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Error Analysis
Error Analysis
Your experience in the laboratory to date has likely shown you that no measurement, no
matter how carefully it is made, can be completely free of uncertainties. Thus, the usefulness of
numerical scientific results is severely limited unless their uncertainty is known and communicated.
There is no single "correct" way to do this, but there are lots of wrong ways. These notes describe
some conventional ways of measuring and reporting experimental uncertainty.
Estimating Uncertainties
Single Measurements
Frequently you will have only one or two measurements of some experimental observable.
In such cases, you must simply make estimates of the reasonable uncertainty in each of the
operations that went into the measurements. For example, typical uncertainties associated with
some commonly used equipment are:
In some cases, your estimate of an uncertainty will simply be an educated guess, but in others it
may be worthwhile to do some experiments to determine the uncertainties of some of the devices
used. The trick is to estimate the uncertainty large enough to avoid unrealistic representation of
results, but at the same time to estimate it small enough not to wipe out important scientific
conclusions. This process is actually a very important part of the skill of a good scientific
investigator.
Repeatable Measurements
In general, if the uncertainty in an experimental measurement is random it can be estimated
more reliably if the measurement can be repeated several times. Suppose, for example, we
measure the time (tblue) for the blue color to disappear in the iodination of cyclohexanone (an
experiment that many of you did in the Chemistry 6 laboratory) and find 23.5 min. From this
single measurement we can't say much about the experimental uncertainty. However, if we repeat
the experiment and get 23.6 min, then we can say that the uncertainty is probably of the order of
0.1 min. If a sequence of four timings gives the following results (in minutes)
The first step is to calculate the best estimate of tblue as the average or mean value, 23.6 min.
As a second step, we make a reasonable assumption that the correct value of tblue lies between the
lowest value, 23.5 min and the highest value 23.7 min. Thus, we might reasonably conclude that
the best estimate is 23.6 min with a probable range of 23.5 to 23.7 minutes. These results can be
expressed in the compact form
When a measurement can be repeated several times, the spread in the measured values gives a
valuable indication of the uncertainty in the measured quantity. In a later section of these notes,
statistical methods for treating such repeated measurements are outlined. Such methods can give a
more accurate estimate of uncertainty than that presented above, and, moreover, give a much more
objective value of the uncertainty.
Defects in accuracy are often caused by systematic errors in a set of data. These refer to a
consistent shift of all values away from the "true" value, such as might be caused by a faulty
measuring device or other undetected external influence which acts in the same direction on all
measurements. For example, suppose the clock used to measure tblue was running consistently
10% slow. Then, all timings made with it will be 10% too small and repetitive measurements
(with the same clock) will not reveal this deficiency.
The distinction between random and systematic error is rarely sharp, and much "random
error" can be attributed to inadequate experimental design. In some experiments it is worth
considerable effort to determine whether the "random error" is indeed random.
Significant Figures
Several basic rules for reporting uncertainties are worth emphasizing. Because the quantity
δx is an estimate of the uncertainty it should not be stated with too much precision. It would be
inappropriate to state the rate constant for iodination of cyclohexanone, for example, in the form
The uncertainty in the measurement cannot possibly be known to four significant figures. In the
above case, the result should be reported as
A rough indication of precision is given by the use of significant figures, following these rules.
1. Write a number with all digits known to be correct, plus one doubtful figure.
2. In addition and subtraction, the number of significant figures in the result is limited by the
component term with the largest absolute uncertainty: (5.25 ± 0.04) + (6.386 ± 0.001) = 11.64 ±
0.04.
3. In multiplication and division, the result is limited by the term with the largest relative or
fractional uncertainty: (5.0 ± 0.5) × (6.0 ± 0.01) = 30 ± 3.
In this case, the relative or fractional uncertainty in the first term is (0.5/5.0), i.e., 5 parts in 50,
which is a relative uncertainty of 10%. The relative uncertainty in the second term is a little less
than 2%. Thus, here, the relative uncertainty in the product cannot be less than 10% and is
dominated by that in the first term. A systematic approach for treating the combination of such
uncertainties is presented in the later section on the propagation of errors.
For example, the shaded area above the interval from mass = 2.50 to 2.51 g has area 20 × 0.01 =
0.2, indicating that one fifth of the 25 masses fell in this interval.
N = 25
25
20
15
P(k)
10
Mass/g
Figure 1
Such a plot gives us a visual representation of how the masses of pennies are distributed. In
most experiments, as the number of measurements increases, the histogram begins to take on a
definite simple shape, and as the number of measurements approaches infinity, their distribution
approaches some definite, continuous curve, the so-called limiting distribution. If a measurement
is subject to many small sources of random error and negligible systematic error, the limiting
distribution will have the form of the smooth bell-shaped curve shown in Figure 2. This curve will
be centered on the true value of the measured quantity.
P (x )
x
Figure 2
In the general case, this limiting distribution defines a function which we will call P(x).
From the symmetry of the bell-shaped curve, we see P(x) is centered on the average value of x.
Thus, if we knew the limiting distribution we could calculate the mean value, given the symbol μ,
that would be found after an infinite number of measurements. This is defined as
N
x1 + x2 + x3 + … + xN
μ = lim
N →∞ N
= lim 1
N →∞ N
∑ xi (1)
i=1
If the measurement of interest can be made with high precision, the majority of the values
obtained will be very close to the true value of x, and the limiting distribution will be narrowly
peaked about the value μ. In contrast, if the measurement of interest is of low precision, the values
found will be widely spread and the distribution will be broad, but still centered on the value μ.
Thus, we see that the breadth of the distribution not only provides us with a very visual
representation of the uncertainty in our measurement, but also, it defines another important
measure of the distribution.
How do we quantify this measure of the distribution? The spread of values about μ is
characterized by the standard deviation σ, defined for an infinite number of measurements as
The standard deviation, σ, characterizes the average uncertainty in each of the measurements x1,
x2, x3, ...., xN from which μ and σ were calculated. Clearly, P(x), μ and σ are related. Gauss
showed that, for randomly distributed errors, the limiting distribution function (the bell-shaped
curve) is related to μ and σ by the equation:
1 x–μ 2
Pμ,σ(x) = exp – 1 (3)
σ 2π 2 σ
Here, the subscripts μ and σ have been added to P(x) to indicate the center and width of the
distribution. Measurements whose limiting distribution is given by the Gauss function are said to
be normally distributed.
The significance of this function is shown by Figure 3. The fraction of measurements that
fall in any small interval x to x + dx is equal to the area Pμ,σ(x) dx of the white strip in Figure 3(a).
Pμ,σ (x)
0.3
0.2
0.1
Pμ,σ (x)
0.3
0.2 b
Pμ,σ(x) dx
0.1
a
a b x Figure 3(b)
More generally, the fraction of measurements that fall between any two values a and b is the total
area under the graph between x = a and x = b as in Figure 3(b). This area is just the definite
integral of Pμ,σ(x). Thus, we have the important result that, after we have made a very large
number of measurements,
b
Pμ,σ(x) dx = fraction of measurements that fall between x = a and x = b. (4)
a
b
Similarly, the integral Pμ,σ(x) dx defines the probability that any one measurement will lie
a
between x = a and x = b. Because the total probability of our measurement falling anywhere
between – ∞ and + ∞ must be unity, the limiting distribution function Pμ,σ(x) must satisfy
∞
Pμ,σ(x) dx = 1 (5)
–∞
Thus, the probability that any one x value lies between the limits x = μ – δ and x = μ + δ is
the area under the Gaussian curve between these limits. If one computes (by integration) such
areas for various choices of δ, one can show that the probability of finding any one measurement
of x between various limits, measured as multiples of the standard deviation, σ, is given by the
data presented in Table 1:
Probability Interval
0.50 μ – 0.674σ < x < μ + 0.674σ
0.68 μ – 1.000σ < x < μ + 1.000σ
0.80 μ – 1.282σ < x < μ + 1.282σ
0.90 μ – 1.645σ < x < μ + 1.645σ
0.95 μ – 1.960σ
σ < x < μ + 1.960σ σ
0.99 μ – 2.576σ < x < μ + 2.576σ
0.999 μ – 3.291σ < x < μ + 3.291σ
This table says that, for example, we can be 95% confident that any one measurement will lie
within approximately 2σ of the mean (where we have approximated 1.960 by 2). We can thus
think of the Probability column in the table as a confidence level and the Interval column as a
corresponding confidence interval.
Although this analysis is elegant and all looks very straightforward, it would not be
unreasonable for you to feel somewhat perplexed at this stage, since we can only know μ and σ if
we can make an infinite number of measurements! This would clearly make for very long lab
periods! Practically, we always sample only a finite number of all possible measurements. Thus,
we need to know how the mean and standard deviation for a finite number of measurements are
related to μ and σ.
For any finite number of measurements, the mean of those measurements will, in general,
depend on how many measurements are made. To distinguish the mean of a particular finite set of
measurements from the mean of an infinite number, we will use a different symbol:
N
x1 + x2 + x3 + … + xN
x = = 1 ∑ xi (6)
N N i=1
N – 1 i∑
s = 1 xi – x 2 (7)
=1
(Note that s is defined with a factor N – 1 in the denominator rather than N. As N approaches ∞,
N – 1 approaches N, but for N finite, one uses N – 1 simply because the calculation of x has used
up one independent piece of information. Initially, all the N xi values are independent of each
other; they were made as N independent measurements. But once we compute x, we lose one
independent piece of information in the sense that we can calculate any one xi given x and the N –
1 other data.)
Thus, our goal is to determine how x is related to μ and how s is related to σ. Consider a
finite number (N) of measurements of x with the results: x1, x2, ..., xN. The problem we
confront is to determine the best estimates of μ and σ based on these N measured values. If the
measurements follow a Normal distribution Pμ,σ(x), and if we knew the parameters μ and σ, we
could easily calculate the probability of obtaining the values x1, x2, ..., xN that were actually
measured. The probability of finding a value of x within a small interval dx1 of x1 is given by:
1 x –μ 2
Prob(x between x1 and x1 + dx1) ≡ Prob(x1) = exp – 1 1 dx1 (8)
σ 2π 2 σ
Similarly, the probability of finding a value within a small interval dx2 of x2 is given by:
1 x –μ 2
Prob(x between x2 and x2 + dx2) ≡ Prob(x2) = exp – 1 2 dx2. (9)
σ 2π 2 σ
Since these probabilities are uncorrelated, the simultaneous probability of finding x1 in the range
x1 → x1 + dx1, x2 in the range x2 → x2 + dx2, x3 in the range x3 → x3 + dx3, etc. is given by:
In equation (11), the numbers μ and σ are not known; we want to find the best estimates for
μ and σ based on the given observations x1, x2, ..., xN. We might start by guessing values of μ
and σ (call them μ' and σ') and computing the probability Probμ',σ'(x1, x2, ..., xN ). The next step
would be to guess new values μ'' and σ'' and compute the probability Prob μ'',σ''(x1, x2, ..., xN ).
If Prob μ'',σ''(x1, x2, ..., xN ) was larger than Probμ',σ'(x1, x2, ..., xN ), μ'' and σ'' would be better
estimates of μ and σ—the best estimates of μ and σ are those values for which the observed x1,
x2, ..., xN are most likely. Continuing in this way, we would select different values for μ and σ to
make the probability Probμ,σ(x1, x2, ..., xN) as large as possible. That is, we wish to maximize
the value of Probμ,σ(x1, x2, ..., xN) with respect to variations in μ and σ.
Using this approach, we can easily find the best estimate for the true value μ. From equation
(11), the probability Probμ,σ(x1, x2, ..., xN) is a maximum when the sum in the exponent is a
minimum. That is, the best estimate for μ is that value of μ for which
N
∑ xi – μ 2/2σ2 (12)
i=1
is a minimum. To locate this minimum, we differentiate equation (12) with respect to μ and set the
derivative equal to zero, giving
N N
∑ xi – μ = ∑ xi – Nμ = 0 (13)
i=1 i=1
N
or (best estimate for μ) = 1 ∑ xi (14)
N i=1
Thus, we have shown that the best estimate for the true mean μ is simply the mean of our N
N
measurements, x = 1 ∑ xi.
N i=1
N i∑
(best estimate for σ) = 1 xi – μ 2 . (15)
=1
Since the true value of μ is unknown, in practice, we have to replace μ in equation (15) by our best
estimate for μ, namely the mean value x. Because the calculation of x has used up one indepen-
dent piece of information, the factor of N in the denominator of equation (15) must also be replaced
by N – 1. Thus, in practice,
N – 1 i∑
(best estimate for σ) = 1 xi – x 2 = s (16)
=1
At this point, it is probably worthwhile to summarize our progress to date. If the measure-
ments of x are subject only to random errors, their limiting distribution is the Gaussian or Normal
distribution Pμ,σ(x) centered on the true value μ, and with width parameter σ. The width σ is the
68% confidence level, in that there is a 68% probability that any measurement of x will fall within
± σ of the true value μ. In practice, neither μ nor σ is known. The data available are the N
measured values x1, x2, x3, ..., xN, where N is as large as our time and patience (and research
budget!) allow. Based on these N measured values, we have shown that the best estimate of μ is
the mean value x, and the best estimate of σ is the standard deviation s.
Several other questions remain. As mentioned above, the standard deviation, s, characterizes
the average uncertainty in each of the measurements x1, x2, x3, ..., xN. We may also ask, what is
the uncertainty in the mean value x ? How is this uncertainty related to s? This question can be
answered by considering the following experiment. We start by weighing a penny N times and
determine x and s for this set of measurements. Now suppose that we repeat this experiment M
times. For each of the M data sets we would compute a value of x and s, and, in general, each of
these M values of x would be different. We could now average the values of x to give a mean of
means, but this value would be the same number that would result from analyzing the combined
data sets (N × M values) from the M experiments. We could also compute the standard deviation
of the means. This number, which we will call sm, can be shown to have the following simple
relationship to s, which characterizes the uncertainty in each experimental measurement:
sm = s (17)
N
That is, s characterizes the uncertainty associated with each experimental measurement, while sm
characterizes the uncertainty associated with the mean of any one set of N measurements. Clearly,
the more times we measure a quantity, the better we know its mean, but as the equation above
shows, the uncertainty decreases only as the square root of the number of measurements.
We now see how we might report the results of our experimental measurements of x. If we
wish to report a value of x at the 68% confidence level, we might report it as:
(value of x) = x ± sm . (18)
On the other hand, if we wish to report a value for x at the 95% confidence level frequently used in
scientific reports, we might report it as:
Note that the multipliers of s in equations (18) and (19) are taken from Table 1. This raises one
last issue to address in our discussion of statistical methods. The data in Table 1 allow us to relate
a confidence level to some multiple of σ, which we do not know, rather than to some multiple of s,
which we can determine. That is, the values given in Table 1 are only valid for the limiting distri-
bution resulting from an infinite set of measurements. For a finite number of measurements, what
is the correct relationship between the confidence level and s?
The connection between the confidence level and s was made by W. S. Gosset, a mathema-
tician who worked in the quality control department of a British brewery. Apparently, the
company realized the importance of Gosset’s work to both the general scientific community and to
their own business, because they allowed him to publish his results, but only under a pseudonym!
The pseudonym Gosset used was “A. Student,” and the critical quantity of his analysis, which he
denoted by the symbol t in his papers, is to this day known as “Student’s t.”
Gosset found a function (which cannot be evaluated analytically, but is tabulated from the
result of numerical calculations) that lets us compute the one number we need to relate a measured,
experimental standard deviation, s, to a confidence level. In short, Gosset found that the true value
of x fell in the interval
where t is found, at various confidence levels, from Table 2 below. Note that t depends not only
on the confidence level, but also on N, and note as well that as N approaches ∞, t approaches the
confidence interval values tabulated earlier from the Gaussian function.
In this course, we will use the common 95% confidence level (i.e., the t values in bold in
Table 2), and we will approximate t for any value of N >15 by t = 2.0.
Confidence Level
N 0.50 0.90 0.95 0.99
1 1.00 6.31 12.71 63.66
2 0.82 2.92 4.30 9.93
3 0.77 2.35 3.18 5.84
4 0.74 2.13 2.78 4.60
5 0.73 2.02 2.57 4.03
6 0.72 1.94 2.45 3.71
7 0.71 1.90 2.37 3.50
8 0.71 1.86 2.31 3.36
9 0.70 1.83 2.26 3.25
10 0.70 1.81 2.23 3.17
11 0.70 1.80 2.20 3.11
12 0.70 1.78 2.18 3.06
13 0.69 1.77 2.16 3.01
14 0.69 1.76 2.15 2.98
15 0.69 1.75 2.13 2.95
∞ 0.67 1.65 1.96 2.58
Adapted from Handbook of Mathematical Functions, Edited by M Abramowitz and I. A. Stegun, Dover Publications, Inc.,
New York, 1972
Propagation of Uncertainties
Suppose the observable an experiment is designed to determine is not measured directly, but
is derived from other measured experimental variables through some explicit functional
relationship. For example, the Bomb Calorimetry experiment does not measure the molar internal
energy of combustion of a hydrocarbon directly, but derives a value for it from measurements of
the temperature rise produced on combustion, the heat capacity of the apparatus, and the weight of
hydrocarbon used in the experiment—the so-called raw data. How is the uncertainty in the derived
quantity related to the uncertainties in the raw data?
In general, suppose an experimental quantity, C, depends on other variables (the raw data)
A, B, ... via the relationship C = ƒ(A, B, ...). The values of {A, B, ...} are obtained through
measurement, and each has an associated uncertainty, δA, δB, ... that has been estimated in some
way. For example, we may have used a statistical analysis to estimate δA as δA = ± tsA/ N , or we
may simply have made an educated guess to estimate δA. How is the uncertainty in C, δC,
dependent on the uncertainties δA, δB, ...? The simple "significant figure" rules referred to earlier
are very approximate attempts to account for uncertainties in derived quantities. However, for
If one assumes that the results of many duplicate measurements would produce a Normal or
Gaussian distribution about the mean, then statistical theory provides a mechanism for estimating
the uncertainty sC in the derived quantity C = ƒ(A,B). When the uncertainties δA and δB are both
small and uncorrelated, statistical arguments show that the propagated uncertainty δC is given by
2 ∂ƒ 2 2 ∂ƒ 2
δC = δA + δB
∂A B ∂B A
where the derivatives are evaluated using the best (i.e., the mean) values of A and B. When C
depends on more than two quantities, for example C = ƒ(A, B, D,...), the formula is extended:
2 ∂ƒ 2 2 ∂ƒ 2 2 ∂ƒ 2
δC = δA + δB + δD + ...
∂A B, D, ... ∂B A, D, ... ∂D A, B, ...
Note that all of the quantities inside the square root are positive; random errors in uncorrelated
variables tend to add in the calculated uncertainty.
To help reduce the effort in the analysis of error propagation, a short list of error propagation
formulae for some common functional relationships is given below. When a calculation requires
several of these operations, these formulae may be combined according to the rules of differenti-
ation. In complicated cases, you may find it easier to do the overall calculation in stages, obtaining
the uncertainties in intermediate results as you go along.
δC = δA
δC = β δA
2 2 2
δC = δA + δB + δD + ....
A × B × ...
4. Multiplication and division: C =
D × E × ...
2 2 2
δA
δC = C + δB + δD + ...
A B D
5. Power law: C = An (n ≠ 0; n can be fractional or negative; hence the absolute value below)
n C δA
δC =
A
δC = 2A δA = 2AδA
2
For example: C = A2:
A
(1/2)A1/2 δA
C = A1/2: δC = = δA
A 2A1/2
2 2
δC = C m2 δA + n 2 δB
A B
δC = α C δA = α β δA exp (α A)
8. Logarithmic relationship: C = β ln (α A)
β δA
δC =
A
Sometimes one result in a set seems way out of line, and it is suspected that some influence
outside the usual play of random fluctuations was at work. (power surge, stuck needle, human
error in reading, etc.) When should a suspect result be tossed out? There are two schools of
thought:
1. Never
2. Sometimes
Even the “sometimes” school does not agree on when, but a commonly used criterion is that one
and only one result in a set can be tossed out, if it has less than 10% chance of being a legitimate
part of the random set. The test is the "Q-test" and goes as follows. Calculate a quantity Q:
Qsuspect – Qclosest
Q =
Qhighest – Qlowest
Here Qsuspect is the value of the suspect result. If Q exceeds the values in the accompanying table,
the value in question may be discarded with 90% confidence (N is the total number of measure-
ments in a data set). A similar table exists for 95% confidence, etc.
N: 3 4 5 6 7 8 9 10
Q: 0.94 0.76 0.64 0.56 0.51 0.47 0.44 0.41
One of the most common types of experiment involves the measurement of several values of
two different variables to investigate the mathematical relationship between the two variables. For
example, suppose that one wished to determine the rate constant, k, for the second order dimer-
ization of butadiene: 2 C4H6 → C8H12. The integrated rate law for this process is
1 – 1 = 2kt (1)
C 4H 6 C 4H 6 0
Here [C4H6] is the concentration of butadiene at time t and [C4H6]0 is the initial concentration.
One would measure the concentration of C4H6 at known times t, and if this reaction is second
order, a plot of 1/[C4H6] vs. t should be linear with slope equal to twice the value of the rate
constant k. How do we obtain the best value of k from such data, and what is an appropriate
estimate of the uncertainty in this best value of k?
We will consider the general case where two variables x and y are connected by a linear
relation of the form
y = A + Bx (2)
where A and B are constants. If y and x are linearly related, then a graph of y vs. x should be a
straight line with slope B and y-intercept = A. If we were to measure N different values y1, y2,
..., yN corresponding to N values x1, x2, ..., xN, and if our measurements were subject to no
uncertainties, then each of the points (xi, yi) would lie exactly on the line y = A + Bx as in Figure
4 (a). In practice, there are always uncertainties, and the most we can expect is that the distance of
each point (xi, yi) from the line will be reasonable compared with the uncertainties in the data—see
Figure 4(b).
y y
Slope = B
Intercept = A
x x
Figure 4(a) Figure 4(b)
How do we find the values of A and B that give the best straight line fit to the measured data?
This problem can be approached graphically, but it can also be treated analytically using least-
squares fitting. To simplify our discussion, we assume that although there is appreciable
uncertainty in the measured y values, the uncertainty in our measurement of x is negligible. This
assumption is often reasonable, because the uncertainties in one variable often are much larger than
those in the other, which we can then safely ignore. For example, in the kinetics experiment
mentioned above, uncertainties in the measured concentrations are usually much larger than
uncertainties in the measured times. We also assume that the uncertainties in y all have the same
magnitude. (If the uncertainties are different, then the following analysis can be generalized to
weight the measurements appropriately—so-called weighted least squares fitting.) Finally, we
assume that the measurement of each yi is governed by the Gaussian or Normal distribution, with
the same width parameter σy for all measurements.
If we knew the constants A and B, then, for any given value of xi we could calculate the true
value of the corresponding yi:
2 2
Prob A, B(yi) ∝ σ1 e – yi – A – Bxi /2σy (4)
y
where the subscripts A and B indicate that this probability depends on the (unknown) values of A
and B. Since the measurements of the yi are independent, the probability of obtaining the set of N
values, y1, y2, ..., yN is the product
ProbA, B(y1, y2, ..., yN) = ProbA, B(y1) × ProbA, B(y2) × ... × ProbA, B(yN) (5)
∝ 1 e– χ 2 / 2 (6)
σN
y
N
yi – A – Bxi 2
χ2 = ∑ (7)
i=1 σ2y
Using the approach followed in the section on the statistical treatment of data, we will assume that
the best estimates for A and B based on the measured data are those values for which the
probability Prob A, B(y 1 , y2 , ..., yN ) is a maximum, or for which the sum of squares χ2 in equation
(7) is a minimum—hence the name least-squares fitting. Thus, to find the best values of A and B
we differentiate χ2 with respect to A and B and set the derivatives equal to zero:
N
∂ χ2 –2
∂A B
= ∑ yi – A – Bxi = 0 (8)
σ2y i = 1
N
∂ χ2 –2
∂B A
= ∑ xi yi – A – Bxi = 0 (9)
σ2y i = 1
N N
AN + B ∑ xi = ∑ yi (10)
i=1 i=1
N N N
A ∑ xi + B ∑ xi2 = ∑ xi yi (11)
i=1 i=1 i=1
Equations (10) and (11), sometimes called normal equations, are easily solved for the best least-
squares estimates of A and B:
N N N
N ∑ xi yi – ∑ xi ∑ yi
i=1 i=1 i=1
B = (13)
D
N N 2
D = N ∑ x i2 – ∑ xi (14)
i=1 i=1
The next step is to calculate the uncertainties in the constants A and B. To achieve this goal
we first need to estimate the uncertainty in the y values, i.e., in y1, y2, ..., yN. In the course of
measuring the y values, we will have formed some idea of their uncertainty. Nonetheless,
calculating the uncertainty in y by analyzing the data is important. Since the numbers y1, y2, ...,
yN are not measurements of the same quantity, we cannot get any idea of their reliability by
examining the spread in their values. On the other hand, we can easily estimate the uncertainty σy
in the values y1, y2, ..., yN. Since we assume that the measurement of each yi is normally
distributed about its true value A + Bxi, with width parameter σy, the deviations (yi – A – Bxi) are
normally distributed, all with the same central value (zero) and the same width σy. As usual the
best estimate for σy is that value for which the probability of equation (6) is a maximum. By
differentiating equation (6) with respect to σy and setting the derivative equal to zero we obtain the
following familiar-looking expression for σy:
N i∑
σy = 1 yi – A – Bxi 2 (15)
=1
As you may have suspected, this estimate of σy is not quite the end of the story. The numbers in
equation (15) are the unknown, true values of the constants A and B. In practice, these numbers
must be replaced by the best, least-squares estimates for A and B given by equations (12) and (13).
This replacement must be accompanied by replacing N in the denominator of equation (15) by
N – 2. Initially, all the N (xi, yi) data pairs are independent of each other; they were made as N
independent measurements. But once we compute A and B we lose two independent pieces of
information. Thus, our final expression for σy is:
N – 2 i∑
σy = 1 yi – A – Bxi 2 (16)
=1
Having found the uncertainty σy we can easily calculate the uncertainties in A and B. From
equations (12) and (13), we see that there are well-defined functional relationships between A, B
and the measured values y1, y2, ..., yN. Therefore, we can estimate the uncertainties in A and B
using the propagation of errors ideas discussed earlier. The results are:
N
σA = σ y 1 ∑ x2 (17)
D i=1 i
and
σB = σy N (18)
D