Propagation of Errors—Basic
Rules
See Chapter 3 in Taylor, An Introduction to
Error Analysis.
1. If x and y have independent random errors
   δx and δy, then the error in z = x + y is
                     p
              δz =     δx2 + δy 2.
2. If x and y have independent random errors
   δx and δy, then the error in z = x × y is
                 sµ        ¶2       µ        ¶2
          δz          δx                δy
             =                  +                 .
           z           x                 y
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3. If z = f (x) for some function f (), then
                     δz = |f 0(x)|δx.
   We will justify rule 1 later.           The
justification is easy as soon as we decide on a
mathematical definition of δx, etc.
   Rule 2 follows from rule 1 by taking
logarithms:
              z = x×y
            log z = log x + log y
                    p
          δ log z =   (δ log x)2 + (δ log y)2
                    sµ ¶          µ ¶2
                             2
              δz         δx        δy
                  =            +
               z          x         y
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where we used
                          δX
                δ log X =    ,
                           X
the calculus formula for the derivative of the
logarithm.
   Rule 3 is just the definition of derivative of
a function f .
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            Quick Check 3.4
Problem: To find the volume of a certain
cube, you measure its side as 2.00 ± 0.02 cm.
Convert this uncertainty to a percent and then
find the volume with its uncertainty.
Solution: The volume V is given in terms of
the side s by
                 V = s3,
so the uncertainty in the volume is, by rule 3,
            δV = 3s2 δs = 0.24,
and the volume is 8.0 ± 0.2 cm3.
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           Quick Check 3.8
Problem: If you measure x as 100 ± 6,
                              √
what should you report for x, with its
uncertainty?
                                       √
Solution: Use rule 3 with f (x) = x,
 0
             √                        √
f (x) = 1/(2 x), so the uncertainty in x is
            δx      6
            √ =         = 0.3
           2 x 2 × 10
                   √
and we would report x = 10.0 ± 0.3.
   We cannot solve this problem by indirect
use of rule 2. You might have thought of
          √     √
using x = x × x, so
                         √
               δx √ δ x
                  = 2 √
                x         x
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and
                √      δx
               δ x=√ ,
                        2x
               √
which leads to x = 10 ± 0.4. The fallacy
                              √
here is that the two factors x have the
same errors, and the addition in quadrature
rule requires that the various errors be
independent.
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           Quick Check 3.9
Problem:     Suppose you measure three
numbers as follows:
  x = 200 ± 2,   y = 50 ± 2,   z = 40 ± 2,
where the three uncertainties are independent
and random. Use step-by-step propagation
to find the quantity q = x/(y − z) with its
uncertainty.
                                 √
Solution: Let D = y−z = 10±2 2 = 10±3.
Then
     x          p
  q=   = 20 ± 20 0.012 + 0.32 = 20 ± 6.
     D
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          General Formula for Error
                Propagation
   We measure x1, x2 . . . xn with uncertainties
δx1, δx2 . . . δxn.      The purpose of these
measurements is to determine q, which is
a function of x1, . . . , xn:
                 q = f (x1, . . . , xn).
The uncertainty in q is then
           sµ             ¶2             µ             ¶2
                ∂q                            ∂q
   δq =             δx1        + ... +           δxn
                ∂x1                          ∂xn
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     If
                q = x1 + x2,
we recover rule 1:
           ∂q
               = 1,
           ∂x1
           ∂q
               = 1,
           ∂x2
                 q
            δq =    δx21 + δx22
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     If
                      q = x1 × x2,
we recover rule 2:
          ∂q
              = x2,
          ∂x1
          ∂q
              = x1,
          ∂x2
                q
           δq =   x22 δx21 + x21 δx22
                v "                            #
                u      µ       ¶2    µ      ¶2
                u         δx           δx
              = tq 2
                             1            2
                                  +
                           x1           x2
                sµ       ¶2 µ         ¶2
           δq        δx1          δx2
              =              +
            q         x1           x2
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             Problem 3.47
The Atwood machine consists of two masses
M and m (with M > m) attached to the
ends of a light string that passes over a
light, frictionless pulley. When the masses
are released, the mass M is easily shown to
accelerate down with an acceleration
                  M −m
              a=g      .
                  M +m
Suppose that M and m are measured as
M = 100 ± 1 and m = 50 ± 1, both in grams.
Find the uncertainty δa.
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Solution: The partial derivatives are
          ∂a      (M + m) − (M − m)
              = g
          ∂M          (M + m)2
                   2mg
              =         2
                          ,
                (M + m)
           ∂a     −(M + m) − (M − m)
              = g
          ∂m           (M + m)2
                    2M g
              = −
                  (M + m)2
so we have
             2g    p
     δa =            m 2δM 2 + M 2δm2.
          (M + m)2
Now put the numbers in to get
                9.8 × 50
             a=          = 3.27 m/s2
                  150
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and
               2 × 9.8 p 2       2 = 0.097
          δa =          50 + 100
                1502
so our answer is
                 a = 3.3 ± 0.1 m/s2.
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              Problem 3.49
If an object is placed at a distance p from a
lens and an image is formed at a distance q
from the lens, the lens’s focal length can be
found as
                        pq
                  f=        .             (1)
                       p+q
 (a) Use the general rule to derive a formula
  for the uncertainty δf in terms of p, q, and
  their uncertainties.
 (b) Starting from (1) directly, you cannot
  find δf in steps because p and q both
  appear in numerator and denominator.
  Show, however, that f can be rewritten
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    as
                          1
                f=                 .
                    (1/p) + (1/q)
    Starting from this form, you can evaluate
    δf in steps. Do so, and verify that you get
    the same answer as in part (a).
Solution:
 (a) The partial derivatives are
          ∂f   q(p + q) − pq      q2
             =            2
                             =         2
                                         ,
          ∂p      (p + q)      (p + q)
          ∂f   p(p + q) − pq      p2
             =           2
                             =         2
                                         .
          ∂q      (p + q)      (p + q)
    Therefore
                       p
                        q 4δp2 + p4δq 2
                δf =               2
                                        .
                           (p + q)
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 (b) The uncertainty in 1/p is δp/p2, and
  the uncertainty in 1/q is δq/q 2. The
  uncertainty in
                          1 1
                           +
                          p q
    is         sµ         ¶2        µ        ¶2
                     δp                 δq
                               +                  ,
                     p2                 q2
    which is a relative uncertainty of
                     sµ        ¶2       µ         ¶2
               1          δp                 δq
             1   1                  +                  .
             p + q
                          p2                 q2
    The relative uncertainty in f , as given by
    (1), is the same, so the absolute uncertainty
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    in f is
                       sµ     ¶2   µ   ¶2
                   2  δp         δq
          δf = f        2
                             +
                      p          q2
                  1     p
             =            q 4δp2 + p4δq 2,
               (p + q)2
    exactly as in part (a).
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                 Problem 3.50
Suppose that you measure three independent
variables as
    x = 10 ± 2,     y = 7 ± 1,   θ = 40 ± 3◦
and use these values to compute
                       x+2
                 q=              .         (2)
                    x + y cos 4θ
What should be your answer for q and its
uncertainty?
Solution: Find the partial derivatives, using
θ in radians:
          ∂q   x + y cos 4θ − (x + 2)
             =
          ∂x      (x + y cos 4θ)2
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                 y cos 4θ − 2
             =                2
                                 = −0.732
               (x + y cos 4θ)
          ∂q      (x + 2) cos 4θ
             = −                 2
                                   = 0.963
          ∂y     (x + y cos 4θ)
          ∂q   4(x + 2)y sin 4θ
             =                 2
                                   = 9.813.
          ∂θ    (x + y cos 4θ)
So we have q = 3.507 and
          δq 2 = (0.732 × 2)2
                   +(0.963 × 1)2
                   +(9.813 × 3 × π/180)2
               = 3.3.
Our answer is q = 3.5 ± 2.
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Alternate Solution
     Rewrite (2) in the form
              1     y cos 4θ − 2
                =1+              .
              q        x+2
We can find the uncertainty in 1/q, and
therefore in q by the simple step-by-step
procedure.
1. The relative uncertainty in y cos 4θ is
            sµ        ¶2       µ                ¶2
                 δy                4δθ sin 4θ
     ∆1 =                  +                         = 0.16.
                  y                  cos 4θ
2. The absolute uncertainty in y cos 4θ is
            ∆2 = |y cos 4θ| × ∆1 = 1.1.
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3. The relative uncertainty in 1/q − 1 is
             sµ               ¶2 µ        ¶2
                     ∆2               δx
    ∆3 =                         +
                 y cos 4θ − 2       x+2
        = 0.21.
4. The absolute uncertainty in 1/q − 1 is
          ∆4 = |1/q − 1| × ∆3 = 0.15,
    which is also the absolute uncertainty in
    1/q.
5. The relative uncertainty in 1/q is q × ∆4,
   which is also the relative uncertainty in q.
   Therefore the absolute uncertainty in q is
               δq = q 2 × ∆4 = 2.
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