Error Analysis (Analysis of Uncertainty)

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Error Analysis

(Analysis of Uncertainty)

Almost no scientific quantities are known exactly

– there is almost always some degree of uncertainty in the value

Value ± Uncertainty

– Values that are measured experimentally

– Values that are calculated

» from an equation

» using other values which have their own uncertainty

– A value might be determined both ways: calculate it and measure it

Uncertainty in Measured Values

 Two components of Uncertainty

– Measured value ± systematic errors ± random errors

 Precision of a measurement

– variations due to random fluctuations

– power supply, angle of view of a meter, etc.

 Accuracy of a measurement

– includes uncertainty in precision

– also includes systematic errors

» incorrect experimental procedure, uncalibrated instrument, use a ruler with only 9 mm per cm

Add four bullseyes here next time

Treatment of Random Errors

 Assume that systematic errors have been eliminated

 Simple Estimate

– Analog Gauge or Scale

» How finely divided is the readout, and how much more finely do you estimate that you can interpolate between those divisions?

– Digital Readout

» What is the smallest stable digit?

Statistical Treatment of Random Errors

 Suppose you repeated the exact same measurement at the exact same conditions an infinite number of times

– Not every measurement will be the same due to random errors

– Instead there will be a distribution of measured values

 Could use the results to construct a frequency distribution or probability function

Frequency Distribution or

Probability Function

60

50

40

30

20

10

0

23

.5

25

.5

27

.5

29

.5

31

.5

33

.5

35

.5

37

Measured Value (+/- 0.5)

.5

39

.5

0.12

0.1

0.08

0.06

0.04

0.02

0

23

.5

25

.5

27

.5

29

.5

31

.5

33

.5

35

.5

Measured Value

37

.5

39

.5

41

.5

With a finite number of measurements you get a frequency distribution

– Probability of a measurement falling within a given box is number in that box divided by total number

With an infinite number you get a probability function

– Plot of P(x) versus x

– P(x) is the probability of a measurement being between x and x + dx

Characteristics of the Probability

Function

Certain kinds of experiments may naturally lead to a certain kind of probability function

– For example, counting radioactive decay processes leads to a

Poisson Distribution

Often, however, it is assumed that the errors are by a

Normal Distribution Function

1 M x

2

 exp

2

2 N

–  is the mean (average) of the infinite number of measurements

–  is the standard deviation of the infinite number of measurements

Use of the Probability Function

 z



F

H

  I

K

1 

P(xµ) is normalized:

– That is, the total area under the P curve equals 1.0

If you knew

 and

(and so you knew P) you could find the limits between which 95% of all measurements lie.

Insert plot with shaded area at left

– Noting that P is symmetric about µ you could say with 95% confidence that the measured value lies between

-

 and

+

– That is, the value is  ±  at the

95% confidence level

An Infinite Number of Measurements

Isn’t Practical

 You can only make a finite number of measurements

– Therefore you do not know  or

 You can calculate the average and variance for your set of measurements x

1

N i

N 

1 x i

S

2 

N

1

1 i

N 

1

Average and Variance of the Data Set

Do Not Equal

and

Use Student’s t-Table to relate the two:

– Pick a confidence level, 95%

– Define degrees of freedom as N-1

– Read value of t

» Be careful, t-Tables can be presented in two ways

» One is such that 95% will be less than t

 In this case if you want 95% between -t and t you need 97.5% less that t

(the curves are symmetric)

» Another is such that 95% will be between -t and t

Uncertainty limits are then found from the variance

– value = average of the data set ± 

   tS

N

One Form of Student’s t-Table

Add shaded bell curve here

The value of t from this form of the table corresponds to 95% of all measurements being less than

+

 and therefore 5% being greater than

+

Note that if you want 95% of all measured values to fall between

-

 and

+

– then 97.5% of all measured values must be less than

+

(or 2.5% will be greater than

+

)

– and then due to the symmetry of P

97.5% will also be greater than

-

(or another 2.5% will be less than

-

)

– so 95% will be between 

-

 and

+

Add abbreviated t-table here

Another Form of Student’s t-Table

Add shaded bell curve here

 The value of t from this form of the table corresponds to 95% of all measurements being between

-

 and

+

 Therefore 5% are either

– greater than 

+

– or less than 

-

Add abbreviated t-table here

Example

 Add Problem Statement here

– preferably use data from one of the experiments they are doing

Solution

 Add solution here

Summary: Uncertainty in Measured

Quantities

Measured values are not exact

Uncertainty must be estimated

– simple method is based upon the size of the gauge’s gradations and your estimate of how much more you can reliably interpolate

– statistical method uses several repeated measurements

» calculate the average and the variance

» choose a confidence level (95% recommended)

» use t-table to find uncertainty limits

Next lecture

– Uncertainty in calculated values

» when you use a measured value in a calculation, how does the uncertainty propagate through the calculation

– Uncertainty in values from graphs and tables

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