uncertainty of constants

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Peter
Peter on 3 Oct 2011
hi.
Im having problems with a simple calculation. I have 2 constants, R and C and I need to multiply them. However R has got an uncertainty of +- 10% and C of +-1%. How do I get a result witch takes this into account?

Accepted Answer

Walter Roberson
Walter Roberson on 3 Oct 2011
The only possible answer in a simple calculation such as that is a range,
R * C * [9/10 * 99/100, 11/10 * 101/100]
With more complex expressions, determining the effect of a change in the inputs can be very difficult. Chaos Theory suggests that, indeed, there are many expressions for which the smallest possible change in the inputs can have results that are essentially unpredictable.
  3 Comments
John D'Errico
John D'Errico on 6 Oct 2011
This is NOT the only possible answer!!!!!! In fact, statistical tolerancing theory provides tools to measure the uncertainty in the result. If R and C are assumed uniform, then the distribution can be computed, although that distribution may often not be a simple one.
Walter Roberson
Walter Roberson on 6 Oct 2011
"Assumed uniform" is the key there, John. The original question gives no distribution information or hints, so the best we can do is define the output range.
testing with
[R,C] = ndgrid(linspace(0.9,1.1,100),linspace(0.99,1.01,100));
and plotting R.*C in various forms, I see no indication of anything other than a strictly uniform distribution over the expected trapezoid.

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More Answers (1)

Daniel Shub
Daniel Shub on 3 Oct 2011
That is a really good question, but really has nothing to do with MATLAB.
http://phys.columbia.edu/~tutorial/propagation/tut_e_4_2.html

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