An overview of the

Guide to the expression of uncertainty in

measurement
Version 2.0, April 2010
c National Metrology Institute of South Africa, 2010
Private Bag X34, Lynnwood Ridge, 0040
cmatthee@nmisa.org
These notes are the property of the National Metrology Institute of South Africa
(NMISA) and may not be reproduced or transmitted by any means without the prior
written consent of the NMISA. Where permission has been granted to reproduce
these notes, it must be reproduced in full without any modications or additions.
1
An overview of the GUM
1 Introduction
Why do we have an uncertainty of measurement?
All measurements contain errors.
It is impossible to measure something and know the result exactly.
Even the act of measurement disturbs (and changes) the system.
The goal of any measurement is to pin down the range where the true
value is likely to be.
The reported result must be the most likely estimate of the true
value.
The uncertainty denes the range where the true value can be.
Similarly, the goal of any design is to know the range where the operating
point may be, due to the variability in components.
What is the range where the true value can be
What is the length of a rule, if the certicate states (3001)mm at a level
of condence of 95%?
It implies that the calibration laboratory is 95% sure that the correct
length of the rule is between 299 mm and 301 mm.
So, the true value is in the range from 299 mm to 301 mm, or (3001)mm,
and they are 95% sure of that statement.
The laboratory has pinned down the uncertainty of measurement, or the
maximum expected error of measurement, within a specic level of con-
dence.
What we want
Ideally, we want to know the probability density function of the measure-
ment (or design).
From the output pdf, it is then possible to perform any calculation
required using standard statistics.
But calculating this is not a trivial calculation.
Estimating the uncertainty of the measurement should address this prob-
lem within an acceptable accuracy.
c NMISA, 2010 2
An overview of the GUM
An uniform approach
For uncertainty calculations to be accepted internationally, it is essential
that an uniform approach is used by everybody.
This need was already identied in 1980 by a working group of the Comite
International des Poids et Mesures (CIPM). [International Committee for
Weights and Measures]
ISO was tasked with drawing up the document.
In 1993, they released the Guide to the Estimation of Uncertainty in
Measurement.
(Referred to as the GUM.)
It was updated in 1995, and again in 2008 to x minor errors.
From 2008, the electronic version is also available for download from
the BIPM web site.
The ISO GUM
The current working group responsible for the GUM are also working on
several extra documents and appendixes.
Guide to the expression of uncertainty in measurement
An introduction to the Guide to the expression of uncertainty in
measurement and related documents
Supplement 1 - Propagation of distributions using a Monte Carlo
method
The role of measurement uncertainty in conformity assessment
Concepts and basic principles
Supplement 2 - Models with any number of output quantities
Supplement 3 - Modeling
Applications of the least-squares method
c NMISA, 2010 3
An overview of the GUM
2 Background
Combined uncertainty
In all measurement systems there will be more than one source of uncer-
tainty.
These all may have dierent units and may have a dierent eect on the
measurement result.
A method is required to combine all of these uncertainties into a single
value.
The method must be mathematically correct and accepted internationally
for it to be adopted by the measurement community.
The mathematicians have already dened random number theory and an
uncertainty can easily be seen as a random variable.
Central limit theorem: The variance of the sum of a number of indepen-
dent random variables will be the sum of the individual variances.
This implies that we can combine all the uncertainty contributions if we
can transform them into the unit and scale of the measurand, and
Since the variance is the square of the standard deviation, each trans-
formed uncertainty must be a standard deviation.
Uncertainty contribution
We usually dont measure something where all the uncertainties are in the
same unit as the measurand. Sometimes we must transform quantities.
For example, temperature in degrees Celsius may aect the value of
a resistor.
Transforming a random variable analytically is not a trivial calculation
even for simple single variable systems. For multivariate or complex sys-
tems, this becomes almost impossible for anyone without serious mathe-
matical knowledge.
Since it is not realistic to expect people in typical measurement environ-
ments to be able to solve this, another method was needed. To make this
calculation easier for everybody, it was simplied by using a Multivariate
Taylor Series Expansion.
What is a Taylor Series Expansion
The Taylor Series Expansion is a representation of a function as an innite
sum of terms calculated from the values of its derivatives at a single point.
c NMISA, 2010 4
An overview of the GUM
For example, the sine function can be approximated by the following func-
tion for values close to zero and x in radians.
sin(x)
x
1
1!

x
3
3!
+
x
5
5!

x
7
7!
+
The Sharp EL-531WH gives the value of sin(0,1) as 0, 099 833 416 65.
The Taylor Series Expansion:
# Term Sum
1 0, 100 000 000 00 0, 100 000 000 00
2 166, 666 666 7 10
6
0, 099 833 333 33
3 83, 333 333 33 10
9
0, 099 833 416 67
4 19, 841 269 84 10
12
0, 099 833 416 65
1
1
30 60 30 60
Degrees
Figure 1: A sine wave between -90

and +90

as well as the rst two terms of

the Taylor Series Expansion for a sine wave.
Consequences of using a Taylor Series Expansion
Using the Taylor Series Expansion to simplify our uncertainty calculations, re-
sults in the following:
A mathematical model, describing the measurement system, must be
found. (f)
The slope of the model in terms of each input parameter must be calculated
using the partial derivative of the mathematical model in terms of the
uncertainty. We call this the sensitivity coecient, c
i
.
_
c
i
=
f
x
i
_
Each input parameter must have its uncertainty specied as a standard
deviation (referred to as the standard uncertainty, u(x
i
), in GUM and
this document).
c NMISA, 2010 5
An overview of the GUM
Standard uncertainty
GUM introduces two classications for nding the standard deviation of
each uncertainty.
Type A uncertainty evaluations are performed where we have data
available for the uncertainty contributor. The standard uncertainty
is calculated using standard statistical calculations to nd either the
experimental standard deviation or the experimental standard devia-
tion of the mean.
Type B uncertainty evaluations are performed by other means. Here
data is obtained from certicates, manufacturers manuals, standard
handbooks, publications, experience, etc. (Any means other than
statistics.)
Expanded uncertainty
Using the described method will result in a combined uncertainty equiva-
lent to a standard deviation.
Commercially, the risk associated with this interval is too high and cus-
tomers typically want a calibration result to have a level of condence
associated with it of 90% or higher.
The central limit theorem can also be used here, since it states that the
result of the sum of a suciently large number of random variables will
converge towards a normal (Gaussian) distribution, allowing us to assume
that the combined uncertainty will be a normal distribution.
To increase the level of condence of the combined uncertainty, it must
be multiplied with a coverage factor, k. This will increase the uncertainty
and increase the level of condence.
Finding the coverage factor means that one must take degrees of freedom
into account. The degrees of freedom of each individual contribution is
then combined into an eective degrees of freedom of the measurement.
c NMISA, 2010 6
An overview of the GUM
3 The GUM process
A Summary of the GUM process
Identify and quantify all the sources of error.
Model the measurement.
Manipulate all sources of error to obtain the uncertainty contribution.
Classify the uncertainty into Type A or Type B.
Find the standard uncertainty, u(x
i
).
Calculate the sensitivity coecient, c
i
.
Calculate the uncertainty contribution, u(y
i
).
Find the number of degrees of freedom for the contribution,
i
.
Combine all the uncertainty contributions, u
c
(y).
Calculate the degrees of freedom for the combined uncertainty,
eff
.
Decide on the required level of condence.
Calculate the expanded uncertainty, U.
Report the result.
3.1 Identify and quantify all the sources of error
The uncertainty calculations should contain all the inuence quantities that
will have a signicant eect on the uncertainty of the measurement. Typically,
people aim to get the uncertainty correct to within 1%.
(The values required to quantifying the source of error will become clear when
the manipulation of the uncertainty contributors are discussed.)
3.2 Modeling the measurement
The mathematical model describing the measurement process determines the
relationship between all the input quantities and the measurand. It provides a
means to determine the inuence than an uncertainty in an input quantity will
have on the measurement result.
In terms of the ISO GUM, the mathematical model is interpreted to contain
every quantity, including all corrections, that can contribute a signicant com-
ponent to the uncertainty of the measurement result.
If the data indicates that the model is incomplete, it may be necessary to include
input quantities to eliminate this incompleteness.
c NMISA, 2010 7
An overview of the GUM
3.3 Manipulate all sources of error to obtain the uncer-
tainty contribution
GUM introduces two concepts for manipulating uncertainty contributors:
Type A uncertainty evaluations are performed where we have data avail-
able for the uncertainty contributor. The standard uncertainty is calcu-
lated using standard statistical calculations.
Type B uncertainty evaluations are performed by other means. Here
data is obtained from certicates, manufacturers manuals, standard hand-
books, publications, experience, etc. (Any means other than statistics.)
3.3.1 Type A uncertainty evaluations
The value that best describes the expected value of a data set is the average.
Typically, the mean (arithmetic average) is used.
x =
1
N
N

i=1
x
i
The variability of the data set is given by the standard deviation. Since we
always take a limited number of samples, the experimental standard deviation
is a better estimate of the variability of the data.
s
x
=

_
1
N 1
N

i=1
(x
i
x)
2
While the experimental standard deviation gives an indication of the spread
of the data around the mean, the experimental standard deviation of the mean
(ESDM) give an indication of the spread of the means should this experiment
be repeated, assuming that all conditions stays the same.
s
x
=
s
x

N
The degrees of freedom of a standard deviation is one less than the number of
data points in the set.
= N 1
3.3.2 Type B uncertainty evaluations
A Type B evaluation is performed if an uncertainty is evaluated by using any
means other than statistical analysis of a data set. This may include (but
c NMISA, 2010 8
An overview of the GUM
is not limited to) data found in certicates, in handbooks, from manufactur-
ers specications, the history of the equipment or from the experience of the
metrologist/technician.
When dealing with uncertainty contributors, with no data for statistical analy-
sis, we try to draw a frequency distribution graph (probability density function)
by asking ourselves how we think the values will be distributed.
For example:
Each digital instrument rounds the internal value before displaying it.
This is eectively an error in the measurement.
For example, if an instrument displays a value of 5,1, the internal
representation of this value is above some trigger point at 5,05 and
below some trigger point at 5,15.
The range of possible true values are the same as the smallest
displayable increment of the display (in this case 0,1).
There is an equal likelihood that the true value can be anywhere
between the trigger points; making this a rectangular (or uniform)
probability distribution.
From standard statistics, we know that:
The best estimate of the distribution is given by the expected operator:
x = E[X] =
_
+

xp(x)dx
The standard deviation is given by the second moment around the mean:

2
= E[(Xx)
2
] =
_
+

(x x)
2
p(x)dx
In typical physical metrology and testing, only a small number of distributions
are typical.
All of the following distributions are symmetrical around the midpoint, making
the best estimate equal to the midpoint of the distribution.
The standard deviation is equal to the semi-range (distance between the mid-
point and any limit) divided by the following factor.
Distribution Divisor
Rectangular

3
Triangular

6
U-shaped

2
The degrees of freedom of a Type B evaluation must be estimated. One way
of doing this is to think about how reliable the data is and assign it a number
between 0 and 100. The degrees of freedom is then:

1
2
_
100
100 R
_
2
c NMISA, 2010 9
An overview of the GUM
3.3.3 Sensitivity coecients
A sensitivity coecient scales and converts the unit of the uncertainty into the
unit of the measurand.
It is calculated by nding the partial derivative of the mathematical model in
terms of the uncertainty.
c
i
=
f
x
i
3.3.4 Uncertainty contribution
The uncertainty contribution, u(y
i
), is then (per denition) equal to the stan-
dard uncertainty, u(x
i
), multiplied by the sensitivity coecient, c
i
.
u(y
i
) = u(x
i
) c
i
It is equivalent to a standard deviation scaled and converted into the unit of
the measurand.
3.4 Combine all the uncertainty contributions
The combined uncertainty is calculated using the central limit theorem.
u
2
c
(y) =
N

i=1
N

j=1
f
x
i
f
x
j
u(x
i
, x
j
) =
N

i=1
N

j=1
c
i
c
j
u(x
i
, x
j
) (1)
If there is no correlation between components, it simplies to
u
2
c
(y) =
N

i=1
_
f
x
i
_
2
u
2
(x
i
) =
N

i=1
c
2
i
u
2
(x
i
) (2)
The formula for calculating combined standard uncertainty is based on a Taylor
Series Expansion truncated at the rst term. For very non-linear models, the
second term of the expansion must also be taken into account.
u
2
c
(y) =
N

i=1
_
f
x
i
_
2
u
2
(x
i
) +
N

i=1
N

j=1
_
1
2
_

2
f
x
i
x
j
_
2
+
f
x
i

3
f
x
i

2
x
j
_
u
2
(x
i
)u
2
(x
j
) (3)
c NMISA, 2010 10
An overview of the GUM
3.5 Calculating the eective degrees of freedom
The degrees of freedom of the combined standard uncertainty is required to be
able to expand the uncertainty to a higher level of condence. The eective
degrees of freedom can be calculated using the Welch-Satterthwaite formula.

eff
=
u
4
c
(y)

N
i=1
u
4
(y
i
)

i
(4)
3.6 Expanded uncertainty
The expanded uncertainty is found by multiplying the combined standard un-
certainty, u
c
(y), with a coverage factor, k, chosen from a Student-t table based
on the required level of condence of the result and the eective degrees of
freedom of the combined standard uncertainty.
U = k u
c
(y) (5)
3.7 Reporting the result
The measurement value and uncertainty calculations do not mean much unless
they are reported in a way that is useful. The report must not be ambiguous
or confusing in any way. All relevant data must be reported.
Report the value and uncertainty to the same resolution (number of digits)
and include the units (with both preferably in the same units).
It does not make sense to report an uncertainty with an excessive number
of digits. It is usually sucient to report two or three signicant digits in
the uncertainty.
When reporting an expanded uncertainty, it is important to report the
level of condence or the coverage factor or both.
c NMISA, 2010 11
An overview of the GUM
4 An example
An engineer is measuring the current from a current source by passing the
current through a resistor and measuring the volt-drop across it.
The current source was designed for a 1A output.
Three voltage measurements were performed. The average was 10, 000 274V
with an experimental standard deviation of 0, 000 153V .
Three resistance measurements were performed. The average was 10, 000 3
with an experimental standard deviation of 0, 005 4 .
The digital multimeter was certied to comply to the manufacturers spec-
ication. The specication stated that the accuracy, when measuring 10V,
is 0, 000 4V while the accuracy, when measuring 10, is 0, 005 .
Modeling the measurement
The relationship between current, voltage and resistance is given by Ohms law.
I =
V
R
Identifying sources of error
I
V
R
Specication
Resolution
Repeated measurements
Specication
Repeated measurements
Resolution
L
e
a
k
a
g
e
c
u
r
r
e
n
t
Revisit the model
The original model does not contain any components to handle the leakage
current.
c NMISA, 2010 12
An overview of the GUM
Either the model must be changed to include the correction with the
uncertainty of the correction, or the uncertainty must be increased to
cover the correction and uncertainty of the correction.
This will be treated as a larger uncertainty and not as a correction.
The original model remains unchanged.
Quantifying the sources of error
The voltage specication was found to be 0, 000 4V . This is the semi-
range. The specication comes from the manual of the voltmeter with no
other information. The probability distribution is rectangular.
The resolution of the voltage measurement was 1V or 0, 000 01V . This
is the range. The probability distribution is rectangular.
The experimental standard deviation of three measurements was 0, 000 153V .
The measurements were performed under repeatability conditions, which
means that the standard uncertainty is (per denition) the ESDM, or
0, 000 088 334 591.
The resistance specication was found to be 0, 005 . This is the semi-
range. The specication comes from the manual of the voltmeter with no
other information. The probability distribution is rectangular.
The resolution of the resistance measurement was 0, 000 1 . This is the
range. The probability distribution is rectangular.
The experimental standard deviation of three measurements was 0, 005 4 .
The measurements were performed under repeatability conditions, which
means that the standard uncertainty is (per denition) the ESDM, or
0, 003 117 691 454.
The input impedance of the voltmeter was specied as more than 10 M.
This means the uncertainty is one-sided by 1, 000 002 A, since the cal-
culated current will always be less than the true current. To keep things
simple, it will be treated as the semi-range of a symmetrical rectangular
distribution.
Sensitivity coecients
Sensitivity coecients converts the units and scales the standard uncertainties
into the unit and scale of the measurand.
c
V
=
I
V
=

V
_
V
R
_
=
1
R
=
1
10, 000 3
= 0, 099 997 000 09
1
c
R
=
I
R
=

R
_
V
R
_
=
V
R
2
=
10, 000 274V
10, 000 3
2

= 0, 099 996 740 011 V

2
c NMISA, 2010 13
An overview of the GUM
Populating the table
S Description T Uncert Est Div u(x
i
)
V
spec
Voltage speci-
cation
B 400 10
6

3 23, 094 010V
V
res
Voltage resolu-
tion
B 5 10
6

3 2, 886 751V
V
rep
Repeated mea-
surements
A 88, 334 591V
R
spec
Resistance spec-
ication
B 5 10
3

3 2, 886 751m
R
res
Resistance reso-
lution
B 0, 05 10
3

3 0, 028 867 51m
R
rep
Repeated mea-
surements
A 3, 117 691m
I
leak
Leakage current B 1 10
6

3 577, 350nA
Uncertainty contributions
The uncertainty contributions can now be calculated:
u(y
i
) = u(x
i
) c
i
S u(x
i
) c
i
u(y
i
)
V
spec
23, 094 010 077V 0, 099 997 000 2, 309 331 728A
V
res
2, 886 751 346V 0, 099 997 000 0, 288 666 474 6A
V
rep
88, 334 591V 0, 099 997 000 8, 833 194 104A
R
spec
2, 886 751 346m 0, 099 996 740 288, 665 723 8A
R
res
0, 028 867 513 46m 0, 099 996 740 2, 886 657 238A
R
rep
3, 117 691 454m 0, 099 996 740 311, 758 981 8A
I
leak
577, 350 269nA 1 0, 577 351A
Combined standard uncertainty, u
c
(u) 424, 986 671 1A
Degrees of freedom
All the Type B evaluations obtained the data from reputable sources and
are considered to be 100% reliable. Therefore, they all have innite degrees
of freedom.
There are two Type A evaluations, each consisted of three measurements.
The eective degrees of freedom can now be calculated.

eff
=
u
4
c
(y)

N
i=1
u
4
(y
i
)

i
=
(424, 986 671 1 10
6
)
4
(8,833 194 10410
6
)
4
2
+
(311,758 981 810
6
)
4
2
= 6, 906
c NMISA, 2010 14
An overview of the GUM
Coverage factor
The customer requested a 95% level of condence.
One can use on a lookup table to obtain the coverage factor. Using that
method, the coverage factor for 6 degrees of freedom is 2,447.
Result
Combined standard uncertainty, u
c
(u) 424, 986 671 1A
Eective degrees of freedom,
eff
6, 906
Required level of condence 95%
Coverage factor, k 2, 447
Expanded uncertainty, U 1, 039 942 384mA
Measurement value: I =
V
R
=
10,000 274
10,000 3
= 0, 999 997 400 1A
The current from the source was found to be
(1, 000 0 0, 001 1)A
at a level of condence of 95%.
5 References
1. BIPM, IEC, IFCC, ILAC, ISO, IUPAC, IUPAP, and OIML, Evaluation
of measurement data - Guide to the expression of uncertainty in measure-
ment, Joint Committee for Guides in Metrology, JCGM 100, September
2008, Available online at
http://www.bipm.org/utils/common/documents/jcgm/JCGM_100_2008_E.pdf
2. S.K. Kimothi, The Uncertainty of Measurements, Wisconsin: Quality
Press, 2002.
c NMISA, 2010 15