Quantitative Error Analysis

20th August 2001

1 Introduction
Verifying a physical law or the determining the value of a physical parameter
requires measurement. Since no measurement is ever exact, it is essential to be
able to relate the uncertainties in quantities calculated from measured values to
the uncertainties in those values. The methods for doing this are the subject of
error analysis.

2 Types of Errors

2.1 Systematic Errors

Errors of this type result in values which are consistently too high or too low. They
have definite causes that can, in principle, be identified and eliminated. Sources
of this type of error include:

1. Faulty Instruments: Damaged or poorly calibrated instruments produce con-

sistent errors in their results. As an example, consider the result of measur-
ing lengths with a tape that has been stretched during use. Its readings will
always be less than the true length.

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 2. Observational Biases: Consistently reading a instrument scale (such as a
meter dial) from one side rather than from directly above will result in a
parallax error.

3. Inadequate Theory: Models of physical systems often make simplifying ap-

proximations which in practice turn out to be poor in that their affect on the
results turn out to be significant. For instance, a model of an object sliding
down an inclined plane that ignores friction will introduce systematic error
if the frictional force on the object is not negligible in comparison to the
gravitational force.

Generally, systematic errors cannot be quantified unless their cause is understood,

in which case they can corrected and therefore cease to be a factor.

2.2 Random Errors

Random errors are fluctuations that cause the results of a measurement to be either
too high or too low with roughly equal probabilities. Unlike systematic errors,
their causes cannot always be identified, or if they can, they cannot be readily
corrected. The most direct example of this type of error results from the finite
precision of measuring instruments. Every measuring device has a smallest scale
division, below which it cannot reliably be read. Rounding off, either by the
observer of an analog scale or by the instrument’s circuitry in the case of digital
read-outs, will produce this type of error. Other factors, such as the effect of
human reaction time, can also introduce this type of error. Random errors, unlike
systematic errors, can usually be quantified by using statistical methods.

3 Statistical Analysis of Random Errors

The first step is to repeat the same measurement a number of times, thereby ob-
taining a set of readings 
. These numbers will in general be different from one

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another as the result of random error. The best estimate of the true value of the
quantity that can be obtained from these is their mean value
 
 

 

The best measure of the uncertainty in the data set is the sample standard
deviation1

  
 
    

Assuming that there are no systematic errors, this mean will approach the true
 
value as . Typically the 
 are then distributed around the true value in a
Gaussian (also called normal) distribution. The frequency with which a particular
occurs in the data set is given by

  
 "!$#%'&)(*1 &,+.-0/

where 2 denotes the true value and  is the standard deviation of an infinite
set of measurements. There is a 66% probability that a given measurement will be
in the range from 23  and 254  . There is a 95% probability that a measurement
lies within  of the true value.
A problem in applying these notions arises because it is rarely practical to take
enough measurements to approximate an infinite set. Instead, we resort to more

statistical theory. Suppose we take samples, each containing values, from a
large (ideally infinite) set of measurements of the quantity . If we now calculate
the means of each sample, we find that these means are also distributed around
the true value in a Gaussian fashion. The standard deviation of this distribution of

1
There is also a population standard deviation 687:9 <; H
=?>*@BA?C .= D FC E
G
. The difference between
the two need not concern us, however, when using calculators and/or computer programs to calcu-
late these you need to be sure to select the correct one; many systems will include both.

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 Figure 1: A Gaussian Distribution with mean = 4 and standard deviation = 2

means is called the standard deviation of the mean by statisticians, we shall refer
to it as the standard error. Denoted by 5I , it is related to the standard deviation
of the infinite measurement set by

5I   

For  , we substitute the standard deviation for our sample set. The result of

measurements is then reported as KJ *I .

4 Estimating Random Errors

In some situations, it will not be practical to make repeated measurements of some
quantities. In this case, we will assume that the random error is about the same size
as the smallest scale division available on the instrument. In the case of a meter
stick, the smallest scale division is usually a millimeter, so a length measurement
UTWV
of 35.2 cm would be reported as L NMPORQ JSQ .

5 Propagation of Errors
Errors in measurements lead to uncertainties in quantities calculated from them.
This effect is known as the propagation of errors. Analysis of this effect relies on

4
 
differentials. The change in a function  XZY)  Y*Q*Q5Q[ of several variables due to a
small change in a single variable 
can be approximated by

\ 3]W^  _ \ 



_

We shall assume that this expression gives the uncertainty induced in by the

uncertainty in the quantity 
. If is a function of more than one variable, the

uncertainty in each contributes to the total uncertainty in . We then have the
\ 
problem of finding the best estimate of the total error induced by all of them.
One possible choice is to simply sum the magnitudes

\  a` \ 3]*b `4c` \ 3] Z` 4dQ*Q5Q

/
It turns out, however, that this is too pessimistic, since in fact some errors may
offset rather than add. A better estimate is to use an rms value

\  e \  ]* b 4 \  ]  4fQ*Q*Q

/
A sample Mathcad worksheet is shown in Figure 2.

6 Procedure
1. Make ten measurements of the diameter of the sphere. Average the results
and calculate the standard error in your answer using the techniques de-
scribed above. Measure the mass of the sphere using the balances. Do one
mass measurement on each balance, and calculate the mean and standard
error as before. Report your answer in the form g hJ 5 I .

2. Make ten measurements of the diameter and height of the cylinder, also
measure its mass using each of the balances. Report your answers in the
same fashion as for the sphere.

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Figure 2: Mathcad Worksheet for Error Propagation

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 3. Calculate the volume and density of each object. Also calculate the error in
each using the method discussed in Section 5.

7 Questions
1. For each of the object dimensions, is the error in the result due to solely to
instrument precision, or are there other factors at work. If so, what are they?

2. For the cylinder, which dimension error contributes the most to the volume
error, height or diameter?

3. For each object, what error contributes the most to the density error, mass
or volume?