0 views

Uploaded by Alan Batschauer

Estatística

- 1
- Module on Standard Scores and the Normal Curve
- Athena
- r-exercises-3.pdf
- Monte Carlo Simulation in Microsoft Excel
- Jackup Units Re-evaluation
- MCMC Sampling for Dummies
- R7220101 Probability & Statistics
- MAE403 (4)
- Cognition and Emotion in Verbal Decision Making
- Statistical Evaluations in Exploration for Mineral Deposits
- Calculation and Modelling of Radar Performance 9 Clutter Simulation Techniques
- Project Management
- 1. Offline Signature.full
- BIL108E Final Spring10
- tmp82B8
- Statistical Methods in Research Part 1
- Untitled
- Wm ActaAcustunitedAc V102N3 p5781
- STLFSI

You are on page 1of 16

result. This is true of both the actual measurement as well as any other results that

may be derived from that measurement. An understanding of the statistical nature

of the measurement will allow us to better approximate these uncertainties and to

evaluate the accuracy of a given measurement.

Anytime a measurement is made there is a range of possible values that have a finite

probability of occurring. Understanding this range and the principles that govern

that range will help in evaluating the result. Usually, we will estimate a probability

distribution function for the measurement that will provide us with an understanding

of this range of possible values and the likelihood of each occurring.

First, we need to define four terms. The first two apply to a collection of individual

data values. The second two apply to items determined from a statistical distribution

that describes a particular data set.

average: The technical name of this is the arithmetic mean but may also be called

just the mean. It is given by

y =

N

1 X

yi

N i=1

standard deviation: Most commonly this refers to the sample standard deviation

or the corrected sample standard deviation. It is given by

N

1 X

=

(yi y)2

N 1 i=1

where is the standard deviation of the N data values yi from the average value

y. represents the RMS (root mean square) deviation of the values from the

average and provides an indicator of the uncertainty or the error in the values.

expected value: The is the most likely value to occur as indicated by the probability

distribution representing some random variable. It is often referred to as the

average since it usually corresponds to the arithmetic mean of the values as the

1

as the probability-weighted average of all possible values. It is given by

s =

s P (s)

for a collection of discrete values where P (s) represents the probability distribution function for s and is normalized so

X

P (s) = 1

and where the sum is over all possible values of s. If the possible values are

continuous the expected value is given by

Z

s =

s0 P (s0 ) ds0

Z

P (s0 ) ds0 = 1 .

s

and is usually indicated by 2 . The square root of the variance will be approximately equal to the standard deviation for a large collection of random values

the are properly represented by the probability distribution used to calculate

the variance. It is given by

2 =

(s s)2 P (s)

Z

2

(s0 s)2 P (s0 ) ds0

=

s

Since we are dealing with probabilities the distribution functions should be properly

normalized as noted in the above definitions. In the following discussion, we assume

that P (s) is always properly normalized.

2 =

(s s)2 P (s)

(s2 2 s s + s2 ) P (s)

s2 P (s) 2 s

s P (s) + s2

s

2

P (s)

s

2

s P (s) 2 s + s

s2 P (s) s2

It can be similarly shown that the same simplification applies to the integrals for a

continuous probability distribution function:

s2

s1

It is important to remember that this discussion of distributions assumes

that the individual measurements are completely independent and uncorrelated so that any variations between successive measurements are

random.

The binomial distribution represents the results from a system where any given trial

can result in either a success or a failure there are no other options. And example

of this type of experiment would be flipping a coin. We will denote the probability

that a given trial succeeds by the variable p, the probability of failure by q = 1 p,

and complete n trials. Then the probability of having s successes in those n trials is

given by

probability of s successes in n trials = Bn,p (s)

n(n 1) (n s + 1) s ns

=

pq

12s

3

n!

ps q ns

s!(n s)!

n s ns

=

pq

s

=

where

n

s

n

X

Bn,p (s) = 1 .

s=0

s =

=

n

X

s Bn,p (s)

s=0

n

X

n!

ps q ns

s!(n s)!

n!

ps q ns

s!(n s)!

s=0

=

=

n

X

s=1

n

X

np

s=1

= np

n1

X

j=0

= np

n1

X

(n 1)!

ps1 q ns

(s 1)!(n s)!

(n 1)!

pj q n1j

j!(n 1 j)!

Bn1,p (j)

j=0

s = n p .

Because B is properly normalized, the sum in he next to last line evaluates to one

(1). The variance is

2 =

n

X

s2 Bn,p (s) s2

s=0

=

=

n

X

s=0

n

X

s=1

s2

n!

ps q ns s2

s!(n s)!

s2

n!

ps q ns s2

s!(n s)!

4

n

X

s=1

= np

n!

ps q ns s2

(s 1)!(n s)!

n

X

s=1

= np

n1

X

(n 1)!

ps1 q ns s2

(s 1)!(n s)!

(j + 1)

j=0

(n 1)!

pj q n1j s2

j!(n 1 j)!

" n1

X

#

n1

X

(n 1)!

(n

1)!

= np

j

pj q n1j +

pj q n1j s2

j!(n

j)!

j!(n

j)!

j=0

j=0

" n1

#

n1

X

X

= np

j Bn1,p (j) +

Bn1,p (j) s2

j=1

j=0

2

= n p [(n 1) p + 1] (n p)

= n p (1 p)

since the first sum represents the expected value of j = (n 1) p and the second sum

is again equal to one (1) since B is normalized.

The Poisson distribution is usually associated with counting randomly occurring

events that have an average rate of occurrence over a particular interval (time, distance, area, etc.). Some examples of this type of measurement would be determining

the rate of decay of a radioactive sample, counting photons in a low-level optical

experiment, or counting how customers arrive at the teller in a bank.

The Poisson distribution can be found from the limit of the binomial distribution if

the number of trials, n, is large and the probability of success, p, is small. Typically

this is satisfied if n 100 and (n p) 10. First, define = n p, substitute (1 p) for

q, and factor s /s! out of the binomial distribution

n!

ps q ns

s!(n s)!

s

s

n!

1

ns

=

1

s! (n s)! n

n

s h

s

n!

1

n i

s

=

1

1

s! (n s)! n

n

n

Bn,p (s) =

If we now take the limit of this equation as n , and with a little help from

5

n!

= 1

(n s)!

s

= 1

lim 1

n

n

n

= e .

lim 1

n

n

lim

n ns

P (s) = e

s

s!

where P (s) represents the probability that exactly s events occur in the specified

interval.

The expected value is found by

s =

s P (s)

s=0

s e

s=1

=

=

X

s=1

= e

s

(s 1)!

s=1

s

s!

s1

(s 1)!

X

j

j!

j=0

where j = s 1. Note that the normalization of the distribution provides the relationship

X

j=0

j

j!

X

j

j!

j=0

= 1

= e

s = e e

= .

One of the surprising, but very useful, results for this distribution is that

=

=

s2 P (s) s2

s=0

s2 e

s=1

s e

s=1

s

s2

s!

s

s2

(s 1)!

s1

s2

(s 1)!

#

"s=1

j

X

s2

=

(j + 1) e

j!

j=0

#

"

X

X

P (j) s2

=

j P (j) +

=

s e

j=0

j=0

= [ + 1]

=

where j = s 1 again, the first sum finds the expected value of j and the second is

equal to one (1) because this distribution is also normalized.

When any value within a particular range of values is equally likely we have what is

called a uniform distribution with a distribution function given by

P (s) =

1/c for (

s c/2) s (

s + c/2)

0 otherwise.

equal to one (1). It is apparent that the expected value is s (you can do the integral

7

s+c/2

s2

=

sc/2

2

1

ds s2

c

c

+ s2 ) s2

12

c2

.

=

12

= (

This distribution is very common when recording values with modern digital equipment since we can only record discrete values but we are usually measuring a continuous function. c is the minimum spacing between the possible values on a digital

voltmeter or the spacing between levels returned from an analog-to-digital converter.

As an example of this distribution, if a digital voltmeter is used to measure a voltage,

and it reads 0.001 V, the actual value could lie anywhere within the range of 0.0005

to 0.0015 V with equal likelihood.

The average

or expected value is 0.001 V and the

successive least-significant digits on the meter. You might think that the estimated

error in a measurement with this voltmeter could be c/2, but it is c/3.464. With

modern digital equipment, this uncertainty will always be present because

we only record discrete values from continuous signals.

As noted in the discussion of measurements and noise above, the authors of the

Introductory Statistics online text stated, The normal, a continuous distribution, is

the most important of all the distributions. It is widely used and even more widely

abused. Its graph is bell-shaped. You see the bell curve in almost all disciplines.

... The normal distribution is extremely important, but it cannot be applied to

everything in the real world. 1

The normalized Gaussian distribution is given by

P (s) =

e(ss)

2 /(2 2 )

Z

s P (s) ds = s

OpenStax College, Introductory Statistics, OpenStax College, 19 September 2013, p. 339, available at http://cnx.org/content/col11562/latest/.

and

Z

s2 P (s) ds s2 = 2 .

Many measurements of continuous variables in physics will exhibit a Gaussian distribution. If you are uncertain if your signal does have a Gaussian dependence, you can

collect a large number of measurements. You then bin the values, plot a histogram

of the number of times the value falls within the appropriate bin, and compare this

to a Gaussian curve.

If your measurements are truly Gaussian the meaning of is very specific. If you

integrate the distribution over some range that is centered on s you can get the

fraction of measurements that will typically fall in that range:

1

f =

2

s+

e(ss)

2 /(2 2 )

ds .

f =

/( 2 )

et

, 2 /(2 )

Z /(2 )

1

2

=

et dt .

/( 2 )

2 dt

Since the integrand is symmetrical about zero (0) and the integral limits are also

symmetrical about zero we can just use twice the integral from zero to the upper

limit:

2

f =

/( 2 )

et dt .

2

f =

n/ 2

et dt

= erf(n/ 2)

where erf(x) is the Gaussian error function that is well known. Most mathematical

packages include this as one of the standard functions.

9

If we look at the fraction of the values that fall within a given number of standard

deviations we find

=

=

=

=

=

=

,

2 ,

3 ,

4 ,

5 ,

6 ,

erf(1/ 2) = 0.6826894921370858

erf(2/ 2) = 0.954499736103642

erf(3/ 2) = 0.99730020393674

erf(4/ 2) = 0.999936657516334

erf(5/ 2) = 0.999999426696856

erf(6/ 2) = 0.999999998026825

As you can see, virtually all the measurements of a signal that exhibits Gaussian

behavior should fall within the range of s 6 .

It may be instructive to look at graphs of the distributions. First, we will compare

the binomial distribution with the normal distribution. To emphasize the differences

I have chosen both to have a mean value of 4. Since the maximum variance of the

binomial distribution would then be 2 (

s = n p, 2 = n p q with the largest value at

p = q = 0.5), both distributions in Figure 1 have been drawn with these values.

The Poisson distribution requires that the mean value and the variance be equal.

In Figure 2 we use a mean value of 4 and a variance of 4 to compare the Poisson

distribution and the normal distribution.

Figure 3 is included to show the uniform distribution with the same values (mean

= variance = 4). In this case, the value ofc (the width of the distribution and the

reciprocal of the amplitude) is found from 12 2 = 6.9282.

Often a measured value will be used as a parameter in some equation to give the

desired result. For example, if you have a temperature transducer that produces a

voltage related to the temperature, you may be required to apply some calibration

equation to the voltage to arrive at the actual temperature. That equation may simply

be a linear function, or it can involve exponentials or logarithms, depending on the

type of transducer. It will be necessary to analyze how the uncertainty in the final

temperature is related to any uncertainty in the measured voltage and uncertainties

in the calibration parameters.

10

distribution (solid line). Both have been calculated to have a mean value of 4 and a

variance of 2. For the binomial distribution this corresponds to n = 8, p = q = 0.5.

The vertical dotted lineshows the mean value and the vertical dashed lines show the

mean plus or minus ( 2). You will notice that the binomial distribution has a lower

peak value, is broader about halfway down, but goes to zero faster on the tails. At

s = 8 and s = 0 the binomial distribution has a value of 0.003906 while the normal

distribution has a value of 0.005167. The differences are not large.

11

Figure 2: A graph of the Poisson distribution (circles) overlaid on the normal distribution (solid line). Both have been calculated to have a mean value of 4 and a

variance of 4. The vertical dotted lineshows the mean value and the vertical dashed

lines show the mean plus or minus ( 4). You will notice that the Poisson distribution has about the same peak value and that the peak is shifted toward lower values

of s. On the right side of the peak (higher values of s) the Poisson distribution is

lower than the normal distribution, consistent with the peak being shifted to the left.

But the Poisson goes to zero more slowly as s increases. At s = 12 the Poisson and

normal distribution values are 6.415 104 and 6.692 105 respectively. At s = 16

the values are 3.760 106 and 3.038 109 respectively.

12

Figure 3: A graph of the normal distribution. This was calculated to have a mean

value of 4 and a variance of 4 to match the values in Figure 2. The vertical dotted line

shows

the mean value and the vertical dashed lines show the mean plus or minus

and the inverse of the amplitude was calculated

from the specified variance: c = 12 variance = 6.9282.

13

many cases. For instance, if the value y is a function of the inputs x1 , x2 , . . ., xn

y = f (x1 , x2 , x3 , . . ., xn ) ,

and the uncertainties of the xi are given by i , we can use a Taylor expansion of y

about y, keeping only first order terms we get

y = y y

n

X

f

i

=

.

xi

i=1

Because the signs of the i are random this will usually incorrectly estimate the

uncertainty since they can have alternating signs such that it sums to zero or they

can all have the same sign so that it sums to a large number. You can get a better

estimate of the uncertainty by considering the results from a random walk where the

square of the distance covered is approximately equal to the sum of the squares of

each of the individual steps. This gives us

y2

n

X

i2

i=1

f

xi

2

.

In this equation, we have assumed that the xi are independent and there is no crosscorrelation between different xi . If this not true, we will have to add one or more

terms to the sum of the form

n

X

n

X

i=1 j=1(j6=i)

f f

ij

xi xj

where ij is call the covariance of xi and xj and arises from correlations between those

variables where a change in on of them causes a change in the other. If the i values

are uncorrelated we dont have the extra terms in the equation.

There are also some pitfalls in this equation if the function f is nonlinear or the

uncertainties i are large in some sense. This is because the propagation equation is

based on a first-order Taylor expansion of the equation for y under the assumption

that we only keep the lowest order powers of i .

14

An application of this method can be seen if you have determined an offset voltage,

vof f , associated with an amplifier but that voltage has an uncertainty, of f , possibly

due to noise on the signal. Then the corrected voltage will be given by

vc = v vof f .

Applying the above propagation technique to this equation is straightforward and

results in the uncertainty

vc =

2

v2 + of

f .

Returning to the case of averaging a signal over some period to reduce noise, it is

straightforward to derive the effect on the standard deviation of the average.

If we are averaging N points together so

N

1 X

yj

y =

N j=1

v

u

u

= t

N

1 X

(yj y)2

N 1 j=1

(recall that this is known as the sample standard deviation). If we took a single sample

yi we would expect it to have a standard deviation of y as long as the number of

points, N , in the original data set is large enough to get a good sample of the signal

and any noise present.

As a reminder, the standard deviation, , of a sequence with a Gaussian distribution

provides a specific estimate of the uncertainty in each of the values. An uncertainty

of about the mean value indicates that if we take many measurements, 68.3% of

them will fall in the range between y and y + . An uncertainty of 2 about

the mean value indicates that 95.4% of the values in the given range and using 3

will result in 99.7% of the values falling within the given range.

15

If we then take an average of N samples (which conveniently can be the same set of

samples we used in determining the standard deviation of each of the samples) we

would find

N

1 X

y =

yj

N j=1

v

u N

2

uX

y

t

y =

y

yj

j=1

v

u N

2

uX

1

t

=

y

N

j=1

v

u 2 N

u y X

= t 2

1

N j=1

r

y2

=

N

y

y = .

N

Averaging a slowly-varying signal can significantly improve the uncertainty in the

resulting value.

You can combine other errors, in the same way, to arrive at a total error in your final

value. Care in accounting for the possible errors in a measurement will significantly

improve your understanding of the quality and usefulness of that measurement.

16

- 1Uploaded byabhijeet3913
- Module on Standard Scores and the Normal CurveUploaded byjohn karl benting
- AthenaUploaded byHeather Johnson
- r-exercises-3.pdfUploaded bySoumi Banerjee
- Monte Carlo Simulation in Microsoft ExcelUploaded byDian Andrilia
- Jackup Units Re-evaluationUploaded byTang Bv
- MCMC Sampling for DummiesUploaded byAlankarDutta
- R7220101 Probability & StatisticsUploaded bysivabharathamurthy
- MAE403 (4)Uploaded byNor Hasmira Zainy
- Cognition and Emotion in Verbal Decision MakingUploaded byCorina Sarbu
- Statistical Evaluations in Exploration for Mineral DepositsUploaded byjavicol70
- Calculation and Modelling of Radar Performance 9 Clutter Simulation TechniquesUploaded bymmhorii
- Project ManagementUploaded bymrcn
- 1. Offline Signature.fullUploaded byTJPRC Publications
- BIL108E Final Spring10Uploaded bym4rt3nTR
- tmp82B8Uploaded byFrontiers
- Statistical Methods in Research Part 1Uploaded byfarukh jamil
- UntitledUploaded byAshim Bora
- Wm ActaAcustunitedAc V102N3 p5781Uploaded byFisica1Bio
- STLFSIUploaded bybeta173
- Statistical Metods for Resarcher WorkersUploaded byRafael Sanchez
- 7s1_normal_distributionUploaded byAshwin Dulluri
- VariabilityUploaded byJelica Vasquez
- liberatore2013.docxUploaded byharish
- She 306Uploaded byforiad
- Piva ErhardUploaded byJulie Rose
- Kosteas_2008Uploaded byKarthi Kaiean
- Confidence Intervals And The T Distribution.docxUploaded byYvonne Alonzo De Belen
- Porfolio Construction.ppt.pptxUploaded byFiaz Ul Hassan
- Omega IntroUploaded byAnas Rmili

- Reologia.pdfUploaded byAlan Batschauer
- Encoder CalibrationUploaded byAlan Batschauer
- Encoder CalibrationUploaded byAlan Batschauer
- Lets Talk AccuracyUploaded bydjiccc
- Simulador Valuation a Partir Do Lucro-EndeavorUploaded byAlan Batschauer
- Aluminum ExtrusionUploaded byNguyen Que
- 2019 01 17 Alienação de Participação Acionária Relevante - BlackrockUploaded byAlan Batschauer
- cespe 1Uploaded byAlan Batschauer
- Tutorial Valuation-Endeavor (1)Uploaded byThiago Menezes
- cespe 2Uploaded byAlan Batschauer
- ENCODER troubleshooting-guide.pdfUploaded bydorin serban
- Gerflor Commercial Description Impact EnUploaded byBarrack O M
- polyXtrueUploaded byAlan Batschauer
- CERVELIN Leonardo Nascimento Concepção de Bancada Para Medição de Perdas Por Atrito Em Compressores Alternativos de Refrigeração Dissertação (Mestrado) 2013.CompressedUploaded byAlan Batschauer
- Norma Force Measurement SystemsUploaded byAlan Batschauer
- Guide to Temperature MeasurementUploaded byvprochocky
- Piston Lubrication in Reciprocating Compressor (Prata).pdfUploaded byAlan Batschauer
- Ada 396751Uploaded byAlan Batschauer
- aula7Uploaded byAlan Batschauer
- Piston Lubrication in Reciprocating Compressor Prata NewUploaded byAlan Batschauer
- Provas Emc 5201Uploaded byAlan Batschauer
- Lab Medic a o Temperatura PosUploaded byAlan Batschauer
- Processo Criativo. Ambiente Para CriatividadeUploaded byAlan Batschauer
- Geracao CAUploaded byAlan Batschauer
- PCI-6023EUploaded byAlan Batschauer
- 1%20Tratamento%20de%20Dados.pdfUploaded byAlan Batschauer
- Cap1-Introducao a ConveccaoUploaded byAlan Batschauer
- Aula 2 - Geometria de CorteUploaded byAlan Batschauer
- kleppner-an-Introduction-to-Mechanics-2ed-Solutions.pdfUploaded byDaniel Borrero

- 3343-oddUploaded bythanhtra023
- Potential of Híbrido de Timor Germplasm and Its Derived Progenies for Coffee QualityUploaded byFabricio Moreira Sobreira
- Pertemuan-3-PPC BU IKE UB LALALA YEYEUploaded bydearsdea
- MPIKLP-SEKALA-LIKERT.pptxUploaded byRizky Faqot
- gpa.2377.1986Uploaded byClaudio Pratesi
- Vorlesung_SLR.pdfUploaded byJoséChacón
- Venus ParadoxUploaded byRobert Strang
- 10.1111@nph.13935Uploaded byCinta
- Using gretl for Principles of Econometrics, 3rd ebook_old.pdfUploaded byjuancho87s
- ISO 15016-2015 (Changes to 2002) Environment No 2 MrTsuyoshi IshiguroUploaded bycaptkc
- pea lab write upUploaded byapi-255020111
- Ch 5 - Compositional SimulationUploaded byIrwan Januar
- The Residual Soils of Hong KongUploaded byGustavo O. Bogado
- quiz 4_practice.pdfUploaded byNataliAmiranashvili
- QMS102 204 Binomial Poisson Calculator TricksUploaded byy2k1000
- Measurement Errors 2Uploaded byAhmad Haikal Mohd Halim
- 1Uploaded byfamilyuma
- Vapour in Air DiffusionUploaded byAyush Shrimal
- A PicsUploaded bysiqb004
- ShapiroUploaded byDouglas Angulo Herrera
- EndogeneityUploaded byPhilippeBourghardt
- Ibr CalculationsUploaded byaroonchelikani
- ch12Uploaded byzyra liam styles
- Particle Effect on Breakdown Voltage of Mineral and Ester Based Transformer OilsUploaded byrasheed313
- Lab Manual Mec 3730 Sem 2-13-14Uploaded bySyafiq Kamil
- Lab 2Uploaded bySanethel Maan
- Recent ET0 trend.pdfUploaded bymha_bina
- Placement QuestionsUploaded byAnand Kuttan
- AJC_H2_MATH_P2Uploaded byjimmytanlimlong
- Chernin Kirchner Apr2017Uploaded byDavid Chernin