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Next: Part I - DENSITY Up: No Title Previous: Subjectively Estimated Errors

Propagation of Errors

Once the uncertainty in a measured quantity x has been found, it is often necessary to calculate the consequential uncertainty in some other quantity which depends on x. Consider a function f which depends on x and/or y: f=f(x) or f=f(x,y). A series of measurements of x and/or y will yield tex2html_wrap_inline345 . We will assume that the best estimate of f is tex2html_wrap_inline349 or tex2html_wrap_inline351 . (But note that tex2html_wrap_inline353 defined this way is not always the same as the mean of f obtained from the individual values tex2html_wrap_inline357 .)

Examples of the way to find tex2html_wrap_inline359 , the standard deviation of f, are given below:

  1. tex2html_wrap_inline363

    displaymath365

    The standard deviation for f is obtained by adding the standard deviations for x and y ``in quadrature."

  2. tex2html_wrap_inline373

    displaymath375

  3. tex2html_wrap_inline377

    displaymath379

    The relative error for f is obtained by adding the relative errors for x and y ``in quadrature."

  4. f = x/y

    displaymath389

  5. tex2html_wrap_inline391

    displaymath393

    where A and b are precisely-known constants and b is positive. The relative error for f is b times the relative error for x.

The rules for calculating tex2html_wrap_inline359 need some explanation. Let df be the small change in f which results from small changes dx, dy in the quantities x, y. One can then make the identifications: tex2html_wrap_inline421 , tex2html_wrap_inline423 , tex2html_wrap_inline425 , tex2html_wrap_inline427 , and tex2html_wrap_inline429 . For example, let tex2html_wrap_inline431 . Then,

displaymath433

With the above identifications, we obtain tex2html_wrap_inline435 . As another example, let f=x+y. Then df=dx +dy. We might conclude that tex2html_wrap_inline441 . However, during half of the time, the deviations in x and y will be in opposite directions (as long as x and y are measured independently) so that one expects tex2html_wrap_inline359 to be less than tex2html_wrap_inline453 . A careful statistical analysis shows that tex2html_wrap_inline267 and tex2html_wrap_inline457 should be added ``in quadrature." all the rules above can easily be obtained by identifying differentials with standard deviations and by replacing addition or subtraction by addition ``in quadrature."


next up previous
Next: Part I - DENSITY Up: No Title Previous: Subjectively Estimated Errors