The treatment of errors and uncertainties?

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Discussion Overview

The discussion revolves around the treatment of errors and uncertainties in measurements, particularly focusing on different methods applicable for small and large datasets. Participants explore statistical approaches, independent errors, and official guidelines for handling uncertainties in experimental data.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant describes using the partial derivative method for small measurements and the standard error for larger datasets, expressing confusion about the application of these methods.
  • Another participant clarifies the distinction between the standard deviation of a single measurement (s) and the standard error of the mean (SE), noting that for large n, s approaches the theoretical standard deviation (σ) while SE approaches zero.
  • A different participant mentions that the methods discussed are appropriate under the assumption of independent errors, suggesting that covariance need not be considered in their case.
  • One participant recommends a book by John Taylor as a resource for understanding error treatment in measurements.
  • Another participant references the GUM (Guide to the Expression of Uncertainty in Measurement) as the official method for dealing with uncertainties, indicating its importance for compliance with various regulations and guidelines.

Areas of Agreement / Disagreement

Participants express varying levels of understanding regarding the treatment of errors and uncertainties, with some clarifications made but no consensus reached on the best approach for all scenarios. The discussion remains unresolved regarding the optimal methods for different measurement contexts.

Contextual Notes

Participants highlight the importance of assumptions regarding error independence and the applicability of statistical methods, but these assumptions are not universally agreed upon. The discussion also touches on the complexity of applying the GUM guidelines, which may not be fully addressed in the conversation.

alexgmcm
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I am confused over how to work with errors and uncertainties.

So far when dealing with a small number of measurements I have used the partial derivative method to calculate the final error in my result e.g. if my result is
<br /> E=mgh \text{ then assuming no error in g my uncertainty is } \Delta E = \sqrt{\left|\frac{\delta E}{\delta m} \right| ^2 \cdot \Delta m ^2 + \left|\frac{\delta E}{\delta h} \right| ^2 \cdot \Delta h^2}<br /> <br />

and when dealing with a large number of measurements (normally when the experiment has computerised data acquisiton) I use the standard error:
SE = \frac{s}{\sqrt{n}}
where n is the number of measurements and s is the standard error (calculated using Bessel's correction which makes it work for smaller N by some mathematical trickery):
s=\sqrt{\frac{1}{N-1} \Sigma^{N}_{i=1} (x_i - \bar{x})^2}

This has always seemed strange to me as N is therefore usually the same as n which just seems weird. I guess I'm doing it wrong but I am not sure how?

How should errors be treated both in the case when you have a small number of measurements of each variable a statistical approach is impossible, and when you have a large number of results and a statistical approach is more attractive?

Any help or advice would be greatly appreciated,
Alex.
 
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I can't quite understand what you are asking. However: s is an estimate of the standard deviation of a single measurement, while SE is an estimate of the error in the average. Note that for large n, s -> σ (the theoretical standard deviation), while SE -> 0.
 
alexgmcm said:
I am confused over how to work with errors and uncertainties.

What you wrote is appropriate for independent errors; that is the error in 'm' is independent of the error in 'h'.

By far the best book to learn from (at least, the best book I have seen so far) is John Taylor's book

https://www.amazon.com/dp/093570275X/?tag=pfamazon01-20
 
Last edited by a moderator:
mathman said:
However: s is an estimate of the standard deviation of a single measurement, while SE is an estimate of the error in the average. Note that for large n, s -> σ (the theoretical standard deviation), while SE -> 0.

Thank you! This finally made me understand that confusion I had. Now it all makes sense, I think so far in my experiments I am justified in assuming uncorrelated (i.e. independent errors) and so therefore need not worry about covariance.
 
The official way of dealing with errors/uncertainties in measurements is to use whatever method is recommended by the GUM (which is a free document published by the JCGM). Note that by "official" I really mean "The method you must use in order to comply with X" where X would be most organizations/regulations/guidelines regardless of where in the world you are.

See link 2 on the following wiki page
http://en.wikipedia.org/wiki/Measurement_uncertainty#cite_note-GUM-1
 

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