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Error Propagation

This document discusses error propagation and uncertainties in physical measurements. It provides three key points: 1) Every physical quantity has a value, uncertainty, and units. When reporting a measured result, always report the uncertainty to 1-2 significant figures and use the same number of decimal places as the uncertainty. 2) "Uncertainty" and "error" are used interchangeably to describe a measured range of possible true values, not mistakes in an experiment or the difference from a theoretical value. 3) For derived quantities that depend on measured variables, the uncertainty in the derived quantity can be estimated by taking the partial derivatives of the derived quantity with respect to the measured variables and adding the uncertainties in quadrature.

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179 views8 pages

Error Propagation

This document discusses error propagation and uncertainties in physical measurements. It provides three key points: 1) Every physical quantity has a value, uncertainty, and units. When reporting a measured result, always report the uncertainty to 1-2 significant figures and use the same number of decimal places as the uncertainty. 2) "Uncertainty" and "error" are used interchangeably to describe a measured range of possible true values, not mistakes in an experiment or the difference from a theoretical value. 3) For derived quantities that depend on measured variables, the uncertainty in the derived quantity can be estimated by taking the partial derivatives of the derived quantity with respect to the measured variables and adding the uncertainties in quadrature.

Uploaded by

Padmakar29
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Level 1 Laboratories

University of Surrey, Physics Dept, Level 1 Labs, Oct 2007



Handling & Propagation of Errors :

A simple approach

1
Every physical quantity has :

- A value or size

- Uncertainty (or Error)

- Units

Without these three things, no physical quantity is complete.

When quoting your measured result, follow the simple rules :

e.g. A = 1.71 0.01 m

Never quote uncertainty to more than 1 or 2
significant figures (this would make no sense)
Always quote main value to the same number
of decimal places as the uncertainty
Always include Units ! !
(but if the quantity is
dimensionless, say so)
General Remarks
2
A reminder of terminology:
Uncertainty and Error
The terms Uncertainty and Error are used interchangeably
to describe a measured range of possible true values.

The meaning of the term Error is :
NOT the DIFFERENCE between your experimental result &
that predicted by theory, or an accepted standard result !

NOT a MISTAKE in the experimental procedure or analysis !

Hence, the term Uncertainty is less ambiguous.
Nevertheless, we still use terms like propagation of errors, error bars,
standard error, etc.

The term human error is imprecise - avoid using this as an explanation of the
source of error.

A reminder of terminology:
Uncertainty and Error
3
If uncertainty in measured x is x, what is uncertainty in a derived quantity z(x) ?

Error propagation is just calculus you do this formally in the Data Handling course


Basic principle is that, if (x)/x is small, then to first order:

x
dx
dz
z A
|
.
|

\
|
~ A
e.g., if z =x
n
, then :
x
x
nz
x
x
nx x nx x
dx
dz
z
n n
A
=
A
= A = A
|
.
|

\
|
~ A
1
Hence, for this particular function,
the percent (or fractional) error in z is :
|
.
|

\
|
A
=
|
.
|

\
|
A
x
x
n
z
z
or...... just n times the percent error in x
Error Propagation using Calculus
Functions of one variable
4
y
y
z
x
x
z
z A
|
|
.
|

\
|
c
c
+ A
|
.
|

\
|
c
c
~ A
Suppose uncertainties in two measured quantities x and y are : x and y ,
what is the uncertainty in some derived quantity z(x,y) ?

For such functions of 2 variables
we use partial differentiation
But, combining errors ALWAYS INCREASES total
error - so make sure terms add with the same sign :
y
y
z
x
x
z
z A
|
|
.
|

\
|
c
c
+ A
|
.
|

\
|
c
c
~ A
( ) ( )
2
2
2
2
y
y
z
x
x
z
z A |
.
|

\
|
c
c
+ A
|
.
|

\
|
c
c
~ A
Later we will show that it turns out to be
better to add in quadrature
i.e. the root of the sum of the squares :
( ) ( )
2
2
2
2
y
y
z
x
x
z
A
|
|
.
|


\
|
c
c
+ A
|
.
|

\
|
c
c
=
or ....
We can usually always handle error propagation in this way by calculus,
(see Lab Handbook, Section 6, for details)
but next we give some short cuts for common cases...
Error Propagation using Calculus
Functions of more than one variable
5
Instead of differentiating cz/cx, cz/cy etc, a simpler approach is also acceptable :

1. In the derived quantity z, replace x by x + x, say

2. Evaluate z in the approximation that x is small

( ) ( ) x z x x z z A + ~ A
x z
x z a x x z z
A = A
A + = + A + = A + ) (
( )
x b z
x b z x b bx x x b z z
A = A
A + = A + = A + = A +
Simplified Error Propagation
A short-cut avoiding calculus!
Ex. 1 : z =x +a , where a = constant
Ex. 2 : z =bx , where b = constant
( ) ( )
x
x
z z
x
x
bx x x x x b x x b z z
A
+ =
|
.
|

\
|
A
+ ~ A + A + = A + = A +
2 2
1 2
2 2 2
2
Ex. 3 : z =bx
2
, where b = constant
x
x
z
z
x
x
z z
A
~
A

A
~ A 2
2
(same as obtained earlier
for z = x
n
, with n=2)
6
( ) ( )
y x z
y x y x y y x x z z
A + A ~ A
A + A + + = A + + A + ~ A + ) ( ) (
Ex. 4 : z =x +y
+
Ax
Ay
=
Az
x y y x +
P
r
o
b
.

But in many cases the actual probability distribution is not rectangular but Normal ( or Gaussian)

Then, the above method would overestimate Az
P
r
o
b
.

x
Ax
+
y
Ay
=
y x +
Az
What is Az for such
prob. distributions?
( ) ( )
2 2
y x z A + A = A
y x z A + A = A
Answer : the errors add
in quadrature :
Ay
Ax
Az
Ax
Ay
i.e., this would mean :
Simplified Error Propagation
Functions of more than one variable
7
Mnemonic :
Ex. 5 : z =x - y
( ) ( )
y
y
x
x
z
z
y
y
x
x
xy
y x x y y x xy y y x x z z
A
+
A
~
A

A
+
A
+ ~
A A + A + A + = A + A + ~ A +
1
2
2
|
|
.
|

\
| A
+
|
.
|

\
|
A
=
A
y
y
x
x
z
z
For a more accurate estimate, use the quadrature formula :
Aside : For complicated expressions for z, as a last resort,
you can always try the Min-Max method to get Az : given any errors in x, y, ....etc

1. Calculate max. possible value z can take: e.g. z
max
= z(x+Ax, y-Ay,....)

2. Similarly, calc. min. poss. value z can take, z
min
= z(x-Ax, y+Ay,....)

3. Then error can be estimated as : Az ~ (z
max
z
min
)


Remember : Even a crude estimate of an error is always better than no estimate at all !

i.e. percent error in z ~
sum of percent errors in x & y
Exercise : Show that for z = x/y then (try using the min-max method for this example)

y
y
x
x
z
z
A
+
A
~
A
Simplified Error Propagation
Functions of more than one variable
8

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