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Note2 PDF
Note2 PDF
Prof. Ke Xu
1
Q&A
(x x ) (N 1)
N N
(x )
2
= lim i
2
N s= i
N i =1 i =1
2
Normal (Gaussian)
distribution:
1 1 x 2
f ( x) = exp
2 2
3
Confidence intervals (CI) for a single measurement, known
Confidence
z
level
0.8 1.2816
For a confidence level of 95%,
should be in the interval: 0.9 1.6449
0.95 1.9600
1.96 x 1.96 0.98 2.3263
Most often used! 0.99 2.5758
0.995 2.8070
0.998 3.0902
0.999 3.2905
For a confidence level of 99.7%,
should be in the interval:
0.9999 3.8906
0.99999 4.4172
x 3 0.999999 4.8916
4
Propagation of uncertainty
N
= lim (x )
2
i N
For addition or subtraction of data N i =1
2 2
xy y
= x +
xy x y
2 2 2
x p q r
For x = p q / r... = + + ...
x p q r
Example: R = U/I
Everything is unit-less 5
6
Repeated measurements averaging of results
Repeated measurements of the same signal: each measurement has the same
2 2 2
Uncertainty of sum: sum = 1 + 2 + 3 ... = N 2 = N
1.0
Uncertainty of mean
Mean: x = Sum / N 0.8
0.6
0.2
Improvement in S/N
4
Signal Signal
S/N: = N 2
m 1
0
Improved S/N for repeated measurement! 1 2 3 4 5 6 7 8 9 1011121314151617181920
# of measurements
Improving S/N through averaging
5
Improvement in S/N
4
0
1 2 3 4 5 6 7 8 9 1011121314151617181920
# of measurements
7
Confidence intervals (CI) for mean, known
Confidence
z
level
0.8 1.2816
0.9 1.6449
0.95 1.9600
0.98 2.3263
0.99 2.5758
0.995 2.8070
0.998 3.0902
0.999 3.2905
m = / N 0.9999 3.8906
0.99999 4.4172
For a confidence level of 95%, should be in the interval: 0.999999 4.8916
x 1.96 m
CI for = xz
N
x 1.96
N
8
9
CI when is unknown: using s to estimate
With known With unknown
Degree of freedom: = N 1
Approaches normal distribution for
Distribution broadens for smaller : extra
uncertainty when using s to estimate
CI when is unknown
Values of t for different confidence levels
x i
0.084 + 0.089 + 0.079
x= i =1
= = 0.084
N 3
(x x )
N
0 + (0.005) 2 + (0.005) 2
(N 1) =
2
s= i = 0.005
i =1 2
s
95% CI: = x t = 2, for 95% CI: t = 4.303
N
0.005
= 0.084 4.303 = 0.084 0.012
3
0.005
95% CI: = x z = 0.084 1.96 = 0.084 0.006
N 3 11
Experimental sources of noise/uncertainty
Chemical Noise
Undesired chemical reactions / interactions
Interfering chemical compounds: needle in a haystack
Fluctuation in humidity
Reduction:
Improve selectivity
Separation
Multidimensional analysis
Instrumental Noise
Associated with each component of the instrument
V rms = 4kTRf
Bandwidth
Temperature Resistance
Reduction:
Lower R of the circuits
Lower T: e.g., Liquid-nitrogen cooled detectors
Lower bandwidth of instrument
1
However, f = f t r
3t r Response time (rise time)
Shot Noise
When charged particle crosses a junction. Quantized events statistical fluctuation
= N irms = 2 Ief
Reduction:
Lower bandwidth of instrument 13
Instrumental noise 14
Environmental noise
Hardware devices for noise reduction
Grounding and shielding
15
Thanks!
http://xkcd.com/1347/