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Introduction To Error Analysis:: Lecture 1: The Basics

Systematic vs statistical errors statistical (random) errors describes by how much subsequent measurements scatter the common average value if limited by instrumental error, use a better apparatus, make more measurements all measurements biased in a common way harder to detect: faulty calibrations wrong model bias by observer also hard to determine.

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57 views

Introduction To Error Analysis:: Lecture 1: The Basics

Systematic vs statistical errors statistical (random) errors describes by how much subsequent measurements scatter the common average value if limited by instrumental error, use a better apparatus, make more measurements all measurements biased in a common way harder to detect: faulty calibrations wrong model bias by observer also hard to determine.

Uploaded by

Zuo Yu
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Introduction to Error Analysis:

Lecture 1: the Basics


Petar Maksimovic Jan 28 2003

Overview
Denitions Accuracy vs precision systematic vs statistical errors Parent distribution Mean and standard deviation Gaussian probability distribution What a

error means

Denitions
: true value of the quantity we measure

: observed value

error on : difference between the observed and true value, All measurement have errors true value is unattainable

seek best estimate of true value,

seek best estimate of true error

Accuracy vs precision
Accuracy: how close to true value

Precision: how well the result is determined (regardless of true value); a measure of reproducibility Example:

precise, but inacurate uncorrected biases (large systematic error)


acurate, but imprecise subsequent measurements will scatter around but cover the true value in most cases (large statistical (random) error)

an experiment should be both acurate and precise

Statistical vs. systematic errors


Statistical (random) errors: describes by how much subsequent measurements scatter the common average value if limited by instrumental error, use a better apparatus if limited by statistical uctuations, make more measurements all measurements biased in a common way harder to detect: faulty calibrations wrong model bias by observer also hard to determine (no unique recipe) estimated from analysis of experimental conditions and techniques may be correlated

Systematic errors:

Parent distribution
(assume no systematic errors for now) parent distribution: the probability distribution of results if the number of measurements however, only a limited number of measurements: we observe only a sample of parent dist., a sample distribution prob. distribution of our measurements only approaches parent dist. with use observed distribution to infer the parameters from the when parent distribution, e.g.,

Notation
Greek: parameters of the parent distribution Roman: experimental estimates of params of parent dist.

Mean, median, mode


Mean: of experimental (sample) dist:

. . . of the parent dist

mean

Median: splits the sample in two equal parts Mode: most likely value (highest prob.density)

centroid

average

Variance
Deviation: , for single measurement

Average deviation: by denition




but, absolute values are hard to deal with analytically Variance: instead, use mean of the deviations squared:

(mean of the squares minus the square of the mean)

Standard deviation
Standard deviation: root mean square of deviations:

associated with the 2nd moment of Sample variance: replace

distribution

by

instead of because is obtained from the same data sample and not independently

So what are we after?


We want . is sample mean,

Best estimate of

Best estimate of the error on of sample variance,

Weighted averages
discreete probability distribution with and by

(and thus on

is square root

replace

by denition, the formulae using

are unchanged

Gaussian probability distribution


unquestionably the most useful in statistical analysis a limiting case of Binomial and Poisson distributions (which are more fundamental; see next week) seems to describe distributions of random observations for a large number of physical measurements so pervasive that all results of measurements are always classied as gaussian or non-gaussian (even on Wall Street)

Meet the Gaussian


probability density function: random variable

parameters center

and width

Differential probability: probability to observe a value in


is

Standard Gaussian Distribution: replace with a new variable

got a Gaussian centered at

All computers calculate Standard Gaussian rst, and then stretch it and shift it to make

mean and standard deviation By straight application of denitions: mean = (the center) standard deviation = (the width)

This makes Gaussian so convenient!

with a width of .

Interpretation of Gaussian errors


we measured ; what does that tell us? from to

Standard Gaussian covers

the true value of



is contained by the interval of the time!




The Pull distribution


used to check experimental techique deployed when we know the true value (usually 0) for a set of measurements (usually used when there is no signal, or in case of Monte Carlo simulation)

form the pull

plot the distribution of ; it should be a Standard Gaussian (i.e., centered at with width of )

if not centered at bias in measurement if width error undercoverage if width error overcoverage

Either of the three is a show-stopper and the cause must be xed!

We need errors that are just right!

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