Estimation of Measurement Uncertainty Arising From Manual Sampling
Estimation of Measurement Uncertainty Arising From Manual Sampling
Talanta
journal homepage: www.elsevier.com/locate/talanta
a r t i c l e i n f o a b s t r a c t
Article history: Sampling is an important part of any measurement process and is therefore recognized as an important
Received 3 June 2012 contributor to the measurement uncertainty. A reliable estimation of the uncertainty arising from
Received in revised form sampling of fuels leads to a better control of risks associated with decisions concerning whether
14 October 2012
product specifications are met or not. The present work describes and compares the results of three
Accepted 18 October 2012
Available online 29 October 2012
empirical statistical methodologies (classical ANOVA, robust ANOVA and range statistics) using data
from a balanced experimental design, which includes duplicate samples analyzed in duplicate from 104
Keywords: sampling targets (petroleum retail stations). These methodologies are used for the estimation of the
Uncertainty uncertainty arising from the manual sampling of fuel (automotive diesel) and the subsequent sulfur
Sampling
mass content determination. The results of the three methodologies statistically differ, with the
Fuel
expanded uncertainty of sampling being in the range of 0.34–0.40 mg kg 1, while the relative
Classical ANOVA
Robust ANOVA expanded uncertainty lying in the range of 4.8–5.1%, depending on the methodology used. The
Range statistics estimation of robust ANOVA (sampling expanded uncertainty of 0.34 mg kg 1 or 4.8% in relative
terms) is considered more reliable, because of the presence of outliers within the 104 datasets used for
the calculations. Robust ANOVA, in contrast to classical ANOVA and range statistics, accommodates
outlying values, lessening their effects on the produced estimates. The results of this work also show
that, in the case of manual sampling of fuels, the main contributor to the whole measurement
uncertainty is the analytical measurement uncertainty, with the sampling uncertainty accounting only
for the 29% of the total measurement uncertainty.
& 2012 Elsevier B.V. All rights reserved.
1. Introduction four situations apparent for a case of compliance with an upper limit
and the conclusions drawn under the probabilistic and deterministic
The aim of sampling is to obtain a small portion of material approach (assuming that an upper limit is set with no allowance for
(sample) from a selected system (sampling target) within a uncertainty). EURACHEM/ CITAC Guide ‘‘Use of uncertainty informa-
container which is representative of the material in that system tion in compliance assessment’’ [5] covers the above matters
[1,2]. The sampling process should ensure that the sample is an extensively.
unbiased reflection of the composition of the sampling target [1]. Sampling becomes extremely important when considering the
Representative samples of petroleum and petroleum products are uncertainty of measurement. Until recently a ‘‘metrological gap’’
required for the determination of their chemical and physical existed between analysts and end-users concerning the interpre-
properties, which are often used to establish compliance with tation of measurement results and their associated uncertainties.
commercial and regulatory specifications [2]. Analysts concentrated on the analytical measurement process and
When a measurement result is compared with specified limits in estimated the uncertainty of the measurand of the sample
order to make a decision relating to conformance or compliance, it is received at the laboratory while the end user naturally inter-
very likely that measurement uncertainty will have implications for preted the measurement result together with its uncertainty in
the interpretation of the result. Not accounting for the uncertainty order to characterize the sampling target as a whole [7,8].
(deterministic approach) may lead to incorrect decisions i.e. false Therefore, the end user needs to know a precise estimate of an
positive or false negative classifications that may have financial, uncertainty that includes the uncertainty caused by sampling i.e.
health, environmental or other consequences [3,4]. Fig. 1 shows the the combined uncertainty from sampling and analysis [7,9,10].
Reliable estimations of the uncertainties of fuel sampling and
n
analysis are important as they are associated with the application
Corresponding author. Tel./fax: þ 30 21 0652 5976.
E-mail address: [email protected] (D. Theodorou).
of legal requirements and the identification of events of cross
1
Permanent Address: 57a Parnassou Street, 15234 Halandri, Athens, Greece. contamination of incompatible fuels and fuel adulteration.
0039-9140/$ - see front matter & 2012 Elsevier B.V. All rights reserved.
http://dx.doi.org/10.1016/j.talanta.2012.10.058
D. Theodorou et al. / Talanta 105 (2013) 360–365 361
If true value >Tthen A balanced nested experimental design was used. Duplicate
false positive result
samples were taken from 104 petroleum retail stations, which
were selected at random and comprised the 10.9% of the 950
Analyte X Upper threshold
petroleum retail stations monitored by the laboratory. The
concentration value (T) scheme of sampling is shown in Fig. 2. The duplicated samples
(C) C+U X
were taken by repeating the same sampling protocol. The sam-
C pling protocol used was consistent with the standard method
If true value < T then ASTM D 4057 [2] concerning the manual sampling of petroleum
C-U false negative result
and petroleum products. Instructions were given to the samplers
to introduce variations to the sampling process provided that they
do not violate any requirement of the sampling protocol. These
Possibly Probably Non Probabilistic variations actually represent variations which may arise due to
Compliant
Compliant Compliant Compliant Classification the random nature of the sampling process. All automotive diesel
samples were maintained in special closed containers. During
Non Non Deterministic transport and storage samples were protected to prevent weath-
Compliant Compliant Compliant Compliant Classification ering or degradation from light, heat or other potential detri-
mental condition.
< 0.025 0.025-0.500 0.500-0.975 > 0.975 Probability of non
compliance (C>T)
3. Analytical method
Fig. 1. Deterministic and probabilistic classification for compliance assessment
against an upper limit. Adapted from [6].
The determination of sulfur mass content of diesel fuel
samples was carried out in the Laboratory of Fuels and Lubricants
Technology (National Technical University of Athens), which is
Sampling uncertainty is defined as the part of the total measure- operating under ISO 9001 [18] and ISO/IEC 17025 [19] manage-
ment uncertainty attributable to sampling [3,8]. Principles and ment systems and participates successfully in Proficiency Testing
procedures for estimating the uncertainty of measurement arising Schemes for a range of fuel quality parameters (sulfur mass
from sampling are described in the Guide published by Eurachem content included). The duplicated samples were analyzed in
and CITAC [11] as well as in the Nordtest handbook [8] which is duplicate under repeatability conditions for sulful mass content
intended for practical applications. determination. An ANTEK 9000S sulfur analyzer equipped with an
There are two broad approaches for the estimation of uncer- automatic sampler was employed in this work. This analyzer fully
tainty, the modeling method and the empirical method complies with ASTM D 5453 [16] and ISO 20846 [20]. Table 1
[12,13,10]. The modeling approach which is consistent with ISO presents the operating conditions of the instrument. The sample
GUM [14] and is described as a ‘‘bottom up’’ approach [15], sulfur content in nanograms per microlitre (ng mL 1) was
quantifies all sources of uncertainty individually, and then com-
bines (propagates) them through a mathematical model.
The implementation of the modeling approach reveals difficulties Analysis A1
in establishing reliable estimates for the input variables of the
model [12]. On the other hand the empirical approach, which is Sample A
described as ‘‘top down’’ approach [15], uses replicated measure-
ments in order to obtain a reliable estimate of the uncertainty, Analysis A2
without necessarily knowing any of the sources individually Sampling
[11–13]. One of the most commonly used empirical methods is target
the duplicate method with a balanced experimental design.
This method involves the formation of duplicate samples from Analysis B1
the sampling targets by applying the same sampling protocol and
duplicate analysis of samples under repeatability conditions. Sample B
Appropriate statistical analysis applied to the resulting data leads
to the estimation of the sampling uncertainty. Analysis B2
The aim of this work is to present and compare three
statistical approaches used for the estimation of the uncertainty Fig. 2. Balanced experimental design employed for the estimation of sampling
caused by manual sampling of fuels from petroleum retail uncertainty.
stations, utilizing the duplicate sampling method. Duplicate
samples of automotive diesel from 104 petroleum retail stations
(10.9% of the petroleum retail stations monitored for fuel quality Table 1
purposes) were analyzed in duplicate for the determination of Instrument parameters used for total sulfur determination in petroleum products.
sulfur content according to ASTM D 5453 [16]. The sulfur mass
Parameter Value
content is one of the most critical parameters associated with
automotive diesel specifications. The results of the measurements Volume injected (mL) 10
of the samples were analyzed using three statistical approaches, Syringe drive rate (mL s 1) 1
classical ANOVA, robust ANOVA and range statistics [8,17] and Furnace temperature (1C) 1080
the sampling uncertainty under each approach was calculated. Furnace oxygen flowmeter setting (mL min 1) 470
Inlet oxygen flowmeter setting (mL min 1) 15
Sampling (and analytical) bias has been assumed to be zero in Inlet carrier (Argon) flowmeter setting (mL min 1) 150
this study.
362 D. Theodorou et al. / Talanta 105 (2013) 360–365
Table 2
Calculation of sampling and analysis uncertainty components by one-way classical ANOVA using data from measurements from a balanced experimental design with n
targets (i¼1,2,y,n), 2 samples (j¼ A, B) from each target and 2 analyses (k¼ 1, 2) of each sample [8,12].
Source of variation
Sampling Analytical
a,b,c
Differences from the mean values (D) DiðxÞ ¼ X i x iA ¼ X i x iB DiAðxÞ ¼ jxiA1 x iA j ¼ jxiA2 x iA j DiBðxÞ ¼ jxiB1 x iB j ¼ jxiB2 x iB j
P 2 P
Sum of squares (SS) SSsampling ¼ 4 DiðxÞ SSanalysis ¼ 2 ðD2iAðxÞ D 2
iB xÞ
i i
Degrees of freedom (df) 2n–n ¼n 2 2 n 2n ¼2n
Mean square (MS) MSsampling ¼
SSsampling
MSanalysis ¼
SSanalysis
df sampling df analysis
Variances (V) V sampling ¼
MSsampling MSanalysis V analysis ¼ MSanalysis
2
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Uncertainty parameter (s) ssampling ¼ V sampling sanalysis ¼ V analysis
a
X i : mean value of target i (two samples–four analyses).
b
x ij : mean value of the 2 analyses of sample j (A or B) of target i.
c
xijk : measured value from target i, sample j and split (analysis) k (1 or 2).
calculated using a calibration curve. Six calibration standards calculated using the following equations:
(VHG Labs, Petrochemical Test Standard, Range set 1) with U measurement ¼ 2smeasurement ð4Þ
concentrations of 0, 1.00, 2.50, 5.01, 7.50 and 10.0 ng mL 1 were
analyzed in triplicate. The instrument responses were recorded U sampling ¼ 2ssampling ð5Þ
and a calibration curve with 18 points was constructed. The
samples and the calibration standards were injected using a 10 mL U analysis ¼ 2sanalysis ð6Þ
syringe. Using density measurements the results were converted
into milligram per kilogam (mg kg 1; ppm m/m). The majority of The expanded uncertainties can also be expressed relative to
the automotive diesel sample measurement results were found to the reported value x (as a percentage), as relative expanded
be under or close to 10 mg kg 1 which is the EU regulatory limit uncertainties U(%):
for sulfur mass content. 2smeasurement
U measurement ð%Þ ¼ 100 % ð7Þ
x
2ssampling
U sampling ð%Þ ¼ 100 % ð8Þ
4. Data analysis methods x
The statistical model describing the relationship between the 4.2. Estimation of uncertainty using classical analysis of variance
measured and the true values of analyte concentration based on a
single measurement, x, has the following form [11]: Analysis of variance (ANOVA) is a statistic technique by which
x ¼ X true þ esampling þ eanalysis ð1Þ variations associated with different sources can be isolated and
estimated [22]. The simplest type of ANOVA is the one-way
where Xtrue, is the true average concentration of the analyte at the classical ANOVA, which deals with one independent variable
sampling target, esampling, is the total error due to sampling, and one dependent variable. Classical ANOVA may be applied to
associated with a variance of s2sampling and eanalysis, is the total the data produced by the implementation of the balanced
analytical error, associated with a variance of s2analysis. If the experimental design in order to estimate the sampling uncer-
sources of variation are independent [21], then the total variance tainty. Classical ANOVA estimations are based on the differences
of the measurement, s2measurement, for a single sampling target is from the mean values, not on the range as in the approach of the
given by: range statistics. Table 2 presents the one way classical ANOVA
calculations used for the estimation of sampling and analytical
s2measurement ¼ s2sampling þ s2analysis ð2Þ uncertainty.
Gaussian. The application of robust ANOVA which utilizes robust 5. Results and discussion
statistics has been shown to be particularly appropriate for provid-
ing estimated of variances, in cases where the validity of classical The main objective of this work was to estimate the uncertainty
ANOVA is doubtful [11]. Robust ANOVA uses robust estimates of the components resulting from sampling of fuels from petroleum retail
mean and standard deviation which are calculated by an iterative stations. The results of the evaluation of the measurement results
process [23,24]. In this process, also known as Huber’s method, (104 duplicate sample analyzed twice) using three statistical meth-
extreme values that exceed a certain distance (product of a constant odologies are presented in Table 4 and Fig. 3.
c and the standard deviation) from the sample mean are down- The expanded uncertainty of sampling is in the range of 0.34–
weighted or brought in. Actually these data are assigned a new value 0.40 mg kg 1, while relative expanded uncertainty lies in the
equal to that distance. A value of c¼1.5 is widely accepted as range of 4.8–5.1%, depending on the statistical methodology used.
optimal for datasets containing a small proportion of outliers (upto The differences between the results of the 3 methodologies
10% of outliers). Initial values for sample mean and standard concerning sampling and analysis variances were evaluated using
deviation estimates can be obtained by classical or robust statistics F-test (with 208 and 104 degrees of freedom for the variances of
(e.g. median, mean absolute deviation). After the population analysis and sampling, respectively). Table 5 presents the results
has been modified, new sample mean and standard deviation are of the F-tests performed. F-test results should be treated with
estimated. This process is repeated until the estimated values caution as the test is used ‘‘out-of-its-scope’’ and possibly some of
converge to the so called robust estimates. its assumptions (e.g. normality, independence) are violated.
In the present work, robust ANOVA was implemented using a Nevertheless, it may provide a quick and gross evaluation of the
specifically written computer program called, Roban.exe, devel- significance of the differences of the estimated variances. The
oped from the Analytical Methods Committee (AMC) in Great differences are statistically significant for all cases compared,
Britain [25]. with the exception of the sampling variances estimated by
range statistics and classical ANOVA. Classical ANOVA and range
statistics are typical tools of classical statistics that are strongly
(Dmeasurement) Dmeasurement ¼ i n
P P !
Mean range of analysis (Danalysis) DiA DiB
1
Danalysis ¼ 2
i
n þ i
n
6. Conclusions
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