Undergrad Why is the standard deviation the error on the singular meas

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SUMMARY

The standard deviation (σ) represents the error on a singular measurement in experimental physics, specifically when analyzing a series of N measurements of the same physical quantity under identical conditions. The formula for σ is defined as σ = √(Σ((x_i - μ)²)/N), where μ is the theoretical true value. The interval [x_i - σ, x_i + σ] encompasses approximately 68% of measurements, indicating a high probability that the true value μ lies within this range. This statistical interpretation establishes σ as a critical measure of uncertainty in individual data points.

PREREQUISITES
  • Understanding of Gaussian distribution properties
  • Familiarity with basic statistical concepts such as mean and standard deviation
  • Knowledge of experimental measurement techniques in physics
  • Ability to interpret probability intervals in statistical data
NEXT STEPS
  • Study the derivation of the standard deviation formula in detail
  • Learn about the Central Limit Theorem and its implications for measurement errors
  • Explore the concept of confidence intervals in statistical analysis
  • Investigate the differences between population and sample standard deviations
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Students and researchers in experimental physics, data analysts, and anyone interested in understanding the statistical interpretation of measurement errors and uncertainty in data analysis.

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I'm a beginner with the study in data analysis in Physics. I'm trying to understand the meaning, in the field of experimental Physics, of the standard deviation ##\sigma## of a series of data.

There is one fundamental thing about ##\sigma## that I read but I could not understand.

>In a series of ##N## measurements of the same physical quantity (in the same conditions) the standard deviation ##\sigma## of the data represents the error on the singular measurement.

That is I should write the result of one measurement as $$x_i\pm \sigma$$

I'm aware of these facts about ##\sigma## (regarding its meaning):

- ##\sigma=\sqrt{\sum \frac{(x_i-\mu)^2}{N}}## , where ##\mu## is the theoric "true value" of the physical quantity measured
- The flexes of the Gaussian distribution are in ##x_{1,2}=\pm \sigma##
- ##[\bar{x}-\sigma,\bar{x}+\sigma]## contains the ##68\%## of measurements, where ##\bar{x}## is the mean value, which is the best possible approximation of ##\mu##
- There is the ##68\%## of probability to find ##\mu## in ##[x_i-\sigma,x_i+\sigma]## and, which is equivalent, to find ##x_i## in ##[\mu-\sigma,\mu+\sigma]##
- There is the $99.7\%$ of probability to find ##\mu## in ##[x_i-3\sigma,x_i+3\sigma]## and, which is equivalent, to find ##x_i## in ##[\mu-3\sigma,\mu+3\sigma]##

I'm ok with these facts that come from the properties of the Gaussian distribution but still I do not see why ##\sigma## is the error on the singular datum ##x_i##.

In other words I do not understand why the interval of variation of ##x_i## should be ##[x_i-\sigma,x_i+\sigma]##.

Does this interval have particular properties in terms of probability, linked with the error on the singular value?
 
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It means that a single measurement can be represented as a normally distributed random variable ##N(\mu,\sigma)##.

This is in contrast to the mean of a sample of n measurements, which could be represented as a normally distributed random variable ##N(\mu,\sigma/ \sqrt{n})##
 
I do not have a good working knowledge of physics yet. I tried to piece this together but after researching this, I couldn’t figure out the correct laws of physics to combine to develop a formula to answer this question. Ex. 1 - A moving object impacts a static object at a constant velocity. Ex. 2 - A moving object impacts a static object at the same velocity but is accelerating at the moment of impact. Assuming the mass of the objects is the same and the velocity at the moment of impact...

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