Tuesday, February 15, 2011

False test for bias

Testing for bias plays a key role in science and engineering. Student’s t-test is the par excellence test for bias. The t-test for paired data has always played a role in my work. A bias between test results determined at loading and discharge is a cause of conflict between trading partners. The question is always whose test results are biased. A matter of concern in 1967 was dry ash contents of anthracite shipments from the mines in Pennsylvania to the port of Rotterdam. I went to the USA and determined that loss of dust during sample preparation was the most probable cause of bias between dry ash contents. I had done time at TUDelft. So, I knew that carbonaceous shale is softer than anthracite, and that hammer mills tend to crush and grind autogenously. That’s why I thought that loss of fine dust during preparation of primary samples at loading would cause test samples to show lower dry ash contents at discharge in the Port of Rotterdam.
Holmes hammer mill

SGS’s coal testing laboratory in Rotterdam, too, had a Holmes hammer mill. It was similar to the one at loading but ours worked with its spring-loaded container closed. Settlements between buyer and seller were based on test results determined at discharge. So, we couldn’t afford to mess up primary samples by running our hammer mill ajar. What we did do was prepare test samples for analysis in the usual manner. We would then pass the reject of each primary sample through the hammer mill with its container left slightly ajar. We collected dust on sheets of paper placed at 0.5 m and 1.5 m from the hammer mill. Dust that had settled at 0.5 m weighed 26.2 grams and contained 14.6% dry ash. Dust that had settled at 1.5 m weighed 12.1 g and contained 16.5% dry ash. The settlement sample showed 10.40% ash on dry basis whereas our messed-up sample showed 10.26% ash on dry basis. With but one degree of freedom our experiment was not much of a true test for bias. But it proved that the integrity of our settlement samples passed scrutiny. We didn’t determine dry ash in dust collected on our coveralls and face masks. I had a fine team to work with. But I wanted more than a team! I wanted SGS to build a new laboratory as far away as possible from where we were. But SGS was not ready yet. What SGS did do was ask me to set up a laboratory in Vancouver. Now guess what?

When I met Greg Gould for the first time at Rotterdam in 1967 he did already chair ASTM Committee D05 on coal and coke. Greg praised Volk’s Applied Statistics for Engineers so I bought my first copy. He told me about Dr Jan Visman, his work at the Dutch State Mines during the war, his 1947 PhD thesis, and his input in ASTM. I was pleased to meet him in person after we had moved to Canada in October 1969. Dr Jan Visman was an independent thinker. He was as a true a scientist as Greg Gould was a professional engineer. And he was a true PEng! I shall always treasure my copy of Visman’s PhD thesis and our correspondence. I remember our talks with fondness. We talked about the composition and segregation components of his sampling variance. I pointed out the term “segregation” suggests a sampling unit may have been more homogeneous in the past. My friend agreed. That's the reason why the distribution variance and the composition variance add up to the sampling variance. It happened when two Dutchmen talked about sampling in a foreign language. But unlike French sampling experts we did grasp the properties of variances.

The odd reader of my blogs may think I’m a pack rat. I do plead guilty! I want to get back to testing for bias with Student’s t-test. But I need to tell one more tale before talking about false bias testing. Once upon a time Matheron’s new science of geostatistics somehow slipped into bias testing. It came about after ASTM awarded me in 1996 a plaque for 25 years of services. Greg Gould had asked ASTM’s Board of Directors to recognize Dr Jan Visman and his work. ASTM did so but misspelled Jan's first name as Jane! It was the same year that Barrick Gold signed me on to figure out what kind of gold resource Bre-X Minerals had cooked up in the Kalimantan jungle. And it was the time when Greg Gould sent me bias test data that Charles Rose had enhanced by kriging. He had taken to liking to geostatistics. So much so that of one of his papers was approved for David’s 1993 bash at McGill University. Rose talked about A Fractal Correlation Function for Sampling Problems. But one of his many problems was that Mohan Srivastava had lent him a helping hand. I met Rose for the first time in Columbia many years ago. He joined SGS some time after I had left in 1979. ASTM awarded Rose in 2004 the R A Glen Award. He represents the USA on ISO/TC27 on coal. He talked about his take on bias testing during the meeting at Vancouver in 2009. What a waste of my time! SGS announced on April 24, 2008 the strategic acquisition of Geostat Systems International, Montreal, Canada. For crying out loud!

False test for bias

That’s why I decided to show how to apply a false bias test. Firstly, I got the set of paired dry ash contents determined in eleven (11) shipments of Pennsylvanian anthracite at loading and at discharge. Next, I played the kriging game by inserting a kriged estimate between each pair of measured values. Take a look at what I cooked up! The variance of differences between paired data dropped from var(Δx)=0.1078 for a set of eleven (11) measured values to var(Δx)=0.0396 for the embellished set. That's what happens when a set of measured values is enriched with a set of kriged estimates. So much for kriging when testing for bias. Stay tuned for a true test for bias.

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