Measurement and

Instrumentation
Lect 5
BSME 19-23 5th semester
Pakistan Institute of Engineering and Applied Sciences Nilore Islamabad
Lecture outline
• Chi squared distribution
• Goodness of fit to Gaussian distribution
• Student t distribution
• Combined effect of systematic and random error
Chi-squared distribution
•  It is also useful for many purposes to
look at distribution of the variance of
successive sets of samples of N
measurements
• This is expressed as the chi-squared
distribution F(), where is
• = where k = N - 1, and are sample and
population variance
• Area under distribution curve is 1
Chi-squared distribution
• The
  distribution expresses the expected variation of the variance of a
sample away from the variance of the infinite population
• Magnitude of this expected variation depends on level of significance α
• Area of the curve to the right of is α and that to the left is (1 - α)
• Numerical values for are obtained from tables that express the value of
for various degrees of freedom k and for various levels of significance α
• One major use of the distribution is to predict the variance of an infinite
data set given the measured variance of a
sample of N measurements
Chi-squared distribution
•  Boundaries of the range of values expected for a particular α is

• It is highly desirable to use a considerably larger sample

Goodness of fit to Gaussian distribution
Inspecting shape of histogram
• The simplest way to test for Gaussian distribution of data is to plot a
histogram and look for a “bell shape”
• For a Gaussian distribution, there must always be approximate
symmetry about the line through the center of the histogram
• The highest point of the histogram must always coincide with this line
of symmetry
• The histogram must get progressively smaller either side of this point
Goodness of fit to Gaussian distribution
• A normal probability plot involves
dividing data values into a number of
ranges and plotting the cumulative
probability of summed data frequencies
against data values on special graph paper
• This line should be a straight line if the
data distribution is Gaussian
Goodness of fit to Gaussian distribution
•  The distribution provides a more formal method for testing whether
data follow a Gaussian distribution
• The principle of the test is to divide data into p equal width bins and
to count the number of measurements in each bin
• The expected number of measurements in each bin for a Gaussian
distribution is also calculated
• Each bin should have a data count greater than minimum number, 3
• If too many bins have data counts less than the minimum number, it is
necessary to reduce the number of bins by redefining their widths
Student t distribution
• When
  sample size is less than 30 the possible
deviation may be significantly greater using z
distribution

• As , F(t) F(z), that is, the distribution becomes a

standard Gaussian one
• For values of k<, the curve of F(t) against t is
both narrower and less high in the center than a
standard Gaussian curve
Student t distribution
•  The t distribution is published in the form of a
standard table that gives values of the area
under the curve a for various values of k
• α corresponds to the probability that t will
have a value greater than to some specified
confidence level
• Because the total area under the F(t) curve is
unity, there is also a probability of (1 - α) that t
will have a value less than
Student t distribution
•  Due to symmetry of t distribution
•

• Hence, upper and lower bounds on the expected

value of the population mean µ
Combined effect of systematic and random
error
• If a measurement is affected by both systematic and random errors that
are quantified as ±x (systematic errors) and ±y (random errors)
• One way of expressing the combined error would be to sum the two
separate components of error, that is, to say that the total possible error
is e = ±(x + y)
• A more usual course of action is to express the likely maximum error
as
• It is unlikely that both will be at their maximum or minimum value
simultaneously