Rostron, Peter D;
Fearn, Tom;
Ramsey, Michael H;
(2020)
Confidence intervals for robust estimates of measurement uncertainty.
Accreditation and Quality Assurance
, 25
pp. 107-119.
10.1007/s00769-019-01417-4.
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Abstract
Uncertainties arising at different stages of a measurement process can be estimated using analysis of variance (ANOVA) on duplicated measurements. In some cases, it is also desirable to calculate confidence intervals for these uncertainties. This can be achieved using probability models that assume the measurement data are normally distributed. However, it is often the case in practice that a set of otherwise normally distributed measurement values is contaminated by a small number of outlying values, which may have a disproportionate effect on the variances calculated using the ‘classical’ form of ANOVA. In this case, robust ANOVA methods are able to provide variance estimates that are much closer to the parameters of the underlying normal distributions. A method using bootstrapping to calculate confidence intervals from robust estimates of variances is proposed and evaluated and is shown to work well when the number of outlying values is small. The method has been implemented in a visual basic program.
| Type: | Article |
|---|---|
| Title: | Confidence intervals for robust estimates of measurement uncertainty |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1007/s00769-019-01417-4 |
| Publisher version: | https://doi.org/10.1007/s00769-019-01417-4 |
| Language: | English |
| Additional information: | © The Author(s) 2020. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/. |
| Keywords: | Measurement uncertainty, Bootstrap, Confidence interval, Confidence limit, Robust ANOVA, Duplicate method |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10091150 |
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