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Overview
Measurement error analysis
Types of errors and uncertainty
Statistical analysis
Gaussian and Binomial distributions
Method of Least Squares
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Measurement Error
Types of errors: Systematic and random errors
Systematic error
Cause repeated readings to be in error by the same amount
Consistent, or fixed error component
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Measurement Error ….
Random errors
Due to unknown cause and occurs when all systematic errors have
been accounted for
Caused by random electronic fluctuations in instruments,
unpredictable behavior of the instrument, influences of friction,
etc…
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Measurement Error ….
Systematic errors analysis can be divided into
Worst-cases analysis and RMS error analysis
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Error & Uncertainty
Uncertainty
Since the true value cannot be known, the error of a measurement
is also unknown
Thus, the closeness of the value obtained through a measurement
to the true value is unknown
We are uncertain how well our measured value represents the true
value
Uncertainty characterizes the dispersion of values
Qt Qm Ea
±Ea is the assigned uncertainty of Ea
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Error and Uncertainty …
Differentiate between error and uncertainty
Error indicate knowledge of the correct value
May be either positive or negative!
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Combined Uncertainty …
Given a function f g ( x, y , z )
2
f x f y f z
2 2
E Ea Ea Ea
f
x y z
a
f
And E
E
r
f a
Qm
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Overview
Measurement error analysis
Types of errors and uncertainty
Statistical analysis
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Statistical Analysis
Allows analytical determination of uncertainty of test result
1. Arithmetic mean (or most probable value) of n readings x1
to xn is given by 1 n
xm
n
x
i 1
i
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Statistical Analysis …
2. Deviation xi-xm is the difference of all readings or
observations from the mean reading
Is a good indicator of the uncertainty of the instrument
3. Average deviation: Sum of the absolute value of all
deviations, i.e., 1 n
n
x x
i 1
i m
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Gaussian Distribution
Measurements will always have random errors
For a large number of data, these errors will have a normal
distribution which follows
1 ( x x m ) / 2 2
P( x ) e
2
P(x) is the probability density function
It gives the probability that the data x will lie between x and x+dx
Is called the Gaussian or Normal error distribution
Xm is the mean and is the standard deviation
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Gaussian Distribution …
Gaussian error distribution for
σ=0.5 and 1 and xm=3
Probability density function has
the property
P(x)dx 1
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Overview
Measurement error analysis
Types of errors and uncertainty
Statistical analysis
Gaussian distributions
Method of Least Squares
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Method of Least Squares
In the operation of an instrument, input parameter is varied
over some range
Could be in increments or decrements
Happens during calibration or measurement
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Method of Least Squares …
Example: Linear Least Square Analysis (LLSA)
Suppose xi and yi be the input and measured values, respectively
such that the data points (x1 , y1), (x2 , y2), ….. (xn , yn) are obtained
If the expected straight line is of the form
y = mx + b
where m is the slope and b is the intercept
The error, which is the difference between the actual and
measured data, summed for all points is given as
n
S yi (mx i b)
2
i 1
Minimizing S using
S S
0 and 0
m b
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Method of Least Squares …
Will give
m
x y x y
i i i i
x x
2 2
i i
And
y x y x
2 2
b i i i i
x x
2 2
i i
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Method of Least Squares …
Example: Assume that the input and output are related by
a second order equation
y = b2x2 + b1x +b0
The error will take the form
n
S yi (b2 x i2 b1 xi b0 )
2
i 1
X i yi X i X 2
X i b1
3
4 b
i
X 2 yi X 2 X 3
X i 2
i i i
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