Beruflich Dokumente
Kultur Dokumente
Prof. Ke Xu
1
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
Hardware devices for noise reduction
Difference and instrumentation amplifiers
Analog filtering
16
Hardware devices for noise reduction
Modulation
Moves the measurement to higher f (reduces flicker noise)
Separation of real signal at the modulated frequency from random noise
Signal chopping
17
Lock-in amplifier
Picks up only signal at the exact same frequency as the reference signal
Reject signals/noises at other frequencies
18
Improving S/N through averaging -repeated experiments
5
Improvement in S/N
4
0
1 2 3 4 5 6 7 8 9 1011121314151617181920
# of measurements
19
20
For moving targets, averaging and smoothing
Moving
average
Cutoff frequency
21
Piece-wise fitting and smoothing
http://xkcd.com/1347/