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ME FEATURE w
NDT
by Charles Annis, John C. Aldrin, and
Harold A. Sabbagh
What is
Missing in
Nondestructive
Testing
Capability
Evaluation?
Photo credit: Matt Lieb
44
Capability
0.99
0.98
0.95
0.9
Fraction < X
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.05
0.02
0.01
0.0
0.2
0.4
(a)
0.6
0.8
1.0
X
0.99
0.98
0.95
0.9
Fraction < X
^
X + 2s . The mean is X = X / n = 0.409, and the
^, is 0.314,
estimate of the standard deviation, s
so the bounds are 0.219 and 1.037, respectively.
Simple. And in this case, wrong. Why? Because the
data do not have a normal distribution. Rather, the
data are lognormal, which means that < log(X) < ,
so the lower bound can never be negative.
It is easy to check the normal assumption: make a
quantile-quantile (Q-Q) plot. A Q-Q plot displays the
quantiles (percentiles) of the data against the
quantiles expected from the probability modelin this
case, the normal model. If the data are (approximately) normal they plot as a straight line, which they
do not in Figure 1a, but do when plotted as log(X) in
Figure 1b.
The lesson here is not that engineers do not check
if their data have a normal distribution; it is that they
seldom check the validity of any of their statistical
assumptions.
For example, ask engineers about their finite
element analysis and they will say what software was
used. Pressed for details, they might add that the
material was assumed to be isotropic and linear
elastic and tell about its ultimate strength, yield
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.05
0.02
0.01
2
102
(b)
4 5 6 789
101
4 5 6 789
100
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ME FEATURE w
x ndt capability evaluation
POD (a)
Since most engineers are familiar with ordinary leastsquares (OLS) linear regression, the authors will use it
0.8
0.6
0.4
0.2
= 0
a10
POD (a)
(a)
(b)
a50
a90
0.8
0.6
0.4
0.2
= 0
censor
Figure 2. Regression of signal strength (Y) on target size (X): (a) ordinary leastsquares requires all responses to be observable; and (b) replacing censored values
with the censoring value skews the result anticonservatively. POD = probability of
detection.
46
POD (a)
0.8
0.6
0.4
0.2
= 0
censor
a10
a50
a90
47
ME FEATURE w
x ndt capability evaluation
Dependent variable, Y
80
60
40
20
0
0
20
40
60
80
Independent variable, X
(a)
Dependent variable, Y
80
60
40
20
0
0
(b)
20
40
60
80
Independent variable, X
Figure 4. Inefficient versus efficient model building: (a) technique 1, estimate the
mean behavior by connecting the group means, and estimate the bounds by
connecting the points at group mean 2sample.sd; and (b) technique 2, a parametric model can use all the data collectively, not locally to provide a better overall
description of the data.
48
(1)
POD( a, ...) =
exp f [ X ]
1 + exp f [ X ]
where
f(X) = b0 + b1X.
As before, the authors purpose is not to provide a
prcis on mathematical statistics, but rather to call the
readers attention to standard statistical methods that
are well suited for solving many of NDT engineering
problems. Consider real data, found as example 3
hm.csv in MIL-HDBK-1823A (2009), which focuses on
techniques to produce POD versus size curves based
on experimental data (DOD, 2009). The completed
analysis is shown in Figure 5 (DOD, 2009).
The Model Must be Linear in the Parameters
Statisticians and engineers use the term linear
model differently. In statistics, a model is linear if it is
linear in the model parameters. In engineering, a
system is linear if the output is a linear function of the
input. So, y = b0 + b1x2 + b0sin(x) is a linear statistical
model, but y = b0 + b1eb2x is not. Not meeting the
requirement for being linear in the model parameters
means that OLS cannot be used, but as with GLM, that
means only that some other technique is required.
a90/95
a90
a50
1.0
0.9
0.8
0.7
0.6
POD a
0.5
0.4
0.3
0.2
0.1
0.0
0.0
2.54
5.08
7.62
10.16
Size, a (mm)
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ME FEATURE w
x ndt capability evaluation
a90
a50
a90/95
Nonexistent a90
and a90/95
1.0
0.9
0.8
POD (a)
0.7
0.6
0.5
0.4
These misses would be
very improbable if the
POD model were correct
and the local POD > 0.95
0.3
0.2
0.1
Clue that
something
is wrong
0.0
0.0 2.54
5.08
Size, a (mm)
Figure 6. Preliminary analysis of Nondestructive Testing Information Analysis
Center 1997 A9002 3-L dataset showing some problems that arise from data plots.
POD = probability of detection.
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Categorical Data
So far, only the requirements on the response, Y, have
been considered, but there are other, underappreciated, ignored, or unknown assumptions being made
about the independent observations, X. Remember,
just because the assumptions being made are
unknown does not mean they are not being made.
One requirement of X for OLS regression to be meaningful is that it be continuous and observable.
However, many things cannot be described by a
position on the number line, and attempts to do it
anyway are part of the ad hoc analysis problem.
Consider, for example, different eddy current probe
manufacturers. How could they be placed on a real
number line? They cannot.
Suppose the data involved eddy current probes
from different manufacturers and needed to be
included in your regression analysis to evaluate manufacturer performance. A parameter could be created
called Mfg and assigned values of 1, 2, and 3. The not
altogether obvious problem is that manufacturer 3 has
been defined to have three times the influence as
manufacturer 1. It has been further stipulated that the
difference between manufacturer 1 and manufacturer 2
is the same as between manufacturer 2 and manufacturer 3. As a result, any analysis would be hopelessly
wrong because the purpose of the analysis is to
determine the relative performances of each manufacturer, and that has been made impossible. Such data
are categorical and cannot be analyzed simply by
assigning values.
One technique (there are others) is to define two
Mfg parameters, Mfg1 and Mfg2, for example, so that
each appears in the model only when response is
from that manufacturers probe, like in Table 1.
TABLE 1
Mfg1
Mfg2
1
2
3
0
0
1
0
1
0
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ME FEATURE w
x ndt capability evaluation
A
A
A and B
A and B
(a)
(b)
Figure 7. Venn diagrams showing: (a) independent; and (b) non-independent inspections. In (a), the venn diagram
shows crack found by inspection A, found by inspection B, and found by both A and B, and missed by both. Note that
area A and B is counted twice. In (b), inspections A and B are not independent. What was found (or missed) by A was
found (or missed) by B. Inspecting twice does not change probability of detection.
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0.51
0.38
0.25
0.13
0
0
(a)
0.13
0.25
0.38
0.51
(b)
0.25
0.2
0.15
0.1
0.5
0
0.5
0.1
0.15
0.15
0.2
0.25
0.3
0.36
0.41
0.46
Figure 8. Characterization error in depth sizing: (a) eddy current sizing results for crack depth (left censoring was applied for small cracks with
weak signals below the detection threshold); (b) characterization error for censored inversion results for crack depth. Plots include a linear
model fit (black solid line) with corresponding prediction bounds (blue dash-dot line). Red dashed lines are additional bounds based on an
ordinary least-squares fit and assumption that sizing performance does not vary with varying crack depth.
53
ME FEATURE w
x ndt capability evaluation
w
x
ACKNOWLEDGMENTS
The authors would like to acknowledge ancillary support
from the Air Force Research Lab (AFRL) under a SBIR
Phase II Contract FA8650-13-C-5180 with Victor Technologies, LLC. They are especially grateful to Jeremy Knopp and
Eric Lindgren, of the AFRL/RXCA Wright-Patterson AFB, for
their insightful comments and suggestions. R, an opensource package for statistical computing, was used for the
statistical analyses in the paper.
AUTHORS
Charles Annis: Statistical Engineering, Palm Beach Garden,
Florida 33418.
John C. Aldrin: Computational Tools, Gurnee, Illinois 60031.
Harold A. Sabbagh: Victor Technologies, LLC, Bloomington,
Indiana 47401.
REFERENCES
Agresti, A., Categorical Data Analysis, 2nd ed., Wiley,
Hoboken, New Jersey, 2002.
Annis, C., Probabilistic Life Prediction Isnt as Easy as It
Looks, ASTM STP1450, ASTM Symposium on Probabilistic
Aspects of Life Prediction, ASTM International, West
Conshohocken, Pennsylvania, 2003.
Bates, D., and D. Watts, Nonlinear Regression Analysis and
Its Applications, Wiley, Hoboken, New Jersey, 1988.
Casella, G., and R. Berger, Statistical Inference, 2nd ed.,
Cengage Learning, Independence, Kentucky, 2001.
Chatfield, C., The Analysis of Time Series, 4th ed., Chapman
and Hall, London, England, 1989.
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