CENG 343

ERROR PROPAGATION PRIMER

Instructor: K. Zygourakis
(AL B217 kyzy@rice.edu)

1. Uncertainty
All experimental measurements are subject to uncertainty. In general, the result of any
measurement of a quantity x is stated as

(measured value of x) = xbest x

(1)

This means that (a) the best estimate of the value of x is xbest and (b) we are "reasonably
confident" that its actual value lies somewhere between xbest x and xbest + x .
The number x is called the uncertainty or error in the measurement of x. It is convenient
to always define the uncertainty x as positive so that xbest + x is always the highest probable
value of the measured quantity.

2. Single-variable functions
If xbest is the best estimate for a quantity x, the best estimate of the value of a singlevariable function f ( x ) is f ( xbest ) . It follows (see Figure 1) that if the extreme (i.e. largest and
smallest) probable values of x are xbest x , the corresponding extreme values of f ( x ) are
f ( xbest x )

(2)

A Taylor series expansion yields

f ( x + h) f ( x) +

df
h
dx

and the extreme probable values of f ( x ) are

f ( xbest )

df
x
dx

- A.1 -

(3)

CENG 343 Error Propagation Primer

- A.2 -

where the absolute value is to allow for the possibility that df dx may be negative.

Figure 1: Calculation of uncertainty for a single-variable function.

3. Uncertainty in a Function of Several Variables

Suppose the variables x1 , x2, ..., xn are measured with uncertainties x1 , x2, ..., xn and these

measurements are then used to compute the function f ( x1 , x2, ..., xn ) . If the uncertainties are
independent and random, then the uncertainty in f is:
2

f
f

f =
x1 +
x2 + ...+
xn
x1
x2

xn

The uncertainty is always bounded by the following sum:

(4)

CENG 343 Error Propagation Primer

- A.3 -

f
f
f
x1 +
x2 + ...+
xn
x2
xn
x1

(5)

Again, absolute values are used to allow for negative partial derivatives.

Example: During the course of an analysis of plant performance, it becomes necessary to

determine the average velocity of water flowing though a pipe. The most convenient
measurement method is an indirect one: measure the weight W of water issuing from the pipe
over a time period t, measure the pipe diameter D and calculate the average velocity from the
density of the water and the relation:

Vav =

W
4W
=
tA D 2t

(6)

Information concerning the weight scales available on site sets 100 lb as a convenient
figure for the weight of water to be collected. The weight measurement uncertainty is estimated
to be 5 lb. Approximately 70 s will be required to collect the 100-lb sample of water and it is
estimated that the combined clock and human error in the time measurement will not exceed 1
s. The nominal pipe diameter is 1 in. Taking into account deviations from roundness, caliper
error etc., it is estimated that the uncertainty in the pipe diameter will not exceed 0.03 in. The
estimated uncertainty of in temperature measurement is 3 F, but the corresponding variation in
water density is less than 0.1%. Since this an order of magnitude smaller than the other
uncertainties, its effect on the final calculation will be neglected.
From equation (4), the estimate of the uncertainty in the average velocity is:
2

4
4W
8W

V =
W +
t +
D =
2
2
2
3
D t
D t
t D

( 0.042 5 )2 + ( 0.060 1.0 )2 + 100

0.03
ft
= 0.33
12
s

From equation (5), the upper bound of the uncertainty of the velocity is:
V

4
4W
8W
0.03
ft
W +
t +
D = 0.042 5 + 0.060 1.0 + 100
= 0.52
2
2
2
3
D t
D t
t D
12
s

Since the approximate value of the velocity is

Vav =

4W
4 100 144
ft
=
= 4.2
2
D t 3.14 1 70 62.34
s

the maximum percentage error in measuring the average velocity is 12.4%

CENG 343 Error Propagation Primer

- A.4 -

4. Linear Regression1
Let us now consider the problem of finding the best straight line y = A + Bx that fits a set
of N measured points ( x1 , y1 ) , (x2 , y2 ), ..., (x N , yN ) . Let us also assume that the uncertainty in
the measurement of x is negligible. The uncertainties in y are significant and all have the same
magnitude.
The best fitting straight line through the data is the line that minimizes the sum of the
squares of deviations of measured values yi from predicted values Yi. The constants A and B can
be estimated from the data as follows:
N 2 N N N

xi yi - xi xi yi
i=1
i=1
i=1
A = i=1

N
N N
N xi yi - xi yi
i=1
i=1 i=1
B=

(7)

where
N 2 N
= N xi - xi
i=1 i=1

A measure of the scatter about the regression line is given by the uncertainty y in
the measurements of y that can be estimated as follows:

1 N
2
yi A Bxi )
(

N 2 i=1

y =

(8)

while the uncertainties A and B in the constants A and B can be estimated from:
N

A =y

2
i

i=1

and

B =y

(9)

John R. Taylor, An Introduction to Error Analysis, 2nd Edition, University Science

Books, Sausalito, CA (1997).