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Physics · Ch 1 — Nature of Physical World and Measurement

Propagation of errors

1.6.4

Propagation of errors

A final experimental result is rarely built from a single measured quantity -- it usually combines several quantities, each measured (possibly with a different instrument, and hence a different error). The error in the final result depends on (i) the individual errors in each measured quantity, and (ii) the mathematical operation used to combine them -- so different operations propagate error differently.

i) Sum, Z=A+BZ=A+B. If A=A±ΔAA=A\pm\Delta A and B=B±ΔBB=B\pm\Delta B, the worst case is when both errors add in the same direction: Z±ΔZ=(A±ΔA)+(B±ΔB)=(A+B)±(ΔA+ΔB)Z\pm\Delta Z=(A\pm\Delta A)+(B\pm\Delta B)=(A+B)\pm(\Delta A+\Delta B), so

ΔZ=ΔA+ΔB.\Delta Z=\Delta A+\Delta B.

Example: R1=(100±3) ΩR_1=(100\pm3)\,\Omega and R2=(150±2) ΩR_2=(150\pm2)\,\Omega in series: R=R1+R2=(250±5) ΩR=R_1+R_2=(250\pm5)\,\Omega.

ii) Difference, Z=A−BZ=A-B. Again the worst case adds the two absolute errors: Z±ΔZ=(A±ΔA)−(B±ΔB)=(A−B)±(ΔA+ΔB)Z\pm\Delta Z=(A\pm\Delta A)-(B\pm\Delta B)=(A-B)\pm(\Delta A+\Delta B), so

ΔZ=ΔA+ΔB.\Delta Z=\Delta A+\Delta B.

Example: t1=(20±0.5)∘t_1=(20\pm0.5)^\circC, t2=(50±0.5)∘t_2=(50\pm0.5)^\circC: t=t2−t1=(30±1)∘t=t_2-t_1=(30\pm1)^\circC.

Note

Whether the quantities are added or subtracted, the maximum possible absolute error in the result is the sum of the individual absolute errors -- errors never cancel in the worst-case bound.

iii) Product, Z=ABZ=AB. Z±ΔZ=(A±ΔA)(B±ΔB)=AB±AΔB±BΔA±ΔA ΔBZ\pm\Delta Z=(A\pm\Delta A)(B\pm\Delta B)=AB\pm A\Delta B\pm B\Delta A\pm\Delta A\,\Delta B. Dividing by Z=ABZ=AB and dropping the doubly-small term ΔAA⋅ΔBB\dfrac{\Delta A}{A}\cdot\dfrac{\Delta B}{B}, the maximum fractional error is

ΔZZ=ΔAA+ΔBB.\frac{\Delta Z}{Z}=\frac{\Delta A}{A}+\frac{\Delta B}{B}.

Example: length A=(5.7±0.1)A=(5.7\pm0.1) cm, breadth b=(3.4±0.2)b=(3.4\pm0.2) cm: area =A×b=19.4=A\times b=19.4 cm2^2 (3 sig. figs.), ΔAareaAarea=0.15.7+0.23.4=0.0175+0.0588=0.0763\dfrac{\Delta A_{\text{area}}}{A_{\text{area}}}=\dfrac{0.1}{5.7}+\dfrac{0.2}{3.4}=0.0175+0.0588=0.0763, so ΔAarea=0.0763×19.4≈1.5\Delta A_{\text{area}}=0.0763\times19.4\approx1.5 cm2^2; area =(19.4±1.5)=(19.4\pm1.5) cm2^2.

iv) Quotient, Z=A/BZ=A/B. Using (1+x)n≈1+nx(1+x)^n\approx1+nx for small xx, the same style of derivation gives the identical rule as for a product:

ΔZZ=ΔAA+ΔBB.\frac{\Delta Z}{Z}=\frac{\Delta A}{A}+\frac{\Delta B}{B}.

Example (Ohm's law): V=(100±5)V=(100\pm5) V, I=(10±0.2)I=(10\pm0.2) A: R=V/I=10 ΩR=V/I=10\,\Omega; ΔRR=5100+0.210=0.05+0.02=0.07\dfrac{\Delta R}{R}=\dfrac{5}{100}+\dfrac{0.2}{10}=0.05+0.02=0.07, so ΔR=0.7 Ω\Delta R=0.7\,\Omega; R=(10±0.7) ΩR=(10\pm0.7)\,\Omega.

v) Power, Z=AnZ=A^n. Since AnA^n is really AA multiplied by itself nn times, applying the product rule nn times gives

ΔZZ=nΔAA.\frac{\Delta Z}{Z}=n\frac{\Delta A}{A}.

The fractional error in the nn-th power of a quantity is nn times the fractional error in the quantity itself. …