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Assessing and Presenting Experimental DataCommon Types of error
Uncertainty and Precision Uncertainty
Theory Based on the PopulationTheory Based on the Sample
Introduction
• Actual data• Error
– The difference between the measured value and the true physical value
How good are the data?
Error in Measuring
• Error : the difference between the measured value and the true value
• bound (ε) ; uncertainty (u)
truem xxError −≡= ε
1):(n uu +≤≤− ε
1):(n xm uxxu mtrue +≤≤−
Common Types of Error
• Bias errors : systematic errors– The same way each time a measurement is
made– Example: the scale on an instrument
• Precision errors : random errors– Different for each successive measurement
but have an average value of zero– Example: mechanical friction or vibration
Bias and Precision errors
• Bias errors > Precision errors
Measured value, xm
Freq
uenc
y of
occ
urre
nce
xmxtrue
Total error
Bias error
Precision error
Bias and Precision errors
• Bias errors < Precision errors
Measured value, xm
Freq
uenc
y of
occ
urre
nce
xmxtrue
Total error
Bias error Precision error
Classification of Errors1) Bias or systematic error
a. Calibration errorsb. Certain consistently recurring human errorsc. Certain errors caused by defective equipmentd. Loading errorse. Limitations of system resolution
2) Precision or random errora. Certain human errorsb. Errors caused by disturbances to th equipmentc. Errors caused by fluctuating experimental
conditionsd. Errors derived from insufficient measuring-system
sensitivity
Classification of Errors3) Illegitimate error
a. Blunders and mistakes during an experimentb. Computational errors after an experiment
4) Errors that are sometimes bias error and sometimes precision error
a. From instrument backlash, friction, and hysteresisb. From calibration drift and variation in test or
environmental conditionsc. Resulting from variations procedure or definition
among experimental
Elements of instrument error
• Hysteresis error
Elements of instrument error
• Linearity error
Elements of instrument error
• Sensitivity error
Elements of instrument error
• Zero shift(null) error
Elements of instrument error
• Repeatability error
Calibration errors
• Ideal response : xmeasured=xtrue
• Actual response : xmeasured=βxtrue +xoffset
1
1
Ideal response1
β≠1
Input, xtrue
Out
put,
x mea
sure
d
xoffset
Actual response
hysteresis error
• Backlash and mechanical friction
Ideal response
Input, xtrue
Out
put,
x mea
sure
d
Actual response
In Rating Instrument Performance
• Accuracy – The difference between the measured and
true values– Maximum error as the accuracy– The extent to which a reading might be wrong,
and is often quoted as a percentage of the full-scale reading of an instrument
• For example: ±1% of full-scale reading• Accuracy:
100
1 ×
−−=
valuetruevalueindicatedvaluetrue
A
In Rating Instrument Performance
• Precision– The difference between the instrument’s
reported values during repeated measurements of the same quantity
– Determined by statistical analysis– A term which describes an instrument’s
degree of freedom from random errors
In Rating Instrument Performance
• Precision
In Rating Instrument Performance
• Accuracy & Precision
low accuracy ; low precision high accuracy ; low precision
high accuracy ; high precisionlow accuracy ; high precision
In Rating Instrument Performance
• Resolution – The smallest increment of change in the
measured value that can be determined from the instrument’s readout scale
– Same (or smaller) order as the precision• Sometimes specified as an absolute value and
sometimes as a percentage of full-scale deflection
In Rating Instrument Performance
• Sensitivity– The change of an instrument or transducer’s
output per unit change in the measured quantity
– Higher sensitivity will also have finer resolution, better precision, and higher accuracy
• The sensitivity of measurement is therefore the slope of the straight line in measured quantity v.s. output reading characteristic chart
In Rating Instrument Performance
• Sensitivity
Measured quantity
Outputreading
Gradient=Sensitivity of Measurement
In Rating Instrument Performance
• Sensitivity to disturbance
Measured quantity
Scalereading
Nominal characteristic
Characteristicwith zero drift
Zerodrift
In Rating Instrument Performance
• Sensitivity to disturbance
Measured quantity
Scalereading
Nominal characteristic
Characteristicwith sensitivity drift
Sensitivitydrift
In Rating Instrument Performance
• Sensitivity to disturbance
Measured quantity
Scalereading
Nominal characteristic
Characteristic withzero and sensitivity drift
Zero drift plus Sensitivity drift
Precision error and accuracy
In Rating Instrument Performance
• Hysteresis– The non-coincidence between these loading
and unloading curves
In Rating Instrument Performance
• Dead space– As the rang of different input values over
which there is no change in output value
-
Measuredvariable
Outputreading
+-
+
Dead space
In Rating Instrument Performance
• Range or span– An instrument defines the minimum and
maximum values of a quantity that the instrument is designed to measure
• Input span: Rinput=xmax-xmin
• Output span: Routput=ymax-ymin
In Rating Instrument Performance
• Threshold– If the input to an instrument is gradually from
zero, the input will have to reach a certain minimum level before the change in the instrument output reading is of a large enough magnitude to be detectable. This minimum level of input is known as threshold for instrument.
Uncertainty
• Bias uncertainty, Bx
• precision uncertainty, Px
• Total uncertainty, Ux
)( 22xxx PBU +=
Uncertainty exampleA brass rod axial strain, yielding an average strain of ε=520 µ-strain(520 ppm). A precision uncertainty Pε=21 µ-strain with 95% confidence. The bias uncertainty is estimated to be Bε=29 µ-strain with odds of 19:1 (95% confidence). Whatis the total uncertainty of the strain ?
Solution.The total uncertainty for 95% coverage is
Uε=(Bε2+Pε2 ) 1/2 =36 µ-strain (95%)In other word, with odds of 19:1 , the true strain liesin the interval 520 ± 36 µ-strain:
484 µ-strain ≤ ε ≥ 556 µ-strain.
Sample versus Population
• Sample • population
Sample versus Population
群體(population)(所製造的所有品目)
x1 x2 xn
樣本(sample)由母體取出之樣本
Probability Distributions
• Probability is an expression of the likelihood of a particular event taking place, measured eithreference to all possible events.
Probability Distributions
• The Gaussian, or normal, probability distribution– Z-distribution
• Student’s t-distribution– Only a small sample of data is available
• The x2-distribution– in predicting the width of a population’s distribution, in
comparing the uniformity of samples, and in checking the goodness of fit for assumed distributions
Theory Based on the population
• Normal distribution curve
Theory Based on the population
• probability density function, (PDF)
• Gaussian probability density function
∫=→2
121
)(yProbabilit )(x
x
xx dxxf
−−= 2
2
2)(exp
21)(
σµ
πσxxf
x= the magnitude of a particular measurementµ= the mean value of the entire populationσ= the standard deviation of the entire population
Theory Based on the population
• the arithmetic average
• the deviation d = x - µ
• the standard deviation
∑=
=+⋅⋅⋅++
=n
i
in
nx
nxxxx
1
21
µ : The most probable single value for the quantity
nddd n
222
21 +⋅⋅⋅++
≈σ
Standard normal distribution curve
Example a.What is the area under the curve between z=-1.43
and z=1.43 ?b.What is the significance of this area ?
Solution.a. From Table 3.2, read 0.4236. This represent half
the area sought. Therefore,the total area is 2×0.4236=0.8472.
b. The significance is that for data following thenormal distribution, 84.72% of the population lies within the range –1.43 < z < 1.43.
Example What range x will contain 90% of the data ?
Solution.We need to find z such that 90%/2=45% of the
data lie between zero and +z; the other 45% willlie between –z and zero. Entering Table 3.2, we find z0.45≈1.645 (by interpolation). Hence, sincez=(x-µ)/σ, 90% of the population should fall within the range
(µ- z0.45) < x < (µ+ z0.45)or
(µ- 1.645) < x < (µ+1.645)
Theorey Based on the Sample
• We deal with samples from a population and not the population itself– to use average values from the sample to
estimate the mean or standard deviation of the population
• the sample mean
nxxx
nxx n
n
i
i +⋅⋅⋅++==∑
=
21
1
Theorey Based on the Sample
• the sample standard deviation
• Difference between population and sample
1)x(
1)()()(
n
1i
22i
222
21
−
−=
−−+⋅⋅⋅+−+−
=
∑ =
nxn
nxxxxxxs n
x
Sxσ or σxStandard Deviation
µ or µxMean
For sampleFor population
x
An Example of Sampling Results of a 12-hour pressure test
14.05024.04064.030174.020334.010254.000123.99033.98013.970
Number of results, mPressure p, in Mpa
Solution
• Histogram of the pressure data
Solution
• Sample mean and standard deviation
0.0420.0320.0220.0120.002-0.008-0.018-0.028-0.038
Deviationd
1261733251231
Number of results
176.4×10-5
102.4×10-5
48.4×10-5
14.4×10-5
0.4×10-5
6.4×10-5
32.4×10-5
78.4×10-5
144.4×10-5
d2
4.0504.0404.0304.0204.0104.0003.9903.9803.970
Pressurep
Solution
• Sample mean and standard deviation 77.400=∑ p
52 101858 −×=∑d
100n ==∑m
Mpa 008.4100/77.400 ==p
Mpa 014.099/101858 5 =×= −pS
Goodness of Fit
• A given set of data may or may not abide by the assumed distribution and since, at best, the degree of adherence can be only approximate, some estimate of goodness of fit should be made before critical decisions are based on statistical error calculations.
Goodness of Fit
• Normal probability plot
Goodness of Fit
• Graphical effects
Propagation of Uncertainty
• What is that uncertainty?– Finding the uncertainty in a result due to
uncertainties in the independent variables is called finding the propagation of uncertainty.
A linear function y of several independent variablesxi with standard deviations σi; The standard deviation of y is
22
22
2
11
∂∂
+⋅⋅⋅+
∂∂
+
∂∂
= nn
y xy
xy
xy σσσσ
Propagation of UncertaintyWe assume that each uncertainty is small enough that a first-order Taylor expansion of y(x1,x2,…,x3) provides a reasonable approximation:
nn
n
nn
uxyu
xyu
xyxxxy
uxuxuxy
∂∂
+⋅⋅⋅+∂∂
+∂∂
+≈
+++
22
11
21
2211
) ..., , , (
) ..., , , (
Propagation of UncertaintyUnder this approximation, y is linearfunction of the independent variable.
The uncertainties are:22
22
2
11
∂∂
+⋅⋅⋅+
∂∂
+
∂∂
= nn
y uxyu
xyu
xyu
Uncertainty exampleSuppose that y has the form
y=Ax1+Bx2
and that the uncertainties in x1 and x2 are knownwith odds of n:1. What is the uncertainty in y?
Solution.
1).:(n )()(
Eq., above Using
;
22
21
21
BuAuu
BxyA
xy
y +=
=∂∂
=∂∂
Uncertainty example例:兩個電阻值為100Ω之電阻,每個電阻值之公差(不確定度)為 5% 。試求將兩電阻串聯後之總電阻值及其電阻不確定度為何?
Solution.
( ) ( )Ω±Ω
Ω=×+×=
∂∂
+
∂∂
=
Ω=×
Ω=+=
07.7 200 07.75151
RR
RRu
55%100 200RR
22
2
22
2
11
y
21
串聯總電阻為
總共不確定度為
每個電阻之不確定度為
一般串聯總電阻為
uu
R
Uncertainty exampleA cylindrical body of circular section has a normal length of 5000 ± 0.5mm, an outside diameter of 200 ± 0.05mm. Determine the uncertainty in calculated volume.
Solution.
%101.12about or ,1076.1u is volume theofy uncertaint The
1076.1%1012.11057.1
%1012.1 %)01.0(%)0025.02( )()2(v
u
Eq., above Using
0.0025% 2000.05 ; 1%0.0
50000.5
1057.150002004
v; 4
234v
428
22222v
3822
−
−
−
×±×=
×≈×××=
×=+×=+=
====
×=×==
mmuor
lu
du
du
lu
mmldV
v
ld
dl
ππ
Graphical Presentation of Data
• When used to present facts, interpretations of facts, or theoretical relationships, a graph usually serves to communicate knowledge from the author to his readers, and to help them visualize the features that he considers important.
• A graph should be used when it will convey information and portray significant features more efficiently than words or tabulations.
According to the American Standards Association
Graphical Presentation of Data
• For example: atmospheric pressure– The data are tabled
Time of Day Pressure (mbar)
10:00 A.M.11:3001:00 P.M.02:1503:4004:4005:40
1009.0984.2999.8989.0977.1981.2990.0
Graphical Presentation of Data
• For example: atmospheric pressure– The data are graphed
General Rules for Making graphs
• For example: a temperature data
General Rules for Making graphs
• Minimum effort in understanding• The axes should have clear labels• Use scientific notation• Use real logarithmic axes• The axes should usually include zero• The scales should be commensurate with the
relative importance of the variations• Use symbols for data points
Other rules see textbook pp.101~103
General Rules for Making graphs
• A pool graph
General Rules for Making graphs
• improved by graphing guidelines
Choosing Coordinates
• Linear coordinates
Choosing Coordinates
• Semi-logarithmic coordinates
Choosing Coordinates
• Semi-logarithmic coordinates
Choosing Coordinates
• Full logarithmic coordinates
Choosing Coordinates
• Full logarithmic coordinates
Choosing Coordinates
• Polar coordinates
Choosing Coordinates
• Polar coordinates
Choosing Coordinates
• Polar coordinates
Producing Straight Lines
• For example: cooling dataBy linear coordinates
Producing Straight Lines
• For example: cooling dataBy semi-logarithmic coordinates
Producing Straight Lines
• For example: plot of y=1.0 + (2.5/x)
As y versus x
Producing Straight Lines
• For example: plot of y=1.0 + (2.5/x)As y versus (1/x)
Straight-line Transformations
• y=f(x) ⇒ Y=A+BX
baxnyy=a+bxn
blog alog xlog yy=axb
b log clog axlog yy=acbx
log blog axlog yy=abx
baxX/yy=x/(a+bx)bax1/yy=1/(a+bx)ba1/xyy=a+b/xBAXYF(x)
Line Fitting
• The simplest approach is just to draw appears to be a good straight line through the data
• When this approach is used, the probable tendency is to draw a line that minimizes the total deviation of all points from the line
Bias and precision error in line fitting
Least Square for Line Fits
• y=a + bx
• Correlation coefficient, r
∑ ∑∑ ∑ ∑ ∑
−
−=
22
2
)( ii
iiiii
xxnyxxxy
a∑ ∑∑ ∑ ∑
−
−=
22 )( ii
iiii
xxnyxyxn
b
( )( )∑
∑−+
−= 22
22
)()(
mi
mi
yxySyxy
r[ ]
2
1
2 )(
deviations squared the
∑=
−=n
iii xyyS
Least Square for Line Fits Example
A cantilever beam deflects downword when a mass is attachedto its free end. T deflection, δ(m), is a function of the beam stiffness, k(N/m), the applied mass, M(kg), and the gravitational body force, g=9.807m/s : k δ=MgTo determine the stiffness of a small cantilevered steel beam, astudent place various masses on the end of the beam and measures the corresponding deflections. The deflections are measured using a scale (a ruler) marked in 1mm increments. Each mass is measured in a balance. His results are as follow:
7.56.26.04.83.63.01.80.60Deflection(mm)
401.00
350.05
299.95
250.20
200.05
150.05
099.90
050.15
0Mass(g)
Least Square for Line Fits Example
Solution :Setting y=δ and x=M
n=9 ; Σx=1801g ; Σx2=5.109×105 g2 ; Σy=33.50mm ; Σy2=179.3mm2 ; Σxy=9959g·mm ;
The least squares results are theny = a + bx [or δ= a + (g/k)M ] ; a= -0.0755mm ; b=g/k= 0.0190 mm/g ; r= 0.995886 ;
The experimental stiffness of the beam isk= g/b = 9.807/0.0190 = 516 N/m
Least Square for Line Fits Example
Beam deflection for various masses
Least Square for Line Fits Example
Solution :From the figure, these data do appear to fall on a straight line.The correlation coefficient, r, is nearly unity, but a better test is to consider (1-r2) 1/2 = 0.0906 ≈ 9%. This value indicates that the vertical standard deviation of the data is only about 9% of the total vertical variation caused by the straight-line relationship between y and x.
Solution :
y= 0.645 + 3.6506 x r =1.00
Least Square for Line Fits Example
For the following data, determine the equation for y=y(x) by graphical analysis.
x 0 0.43 0.76 1.21 2.60 3.5y 1.00 1.54 3.61 5.25 10.0 13.50
645.0)( 22
2
=−
−=
∑ ∑∑ ∑ ∑ ∑
ii
iiiii
xxnyxxxy
a 6506.3)( 22 =
−
−=
∑ ∑∑ ∑ ∑
ii
iiii
xxnyxyxn
b
( )( )
00.1 ; )(
)(22
22 =
−+
−=
∑∑ r
yxySyxy
rmi
mi
Least Square for Line Fits Example
Solution :
0 1 2 3 4
5
10
15
x
y