Department of Applied Mechanics

APL 103

Experimental Methods
Semester I, 2020-21

L5

Murali R Cholemari
 Combination of measurements (contd.)
• Linear combination: 𝑧 = 𝛼 + 𝑎𝑥 + 𝑏𝑦⋯
• This is a combination of the last two cases.
• 𝑍𝑚𝑛 = 𝛼 + 𝑎𝑋𝑛 + 𝑏𝑌𝑚⋯
• 𝑍 = 𝛼 + 𝑎𝑋 + 𝑏𝑌⋯ and,
• 𝜎𝑛𝑚 𝑧 = 𝑎2 𝜎𝑛2 𝑥 + 𝑏 2 𝜎𝑚2 𝑦 + ⋯ 1Τ2
1
• 𝜎 𝑧 = 𝑎2 𝜎 2 𝑥 + 𝑏 2 𝜎 2 𝑦 + ⋯ Τ2
• 2 𝑦 + ⋯ 1Τ2
𝑠𝑛𝑚 𝑧 = 𝑎2 𝑠𝑛2 𝑥 + 𝑏 2 𝑠𝑚

• The scale factors 𝑎, 𝑏 and the factor 𝛼 may be +ve or –ve.

• Logarithmic product: 𝑧 = log 𝑥

• Write, for one measurement,
𝛿𝑖 𝛿𝑖 𝛿𝑖2 𝛿𝑖3
• 𝑧𝑖 = log 𝑥𝑖 = log 𝑋𝑛 + 𝛿𝑖 = log 𝑋𝑛 + log 1 + = log 𝑋𝑛 + − + ⋯
𝑋𝑛 𝑋𝑛 2𝑋𝑛2 3𝑋𝑛3
• For 𝑛 measurements
𝛿 1 𝛿𝑖2
• 𝑛𝑍𝑛 = 𝑧1 + 𝑧2 + ⋯ + 𝑧𝑛 = 𝑛 log 𝑋𝑛 + ෍ 𝑖 − ෍ 2 +⋯
𝑖 𝑋𝑛 2 𝑖 𝑋𝑛
𝑛𝜎𝑛2
• = 𝑛 log 𝑋𝑛 − 2
2𝑋𝑛
𝜎𝑛2
• 𝑍𝑛 = log 𝑋𝑛 − 2
2𝑋𝑛

• Deviations:
𝛿𝑖 𝜎𝑛2 𝑥 −𝛿𝑖2
• 𝜔𝑖 = 𝑧𝑖 − 𝑍𝑛 = +
𝑋𝑛 2𝑋𝑛2
• If 𝜎𝑛2 𝑥 Τ𝑋𝑛2 and other higher terms are neglected, then,
• 𝑍𝑛 = log 𝑋𝑛 ; 𝑧 = log 𝑋
𝑦2
1 ෌ 𝛿ⅈ2 𝜎𝑛 𝑥
• 𝜎𝑛 𝑧 = 𝜔12 + 𝜔22 + ⋯ + 𝜔𝑛2 1/2 = =
𝑛 𝑛𝑋𝑛2 𝑋𝑛

𝜎 𝑥 𝑠𝑛 𝑥
• And 𝜎 𝑧 = also 𝑠𝑛 𝑧 =
𝑋 𝑋𝑛
• General product: 𝑧 = 𝛼𝑥 𝑎 𝑦 𝑏 …

• Take logarithms: log 𝑧 = log 𝛼 + 𝑎log(𝑥) + blog(𝑦) …

Or 𝑝 = log 𝑧 Τ𝛼 = 𝑎 log 𝑥 + 𝑏 log 𝑦

Which is a linear combination of logarithmic functions and so the mean and std. deviations
are given by;

𝑃𝑚𝑛 = log 𝑍𝑚 𝑛Τ𝛼 = 𝑎 log 𝑋𝑛 + 𝑏 log 𝑌𝑚

𝑎 2𝜎 2 𝑥 𝑏 2𝜎 2 𝑦 𝜎 2 (𝑧)
2 𝑝 = 𝑛 𝑚 𝑛𝑚
𝜎𝑛𝑚 2 + 2 = 2
𝑋𝑛 𝑌𝑚 𝑍𝑛𝑚

Thus,
𝑍𝑛𝑚 = 𝑎𝑋𝑛𝑎 𝑌𝑚𝑏
𝑍 = 𝑎𝑋 𝑎 𝑌 𝑏 and,
1
𝜎𝑛𝑚 (𝑧) 𝑎2 𝜎𝑛2 𝑥 2 𝑦
𝑏 2 𝜎𝑚
= + … 2 and,
𝑍𝑛𝑚 𝑋𝑛2 2
𝑌𝑚
1
𝜎 (𝑧) 𝑎2 𝜎 2 𝑥 𝑏2𝜎2 𝑦
= + … 2
𝑍 𝑋2 𝑌2
• General product: 𝑧 = 𝛼𝑥 𝑎 𝑦 𝑏 … (contd.)
Also
𝑠𝑛𝑚 (𝑧) 𝑛 𝑎2 𝜎𝑛2 𝑥 𝑚 𝑏 2 𝜎𝑚
2 𝑦 1
= + … 2
𝑍𝑛𝑚 𝑛 − 1 𝑋𝑛2 𝑚 − 1 𝑌𝑚2
2 𝑥 2 𝑦 1
𝑎2 𝑠𝑛 𝑏 2 𝑠𝑚
= + … 2
𝑋𝑛2 𝑌𝑚2

𝛿
Whenever logarithms are considered the ratios like 𝑖 enter naturally into
𝑋
consideration. Useful when errors are to be expressed in relative form.
• General function 𝑧 = 𝑓 𝑥

• Assume 𝑓 𝑥 to be well behaved; continuous and differentiable as many times as

needed. Then,
ⅆ𝑓 1 ⅆ2 𝑓 2
𝑧 + 𝛿𝑧 = 𝑓 𝑥 + ⅆ𝑥 = 𝑓 𝑥 + 𝛿 + 𝛿 +⋯
ⅆ𝑥 𝑥 2! ⅆ𝑥 2 𝑥

• If 𝑥1 , 𝑥2 , 𝑥3 ⋯ 𝑥𝑛 are independent measurements of 𝑥 with a mean 𝑋𝑛 then a typical

estimate of 𝑧 is
𝑧𝑖 = 𝑓 𝑥𝑖 = 𝑓 𝑋𝑛 + 𝛿𝑖 = 𝑓 𝑋𝑛 + 𝑓 ′ 𝑋𝑛 𝛿𝑖 + 𝑓 ′′ 𝑋𝑛 𝛿𝑖2 /2 …

• The mean of n values of 𝑧𝑖 is,

1 1 ′ 𝑓 ′′ 𝑋𝑛 𝛿2 𝑓 ′′ 𝑋𝑛
𝑍𝑛 = σ𝑖 𝑧𝑖 = ෍ (𝑓 𝑋𝑛 + 𝑓 𝑋𝑛 𝛿𝑖 + 𝑖 …) = 𝑓 𝑋𝑛 + 𝜎𝑛 2 𝑥 + ⋯
𝑛 𝑛 𝑖 2 2
• If 𝑓 ′′ 𝑋𝑛 2
𝜎𝑛 𝑥 is negligible compared to 𝑓 𝑋𝑛 then,
𝑍𝑛 = 𝑓 𝑋𝑛
General function 𝑧 = 𝑓 𝑥 contd..
The deviations are,
2
′
𝛿𝑖 ′′ ′
𝛿𝑖 ′′
𝜔𝑖 = 𝑧𝑖 − 𝑍𝑛 = 𝛿𝑖 𝑓 𝑋𝑛 + 𝑓 𝑋𝑛 … = 𝛿𝑖 (𝑓 𝑋𝑛 + 𝑓 𝑋𝑛 … )
2 2 2
1 1 𝛿𝑖
𝜎𝑛2 𝑧 = ෍ 𝜔𝑖2 = ෍ 𝛿𝑖2 [(𝑓′(𝑋𝑛))2 + (𝑓 ′′ 𝑋𝑛 )2 +𝑓 ′ 𝑋𝑛 𝑓′′(𝑋𝑛)𝛿𝑖 ]
𝑛 𝑛 4
𝑖 𝑖

𝛿𝑖2
If (𝑓 ′′ 𝑋𝑛 )2 , 𝑓 ′ 𝑋𝑛 𝑓′′(𝑋𝑛)𝛿𝑖 and succeeding terms are negligible compared to
4
2
𝑓′ 𝑋 𝑛 ,

1 2
𝜎𝑛2 𝑧 = ෌𝑖 𝛿𝑖2 [(𝑓′(𝑋𝑛))2 ] = 𝑓 ′ 𝑋𝑛 𝜎𝑛2 𝑥
𝑛

Thus,
𝜎𝑛 𝑧 = 𝑓 ′ 𝑋𝑛 𝜎𝑛 𝑥

𝜎 𝑧 = 𝑓′ 𝑋 𝜎 𝑥

𝑠𝑛 𝑧 = 𝑓 ′ 𝑋𝑛 𝑠𝑛 𝑥
Accuracy of the mean value: Standard Error
𝑋𝑛 → 𝑋 as 𝑛 → ∞ but how much does 𝑋𝑛 differ from 𝑋?

• For a small number of measurements, 𝑋𝑛 differs greatly from 𝑋

• 𝑋𝑛 fluctuates rapidly between different sets of measurements of 𝑥 for smaller numbers
• For larger numbers 𝑋𝑛 from different sets of data does not fluctuate much, they are all
closer to 𝑋

• If the limiting frequency curve is broad, 𝑋𝑛 is more likely to fluctuate (less precise) and if
the limiting frequency curve is narrow, 𝑋𝑛 is less likely to fluctuate (more precise)
• Thus 𝜎𝑛 or its best estimate 𝑠𝑛 should have some influence in the accuracy of
𝑋𝑛 describing 𝑋.

Thus both 𝑛 and 𝜎𝑛 are expected to have an effect.

How do we include these?

• Consider different sets of data of n measurements (‘realizations’). The best estimates of
true value for these sets are,

1 1 1 1
𝑋𝑛 = (𝑥1 +𝑥2 … 𝑥𝑛 )/𝑛
𝑋𝑛2 = (𝑥12 +𝑥22 … 𝑥𝑛2 )/𝑛 etc. Thus,

𝑋𝑛𝑖 is the result of measurements 𝑥1𝑖 /𝑛 + 𝑥2𝑖 /𝑛 … 𝑥𝑛𝑖 /𝑛

And the variation in 𝑋𝑛𝑖 is the result of the sum of variations in 𝑥1𝑖 /𝑛 + 𝑥2𝑖 /𝑛 … 𝑥𝑛𝑖 /𝑛

But each of these is due to a variation in 𝑥 and so are described by 𝜎𝑛 𝑥 and 𝑠𝑛 𝑥 . Thus,
1/2 1/2
𝜎 2 𝑥1 𝜎 2 𝑥2 𝜎 2 𝑥𝑛 𝑛𝜎 2 𝑥 𝜎 𝑥
𝜎 𝑥𝑛 = 2
+ 2
+⋯ 2
= 2
=
𝑛 𝑛 𝑛 𝑛 𝑛

𝑛
The best estimate of 𝜎 𝑥 is 𝑠𝑛 𝑥 = 𝜎𝑛 𝑥 𝑛−1
, the best estimate of 𝜎𝑛 𝑋𝑛 is
• The best estimate of 𝜎 𝑋𝑛 is
𝜎 𝑋𝑛 𝑠𝑛
𝑆𝑛 = =
𝑛−1 𝑛
Sn is the width of the distribution of Xn about X, tells how accurately the measurements are
likely to give the true value X
𝜎 𝑋𝑛 is called the standard error, Sn is the adjusted standard error and is the best
estimate of 𝜎 𝑋𝑛

The result of the experiment may be summarised in this form:

𝑋 = 𝑋𝑛 ± 𝑆𝑛
Observations about Sn
1. It is not independent of Xn and sn, but also depends on n
2. Representative of both the inherent precision of measurements (given by sn) and the number of
measurements n. Accuracy of the mean increases both when n increases as well as the inherent
accuracy increases
3. The improvement in accuracy only happens as 1/ 𝑛 better to increase the accuracy in the
measurement rather than increase n