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Uncertainty in Measurements, Exercises of Mathematics

Introduction to probability and statistics

Typology: Exercises

2016/2017

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dr hab.inż. Katarzyna Zakrzewska, prof.AGH
Katedra Elektroniki, AGH
e-mail: zak@agh.edu.pl
http://home.agh.edu.pl/~zak
Lecture 1.
Uncertainty in measurements
Introduction to probability and
statistics
Introduction to probability and statistics. lecture 1 1
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Download Uncertainty in Measurements and more Exercises Mathematics in PDF only on Docsity!

dr hab.in

ż. Katarzyna Zakrzewska, prof.AGHKatedra Elektroniki, AGHe-mail: zak@agh.edu.plhttp://home.agh.edu.pl/~zak

Lecture 1.

Uncertainty in measurements

Introduction to probability and

statistics

1

http://physics.nist./gov/UncertaintyWyra

żanie Niepewno

ści Pomiaru. Przewodnik. Warszawa, G

łówny Urz

ąd Miar 1999

In October 1992, a new policy on expressing measurement uncertaintywas instituted at NIST, National Institute of Standards and Technology.Elaboration of

Guide to Expression of Uncertainty in Measurement

by

International Organization for Standardization,

ISO, 1993

2

Uncertainty in Measurements

Applicable to results associated with: •^ international comparisons of measurement standards, •^ basic research, •^ applied research and engineering, •^ calibrating client measurement standards, •^ certifying standard reference materials, and •^ generating standard reference data.

In the course of measurements values different fromthose predicted by theory are obtained. The source ofdiscrepancies between theory and experiment can betraced back to imperfections due to:-experimentalist,-measuring equipment,-object measuredMore

perfect

the

experiment

is^

made,

discrepancies

decrease. Error, uncertainty

can be reduced.

MEASUREMENT

4

Result of a measurement should be given in one ofthe following forms:

2

m/s

g^ =

C

F^

Example: In an experiment, the electrochemical equivalentk was found to be:

k=0,

g/C

∆k=0,

g/C How one can express this result?

significant digits

Non-significant digits

Answer. k= (0,

±^ 0,00004) g/C

or

k= 0,00110(4) g/C

5

Uncertainty

Quantities given by formulas (1) and (2) are singularrealization

of

random

variable

which

is

why

they

cannot

be

treated

by

theory

of

uncertainty.

Practically, we do not know real values and estimate uncertainties,

due to dispersion of results, from the

laws of

statistics

Uncertainty

is

-^ a

parameter

related

to^

the

result

of

measurements, • characterized by

dispersion

-^ assigned to the measurand in a

justified way

7

Absolute uncertainty u

is expressed in the same units as a measurand

Symbols: u or u(x) or u(concentration of NaCl)

Relative uncertainty u

(x)r

the ratio of absolute

uncertainty to the measured value:

xu x x u^ r

)( )( =

Relative uncertainty has no units and can be expressed in %Introduction to probability and statistics. lecture 1

8

Absolute and relative uncertainty

Standard uncertainty

Generally accepted and suggested.

  1. Distribution of random variable x

, with ai

dispersion around the average x is characterizedby^

standard deviation

defined as:

  1. Exact values of standard deviation are unknown.

Standard uncertainty

represents an estimate of

standard deviation.

(^

) xx n 2 i

limn

∞→

10

Maximum uncertainty

Within this interval Deterministic measure.

: x^ -^0

∆x

< x

< xi^

∆x

all the results x

, will fall.i^

It is recommended to replace the maximum uncertaintyby a standard uncertainty:

x^3

)x(

u^

11

  • Slajd 12aa
    • aaa; 2015-03- - aa
      • aaa; 2015-03-

Distribution functions^ x^

x

x^

x^

x0=x^

Φ(x)

Φ(x)

Systematic error

Random error – Gaussdistribution function

13

Φ(x) – probability density function

TYPE A

15

Example: We have performed a seriesof measurements getting thefollowing results x

,x 12

, ….x

n.

In such a sample that can beconsidered as big some ofthe results are the same; n

k

is a number of randomexperiments, in which thesame result x

has occurred.k

n^ /n is a frequency of thek result

x^ k^

nk^

n/nk

5,^

1

0,

5,^

1

0,

5,^

2

0,

5,^

4

0,

5,^

7

0,

5,^

10

0,

5,^

14

0,

5,^

16

0,

6,^

13

0,

6,^

12

0,

6,^

6

0,

6,^

4

0,

6,^

3

0,

6,^

1

0,

Sum

94

16

Gauss distribution function

Probability density function for the result x or its error

Δ x

according to Gauss x^0

is the most probable result and can be represented by the arithmetic average,

σ^ is standard deviation,

(^2) σ is

variance

⎞ ⎟ ⎟ ⎠

⎛^ ⎜⎜ ⎝

− −

= Φ^

(^202) 2

) ( exp 1 2 )(

σ

π σ

x x

x

18

Normal distribution

x 2 σ 95.4 %99.7 %

(x) Φ Within the interval

x - σ^0

<^ x

<^ x

+σ 0 we find 68.2 % (2/3),

For^

x -2^0

σ^ <^

x^ <^

x +2^0

σ^ - 95.4 %

For^

x -3^0

σ^ <^

x^ <^

x +3^0

σ^ - 99.7 %

68.2%pow. of all results

19