Propagating Uncertainty for sets of data?

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Discussion Overview

The discussion revolves around the challenges of propagating uncertainty in experimental data, specifically in the context of fitting a linear model to sets of data for two variables (x, y) to extract a measured value (J). Participants explore methods for reporting uncertainties associated with J, given the nature of the measurements and the statistical analysis involved.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant describes their experimental setup and the formula derived for J, noting the uncertainty in measurements of variables a, b, and c, while x and y were measured multiple times.
  • Another participant raises questions about the types of errors involved in measuring x and y, emphasizing the dependency of y's error on the accuracy of x's measurement.
  • A third participant discusses the calculation of confidence intervals for the slope obtained from linear regression and questions whether these can be used to derive bounds for J with confidence, given the uncertainties in a, b, and c.
  • A suggestion is made to consult a specific textbook that addresses data fitting and uncertainty, particularly regarding weighted least squares and error propagation.

Areas of Agreement / Disagreement

Participants express various viewpoints on how to approach uncertainty propagation, with no consensus reached on a definitive method or conclusion. The discussion remains open-ended regarding the best practices for reporting uncertainties in this context.

Contextual Notes

Participants note the importance of understanding the statistical processes involved in measurements and the potential need for repeated measurements or worst-case estimates to adjust confidence intervals for J. There is an acknowledgment of the limitations in the measurements of a, b, and c, which were not part of a statistical process.

NewtonsHead
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I'm writing the paper on this experiment I just did. Basically I took sets of data for two variables (x,y) and I fit the points to a line in Origin to extract the value that I was trying to measure (J).
*Using generic variables here*
I found a value for J where

J = [8*∏*x*a(b+c)] / y

I did this by graphing the line

y(x) = [8*∏*a(b+c) / J] * x
and extracting J from the slope

The problem is reporting my value of J with an uncertainty. a, b, and c are distances that I measured only 1 time, so I know the uncertainty on those. However, x and y were both measured 10 times in 3 trials each. I fit the average of those 3 trials (10 data points) to a line to obtain J.

Anyone have experience with fitting a lot of data to a line and reporting uncertainties?
 
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NewtonsHead said:
However, x and y were both measured 10 times in 3 trials each.

What errors are involved in measuring x and y? In some measurement scenarios, one sets the value of x and then measures the value of y. So the error in y depends not only on the error of the instrument that measures y, it also depends on the error made in setting x by the instrument that sets x. In other scenarios, you attempt to measure x and y at a time t and use some instrument that measures t.
 
My two cents:
When you do a linear regression of x versus y and get the slope, you can calculate the confidence interval of the slope (see http://stattrek.com/regression/slope-confidence-interval.aspx ). Suppose S is the slope from the linear regression, and [L1, L2] is the 95% confidence interval for S.
So X = S*Y, where L1 < S < L2 with 95% confidence.

Now the question is whether you can say that L1 < [8*∏*a(b+c) / J] < L2 with 95% confidence, where a, b, c are your measurements and J has some physical meaning.

That is, can we say that (assuming L1 & L2 are positive), 8*∏*a(b+c)/L2 < J < 8*∏*a(b+c)/L1 with 95% confidence?

Your measurement of a, b, c were not part of a known statistical process. You either have to make repeated measurements and get statistics on those measurements, or you can make some worst-case estimates of the measurement errors and adjust the confidence interval for J accordingly. Most experiments have some small measurement errors and people adjust their conclusions accordingly. Hopefully, they are small enough to still get useful results.
 
mayby you should have a look into "Data Fitting and Uncertainty - A practical introduction to weighted least squares and beyond", ISBN 978-3-8348-1022-9, This textbook explains the determination of uncertainties of model parameters quite well and also tells you something about error propagation.
 

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