Dealing with uncertainties and errors You, the experimenter, will go and measure some physical quantities numerically (using some piece of equipment to do so). You make a measurement. The measurement is necessarily somewhat different than the true value of the physical quantity. First, we need to define some terms: Accuracy: This is the extent to which your measurement is in fact close to the true value. If you do not a priori know the true value, then it may be difficult to determine to what extent your measurement is accurate. Precision: This is the extent to which you can specify the exactness of a measurement. For example, to report that the time is about 3 PM is less precise than to say the time is 3:02:45. Being more precise does not always imply being more accurate. Statistical (Random) Uncertainty: This is a key idea. The statistical uncertainty of a measurement is the uncertainty that reflects the fact that every time you make a measurement, you must, be necessity, measure a slightly different quantity each time. The tendency for a measured value to "jump around" from measurement to measurement is the statistical error. Systematic Uncertainty: This is uncertainty and error in your measurement caused by anything that is not statistical uncertainty. This includes instrumental effects, not-taking things into account (will the change in barometric air pressure impact this measurement?) and gross (stupid) errors. Any measured quantity or calculated constant requires 3 items in order to specify it completely: (1) a numerical value (2) a unit (3) an indication of the reliability of the ascribed value. Item (3) means the uncertainty or systematic error. Note that the two words, 'uncertainty' and 'error' are often interchangeable. Strictly 'uncertainty' is best used to represent a range which contains the true value, perhaps with a statistical confidence, whereas 'error' is best used to cover measurement deficiencies such as systematic differences (errors). An example of a fully specified statement might be: acceleration = 13.4 ± 0.2 km s-1 1. Absolute, Relative and Percentage Uncertainties/Errors Statement: time for object to fall = 14.32 ± 0.04 s The 0.04 is referred to as the absolute (time) uncertainty in the measurement. The relative uncertainty is simply calculated as 0.04 / 14.32 = 0.0028 The percentage uncertainty = relative uncertainty x 100% = 0.28% So we can re-express the statement as: time to fall = 14.32 s ± 0.3% 1.a. Quoting Uncertainties (a) The uncertainty must be quoted to the same number of decimal digits as the value. e.g. 14.32 ± 0.04 and not 14.32 ± 0.041 (b) Knowing the uncertainty in a quantity immediately reveals the number of significant digits its value should contain e.g. 9.77 ± 0.01 m but not 9.7742 ± 0.01 m since the uncertainty of ± 0.01m clearly indicates that the third significant figure is uncertain and thus there is no point in writing down the 4th, 5th, etc. 2. Types of Uncertainties and Errors Uncertainties are mainly of two types, systematic and random. There does exist a third type, blunders, but they must be discarded when correctly recognised. 2.a. Systematic errors Often these are the most difficult to deal with since you may not even be aware of their existence. They cause a series of measurements to be always too high or too low rather than randomly scattered about the true value; e.g. a shrunken ruler will always give length measurements which are too high. Systematic errors must be carefully watched for and if possible eliminated or turned into random uncertainties; e.g. in measuring a temperature difference, exchange the two thermometers and take a second reading thereby eliminating zero errors. 2.b. Random Uncertainties These may result either from the random varieties (often referred to as fluctuations) in the measured quantity itself (e.g. the emission of alpha, beta or gamma rays from a radioactive source or from the variations in measuring instruments and/or the experimenter. This simply means that repeated measurements are unlikely to give precisely the same value each time. Rather a spread of values will be obtained and it is from this spread or scatter that the uncertainty in the measured quantity is best determined. You can turn this argument around and state that the best way of accurately determining the uncertainty in any measured quantity is by repeating the measurement many times. The next two sections, however, will consider situations in which a detailed treatment of measurement scatter is not relevant. 2.c. Non-random Measurements If you make a series of measurements and they all have the same value (see previous section) this indicates that the instrument used for the measurement was possibly not sufficiently sensitive for the use intended and you might then consider whether your choice is appropriate. This does not mean, however, that there is no uncertainty in the measurements. Example: Using a vernier the following measurements were made of the diameter at different points along a brass rod; 1.42 cm, 1.42 cm, 1.42 cm, 1.42 cm, 1.42 cm. Clearly any variations in diameter are too small for the vernier to detect. This does not mean that there is no uncertainty in the result, but rather that it is not greater than half the smallest division that the vernier can measure, viz. 1/2 x 0.01 cm = 0.005 cm. If the length had been greater than 1.42 cm the venier would have read it as 1.43 cm; if it had been less than 1.415 the reading would have been 1.41 cm. The result of this measurement is, therefore, written as 1.42 ± 0.005 cm 2.d. Limited Sampling On many occasions you will not be in a position to repeat a measurement many times. For example, recording the temperature of a cooling body; you measure single temperatures at specified times. Here you must use your own judgement in determining how accurately the temperatures were measured. Under ideal conditions the uncertainty is likely to be ± 1/2 of the smallest divisions of the instrument used. Note, however, this is likely to be the minimum uncertainty and that systematic or instrument errors, may be somewhat higher. It is good practice to examine the manufacturers specifications for the instruments you use. Time restrictions limit you to only a few, say 3 or 4 repeated measurements Example: Four length measurements of a rod were recorded as : 0.041, 0.044, 0.044 and 0.045 m. There are two alternative approaches in calculating the uncertainty. (a) Take the uncertainty as half the difference between the highest and lowest readings = ± (0.045 - 0.042)/2 = ± 0.002 m. (b) Calculate the average deviation for the four readings For the above example this is ± 0.001 m which is half the value calculated in (a). The disadvantage of this method is that calculating the spread in small samples using average deviations (or standard deviations) is extremely dubious. 3. Manipulation of Independent Uncertainties You will often have to calculate a quantity that depends on a number of measurements you have made, each having some uncertainty. You need, therefore, to understand how the individual uncertainties combine. The section below describes a very simple way of doing it but which will overestimate uncertainties. 3.1 The Less Precise Way Addition and subtraction Let L = x+y-z with dx, dy and dz the absolute uncertainties in x, y and z respectively. dL = dx + dy + dz Note that the change in sign of dz is justified by the following arguments: Maximum value of L will be given by (L+dL) = (x+dx) + (y+dy) - (z-dz) = (x+y-z) + (dx+dy+dz) and the minumum value of L by (L-dL) = (x-dx) + (y-dy) - (z+dz) + (x+y-z) - (dx+dy+dz) i.e. dL = dx + dy + dz Absolute uncertainty in sum = algebraic sum of absolute uncertainties in the individual terms. Example : Suppose a = (2.1 ± 0.1)m, b=(3.4 ± 0.4)m and c = (0.82 ± 0.01)m If S = a + b - c What is dS? dS = da + db + dc = 0.1 + 0.4 + 0.01 = 0.51 = 0.5 thus S = 4.7 ± 0.5m Products and quotients Let L = x(y/z) Log L = log x + log y - log z dL/L = dx/x + dy/y + dz/z Relative (or percentage uncertainty) of a product and/or quotient = sum of the relative (or percentage uncertainties) in the individual terms. Examples: Suppose a = (2.1 ± 0.1)m, b=(3.4 ± 0.4)m and c = (0.82 ± 0.01)m If S = a x b/c What is dS? dS/S = da/a + db/b + dc/c = 0.1/2.1 + 0.4 /3.4+ 0.01/0.82 = 0.18 = 18% thus S = 9.0 ± 18% or 9.0 ±1.5m Powers Let L = xa yb Log L = a log x + b log y dL/L = a dx/x + b dy/y Relative (or percentage) uncertainty = sum of the relative (or percentage) uncertainties in each term multiplied by the corresponding power index. NB If a parameter is raised to a high power then its contribution to the total error is increased by a factor equal to the value of the power. It is important that the parameter is measured with increased accuracy in order to keep the total error relatively low. Examples: Suppose a = (2.1 ± 0.1)m, b=(3.4 ± 0.4)m and c = (0.82 ± 0.01)m Suppose S = x2y3 where x = 4.0 ± 0.2, y = 2.2 ± 0.3 What is the value of dS? dS/S = 2(dx/x) + 3(dy/y) = 2(0.2/4.0) + 3(0.3/2.2) = 0.1 + 0.4 = 50% thus S = 170 ± 50% NB The above technique for the manipulation of uncertainties leads to values which are generally too large. 3.2 The Precise Way By simply adding the absolute uncertainties it is assumed that the uncertainties in dx, dy and dz add in the worst possible way. If dx, dy and dz are independent uncertainties then this will rarely happen. A more suitable way of calculating the uncertainties is as follows: (dL)2= (dx)2 + (dy)2 + (dz)2 for products and quotients: (dL/L)2 = (dx/x)2 + (dy/y)2 + (dz/z)2 and for powers: (dL/L)2 = a2(dx/x)2 + b2(dy/y)2 Uncertainties, so calculated, are usually referred to as the most probable uncertainty 4. Error bars on graphs You must account for the uncertainties in your measured points by representing these uncertainties as error bars on your graphs. In nearly every experiment, you are varying some quantity, X, and the measuring the impact on some quantity, Y. Measure the uncertainties in X and Y. Then plot Y vs. X with bars on Y and X to show how uncertain the measurement was (see graph below). This is what a physicist means by error bars. A graph without error bars is just plain wrong. Sometimes the size of the bar is very small - that's ok. Once you have plotted the points, do a fit to some function (usually a line) that describes the physics you expect, or just see what line you get. Remember that if you ask for a polynomial, you will get one. The trendline is not 'it', it is not the point of the exercise. Once you have this you need to address the following question: is the best fit a good fit. In other words, does the model fit the data to within the uncertainties prescribed by the error bars. This is the critical question for the experimental physicist. Your goal is not to measure a number. Your goal is not even to measure the "right" number. Really, your goal is to determine if the physical model is supported by the data. In my opinion, if you take this notion to heart, you will understand the soul of experimental physics. To do this you must numerically answer the question: "Does the data fit the model to within the uncertainties on the measurements?" Sometimes, you may not know what it is supposed to do and what kind of line the physics would suggest. In that case you are looking for a relationship between two quantities and to work out what that is you have to find something to plot that gives you a straight line, e.g. y against x 2. If you get a straight line, that is the holy grail of physics - you can say that y is proportional to x2 - you have discovered a law that governs those two quantities. Your next task is to work out WHY is should be x 2 and not x3 or 1/x.