Error Analysis: //teacher - Nsrl.rochester - Edu/phy Labs/appendixb/appendixb - HTML
Error Analysis: //teacher - Nsrl.rochester - Edu/phy Labs/appendixb/appendixb - HTML
Error Analysis: //teacher - Nsrl.rochester - Edu/phy Labs/appendixb/appendixb - HTML
1 Introduction
The knowledge we have of the physical world is obtained by doing experiments and making mea-
surements. It is important to understand how to express such data and how to analyze and draw
meaningful conclusions from it.
In doing this it is crucial to understand that all measurements of physical quantities are subject to
uncertainties. It is never possible to measure anything exactly. It is good, of course, to make the
error as small as possible but it is always there. And in order to draw valid conclusions the error
must be indicated and dealt with properly.
Take the measurement of a person’s height as an example. Assuming that her height has been
determined to be 50 800 , how accurate is our result?
Well, the height of a person depends on how straight she stands, whether she just got up (most
people are slightly taller when getting up from a long rest in horizontal position), whether she
has her shoes on, and how long her hair is and how it is made up. These inaccuracies could all
be called errors of definition. A quantity such as height is not exactly defined without specifying
many other circumstances.
Even if you could precisely specify the “circumstances”, your result would still have an error
associated with it. The scale you are using is of limited accuracy; when you read the scale, you
may have to estimate a fraction between the marks on the scale, etc.
If the result of a measurement is to have meaning it cannot consist of the measured value alone.
An indication of how accurate the result is must be included also. Indeed, typically more effort is
required to determine the error or uncertainty in a measurement than to perform the measurement
itself. Thus, the result of any physical measurement has two essential components: (1) A numerical
value (in a specified system of units) giving the best estimate possible of the quantity measured, and
(2) the degree of uncertainty associated with this estimated value. For example, a measurement
of the width of a table would yield a result such as (95.3 ± 0.1)cm.
2 Significant Figures
The significant figures of a (measured or calculated) quantity are the meaningful digits in it. There
are conventions which you should learn and follow for how to express numbers so as to properly
indicate their significant figures.
• Any digit that is not zero is significant. Thus 549 has three significant figures and 1.892 has
four significant figures.
• Zeros between non zero digits are significant. Thus 4023 has four significant figures.
• Zeros to the left of the first non zero digit are not significant. Thus 0.000034 has only two
significant figures. This is more easily seen if it is written as 3.4 × 10−5 .
• For numbers with decimal points, zeros to the right of a non zero digit are significant. Thus
2.00 has three significant figures and 0.050 has two significant figures. For this reason it is
important to keep the trailing zeros to indicate the actual number of significant figures.
1
• For numbers without decimal points, trailing zeros may or may not be significant. Thus,
400 indicates only one significant figure. To indicate that the trailing zeros are significant a
decimal point must be added. For example, 400. has three significant figures, and has one
significant figure.
• Exact numbers have an infinite number of significant digits. For example, if there are two
oranges on a table, then the number of oranges is 2.000 . . . . Defined numbers are also
like this. For example, the number of centimeters per inch (2.54) has an infinite number of
significant digits, as does the speed of light (299792458m/s).
There are also specific rules for how to consistently express the uncertainty associated with a
number. In general, the last significant figure in any result should be of the same order of magnitude
(i.e.. in the same decimal position) as the uncertainty. Also, the uncertainty should be rounded
to one or two significant figures. Always work out the uncertainty after finding the number of
significant figures for the actual measurement.
For example,
• 9.82 ± 0.02
• 10.0 ± 1.5
• 4±1
The following numbers are all incorrect.
• 9.82 ± 0.02385 is wrong but 9.82 ± 0.02 is fine.
• 10.0 ± 2 is wrong but 10.0 ± 2.0 is fine.
2
4 Classification of Error
Generally, errors can be divided into two broad and rough but useful classes: systematic and
random.
Systematic errors are errors which tend to shift all measurements in a systematic way so their
mean value is displaced. This may be due to such things as incorrect calibration of equipment,
consistently improper use of equipment or failure to properly account for some effect. In a sense, a
systematic error is rather like a blunder and large systematic errors can and must be eliminated in
a good experiment. But small systematic errors will always be present. For instance, no instrument
can ever be calibrated perfectly.
Other sources of systematic errors are external effects which can change the results of the ex-
periment, but for which the corrections are not well known. In science, the reasons why several
independent confirmations of experimental results are often required (especially using different
techniques) is because different apparatus at different places may be affected by different system-
atic effects. Aside from making mistakes (such as thinking one is using the x10 scale, and actually
using the x100 scale), the reason why experiments sometimes yield results which may be far outside
the quoted errors is because of systematic effects which were not accounted for.
Random errors are errors which fluctuate from one measurement to the next. They yield results
distributed about some mean value. They can occur for a variety of reasons.
• They may occur due to lack of sensitivity. For a sufficiently a small change an instrument
may not be able to respond to it or to indicate it or the observer may not be able to discern
it.
• They may occur due to noise. There may be extraneous disturbances which cannot be taken
into account.
• They may be due to imprecise definition.
• They may also occur due to statistical processes such as the roll of dice.
Random errors displace measurements in an arbitrary direction whereas systematic errors displace
measurements in a single direction. Some systematic error can be substantially eliminated (or
properly taken into account). Random errors are unavoidable and must be lived with. Many times
you will find results quoted with two errors. The first error quoted is usually the random error,
and the second is called the systematic error. If only one error is quoted, then the errors from all
sources are added together. (In quadrature as described in the section on propagation of errors.)
A good example of “random error” is the statistical error associated with sampling or counting.
For example, consider radioactive decay which occurs randomly at a some (average) rate. If a
sample has, on average, 1000 radioactive decays per second then the expected number of decays
in 5 seconds would be 5000. A particular measurement in a 5 second interval will, of course, vary
from this average but it will generally yield a value within 5000 ± . Behavior like this, where
the error,
√
∆n = nexpected , (1)
is called a Poisson statistical process. Typically if one does not know it is assumed that,
xmeasured = xexpected ,
3
0.5mm less or 0.5mm more than your measurement. In other words single measurements have an
error half of the accuracy of the measurement tool.
Let’s discuss an example. Say you try to measure the length of a pencil with a millimetric ruler
and the accuracy of this ruler is 0.1cm. Therefore if you measured the length as 18.3cm then
you could make an error of 0.1cm in total; meaning the true value of this one-time measurement
would lie between (18.3 + 0.05)cm and (18.3 − 0.05)cm. This means that the measurement has an
uncertainty of 0.05cm. Thus you should consider (18.30 ± 0.05)cm as your measurement.
If you would measured the length with a vernier and read 18.27cm, since the accuracy is 0.01cm
in it, you would made an error of 0.01cm. Then you should consider (18.270 ± 0.005)cm as your
measurement.
But true way to be “sure” that the measurements are reliable in an experiment is to repeat the
experiment as many times as possible and perform an error analysis on “the mean value” of these
repeated data to report. Let’s dig in how to do so.
x1 , x2 , x3 , ..., xN ,
N measurements of the same quantity, x. If the errors were random then the errors in these results
would differ in sign and magnitude. So if the average or mean value of our measurements were
calculated,
N
x1 + x2 + x3 + ... + xN 1 X
x̄ = = xi , (2)
N N i=1
some of the random variations could be expected to cancel out with others in the sum. This is the
best that can be done to deal with random errors: repeat the measurement many times, varying
as many “irrelevant” parameters as possible and use the average as the best estimate of the true
value of x. (It should be pointed out that this estimate for a given N will differ from the limit as
the true mean value; though, of course, for larger N it will be closer to the limit.) In the case of
the previous example: measure the height at different times of day, using different scales, different
helpers to read the scale, etc.
Doing this should give a result with less error than any of the individual measurements. But it is
obviously expensive, time consuming and tedious. So, eventually one must compromise and decide
that the job is done. Nevertheless, repeating the experiment is the only way to gain confidence in
and knowledge of its accuracy. In the process an estimate of the deviation of the measurements
from the mean value can be obtained.
Maximum Error
The maximum and minimum values of the data set, xmax and xmin , could be specified. In
these terms, the quantity,
xmax − xmin
∆xmax = (3)
2
is the maximum error. And virtually no measurements should ever fall outside x̄ ± ∆xmax .
4
Probable Error
The probable error, ∆xprob , specifies the range x̄±∆xprob which contains 50% of the measured
values.
Average Deviation
The average deviation is the average of the deviations from the mean,
1 X
∆xav = |xk − x̄| (4)
N
k
For a Gaussian distribution of the data, about 58% will lie within x̄ ± ∆xav .
Standard Deviation
For the data to have a Gaussian distribution means that the probability of obtaining the
result x is,
1 (x−x0 )2
P (x) = √ e− 2σ2 . (5)
σ 2π
where x0 is most probable value and σ, which is called the standard deviation, determines the
width of the distribution. Because of the law of large numbers this assumption will tend to be
valid for random errors. And so it is common practice to quote error in terms of the standard
deviation of a Gaussian distribution fit to the observed data distribution. This is the way you
should quote error in your reports. It is just as wrong to indicate an error which is too large
as one which is too small. In the measurement of the height of a person, we would reasonably
expect the error to be 1/400 if a careful job was done, and maybe ±3/400 if we did a hurried sample
measurement. Certainly saying that a person’s height is 50 8.25000 ± 0.00200 is ridiculous (a single
jump will compress your spine more than this) but saying that a person’s height is 50 800 ±600 implies
that we have, at best, made a very rough estimate!
The quantity σx2 , the square of the standard deviation, is called the variance. There is another
definition of the standard deviation which is,
s
1 X
σx = (xk − x̄)2 . (7)
N −1
k
The reason behind the necessity of second definition for standard deviation is not to have large-
enough number of measurements. Since all of the measurements contains some (positive or nega-
tive) error their mean value will also have some error. If one could repeat the measurement many
many more times, than the mean value of x would converge to the true value of x. But to perform
enough number of repeats has a high cost and is not time-sufficient. So one should stop repeating
the measurements at a logical number1 and find/define other methods to minimize the errors in
measurements and calculations. Since there is not enough number of repeats, the mean value of x
is bigger than the real mean value of x. Thus, (xk − x̄)2 as calculated is always a little bit smaller
than (xk − x̄true )2 , the quantity really wanted. In the theory of probability (that is, using the
1 This number is up to the experimental setup, the nature of the experiment itself and the experience of the
experimentalist.
5
assumption that the data has a Gaussian distribution), it can be shown that this underestimate is
corrected by using N-1 instead of N.
Meaning of the standard deviation is that if one could made one more measurement of x then (this
is also a property of a Gaussian distribution) it would have some 68% probability of lying within
x̄ ± σx . Note that this means that about 30% of all experiments will disagree with the accepted
value by more than one standard deviation!
However, we are also interested in the error of the mean, which is smaller than σx if there were
several measurements. An exact calculation yields,
s
σx 1 X
σx̄ = √ = (xk − x̄)2 , (8)
N N (N − 1)
k
for the standard error of the mean. This means that, for example, if there were 20 measurements,
the error on the mean itself would be 4.47 times smaller then the error of each measurement. The
number to report for this series of N measurements of x is x̄ ± σx̄ . The meaning of this is that if
the N measurements of x were repeated there would be a 68% probability the new mean value of
would lie within x̄ ± σx̄ (that is between x̄ + σx̄ and x̄ − σx̄ ). Note that this also means that there is
a 32% probability that it will fall outside of this range. This means that out of 100 experiments of
this type, on the average, 32 experiments will obtain a value which is outside the standard errors.
For a Gaussian distribution there is a 5% probability that the true value is outside of the range
x̄ ± 2σx̄ , i.e. twice the standard error, and only a 0.3% chance that it is outside the range of ±3σx̄ .
Examples
Suppose the number of cosmic ray particles passing through some detecting device every hour is
measured nine times and the results are those in the Table (1). Thus we have x̄ = 900/9 = 100
and σx2 = 1500/8 = 188 or σx = 14. Then the probability that one more measurement of x will lie
within 100 ± 14 is 68%.
i xi (xi − x̄)2
1 80 400
2 95 25
3 100 0
4 110 100
5 90 100
6 115 225
7 85 225
8 120 400
9 105 25
Sum 900 1500
Table 1: Number of cosmic ray particles passing through a detector device every hour.
The value to be reported for this series of measurements is 100 ± (14/3) or 100 ± 5. If one were
to make another series of nine measurements of x there would be a 68% probability the new mean
would lie within the range 100 ± 5. √
Random counting processes like this example obey a Poisson distribution for which σx = x̄. So
one would expect the value of σx to be 10. This is somewhat less than the value of 14 obtained
above; indicating either the process is not quite random or, what is more likely, more measurements
are needed.
The same error analysis can be used for any set of repeated measurements whether they arise from
random processes or not. For example in the Atwood’s machine experiment to measure g you are
6
asked to measure time five times for a given distance of fall s. The mean value of the time is,
1X
t̄ = ti (9)
5 i
where N = 5.
For the distance measurement you will have to estimate ∆s, the precision with which you can
measure the drop distance (probably of the order of 2-3 mm).
5 Propagation of Errors
Frequently, the result of an experiment will not be measured directly. Rather, it will be calculated
from several measured physical quantities (each of which has a mean value and an error). What
is the resulting error in the final result of such an experiment? For instance, what is the error in
Z = A + B where A and B are two measured quantities with errors ∆A and ∆B respectively?
A first thought might be that the error in Z would be just the sum of the errors in A and B. After
all,
and
But this assumes that, when combined, the errors in A and B have the same sign and maximum
magnitude; that is that they always combine in the worst possible way. This could only happen if
the errors in the two variables were perfectly correlated, (i.e.. if the two variables were not really
independent).
If the variables are independent then sometimes the error in one variable will happen to cancel out
some of the error in the other and so, on the average, the error in Z will be less than the sum of the
errors in its parts. A reasonable way to try to take this into account is to treat the perturbations
in Z produced by perturbations in its parts as if they were “perpendicular” and added according
to the Pythagorean theorem,
p
∆Z = (∆A)2 + (∆B)2 . (13)
where ∂F
∂A is the derivative of F with respect to A with B held constant. Similarly the perturbation
in Z due to a perturbation in B is,
∂F
∆B. (15)
∂B
Combining these by the Pythagorean theorem yields
s 2 2
∂F ∂F
∆Z = (∆A)2 + (∆B)2 (16)
∂A ∂B
7
In the example of Z = A + B considered above,
∂F ∂F
= 1, = 1, (17)
∂A ∂B
which also gives the same result. Errors combine in the same way for both addition and subtraction.
However, if Z = AB then,
∂F ∂F
= B, = A, (19)
∂A ∂B
so
p
∆Z = B 2 (∆A)2 + A2 (∆B)2 . (20)
Thus,
s 2 2
∆Z ∆Z ∆A DeltaB
= = + (21)
Z AB A B
or the fractional error in Z is the square root of the sum of the squares of the fractional errors
in its parts. (You should be able to verify that the result is the same for division as it is for
multiplication.) For example,
s 2 2
100.0 6.0
(100.0 ± 0.3)(6.0 ± 0.4) = 600 ± + = 600 ± 40 (22)
0.3 0.4
It should be noted that since the above applies only when the two measured quantities are inde-
pendent of each other it does not apply when, for example, one physical quantity is measured and
what is required is its square. If Z = A2 then the perturbation in Z due to a perturbation in A is,
∂Z
∆Z = ∆A = 2A∆A. (23)
∂A
If a variable Z depends on one or two variables (A and B) which have independent errors (∆A and
∆B) then the rule for calculating the error in Z is tabulated in Table (2) for a variety of simple
relationships. These rules may be compounded for more complicated situations.[2, 3]
8
Z(A, B) ∆Z
Z = AB ( ∆Z 2 ∆A 2 ∆B 2
Z ) =( A ) +( B )
A
Z= B ( ∆Z 2 ∆A 2 ∆B 2
Z ) =( A ) +( B )
∆Z
Z = An Z = n ∆A
A
∆A
Z = ln(A) ∆Z = A
∆Z
Z = eA Z = ∆A
6 Examples
6.1 Uncertainty in Single Measurements
Consider the single time measurement taken on airtable of frequency 40Hz. Accuracy of this
machine is,
1
accuracy = = 0.025sec. (26)
f
Then the error in this measurement is,
accuracy
∆t = ≈ 0.013sec. (27)
2
• Standard Deviation:
s
1 X
σ = (xk − x̄)2
N
k
r
(80 − 100)2 + (95 − 100)2 + (100 − 100)2 + · · · + (120 − 100)2 + (105 − 100)2
=
9
≈ 12.9 (28)
9
• True Standard Deviation:
s
1 X
σx = (xk − x̄)2
N −1
k
r
(80 − 100)2 + (95 − 100)2 + (100 − 100)2 + · · · + (120 − 100)2 + (105 − 100)2
=
9−1
≈ 13.69 (29)
Recall that the subject is “the motion with constant velocity” in Experiment 1. Thus the speed is,
x 5cm
V = = = 25cm/sec. (33)
t 0.2sec
According to Eqn (16), the error in speed is,
s 2 2
∂V ∂V
∆V = (∆x)2 + (∆t)2
∂x ∂t
s
2 x 2
1
= (∆x)2 + − 2 (∆t)2
t t
s
1 (5cm)2
= 2
(0.05cm)2 + (0.01sec)2
(0.2sec) (0.2sec)4
≈ 0.35cm/sec. (34)
10
7 Experimental Part
We’ll perform inclined plane experiment on airtable several times. First let’s recall the theoretical
background of inclined plane.
7.1 Theory
There are only two forces on the mass on a frictionless in-
clined plane shown in Figure (1), which are normal force
and its own weight.
F~net = m~g + N
~ = mg sin αı̂ + (−mg cos α + N )̂. (37)
Since cartesian unitary vectors are linearly independent, one can split Eqn(39) into two independent
equations for each direction as follows,
Because there is no motion in y-direction, the velocity and the acceleration in that direction is
zero, meaning the acceleration of the system is,
~a = ax ı̂. (42)
Then one can infer that mg sin α = N by Eqn (41). On the other hand, using Eqn (40) one can
get the acceleration of the system as,
a = g sin α. (43)
7.2 Procedure
7.2.1 Experimental Procedure
1. Turn the airtable into an inclined plane by placing its cylindirical part under its back foot.
2. Turn on the lab table and then the airtable.
3. By using only compressor’s pedal, make sure the airtable is working.
4. If the airtable is working; turn it off. If not; contact with your lab instructor.
5. Place the carbon paper into the airtable and experiment sheet onto the carbon paper.
6. By using a folded paper, immobilize one of the pucks at one of the down-corners inside of
the airtable.
11
7. Place the other puck at the upmost part of the experiment paper.
8. Using both of the pedals, run the airtable and let the puch slide down.
9. Move the experiment paper away from the airtable on the experiment table and label it as
“#1”.
10. Repeat steps 7&9, nine more times with a clean-new experiment paper each time and label
them with increasing numbers.
4. Measure the total distance between 0th and n th dots and put it in the cell on Table (3).
5. Calculate the total time elapsed inbetween 0th and n th dots and write it on Table (3).
6. Using the distance-time formula for the motion with constant acceleration with vanishing
initial location and velocity,
1 2
x(t) = at , (44)
2
calculate the experimental acceleration value and note it on Table (3).
10. Calculate the error in other experimental acceleration values using the formula you have
derived in Section 7.3 and write your results on Table (3).
11. Write the tool you used for distance measurements and its accuracy in Section 7.4. Calculate
and write the error in single distance measurement in same section. Use this value to complete
the measured values in 1st column of Table (3).
12. Write the tool you used for time measurements and its accuracy in Section (7.4). Calculate
and write the error in single time measurement in same section. Use this value to complete
the measured values in 2nd column of Table (3).
At the end, one row of Table (3) should look like in Figure (2).
12
13. Calculate the sum and the mean value of experimental acceleration and write them in Eqn
(48) and Eqn (49).
14. Copy the experimental acceleration values from Table (3) to Table (4) without their error
parts.
15. Calculate deviation square values for each measurement and write them on Table (4).
16. Calculate standard deviation with both formulas and standard error of mean. And write
them in Section 7.4 with details.
13
7.3 Derivation of the formula of error in acceleration
14
15
7.4 Data & Results
Table 3:
N=10
n= (45)
∆x = . (46)
16
Frequency of airtable: .
Accuracy of time: .
17
Table 4:
2
i aexp (cm/sec2 ) ((aexp )i − āexp ) (cm2 /sec4 )
10
Sum
Mean
18
• Standard deviation (with Eqn (6)):
σ= (51)
Calculation:
19
8 Conclusions
20
21
9 Notes
22
23
24
25
References
[1] Yunus Emre Akyol. Fizik laboratuvari 1 deneylerinin bilgisayar ortaminda simulasyonu.
diploma thesis, Marmara University, 2017.
[2] D. Notz M. Regler P.V. Bork, H. Grote. Data Analysis Techniques in High Energy Physics
Experiments. Cambridge University Press, 1993.
[3] John R. Taylor. An Introduction to Error Analysis: The Study of Uncertainties if Physical
Measurements. University Science Books, 1982.
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