notes/education/statistics/Measurement Error.md

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(Chapter 6, STAT 1040)
# Bias v. Chance Error
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## Bias
Bias *affects all measurements the same way, making them all too large or too small*. Bias is detected by comparing to an external standard.
## Chance error
Chance errors *change from measurement to measurement but average out over time*. There is no way to remove all chance errors from a measuring process. An example of chance error would be starting a stopwatch then attempting to stop it at exactly 5 seconds, then repeating. The times will vary, but each measurement will vary in a different way.
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- Chance error is how much an individual measurement varies from the exact value. It can be positive or negative.
- The standard deviation of repeated measurements gives us the expected size of a chance error
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$$ IndividualMeasurement = ExactValue + ChanceError $$
# Outliers
Histograms of repeated measurements tend to follow the normal curve.
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According to the empirical rule, 99.7% of such measurements should be +-3σ of the exact value. Measurements that are not within 3σ are considered *outliers*.
Removing outliers reduces σ.
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# Terminology
| Term | Definition |
| -- | -- |
| Best Guess | Average/Mean |
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| Off by how much/Give or take | standard deviation |