡 = 𝑛𝑛1 𝑛𝑛2
𝑠𝑠 = � �(𝑦𝑦1 − 𝑦𝑦�)2 𝜈𝜈 =
𝑠𝑠 2 𝑠𝑠 2 𝑛𝑛 − 1 𝑠𝑠1 4 𝑠𝑠2 4
� 1 + 2 𝑖𝑖=1 +
𝑛𝑛1 𝑛𝑛2 𝑛𝑛1 2 (𝑛𝑛1 − 1) 𝑛𝑛2 2 (𝑛𝑛2 − 1)

Paired t-test 2
1�
2
𝑑𝑑̅ ∑𝑛𝑛𝑖𝑖=1�𝑑𝑑𝑖𝑖 − 𝑑𝑑̅ �
𝑡𝑡 = 𝑠𝑠 𝑠𝑠𝑑𝑑 = � �
𝑑𝑑
𝑛𝑛 − 1 𝜈𝜈 = 𝑛𝑛 − 1
�
√𝑛𝑛
1
𝑑𝑑̅ = ∑𝑛𝑛𝑖𝑖=1 𝑑𝑑𝑖𝑖 𝑑𝑑𝑖𝑖 = 𝑦𝑦𝑖𝑖 − 𝑧𝑧𝑖𝑖
𝑛𝑛
Cumulative Distribution Function of the Standard Normal Distribution