Professional Documents
Culture Documents
Objectives
1.
2.
3.
4.
5.
6.
7.
8.
Statistics
Probability
Normal Distibutions
Mean and Standard Deviation
Measurements
Significant Figures
Accuracy and Precision
Error Analysis
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Population
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Goal of statistics is to find the model that best describes a target population by
taking sample data.
Represent randomness using probability.
Probability
Experiment of chance: a phenomena whose outcome is uncertain.
Sample Space
Probabilities
Chances
Probability Model
Events
Probability of Events
Sample Space: Set of all possible outcomes
Event: A set of outcomes (a subset of the sample space). An event E occurs if any of
its outcomes occurs. Rolling dice, measuring, performing an experiment, etc.
Probability: The likelihood that an event will produce a certain outcome.
Independence: Events are independent if the occurrence of one does not affect the
probability of the occurrence of another. Why important?
Probability
Consider a deck of playing cards
Sample Space?
Event?
Set of 52 cards
3: The card is a 3.
P(R) = 26/52
P(F) = 12/52
P(H) = 13/52
P(3) = 4/52
Extent of randomness
A variable can be more random or more deterministic depending on the degree to which
you account for relevant parameters:
Mostly deterministic: Only a small fraction of the outcome cannot be accounted for.
Length of a table - only slightly dependent upon:
Temperature/humidity variation
Measurement resolution
Instrument/observer error
Quantum-level intrinsic uncertainty
Mostly Random: Most of the outcome cannot be accounted for.
Trajectory of a given molecule in a solution
Random variables
Can be described as discrete or continuous:
A discrete variable has a countable number of values.
Number of customers who enter a store before one purchases a product.
Possible Values
Gender
Male, Female
Class
Height (inches)
College
Shoe Size
3, 3.5 18
Probability Distributions
If a random event is repeated many times, it will produce a distribution of outcomes
(statistical regularity).
(Think about the sum of the dots on two rolled dice)
The distribution can be represented in two ways:
Frequency distribution function: represents the distribution as the number of
occurrences of each outcome
Probability distribution function: represents the distribution as the percentage
of occurrences of each outcome
Pr( X xi ) f ( xi ) 0
k
Pr( X x ) f ( x ) 1
i 1
for all i
i 1
f (x )
a xi b
Where:
F ( x) Pr( X x)
1
f ( x) x 1
2
f(x)
For x = 0, 1, 2.
f (x )
a xi b
Pr( X x ) f ( x ) 1
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
i 1
i 1
0.180
0.160
0.140
0.120
0.100
0.080
0.060
0.040
0.020
0.000
1
0.180
0.160
0.140
0.120
0.100
0.080
0.060
0.040
0.020
0.000
2
10
11
12
Pr( X xk ) 1
Continuous Probability
Distributions
Properties of the cumulative distribution function:
F () 0
0 F ( x) 1
F ( x) Pr( X x)
F () 1
Properties of the probability density (distribution) function:
b
t
10
Continuous Probability
Distributions
( x )2
1
f ( x)
exp
2
2
X Z
( x )2
1
f ( x)
exp
2
2
X Z
A normal distribution is described by the mean () and variance (2).
Standard normal curve: = 0, = 1.
( X )
measures the spread of data about the mean.
Standard Deviation: Standard
deviation
N
( X )
N
2
Variance: Variance is second moment about the mean; the average squared distance of the d
from the mean.
( X ) 2
Practice!
Two teams measure the height of a flagpole.
Height in cm
Team A
183
182
185
181
183
184
avg =
183
std dev =
1.41
Team B
183.0
183.5
182.7
182.5
183.1
183.3
avg =
183.0
std dev =
0.37
Examples of experiments/measurements
that will produce Gaussian distribution?
http://en.wikipedia.org/wiki/Standard_deviation
Standard Error
N
How do we reduce the size of our standard error?
1) Repeated Measurements
2) Different Measurement Strategy
Jacob Bernoulli (1731):
For even the most stupid of men, by some instinct of nature, by himself and without any
instruction (which is a remarkable thing), is convinced the more observations have been
made, the less danger there is of wandering from ones goal" (Stigler, 1986).
Moments
Other values in terms of the moments:
Skewness:
2 3/ 2
Kurtosis:
Describes the shape of the distribution with respect to the
height and width of the curve (peakedness)
=1
1
1
=1
and s2 are estimates of the mean, , and variance, 2, of the underlying p.d.f.
and s2 are estimates for the sample
and 2 are characteristics of the population from which the sample was taken
and s2 are random variables
( = )
Example: Throw a die. If the die shows a 6 you win $5; else, you lose a $1.
Whats the expected value,E[Z], of this game?
Pr(X=1) = 1/6
Pr(X=2) = 1/6
Pr(X=3) = 1/6
Pr(X=4) = 1/6
Pr(X=5) = 1/6
Pr(X=6) = 1/6
g(1) = -1
g(2) = -1
g(3) = -1
g(4) = -1
g(5) = -1
g(6) = 5
Measurements
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Significant Figures
Digits that are:
Actual Measured Values
Defined Numbers:
Unit conversions, e.g. 2.54 cm in one inch
Pi
e, base of natural logarithms
Integers, e.g. counting, what calendar year
Rational fractions, e.g. 2/5
Significant Figures
How many significant digits in each measurement taken with a meter
stick?
Three or four?:
40.05 cm
41.20 cm
42.43 cm
42.72 cm
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Significant Figures
Be clear in your communication
Which is it?
40 cm
40.0 cm
4 x 101 cm
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Significant Figures
State the number of significant figures:
Value
5280
0.35
0.00307
204100
180.00
Significant Figures
State the number of significant figures for the number described in each
phrase below:
Statement
1 or 2
Significant Figures
Rounding:
If you do not round after a computation, you imply a greater accuracy than
you actually measured
1. Determine how many digits you will keep
273.92 rounded to 4 digits is 273.9
1.97 rounded to 2 digits is 2.0
2. Look at the first rejected digit
2.55 rounded to 2 digits is 2.6
3. If digit is less than 5, round down
4.45 rounded to 2 digits is 4.4
4. If digit is more than 5, round up
5. If digit is 5, round up or down in order to leave an even number as your
last significant figure
Significant Figures
Rounding after math operations:
Multiplication or Division
# of sig figs in result is equal to the # of sig figs in least accurate value used
in the computation
Significant Figures
Rounding after math operations:
Addition or Subtraction
Place of last sig fig is important
Significant Figures
Multiple Calculations
The least error will come from combining all terms algebraically, then
computing all at once.
If you need to show intermediate steps to a reader, calculate sig figs at
every step. Keep an extra sig fig until the last calculation.
12.6892
Estimated Error:
+/- 0.07
Quote:
Error Analysis
What is an error?
No measurements however carefully made- can be completely free of errors
In data analysis, engineers use
error = uncertainty
error mistake.
Mistakes in calculation and measurements should always be corrected before
calculating experimental error.
Measured value of x = xbest x
xbest = best estimate or measurement of x
x = uncertainty or error in the measurements
Experimental uncertainties should almost always be rounded to one sig. fig
Uncertainty in any measured quantity has the same dimensions as the measured
quantity itself
Error
Error difference between an observed/measured value and a
true value.
We usually dont know the true value
We usually do have an estimate
Systematic Errors
Faulty calibration, incorrect use of instrument
User bias
Change in conditions e.g., temperature rise
Random Errors
Statistical variation
Small errors of measurement
Mechanical vibrations in apparatus
Systematic
Low Error
Random
Random
Error
Percent Error
Relative Error
Sum or difference
What is the error if you add or subtract numbers?
x x
y y
z z
w x yz
The absolute error is the sum of the absolute errors.
w x y z
upper bound
Weight 35 30g 5 g
Error 5 5g 10 g
Result 5 g 10 g 200%
Product or quotient
What is error if you multiply or divide?
x x
y y
z z
x y
w
z
( x x) ( y y )
w
z z
The relative error is the sum of the relative errors.
w x y z
w
x
y
z
upper bound
A L W
A
L
W
0.5cm 0.3cm
.15 or 15%
5.0cm 6.0cm
What is the absolute error?
A A 0.15 30.0cm 2 0.15 4.5cm 2
Multiply by constant
What if you multiply a variable x by a constant B?
w Bx
The error is the constant times the absolute error.
w B x
w xn
w
x
n
w
x
Trig Functions
What if you are using a trigonometric function?
w sin( x )
w sin( x x ) sin( x )