Experimental Uncertainties: A Practical Guide

Experimental Uncertainties:
A Practical Guide

What you should already know well
What you need to know, and use, in this lab

More details available in handout Introduction to
Experimental Error in your folders.

In what follows I will use convention:
Error = deviation of measurement from true value
Uncertainty = measure of likely error
Why are Uncertainties
Important?
Uncertainties absolutely central to the
scientific method.
Uncertainty on a measurement at least as
important as measurement itself!
Example 1:
The observed frequency of the emission line
was 8956 GHz. The expectation from
quantum mechanics was 8900 GHz
Nobel Prize?
Why are Uncertainties
Important?
Example 2:
was 8956 10 GHz. The expectation from
quantum mechanics was 8900 GHz

Example 3:
was 8956 10 GHz. The expectation from
quantum mechanics was 8900 GHz 50 GHz

Types of Uncertainty
Statistical Uncertainties:
Quantify random errors in measurements between
repeated experiments
Mean of measurements from large number of
experiments gives correct value for measured
quantity
Measurements often approximately gaussian-
distributed
Systematic Uncertainties:
Quantify systematic shift in measurements away
from true value
Mean of measurements is also shifted bias
Examples
Statistical Errors:
Measurements gaussian-
distributed
No systematic error (bias)
Quantify uncertainty in
measurement with standard
deviation (see later)
In case of gaussian-distributed
measurements std. dev. = o in
formula
Probability interpretation
(gaussian case only): 68% of
measurements will lie within 1
o of mean.
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
-3 -2 -1 -0 1 2 3
( )
|
|
.
|
\
|

2
2
2
2
exp
2
1
o
to
x x
True Value
Examples
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
-3 -2 -1 -0 1 2 3
( )
|
|
.
|
\
|

2
2
2
2
exp
2
1
o
to
x x
True Value
Statistical + Systematic Errors:
Measurements still gaussian-
distributed
Measurements biased
Still quantify statistical
uncertainty in measurement with
standard deviation
Probability interpretation
(gaussian case only): 68% of
measurements will lie within 1 o
of mean.
Need to quantify systematic error
(uncertainty) separately tricky!
Systematic Errors
How to quantify uncertainty?
What is the true systematic
error in any given
measurement?
If we knew that we could correct
for it (by addition / subtraction)
What is the probability
distribution of the systematic
error?
Often assume gaussian
distributed and quantify with o
syst
.
Best practice: propagate and
quote separately
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
-3 -2 -1 -0 1 2 3
True Value
Calculating Statistical
Uncertainty
Mean and standard deviation of set of independent
measurements (unknown errors, assumed
uniform):

Standard deviation estimates the likely error of
any one measurement
Uncertainty in the mean is what is quoted:
( )
=
= =
i
i
i
i
x x
N
x x
N
x
2
2
0
1
1
;
1
o
( ) .
) 1 (
1
2 / 1
2
(
= =

i
i x
x x
N N
N
o
o
Propagating Uncertainties
Functions of one variable (general formula):

Specific cases:

X
x
f
F A ~ A
d
d
( )
( )
( )
( )
( )
( ) x
x
x
x x x
x
x
n
x
x
x nx x
x
x
x
x
x x x
n
n
n n
A = A
A = A
A
=
A
A = A
A
=
A
A = A
1
ln
cos sin
or
2 or 2
1
2
2
2
f = Apply equation Simplify
Propagating Uncertainties
Functions of >1 variable (general formula):

Specific cases:

( ) .
2
2
2
|
|
.
|
\
|
A
c
c
+
|
.
|
\
|
A
c
c
= A y
y
f
x
x
f
f
( ) ( ) ( )
2 2 2
y x f A + A = A ( ) ( ) ( )
2 2 2
y x f A + A = A
( ) ( ) ( )
2 2 2 2 2
y x x y f A + A = A
2
2
2
|
|
.
|
\
| A
+
|
.
|
\
| A
=
|
|
.
|
\
| A
y
y
x
x
f
f
y x ( )
( )
( )
2
4
2
2
2
2
y
y
x
y
x
f A +
A
= A
2
2
2
|
|
.
|
\
| A
+
|
.
|
\
| A
=
|
|
.
|
\
| A
y
y
x
x
f
f
xy
y x +
Combining Uncertainties
What about if have two or more
measurements of the same quantity, with
different uncertainties?
Obtain combined mean and uncertainty with:

Remember we are using the uncertainty in the
mean here:

=
i
i
i
i i
x
x
2
2
1 o
o
=
i
i
2 2
1 1
o o
N
i
o
o =
Fitting
Often we make measurements of several
quantities, from which we wish to
1. determine whether the measured values follow a
pattern
2. derive a measurement of one or more parameters
describing that pattern (or model)
This can be done using curve-fitting
E.g. EXCEL function linest.
Performs linear least-squares fit

Method of Least Squares
This involves taking
measurements y
i
and
comparing with the
equivalent fitted value y
i
f

Linest then varies the
model parameters and
hence y
i
f
until the
following quantity is
minimised:

Linest will return the fitted
parameter values (=mean)
and their uncertainties (in
the mean)

-1.5
-1
-0.5
0
0.5
1
0.0026 0.0028 0.003 0.0032 0.0034 0.0036 0.0038
l
n

e
t
a

[
c
P
s
]
1/T [1/K]
( )
=

N
i
f
i i
y y
1
2
In this example the model is
a straight line
y
i
f
=mx+c. The model
parameters are m and c
In the second year lab never use
the equations returned by Add
Trendline or linest to estimate your
parameters!!!
Weighted Fitting
Those still awake will have noticed the least
square method does not depend on the
uncertainties (error bars) on each point.
Q: Where do the uncertainties in the parameters
come from?
A: From the scatter in the measured means about the
fitted curve
Equivalent to:

Assumes errors on points all the same
What about if theyre not?

( )
=
i
i
x x
N
2
2
1
1
o
Weighted Fitting
To take non-uniform uncertainties (error bars) on
points into account must use e.g. chi-squared fit.
Similar to least-squares but minimises:

Enables you to propagate uncertainties all the way
to the fitted parameters and hence your final
measurement (e.g. derived from gradient).
This is what is used by chisquare.xls (download
from Second Year web-page) this is what we
expect you to use in this lab!
=
|
|
.
|
\
|

=
N
i
i
f
i i
y y
1
2
2
o
_
General Guidelines
Always:
Calculate uncertainties on measurements and plot
them as error bars on your graphs
Use chisquare.xls when curve fitting to calculate
uncertainties on parameters (e.g. gradient).
Propagate uncertainties correctly through derived
quantities
Quote uncertainties on all measured numerical
values
Quote means and uncertainties to a level of precision
consistent with the uncertainty, e.g: 3.770.08 kg, not
3.775475745680.08564846795768 kg.
Quote units on all numerical values
General Guidelines
Always:
Think about the meaning of your results
A mean which differs from an expected value by more than
1-2 multiples of the uncertainty is, if the latter is correct,
either suffering from a hidden systematic error (bias), or is
due to new physics (maybe youve just won the Nobel
Prize!)
Never:
Ignore your possible sources of error: do not just
say that any discrepancy is due to error (these
should be accounted for in your uncertainty)
Quote means to too few significant figures, e.g.:
3.770.08 kg not 40.08 kg

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