7 Measurement Errors: Random

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Chapter 7 Measurement Errors: Random (Revision 4.0, 24/3/2009)

Anyone who attempts to generate random numbers by deterministic means is, of course, living in a state of sin. John von Neumann, 1903-1957, Hungarian-American Mathematician

Imagine!! You are an engineer working in a factory. You are asked by the managing director to report the correct value of the voltage in an electronic circuit at a certain point. You take your digital voltmeter and take a number of readings. You find that they vary slightly, so you take exactly 10 readings and record them. You find that there are small variations in the readings, despite the fact that you know that the actual voltage has not changed during your readings. You decide to take the average of the 10 readings and report the average. Is this correct? Have you reported the whole truth? What do you say to the managing director? What result do you give him?

1. Introduction As discussed in earlier chapters, we can think of the error in the measurement between the measured value and the true value as the sum of three errors: Systematic, Random and Noise. This is summarised in the equation shown below (where the errors can either be positive or negative):

q(t ) = p(t ) + erand (t ) + esyst (t ) + enoise (t )

The use of the random errors as a term is a representation of our ignorance. They are only random because we do not understand them; we do not know their sources. Had we had full knowledge of their reasons, we would have been able to classify them as systematic errors. There would be no need in our model for a term that accounts for random errors1. This is similar to the argument that probability is merely a method for representing our ignorance. With systematic errors, we understand the reason for them, and so we can eliminate them, reduce them or at least account for their presence. In other words we can deal with them in a deterministic fashion. We can quantify the magnitude of systematic errors. Due to the fact that we do not understand the causes and mechanisms for random errors, we cannot eliminate them. Thus we have to
The only entity that knows these errors and their source is the omniscient, God Almighty. So for Him, there are no random errors; all errors are systematic.
1

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deal with them in a different way to systematic errors. We deal with random errors in a probabilistic fashion. We cannot quantify the exact value of the random error, but we can state that it lies within a range of values with a certain level of confidence. 2. Approach to dealing with random errors Let us assume that systematic and noise errors have been eliminated, the equation above reduces to the following: q (t ) = p (t ) + erand (t ) We need to develop an approach to eliminate the random error term above. An alternative definition of systematic and random errors is as follows [1]: Systematic errors are always to one side of the true value, while random errors are at both sides of the true value. This is not necessarily the best definition of these two types of errors, but can be usefully used to illustrate the technique to deal with random errors. If we accept that random errors are both sides of the true value, and we further assume that the arithmetic sum of the deviation above and below the true value are zero, then we can state this as follows:

lim (mean (e
n n

rand

(t ) )) = 0

In other words, if we take a large number of samples, n, then the random errors will cancel out and we end up with:

lim (q (t ) ) = p(t )
n n

In effect this gives us the approach of dealing with the random errors by taking a number of sample n of the measured value, q(t) and averaging over n. It is worth noting the following two important points: 1. It is assumed that the true value of the measurand (i.e., measured variable) will not change during the process of measurement. Otherwise, the process above will be invalid. 2. In practice, it is impossible to take an infinite number of samples, n. We have to limit n to a practical value. The number of sample n is called the sample size. The total number of possible samples is called the population. We are effectively selecting a sample out of the total population. The selection of the size of the sample is important and has an effect on the confidence level we have in the final result. This is discussed in more detail in the rest of this Chapter. Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 2 of 24

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3. Mean and Standard Deviation As discussed in the last section, the most effective tool used to eliminate random errors is to find the mean of a number of samples, n. However, in order to quantify the confidence level in the result we need to understand how dispersed the readings (sample values) are from the mean. For this we have to find a suitable dispersion measure. 3.1 The Mean Let us assume that we have taken n measurement of a certain variable, so the sample size is n. For the purpose of this analysis, we shall ignore any systematic and noise errors and assume that all errors are due to random effects. The mean (also referred to as the expected value or the average) of the n measurement is:

x=

x
i =1

Note that as the number of readings increases, the mean of all the n readings starts approaching the true value of the variable that is being measured (provided that the only errors in the measurement process are random, and that all systematic and noise errors have been identified and eliminated):
n

lim xn = xtrue

In relation to the measured value, q(t), and the true value, p(t), this equation can be expressed as follows:

lim qn (t ) = p(t )
n

In other words, as the number of samples approaches infinity, the mean of the measured value approaches the true value2 (assuming that systematic errors and noise errors have been eliminated or accounted for). This is a very important statement. As discussed in Chapter 1, the aim of any measurement system is to minimise the error between the measured value and the true value. The analysis above assumes an infinite number of samples. In practice however, it is not possible to take an infinite number of measurements (or even a very large number). It is more realistic to take a limited number of measurements (say 10, 30 or 100). Example 1
The same is not true of systematic errors. No matter how many samples are taken, the magnitude of the systematic error will not reduce.
2

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Assume that we use two different voltmeters to measure the voltage in a circuit, whereby the true value does not change during the measurements. Both measurement processes are subject to random errors caused by noise. The results of the ten samples from each system in V were as follows:
System A (V) System B (V) 10.1 10.4 9.4 9.3 9.7 9.2 10.6 10.6 10.9 11.4 10.8 11.3 9.1 9.1 9.3 8.6 9.9 9.3 10.2 10.8

Find the mean value of the two systems and comment on the results and comment on the result if you are told that the true value of the voltage in the circuit is actually 10 V. Solution The average for each system is found by summing the reading and dividing by their number (10 in this case). This gives an average reading of 10 V for both systems. This implies that both systems are accurate. However, this result is misleading as it ignores the imprecision that is present in System B compared to system. In other words this result does not comment on the precision of the two systems. The precision of the two systems can be better compared graphically by examining the figure below. The readings from both systems have been plotted on a scale. It is clear that the readings from system B are more dispersed that system A, and thus system A is more precise. However, the mean for both systems is the same. This is an unfair representation of the results.

Figure 1: Distribution of samples for example 1.

This example shows the limitation of using the mean of the readings as a sole indication of the results of a measurement system. An additional measure is needed that provides an indication of the dispersion of the results (or the imprecision of the system). 3.2 Dispersion measures (sum of absolute deviations Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 4 of 24

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Using the mean as an only measure of the true value is misleading. Let us assume we have two different systems that give the same mean value of a measurand, but the second system is much more precise than the first system. It will be unfair to treat both answers with the same level of confidence. We need to find a method to account for the higher precision of the second system compared to the first. The higher precision indicates lower random errors. The fact that the readings of the first system have large random errors shows that they are dispersed. We thus need a measure of dispersion. The most obvious measure is to take the sum absolute value of the deviations of each reading from the mean of the samples (sample size n readings).

total deviations = (x xi )
i =1

N.B.: We must take the absolute value of the deviations; otherwise the result will always be zero (by definition, the total deviation of all samples from the mean is zero). As we are taking n samples, it will be preferable to normalise3 this results by dividing by the number of samples, n (assuming that we have a large number of sample n).

normalised deviations =

(x x )
i =1 i

Example 2 Two measurement systems A and B are used to take 10 readings of the current in a circuit in A. The results are shown, and it is assumed that the true value did not change during these measurements. Any changes are due to random errors in the process and noise. Compare the mean value from both systems. Plot the readings from both systems on a horizontal scale and compare the precision of both systems. Find the sum of absolute deviations from the mean for both systems and comment on the results.
System A (A) 13 6.5 9.9 10.4 10.5 10.2 9.5 9.9 9.9
3

System B (A) 10.4 9.3 9.2 10.4 11.4 11.3 9.1 8.6 9.5

Normalisation is a process by which we divide by a parameter within a population or system to allow us to compare results between different populations or systems.

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10.8

Solution The values from both systems are shown in Table 1 below. The table also shows the sum of absolute deviations and the sum of the square of the deviations. The samples are also graphically plotted in Figure 2. The figure clearly shows that the samples from A are less dispersed that B, except for two extreme readings. This a great disadvantage for system A compared to system B as these two extreme deviations are presenting a large error.

Figure 2: Distribution of the samples for example 2.

Examining the sum of the absolute deviations (8.6 A for both systems) we see that both systems have the same value. So the absolute sum of deviations does not provide a good representation of the disadvantage present in system A (the two large deviations). If we look at the sum of the square of the deviations (22.02 A2 for A compared to 8.76 A2 for B), we can see that this clearly penalises system A compared to system B. The larger value is caused by the squaring of the two large deviations that A has.
Table 1: Sum of deviatons and square of the deviations for systems A and B.

System A (all values in ampere)

Reading (A) Abs. dev. From mean (A) Square of dev. 2 From mean (A )

System B (all values in ampere)

Reading (A) Abs. dev. From mean (A) Square of dev. 2 From mean (A )

13 6.5 9.9 10.4 10.5 10.2 9.5 9.9 9.9 10.2

3.0 3.5 0.1 0.4 0.5 0.2 0.5 0.1 0.1 0.2

9.0 12.25 0.01 0.16 0.25 0.04 0.25 0.01 0.01 0.04

10.4 9.3 9.2 10.4 11.4 11.3 9.1 8.6 9.5 10.8

0.4 0.7 0.8 0.4 1.4 1.3 0.9 1.4 0.5 0.8

0.16 0.49 0.64 0.16 1.96 1.69 0.81 1.96 0.25 0.64

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Total 8.6 22.02

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Total 8.6 8.76

This example shows that a better dispersion measure to the use of the sum of the square of the deviations from the mean compared to the sum of the absolute values of the mean. 3.3 Dispersion measures (sum of the square of the deviations) As discussed earlier, the problem with the sum of the absolute value of the deviations from the mean is that it treats large deviations with the same weighting (importance) as small deviations. It is fairer to penalise larger deviations from the mean compared to smaller deviations. Squaring is a tool that allows us to do that. Squaring also obviates the need to take the absolute value. So squaring the deviations produces the so called variance:

v=

(x x )
i =1 i

The variance is a measure of the spread of the readings around the mean value. The unit of the variance is the square of the unit of the measurand. In order to express the spread with a tool that has the same units as the measurand, we can take the square root of the variance. This is called the standard deviation and is calculated as follows:

= v=

(x x )
i =1 i

The standard deviation is a good measure of the spread of the measurements. It has the same units as the measurand and its mean. Taking the square of the deviation penalises large deviations from the mean, and the effectively uses the absolute value of the deviations. 3.4 n or n-1? The discussion in the last subsection has assumed the following: 1. The sample size is large (i.e., n is large). 2. As the sample size is large, we have assumed that the mean value of the n samples is near enough to the mean of the whole population (i.e., xn x = x = p(t ) ). However, this is only true if n is large. When n is small, we have the following two discrepancies: 1. The mean of the sample size n is different from the mean of the population (and is thus different from the true value, p(t)).

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2. When calculating the variance and the standard deviation, the deviations are calculated from the mean of the sample rather than the mean of the population. We cannot use the mean of the population as we do not know it, and we have to use the mean of the n samples that we measured. This leads to an error. Statistically is has been shown that the variance and the standard deviation will be nearer their true value if we divide by n-1 rather than n. In order to distinguish between the sample and the population, we shall use the subscripts n and n-1 when describing the variance and standard deviation. Thus,

vn will refer to the variance of the population vn1 will refer to the variance of the sample n will refer to the standard deviation of the population n1 will refer to the standard deviation of the sample
And the sample variance and standard deviation will be calculated as follows:

vn 1 =

(x
i =1

xi )

n 1

n 1 = vn 1 =

(x
i =1

xi )

n 1

Notice that the term xn has been used to emphasise the fact that we are using the mean of the sample rather than the mean of the population, due to the small value of n. In general, it is accepted that if n is less than 30 (or 20) it is considered small and the n-1 methodology is used. For completeness, we shall show the population variance and standard deviation equation with the correct notation:

vn =

(x x )
i =1 i

n = vn =

(x x )
i =1 i

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Units The unit of the mean of a distribution and the unit of the standard deviation of any distribution are the same as the unit of the original variable in the distribution. Otherwise we would not be able to add and subtract the standard deviation to/from the mean (we can only add and subtract quantities that have the same units). The unit of the variance is the square of the unit of the measured variable in the original distribution. 4. The Gaussian distribution In to be able to express our answers later on this chapter with levels of confidence we need to use the Gaussian distribution. We shall assume that the random errors in our measurement are caused by random variables that have a Gaussian distribution of its amplitude. Many processes follow a standard distribution. White noise also follows a Gaussian distribution. Note that the probability distribution of any variable describes the amplitude of the signal and tells us nothing about its frequency content. The Gaussian distribution is shown in Figure 3 below. The probability of a certain variable being smaller than z is equal to the area F(z) (i.e., the area under the curve from to the value of z).

Figure 3: Gaussian probability distribution curve.

The function F(z) cannot be evaluated from a function and is tabulated. The table is shown at the end of this Chapter. The Gaussian distribution is widely used in predicting future measured values as well as quality control, as the following two examples show. Example 3 You are given a pile of 10,000 resistors of nominal value 470 ohms. You decide to pick a sample of 100 resistors and measure them to get their mean and standard deviation. You find that the mean of your sample is 470 ohms and the standard deviation is 23.5 ohms. You will reject all resistors that are outside the +/- 5% tolerance of the nominal value. Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 9 of 24

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a) How many resistors will you reject? b) If you later discover that your multi-meter has a systematic error of +5 ohms (i.e., it shows a value that is 5 ohms higher than the correct value), what is the correct value of the mean and standard deviation of the sample you took? Hint for part b): Examine the formula used to calculate the mean and standard deviation. Solution a) The absolute deviation you will accept is 5%470 = 23.5 So your deviation will be one standard deviation above the mean and one standard deviation below the mean. So the value of z you will use in the table is 1. The value from the table for z=1 is 0.8413. This means that 15.87% of all resistors will be more than 1.05 of the nominal value, and 15.87% will be below 0.95 of the nominal value. So the percentage of resistors rejected will be: 0.1587+0.1587=31.74% So out of the total 10,000 resistors, 3,174 resistors will be rejected. b) Based on a systematic error of +5 , the true mean will be 465 . The standard deviation however will still be the same at 23.5 , as all the readings as well as the mean will be shifted by the same value, so the differences between them will remain the same. Example 4 A factory manufactures chrome plated steel rods. A quality control check is being carried out on the rods by measuring the diameter of the rod. The rod is designed to a diameter of 12.000.75 mm (i.e., the diameter should be between 11.25 to 12.75 mm). The diameter of the manufactured rods follows a Gaussian distribution and the standard deviation of the diameter of the manufactured rods is found to be 0.5. Calculate the percentage of rods that will be rejected by the quality control process. Solution The standard deviation of the process is 0.5. As the deviation in each direction is 0.75 mm, then we can say that the deviation in each direction is 1.5 of the standard deviation or 1.5. Looking up the value of 1.5 in the F(z) table gives an area (for A and B) as 0.9332. So the area of B (that is equal to the area of C) is 1-0.9332=0.0668. The total rejected items will be equal to the areas of B and C, or 2 x 0.0668 = 0.1336=13.36%. 5. Standard Error of the Mean Up to now we have only used the mean and standard deviation to predict future measurement value, or in quality control. We still cannot express the answer of a measurement process with any level of confidence. This can be done by the use of the standard error of the mean, which is introduced in this section.

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5.1 Parameters of a sample sized n In effect we have now arrived at a method to describe the outcome of measuring n samples of a population. By using the mean, xn , the standard deviation, n1 , and the number of readings, n, we have now three parameters that can be used to express a probabilistic answer to the original question: What is the true value of p(t) (xTRUE)? As discussed earlier, due to the nature of random errors we can only express this answer in a probabilistic manner (and not in a deterministic manner). This is discussed in detail in the next sub-section on the standard error of the mean. 5.2 Standard Error of the Mean Let us assume that all the students of the University of Jordan were asked to carry out a measurement of the height of statue at the centre of the university campus. Each student is asked to take 10 readings and provide the 10 readings to an operator who enters the 10 readings on a PC. If we construct a distribution of all the readings from all the students, it is very likely that the distribution is a Gaussian distribution (taking into consideration all the random errors that the students introduce when taking the measurements). As the number of readings (10 times the number of students in the university) is large, we expect the average of all the readings to approach the true value. The standard deviation of this distribution would be a representation of the random errors. Let us assume that the resulting mean from all these readings is 2104.1 mm and that the standard deviation is 3.5 mm. The mean of these readings is a very good approximation of the true height of the statue. A rough plot of the resulting distribution from all the students measurements is shown Figure 4 below.
Mean of all readings, (mm)

Standard deviation, x (mm) Probability/ Frequency of reading

Area equal 95.4% of all readings 2x (mm) 2x (mm)

Measured height of statue, x (mm) Figure 4: Probability distribution function of all readings (x).

If we now take a range that provide a deviation of zx from the calculated mean (above and below), this provides us with a so-called confidence interval within which we can say that a certain percentage of all readings lie. For example if we take z as 2 (i.e., we deviate 2 standard deviations above and below the mean) we can say that 95.4% of all readings lie within this range Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 11 of 24

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(2104.17mm). The area of 95.4% can be indirectly found by plugging the number 2 into the F(z) table (Gaussian distribution table, a copy of which has been provided at the end of this Chapter). 5.3 Standard Error of the Mean As discussed earlier, each student was asked to take 10 readings (not just one reading). All of the 10 readings went into the PC and contributed to the final distribution. Now let us assume that instead of taking all 10 readings from each student, we ask him/her to calculate the mean of his/her 10 readings and provide the result. We now plot the distribution of these means, a rough plot of which is also shown in Figure 5. We note that the distribution is also Gaussian but with a smaller standard deviation. The ratio of the standard deviation of the x (mean) to the standard deviation of x is the ratio n : 1 , where n is the number of sample in each set of readings that each student took. The standard deviation of the mean is called the standard error of the mean and is equal to the standard deviation of the original distribution divided by the square root of the sample size (n). This is also referred to as . This can be summarised as:

= x =

n1
n

n1
10

Mean of all readings, (mm)

Standard deviation, x (mm) Probability/ Frequency of reading

Area equal 95.4% of all readings 2x (mm) 2x (mm)

Measured height of statue, x (mm)

Sample size (n)=10

=x =

x
10
Mean of all means, (mm)

Probability/ Frequency of reading

Area covers 95.4% of all means

Standard deviation of the mean, (mm)

2 (mm)

2 (mm)

Mean of the 10 readings of the height of statue, x (mm)

Figure 5: Sampling distribution of the mean of each 10 readings.

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As the sample size increases (i.e., n, the number of samples that each student takes increases) then the standard error of the mean decreases and the curve become narrower. This is demonstrated graphically by using statistical software that is shown in Figure 6. It shows how the increase in sample size from n=2 to n=25 has gradually reduced the standard error of the mean and thus narrowed the curve.

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Figure 6: Demonstration that shows the effect of sample size on the distribution of the mean (source: http://onlinestatbook.com/simulations/CLT/clt.html).

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5.4 Confidence Intervals We now ask one of the students, Samira, to express her opinion about the true height of the statue by just knowing the standard deviation of the original distribution. Samira obviously knows the 10 readings that she took and she then calculates the mean of these 10 readings. The average of her 10 readings is 2105.2mm. We tell her that the standard deviation of all the readings carried out by the students is 3.5 mm. Samira then calculates the standard error of the mean by dividing 3.5 by the square root of 10, to get the standard error of the mean of 1.107 mm. In order to express her answer with 95.4% confidence level, she will use a confidence interval with a deviation of 2 (i.e., 2x1.107=2.214mm). So she says: I am 95.4% confident that the height of the statue lies between 2105.22.214mm (i.e., 2103.0-2107.4). Her answer is shown graphically in Figure 7.
Sample size (n)=10

=x =

x
10

3.5 = 1.107mm 10

2104.1 mm (true mean)

2105.2 mm (average of Samiras 10 readings) (Samiras mean) Confidence interval

x 2

Probability Density function

2 (mm)

2 (mm)

Mean of the 10 readings of the height of statue, x (mm) Figure 7: Graphical representation of Samira's confidence interval.

So to summarise: The standard deviation of the distribution of a variable x ( n1 ) applies to the original readings of x. The standard deviation of the mean ( ) of these readings when taking samples of n each time is called the standard error of the mean. It applies to the distribution of the mean of each sample and is also referred to as . The two standard deviations are related by the size of the sample n, as follows: = . To calculate a confidence interval for x we n use n1 ; to calculate a confidence interval for x we use . Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 15 of 24

n1

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Example 5 A voltmeter was used to measure the voltage in a circuit and gave the following 10 readings (assuming that the real value of the voltage did not change during the measurements and that systematic errors had been eliminated): 36.1, 36.3, 35.9, 35.2, 35.7, 35.6, 36.1, 36.2, 36.4, 35.8 a) Express the voltage reading as a range with a 95.4% confidence assuming the data above follows a Gaussian distribution. b) If the number of readings was increased to 30 and the mean and standard deviation did not change, what would the new answer be? Solution Using MS Excel, we can develop a table to calculate the mean value, the absolute value of the deviations from the mean and the square of the deviations. By adding the square of the deviations this and dividing this by n1 which is 9 in this case, this gives us the variance. Taking the square root of the variance gives us the standard deviation.
# 1 2 3 4 5 6 7 8 9 10 36.1 36.3 35.9 35.2 35.7 35.6 36.1 36.2 36.4 35.8 |x-x(mean)| (x-x(mean)) 0.17 0.0289 0.37 0.1369 0.03 0.0009 0.73 0.5329 0.23 0.0529 0.33 0.1089 0.17 0.0289 0.27 0.0729 0.47 0.2209 0.13 0.0169 Total 1.201
2

x(mean) 35.93 variance= sum of the square of the deviations/9 variance Standard deviation

0.133444444 0.365300485

As can be seen from the spreadsheet shown above, the mean is 35.93 V (to two decimal places) and the standard deviation is 0.365 (to three decimal places). Thus the standard error of the mean can be calculated as:

n1
n

0.365 = 0.115 10

a) In order to get a confidence interval with a confidence level of 95.4%, we need to check the normal/Gaussian distribution table for the number of standard deviations (or standard error of the mean) that need to be included in the confidence interval in order to achieve the required level of confidence. We need to find the number z that corresponds to a confidence interval of 95.4% or 0.954. This corresponds to the area A shown in the figure below (the yellow area). But the value in the table F(z) corresponds to the areas A+B (i.e., the orange + yellow areas). So the orange area will be equal to: Orange area = Blue area = (1-0.954)/2=0.023

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z 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2.0 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3.0 3.1 3.2 3.3 3.4 3.5 3.6 0.00 0.5000 0.5398 0.5793 0.6179 0.6554 0.6915 0.7257 0.7580 0.7881 0.8159 0.8413 0.8643 0.8849 0.9032 0.9192 0.9332 0.9452 0.9554 0.9641 0.9713 0.9772 0.9821 0.9861 0.9893 0.9918 0.9938 0.9953 0.9965 0.9974 0.9981 0.9986 0.9990 0.9993 0.9995 0.9997 0.9998 0.9998. 0.01 0.5040 0.5438 0.5832 0.6217 0.6591 0.6950 0.7291 0.7611 0.7910 0.8186 0.8438 0.8665 0.8869 0.9049 0.9207 0.9345 0.9463 0.9564 0.9648 0.9719 0.9778 0.9826 0.9864 0.9896 0.9920 0.9940 0.9955 0.9966 0.9975 0.9982 0.9987 0.9991 0.9993 0.9995 0.9997 0.9998 0.9998 0.02 0.5080 0.5478 0.5871 0.6255 0.6628 0.6985 0.7324 0.7642 0.7939 0.8212 0.8461 0.8686 0.8888 0.9066 0.9222 0.9357 0.9474 0.9573 0.9656 0.9726 0.9783 0.9830 0.9868 0.9898 0.9922 0.9941 0.9956 0.9967 0.9976 0.9982 0.9987 0.9991 0.9994 0.9995 0.9997 0.9998 0.9998 0.03 0.5120 0.5517 0.5910 0.6293 0.6664 0.7019 0.7357 0.7673 0.7967 0.8238 0.8485 0.8708 0.8906 0.9082 0.9236 0.9370 0.9484 0.9582 0.9664 0.9732 0.9788 0.9834 0.9871 0.9901 0.9924 0.9943 0.9957 0.9968 0.9977 0.9983 0.9988 0.9991 0.9994 0.9996 0.9997 0.9998 0.9999

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0.04 0.5160 0.5557 0.5948 0.6331 0.6700 0.7054 0.7389 0.7703 0.7995 0.8264 0.8508 0.8729 0.8925 0.9099 0.9251 0.9382 0.9495 0.9591 0.9671 0.9738 0.9793 0.9838 0.9875 0.9904 0.9926 0.9945 0.9959 0.9969 0.9977 0.9984 0.9988 0.9992 0.9994 0.9996 0.9997 0.9998 0.9999 0.05 0.5199 0.5596 0.5987 0.6368 0.6736 0.7088 0.7422 0.7734 0.8023 0.8289 0.8531 0.8749 0.8943 0.9115 0.9265 0.9394 0.9505 0.9599 0.9678 0.9744 0.9798 0.9842 0.9878 0.9906 0.9928 0.9946 0.9960 0.9970 0.9978 0.9984 0.9989 0.9992 0.9994 0.9996 0.9997 0.9998 0.9999 0.06 0.5239 0.5636 0.6026 0.6406 0.6772 0.7123 0.7454 0.7764 0.8051 0.8315 0.8554 0.8770 0.8962 0.9131 0.9279 0.9406 0.9515 0.9608 0.9686 0.9750 0.9803 0.9846 0.9881 0.9909 0.9930 0.9948 0.9961 0.9971 0.9979 0.9985 0.9989 0.9992 0.9994 0.9996 0.9997 0.9998 0.9999 0.07 0.5279 0.5675 0.6064 0.6443 0.6808 0.7157 0.7486 0.7793 0.8078 0.8340 0.8577 0.8790 0.8980 0.9147 0.9292 0.9418 0.9525 0.9616 0.9693 0.9756 0.9808 0.9850 0.9884 0.9911 0.9932 0.9949 0.9962 0.9972 0.9979 0.9985 0.9989 0.9992 0.9995 0.9996 0.9997 0.9998 0.9999 0.08 0.5319 0.5714 0.6103 0.6480 0.6844 0.7190 0.7517 0.7823 0.8106 0.8365 0.8599 0.8810 0.8997 0.9162 0.9306 0.9429 0.9535 0.9625 0.9699 0.9761 0.9812 0.9854 0.9887 0.9913 0.9934 0.9951 0.9963 0.9973 0.9980 0.9986 0.9990 0.9993 0.9995 0.9996 0.9997 0.9998 0.9999 0.09 0.5359 0.5753 0.6141 0.6517 0.6879 0.7224 0.7549 0.7852 0.8133 0.8389 0.8621 0.8830 0.9015 0.9177 0.9319 0.9441 0.9545 0.9633 0.9706 0.9767 0.9817 0.9857 0.9890 0.9916 0.9936 0.9952 0.9964 0.9974 0.9981 0.9986 0.9990 0.9993 0.9995 0.9996 0.9998 0.9998 0.9999

Standard Gaussian Distribution Table (F(z))

So the area covered by A + B is equal to: F(z)=1-0.023=0.977 This is the area that we look up in the table of the Gaussian distribution table at the end of this document. Against an area 0.977 (F(z)) we have z = 2.0 Note that z is the number of multiple of the standard deviation from the mean (i.e., it is the deviation from the mean, normalised by dividing it by the standard deviation). For this reason, z is always dimensionless. So the confidence interval will include 2 (or 2 for the standard error of the mean).

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p.d.f. A

C Magnitude

Value from table=A+B

So the confidence interval for the value of x will be (we will refer to the true value of x as xTRUE):

xTRUE = x 2 = 35.93 2 0.115 = 35.93 0.23 V

In other words, we are 95.4% confident that the true value of x lies between 35.70 V and 36.16 V b) If the number of readings changes from 10 to 30 and the values of the mean and standard deviation do not change, then the value of the standard error of the mean changes to:

n1
n

0.365 = 0.067 30

So the new confidence interval becomes:

xTRUE = x 2 = 35.93 2 0.067 = 35.93 0.134 V

Example 6 The following measurements were taken with a frequency meter of the frequency of a square wave signal (the circuit was in steady state and therefore, although the measurements varied due to random errors, the frequency of the signal was actually constant). Assume that the amplitude of readings taken follows a Gaussian distribution. Ten readings were taken (unit in Hz): 100.1, 100.3, 99.9, 96.5, 101.1, 102.3, 98.7, 97.2, 103.1, 100.8 Answer the following questions: a) Calculate the mean, variance, standard deviation and the standard error of the mean of the readings. Page 18 of 24

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b)

Assume we take a large number of readings and that the standard deviation and mean are unchanged, what is the probability that the frequency measured is outside the range of 96.9 Hz to 103.1 Hz. Express the final answer for the frequency measured as a confidence interval with a confidence level of 99.72%.

c)

Solution a) Mean= 100.0 Hz Standard deviation= 2.07 Hz Standard error of the mean = 2.07/sqrt(10)= 0.65 Hz b) It is very important to identify whether we are dealing with x or x . In this case we are looking at the future readings of x (future values of the reading). Hence we shall use n1 rather than . The deviation above the mean of 100 Hz is: 103.1-100 =3.1 Hz The deviation below the mean is: 100-96.9 = 3.1 Hz So the deviation above and below the mean is equal. The deviation as a multiple of the standard deviation is: z= 3.1/2.07=1.5 F(z) from the table is equal to 0.9332 So the probability that the frequency is more than 103.1 Hz is 1- 0.9332= 0.0668 But this is only the area representing the deviation above 103.1 Hz. We also need to include the probability that the frequency is less than 96.9 Hz, which is also equal to 0.0668. So the total probability the frequency will be outside the range of 96.9 Hz to 103.1 Hz is 2 x 0.0668 = 0.1336 or 13.36% c) It is very important to identify whether we are dealing with x or x . In this case we are asked to express our confidence in the true value (i.e., x ). Hence we shall use rather than n1 . As we are using a confidence period around the mean, we must use the standard error of the mean rather than the standard deviation (i.e. we must use the standard deviation of the mean rather than the standard deviation of the variable itself). A confidence level of 99.72% is equivalent to a deviation around the mean of F(z)=1-((1-0.9972)/2)=0.9986 So z from the table is 3. Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 19 of 24

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In other words the confidence interval will be represented by a deviation around the mean of 3 times the standard error of the mean.

x = x 3 = 100 3 0.65 = 100 1.95 Hz

Example 7 Two students carry out measurements on the value of temperature in a chemical reaction in a factory. Student A takes 100 samples and student B takes 11 samples. Both students get the following results:

The mean value of their readings is 45 C. The standard deviation of their readings is 3.2 C.

You can assume that the readings follow a Gaussian distribution. The managing director of the factory asks each student the following question: How confident are you in percentage terms that the true value of the temperature of the chemical reaction lies in the range of 44 C to 46 C? What would the answer from each student be? Solution As we are talking about the true value, we use the standard error of the mean (i.e., the standard deviation of the mean). For student A, his standard error of the mean is:

x = 3.2 / 100 = 0.32 C

As for student B, his standard error of the mean is:

x = 3.2 / 11 = 0.96 C
For each student, the deviation from the mean is 1 C. Thus z for student A will be: 1/0.32= 3.125 And z for student B will be: 1/0.96= 1.04 Using the Gaussian table gives us a confidence level for student A of: Confidence for student A = 1- 2(1- F(3.125))= 1- 2(1-0.9991)= 99.82% Confidence for student B = 1 2 (1- F(1.04))= 1- 2(1-0.8508)=70.16% References

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Measurement & Instrumentation Principles, Alan S. Morris, Elsevier, 2001. Guidelines for Evaluating and Expressing the Uncertainty of NIST Measurement Results, NIST Technical Note 1297, 1994 Edition, Barry N. Taylor and Chris E. Kuyatt. http://onlinestatbook.com/simulations/CLT/clt.html

Further Reading Mechanical Measurements, Beckwith, Marangoni, Lienhard, 6th Edition, Perason International Edition (Chapter 3 contains an excellent treatment to random error and data presentation). Instrumentation Measurement and Analysis, B.C. Nakra & K.K. Chaudhry, Tata McGraw Hill Publishing Company Limited, 1985. (Comprehensive approach in Chapters 17 and 18) Measurement & Instrumentation Principles, Alan S. Morris, Elsevier, 2001. (Section 3.5) Theory and Design for Mechanical Measurements, Figliola & Beasley, 2nd Edition, John Wiley & Sons, Inc., 1995 (Chapters 4 and 5). Experimental Methods for Engineers, J. P. Holman, McGraw Hill International Edition, 7th Edition, 2001 (Chapter 3). Mechanical Measurements and Control, D.S. Kumar, Metropolitan (New Delhi), Third Revised and Enlarged Edition (Section 3.3). Measurement Systems: Application and Design, Ernest O. Doebelin, Fifth Edition, McGraw Hill, 2003. (Pages 45-54). Principles of Measurement Systems, John P. Bentley, Pearson Prentice Hall, Fourth Edition 2005. (Section 2.3 and section 3.2) Modern Electronic Instrumentation and Measurement Techniques, Albert D. Helfrick & William D. Cooper, Prentice Hall International Edition, 1990 (Section 1.5 and 1.6). A course in mechanical measurements and instrumentation, A.K. Sawhney, Dhanpat Rai & Sons. (Chapter 7) Problems 1. A 1000 resistors of nominal value of 820 ohms are being measured. The resistors must be within a 5% tolerance of the nominal value of 820 ohms. If the value of the resistors follows a Gaussian distribution and the standard deviation is 20.5, calculate the number of resistors that would be rejected by the quality control process (any resistors deviating by more than 5% above or below the nominal value will be rejected). 2. An electronic scale is used to weigh a bag of flour. Ten measurements are carried out giving the following results (in gm): 1201, 1203, 1110, 1118, 1200, 1201, 1205, 1117, 1202, 1204 a) Calculate the mean, standard deviation and standard error of the mean of the weight of the bag of flour. b) Hence express the mean value of the bag with a confidence level of 68%, 95.4% and 99.7%. Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 21 of 24

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3. A large group of students is asked to measure the current flowing in an electric circuit (where the current stays constant during these measurements). A sample of 10 readings is taken from the students readings in order to draw conclusions about the true value of the current in the circuit. The 10 samples were in mA: 6.31, 6.34, 6.27, 6.29, 6.32, 6.31, 6.36, 6.23, 6.25, 6.32 Answer the following questions. Assume that the current amplitude follows a Gaussian distribution. a) Calculate the mean, standard deviation and standard error of the mean. b) What is the probability that a future reading is more than 6.38 mA. c) Express the true value of the current to a confidence level of 86.6%. d) If the number of samples taken is increased to 100 samples, and the mean and standard deviation remain unchanged, what would be the new answer to part (c) above. 4. The following measurements were taken with an analogue meter of the current flowing in a circuit (the circuit was in steady state and therefore, although the measurements varied due to random errors, the current flowing was actually constant): Readings in mA: 21.5, 22.1, 21.3, 21.7, 22.0, 22.2, 21.8, 21.4, 21.9, 22.1 a) b) Calculate the mean, variance, standard deviation and the standard error of the mean of the readings. Hence express the measured value as a confidence interval that includes the true value with a confidence level of 89.04%, assuming that the readings follow a Gaussian distribution.

5. (Variation on Example 7): A student carries out measurements on the value of temperature in a chemical reaction in a factory. She takes 11 samples and gets the following results:

The mean value of his readings is 45 C. The standard deviation of is 3.2 C. The

You can assume that the readings follow a Gaussian distribution. managing director of the factory asks the student the following question:

How confident are you in percentage terms that the true value of the temperature of the chemical reaction lies in the range of 44 C to 46 C? a) What would the answer from the student be? Copyright held by the author 2009: Dr. Lutfi R. Al-Sharif Page 22 of 24

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b) The factory manager is not happy with the students answer and says that he needs to be 95.4% confident of the answer. What does the student need to do to be that confident?

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Standard Gaussian Distribution Table (F(z))

z 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2.0 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3.0 3.1 3.2 3.3 3.4 3.5 3.6 0.00 0.5000 0.5398 0.5793 0.6179 0.6554 0.6915 0.7257 0.7580 0.7881 0.8159 0.8413 0.8643 0.8849 0.9032 0.9192 0.9332 0.9452 0.9554 0.9641 0.9713 0.9772 0.9821 0.9861 0.9893 0.9918 0.9938 0.9953 0.9965 0.9974 0.9981 0.9986 0.9990 0.9993 0.9995 0.9997 0.9998 0.9998. 0.01 0.5040 0.5438 0.5832 0.6217 0.6591 0.6950 0.7291 0.7611 0.7910 0.8186 0.8438 0.8665 0.8869 0.9049 0.9207 0.9345 0.9463 0.9564 0.9648 0.9719 0.9778 0.9826 0.9864 0.9896 0.9920 0.9940 0.9955 0.9966 0.9975 0.9982 0.9987 0.9991 0.9993 0.9995 0.9997 0.9998 0.9998 0.02 0.5080 0.5478 0.5871 0.6255 0.6628 0.6985 0.7324 0.7642 0.7939 0.8212 0.8461 0.8686 0.8888 0.9066 0.9222 0.9357 0.9474 0.9573 0.9656 0.9726 0.9783 0.9830 0.9868 0.9898 0.9922 0.9941 0.9956 0.9967 0.9976 0.9982 0.9987 0.9991 0.9994 0.9995 0.9997 0.9998 0.9998 0.03 0.5120 0.5517 0.5910 0.6293 0.6664 0.7019 0.7357 0.7673 0.7967 0.8238 0.8485 0.8708 0.8906 0.9082 0.9236 0.9370 0.9484 0.9582 0.9664 0.9732 0.9788 0.9834 0.9871 0.9901 0.9924 0.9943 0.9957 0.9968 0.9977 0.9983 0.9988 0.9991 0.9994 0.9996 0.9997 0.9998 0.9999 0.04 0.5160 0.5557 0.5948 0.6331 0.6700 0.7054 0.7389 0.7703 0.7995 0.8264 0.8508 0.8729 0.8925 0.9099 0.9251 0.9382 0.9495 0.9591 0.9671 0.9738 0.9793 0.9838 0.9875 0.9904 0.9926 0.9945 0.9959 0.9969 0.9977 0.9984 0.9988 0.9992 0.9994 0.9996 0.9997 0.9998 0.9999 0.05 0.5199 0.5596 0.5987 0.6368 0.6736 0.7088 0.7422 0.7734 0.8023 0.8289 0.8531 0.8749 0.8943 0.9115 0.9265 0.9394 0.9505 0.9599 0.9678 0.9744 0.9798 0.9842 0.9878 0.9906 0.9928 0.9946 0.9960 0.9970 0.9978 0.9984 0.9989 0.9992 0.9994 0.9996 0.9997 0.9998 0.9999 0.06 0.5239 0.5636 0.6026 0.6406 0.6772 0.7123 0.7454 0.7764 0.8051 0.8315 0.8554 0.8770 0.8962 0.9131 0.9279 0.9406 0.9515 0.9608 0.9686 0.9750 0.9803 0.9846 0.9881 0.9909 0.9930 0.9948 0.9961 0.9971 0.9979 0.9985 0.9989 0.9992 0.9994 0.9996 0.9997 0.9998 0.9999 0.07 0.5279 0.5675 0.6064 0.6443 0.6808 0.7157 0.7486 0.7793 0.8078 0.8340 0.8577 0.8790 0.8980 0.9147 0.9292 0.9418 0.9525 0.9616 0.9693 0.9756 0.9808 0.9850 0.9884 0.9911 0.9932 0.9949 0.9962 0.9972 0.9979 0.9985 0.9989 0.9992 0.9995 0.9996 0.9997 0.9998 0.9999 0.08 0.5319 0.5714 0.6103 0.6480 0.6844 0.7190 0.7517 0.7823 0.8106 0.8365 0.8599 0.8810 0.8997 0.9162 0.9306 0.9429 0.9535 0.9625 0.9699 0.9761 0.9812 0.9854 0.9887 0.9913 0.9934 0.9951 0.9963 0.9973 0.9980 0.9986 0.9990 0.9993 0.9995 0.9996 0.9997 0.9998 0.9999 0.09 0.5359 0.5753 0.6141 0.6517 0.6879 0.7224 0.7549 0.7852 0.8133 0.8389 0.8621 0.8830 0.9015 0.9177 0.9319 0.9441 0.9545 0.9633 0.9706 0.9767 0.9817 0.9857 0.9890 0.9916 0.9936 0.9952 0.9964 0.9974 0.9981 0.9986 0.9990 0.9993 0.9995 0.9996 0.9998 0.9998 0.9999

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