1 n 1 n i=1
x = ∑ xi ∑ 2
Sx = [x i − x ] =
n i=1 n −1 i=1 n −1
Sx
Standard Error of the Sample Mean Sx =
n
Example: Turbulent Jet Flow
35
30
25
20
u[m/s]
15
10
0
0 0.02 0.04 0.06 0.08 0.1
t[sec]
Histogram of the data
Data taken in the edge of the calibrator jet
4 u[m/s]
1 10
Minimum 3.017
Maximum 31.309999
Sum 1410552.8
2000
0
3 5 7 9 11 13 15 17 19 21 23 25 27 29 31
Range
Points outside 2σ
Maximum 31.309999
1180 points below 5.8 Sum 1410552.8
3021 points above 22.4
Points 100000
---------------------------------
4201 outside of 2 sigma Mean 14.105528
Median 13.931
35 RMS 14.727658
Std Deviation 4.2353468
Variance 17.938163
30
Std Error 0.013393343
Skewness 0.23356729
25 Kurtosis -0.35308256
20
u[m/s]
15
10
0
0 0.02 0.04 0.06 0.08 0.1
t[sec]
Independent Samples?
30
25
20
u[m/s]
15
10
5
0 0.002 0.004 0.006 0.008 0.01
t[sec]
Uncertainty of the Mean
u[m/s] u[m/s]
u[m/s] Minimum 4.934 Minimum u[m/s]
4.7529998 u[m/s]
u[m/s] Minimum 4.158
Maximum 28.25 Maximum 23.617001
Sum 6964.915 Sum 7167.129 Maximum 25.896
Count
30
Count
30
30
20
20
20
10
10 10
0
4 6 8 10 12 14 16 18 20 22 24 26 28 0 0
4 6 8 10 12 14 16 18 20 22 24 4 6 8 10 12 14 16 18 20 22 24 26
Range
Range Range
u[m/s]
Minimum 5.0640001
u[m/s] u[m/s]
Maximum 25.41
u[m/s] Minimum 3.925
Sum 7052.453 u[m/s]
Maximum 26.697001
u[m/s]
Points 0 500 Sum 7004.394
hwtrace 7:57:22 PM 2/4/09 Mean 14.104906
Minimum 7.1430001
50 Maximum
hwtrace 7:57:22 PM 2/4/09 26.554001 hwtrace 7:57:22 PM 2/4/09Points 0 500
Median 13.7865 Mean 14.008788
Sum 7394.187 60
RMS 14.734009 60 Median 13.821
Points 501
Std Deviation 4.2636846 RMS 14.681991
Mean 14.758856
Variance 18.179007 Std Deviation 4.3992524
40 Median 14.342 50
Std Error 0.19067777 50 Variance 19.353422
Skewness 0.18801474 RMS 15.232915
Std Error 0.19674055
Kurtosis -0.68577901 Std Deviation 3.7744285 Skewness 0.23795119
Variance 14.24631 40 Kurtosis -0.53367869
30 40
Std Error 0.16862903
Count
Skewness 0.4556875
Count
Kurtosis -0.37815647 30
Count
30
20
20
20
10
10
10
0 0
5 7 9 11 13 15 17 19 21 23 25 3 5 7 9 11 13 15 17 19 21 23 25 27
0
7 9 11 13 15 17 19 21 23 25 27
Range Range
Range
Uncertainty on the Mean
15 15
These are 1 σ error bars, meaning 68% These are 2 σ error bars, meaning 95%
of the error bars should contain the actual mean of the error bars should contain the actual mean
14.5 14.5
Mean
Mean
14 14
13.5 13.5
13 13
0 1000 2000 3000 4000 5000 6000 0 1000 2000 3000 4000 5000 6000
Sx
Px = tα / 2,ν (c%)
n
Example 3.5
If we have 12 samples with an average of x and a standard
deviation of Sx, what is the 95% confidence interval for the true
value of µ?
α = 1 - c = 0.05, ν = n - 1 = 11
Sx Sx
x − tα / 2,ν < µ < x + tα / 2,ν (c%)
n n
Sx Sx
x − 2.201 < µ < x + 2.201 (95%)
12 12
3.10 Error Propagation
More often then not, the quantity we are interested in measuring is a
function of a few variables. The book cites the example of
estimating volume flow rate by measuring the time it takes to fill a
bucket of known volume. Q = V/t If you knew the uncertainty of V
and the uncertainty of t, how do you find the uncertainty of Q?
∂y ∂z ∂y ∂z
This is the Error Propagation Formula. In the first two terms, the
uncertainty u is the uncertainty of a fundamental quantity while the
partial derivative comes from the relation between x and y,z.
The last term accounts for the extent that fluctuations in y are
correlated to fluctuations in z. We will generally assume that this is
not significant. If y and z occur randomly, then this term is zero.
Propagation of Uncertainty
2
2 ∂x
2 ∂x 2
2 ∂x ∂x
ux ≅ uy + uz + L + 2uyz
2
∂y ∂z ∂y ∂z
We will ignore the covariance (last) term and assume that our
uncertainties behave like standard deviations. Thus
∂x 2
∂ x 2