Gaussian distribution
Measurement sets that only contain
random errors usually conform to a distribution with a particular shape that is
called Gaussian, although this conformance must always be tested (see the later
section headed ‘Goodness of fit’). The shape of a Gaussian curve is such that
the frequency of small deviations from the mean value is much greater than the
frequency of large deviations. This coincides with the usual expectation in
measure[1]ments subject to
random errors that the number of measurements with a small error is much larger
than the number of measurements with a large error. Alternative names for the
Gaussian distribution are the Normal distribution or Bell-shaped distribution.
A Gaussian curve is formally defined as a normalized frequency distribution
that is symmetrical about the line of zero error and in which the frequency and
magnitude of quantities are related by the expression:
where m is the mean value of the data
set x and the other quantities are as defined before. Equation (3.11) is
particularly useful for analysing a Gaussian set of measurements and predicting
how many measurements lie within some particular defined range. If the
measurement deviations D are calculated for all measurements such that D – x - m,
then the curve of deviation frequency F(D) plotted against deviation magnitude
D is a Gaussian curve known as the error frequency distribution curve. The
mathematical relationship between F(D) and D can then be derived by modifying
equation (3.11) to give:
The shape of a Gaussian curve is strongly influenced by the value of , with the width of the curve decreasing as α becomes smaller. As a smaller α corresponds with the typical deviations of the measurements from the mean value becoming smaller, this confirms the earlier observation that the mean value of a set of measurements gets closer to the true value as α decreases.
If the standard deviation is used as a unit of
error, the Gaussian curve can be used to determine the probability that the
deviation in any particular measurement in a Gaussian data set is greater than
a certain value. By substituting the expression for F(D) in (3.12) into the
probability equation (3.9), the probability that the error lies in a band between
error levels D1 and D2 can be expressed as:
Solution of this expression is simplified by the substitution:
z = D/ α (3.14)
The effect of this is to change the
error distribution curve into a new Gaussian distri[1]bution
that has a standard deviation of one (α = 1) and a mean of zero. This new form,
shown in Figure 3.7, is known as a standard Gaussian curve, and the dependent
variable is now z instead of D.
Equation (3.13) can now be re-expressed as:
Unfortunately, neither equation
(3.13) nor (3.15) can be solved analytically using tables of standard
integrals, and numerical integration provides the only method of solu[1]tion. However, in
practice, the tedium of numerical integration can be avoided when analysing
data because the standard form of equation (3.15), and its independence from
the particular values of the mean and standard deviation of the data, means
that standard Gaussian tables that tabulate F(z) for various values of z can be
used.
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