Dav realNOTES
Dav realNOTES
Dav realNOTES
Dispersion is the state of getting dispersed or spread. Statistical dispersion means the extent
to which a numerical data is likely to vary about an average value. In other words, dispersion
helps to understand the distribution of the data.
Measures of Dispersion
As the name suggests, the measure of dispersion shows the scatterings of the data. It tells the
variation of the data from one another and gives a clear idea about the distribution of the data.
The measure of dispersion shows the homogeneity or the heterogeneity of the distribution of the
observations.
Characteristics of Measures of Dispersion
A measure of dispersion should be rigidly defined
It must be easy to calculate and understand
Not affected much by the fluctuations of observations
Based on all observations
Classification of Measures of Dispersion
The measure of dispersion is categorized as:
(i) An absolute measure of dispersion:
The measures which express the scattering of observation in terms of distances i.e., range,
quartile deviation.
The measure which expresses the variations in terms of the average of deviations of
observations like mean deviation and standard deviation.
(ii) A relative measure of dispersion:
We use a relative measure of dispersion for comparing distributions of two or more data set and
for unit free comparison. They are the coefficient of range, the coefficient of mean deviation, the
coefficient of quartile deviation, the coefficient of variation, and the coefficient of standard
deviation.
Absolute Measure of Dispersion
An absolute measure of dispersion contains the same unit as the original data set. Absolute
dispersion method expresses the variations in terms of the average of deviations of observations
like standard or means deviations. The types of absolute measures of dispersion are:
1. Range
A range is the most common and easily understandable measure of dispersion. It is the
difference between two extreme observations of the data set. If X max and X min are the two
extreme observations then
Range = X max – X min
Merits of Range
It is the simplest of the measure of dispersion
Easy to calculate
Easy to understand
Independent of change of origin
Demerits of Range
It is based on two extreme observations. Hence, get affected by fluctuations
A range is not a reliable measure of dispersion
Dependent on change of scale
2. Mean Deviation
Mean deviation is the arithmetic mean of the absolute deviations of the observations from a
measure of central tendency. If x1, x2, … , xn are the set of observation, then the mean deviation
of x about the average A (mean, median, or mode) is
Mean deviation from average A = 1⁄n [∑i|xi – A|]
For a grouped frequency, it is calculated as:
Mean deviation from average A = 1⁄N [∑i fi |xi – A|], N = ∑fi
Here, xi and fi are respectively the mid value and the frequency of the ith class interval.
Merits of Mean Deviation
Based on all observations
It provides a minimum value when the deviations are taken from the median
Independent of change of origin
Demerits of Mean Deviation
Not easily understandable
Its calculation is not easy and time-consuming
Dependent on the change of scale
Ignorance of negative sign creates artificiality and becomes useless for further
mathematical treatment
3. Standard Deviation
A standard deviation is the positive square root of the arithmetic mean of the squares of the
deviations of the given values from their arithmetic mean. It is denoted by a Greek letter sigma,
σ. It is also referred to as root mean square deviation. The standard deviation is given as
σ = [(Σi (yi – ȳ) ⁄ n] ½ = [(Σ i yi 2 ⁄ n) – ȳ 2] ½
For a grouped frequency distribution, it is
σ = [(Σi fi (yi – ȳ) ⁄ N] ½ = [(Σi fi yi 2 ⁄ n) – ȳ 2] ½
The square of the standard deviation is the variance. It is also a measure of dispersion.
σ 2 = [(Σi (yi – ȳ ) / n] ½ = [(Σi yi 2 ⁄ n) – ȳ 2]
For a grouped frequency distribution, it is
σ 2 = [(Σi fi (yi – ȳ ) ⁄ N] ½ = [(Σ i fi xi 2 ⁄ n) – ȳ 2].
If instead of a mean, we choose any other arbitrary number, say A, the standard deviation
becomes the root mean deviation.
Merits of Standard Deviation
Squaring the deviations overcomes the drawback of ignoring signs in mean deviations
Suitable for further mathematical treatment
Least affected by the fluctuation of the observations
The standard deviation is zero if all the observations are constant
Independent of change of origin
Demerits of Standard Deviation
Not easy to calculate
Difficult to understand for a layman
Dependent on the change of scale
Relative Measure of Dispersion:
The relative measures of depression are used to compare the distribution of two or more data
sets. This measure compares values without units. Common relative dispersion methods include:
Coefficient of Range
Coefficient of Variation
Coefficient of Standard Deviation
Coefficient of Mean Deviation
Coefficient of Dispersion
The coefficients of dispersion are calculated along with the measure of dispersion when two
series are compared which differ widely in their averages. The dispersion coefficient is also used
when two series with different measurement unit are compared. It is denoted as C.D.
The common coefficients of dispersion are:
C.D. In Terms of Coefficient of dispersion
ERROR
Error is the difference between the computed (or estimated) value and the exact value.
E=¿ m1−m2∨¿
In a numerical process, errors can creep in from various sources. Certain errors may be
avoided altogether, while some others may be unavoidable and can only be minimized.
Different Types of Errors
1. Modelling Errors
A mathematical model is built to represent a physical process or a phenomenon. When a
mathematical model being formulated is not exact/accurate when compared to the underlying
physical process, errors can occur in the resulting solution.
Models often require many simplifying assumptions. The physical process being modelled
may be overly complex in some cases. In such situations, it will be impossible/impractical to
create an exact mathematical model. Hence, the resultant model may be a simplified version
of the underlying physical process.
Some examples of model simplification, resulting in errors:
1. While calculating the force acting on a freely falling body, we may assume that the drag
coefficient (air resistance) is linearly proportional to velocity of the falling body. This
simplification will have its impact on the accuracy of the result.
2. While evaluating disease control programs, mainly epidemiological factors are included
in the model, while others like social factors may be left out to make the model less
complex.
Mathematical model is the basic input to any numerical process. Hence, if the model is
conceived erroneously, the numerical process will not be able to produce accurate results to
match the physical system.
To reduce this error, one can enhance the model, thus adding to the model complexity.
Increase in the model complexity will make the model more difficult to solve and the
numerical process to consume more computing resources. On the other hand, oversimplifying
the model will make the numeric process simpler but will produce results with unacceptable
levels of accuracy.
It is therefore needed to strike a balance between the level of accuracy required for the results
and the complexity level of the model. A model must be enhanced only upto a level of
complexity that reduces the error to an acceptable level.
2. Inherent Errors / Input Errors
Errors that are present in the data that are input to the model are inherent errors. They are also
called input errors. They are classified into two – Data Errors and Conversion Errors.
2.1 Data Errors
Data errors arise when data to be input into a model are acquired using experimental
methods. These are also called empirical errors. Such errors occur mostly due to the
limitations or errors in the instrumentation. A voltage reading can be accurate only upto the
accuracy of the voltmeter. Similarly, the accuracy of distance measurement is limited by the
accuracy of the instrument used to measure distance.
Hence, to reduce such errors, it is more important to improve the accuracy of the data being
read than improving the precision of arithmetic operations.
2.2 Conversion Errors
Conversion errors arise due to the limitation of computers to store exact decimal data. Hence,
these are called representational errors. In a floating point representation, a computer can
only retain a limited number of digits. Digits that are not retained cause a round-off error.
When a floating point number is converted into its binary form, many numbers cannot be
represented in its exact form.
For example, In decimal number system,0.1+0.4=0.5
But using their binary equivalents
(0.1)10=(0.00011001)2
(0.4 )10=(0.01100110)2
(0.00011001)2 +(0.01100110)2=(0.01111111)2
But
(0.00011001)2=(0.49609375)10Therefore, Instead of 0.5, we get (0.49609375)10. Such error
is called conversion error.
Conversion Error=|m1−m2|=|0.5−0.49609375|=0.00390625.
3. Numerical Errors
Errors can arise during the process of implementation of numerical method. Hence these are
also called procedural errors. They are classified into two – Round-off errors and Truncation
errors.
The total numerical error in a process can be calculated as the sum of round-off errors and
truncation errors in the process. Considering these factors, suitable techniques can be
employed during implementation of a numerical method to reduce the total numerical error.
3.1 Round off error
Round off errors occur because computers have limited capacity to store exact numbers.
These errors can have cumulative effect in a numerical process. When an exact number is
stored round-off error arises once. When repeated arithmetic operations are performed, round
off error may occur in each operation and these errors add up. Even though the initial round
off error is insignificant, after repeated arithmetic operations, the total round-off error may
become significant due to cumulative effect.
Round-off errors can be categorised into two:-
3.1.1 Chopping
In chopping error, digits that are beyond the storage capacity of the computer are dropped. If
the word length of the computer is 4 digits, then a number like 10.6872 will be stored as
10.68. Digits 7 and 2 will be dropped.
3.1.2 Symmetric Round Off
In a symmetric round-off, the last retained significant digit is rounded by 1, if the first digit
being discarded is greater than or equal to 5. If it is less than 5, the last retained digit is
unchanged.
In the above example, 10.6872 will become 10.69 because 7 is greater than 5. If the original
number was 10.6842, then it will be stored as 10.68.
3.2 Truncation Error
Truncation errors occur when an exact mathematical procedure is approximated. When a
numerical process is truncated after a finite number of iterations for computational simplicity,
truncation error arises.
Suppose, we have
1 2 3 4
x x x x x
X =e =1+ + + + + …
1! 2 ! 3 ! 4 !
Let this infinite series is replaced by
1 2 3 4
' x x x x
X =1+ + + +
1! 2! 3! 4 !
Therefore, Truncation Error=| X - X ' |
Calculation of Sin of a value, exponential function etc. are infinite series to be added up to
arrive at the result. Because of computational limitations, we normally truncate the numerical
process after certain number of terms, resulting in truncation error.
4. Human Errors (Blunders)
These are errors introduced due to human imperfections or mistakes.
Human errors can occur at any stage of the problem solving cycle. Some common types of
errors are:
Lack of understanding of the problem (physical system)
Overlooking of some basic assumptions required for formulating the model or making
wrong assumptions (Modelling Error)
Errors in deriving the mathematical equation or using a model that does not describe
adequately the physical system under study (Modelling error)
Selecting a wrong numerical method for solving a mathematical model.
Selecting a wrong algorithm for implementing a numerical method.
Programming mistakes
Mistakes in Data input such as misprints, giving values column-wise instead of a row wise
to a matrix, forgetting a negative sign etc.
Wrong guess of initial values
All these mistakes can be avoided through a reasonable understanding of the problem and the
numerical solution method, use of good programming techniques and tools, effective code
reviews and testing.
b) What are numerical methods? Differentiate between numerical methods
and analysis?
Numerical methods, is approximation fast solution for mathematical problems. Such
problems can be in any field in engineering. So any result you get from it is approximated not
exact, it give you the solution faster than normal ones, also it’s easy to be programmed.
“Numerical methods are mathematical methods that are used to approximate the solution of
complicated problems so that the solution consists of only addition, subtraction and
multiplication operations.”
Numerical methods are very useful because they are suitable for the use with computers
because computer processors can only add, subtract and multiply.
Numerical analysis is the study of algorithms that use numerical approximation (as opposed
to symbolic manipulations) for the problems of mathematical analysis (as distinguished
from discrete mathematics). Numerical analysis naturally finds application in all fields of
engineering and the physical sciences, but in the 21st century also the life sciences, social
sciences, medicine, business and even the arts have adopted elements of scientific
computations.
A numerical method is an algorithm that takes numbers as input and produces
numbers as output. Numerical analysis is a set of techniques you use to prove that
a numerical method approximately solves a problem you're interested in.
A numerical method is the actual procedure you implement to solve a problem. For
example, finite difference or finite element methods for solving PDEs. As the name
suggests, numerical analysis looks at these methods and is able to tell you how
accurate they are. Obviously it's a little more complicated, but that's the basic gist. I
doubt you will have a course that looks at one and not the other though, so I wouldn't
really stress the difference at this point.
In numerical analysis, a numerical method is a mathematical tool designed to solve
numerical problems. The implementation of a numerical method with an appropriate
convergence check in a programming language is called a numerical algorithm.
Numerical methods refer to “methods” (like algorithms) that can be used to solve
certain mathematical problems (like ODE's or PDE's) in a “numerical”
fashion. Numerical analysis refer to using the developed methods to “analyze” a
particular physical problem of interest.
Numerical methods refers to "methods"(like algorithms) that can be used to solve
certain mathematical problems (like ODE's and PDE's) in a numerical fashion.
Numerical analysis refer to the using the developed methods to "analyze" a particular
physical problem of interest.