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Department of Applied Mechanics

APL 103

Experimental Methods
Semester I, 2020-21

L4

Murali R Cholemari
Interpretation of results
• The process: ‘particular ‘finite’ experiment’ to the ‘ideal ‘infinite’
experiment’
• Issues with precision and true value of finite experiments?
Best estimate of true value
• Arithmetic mean: choice for the estimate of true value (we can only
make a finite number of experiments, so we can only estimate)
𝑋𝑛 = 𝑥1 + 𝑥2 + ⋯ 𝑥𝑛 Τ𝑛 ; 𝑋𝑛 → 𝑋 as n increases
Interpretation of results
Best estimate of precision
• Choice of the variance 𝜎 2 as the best estimate of precision is
consistent with the choice of 𝑋𝑛
• No problems with infinite experiment but what about finite n?
• Consider n measurements:
• The mean: 𝑋𝑛 = σ𝑖 𝑥𝑖 Τ𝑛 with this, the deviation,
• 𝛿𝑖 = 𝑥𝑖 − 𝑋𝑛 and so the mean-squared deviation is,
1 2 1
•𝜎𝑛2 = 𝑛
෌ 𝛿
𝑖 𝑖
= 𝑛
෌𝑖 𝑥𝑖 − 𝑋𝑛 2

• Is this OK?
• Consider a single measurement, x1
• 𝑋𝑛=1 = 𝑥1 ; σ𝑛=1 = 0 !
• The single number 𝑥1 cannot give two independent informations 𝑋 and σ!
• Thus at least two independent measurements are required to estimate 𝑋𝑛
and σ𝑛 – build this into the definitions
• How? If 𝑥𝑖 and 𝑥𝑗 are any two independent measurements out of the n
measurements,
1
Define their mean: 𝑋𝑖𝑗 = 2 𝑥𝑖 + 𝑥𝑗
and also two equal and opposite deviations –
𝛿𝑖𝑗 = 𝑥𝑖 − 𝑋𝑖𝑗 = 𝑥𝑖 − 𝑥𝑗 /2 and 𝛿𝑗𝑖 = 𝑥𝑗 − 𝑋𝑖𝑗 = 𝑥𝑗 − 𝑥𝑖 /2 = −𝛿𝑖𝑗
The mean squared deviation is
1 2
Δ𝑖𝑗 = 𝛿ⅈ𝑗 + 𝛿𝑗ⅈ2
2
2
Now suppose there are n measurements, then 𝑥𝑖 can be chosen in n ways and 𝑥𝑗 can
be chosen in n-1 ways, and so the number of ways of choosing 𝑥𝑖 and 𝑥𝑗 is n(n-1)
(although the order is umimportant, this happens on both sides of the equations)

Thus, from n measurements, we can get n(n-1) mean values 𝑋𝑖𝑗 . Let 𝑋′𝑛 be their mean.
𝑛 𝑛 − 1 𝑋𝑛′ = σ𝑖 ෍ 𝑥𝑖 + 𝑥𝑗 /2 (i≠j can’t take the same number twice)
𝑗

1
= σ𝑛𝑖=1 𝑥𝑖 + 𝑥 + 𝑥𝑖 + 𝑥2 … + 𝑥𝑖 + 𝑥𝑛 ((n-1) terms since i≠j)
2

= ෍ 𝑛 − 1 𝑥𝑖 − 𝑥𝑖 + 𝑥1 + 𝑥2 + ⋯ + 𝑥𝑖 + ⋯ + 𝑥𝑛
𝑖

1 1
= ෍ 𝑛 − 2 𝑥𝑖 + 𝑛𝑋𝑛 = 𝑛 − 2 𝑛𝑋𝑛 + 𝑛2 𝑋𝑛 = 𝑛 𝑛 − 1 𝑋𝑛
2 2
𝑖

Thus 𝑋𝑛′ = 𝑋𝑛

This method of defining the mean also gives the same estimate of the true value.
• Estimate of precision: Consider the mean Δ2𝑛 of the squared
deviations Δ2𝑖𝑗 :
𝑛 𝑛 − 1 Δ2𝑛 = σ𝑖 ෍ Δ2𝑖𝑗 but,
𝑗
1 2 2 1
Δ2𝑖𝑗 = 𝛿ⅈ𝑗2 + 𝛿𝑗ⅈ2 = 1/2[ 𝑥𝑖 − 𝑋𝑖𝑗 + 𝑥𝑗 − 𝑋𝑖𝑗 ] but 𝑋𝑖𝑗 = 2 𝑥𝑖 + 𝑥𝑗 ,
2

Using this,
2 2
2 1 𝑥𝑖 + 𝑥𝑗 𝑥𝑖 + 𝑥𝑗
Δ𝑖𝑗 = 𝑥𝑖 − + 𝑥𝑗 −
2 2 2

2 2
1 𝑥𝑖 − 𝑥𝑗 /4 + 𝑥𝑗 − 𝑥𝑖 /4 = 1 𝑥𝑖 − 𝑥𝑗 2
= 2 4
This can be written;
1 2 1 2 1 2
𝑥𝑖 − 𝑋𝑛 + 𝑥𝑗 − 𝑋𝑛 = 𝛿𝑖 − 𝛿𝑗 = 𝛿𝑖 + 𝛿𝑗2 − 2𝛿𝑖 𝛿𝑗
4 4 4
• Thus
𝑛 𝑛 − 1 Δ2𝑛 = 1/4 σ𝑖 σ𝑗 𝛿𝑖2 + 𝛿𝑗2 − 2𝛿𝑖 𝛿𝑗
1
= ෍ (𝑛 𝛿𝑖2 + 𝛿12 + 𝛿22 + ⋯ 𝛿𝑛2 − 2𝛿𝑖 (𝛿1 + 𝛿2 ⋯ 𝛿𝑛 ))
4
𝑖

Note: 𝑖 can be equal to 𝑗 since Δ2𝑖𝑖 = 0; ෍ 𝛿𝑗 = 0 and ෍ 𝛿𝑗2 = 𝑛𝜎𝑛2


𝑗 𝑗
we get,
1 𝑛 𝑛2 𝜎𝑛2
𝑛 𝑛−1 Δ2𝑛 = ෌𝑖 𝑛𝛿𝑖2 + 𝑛𝜎𝑛2 = 𝑛𝜎𝑛2 + 𝑛𝜎𝑛2 = or,
4 4 2

𝑛
= 2Δ2𝑛 𝜎𝑛2
𝑛−1
This is also a measure of width from the finite experiment since it is proportional to
𝜎𝑛2 .
• Define the adjusted root mean squared deviation 𝑠𝑛
2 𝑛𝜎 𝑛2 𝛿12 +𝛿22 +⋯𝛿𝑛2
• 𝑠𝑛 = 2Δ2𝑛 = =
𝑛−1 𝑛−1
• Not defined for n=1
• 𝑠𝑛 → 𝜎𝑛 as 𝑛 → ∞

• The problems with the definition of 𝜎 don’t arise in case of 𝑠𝑛 ; it is a


consistent measure of precision.

• 𝑠𝑛 is taken to be the best estimate of precision.


Combination of Measurements
• What happens to the best estimates of true value and precision when various
measurements are combined, scaled etc.?

1. Scale Factor: 𝑧 = 𝑎𝑥, 𝑎 is the scale factor


𝑛 measurements of 𝑥 give 𝑛 values of 𝑧:
𝑧1 = 𝑎𝑥1 , 𝑧2 = 𝑎𝑥2 , … 𝑧n = 𝑎𝑥n .
𝑧𝑖 𝑎𝑥𝑖 σ 𝑥𝑖
𝑍𝑛 = ෍ = ෍ =𝑎 = 𝑎𝑋𝑛
𝑛 𝑛 𝑛
𝑖 𝑖
And in the limit; 𝑍 = 𝑎𝑋

Deviations:
ω𝑖 = 𝑧𝑖 − 𝑍𝑛 = 𝑎𝑥𝑖 − 𝑎𝑋𝑛 = 𝑎(𝑥𝑖 − 𝑋𝑛 ) = 𝑎𝛿𝑖 thus,

𝜔𝑖2 𝑎2 𝛿𝑖2
෎ =෎ = 𝑎2 𝜎𝑛2 𝑥
𝑛 𝑛
𝑖 𝑖
Thus
𝜎𝑛2 𝑧 = 𝑎2 𝜎𝑛2 𝑥
2. Shift in axis
𝑥𝑖 → 𝑧𝑖 with 𝑧𝑖 = 𝑥𝑖 − 𝑋0
1 1
Mean: 𝑍𝑛 = σ𝑖 𝑧𝑖 = 𝛴𝑖 𝑥𝑖 − 𝑋0 = 𝑋𝑛 − 𝑋0
𝑛 𝑛
1 1 2
Variance: 𝜎𝑛2 𝑧 = ෌𝑖 𝑧𝑖 − 𝑍𝑛 2
= ෍ 𝑥𝑖 − 𝑋0 − 𝑋𝑛 − 𝑋0
𝑛 𝑛 𝑖
1 2
෍ 𝑥𝑖 − 𝑋𝑛 = 𝜎𝑛2 𝑥
𝑛 𝑖
And so,
𝑠𝑛 𝑧 = 𝑠𝑛 𝑥

Note: Results 1. and 2. are used in the ‘method of coding’ to easily calculate the mean
and std. deviation in some data sets by shifting and/or scaling.
3. Sum 𝑧 = 𝑥 + 𝑦
Let there be 𝑛 measurements of 𝑥 and 𝑚 measurements of 𝑦. Thus each of the 𝑥𝑖 can
combine with any of the 𝑦𝑗 in 𝑛𝑚 ways. Thus,
𝑧𝑖𝑗 = 𝑥𝑖 + 𝑦𝑗 ; The mean is given by,
𝑛 𝑚
1
𝑍𝑚𝑛 = ෍ ෍ 𝑥𝑖 + 𝑦𝑗
𝑚𝑛
𝑖=1 𝑗=1
1 1
= σ𝑛𝑖=1 (𝑚𝑥𝑖 + (𝑦1 + 𝑦2 + ⋯ + 𝑦𝑚) = (𝑚 𝑥1 + 𝑥2 + ⋯ + 𝑥𝑛 + 𝑛𝑚𝑌𝑛)
𝑚𝑛 𝑚𝑛
1
= 𝑚𝑛𝑋𝑛 + 𝑛𝑚𝑌𝑚 = 𝑋𝑛 + 𝑌𝑚, as 𝑛𝑋𝑛 = σ𝑖 𝑥𝑖 and 𝑛𝑌𝑚 = σ𝑗 𝑦𝑗
𝑚𝑛

Thus the true value is 𝑍 =𝑋+𝑌

Deviations: There are 𝑛𝑚 deviations: 𝜔𝑖𝑗 = 𝑧𝑖𝑗 − 𝑍𝑚𝑛 = 𝑥𝑖 + 𝑦𝑗 − (𝑋𝑛 + 𝑌𝑚)


= 𝑥𝑖 − 𝑋𝑛 + 𝑦𝑗 − 𝑌𝑚 = 𝛿𝑖 + 𝛾𝑗 , with 𝛿𝑖 & 𝛾𝑗 being deviations in 𝑥𝑖 & 𝑦𝑗 .
• The mean squared deviation is given by
1 1
2
𝜎𝑚𝑛 𝑧 = 𝑚𝑛 σ𝑛𝑖=1 σ𝑚
𝑗=1 𝜔 2 =
𝑖𝑗 σ 𝑛
σ 𝑚
(𝛿
𝑗=1 𝑖
2
+ 𝛾 2
𝑗 + 2𝛿𝑖 𝛾𝑗 )
𝑚𝑛 𝑖=1

1
2
𝜎𝑚𝑛 𝑧 = 𝑚𝑛 σ𝑛𝑖=1(𝑚 𝛿𝑖2 +(𝛾12 + 𝛾22 +…+ 𝛾𝑚
2
) + 2 𝛿𝑖 (𝛾1+ 𝛾2+…+ 𝛾𝑚)) =
1
(𝑚𝑛 𝜎𝑛2 + 𝑛𝑚𝜎𝑚
2 2
+ 0) as ෍ 𝛾𝑗 = 0, ෍ 𝛾𝑗 2 = 𝑚𝜎𝑚 (𝑦)
𝑚𝑛 𝑗 𝑗
And ෌𝑖 𝛿𝑖2 = 𝑛𝜎𝑛2 (𝑥). Thus,
2
𝜎𝑚𝑛 𝑧 = 𝜎𝑛2 (𝑥) + 𝜎𝑚
2
(𝑦)

And the adjusted value is:


2
𝑠𝑚𝑛 𝑧 = 𝑠𝑛2 (𝑥) + 𝑠𝑚
2
(𝑦)
𝑛 2 𝑚 2 1/2
𝑠𝑚𝑛 𝑧 = 𝜎 𝑥 + 𝜎 𝑦
𝑛−1 𝑛 𝑚−1 𝑚

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