Type A evaluation of measurement uncertainty when the sample size is not predetermined
Author(s) -
Robin Willink
Publication year - 2015
Publication title -
acta imeko
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.178
H-Index - 12
eISSN - 2221-870X
pISSN - 0237-028X
DOI - 10.21014/acta_imeko.v4i4.273
Subject(s) - confidence interval , sample size determination , statistics , mathematics , variance (accounting) , sample (material) , bayesian probability , type (biology) , econometrics , physics , economics , biology , thermodynamics , ecology , accounting
The archetypal procedure in Type A evaluation of measurement uncertainty involves making n observations of the same quantity, taking the sample figure s ² to be an unbiased estimate of the underlying variance and quoting the figure s / sqrt( n ) as the relevant standard uncertainty. Although this procedure is theoretically valid when the sample size n is fixed, it is not necessarily valid when n is chosen in response to the growing dataset. In fact, when the experimenter makes observations until a certain level of uncertainty in the mean is reached, the bias in the estimation of the variance can be as much as -45 %. Likewise, the usual nominal 95 % confidence interval can have a level of confidence as low as 88 %. This issue is discussed and techniques are suggested so that Type A evaluation of uncertainty becomes as accurate as is implied. The 'objective Bayesian' approach to this issue is discussed and an associated unacceptable phenomenon is identified.
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