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x x d
i i
=
o
s
=
1
n 1
x
i
x ( )
2
(
1
2
o =
1
n
x
i
x ( )
2
(
1
2
Electronic Instrumentation
Lecturer Touseef Yaqoob
29
Probability Distributions
Distributions (pdf):
characterizes the
probability that an error of a
given size will occur
Normal (Gaussian, bell
curve)
Electronic Instrumentation
Lecturer Touseef Yaqoob
30
Distributions
Two Dice Rolled
Electronic Instrumentation
Lecturer Touseef Yaqoob
31
Gaussian Distribution
Given a set of repeated measurements which
have random error.
For the set of measurements there is a mean
value.
If the deviation from the mean for all the
measurements follows a Gaussian probability
distribution, they will form a bell-curve
centered on the mean value.
Sets of data which follow this distribution are
said to have a normal (statistical) distribution of
random data.
Electronic Instrumentation
Lecturer Touseef Yaqoob
32
Gaussian Distribution
For a normal distribution have the follow properties:
68.3% of the measurements will fall within 1o of the mean
95.4% of the measurements will fall within 2o of the mean
99.9% of the measurements will fall within 3o of the mean
For an interval of -1o < x < +1o, one can be confident that
any random measurement of x will lie within one standard
deviation of the mean value 68.3% of the time.
An interval of -2o < x < +2o, one can be confident that 95.4%
of the time, x will lie within two times the standard deviation
of the mean value.
Electronic Instrumentation
Lecturer Touseef Yaqoob
33
95% Confidence Interval
The 2o interval, or the 95% confidence interval is the
engineering standard.
It is the implied uncertainty of a value even when not
written explicitly, e.g.
Resistor value is given as 100 10 O means that the
true value of a marked 100 ohm resistor wil be
between:
91 and 109 ohms, 95% of the time
95 and 105 ohms, 68% of the time
but that 4.6% of the time, it can be between 87 and
104
Electronic Instrumentation
Lecturer Touseef Yaqoob
34
Tolerance and Uncertainty
Dont confuse tolerance and uncertainty.
Uncertainty can be stated as a:
Percent Accuracy, e.g. 10 %, which is a 95%
confidence interval relating to the magnitude of the
measurement.
Given 95% confidence interval magnitude, e.g. 10
ohms
Tolerance implies a tested range for a specific
component or part. It is a guarantee that the value lies
within the tolerance value from the marked value.
A resistor (with 5% tolerance) marked as 100 O will
have a true value between 95 and 105 O.
Electronic Instrumentation
Lecturer Touseef Yaqoob
35
Tabulation of Normal Data
f z
( )
=
1
o 2t
e
z
2
/ 2
Make z =(x - m)/ s
Electronic Instrumentation
Lecturer Touseef Yaqoob
36
Connection to Error Analysis
Electronic Instrumentation
Lecturer Touseef Yaqoob
37
Finite Samples
x =
1
n
x
i
i=1
n
| |
1 1
1
2
1
2
1
2
|
.
|
\
|
=
=
=
n
x n x
x x
n
S
n
i
i
n
i
i x
Estimate of the
Standard Deviation
Estimate of the
mean
Based on a finite sample, we would like to:
Estimate the mean and standard deviation, and their
uncertainty
Infer the distribution of the data (pdf).
Electronic Instrumentation
Lecturer Touseef Yaqoob
38
Velocity Example
30
35
40
45
0 0.002 0.004 0.006 0.008 0.01
u
[
m
/
s
]
t
The velocity in a turbulent flow varies randomly
Electronic Instrumentation
Lecturer Touseef Yaqoob
39
0
1000
2000
3000
4000
5000
6000
7000
13 16 19 22 25 28 31 34 37 40 43 46 49 52
C
o
u
n
t
m/s
50,000 samples
x = 36.727 m/s
S
x
= 2.898 m/s
Electronic Instrumentation
Lecturer Touseef Yaqoob
40
Central Limit Theorem
o
x
=
o
n
Electronic Instrumentation
Lecturer Touseef Yaqoob
41
Confidence Intervals
Given a large but finite sample, we estimate that true mean
is
x =
1
n
x
i
~
i=1
n
Wed like to be able to say how sure we are of this estimate. Lets look at the
probability that our estimate of the mean is within some bound. We can say
that there is a c% chance that our estimate of the mean lies within
z
c / 2
o
n
The larger we make the confidence interval c, the larger z becomes (look at
Table 3.2) and therefore the larger the range that our measurement may
land in. A wider dispersion in the population (large s) also makes this
interval larger. Sampling more data (increasing n) makes the interval
smaller.
Electronic Instrumentation
Lecturer Touseef Yaqoob
42
Electronic Instrumentation
Lecturer Touseef Yaqoob
43
Confidence Intervals
This means that we are c% confident that the true
mean m lies within the interval about our
measurement:
x z
c / 2
o
n
< < x + z
c / 2
o
n
The only trouble is that we dont know the value of s
either. If n is large enough, we can use our estimate
Sx, so
x z
c / 2
S
x
n
< < x + z
c / 2
S
x
n
Electronic Instrumentation
Lecturer Touseef Yaqoob
44
Standard Error of the Sample
Mean
S
x
=
S
x
n
Electronic Instrumentation
Lecturer Touseef Yaqoob
45
Example
Find the 99% Confidence Interval
Electronic Instrumentation
Lecturer Touseef Yaqoob
46
Solution
Electronic Instrumentation
Lecturer Touseef Yaqoob
47
Solution
Electronic Instrumentation
Lecturer Touseef Yaqoob
48
Solution
Find the 99% confidence interval for the
mean pressure.
c = 0.99, c/2 = 0.495
Electronic Instrumentation
Lecturer Touseef Yaqoob
49
Solution
Z0.495 = 2.575
z
c / 2
o
n
m = 4.008 2.575 (0.014)/10 = 4.008 3.605 E -3 (99%)
Electronic Instrumentation
Lecturer Touseef Yaqoob
50
Propagation of Error
Given a parameter is calculated from two experimentally
determined values, each with its own parametric uncertainty.
Area = Length x Width
The uncertainty of the final calculated parameter is related to the
elemental uncertainties of the variables used in the calculation.
The error of the parametric components is said to propagate into
the error of the final parameter.
How the error propagates depends on the relationship of the all
the parameters.
Three common methods are used to determine the propagated
uncertainty of a calculated parameter.
Electronic Instrumentation
Lecturer Touseef Yaqoob
51
Propagation of Error (Analytical Methods)
Maximum Uncertainty:
=
c
c
=
n
i
i
x
x
R
U
i
1
max
e
RSS (Root Sum of Squares)
Uncertainty:
=
|
|
.
|
\
|
c
c
=
n
i
i
x rms
x
R
U
i
1
2
e
Electronic Instrumentation
Lecturer Touseef Yaqoob
52
Propagation of Error (sensitivity
analysis)
An alternative to taking the partial derivatives of
the objective function relative to each of the
independent parameters is to perform a first
order sensitivity analysis for the calculated
parameter.
The uncertainty of each measurement parameter
is individually perturbed by its maximum
uncertainty, while holding all the other
parameters constant. The error caused in the
final calculated parameter is found by using a
RMS method on the individual perturbed error
contributions.
Electronic Instrumentation
Lecturer Touseef Yaqoob
53
Elemental Uncertainties
For a single measurement parameter, the total
(parametric) uncertainty may be a function of a
one or more elemental uncertainties.
All elemental uncertainties must:
have the same units
be estimated with the same confidence interval
be entered in the +/- format
2
3
2
2
2
1
e e e
i
+ + + = e
Electronic Instrumentation
Lecturer Touseef Yaqoob
54
Example
( )
rpm 07 . 3 1 90 . 2
rpm 1
rpm 90 . 2 45 . 1 2 2
2 2
= + =
=
= = =
e
o
device
t measuremen
e
e
Consider a measurement of rotational speed, N, of a shaft, obtained
using a stroboscope. Several measurements were made for statistical
analysis.
Mean rotational speed: 1734 rpm
Std. Deviation of measurements: 1.45 rpm
Uncertainty of stroboscope: 1 rpm
First, get the 95% confidence interval uncertainty for measurements:
thus, the shaft speed should be reported as: N = 1734 3 rpm