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Lecture Outline:
• Introduction to Statistical Data Analysis
o Purpose of experimentation
o Sources of measurement error
o Histograms
o Population vs. Sample
o Probability Density Functions (PDF)
o Properties of a PDF
Announcement:
• Lab Safety Acknowledgement (LSA)
Reading Assignments:
• Chapter 3 of textbook by Beckwith
Purpose of experimentation
Exploratory
• Collect data so one can later find correlations among measured quantities (empirical
models)
o Example: Bolt fatigue failure as a function of loading cycles
Fatigue stress range: Maximum stress range for indefinite design life:
S f = a / ( N cycles )b
Validation
• Given a theoretical model or a preliminary
design, perform experiments to validate or
invalidate the model/design
o Example: friction modeling
errors
r Sources DEPARTMENT OF MECHANICAL ENGINEERING
TEXAS A&M UNIVERSITY
o Statistical analysis cannot reveal them, as the error does not involve a
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distribution (these errors are constant)
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tematic or Bias Errors, e.g. sensor calibration errors, certain set-up errors
T E X A S A & M
xt True value
U N I V E R S I T Y
xs
xt xs Sensed value
Statistical Data Processing
x = x + x s o t
Error Sources
xo
x t e.g. sensor calibration errors, certain set-up errors
• Systematic or Bias Errors,
t
Page 20 of 134 R. Langari, Fall 2011
R. Langari, 8/23/11 2 of 15
o Statistical analysis can be applied to estimate the possible size of error
DEPARTMENT OF MECHANICAL ENGINEERING
o By repeating measurements and applying statistical analysis, we can calculate
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probable bounds on the magnitude of the error
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§ e.g. I am 99% certain that my true height is between 168 and 169 cm
MEEN 260 Notes Page 20 of 134 R. Langari, Fall 2011
Page 4 Lecture 2 – MEEN 260 Dr. R. Tafreshi
Example:
• Test scores for a course
Normal distribution: Example: Throw a pair of dice. The distribution of results (histogram)
for the sum of a pair of dice will produce approximations to normal distributions (find the
possible outcome of the sum of a pair of dice): P45 of the textbook
Let us denote the quantity to be determined; e.g. temperature in a room by x. The true value
of x, which we denote by xtrue or xt , is, and will remain, unknown, although we can find a
close estimate of xt following the discussion given below.
First consider the hypothetical case that infinite number of measurements of x can be made.
These measurements will have a “mean” or average value which we denote by µ or more
accurately by µ x . If these measurements are not biased and are only affected by random or
precision errors, then it is generally the case that µ x is the closest possible approximation of
xt .
Moreover, assume that the distribution of x around this mean value is Gaussian, i.e. follows
the so called normal or Gaussian probability distribution function discussed below.
Definitions:
• µ: Population mean
o Average of the complete set of all possible values
o In measurement systems: if there is only random errors in our measurements
(no systematic error), then the population mean is the closest possible
approximation of the true value
• x: Sample mean
o average of set of random samples (a set measurements)
o as we take more measurements (more samples), the sample mean gets closer to
the population mean
1 n
x = å xi
n i =1
• sx : Sample deviation
o Sample variance, sx2
o As we take more measurements (more samples), the sample deviation gets
closer to the standard mean
1 n
sx2 = å ( xi - x )2
n - 1 i =1
Definitions:
• x: the quantity to be determined
• xt : the true value (which is always unknown)
• x1 , x2 ,..., xn : the measured values
• n: number of samples
Page 7 Lecture 2 – MEEN 260 Dr. R. Tafreshi
Consider:
• Size of a population is infinite è The case of measurement
• Datum x is a measurement of one quantity
• Each datum x differs from the rest ONLY because of precision error
Properties of a PDF:
• Positive p(x)≥ 0
¥
• Unit Area: ò p( x)dx = 1
-¥
• Probability of a sample occurring within a given range is the area under the curve:
b
P(a £ x £ b) = ò p ( x)dx
a
Role of s (the
standard deviation of
the entire population):
Page 8 Lecture 2 – MEEN 260 Dr. R. Tafreshi
Effect of STD:
Exam grades:
P1/12 P2/12 P3/8 P4/8 Total/40 Total/100
Average 9.5 9.5 6.3 6.7 32.2 80.6
Standard Deviation 1.8 1.5 1.7 1.6 4.3 10.8
Normalized STD 1.5 1.3 2.1 2.0