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  2. "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
  3. <html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en"><head>
  4. <meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
  5. <meta name="Author" lang="en" content="Miguel Casquilho" />
  6. <title>M&middot;C, IST: errors, outliers</title>
  7. <link rel="stylesheet" type="text/css"
  8. href="http://web.tecnico.ulisboa.pt/~mcasquilho/commonstyle.css" />
  9. </head> <!-- 04-Aug-2008 -->
  10. <body class="sm">
  11. <form method="post" action=
  12. "http://web.tecnico.ulisboa.pt/~mcasquilho/cgi-bin/interfacepng.php?errtheory">
  13. <input name="executable" type="hidden" value="errtheory.exe" />
  14. <table width="90%" bgcolor="#eeeeee" align="center" border="1" class="sm">
  15. <tr><td colspan="3">
  16. <table width="100%" class="sm">
  17. <tr><td width="50px"><a href='https://fenix.ist.utl.pt/departamentos/deq'><img alt='&copy;'
  18. src="http://web.tecnico.ulisboa.pt/~mcasquilho/depot/MC.gif" border='0'
  19. width='40' height='41' /></a>
  20. </td><!-- title -->
  21. <td><div style="font-size: 13.5pt; text-align: center"><!-- title --><b
  22. onmouseout="this.style.color='blue', this.style.fontStyle='normal'"
  23. onmouseover="this.style.color='red',
  24. this.style.fontStyle='bold'">
  25. Errors,
  26. outliers</b></div>&emsp;
  27. From a generated or supplied sample, calculates some common statistics
  28. and detects a possible outlier.<!-- b>Under construction</b --></td>
  29. <td width="112px"><table width='100%'>
  30. <tr><td align='center' bgcolor='white'>
  31. <input type="submit"
  32. value="&nbsp; Execute &nbsp;" style="background-color: #00bfff"
  33. onmouseout="this.style.fontStyle='normal', this.style.fontWeight='normal'"
  34. onmouseover="this.style.fontStyle='normal', this.style.fontWeight='bold'" /></td>
  35. </tr><tr><td align='center'><span style='font-size:
  36. xx-small'>2021.Mar.16 03:49:57</span></td></tr>
  37. </table>
  38. </td></tr></table>
  39. </td></tr> <!-- ................................................... -->
  40. <tr><td width="15%" align="center"><i>n</i></td>
  41. <td width="45%"><input name="isize" type="text" value="6" size="5"
  42. maxlength="5" /></td>
  43. <td width="40%">Sample <i>size</i> (number of observations).</td></tr>
  44. <tr><td align="center">Data source</td>
  45. <td><select name="igensup"><option value="1"
  46. selected="selected">generate (G)</option><option
  47. value="2">supply (S)</option></select>
  48. (&ldquo;G&rdquo; or &ldquo;S&rdquo;)</td>
  49. <td>Data: <i>generated</i>; or <i>supplied</i> by user. &bull;</td></tr>
  50. <tr><td align="center"><i>&mu;</i>, <i>&sigma;</i> (for G)</td>
  51. <td><input name="zmu" type="text" value="10" size="5"
  52. maxlength="5" /><input name="sigma" type="text" value=".5" size="5"
  53. maxlength="5" /></td>
  54. <td><i>Mean</i> and <i>standard deviation</i> &mdash;
  55. ignored if&nbsp;"S".</td></tr>
  56. <tr><td align="center">ntrial, .seed (for G)</td>
  57. <td><input name="ntrial" type="text" value="100000" size="6"
  58. maxlength="6" /><input name="iseed" type="text" value="0" size="6"
  59. maxlength="10" /></td>
  60. <td>No. of <i>trials</i> and <i>seed</i> &mdash;
  61. ignored if&nbsp;"S". &bull;</td></tr>
  62. <tr><td align="center">Supplied data, <i>X</i> (for&nbsp;S)</td>
  63. <td style="font-size: 95%; color: blue"><textarea name="data"
  64. style="font-size: smaller; color: red" cols="38"
  65. rows="1" >26.1 25.8 26.3 26.8 25.9 26.2</textarea></td>
  66. <td>User-supplied <i>data</i> (<i>n</i> must <i>always</i> match them !)
  67. &mdash; ignored if&nbsp;"G". &bull;</td></tr>
  68. <tr><td align="center">Outlier ?</td>
  69. <td><select name="ioutlier"><option value="-1">smallest</option>
  70. <option value="+1" selected="selected">largest</option></select></td>
  71. <td>Outlier (?), <i>smallest</i> or <i>largest</i>, to be
  72. assessed.</td></tr>
  73. <tr><td align="center"><i>P</i></td>
  74. <td><input name="prob" type="text" value="95" size="5"
  75. maxlength="5" /> %</td>
  76. <td><i>Probability</i> for interval for <i>&mu;</i>. &bull;</td></tr>
  77. <tr><td align="center">Show values</td>
  78. <td><select name="ishow"><option value="0" selected="selected">No</option>
  79. <option value="1">Yes</option></select></td>
  80. <td>Shows the coordinates of the graph. &bull;</td></tr>
  81. <!-- ...fonts/freefont/florence luxembrg muriel PARKAVE.pfb -->
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  88. 22 dark gray 404040, 23 olive green 408000, 24 navy blue 000080, 25 806010,
  89. 26 806060, 27 ~806080, 28 ~5050c0, 29 0000ff, 30 006000, 31 ~eb0c0,
  90. 32 40c080, 33 60a0c0 -->
  91. <!-- plot gnudata.dat \ (or anything: this line is a MANDATORY dummy) -->
  92. <tr><td colspan="3"><input name="gnuplot" type="hidden"
  93. value="set terminal png enhanced font 'FreeSerif, 13'
  94. set timestamp font 'FreeSerif, 10' offset 5, -0.7
  95. set nokey; set title 'Delta or x' offset 0, +.5
  96. set xlabel 'i' offset 12, .1; set ylabel 'y'
  97. plot 'anyname.dat' \
  98. using 1:2 with lines linetype 2 linewidth 3, \
  99. '' using 1:3 with linespoints linetype 1 linewidth 3 ps 2" />
  100. <table width="100%" class="sm">
  101. <tr><td valign="top" colspan="2">&emsp; From a randomly
  102. <i>generated</i> (G) or <i>user-supplied</i> (S) sample (set of observations),
  103. calculates some common <i>statistics</i>: average (<i>x</i>-bar),
  104. standard deviation (<i>s</i>), average deviation (<i>&delta;</i>).
  105. <br />&emsp;The graph shows: for G, <i>&delta;</i> simulated
  106. for random samples of size 2<sup><i>k</i></sup> trials, with (integer)
  107. <i>k</i> = 1<big><b>..</b></big>log<sub>2</sub>(ntrial)
  108. (log<sub>2</sub>100000 = 16.6 &rarr; 16); for S, the user data,
  109. without the (possible) outlier.
  110. <br />&emsp;An extreme (smallest or largest) value in the sample is
  111. assessed to estimate whether it is an <i>outlier</i> (to be rejected).
  112. <br />&emsp;The decision on what is an outlier is a delicate question.
  113. See, for example, Barnett and Lewis [1998].
  114. <br />&emsp;Excel:&nbsp;
  115. <i>t</i> = Stud<sup>inv</sup>([(1+prob)/2, <i>&nu;</i>] becomes
  116. TINV[(1-prob, <i>&nu;</i>]&emsp;Typically,
  117. <i>&nu;</i> = <i>n</i> &minus; 1. (Here, <i>n</i> had already been
  118. reduced, so <i>&nu;</i>&nbsp;=&nbsp;<i>n</i><sup>original</sup> &minus; 2 .)
  119. <br />&emsp;Other suggested data:
  120. 26.6 26.8 26.2 26.9 27.1 27.0 (smallest) &emsp;
  121. 26.6 26.9 26.7 26.6 26.7 26.6 (largest)</td>
  122. </tr></table></td></tr>
  123. <tr><td align="center"><input type="reset" style="font-size: smaller"
  124. value=" Reset " /></td><td><i>References:</i></td>
  125. <td align="center">Plate: Errth08804</td></tr>
  126. <tr><td colspan="3"><p class="ref">&bull;&nbsp;<a href=
  127. "http://www.physics.tamu.edu/people/showpeople.php?name=
  128. Sante%20R.%20Scuro&amp;userid=sante"><span class="sc">Scuro</span></a>,
  129. Sante R.: <a href="http://web.tecnico.ulisboa.pt/~mcasquilho/compute/errtheory/,basics/ScuroErrTheo.pdf">Error
  130. theory</a>.<i>pdf</i> (<a href=
  131. "http://www.physics.tamu.edu/">Texas A&amp;M Univ.</a>).
  132. &bull;&nbsp;<a href=
  133. "http://class.phys.psu.edu/p559/experiments/html/error.html">Err.
  134. analysis</a> (P. C. Eklund, <a href=
  135. "http://class.phys.psu.edu/">PennState U.</a>).
  136. &bull;&nbsp;<a href=
  137. "http://www.drake.edu/artsci/physics/ERROR_THEORY.htm">Petridis</a>, A.
  138. (<a href="http://www.drake.edu/artsci/">Drake Univ.</a>).
  139. &bull;&nbsp;<a href=
  140. "http://teacher.nsrl.rochester.edu/PHY_LABS/Labs_121.html">Wolfs</a>,
  141. F., see "Error analysis" (Univ. of
  142. <a href="http://www.rochester.edu/">Rochester</a>).</p>
  143. <p class="ref">&bull;&nbsp;<span class="sc">Weisstein</span>, Eric W.,
  144. "<a href="http://mathworld.wolfram.com/ErrorPropagation.html">Error
  145. propagation</a>". From <i>MathWorld</i> &mdash; a Wolfram Web Resource
  146. (accessed 2008-08-04).</p>
  147. <p class="ref">&bull;&nbsp;<span class="sc">Barnett</span>, Vic and
  148. Toby <span class="sc">Lewis</span>, <acronym title="Amazon"><a href=
  149. "http://www.amazon.com/Outliers-Statistical-Wiley-Probability-Statistics/
  150. dp/0471930946/ref=sr_1_2?ie=UTF8&amp;s=books&amp;qid=
  151. 1219876491&amp;sr=1-2">1998</a></acronym>, "Outliers in statistical data",
  152. 3.rd ed. (=1994, <acronym title="BibIST"><a href=
  153. "http://thesaurus.reitoria.utl.pt/search~S3*por?/cQA278-279%2F1.BAR.30829/
  154. cqa++278+279+1+bar30829/-3,-1,0,B/frameset&amp;FF=
  155. cqa++278+279+1+bar30829&amp;1,1,">1978</a></acronym>), Wiley,
  156. New York, NY (USA). (At ISEG Library: <a href=
  157. "http://thesaurus.reitoria.utl.pt/search~S2*por?/
  158. cQA276.B37+1994/cqa++276+b37+1994/-3,-1,0,B/exact&amp;FF=
  159. cqa++276+b37+1994&amp;1,2,">1994</a>.)</p>
  160. <p class="ref">&bull;&nbsp;<span class="sc">Bevington</span>, Philip R. and
  161. D. Keith <span class="sc">Robinson</span>, <acronym title="BibIST"><a href=
  162. "http://thesaurus.reitoria.utl.pt/search~S8*por/?searchtype=
  163. c&amp;searcharg=00.BR.61056&amp;searchscope=3&amp;SORT=D&amp;extended=
  164. 0&amp;SUBMIT=Pesquisar&amp;searchlimits=&amp;searchorigarg=
  165. c00.BR.61056">2003</a></acronym>, "<acronym title="Amazon"><a href=
  166. "http://www.amazon.com/Reduction-Error-Analysis-Physical-Sciences/dp/
  167. 0072472278/ref=pd_bbs_sr_1?ie=UTF8&amp;s=books&amp;qid=1219893338&amp;sr=
  168. 1-1">Data reduction and error analysis for the physical
  169. sciences</a></acronym>", 3.rd ed., McGraw-Hill, New York, NY (USA).</p>
  170. <p class="ref">&bull;&nbsp;Google search: <a href=
  171. "http://www.google.com/search?hl=en-US&amp;safe=off&amp;q=
  172. simulation+%22Monte+Carlo%22+%22chemical+engineering%22+%22random+number%22+site%3A.edu&amp;btnG=Search&amp;meta=">simulation
  173. "Monte Carlo" "Chemical Engineering"&hellip;</a></p>
  174. <p class="ref">&bull;&nbsp;<a href=
  175. "./,basics/KurtSkew.xls">Kurtosis, skewness</a>.<i>xls</i>
  176. &bull;&nbsp;<a href=
  177. "http://www.okstate.edu/sas/v7/sashtml/books/qc/chap1/sect17.htm">Descriptive
  178. statistics</a> (SAS v7 doc., Oklahoma State Univ., Stillwater).</p>
  179. <p class="ref">&bull;&nbsp;<a href=
  180. "http://web.ist.utl.pt/mcasquilho/compute/qc/Fx-Student.php">Student's
  181. <i>t</i></a> (this site).</p>
  182. <p class="ref">&bull;&nbsp;<span class="sc">Taylor</span>, John R.,
  183. <acronym title="BibIST"><a href=
  184. "http://thesaurus.reitoria.utl.pt/search~S3*por?/cQC39.TAY.67208/
  185. cqc+++39+tay67208/-3,-1,0,B/
  186. frameset&amp;FF=cqc+++39+tay67208&amp;1,1,">1997</a></acronym>,
  187. "An introduction to error analysis", 2.nd ed., <acronym title="Amazon"><a href=
  188. "http://www.amazon.co.uk/In
  189. troduction-Error-Analysis-Uncertainties-Measurements/
  190. dp/093570275X/ref=sr_1_1?ie=UTF8&amp;s=books&amp;qid=1217804330&amp;sr=1-1"
  191. >Univ. Sci. Books</a></acronym>
  192. (<a href="http://www.uscibooks.com">USB</a>), Sausalito, CA (USA)
  193. (<a href="http://physics.gac.edu/~mellema/Taylor/
  194. Taylor_files/frame.htm">intro</a> IE).</p>
  195. <p class="ref">&bull;&nbsp;[<acronym
  196. title="Lyons, 1991,&nbsp;
  197. 'A practical guide to data analysis for physical science students'"><a href=
  198. "http://web.tecnico.ulisboa.pt/~mcasquilho/acad/errors/bibliography.php">Lyons, 1991</a></acronym>]
  199. &bull;&nbsp;[<acronym title="Taylor, 1987,&nbsp;
  200. 'Quality assurance of chemical measurements'"><a href=
  201. "http://web.tecnico.ulisboa.pt/~mcasquilho/acad/errors/bibliography.php">J. K. Taylor, 1987</a></acronym>]</p>
  202. <p class="ref">&bull;&nbsp;<span class="sc">Weisstein</span>, Eric W.,
  203. "<a href="http://mathworld.wolfram.com/Studentst-Distribution.html">Student's
  204. t-distribution</a>". From <i>MathWorld</i> &mdash; a Wolfram
  205. Web Resource (accessed 2008-08-04).</p>
  206. <p class="ref">&bull;&nbsp;<a href=
  207. "http://www-groups.dcs.st-and.ac.uk/~history/Biographies/
  208. Chauvenet.html">Chauvenet</a>, William, 1820&ndash;1870
  209. (<acronym title="Google">"<a href=
  210. "http://www.google.pt/search?hl=en&amp;q=
  211. %22Chauvenet%27s+criterion%22+site%3A.edu&amp;meta=">Chauvenet's
  212. criterion</a></acronym>").</p>
  213. <p class="ref">&bull;&nbsp;1805-08-04: <a href=
  214. "http://www-groups.dcs.st-and.ac.uk/~history/Biographies/
  215. Hamilton.html">Hamilton</a>, Sir William Rowan, birthday.</p>
  216. </td></tr>
  217. </table>
  218. </form>
  219. <div style="line-height: 6pt">&nbsp;</div>
  220. <div style="line-height: 1.5pt; color: black;
  221. background-color: red">&nbsp;</div>
  222. <table width="100%" class="sm"><tr>
  223. <td width="58px"><a href="http://validator.w3.org/check?uri=
  224. http://web.tecnico.ulisboa.pt/~mcasquilho/compute/errtheory/Fx-errors.php;verbose=1;ss=1"><img
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  230. <td width="70%" align=
  231. "right"><i>http://web.tecnico.ulisboa.pt/~mcasquilho/compute/errtheory/Fx-errors.php</i><br />
  232. <i>Created:</i> 2008-08-04 &mdash; <i>Last modified:</i>
  233. 2009-09-17</td></tr></table>
  234. </body></html>

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