uncertainty and statistics

Physics 6510 / 4410 Spring 2012 nders !yd

train derailment at Gare Montparnasse Paris 1895 than"s to #yle Shen$ Matthias %iepe$ Georg &o''staetter$ and others

(hy do (e care a)out uncertainties*

it pro+ides in'ormation a)out the precision o' the measurement$ and can distinguish )et(een a less precise measurement and a ,o)el pri-e (orthy disco+ery %et.s say you per'orm the /a+endish 0alance 12periment 3G4105$ and o)tain a +alue 'or the gra+itational constant as 6 (here the e2pected +alue is esta)lished as

(ould )e a result in good agreement (ith the e2pected +alue

accuracy +s7 precision

accurate$ not precise precise$ not accurate

8uncertainty9 has to do (ith the precision 3i7e7 reproduci)ility5 o' a gi+en measurement

8error9 has to do (ith the de+iation 'rom the accepted +alue 3not a mista"e or a )lunder5

(e are generally interested in the uncertainty )ecause in science (e typically do not "no( the true +alue

di''erent "inds o' uncertainties and error

!andom / Statistical /aused )y inherent$ unpredicta)le 'luctuations either in the measurement apparatus$ the e2perimenter.s interpretation thereo'$ and/or counting statistics7 Systematic /ould originate 'rom imper'ect cali)ration o' instruments or inter'erence 'rom en+ironment7 :hese (ill a''ect the results o' an e2periment in a predicta)le$ reproduci)le 'ashion7 :heoretical ;n o)taining a +alue$ theoretical assumptions may need to )e made (hich may ha+e their o(n associated uncertainties 3muon li'etime e2periments5

<uoting uncertainties in your measurements

=hen possi)le$ <uote these uncertainties separately 3particularly 'or the nuclear / particle e2periments57 >'ten this is not possi)le7

an alternate (ay o' e2pressing the same in'ormation is as 6

/ontrary to (hat you may ha+e )een taught in other classes$ (e do not (ant a separate 81rror nalysis9 section in your la) report? @iscussion o' uncertainties should )e em)edded throughout

1rror analysis in your report

Good 0ad

;ncluding error analysis

/onsider this a guideline6 ,ot all la)s 'its into this mold A discuss (ith your instructor

Bou need to determine the +oltage drop across a circuit in your la)7 Bou ta"e a series o' +oltage readings$ recording the +alue 3in mC5 on the +oltmeter e+ery 5 seconds6 D704D$ D7426$ D726E$ 27954$ D7D2E$ D714D$ D7D94

What is the standard deviation (i.e. uncertainty) in these values?

=hich o' the outcomes (ould you e2pect* 1. 2. 3. 4. V F 07150 mC V F 07180 mC V F 072D6 mC V F 074E2 mC

D704D$ D7426$ D726E$ 27954$ D7D2E$ D714D$ D7D94

1. 2. 3. 4.

V F 07150 mC V F 07180 mC V F 072D6 mC V F 074E2 mC

Bou need to determine the +oltage drop across a circuit in your la)7 Bou ta"e a series o' +oltage readings$ recording the +alue 3in mC5 on the +oltmeter e+ery 5 seconds6 D704D$ D7426$ D726E$ 27954$ D7D2E$ D714D$ D7D94

What is the uncertainty in the mean voltage?

=hich o' the outcomes (ould you e2pect* 1. 2. 3. 4. V F 07180 mC
G V F 07090 mC G

V F 07068 mC V F 07026 mC
G

:he standard de+iation tells us a)out the +ariations 'rom measurement to measurement7 &o(e+er$ i' (e ta"e many measurements$ (e can determine the mean to much )etter accuracy than the standard de+iation7 ta"ing more data allo(s us to more accurately determine the mean +alue o' C )y a 'actor o' ,41/2 3e2planation later5 1. 2. 3. 4. V F 07180 mC V F 07090 mC
G F 07068 mC V G V F 07026 mC G G

%et.s assume you made D00 di''erent measurements777

Coltage 3mC5

the rolling a+erage

Measurement ,um)er 3,5

the amplitude o' the (iggles in the a+erage 3red line5 die out roughly as ,41/2

:he Gaussian 3or ,ormal5 @istri)ution

(e typically <uote uncertainty as H 1 3i7e7 the +alue lies in a )and (here it is 68I li"ely to 'all (ithin the mean +alue5 2 di''ers 'rom the 8'ull (idth at hal' ma2imum9 3J=&M5$ another common (ay o' gi+ing uncertainty

although the normal distri)ution is commonly encountered 3central limit theorem5$ it is important to note that many distri)utions are not 8normal9$ )oth in the la) as (ell as in the 8real (orld9777
part of the problem is today, only 53 percent pay any federal income tax at all....47 percent pay nothing - Michelle Bachmann
@istri)ution o' (ealth 'or married households in K7S7 'or 60469 age )rac"et
2004 Sur+ey o' /onsumer Jinances

Percentage o' :otal =ealth >(ned 3I5

Percentile 3I5 4 )ins are 1I (ide

8counting9 e2periment measures e+ents caused )y a random process 3radioacti+e decay$ cosmic rays collisions (ith molecules in the outer atmosphere57 Bou set up your e2periment and do 10 separate measurements$ counting 'or 100 seconds each instance7 =hich o' the outcomes should )e most plausi)le* 1. 2. 3. 4.
145, 136, 150, 161, 146, 145, 1 , 155, 165, 122

150, 140, 151, 144, 13!, 14 , 141, 156, 141, 140 205, 1"!, "!, 113, 145, 153, 112, 163, 1!5, 160 143, 14!, 143, 144, 145, 143, 143, 145, 146, 143

:he Poisson @istri)ution

P is the pro)a)ility that e2actly , e+ents occur i' the mean +alue o' e+ents is .
Pro)a)ility

F4

indi+idual e+ents are uncorrelated and occur randomly$ although the mean rate$ $ is "no(n

1+ents o)ser+ed 3,5

'irst use o' the Poisson distri)ution

nalysis o' people "illed )y horse "ic"s in the Prussian cal+ary6 Jatalities per unit per year

;n the limit o' large 3 > 105$ the Poisson distri)ution closely appro2imates a gaussian :he standard de+iation o' the distri)ution6 =

1+ents o)ser+ed 3,5

Pro)a)ility 3104D5

Pro)a)ility

F4

F 50

1+ents o)ser+ed 3,5

1. 2. 3. 4.

145, 136, 150, 161, 146, 145, 150, 155, 165, 122 150, 140, 151, 144, 13!, 14 , 141, 156, 141, 140 205, 1"!, "!, 113, 145, 153, 112, 163, 1!5, 160 143, 14!, 143, 144, 145, 143, 143, 145, 146, 143

1. 2. 3. 4.

4.

143, 14!, 143, 144, 145, 143, 143, 145, 146, 143

Someone claims that they actually measured the a)o+e pro)a)ility distri)ution7 =hat is the li"elihood that they are in 'act telling the truth*
20I

1. 2. 3. 4.

5I 071I 0700001I 070000000001I 3072510 L 104E

&ome(or"6
ll6

Jor the Poisson distri)ution6

Sho( that the mean is and the standard de+iation is

=
;' you do an counting e2periment$ e7g7 ,41$ ,42$ ,44$ ,415$ ,416$ ,41E6 !ecord a 'e( short data sets and e2perimentally con'irm that

Bou need to determine the +alue o' a resistor in your e2periment7 Bou measure the +oltage drop across the resistor as )eing D70 H 07D MC and the current across it as 172 H 072 n 7

What is the value $ uncertainty o% the resistance?

=hich o' the outcomes (ould you e2pect* 1. 2. 3. 4. 2500 # 100 2500 # 300 2500 # 500 2500 # !00

/onsider the 'unction

(here the deri+ati+es are e+aluated at their mean +alues 6

ssumptions* Caria)les a$)$c are uncorrelated / a N 1 3i7e7 can )e considered as a di''erential5

1. 2. 3. 4.

2500 # 100 2500 # 300 2500 # 500 2500 # !00

;n an e2periment$ you plot the pea" +oltage measured on an oscilloscope as a 'unction o' delay time that you can control7 Bou (ant to o)tain the +oltage as a 'unction o' the delay$ )elie+ing that the +oltage should depend linearly on the delay
@elay 3ms5 171 D75 E78 1274 167D 1872 Pea" Coltage 3mC5 276 H 175 875 H 275 1570 H 470 2478 H 572 2978 H 472 D672 H D71

least s<uares 'itting

:he o)Oecti+e is to minimi-e S$ the sum o' the s<uared residuals7 :his is accomplished )y minimi-ing S (ith respect to the di''erent parameters 3 and 0 in this e2ample5

@elay 3ms5 171 D75 E78 1274 167D 1872

Pea" Coltage 3mC5 276 H 175 875 H 275 1570 H 470 2478 H 572 2978 H 472 D672 H D71

Most cur+e 'itting programs do not )y de'ault gi+e you a 8(eighted 'it97 !emem)er to use a (eighted 'it to ma"e use o' your error )ars and e2tract more reasona)le +alues7
=eighted Jit Slope F 1790D H 07165

Standard 3un(eighted5 Jit Slope F 17868 H 070E9

Coltage 3mC5

Coltage 3mC5

@elay 3ms5

@elay 3ms5

i' the original signal (as a 82 sigma9 signal$ and (e dou)le the data set$ ho( much more con'idence (ould (e gain 3, sigma5 i' it (ere in 'act a real signal*

i' the signal is 8real9$ our con'idence should gro( 'rom 82 sigma9 to a)out 2 sigma 2 21/2 L 278 sigma$ since our uncertainty typically goes do(n )y ,41/2 (here , is the amount o' data collected777

Jollo(4up lecture 3Je)7 2E*5 (ill loo" at6 0ias /entral limit theorem %i"elihood %imit setting