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WELCH SATTERTHWAITE
Name:
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k | = | the number of components |
si | = | the standard deviation of the i-th component |
\( \nu_{i} \) | = | the degrees of freedom of the i-th component |
ai | = | the sensitivity coefficient of the i-th component |
u | = |
the standard uncertainty = \( \sqrt{\sum_{i=1}^{k}{a_{i}^{2} s_{i}^{2}}} \) |
For this command, the si, νi, and ai are given as inputs and u will be computed from the ai and si components.
The sensitivity coefficients are derived from partial derivatives of the measurement equation. For the case of additive, independent uncertainties, these can often be set to 1.
The NIST/SEMATACH e-Handbook of Statistical Methods gives some examples of this. In particular, it shows some examples of determining the sensitivity coefficients.
where ki is typically 1/(νi + 1). The Welch-Saitterwaithe approximation for the effective degrees of freedom is given by
A pooled standard deviation is then computed as
T TEST | = | Perform a two sample t-test. |
CONSENSUS MEANS | = | Compute a consensus mean and its associated uncertainty. |
Welch (1947), "The Generalization of Students's Problem when Several Different Population Variances are Involved", Biometrika, 34: 28-35.
"Guide to the Expression of Uncertainty in Measurement", ISO, Geneva (1993).
"NIST/SEMATECH Handbook of Statistical Methods", Measurement Process Characterization chapter, " http://www.itl.nist.gov/div898/handbook/mpc/mpc.htm", June, 2003.
SKIP 25 READ AUTO83B.DAT Y1 Y2 LET N1 = SIZE Y1 LET NU1 = N1 - 1 LET VAR1 = VARIANCE Y1 LET N2 = SIZE Y2 LET NU2 = N2 - 1 LET VAR2 = VARIANCE Y2 LET YVAR = DATA VAR1 VAR2 LET YDF = DATA NU1 NU2 LET DF POOLSD = VARIANCES WELCH SATTERTHWAITE YVAR YDF LET DF = ROUND(DF,2) LET POOLSD = ROUND(POOLSD,2) PRINT "Degrees of Freedom: ^DF" PRINT "Pooled SD: ^POOLSD"The following output is generated
Degrees of Freedom: 248.09 Pooled SD: 339.52Program 2:
LET YSD = DATA 0.00371 0.00191 0.00191 0.00006 LET YDF = DATA 2 1000 1000 1000 LET YA = DATA 1 1 1 1 LET DF = GUM WELCH SATTERTHWAITE YSD YDF YA LET DF = ROUND(DF,2) PRINT "Degrees of Freedom: ^DF"The following output is generated
Degrees of Freedom: 4.68
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Date created: 07/20/2017
Last updated: 05/11/2023
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