Error Analysis - Physics 122122.physics.ucdavis.edu › course › cosmology › sites... ·...

21
Error Analysis Physics 122 Shirley Chiang Winter 2014

Transcript of Error Analysis - Physics 122122.physics.ucdavis.edu › course › cosmology › sites... ·...

Page 1: Error Analysis - Physics 122122.physics.ucdavis.edu › course › cosmology › sites... · Quoting Uncertainties in Measurements • (measured value of x) = x best x • Significant

Error Analysis

Physics 122Shirley ChiangWinter 2014

Page 2: Error Analysis - Physics 122122.physics.ucdavis.edu › course › cosmology › sites... · Quoting Uncertainties in Measurements • (measured value of x) = x best x • Significant

Measuring Errors

• Precision vs. Accuracy– Precision : reproducibility, repeatability– Accuracy: how close the result is to the correct value

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Systematic vs. Random Errors

• Systematic Errors – biases in the measurement, leading to result different from the correct one– Calibration error– Environmental effect on measurement tool– Imperfect method of observation

• Random Errors – Statistical Errors– Fluctuations  (noise) in measurement apparatus – Random operator errors– Noise in Nature– Johnson noise, shot noise– Usually can be improved by repeated measurements 

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Quoting Uncertainties in Measurements

• (measured value of x) = xbest x• Significant digits 

Ex. 1(measured g) = 9.82 0.02385 m/sec2

is absurd estimate of the undercertainty(measured g) = 9.82 0.02 m/sec2

Ex. 2. (measured speed) = 6051.78  30 m/sec => (measured speed) = 6050  30 m/sec 

• Fractional uncertainty = 

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Sample vs. Parent (Limiting) Distribution

Sample distribution • Histogram of measurements• Becomes the Parent (limiting) distribution in the 

limit of infinite number of measurements

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Properties of Distributions

• Mean of N measurements, • Mean  of parent distribution

• Median  / half of measurements are above this value, and half are below

/ ) = / ) = 0.5• Mode – most probable value, the one which will occur most often with repeated measurements

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Comparison of Mean, Median, Mode

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Standard Deviation 

lim→

1

lim→

12

lim→

12

lim→

1

For sample population,  ∑ ̅ , use factor (N‐1) in the denominator since  ̅ is determined from the data and not independently

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Useful Probability Distributions in Physics

• Binomial• Poisson• Gaussian• Lorentzian

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Binomial Distribution

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Poisson DistributionBinomial ‐> Poisson when p‐>0,

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Gaussian Distribution

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Gaussian (Normal) Distribution

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Normal Error Integral or Error Function erf(t)

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Gaussian vs. LorentzianLorentzian:

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Error PropagationUse partial derivatives

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Summary of Error Formulas

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Fitting Curves

• Method of least squares to fit straight line

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Judging Quality of Fitted Curves• Compute 2 ,

where oi = observed value, ei = expected value

• Reduced 2reduced =2 , where = number of degrees of

freedom = N‐n‐1,where N=number of observations

n=number of fitting parameters reduce by 1 for assuming the mean value is another fitted parameter

• A good fit has 2reduced =1, i.e., match between observationsand estimates is in accord with error variance

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Example from Melissinos, Chap. 10

2 = 0.846, and plot shows that 93% of the cases would have a larger 2 than obtained here, i.e., this fit is too good!