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GDA3073

GEOLOGICAL DATA ANALYSIS


DR ABDUL HALIM ABDUL LATIF
DR SAMSUL ARIFFIN ABDUL KARIM
COURSE OUTLINE
• Week 1 – 6: Topic 1-3 (Basic Statistical Concepts (Error Analysis),
Testing of Hypothesis and Single & Multiple Regression) - Dr Samsul
Ariffin
• Week 7 – 12: Topic 4-7 (Matrix & Model Fitting, Sequences & Time
Series, Map Analysis and Directional Data) – Dr Abdul Halim Abdul
Latiff
Coursework components: 50%
• Quiz: To cover topic 1-3 (5%)
• Test 1: To cover topic 1-3 (15%)
• Test 2: To cover topic 4-7 (15%)
• Lab assignment on Matlab / Excel lab + report : To cover topic 4-7
(15%)
• Final Exam components: 50%
• 5 Questions (2 questions from topic 1-3 = 40%, 3 questions from topic
4-7 = 60%)
L1 ERROR ANALYSIS
DR SAMSUL ARIFFIN ABDUL KARIM
FUNDAMENTAL AND APPLIED SCIENCES
DEPARTMENT(FASD)
20-03-29 @05-368-7692
samsul_ariffin@utp.edu.my
INSTRUMENTAL UNCERTAINTIES
• Digital instruments require special consideration.
Generally, manufacturers specify a tolerance; for
example, the tolerance of a digital multimeter may be
given as ±1%. At any rate, the precision cannot be
better than half the last digit on the display.

• TYPES OF EXPERIMENTAL ERRORS


• Experimental errors can generally be classified into three
types:
1. personal,
2. systematic, and;
3. random.
Types of Experimental Errors
Personal Errors
• These errors arise from personal bias of carelessness in reading an
instrument, in recording data, or in calculations, and parallax in
reading a meter.
• Of these, only parallax errors can be estimated and used in error
propagation.
• Effort should be made to eliminate experimental errors.

Systematic Errors (bias error/uncertainty)


• Errors of this type result in measured values which are consistently to
high or to low.
• Conditions which lead to systematic errors are as follows:
1. An improperly calibrated instrument such as a thermometer which
consistently reads 99ºC in boiling water instead of 100ºC.
2. A meter, micrometer, vernier caliper, or other instrument which was not
properly zeroed or for which the zero correction factor was not
considered.
3. Theoretical errors due to a simplified mathematical model for the
system which consistently gives a calculated value different from the
calculated value predicted from a more accurate mathematical model.
Types of Experimental Errors
Random Errors (Precision uncertainty)
• Random errors result from unknown and unpredictable
variations in experimental measurements.
• Possible sources of random errors are:
1. Observational -e.g. , errors when reading the scale of a
measuring device to the smallest division.
2. Environmental - unpredictable fluctuations in readings
beyond the experimenters control. Such errors can be
determined statistically or can be estimated by the
experimenter.
ERROR PROPAGATION

• We often want to determine a dependent variable 𝑥


that is a function of one or more different measured
variables. We must know how to propagate or carry
over the uncertainties in the measured variables to
determine the uncertainty in the dependent variable.
• NOTE: REFRESH PARTIAL DERIVATIVES CONCEPT
Let

• Find
COMPUTATION OF ERROR & PERCENT
ERROR
• In the general case, consider the results 𝑅 to be a
function of 𝑛 measured variables 𝑥 , 𝑥 , 𝑥 ,…𝑥 ; that is
1 2 3 𝑛

• 𝑅 = 𝑓 𝑥1 , 𝑥2 , 𝑥3 , …𝑥𝑛 (1)
We can relate a small change 𝜕𝑅 in 𝑅 to small changes
𝜕𝑥𝑖 ’s in the 𝑥𝑖 ’s through the differential equation:
1
𝜕𝑅
𝜕𝑅 = 𝜕𝑥1 +𝜕𝑥2 +…𝜕𝑥𝑛
𝜕𝑥 2 𝑛
𝜕𝑅
𝜕𝑥
𝜕𝑅
𝜕𝑥
= σ𝑛𝑖=1 𝜕𝑥𝑖
𝑖
𝜕𝑅
𝜕𝑥
(2)
The maximum uncertainty in 𝑅 can be find by forcing all
terms on the RHS of Eq. (2) to be positive:
𝑤𝑅 = σ𝑛𝑖=1 𝑤𝑥
𝑖
𝜕𝑅
𝜕𝑥
𝑖
(3)
Where 𝜕𝑥𝑖 ’s in Eq. (2) is replaced by 𝑤𝑥𝑖 ’s i.e the
uncertainties in the variables.
• Eq. (3) will produce unreasonably high estimate for 𝒘𝑹 . A better estimate for the
uncertainty is given by

2 1/2
𝜕𝑅
𝑤𝑅 = σ𝑛𝑖=1 𝑤𝑥𝑖 (4)
𝜕𝑥𝑖

• Eq. (4) also called as the root of the sum of the squares (RSS). When Eq. (4) is
used, the confidence level in the uncertainty in the results, 𝑅 will be the same
as the confidence levels of the uncertainties in the 𝑥𝑖 ’s.
• If the result 𝑅 is dependent only on the product of the measured variables-that
is
𝑅 = 𝐶𝑥1𝑎 𝑥2𝑎 𝑥3𝑎 …𝑥𝑛𝑁 (5)
• It can readily be shown that Eq. (4) takes the simpler form:
2 2 2 1/2
𝑤𝑅 𝑤1 𝑤2 𝑤𝑛
= 𝑎 + 𝑏 + ⋯+ 𝑁 (6)
𝑅 𝑥1 𝑥2 𝑥𝑛
Example 1: Question
• To calculate the power consumption in a resistive electric circuit
𝑃 = 𝑉𝐼, the voltage and current have been measured and found
to be
𝑉 = 100 ± 2 𝑉
𝐼 = 10 ± 0.2 A

• Calculate the maximum possible error (Eq. (3)) and also best-
estimate uncertainty (Eq. (4)) in the computation of the power.
Assume that the confidence levels for the uncertainties in 𝑉 and
𝐼 are the same.
Example 1: Solution (Part 1)
We are going to use Eqs. (7.3) and (7.4) to calculate the maximum
uncertainty and the best-estimate uncertainty in the power (P = VI ) .
To do this, we have to calculate the partial derivatives of P with
respect to V and I.
P
= I = 10.0 A
P
and = V = 100.0V
V i
Then,

P P
(w ) = wv + wi = 10  2 + 100  0.2 = 40W
V I
p max
Example 1: Solution (Part 2)
2 1/ 2
  P   P  
( )
2

w p =   wv  +  wI   = (10  2) + (100)
2 1/ 2
= 28.3W
2
  V   I  
 

Comment:
The maximum uncertainty of 40W is
4% of the power, (P = VI = 100  10 = 1000W )
whereas the uncertainty estimate of 28.3W is
2.8% of the power. The maximum error estimate
is too high in most circumstances.
Example 2: Question
Manometers are pressure-measuring devices that
determine a pressure by measuring the height of a
column of fluid. We would like to achieve an accuracy of
0.1% of the maximum reading, 10 kPa. This is to be
done by using of manometer called a well manometer,
which has an uncertainty of 1/10 mm in reading the
scale. Estimate the uncertainty that can be tolerated in
the density of a gage fluid, which has nominal value
2500 kg/m3 .
Example 2: Solution (Part 1)
The relationship between the pressure and the
measured column height for a manometer is
P = gh
where is the manometer fluid density, g is the
acceleration due to gravity, and h is the height of the
column of fluid. It is assumed that the value of g is
known to a much higher degree of accuracy than the rest
of the parameters. The value of hfor maximum pressure
reading of this device is

P 10,000
h= = = 0.408m
( pg ) (2500  9.81)
Example 2: Solution (Part 2)
The maximum uncertainty in pressure is
0.1% of 10kPa, which is 10 Pa. Eq.(7.4) can
be used to estimate the uncertainty of the
gage fluid density:
2
 P  2  P  2
2

w =   w +   wn = (10.0 ) = 100 Pa
2 2 2

    h 
P

P 4.00m 2
= gh = 9.81 0.408 =
 s2
P 24525.0kg
= g = 2500.0  9.81 =
h m2 − s 2
wh = 0.0001m
Example 2: Solution (Part 3)

Substituting these values into the uncertainty equation yields

100 = (4.00  w p ) + (24525.0  0.00010)


2 2

w p = 2.4kg / m 3

The maximum allowable uncertainty in the gage fluid


density is

2.4
= 0.1%
2500
CONSIDERATION OF SYSTEMATIC AND
RANDOM COMPONENTS OF
UNCERTAINTY

The random uncertainty is estimated using the 𝑡 −


distribution. If the variable x is measured 𝑛 times, then the
standard deviation of the sample can be determined from
𝑥 −𝑥ҧ 2 1/2
𝑆𝑥 = σ𝑛𝑖=1 𝑖 (7)
𝑛−1
And the mean can be determined from
σ𝑛
𝑖=1 𝑥𝑖
𝑥ҧ = (8)
𝑛
For a given confidence level (usually 95% for uncertainty analysis),
a value of 𝑡 can be obtained from Statistical Table for degrees of
freedom, 𝑣 = 𝑛 − 1, and the random uncertainty in the mean of 𝑥
𝑖𝑠 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑒𝑑 𝑏𝑦
𝑆𝑥
(9) 𝑃𝑥ҧ = ±𝑡
𝑛
𝑺𝒙
Where is the estimate of the standard deviation of the mean.
𝒏
In case the mean value is obtained from a different set of tests, the
final value of the mean of 𝑥 denoted by 𝑥𝑓𝑖𝑛𝑎𝑙
ҧ is determined from
𝑀 measurements of 𝑥 and is given by
σ𝑛
𝑖=1 𝑥𝑖
(10) 𝑥𝑓𝑖𝑛𝑎𝑙
ҧ =
𝑀
The random uncertainty in 𝑥𝑓𝑖𝑛𝑎𝑙
ҧ is given by
𝑆𝑥
𝑃𝑥ҧ𝑓𝑖𝑛𝑎𝑙 = ±𝑡 (11)
𝑀
If 𝑀=1, then
𝑃𝑥ҧ𝑓𝑖𝑛𝑎𝑙 = 𝑡𝑆𝑥 (12)

Let Bx is the systematic uncertainty in the measured variable x. Finally, systematic and
random uncertainties can be combined to obtain the total uncertainty, using RSS. For the
mean of x
1/2
Wxത = Bx2 + Pxത2 (13)
While for a single measurement of x
Wx = Bx2 + Px2 1/2 (14)

Px is computed by (12) while Pxത is computed from (9) or (11). The confidence level in the
uncertainty, w is the same as the confidence level for B and P.
Figure 1 Graphical display of random and systematic uncertainties. (Based on W.
Coleman and W. Steele, Experimental Uncertainty Analysis for Engineers,Wiley, 1989.
Reprinted by permission of John Wiley and Sons, Inc.)
Figure 2 Sequence for calculating the uncertainty of a measured
variable, x.
Example 3: Question
In a chemical-manufacturing plant, load cells are used to measure the mass of
a chemical mixture during a batch process. From 10 measurements, the
average of the mass is measured to be 750 kg. From a large number of previous
measurements, it is known that the standard deviation of the measurements is
15 kg (which implies that 𝑡 = 2 for 95% confidence level). Assuming that the
load cells do not introduce any random uncertainty into the measurement,
calculate for 95% confidence level:
(a)The standard deviation and random uncertainty of each measurement.
(b)The standard deviation and random uncertainty of the mean value of the ten
measurements.
Example 3: Solution
In this problem, S x = 15kg
Obtained form a large number of previous measurements, and M = 10,
the number of measurements used for determining the average.
a) For each (single) measurement,
• the standard derivation using Eq. (7.12) is S x = 15kg
• and uncertainty of a single measurement is
Px = tS x = 2 S x = 30kg
b) For the average value of the measurements, x = 750kg
• the standard deviation is • The random uncertainty of the mean
Sx value is
Sx =
( M )1/ 2
Px = 2 S x
15
=
(10)1/ 2 = 2  4.7 = 9.4kg
= 4.7 kg
Example 4: Question
In estimating the heating value of the natural gas from a gas field,
10 samples are taken, and the heating value of each sample is
measured by a calorimeter. The measured values of the heating
value, in kJ/kg, are as follows:
48530,48980,50210,49860,48560,49540,49270,48850,49320,48680
Assuming that the calorimeter itself does not introduce any random uncertainty into
the measurement, calculate (for 95% confidence level):
(a) The random uncertainty of each measurement.
(b) The random uncertainty of the mean each measurements.
(c) The random uncertainty of the mean of the measurements, assuming that 𝑆 was
calculated on the basis of a large sample (𝑛 > 30); but has the same value as
computed in parts (a) and (b).
Example 4: Solution (Part 1)
• With xi being the heating value, the • The standard deviation of the
mean value is sample is
( )
1/ 2

 
 
2
x xi − x
Sx =   = 566.3kJ / kg
x= i
= 49180kJ / kg  (n − 1) 
n  

a) Using the Student’s t-distribution (Table 6.6) for a confidence level of


95% and degrees of freedom of 10-1=9, we find that
t = 2.26
From Eq. (7.12) the random uncertainty of each sample will be
Pi = tS x = 2.26  5663 = 1280kJ / kg
Example 4: Solution (Part 2)
Sx
b) Since Sx = , the random uncertainty of the mean value will be
(n)1/ 2
tS x 2.26  566.3
Pk = = = 404.7 kJ / kg
n 101/ 2

c) If we assume large n , but the same value of S x , t will be 2.0, and the
random uncertainty of the mean will be
tS x 2.0  566.3
Pk = = = 358.2kJ / kg
n 101/ 2
Example 5: Question
Suppose
3a 2 + 5b 2
V=
c
where

a = (8.2  0.1)cm, b = (6.5  0.1)cm, c = (5.1  0.1)cm


Find the uncertainty of V.
HOMEWORK I (SUBMIT ON MONDAY)
In measuring the pressure in a chemical reaction tank, a high-quality pressure
transducer is used. The following data are available from the manufacturer of the
transducer :

Range ±𝟑𝟎𝟎𝟎 kPa


Sensitivity ±𝟎.𝟐𝟓% FS (full scale)
Linearity ±𝟎.𝟏𝟓% FS
Hysteresis ±𝟎.𝟏𝟎% FS

To determine the repeatability of the measured pressure, a large number of


auxiliary tests at the desired average pressure of 1500 kPa were run. The
standard deviation of these measurements is 10.0 kPa. In a separate test of the
data-transmission system, a large number of tests for the same pressure input
resulted in a standard deviation of 5.0 kPa. The A/D converter may produce a
random uncertainty of 3.0 kPa for a 95% confidence level.
a) Calculate the random uncertainty of the pressure
measurement.
b) Calculate the systematic uncertainty of the pressure
measurement.
c) Calculate the total uncertainty of the pressure
measurement.
SOLUTION: First, we need to convert the uncertainties that are in percentage of full scale
to scaled values. The pressure- transducer uncertainty will be
Sensitivity  0.25% FS = (0.25  3000) / 100 = 7.5kPa
Linearity  0.15% FS = (0.15  3000) / 100 = 4.5kPa
Hysteresis  0.10% FS = (0.10  3000) / 100 = 3.0kPa
The systematic uncertainties and the standard deviations of the measurements are
shown in the following table:
Elemental Error Systematic Uncertainty (kPa) Standard Deviation (kPa)
Calibration 7.5 -
Hysteresis 3.0 -
Data Acquisition
Repeatablity - 10
Transmission - 5.0
A/D Convesion - 3.0/2*
Data Reduction
Linearity 4.5 -
* For a large number of measurements, the uncertainty is twice the standard
deviation
TUTORIAL

ANSWER ALL TUTORIAL QUESTIONS:


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NEXT LECTURE:
Hypothesis Testing and ANOVA

Linear and Multiple Linear Regression


Your task: Review/recap basic linear regression and
normal distribution + ANOVA from Probability and
Statistics

Quiz 1: Week 3 (TBA- during Lectures) 5%


30 minutes (1 OR 2 question)
Test: Week 6 (TBA) 1 hour (2 questions) 15%
PRE-QUIZ
The Atwood machine consists of two masses M and m
(with M > m) attached to the ends of a light string
that passes over a light, frictionless pulley. When the
masses are released, the mass M is easily shown to
accelerate down with an acceleration
𝑀−𝑚
𝑎=𝑔
𝑀+𝑚
Suppose that M and m are measured as 𝑀 = 100 ± 1
and 𝑚 = 50 ± 1, both in grams. Find the uncertainty
𝒘𝒂 .
[Use 𝑔 = 9.81 𝑚𝑠 −2 ].

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