Propagation of Uncertainty
Every measurement in a lab comes with a wobble. You read a length as
12.4 \pm 0.1\ \text{cm}, a time as
2.03 \pm 0.02\ \text{s} — the number after the
\pm is the uncertainty, your honest estimate of how far
the reading might stray from the truth (typically one
standard deviation).
But you rarely want the raw measurements themselves. You want a speed, a
density, a resistance — some quantity computed from them. So the real
question is: if my inputs are fuzzy, how fuzzy is the answer I calculate from them?
That is propagation of uncertainty: the rules for pushing error bars through a
formula. Get them right and your final result carries a defensible
\pm; get them wrong — say, by naively adding the errors — and you either
overstate your uncertainty (throwing away precision you earned) or, worse, understate it (claiming a
result is significant when it is noise). Every experimental physics lab lives or dies by these rules,
and they rest on one surprising idea: independent errors add like the sides of a right
triangle, not like ordinary numbers.
Why errors add in quadrature, not straight
Suppose you measure two lengths and add them, f = a + b, each with its own
uncertainty \delta a and \delta b. It is
tempting to say the total error is just \delta a + \delta b. That would be
the worst case — both measurements happening to err in the same direction by their full
amount at the same time. But if the two errors are independent and random, they are
just as likely to partly cancel as to reinforce. On average, that cancellation shrinks the
combined error below the naive sum.
The correct combination is the sum in quadrature — add the
squares and take the root:
\delta f = \sqrt{(\delta a)^2 + (\delta b)^2}.
This is exactly Pythagoras. If you think of each independent uncertainty as a leg of a right triangle,
the combined uncertainty is the hypotenuse. And that is why quadrature always gives
less than plain addition: the hypotenuse of a right triangle is shorter than the sum of its
two legs. Drag the legs below and watch the total error grow — always shorter than
\delta a + \delta b, and dominated by the larger leg.
The two independent uncertainties \delta a and
\delta b are the perpendicular legs; the combined uncertainty
\delta f = \sqrt{\delta a^2 + \delta b^2} is the hypotenuse. Because it is a
right triangle, the total is always less than the straight sum
\delta a + \delta b, and a much larger leg dominates a much smaller one.
Absolute errors for sums and differences
The quadrature rule covers both adding and subtracting, because squaring kills the sign. For
f = a + b or f = a - b, combine the
absolute uncertainties in quadrature:
\delta f = \sqrt{(\delta a)^2 + (\delta b)^2}.
Worked example. Two masses read m_1 = 50.0 \pm 0.3\ \text{g}
and m_2 = 30.0 \pm 0.4\ \text{g}. Their total is
80.0\ \text{g}, with uncertainty
\delta f = \sqrt{0.3^2 + 0.4^2} = \sqrt{0.09 + 0.16} = \sqrt{0.25} = 0.5\ \text{g},
so m_1 + m_2 = 80.0 \pm 0.5\ \text{g}. Note the total error
(0.5) is less than the naive sum (0.7) but more
than either alone — the classic 3-4-5 triangle. The same
0.5\ \text{g} is the uncertainty on the difference
m_1 - m_2 = 20.0\ \text{g} too.
Relative errors for products and quotients
For multiplication and division the same quadrature idea applies, but to the relative
(fractional) uncertainties \delta a / a. For
f = a\,b or f = a / b:
\frac{\delta f}{f} = \sqrt{\left(\frac{\delta a}{a}\right)^2 + \left(\frac{\delta b}{b}\right)^2}.
Worked example — a density. A block has mass
m = 240 \pm 5\ \text{g} (a
2.1\% relative error) and volume
V = 100 \pm 3\ \text{cm}^3 (a 3.0\% relative
error). The density is \rho = m/V = 2.40\ \text{g/cm}^3, and its relative
error is
\frac{\delta\rho}{\rho} = \sqrt{0.021^2 + 0.030^2} = \sqrt{0.00043 + 0.0009} \approx 0.037 = 3.7\%.
So \delta\rho \approx 0.037 \times 2.40 \approx 0.09\ \text{g/cm}^3, and
\rho = 2.40 \pm 0.09\ \text{g/cm}^3. And here is a lab-planning gem: because
errors add in quadrature, the biggest relative error dominates. Chasing the
2.1\% mass error down to 1\% would barely move
the total; your effort is far better spent on the 3.0\% volume. Quadrature
tells you where to aim.
The one formula that rules them all
Sums, differences, products, quotients, powers, logs — every rule above is a special case of a single
master formula built from
partial derivatives.
For any function f(x_1, x_2, \ldots, x_n) of independently measured inputs:
-
The uncertainty in f adds the input errors in quadrature, each weighted
by how sensitively f responds to that input:
(\delta f)^2 = \sum_{i=1}^{n} \left(\frac{\partial f}{\partial x_i}\right)^2 (\delta x_i)^2.
-
The partial derivative \partial f / \partial x_i is the
sensitivity coefficient: it says how much f shifts per unit
wobble in x_i, holding the other inputs fixed.
-
It assumes the inputs are independent (uncorrelated) and the errors are small
enough that f is roughly linear across each one.
Watch it reproduce the earlier rules. For f = a + b, both partials are
1, so (\delta f)^2 = (\delta a)^2 + (\delta b)^2
— quadrature, as before. For f = ab,
\partial f/\partial a = b and
\partial f/\partial b = a, giving
(\delta f)^2 = b^2(\delta a)^2 + a^2(\delta b)^2; divide through by
f^2 = a^2 b^2 and out pops the relative-error rule. One formula, all the
cases.
Worked example — the master formula in action
A simple pendulum measures g through
g = \dfrac{4\pi^2 L}{T^2}, where
L is its length and T its period. Suppose
L = 1.000 \pm 0.005\ \text{m} (0.5\%) and
T = 2.006 \pm 0.004\ \text{s} (0.2\%). Rather than
differentiate the messy expression, use the relative-error shortcut for products and
powers: a factor raised to the power k contributes
k times its relative error. Here g \propto L^1 T^{-2},
so
\frac{\delta g}{g} = \sqrt{\left(1\cdot\frac{\delta L}{L}\right)^2 + \left(2\cdot\frac{\delta T}{T}\right)^2} = \sqrt{(0.005)^2 + (2\times 0.002)^2} = \sqrt{0.000025 + 0.000016} \approx 0.0064.
That is a 0.64\% uncertainty. The factor of 2 on
the period matters enormously: because T appears squared, its
error counts double, which is exactly why careful experimenters time many swings to pin
T down tightly. The partial-derivative formula makes that sensitivity
explicit — the exponent is the weight.
Occasionally, yes — and it is worth knowing when. Straight addition
(\delta f = \delta a + \delta b, the "linear" or "maximum" method) answers a
different question: what is the worst the error could possibly be? It assumes the inputs might
conspire to err in the same direction at once. That is the honest choice when the errors are
not independent — if they share a common cause, like two lengths measured with the
same slightly mis-calibrated ruler, they move together and really can add fully. It is also a quick,
conservative back-of-envelope bound. But for genuinely independent random
uncertainties, worst-case addition systematically overstates the error (it ignores the likely
partial cancellation), and quadrature is both correct and kinder to your hard-won precision. Rule of
thumb: independent → quadrature; correlated or worst-case bound → straight sum.
Never add absolute and relative errors, and never mix the two rules. The most common
lab blunder is to combine a \pm 0.3\ \text{g} (absolute) with a
3\% (relative) by throwing them into the same quadrature. They are
different kinds of number. Use absolute errors in quadrature for
+ and -; use relative errors in
quadrature for \times and \div. Convert one to
the other first (\delta a and \delta a / a) so
you are always combining like with like.
And a subtler one: quadrature is for uncertainties, not for the quantities themselves.
When you add two lengths, the best values add normally
(50 + 30 = 80) — it is only their error bars that combine in
quadrature. Squaring and rooting the measurements themselves is nonsense; the Pythagorean move applies
strictly to the \delta's.