Feasibility threshold for averaging under shared uncertainty
ID: feasibility-threshold-for-averaging-under-shared-uncertainty
A feasibility threshold for averaging under shared uncertainty is the smallest uncertainty that repetition can approach while a common uncertain contribution remains unchanged. In the measurement model Xi=S+D+ϵi, suppose the shared term has variance τ2 and independent repeat noise has variance σ2. ThenFor σ>0, every finite repeat count has un>τ, although un tends to τ as n grows. A target below the floor is infeasible within this model, and a target exactly at it needs an infinite count. The GUM's correlated-input propagation explains why a common contribution is retained rather than divided by the repeat count.[ref]
un=τ2+σ2/n.
Approaching the floor has a quantifiable cost. To obtain un≤τ(1+δ) with τ>0, solveFor small positive δ, the required count grows approximately as 1/δ. With stipulated σ=0.04m2 and τ=0.08m2, getting within 1% of the floor needs 13 repeats, within 0.1% needs 125, and within 0.01% needs 1,250. These are planning examples for body surface area prediction, not observed clinical performance limits.
n≥τ2(2δ+δ2)σ2.
Precision limits of weighting correlated repeats show why a clever average cannot remove the common term for free. A linear estimate S=∑iwiXi that preserves the unknown S requires ∑iwi=1. The shared discrepancy therefore enters with coefficient one as well, givingThe inequality follows from ∑iwi2≥1/n; equal weights attain it under the stipulated equal independent repeat-noise variances. Negative weights do not evade the floor while preserving the signal coefficient.
Var(S)=τ2+σ2∑iwi2≥τ2+nσ2.
Reaching a lower uncertainty requires additional information or a changed measurement model that reduces the common contribution. Repeating a validation method with genuinely independent reference errors can supply different information, whereas repeating one person's height and mass measurements does not redraw that person's model discrepancy. A known bias calls for a correction, not a claim that averaging will make it disappear.[ref]
Guide to the expression of uncertainty in measurement by JCGM. §4.1.2, corrections and incomplete knowledge in a measurement model
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