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# PROPOGATION

OF ERRORS
IMPORTANCE OF KNOWING THE ERRORS
Density of crown
= 15.5 gm/cm3 (Gold)
= 13.8 gm/cm3 (alloy)

## Error band of B is less than that of A

A Believe B
Conclusion Crown is made of alloy not gold

## Experimenter A 15.0 13.5-16.5 15 1.5

Experimenter B 13.9 13.7-14.1 13.9 0.2
ERROR (UNCERTAINTY)

## SYSTEMATIC ERROR RANDOM ERROR

(BIAS) (PRECISION)

## ISO/IEC Guide 98-1:2009

http://physics.nist.gov/cuu/Uncertainty/basic.html
Best estimate of length = 36 mm
Probable range = 35.5 to 36.5 mm

## Best estimate of voltage = 5.3 Volts

Probable range = 5.2 to 5.4 Volts
Actual measured = Bias this is easily removed by calibration

## Calibration act of applying a known value of input to measurement

system to observe the output
CALIBRATION
All inputs except one kept at some constant value
Input under study varied over some range
Output under study varies over some other range of constant values
Calibration standard should be atleast 10 times as accurate as the
instrument being calibrated

## A calibrated instrument has only Precision

Accuracy Combination of bias + precision
PRECISION
Ability of the system to indicate a particular value upon repeated
but independent applications of a specific value of input
Measure of random variation to be expected during repeatability
trials
102 0C
Temperature
100 0C

98 0C
I II III IV

## I PRECISE + NO BIAS: ACCURATE

II PRECISE + BIAS : INACCURATE
III IMPRECISE + BIAS : INACCURATE
IV IMPRECISE + NO BIAS : ACCURATE

## Low precision; Low accuracy

High precision;Low accuracy

## High precision; High accuracy

PICTORIAL DEPICTION OF BIAS AND PRECISION

Scatter
Measured value Bias
True value (standard)

## A measured value is a random variable with mean and standard deviation .

o The bias in the measuring process is the difference between the mean
measurement and the true value:
Bias = True value

## o The uncertainty in the measuring process is the standard deviation .

o The smaller the bias, the more accurate the measuring process.

o The smaller the uncertainty, the more precise the measuring process.
Let X1, . . . , Xn be independent measurements, all made by the same
process on the same quantity.

## The sample standard deviation s can be used to estimate the

uncertainty.
Estimates of uncertainty are often crude, especially when based on
small samples.
If the true value is known, the sample mean X can be used to
estimate the bias:
Bias X - True value
If the true value is unknown, the bias cannot be estimated from
repeated measurements.

From here on we will assume, unless otherwise stated, that bias has
been reduced to a negligible level. We will describe measurements in
the form
Measured value
A laboratory sample of gas is known to have a carbon monoxide (CO) concentration
of 50 parts per million (ppm). A spectrophotometer is used to take five independent
measurements of this concentration. The five measurements, in ppm, are 51, 47, 53,
53, and 48. Estimate the bias and the uncertainty in a spectrophotometer
measurement.
Five measurements - Random sample from the population of possible
measurements.
True value = 50 ppm
The mean of the five measurements = 50.4 ppm
Bias = 50.4 50 = 0.4 ppm
The standard deviation of the five measurements = 2.8 ppm
Uncertainty in each measurement = 2.8 ppm
A different spectrophotometer is now used to measure theCO concentration in
another gas sample. The true concentration in this sample is unknown. Five
measurements are made (in ppm). They are 62, 63, 61, 62, and 59. Estimate the
uncertainty in a measurement from this spectrophotometer. Can we estimate the
bias?
Uncertainty in a single measurement = Sample standard deviation = 1.5 ppm
The sample mean = 61.4 ppm,
Since we do not know the true concentration, we cannot estimate the bias.
61.4 1.5 ppm
IILUSTRATION OF IMPORTANCE OF ACCURATE EXPERIMENTAL RESULTS
Why are experiments necessary?

## The experiments run in science and engineering courses demonstrate physical

principles and processes, but once these demonstrations are made and their lessons
taken to heart, why bother with experiments?

With the laws of physics we know, with the sophisticated analytical solution
methods we study, with the increasing knowledge of numerical solution techniques,
and with the awesome computing power available, is there any longer a need for
experimentation in the real world?

The scientific method is the systematic attempt to construct theories that correlate
wide groups of observed facts and are capable of predicting the results of future
observations. Such theories are tested by controlled experimentation and are
accepted only so long as they are consistent with all observed facts.
MEASUREMENT OF BENDING OF
ANALYTICAL APPROACH TO A LIGHT AS IT PASSES THROUGH THE
SOLUTION OF A PROBLEM SUN
Einsteen Theory of relativity (1916)
Predicted that a light from a start
would be bent through an angle of
1.8 (seconds) as it passes through
the sun

## Refined Classical theory predicted

a bending angle of 0.9

## 1919, Dyson, Eddington and

Davidson measured the bending of
light by the sun during solar eclipse.

= 2 0.3

## Einsteens theory of relativity was

accepted.
Comparison of model results with Comparison of model results with
experimental data without experimental data with consideration of
with consideration of uncertainty in Y uncertainty in Y

## Data uncertainty effectively sets the resolution at which such

TYPES OF INSTRUMENT ERRORS
SEQUENTIAL TEST: A sequential test applies a sequential variation in the input
value over the desired input range. This may be accomplished by increasing the input
value (upscale direction) or by decreasing the input value (downscale direction) over
the full input range.

## HYSTERESIS : The sequential test is an effective diagnostic technique for

identifying and quantifying hysteresis error in a measurement system. Hysteresis
error refers to differences between an upscale sequential test and a downscale
sequential test. The hysteresis error of the system is estimated by its uncertainty
uh = yupscale ydownscale .

y
ydownscale max
U hmax 100
upscale

Range
LINEARITY ERROR :
y x y L x max
U hmax 100
Range
SENSITIVITY ERROR : The sensitivity error is a statistical measure of
the random error in the estimate of the slope of the calibration curve.
Ex: Temperature dependency
ZERO ERROR : If the zero intercept is not fixed but the sensitivity is
constant, then a drift in the zero intercept introduces a vertical shift of
the calibration curve. This shift is known as the zero error with
uncertainty, uz
Instrument Repeatability: The ability of a measurement system to
indicate the same value on repeated but independent application of
the same input provides a measure of the instrument repeatability.
Specific claims of repeatability are based on multiple calibration tests
(replication) performed within a given lab on the particular unit

2s x
U R max 100
Range
Overall Instrument Error and Instrument Uncertainty:
An estimate of the overall instrument error is made by combining the
estimates of all known errors into a term called the instrument
uncertainty.
The estimate is computed from the square root of the sum of the
squares of all known uncertainty values.
For M known errors, the overall instrument uncertainty, uc, is
estimated by

uc u u ........u
2
1
2
2
2
M
Linear Combinations of Measurements

## If X is a measurement and c is a constant, then

cX c X
If X1, . . . , Xn are independent measurements and c1, . . . , cn are
constants, then

2
c1 X 1 c2 X 2 c3 X 3 ....... cn X n c 2
1
2
X1 c
2
2
2
X2 .... c
2
n
2
Xn

c X1 1 c2 X 2 c3 X 3 ....... c n X n
c12 X2 1 c22 X2 2 .... cn2 X2 n
The radius of a circle is measured to be 3.0 0.1 cm. Estimate the circumference and
find the uncertainty in the estimate

R 3 cm
C 2 R
cX c X
C 2 R 2 0.1 cm 0.63 cm
The Circumfere nce is 18.85 0.63 cm
An item is formed by placing two components end to end. The lengths of the
components are measured independently, by a process that yields a random
measurement with uncertainty 0.1 cm. The length of the item is estimated by adding
the two measured lengths. Assume that the measurements are 4.10 cm and 3.70 cm.
Estimate the length of the item and find the uncertainty in the estimate.

c X1 1 c2 X 2 c3 X 3 ....... c n X n
c12 X2 1 c22 X2 2 .... cn2 X2 n
X 1 X2
X2 1 X2 2 0.12 0.12 0.14 cm
The estimated length 4.1 3.7 7.8 0.14 cm
A surveyor is measuring the perimeter of a rectangular lot. He measures two
adjacent sides to be 50.11 0.05 m and 75.21 0.08 m. These measurements are
independent. Estimate the perimeter of the lot and find the uncertainty in the
estimate.
X 50.11
Y 75.21
P 2 X 2Y 250.11 275.21 250.64

c X
1 1 c2 X 2 c3 X 3 ....... c n X n
c2
1
2
X1 c 2
2
2
X2 .... c
2
n
2
Xn

2
X
2
Y
2 2

## The perimeter is 250.64 0.19 m

The surveyors assistant suggests computing the uncertainty in P by a different
method. He reasons that since P = X + X + Y + Y , then

c X1 1 c2 X 2 c3 X 3 ....... c n X n
c12 X2 1 c22 X2 2 .... cn2 X2 n
P X X Y Y X2 X2 Y2 Y2
0.052 0.052 0.052 0.052 0.13 m
This disagrees with the value of 0.19 m calculated in previous example.

## WHAT WENT WRONG?

The four terms in the sum for P are not all independent.
Specifically, X + X is not the sum of independent quantities; neither is Y + Y.
In order to use the standard equation to compute the uncertainty in P, we must
express P as the sum of independent quantities, that is, P = 2X + 2Y
REPEATED MEASUREMENTS

## If X1, . . . , Xn are n independent measurements, each with mean and

uncertainty , then the sample mean X is a measurement with mean
X
and with uncertainty

X
n
The average of several repeated measurements has the same accuracy
as, and is more precise than, any single measurement.
REPEATABILITY IS NOT ACCURACY
The length of a component is to be measured by a process whose
uncertainty is 0.05 cm. If 25 independent measurements are made and
the average of these is used to estimate the length, what will the
uncertainty be? How much more precise is the average of 25
measurements than a single measurement?

X
n

0.05
X 0.01
n 25
Thus, the average of 25 independent measurements is five times more
precise than a single measurement.
The mass of a rock is measured five times on a scale whose
uncertainty is unknown. The five measurements (in grams) are 21.10,
21.05, 20.98, 21.12, and 21.05. Estimate the mass of the rock and find
the uncertainty in the estimate.

## 21.1 21.05 20.98 21.12 21.05

X 21.06 g
5

s
21.1 21.062 21.05 21.062 20.98 21.062 21.12 21.062 21.05 21.062 0.0543 g
51

0.0543
X X 0.02
n n 5
Two adjacent sides of a rectangular lot were measured to be X = 50.11 0.05 m and
Y = 75.21 0.08 m. Assume that the budget for this project is sufficient to allow 14
more measurements to be made. Each side has already been measured once.
One engineer suggests allocating the new measurements equally to each side, so
that each will be measured eight times.
A second engineer suggests using all 14 measurements on the longer side, since that
side is measured with greater uncertainty.
Estimate the uncertainty in the perimeter under each plan. Which plan results in the
smaller uncertainty?
First Plan
X Average of eight measuremen ts of the shorter side
Y Average of eight measuremen ts of the longer side

Perimeter 2 X 2Y
c X
1 1 c2 X 2 c3 X 3 ....... c n X n
c12 X2 1 c22 X2 2 .... cn2 X2 n

2 2
X Y
2 2
0.05 0.08
P 4 X 4 Y 4
2 2
4

4
4 0.067 m
8 8 8 8
Second Plan

## X Single measuremen t of the shorter side

Y Average of fifteen measuremen ts of the longer side

Perimeter 2 X 2Y
c X1 1 c2 X 2 c3 X 3 ....... c n X n
c12 X2 1 c22 X2 2 .... cn2 X2 n

2

2
0.08
P 2 X 2Y 4 X2 4 Y2 4 X2 4 Y 40.05 4 0.11 m
2

15 15

## First Plan, p = 0.067 m

Second Plan, p = 0.11 m

## The First plan is better

REPEATED MEASUREMENTS WITH DIFFERING UNCERTAINTIES
Repeated measurements may have differing uncertainties.
Ex: when the measurements are made with different instruments.
The best way to combine the measurements in this case is with a weighted average,
rather than with the sample mean.

## An engineer measures the period of a pendulum (in seconds) to be 2.0 0.2 s.

Another independent measurement is made with a more precise clock, and the
result is 2.2 0.1 s. The average of these two measurements is 2.1 s. Find the
uncertainty in this quantity.

Let X represent the measurement with the less precise clock, so X = 2.0 s, with
uncertainty X = 0.2 s.
Let Y represent the measurement on the more precise clock, so Y = 2.2 s, with
uncertainty Y = 0.1 s.
The average is (1/2)X + (1/2)Y = 2.10, and the uncertainty in this average is avg

X2 Y2 0.22 0.12
avg 0.11 s
4 4 4 4

## Equal weightage is being taken here

In the previous problem, another engineer suggests that since Y is a more precise
measurement than X, a weighted average in which Y is weighted more heavily than X
might be more precise than the unweighted average. Specifically, the engineer
suggests that by choosing an appropriate constant c between 0 and 1, the weighted
average cX + (1 c)Y might have a smaller uncertainty than the unweighted average
(1/2)X + (1/2)Y considered in previous example. Express the uncertainty in the
weighted average cX + (1 c)Y in terms of c, and find the value of c that minimizes
the uncertainty.
Let X represent the measurement with the less precise clock, so X = 2.0 s, with
uncertainty X = 0.2 s.
Let Y represent the measurement on the more precise clock, so Y = 2.2 s, with
uncertainty Y = 0.1 s.

## c 2 X2 1 c 2 Y2 0.22 c 2 0.12 1 c 2 0.05c 2 0.02c 0.01

We now must find the value of c minimizing . This is equivalent to finding the value
of c minimizing 2. We take the derivative of 2 = 0.05c2 0.02c + 0.01 with respect
to c and set it equal to 0:

d 2 0.02
0.1c 0.02 0 c 0.2
dc 0.1
The most precise weighted average is therefore
0.2X +0.8Y = 2.16

## The ratio of the coefficients of X and Y in the best weighted average is

equal to the ratio of the variances of Y and X:
Y2 0.12 0.2 c
0.25
X2 0.22 0.8 1 c

## We can therefore express the coefficients in terms of the variances:

Y2 Y2
c 2 0.2 1 c 2 0.8
X Y2
X Y2

## This relationship holds in general

If X and Y are independent measurements of the same quantity, with
uncertainties X and Y respectively, then the weighted average of X
and Y with the smallest uncertainty is given by
cbest X 1 cbest Y
where
Y2 X2
cbest 2 ; 1 cbest 2
X Y2
X Y2
LINEAR COMBINATIONS OF DEPENDENT MEASUREMENTS
Imagine that X and Y are measurements with uncertainties X and Y , and we wish
to compute the uncertainty in the sum X +Y.
If X and Y are dependent, the uncertainty in the sum may be
Greater than it would be in the independent case
Less than it would be in the independent case
It cannot be determined from X and Y alone.

## Ex: X positive random errors in X

Y Negative random errors in Y
Uncertainty in X + Y will be smaller than in the independent case.

## X positive random errors in X

Y positive random erros in Y
Uncertainty in X + Y will be larger than in the independent case.
The quantity that measures the relationship between the random errors in X and Y is
the covariance.
In general, if X1, . . . , Xn are measurements, and if the covariance of each pair of
measurements is known, following can be used to compute the uncertainty in a
linear combination of the measurements.
If X1, X2, . Xn are random variables and c1, c2, . cn are constants, then the
random variable
c1X1 + c2X2 +..cnXn
is called a linear combination of X1, X2, . Xn

c X
1 1 c 2 X 2 ..... c n X n
c1 X 1 c2 X 2 ....... cn X n
n 1

c c CovX , X
n

c2 X
1 1 c 2 X 2 ..... c n X n
c12 X2 1 c22 X2 2 ....... cn2 X2 n 2 i j i j
i 1 j i 1

h x, y ax by

2
aX bY a b 2abCov X , Y
2 2
X
2 2
Y
In practice, when measurements are dependent, it is often the case that not enough
is known about the dependence to quantify it.
In these cases, an upper bound may be placed on the uncertainty in a linear
combination of the measurements.
If X1, . . . , Xn are measurements (random variables) and c1, . . . , cn are
constants, then the random variable
c1X1 + c2X2 +..cnXn
is called a linear combination of X1, X2, . Xn

c X c X
1 1 2 2 ..... cn X n
c1 X1 c2 X 2 ....... cn X n
To prove that
c X c X
1 1 2 2 ..... cn X n
c1 X1 c2 X 2 ....... cn X n
If X1, X2, . Xn are random variables and c1, c2, . cn are constants, then the
random variable
c1X1 + c2X2 +..cnXn
is called a linear combination of X1, X2, . Xn
n 1 n

c2 X
1 1 c 2 X 2 ..... c n X n
c12 X2 1 c22 X2 2 ....... cn2 X2 n 2 c c CovX , X
i 1 j i 1
i j i j

X ,X

Cov X i , X j
i j
X X i j

## Since X i , X j 1, it follows that Cov X i , X j X i X j

Since ci c j Cov X i , X j ci c j Cov X i , X j , it follows that

ci c j Cov X i , X j ci c j X i X j
n 1 n

c2 X
1 1 c 2 X 2 ..... c n X n
c12 X2 1 c22 X2 2 ....... cn2 X2 n 2 c c CovX , X
i 1 j i 1
i j i j

ci c j Cov X i , X j ci c j X i X j
n 1 n

c2 X 1 1 c 2 X 2 ..... c n X n
c12 X2 1 c22 X2 2 ....... cn2 X2 n 2 c
i 1 j i 1
i c j Xi X j

2
Since ci2 ci , the right hand side of inequality can be factored
n 1

2

i 1 j i 1

## Substituting this and taking square roots

c X c X
1 1 2 2 ..... cn X n
c1 X1 c2 X 2 ........ cn X n
A surveyor is measuring the perimeter of a rectangular lot. He measures two
adjacent sides to be 50.11 0.05 m and 75.21 0.08 m. These measurements are
not necessarily independent. Find a conservative estimate of the uncertainty in the
perimeter of the lot.

X 1 50.11 X 1 0.05
X 2 75.21 X 2 0.08
P 2 X1 2 X 2

c X c X
1 1 2 2 ..... cn X n
c1 X1 c2 X 2 ........ cn X n

2X 1 2 X2
2 X1 2 X
2

2X 1 2 X2
20.05 20.08

2X 1 2 X2
0.26
The uncertainty was computed to be 0.19 m when X and Y are independent.
UNCERTAINTIES FOR FUNCTIONS OF ONE MEASUREMENT
Estimation the uncertainty in a nonlinear function of a measurement is
essential in few instances.
Ex: A = R2 R - Radius of the circle
If X is a measurement whose uncertainty X is small, and if U is a
function of X, then
dU
U X
dX
In practice, we evaluate the derivative dU/dX at the observed
measurement X.
Let U(X) be a differentiable function. Let X be any point. Then, if X is close to X,
the first order Taylor series approximation for U(X) is

f x x f x
df
U X U X X X
dU x
dX dx

f X f X X X
df
dx

U X U X X X
dU
dx
Let X be a measurement
U(X) - Quantity calculated from X = U
X - Mean of X.
For any reasonably precise measurement, X will be close enough to X for the Taylor
series approximation to be valid.
Adding U(X ) to both sides of the above equation yields

U X U X U X X X U X
dU
dX

U U X X X
dU
dX
U U X X X
dU
dX
dU dU
U U X X X
dX dX

dU
is cons tan t because it is evaluated at X
dX

dU
U X X is also cons tan t U aX b
dX
aX b a X b
dU aX
2
a X
2 2
U X b
dX aX b a X

## This is the propagation of error formula. When applying this formula,

we evaluate the derivative dU/dX at the observed measurement X,
since we do not know the value X
Propagation of Error Uncertainties Are Only Approximate

dU
U X
dX
The uncertainties computed by using the above equation are often
only rough approximations.

## For this reason, these uncertainties should be expressed with no more

than two significant digits.

## Indeed, some authors suggest using only one significant digit.

The radius R of a circle is measured to be 5.00 0.01 cm. Estimate the area of the
circle and find the uncertainty in this estimate.

A R2

A R 2 52 78.5 cm 2
dU
R 0.01 cm U X
dX

R 2R R 2 50.01 0.31 cm 2
dA
A
dR

A 78.5 0.3 cm 2
A rock identified as cobble-sized quartzite has a mass m of 674.0 g. Assume this
measurement has negligible uncertainty. The volume V of the rock will be measured
by placing it in a graduated cylinder partially filled with water and measuring the
volume of water displaced. The density D of the rock will be computed as D = m/V.
Assume the volume of displaced water is 261.0 0.1 mL. Estimate the density of the
rock and find the uncertainty in this estimate.
dU

Mass

674 g
2.582 g / mL U X
Volume 261 mL dX
674
Considering mass = 674 as a known constant,
V
d 674 674
V 2 V 2
0.1 mL 0.001 g / mL
dV V 261

2.582 0.001 g / mL
Relative Uncertainties for Functions of One Measurement
If U is a measurement whose true value is U , and whose uncertainty
is U , the relative uncertainty in U is the quantity U/U .
The relative uncertainty is a unitless quantity.
It is frequently expressed as a percent.
In practice U is unknown, so if the bias is negligible, we estimate the
relative uncertainty with U/U.

The radius of a circle is measured to be 5.00 0.01 cm. Estimate the area, and find
the relative uncertainty in the estimate.

A R2 52 78.5 cm 2

R 2R R 2 50.01 0.31 cm 2
dA
A
dR
A 0.31
A 78.5 0.3 cm 2
100 0.4%
A 78.5
The acceleration of a mass down a frictionless inclined plane is given by a = g sin ,
where g is the acceleration due to gravity and is the angle of inclination of the
plane. Assume the uncertainty in g is negligible. If = 0.60 0.01 rad, find the
relative uncertainty in a.

a g sin

## g cos g cos 0.01

da
a
d
a

g cos 0.01
100 cot cot 0.6
180
1.46%

a g sin

a
1.5%
a
Uncertainties for Functions of Several Measurements

## If X1, X2, . . . , Xn are independent measurements whose uncertainties

X1, X2 ,. . . , Xn are small, and if U = U(X1, X2, . . . , Xn) is a function of X1, X2, . . . , Xn,
then
2 2 2
U U U
U X2 X2 ....... X2
X 1 X 2 X n
1 2 n

In practice, we evaluate the partial derivatives at the point (X1, X2, . . . , Xn). This
relation is called multivariate propagation of error formula.
Let U = U(X1, X2, . . . , Xn) be a function whose partial derivatives all exist.
Let (1,2, . . . , n) be any point.
Then if X1, X2, . . . , Xn are close to 1, 2, . . . , n, respectively, the linearization of U is
given by using first-order multivariate Taylor series approximation.
U
U X 1 , X 2 ,....... X n U 1 , 2 .......n X 1 1 U X 2 2 ...... U X n n
X 1 X 2 X n
If X1, X2, . . . , Xn are independent measurements, the linear approximation leads to a
method for approximating the uncertainty in U, given the uncertainties in X1, X2, . . . ,
Xn.
Let 1,2, . . . , n be the means of X1, X2, . . . , Xn, respectively.
Then for any reasonably precise measurements, X1, X2, . . . , Xn will be close enough
to 1,2, . . . , n for the linearization to be valid.
U U U U U U
U U 1 , 2 .......n 1 2 ..... n X1 X 2 ...... Xn
X 1 X 2 X n X 1 X 2 X n

The quantities U/X1, U/X2, . . . , U/Xn are all constant, since they are
evaluated at the point (1,2, . . . , n). Therefore, the following quantity is constant
as well
U U U
U 1 , 2 .......n 1 2 ..... n
X 1 X 2 X n
U a bX

2
U 2 U 2
2
U 2
2 aX b a X b

U

X1
X 2 ....... X n
X 1 X 2 X n aX
2
b a X
2 2

aX b a X
Assume the mass of a rock is measured to be m = 674.0 1 g and the and the volume
of the rock is measured to be V = 261.0 0.1 mL. Estimate the density of the rock
and find the uncertainty in the estimate.
m 674 g
2 2 2.582 g / mL
2 2

m V V 261 mL
m V
1 m
; 2
2 2
1 m
m2 2 V2 m V V V
V V

2 2
1 2 674
1 0.12
0.004 g / mL 2.582 0.004 g / mL
261 261
2
One of the great benefits of the multivariate propagation of error formula is that it
enables one to determine which measurements are most responsible for the
uncertainty in the final result.

m 1
100 100 0.1483%
m 674
V 0.1
100 100 0.0383%
V 261

The uncertainty in the measurement of mass is more than the uncertainty in the
measurement of volume. Hence, there is need to decrease the uncertainty in the
measurement of mass
Uncertainties for Functions of Dependent Measurements
If X1, X2, . . . , Xn are not independent, the uncertainty in a function
U = U(X1,X2, . . . , Xn) can be estimated if the covariance of each pair (Xi , Xj ) is known.
In many situations, the covariances are not known.
In these cases, a conservative estimate of the uncertainty in U may be computed.
If X1, X2, . . . , Xn are measurements whose uncertainties X1, X2, . . . , Xn are small,
and if U = U(X1, X2, . . . , Xn) is a function of (X1, X2, . . . , Xn), then a conservative
estimate of U is given by

U U U
U X1 X 2 ........ Xn
X 1 X 2 X n
In practice, we evaluate the partial derivatives at the point (X1, X2, . . . , Xn).
The inequality is valid in almost all practical situations; in principle it can fail if some
of the second partial derivatives of U are quite large.
In practice, when measurements are dependent, it is often the case that not enough
is known about the dependence to quantify it.
In these cases, an upper bound may be placed on the uncertainty in a linear
combination of the measurements.
If X1, . . . , Xn are measurements (random variables) and c1, . . . , cn are
constants, then the random variable
c1X1 + c2X2 +..cnXn
is called a linear combination of X1, X2, . Xn

c X c X
1 1 2 2 ..... cn X n
c1 X1 c2 X 2 ....... cn X2 n
If X1, . . . , Xn are measurements whose relative uncertainties are
X1/X1, . . . ,Xn /Xn, and U = Xm1 Xm1 ..Xmn , where m1, . . . ,mn are any
exponents, then the relative uncertainty in U is
2 2 2
U X1

m1 m2 X 2 ....... mn X n
U X1 X2 Xn

U X 1m1 X 2m2
2 2 2
U 2 U 2 U 2

U

X1
X 2 ....... X n
X 1 X 2 X n

U m X
1
m1 1
1 2
2
X 2m2 X2 1 m2 X 1m1 X 2m2 1 X2 2

2 2
U m1 X 1m1 1 X 2m2 2 m2 X 1m1 X 2m2 1 2
m1 m2
X 1 m1 m2
X 2
U X 1 X 2 X1 X 2
2 2
U m1
2
2 m2 2
2
U X1
X 1 X 2
m1 m2 X 2
U X1 X2
U X1 X2
The height h of a cylinder is measured with a relative uncertainty of 2%, and the
radius r is measured with a relative uncertainty of 1%. Find the relative uncertainty
in the volume V.
V R2h U X m1 X m2
h R U X1
2

2

2%; 1%
m1

m2 X 2

h R U X1 X2

2 2
V R h
2 2
1 2

2
1 h 2 100 1 100 0.028
V R

V
0.028 100 2.8%
V
HOW TO REPORT AND USE UNCERTAINTIES
BEST ESTIMATE UNCERTAINTY
Ex: Best estimate of time = 2.4 s
Probable range = 2.3 to 2.5 s
Measured value of time = 2.4 0.1 s

## Measured Value of x = xbest x

SIGNIFICANT FIGURES
The last significant figure in any stated answer should usually be of the
same order of magnitude (in the same decimal position) as the
uncertainty
Ex:
92.81 with an uncertainty of 0.3 is written as 92.8 0.3
92.81 with an uncertainty of 3 is written as 93 3
92.81 with an uncertainty of 30 is written as 90 30
To reduce the inaccuracies caused by rounding, any numbers to be
used in subsequent calculations should normally retain at least one
significant figure more than is finally justified.
DISCREPANCY is the difference between two measured values of the
same quantity

26 9
25 2

15 1
16 8

## Two measurements are of same Two measurements are of same

resistance resistance
Discrepancy (10 ) > combined Stated margins of error overlap
uncertainty (3 ) Measurements are accurate, but
One of the experimenters made a imprecise.
mistake
COMPARISON OF MEASURED AND ACCEPTED VALUE

345 2

329 5 325 5

## Three measurements of the speed of sound at standard temperature and pressure.

Because the accepted value (331 m/s) is within student As margins of error, his
result is satisfactory
The accepted value is just outside Student Bs margin of error, but his measurement
is nevertheless acceptable.
The accepted value is far outside Student Cs stated margins, and his measurement is
definitely unsatisfactory
COMPARISON OF TWO MEASURED NUMBERS

1.56 0.06

1.49 0.03

p q 0.07 0.09
The law of conservation of momentum states that the total momentum of an isolated system
is constant.

To test it, a series of experiments with two carts that collide as they move along a frictionless
track are conducted.

Because the margins of error for p and q overlap, these measurements are certainly consistent
with conservation of momentum (which implies that p and q should be equal)
COMPARISON OF TWO MEASURED NUMBERS