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GIFT

OF

the estate of
Professor William F. Meyer

(3*^

THEORY OF ERRORS AND


LEAST SQUARES

THE MACMILLAN COMPANY


NEW YORK

BOSTON
CHICAGO DALLAS
SAN FRANCISCO

ATLANTA

MACMILLAN &
LONDON

CO., LIMITED
BOMBAY CALCUTTA
MELBOURNE

THE MACMILLAN

CO. OF
TORONTO

CANADA,

LTD.

THEORY OF ERRORS AND


LEAST SQUARES
A TEXTBOOK FOR COLLEGE STUDENTS
AND RESEARCH WORKERS

BY

LsROY

D.

WELD,

M.S.

PROFESSOR OF PHYSICS IN COE COLLEGE

gorfc

THE MACMILLAN COMPANY


1916
All rights reserved

COPYRIGHT, 1916,

BY THE MACMILLAN COMPANY.


Set

up and electrotyped.

J. 8.

Published March, 1916.

Berwick & Smith Co.


Gushing Co.
Norwood, Mass., U.S.A.

PREFACE
THERE

are

few branches

of mathematics

which have

wider applicability to general scientific work than the


Theory of Errors, and few mathematical implements

which are capable of greater usefulness to the research


worker than the Method of Least Squares. Yet, for

some reason, students are rarely given opportunity

to

acquire facility in these lines, the result being that too

many

and engineers go about their


It would be almost
enumerate the variety of ways in which

of our scientists

work without such equipment.

impossible to
the ideas relating to these subjects adapt themselves
to even such simple bits of quantitative work as the

chemist or the surveyor is daily called upon to do.


And it is difficult for the writer to imagine how an
elaborate research in any of the exact sciences can
be carried on at

all, without the constant application


these principles throughout both the preliminary
and the final stages of the work. The satisfaction to

of

be gained from the application of the theory of pre


cision alone is well worth all the time necessary to
acquire these subjects.

Add

to this the fact that the

M577305

PREFACE

VI

theory of error distribution has direct theoretical bear


ing upon certain very important laws and problems of
physics, chemistry, astronomy, and even of biology,

and the reasons for students having opportunity to


attain the elements of the subject become still more
emphatic.
This small volume embodies the material used by
the writer as lecture notes during the past twelve

intended as a presentation of the Theory


of Errors and Least Squares in such a simple and con
years.

It is

form as to be useful, not only as a textbook for


undergraduates, but as a handy reference which any
cise

research worker can read through in an evening or so

and then put into immediate

practice.

be noticed that the illustrative examples and


problems are drawn from various branches of science,
It will

No
suggesting the wide range of possible application.
is
of
at
an
exhaustive
treatment
made,
course,
attempt
in such small compass.

Some

of the special

methods

employed by expert computers, often included in larger


works, have been purposely omitted. For the conven
ience of the student, and in order not to interrupt the

thread of the subject, a few of the more complicated


mathematical discussions have been set apart in the

Appendix and referred

to at the appropriate places.

It is not intended that they shall be omitted

from the

when using the book as a text, though the cas


ual reader may get along very well without them.
The writer wishes to express his appreciation to the
numerous friends who have kindly given aid by way
course

PREFACE

Vll

data for the illustrative examples, or


Where material has been taken from other

of furnishing

otherwise.

works, due credit has been given for the same.


L. D.

CEDAR RAPIDS, IOWA,


December, 1915.

W.

CONTENTS
CHAPTER

ON MEASUREMENT
PAGE

ARTICLE

Definition of

2.

measurement
Indirect measurement

3.

Estimation

1.

4.

The

5.

Errors of measurement

6.

Exercises

...
.......

impossibility of exact measurements

5
6

CHAPTER

II

ON THE OCCURRENCE AND GENERAL


PROPERTIES OF ERRORS
7.

Errors and residuals

8.

Classification of errors

9.

Mistakes
General methods of eliminating persistent errors
Exercises leading to an understanding of error
bution

10.
11.

13.

Precision

14.

Mathematical expression of the law of error

distribution of errors
.

CHAPTER

16.

17.

.
-.
.
principle
Definition of mathematical probability
.

ix

18

distri
.

28
30

III

Fundamental

Permutations

17
.

26

ON PROBABILITIES
15.

.11

.22
....
....
...

Remarks on the

13

12.

....32

31

-*

34

CONTENTS

X
ARTICLE
18.

PAGE

Combinations

.36

...
.

Probability of either of two or more events


Probability of the concurrence of independent events
21. The coin problem
19.

........

20.

22.

23.
4.

Important exercise
Empirical or statistical probability

39

40
41

44

...

Exercises

45
45

CHAPTER IV

THE ERROR EQUATION AND THE PRINCIPLE


OF LEAST SQUARES
25.
26.

.
Analogy of error distribution to coin problem
The most probable value from a series of direct measure

The

ments.
27.

Gauss

29.

The

30.

Exercises

arithmetical

mean

....
.....

51

simplest form

58

deduction of the error equation


28. Discussion of the error equation
s

principle of least squares in


.

its

49

52
56
61

CHAPTER V

ON THE ADJUSTMENT OF INDIRECT


OBSERVATIONS
Observations on functions of a single quantity
32. Observation equations for more than one
31.

quantity

33.

More observations than

34.

Reduction of observation equations of the

35.

Illustrations

36.

Illustrations

37.

Illustrations

38.

Illustrations

from
from
from
from

first

degree

Exercises

69

72
74

....

surveying

.81

astronomy

78

chemistry

...
.

ditions
41.

physics

Observation equations not of first degree


.
40. Observations upon quantities subject to rigorous con
39.

65
67

Normal equations

quantities.

unknown

85

.89
91

94

CONTENTS

XI

CHAPTER VI
EMPIRICAL FORMULAS
PAGE

AUTICLB

42.

Classification of formulas

.....
.....

Uses and limitations of empirical formulas


44. Illustrations of empirical formulas
45. Choice of mathematical expression
43.

46.

104

105

107
Ill

115

Exercises

CHAPTER

VII

WEIGHTED OBSERVATIONS
48.

Relative reliability of observations. Weights


Adjustment of observations of unequal weight

49.

Exercises

50.
51.

Wild or doubtful observations


The precision index h

52.

General statement of the principle of least squares

47.

...
.

CHAPTER

124

126

128
.

.*,
.

135

136

139

VIII

PRECISION AND THE PROBABLE ERROR


54.

Discontinuity of the error variable


Value of the integral /, and the relation between c and k

55.

Probability of an error lying between given limits.

56.

probability integral
Calculation of the precision index from the residuals

57.

Approximate formulas for the precision index

58.

The probable

53.

.......

error of an observation

Relation between probable error and weight


60. Exercises
61. Probable errors of functions of observed quantities
.

63.

Probable errors of adjusted values


Probable errors of conditioned observations

64.

Exercises

62.

143

The
.

....

59.

141

144
146

149

155

163

152
159

166
.

170

.171

CONTENTS

Xll

APPENDIX

SUPPLEMENTARY NOTES
PAGE

A. Proof of the necessary functional relation assumed in


deriving the error law. (Supplementary to Art. 27)
B. Approximation method for observation equations not of
the

first

(Supplementary to Art. 39)

degree.

Evaluation of the integral

D.

to Art. 54)
Evaluation of the probability integral.
to Art. 55)
.

178

/*

C.

177

e-tf^dx.

(Supplementary
180

(Supplementary
182

E. Outline of another method for probable errors of adjusted


values.
(Supplementary to Art. 62)

...

183

F. Collection of important definitions, theorems, rules, and


formulas for convenient reference

185

THEORY OF ERRORS AND


LEAST SQUARES

THEORY OF ERRORS AND LEAST


SQUARES
CHAPTER

ON MEASUREMENT
Definition of

1.

tity

ratio to the unit

by any

employed
in

Thus,

quantity.

To

Measurement.

to determine

is

measure a quan

means, direct or indirect, its

in expressing the value of that

measuring a

line,

we

find that

it

is

a certain number of times as long as the foot or the centi


meter, and this

number

is

said to be its value in feet or

centimeters.

This definition must be clearly understood to be in


dependent of whatever process is used in the measurement.

We

could measure the area of a polygonal piece of sheet

two ways either by measuring its sides and angles


and computing its area by geometry, or by weighing it
and comparing its weight to that of a square piece with
iron in

unit side.

ment
2.

Either of these processes

of the area,

Indirect

though neither

Measurement.

is

is

a true measure

a direct measurement.

Indeed, with the excep

tion of one kind of magnitude, very few


are direct.
B

By

this

is

meant that we do
1

measurements
not, in general,

THEORY OF ERRORS AND LEAST SQUARES

apply the unit of measure directly to the magnitude to


This is done commonly only in the case of

be measured.
length.

We can,

in

measuring a

line,

apply the yardstick

directly along the line and determine in this

many times

greater one

is

than the other.

way how

But we cannot

take a lamp in one hand and a standard candle in the


other and determine the candle-power of the lamp in

any such direct manner.


So far is the above mentioned
matter of

fact,

made to depend,
This

will

principle true, that, as a

nearly every kind of measurement


in practice,

upon measurements

be clear from a number of

is

of length.

illustrations.

Angles are measured, not by applying the wedge-like


degree as a unit, but by measuring the length of the arc
laid off

on a curved

linear scale, or

by measuring the
and com

lengths of straight lines connected with the angle

puting the latter from

its

trigonometric functions.

measured, not by counting the minutes and


seconds in the interval, but by observing the motion of

Time

is

the clock hands over a curvilinear scale called the dial,

marked

off in

spaces of equal length;

or

by noting the

marked off on the chronograph record by a pen


%T
is p- en a lateral jerk electrically at the
which
point
beginning and end of the interval. Every magnitude
measured off on a dial is finally referred to length, as
lengths

exemplified

by pressure gauges, gas meters,

electric

me

ters, aneroid barometers, etc.

Temperature

is

the thermometer.

measured

off as

a length on the stem of

ON MEASUREMENT
Atmospheric pressure

is

measured, and even expressed,

in inches or centimeters of mercury.

Weight

measured, in the

is

on a

position of a slide or rider

work by the

final

adjustment, by the

linear scale, or in refined

position of the balance pointer at equilibrium,

the sensibility of the balance being known.


spring balance and

its

more

The common

refined near relative, the Jolly

balance, illustrate the linear principle in

another way.

In short, every measuring instrument has some sort of


on which some sort

linear scale, either straight or curved,

of indicator or pointer

The reason

moves.

for thus referring every kind of

to a simple one of length


to,

that length

is

is

measurement

mainly the one already referred

the only kind of magnitude that can

be conveniently compared directly with its own unit.


But there is another reason. The eye can estimate a
length with far greater accuracy than the muscles can

estimate a weight, the hand a temperature, or the con


sciousness an interval of time;

and

this process of esti

mation plays an all-important part, as will now be seen,


in every kind of accurate measurement.
3.

Estimation.

The degree

of precision

with which

an observer can read a given linear scale depends upon


two things, namely: (1) the definiteness or sharpness of
the marks on the scale and of the pointer or indicator,

and

(2)

the

skill

with which the observer can estimate

fractional parts of one interval or scale-division.

The former item may be made

clear

by comparing the

THEORY OF ERRORS AND LEAST SQUARES

scale

and indicator of an ordinary spring balance with those

on a delicate ampere meter or aneroid


the graduations on a surveyor

or

barometer;

leveling-rod with those on

a silver-inlaid standard meter bar.

As to the second matter,


that the observer

drill

it is

of the

utmost importance

himself in this process of estimation.

In no case does the accuracy of a single scale-reading end

with the fineness of graduation of the

scale,

providing

the scale lines and indicator are sharp and distinct;

it

can always be carried a step farther.


It is the custom of practical observers to make estima
tions of fractional units in tenths, not in halves, thirds,
etc.,
is

and to record the readings decimally.

made

to estimate the hundredths, unless

the observer that the fraction


three-fourths,
.75

even this

linear scale

is

may

attempt

appears to

exactly one-fourth or

is

when he would be

No
it

likely to record .25 or

a doubtful practice.

The reading

of

any

be carried, in general, to an accuracy of

one-tenth of the smallest scale-division by the estimation


of the eye alone, or the eye aided

by a magnifier

if

desir

able.

In

many

instruments of precision, the linear scale

is

provided with some sort of vernier, which is a mechanical


substitute for the estimation of fractional parts of scale
divisions.

in use

may

Descriptions of the different kinds of verniers

be found in any elementary laboratory manual

of physics, or in

any encyclopedia.
the vernier requires the same sort of

But even the use


skill

of

and judgment as

estimation, namely, a correct idea of linear position and

ON MEASUREMENT
And

coincidence.

in

the vast majority of measuring

instruments, no vernier

provided, and the observer

is

must be able to estimate tenths accurately and without


hesitation.

4.

The

scientist

Impossibility of Exact
is

familiar

with

Measurements.
that

the fact

there

Every
is no

such thing as an absolutely exact measurement, for the


simple reason- that the quantity measured and the unit

measure are never commensurable.

of

If

we weigh

carefully a small piece of metal

on a common

balance, a typical result would be 3.9843 grams, and not a


is, however, only an
even
if correct to four
approximation to the true weight,
decimal places, just as the number 3.1416 is only an ap

whole number, as four grams.

This

proximation to the value of IT. If a more sensitive bal


ance is used, the result may be 3.984326 grams but as the
;

masses of the piece of metal and the

gram weight

commensurable, the true weight, even if


to weigh without the inaccuracies that

it

are in

were possible
from im

arise

and judgment in estimation, would be


grams, and the result obtained could

perfect apparatus
inexpressible

in

be true only to the degree

by

six places of decimals,

of a

of

approximation represented

that

is,

to the nearest millionth

gram.

What
it will

is

true of weighing

is

true of

all

measurement, and

readily be seen that to obtain the true value of

actual concrete quantity

true value of V^, or

TT,

is

any

as hopeless as to obtain the

or logio 17.

THEORY OF ERRORS AND LEAST SQUARES

Errors of Measurement.

5.

incommensurability

more

far

Aside from the mere

of magnitudes, there is another

and

serious hindrance to the obtaining of correct

values

by measurement, and

known

as error.

Suppose the

bit of metal,

sensitive balance to

this is

what

is

technically

which was found on the more

weigh 3.984326 grams, be now weighed

by the same person, in the same room, on the same


balance and with the same weights. More likely than
again,

not, the result will turn out to be different

from the former

by some millionths of a gram, perhaps thirty or


This means simply that neither re
forty millionths.
result

even to the sixth decimal place.


we go out with a surveyor s transit of the

sult is correct,

Again,

if

finest

construction and measure with the utmost care, to seconds


even, each of the three angles of a triangle

marked out

accurately centered stakes on level ground, and add

by

we shall probably find that


from 180 by several seconds one way or
may repeat the operation with equal

the three results together,


their

sum

differs

We

the other.
care

and

skill,

and get a

still

than the

first.

farther from 180


all

different result, perhaps

This illustration

will

be

the more striking, in that in this case the true value

of the

sum

of the three angles is

known from geometry,

while in the case of the weights the true value

and can never be known.

Even

is

not

here, the individual

angles cannot be obtained exactly.

The
and

causes of error in precise measurements are

various.

single

example

many

will suffice to illustrate

ON MEASUREMENT

Suppose we wish to measure the distance from one


stake to another with a surveyor s chain. Two men
this.

carry the chain.

Each time they advance, one

adjusts the

following end to the rear marking-pin, the other sets a

new pin

at the leading end,

with absolute accuracy.

and neither can do

They

this

work

do not stretch the chain

tight enough; they do not hold the chain horizontal in


going up or down hill they do not follow a straight line
;

they do not notice kinks in the chain, and they neglect


the fact that the chain

As a consequence

longer.

many

wearing at the joints and getting

is

of all these small items,

others not mentioned, the measurement

the end be several inches from the truth

if

and

may

in

the line to be

measured be very long. This is only one instance showing


how hundreds of little disturbances may combine and
form one

which

be positive or
negative, great or small, according to which kind of dis
turbances predominates (that is, whether they tend to
make the result too large or too small), and to whether
final resultant error

may

they happen to be about evenly balanced or not.

A systematic study of

the occurrence of errors gives rise

to a mathematical analysis, based essentially upon the


principles of probability

and known as the Theory

of

Errors; and our attempts to apply this theory to the re

measurements, with a view to getting the values


that are probably nearest the truth, have resulted in
sults of

the formulation of certain rules embraced in that part of


the error theory

known

as the Method of Least Squares.

THEORY OF ERRORS AND LEAST SQUARES

EXERCISES
6.

The

following exercises are intended for the use

of students

who have not done much

had the advantage


or field work.
gestive,

laboratory work nor

of a course in laboratory

It will

measurements

be seen that they are largely sug


be modified as desired to suit the

and they may


For advanced students and research

circumstances.

workers they

be omitted altogether.

may

1.
Can you think of any kind of accurate measure
ment not ultimately employing some sort of linear

scale ?

Show wherein
made to employ

2.

are

density of a solid

the following kinds of measurements

a linear scale
relative

area of a piece of land

humidity

of the

atmosphere

index of refraction of a transparent substance


liquid
3.

volume

of

from a burette.

Determine the volume

of a material sphere, cylinder

two ways first by measuring


and
second
dimensions;
by dropping it into a glass
graduate partly filled with water and observing the
or other geometrical solid in

its

displacement.
consider the

Do

more

the two results agree

precise

Which do you

method ?

pure water in two ways


and second by
first by placing it in a glass graduate;
balance
and
it
on
a
computing the volume.
weighing
the
done
in
The weighing may be
graduate, which has
4.

Measure a quantity

been weighed beforehand.

of

ON MEASUREMENT
Lay

5.

on a sheet

off

of

smooth paper, with a fine, hard


mark two points on

pencil, a line of indefinite length, and


it

at

random somewhat

straight edge

less

apart as possible.

On

than 10 cm. apart.

mark two
By means of

of a card,

the

points as nearly 10 cm.


direct comparison with

this standard, estimate the length of the first line-segment

down

in centimeters, writing

the

unknown

line

Next compare

the result.

with a cardboard scale marked

centimeters but not in millimeters, observing the


ber of centimeters and estimating the millimeters.

compare the same

line

with a millimeter

the tenths of a millimeter.

Notice

how

scale,

off in

num

Finally

estimating

the three results

agree, all being expressed in centimeters.

Repeat

this

several times with different line-segments.


6.

cise

Devise and
5,

in

the

perform exercises,

measurement

of

similar

to

angles, using

Exer

a large

protractor and circular sectors of paper as measuring in

struments.
7. Try measuring short intervals of time to tenths of
a second by means of an ordinary watch. In order to test
the results, let the period measured be the time of swing

pendulum, and measure by the watch intervals


ten, fifteen, twenty and one hundred swings, find

of a simple
of five,

ing the time of a single vibration from each measurement.

Do
in

the results agree

Have you any

greater confidence

one than in another ?


8.

Familiarize yourself thoroughly with the use of as

many

different kinds of verniers as are available.

Before

10

THEORY OF ERRORS AND LEAST SQUARES

using the vernier in each case, estimate the fraction of a


unit in tenths
9.

by the

Weigh a small

ance, then on a trip

Compare the

results.

est confidence?
10.

Weigh a

eye.

piece of iron

by means

of a Jolly bal

scale, then on an equal arm balance.


In which result have you the great

Why?
small object several times, with the high

est degree of precision attainable,

pointer method should be used.

on a good balance. The


Are the results all equal ?

CHAPTER

II

ON THE OCCURRENCE AND GENERAL


PROPERTIES OF ERRORS
The term

Errors and Residuals.

7.

been used somewhat indefinitely, and

it

error

will

has so far

be necessary,

before going further, to explain its exact meaning, as well


as that of another term closely connected with

We

have seen that

different

same quantity generally give


results evidently

is,

measurements upon the


results.
These

different

it is very un
the degree of
even
to
correct,
to the number of decimal places) attain

cannot

likely that any of

precision (that

it.

them

all

be correct, and

is

able with the instruments

and method used.

The

differ

ence between the result of an observation and the true


value of the quantity measured
observation.

is

called the error of the

In what follows we shall generally denote

by the symbol s, the


made by q, and the errors

upon which

observations

quantities

they are

of the observations

x,

by

the latter being defined, as just stated, as the difference

which

will

tion

too large or too small.

is

ful to

q,

(1)

be positive or negative according as the observa


The student should be care

remember this definition, and to apply it to such illus11

12

THEORY OF ERRORS AND LEAST SQUARES

trations as the following

and the

result of a

If

a line

is

exactly 437 feet long,

measurement upon

it is

436.2 feet, then

While we cannot ordinarily obtain the

true value of a

the error

is

436.2

437

= -

0.8

ft.

measured quantity from one measurement, nor even by


averaging

many measurements,

the

method

what

is

called the most probable value,

which

approximation to the true value that the


vations

is

capable of yielding.

of least squares

means

furnishes us, in the latter case, with a

of calculating

the closest

is

series of obser

familiar illustration

is

that of a series of direct observations upon a single quan


tity, in

which case the most probable value

is

simply the

arithmetical average of the several results.

Having obtained the most probable value from a series


of observations in the manner hereafter to be explained,
if

we now

subtract

it

a series of differences

from each measured

known

result,

we obtain

as the residuals corresponding

The most probable value


being denoted by m, and any observation by s, the resid

to the respective observations.

ual corresponding to s

is

m.

(2)

Thus, the residual bears the same relation to the error that
the most probable value bears to the true value.
ber of observations be very large,

very precise, then the most probable value


very close to,

though

never equal

in that case the residuals will

responding true errors.

If

the

num

and the observations be

to,

may

be very,

the true value;

and

be equally close to the cor

PROPERTIES OF ERRORS
It is

worthy

13

of note that, since the true value of a

quan

terms of any arbitrarily selected unit is always an


incommensurable number, while the most probable value

tity in

is

commensurable,

is

it

follows that the error of

any observa

incommensurable, while the corresponding residual


commensurable. The true value and the errors are con

tion

is

sequently forever

unknown and

figure only in theoretical

discussions (with such exceptions as have been noted)

and we deal

in practice only with

their close approxi

mations, the most probable value and the residuals.

8.

Classification of Errors.

It is

now very important

to point out that errors of observation

naturally into

two

distinct classes,

may

be divided

whose occurrence, and

the methods of dealing with which, are entirely different.


First

we may

consider those errors which arise from

manner

causes that continue to operate in the same

throughout the series of observations, and which

may

be called persistent or systematic errors. In


cases, persistent errors not only occur in the same

therefore

many

manner, but have the same value, throughout the investi


gation, and they may then be called constant errors.

The

causes of persistent errors, which are often

to the observer and

may

in

many

known

cases be eliminated or

avoided by methods presently to be explained, may be,


for the most part, looked for under one or another of the
following heads.
a.

used

Incorrect Instruments.

may

not be true.

The instruments

For example,

if

or scales

a 100-foot tape

THEORY OF ERRORS AND LEAST SQUARES

14
is

actually only 99.99 feet in length, every measurement

on a

line

made with

that tape will tend to give a result one

ten-thousandth too long, no matter how many times the


observation is repeated; or if a clock used in scientific

work gains one second a day, every measurement on an


interval of time

made with that clock is just the correspond

ing fraction too long.


positive or negative
b.

(In each of these cases,

is

the error

?)

Imperfect Setting of Scale.

Owing

to carelessness

on a measuring instrument, though


truly graduated, may be displaced from its proper
position by a small amount. This is well illustrated by
or accident, the scale

the mercurial barometer, on which the scale must be

adjusted at each reading, to allow for the

mercury

in the reservoir;

rise

and

fall of

and a clock which, though

running at the proper rate, has been set a little ahead or


behind the true standard time, is an analogous case.
c.

Defective

No

Mechanism.

instrument

is

absolutely

and every instru


ment of precision must be frequently tested if we would
The arms of a balance are
rely upon the results of its use.
perfect from a mechanical standpoint,

never really equal, and, what

is

worse, they are continually

changing their relative length, owing to changes of tem


Nor has it been found possible to construct
perature.
a clock that will run with absolutely constant rate, even
at a constant temperature

and

in a

vacuum.

In very delicate instru


ments, such as the balance or the aneroid barometer,
the indicator frequently comes to rest, on account of
d.

False Indicator Settings.

PROPERTIES OF ERRORS
a false position.

friction, in

barometer,
to

make

may
e.

it

15

In the case of the aneroid

often suffices to tap the dial gently, in order

the indicator assume

its

true position.

The same

be said of the magnetic compass-needle.

Known

It is often the case

External Disturbances.

that persistent errors are introduced by external causes

whose nature
avoided.

is

well understood, but which cannot be

Thus, a heated body under experimental in

vestigation always radiates

elaborate precautions
or tape
f.

is

some heat,

in spite of the

and the length

of a

most

measuring rod

certain to vary with changes of temperature.

Personal Equation and Prejudice.

Every observer
which cause

exhibits peculiarities or habits of observation

him
same

to have a tendency toward persistent error in the


direction.

Thus, one observer

may

continually

overestimate in the estimation of tenths, another will

estimate;

a time observer requires a certain

under

definite

is, to obey a signal


This unconscious, persistent error on the

interval to respond to a stimulus, that


of

any

sort.

part of an observer

is

called his personal equation.

Somewhat analogous

to personal equation

is

what may

be called prejudice. After an observer has made one


of a quantity on a fixed scale, and made the

measurement

estimation of tenths, there


to allow his

first

is

a natural tendency for

him

estimation to affect the subsequent ones.

This difficulty is often met with in the use of the vernier,


where it is necessary to judge as to which line coincides

most nearly with

The second

its

fellow on the scale.

class of errors referred to at the beginning

THEORY OF ERRORS AND LEAST SQUARES

16

whose causes are temporary,


one
observation, and disappearing
existing through only
Such errors
entirely upon a slight change of conditions.
of this article comprises those

are not recognizable, and sometimes not even suspected,


until their existence

is

demonstrated by the discrepancies

between successive observations when


ances have been eliminated.

all

These are

known
known

disturb

as acci

dental errors.

Accidental errors

Those

a.

may
and

Due

to

may

also be subdivided, as follows.

External Causes.

Accidental errors

from causes entirely foreign to the observer


complex a character as to be incapable of analysis.

result

of so

For example, in sighting a mark with a surveyor s transit,


a sudden gust of wind may imperceptibly sway the in
strument for a moment, or someone may, without the ob
server s knowledge, knock against the tripod and jar the
telescope slightly out of place.

In making delicate

place unexpectedly in the earth


affect

momentarily

mag

such rapid changes as often take

netic measurements,

magnetic

field

the equilibrium of the needle.

may
In

sighting at a star with a telescope, currents of air in the

upper atmosphere may cause it to waver and appear for


a moment to one side of its mean apparent position. In
using a balance, the zero of equilibrium

may

change

slightly during the course of a single weighing, owing,

perhaps,

to

an

unsuspected

fluctuation

of

tempera

all

kinds are

which are

of greater

ture.
It will thus

affected

be seen that observations of

by multitudes

of such causes,

PROPERTIES OF ERRORS
or less importance, but which

all

17

tend to affect the accuracy

of the results.
b.

Aside from per


is sub

Accidental Errors of Judgment.

and prejudice, the observer himself

sonal equation

ject to fluctuations of

of his instrument

judgment, both as to the adjustment

and as to the estimation

attempt to analyze in detail the causes

of tenths.

An

of these internal

tendencies to err in judgment would belong to the realm


of psychology

them the

but we

may mention

as prominent

among

influences of imperfect vision, optical illusion,

inattention and fatigue, the last mentioned cause probably


affecting the others in a very large degree.

Some

of the

with persistent

methods commonly employed in dealing


errors are briefly mentioned in Art. 10.

however, the study of accidental errors, and of the


laws which are found to govern their occurrence, that

It

is,

constitutes the special office of the

9.

method

Entirely distinct from

Mistakes.

of least squares.

errors,

in

the

sense heretofore used, are those inaccuracies which are

due purely to carelessness, and which should properly be

They consist in such blunders as reading


number on the scale, reading one number and

called mistakes.

the wrong

putting another

ward instead

ing.

is

in the notes, reading a vernier

etc.

When measurements

checking

is

back

making a miscount in timing

Mistakes are usually easily detected,


no remedy except vigilance and careful check

a pendulum,

and there

down

of forward,

are

a simple matter.

made more than once

the

THEORY OF ERRORS AND LEAST SQUARES

18

General Methods of Eliminating Persistent Errors.


In Art. 8 are enumerated several causes of persistent

10.

errors,

with illustrations of each.

their discussion

Though

does not properly belong to the general theory of errors,


it

may

not be out of place to describe here some of the

methods commonly employed

in

especially as the theory of errors

frequently applied in

the processes of correction here referred

ment

with them,

dealing

is

The

to.

treat

of the several sources of persistent errors will be

taken up in the same order as they are mentioned in


Art. 8,

and designated by the same

letters.

Adjustment and Standardiza


never certain that an instrument measures

Incorrect Instruments.

a.

As

tion.

it is

in true units,

the results of

made

it is

necessary to test

before relying

upon

may in some cases be


measurements.) An instrument may

its use.

long after the

it

(The

tests

sometimes be adjusted correctly, and remain so; more


commonly it gets out of adjustment again, from wear or
other causes.
or impossible.
tion,

Actual adjustment may often be inconvenient

more approved

practice

which will apply to nearly every

case.

is

standardiza

This consists in

comparing the instrument with a standard and determining


the true value of each of

its scale divisions

or units,

and

then, instead of trying to adjust the instrument, simply

making the necessary corrections on the observations.


(Where standardization extends over a whole
is

commonly

called calibration.)

seldom corrects his clock

scale, it

Thus, the astronomer

he simply determines

from the stars at intervals, and thus deduces

its

its

error

error in

PROPERTIES OF ERRORS
which

rate,

is

all

19

the information needed at any time.

Laboratory weights are seldom correct when purchased,


and moreover they lose or gain weight by wear or corro
hence they should be compared from time to time
sion
;

with standards kept for the purpose. Numerous


tions of the kind will occur to the reader.
b.

The

Differential Method.

Imperfect Setting of Scale.

due to imperfect setting

error

illustra

of the scale

may

often

be eliminated by the differential method, which consists


in reading the position of the indicator

at zero, then again

when

it is

when

it

should be

by the quantity to
This method

affected

be measured, and taking the difference.


applies only

the scale.

when the scale divisions are equal throughout


The process is one very generally employed,

has further advantages than the one here stated;


very frequently it is the only method practicable. The use

as

it

of a level

and

leveling rod in surveying illustrates the latter

point, as does almost

any kind

of

one wishes to weigh a portion of


subtract the weight of the

empty

and contained

liquid.

of the vessel

Defective

Mechanism.

mental errors

often be

c.

may

comparator and when


liquid, he must needs
;

vessel

Compensation.

made

and automatically disappear.


is by far the best method
done,
it

which the

is

the process of

Instru

to react against

selves

simple example

from the weight

"

When

can be

of elimination.

double

effect of inequality in the

this

them

arms

weighing,"

A
in

of the balance

removed by weighing with the object first on one pan,


then on the other, and taking the mean. (Strictly, the
is

THEORY OF ERRORS AND LEAST SQUARES

20

mean

geometrical

should be used.)

resting

upon an imperfectly adjusted

well as

if

a spirit

If

level,

base, be

simply
to
end
the
between
the
two
reversed,
end,
half-way point
positions of the bubble will indicate its true position as

were in adjustment.

it

The graduated

circles

used on surveying instruments, spectrometers, and the


like, are usually provided with two diametrically opposite

from the vernier system

verniers, so that the error arising

being out of center with the circle

on taking the mean

may

itself

of the readings of the

two

disappear
verniers.

In using a galvanometer it is well to reverse the current


and read the deflection both ways on the scale. An in
teresting application of the

unknown
Rumford

method to the elimination

external disturbance

is

the scheme devised

of

by

for neutralizing the effect of radiation in calori-

metric measurements.

preliminary experiment

by what amount the temperature

to determine

rimeter will be raised


so adjusted that

and then the

it is

initial

is

made

of the calo

temperature

is

about the same amount below the

temperature of the surrounding air at the beginning of


the experiment as
cally the same

it is

amount

above

half of the operation as


d.

False

Indicator

at the close, so that practi

it

of heat is
is

absorbed during the

radiated during the last half.

Settings.

where the indicator comes to

Oscillation.

In

may

often be removed

allowing the indicator to

come

to rest at

while

still

advantage

oscillating.

of saving

cases

rest in a false position,

to friction, the difficulty

it

first

all,

due

by not

but reading

This method has the further

time in such instruments as the bal-

PROPERTIES OF ERRORS

21

ance and undamped galvanometers or magnetometers.


In order to compensate for diminishing amplitude, one

more reading should be taken

at one extreme of the swing

than at the other, as in the following balance pointer


readings and reduction:
RIGHT

LEFT

13.1

7.8
8.0

13.0

8.1

2)26.1

13.05

2)21.02
10.51

This result

is

True reading.

much more

quickly obtained and more

accurate than one obtained by letting the pointer come to


rest.
e.

Theoretical Corrections for

When

ances.

the

manner

in

Known

External Disturb

which external disturbances

known, and their magnitude determined, the


operate
errors due to them are eliminated by simply applying the
is

The temperature and

corrections.

computed

stretch

corrections applied to the steel tape in precise chaining,

and the temperature corrections necessary with instru


ments, such as the barometer and pyknometer, depending

upon the density


vessel,

are

Rumford
amount

of a liquid or the capacity of

familiar

examples.
in

of

employing

using the calorimeter, the

compensation
minute

of radiation per

Instead

a hollow

may

be previously noted

THEORY OF ERRORS AND LEAST SQUARES

22

and allowed

The

for in the reduction of the results.

re

fraction error in the observed altitude of a star, or in long

range leveling, the vacuum correction in weighing, etc.,


are further familiar examples.
It is for the purpose of
obtaining data for such corrections that

many

investiga

phenomena under varying


indeed, this work constitutes a

tions of the behavior of physical

conditions are carried on

large part of quantitative scientific research.

Corrections for Personal Equation

f.

Personal equation

mining by means

may

and Prejudice.

be eliminated, either by deter

of specially devised experiments

the personal equation of the observer

is

what

for a given kind of

measurement, or by arranging matters so as to make the


personal error act in opposite directions in the two halves
of the observation

that of employing a

or by a very different method,


number of different observers on the

same measurement, whose

errors will tend to

compensate

in the long run, like accidental errors.

The

effect of prejudice

may

often be avoided

by

altering

Thus, when repeatedly using the differen


method, the whole measurement may be shifted each

the conditions.
tial

time to a different part of the

scale.

The oscillation method

not subject to prejudice, since, though the true reading


may be the same in the successive observations, the oscilla
is

tions approaching
will

it

will

not be.

An

experienced observer

not allow prejudice to influence him to any great extent.

11.

Exercises Leading to an Understanding of Error


Before attempting any introduction to the

Distribution.

PROPERTIES OF ERRORS
methods
it is

of dealing

23

with accidental errors in measurement,

necessary that the student recognize the existence of

a law governing their occurrence, and become to some


extent familiar, through experience, with the operations

To

of that law.

this end,

introduce at this point a

it

is

deemed worth while to

number

or experiments, in which the

of laboratory exercises

phenomenon

to be studied

is

the distribution of errors as governed by the law of chance.

The term
exercises

any

"

"

laboratory

refers to the

be performed at one

may

method only; the

study table without

special apparatus.

No

better analogy to the behavior of accidental


can
be found than in the manner in which shots
errors
1.

fired at

a target are found to distribute themselves with

respect to a point fired at.

To

illustrate

this experi

mentally, take a sheet of ordinary foolscap or other ruled

paper and with a black pencil make the ruled


the middle of the
sheet

heavier

line nearest

than

the others, so as to

be distinctly visible
a few feet away.
Lay the paper on a

board

or

smooth

book, and place

it,

face upward, on the


floor.

Take a rather long

FIG. 1

pencil lightly

between the ex

tended finger-tips of both hands, and standing with the


eye directly over the black line on the paper, hold the

24

THEORY OF ERRORS AND LEAST SQUARES


downward, over the

pencil, point

drop

it

line,

and endeavor to

so as to strike the line with the descending pencil-

In other words,

point.

make

the central line a target;

the shots will be self-recorded by the dots on the paper.


at least a hundred shots in this manner, each time

Take

trying with

all

possible skill to hit the central line.

Having

done

this, prepare another sheet of paper ruled off in a


similar manner (ordinary coordinate paper will do) and
plot on it a curve whose ordinates represent the relative

number
ment

found to have struck in each compart


and whose abscissas represent the

of shots

of the ruled target

distances of the respective compartments from the central

In case a shot appears to have struck exactly upon

line.

one of the

lines, assign it

to the compartment on the side

toward the center.

Can you think

of

any influence that might,

in this ex

periment, be analogous to a persistent error in measure

ment?

What

effect

would

it

have on the curve?

Keep

the data for future use.


2.

On

a sheet of smooth paper, draw a line with a hard,

sharp pointed pencil and


foot apart.

The

exercise

mark two
is

points on

it

about a

to measure this line with a

.metric scale to hundredths of a centimeter, estimating the

hundredths as tenths of a millimeter.


prejudice,

it will

In order to avoid

be well to place a third point somewhere

between the others, and measure the line in two segments,


a and 6. Now measure a and b alternately, using the
differential method, until each has been measured, say, a
hundred times. Add the corresponding pairs of values

PROPERTIES OF ERRORS

25

and record the sums as the measured lengths of the line.


Find the mean of the hundred values to the nearest hun
dredth of a centimeter, and record the departure from it
of each of the observations, plus or minus.
These de
partures are the residuals of the observations (Art. 7).

It

be noticed that a large number of residuals have the

will

Determine how many there are of each


value, separating positive from negative, and plot a curve
whose abscissas represent the values of the residuals and

same

value.

whose ordinates represent the numbers


those respective values.

used
0.1

for example,

mm.

of residual,

on the

of residuals having
convenient scale should be

abscissas, let 1

and on the

ordinates, let

be represented by a millimeter.

Keep

cm. represent
each residual

the data for future

use.

What change would have

to be

made

in the curve

if

the abscissas and ordinates were the values and numbers,


respectively, of the true errors instead of the residuals,

supposing that there


3.

The preceding

is

any means

exercise

may

of

knowing the former ?

be varied by using, for

the measured quantity, an angle of exactly 180, measuring

two segments with a protractor to tenths of a degree.


In this case the true value, and hence the true errors, are

it

in

known.
4.

Do

Keep

the data.

the curves obtained from the preceding exercises

bear any resemblance to each other ?

Construct a smooth

curve which seems to be typical of them.


resemble any familiar geometrical form?

2"^,

taking 10 cm. as the unit

for

Does

this curve

Plot the curve

both abscissas

THEORY OF ERRORS AND LEAST SQUARES

26

and ordinates and assigning to x the successive values


0.1, 0.2, 0.3, etc., both positive and negative.
6.

From

0,

the results of the foregoing exercises, does

there appear to be any relation connecting the magnitude


of

an error with the frequency

errors appear to occur

Can

of its occurrence?

Do

you assign any reason for such a relation?


any more frequently,

positive

in the long

run, than negative errors, or vice versa ?

12.

Remarks on the

The curve

Distribution of Errors.

to which the preceding exercises have introduced us

commonly

called the probability curve,

is

though a better

name would be
curve

of

the

departures,

as will appear later.


Superficially

it

some

what resembles the


"

witch,"

case being
Fig. 2.

typical

shown

in

The student

must not expect that

G<

any curve plotted from the results of such experiments


as the foregoing will be smooth and regular, like the curve
here shown;

actual curves are broken

But the greater the number

and

irregular.

of observations or data, the

nearer will the actual departure curve assume the smooth,

symmetrical form assigned by theory.


The results of experiments, as we have seen, and theoreti
cal considerations, as will appear,

both point to the follow-

PROPERTIES OF ERRORS

27

ing facts regarding the distribution of accidental errors,


all of which may be deduced from an examination of the
curve.
1

The frequency with which an accidental error of given

magnitude occurs depends upon the magnitude of the error.


2. Large errors occur less frequently than small ones.

The error distribution

3.

and

negative errors of the

symmetrical; that

is

is,

positive

same magnitude occur with

the

same frequency.
in

Though

these laws do not of course apply absolutely

any one

case, yet

they express the general tendency of

error, and, in fact, the general

tendency of

all

accidental

departures from the normal or mean, as, for example,


the statures of individual people as compared with the

average stature of the race.


the
is

number

of observations

regarded as

infinite,

In theoretical discussions,

made, or

of data considered,

and the curve as

strictly

sym

metrical.

In the case of measurements, with which we are here


concerned,

if

the results are affected by persistent error

from any source, they

will

be found to cluster about the

theoretical most probable value of the

measured quantity

instead of the true value, there being

now an

difference

between the two.

now becomes a curve


a

little

error

is

appreciable

The whole curve

of residuals,

and

is

of errors

merely shifted

to one side or the other according as the persistent


positive or negative.

If,

exercise of Art. 11, the scale used

for example, in the second

had

its

spaces slightly too

long, the whole curve would be shifted a

little

in the

THEORY OF ERRORS AND LEAST SQUARES

28

negative direction, simply because each observation tends


to undervalue the line measured on account of the defect
in the scale.

From

this consideration

it is

clear that

when, as

is

really

always the case, the true value of the measured quantity


is not
given by
the measurements,

of

study

the

curve of residuals
will reveal

nothing

as to the presence
or absence of per-

The

sistent errors.

law of probability
error is con

FIG. 3

of

cerned only with accidental errors, that


causes

are of temporary duration,

is,

those whose

the result, as

we

say, of pure chance.

13.

On

Precision.

comparison of the results of

differ

ent sets of measurements, even upon the same quantity,


it is found that the error curve is not of constant form.

Every gradation

is

met with

to high, pointed ones.

when we make

(Fig. 4),

several series of

same quantity by

from low,

This peculiarity

may

flat

curves

be observed

measurements upon the

different methods.

The

variation

is

easily interpreted.

Compare,

for example, curves

there are nearly as

many

and D.

In the case of

large errors as small ones.

PROPERTIES OF ERRORS
For shots

fired at a target, this

manship or long range


judgment,

crude

render the work

in

would indicate poor marks


it means random

measurement,

instruments,

difficult.

29

or

circumstances which

In the case of D, on the other

hand, the number of large errors

very small, the great


body of results being crowded closely about the mean

and

with

siderable

con

definite-

From

ness.
is

its

indicating

position

is

this it

clear that the

form

of the error or resid

ual

curve

depends

upon the precision


with which the ob
servations have been

made.

To

illustrate

what

meant by preci
sion, let two parties
is

of observers each

FIG. 4

make

a set of measurements on the dis

tance between two stakes, the one with a ten-foot pole, the
other with a steel tape.

from one

set

may

The most probable value deduced


much from that deduced

not differ

from the other, but the residual curves plotted from the
two sets of results will show considerable difference of
precision,

mainly on account of the larger number of

times that the ten-foot pole must be laid

consequent greater

liability to error.

down and

its

30

THEORY OF ERRORS AND LEAST SQUARES

The form

of the residual curve

may

therefore be used as

a test of the efficiency of an observer, an instrument or


a method of measurement. It will be seen later that the

same

can be applied by means of mathematical

test

formulas, without the labor of plotting the curve (Chapter

VIII).
14.

Mathematical Expression of the Law of Error.


existence of some law governing the distribu

The evident

tion of errors leads us to inquire

whether
tion.

it is

Some

what that law

is,

and

expressible by a simple mathematical rela

of the facts concerning the behavior of errors

have already been deduced but the theoretical expres


sion of the law itself, and even the very language in which
it is expressed, must be reserved until the student has
;

reviewed

some

of

theory of probabilities

the

fundamental principles of the

and has been introduced to some

of

the special problems in probability upon which the theory

found to depend. The following chapter


devoted
to this subject.
therefore,
of errors is

is,

CHAPTER

III

ON PROBABILITIES
15.

Fundamental

that one thing

is

It is a

Principle.

more

likely to

common remark

happen than another.

In speaking thus, one concedes that either of the two


events may happen, and attempts no prediction as to

which will happen,

if

either

yet he recognizes a preponder

ance of the likelihood of one event over that of the other.


In the kind of magnitude here recognized, that is,
likelihood or probability, there is, in the great majority
of cases, no means of measuring or giving numerical ex
pression to

its

relative degrees.

It

is

said

that corn

growing on low ground is more likely to be caught by frost


than that on high ground, but there is no means of telling

how many times more


It

is

possible,

likely

it is.

however, to give such a definite meaning

to the term probability that the relative probabilities of

some simpler events may be calculated and expressed.


framing such a definition,

it is

In

necessary to recognize an

important principle in the operation of chance, governing


the behavior of events whose causes are at least partly
manifest, and lying at the foundation of the whole course
of reasoning that gives rise to the idea of

probability.
31

mathematical

THEORY OF ERRORS AND LEAST SQUARES

32

The

is this.

principle

// a number of different events

are equally possible as regards

constant

conditions

(that

no persistent reason why one should occur


is, if
rather than another), and all are repeatedly given oppor
tunity to occur, they will in the long run occur with
there is

equal average frequency.

pressed by saying that

if

The same principle may be ex


we observe events occurring with

we conclude

equal frequency,

that the constant conditions

under which they occur are uniform.

The
If

principle

a die

is

is

by the throwing

well illustrated
of

cubical,

exactly

of dice.

homogeneous material

and the spots do not shift the center of


gravity to one side, and if it be cast a great number of
times absolutely at random, each face will come up, on
"

loaded

(not

")

the average, one throw out of

(Of course these ideal

six.

conditions are not realized in practice.)

We

are so accustomed to the operation of this law of

probability in

daily experience

matter of course,
existence

is

chance,

16.

it

is

taken as a

like the force of gravitation;

really a mystery.

admit that there

that

is

We

yet

its

are here obliged to

a law controlling the operations of

the one thing that would seem to obey no law.

Definition of Mathematical Probability.

numerical significance

may now

Definite

be given to the probability

of occurrence of certain classes of events.


If

an event

may

occur in a equally possible ways,

and at the same time


are presented in

all

equally possible alternatives

(including the a

ways

in

which the

ON PROBABILITIES
event

happen), then the probability of the event in

may

question is defined

as the ratio

P=
That

is,

33

(3)

1|

l-

there are a chances favoring the event out of a

total of b possible chances


set forth above,

if

a great

and according to the

number

of trials are

principle

made, the

event does happen, on the average, a times out of 6.


As an example, let us express the probability of draw

draw

ing an ace from a deck of fifty-two playing cards, the

ing being done absolutely at random. Any one of the


fifty-two cards may be drawn, so that the total num

ber of alternatives

is

be drawn in only four ways,


of

An

fifty-two.

viz.,

ace may, however,

by drawing the ace

spades, the ace of clubs, the ace of

ace of diamonds.

Here, then, b

52, a

hearts

4,

the

or

and the

drawing an ace is ^, or T^.


What would be the probability of drawing a red ace?

probability of

Of drawing the ace of diamonds ?


All problems in probability

may

be solved by the appli

cation of the definition expressed in equation

such direct application would be very


complicated

cases,

and

special

therefore to be devised which,

difficult in

rules

But

(3).

the more

and formulas are

when properly

classified

and applied, greatly simplify such problems.

From

the definition,

it

follows that probability

is

purely numerical ratio, and depends upon no unit of

measure.

The

Moreover,

this

ratio

cannot

exceed

unity.

probability unity would denote certainty, since

if

an

THEORY OF ERRORS AND LEAST SQUARES

34

event

may happen

in

n ways, and only n

possible, the event must happen.

that

the probability of an event

if

of its failure to

happen

For,

to

is

alternatives are
this it follows

p, the probability

is

P =
if

From

P-

(4)

the event can happen in a ways out of

happen

a ways out of

in b

6,

6, it

can

fail

the probability of failure

therefore being

*
.

More

generally, the

alternatives

The

is

sum

of the probabilities of all possible

unity.

probability zero, on the other hand, implies im

It may be interpreted as meaning that there


or in cases
no way for the event to happen, i.e., a =
where the total number of alternatives is infinite, or at
possibility.

is

least extremely large, while the event in question

may

very few ways, the zero or infinitely


small probability denotes impossibility or at most only
extremely remote possibility. But the distinction be

happen

in only a

tween absolute impossibility and the case in which the


possibility is only remote is of some importance, as will
be seen, in the theoretical discussion of the distribution of
errors.

17.

Permutations.

The

solution of problems in prob

ability involves the determination of the

in

which an event can occur, as well as the

possible alternatives.

number of ways
total number of

In very simple cases this

may

be

ON PROBABILITIES
done by inspection.

For example,

if

35

one

is

expecting the

arrival of three different persons, A, B, C,

it is

easy to

determine the probability of their coming in the order

There

named.

which they

is

The

orders

obviously six different

may come;

CAB, CBA.

ABC

are

namely,

ABC, ACB, BAG, BCA,

probability of their coming in the order

therefore J.

But

instead of three, and the

let

there be a hundred persons

number

of orders

becomes so

enormous as to be unmanageable by inspection.


must then resort to the use of general formulas.

The linear permutations of a number of


ferent

ways

which the things

in

or in which they

in

may

may

We

things are the dif

be arranged in a row,

There

occur in order of time.

are,

for example, six linear permutations of the letters A, B, C.

There
tions of

is

a general expression for the

number of permuta

different things, derived easily

by the following

Of one thing, there is evidently but one per


Of two things, since either may come first,

reasoning.

mutation.

two permutations. Of three things, any one


may come first, and with a given one coming first, there
are two arrangements of the two remaining; therefore
there are

the

number

of

permutations of three things

is

6.

For four things, by the same reasoning, the number is


4 X 3 X 2 = 24. And in general, the number of per
mutations of

things

is

PQ = Q(Q-l)(Q-2)...3-2.1=Q!
We

have here assumed that none of the

duplicates.

(5)

things are

Let us now take a case where there are

THEORY OF ERRORS AND LEAST SQUARES

36

AABBBCCCC.

duplicates, as in the group of letters

we

distinguish between the different

same as

of course, the

But

if

we

if

etc.,

s,

the letters were

consider one A, for example, the

the case

all

If
is,

different.

same as another,

and permute without regard to which of them is being


used in a particular place, the number of permutations
is

It will

less.

exercise that

kind,

if

be easy for the student to show as an

there are, in a

number

of another, r of another,

number being Q =

m+

+r+s+

Thus

A s,

for the

three

If there is

m,

n,

above

- --

distinguishable permutations of the

pQ (m - =

of things,

the

things

number

of

is

2J

(g)

mlnlrlsl"

set of nine letters, of

and four

m of one

of another, etc., the total

the

s,

number

which two are

is

only one thing of a kind in the group, so that


are each unity, (6) becomes equivalent to (5).

The different groups which can


18. Combinations.
be formed from a number of things, taken so many at a
time, are called combinations.
of the three letters A, B,

AC, BC.
If we further take

The

different combinations

taken two at a time are AB,

into account the possible

tions of each combination,

permuta

we have what may be

called

the permuted combinations of the series of things considered.

ON PROBABILITIES

37

Thus the permuted combinations of A, B, C are AB, BA,


AC, CA, BC, CB. It is easier to derive first the general
formula for the number of permuted combinations.
Let the number of permuted combinations of Q things
If
taken n at a time be designated by the symbol P(7g (n)
of
the
one
a
two
at
taken
are
time, any
Q things may
they
.

be taken as the
things

may

first,

and any one

of the

remaining

be taken as the second, so that

taken by threes, any one of the Q (Q


1) permuted
combinations of two each may constitute the first two,
If

by any one
the third. Then

of the

followed

By

2 remaining things as

continuing the same reasoning until there are n things

taken at a time, we readily deduce

=Q(Q -

PCQ
If

- 2)

.- to

n = Q, this becomes identical with

are

express

taken n

now

the

number

tions include not merely those


all

things.
(5),

factors.

(5), since all

(7)

the things

of combinations of

Q things

at a time, without regard to their arrangement,

necessary only to note that the

but

permuted at once.

To
is

l)(Q

(n)

it

permuted combina

PCg
made up

of different things,

the permutations of each of the groups of n different


Since

n things

there are only

are

as

n\

permuted

many

in

different

ways

combinations as permuted

38

THEORY OF ERRORS AND LEAST SQUARES


That

combinations.

is,

M _Q(Q -I)
r
CQ

"-ton

TT

As an

factors

illustration of this problem, let us find

Qv

how many

hands at whist, each made up of thirteen cards,


could be drawn from a pack of fifty-two cards. Here
Q = 52, n = 13, and the solution is
different

Cfi2(13)

= 52-

Then the
by

51
L

-SO--- 40 =
6 35 j013) 559 j6 oo.
o

lo

probability of drawing

any one

hand

specified

is,

the exceedingly small reciprocal of this

definition,

number.

As a

final

problem

of things, the

in combinations, let there be s series

number

being Qi, Q%,

of things in the respective series

to determine

how many

different

combinations can be formed by taking one thing from


each series.

The number

of combinations of

be formed from the


the Qi things in the

first

two

two each which can thus

series is QiQz, since

first series

each of

can be successively com

bined with each of the $2 things in the second. Bringing


in now the third series, each of the QiQ 2 combinations just
considered

may

be combined with each of the

Q members
s

making QiQzQs combinations; and so


on.
Clearly, then, the number of combinations that can
be so formed from the s series is the product

of the third series,

PROBABILITIES

OAT

For example,

let

39

there be three series of letters

BZ

C%

A%
A,

Bs

A,
The number

form

of combinations of the

be selected from them

is

ABC

that can

Let the stu

24.

dent write these combinations.

Two

Probability of Either of

19.

the probability of an event


Pb, that of an event

is

More

p a that

is

then

etc.,

c,

or

of

Events.

an event

it is

If

is

easy to show

that the probability that one or another of these events will

happen

is

pa

+ Pb + p +
c

being understood that

it

only one of these events can happen.

event

For, suppose the

A may happen in a ways, the event B in b ways, etc.,

and that the

number

total

of

alternatives

T.

is

T will

(In

be greater than the sum of a, 6, etc. that is,


general,
it is not necessary that any one of the events A, B, etc.
shall

happen.)

Then by

definition, the probabilities of the

respective events are

Pa

If

we

A, B,

designate
etc.

since the

by

etc.
j,,

?fc=y,

X the event of

some one

of the events

happening, without specifying which, then,


6
of ways in which
can occur is a

number

the probability of

is

do)

THEORY OF ERRORS AND LEAST SQUARES

40

As an example,

let

The
^%

of copper,

probability that a metal ball will be

^-

-f

=
2*-

-f-

two

wood, seven of lead, six of rubber, one of


and let one be drawn at random.

of glass, five of

ivory and four

there be in a bag three balls of iron,

be an iron

since a metal ball

is

!>

drawn

drawn

then

is

if

the re

a lead ball or a copper ball.


This principle of additive probabilities for alternative
events is made use of in estimating premiums on so-called
sult

"

"

life

joint

ball,

insurance policies.

Quite a different problem

Events.

probability that

As

shall occur.

A, B, C,

pa

by

Concurrence of Independent

Probability of the

20.

is

that of finding the

a specified set of independent events

before, designate the respective events

etc., their

Pb, etc.

Z.

all of

respective separate probabilities

and designate the event

Suppose the event

A may
B

a ways out of a alternatives,

by

by

of their all occurring

occur independently in

in b

ways out

of

alter

natives, etc., so that

Pa
It is of course
etc.,

= a~,
a

b
= -,

etc.

/3

understood that when

all

are given opportunity to happen,

alternatives connected with


/3

&

the events A, B, C,

some one

A will happen,

alternatives connected with

will

of the

some one

happen,

of the

etc.,

but

The total number of


number of combinations

that only one of each can happen.


possible

outcomes

is

that can be formed

therefore the

by

selecting one

from each group of

alternatives, namely, the product a(3y

(9).

Likewise,

ON PROBABILITIES
the

number

etc.,

can

all

of different

occur

the probability of
of the event Z,

P*

the product abc

is

all

It follows that

occurring, that

a
-

is,

the probability

c
b
--"=
PaPbpc

ajSy

That

which the events A, B,

is

abc

in

ways

ft

to say, the probability of the concurrence of two or

is

more independent events

is the

product of the probabilities

of the respective events considered separately.


is

of course less

To make
known

than any one of

that a person

will

visit

finding

is

and 6

known

the place at

of finding

of finding

spend

five

it is

hours in a certain

+ T2 = f
3

when these hours will be. If


any random moment, the probability

there at that

them

P.M.,

as to

A there at that

moment

moment

is

both there at that

But the probability


5
2

will

and that another person


spend three hours there during the same interval,

but nothing

we

This product

its factors.

the meaning of this clear, suppose that

place between 6 A.M.

,.,.,>.

(11)

is -f^

Y2~-

>

the probability of

Then

moment

of finding either

the probability

is -f%

or

X
B

&

-f$.

there

is

Let the student analyze this problem more

showing how the values stated for the probabilities


can be deduced from the definition of probability.

closely,

21. The Coin Problem.


Suppose that the result of
an experiment may be either one of two things, A and B
which are equally likely to occur, and that the result must
?

be one or the other, but cannot be both.


of either result is then

The

probability

Let us determine what

is

the

THEORY OF ERRORS AND LEAST SQUARES

42

coin

example,

if it

ability that

The

be tossed a hundred times, what is the prob


turn up heads thirty-eight times and

it is

= 100,

Here Q

required probability

more,

times, that

it will

sixty-two times?

tails

n times one way and Q


n times the other.
tossed at random illustrates the problem; for

result

it will

the experiment be performed

if

probability,

is

ft

a function of n

evidently the same function of

= 38
;

(or

62).

and, further

n that

it is

of n.

The
result

first

thing to determine

A may happen

the coin, heads

may come up

a large variety of ways

and 60

T., in order,

would

in

is,

n times out

how many ways

38 times and

for example,
fulfill

the

In 100 throws of

of Q.

tails

62 times in

H., 2 T., 37 H.

the condition

or,

equally

The number of ways


in which A may happen n times and B, Q
n times is
seen
to
be
to
the
number
of
readily
equal
distinguishable
n
permutations of Q things, n being of one kind and Q
well, 8 H., 5 T., 30 H., and 57 T.

which

of the other (Art. 17),

(n,

Q-n)

is

gj

n
Or,

it is

equal to the

number

- n)
(Q

12 )

of combinations of

things

taken n at a time, since out of the totality of Q events,


the n events A may be selected wherever desired. Hence
another expression for the required number is equation
(8), which the student may readily show to be equivalent
to (12).

We

shall use

equation (12).

Next we must determine the

total

number

of possible

ON PROBABILITIES
This

alternatives.

may

be done by adding together the

values of the expression (12) obtained


integral values

from

43

by giving n

all

These are tabulated below.

to Q.

pQ (n,Q-n)

9(9-D
2!

9(9-D(9-2)

TT

9(9-1)

0_ 2

2!

The
to

9-1

expressions obtained for

Q- n ) as n varies from

PQ n
<

are at once seen to be the successive coefficients of

the expansion of a binomial with exponent Q, an d their


sum is therefore equal to 2 Q That is,
.

We now

number

of

can happen n times and event B,

by

(12),

(13).
is

and the

The

therefore

2*.

(is)

have the two elements of the solution of the

coin problem, namely, the

total

number

ways

in

which event
times, given

of alternatives,

given

by

required probability of the specified outcome

44

THEORY OF ERRORS AND LEAST SQUARES

Thus the

probability of the result 38 heads and 62 tails

is

100!
2

The

38! 62! 2 100

reason for introducing the coin problem will appear

later.

22.

Important Exercise.

It is

now very

desirable,

for the

purpose in hand, that the student faithfully per


form the following exercise. Suppose a coin tossed ten
times.

Find the probability of each of the following

possible results

10

10

10 heads and

tails

4 heads and

9 heads and

1 tails

3 heads and

7 tails

tails

2 heads and

7 heads and 3

tails

6 heads and 4

tails

5 heads and 5

tails

8 heads and 2

heads and

6 tails

tails

9 tails

heads and 10

tails

Considerations of symmetry will shorten the work.

Now

plot a series of points, of which the abscissas shall represent

the quantity n

5 (n being the assumed number of heads)

and the ordinates the computed

probabilities of the re

spective results, using a convenient scale for each.

Does

the resulting curve resemble any other curve that has

come to your

Test the theory by actual


or
a flat bone disk, record
with
a
coin,
better,
experiment
ten
throws.
This exercise, if
of
every
ing the outcome
hitherto

carefully performed

notice

and

studied, will assist the student

ON PROBABILITIES
much

to a

45

better understanding of the behavior of error

distribution than he could attain without

it.

As has been

Empirical or Statistical Probability.

23.

before noted, in the majority of the events of

life,

the con

admit of any such analy

ditions are far too complicated to

as has been applied to the problems concerning cards,

sis

balls, coins, etc.

But

it

may happen

that,

when

the con

ditions are sufficiently constant throughout a long series


of observations, the probability of such a

complex event

be deduced from the observed results.

may

this principle that reliance

is

a very important example,

It is

placed upon statistics.

upon
As

we cannot compute, by any

theoretical formula, the probability that a person ten years

old will live to be sixty.

But

the statistics show that

if

out of every 100,000 persons ten years of age, 58,000


live to

be

ability

is

sixty,

0.58.

we may conclude

do

that the required prob

In a similar manner

it

has been deter

mined that the probability that a person sixty years old


will live one more year is 0.97, since 97 per cent, of those
attaining the age of sixty do live another year.

portance of such knowledge,


cal

and

its

The im

bearing on the practi

problems of the world, such as

life

insurance, are

self-evident.

EXERCISES
24.

1.

What

two throws
dice?

of

is

the probability of throwing a six in

a single die?

In a single cast of two

THEORY OF ERRORS AND LEAST SQUARES

46

How many

~2.

letters in the

arrangements
3.

possible arrangements are here of the

word

ribbons,

their

She has planned to have the

partners

all.

How many

4.

guests

may

she invite

more couples by giving

she be able to distinguish

Four colors?

each guest three colors?


-

same number

by the matching of colored


each guest wearing two colors, there being but five

find

different colors in

Would

distinguishable

word minimum?

hostess wishes to have as guests the

of ladies as gentlemen.

guests

How many

travel?

of the letters in the

How many different football

elevens could be formed

from a squad of fifteen players?


What chance would
one
of
on
have
a
any
player
getting
picked eleven if it
were chosen by
-

6.

In a certain organization there are two candidates

an

for

lot ?

office

and

That

that there will be a tie?

ceive a majority of exactly f


6.

By

What

thirty voters.

is

the probability

either candidate will re

measuring a number of ordinates of the curve

obtained from the target experiment (Art. 11), determine


empirically the relative probabilities of the respective
errors in aim.
7.

Find the number of combinations of three things

eight;

8.

the

number

of

student council

from each

ways may

permuted combinations.
is

to be

of four college classes,

ships are 150, 105, 75

in

and

the council be

56.

made up of five members


whose respective member
In

made up ?

how many

different

ON PROBABILITIES
**

9.

47

Three things are selected at random from eight,


and then another random selection of

then returned
three

is

similarly

made.

What

is

the probability that

the two selections will be exactly reverse permutations


of the

same three things?

A new

10.

janitor has a

bunch

of twenty-eight nearly

What

similar keys, one for each door of the building.


is

the probability of his being able to unlock the

three doors with only one

trial

each?

Solve

first

also

on

the supposition that he marks the keys as he discovers

them.

What

11.

is

four figures, selected at random, will


alike

and the other two

12.

The

number of
have two figures

the probability that a whole

figures alike

following data are taken from the American

Experience Mortality Tables used by

life

insurance

panies in computing risks.

Out

of 100,000 persons ten years of age,

100,000 live to be at least 10


92,637 live to be at least 20

89,032 live to be at least 25


85,441 live to be at least 30

81,822 live to be at least 35


78,106 live to be at least 40
74,173 live to be at least 45

69,804 live to be at least 50


64,563 live to be at least 55

57,917 live to be at least 60

com

THEORY OF ERRORS AND LEAST SQUARES

48

49,341 live to be at least 65

38,569 live to be at least 70


Plot a curve representing these data.
-

Find your own chance of living to be at

13.

least seventy

years old, using the curve in Ex. 12.

Three men are respectively

14.

Find the probability that they

Two

16.

and
if

30, 27

and 22 years

will all live to

brothers are respectively 25 and 35 years old,

their father

is

60.

The

elder

is

to inherit the estate

living at the father s death, otherwise the

inherit

it

old.

be 60 or over.

and at the death

will, if living, inherit

younger

will

of the elder son, the

the estate from him.

own
own it

younger
Find the prob

ability that the elder son will

the estate five years

hence

ten years hence.

that the younger will

CHAPTER

IV

THE ERROR EQUATION AND THE PRINCIPLE OF


LEAST SQUARES
25.

Analogy

of Error Distribution to

Coin Problem.

measurement

It

was pointed out

is

the resultant of innumerable small disturbances of

in Art. 5 that

an error

in

different kinds, the presence of many of which may not


be even suspected. These disturbances operate, some in
one way, some in the other that is, some tend to produce
;

positive error

and some negative.

depends on the relation

of the

The

number

resultant error

of positive disturb

ances to the number of negative disturbances.


all

are positive, the error will be positive

nearly

all

and

If nearly

large;

if

are negative, a large negative error will result

about the same number are positive as negative,


the error will be small. This does not imply that the dis
while

if

turbances are

all of

tration, suppose

the same magnitude.

we

select

By way of

illus

from a sand-heap, at random,

a thousand grains of sand, and put eight hundred of them


on the left pan of a balance and two hundred on the other.

There

is

hardly a remote possibility that the former will

not very largely overbalance the

hundred on each pan, there


ance one way or the other. And
five

49

latter.

will

be

But
little

if

we put

preponder
this does not imply, by

50

THEORY OF ERRORS AND LEAST SQUARES

any means, that the


individual particles

Now

there

all equal in weight


some
be ten times heavier than others.

grains are

may

a remarkable and useful analogy between

is

the theory of error distribution and the so-called coin

problem (Art. 21), an analogy that the student has no


doubt already observed. It is easily deduced that the

most probable

result of a

number

of

throws of a coin

that they will be half heads and half


this

normal result

will

degree, so that in one


tain fifty-five heads

is

In general,

tails.

be departed from in greater or less


hundred throws we frequently ob

and

forty-five tails, or less frequently,

This departure from the


sixty heads and forty tails, etc.
normal or most probable result may be looked upon as
a sort of error. Like an error in measurement, it is com
plex in character, depending
dividual throw.
final

upon the

Each throw, head

outcome one way

result of each in

or

tail,

affects the

or the other, just as each small

disturbance, positive or negative, affects the result of an

observation in measurement.

little

consideration of

the two cases will bring out their analogy quite clearly.

We

are therefore justified in assuming that the proba

bility of the occurrence of

magnitude

of the error in

an error

much

is

a function of the

the same manner as the

probability of a departure from the half-and-half result


in tossing the coin

parture.

Hagen

It

is,

is

a function of the extent of the de

in fact,

upon

this line of reasoning that

deduction of the error equation

is

based.

The

deduction is, however, rather cumbersome, and we shall


follow instead the more elegant method due to Gauss.

THE ERROR EQUATION


It
is

may

51

be remarked here that the theory of departures

a very general one and finds application in a large variety

common experience,

of problems of

such as the distribution

of shots

on a target and the distribution

teristics

among

the

members

of given charac

of a biological group.

The Most Probable Value from a Series of Direct


If a series
The Arithmetical Mean.

26.

Measurements.
of

measurements be made upon a

single quantity

under

as nearly constant conditions as possible, the result

is,

in general, a series of different values, each approximating

the true value of the measured quantity.

No

one of them

the true value, however, and it now becomes a matter of


judgment to select, from all possible values, such a one

is

as will

make

the actual distribution of the results appear

An

most natural.
that after
first

all

analogous case would be this

Suppose

the shots had been fired at the target in the

exercise of Art. 11, the central line

aimed at were

erased, and we were required, from the given distribution


we
of the shots, to judge as to where the line had been
;

could do no better than to select a position that, from the

concentration of shots about


respect to

it,

it

and

their

symmetry with

seems to be the most probable one.

Likewise,

measurements, we are aiming at a true


most
the
value,
probable location of which can only be

in a series of

estimated by an examination of the distributed results.

The symmetry of the


the true value

is

distribution of errors in cases

known,

where

as also in the analogous coin

target problems, leads at once to the

and

common axiom

of

THEORY OF ERRORS AND LEAST SQUARES

52

experience, that the best value to adopt in the case of a


series of direct observations

arithmetical

measured

several

and

mean

their

on a

single quantity is the

or average of the observations.


results

If

the

be designated by Si, sz
sn
the residuals (Art. 7) are re
,

mean be m, then

spectively

si

m,

pz

=
=

s2

m,

pn

sn

Ss

pi

m.

Adding these we obtain


2/o

nm =

(15)

0,

which expresses the fact that the arithmetical mean of


the results

the value with respect

is

metrically placed, the algebraic

being then equal to zero


the

to

sum

which they are sym


of the

and that therefore

differences
this

mean

is

most probable value that can be assumed.

Gauss

Let q
represent the unknown true value of a quantity and let a
series of n measurements be made upon it, the number n
27.

Deduction of the Error Equation.

being supposed very large.

Let the errors arising from


xn
It has
x\, x2

the respective measurements be

been seen that the probability of the occurrence of an


error

is

some

sort of inverse function of its magnitude.

Designating the probabilities of these respective errors


,
by 2/i 2/2,
yn , this fact may be expressed by the
>

equations

THE ERROR EQUATION


=

2/2

2/n

It is the

form of

53

/(*).

this function /(x) that

we

are seeking to

determine.

we do not know the true value q


the observed quantity, and therefore we do not know

Now,
of

as above noted,

the true errors

We may however assume various tenta

x.

tive values for q

and study the

resulting tentative systems


view to selecting that one
which seems most naturally distributed, in accordance
with the notions of error distribution that experience has
of errors, particularly with a

taught

and the

us.

In this sense, therefore, we

may

think of q

errors x as variables subject to our control,

probabilities y will

understanding, then,

then vary accordingly.

we

and the

With

this

are seeking to find that system

of values for the # s which, as a whole, has the greatest

probability.
If

tem

the outcome of a series of measurements be the sys


of errors x\, x%,

as the concurrence of
is

x n this result
,

n independent

be looked upon
events, each of which

the obtaining of one of the errors

may
x.

Then according
by

to Art. 20, the probability of this outcome, designated

F,

is

the product of the probabilities of the separate errors,

namely

Y =

2A2/2

2/n

/fa) -/fe) -/(*).

In order, therefore, that the system of z

s shall

greatest probability, as required, the value

(16)

have the

assumed

for q

54

THEORY OF ERRORS AND LEAST SQUARES

should be such that the expression Y


which condition will be attained when

is

maximum

(17)

^fe) =

/fe)
*

QJ

^v v^i/

"^

v^z/

tt

01

uj(X

/fe)J

/fe)

+ ^log/(o:n = 0.
)]

dq

Now let d logf(x) =

<j>(x)dx,

where

is
<f>

function of x, thus simply related to

/.

another unknown

Then

canceling

out the 7,

)=0.
dq
If

dq

(18)

dq

the results of the respective n measurements on q be

by

s2 ,

-",s n
having
then the errors x are (Art. 7)

designated

Si,

definite, fixed values,

THE ERROR EQUATION

55

from which, at once,


dx l

dx n _
dx
==..._

1Q x

i.

^iy;

= 0.

(20)

dq

dq

dq

.,

(18) then reduces to


)

We

already understand enough of the law of error dis

know that when the number of observations is


very large, the number of positive errors of given magni
tude about equals the number of negative errors of the
same magnitude, and that therefore the algebraic sum of
tribution to

the errors

is

discussion

the

large, we may
fulfilled by the

number
write,

now remains

(21) the

of

observations

therefore,

as

+*

+ xz+

may

indefinitely

0.

(21)

two equations (20) and


from which the original

to deduce from the

form of the function

function /

is

another condition

errors,
xi

It

Since in our theoretical

approximately zero.

<,

then be obtained.

see that the equations are satisfied

It is not difficult to
if

= Kx

2,

4>(x

where

is

a constant.

n)

= Kx n

A mathematical

proof that this

is

is given in Note A, Appendix, being


omitted here to avoid distracting attention from the

the necessary relation

56

THEORY OF ERRORS AND LEAST SQUARES

We may

main problem.

write, then,
(22)

<t>(x)=Kx-,

or since

$(x)dx

= d

Kxdx.

log y

e***+*.

or
j

This

is

The

d log

d log y
Integrating,

log f(x)

Kx2 +

y,

(23)

one form of the error equation.


expression may, however, be so modified as to ex

hibit the relation to better advantage.

We

that the larger the error, the less likely

it is

the larger x

is,

the smaller

is y.

a negative quantity.
the constant

more

useful

c,

is the

to occur

Clearly, then,

K must be

|K

and

h2

e
Replacing
by
by
the equation assumes the more usual and
,

form
y

This

have seen

= ce-* 2*2

(24)

most important equation in the theory of

errors,

and should be committed to memory.


28.

Discussion of the Error Equation.

It

interesting to examine equation (24) to see

will

how

be

closely

the law of error thereby expressed agrees with the conclu


sions already reached.

The

bilateral

symmetry

from the occurrence of x

of the function

is

evident

in the second degree only.

indicates the equal probability of positive


errors of the

same magnitude.

The

This

and negative

function approaches

THE ERROR EQUATION


zero as x increases in magnitude

57

which means that very

great errors are extremely improbable.

The

derivatives

of the function are

(25)

= -2ch 2e- h2*2 [l-2h 2x 2].

dx

From

these, since

maximum

-^
dx

value of y

0,

when x =

<

dx 2

when x =

that

is,

(26)

0, there is a

the error zero

has the greatest probability.


The curve shown in Fig. 5 represents the function,
and has some interesting properties. Its symmetry,

asymptotic character

and

central

maxi

mum

merely

trate

what has

been deduced

illus

just

from

The

the equation.

intercept, or

mum

ordinate,

quantity

c,

when x =

maxi
is

the

since y = c
0.

If

FIG. 5

we put

-n equal to
2

dx

zero,

which

is

the

condition for points of inflection, (26) gives


1

-2

k*x*=

0,

(27)

58

THEORY OF ERRORS AND LEAST SQUARES

This

is

of inflection

by

OD or OD
P and P The

the distance

corresponding to the points

ordinate of these points

is,

substitution,
y<

=+

(28)

-7=,

Ve

and

therefore proportional to

is

The quantity

c represents

c.

the probability of the error

Now the probability of any given error # is a function

zero.

of

both

or

h.

and

It

h,

since

it

if

changes

would thus appear that

we change

either c

and h have something

to do with the precision of the measurements, and that

they are therefore connected with each other.


see later (Art. 54) that this

there

shall

another factor in the probability of a given


depending upon the value of the smallest scale in

terval in terms of

which the measurements are expressed.

The Principle

We
ment

We

the case, and also that

is still

error,

29.

is

are

now

of Least

Squares in its Simplest Form.


make an introductory state

in position to

of the important principle

of science its

name,

which gives

this

branch

the principle of least squares.

fore

we

will

have been stated several times

Be

are through with the theory of errors, the principle


in successively

complicated forms, as the problems to which

become more and more

general.

So

far

it is

more

applied

we have been

considering only the simplest case, namely, that of ob


servations of equal precision

and while

for this case the

probable value

is

upon a single quantity;


method of deducing the most

clear without reference to the principle

THE ERROR EQUATION


of least squares,

how

to observe

still it

59

be interesting and instructive

will

the assumption of the arithmetical

as the most probable value

may

mean

be shown to be in accord

ance with that principle in the simple form here stated.

The simple form

of the principle referred to

is

as follows

The most probable value of a measured quantity that can


from a series of direct observations, made with

be deduced

equal care and

skill, is that

of the residuals is

for which the

sum

of the squares

a minimum.

The law governing the distribution of errors has already


been deduced theoretically, and the experience of number
We have there
less experimenters testifies to its truth.
fore a right to expect that,
of

when we have made

a long series

measurements upon a single quantity, our observations


have grouped themselves around the true value in

will

a manner approximately consistent with the error equation


Then it is logical for us to assume a value for the
(24).

measured quantity, such that the results of the measure


ments will be so grouped with respect to it. This is the
so-called most probable value,
ciple of least squares, in

arriving at

and

any

it is

the office of the prin

case, to point out the

Let the results of the n observations be

Then

if

we

way

of

it.

sn .

designate the most probable value sought

by

m, there

will

PI, pz, --,

pn

arise

Si,

s2 ,

a corresponding series of residuals

each of which

is

found by subtracting

from the corresponding observation s (Art. 7).


be properly chosen, the residuals derived from it
like true errors,

If

m
m

will,

be found to be distributed in accordance

THEORY OF ERRORS AND LEAST SQUARES

60

with the exponential law of error probability (24), so that


the probabilities of the respective residuals are

The

probability of the simultaneous occurrence of the

assumed system

of residuals is then (Art. 27)

Y = yw
Now

if

yn

= c-e-^ ^+ - -htf).

m, and consequently the residuals

(29)

are to be so

/o,

chosen that the resulting distribution is the most probable


one in accordance with the law of error, these quantities

must be given such values that the probability Y is as


great as possible. But this will be secured, evidently,
2

by making
will

pi

2
/o 2

-f

...

be seen at once from (29)

so chosen that S/o 2 is a

pn

-j.

as small as possible, as

That

to say,

is

minimum, which

is

m should be

the principle of

least squares stated above.

In order to find what this required value of


write

2?

Hence

= fo - m) 2 + (*2 - m) 2 +
= a minimum.

.-

+(s n

is,

we may

- m) 2

dm
or reducing,

which

is

m = Sl + s*+

simply the arithmetical

"

+ Sn
,

(30)

mean of the observations s.

THE ERROR EQUATION

61

EXERCISES
30.

Show how,

1.

in the first experimental exercise of

aim

Art. 11, the errors of

may
many

enumerating as
think of.
can
you
causes,

2.

be due to

many minor

such possible causes as

Find the algebraic sum of the errors of measurement

in the third exercise of Art. 11

also the algebraic

sum

of the residuals.

3.

Plot the curve y

each of the constants


of logarithms

(e

=
c

ce~h2x*, giving the value unity to


and h. This may be done by use

2.718

Let the unit abscissa be

10 squares and the unit ordinate 50 squares.

with the error curves obtained from Exercises


of Art. 11,

Compare
2 and 3

1,

and with the coin problem curve obtained

in

Art. 22.
4.

Draw

a smooth, symmetrical curve which follows

closely as

as

Ex.

3,

Art. 11,

making

law

erties of the

this

possible

the irregular curve obtained


it

in

conform to the known prop

of error as represented in Fig. 5.

From

determine the relative probabilities of the


magnitude 0.l, 0.2, etc., out to 5. By locating

curve,

errors of

the points of inflection, find an approximate numerical

value for
5.

Has

h.

Plot the curve represented


(2
it

.T)

(3

minimum

- xY +
point

(4

by

- xY +

What

(5

x)

(6

does this illustrate ?

x}\

62

THEORY OF ERRORS AND LEAST SQUARES


The number

6.

of rays in the lower valve of a certain

species of Atlantic mollusk

was counted

in

508 individual

Plot a curve in which abscissas represent the

number of rays

Of

cases.

these,
1

had 14

rays,

8 had 15 rays,
63 had 16 rays,
154 had 17 rays,
164 had 18 rays,

96 had 19
20 had 20
2 had 21

rays,
rays,
rays.

and ordinates the corresponding number of individuals.


What is the probability that two of these mollusks,
picked up at random, will each have exactly fifteen rays ?
(Data from Davenport,
7.

Tests were

Statistical

made on

ascertain strength of grip.

Manual

of Mental

fifty

Methods.)

schoolboys of equal age to

The

and Physical

following data (Whipple,


Tests) are in

hundreds of

grams.
158

210

248

296

348

175

220

262

301

350

193

225

262

310

353

197

225

267

313

375

197

225

269

315

375

403

200

226

270

320

205

235

273

323

430

206

244

280

325

440

208

244

290

330

440

210

245

294

346

508

THE ERROR EQUATION

63

Arrange a suitable curve showing departures from the


average or normal strength from these data.

About two hundred individuals were tested at the


University of Iowa for accuracy of tone perception, the
8.

results being expressed

by the number

of vibrations in

the departure from the true tone (international A, 435


per sec.) that the individual could distinguish.

The data

are expressed in per cent.

PER CENT.

DEPARTURE, VIB.
1

13.8

24.0

25.5

17.3

7.3

12

3.2

17

1.6

23

2.7

30 or over

4.6

Plot a curve representing this distribution, and discuss

its

form.
9.

Out of a

class of exactly 100 college freshmen, the

was

2 was 22,

16,

12 was 17,

was

23,

31 was 18,

was

24,

22 was

was

25,

was

26.

19,

18 was 20,
12

was

21,

Plot curve and discuss

its

form.

age

64
10.

THEORY OF ERRORS AND LEAST SQUARES


Out

of over 100,000 public school


grades

by Mr. L. L. Fishwild,
1

per cent, were

50,

per cent, were

55,

2 per cent, were

60,

2 per cent, were

65,

5 per cent, were

70,

6 per cent, were

75,

13 per cent, were

80,

13 per cent, were

85,

25 per cent, were


23 per cent, were

90,

95,

9 per cent, were 100.


Plot curve and discuss

its

form.

examined

CHAPTER V
ON THE ADJUSTMENT OF INDIRECT
OBSERVATIONS
31.

Observations on Functions of a Single Quantity.

has been pointed out that measurements are seldom


made directly upon the quantities whose values are
It

sought, but are usually

functions

consider

As a

it

functions of them, or

them with other unknown quan


case

being

the

simpler,

we

shall

first.

problem,

specific

made

be

involving

The former

tities.

made upon

let

number

upon the diameter of a

circle,

of

measurements

with the object of

determining its area. That is, the quantity really sought


is the area, but the direct measurements are made upon the
diameter, a function of the area.
tions to be
arises,

what

made

all
is

in the

Supposing the observa

same manner, the question

the most probable value of the area

the arithmetical

mean

of the areas

Is

it

computed from the

separate measurements on the diameter, or

is it

the area

determined by taking, as the diameter, the mean of the


measurements upon it? The two are of course not the
same.

This question
deduction.
p

may be answered by the following general


The quantity whose most probable value is
65

66

THEORY OF ERRORS AND LEAST SQUARES

sought being

q,

and the function

servations s are directly

of

it,

upon which the ob


/(g), there arise the

made, being

following approximate statements, known as observation


equations, each of which represents one of the n measure

ments:

-,

= *i,

f(q)

(31)
/(<?)=

Si,

82,

scale or

*n-

sn are the results of readings

on some

sort of

measuring instrument applied to the function

directly measured.

The
Si

errors

f(q), etc.,

of

the

observations

are

but are not determinate.

we

probable value of q that

are seeking,

and

represented

by

It is the most
if

this

be repre

sented by m, the residuals of the n observations are


Pi
pz

=
=

-/(m),

-/(ra),
(32)

There

is

no reason

why

- f(m).

the principle of least squares

should not apply to this case as well as to the case of direct


measurements, since the law of error distribution, or the
"

law of

departures," is

to this sort of

universal in

scope.

As

relating

measurements, then, the principle of least

squares takes the following form

an unknown quantity

The most probable

can be derived from a


of observations upon one of its functions is that for which

value of
set

its

that

ADJUSTMENT OF OBSERVATIONS
sum

the

of the squares of the residuals arising

The sum above


2p
in

from

these

minimum.

observations is a

67

[si

f(m)]

which

m may

referred to

is

f(m)]

-\-[s 2

expressed

...

-\-

by

-\-[sn

/(m)]

2
,

(33)

be regarded as a variable whose value

to be so adjusted as to render

2/3

minimum.

is

This con

dition requires that

dm
or, differentiating (33),

2 [S*

nf(m}] -fdm

0,

(34)

Therefore

ra,

the most probable value of

whose /-function

is

the

mean

q, is

that value

of the observations

Thus, the most probable value of the area of a


as determined from measurements
is

measurements.

circle,

upon the diameter,

times the square of the arithmetical

of those

upon

mean of the

results

A multitude of other illustrations

of this principle will occur to

any one familiar with such

work.
32.

known

Observation Equations for


Quantity.

More Than One Un

Very frequently,

in

an experimental

research, occasion arises to determine, not merely one, but

68

THEORY OF ERRORS AND LEAST SQUARES

several,

unknown

quantities or

constants which are so

involved with each other and with the phenomena directly


observed as to render their separate measurement im
possible.

The

following illustrations will

make

this clear.

In the use of the zenith telescope for finding the latitude


of a station, the quantities first sought are the zenith dis
tances of two stars selected for the purpose. The sum of
the zenith distances is equal to their difference in declina

and therefore depends


many very precise measurements

tion, as given in the star catalogues,

upon the

results

of

made with other instruments at fixed observatories.


The difference of the zenith distances is measured by means
of

the micrometer belonging to the

as the instrument

the vertical.

is

zenith

telescope,

rotated from north to south about

In this way, neither zenith distance

is

separately determined, both being found by the simulta


neous solution of the equations arising from the above
observations.

Again,

it is

desired to find the relative proportions of

sodium chloride (NaCl) and potassium chloride (KC1)


in a mixture of the two salts.
Or specifically, in a given
specimen of the dry mixture, to find the number of grams,
x, of sodium chloride and the number, y, of potassium
chloride.
*i.

First let the sample be weighed, with the result

Then

The sample

x
is

now

+y

dissolved

SL

and the chlorine precipitated

with silver nitrate (AgNOs), and the total amount of


chlorine present calculated

by weighing the

precipitated

ADJUSTMENT OF OBSERVATIONS
Denote the

silver chloride (AgCl).

Now,

sodium chloride

chloride

is

is

chlorine

is

of

.6123 x

total chlorine

by

#2 .

0.6123 chlorine, and potassium

Hence

0.4754 chlorine.

chloride and y grams

69

x grams of sodium

in

potassium chloride, the total

+ 0.4754 y =

s2 ,

which furnishes the second observation equation necessary


This is another instance in which
for obtaining x and y.
neither of the

unknown

quantities

is

measured separately.

unknown

Quite often only certain ones of the

quantities

are really desired, the others being merely troublesome


corrections or instrumental constants which

termined or eliminated.
is

ever,
33.

The method

must be de

of procedure,

how

the same in this as in any other case.

More

Observations

than

Quantities.

Normal

In the illustrations of the preceding article


Equations.
there were, in each case, two unknowns, and two inde

pendent observations were necessary to determine them.

By

independent

made on

observations

are

meant observations

a different principle, or under such different con

ditions that the resulting observation equations will


different

terms.

coefficients

To

and not merely

have

different absolute

repeat the process of measuring the

sum

of

two unknowns, without attempting to find some other


relation between them (as, for example, their difference
or their product),

would give no information as to the

separate values of the unknowns.

termination of
of

unknown

And,

in general, the

de

quantities requires a knowledge

independent and consistent

relations

between them.

70
If

THEORY OF ERRORS AND LEAST SQUARES


measurements could be made without

error, the solu

tion of the I independent observation equations formed


from such measurements would give us the values of the /

unknowns exactly; more than


superfluous.

But, as in the simpler case of a single un

known, the existence


able

to get as

of accidental errors

many

some means

devise

measurements would be

makes

is

desir

observations as possible, and to

of averaging

them

so as to find the

most probable value of each of the unknowns.

lem

it

This prob

the most important that arises in least squares.

Let there be n observations upon


known connected quantities q\, #2,

functions of the
,

qi

(n>l),

un

and

let

the series of resulting observation equations be repre

sented by
/i (qi,

$1,
,

qi)

(35)

fn (qi,

qz,

",

qi)

=s n

Here, as in the simpler cases, there are errors and residuals

obeying the same law of error distribution set forth in

We

the error equation.

probable values, mi,

unknowable)
furnish,

are seeking to obtain the

ra 2 ,

quantities

z,

that

of

the

the

observations

and when these are found, the n

given by
Pi
P2

= si-fi
= #2 ~/2

(mi, mz,

m,),

(mi, W2,

mi),

most

unknown (and
will

residuals will be

(36)
Pn

- fn (mi,

TO,)..

ADJUSTMENT OF OBSERVATIONS
The

principle of least squares

wording to

fied in

values of

unknown

fit

may now

this case, thus

be slightly modi
The most probable

quantities connected by observation equa

which will render the

tions are those

71

of the residuals arising

from

sum

of the squares

the observation equations

minimum.
through an application of

It is possible,

to reduce the

may

number

residual equations (36) to a

number

I,

unknowns, which can then be


the most probable values m. The process

equal to the
solved for

this principle,

of

be regarded as finding from the n observation equa


I most
probable equations whose solution

tions (35) a set of


will give the

From
2

-\~Pn
,

mi

first

most probable values of the unknowns

the principle of least squares, the

must be a minimum, and

may

be so selected that this

2
/Oi

q.

2
/o 2

in order that mi,


will

2,

be the case, the

2
partial derivative of this 2/o with respect to each

of those quantities

That

sum

must be

zero.

(See

any

calculus.)

is,

= 0,

d mi
d

(37)
n

IE, [s

The equations

- f (mi, m

m )] = 0.
2

2,

(37) resulting

from these differentiations

are the most probable or normal equations required, and

72

THEORY OF ERRORS AND LEAST SQUARES

being

in

number,

values mi,

2,

Equation (34)
one unknown, m.
34.

Reduction

is

solution, the

most probable

which are sought.


a normal equation, containing only

z,

is

of

In nearly

Degree.

on

will yield,

Observation Equations of the First


all

cases in which the

method

of least

used in the reduction of observations in accord

squares
ance with the foregoing theory, the observation equations
are either

the

all of

be

substitutions,

first

degree, or they

suitable

observation

by equivalent
The mathemati
degree.

replaced

equations which are of the

may, by

first

normal equations
are then comparatively simple, and can be performed with
cal operations required in finding the

out any knowledge of calculus.

Let the n

first

degree observation equations upon the

quantities q (corresponding to (35)) be as follows

=
=

+ 6292
2

The

si,

s2 ,

(38)

+ cn q

-----\- r n t
q

3 -\

s.

residuals will then be


Pi

si

- (oirai +

6im 2

+
(39)

Pn

sn

Only one term

in each of these expressions contains

mi

denote the balance of the expression in each case by a single

ADJUSTMENT OF OBSERVATIONS
letter,

as B.

73

Then
pl

= - aimi + Bi,

etc.,

and

- a nm

Differentiating with respect to mi, as per equations (37),

am

Or dividing by 2 and remembering that


in each term,

This

is

...

a np n

+#

= 0.

(40)

the normal equation pertaining to mi, and corre

sponds to the first of equations (37).


This result may be directly obtained by multiplying
each of the residuals (39) by the coefficient of mi in the ex
pression for that residual, adding the results and equating

sum to zero.
The remainder

the

of the

normal equations required are

determined with respect to mz,

ra 3 ,

mj in the same

manner.

The

foregoing processes

following rule

To adjust a

may

be

summed up

set of observation

in the

equations of

the first degree, write the expression for the residual corre

sponding

to

each observation equation, multiply

it

by the

unknown, in that expression, add the


and
their
sum to zero. The result is the
equate
products
normal equation pertaining to the said first unknown.
coefficient of the first

Do

likewise for each of the other

unknowns.

Then

solve

THEORY OF ERRORS AND LEAST SQUARES

74
the

normal equations thus formed for

probable values, mi, mz,

the desired most

m/.

Let the student prove that taking the arithmetical mean


of a
is

number

of direct observations

upon a

merely a special application of this


35.

Illustrations

from Physics.

single quantity

rule.

It will

be of material

assistance to the student to have presented at this point

a number of actual examples illustrating the application


of least

square adjustment in various departments of

These examples are not


made up for
the purpose; they are drawn from actual experimental
notes on research or field work.
"

exact science.

1.

Bridge Wire.

resistance of a

It

"

was desired to measure the

total

Wheatstone bridge wire and at the same

time to calibrate

it,

by comparison with a standardized


The unknown (and unessential)

bridge of another type.

resistance of the connections

and eliminated.

had

also to be reckoned with

The wire was 100 cm.

long,

and the meas

urement was conducted by observing the resistance of the


10 cm., then of the first 20 cm., etc., and finally of the

first

whole wire, the connections entering each time as a con


stant term in the observed resistance. The results follow.

ADJUSTMENT OF OBSERVATIONS

75

Let x be the total resistance of the bridge wire, and

first of

which

is

to be obtained with

all

that

possible precision,

Mathe

the second to be eliminated, as a mere correction.

The observation

matically they are equally important.

equations are

These are the two unknowns, the

of the connections.

+c
0.2 x + c
0.3 x + c
0.4 x + c
0.5 x + c
0.6 x + c
0.7 x + c
0.8 x + c
0.9 x + c
l.Oa + c
.1

=
=
=
=
=
=
=
=
=
=

0.116,

0.205,
0.295,
0.388,
0.503,

0.595,
0.675,
0.760,
0.850,
0.926.

In practice we need not take the trouble to change


symbols in distinguishing between the true and most prob
able values of the

now

unknown

"

("

and

"

")

If

x and

represent the most probable values sought, the

residual

is pi

0.116

(0.1

c), etc.

first

Let the student

apply the rule developed in the preceding article to obtain


the two normal equations, which he will find to be
3.85 x
5.5

+
+

5.5 c

10 c

=
=

3.686,

5.313,

the solution of which gives

x
c

=
=

0.926 ohms,
0.022 ohms.

76

THEORY OF ERRORS AND LEAST SQUARES

Let the student

any two
tions and solve them for x and
select

of the observation
c,

comparing the

The accompanying

with these most probable ones.

equa

results

figure

FIG. 6

shows the plotted observations, together with the straight


7

line

0.926

100

0.022

R,

upon which they all should lie were there no errors in the
measurements nor irregularities in the wire itself. The
departures of the plotted points from this most probable
line represent the residuals of the ten observations.
2.

The general theory of the

Balance Constants.

arm balance

is

somewhat complicated, but

equal-

in the equation

used to express the sensibility in terms of the load, the


various instrumental constants may all be involved in

two quantities a and

6,

the equation being

bw

=-

ADJUSTMENT OF OBSERVATIONS
Here

is

the load on either pan (grams) and

sensibility, or

77
the gram

one thousand times the deflection produced


The constants a

by a milligram weight laid on one pan.


and

The

b are to

be estimated from the following observations.

observation equations are then

06 =
10 b =

+
a +
a +
a +
a +
a +
a +
a +
a +
a

The adjustment

20 b
30 b

40

50 b

75 6
100 b
125 b

of these

=
=
=
=
=
=
=

11

1
1
1
1
1

1
1

2212,
2265,
2320,
2343,
2316,
2389,
2449,
2563,
2590.

by the foregoing method

the most probable values sought,

a
b

= + 0.0004466,
= - 0.000000518.

Let the student perform this reduction.

gives as

THEORY OF ERRORS AND LEAST SQUARES

78

36.

Illustrations

from Chemistry.

Volumetric Solutions.

1.

and

acid

It is desired to test certain

solutions to

alkaline

be used in volumetric

chemical analysis, in order to ascertain their exact strengths.

Two common
tions,

may

these.

If

reagents, in the form of tenth-normal solu

be tested

first,

then others

may

be compared to

the two reagents chosen be hydrochloric acid

and potassium hydroxide, the following procedure may


be employed.

quantity of each solution

is

placed in an accurately

graduated burette, the two burettes being supported


side by side.
A small amount (say about 0.2 g.) of finely
pure calcium carbonate

pulverized

(chalk,

CaCOs) is
and

carefully weighed, placed in a white porcelain dish

treated with an excess (say about 50 cc.) of the

HC1

solu

amount being accurately ob


The chalk dissolves and neutralizes part of the

tion from the burette, the

served.
acid, the
set

CO

gas escaping.

under the

KOH

The

burette, and

just

allowed to flow into

line solution

neutral, this point being

porcelain dish

it

enough

is

now

of the alka

to render

it

exactly

determined by a drop or two of

methyl orange or other sensitive indicator previously added


to the mixture in the dish. The amount of KOH solution
thus used

is

neutralized

by the

Part of the acid

also carefully noted.

CaCOs and

The chemical equations

the remainder by the

two reactions

representing the

are as follows:
72.36
(I)

HC1

99.32

+ CaCO

= CaCl

is

KOH.

+ CO + H O,
2

ADJUSTMENT OF OBSERVATIONS

(II)

The

36.18

55.70

HC1

+ KOH =

79

+ H O.

KC1

small numbers above the symbols are obtained from

the molecular weights, and represent the relative weights


of the substances engaging in the reaction.

Let

qi

q2

=
=

a
a.

From

volume HC1

sol.

sol.

Unknown.

used.

vol.

HC1 sol.

neutralized

by CaCOs.

vol.

HC1 sol.

neutralized

by KOH.

vol.

KOH sol. used in neutralization.

aqi

wt.

HC1 neutralized by CaCOs.

a}qi

wt.

HC1 neutralized by KOH.

bq2

wt.

KOH used.

72.36

aqi

0.73

(I)

or

99.32

0.73,

c.

(II)

(a

or

From

KOH in 1 cc. KOH sol.

total

HC1

1 cc.

CaCOs powder used.

aqi

From

wt.

in

wt.

Then

HC1

a =
b =
c =

(a

wt.

a)qi
aqi

these

bq2

36.18

aqi

55.70

aqi = 0.65 bq2

two equations a

giving finally

0.65 bq2

is

0.65,

eliminated

0.73

c.

by

addition,

THEORY OF ERRORS AND LEAST SQUARES

80
This

an observation equation, the quantities

is

a, b, c

having been measured, and gi, q 2 being the two unknowns


and a series of such experiments (at least two) will yield
;

the most probable values required.

periments the
c

giving

CaCOs powder may be omitted


all of them.
(Why ?)

entirely,

but not in

The above data


tions

In some of the ex

yield the following observation equa

50

50

0i
qi

11.23gi
11.25gi
11.25

0i

11.34gi

0.65
0.65
0.65
0.65
0.65
0.65

X
X
X
X
X
X

0.73

0.73

9.9802

0,

10.0002

0,

10.00

0,

0.

10.33

7.88

10.10^2

X
X

0.1779,
0.1936,

Let the student reduce these to normal equations and solve


for the
2.

most probable values

Pyknometer Constants.

nometer

of q\

and

2.

The expansion

(specific gravity bottle), like

any

of a

pyk-

solid, is in

ap-

ADJUSTMENT OF OBSERVATIONS

81

proximate accordance with the linear law

V=
V being the
and

zero

Fo

+ Kt,

capacity at temperature

Ka

t,

the capacity at

constant involving the coefficient of expan

The two

sion of the glass.

constants

and

must be

experimentally determined from time to time for any


pyknometer that is used in accurate measurements of
density.

This

may

be done by finding the capacity at

several different temperatures over the required range.*

The

following

using distilled

is

a tabulation of eight such determinations,

water and corrected for buoyancy of the

air.

Let the student form the eight observation equations and


the two normal equations, and reduce for the most prob
able values of

Fo =
37.
1.

25.2509, K

and K.

Illustrations

Locating

writers

(The approximate answers

are,

0.0005244.)

from Surveying.

Distant

Station.

Some

of

the

on surveying strongly recommend the use of

best
rec-

* If the range be large,


will vary somewhat.
The range may be
subdivided, say into 10-degree intervals, and the constants found for
each or better, a quadratic relation assumed, with three constants. See
Art. 45.
;

82

THEORY OF ERRORS AND LEAST SQUARES

tangular coordinates in surveying and mapping


their use reduces
basis.

many

The problem

in

calculations to a

hand

is

more

as follows:

certainly
scientific

Given, the

FIG. 7

reference to
station

number

of stations A, B, C, etc., with


the bearing of an unknown
and
origin 0,
from each of these stations; to find the most

coordinates of a

an

probable coordinates of P.

For instance, the unknown

ADJUSTMENT OF OBSERVATIONS
station

83

a reef near the coast along which the points

is

The numerical data

A, B, etc., are located.

are as follows,

for five stations.

The vectorial angles in the last column are the angles


made by the vectors PA, PB, etc., with the line drawn
eastward through P, calculated from the given bearings.
Using coordinates x and y to locate P, and x a y a etc., for
,

A,

we can

etc.,

write

y a -y
x
xa
or

that

x tan

Ba

tan

x a tan

1785 tan 31 3

fl

6a

ya

is,

x tan 31
etc., as

1501,

the observation equations, there being as

known

of

These equations, being


be
y, may
adjusted in the usual
Let the student do this. (The results should

these as there are

be, approximately, x
E., 1000 N.)

stations.

and

of the first degree in x

manner.

many

930, y

1000

that

is,

P =

930

84

THEORY OF ERRORS AND LEAST SQUARES

2.

is

taken from Merriman

many
is

The next

Relative Levels of Stations.

Least Squares, and

illustration
is

typical of

kinds of measurements in which the quantity sought

measured by parts or segments.

for example, applied to a

number

The same method

of angles at

is,

one station.

Given, a number of determinations on the relative altitudes


of several stations, obtained

by

precise leveling,

to find

the most probable values of their altitudes above one of

them taken

as a datum.

Following are the results of the

levelings.

A
B
B

above

573.08

ft.

2.60

ft.

above

575.27

ft.

C above B

167.33

ft.

above

D above C 3.80 ft.


D above B 170.28 ft.
D above E 425.00 ft.
E above
E above
Representing by
stations

above

319.91

ft.

(one way)

319.75

ft.

(another way)

a, b, etc.,

the elevations of the respective

as a datum, the following simple observa

tion equations at once result.

=
b - a =
b =
c - b =
d-c =
a

573.08
2.60

575.27
167.33
3.80

ADJUSTMENT OF OBSERVATIONS

-b =
d-e =

e
c

The student can

=
=

170.28

425.00
319.91

319.75

readily adjust these in the usual manner.

It will be interesting in this case to

values of

and

compare the adjusted

with their values as directly measured.

from Astronomy.

Errors of the Transit and Clock.

1.

ascertained, at

the stars.

veyor

on a

Illustrations

38.

is

a, b

To

Astronomical time

any observatory, by observations upon


end an instrument not unlike a sur

this

s transit is

solid pier,

85

used.

and

is

It is larger, however,

and

fixed

incapable of rotating horizontally,

being swung in the vertical plane of the meridian. This


instrument is the astronomical transit or the meridian
circle.

When used for time

observations, the telescope

is

set at

the proper angle of altitude for some star to traverse


field as it crosses

the meridian.

The exact
is known

its

sidereal time

as the right
of meridian passage, or transit,
*
ascension of the star, and is given in the star catalogues.

In order to correct the clock, therefore,


to note at

what time, by the

it is

necessary only

clock, the star is actually

ob

served to cross the meridian.

is

* Right ascension on the celestial sphere, as shown by the star maps,


on the earth, only it is usually expressed

closely analogous to longitude

minutes and seconds, reading toward the east.


corresponds to terrestrial latitude.

in hours,

Declination

THEORY OF ERRORS AND LEAST SQUARES

86

On

account of the extreme accuracy demanded in as


tronomical work, this apparently simple procedure re
quires the elimination of certain recognized instrumental

These are

arising

from the

non-horizontality of the bearings or trunnions

on which

errors.

(1)

the

the telescope turns, so that

level error,

its

revolution does not exactly

coincide with the meridian plane

(2)

the azimuth errort

or failure of this axis of rotation to coincide with the east

and west

line,

of rotation

(3)

which has a similar

effect

on the plane

the collimation error, due to the fact that

the cross-wires in the telescope, which determine

its line

of sight, are not exactly in the optic axis, being a little to

one side of the center of the


there

field.

the error of the clock, which

is

wanted.

In addition to these,
is

the quantity really

The level error is ascertained by a

tion of the stride level resting

direct applica

on the trunnions and having

a very sensitive graduated spirit-bubble.

The

other errors

must be found simultaneously from several observations


on different stars, the level error reading being simply a
part of the determination.

Without entering into the applications

of spherical as

tronomy required,
may be simply stated that the ob
servation equations involved are of the first degree. If
it

=
<?i

the azimuth error,

q2
#3
I

all

the true clock error (clock minus true time),

=
=

the collimation error,


the level error,

being expressed in seconds of time, then the form of

ADJUSTMENT OF OBSERVATIONS
the observation equation
qi -f

ag2

87

is

d being the apparent clock

cg 3

bl,

time indicated by
the clock at apparent transit minus the true time of transit,
The quantities a, b and c
or right ascension, of the star.
are

known

as

error, or the

s coefficients,

Meyer

the following formulas

sin

(X-a)

cos
b

and are calculated from

= cos(X-S)
cos 5

in wilich

is

sec

the latitude of the observatory and

lination of the star used.

at

hand

5,

the dec

Tables of these coefficients are

in every observatory.

Of course three observations on

different stars, at least,

are required to determine q\ and eliminate qz

more are made,

q%.

If

may be applied
a typical set of data

to their adjustment.
of this sort,

and

least-square reduction

Following is
based on the observed transits of

IOWA CITY, IOWA,

Lat. 41

40

November

six stars.

16,

1896

THEORY OF ERRORS AND LEAST SQUARES

88

No

allowance has here been

clock

made

Parallax and Proper Motion.

2.

for

error in the

any

rate during the progress of the observations.

Stellar parallax

is

the

in the position of a star, during the year,

apparent change
caused by the earth
this, there

is

motion

the actual, or

In addition to

in its orbit.

"

proper,"

motion

of the star

through space. These two are superposed and pro


duce one resultant effect upon the star s apparent posi
itself

tion at

any time.

components

Modern

is

Their separation into distinguishable

the problem here presented.

astronomical

measurements

very largely by photography.

The

conducted

are

star in question

is

photographed on the same plate with others so immensely


farther away that they have no perceptible parallax or
proper motion, and then the positions of the images are
measured at leisure on very accurate measuring machines.

Let

TT

/*

=
=
=

the parallax in a given direction,


the proper motion in that direction,
the measured displacement of the star in that
direction,

with reference to

position at

some previous date T days

Then the observation equation


astronomy to be
PTT

is

7>

+c=

apparent
past.

in practical

s.

the parallax factor, easily calculated from the direc-

tion of the star


c is

shown

is

its

and the position

of the earth in its orbit.

an unknown constant, depending on the peculiarities


measuring machine, and to be eliminated. The

of the

ADJUSTMENT OF OBSERVATIONS
three

unknowns

are, then,

TT, f^

and

c.

The

89

coefficients

and T and the quantity s are varied by making observa


tions on many different dates, and from the resulting
series of

of

observation equations, the most probable values

the proper motion and the parallax are obtained.

latter gives the

The
The

most probable distance of the star.


somewhat technical, no numeri

details of the process being


cal

example

is

here given.

If
Observation Equations Not of First Degree.
are
not
of
the
first
re
the observation equations
degree,

39.

course

may

be had to the general method explained in

Art. 33, that

is,

to the application of the principle of least

squares through the general equations (37).

This would

often lead, however, to normal equations that would be

exceedingly inconvenient to solve.

In

many such cases, the difficulty may be at once avoided

by a suitable application of logarithms. A standard


measurement in the physical laboratory, for example, is
the simultaneous determination of the magnetic field of
the earth

magnet used

and the magnetic moment


for the purpose.

of the bar

One experiment

gives the

product,
(41)

SI>

and another the quotient


(42)

f-*,
of the

may

unknown

quantities.

These observation equations


and H, as

be made linear by using instead of

THEORY OF ERRORS AND LEAST SQUARES

90

unknowns, their common logarithms

M + log H = log
(43)
- log H = log
M
log
the most probable values of log M and log H being then
log

$1,

s2 ,

found

in the usual

manner.

Again, the solubility of a chemical salt


theoretical

formula*

= se

(44)

terms of the centigrade temperature


C. and c

solubility of the salt at

ing on

given by the

ct

in

is

heat of solution.

and

is

t.

is

the

a constant depend

unknowns, to be
determined for each substance by means of several meas
urements on s at different temperatures. For this purpose
the observation equation may be written
its

c are

log s

273

log e

the most probable values of c and log s


directly found.
bility of

The

log

s,

(45)

being the values

following data pertain to the solu

potassium chlorate (KClOs) in water.

* See Arrhenius, Electrochemistry.

ADJUSTMENT OF OBSERVATIONS
The

eight observations

on t and

s furnish eight

91

observation

equations of the above form, which when adjusted give


as most probable values log S Q =
1.6073, whence SQ =
0.0247

and

substance

The

13.82.

may now be

solubility formula for this

written in

its original

form, or more

conveniently retained in the logarithmic form


log s

6.0014

from which the values of

The student

calculated.

the observations on

and

i-

1.6073,

given in the third column are

will find it instructive to plot


s,

and

also the

corresponding to the calculated values of

smooth curve

s.

It

would be

imagine a more typical application of least-

difficult to

square adjustment than the one just given.

Another method

of procedure

equations are not of the


to Horner s

is

equations,
40.

method

of

first

when the observation

degree,

somewhat analogous

approximation for higher algebraic

explained in Note B, Appendix.

Observations upon Quantities Subject to Rigorous

Conditions.

It often

happens that unknown quantities

involved in observation equations are further connected

by known mathematical conditions, which the final ad


justed values must rigorously satisfy. For example, the
most probable values of the angles of a triangle could not
be a set of angles whose sum is other than exactly 180
;

the

sum

of all the percentages in a chemical analysis

must be 100;
are

known

etc.

Observations upon such quantities

as conditioned observations.

THEORY OF ERRORS AND LEAST SQUARES

92

Suppose that the

results of

measurements upon the

three angles of a triangle are

(46)

These are the observation equations. To


must be added a fourth equation, namely

this list there

qi

which

is

called

?2

q*

= 180,

(47)

an equation of condition.

It differs

from

the others are not.

known to be exactly true, while


The three most probable values,

when deduced, must

satisfy this equation exactly;

the others in that

others

must be

it is

satisfied as nearly as

may

be.

the

This equa

tion of condition cannot, therefore, be classed as an ob

servation equation and treated like the others.

In general, we may have n observations involving I un


knowns, which are further subject to m rigorous conditions,
expressed as equations of condition,
for

if

equal to

it,

m must be less than

the unknowns would be absolutely de

termined by the given conditions, and the measurements


would be superfluous and if greater, no set of quantities
;

could, in general, be found to satisfy

all

the conditions.

There being fewer conditions than unknowns, there is


an unlimited number of sets of values of the unknowns
which might satisfy the conditions, and we have to de
termine from the n observations which of these sets is
the most probable.

ADJUSTMENT OF OBSERVATIONS

93

m conditions do not give the values of the


they enable us to express m of the unknowns

Though the
unknowns,

we now
unknowns in the

may

then be adjusted

rigorously in terms of the remaining ones;


substitute these expressions for the

observation equations, the latter

most probable values of the I


maining. The most probable values

for the

quantities

may now

and

if

quantities re

of the

replaced

also be calculated so that the condi

tions are exactly satisfied.

Applying this to the case of the angles of a triangle,


subject to one condition (47), one of the angles, say #3,
be expressed by means of

may
tW

93

The

180

it

9l

in

terms of the other

?2 .

(48)

three observation equations then appear:

(49)

180

Let the student adjust these and show that the most
probable values sought are

[180

(50)

the third result folio wing, from the other two through sub
stitution in (48)

which shows that the

results sought
can be obtained by adding to each measured angle onethird the discrepancy between the sum of the measured
;

94

THEORY OF ERRORS AND LEAST SQUARES

angles and 180, so as to

make

on the assumption that

all

are equally trustworthy.

proceeding

is

the

sum

correct.

This

is

three of the measurements

(See Chap. VII.)

The same

to be followed in every case where the

observation equations represent the separately measured


values of the unknowns, while the one equation of condi
tion rigorously gives their sum.

common
If

Cases

like this are of

occurrence.

the sides of the triangle are measured, as well as the

angles, there will be six observation equations (at least),

and three equations of condition. Of these latter, one


will be the same as (47), the other two arising from the
requirements of trigonometry as to sides and angles.
A case of special importance to the surveyor is the ad

justment of the sides and angles of a polygon of land. In


addition to whatever measurements are made upon the
lengths and bearings of the sides, there are two rigorous
conditions to be fulfilled, namely that the algebraic sum of
:

the projections of the sides on an east-and-west line

and the algebraic sum


south line

is

zero.

in detail in the

of their projections

This adjustment

will

is

zero,

on a north-and-

be found explained

more advanced works on plane surveying.


EXERCISES

41.

1.

Draw

a large triangle on paper with a fine pencil,

and measure with a protractor each

of the angles.

Form

the observation equations and the equation of condition,

and from them deduce the most probable values


angles.

of the

ADJUSTMENT OF OBSERVATIONS
2.

Lay

off

on a straight

line four points,

95

A, B, C, D.

Measure AB, BC, CD, AC, BD, AD. From these


measurements form observation equations and compute
the most probable values of AB, BC, CD. These seg
ments may be conveniently
3.

The

lettered x, y,

following measurements were

z.

made upon

tangular metallic tank to determine its dimensions

Length

(inside) 27.31

a rec
:

cm.

Width

(inside) 16.08

Depth

(inside) 9.67 cm.

cm.

Capacity by standard graduates, 4.3217

liters.

Find the most probable dimensions.


4.

Draw

five lines radiating accurately

from a common

point 0, the further extremities being A, B, C, D, E.

Measure with a

protractor, by the differential method,


and turning the protractor at each measurement, each of

AOB, AOC, AOD, AOE, BOC, BOD, BOE,


COD, COE, DOE. Determine the most probable values
of the angles AOB, BOC, COD, DOE.

the angles

5.

The

following are the results of an analysis of a cer

tain medicinal

compound

Salts of calcium 1.26 per cent.


Salts of

sodium 2.53 per

cent.

Salts of iron 0.23 per cent.


Salts of

manganese 0.14 per

cent.

Salts of quinine 0.07 per cent.

THEORY OF ERRORS AND LEAST SQUARES

96

Salts of strychnine 0.02 per cent.

Water 95.67 per

cent.

Find the most probable values


6.

Six points, supposed to

of the several percentages.

lie

on the arc

the following measured coordinates

of a circle,

have

Find the most probable coordinates of the center and

most probable
7.

radius.

A steel tape was

of stretch

measured under different conditions

and temperature, as follows

Using the approximate formula


bf,

in

which

temperature and /

the most probable values of

IQ,

a,

=
b.

tension,

adjust for

ADJUSTMENT OF OBSERVATIONS
8.

Let

(Adapted from Wright

Adjustment of Observations.)

be the difference in length of two standard meter

bars at 62 F. and

Then

of expansion.

temperature

t is

the difference in their coefficients

the difference d in length at any

rf

Observations were

made

_
(<

62)

as follows

Van

24.7

0.00791 inch

37.1

811 inch

61.7

833 inch

49.3

820 inch

66.8

847 inch

71.5

849 inch

Adjust for the most probable values of


9.

97

der

Waal

and A.

equation for pressure and volume

T may be put

of a gas at absolute temperature

v*TR

va

The measurements

of

Amagat on

+ pv*b

-f ab

air at

in the

form

pv*.

moderate pressures

and at 16 C. (289. 1 absolute) were published as follows


p IN CM.

MERCURY

pv

76

1.0000

2000

0.9930

2500

.9919

3000

.9908

3500

.9899

4000

.9896

98

THEORY OF ERRORS AND LEAST SQUARES

Form

the observation equations

Appendix, and adjust


10.

The

by the method

electrical conductivity of

selenium

vary with the intensity of light falling on


the equation

The

of

Note B,

for a, b, R.

C=

it

is

found to

according to

following data were furnished

by Dr. F. C. Brown.

83
3

188

11

250

17

285

25

303

Adjust for the most probable values of a and b. (NOTE.


In working the above problem, it will be found
necessary, as is sometimes the case, to use caution in
dropping decimal places, as the normal equations hap
to slight changes in the
sensitive
pen to be quite
"

"

coefficients.)

11.

The E.M.F.

perature difference

by

of a thermo-couple for a given


t

between junctions

the equation
e

The

at

bt

may

tem

be represented

2
.

following values for a copper-tellurium couple with

one junction at 0, in which

by Mr. W. E.

Tisdale.

e is in volts,

were furnished

ADJUSTMENT OF OBSERVATIONS

99

<

50

0.000243

150

0.000254

82

242

162

262

245

180

265

248

186

267

113

249

190

266

117

250

195

267

128

252

200

268

140

251

92
100

Calculate the most probable values of the constants a

and

Plot the curve.

b.

In a sine intensity magnetometer, let the pole


strength of the bar magnet be P, the distance between its
12.

poles
a.

and the distance from

/,

d is

its

center to the needle pivot

the needle deflection and

sity of the earth s

these quantities

magnetism.

H the horizontal

inten

The equation connecting

is

-*..
The

following data were obtained at a station where


0.1884(c.g.s.).

a (CM).

a (CM).

20

24

17

40

25

12

46

45

35

30

48

50

27

35

26

Find the most probable values of


method of Note B, Appendix.

and L

49

Use the

100
13.

THEORY OF ERRORS AND LEAST SQUARES


The

specific

volume

of a certain liquid

was meas

ured at

different temperatures by a quick secondary


method which was known to have certain small persistent
errors.
At three of the temperatures, known as
tie
"

points,"

the specific volume was also measured by a more

laborious absolute method, free from the said sources of


error.

The

results follow:

In order to correct

was made

all

the data in the second column, use

of the equation

Y =
in

which

AX +

B,

X is the specific volume by the secondary method

and Y the corresponding corrected value,


assumed constant. By using the values

and

of

and

being

at

ADJUSTMENT OF OBSERVATIONS
the three

and
14.

"

tie

points,"

and correct

all

most probable values

find the

was calibrated

of

the secondary data accordingly.

glass sinker, used for precision

of liquid density

101

measurements

by the Archimedes buoyancy method,

for expansion, the

data being as follows

VOL. SINKER

TEMP. C.

24.0

(cc.)

34.03894

3907

24.5
25.0

3984

25.5

4085

26.0

4102

26.5

4134

27.0

4191

27.5

4203

28.0

4231

28.5

4240

29.0

4290

30.0

4393

Find the most probable zero volume and coefficient of ex


pansion of the sinker, assuming a linear relation.
16.

Guthe and Worthing

Iog 10

formula for the vapor pres

sure of water at temperature

p = 7.39992

C.

is

(J

+ 273)

From

the following data, find the most probable values of

a and

b.

102

THEORY OF ERRORS AND LEAST SQUARES


p (MM. OF MERCURY)

16.

The

10

20

17

30

32

40

55

50

92

60

149

80

355

100

760

angles and the sides of a triangle

measured, with the following

Angle

Side

ABC

were

results.

A
B

51

95

33 51

BC

1721.3

AC
AB

2207.5

ft.

1233.0

Introduce the necessary geometric conditions and adjust


for the most probable values of sides and angles.
17.
its

Draw

accurately a large quadrilateral

two diagonals

AC and BD.

A BCD

and

Measure with a millimeter

AB, BC, CD, DA, and with a protrac


DAB, DAC, CAB, ABC, ABD, DBC,
BCD, BCA, ACD, CDA, CDB, BDA. Introduce the

scale the four sides

tor the angles

eight necessary geometric conditions

most probable values


rilateral.

of the sides

and adjust

and angles

for the

of the

quad

ADJUSTMENT OF OBSERVATIONS
If

the diagonals had also been measured,

103

how many

conditions would be introduced?


18.

Adjust the transit observations given in Art. 38.

19.

(Adapted

Squares.)

from

Crandall

tions for x, y,

Least

z.

+ 1.41 y + z =
+ 0.68 x + 1.00 y + z =
+ 0.52 x + 1.02 y + z =
+ 2.51 x - 2.67 y + z =
- 0.73 x + 2.13 y + z =
+ 0.75 x + 1.01 y + a =
+ 0.53 x + 1.02 y + z =
+ 0.68 z + 1.00 y + z =
+ 0.81 x + 1.02 y + z =
+ 0.09 z + 1.27 y + z =
20.

and

Geodesy

Adjust the following transit observation equa

0.07 x

0.65,

+ 0.18,
+ 0.13,
+ 3.96,
-

1.88,

+ 0.02,
+ 0.13,
+ 0.44,
+ 0.29,
-

0.76.

In the following observation equations the un

knowns n and

+K

[~1

are constants of metallic reflection.

- } sin

L_

1= sin

TL J"^
^J. ~r~ j\. ^ _J

Assuming that approximate values

of

n and

tan

X are known,

transform these into observation equations of the


degree

by the method

of

Note E, Appendix.

first

CHAPTER

VI

EMPIRICAL FORMULAS
42.

the

Classification of Formulas.

many

If

we examine
*

into

formulas employed to represent natural or

physical laws,
distinct classes,

found that they fall into two fairly


which may be called, respectively, rational

it is

and empirical formulas.

To

the former class belong those which have been de

duced through processes of mathematical reasoning from


the elementary and established laws of the science to

which they pertain; hence the term rational. Such, for


example, are the equations for the motion of falling bodies,
the expressions for electric or gravitational force at a
point, the equations of the balance, the error equations
for the astronomical transit, etc.

certain constants or
is

coefficients,

In these there appear

the determination of which

often a matter of great scientific importance.

Empirical formulas, on the other hand, are those whose

form

from the

inferred wholly

is

results of experiment

or observation, and which have not been deduced theoreti


cally.

Some

of the best

examples of these are to be found

in engineering, such as the formulas for the flow of water


in pipes

and channels, or

of temperature.

for

steam pressure as a function

Empirical formulas also contain con104

EMPIRICAL FORMULAS
slants,

as

if

which are determined

in exactly the

105

same manner

the formulas were rational, and whose determination

depends upon experiment and measurement.


A closer examination into the subject reveals, however,
the fact that the boundary between these two classes is by

no means a sharp one, for the reason that a very large


proportion of the rational formulas purporting to represent

upon more or less em


pirical and approximate assumptions, which have been
adopted for the sake of simplicity of form, or for want of
natural laws have been deduced

better information.

whether there

exist

In

fact,

it

may

be doubted

well

absolutely rational formulas per

any

taining to material magnitudes.

Even Newton

great

and

it is

possible that some future investigation in astronomy

may

law of gravitation has


demonstrate

43.

it

its

experimental basis;

to be inaccurate.

Uses and Limitations

of Empirical Formulas.

Empirical formulas owe their existence to the fact that in

many

deduced to repre
phenomenon, but that,

cases no rational formula can be

sent the law of behavior of a


nevertheless, experiment

shows some law

is

being obeyed

which appears to be simple in character and


presumably expressible, at
matical symbols.

is

therefore

least approximately, in

Not being

able to trace the

operating between cause and effect, on account of


plexity or for other reasons, the experimenter

more or

less blindly for

mathe

mechanism
its

com

must seek

a functional relation that will

satisfactorily connect them.

It

may happen

that the

THEORY OF ERRORS AND LEAST SQUARES

106

finding of such a relation as accords perfectly with the

observations will throw

much

light

on the nature

of the

mechanism

itself, and lead to a theory relative to it, which


can be tested by more intelligently directed later ex

Stefan

periments.

fourth-power law of cooling, which,

though wholly empirical as

far as Stefan

was concerned,

has led to the important modern theory of radiation,

an excellent example

is

of this sort.

But the great majority of empirical formulas are con


fessedly artificial, and reveal nothing of the real nature of
the connection between the

phenomena

do not even pretend to consistency


sions

in the

involved.

Many

matter of dimen

the writer has estimated railroad culvert openings,

for example,

on the crude working

rule that the area of

opening, in square feet, should be equal to the square root


of the drainage area, in acres

an area equal to a length.

Nevertheless these formulas are capable of the utmost


practical usefulness;

upon the

principle of

by means of them, depending


continuity, we may accurately inter
for

polate the values of the

unknown

function between points

actually observed, and even, in a limited way, extrapolate

beyond the experimental region into conditions unattain


able in practice.

There

is still

another class of empirical formulas, more

or less in the nature of scientific curiosities, which repre


sent, in the experimental region only, a relation

between

variables that have no conceivable connection with each


other.

It

is

mula which

thus possible to construct an


will follow,

with

fair

artificial for

accuracy, the increase

EMPIRICAL FORMULAS
in population of the

United States, or of a

107
city,

with time,

or even the fluctuations of the stock market over a given


interval of time.

Such formulas

however, of

are,

little

value, as they are merely a sort of cast of a series of statis


tics

which are themselves available

represented

may

and

since the variable

not even be continuous, interpolation

and extrapolation with any certainty are impossible.


It must also be pointed out that empirical formulas
cannot be allowed to enter into theoretical developments

on the same basis as rational ones, unless their physical


nature is first carefully looked into and the region in which
they are assumed to apply

Where the

is

properly circumscribed.

(supposing one to

true functional relation

exist) can be dealt with mathematically with safety, an


artificial one closely approximating it may lead, if so used,

to altogether erroneous conclusions.


44.
1.

Illustrations of Empirical Formulas.

Reduction of Pendulum

reversible

pendulum

is

to

The Kater

Zero Arc.

familiar to nearly every physical

laboratory student as a means of obtaining the accelera


tion of a falling body,

g,

or the value of

so adjusted that the time of swing

supports,

i.e.,

points, the

when the

is

gravity."

When

the same from both

knife edges

pendulum swings

"

are

at

in a period given

conjugate

by the

ideal

simple pendulum formula

in

which

is

the distance between the knife edges.

The

108

THEORY OF ERRORS AND LEAST SQUARES

determination of g

is

therefore a matter of measuring the

period of oscillation and the distance

I.

This equation affords, however, an excellent example of


the class referred to in the last paragraph of Art. 42. For
in its deduction

assumed that the pendulum swings


friction from a perfectly rigid support,

it is

without any kind of

and that the amplitude of vibration is infinitely small,


none of which conditions is attainable. The writer has
attacked these

good

difficulties in

the following manner, with

results.

Apparatus is arranged to release the pendulum so as to


swing with any desired initial angle of amplitude, and
the time accurately observed for each of several small

The

amplitudes.

my

students,

degrees,

factors

are typical.

is
<f>

by one

of

the half amplitude in

the period in seconds.

The steady
all

following results, obtained

increase of period with amplitude includes

the true, theoretical increase that would exist

under ideal conditions, and the influences of


pivot friction

and bending

of

supports.

air friction,

The

results

are plotted in Fig. 8, which shows an unmistakable cur-

EMPIRICAL FORMULAS
vature with downward concavity.
fore

not linear, but

The

empirical formula

may

T = a
is

0.

now assumed to
This

is

relation

is

there

be approximately quadratic.

bcj>

+ ctf

(51)
7

represent the variable T as a function of

treated as a form of observation equation in

FIG.

which the

The

109

coefficients a, b, c are the

servation equations

and

unknowns.

The ob

residuals are written out as usual,

the normal equations deduced and solved, with the ap

proximate results
a
b
c

= + 0.878400,
= + 0.000073,
= - 0.000001,

THEORY OF ERRORS AND LEAST SQUARES

110

which give

T =

0.878400

as the relation desired.


is

the value of

that

is,

This

is

0.000073

In reality only a

for zero

amplitude that

the limit approached by

0.878400

By

sec.

fore, it is possible to

0.000001

as

is

(52)

<

wanted, for

we

it

are seeking

$ approaches

zero.

this slight extrapolation, there

extend the experiments into a region


The value of g may now be

unattainable otherwise.

calculated from this result and the measured distance

between knife edges.


2. Solubility Formula.

Previous to the theoretical

calculation of a rational formula for solubility in terms of

temperature (Art. 39), the relation was represented by an


empirical formula of simple power terms
:

The data given

in Art.

of the constants a,

bt

+ ct + dt*.

39 will

6, c, d,

suffice for

the determination

a result being obtained which

will fit the observations nearly,

the rational expression.

(53)

if

not quite, as well as

This exercise

is left

to the stu

dent.

Gordon

3.

Formula for Rectangular Columns.

The ul

timate strength of a rectangular column under compres


sion
it is

is
;

found to depend fundamentally upon how slender

specifically,

upon the

ratio of its length to its shorter

For long, slender columns, the


found to be expressed satisfactorily by the
following formula, in which U is the ultimate compressive
transverse dimension.

relation

is

EMPIRICAL FORMULAS

111

strength per square inch of cross section, and

R the ratio

of length to least width.

(54)

a and

b are the empirical constants to

be determined.

The

following data refer to white-oak timber columns or posts,

being expressed in pounds per square inch, and will

serve as a further exercise for the student.

a and
45.
will

b should

The reader
know by what process the form to be
representing the unknown relation between

Choice of Mathematical Expression.

now wish

used,

be about 925 and 0.00091, respectively.

as

variables,

may

to

be arrived

covering this matter.

at.

The

There

is

no general rule

empirical form once being

settled upon, the calculation of the empirical constants


is

a direct process;

but the selection of a mathematical

expression which can be made,


stants, to

problem

fit

by the use

of proper

the facts with sufficient accuracy,

is

con

often a

calling for the exercise of the highest degree of

ingenuity, especially where there

dependent variable.

is

more than one

in

THEORY OF ERRORS AND LEAST SQUARES

112

The

first

step will probably always be to plot the results

of the observations, or the data to be represented, to a

suitable scale

some

on coordinate paper.

sort of curve, which,

if

at

all

The

result will be

regular, will give

an

idea as to the nature of the variation, and will often sug


gest

an equation through

known

its

resemblance to some well-

locus, such as the straight

line,

parabola, etc.

few general forms have been found especially adaptable.

The equation
y

continued so far as

bx

may

ex 2

dxz H

be necessary,

(55)

may

be used for

curves which are not periodic, nor asymptotic, nor very


irregular.

The number

of

terms to be used

will

be limited

by the fact that the coefficients of powers that


omitted turn out to be negligibly small.

may

be

This form was

used in two of the three examples in the preceding article,


and might probably have been used with some success
in the third.

It

was remarked

in connection

with the

second example of Art. 36 that the volume coefficient of

expansion really varies when carried over a considerable

This might have been allowed for by adding a term


involving the square of t, with a third unknown constant

range.

coefficient, to those used.

used,

it

will

When

be well to apply to

such a form as (55)

it

is

the values of x and y

belonging to five or six of the observed points that seem

most accurately on the curve, as a preliminary


calculation, and determine from them approximate values

to

of

lie

an equal number

of the coefficients

without least squares,

EMPIRICAL FORMULAS
in order to ascertain

It

may

where the

series

113

may safely be stopped.

be found, in this way, that only two or three terms

are necessary, the coefficients

beyond these being

negli

gible.

The

many

following equations are also quite adaptable to

physical phenomena, particularly those involving

variables which approach a limit, or in which

maxima

and minima do not appear.

+ b log (x + K).
x = a + b log (y + K).
ax + by + c = xy.
= a + b log x.
log y

(56)

tion;

is

(56)
(57)
(58)

(59)

asymptotic in the y direction, (57) in the x direc


is

(58)

an equilateral hyperbola, asymptotic

The

both directions.

logarithmic formulas

may

easily

be put into exponential form if desired. The constant


may sometimes be theoretically assigned.

The equation
is

ax

by -f c

more general and includes

to be a special case of

may have maxima


n may be given a
a, b, c will

it.

or

(58).

The

in

x ny

(60)

(54) will also

be seen

curves represented by (60)

minima and points

small integral value, as

of
1,

inflection.
2,

3,

and

be the empirical constants to be determined.

The student

will

assumed values

do well to plot these equations, using

of the constants.

For functions that are apparently periodic, or which

114

THEORY OF ERRORS AND LEAST SQUARES


in the course of the varia
ups and downs
there may be used a limited number of terms of the

have many
tion,

"

"

trigonometric series

+ b sin nx + c cos nx
+ d sin 2 nx c cos 2 no:
-f/sin 3 nx + # cos 3 nx +
-j-

This

is

a Fourier

s series,

and can be made to

fit

(61)

any curve

with any desired degree of approximation by carrying


The calculation of
it to a sufficient number of terms.
the constants

may become

extremely laborious, and Prof.

A. A. Michelson devised, some years ago, a mechanism

known

as the harmonic analyzer, which will give their

approximate values.

the aid of this machine

By

possible to analyze very complicated

it

is

phenomena, such as

the tides or the variations in terrestrial magnetism, into

harmonic components, and often to reveal their component


causes.
in

But

it is

an altogether

by this means, to express


manner such phenomena as

also possible,
artificial

To

are referred to toward the close of Art. 43.

empirical

formulas of this class applies, particularly, the caution


against treating

them on the same

basis

as

rational

formulas in mathematical analysis.

Very often the problem

of selecting the proper

form

will

giving attention to obvious limiting con

be facilitated by
ditions, such as the fact that

effect is zero

where cause

is

This amounts to making the selection partly


zero, etc.
rational, and only emphasizes the statement that there is

no sharp distinction between rational and empirical ex-

EMPIRICAL FORMULAS
pressions.

After

all

has been

will still find true the

matter

calls for skill

said,

115

however, the student

remark, previously made, that this

and ingenuity

of a high order.

EXERCISES
46.

1.

Experiments were made upon the index of re

fraction of a solution of varying concentration

sodium

light being used.

The

results follow

and density,
:

Express the variation by a suitable empirical formula,


deducing the constants. Would it be safe to infer from
this
2.

formula the index for pure water?

galvanometer attached to a thermo-electric couple

gave the following readings

y,

for

the

corresponding

differences of temperature x:

Prepare suitable empirical formula, deducing constants.

THEORY OF ERRORS AND LEAST SQUARES

116

The

3.

curve

following are observed positions of points on a

Obtain an equation whose graph


nearly as possible,

4.

air,

and plot

The temperature

The temperature
expressing 6 in

6.

of a heated body, cooling

was taken each minute

being here tabulated

will fit these points as

it.

in

the

for ten minutes, the results

of the air

terms of

was 20.

Deduce an equation

t.

Measurements were made upon the radioactivity

of a deposit of pure thorium at intervals after its forma


tion, as follows

EMPIRICAL FORMULAS

117

Express the relation as an empirical formula,


activity will die out with time.)

The quantity

6.

of

discharge Q,

(Note that

cubic feet per

in

minute, of a 10-inch sewer pipe was found to vary with


the

data

slope

grade)

as

per

the

following

Work
7.

(percentage

out an empirical formula and plot

The means

of

many

it.

observations upon a certain

variable star of short period gave the following variations


of

magnitude

118

THEORY OF ERRORS AND LEAST SQUARES

Represent

this

variation

as

by

simple

a formula as

possible.
i

8.

The atmospheric

refraction

horizon at various altitudes

by the following
50 F. and normal

R
is

for a star

above the

given approximately

corresponding to temperature

table,

pressure

Represent these as nearly as possible by means of an


empirical formula.

9.

Amagat

experiments on

gave the following results

air at

very high pressures

EMPIRICAL FORMULAS

119

Represent these by an empirical formula.


10.

The

current through the field coils of a certain

dynamo was

varied and the voltage generated

by the

machine simultaneously measured, as follows:

Represent these by an empirical formula.


11.

The

specific

gravity of dilute sulphuric acid at

different concentrations

is

given in the following table

Represent these by an empirical formula.

120

THEORY OF ERRORS AND LEAST SQUARES

pyknometer being tested for evaporation was


allowed to stand in a desiccator and weighed at intervals,
12.

as follows

Sept. 30

15 P.M.

44.4226 grams

4 00 P.M.

.4223 grams

11: 00 A.M.

.3855 grams

3 30 P.M.

.3821 grains

8 00 A.M.

.3695 grams

4 00 P.M.

.3622 grams

Oct. 2

Oct. 3

Find the most probable weight at noon October


13.

1.

Simultaneous observations were made upon two

connected variables x and y with the following results

Represent these by an empirical formula.


14.

Following are vapor pressures, in

mm. of mercury, of

methyl alcohol at various temperatures

EMPIRICAL FORMULAS

121

Represent these by an empirical formula.


16.

Assuming the form


Ar
n = logN
!

log

in

which n

is

per cent, and s

the data of Ex. 10, Art. 30.


16.

The

104-5

log

15
is

2
a log ,104-3
,

15

grade, deduce

N and a from

Plot the curve.

following average heights

and weights

for

men

35 to 40 years of age were compiled by the medical director


Mutual Life Insurance Co.

of the Connecticut

Represent these by an empirical formula.

THEORY OF ERRORS AND LEAST SQUARES

122
17.

The

Society for the Promotion of Engineering

cation reports

Try

its

growth

to calculate the

in

membership as follows

most probable membership

Edu

in

1915

from these data.

Try to represent the data plotted


by means of an empirical formula.
18.

19.

The

head

Ex.

8, Art. 30,

measurements give the

following

length of the

in

average

in schoolboys at different ages (West,

Science, Vol. 21, 1893)

Represent these by an empirical formula.

EMPIRICAL FORMULAS

123

Records of the magnetic declination (departure of


compass from the true north) at 25 N. lat., 110 W. long,
20.

over a series of years are as follows (U. S.


1905)

Represent these by an empirical formula.

Mag. Tables

for

CHAPTER

VII

WEIGHTED OBSERVATIONS
47.

Relative Reliability of Observations.

Weights.

We

have hitherto regarded each one of a set of several


observations as having been made with equal mechanical
refinement, care and skill, and the results as meriting,

same degree of confidence. This assumption


however, far from the truth. The position of a

therefore, the
is

often,

example, as measured with an engineer

star, for
is

less reliable

meridian

than

circle;

observations

would be

made by

if

a tired research worker in a cold,

drafty laboratory are not worth as


series

made by

s transit,

measured with a large


and the results of a series of difficult
it

much

when
Again, the mean

the same person

favorable cpnditions.
careful observations

upon a quantity

is

as a similar

rested

and under

of a long series of

certainly of

more

value than the result of a single measurement upon the

same quantity.
It

is

therefore evident that, in practical work,

necessary to
reliability

by

employ some means whereby

may

be taken into account.

using a method of adjustment in

it

is

differences in

This can be done

which the more

trustworthy results are allowed to have more influence

upon the

final

most probable values than the


124

less reliable

WEIGHTED OBSERVATIONS
ones, thus giving each result a degree of

125

prominence pro

portional to its reliability.

To

accomplish

this, it is

the practice of observers to

assign to different observations, numbers,

which are sup

posed to represent their relative degrees of reliability,


and which are called weights.
Thus an observation to

which the weight 3 has been assigned


merit only half as

with the weight 6

much

considered to

is

attention in the adjustment as one

etc.

In order to have some basis of estimation, we

an observation
the

mean

of a certain

number

of observations considered

as having standard or unit weight,

and

number is
The assign

this

the weight of the observation in question.

ment

may regard

of given reliability as being equivalent to

an observation means that

of the weight 10 to

the opinion of the observer the result

is

the average of ten observations of unit weight.

standard of trustworthiness
it

may

it

Any

be taken as a unit, but

should be such as to render the weights of

servations referred to

in

as trustworthy as

all

the ob

simple, whole numbers.

It

is

to

be remembered that weights are purely relative quantities.

The assignment

of weights to the several observations

is a task demanding the exercise of skill and


If each observation is actually the
careful judgment.

of a set

mean

of several elementary observations

the same kind, the matter


in this case a

there

is

wise,

and

especially

is

and

all

comparatively simple, since

numerical basis of estimate.

when

kinds, the assignment

is

are of

Other

the observations are of different

not so easy.

The problem

pre-

126

THEORY OF ERRORS AND LEAST SQUARES

sents

many

analogies to that of giving numerical grades

to pupils.

Like other processes of the


servations cannot be covered
It

may

sort,

the weighting of ob

by any

set of definite rules.

be suggested that the observer should note and

record in detail the peculiar circumstances,

if any, attend
each
observation
or
of
set
observations which is to
ing

enter into the final adjustment, and allow no source of


unusual disturbance to go unnoticed. Often it is well to
assign weights at the time of the observation, while all

the circumstances are fresh in the mind, but this should

not take the place of recording the circumstances. It


sometimes happens that some one else examines the original
notes and prefers to assign weights for himself.

I recall

a case of this sort, in which the weighting depended solely


upon the records which the observer had kept of the

weather conditions prevailing at the time of each experi


ment. This was because wind and fluctuations of tem
perature were causes of marked disturbance in this par
ticular work.

48.

Adjustment

of Observations of

Unequal Weight.
In adjusting a set of observations to which different weights
have been assigned, we have but to remember that the
weight

signifies

equivalent in
It

is

that the observation in question

importance of

is

the

observations of unit weight.

therefore necessary only to repeat the corresponding

observation equation

times,

and then proceed as usual


That is, if the

with the reduction to normal equations.

WEIGHTED OBSERVATIONS
first

observation has weight

etc.,

then simply write the

2,

the second

127

5,

the third 3,

observation equation twice,

first

The
sum of

the second five times, the third three times, etc.

number

of observation equations

now Sw,

is

the

the weights.

simple illustration of this

is

servations on a single quantity

q.

sn

with weights w\,

2,

wn

the case of n direct ob


If

the results are

Si, s%,

the most probable value

as deduced on the above principle

is

w ns

\~W n

mw = *^

(62)

2w

This

is

equal,

called the weighted

it

mean.

the weights are

becomes simply the mean.

With observation equations


several

If all

of the first degree involving

unknowns, the process can be effected by

multiplying the expression for each residual by the


cient of the

unknown contained

first

coeffi

therein (as in the rule at

the close of Art. 34), then multiplying by the weight of

the corresponding observation, adding the results and

equating the

In this

sum

way each

to zero, to form the normal equation.


residual

is

represented in each normal

The

equation a number of times equal to

its

same thing may be attained by

multiplying each

first

of the original observation equations

of its weight

weight.

by the square root


and then proceeding with the reduction

128

THEORY OF ERRORS AND LEAST SQUARES

These square roots need only be indicated, by


means of radical signs, as they will disappear on re
as usual.

(Let the student show

duction.

why

the square roots of

the weights should be thus used, and not the weights


themselves.)

In the reduction of observations upon quantities limited

by

conditions (Art. 40)

it is

evident that the equations of

condition are not to be weighted, but only the observation

In the process of adjustment, the weighting


should be introduced after the conditions have been

equations.

involved in the observation equations, but before the re

Some

duction of the latter to normal equations.


following examples

of the

will illustrate this.

EXERCISES
49.

1.

of a line

Measurements were made upon the segments

AB, formed by

Mean
Mean
Mean
Mean
Mean
Mean

points C,

upon

it,

as follows

of 2 observations

on

AC =

45.10

of 3 observations

on

AD =

77.96

ft.

of 2 observations

on

CD =
CB =

32.95

ft.

of 3 observations
of 2 observations
of

4 observations

on

DB =
on AB =
on

ft.

98.36

ft.

65.55

ft.

143.55

ft.

Find the most probable values of AC, CD, DB.


2.

In one time-observation with a transit instrument,

only five of the nineteen lines of the reticle were used,

Nos.

2,

5,

10,

15,

18.

viz.,

second observation employed

WEIGHTED OBSERVATIONS
all

What

the lines.

129

can be said as to the relative weights

two observations, the method


the same in both cases ? (Fig. 9.)

of the

of observing being

In determining the constants of a balance, it was


borne in mind that the instrument was to be used re
3.

peatedly for the weighing of an ob


ject varying
in the

always

measured
load

twenty-five

45

2.402

of

weight but

neighborhood of 43 to

Hence the

45 grams.

of

in

slightly

grams,

scale

was

sensibility

with

times

giving

divisions

mean

FIG. 9

milli

per

gram, and only four times with zero load, giving a

mean

of

probable

Ex.

2.767

scale

values

of

Determine

divisions.

the

balance

constants

most

the
(Art.

35,

2).

4.

Draw

tractor,

a triangle and measure

its

angles with a pro

one angle being measured but once, the second

three times, the third eight times (or

some other

set of

unequal numbers), all the measurements being made


Introduce the necessary condition, assign
differentially.
the proper weights and deduce the most probable values of
the angles.
6.

The

tions

in

following pointings were

the

triangulation

of

cm. direction theodolite (U.


1904)

made

California,
S.

at three sta

using

a 50-

Coast Survey Report,

130

THEORY OF ERRORS AND LEAST SQUARES

Adjust for the most probable angles.


6.

The range

of

magnitude

of the variable spectroscopic

binary star a Geminorum was measured by a selenium

photometer on different nights as


Astrophysical Journal)

(Stebbins,

Find the weighted mean


7.

follows

of these observations.

Following are results from precise leveling in Texas

(U. S. Coast Survey Report, 1911).

The

weights assigned

are inversely proportional to the squares of the distances

between the

stations.

WEIGHTED OBSERVATIONS

131

Adjust for the most probable elevations above the lowest


station in the

list.

Experiments were made for the purpose of rating a


Price current meter, used in measuring the velocity of
streams. The data are the velocity V of the current in
8.

feet per

of the

second and the number

R of revolutions per second

meter (Raymond, Plane Surveying).

Assume a

linear relation

and deduce the two constants.

132
9.

line.

THEORY OF ERRORS AND LEAST SQUARES


Four points, A,B,C, D,

lie

consecutively in a straight

The following distances are measured with a steel tape.

Apply the principle that, in chaining, the weights of


similarly measured lines are inversely proportional to the
squares of their measured lengths, and adjust the above
values accordingly.
10.

Zenith telescope observations were

Station, Virginia,

upon the

made

at Roslyn

latitude of that station with

various pairs of stars, as follows (Chauvenet, Practical

Astronomy).

The weights were

assigned from the

and the precision with which the


employed had been measured.

of observations involved

declinations of the stars

Find the most probable

number

latitude.

WEIGHTED OBSERVATIONS

133

(Adapted from Chauvenet, Practical Astronomy.)


of the U. S. Coast Survey, angles were read
At a station
11.

on each of four other

stations,

A, B, C, D, as follows

Adjust for the most probable angles.


12.

Spectrographic radial velocity measurements were

made upon
lines

on

the Orion nebula, using different spectrum

different

Bulletin No. 19)

dates,

as follows

(Lick Observatory

Find the most probable radial velocity.


13.

certain

critical

coefficient

measured several times with

of

expansion

different apparatus.

Find the most probable value from these data.

was

134
14.

THEORY OF ERRORS AND LEAST SQUARES


The

following data are right ascension corrections

to the Berlin Jahrbuch

made by

the photographic transit

at Georgetown Observatory for the star f Ophiuchi on


different dates.

Find the weighted mean.


(Adapted from Wright

Adjustment of Observa
following trigonometric levelings were made
between two terminal stations A and B, as follows
15.

tions.)

The

WEIGHTED OBSERVATIONS
By

precise spirit leveling,

above B, which

may

was found to be 39.05 meters

be taken as correct.

heights of the other stations above

50.

results occur

tempted to
is

is

It

sometimes

in the course of a series of measurements,


which are so doubtful that the observer is

reject

their weight

Adjust the

accordingly.

Wild or Doubtful Observations.

happens that,

135

them

In technical language,

altogether.

so small as to be seemingly negligible,

a question whether their retention

harm than good.


The doubt may

from the existence

arise

disturbing conditions,

may

known

and

it

not do more

of unusual or

to the observer.

On

one

occasion I was making a quantitative analysis to determine

the exact concentration of a solution, and during the proc


ess of drying, accidentally spilled a

My

water into the residue.

few drops of hydrant


was to be an

final result

average from the analyses of several specimens, and the


accident would unquestionably vitiate the result of this

observation
culty

and

but the specimens were obtained with

could

ill

afford to spare

the result to be rejected or not

Again, suspicion

between the

may

any

of the data.

diffi

Was

be due to a marked difference

result in question

and

all

the others of the

This does not refer to mistakes (Art. 9), which may


usually be easily rectified. To the observer s best knowl
set.

edge, the doubtful observation deserves as

as the others, having been

made with

but he dislikes to retain

it is

it,

as

much weight

the same care;

so far out of agreement.

THEORY OF ERRORS AND LEAST SQUARES

136

The former

class of doubtful observations should, in

the opinion of the writer, be rejected unless some idea of


the extent of the disturbance can be obtained and due

made

correction
cited

was to

for

it if

test the

What

necessary.

I did in the case

hydrant water and ascertain that

the

amount

be

sufficient to affect the result at all seriously;

few drops would not


but I

of solids contained in a

gave only half as much weight to this observation as to


the others.

With the

latter class the case is

more doubtful.

because a result differs from the others


it is

any farther from the

ber of observations

is

is

truth, especially

small.

Just

no proof that

when the num

In casting out such a

result,

be throwing away his most valuable observation.


Certain criteria have been proposed for deciding whether
wild
to retain or reject a
observation, based upon the
one

may

"

"

law of error distribution.

Probably the best decision


be based upon the observer s judgment, it being borne
in mind that results of observations should not be tampered
will

Where wide

with unthinkingly.

be

if

well,

sufficient

it

will

possible, to continue the observations until a

number

distribution with

51.

deviations occur,

are accumulated to

show the law

of

some distinctness and symmetry.

The Precision Index

h.

It

was pointed out

in

Art. 28 that the quantity h in the error equation has to

do with the precision

of the observations (Art. 13),

the greater the value of


cated,

may

h,

the greater

thus be termed the

is
"

and that

the precision indi


precision index

"

WEIGHTED OBSERVATIONS
"

or

measure of

to inquire

precision."

what connection

137

We

are here naturally led

exists

between the precision


For, if we have

index and the weight of an observation.

two

measurements, one of which

sets of

is

more

precise

than the other, the value of h belonging to the error dis


tribution in one set will be larger than that belonging to
the other

while at the same time the weight of one ob

servation from the

from the second


Let

hi

and

Ci

set is greater

first

than that of one

set.

be the constants in the equation of error


and let Wi be

distribution corresponding to the first set,

the weight of an observation from that

them

all

and

to have equal weight;

set,

let h%, c2 ,

corresponding quantities relating to the second


probability of

an error x occurring
yi

Cl e-

supposing

w2

be the

set.

The

in the first set is

(63)

Let the value of the precision index corresponding to a set


in which the observations are of unit weight be h.
This

may

"

be called a

standard

index,"

value can as yet be assigned to


the

first

set is

error x

set, in

is

y
Therefore the probability
first set is

which

is

that of

its

though no absolute
observation from

An

equivalent in worth to Wi observations

from the standard

an

it.

giving

each of which the probability of

Wa ,
&*"*.

y\ of

the error x occurring in the

occurring Wi times in the standard set,

THEORY OF ERRORS AND LEAST SQUARES

138

The

error x being supposed the

these equations holding for


gives at once

same

all

in (63)

and

(64),

and

values of x, comparison

hi

Likewise

referring to the observations of the second set, having

weight

wz

That
2

hi

is,

2
:

h%

h$

2
:

= wi

w% w%
:

(65)

or the weights of observations are in proportion

to the

squares

of their precision indices.

In order to illustrate this principle, let the error distri


first set be represented by A, Fig. 10, and

bution of the

FIG. 10

that of the second by B.


of

measurements.

a and b from the

From

A represents the more precise set

Let the points of inflection be distant


?/-axis in

the two curves respectively.

(27), Art. 28,


1

or
b

Then from

a.

(66)

(65),

(67)

WEIGHTED OBSERVATIONS

139

thus possible, by means of a study of residual


curves, to estimate the relative weights of observations
It is

made by
or

by

with different instruments,

different processes, or

different observers.

In the next chapter (Art. 59)

will be presented a mathematical means of obtaining the

same information, without plotting the curves.

This does

not, of course, refer to the weighting of individual observa

tions of the

ment

same

set,

which must depend upon the judg

of the observer as to the conditions existing at the

time.

52.

Statement of

General

The

Squares.

ciated in three

the

Principle

Least

of

principle of least squares, already

ways adapted

to increasingly complicated

cases of adjustment (Arts. 29, 31, 33),


in its general form,

enun

which includes

all

may now be deduced


the others as special

cases.

Let a

series of

n observations be made, whose weights

are respectively w\,


Pi)

pz>

")

Pn-

w<z,

The

w n and
,

the residuals be

^~w

which

and h are the precision constants corresponding

to an observation of unit weight.

occurrence of

Y=

let

probabilities of these residuals are

(64)

in

2/12/2

all of this

yn

wl

The

probability of the

particular set of residuals

+ W2+

+Wn e- h2(wipl*+ wZ +

is

+ w npn

(68)

THEORY OF ERRORS AND LEAST SQUARES

140

The most probable set of residuals, and hence those


determined by the most probable values of the unknown
quantities involved in the observations, are those for which

maximum, and hence those for which 2(wp ) is a


minimum.
The most probable
The general statement follows
values of unknown quantities connected by observation equa
is

tions to

which weights have been assigned are those ivhich

sum of the weighted


a minimum. The meaning of
will render the

"

squares

The

is

squares of the residuals

the

term

"

weighted

obvious from the above.

rules of Art. 48 for the

adjustment of weighted ob

servations might have been deduced from the principle

as above stated, in the same

was made
33, 34).

manner

as the deduction

for the simpler case of equal precision (Arts.

CHAPTER

VIII

PRECISION AND THE PROBABLE ERROR


53.

of

Discontinuity

There

the Error Variable.

is

one point in the foregoing discussions of the law of error


In all of the mathematical

that has not been emphasized.

work, we have treated the error as

if

it

were a true con

tinuous variable x, which might have any value whatever

from

oo to

oo

But

to assume this would be to assume

an

infinitely

To

illustrate the fact, let

quantity

is

minute graduation

an angle.

of our

measuring scale.
us suppose that the measured
If the error were a continuous

variable, successive measured values of the angle need

not differ by so much as a billionth of a second, yet might


be different; and the probability of any particular error
out of the infinity of possible ones would be infinitesimally
small.

It is thus seen that the variable error x, instead of

varying by infinitesimal increments dx, really has equal


discontinuities A, which represent the smallest

finite

fraction of a unit in
pressed.

which the measured

On a surveyor

s transit,

results are ex

for example,

is

usually

one minute for single angle-readings; while with the


micrometers used on large equatorial telescopes, angular

measurements are made which


dredths of a second.
141

may

be expressed in hun-

THEORY OF ERRORS AND LEAST SQUARES

142

The

may then be represented as a sort of


with
stairway
equal treads and unequal risers, and the
errors considered as falling into compartments correspond
error curve

/
/

the

ing

to

A s,

just

several

as do the

shots in the

|\

experiment

IA

1L
The width

target

of

Art.

of one

of these error

"

com

being

height y,

it

"

partments
FIG. 11

and

its

may be looked upon as a narrow strip of finite area i/A.


y is the probability that an error will fall into the com
partment to which the ordinate y corresponds. Let us
imagine all the strips placed end to end, the total length
being

*Ly

1,

since this

is

the

of all possible errors (Art. 16).


strip

is

the area of the curve

A-e

sum

of the probabilities

But the area

of this long

Ve.A

2;= +00

- h2 *2

z=0

and

=4
A

2V.

being small, the summation 2 in (69)

(69)

is

purposes represented by the definite integral

for practical

PRECISION
I

= f
^o

Whence, from

The

integral

(69),

is

a function of
h,

and when we have de

h,

we

between the two constants

Value of the Integral

54.

The

h.

preceding

(70)

(71)

shall

/,

have found the

and h

which was referred to in Art.

tion,

and

w *(fo.

termined what function of


lation

143

of the error

re

equa

28.

and the Relation between

evaluation of the definite integral I of the

article is

worked out

in

Note C

of the

Appendix,

this being a

problem belonging to the theory of definite


and
an interesting example of a method often
integrals
employed in such cases. The result is

|l.

(72)

The student who does not

care to follow out the proof may


the
result
verify
by plotting the function for two or three

chosen values of h and integrating the curve with a planimeter. However, the note referred to is not difficult to
read,

and students are advised to do

so.

Substituting the value of I here obtained in (71), the


expression for c

is

found to be

-,
VTT

and

is

therefore proportional to h.

(73)

THEORY OF ERRORS AND LEAST SQUARES

144

We may now write the error equation in a final and more


satisfactory

form

in

which the law

upon the

-*>-"

(74)

of error distribution is

which

scale-interval A,

is

made

to depend

readily obtained from

the recorded observations, and upon a constant h which

we have come to refer to as the precision index


which, as will be seen

later,

(Art. 51)

and

can also be calculated from the

results of the observations.

55.

The

Probability of

an Error Lying between Given Limits.

Probability Integral.

theory of errors
will lie

is

An important problem

between two given limits Xi and

obtained in terms of the precision index

X
h.

This

z.

may be

For, the result

is merely the sum of the probabilities


between Xi and
z which is, by (74)

sought

in the

to find the probability that an error

of all errors

A by dx as in equations (69), (70), in order to


convert the summation approximately into an integral,

or replacing

XX2 e

-vx*

dx-

7,

(*Xl
I

-v/~^0

e- ht * dx.

(75)

PRECISION
The

is

145

definite integral occurring in (75), viz.,

2
by a substitution. Let kx = z, h?x =
when x = X z = h X. We then have

simplified

hdx

dz

2
,

fhX

fUX -

(76)

This expression
limit

upper
an error
the

to

less

is

hX.

will

useful

is,

is

It

lie

question

bility that an

that

and

integral,

ability

evidently

function

the

expresses

and

between

of

probability

+ X.

precision, the value

of

the

called

commonly

is

prob

the

that

As applied
of

itself

than that of 2F, which is the proba


error will lie between +
and
X,

that a measured result will be within

of

the true value.

Our problem now

Y from

requires that

the given value of h X.

expressed directly as a function of

uated through the use of


cal

work

student

is
is

we be

able to calculate

cannot, however, be

hX, but must be

infinite series.

eval

This mathemati

D of the Appendix, to which the


Tables of the values of the integral,

given in Note
referred.

thus calculated, are standard, and given


the theory^of errors.
values of( 2

ment hX.

re

in every book on
In the accompanying table the

given,

corresponding to the

argu

146

56.
-

//

THEORY OF ERRORS AND LEAST SQUARES

Calculation of the Precision Index from the Re-

siduals.

The

table in the preceding article enables us to

find the value of 2

Y corresponding to any given

value of X,

providing the precision index h is known. That is, if we


have h, we can find from the table the probability that an
error will not exceed a given value

Reciprocally,

if

X in numerical value.

the value of 2

corresponding to a

PRECISION
given limiting error
the same
as a

from

can be determined by any means,


and hence of h, just

table will give the value of h

number can be found from


its

147

tangent,

by

its

logarithm, or an angle

interpolation.

This

plished from a study of the residuals

observations

is

if

may
the

be accom

number

of

large enough.

For, the probability 2

that a residual will

lie

between

+ X and

may be obtained by finding what propor


tion of them do lie between these limits.
By choosing
X, as many values for h X may
be found, which may be combined like observation equa
several different values of

tions for the

While

unknown quantity

h.

this is rather too laborious a

purposes,
clearly in

it will

mind the

measurements.

method

for practical

be found a very useful means of getting

We

relation of h to the precision of the


shall therefore

apply it, by way of


illustration, to the following results of 144 measurements
upon the length of a line. Of these:
RESIDUALS

RESIDUALS

THEORY OF ERRORS AND LEAST SQUARES

148

The

interval

An

examination of the residuals gives the following

facts

between successive residuals

is 0.1

foot.

The numbers

in the

column headed 2

values of the fraction

55

^V
;

144
values of

hX

e.g.,

144

are simply the

0.3819, etc.

The

corresponding to these values of 2 7, ob

tained from the probability integral table, are as follows

any one

By

of

which

will give

using the above values,

tion equations for

h,

thus

an approximate value

we may

of h.

write simple observa

PRECISION
0.1 h

0.2 h

=
=

149

0.353,
0.616,

etc.,

which when reduced in the usual manner (Art. 34) give


as the most probable value
h

2.33.

Using this as the value of h and 0.1 as that of A, and sub


stituting

them

in (74), gives as the equation of error distri

bution for this case

0.1314 e~ 5A

Let the student plot this curve and the actual distribu
tion of residuals together on the
of comparison.
five or ten

The

ordinates

same sheet

for the

had better be

purpose

laid off

on

times as great a scale as the abscissas, for con

venience.

Approximate Formulas for the Precision Index.


The foregoing is doubtless as accurate a method of ob
57.

taining the precision index h as could be desired where the

number

of observations is large,

and where

it

can therefore

be assumed that the residuals distribute themselves in


accordance with the error law.
for practical purposes,

The

It is

however too laborious

and can be replaced by shorter

one here presented depends, in fact,


upon the same principle as that used in the foregoing cal

methods.

first

culation, being simply

more

direct.

Let there be n observations made upon the unknown

150

THEORY OF ERRORS AND LEAST SQUARES

quantity or upon functions of it, the errors being xi,


x2
xn
From (74), the probabilities of these errors
,

are, respectively,

= -=e~ h \
fli-^

yi

v.-i-a

and the probability

of the given set of errors is

(77)

The most probable value


these observations

is

of h that can be afforded

the one giving

probable distribution of errors,

equivalent to the statement that

which

condition
is

to be a

by

the most

rise to

is

maximum.

Hence, regarding h as a variable and obtaining the condi


tion for Y a maximum by differentiation of (77), we have

h=

whence

This would be adequate

and does very


servations,

true errors.

if

well in

any

(78)

if

the true errors x were known,

case,

where there are

many ob

we simply use the residuals p instead of the


The discrepancy between (78) and the value

PRECISION

151

obtained by using the residuals is discussed by


writers at some length, and it is a question whether

many
it

de

serves such attention, inasmuch as only an approximate

value of h
So:

is

is

is

S/o

may

be easily seen that

greater than

squares

It

usually required.
Z/>

to be a

since by the principle


minimum. Hence if Sp 2
,

to be

something must be done to

used instead of Sx in

of least
is

(78),

reduce the numerator as well as the denominator.


general practice

is

make

to

it

instead of n, a pro

The formula

cedure which has some theoretical support.


for h

now becomes
n

This formula

is

what

use

somewhat

is

squaring

all

is

(79)

of the greatest

known

tion of

importance in the calcula

as the probable error (Art. 58).

owing to the

laborious,

the residuals.

The

Its

necessity of

Another formula

for h, first

used by Peters, can be derived upon the following reason


ing.
is n.
Then
The total number of errors, both + and
nx be the number of errors having the particular value x,
,

if

their probability is

y=^n = ~eVTT

Let us consider only


is

the same as that of

out signs.

The sum

+ errors,
all

h* x

(80)

the average value of which

the errors,

of all the

and

errors

is,

taken with

from

(80),

152

THEORY OF ERRORS AND LEAST SQUARES

or approximately (see Art. 53),

The average

of the

(disregarding sign),

and hence

errors,

-f-

of all the errors

therefore

is

(nx x)

n
whence

\n
h

This formula,

h^TT
(81)

like (78), is in

terms of the errors

x.

In

order to reduce (78) to the expression (79) for h in terms of

the residuals

If

p,

the numerator was reduced in the ratio

we apply the same

placing the x

which

process to (81), at the same time re

by the p

s,

we obtain as the analogue of

be referred to as Peters formula for


be called the standard formula for h.

will

(79) will

It is to

h,

(79),

whereas

be noted that the above reasoning applies only

to observations of equal weight.

The

question of weight,

as related to precision, will be introduced in Art. 59.

We

have

heretofore treated the precision of observations in a

more

58.

The Probable Error

of

an Observation.

PRECISION
or less abstract and relative way,

153

and the need

In short,

ap
more concrete and tangible expression for it.
we desire something that will convey to the

mind an

idea of the accuracy attained, in terms of the

units of

measurement used.

is

parent for a

This has been secured in

several ways.

One

of the simplest quantities of this sort is the average

residual,

taken without reference to

to the precision index

is

sign.

Its relation

obtainable from (82), which

gives as the average residual

(83)

or

if

is

very large, approximately,

n
which

is

equivalent to (81).

Again, there
residual,

is

the virtual or radical

which from

mean square (R.M.S.)

(79) is

(85)

n
or

if

is large,

approximately,

The
that

concrete significance of this quantity


it

(86)

lies

in the fact

represents the abscissa of the point of inflection

on the error curve

(Art. 28,

Eq. 27).

THEORY OF ERRORS AND LEAST SQUARES

154

The most approved expression used for this purpose is,


however, the probable error. In Art. 55 it is shown how to
calculate the probability that

an error

will

not exceed a

X, providing the precision index h

given limit

known,

is

the table of the probability integral being used in the cal


culation.

We may now

Designated by

give the following definition.

the probable error of

e,

an

observation is

such that the probability that the given observation differs

from

the truth

by an amount numerically

equal to the probability that


cally greater than

More

briefly,

differs

error

as

it is

just as likely to be less than

is

lies

In the long run, half the errors


exceed

by an amount numeri

to be greater

the probability that an error

will

or in other words,

between
will lie

and

within

e is

and

e,

J.

half

it.

Therefore,

c is

that value of the limit X, appearing in

the argument h X, which corresponds to 2

Y =

in the table of the probability integral.


in this table gives as the value of the

which 2

is

e.

any

the probable error

it

than

less

F =

0.5000

Interpolation

argument

hX

for

0.5000,

he

whence the probable error


6

0.4769,

is

_Q^6.
h

(87)

Using the standard formula (79) for

0.6745

-,

h,

this gives

(88)

PRECISION
in terms of the

sum

of the squares of the residuals;

we obtain

using Peters formula (82),


the probable error,

sum

in terms of the

Peters formula

155

Peters formula for

(89)

of the residuals without sign.

it will

be seen that when n

proximately,
e

is

From

large,

= 0.85^;

to

equal

85 per

observation is approximately

cent, of the average residual,

This simple rule

sign.

an

is

ap
(90)

or the probable error of

or

taken without

sufficiently accurate for most

practical purposes, in the case of a long series of observa

tions of equal weight.

The notation by which probable


uses the double sign.

errors are expressed

For example,

if

the mass of an

obtained by weighing, is stated as 24.830726


0.000014 grams, this means that the probable error of
the weighing is 0.000014 gram. This quantity would be

object,

by taking a series of weigh


on the same balance under the same conditions,

obtained, as explained above,


ings

finding the residuals,

59.

When

and applying

(88), (89) or (90).

Relation between Probable Error and Weight.


the several observations of the same series are

assigned different weights, the probable error of a single

observation has no significance without further qualifica


tion, since

the precision index

h,

and hence the probable

THEORY OF ERRORS AND LEAST SQUARES

156

error, is

supposed different for the different observations.

We may

express both, however, with reference to obser

vations of some selected precision, as those which have

We

been assigned unit weight.


precision index and by

and

of unit weight,

by h the

shall designate

the probable error of observations

refer to

them

also as observations of

Other observations whose weights


have precision indices hi, fc,
and
,

standard precision.
are

w\ t

wz

probable errors

We have
(Art. 51,

(87),

2,

already deduced the relation between h and

h%

hz

for fe

^3

It is

Eq. 65).
hi

From

ei,

= V Wl ^w2 ^Wi
:

:=-:-:-:
l

63

Combining these proportions,


ei:

e3

=-7=
*Wi

~j==

^w2

-7=
^wz

~,

(91)

which expresses the very important principle that the


probable errors of different observations in the same series
are inversely proportional to the square roots of their weights;

or reciprocally, the weights of observations of the same kind


are inversely proportional to the squares of their probable
errors.

To

if the probable error of a measured


obtained
by one method is found to be only
quantity
one-half as great as that obtained by a less precise method,

illustrate this,

then the weight assigned to the former in combining them


should be four times that assigned to the latter. In other

PRECISION

157

words, one observation by the former method


four

made by

is

worth

the latter.

be the probable error of an observation of unit


weight, found from (88), (89) or (90), then by the foregoing
If e

principle, the probable error of


is

given by
,

This

will shortly

an observation

of weight

(92)

-f:.
VHJ

be seen to have an important applica

tion to the finding of probable errors of adjusted or

probable values of
If
is

unknown

most

quantities.

the probable error of an observation of unit weight

to be calculated from a series of weighted observations,

we may generalize the reasoning of Art. 57 as follows.


The weights are w\, wz
and the corresponding precision
,

indices

hi, Jh,

h being the standard index,

*.The

probabilities of the respective errors are

now

given by

THEORY OF ERRORS AND LEAST SQUARES

158

The

joint probability, corresponding to (77),

is

now

&

Y=

from which, by the same reasoning as that leading to

and

(79), the

standard index of precision

Instead of (88)

we now have, by

(78)

is

substitution of this

new

expression for h in (87),

= 0.6745 J^2-,
\ n

(94)

the important standard formula for the probable error of

an observation

of unit weight, as obtained

of weighted observations.

ming
plied

from a

In this formula, before sum

the squares of the residuals, each square

by the corresponding weight;

residual

is

series

is

multi

or, otherwise,

each

multiplied by the square root of the corre


(See Art. 52.)

sponding weight.

The same

modification

formula (89) to adapt

it

may

be

made

in the Peters

to weighted observations, giving

(95)

(n-l)
or

if 7i is

large, approximately,

which corresponds to

.85^^,
n
(90).

(96)

PRECISION

159

EXERCISES
60.

7701

1.

a,

Two

was

of a special

one of which, No.

specific gravity bottles,

of the ordinary type,

and the

other,

improved design, were each

five times at the

filled

No. 7701

c,

with water

same temperature, the following being


made on the same

the results of the weighings, which were

balance in the same manner

No. 7701 a

No. 7701

42.602818

45.345518

42.604108

45.345852

42.603512

45.345597

42.602062

45.346437

42.602947

45.346219

Find the probable error of a single filling and weighing


with each of the two bottles, and the relative weights of
a single observation in the two cases.
2.

Eighteen measures of a horizontal angle were made


of a large Coast Survey theodolite, as follows,

by means

the observations being of equal weight


13

31

17".6

13

31

20".4

21

.5

20

.9

19

.0

23

.5

21

.5

18

.4

26

.2

14

.2

17

.1

21

.0

22

.1

21

.8

20

.1

22

.4

17

.9

17

.6

160

THEORY OF ERRORS AND LEAST SQUARES

Find the probable error of a single observation of this


series by means of each of the formulas (88), (89) and (90).
Regarding the mean as an observation of weight
find the probable error of the mean.
3.

Find the probable error

experiment of Art. 11, Ex.

of

one shot in your own target

1.

Find the probable error of one observation


series of measurements which you made upon a
4.

Art. 11, Ex. 2.


6.

18,

Also, find the probable error of the

Six separate researches,

by

in the
line in

mean.

different observers,

upon

mean

with

the velocity of light gave the following

their probable errors, in kilometers per second

298000

1000

298500

1000

299930

100

299990

200

300100

1000

299944

50

results,
:

Assign the proper relative weights and find the probable


error of an observation of unit weight.
Also, regarding the weighted
of weight

Explain
is

mean

as an observation

Sw, find its probable error.

why

the answer to the

not 1000, supposing the

unit weight.
less precise

Give reason

From

first

first

part of the problem

observation to be assigned

the answer to the second part, do the

observations add to the value of the whole?


for

your conclusion.

PRECISION
6.

161

The constant of a Babinet compensator is determined

by measuring the

two successive dark

distance between

Micrometer readings

bands as seen through the analyzer.


were taken as follows
:

Find the probable error


ence in readings;
7.

of

of the

one measurement of the

Ten measurements were made upon

the magnitude

of a certain bright star, with the following results

0.600

0.470

.460

.483

.477

.475

.500

.490

.467

.475

Find the probable error


mean.
8.

of

one measurement and of the

Syntheses of carbonic acid gas

kinds of carbon by

differ

mean.

Dumas and

made from

different

Stas gave the following

THEORY OF ERRORS AND LEAST SQUARES

162

(Freund, Chemical Composition). The numbers


represent the percentage of carbon in the gas.
results

Find the probable error of one determination and

of the

mean.
9.

both

In a

series of

steel

and invar

were found (U.

S.

base line measurements

made with

tapes, the following probable errors

Coast Survey Report, 1907)

Averaging these, find the relative weights of base


measurements made with these two tapes.
10.

Apply Peters formula (95) to


an observation of unit weight

error of

14, Art. 49.

line

find the probable


for the data of

Ex.

PRECISION

Probable Errors of Functions of Observed Quanti

61.

An

ties.

sion

is
"

error

able

163

important phase of the subject of preci


what may be termed the "propagation of

and

illustrated

the

of

error

measurement,

is

by an

diameter

what

e;

example
a

of

circle,

The prob
obtained by

the probable error

is

Or

the area calculated therefrom?

of

generally, given the

probable error of a measured value of a quantity, to


find the corresponding probable error of any function of
that quantity.

Let the measured quantity be

q,

and the function

Let an observation be made upon q with error

x,

and

let

the corresponding error affecting the function Q, as a

be X.

result of this,

Then

if

x be small, we have ap-

X :x = dQ:dq,

proximately

X=A.

or

dq
It

may now readily be

seen that

able errors of the measured q

E=

and

if e

and

E are the prob

of Q, respectively,

^-e.
dq

then

(97)

This may, however, be shown as follows.


x n are a series of errors committed in
If Xi,
2
,

measurements upon

q,

and X\,

errors in Q, then as above,

2,

X n are the resulting

THEORY OF ERRORS AND LEAST SQUARES

164

*-fk

dq

X
*

or squaring

II

-xdq
7

^n

and adding,
(98)

Now

from

since the

(87), substituting the

or

and the

the probable error of q

are true errors (not residuals),

is

and that

value of h given in (78),

=0.6745

J*

of Q,

0.6745

from which
0.6745 2

0.6745 2

The substitution of

these in (98) with subsequent reduction

gives (97).

That is,
quantity

the probable error of a function of a single

is

equal

to the derivative of the

measured

function times the

probable error of the measured quantity.

For example,
q

9.67

0.02

if

the measured radius of a circle be

cm., the

computed area

is

Q =

wq

PRECISION
293.7663 sq. cm., and

0.02

In general,

of

probable error

is

a function of several

Q -/fa,

if x\,

x2

-, qt

q2 ,

qi,

is

E =

resulting error of

(/)

-,?,).

ft,

(99)

x are the errors of the respective values


t

simultaneously substituted in (99), the

given approximately by

is

Let there be a number


each giving

s,

is

(ri)

(ioo)

of series of observations

rise to

(100), viz., Xi, Xi,

which

measured quan-

*-lji*+g*+-+3hthe q

irq

1.215 sq. cm.

titles:

Then

its

165

n.

obtained from the

an error

upon

as represented in

Then approximately,

X s upon

squaring (100) and

omitting the product terms of the expansion. This omis


sion is justified by the fact that there will be in the long

run as

many

+ products

as

and they

will

be distrib

uted approximately in accordance with the error law,


and will hence practically cancel each other; whereas,
the square terms are

By

+, and must be

retained.

the same reasoning as that employed in the simpler

case following (98),

of

all

which (97)

quantities

e i}

may

e2 ,

we now

readily obtain

be regarded as a special case. The


e are the probable errors of measured
t

166

THEORY OF ERRORS AND LEAST SQUARES

values of

qi,

q2 ,

qt ,

and

the probable error of

sulting from substituting these values

re

in the function (99) .

As special cases of importance, we may take the following


If

(a)

Q =

Kiqi

+Kq +
2

E = V&V + #

then
If

(6)

Q=ffgiV-fc

+ K,q

V+

lt

+Kfa*.

(103)

r
,

Let the student deduce these


62.

results.

Probable Errors of Adjusted Values.

The

dis

cussions of the probable error heretofore have been con


fined to the results of single measurements.

The

values

finally taken as the most probable, for the unknown quan


tities, from a series of measurements may, however, be more

trustworthy than that of any single measurement, and the

manner
us,

by

of their calculation

from the observations enables

applying the laws developed in the preceding article,

to calculate the probable errors of these adjusted values,

regarding them as functions of the observations.


As the simplest illustration, we shall first take the case
of direct observations of equal weight
tity q.

The

upon a

observation equations are

=
=

= 9,

si,

s2 ,

single

quan

PRECISION
there being

167

The most probable value

observations.

ra

be given in the form

may

m = -Si-\--s
n

This

+-s n

2 -i-

a function of the form (a) of the preceding article,

is

and the probable error is given by (103). Each observa


tion s has the same probable error, designated by (88),
e

= 0.6745 J-^
\n

Then by (103) the probable


mean m is

error of the arithmetical

-, (105)
n(n

which

is

the formula ordinarily applied.

tained at once from (88) and (92)

metical

mean

of

n observations

It

be ob

may

by regarding the arith


of

unit weight as an

observation of weight n, as suggested in certain of the

problems of Art. 60.

By
tions

a similar course of reasoning,

upon a

single quantity

if

there are

having weights Wi,w2

assigned, the probable error of the weighted


e mw

The

is
*

0.6745.

mean

wn

(Art. 48)

^l

(n

(106)

l)2to

general case, in which there are

n observations

of

upon functions of unknowns q if q%,


somewhat more complicated.* We shall deal only

different weight
t,

n observa

See article by the author, Popular Astronomy, Vol.

p. 239.

XIX,

THEORY OF ERRORS AND LEAST SQUARES

168

with the usual problem of first-degree observation equa


represented

tions,

by

(38), Art.

The

34.

residuals are

then given by (39), from which their numerical values


must first be calculated. The probable error of an ob
servation of unit weight

is

now

residuals in the usual manner, or

=
which

0.6745

commonly taken

is

which certainly

by another formula

J^*V-,

differs little

from

many

(94)
/

satisfactory,

when n

(94)

/.

as a special case of (107), in which

(107)

more

as being

should be, large compared with

In

calculated from these

may

is,

and

as

it

be regarded

1.

kinds of work, the probable error of an ob

is known to the observer through


his
with
instruments, and need not be
long experience
calculated with reference to each series adjusted. At

servation of unit weight

sn
0i,

we

suppose the probable errors of Si, s*,


in equations (38) to be known, and designate them by

any

rate,

02,

shall

0n-

errors of mi,
ci,

2,

It

2,

is

now
,

ly

required to find the probable

which

may

be designated by

cz .

In the process of adjustment of such a set of observa


tions as here referred to, there arises a set of I most prob
able or normal equations, which, from the
at

them

(Arts.

34 and 48),

may

more conveniently,

of arriving

be symbolized as follows

+
etc., or

mode

+ Rtfnj) = 0,

169

PRECISION
.imi

2(6ms)

A<2.mi

+ Bim2 +
+B m +
2

,--..,

(I0o)

we

If

of

represent

members

the

then these
the

first

EI,

E s may

z,

the probable errors

respective normal equations,

each be expressed in two ways.

place, since the first

equation

member

of the first

In

normal

is

2(aws)
its

by

of these

aiwisi

+ a w S2 +
2

4-

probable error EI, as a function of the

a nw ns n

given by

s, is

(109)

),

with similar relations for the other normal equations.


Again, the probable error EI of the second member of the
first

normal equation (108), as a function of the

given

is

by
(HO)

with similar relations for


(109)

s,

and

(110),

2,

E$,

and the other

E^

Then equating
we obtain

similar pairs,

the system

2(6

Ve

),

V= 2(rW).
2
6
These equations are of the first degree in ei 2 e 2 2
and may be readily solved for these values, the required
,

THEORY OF ERRORS AND LEAST SQUARES

170

probable errors themselves being then obtained by ex


tracting the square roots.

The

actual process is often not as complicated as might


be supposed, especially when the number of unknowns is
R appearing in (111)
not large. The coefficients A, B,
are already known from the normal equations.
The
,

weights

are simple numbers, frequently

all

The

unity.

work

is greatly facilitated by the use of tables of squares


and square roots, and the slide rule. And it may finally
be remarked that, since no great precision is required in de

termining probable errors, superfluous decimal places

may

be dispensed with in the several stages of their calculation.

Another method of calculating the probable errors of


adjusted values from observation equations of the first
degree

63.

is

given, without proof, in the Appendix,

Note E.

Probable Errors of Conditioned Observations.

The laws developed

in Art. 61

make

possible the extension

of the foregoing processes to the case of observations

quantities limited
will

are

by
be remembered that the

first

upon

rigorous conditions (Art. 40).

It

ra equations of condition
used to obtain the value of m of the unknowns

in terms of the others, those values being substituted for

them

The

observation equations before adjustment.


probable errors of the quantities still involved in the
in the

observation equations

may now

in the preceding article.

errors of the

be found as explained

This being done, the probable


may be found as

eliminated quantities

functions of the others,

by means

of (102).

PRECISION

171

EXERCISES
64.
is

(The formula for double weighing on a balance

1.

W=p+

used,
left

ri

and

and

-,

r2

which p

is

right pans, respectively,

the values of

factor

sum

the

are the pointer readings

and

r\

of the weights

when

s is

ties,

on

object,

used was 0.0002753.

Find

of the

0.96

0.93

1.08

0.95

0.99

1.12

1.02

1.05

0.92

1.10

for the load

the probable error of one weighing, and of the

2.

is

2s

ten weighings.

object

the sensibility

same

For ten weighings


r2 were as follows

of the balance.)

The

in

mean

of the

(Does p need to be given for this purpose ?)

Given, the probable errors of two measured quanti


to find the probable error of their calculated

sum

or

difference.

3.

which are given


Art. 60, were made on the same balance and by

All of the weighings, the data for

in Ex.

1,

the same method as those giving


of this article.

The

latter

rise to

the data of Ex.

data refer to ten weighings of

which p = 17.423 g.
The former data, referring to bottle No. 7701 a, are for
fillings with pure water at 21 C., at which temperature
the

empty

bottle

No. 7701

a,

for

THEORY OF ERRORS AND LEAST SQUARES

172

the specific volume of water

1.001957 cc. per gram.


Find the most probable capacity of the bottle at this
temperature, and the probable error of the result.
is

Find the probable error of a single determination of the


capacity, the above data being regarded as five deter
minations.

Given, the probable errors of the measured legs of a


right triangle, to find the probable error of the calculated
4.

hypothenuse.
Given, the probable error of a measured angle, to

6.

find the probable error of its sine, derived therefrom;


of its tangent.

Find the probable errors of the constants V and


calculated from the data of illustration 2, Art. 36 (p. 80).
6.

Find the probable errors

7.

of the constants a, b, c

calculated from the data of illustration

(From

8.

J.

1,

Art. 44 (p. 107).

The

P. Bartlett, Least Squares.)

weighted observations were

made upon

following

the differences of

longitude of four American observatories:

Cambridge

Washington 23 m. 41.041
42 m. 14.875
Cleveland

s.,

wt.

Cambridge

Columbus

s.,

wt.

s.,

wt.

s.,

wt.

Cambridge

Washington
Cleveland

The

47 m. 27.713

Columbus 23 m. 46.816

Columbus

5 m. 12.929

s.,

wt. 30

longitude of Washington being taken as 5 h. 8 m.

15.78

s.,

find the

most probable longitude

of each of the

other stations, with their respective probable errors.

PRECISION
9.

The probable

error of a single observation

angle with a surveyor


If

the angle
five

times and

six

known

s transit is

of a triangle

173

is

to be

upon an
1

4".

measured three times,

times with this instrument, calcu

late the probable errors of the

most probable values

of

A, B, C, obtained by adjusting these measurements.


10.

Adapt Peters formulas

to the probable errors of

adjusted values, (105), (106); also to (107).


11.

If

the current in a galvanometer corresponding to

deflection 8

is

tan

6,

find the probable error of a

current determined from a deflection reading whose prob


able error
12.

The

is

following table occurs in a certain Coast Survey

report, referring to the probable errors of the various sec

tions of a base line, in millimeters.

174

THEORY OF ERRORS AND LEAST SQUARES

Fill

out the last column and obtain the probable error of

the whole base

line.

The most probable

13.

13191.3417

length of the Stanton Base

value and probable error of


at least a seven-place table

The weights

14.

DAE,

are 2,

16.

measured angles, BAC, CAD,


Find the corresponding
respectively.

1, 5,

BAE obtained by adding the measure

The probable

.2,

and

(Omit unless

logarithm.

available.)

of three

weight of the angle


ments.

is

its

is

is

Find the most probable

0.0052 meters.

on a transit

error of a circle reading

of a pointing at a signal, O

What

.l.

is

the

probable error of a single differential angle measurement ?


16.
1,

The probable

and

on a mark being
find the probable error of an

error of a setting

of a circle reading,

e2 ,

angle measurement by the cumulative method, using n

turns of the
17.

eter

.l

is
;

circle.

The probable
0.07

and

mm.

of

error of a scale reading

on a cathetom-

of a setting of the telescope

an adjustment

probable error of the

mean

meters from the instrument.

of the level,

.07.

of ten readings
If

on a mark,
Find the

on a mark 2

you had to use a cathe-

tometer, would you analyze the probable error in this

way ?

How

would you find

it ?

Following are the results of three series of meas


urements on the combining weight of lithium, made by
18.

different chemists (Freund, Chemical Composition)

PRECISION
Diehl

....

Troost

Dittmar

Weight these
its

175

59.417

0.0060

59.456

0.0200

59.638

0.0173

and obtain the weighted mean and

results

probable error.

Five independent series of determinations of the


atomic weight of silver gave the following results (Freund,
19.

Chemical Composition}

107.9401

0.0058

107.9406

0.0049

107.9233

0.0140

107.9371

0.0045

107.9270

0.0090

Assign weights and obtain the weighted


probable

What would

be the

its

mean

a persistent error entering


Might the probable error of a

effect of

one of such a series?


weighted

mean and

error.

ever be greater than that of any one of the

observations entering into

it ?

Apply the appropriate Peters formula to finding the

20.

probable error of the weighted mean of the observations


of Ex. 14, Art. 49.
(See Ex. 10, Art. 60.)

The probable

21.

tions

is

found to be

error of the

0.1 per cent.

mean

of fifty observa

How many

servations would be necessary to reduce


cent. ?

it

more ob

to 0.01 per

APPENDIX
SUPPLEMENTARY NOTES
A.

Proof of the Necessary Functional Relation As


in Deriving the Error Law.
(Supplementary to

sumed

To deduce

Art. 27.)

the form of the function 0, such

that any set of values of

x2

x\,

...,x n

Z = Z!+z +

Let us add a small


,

new

will

it

quantity

to any one of the

from any other, say x s making


x/ = x r + e, x = x s
,

Values of these quantities

This

e.

sis,

finite

say x r and subtract

s,

(a)

simultaneously render

will

the

+o

that will render

will

not alter the condition

not alter the condition

3>

X=

0,

and hence

0, since, by the hypothe

This necessi-

these conditions are to be simultaneous.

tates that

[0(av

+ c) - 0(or +

whatever the values

r )]

of

Dividing through by

[4>(x

x r x a and
,

e,

this

e)

c.

may

be written

177

- 0(x )] = 0,

APPENDIX

178
Allowing

to approach zero, this becomes at the limit

or since x r

and x a represent any two

It follows at

once that, since the x

any manner among themselves, only


4>(x)

is

ax

a constant, say K.
4>(x)

That

tution in

the

first

may

s,

in general,

be varied in

so condition (a) holds,

and

c.

(6) jointly,

since substi

gives

(b)

= K(x

term

of

+ x*

H----

+ x w + nc
)

which vanishes by

Hence, necessarily,
0(#)
which is Eq. (22), Art. 27.
5.

Therefore, integrating,

= Kx

follows from (a)

3>

of the

0,

(a).

= Kx,

Approximation Method for Observation Equations

Not

of the First Degree.


(Supplementary to Art. 39.)
This method requires that the values of the unknowns be

very approximately known beforehand, as by choosing


such of the observation equations as, when solved simul
taneously, will yield values for

all of

them.

Attention

is

then given to the unknown small corrections that must be


applied to these approximate values

a procedure some-

APPENDIX
what resembling Homer

179

method

approximation for

of

algebraic equations.

The approximate
ignated by ai, a 2

fy, and the corrections required by


u the true values of the unknowns are
,

q\, q

-, q

2,

however obtained, being des

values,
,

ft

Let the non-linear observation equations to be dealt with


be typified by
?2,
, qi)=s.

The

substitution of the values

/(oi

+ q\,

a2

+q

an observation equation
small

corrections q\,

member

of this

+g

/(cti

i,

a2

+ 5 ir~/( a

+ q\) = s,

+g

q\>

2,

OiH-g

a 2,

",

(e)

which the unknowns are the

Expanding the

by the general Taylor

i>

a. t

-~,

2,

in (d) gives

"

z,

in

(c)

+^

j)

theorem,

=/(ai, a 2
-/(oi,

ai)

02,

a
i

/fr\ a

being the remainder of the

higher powers

of

and which may


inaccuracy.

l>

series,

a 2?

**

>

therefore

neglected

&i)

+
4..B
T"

-t^>

which involves

the very small corrections


be

first

q\,

without

etc.,

serious

APPENDIX

180

f(ai, a2 ,

Denoting

by F,

a,)

by *,

aai

dF
byb,

00.1

we may

therefore replace

or
in

aq\
which
This

may

is

(e)

by

+ 6g +
2

+ rq

f
,

(/)

of the first degree,

and

F.

denotes s

an observation equation

be used as such, in combination with other observa

tions similarly obtained

from their respective

originals,

most probable values of the corrections.


This being done, the most probable values of the unknown
quantities themselves are found by adding the most
for finding the

probable corrections to the approximate values


h x2
f e~ dx.

a.

C.

Evaluation of the Integral

mentary

to Art. 54.)

This

may be

Equation
C"e-***dx.

Jo

transformed into

t/O

(70) is

(Supple-

APPENDIX
The new
hx

= z,

integral I

then hdx

181

independent of

is

h.

For,

dz,

Returning, however, to the original form of / in


multiply

e-dh
I e-

= f "Vu+^w
JQ

I and x being independent of

and

/*oo
e-*<to

rj[

Now

the

termined

hdh]dx.

we may

/&,

integrate both

of this equation with respect to h as

assigning the limits

tnUS

(g),

h
by e~ *dh:

it

members

let

and

/GO r /oo

integral within

a parameter,

to this integration also,

<x>

6 -a+^)w

the

brackets

dXf

(i)

is

readily de

2(1

hdh

^ C* e

o/

-V+*>

2(l+o; )/o

2(1

+z

ri

Substituting this in

(i)

gives

/*

l+o:

2-/o

7T

/00

But by Eq.
ber

is

(^)

the integral

equal to /

Hence I

is

equation (72).

flT

4
/I

VTT
which

^dh in the

first

*/o

and from

(a)

mem-

182

APPENDIX

D. Evaluation of the Probability Integral.


(Supple
The value of the integral
mentary to Art. 55.)

hX 1 by developing e~* into a


and integrating the terms separately. By Mac-

be found when

may
series

<

laurin s theorem,

whence

This

series

calculation of
is

hX less than or

converges rapidly for values of

equal to unity,

and may therefore be employed


in this case.

We may

divergent.

When hX

>

1,

write

Integrating successively by parts,

Zx
e~^

2x
&

c/

O r
A r3
^*Crt*t/

Of/

0^,5
O*o

Q
O

I
I

c/

C^

fa
^6
t

in the

however,

it

APPENDIX

183

+ 4X -A
e-l-^
2x J^
So:
3

3-5

16

3-5-7

,,v
..

64 x

Now

x2
I

Note

(See

(7.)

<r

d;r

e~*dx-

The value

of the integral in this last ex

pression can be found by applying the limits


oo to the successive terms of (k), giving

hX

and

00

2hX
3

15

J
which converges rapidly when
will

now

1.

^X>

Equation

(/)

F for

give values for the integral appearing in

this case.

Therefore, for
series

(ra)

values

of

hX<l,

use series

substituted in

the

(/).

probability

E.

will

(76)

integral

student verify these calculations

hX =

( j)

for,

for

hX>l,

use

then yield the

desired.

say,

Let

hX =

the

% and

2.

Outline of Another

Method

for Probable Errors

The
(Supplementary to Art. 62.)
method referred to at the end of Art. 62 is given here
of

Adjusted Values.

APPENDIX

184

(See Merriman, Method of Least Squares,

without proof.
Art. 74.)

Let the normal equations found from the observation


equations be

which the quantities K take the place of 2(aws), etc.,


equations (108). Let the literal form of these quanti

in
in

ties

K be preserved throughout the solution of the normal

equations, which will then yield

mi

o/fi

BoKo

-\-

-\

1-

^K,.
(n)

the quantities a,
the

|8,

literal quantities

It

X being numerical

coefficients of

K.

may then be shown

that the weight of mi

is

that of

ai

1
2

is

that of ms

1
is

etc.

That

is,

the weight of any

73

182

most probable value m p is the reciprocal of the coefficient


of the absolute term K p of the normal equation cor
responding to

mp

The weights

as

K p appears in the

of all the

solution (n) for

most probable values m\,

ra 2 ,

mp

The probable error of an obser


vation of unit weight is given by (107), or, as remarked
The
in Art. 62, may be already known from experience.

mi are thus calculated.

APPENDIX
probable error of each

m may

therefore

dividing this standard probable error


of the weight of

F.

185

now be found by

by the square root

above determined.

(92), as

Collection

of Important Definitions, Theorems,


for Convenient Reference.
Formulas
Rules and

DEFINITIONS

The

Error.

result of a

measurement minus the true

value of the quantity measured.


Residual.

The

result of a

most probable value


series of

(Art. 7.)

measurement minus the

of the quantity, as derived

measurements.

from a

(Art. 7.)

Most Probable Value.

calculated value of an

un

known quantity, based upon the results of measurements,


such that the residuals arising therefrom will be most
nearly in accord with the normal error distribution.
(Arts. 7, 29.)

Adjustment.
of

The

process of obtaining from the results

measurements the most probable values

quantities sought.

of the

unknown

(Chap. V.)

An

Observation Equation.

equation, in general only

approximately true, connecting one or more unknown


quantities, or functions of them, with the result of a

measurement.

(Art. 31.)

Normal Equation.

An

equation, in general one of a

set of simultaneous equations,

most probable values


observation equations.

of the

whose solution gives the

unknowns involved

(Art. 33.)

in the

APPENDIX

186

An equation expressing

Equation of Condition.

a theo

which must be exactly satisfied by the cal


culated most probable values of the unknowns.
(Art. 40.)

retical condition

Empirical Formula.

formula expressing a relation

between variables, whose mathematical form is inferred


from the results of experience or experiment, and which
is

not deduced theoretically.

Numbers

Weights.

(Art. 42.)

assigned to observations, or to

the adjusted values of unknowns, representing the relative


degrees of confidence which the respective observations
or values are supposed to merit.

(Art. 47.)

The most probable value of a single


unknown quantity obtained by multiplying each obser
vation upon that quantity by its weight, adding the prod
ucts, and dividing by the sum of the weights.
(Art. 48.)
Weighted Mean.

Probable Error.

theoretical quantity

e,

so related

to the precision of a system of observations, that the

probability of the error of

any observation or adjusted

value being numerically

than

less

e is

equal to the proba

bility of its being numerically greater.

(Art. 58.)

RULES AND THEOREMS


Principle of Least Squares.

1.

(a)

The most prob

able value of a measured quantity that can be deduced

from a

and

skill, is

residuals
(b)

made with equal

series of direct observations,

is

that for which the


a

minimum.

sum

care

of the squares of the

(Art. 29.)

The most probable value

of

an unknown quantity

that can be deduced from a set of observations upon one

APPENDIX
of its functions is that for

the residuals

is

187

which the sum of the squares

minimum.

of

(Art. 31.)

The most probable values of unknown quantities


connected by observation equations are those for which
the sum of the squares of the residuals of those equations
is a minimum.
(Art. 33.)
(d) The most probable values of unknown quantities
(c)

connected by weighted observation equations are those for

which the sum

minimum.
2.

of the

weighted squares of the residuals

is

(Art. 52.)

Rules for

Adjusting

Observation

Equations of the

Write the expression for the residual


corresponding to each observation equation, multiply it

First Degree.

(a)

by the coefficient of the first unknown, in that


add the products, and equate their sum to
result

is

Do

likewise for each of the other

first

unknowns.

solve the normal equations thus formed for the

desired
(6)

The

the normal equation pertaining to the said

unknown.

Then

expression,
zero.

most probable values

of the

unknowns.

(Art. 34.)

In the case of weighted observation equations, after

multiplying the residual by the coefficient of the unknown,

multiply again by the weight of the corresponding obser


vation
3.

then add and proceed as above stated.

Weight and Precision Index.

(Art. 48.)

The weights

of ob

servations are directly proportional to the squares of their


precision indices.
4.

(Art. 51.)

Weight and Probable Error.

The weights

of obser

vations are inversely proportional to the squares of their

probable errors.

(Art. 59.)

APPENDIX

188

FORMULAS
1.

The Error Equation.

(Art. 54.)

(74)

2.

(a)

Formulas for the Precision Index. (Arts. 57, 59.)


For observations of equal precision, standard for

mula,

(b)

For weighted observations, standard formula,


(93)

(c)

Peters

formula,

disregarding

signs

of

residuals,

observations not weighted,

n fr-

1}

(82)

Formulas for the Probable Errors of Observations in


Terms of Residuals. (Arts. 58, 59.)
3.

(a)

Probable error of single observation, no weights,

standard formula,

= 0.6745 X /-5
(6)

With weights

(88)

assigned, probable error of single ob

servation of unit weight, standard,

= 0.6745

A/^y-

APPENDIX
For an observation of unit weight, there being

(c)

known

Peters

(d)

and

= 0.6745

un

Simplified
(a)

when n

(a),

(c), disregarding signs of residuals,

^P
.

1 ^

= 0.8453-^=^=.

above

(107)

formulas corresponding to the above

= 0.8453

(e)

quantities, standard,
e

(6)

189

is

and

SQ x

(89)

(95)

= 0.8453

Peters
(6),

formulas

corresponding

to the

adapted to approximate calculation

large, disregarding signs of residuals,

= 0.85^.
n

(90)

(96)

4.
ties,

Formulas for Probable Errors of Functions of Quanti


in Terms of Probable Errors of Quantities Themselves.

(Art. 61.)
(a)

Function

of a single quantity q,

E = ^e.
da

(97)

APPENDIX

190
(b)

Function

(c)

Function

Q=

E = VKi

of several quantities, q\, q%,

V + ^2

62

= KfJ

Function

...

qlt

+#

H^ + K q +
2

,V-

(103)

(104)

Formulas for Probable Errors of Adjusted Values.

5.

(Art. 62.)
(a)

For the arithmetical mean, standard,

OT

*p

= 0.6745 J

\rc(n
(6)

and

(105)

For the weighted mean, standard,

= 0.6745
(c)

\1)

Peters

(b)

formulas

corresponding to the above

(Ex. 10, Art. 64),


em

(106)

= 0.84S3

Sp
.

nVn-1
= 0.8453

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