EGR 601 Advanced Engineering Experimentation

Selected Formulas & Tables

STATICS & PROBABILITY

The range within which the true value will lie with Number of bins (Histogram):
P% probability:
(Small N)

(Large N)
𝑥 ′ is the population mean, a.k.a. true value.
𝑥̅ is the sample mean.
𝑢𝑥̅ is the uncertainty interval in the estimation of the
true value at some probability level, 𝑃%.
N N
Population Mean     xi Population Variance   2   x   
1 1 2
N N i
i 1 i 1
n n
Sample Mean  x  x Sample Variance  S 2   x  x 
1 1 2
n i  n 1 i
i 1 i 1

Standard Deviation  Variance

Probability Density Function Probability Density Function (cont’d)
(𝑓(𝑥) or 𝑝(𝑥))
P  xi  x  xi  dx   f  xi  dx

P  a  x  b    f  x  dx
b

P    x     1

   xf  x  dx


2   x   f  x  dx
2


Gaussian (Normal) Distribution; Standard Normal (z) Distribution

x ~ N (  , ) x
x ~ N (  , )  z  ~ N (0,1)
1
1  x 
  
2

2  
f ( x)  e
 2
Statistics of Finite Data Sets Student’s t variable
x
t
Sx / N
xi  x  tv , P S x (P %)
n  sample size, P %  Probability
v  degrees of freedom  N  1
S x  Sample standard deviation
t values are tabulated

Dr. Ernur Karadoğan Page 1 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

Standard deviation of the means: Estimate of the true mean value based on the
finite data set:
Sx
Sx 
n   x  tv , P S x ( P %)

Pooled Statistics: Hypothesis Testing:

The pooled mean:

The pooled standard deviation:

The pooled standard deviation of the means

If the test statistic is the z-variable:

𝑃(𝑧) ≡ 1 − 𝛼

If the test statistic is the t-variable:

𝑃(𝑧) ≡ 1 − 𝛼

Dr. Ernur Karadoğan Page 2 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

Inference of Population Variance (Chi-square): Regression analysis:

N-number of data points

m- polynomial order

Confidence interval for regression:

S yx
yc  t , P P% confidence interval
N

Least-Square Linear Fit:

a0 
x x y x y
i i i
2
i i

 x   N  x
2 2
i i

a1 
x  y  Nx y
i i i i

 x   N  x
2 2
i i

coefficient of determination:
N

( y i  yci )2
r2  1  i 1
N

( y
i 1
i  y )2
N

y i
y i 1

Dr. Ernur Karadoğan Page 3 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

Chauvenet’s Criterion: Three-sigma Test (assumes normal

distribution):

Data points that are outside the range of

Where:
99.73% probability of occurrence ( )
x x
z0  i
sx

Number of Measurements: Monte Carlo Simulation (basic idea):

Given the confidence interval (CI)

one-sided precision value d (desired):

Iteration process continues updating the data

the required number of measurements, N, is set for R until the predicted standard
estimated by: 1,2 deviation for R converges to an asymptotic
value.

1
The degrees of freedom in t depends on N,
therefore, N requires iteration to calculate.
2
If sx is not known a priori, a preliminary number of
measurements, N1, to obtain an estimate of the
sample variance, s1, to be expected:

Dr. Ernur Karadoğan Page 4 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

UNCERTAINTY ANALYSIS
Zero-order & Instrument Uncertainty: Combining Elemental Errors:
1
u0   resolution = 1 LSD (Least significant digit)
2

* Instrument uncertainty, uc, estimates systematic

uncertainty of the instrument (instrument calibration
errors)
Design stage uncertainty Systematic uncertainty (Systematic error is
(Minimum value for Uncertainty); constant in repeated measurements):

 Systematic “standard” uncertainty ±b

(confidence level of one 𝜎; 68% probability
level for normal distribution)
 Systematic uncertainty ±2b (confidence
level of one 2𝜎; 95% probability level for
normal distribution)

Random uncertainty: Multi-variable Error Propagation:

Random “standard” uncertainty: R  R  uR

1/2
 L 
uR     (i uxi )2 
 i 1 
The random uncertainty at a desired confidence level
R
i 
xi x  x
Dithering (Approximating a Sensitivity Index): Sequential Perturbation (Approximating a
Sensitivity Index):

For L independent variables:

Start with an initial guess of 𝛿𝑥 and reduce until the

𝜕𝑦
value of 𝜕𝑥 no longer changes (within a tolerance).

Dr. Ernur Karadoğan Page 5 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

Advanced stage uncertainty analysis: Multiple measurement uncertainty analysis

Random and systematic uncertainties are:

1/2
s x   s x 1   s x 2  ...   s x  K 
2 2 2
 
1/2
bx   bx 1   bx 2  ...   bx  K 
2 2 2
 
Where:

combined “standard” uncertainty in x:

1/2
ux   bx 2   s x 2  ( P %)
 
expanded uncertainty in x:
1/2
u x  t , P  bx    s x  
2 2
( P %)
 

*total degrees of freedom in only “random

uc is the instrument uncertainty. uncertainties”:
1
u0   resolution
2

Where:
, K: total number of elemental
errors

Dr. Ernur Karadoğan Page 6 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

Multiple measurement uncertainty analysis (Single variable)

Propagation of uncertainty to a “result” (Consider R = f(xn), n=1 to L , L is # of independent variables)

When the degrees of freedom in each of the

variables, xi, are not the same, use the Welch-
Satterthwaite formulation* to calculate the degree of
freedom of the “result”:

Usually 𝜈𝑏𝑖 is very large; therefore, second term in the

denominator is zero.

Dr. Ernur Karadoğan Page 7 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

Correlated Errors

𝛿𝑖𝑗 = 1 correlated
𝛿𝑖𝑗 = 0 no correlation

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EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

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EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

Dr. Ernur Karadoğan Page 10 of 11

EGR 601 Advanced Engineering Experimentation
Selected Formulas & Tables

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