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Precision Engineering &

Metrology – Lecture 6
Statistical Interpretation of
Experimental Data
Instructor: Dr. Waqar Ahmed
Mechanical Engineering Department
University of Engineering & Technology, Taxila
waqaraq@gmail.com
Some statistical concepts
• Variables (𝑥, 𝑦) • Variance
• Mean (𝑥,ҧ 𝑦)
ത σ𝑛 𝑥 − 𝑥ҧ 2
(𝜎𝑥2 = 𝑖=1 𝑖
)
𝑛−1
• Median (Exactly middle value)
• Covariance
• Mode (Most repeated value)
• Correlation
• Standard deviation
• Co-median
σ𝑛
𝑖=1 𝑥𝑖 −𝑥ҧ
2
(𝜎𝑥 = ) • Principal Component Analysis (PCA)
𝑛−1
ҧ
𝑛 (𝑥𝑖 −𝑥)(𝑦 ത
𝑖 −𝑦)
Covariance, 𝜎𝑥𝑦 = σ𝑖=1
𝑛−1
Covariance Interpretation
• If +ve => Both variables increase or decrease together

• If –ve => If one increases, other one decreases

• If zero => There is no LINEAR relation between both variables


Covariance Matrix
A B C D E F G H
A 0.2
B 0.9 9.1
C 0.1 -0.7 0
D 0.2 -0.2 0 0
E 0.3 -0.2 0 0 0
F 1.2 -8.1 0.5 0.4 0 35
G 0.1 -0.2 0.2 2.2 3.4 2.4 0.8
H 2.1 1.3 3.5 2.3 0.2 1.1 7.1 9.8
Correlation
• It is used when units of variables under investigation are very
different
• Or when there is a huge difference in scales
• Thus, it becomes difficult to quantitively compare covariance
Correlation
• The data in each column are centered around the mean by
subtracting respective means from them
• Mean centered data are then divided by the respective standard
deviations
• After the above two steps, the data are said to be scaled.
• The rest of the procedure is the same as explained above except that
now the covariance matrix will be called a correlation matrix
• Its interpretation is the same as for covariance except that it
measures the magnitude of relation / similarity between the variables
• Exercise: Find the correlation of example already discussed
Median
• The value appearing exactly in the middle

Ψx = Ψ 𝑋 = 𝑀𝑒𝑑𝑖𝑎𝑛(𝑋)
Median Absolute Deviation
• It is analogous to standard deviation Ωx = Ψ 𝑋 − Ψ𝑥
Co-Median
• Analogous to covariance matrix Ω𝑥𝑦 = Ψ 𝑋 − Ψ𝑥 𝑌 − Ψ𝑦
Correlation Median
• Analogous to correlation

Ψ 𝑋 − Ψ𝑥 𝑌 − Ψ𝑦
𝛿𝑥𝑦 =
Ψ 𝑋 − Ψ𝑥 × Ψ 𝑌 − Ψ𝑦
or

Ω𝑥𝑦
𝛿𝑥𝑦 =
Ω𝑥 Ω𝑦
Interpretation of Correlation Median / Co-
median
• Same as for correlation / covariance
• It is less sensitive to noisy data / outliers
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