Appendix 2: Propagation of

Uncertainty (last edited )

Comparison of Uncertain Quantities

After you perform an experiment and analyze the data, you need to
publish your results. This could range from a journal article to an
internal company memo to a lab report read only by the TA. You may
be comparing your values with theoretical predictions or the results
from another experiment, or you may just be stating your results. In
all these cases, the respective error magnitudes are just as important
as the values themselves.

An estimate of uncertainty is essential to the proper interpretation of any experiment.

The numerical value one assigns to experimental uncertainty has only

a statistical meaning. We assume that the inherent randomness in
measuring a quantity can be typified by the normal or Gaussian
distribution discussed in Appendix 1. To reiterate some of the major
points: If you were to measure something 100 times, about 68 of
them will cluster within the experimental error of the mean (+1σ) and
close to 95 of them will be within twice the error (+2σ). Therefore,
95% of the time any one measurement will be within 2σ of the
average of a large number of measurements. In this class, this is the
breakpoint for agreement.

The Standard Equivalency Test

If our result A differs from an exact quantity B by less than two times
the measurement uncertainty of A, u{A}, then we say that they agree
within the accuracy of the experiment. If they are further away than
that, we say that they don’t agree and state the per cent difference.
Doing this comparison is performing the Standard Equivalency Test
(SET) and is expressed mathematically by

(1)
A typical statement for a false SET is, “At the 95% confidence level, my
measurement is inconsistent with the theory. The discrepancy is 5%.”
Note that this is the only place where stating a per cent difference is
okay. You should always have an independent estimation of the
uncertainty in a quantity, regardless of knowing what the quantity is
supposed to be.

As an example, suppose we perform an experiment and obtain an

answer of 53 ± 3 meters for some given distance. We compare that
measurement to theoretical predictions as follows:

A. If the theory predicts 57 meters exactly, then the difference (4

meters) is less than twice the experimental uncertainty (6 meters),
the SET is true, and we say something to the effect of, “The
measurement is in agreement with the theoretical prediction to
within the accuracy of the experiment.”

B. If the theory predicts 59 meters exactly, then the difference (7

meters) is more than twice the uncertainty, the SET fails, and we
report, “At the 95% confidence level, the experiment disagrees with
the predictions. The discrepancy is 12%.”

The comparison of two quantities A and B which are both uncertain

requires a different analysis. In the statistical sense when we ask if
two quantities are the same, we are really asking if the difference of
those two quantities is zero. Using rules laid out in the following
section, the complete mathematical translation of the SET is

(2)
If B is exact, this reduces to Eq. 1.

Suppose that A were in the cell A1 in a spreadsheet, B were in B1, u{A}

in A2, and u{B} in B2. The SET is a logical formula that you can type in
a labeled cell. To compare A and B, you would type in one of the
following:
=ABS(A1-B1)<=2*SQRT(A2^2+B2^2)
or
=ABS(A1-B1)<=2*SQRT(SUMSQ(A2,B2))
or
=ABS(A1-B1)<=2*SqrtSumSqs(A2,B2), (If you have the User Defined
function SqrtSumSqs.)
Excel will calculate both sides of the inequality and do the
comparison, returning TRUE if it passes and FALSE if it doesn’t.
Rules for the Propagation of Error
Assume we measure two values A and B, using some apparatus. We
know these values are uncertain. By physical reasoning, testing,
repeated measurements, or manufacturer’s specifications, we estimate
the magnitude of their uncertainties. u{A} is the absolute error in A,
and u{B} is the absolute error in B. The relative errors are u{A}/A and
u{B}/B.

What are the uncertainties in a calculation that uses A and B? What

follows are rules that give the uncertainty expression for basic
arithmetic operations using A and B, then what to do for more
complicated expressions.

Addition and Subtraction:

The square of the uncertainty in the sum or difference of two numbers is the sum of the
squares of individual absolute errors.

(3)
For example, if
• A = 2.5 grams,
• u{A} = 0.4 grams,
• B = 4.1 grams,
• u{B} = 0.3 grams,
then,

You state the sum of these two masses as, “6.6 ± 0.5 g” (g being the
abbreviation for grams). The mass difference is “1.6 ± 0.5 g.”

This procedure gives an error on the sum or difference that is larger

than either individual uncertainty, but smaller than u{A} +u{B}. This is
appropriate because if our measurement of A strays from the true
value in one direction (either greater than or less than), our
measurement of B is just as likely to fluctuate in the opposite direction
as well as in the same direction. Because B can fluctuate in the same
direction, it will make the error on the sum larger than u{A}. But
because it can also go in the opposite direction, it will not increase the
error as much as the maximum error u{A} + u{B}.

Another example of the application of the rule for the error on a

difference is when you are asked if two measurements are consistent.
Are they the same numbers? You perform the SET. Suppose your first
measurement of the oscillation period of a pendulum is t1 = 4.0 ± 0.1
seconds and the second is t2 = 3.85 ± .05 seconds. To find if the two
measurements are consistent, you calculate the positive difference (t1
- t2 ) = 0.15 seconds and the error on that difference:

Since the difference is less than twice the error

(0.15 ≤ 2×0.11 = 0.22), the SET is true, and you say that the two
measurements are consistent.

Multiplication and Division: The Product and Quotient Rule

The relative uncertainty in a product or a quotient will be the square root of the sum of
the squares of the relative errors in the individual factors.

Translated to mathematics, this is saying that

(4)
These are expressions for relative errors. To get the absolute
uncertainty, multiply both sides by the appropriate denominator:

(5)
For example, suppose
• F = 25.0 newtons,
• u{F} = 1.0 newtons,
• x = 6.4 meters,
• x = 0.4 meters.
Then the relative error in both F×x and F/x is

You declare your results as, “F×x = 160 N·m ± 7%,” or “F/x= 3.9 N/m
± 7%.” (Remember to round off the error to one significant figure.) You
could also report, “F×x = 160 ± 12 Nm,” or “F/x= 3.9 ± 0.3 N/m.” It
is a good idea to calculate the absolute uncertainty to assure yourself
of reporting the correct number of digits in the answer.

Multiplication by a Constant
Multiplication of an uncertain quantity by a constant is a special case of
the multiplication rule, but one that comes up frequently enough that
it is good to state it explicitly:

When an uncertain quantity is multiplied by a constant, the absolute error on the product
is the constant times the absolute error of the original quantity. The relative error on the
product is the same as the relative error on the original quantity.

For a constant k,

(6)
Exponents: The Power Rule
The previous law for multiplication and division assumed that the error
on each of the factors was not correlated with the error on the other;
i.e., if the measurement on the first variable was too large, the error
on the second had an equal probability of being too large and too
small.

While A2 is the product of A × A, the error on each A is most certainly

correlated. Therefore, we need a different rule for dealing with factors
with exponents.
The relative error on an uncertain quantity raised to an exponent is the exponent times the
relative error.

(7)

Note that n can be any real number, not just an integer.

For example, if
• t = 2.03 seconds,
• u{t}/t = 1%,
• A = 16.07 meters2,
• u{A} = 0.06 meters2,
then

Your stated results would be, “t5 = 34.5 s5 ± 5%” and “ = 4.009
± .007 m.”

Combined Operations: The Chain Rule

What do we do if we have a more complicated expression, something
beyond A + B or A × B? We use what is called a chain rule. The idea is
that you treat a function as if it were a variable. You keep applying the
rules given above for each operation until you have an expression
containing the errors in the functions. Then you apply the chain rule to
the uncertainties in the functions.

More formally, u{_} is an operator. We keep applying the given rules

until the expression is reduced to elements that are known numbers.
For example, in the addition of two functions f and g of two or more
uncertain quantities A, B, ... ,

(8)
The next step is to find f and g. This, of course, depends on how they
are defined.

The product and quotient rule for two functions is

(9)
Again this is just one step. To continue, you need to find expressions
for the relative errors of f and g.

You may notice the similarity between Eqs. 3 and 8 and Eqs. 4 and 9.
This is the essence of the chain rule:

Any rule for variables holds for functions.

Example 1
As an example of the chain rule, consider the velocity of an
accelerating body, v=v0+at. We have the values and uncertainties of v0,
a, and t. To find u{v}, first let f=v0 and g=at and apply the addition rule
(Eq. 8). This gives you an expression with u{at}. Both a and t are
variables with known uncertainties, so you can use the product rule
(Eq. 5).

The propagation of uncertainty is a mathematical derivation. As such,

you have to justify each line, either by applying one of the propagation
rules or using algebra. Using the rules as listed in the Lab References,
what you write down for the propagation of the uncertainty of v is as
follows:

Example 2
As another example, ac=mv2/r , the centripetal acceleration of a mass
m moving at a constant speed v in a circle of radius r. Assuming
known values and uncertainties of m, v, and r, finding the expression
to calculate u{ac} proceeds thusly:

Example 3
Finally, consider the uncertainty of an average quantity, where the
error in each measurement is the same:
This is the error of the mean as stated at the end of Appendix 1.

Limitations of ± Notation
The ± notation and the rules we have given for the propagation of
errors have assumed three things:
1. The errors are small compared to the measurements.
2. The errors are statistically independent (i.e., the direction and
amount of a fluctuation in A does not depend in any manner on the
direction or amount of a fluctuation in B).
3. The underlying distribution which these errors represent is
Gaussian like the one dealt with in Appendix 1.

In some experiments, one or more of these assumptions may be

incorrect. For the purpose of this course, we will assume that these
conditions hold.

Calculus Approach
Suppose we take measurements of the quantities A and B and that we
can define some function f of these variables. We can expand this
function in a Taylor series about the most probable values and . If
the measurements are close to these values, we can approximate this
infinite series to the first order:
The first term is a constant, the next two are partial derivatives
evaluated at the most probable values, after differentiation. (To take a
partial derivative, assume the other variables are constants and take
the normal derivative.)

The error in the function, from this expression and the rules outlined
above, is

(10)

Extending this to more than two variables is obvious:

(11)

Note that all of the rules for the propagation of error given previously
are specific applications of this general formula.

Example
For example, suppose we have V=V0e-t/RC, where the quantity RC is
exact. Taking the partial derivatives we get

(12)

Plugging these into our generalized formula for the uncertainty gives
us
 (13)
Dividing both sides of the equation by V leads to an expression for the
relative error in V:

(14)