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Probability (Ch. 6)

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Chance: '...3. The probability of anything happening; possibility.' [ Funk & Wagnalls] A measure of how certain we are that a particular outcome will occur. 2 ... – PowerPoint PPT presentation

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Title: Probability (Ch. 6)


1
Probability (Ch. 6)
  • Probability the chance of occurrence of an
    event in an experiment. Wheeler Ganji
  • Chance 3. The probability of anything
    happening possibility. Funk Wagnalls

A measure of how certain we are that a particular
outcome will occur.
2
Probability Distribution Functions
  • Descriptors of the distribution of data.
  • Require some parameters
  • _______, _______________.
  • Degrees of freedom (__________) may be required
    for small sample sizes.
  • Called probability density functions for
    continuous data.
  • Typical distribution functions
  • Normal (Gaussian), Students t.

average
standard deviation
sample size
3
Probability Density Functions
Suggests integration!
Normal Probability Density Function
?0 ?1
4
Normal Distributions
Let
?Transform your data to zero-mean, ?1, and
evaluate probabilities in that domain!
5
Normal Distribution
  • Standard table available describing the area
    under the curve from 0 to z for a normal
    distribution. (Table 6.3 from Wheeler and
    Ganji.) So, if you want ?X, look for (0?X/2).

6
Students t Distribution
Data with n?30.
Result were looking for
a/2
a/2
w/ confidence
ta/2
-ta/2
How do we get ta/2?
Based on calculating the area of the shaded
portions. Total area a.
7
Students t Distribution
8
Chapter 7Uncertainty Analysis
9
Plot X-Y data with uncertainties
Where do these come from?
10
Significant Digits
  • In ME 360, we will follow the rules for
    significant digits
  • Be especially careful with computer generated
    output
  • Tables created with Microsoft Excel are
    particularly prone to having

- excessive significant digits!
11
Rules for Significant Digits
  • In multiplication, division, and other
    operations, carry the result to the same number
    of significant digits that are in the quantity
    used in the equation with the _____ number of
    significant digits.

least
2342
54756 --gt
54800
If we expand the limits of uncertainty
233.52
54522.25 --gt
54520
234.52
54990.25 --gt
54990
12
Rules for Significant Digits
  • In addition and subtraction, do not carry the
    result past the ____ column containing a doubtful
    digit (going left to right).
  • 1234.5 23400
  • 35.678 360310.2
  • 1270.178 383710.2

first
doubtful digits
doubtful digits
1270.2
383700
13
Rules for Significant Digits
  • In a lengthy computation, carry extra significant
    digits throughout the calculation, then apply the
    significant digit rules at the end.
  • As a general rule, many engineering values can be
    assumed to have 3 significant digits when no
    other information is available.
  • (Consider In a decimal system,
  • three digits implies 1 part in _____.)

1000
14
Sources of Uncertainty
  • Precision uncertainty
  • Repeated measurements of same value
  • Typically use the ____ (2S) interval
  • ___ uncertainty from instrument
  • Computed Uncertainty
  • Technique for determining the uncertainty in a
    result computed from two or more uncertain values

95
Bias
15
Instrument Accuracy
  • Measurement accuracy/uncertainty often depends on
    scale setting
  • Typically specified as
  • ux of reading n digits
  • Example
  • DMM reading is 3.65 V with uncertainty
    (accuracy) of (2 of reading 1 digit)
  • ux

(0.01)
(0.02)(3.65)
0.083 V
0.073 0.01
DONT FORGET!
16
Instrument Accuracy
  • Data for LG Precision DM-441B True RMS Digital
    Multimeter
  • What is the uncertainty in a measurement of 7.845
    volts (DC)??


17
DMM (digital multimeter)
  • For DC voltages in the 2-20V range, accuracy

0.1 of reading 4 digits
4 digits in the least significant place
First doubtful digit
18
DMM (digital multimeter)
  • What is the uncertainty in a measurement of 7.845
    volts AC at 60 Hz?
  • For AC voltages in the 2-20V, 60 Hz range,
    accuracy

0.5 of reading 20 digits
First doubtful digit - ending zeros to the
right of decimal points ARE significant!
19
Sources of Uncertainty
  • Precision uncertainty
  • Repeated measurements of same value
  • Typically use the ____ (2S) interval
  • ___ uncertainty from instrument
  • Computed Uncertainty
  • Technique for determining the uncertainty in a
    result computed from two or more uncertain values

95
Bias
20
Uncertainty Analysis 1
  • We want to experimentally determine the
    uncertainty for a quantity W, which is calculated
    from 3 measurements (X, Y, Z)

21
Uncertainty Analysis 2
  • The three measurements (X, Y, Z) have nominal
    values and bias uncertainty estimates of

22
Uncertainty Analysis 3
  • The nominal value of the quantity W is easily
    calculated from the nominal measurements,
  • What is the uncertainty, uW in this value for W?

23
Blank Page (Notes on board)
24
Uncertainty Analysis 4
  • To estimate the uncertainty of quantities
    computed from equations
  • Note the assumptions and restrictions given on p.
    182! (Independence of variables, identical
    confidence levels of parameters)

25
Uncertainty Analysis 5
  • Carrying out the partial derivatives,

26
Uncertainty Analysis 6
  • Substituting in the nominal values,

27
Uncertainty Analysis 7
  • Substituting in the nominal values,

Square the terms, sum, and get the square-root
28
Uncertainty Analysis 12
  • Simplified approach

29
Uncertainty Analysis 14
  • Which of the three measurements X, Y, or Z,
    contribute the most to the uncertainty in W?
  • If you wanted to reduce your uncertainty in the
    measured W, what should you do first?

30
Exercise 1a
  • Experimental gain from an op-amp circuit is found
    from the formula
  • Compute the uncertainty in gain, uG, if both Ein
    and Eout have uncertainty

31
Exercise 1c
  • Equation

32
Exercise 1d
  • Answers

33
Exercise 2
  • What is the uncertainty in w if E, M, and L are
    all uncertain?

34
Exercise 2a
  • Show that

35
Exercise 2b
  • Base form
  • Simplified form

36
Exercise 2c
  • Compute the nominal value for w and the
    uncertainty with these values

37
Combining Bias and Precision Uncertainties
  • Use Eqn. 7.11 (p. 165)
  • generally compute intermediate uncertainties at
    the 95 confidence level
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