Measurement and Uncertainty
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1 Measurement and Uncertainty Michael Gold Physics 307L September 16, 2006 Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
2 Goal of Experiment Measure a parameter: statistical precision, accuracy (systematic effects) Test a hypothesis: confidence level, goodness of fit Example: c = (3.09 ± 0.15) 10 8 m/s, best value (mean) and uncertainty Units! No more than two significant digits in the error! precision is % Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
3 Uncertainties It is well recognized that we can never measure any physical magnituded exactly, that is with zero error... Therefore, in reporting the result of any measurements, it is obligatory to specify the probability that the result is in error by some specified amount, because a gample on relative correctness is always involved in all physical determinations. Uncertainties ( errors ) are of two types, strictly speaking, should be quoted separately although sometimes they are added in quadrature: (δc) 2 = (δstatistical) 2 + (δsystematic) 2 Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
4 Statistical and systematic uncertainties statistical accidental or random errors; repeated measurements should be distributed according to normal (Gaussian) about the mean. systematic functions of experimental method, instruments or environmental conditions (e.g. uncertainty in calibrations); effects the accuracy of the measurement; crucial test is reproduciblity of result done by different experiments using different methods. Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
5 Mean and Variance Suppose you make N measurements of a quantity q : mean q = 1 N qi variance σq 2 ( q) 2 = 1 (qi q) 2, N 1 Where the statistical error σ q is the square-root of the variance. Note that the 1 results from having determined q from the same data. Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
6 Probability content of statistical uncertainty If systematic errors are negligible compared to the statistical (measurement is statistics dominated ), then the probability content of the statistical error σ q is given by the Gaussian distribution. The probablity of observing q given that the true value is the theoretical q th is: q q th /σ q < % one-sigma q q th /σ q < % two-sigma q q th /σ q < % three-sigma q q th /σ q < four-sigma q q th /σ q < five-sigma q q th /σ q < six-sigma So, if the experimental value differs significantly (> three sigma), then either: there is some unknown systematic that hasn t been accounted for; theory is wrong! Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
7 Error propagation suppose q(x 1, x 2,..., x n ), where the x i are N independent (uncorrelated) quantities ( variables ). An error of σ x i contributes an error of q x i σ x i to σ q. These are added in quadrature: σ 2 q = N i=1 ( ) q 2 x i σ x i uncorrelated x i Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
8 Scatter Plot To determine if two variables are uncorrelated, make a scatter plot: {xj 1, xj 2 } j measurements of x 1, x 2. Figure: Uncorrelated random variables Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
9 Correlated Variables Figure: (Gaussian) Correlated random variables Start with the simplest type of correlation, a linear correlation. Michael Gold (Physics 307L) Measurement and Uncertainty September 16, / 9
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