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error propagation #310

Open ajschumacher opened 2 years ago

ajschumacher commented 2 years ago

OpenStax text on Significant Figures https://openstax.org/books/university-physics-volume-1/pages/1-6-significant-figures

We then determine the average weight of the 5-lb bag of apples is 5.1 ± 0.3 lb from using half of the range.

If the measurements going into the calculation have small uncertainties (a few percent or less), then the method of adding percents can be used for multiplication or division. This method states the percent uncertainty in a quantity calculated by multiplication or division is the sum of the percent uncertainties in the items used to make the calculation.

  1. For multiplication and division, the result should have the same number of significant figures as the quantity with the least number of significant figures entering into the calculation.

  2. For addition and subtraction, the answer can contain no more decimal places than the least-precise measurement.

See also: https://en.wikipedia.org/wiki/Significance_arithmetic

the usual "measure one more than the lines on the ruler" rule https://chem.libretexts.org/Courses/University_of_British_Columbia/CHEM_100%3A_Foundations_of_Chemistry/02%3A_Measurement_and_Problem_Solving/2.03%3A_Significant_Figures_-_Writing_Numbers_to_Reflect_Precision


Here's a physics lab that sort of does Monte Carlo error prop: http://openbooks.library.umass.edu/p132-lab-manual/chapter/monte-carlo-error-propagation/

NIST Uncertainty Machine https://uncertainty.nist.gov/ article about it https://pubs.acs.org/doi/10.1021/acs.jchemed.0c00096

Here's a calculator app that does some sort of error prop: http://physics.gac.edu/~huber/error_calc/

Nice all-normal error prop calculator: http://www.julianibus.de/

Nice old ref: https://www.jstor.org/stable/27951340 "Significant Digits in Computation with Approximate Numbers" (1931)

"crank three times" http://www.av8n.com/physics/uncertainty.htm#sec-crank3 (best, min, max)

"interval arithmetic" for bounds propagation https://en.wikipedia.org/wiki/Interval_arithmetic

mathier (closes form) error propagation https://en.wikipedia.org/wiki/Propagation_of_uncertainty

ajschumacher commented 2 years ago

https://stats.stackexchange.com/questions/52646/variance-of-product-of-multiple-independent-random-variables/52699

ajschumacher commented 2 years ago

"Significant Figures" are wasteful

ajschumacher commented 2 years ago

“All the certain digits and the one uncertain digit” https://brilliant.org/wiki/significant-figures-and-precision/

ajschumacher commented 2 years ago

12.4 - 12.3 = 0.100 is silly

ajschumacher commented 2 years ago

ugh rounding of final results vs. intermediary results is so gross

ajschumacher commented 2 years ago

oh also f92b935