Introduction To Measurements & Error Analysis: The Uncertainty of Measurements
Introduction To Measurements & Error Analysis: The Uncertainty of Measurements
Introduction To Measurements & Error Analysis: The Uncertainty of Measurements
1
Introduction to Measurements & Error Analysis
To help answer these questions, we should first define the terms accuracy and precision:
Caution: Unfortunately the terms error and uncertainty are often used interchangeably to
describe both imprecision and inaccuracy. This usage is so common that it is impossible to avoid
entirely. Whenever you encounter these terms, make sure you understand whether they refer to
accuracy or precision, or both.
Notice that in order to determine the accuracy of a particular measurement, we have to know the
ideal, true value, which we really never do. Sometimes we have a “textbook” measured value, which
is known precisely, and we assume that this is our “ideal” value, and use it to estimate the accuracy
of our result. Other times we know a theoretical value, which is calculated from basic principles, and
this also may be taken as an “ideal” value. But physics is an empirical science, which means that the
theory must be validated by experiment, and not the other way around. We can escape these
difficulties and retain a useful definition of accuracy by assuming that, even when we do not know
the true value, we can rely on the best available accepted value with which to compare our
experimental value.
For our example with the gold ring, there is no accepted value with which to compare, and both
measured values have the same precision, so we have no reason to believe one more than the other.
The only way to assess the accuracy of the measurement is to compare with a known standard. For
this situation, it may be possible to calibrate the balances with a standard mass that is accurate within
a narrow tolerance and is traceable to a primary mass standard at the National Institute of
Standards and Technology (NIST). Calibrating the balances should eliminate the discrepancy
between the readings and provide a more accurate mass measurement.
Precision is often reported quantitatively by using relative or fractional uncertainty:
uncertainty
Relative Uncertainty =
measured quantity (1)
If the expected value for m is 80.0 g, then the relative error is: 75.5 − 80.0
= −0.056 = −5.6%
80.0
Note: The minus sign indicates that the measured value is less than the expected value.
When analyzing experimental data, it is important that you understand the difference between
precision and accuracy. Precision indicates the quality of the measurement, without any guarantee
that the measurement is “correct.” Accuracy, on the other hand, assumes that there is an ideal value,
and tells how far your answer is from that ideal, “right” answer. These concepts are directly related
to random and systematic measurement errors.
Types of Errors
Measurement errors may be classified as either random or systematic, depending on how the
measurement was obtained (an instrument could cause a random error in one situation and a
systematic error in another).
Random errors are statistical fluctuations (in either direction) in the measured
data due to the precision limitations of the measurement device. Random errors
can be evaluated through statistical analysis and can be reduced by averaging
over a large number of observations (see standard error).
Systematic errors are reproducible inaccuracies that are consistently in the same
direction. These errors are difficult to detect and cannot be analyzed
statistically. If a systematic error is identified when calibrating against a
standard, applying a correction or correction factor to compensate for the effect
can reduce the bias. Unlike random errors, systematic errors cannot be detected
or reduced by increasing the number of observations.
Our strategy is to reduce as many sources of error as we can, and then to keep track of those
errors that we can’t eliminate. It is useful to study the types of errors that may occur, so that we may
recognize them when they arise.
aligned with the pointer and scale, the reading may be too high or low (some analog meters have
mirrors to help with this alignment).
Instrument drift (systematic) - Most electronic instruments have readings that drift over time. The
amount of drift is generally not a concern, but occasionally this source of error can be significant and
should be considered.
Lag time and hysteresis (systematic) - Some measuring devices require time to reach equilibrium,
and taking a measurement before the instrument is stable will result in a measurement that is
generally too low. The most common example is taking temperature readings with a thermometer
that has not reached thermal equilibrium with its environment. A similar effect is hysteresis where
the instrument readings lag behind and appear to have a “memory” effect, as data are taken
sequentially moving up or down through a range of values. Hysteresis is most commonly associated
with materials that become magnetized when a changing magnetic field is applied.
Personal errors come from carelessness, poor technique, or bias on the part of the experimenter.
The experimenter may measure incorrectly, or may use poor technique in taking a measurement, or
may introduce a bias into measurements by expecting (and inadvertently forcing) the results to agree
with the expected outcome.
For example, if you are trying to use a meter stick to measure the diameter of a tennis ball, the
uncertainty might be ± 5 mm, but if you used a Vernier caliper, the uncertainty could be reduced to
maybe ± 2 mm. The limiting factor with the meter stick is parallax, while the second case is limited
by ambiguity in the definition of the tennis ball’s diameter (it’s fuzzy!). In both of these cases, the
uncertainty is greater than the smallest divisions marked on the measuring tool (likely 1 mm and 0.1
mm respectively). Unfortunately, there is no general rule for determining the uncertainty in all
measurements. The experimenter is the one who can best evaluate and quantify the uncertainty of a
measurement based on all the possible factors that affect the result. Therefore, the person making the
measurement has the obligation to make the best judgment possible and report the uncertainty in a
way that clearly explains what the uncertainty represents:
Measurement = (measured value ± standard uncertainty) unit of measurement
where the ± standard uncertainty indicates approximately a 68% confidence interval (see sections
on Standard Deviation and Reporting Uncertainties).
Example: Diameter of tennis ball = 6.7 ± 0.2 cm
Whenever possible, repeat a measurement several times and average the results.
This average is the best estimate of the “true” value. The more repetitions you
make of a measurement, the better this estimate will be.
Consider, as another example, the measurement of the width of a piece of paper using a meter
stick. Being careful to keep the meter stick parallel to the edge of the paper (to avoid a systematic
error which would cause the measured value to be consistently higher than the correct value), the
width of the paper is measured at a number of points on the sheet, and the values obtained are
entered in a data table. Note that the last digit is only a rough estimate, since it is difficult to read a
meter stick to the nearest tenth of a millimeter (0.01 cm).
Observation Width (cm)
#1 31.33
#2 31.15
#3 31.26
#4 31.02
#5 31.20
This average is the best available estimate of the width of the piece of paper, but it is certainly
not exact. We would have to average an infinite number of measurements to approach the true mean
value, and even then, we are not guaranteed that the mean value is accurate because there is still
some systematic error from the measuring tool, which can never be calibrated perfectly. So how do
we express the uncertainty in our average value?
One way to express the variation among the measurements is to use the average deviation. This
statistic tells us on average (with 50% confidence) how much the individual measurements vary from
the mean.
| x1 − x | + | x2 − x | +...+ | xN − x |
Average Deviation, d =
N
However, the standard deviation is the most common way to characterize the spread of a data
set. The standard deviation is always slightly greater than the average deviation, and is used
because of its association with the normal distribution that is frequently encountered in statistical
analyses.
Standard Deviation
To calculate the standard deviation for a sample of 5 (or more generally N) measurements:
1. Sum all the measurements and divide by 5 to get the average, or mean.
2. Now, subtract this average from each of the 5 measurements to obtain 5 “deviations”.
3. Square each of these 5 deviations and add them all up.
4. Divide this result by (N-1) and take the square root.
We can write out the formula for the standard deviation as follows. Let the N measurements be
called x1, x2, ..., xN. Let the average of the N values be called x . Then each deviation is given by
δx i = x i − x , for i = 1, 2, ..., N. The standard deviation is:
s=
(δx2
1 )
+ δx 22 + ... + δx N2
=
∑ δx 2
i
(N − 1) (N − 1)
In our previous example, the average width x is 31.19 cm. The deviations are:
Observation Width (cm) Deviation (cm)
#1 31.33 +0.14 = 31.33 - 31.19
#2 31.15 -0.04 = 31.15 - 31.19
#3 31.26 +0.07 = 31.26 - 31.19
#4 31.02 -0.17 = 31.02 - 31.19
#5 31.20 +0.01 = 31.20 - 31.19
The significance of the standard deviation is this: if you now make one more measurement using
the same meter stick, you can reasonably expect (with about 68% confidence) that the new
measurement will be within 0.12 cm of the estimated average of 31.19 cm. In fact, it is reasonable to
use the standard deviation as the uncertainty associated with this single new measurement.
However, the uncertainty of the average value is the standard deviation of the mean, which is always
less than the standard deviation.
Consider an example where 100 measurements of a quantity were made. The average or mean
value was 10.5 and the standard deviation was s = 1.83. The figure below is a histogram of the 100
measurements, which shows how often a certain range of values was measured. For example, in 20
of the measurements, the value was in the range 9.5 to 10.5, and most of the readings were close to
the mean value of 10.5. The standard deviation s for this set of measurements is roughly how far
from the average value most of the readings fell. For a large enough sample, approximately 68% of
the readings will be within one standard deviation of the mean value, 95% of the readings will be in
the interval x ± 2s, and nearly all (99.7%) of readings will lie within 3 standard deviations from the
mean. The smooth curve superimposed on the histogram is the gaussian or normal distribution
predicted by theory for measurements involving random errors. As more and more measurements are
made, the histogram will more closely follow the bell-shaped gaussian curve, but the standard
deviation of the distribution will remain approximately the same.
← x ± 1s →
← x ± 2s →
← x ± 3s →
s
Standard Deviation of the Mean, or Standard Error (SE), σ x =
N (3)
The standard error is smaller than the standard deviation by a factor of 1 N . This reflects the
fact that we expect the uncertainty of the average value to get smaller when we use a larger number
of measurements, N. In the previous example, we find the standard error is 0.05 cm, where we have
divided the standard deviation of 0.12 by √5. The final result should then be reported as:
Average paper width = 31.19 ± 0.05 cm
Anomalous Data
The first step you should take in analyzing data (and even while taking data) is to examine the
data set as a whole to look for patterns and outliers. Anomalous data points that lie outside the
general trend of the data may suggest an interesting phenomenon that could lead to a new discovery,
or they may simply be the result of a mistake or random fluctuations. In any case, an outlier requires
closer examination to determine the cause of the unexpected result. Extreme data should never be
“thrown out” without clear justification and explanation, because you may be discarding the most
significant part of the investigation! However, if you can clearly justify omitting an inconsistent data
point, then you should exclude the outlier from your analysis so that the average value is not skewed
from the “true” mean.
Propagation of Uncertainty
Suppose we want to determine a quantity f, which depends on x and maybe several other
variables y, z,etc. We want to know the error in f if we measure x, y, ... with errors σx, σy, …
For a single-variable function f (x), the deviation in f can be related to the deviation in x using
calculus:
df
δf = δx
dx
Thus, taking the square and the average:
2
df
δf 2
= δx 2
dx
and using the definition of σ, we get:
df
σf = σx
dx
Examples:
a) f = √x
df 1
=
dx 2 x
σx σf σx
σf = , or =
2 x f 2x
b) f = cosθ
df
= − sin θ
dθ
σf
σ f = sin θ σ θ , or = tan θ σ θ
f
Note: in this situation, σθ must be in radians.
In the case where f depends on two or more variables, the derivation above can be repeated with
minor modification. For two variables, f(x, y), we have:
∂f ∂f
δf = δx + δy
∂x ∂y
∂f
The partial derivative means differentiating f with respect to x holding the other variables fixed.
∂x
Taking the square and the average, we get the law of propagation of uncertainty:
2
∂f ∂f ∂f ∂f
2
∂x ∂y ∂x ∂y (4)
If the measurements of x and y are uncorrelated, then δxδy = 0 , and using the definition of σ, we get:
2
∂f ∂f
2
σ f = σ x2 + σ y2
∂x ∂y
Examples:
a) f = x + y
∂f ∂f
= 1, =1
∂x ∂y
∴σ f = σ x2 + σ y2
When adding (or subtracting), the absolute uncertainty of the sum (or
difference) is the rss of the individual absolute uncertainties. Adding or
subtracting a constant does not change the absolute uncertainty of the value.
b) f = xy
∂f ∂f
= y, =x
∂x ∂y
∴σ f = y 2σ x2 + x 2σ y2
σf σ σ y
2 2
= x +
f x y
c) f = x / y
∂f 1 ∂f x
= , =− 2
∂x y ∂y y
2 2
1 x 2
∴σ f = σ x2 + 2 σ y
y y
Dividing the above equation by f = x / y, we get:
σf σ σ y
2 2
= x +
f x y
When multiplying (or dividing), the relative uncertainty of the product
(quotient) is the rss of the individual relative uncertainties. Multiplying or
dividing by a constant does not change the relative uncertainty of the value.
Note that the relative uncertainty in f, as shown in (b) and (c) above, has the same form for
multiplication and division: the relative uncertainty in a product or quotient is the square root of the
sum of the squares of the relative uncertainty of each individual term, as long as the terms are not
correlated.
Example: Find uncertainty in v, where v = at with a = 9.8 ± 0.1 m/s 2 , t = 1.2 ± 0.1 s
σv σ σ
2 2 2 2
0.1 0.1
= a + t = + = (0.010)2 + (0.029)2 = 0.031 or 3.1%
v a t 9.8 3.4
Notice that since the relative uncertainty in t (2.9%) is significantly greater than the relative
uncertainty for a (1.0%), the relative uncertainty in v is essentially the same as for t (about 3%).
Graphically, this is like the Pythagorean theorem:
3.1%
The total uncertainty is the length of the hypotenuse of a right triangle 1.0%
with legs the length of each uncertainty component. 2.9%
If one of the uncertainty terms is more than 3 times greater than the other terms,
the root-squares formula can be skipped, and the combined uncertainty is
simply the largest uncertainty. This shortcut can save a lot of time without losing
any accuracy in the estimate of the overall uncertainty.
The upper-lower bound method is especially useful when the functional relationship is not clear
or is incomplete. One practical application is forecasting the expected range in an expense budget. In
this case, some expenses may be fixed, while others may be uncertain, and the range of these
uncertain terms could be used to predict the upper and lower bounds on the total expense.
Significant Figures
The number of significant figures in a value can be defined as all the digits between and
including the first non-zero digit from the left, through the last digit. For instance, 0.44 has two
significant figures, and the number 66.770 has 5 significant figures. Zeroes are significant except
when used to locate the decimal point, as in the number 0.00030, which has 2 significant figures.
Zeroes may or may not be significant for numbers like 1200, where it is not clear whether two, three,
or four significant figures are indicated. To avoid this ambiguity, such numbers should be expressed
in scientific notation to (e.g. 1.2 x 103 clearly indicates two significant figures).
When using a calculator, the display will often show many digits, only some of which are
meaningful (significant in a different sense). For example, if you want to estimate the area of a
circular playing field, you might pace off the radius to be 9 meters and use the formula area = πr2.
When you compute this area, the calculator might report a value of 254.4690049 m2. It would be
extremely misleading to report this number as the area of the field, because it would suggest that you
know the area to an absurd degree of precision - to within a fraction of a square millimeter! Since the
radius is only known to one significant figure, the final answer should also contain only one
significant figure. A more truthful answer would be to report the area as 300 m2; however, this
format is somewhat misleading, since it could be interpreted to have three significant figures because
of the zeroes. The better way to report the number would be to use scientific notation: 3 × 102 m2.
From this example, we can see that the number of significant figures reported for a value implies
a certain degree of precision. In fact, the number of significant figures suggests a rough estimate of
the relative uncertainty:
To understand this connection more clearly, consider a value with 2 significant figures, like 99,
which suggests an uncertainty of ±1, or a relative uncertainty of ±1%. (Actually some people might
argue that the implied uncertainty in 99 is ±0.5 since the range of values that would round to 99 are
98.5 to 99.4. But since the uncertainty here is only a rough estimate, there is not much point arguing
about the factor of two.) The smallest 2-significant figure number, 10, also suggests an uncertainty of
±1, which in this case is a relative uncertainty of ±10%. The ranges for other numbers of significant
figures can be reasoned in a similar manner.
Use of Significant Figures for Simple Propagation of Uncertainty
By following a few simple rules, significant figures can be used to find the appropriate precision
for a calculated result for the four most basic math functions, all without the use of complicated
formulas for propagating uncertainties.
For multiplication and division, the number of significant figures that are
reliably known in a product or quotient is the same as the smallest number of
significant figures in any of the original numbers.
For addition and subtraction, the result should be rounded off to the last
decimal place reported for the least precise number.
If a calculated number is to be used in further calculations, it is good practice to keep one extra
digit to reduce rounding errors that may accumulate. Then the final answer should be rounded
according to the above guidelines.
Uncertainty and Significant Figures
For the same reason that it is dishonest to report a result with more significant figures than are
reliably known, the uncertainty value should also not be reported with excessive precision.
For example, if we measure the density of copper, it would be unreasonable to report a result
like:
measured density = 8.93 ± 0.4753 g/cm3 WRONG!
The uncertainty in the measurement cannot be known to that precision. In most experimental
work, the confidence in the uncertainty estimate is not much better than about ±50% because of all
the various sources of error, none of which can be known exactly. Therefore, to be consistent with
this large uncertainty in the uncertainty (!) the uncertainty value should be stated to only one
significant figure (or perhaps 2 sig. figs. if the first digit is a 1).
To help give a sense of the amount of confidence that can be placed in the standard deviation, the
following table indicates the relative uncertainty associated with the standard deviation for various
sample sizes. Note that in order for an uncertainty value to be reported to 3 significant figures, more
than 10,000 readings would be required to justify this degree of precision!
Relative Sig.Figs. Implied
N Uncert.* Valid Uncertainty
2 71% 1 ± 10% to
3 50% 1 ± 10% to
4 41% 1 ± 10% to
5 35% 1 ± 10% to
10 24% 1 ± 10% to
20 16% 1 ± 10% to
30 13% 1 ± 10% to
50 10% 2 ± 1% to
10 7% 2 ± 1% to
10 0.7% 3 ± 0.1% to
σσ 1
*The relative uncertainty is given by the approximate formula: =
σ 2( N − 1)
When an explicit uncertainty estimate is made, the uncertainty term indicates how many
significant figures should be reported in the measured value (not the other way around!). For
example, the uncertainty in the density measurement above is about 0.5 g/cm3, so this tells us that the
digit in the tenths place is uncertain, and should be the last one reported. The other digits in the
hundredths place and beyond are insignificant, and should not be reported:
measured density = 8.9 ± 0.5 g/cm3 RIGHT!
In most instances, this practice of rounding an experimental result to be consistent with the
uncertainty estimate gives the same number of significant figures as the rules discussed earlier for
simple propagation of uncertainties for adding, subtracting, multiplying, and dividing.
Caution: When conducting an experiment, it is important to keep in mind that precision is
expensive (both in terms of time and material resources). Do not waste your time trying to obtain a
precise result when only a rough estimate is required. The cost increases exponentially with the
amount of precision required, so the potential benefit of this precision must be weighed against the
extra cost.
poll may report that the results have a margin of error of ±3%, which means that readers can be
95% confident (not 68% confident) that the reported results are accurate within 3 percentage points.
In physics, the same average result would be reported with an uncertainty of ±1.5% to indicate the
68% confidence interval.
A = 1.2 ± 0.4
Measurements and their uncertainties
B = 1.8 ± 0.4
A
B These measurements agree within their
uncertainties, despite the fact that the percent
0 0.5 1 1.5 2 2.5 difference between their central values is 40%.
These measurements do not agree since their Measurements and their uncertainties
uncertainties do not overlap. Further investigation
would be needed to determine the cause for the A
B
discrepancy. Perhaps the uncertainties were
underestimated, there was a systematic error that
was not detected, or the difference may be real! 0 0.5 1 1.5 2 2.5
References:
Taylor, John. An Introduction to Error Analysis, 2nd. ed. University Science Books: Sausalito, 1997.
Baird, D.C. Experimentation: An Introduction to Measurement Theory and Experiment Design, 3rd.
ed. Prentice Hall: Englewood Cliffs, 1995.
Lichten, William. Data and Error Analysis., 2nd. ed. Prentice Hall: Upper Saddle River, NJ, 1999.
Bevington, Phillip and Robinson, D. Data Reduction and Error Analysis for the Physical Sciences,
2nd. ed. McGraw-Hill: New York, 1991.
ISO. Guide to the Expression of Uncertainty in Measurement. International Organization for
Standardization (ISO) and the International Committee on Weights and Measures (CIPM):
Switzerland, 1993.
NIST. Essentials of Expressing Measurement Uncertainty. http://physics.nist.gov/cuu/Uncertainty/