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ta

H. M.

Stewart, Esq

GENERAL PRINCIPLES
OF THK

METHOD OF LEAST SQUARES,


WITH APPLICATIONS,

BY

DANA

P.

BARTLETT,

S.B.,

PROFESSOR or MATHEMATICS. MASSACHUSETTS INBTTTUTB


or TECBNOLOOT.

THIRD EDITION.

BOSTON
THE AUTHOR
1915.

COPYRIGHT,

BY DANA

P.

1915.

BARTLETT.

Ol

TECHNOLOGY BRANCH
HARVARD COOPERATIVE SOCIETY
76 MAHBAQHUSETTH

AVENUE, CAMBRIDGE,
LfSt

PREFACE.
The preparation

of this

volume was undertaken with the

view of presenting in as simple and concise a manner an


possible the fundamental principles of the Method of Least
Squares.

While

the solution of

all

attempt has been

it is

believed that everything essential to

ordinary problems has been included, no

made

to develop at length those special

methods and forms that are so useful and almost necessary in


case large numbers of observations of certain kinds, such,
for instance, as those

met with

and astronomical

in geodetic

measurements, are to be adjusted.

Frequent references throughout the text, and more particularly the list 01 works given on page v of the Appendix, will,
however, enable the student to extend his studies in whatever special direction his profession

expected that this

book

may

require

will in such cases

it

being
be looked upon
;

merely as an introductory treatise. All of the works mentioned have been freely consulted in the preparation of these
pages, and the author desires in particular to acknowledge
his indebtedness for

many

of the examples.

DANA

P. BARTLETT.

CONTENTS.

CHAPTER

I.

GENERAL PRINCIPLES.
PAGES
3. Errors.
Object of the Method of Least Squares.
4. Constant Errors
Theoretical, Instrumental, Personal.
5. Mistakes.
6. Accidental Errors.
7. Direct Observa8. Real Errors.
tions The Arithmetical Mean.
9. Resid11. Weighted Observations.
13. The General Mean.
uals.
16. The Curve of Error.
17. Laws of Errors of Observa20. Derivation of the Equation of the Curve of Error.
tion.
22. The Method of Least Squares
1-16

1.

CHAPTER

II.

THE ADJUSTMENT OF OBSERVATIONS.


25, 27. Rules for Forming the
28. Reduction of Equations to Weight

23. Indirect Observations.

Normal Equations.
Unity.

and

its

tions.
tions.

29. Relation Between the Weight of an Observation


Measure of Precision.
30. Computation of Correc32. Significant Figures.
33. Conditioned Observa35. Special Cases.
36-43. Empirical Formulas and

Constants.

mic Solution.

42. Periodic Phenomena.


43. The Logarith44. Reduction of Equations to the Linear

Form

17-36

CHAPTER

III.

THE PRECISION OF OBSERVATIONS.


The Constant k.
49. The Value of k in Terms of h.
61. The Mean of the Errors, or Average Deviation.
52. The
Mean Error.
53. The Probable Error.
55, 56. The Rela-

48.

tions between
//,

a.d. t

58. Representation of
h, p, and p.
fi, r, a.d.
and r on the Curve of Error.
37-46
t

CONTENTS.
CHAPTER IV.

COMPUTATION OF THE PRECISION MEASURES.


PAGES
62. Direct
59-61. Direct Observations all of the Same Weight.
64-71. FuncObservations, the Weights Not Being All Alike.
72. The Precitions of Independent Observed Quantities.
74. Functions of the Same Varision of Measurements.
76. First Method of
76-85. Indirect Observations.
78. Second Method
77. Rule I.
Computing the Weights.
80. Third Method
79. Rule II.
of Computing the Weights.
82. The Mean
of Computing the Weights.
81. Rule III.
Error of an Observation.
85. Observations of Unequal

ables.

C6-89. Conditioned Observations

Weights.

47-82

CHAPTER V.

MISCELLANEOUS THEOREMS.
90.

The Distribution of Errors.

92.

The Rejection of Obser-

93, Criterion for the Rejection of a Single Doubtful


95. The Huge Error.
96. Constant Errors.
Observation.

vations.

98. Combination of Determinations having Different Con100. The Weighting of Observations.


Errors.

stant

101-103. Special Laws of Error.

104. Contradictory Obser-

vations

83-96

CHAPTER VI.
GAUSS'S

METHOD OF SUBSTITUTION.

107. Checks on the Formation of the Normal Equations.


108. The Reduced Normal Equations and the Elimination
109. Checks oil the Solution of the Normal
Equations.
110. Most Convenient Arrangement of the ComEquations.
113. Solution
111. Application of the Checks.
putations.
of the Elimination Equations.
115. The Weights of the

Unknown Quantities
METHOD OF COHHKLATIVKS

97-111

GAUSS'S

111-116

EXAMPLES

117-142
AlM'KNI'l.X.

TIIK

THEOUY OK PROBABILITY.

200. Definition; Simple Events.


204. DriH-mlfiJt Event*
Blin.MM.HAlMIV

TABLES.

202.

Compound

Events.
i-v

V-Vl
vli-xi

THE METHOD OF LEAST SQUARES.


CHAPTER

I.

GENERAL PRINCIPLES.
In scientific investigations of all kinds it is frequently
necessary to determine the values of certain quantities by
1.

means

of actual

of instruments.

measurements either with or without the aid


The observations may be made directly upon

unknown quantities or upon certain functions


unknowns. In the latter case the values of the required
quantities must be obtained by computation from the observed
In order to obtain more accurate
values of the functions.
values of the unknowns than would be given by a single

the values of the


of the

measurement, or set of measurements, the observations are


usually repeated either in the same way and under the same
conditions or in a variety of different
ing conditions.

ways and under vary-

Under these circumstances it will invariably be found that


the different measurements give discordant results, the amount
of the discrepancies varying with the character of the observations

and the question that now presents

itself

is

how

to

determine from these discordant observations the true values

From the nature of the case,


we
can
not
to
obtain our values with absolute
however,
expect
all
can
that
we
hope for is to obtain those values
accuracy;
of the required quantities.

which are rendered most probable

after all the observations

are taken into account, and, further, to determine the degree


of confidence that can be placed in those values.

MI-.TIIOD

2
2.

The attainment

OF LEAST SQUARES.
of

the above results constitutes the

primary object of the Method of Least Squares. The method


is also employed in comparing the relative worth of different

measurements of the same quantity, and in determining the


equation of a curve which shall suitably represent the relation
between two variables in cases where the exact law connecting
them is not known.

making any observations, we may employ the


method to determine how precise the component measurements
of a series must be in order to yield a required degree of precision in the final result; or, conversely, to determine what
Also, before

the precision of the final result will be, knowing the precision
attainable in the component measurements. This latter application of the method will be treated at length in the course
on " The Precision of Measurements."

The cause

of the discrepancies between the


results of our different observations is that every observation

Errors.

3.

that

is

a measure

is

subject to error.

These errors are of two

Constant or Systematic Errors and Accidental Errors.


4.
Constant Errors are errors which in all measures of the
same quantity, made with the same care and under the same
conditions, have the same magnitude, or whose presence and
kinds,

magnitude are due to some fixed cause. These constant


errors may be of several classes, which are designated as
follows:

First.

Theoretical Errors, such as those due to the refrac-

tion or aberration of light, the effect of a definite change in


temperature or moisture on our standards of measurement,
etc.

As soon
errors

known the magnitude of


be calculated and their effect eliminated

as their causes are

may

from the observations.


Second. Instrumental Errors, such as errors of division of
graduated scales, defects in micrometer screws, eccentricity of
Thrsc errors will he dUrovcrnl l.y ;ui r\;unin:irirrh-s, j-tc.
tion of the instruments ami tln-ir rfl'rrts rliminutril t'rom tin*

&SNBRAL miXCIPLES.

observations, either by a particular method


instruments or by subsequent computation.

using the

These are due to personal pecuof an observer, who always answers a signal too soon

Third.
liarities

of

Personal Errors.

or too late, always estimates a quantity smaller than it is, etc.


The character and magnitude of these errors may be deter-

mined by a study of the observer, his "Personal Equation"


may be obtained, and his observations thus corrected for thin
source of error.

Although of a somewhat different character,


be
considered in connection with constant errors.
these should
made
when a figure 3 is read for a figure 8, or
is
A mistake
5.

when

Mistakes.

in reading a graduated circle

which

is

numbered

in

both

read 43 instead of the complementary


directions the angle
These
mistakes are usually of such a characangle 47, etc.
detected
be
ter that they may
by an inspection of the observais

tions

and a proper correction made.

Accidental Errors are errors due to irregular causes,


whose effect upon the observations is not determined by any
6.

circumstances peculiar to that particular set of measurements,


and which cannot therefore be computed and allowed for

Such errors are those due to sudden changes in


owing to sudden and unobserved changes in tem-

beforehand.
refraction

perature; unequal expansion of different parts of an instru-

shaking of an instrument

ment with change

in temperature;

in the wind, etc.

But most important

of all are those errors

from imperfections in the sight, hearing, and other


senses of the observer, which render it impossible for him to
adjust and use his instruments with absolute accuracy.

which

arise

After a

full investigation of the

constant errors, the observer


much as possible, both

should diminish the accidental errors as


in

number and magnitude, by taking every precaution and care


measurements themselves. The problem now remains

in the

to

combine the observations so that the remaining accidental


upon the results,

errors shall have the least probable effect

METHOD OF LEAST SQUARES.

and

it is

to bring about this combination of observations that


the Method of Least Squares.

we employ

When no more

observations are made than are sufficient to


determine one value for each of the unknown quantities, we

must accept these values as the most probable


additional observations are

we can not

But

ones.

if

made leading

take any one of them

to discordant results,
as the correct value, and in

already stated, we shall probably not be able to obtain


the true values of the unknowns. All that we can do is to find

fact, as

values of the unknowns which shall remove the discrepancies


between the different observations and which shall be those
values that are rendered most probable by the existence of
the observations themselves.

On first thoughts it may seem that these accidental errors,


being due to so many different and unknown causes, will be
beyond the scope of mathematical investigation. Neverthethe theory of probability requires that these errors shall
follow in magnitude and frequency a law that is capable of

less,

exact mathematical expression, and experience confirms the


correctness of this law.

For more extended remarks on these subjects

see

Holman, " Discussion of the Precision of Measurements," pp. 1-14.


" Text-Book of Least
Merriman,
Squares," pp. 1-6.
"
Chauvcnet,
Spherical and Practical Astronomy," pp. 469-473.
Wright, "Treatise on the Adjustment of Observations," pp. 11-18.

LAWS OF ERRORS OF OBSERVATION.


7.

The

derivation of the general laws of the occurrence of


and of the processes for determining

errors of observation,

the most probable values of the unknown quantities, will l>e


based upon the following
.Vn
Axiom. If a series of n direct observations, J/i, M^
U made upon the value of a quantity M, all the observations
b-in: made with tin- Kirne care and under the same eircmii.

GENERAL PRINCIPLES.
stances, the

most probable value

arithmetical

mean

of that quantity

of the observations.

-2T

MQ =-

.^

is

the

Or

= ~-.

(1)

The Eeal Error (x) of an observation is the difference


8.
between the observed value of the measured quantity and the
real value.

The Residual (v) of an observation is the difference


9.
between the observed value of the measured quantity and
the value rendered most probable by the existence of the
observations.
10.

Example.

made upon

Eight observations are

the

a coil of wire, the true resistance being 512.


Find from these observations the most probable resistance,

resistance of

and

also the real errors


Observations.

and

residuals.

Real Errors.

Residuals.

+
+
-

+
+
-

+.30
+.10

.4

.2

.1

.20

+ .20
- .30
+ .20

.3

.2
.3

.1

.0

.20
.10

From

the observations, then, we should say that the most


probable resistance of the coil is 512.10. It will also be

noticed that the

sum

of the residuals

is

That

zero.

this is a

general result following from the assumption of the arithmetical mean as the most probable value may be proved as
follows:

If

the

observations are

M^ M^

n,

the

METHOD OF LEAST SQUARES.

6
arithmetical

mean

and the residuals v l9 u 2

v w , then

we have
.

since

Sv

.-.

M=

(2)

The weight of an observation expresses its relative worth compared with other observations.
Thus, if six observations are made upon the value
11.

Weighted Observations.

of a quantity, five of which give the same result, while the


sixth differs, in combining these two different results to

obtain the most probable value of the unknown, the first


value ought to have five times the influence upon the final
result that the second has, since it has taken five times as

much

labor and time to obtain

it.

Hence

in general

we may

say
12.

The Weight (p) of an observation may be considered


number of times the observation has been

as representing the

repeated and the same result obtained.


The weights assigned to observations

may be due

to a

variety of causes, as difference in skill of observers, difference


in the instruments used or the circumstances under which

But whatever the cause, the


the observations are made, etc.
of
weighting an observation will be
effect on the final values
tin-

Karne as indicated in the preceding paragraph.

M
M

t
n
Suppose n observations, J/j,
are made upon the value of a
of weights />!, 7> 2
/>n
of the
To find the most probable value
quantity M.

13.

Example.

quantity.
From the above interpretation of the meaning of weight,
we may consider that the whole number of observations is

/> i+/> 2+

Pw

or 2j, and that the result 3/j has

PRINCIPLES.

i;i-:\i-:i!AL

obtained in

observations,

in

observations,

etc.,

Therefore, by (1)

ffiJ

3f

is

called the General

If the residuals are v


Vi

=M

MQ,

v2,

Mean.
.

= Jf

v2

we have

v n,

3f

vn

=M

Which shows

(4)

that in the case of direct observations of differ-

ent weights the sum of the weighted residuals is zero.


14. If the observations are not made directly upon the
required quantities, the method of adjusting
the results so as to obtain the best possible values of the
unknowns will depend upon the laws which govern the disvalues of the

tribution of the errors of these observations.

It is

found in

practice that the accidental errors of observations follow certain well defined laws, and what these are may best be seen

by taking an actual example.


One thousand shots are fired at a target
15. Example.
which is divided into a number of horizontal sections by lines
one foot apart, the centre line of the target being in the

The

middle of one of these spaces.


as follows
In Space.
to

"
"

shots were distributed

In Space.

Shots.

In Space.

44

4.14104-4

190

24

to

3J

79

+34

-34

"

-44

16

-j-24

10

54

+14

89

212
204
193

Shots.

" --

i
"
4
14

-14
-24

44

"

Shot*.

Tn this case the errors are evidently the distances of the


shots from the centre of the target.

Further, as far as can

METHOD OF LEAST SQUARES.

be judged from these one thousand shots,


fired the

lines
is

if

another shot

probability that this shot will fall between


.001

.004

-H

" .010
" .089

3*

+
-

i and -liis.204
2

-2*
-3*
-4*

is

the

-3$
4J

-5

.193

" .079
" .016
" .002

" .212

The sum of the above probabilities is unity, and, therefore,


as far as the preceding shots show the 1001st shot will certainly hit the target.

Now

16.

lines

using as abscissas the distances of the horizontal

from the centre of the

target,

and as ordinates the num-

ber of shots falling in the corresponding spaces,


construct the following figure

we may

Figure

r
And

1.

o
if

the entire area of this figure

the area of each

is

taken as unity thru

of a
rectangle will <lnnte the probability

GENERAL PRINCIPLES.
shot, if fired, falling within the

corresponding space of the

target.

The graphical representation of the accidental errors of


observation will always give a figure similar to the above.
Hence denoting errors by abscissas, and their frequency by
ordinates, the law of error of any series of observations may
be represented by a curve whose general form is determined
"
by Figure 1. This curve is called the Curve of Error," and
is

shown

in

Figure

2.

Figure 2.

PDM
In order that this curve may represent exactly the distribution of the errors in any given series of observations it
at some definite distance to the
ought to meet the axis of

right and left of the origin and coincide with the axis from
there on, for in all actual observations there is a limit beyond
which no errors occur. But as the exact point of meeting

could not be determined for any given case, and as it would


not be possible to obtain the equation of such a curve, we

make

it

asymptotic to the axis of

A",

t-iking care that the

error thus introduced shall in any set of observations be so


small as to be negligible.

METHOD OF LEAST SQUARES.

10
17.

some

An inspection of Figures 1 and 2 will now exhibit


of the general lawt of errors of observation and the

corresponding properties of the curve of error.

Laws of Error

derivfd

from an

inspection of Figure 1.

Representation of these laws by the


Curve of Error.

The maximum point of

Small errors are more

First.

the

frequent than large ones.


Second. Positive and negative
errors of the same absolute mag-

on the axis of Y.
The curve is symmetrical with
respect to the axis of F.

nitude are equally likely to occur.


The probability of the
Third
occurrence of very large errors is

axis of

very small.
Fourth. The frequency of any
error depends upon the magnitude

The equation of the curve will


be of the form

curve

is

The curve
X.

of that error.

is

asymptotic to the

y=*(0

'

(6

now, the total area between the curve and the axis
denoted by unity the probability that the error of
any given observation will fall between the magnitudes x and
x-\- dx will be represented by the area included between the
18.

of

If,

X be

curve, the axis of J^ and the ordinates of the curve at the


errors x and x -f- dx, or by

y dx=<f>(x) dx

(6)

And this probability will be known as soon as we find the


form of the function <f>(x).
19. The above expressions in (5) and (6) are the ones
we should use if we regard the curve of error as repreM -n ting the law of occurrence of errors of observation. If,
however, we look upon the curve as expressing the law to
that

which we mu>t make


values of the

tin-

unknown

conform, in order th:it the


obtained from them may IK-

n-Milualt*

<ju:iiititii'H

GENERAL PRINCIPLES.
we should

the most probable values,


the expressions

11

replace x

and use

by

= *()
ydv = <i>(v)dv
y

and

and

for (5)

(7)

(8)

(6), respectively.

THE EQUATION OF THE CURVE OF ERROR,


20.
results

Let n observations, all of the same weight, with


be made upon any function or
n
z
3/i,

functions of a

number

unknown

of

quantities z 1? z 2 ,

un
and let the residuals of M^
n be w 1? v 2
z
and the probability of the occurrence of these residuals be

<(tfi) dv,

<j>(v z )

dv,

<(y n )

P=<t>(v

4>(v 2 )

Each

different

+(v n )

Then

dv, respectively.
occurrence of

simultaneous

probability of the
residuals will be

the values of the

the

these

all

(9)

(efo)

log<j>(v n )-}-?ilogdv

(10)

method that might be adopted for computing


z would lead to a difunknowns z 1? z 2
q
,

ferent set of residuals

u 2,

Wj,

vn

but obviously that set

z q should be considered the best which


of values of z^ z 2
corresponds to the particular set of residuals v^ v 2 , . . v nj
the probability of whose occurrence is greater than that of
,

any other

set.

Therefore the most probable values of

make
The values of z l5

those that

in (9), or log

z2 ,

z x , z2 ,

in (10), a

are

maximum.

corresponding with this latter

condition are those that satisfy equations (11). It maybe


noticed that these equations also express the preliminary
conditions leading to a minimum value of log P, but the

METHOD OF LEAST SQUARES.

12

nature of the problem

is

such that a

maximum

value of

evidently exists while a minimum does not, and it is therefore unnecessary to investigate further the mathematical
conditions for a

maximum.

Hence we have

Bz l

'<HV

and for convenience we may put

substituting in (11)

we have
5u

5y

These equations contain


there are

we

at*

find tin-

many

;ill

r<|u:itiniH

dv

the
:is

unknowns z^ z^
unknowns,

form of the function

(/')

\ve

z^ and

lu-ncf as soon as

can solve these

GENERAL PRINCIPLES.

13

z
Since
equations for the most probable values of z ly z 2
q
we have considered the general case, and the above results
,

number

are to hold true whatever the

unknown

of

quantities

and the form of the functions observed, we may deduce the


form of i/f(u) by solving a special example.
Example. Let n observations of equal weight be made
upon the value of a single unknown z 1? with results M^ J/,,
vn
Then the
and let the residuals be v 1? w 2
n
most probable value of z is given by
.

differentiating with respect to z 1?

auj
-L

__
.

r\

^.

dz l

But

in this case, as

"~

rv

dz l

dZi

substituting (a) in (14), changing

^(i

dv n

_
_
all

the signs,
ll

+v +
2

In order that (b) and (c)

is,

may

j,(v)

vn

,.

= cv

therefore

Integrating,

log

da

<j>(v)

cw

= |c

That
(15)

dv

^r<f>(v)cv
'
v

-=

--=

<^>(y)

=^

(c)

both be true the functional

Substituting this in (13) and (12),

dz

(b)

in (2),

symbol ^ must indicate multiplication by a constant.


in general

we have

+ *(t>a)+...*(0 )=0
was shown

ol

dz

METHOD OF LEAST SQUARES.

14

Since y=<f>(v)

we may

is

the equation of the curve of error, (7),

therefore write

it

But on examination of the curve, y is seen to be a decreasing function of v, and hence the exponent of e is essentially
negative.

Accordingly we will write our equation in the

form

v = lee-*^
the values of

(16)

k and h depending upon the character

observations, but in

all

of the

observations of the same kind and

weight having the same values.


This equation represents the law in accordance with which
the residuals must be distributed in order that the best results
may be obtained from our observations. But, as before
mentioned, if we wish our curve to represent the most prob-

we should

able distribution of the real errors of observation

write the equation in the form


'

(17)

Hereafter

we

shall use

without further remark either form

of the equation according to the aspect in


considering our curve.

which we are

An

inspection of the above equation will show that it


the conditions noted in discussing the form of the
curve of error in paragraph 17.

satisfies all

21.

It is

important to notice that in

all

discussions in

tlu>

of Least Squares the number of observations is supto


be large and always greater than the number of
posed
unknown quantities. As will be illustrated later on, para-

Method

graph 'H, whenever this is the case there is a remarkable


agreement bet ue<n the results obtained in practice and those

GENERAL PRINCIPLES.
indicated
are few in

our

15

by the theory. And even when the observations


number the method still affords the best means at

command

for

their

the

adjustment,

results

obtained

merely having a smaller weight than they would have had


derived from a greater number of observations.

if

THE METHOD OF LEAST SQUARES.

We

are now in a position to see whence comes the


" Least
Squares."
In paragraph 20 it was pointed out that whenever we

22.

name
make

a series of observations, each observation of the set


having the same weight, the most probable system of values
of the unknown quantities will be that which corresponds
with the set of residuals the probability of whose occurrence

a maximum.
That is, the best set of values
unknowns will be that which gives a maximum value
is

P=

$(v,}

<t>(v l )

But from equation (16)

..*(y)

(dv)

this reduces to

P = kn e -* W +
2

v **

)
(

dv)

Since the exponent of e in this expression


will be a maximum when
evidently

(18)
is

v? -\-vf-\-

of the
to

= Sv

is

negative,

a minimum.

(19)

Hence the adjustment of observations by the Method of


is based upon the
principle that the most probable system of values of the unknowns is that which renders
the sum of the squares of the residuals a minimum.
Hence
Least Squares

the name.

The conditions
in equations

for a

maximum value

(14), and since

it

of

has been

were expressed

shown

that the

METHOD OF LEAST SQUARES.

16

means multiplication by a constant, those equa\f/


tions reduce to the following, called
function

NORMAL EQUATIONS.

#Vf

3lJ n

An inspection of these equations will show that they also


express the conditions that will make the sum of the squares
of the residuals a minimum.
In the adjustment of observations the above are the fundamental equations. In order to obtain the most probable
values of the

necessary

is

unknowns
to

in any set of observations, all that is


form the Normal Equations for that set and

solve them simultaneously.


The examples already solved for
direct observations are merely special cases of the above

general solution.

CHAPTER

II.

THE ADJUSTMENT OF OBSERVATIONS.


INDIRECT OBSERVATIONS.
23.

In the determination of the values of quantities by

means of observations the functions

of the

unknowns

that

it

necessary to observe may be of any form, but if they are


not linear the normal equations derived from them are likely
is

be complicated and

to

difficult, if not impossible, to solve.


the observations are not upon linear functions of
unknowns, the first step will be to reduce them to

Hence
the

if

equivalent linear expressions by transformations depending


on the character of the observed functions; see paragraphs
43 and 44. It will be necessary to consider, therefore, the

method of adjusting observations on linear functions alone,


and the procedure in cases of this kind may be illustrated by
the following simple example.
24.

Example.

8^

/#2 ,

s,

are three solids

whose masses

Not having standard weights enough to obtain


are required.
all these masses directly, by varying the distribution of the
solids in the

are

made

pans of the balance the following observations

AS'

tf,

=^
=
=#

-f-

1.7

grams.

2.4

--

3.0

8 , are repreIf, now, the most probable values of S^ S^


sented by Zj, z 2 , 2 s> an d the corresponding residuals of the
v n the values of these residuals in
observations by v^ v 2

terms of

z 1} z 2 , z 8

may

be found from the above observations

METHOD OF LEAST SQUARES.

IS

by transposing all terms to the first members of


tions, and we obtain at once the following, called

the equa-

OBSERVATION EQUATIONS.
21

22

1.7

2.4

za

_2

+ +
22

23

z2

23

Applying equations (20)

1.0

3.0

=V
=
=^
=v
l

u2

as formulas

we have

the

NORMAL EQUATIONS.
(

2l -2
2

1.7)

+ (_ + +
22

Zl

z3

+ (z
(2,-

2.4)

+ (-z + +
l

z,

z3

-f(2 2
Simplified, these

_2z 2

2X(b)

substitute

-2

-3.0)

(B)

-1.0)

-2 -3.0)(_l) =
3

23

+32
(=)

become
2z 1

X()

-1.0

0.7=0

(a)

2.3

(b)

=
0.4 =

(c)

THE ADJUSTMENT OF OBSERVATIONS.


25.

Rule.
"

For each

19

observation write an " Observation

form a "Normal
by inultijtlyiity the first member of each observation equation by the coefficient of that unknown in tlmt
equation, adding the results and placing the sum equal to
/

then for each imkiioirn

"

Solve these equations simultaneously for the values

zero.

of

the

unknowns.

In solving for the most probable values of the unknowns


the second members of the observation equations are very
vn
For this is
instead of v t
2
which the equations naturally appear, and if the
observations were exact the residuals would actually all be
zero.
The method of solution is the same in either case.

commonly written zero


the

form

26.

in

If the observations

Observations of Unequal Weight.

of equal weight the same method will apply,


in
the formation of the normal equations each
that
except
observation equation will be used the number of times denoted

are

not

all

its weight.
Thus in the last example if the observations
have the weights 4, 9, 1, 4, the normal equations will have
the same form as in (B), page 18, but each part of each
equation will be multiplied by the weight of the observation
equation from which it is derived. This will give the

by

NORMAL EQUATIONS.

9(2 3

2.4)

+ (-

2L

=
-3.0)(-l) =
28

+ + - 1.0)
22

23

_L4(2 2

-2

3.0)

or reduced
52!

-5z, -

5z l

2l

the solution of which


z,

= 7.07

92 2
32 2

23

32 3

+142

5.80

(a)

6/2

(b)

10.6=0

(c)

22

= 5.42

;1

4-2

METHOD OF LEAST SQUARES.

20

Further

it

will at

once be seen that

if

p p
l9

z,

pn

are the

weights of the corresponding observations, equations


take the general form:

(20)

WEIGHTED NORMAL EQUATIONS.


BVz

Bv n

(21)

Hence for the formation of the normal equations in weighted


observations on linear functions of the unknowns, we have
the following:
For each observation write an " Observation
27. Rule.
"
Equation / then for each unknown form, a "Normal

Equation" by multiplying

the first

member of each

observa-

tion equation by the coefficient of that unknown in that


equation and by the weight of that equation, adding the
results

and placing

the

sum equal

to

zero.

Solve these

equations simultaneously.
result will be obtained if we begin by
each
observation
equation by the square root of
multiplying
its weight and then proceed according to the first rule

28.

The same

(paragraph 25).
This result illustrates the important principle that multiplying a set of equations by the square roots of their weights
reduces them all to equivalent equations of weight unity.
29.

Relation between the Weight of an Observation and


If in paragraph '20 the n observations

the Value of h.

THE ADJUSTMENT OF OBSERVATIONS.


have weights
hi,

A2

^w

p n an(l tne quantity


/> 1? /> 2
tnen equation (18) becomes
.

^ (dv)
h

most probable set of values


a maximum, and
makes
which

+ hfvf-\-

7iiHV

The conditions

h n vn
z

for a

minimum

is

is

h values

Vn^

(dv)

unknowns

of the

Tlie

'l

21

(22)
is

that

maximum when

a minimum.

(23)

value of this expression are

the following, which are then for this case the

NORMAL EQUATIONS.

But equations (21) are also the normal equations


Hence (21) and (24) must be identical, and

for

this case.

Pi

P*

...

Pn

/*i

7i 2

2
:

/*,/-

(25)

A is proportional to the weight of


Accordingly, since h increases in value as
the quality of the observations is improved, it is called "The

That

is,

the square of

the observation.

Measure of Precision."

METHOD OF LEAST SQUARES.

22

(23) and (25) that the most

follows from

it

Further,

unknowns

probable system of values of the

will

be that in

which

Pi ^\-\-PI v2

minimum.

2
Pn Vn is a

(26)

And this is the most general form of statement of the


" Least
Squares." The same principle is repreprinciple of
sented in equations (21).
If large numbers occur
better to compute the most probable
corrections to apply to the observed values rather than the
most probable values of the unknowns themselves. In this

30.

way we can
31.

of Corrections.

Computation

in the observations

often avoid a large

Example.

altitudes

it is

amount

P P P

P^

l9

8,

of numerical work.

6,

are five points whose

above the mean level of the sea are to be determined

from the following observations

P = 573.08

P -P
P
P P
P -P
Z

An

4,

of difference of level.

P - P = 170.28
P P = 425.00
P = 319.91
P = 319.75

= 2.60
= 575.27
= 167.33
= 3.80

!>

I>

inspection of these observations shows that

P = 573 +
l

/>f =676

P = 745 + z
P = 320 + z

1,

we may put

(A)

z, z s, Z H z s are small corrections whose most


now have for
values
are to be determined.
probable

where

Zj,

We

OBSERVATION EQUATIONS.
573

-573
575

Zj

- 573.08=0

or

2.60=0

or

*!_|_ Za

575.27

or

z,-.08
z2

z l -.(>()
,

.27

=
=
=

THE ADJUSTMENT OF OBSERVATIONS.

- 575- z
742 _ z
745 _j_ Z4
_
575 _ z
745 _|_ z
_
_L.
z
320 -z
745
742

z3

320
320

From

these

+
+

167.33

3
a
c

z6
zc

3.80=0

_ 170.28 =0
- 425.00=0
- 319.91 =
- 319.75=0

we now form

or

za

or

24

or

z4

or

z4

23

-z - .33 =
-z .80=0
- z - .28 =
2

=0

z6

+ .09=0
=

or

z6

or

z 6 -j-.25

the

NORMAL EQUATIONS.

+
z4
z4
z2

z3

-f3z 4
z4

=
1.08 =
=
-f

-f
z5

+ 3z

.52=0
.26=0
.47

.34

and solving,
2l

=-.19;

z2

= .14; = .05; = .43; =


z3

Substituting these in equations (A)

z4

z5

we have

.03

for the

most

probable altitudes,

^ = 572.81

P = 575.14
2

P = 742.05
P = 745.43

P = 320.03

If the original observation equations had been retained,


the independent terms in the normal equations would have

been
570.48
32.

240.26

Significant Figures.

163.53

599.08

The adjustment by

214.66
the

Method

of Least Squares of observations which occur in practice,


although not difficult, is apt to be long and laborious. Hence

much as possible it is of great importance that careful attention should be given in the solutions

to reduce this labor as

to the proper use of significant figures.

When

in

doubt,

METHOD OF LEAST SQUARES.

24

however, as to the proper number of figures to retain it is


many rather than too few, as the superfluous
while
figures can be rejected at the end of the computation
better to keep too

too few are retained the results obtained from the computations will be worthless.
if

For a general discussion of the subject of significant


Holman's " Precision of Measurements," pages 76

see

but for the present the following rules will

figures
to 84,

most

suffice for

cases.

Rule

1.

In casting off places offigures increase by 1 the


when the following figure is 5 or over.
In the precision measure retain two significant

last figure retained,

Rule

2.

figures.

In any quantity retain enough significant figures


place in which the second significant figure
of its precision measure occurs.
Rule 4. When several quantities are to be added or
subtracted, apply Rule 3 to the least precise and keep only
Rule

3.

to include the

the corresponding figures in the other quantities.


Rule 5. When several quantities are to be multiplied or

divided into each other, find the percentage precision of the

If this

least precise.

is

per cent or more, use four significant figures.


"

.1

"

jO I u

"

"

"

..

five
8 {x

"

"
u

in all the work.


conflicts with

If the final result obtained in


Rule 3, apply the latter.

this

way

6.
When logarithms are used, retain as many
in
the
mantissce as there are significant figures
places
retained in the data under Rule 6.

Rule

The application of these rules is not always possible in the


course of the work, since the precision measures may not be

known

until the

it IH

end of the computation.

But as

;i

<_'*

aufficient in direct observations to retain <>nc

;u-r:il

more

THE ADJUSTMENT OF OBSERVATIONS.

25

place of figures than is given by the individual observations,


in indirect observations to retain two additional places.

and

CONDITIONED OBSERVATIONS.
33.

Conditioned Observations

are

those

in

which

the

unknown

quantities must be determined not only so as to


satisfy as closely as possible the observation equations, but
also so as to satisfy exactly certain other conditions.
These

number than the unknown quantities,


unknowns could be determined from the con-

conditions must be less in

otherwise the
ditions alone.

The adjustment of observations of this class may be reduced


method already used for unconditioned observations in

to the

the following way.


The observations are represented by " Observation Equations," and the conditions by certain other equations, called
" Condition

Equations."

Between these two sets of equations we will eliminate as


many unknowns as there are conditions. From the resulting
equations, which will be the same in number as the observations, we will form in the usual manner the "Normal
Equations" for the remaining unknowns. Having solved
these normal equations and substituted the results in the condition equations, we shall obtain the values of the unknowns
first

eliminated.

All conditions of the problem are now fulfilled, for the


condition equations are satisfied exactly and, moreover,
according to the principle of Least Squares our results
are those rendered most probable

by the existence

of the

observations.

As

in

the

example

last

considered,

it

is

often

more

advantageous to compute corrections to the observed values


of the unknown quantities rather than the values of the
quantities themselves.

METHOD OF LEAST SQUARES.

26
34.

Find the most probable values of the angles


from the observations,

Example.

of a quadrilateral

= 101
B= 93
C= 87
D= 11
^4

13' 22"

39

"

52 40

"

58"

0'

The condition

weight 3

49 17

to be satisfied

is

in this

problem

(B)
Let

gj,

z2 > z s

^ e the most probable corrections

24

to

add

This gives for

to the observed values.

OBSERVATION EQUATIONS
=:

zl

=0
^0
=0

*2

z3
z4

weight 3
2
2
1

and for the

CONDITION EQUATION
Zi

z2

+Z8

+ + 58=0
*4

(D)

Eliminating z 4 between (D) and (C), the equations from


which the normal equations are to be derived become

zt
z,

=
=

=0

weight H
2
"

TllK

ADJUSTMENT OF OBSERVATIONS.

Applying the

rule in

27

paragraph 27, these give the

NORMAL EQUATIONS
-

4 Zl

22

58:=0

23

(F)

in equation (D),
Solving, and substituting the results

we

find

z,= 22

8.29

28

=- 12.43

=- 12.43

z<=- 24.85

Applying these corrections to the observations (A), the


most probable values of the angles are

A = 101

13'

93

49

4.57

87

26.57

77

52

15.15

B=
C=
D=

13".71

In eliminating unknowns between the observation


and condition equations care must be taken that the observation equations are not combined with each other or multiplied by any quantity. For if this is done the weights of
Note.

the observation equations will be altered.


(See 28.)
35. In the above example it is evident that the corrections

be applied to the different observations are inversely as


their weights.
And, in general, when there is but one

to

equation of condition, the observations expressing direct


determinations of the unknowns, the corrections will be proportional to the coefficients of the unknowns in the equation
of condition divided by the weights of the corresponding

observations.

proof of this

is

given in paragraph 117.

METHOD OF LEAST SQUARES.

28

The most common


are

all

is that in which these coefficients


example just solved, and we may then

case

unity, as in the

derive the

Find

Rule.

the difference between the theoretical


and divide this correction among

observed results

and
the

observations in the inverse ratio of their weights.


In the last example the sum of the observed angles exceeds

360 by 58".

~ 58 X

Therefore the correction to be applied to

- -=
^~

58

is

8.29

EMPIRICAL FORMULAS AND CONSTANTS.


36.

In the work so far considered the observations are

supposed to be made either directly upon the values of the

unknown

quantities or upon some function of the unknowns


whose form, and the constants entering into it, are definitely
known. But another sort of problem frequently occurs,
in which observations are made upon the values of a certain
variable and the corresponding values of some function of it,
the exact form of the function not being known. The object
in this case is the determination of the most probable form of
the function and the values of the constants involved that
;

the derivation of the algebraic expression best representing


the law connecting the variable and function.
is,

This expression

may be

looked upon as the equation of a

curve, abscissas denoting values of the variable and ordinates


values of the function, and for all values of the variable

within the range of the observations we may determine from


it the most probable values of the function
corresponding.
But except in special cases, where tin- number of observations
i>

large,

where the law connecting variable and function is


and where the equation obtained is an aeeurate

well detim-.l,

THE ADJUSTMENT OF OBSERVATIONS.

29

representation of this law, it cannot be assumed to apply


beyond the range of the observations. And in no case would
it

be safe to make use of the curve very far beyond the limits

of the observations.
37.

The Method

of Least Squares will not assist in deter-

mining the form of the function. This must be settled upon


beforehand, either from theoretical considerations or by
constructing a plot, using values of the variable as abscissas
and of the function as ordinates, when the smooth curve

drawn through the points thus obtained will indicate the


form of equation to be used.
It is to be observed that this is a method of trial and will
not necessarily give the most probable form of the function
and in fact we may not be able to obtain the form that would
be absolutely best. Further, several forms of equation may
be known which would represent well the plotted points. In
such a case that should be considered the best in which the
sum of the squares of the residuals is found to be the least.
38. As soon as the form of the function is decided upon it
should be reduced to the linear form, and the determination
;

of

the values of the constants involved

then a simple

is

application of the preceding methods.


As the " Observation Equations " in any given problem will
all be of the same kind, it is
usually advisable to write out
the general form of the "Normal Equations" and arrange
the computations in tabular form, while the retention of

proper number of significant figures


importance in this work.
tlu'

is

of

particular

39.
case that frequently occurs is that in which the
quantity y is a constantly increasing function of the variable &, or where the plotted curve is approximately parabolic
in form.

Here the equation


...

may be

(27)

taken to represent the relation between the variable

METHOD OF LEAST SQUARES.

30

and the function. The larger the number of terms taken in


the second member, the more accurately may the equation
obtained be made to represent the results of the observations

but the labor involved increases rapidly with increase in the

number
40.

and if the plot shows a very nearly


two terms alone may suffice.

of terms,

line the first

straight

In measuring the velocity of the current


were obtained

Example.

of a river the following results

Depths.

Velocities.

4.86

5.14

5.15

4.85

4.24

3.36

2.16

0.67

The velocity at the surface is 4.250. Find the equation of


a curve which will express the relation between x and V.
Plotting the observations we find the curve

V
f

THE ADJUSTMENT OF OBSERVATIONS.

31

This is approximately parabolic in form and passes through


the fixed point (0, 4/25).
Therefore the relation between x
and
be
expressed by the equation
may

V= 4.2

6V

(A)

and substituting in this the corresponding values of x and


as given by tlu- observations, we shall have eight observation
and C
equations from which the most probable values of
are to be computed.
All of the observation equations being of the form (A) we
have the

NORMAL EQUATIONS

.25

2 Vx 2

(a)

.25

- 2 Vx =

(b)

For computing the coefficients in these equations


convenient to arrange the following table.

it is

most

METHOD OF LEAST SQUARES.

32

Substituting these results in (a) and (b)

8772

we have

C+ 1296 B-\- 341.95 =

(c)

41.17 =

(d)

1296(7+ 204 ./?-{and solving,

= .7465

(e)

V = 4.25 + .7465x - .1493*'

(f )

C =-.1493

J?

Therefore the required equation

is

Whenever the quantities in the observations are so large


that the use of logarithms is desirable, these can best be put
in the same columns directly over the natural numbers.
41.

It

is

to

be remarked that in solutions like the above

we

assume, from our method of forming the observation and


normal equations, that the observations on the values of the

function are alone subject to error, the observations on the


variable being supposed to be exact or to have errors so small
as to be negligible.
42. Periodic Phenomena.

If as the variable increases the

function passes through recurring values, that is, if y is a


periodic function of a?, some form of trigonometric equation
would be the proper one to select. For instance, a good form
to use is

y
where

= A + B sin

-4, jB,

C cos^fx

(28)

are the constants whose most probable values

are to be found, and ra is the number of units of x comprised


in the entire cycle of values of y.
The quantity
is to be

determined from an inspection of the observations, and if it


might be used, all should be
appears that several values of
tri. <1, and that which leads to the smallest sum for the
squares

of the residuals

is

to be considered the best.

If the several

THE ADJUSTMENT OF OBSERVATIONS.

33

cycles are not similar and regular, additional terms involving


multiples of x will have to be added to equation (28).
43. Special Treatment of Exponential Equations. If the

equation selected is not in the linear form as regards the


unknown constants the general method of procedure is
given in paragraph 44, but in some special cases a more

simple reduction

is

possible.

quite

common

case

is

the

following:

Suppose the relation between x and y


equation

is

expressed by the

= kxm

(29)

the problem being to obtain the best values of


Taking the logarithms of both members of (29),
log

Denoting log k by

= log k

k',

-\-

m log x

this equation

m log x -j- k'

k and m.

log y

becomes

which is in the linear form as regards the unknowns m and


in the usual
k', and the normal equations may now be formed
manner.
The most convenient way of determining whether equation
(29) is a suitable one to select or not is to plot the corresponding values of x and y on logarithmic cross-section
paper.
will lie

If (29) is a

proper equation to use the plotted points

upon a straight line.

REDUCTION OF OBSERVATION EQUATIONS TO THE


LINEAR FORM.

When

the observation equations are not linear as


regards the unknowns, the only practicable method of pro44.

cedure, as already mentioned in paragraph 23,

is

to reduce

METHOD

34

them

follows

This reduction

that form.

to

LEAST SQUARES.

O/*'

may be

effected

as

Let the observation equations be


,/UZ,,
t,

Z
Z

2,

2,

Zq
Zq

= M,
= J/
8

.....

which

in

Zj,

J/u J/2
known form.
,

the unknown quantities and


g represent
the observations, the functions being of

2,

(A)

Z9
Zq be approximate values of Z15 Z2
Let Z/, Z2
found by trial or the solution of a sufficient number of the
'

',

observation equations, and let the most probable values of

Z Z

2,

t,

Zq

be

ZS

+ ZH

'

z2

,...Zq

'

(B)

z2
z
small corrections whose values are to be
q being
determined by the Method of Least Squares. The first
observation equation in (A) may then be written,
Zj,

Expanding the
.

)
.

member by

Taylor's Theorem, denoting


and
neglecting terms containing
by &!,
z
the first, this becomes
than
q higher

first

Zq

/i(Z,', Z/,
powers of z n z a ,
.

Ok,

If
*!

now we
^i

represent the coefficients of


also

*i

Jl/i

by m,, and

z,,

z2 ,

treat

tf

the

oilier

THE ADJUSTMENT OF OBSERVATIONS.

35

equations in (A) in the same manner, our observation equations will take the form

The second members reduce

the

since

the residuals

to

the most probable


quantities
7 represent merely
values of the corrections.
Equations (C) can now be solved
z l5 z 2 ,

in

the

Z^

Z.2 ,

usual
.

Zq

the most probable values of


found by substituting the results in (B).

manner and

From the following observations find the


45. Example.
most probable values of x and y.
sin

cos x

cos 2y

1.5

-f-

3 sin

1.7

a*

By

trial

it

is

=
=
y
+ 5y =

-\-

(A)

2.1

and 18 are approximate


accordance with paragraph 44

found that 42

values of x and y.

Then

in

we put
1

and expanding the different functions, we


&!

*2

= 42 + cos 36,
= 1.48
= cos 42 + 3 18,
= 1.67
sin

sin

18ir

= 2.11
=
^
JT/!

-^

= cos 42,

^-

= -sin42,
9

J/2

sin

36

3 cos 18

=2.85

42?r

=-2

~=

=-.67
dlc 8

&2

^--

=-1.18

d Ar,

=5

=1.47
.02,

find

=.74
2

%j

.03,

J/3

.01

METHOD OF LEAST SQUARES.

86
Therefore

we have

for

OBSERVATION EQUATIONS
J425J

1.18z 2

.02

_ .67z! -f

2.85z 2

.03

1.47 2l

From

_|_

=v
=v
=v

5z 2 -f .01

(C)

t
z

these are obtained the

NORMAL EQUATIONS

Solving,
z

+ 4.57z + .020 =
+ 34.51z - .012 =
= 00147
1= =-. 00845
3.16 2l

4.57z x

z2

These results are


measure we have
z

l= - 29'.0

Reducing

z2

(E)

measure.

in circular

to degree

5'.1

(F)

Substituting these in (B),

x
46.

= 41

y=18

Sl'.O

5'.1

(G)

If the observations are conditioned, precisely the

same

method

will be followed in reducing all the equations to the


linear form.
The rest of the solution will then be as usual.
If the values

found for z^

z2 ,

should turn out to be

zq

so large that the terms involving their second and higher


powers can not be neglected as assumed, the process must

repeated using the values of

Z Z

approximations.
In a few cases the equations

t,

2,

Zq

first

may be reduced

obtained as

to the linear

form by some special artifice of a simple* character, as in


paragraph 43. In such cases the method of expansion by
Taylor's

Theorem should not be

used.

CHAPTER

III.

THE PRECISION OF OBSERVATIONS.


The work

47.

so far considered has treated solely of the

methods by means of which the most probable values of the


unknown quantities may be determined from a series of
But in general something more than this is
observations.
desired.
We wish to know, if possible, how much reliance
can be placed upon the results obtained, and how they compare in precision with other determinations of the same
quantities.

our results

Curve

Preliminary to the discussion of the precision of


will be necessary to consider more fully the

it

of Error.

The Constant h. The law of distribution of errors of


shown to be represented by a curve

48.

observation has been

whose equation

is

= ke-

y
In

this, if

0,

=k

(30)

Therefore the constant k represents the intercept of the


Curve of Error on the axis of Y. It is not, however, an
independent quantity but is determined by the value of A,
as will

now be shown.

h. Since, as shown in paragraph 18, the total area between the curve and the axis
of
is denoted by unity, we have
To Find

49.

in

Terms

of

or

k C*e- h 'W dx
*/0

This

may be

written

= ~*

(a)

METHOD OF LEAST SQUARES.

38

Let t
and when

Aic,
a;

.-.

0,

dt =. hdx.

0.

6-*

<ft

tf

"

Also,

when x

C e-M* h dx

GO,

oc,

(c)

*^o

/o

Multiplying this equation by

we have

^ * T = J]" J!"
[JT
= f"Jo
1

_
+

2(1

~"2(1

<fo

x2 )

X2

re-*

Jo

dx

Jo

Substituting (31) in (c) and (b)

^
2

k
2&

"

y/^

Therefore equations (16) and (17) become

(33)

THE PRECISION OF OBSERVATIONS.


50.

It

39

has been shown that the quantity A is a "Measure


and hence a determination

of Precision" of the observations,

would enable us

of its value in each case

relative reliability of different

to

compare the

measurements.

In practice,

not found convenient to compute the value of


h directly, and so this quantity is used only in developing
the theory of the subject, while in the comparison of observa-

however,

it is

tions certain other quantities now to be derived are used as


These latter quantities are called the
precision measure's.

of the Errors," the "Mean Error," and the "Probable


Error," respectively, and maybe computed directly from the
observations.
Further, as it will be found that they all bear

"Mean

a definite relation to A,

the value of this quantity can be

determined from them if desired.


In the following discussions no distinction

is

made between

positive and negative errors of the same numerical magnitude,


and unless otherwise stated the observations are all of the

same weight.

THE MEAN OF TKE ERRORS OR AVERAGE DEVIATION.


51.

The Average Deviation

mean

the arithmetical

an observation

of

(a.d.)

is

of the errors all taken with the positive

sign.

Since from (6) the probability that the error of a single


observation will

fall

between x and x-{-dx


<f>(x)

if

dx,

n observations are made, the number

between these limits

the

sum

4>(x) dx.

of all the errors of the observations

J- x

is

xoo

of errors falling

is

Hence

is

x<j>(x)

dx

or

2n

Jo

<j>(x)

dx.

METHOD OF LEAST SQUARES.

40

Dividing this
a.d.

last

/*>

Jo

n we have

expression through by

2A

x+(x) dx

e~h

^'x dx

VTT^O
2
*'
-^z f V* (-2A jc)
2

<fo

AVir^o

a.d.

or

(34)

THE MEAN ERROR.


52.

The Mean Error

root of the arithmetical

The

total

number

of an observation

(/A)

mean

is

the square

of the squares of the errors.

of errors being n, the


is, as just shown,

number

falling

between x and x-\-dx

<j>(x)

dx,

and the sum of the squares of these errors

n x $(x)
1

dx.

Therefore the sum of the squares of

Ja

x2

<t>(x)

the errors

all

as

shown

in

is

dx
>

But

is

dx

paragraph 49,

dx==l

or

-hW dx

-La,

Differentiating (b) with respect to

-2A

^.

(b)

A,

^Vefr;

= -~

c)

THE PRECISION OF OBSERVATIONS.


and replacing the integral in
from equation (c), we have

(a)

by

41

value as determined

its

THE PROBABLE ERROR.


53. The Prohable Error (r) of an observation is an error
such that one-half the errors of the series are greater than it

and the other half

less

than

Or

it.

an error of such a

it is

magnitude that the probability of making an error greater


than it in any given observation is just equal to the probability
of making one less than it, both probabilities being one-half.
The probability that the error of an observation will fall
between x and x-\-dx being <j>(x) dx, the probability
r is
that the error will fall between the limits r and

P =
If

is

J-r

4>(x)dx

the probable error,

Ce-Wdx

yV^o

is

wfe

(36)

one-half, or

(37)

and from this definite integral r is to be found.


Let t
hdx.
we have
Also when x
hx, .'. dt
r,
t :=
=.
and
when
x
t
these
results
0.
Ar,
0,
Substituting
in (37), we have

(38)

METHOD OF LEAST SQUARES.

42

Denote hr by p. Then by interpolation in a table of


values of this integral, the value of hr in (38) is found to
be

hr

When

is

(39)

.47694

54.

.47694

small the values of

may be

e~^ dt

found by expanding e~* into a series and integrating the


successive terms.
Thus, by Maclaurin's Theorem,

= Jo/<

dt

(1
v

/4

..

dt

IL

J!_
5[^

I
3

RELATIONS BETWEEN
55.

From

(40) r

= -,
r

or

Also from (35)

=
=

or

r, a.d.,

and from (34)

Ik,

AND

p.

a.rf.

p a.d. \f*

,8453a.^.

|i,

7[3_

(41)

=
=

n\

.6745

\i

(42)

THE PRECISION OF OBSERVATIONS.


The relation between the values of /x,
be conveniently expressed as follows:

u.^2

"~

===

a.d.,

r,

43

and h may

== ~ == a '^' 0f

(^)

or arranging in tabular form,

From

1.0000

1.4826

1.2533

0.6745

1.0000

0.8453

a.d.

0.7979

1.1829

1.0000

this

it

a.d.

will be seen that

p.

>

>

a.d.

56. Further, since in (25) it


follows at once from (43) that

a.d.*

JL
2
K-

(44)

was shown that

QC

JL
r2

oc

<x

h\

it

fc

That is, the weights of different determinations of a


quantity vary inversely as the squares of their Mean Errors,
their Probable Errors, or their Average Deviations.
It is to

be observed, however, that the determination of the

relative weights of quantities from a comparison of their


precision measures according to (45) applies only when the

quantities are of the same kind and subject to the same constant errors, if any of the latter exist.
The
98.)
(See
applications of (45) are numerous and important.
57. Example A.
Suppose n direct observations, all of
the same weight, be made upon a quantity, and that the
probable error of a single observation is r. Then since the

METHOD OF LEAST SQUARES.

44

weight of the arithmetical mean


will be given by

*
Or

its

n,

probable error r

'

or

in general, suppose

observation of weight

is

/>,

(46)

,.

is any precision measure of an


and suppose p is the weight of a

second similar quantity or observation, then the corresponding precision measure S of the latter will be

The

p=

common

case of most

occurrence

is

that in

which

and then we have

1,

A line

Example B.

is

= -=

(48)

measured

five

times and the aver-

age deviation of the mean (A. D.) found to be .016 feet.


How many additional measurements are necessary in order
that the A. D. of the mean may be reduced to .004 feet ?

Let x be the

total

number

.000256

x
Consequently
required

the

of observations required.

number

Then

.000016

80
of

additional

measurements

75.

is

Example

C.

In two determination! of the quantity

there were obtained

1^
Find
of

427.320

tln-ir

and

its

0.040,

relative weights,

probable error.

Z,

427.30

0.16

and the most probable

v:ilue

THE PRECISION OF OBSERVATIONS.


The above

Note.

method commonly employed

the

is

45
to

denote that the probable errors of the observations are 0.040

and

0.16.

From
From

(3), the

16
~

most probable value of

A=
and the weight of

427

16

will be given
-

by

30

"g

427.319

being 17, by

= -^ =
vTT

Therefore

16 2

(45)

we should

(48),

.039

write the result

= 427.319

Z
REPRESENTATION OF

a.d.,

\L,

.039

AND r ON THE CURVE OF

ERROR.
58, To
we have

find the points of inflection of the

y
-

For a point of

inflection,

2 A2

e-^

of

ke-M#

2 h*k

].,

Curve

a
(2 A

su

0,

or

1)

"

=
by(35)

"

Error

METHOD OF LEAST SQUARES.

46

That is, the Mean Error is represented by the abscissa of


the point of inflection of the Curve of Error.
See
in

OM

9.

page
Next, for the abscissa of the centre of gravity of the area
we have
to the rifirht of
t
figure 2,

OD

x dx

y
= ^ry dx
I

7=
VTT
for,

Cy dx=

18),

/0

Integrating,

a;

Finally,

if

an ordinate

PP'

a.d.

by

(34).

be drawn so as to bisect the

area to the right of the origin between the curve and the
axis of X, the Probable Error will be represented by the dis-

For the probaoccurrence of an error less than the amount OP

tance of this ordinate from the axis of Y.


bility of the

is then equal to the probability of the occurrence of an error


is the
greater than OP. This being the case,
probable
error by definition.

OP

CHAPTER

IV.

COMPUTATION OF THE PRECISION MEASURES.


DIRECT OBSERVATIONS.
Observations of Equal Weight.

59.

vations

Given n direct obser-

the same weight on a single quantity

M, to
Mean and Probable Errors and Average Deviation

all of

find the

of a single observation

and of the Arithmetical Mean.

M^ M^

Let the observations be


"

"

"

*'

"

"

arithmetical
real errors

mean be 3IQ

be

residuals be

n.

x lt

ic 2 ,

xn

v l5

v 2 ...

vn

Denote the mean and probable errors and average deviaby /n, r, and a.d., respectively,

tion of a single observation

and the corresponding quantities for the arithmetical mean


by /MO, 7* and A.D. Then by definition,
,

Vj.

= MI

MQ,

and

If

V2

MQ

= MI

...

=M

MQ

= \\*&

represented the true value of

would be the same

Vn

as the real errors,

M,

the residuals

and we should have

/
!

and if n is large this formula is practically exact. But when


n is small a more accurate expression is necessary. To

METHOD OF LEAST SQUARES.

48
obtain this let

3f

be the true value of

<>)

ic

Siquaring, adding,

=
exactly, but

Jf

that

is,

of

it

is

by

vl

vn

Therefore

XQ

and dividing by n

The value

M.

for

by (2)

Sv

known and can not be found


approximately equal to the mean error of
not

is

je

to

(48),

Ji..

^n
Substituting this value in the above

n
(n

by (42)

and

\)p?

.6745

n=

.6745

,.

we have

2u 2

(49)

---

(52)

COMPUTATION OF THE PRECISION MEASURES.


60.

In order to avoid the use of the squares of the

we may proceed

residuals

On

as follows

From

(49)

the average, the values of the residuals will then be

n-

Adding and dividing by

n,

neglecting the signs of the

residuals,

2u
n

"S,x

ff.ff.

by (48)

A.D.

by (41)

rn

and

49

In -^~T
n

METHOD OF LEAST SQUARES.

50

purpose. Results derived from (50) are to be regarded


more accurate than those obtained from (54), the latter

being a second approximation.


61.

Example.

From

the following measurements on the


and the

length of a base line find the most probable length


values of the various precision measures.

COMPUTATION OF THE PRECISION MEASURES.

51

and we should write for the most probable length of the


base line

Jf

455.330

.042

Using the same

Observations of Unequal Weight.

62.

notation as above, with slight modifications,

Let
"
"

"

will

represent the General Mean.


Pn be the weights.
P\i Pit
a.d.t, a.d.i, . . . a.d. n be the average deviations.

MO

"
"

we

/*!?

/*a

r it

<f>

a.d., fr r,

/*n

rn

be the mean errors.


be the probable errors.

and v refer

to observations of

weight unity.

Then by (48)
11

i/

etc.

If the " Observation

Equations

" are
formed for this case

they will be

MI

M = VD M

MQ

v 2,

M=
Q

v n.

And, as was shown in paragraph 28, if these equations are


each multiplied by the square root of the weight of the corresponding observation, they will all be reduced to equivalent
equations of weight unity. On performing this operation
residuals of the new equations
it will be seen that the

become

And
of

evidently to these reduced observations the formulas

paragraph 59 apply.

METHOD OF LEAST SQUARES.

52
Therefore

V/

^ V
M.

Also,

= V

a.d.

(58)

rt

.6745

|i.

(59)

n==

.m

(60)

similar to that used in paragraph 60,

Sl?

=
=

l6745

it

that

a.d. k

v^lD

by a method

may be shown

n-"l

n(n

.8453 a.d.

rk

.8453 a.d. A

(62)

.8453 ^i.D.

(63)

(61)

1)

Formulas (61), (62) and (63) are not of much value

in

practice unless all the weights are perfect squares, for otherwise no labor is saved in the computations, since the square

root of each weight will have to be determined, and the results


obtained can not be considered as reliable as those given by

formulas (58), (59) and (60).

COMPUTATION OF THE PRECISION MEASURES.


63.

Example.

Given a

series of observations

difference in longitude between


a.d., A.D., r, r4 , r
/x,
/IQ,
.

two

stations.

on

To

Jf/J

find

53
the

METHOD OF LEAST SQUARES.

54

FUNCTIONS OF OBSERVED QUANTITIES.


Theorem. Given any number of quantities and their
Mean and Probable Errors and Average Deviations, to find
the Mean and Probable Errors and Average Deviation of any
64.

function of the quantities.

Let the quantities be


"

"

mean

JH/j,

j^,

/^,

errors be

z,
.

pq

M=f(MM

"

"

function be

"

"

mean

"

"

probable error of

"

"

average deviation of

i,

M be E.
M be R.
M be D.

error of

..

q ).

The derivation of the general formula will be simplified


we consider first a few special forms of functions.
Case

65.

I.

if

M = MI M

Suppose

2.

The number

of observations from which


and M^ and
and /^ have been determined is not necessarily
known, but we may assume that for each quantity it is any
large number n, and that the real errors of the observations

hence

are
for

J/i,

z,

Then

the real errors of

observations on

or

*/, */',

--

a,', a*", *,'",

and M^

E>

V,

computed from the separate


will be

m*+m

(64)

since in the most probable case the term

appear, as there most likely will be as

Sxjg,

many

will dis-

positive as

COMPUTATION OF THE PRECISION MEASURES.

55

negative products of the same absolute magnitude of the

form x

ic 2 .

By successive applications of the above the same principle


may be extended to cover the algebraic sum of any number
So that

of quantities.

if

M= M M
&= ^+ +

then

...

}V

n,

Sfi

(ttf)

Since probable errors and average deviations differ from


errors merely by a constant factor, we shall likewise

have

=
D =

12*

66.

ri

a.d.?

Example,

Cambridge west

Omaha

(C)

Springfield east

Find

L,,

for

"

+ a.d.S +

Case IT.

-f-

7?

=
=

r*
.

Sr

(66)

Sa.tf. 2

(67)

results,

h.

m.

sec.

sec.

of Greenwich,

44

30.99

0.23

"Cambridge,
Omaha,

39

15.04

0.06

25

8.69

0.11

"

y/(.23

Suppose

JS

and

its

probable error.

= 5* 58 m 37*.34 0*.26
= .26
+ +
Jf" = ai-Mi
.06 2

Using the same notation as in


errors of J/ will be

or

the longitude of Springfield,

by (66)

67.

Given the telegraphic longitude

(A)
(B)

?V

.II

paragraph 64, the

real

=
ai^i

(68)

METHOD OF LEAST SQUARES.

56
68.

Case III.

aq

(65) and (68)

By combining

also

J2 2

and

J> 2

69.

M= a^Mi

Suppose

=
=

Sa

r2

(69)

S a 2 a.d.*

The length

Example.

of a bar at 20

is

Centigrade

0".0037, and its expansion per


0".0018.
What is the length
centigrade degree 0".0036
of the bar at 56 Fahrenheit ?

found to be 75".0041

20

C.

20

+ 32 =
5

The expansion

F. will be

for 1

9
.0020

or

68

F.

.0036

.0018

.0010

= 75.0041 - 12 X .0020
= 74.9801
E = V.0037 + (12 X .001
= .013
L = 74".980 0".013
L

70.

Case IV.

Let

MI

=a

where a t a s
,

Suppose

-f-

lt

=a

(Jtfi,

q ).

M=

wi a
a q -\- m^
q
assumed
quantities very
arbitrarily

M^

a q are

M=f

a -f-

so that
. . ni
are
ly m^
nearly equal to JHJ, M^ . . .
qt
q
so small that their second and higher powers may be negThen the errors of Jf/i, M^
lected.
q may be con.

sidered to be in

m m^
lt

mq

and hence

/i t ,

/x.,,

/x y

COMPUTATION OF THE PRECISION MEASURES.


may be regarded
/;/,,

>/>.,,

mq

M=

/(i,

2,

errors

2,

-|-

9)

by Taylor's Theorem, and


by M', we have

dM

mi

negligible terms in
higher powers of

'

Then the mean


error of terms

is

error of

(A), and by

practically the

ly

2l

=
=

this is

thing,

mq

and
.

same as the mean


given by

by

sides of a right triangle are

ured with results

'

will be the

(69)

same

Two

Example A.

'

the second

m m

71.

expression
.

dM'

what

quantities

M'
-

or

the

of

now have

+m

ai

this

Expanding
denoting

mean

the

as

We

57

49.53

0.59

50.38

0.93

meas

METHOD OF LEAST SQUARES.

58

Find the length of the hypotenuse


In this example

and

its

probable

error.

.59 2

r49.53~l 2

4-

.93

r50.38~l*

|_70.65j

[_70.65j
.78

and

70.65

0.78

.Example B. If the probable error of x is r, what is


the probable error of the common logarithm of x ? In this
case

M=

Iog 10

^ =

Iog 10 x

d Iog 10 x

Iog 10 e

dx

Example
Po of sin

C.

If the

weight of x

is

/>,

what

is

the weight

x?

Denoting the mean errors of x and sin x by


respectively, we have, by (45) and (70),

E*

ua
c>*

ft

cos*

as

/t

and

-*,

COMPUTATION OF THE PRECISION MEASURES.

Po

t^_

j&

J)

Po

59

cos x

sec-

72. Equation (70), which expresses the law of propagation of error in functions of observed quantities, is one of the

most important

whole theory of the Method of Least

in the

in particular is based the discussion of th*


Squares. Upon
" Precision of Measurements."
This subject treats, in the
it

first

place, of the

methods of finding the precision of a

quantity obtained by computation from a series of measured


snd, in the second place, it investigates the prequantities
cision with which the component measurements of a series
;

must be made

in order to obtain a required

illustrate the character of the solutions


73.

Example.

degree of pre-

The following simple example win

cision in the final result.

In the determination of a current bv a

tangent galvanometer

we have

rr

10 -- tan

<

I is the current in amperes, II the horizontal component of the earth's magnetic force, G the galvanometer
the angle of deflection.
Given the errors
constant, and
in -f-fy G and tan <, to find the error A in I.
81,
25 8 3
where

<f>

By
A2

(70)

=
100

METHOD OF LEAST SQUARES.

60

Dividing this equation by I*

That
to the

is,

sum

and tan

Hence

H
tan

is

determined within

"

^2

"

"

.1

v/

.16 -+- .04

Next, suppose the value of


of

(r,

H,

.01

-f

is

"

"

.46 per cent.

required to within

(c)
.1

per

find the necessary accuracy in the determinations


and tan
when the error in each of these quan<

have the same influence upon the


(b) we shall now have

tities is to

From

we have

per cent.
"
"

.4

<f>

=
To

<

if

cent.

- tan 2

the square of the percentage error in I is equal


of the squares of the percentage errors in J3J 6r,

<.

then

=
8,

Sa

83

=
=
=

total error.

.000577

.00058^
.00058

.00058 tan

(e)
<

It is comparatively easy to obtain the necessary accuracy


and tan <, but difficult in the
measurements of

in the

case of

77.

For additional work of


of Measurements."

this

kind see Ilolman's u Precision

COMPUTATION OF THE PRECISION MEASURES.


74.
It is to

Combination of Functions of the Same Variables.


be noticed that equation (70) applies only when

M^ M^

If
a function of independent quantities.
are merely different functions of the same
is

must proceed as follows


Let

Mi

<

M =
M =

Jlf

for

"

ic 2 ,

JCj,

we

quantities

z,t)

z2 ,

z*)

z 1? z 2 ,

2 fc

are subject to

the corresponding errors in

ic^

and

will be

M
M

ly

XL

2y

A^

Where
J/i,

(z x , z 2 ,

$ (Zu

any single observations of

errors

If

61

= a^
=

!,

and a/, a 2

'

with respect to z^
will then be

ak
at

Where

X=

z2 ,

Then

if

and

^1'

Jl/i

(Aai

the

2 'z 2

a k xk
a k 'x t

The corresponding

zk .

AX,

(a)

(b)

M^

error in

A'X,

(c)

are the differential coefficients of

and 3f2

Substituting in (c)

A'a\) x v

number

-\-

the differential coefficients of


.

denoted by

a z xz

are the differential coefficients of


;

X=

with respect to
and (b),

-|-

oj'aj! -j-

(Aaz
\Xk

-\.

Aa\)

from (a)

of observations or values of

X be

w,

XV*

(d)

METHOD OF LEAST SQUARES.

62
since

in

the most probable case the product terms will

cancel out.

Expanding (d) we have

E*

+ A'a,')* rf +

(Aa,

+ A'a,'}

(Aa,

^' 2

tf

KV +

.'V

As

Example.

J/i

Jf2

^4

(71)

^4'

1,

r= 4

.01

or

/n

325!,

0.1,

= + J/
=
a =
a =
9
2
2
3
+ X + X X X =
E = 0.5

Jf

Then

By

a very simple problem take

22i,

and

(70

...)
75.

Jlft

'

1,

2,

3.

-01

.01

.25

In this particular example the result may be found directly


from (68) by substituting at first in
the values of M^
and JH/j.

M=

Thus

22 X -f 32!

E=
If

or

J/i

(69)

and

we

5^

52 t

0.5

J/2 had been independent quantities, by (64)


should have had

E=

V(2 X

0.1)

+ (3

0.1)

0.36

INDIRECT OBSERVATIONS.
76. The determination of
unknown quantities in case

the precision measures of the


the observations are indirect

involved a knowledge of the weights of the unknowns, and


consequently the method of computing these weights must

COMPUTATION OF THE PRECISION MEASURES.


first

be demonstrated.

It will

63

be assumed at present that

all

the observations are of weight unity.

METHOD OF COMPUTING THE WEIGHTS.

FIRST

Let the observations be

which M^ M,
n denote the actual observations,
and 2j, 2 2 ... zq the most probable values of the unknown
Let
quantities.
in

Then

3/

M=

&2

1?

7??

2,

M =m

... kn

the above equations give rise to the

OBSERVATION EQUATIONS

si

fat

^2^

^2

^
(A)

By

we now form

the rule, paragraph 25,

the

NORMAL EQUATIONS
2

zl

2a

2!

2 a&

-f-

22

22

2 ai
2

*2

+
+

2 aq

2 bq -f 2

^>m

-f-

=
=
(B)

2!

2 a?

-f-

za

2 6?

q*

+2 </w =

METHOD OF LEAST SQUARES.

64

Multiply the
.

by &, the second


Then

of (B)

first

and add the

results.

...

+ Q^V +

-f-

&S am

-f-

of

(B) by

Qqlaq)

...

2 bm

=
of

Let

zl

in

19

ZH ... z q

Qq

QZ, ...

shall

be determined so that the coefficient


be unity, and the coefficients of z a

(C)
each equal to zero.

2ai

That

is,

let

=
...

Qq *q*

Then (C) becomes


zv

Q^am

Equations (D)
(B),

2 am

ftSJm

may be

in

(E)

derived from the normal equations

them we replace z z 2 ...


1, and 2&m, 2cm, ...
by

if

Qq X qm

t,

,... Qq
by Q^
by zero. Hence
,

2qm

the solution of the normal equations with these changes will


give the values of Q 19 (> 2 , ... Q q
.

TO SHOW THAT Qi
Expanding the

IS

THE RECIPROCAL OF THE WEIGHT OF XL

coefficients of

(E) we have

COMPUTATION OF THE PRECISION MEASURES.

65

=
m m

or collecting the coefficients of

ly

2,

mn

(E')

=
For convenience
ai
a,

in writing

we

will let

=
=
.

Q q qn

=
Multiply the

and add the

first

Multiply the

first

results.

(F)

by

a l9

the second

first

of

(D)

by

b ly

the second

by

a2

Then

results.

=
and add the

of

(G)

by

of

(F)

Then

(H)
by

6 2 , ...

METHOD OF LEAST SQUARES.

66

ca

=
=

2?a

Likewise

Multiply the

and add the

=
=

of

(D)
(H')

of

by

(F)

the second

04,

by

o^,

This gives

results.

2a 2

Let
Let
Let

first

by second

&S Oa

Q,

ftS Aa
Q g ^ ga
and
by (H)
(H')
.

(I)

ftg,

be the mean error of an observation of weight unity.


be the mean error of z^

be the weight of

ft

Zl

The mean
mean errors
equal to

m^ m

errors of

M, M^

of

z.

2,
.

mn

are the same as the

and each

is

accordingly

Therefore from (G), by (69)

ft.

*y

But by (48)

Comparing

'
ft zi

this

(i)

(J)

with

Pzi

J)

we

see at once that

(K)

Therefore, for the First Method of computing the weights


we have the following
:

COMPUTATION OF THE PRECISION MEASURES.


Rule

77.

for

In

I.

normal equation for

the

the absolute term

and

Sara,

in

zl

67

write

the other equations

zero for each of the absolute terms 2 bm, 2 cm, ... 2 qm.
The value of z l found from these equations, is the reciprocal of the weight of the value of z l obtained by the solution

of the normal equations.


To find the weights of z%, z 8
?/wy, forming a corresponding
unknown.
,

proceed in a similar
of equations for each

g,

set

SECOND METHOD OF COMPUTING THE WEIGHTS.


Write equations (B) of paragraph 76

78.

z-i

zl

+
2 ab +
2

zz
z2

2 ab
2

-f-

... *q 2 aq

-\-

2 bq

in the

form

am

2 bm

==

(L)

Then

in the solution

by the preceding method, equation

(E) becomes

0i^

C.l?+

0,0

(M)

in which, as was proved in (K), Q


is the reciprocal of the
weight of Zi. Whatever method of elimination is employed
in the solution of the normal equations, the coefficient of

in

the value of

must necessarily be always the same.

Hence we have
Write A, B,
79. Rule II.
Q instead of zero in the
second members of the normal equations and carry out
(//> ir solution
in any convenient /'">/.
Then the most
.

z
are given by those
probable values of Zj, z 2 ,
in the results v/V^VA are independent of A, 7?.
.

METHOD OF LEAST SQUARES.

68

reciprocal of the coefficient of A


The weight of 2 2 is the reciprocal of
of B in the value of z 2 etc., etc.

The weight of

is the

in the value of z^
the coefficient

THIRD METHOD OF COMPUTING THE WEIGHTS.


.

80.

From

the second, third,


. .
equations of (L) find
2 2 , 2 8 , ... z
in terras of z
and substitute
q
.

the values of

in the first of

Then

without reduction.

(L)

the

first

of

(L) becomes

Rz^

Where

is

T+ A
the

sum

which

T
-

is

ft

shown

J?,

<7,

Dividing through by

the most probable value of

in deriving the

...

of all the numerical quantities result-

ing from the substitutions.

in

terms in

2 1?

jR,

and, as was

second method,

!-'.*
R
From
81.

Rule

III.

the

Substitute in the

za , z 8 ,

of
remaining equations.

or introducing

any

(O)

once

this follows at

the values

zq

normal equation for

in terms of

Then

z^

as

zl

found from

before freeing offractions


reduction factor, the coefficient of ^

COMPUTATION OF THE PRECISION MEASURES.


is the

in this equation

weight of the value of

zt

69

obtained

in the solution.

in a similar
z
To find the weights of 2 2 2 3
q proceed
the normal equations for each of these unknowns.
.

way with

For the solution

an example by the three different

of

im-thods see paragraph 84.

THE MEAN ERROR OF AN OBSERVATION.


82. The next step will be to derive /*, the mean error
of an observation of weight unity.
In the following demonstration the equations referred to by letters are those in

paragraphs 76 to 81.
Let the real values of

2!

-f

and substituting

z t , 22 ,

22

!,

...

JBj,

be

Xq

(A) we have

in

xq )

+ m^ =

A2
(P)

where A 1? A 2
Or of

zl

An
of

results.

x^a^

are the real errors of

J^ M

22

-\-

x^ab

first

of

(P) by

t,

the second

by

a2

...

This gives

-f-

But by the

J!/i, J!/2,

mn

tlie first

Multiply

and add the

-\-

TWj, 771 2 >

+
-\-

(B)

equal to zero, and therefore

...

xq

the

2 aq

-\-

^aq

first line

^ am

2aA

in this equation is

METHOD OF LEAST SQUARES.

70

+ x 2 aq 2 aA =
x 2 &?
2i +
2 *A =
2 a* -f
.........

+x

x 2 a2
l

Also

2 al

a-2

2 a?

a-,

2 fy

xq 2 ? 2

2 ?A

(Q)

These being of the same form as the normal equations


(B), the value of x resulting from their solution will be
of the same form as that of z l in the solution of those equaA for m. From
tions, with only the substitution of

(G) we

shall therefore

ajAi

Multiply the
i\j,

Then

2 fly

Also

2?y

=
=
=
=

zl

2 a2

+z

2 ab

by the

-f-

first

of

Substituting these values in the above,

2 my

Now
.

(z

the second

a^

by

Say

2 Ay

and multiplying the first of (A) by


and adding the results
a2
.

(R)

(P) by v^ the second of (P) by

results.

=
.

... On& n

cujAjj

of

first

and add the

have

multiply the

and add the

first

results.

=
of

2 aq

2 am

(B).

we

find that

2 AU
(A)

-|-

by v

This shows that

(S)
the second by

COMPUTATION OF THE PRECISION MEASURES.


2 av

zx

z2

2 mu

2?y

2 yu

71
a

and as above,

= 2y

Say

this result

Combining

with

we have

(S)

2 my

...

2y 2

2 Ay

(T)

Next multiply the first of (A) by A


the second by
add the results and compare with (T). This gives
t,

Aa

zl

2 aA

-f-

22

2 #A -f ... zg 2 ?A
2w 2
2 Aw

And

finally,

by A 2

-f-

i=

multiplying the

first

and adding the

results,

(U)

(P) by A 1? the second

of

we have

zl

a?!

S A

Therefore from

a?!

a? a

2 ^A

S'A

2 A2

(U)

2 A

a? 2

2 *A

xq 2 ?A

2A 2

...

We
jc.j

must now find the mean values of the terms X


2 #A, ... a* g S ^A. Expanding 2 A,

2 aA
from (R)

jcj

=
=

a x Ai
ai

+
+

a2 A 2

a 2a 2 A 2 2

A2

+
+

aA n
^A^

Multiplying,
!

2 aA

a^Ai 2

-[-

terms

in

AjA 2 AxAs,
,

a anA
tt

(V)

METHOD OF LEAST SQUARES.

72

In the most probable case these product terms vanish, and


a
2
the mean value ^\ we
substituting for A^, A 2 , . . . A n
have

a;2

Similarly

From (W)

=
=
=

2 #A

83.

may

By

2
/u

^+s

=
=

rz

2 Oa

q being the number of unknowns,

then,

V-z

2
2

/x

.6745^

method

ViT^

(>

()

V/i^r^

Pz(n

q)

similar to that used in paragraph 60,

we

derive

a.d.

y
(7.3)

q)
Ztf

84.

Example.

In

illustration

of

(76)

q)

the

take the example in paragraph 24, where

above

we found

processes
for

COMPUTATION OF THE PRECISION MEASURES.

73

OBSERVATION EQUATIONS
-

2i

22

1.7
za

Zl

z,

z8

22

--

_
--

2.4
1.0

3.0

;{

=
=
=
=

vl
vt

.,

v,

V4

and for

NORMAL EQUATIONS
-

2 zl

2 22

2 2X

3 22

2.3

=
=

(b)

3 z 3 -- 0.4

==

(c)

0.7

23
-

zl

(a)

SOLUTION FOR THE WEIGHTS BY THE FIRST METHOD.

For finding the weight


would be written

2 22

2 zl
-

2i

of

2t

the above normal equations

28

3 22

+82,

zi

=0
=0

(a')

(b')
(c')

Solve for z l
3

62

(a')

(V)

-62 -32 -3 =
2

5 zl

- -

6 22

6 22

2l

zi

(c')

3 28
3

z,

*i

At

For finding the weight


2

2l

2 2t

of

22

2 22

=
=
=
=

= y

(d')

the equations are


23
1

2,

+32.

=0
=0

(a")

(b")
(c")

METHOD OF LEAST SQUARES.

74
Solve for
3

z,

6 zt

(a")

(c")

Substitute in

3 g

z,

za

(b")

z,

.-.

z8

of

2^

--

2za

2 zx

3 z2

(d")

the equations are

=0
=0

z4

z,

=
=

jt> 2 ,

For finding the weight

zt

3 z8

--

--

=
=
=

(a"')

(b'")
(c'")

Solve for z

from (b'")

zx

substitute in (a"')

2 sa

(c"')

--

3 z8

6s8
3z8

Zi

2s

^ =

(d-j

SOLUTION BY THE SECOND METHOD.

The normal equations


in the

following form

2z,
2zj
z,

will

now be

modified so as to appear

--

2zt

3 z,

z,

3 z8

--

0.7

2.3

0.4

= A
= B
= C

(a)
(b)
(c)

COMPUTATION OF THE PRECISION MEASURES.


Solving,
3

(a)

2i

_2i

(c)_

5 zl

6 2 a -- 3

--

--

2.1

--

0.4

=
=
=

4.6

-7.1

21

32,

6 2 2 -- 2.5

4- 6 2 2

2t

2,

and

7.1

==

_
+

27?

(7

3^ + 2^+tf

Xl

75

(8)

(d)

Substituting (S) in (b)

3 22

16.5

22

5.5

-f6^

and

5J?

jt>^

2(7

-3

(e)

Substituting (8) in (c)

32 8

7.5

28

2.5

3JL

and

2.B

zs

2<7

(f)

SOLUTION BY THE THIRD METHOD.

The normal equations


2 2t
2 z1

zl

are

2 22

-\-

3 22

now taken
28

in their original form.

0.7
2.3

3 2,

0.4

=
=
=

(a)

(b)
(c)

METHOD OF LEAST SQUARES.

76

To

obtain

and

Zj

weight we proceed as follows

its

from (c)

z,

from (b)

za

'6

= ^
+
o

Substitute in (a)

2%

33

_* % _i?_*_:i_o.7
3
3
=

Collecting terms,

Zl

For

3X

and

7.1

+ (c)

- 6z

2l

Zj

-6

--

--

12

Substitute in (b)

za

(d)

za

3 zt

2.3

3.3

z,

0.5

1.0

Collecting terms,

2.5

za

Zl

za

(a)

For

and

5.5

-3

/>

(e)

z,

(a)

+ 2x(b)

2z, -- 3

z,

--

6.7

Substitute in (c)

---

zt

6.7

IT

z,

--

0.4

COMPUTA HO* OF THE PRECISION MEASURES.


3

z8

z,

and

2.5

It is evident that the three

same

results

=0

7.5

Collecting terms,

and that the work

is

77

Zi

(f)

methods give identically the


about the same in each case.

COMPUTATION OF THE PRECISION MEASURES.


Substituting the values found for
observations equations (A), we have

7.1

7.1

5.5

5.5

+ 2.5

1.0

3.0

5.5

2.5

(72)

By

(74)

By

(73)

2.4

4,

,,

Mz ,

=
= +
=

vl
v2

va
v4

q =.

zs

.1

.01

.1

.01

.1

.01

.0

.00

=
=
=
=
=

.17

.6745;*

Ll

in

3.

and

.03

In this example

By

=
=
=
=

1.7

2.5

z ly z 2

.12

.30

rw

.20

.U

rza

.10

.03

By

</.^.

(75)
r

=
.8453

=
a.rf.

.16

.13

the

vf
u22

v3 2
v42

METHOD OF LEAST SQUARES.

78

Observations of Unequal Weights. If the observations


all of the same weight the formulas and operations
are merely modified in the usual manner and equations (72)
85.

are not

and (75) take the more general form

(77)

a.d.

-S v V
V n(n

(78)

q)

CONDITIONED OBSERVATIONS.
Suppose there are given n observations, n condiThen by paragraph 33,
tions and q unknown quantities.
the method of solution is to eliminate n' unknowns between
"
and " Condition " equations, leaving
the " Observation
1

86.

"

"

independent unknowns in the Normal equations.


Consequently formula (77) now applies to this case and it
q

n'

would be written

=
al80

__
n q

(79)

n'

*W*
^ = J~
y
Pz(n - q +

(80)

n')

n' unknown quantities can be


The weights of the q
found by any one of the three methods already given and
then the mean error of each unknown may be computed by
using formula (80). If the mean errors of the n' quantities
that were first eliminated is wanted, their weights must be

determined by eliminating a different set of n quantities


from the original observation equations and solving the neces1

sary seta of equations for these weights.

The

first

method of

COMPUTATION OF THE PRECISION MEASURES.


solution for the weights

as the

unknowns have already been found.

actual values of the


87.

would perhaps be best here

79

Given the

Example.

OBSERVATION EQUATIONS

=
=
=
=

3.0

22

Zl -}.

,+
-

z2

Zl

1.5

2.2

3.4

28

weight

"3
"2

and the

CONDITION EQUATION
--

zs

To

mean

Eliminating
Zl
z,

(B)

of

z 1} z 2 ,

and

23,

and

between (A) and (B) there remains

z3

_J_

22

3.0

--

22

1.0

2.2

2.9

we have

the

z2

2l -}-

these

0.5

errors.

z2

From

--

most probable values

find the

also their

22

=
=
=
=

weight

"3
"2

NORMAL EQUATIONS
7

2l

_
-f-

22

10

_
-

4.8

19.4

Solving,
2l

z2

from (B)

z3

=
=

0.98

/? Z1

2.04

jo 2l

2.54

=
=

6.9
9.9

(D)

METHOD OF LEAST SQUARES.

80

Now

eliminating za between (A) and (B),


Zl _J- Zg

3.5

zs

1.4

2l

2l

From

these

_L.

we

z8

Z8

__ 3.4

=
=
=
=

2.7

derive the

new

weight

we

find

"3
"2
set of

NORMAL EQUATIONS
7 zl

and solving for

zt

z3

10 z 3

=
=

4.3

24.4

z8

z8

2.54

Substituting the values of z^


the residuals

za

2s

an(i

z2

9.9
i

(G)

n equations (A),

we have

v2

pv*

.02

.0004

.0004

.06

.0036

.0144

.16

.0256

.0768

.12

.0144

.0288

.1204

Since in this example

By

4,

n'

(79)

08

=
1,

2jw 2

3,

COMPUTATION OF THE PRECISION MEASURES.


The

first

mean

significant figure in the

errors

81

so large

is

not worth while to retain the second place as usual.


If desired, the probable errors and average deviations can
now be computed by the usual formulas.

that

it is

88.

made

In case the observations are

directly

upon the

values of several quantities subject to certain conditions,


and equation (79) reduces to
have n
,

we

v^
from which the mean error of any observation may
be computed from its weight.
89.

Taking the example

Example.

in

at

once

paragraph 34 on
we had for

the measurement of the angles of a quadrilateral,

OBSERVATION EQUATIONS

=
=
=
=

z1

z2
z3

24

weight 3

"2
"2
1

for the

CONDITION EQUATION

z2

z3

z*

58

(B)

and for the

NORMAL EQUATIONS
4

z,

+
+

3 z2

2l

_j_

22

21

z2

+
+
+

28
z3

3 28

+
+
+

58
58

58

=
=
=

(C)

Solving these equations for the values of the


quantities

and

we have

also for their weights,

Zi

z2
23

=
=

8.3

12.4

12.4

p
p
p

zi
st

Zi

=
=
=

3.5
2.5

2.5

unknown

METHOD OF LEAST SQUARES.

82

and forming a new

set of

normals containing

we

24 ,

find,

on

solving for that quantity,

z4

These values of

2,,

24.9

Pz4

z 2 , z 8 , z4

residuals of the observations,

1.75

are also in this case the

and therefore

to

compute the

precision measures we have

n'

By

v2

pv*

8.3

68.9

206.7

12.4

153.8

307.6

12.4

153.8

307.6

24.9

620.0

620.0

1441.9

(81)

,*

- =
We

==

"

38

20

rzi

13

24

r^

r Z9

29

r^

20

16

shall accordingly write for the most probable values of


the angles of the quadrilateral

CHAPTER

V.

MISCELLANEOUS THEOREMS.
THE DISTRIBUTION OF ERRORS.
90. Having developed the processes for the adjustment of
observations according to the Method of Least Squares, it
will now be interesting to show how closely the distribution

of errors

found in actual practice corresponds to the theoupon which our methods of solution are

retical distribution

based.

By formula (36), the probability that the error of a single


observation will be numerically less than a is

P =

~ fV^Vx
VTT

Let
t

x,

and when

stituting in

dt

..

Table

I.

h dx.

a,

Also when

ha

x
.

0,

Sub-

(82),

P =
Values of

(82)

Jo

p
4= C 'e-*dt

for values of the

argument

(83J

are given in

Also for any series of observations this quantity

will represent the fraction of the entire number


should have errors less than the amount a. Hence if

which

is

multiplied by the whole number of observations the result


will be the number of errors which should be less than the
limit

a.

METHOD OF LEAST SQUARES.

84
91.

Example. Forty measurements on the diameter of


ring were made by Bessel, with the following

Saturn's
results

MISCELLANEOUS THEOREMS.

85

The fourth column contains

the differences between the sucand


P,
by multiplying each of these
differences by 40, the number of observations, we have the
quantities in column five, which are the numbers of errors
cessive values

of

that according to the theory should fall within the corresponding limits. Column six shows the actual number of
residuals occurring

between these

limits.

METHOD OF LEAST SQUARES.

86

with the question of the detection of a mistake or constant


error, which a consideration of the circumstances of the
observations or of the instruments might reveal, but it is
assumed that there is nothing whatever to guide us except
the mere fact of the unusual size of the residuals of the
observations under discussion.

To

reject an observation

differs considerably from the others is


entirely unjustifiable, while to retain it without any investigation is a neglect of the evidence furnished by the observa-

merely because

it

tions themselves.

The adoption of any rigid criterion based upon the magnitude of the residuals is perhaps more satisfactory from a
mathematical standpoint than from that of a practical observer,

and some of the latter are of the opinion that no observation


should be rejected entirely, even the most widely discordant
ones being given a certain weight. In this latter case,
however, the Theory of Probability will furnish a guide as to
the proper weights to assign to the different observations.
Of the various criteria that have been proposed, that

developed by Pierce (see Chauvenet, page 558)

is

perhaps

the most complete.


The derivation and application of this
criterion is, however, somewhat long and complicated, and
for all ordinary cases the following simple
practically as good results.
93.

Criterion for the

methods

will give

Rejection of a Single Doubtful

was shown in (83) that in a series of n


observations the number of errors numerically less than a
should be nP, and therefore the number of errors greater
than a should be
Observation.

It

- nP

n(l

- P)

(84)

If the value of the expression in (84) is less than one-half,


the occurrence of an error of magnitude a will have a

greater probability against it than for it, and hence the observation corresponding may be rejected.

MISCELLANEOUS THEOREMS.

87

Accordingly the limit of rejection, a, of a single doubtful


is obtained from the equation

observation

P =

or

94.

Example.

angle

are made,

rejected

In

2 t&

(85)

Fifteen observations on the value of an

Ought any

of

the observations to be

METHOD OF LEAST SQUARES.

88
all

Using

M =
9

the observations

we

24'.20

find

t/ 4 256
-

.6745

.37

14

By

-By Table

As

90

(85),

.967

30

I,

the residual

3.17

1.40

.-.

larger than

is

1.17

we

a,

reject the

last observation.

From the remaining observations we now compute


mean value and a new set of residuals. And we find
'

By

24'.31

The

I,

third observation

From

.-.

V
V

.964

.84

.6745

we

y i^.

find

.962

26

.27

accordingly be rejected.

r"

24'.23

new

13

the thirteen observations that remain

M =
"
Q

3.11

may

.6745

P =

(85),

By Table

r'

3.08

.-.

.68

Therefore no more observations are to be rejected.

.22

MISCELLANEOUS THEOREMS.
The Huge Error.

95.

observations

is

In

89

where the number of


a simple and safe criterion

cases

not unusually large,

for the rejection of a doubtful observation


of the " Huge Error."

is

found

in tin

DM

an error of such a magnitude that 999 out of every


1000 errors are less than it and only 1 as large as or greater
This

than

is

it.

Therefore the probability that the error of any given


"
is .999, and
observation will be less than the " Huge Error

from Table

I,

when

Then

in

Huge Error

any limited

also,

=
=
=

4.9

4.9

3,3

|i

4.1

a.d.

series of observations,

greater than the huge error


observation corresponding.

See

.999,

Holman, page 30

is

found,

(86)

if

we should

an error
reject the

Wright, page 131.

CONSTANT ERRORS.
96. Throughout our discussion of the methods of adjusting
observations so as to obtain from them the most probable
values of the unknown quantities, all constant errors are

supposed to have been eliminated before the Method of


Least Squares is applied in deducing the results.
If this is not done, and each observation is
subject to the

same constant

error, the final result will be affected by an


in short, the Method of Least Squares is
and
equal amount,
not capable of removing or reducing the effect of errors of
this kind.
is

All that

to reduce to a

is

accomplished

minimum

l.y

the use of the nu-thod

the effect of the Accidental Errors.

METHOD OF LEAST SQUARES.

90

Hence it will be seen that although by increasing the


number of observations of a given kind we may increase the
precision, that is, reduce the probable error, of our final
result as much as we choose, yet we do not in this way
necessarily increase the accuracy of the determination.

But if the unknowns can be determined in several ways, or


under a variety of different circumstances, with various
instruments, or by different observers, then it is most probable that the constant errors of the different sets of measure-

ments

be grouped about the true values of the unknowns


according to the exponential law of error. Accordingly a
combination of such observations will enable us to increase
will

not only the precision, but also the accuracy of the final
result, the constant errors of the different sets tending to
cancel each other in the same

way

that the accidental errors

of a single .set do.


It is for this reason that determinations of a quantity from
observations made in a variety of ways are more valuable

than those obtained merely from different


ments of the same kind.

sets of

measure-

The probability of the existence of a constant error


often be expressed in the following manner.

97.

may

Example.

standard 100

ohm

coil

is

compared with

a Wheatstone's bridge and the mean result found to be


100.90
To find the probability that there is an error
0.20.
in the bridge

Suppose

between

the result

observation, and we

-(-

0.80 and

100.90

-j-

0.20

is

1.50 ohms.

treated as a single

by an application of (83) the probof


the
error
observation is numerically less
that
this
ability
than 0.60 ohms.

Here

Hence, as far as
bility that

find

100.90

3.00

.-.

P =

.957

.20

shown by the
ohms is within

is

observations, the proba0.60 ohms of the true

MISCELLANEOUS THEOREMS.
value
i>

th:it

and

is

But since

.957.

it is

known

91

that the true resistance

00 ohms, it follows that there is the same probability


there is a constant error in the bridge between -|- 0.30

1.50 ohms.
Combination of Determinations having Different Constant Errors. In case two or more determinations of a
quantity, together with their probable errors, are obtained,
-f-

98.

method of combining them so as to secure the best final


was considered in paragraph 56, and in Example C,
rraph 57. But it was there assumed that all the results
were subject to the same constant errors, while if this is not
tlu-

result

true the probable errors of the separate determinations bear


relation to their weights, and accordingly in such cases

no

another process must be adopted.


To determine whether the different measurements
fairly

be considered to have the same constant errors

proceed as follows
Let the determinations of the quantity

may
we may

and

let the difference

Then

(a)

rz

(b)

the probable error of

E
If

MI
JtT.

between these

is

of such a

M be
be

MI

J[/i

results

is

(c)

by (66),

= yV +

ra

(d)

magnitude that an accidental error as

great as it may reasonably be expected, we may assume that


the constant errors of (a) and (b) are the same, and proceed as in Example C, paragraph 57.
But if the probability of making two determinations which
differ

J/!

by the amount d

and

MI

to

is
very small, we had best consider
have the same weight, provided there are no

METHOD OF LEAST SQUARES.

92

special reasons for regarding one better than the other.


final value ot
will then be the arithmetical mean of

and MS, and

its

An

measured by a theodolite

is

angle

transit with results

By
By
What

MI

probable error will be found by (53).

Example A.

99.

and by a

The

Theodolite,

24

13'

36".0

Transit,

24

13'

24"

3".l

14"

the most probable value of the angle and


able error?
is

its

prob-

Referring to the preceding paragraph,

rt

rz

3.1,

and the probable error of d

3.1

v/

14,

12,

is

14 2

14

Then from Table I the probability that the accidental


error of a determination will be at least as large as 12 is
found from

That

is,

i?

.86

,.

- P

.57

14
there

is

more than an even chance

that

two such

determinations of the angle will differ by as much as 12.


Hence it is fair to assume that the two determinations are

not affected by constant errors of different magnitudes, and

they would be combined as in Example C, paragraph 57.

Example B.

Suppose the zenith distance, JtfJ of a


is found to be

observed at two different culminations,


J/J
j*fa

What

is

Here
and for

=
=

14

53'

12".10

0".30

14

53'

14".30

0".50

the best final value ?

=
- =
r

2.2,

It

=
.58

=
3.8,

v^9
1

+
-

=
P =
.25

.58

.01

star,

MISCELLANEOUS THEOREMS.

93

tin* diffrn-nre in the two deterarridental


due
to
errors, will be as large as 2.2 is
minations,
one
in
a
hundred.
It
is
to be concluded then that the
only
constant errors of observations at the two culminations differ
by about 2.2, and as there is nothing to show that one measurement is more accurate than the other we will give them
both the same weight and take the mean. Then the best

Therefore the chance that

value for the zenith distance

M =
For

By

"

JU

=
=

ra

(53)

14

53'

is

13".20

0".74

18> 10

14

53'

14

53'

13".20

.6745

\J

^^

For a more extended treatment of this


The Theory of Errors and Method

chap.

'

14

.74

subject see Johnson,


of

Least Squares,"

vii.

THE WEIGHTING OF OBSERVATIONS.


100.

In case the relative worth of observations

is

not

by methods already discussed, the proper weight to


each quantity in the final adjustment can only be
to
assign
determined from a full knowledge of all the circumstances of
settled

the measurements.

Even then considerable experience

in

the particular work in hand is required before the best values


The weight given to a
for these weights can be assigned.

quantity should never be considered final, but always subject


whenever new information with regard to the
Thus an observation which at first is
obtained.
is
quantity

to revision

supposed to deserve a high degree of confidence is often


found on later investigation to possess very little value, and
vice versa.

See also Wright, page 118.

METHOD OF LEAST SQUARES.

94

OTHER LAWS OF ERROR.


101.

Although

in the great majority of cases the distribu-

tion of errors follows the exponential law thus far considered,


there are a few special cases in which some of the suppositions

made

in deriving that law do not hold, and hence for the


adjustment of such observations the corresponding special

laws of error must be determined.


.

For instance,

in

applying the exponential law we assume a

number

of observations, that each observation is sublarge


law of error, that small errors are more
the
same
to
ject
than
to
occur
large ones, and that positive and negative
likely

Now

it is
errors are equally probable.
easy to conceive of
cases where only positive errors can occur, or where the
probability of the occurrence of a small error may not be

greater than that of a larger one, etc. If we can determine


the different sources of error in any case and the relative
effect of each upon the quantity sought, we shall arrive at
the law of error for that particular set of observations. The
case of most common occurrence is the following.

102.

Suppose

errors between the limits

all

a and

are equally probable, and that there are no errors beyond


Then if y
these limits.
<t>(%) is the equation of the
Curve of Error, and its area is represented as in para-

graph

18,

we have

J%(0 & =
2 4>(x) C dx =
Jo

(a)

or

(b)

by the supposition made <(x) must be a constant.


Integrating and solving for <(), we have

since

<|>(x)

= -2
a

(87)

MISCKL L
To

find the

. \

M:<> i -s

TIII-:

Mean Error we have

graph 52

on KMS.

l>y <k-iinition

= Jr-a x^(x)

P*

95
as in para-

dx

f* a

a Jo

(88)

7?
The Probable Error

is

derived from the equation

Cr

a Jo

(89)

T
Finally, for the

Average Deviation we have


a.d.

=
=

Ca x
!

J -a

<j>(x)

ax

a
j
-I IC x dx

a***
j

And

the Curve of Error has the form

(90)

METHOD OF LEAST SQUARES.

96

That the average deviation and probable error are in this


a may also be seen from the defini-

case equal to one half of


tion of these quantities.

Example. In taking a logarithm from a four place table,


what is the probable error of the mantissa ?
In this case the maximum error is .00005, and all
errors between
.00005 and .00005 are equally probable.
Therefore
r
103.

The only other

.000025

special case of

common

occurrence

is

which the error of a quantity is due to two sources,


each of which can with the same probability assume all
a.
Here it may be shown that
values between a and
the curve of error consists of two straight lines whose equathat in

tions are

2a

y
Also

|i"

~+

2a

oc

y
r

For a more extended discussion

(2

\/2")

oc

(92)

of special laws of error, see

Wright, paragraphs 31 to 39. See also Example 151.


104. Contradictory Observations. Suppose three observaIt is obvious that
tions of a quantity give results 55, 56, 91.
to take the arithmetical mean as the most probable value in
this case would be contrary to the evidence furnished by the

measurements, while in so small a number of observations it


would not be allowable to reject the value 91 entirely. With
such a series of observations no satisfactory solution can be
obtained, but probably the best thing to do would be to take
the value which has as

has greater, or 56.

many

observations less than

it

as

it

CHAPTER
METHOD OF

GAUSS'S
105.

Method

The most

VI.

SUBSTITUTION.

laborious part of the application of the

of Least

Squares to the adjustment of observations


consists in the formation and solution of the "Normal Equations," and this labor increases enormously with increase in
the

number

of observations, of unknowns and of conditions.


unusual to find that the adjustment of a single

It is not at all

even with all the aid


from tables of logarithms, of squares, of
products, and of reciprocals, and also from the use of calcuIn general the computations can be perlating machines.
formed more rapidly and with less fatigue by using a machine
set of observations takes several weeks,

that can be obtained

or a table of products than by using logarithms, but a combination of methods is often desirable.
106.

In any case however

that the formation

of the utmost importance


of the normal equations

it is

and solution

should be effected in a systematic way, and that as far as


possible checks on the numerical work be carried along in
the computations.
By a slight amount of additional work

checks upon the results at successive stages of the solution


may be obtained by means indicated in the following demonstrations, while the most satisfactory form for the solution
of the normal equations is given by the "Method of Substitution" proposed by Gauss.
This method will now be explained and it is to be observed
;

that

it is

brackets

kind

is

customary in this subject to enclose a quantity in

when

to

the

sum

be denoted.

For the sake

of

number of quantities of the same


Thus [##] means the same as ^ab.

of a

simplicity in

assumed that the observations are

demonstration

all

it will be
reduced to weight unity.

METHOD OF LEAST SQUARES.

98
107
If,

Checks on the Formation of the Normal Equations.

we

as in paragraph 76,

take for

OBSERVATION EQUATIONS

(A)

we

shall

have for

NORMAL EQUATIONS
[aa]

3l

+
+

22

[aft]

[a?]

2^

+
+

*+...
.........
[ft^] 2,

[ftft]

[qq]

Let
i

*i

Si

+
=

[am]
[ftro]

=
=
(B)

[?

m]

si

(C)

[]

Multiplying the

and adding, there

[am]

[*]

[?]

of

(C) by

first

+ [] =
m

l9

[]

the second

(D)

by m,,

results

+ [6m] +

[gm]

+ [mm] = [m]

(93)

Next multiplying each of equations (Cj by its a and


and adding, etc., we have
adding, and then each by its
ft

GAUSS'S

METHOD OF SUBSTITUTION.

[am~\

[a6]

[66]

Equation (93) will be

99

[60]

the absolute terras in

satisfied if

the normal equations are correct, and equations (94) when


the coefficients of the unknown quantities are correct. These

check the formation of the normal equations.


108.

The Reduced Normal Equations and the Elimination

Equations.
The value of

zt

derived from the

first

'

in terms of the
of equations

[aft]
2

[aa]*

"

remaining unknowns,

(B),

[ac]
8

is

"

'

[aa]*

Substituting this in the remaining

become

And

letting
,

1]

[M]

[oa]

[am]
[^aj

equations, they

METHOD OF LEAST SQUARES.

100

the above equations take the following form, which, being


the same as that of the original normal equations, they are
called the

NORMAL EQUATIONS.

FIRST REDUCED

[W,

1] 2,

&clz

An

1] z 2

1] z 8

[ftc,

cclz

+ \bm, 1] =
...clz
ml =
.

[fy, 1] zq

+ [c0, 1J +
f.

. . .

[??, 1] s,

+ [0m, 1] =

inspection of equations (F) will render

a rule for writing out any one of them.


by means of the first of equations

Now

it

easy to form

(G), eliminating

from each of the others in the same way that z l was


eliminated from the normal equations, there results the
z2

SECOND REDUCED NORMAL EQUATIONS


[cc, 2] z 3

[eg, 2] z a -f-

[c0, 2] z q

[cm, 2]

[gg, 2] z q

-f-

[gra, 2]

-/l

In which
[cc, 2J

[ cc

lj]

(i)

Continuing this process we shall

finally arrive at the single

equation

from which the value of

zq

is

determined.

METHOD OF SUBSTITUTION.

GAUSS'S
The value

101

will then be obtained

by substituting the
preceding >H of
z
obtained
from the
until
and
so
is
l
on,
equations,
finally
first of the original normal equations.
The equations from
which the unknowns are actually determined are then the
of

_l

numerical value of z q

the

in

of the

first

following, called the

ELIMINATION EQUATIONS.

Itr ft] Zi

[bb,

It

\_al>~\

1]

may be

*,+...

lag] z q

[bq,

\]

zq

[am]

[bm,

1]

.........

seen from the rule

in

=
=
(9.5)

paragraph

81

that

the weight of z g , and the weight of any


\_qq, q
1]
unknown might be found at the same time as its value by
is

it the last in the order of elimination, but except in


the weights had best be obtained by the general
cases
special
of
paragraph 115.
process

making

of the Normal Equations.


first of the Observation Equations (A) ly
the
Multiplying
and adding the results, we have
the second by ra 2

Check on the Solution

109.

t ,

[mo]

But

[am]

Zj_

in equation

-|-

(T),

[bm]

-\-

paragraph 82,

= [vv]. Therefore
[ray]
[bm]
[vv] = [am]
Zi

Z2

z2

-f

\_qrn]
it

[nun]

was shown

[qm]

from the

Substituting in this the value of z l


get the result

that

[mm]

first

of (95),

[m;//, 1]

we

[vv]
in

which

[bm, 1]

ga

+ [cm, 1] +
z3

[,ym, 1] z q

METHOD OF LEAST SQUARES.

102

[6m, 1]

\_ab~]

[am]

(K)
_

[mm,

1]

[mm]

fam"]

being similar in form to equations (F).


Next eliminating 2 2 in a like manner,

[wt>]

and continuing

[cm, 2]

28

[?m, 2]

this process it finally

[w]

[am]

we
2<?

get

[mm,

2]

appears that

[mm,q]

[96]

In computing
110. Arrangement of the Computations.
the coefficients that appear in the "Auxiliary" or "Reduced
Normal Equations" it is most convenient to arrange the work

The arrangement of the solution will be


an example containing four unknowns but it
will be evident that the process can be extended to cover any

in tabular form.

illustrated for

case.

Let the Observation and Normal Equations be represented


by equations (A) and (B), there being only four unknowns
and arrange a table as on the next page. In this
2,, 2 2 2 8 2 4
scheme of solution the upper lines of the rows in the first
,

compartment contain all the quantities that appear in the


Normal Equations, together with [mm] and the quantities
in the column headed 8 which are used in checking the
The
results in accordance with equations (93) and (94).
other compartments contain the corresponding quantities
for the Reduced Normal Equations, and the first line in
each compartment gives the coefficients in the Elimination

Equations.

GAUSS'S

SCHEME A.

M
log[aa]

METHOD OF SUBSTITUTION.

SOLUTION OF THE NORMAL EQUATIONS.

103

METHOD OF LEAST SQUARES.

104

The logarithms
compartment are

of the quantities in the first row of each


also written in, and from these by proper

subtractions are obtained the logarithms in the margin, where

[*]

[c]

[am]

Am

[oF'

[5aJ'

*
(L)

Now

in each

compartment adding the logarithms at the


row of that com-

to each of the logarithms in the first

margin
partment we obtain the corresponding logarithms written in
the other rows. The numbers represented by these logarithms
are next written above them, and if each of these quantities
is then subtracted from the one above it the result will be
the corresponding quantity in the compartment below. Some
of the squares in each compartment are left vacant as the
quantities belonging to them have already appeared above.
111. Application of Checks. Also, by (93) and (94), in

compartment the quantities in the first lines of the


column should be equal to the sura of all the quantities
in the first lines of the corresponding rows plus the quantities
Similar
similarly situated above the first terms of the rows.
if
from
the
for
in
each
will
checks
compartment;
apply

the

first

last

we subtract the product


by Ab we have

second of equations (94)


equation multiplied

[M, 1]

[Ac, 1]

[ftro,

1]

of the first

[fc, 1]

(97)

In the same manner we may show that a corresponding


check holds throughout, so that finally we shall have

[mm,

4]

[w,

4]

(98)

GAUSS'S METHOD OF SUBSTITUTION.


The

last

of the table

compartment

check and the value of [uu]

final

tion (96).
If the multiplications

in

is

105

added to give

this

accordance witli equa-

and divisions are simple or

if

a table

of squares or products or a computing machine is used the


logarithms will of course be omitted from the scheme of
solution.

112.

mation

Example.

In order to illustrate the systematic for-

of the coefficients that

appear in the Normal Equations


by the above method we

as well as the solution of the latter


will take the

OBSERVATION EQUATIONS

=
=
=

=
=
=

0.1

0.6
0.1

0.8
0.1

0.4

First form a table containing the coefficients in these equaand also the sums s. As a first check the sum of the

tions

quantities in

column

should be equal to the

sum

of all the

quantities in all the other columns.

I.

No.

COEFFICIENTS IN THE OBSERVATION EQUATIONS.

METHOD OF LEAST

106

From

these

we now compute

the coefficients in the Normal


and
also
the
Equations (B),
necessary quantities for the
check equations (93) and (94).

II.

No.

COEFFICIENTS IN THE NORMAL EQUATIONS.

GAUSS'S

METHOD OF SUBSTITUTION.

Substituting these quantities

now

107

in the general tabular

scheme of paragraph 110 we have the results on (he following


The work of the first compartment is performed
page.
without the use of logarithms, as the numbers are simple.
The quantities in the last column should all be zero according to the check equations, what small differences there are
Ting due to the rejection of figures beyond the third place
in the decimals.
The decimal points in logarithms to which
correspond negative numbers have been replaced by the
I

letter n.

that have been made now enable us to


from an inspection of the results in this table

The demonstrations
see at once

that
2

[iw]

0.238

.007

Therefore substituting in equations

(73)

and (74) we

have

fi^

If

.047

the two values of

[],

.032

obtained in the solution had

we

[bb, 1],

[cc, 2],

#s

And

\_vv~]

should have taken the mean of the two.


If the Elimination Equations
(95) are divided by

differed at all
113.

rZi

\_dd, 3],

23

the solution for the

respectively, they

ltd**

become

Am =
+ Em =
Cm =
Dw =

unknowns can be

effected

conveniently by arranging the computations in the


illustrated on page 109.

most

manner

METHOD OF LEAST SQUARES.

108

SCHEME A.
a
b
b

C
c

d
U
1/1

-m

d
*d

m
?

m
c

d
V

m
'm

m
>m

SOLUTION OF THE NORMAL EQUATIONS.

GAUSS'S METHOD OF SUBSTITUTION.


SCHEME
-

B.

109

SOLUTION OF THE ELIMINATION EQUATIONS.

METHOD OF LEAST SQUARES.

110

115. The Weights of the Unknowns. In order to determine the precision measures of z 2 2 and 2 3 it would
next be necessary to compute the weights of the latter quantities.
The demonstration of the processes by which these
weights may be found will not be taken up here, as the best
method to adopt varies a good deal with the character of the
example, but a statement of the results in the general form
t,

of solution will be given.

By treating the Elimination Equations in a way similar to


that used in deriving equation (E) of paragraph 76 from
(B) of the same paragraph, we may show that

equations
Zl

Am

-f JBmai
m

+H

2,
z.

where the

a's,

/J's,

+
+
+

d a,

d a,

a,

a,

Then by an
graph (77),

it

+ J)m a =
+ 7>m & =
+ Dm =
s

(100)

73

are determined from the equations

y's,

+ J3 + C + =
-4,+JSe0l + =
A + =
Ad

Cm a
Cm ft
Cm

a,

J? d
J? c

Cd

Cd

&+& =

+& =
+ =

(101)

73

application of the principles of Rule


may be shown that

1,

para-

METHOD OF SUBSTITUTION.

GAUSS'S

\\\

These equations can of course be extended to cover any


of unknown quantities, and tabular schemes for the
and of the weights
computations of the a's, /?'s, y's,
... can readily be arranged.
Pzj PZJ PZJ
For a general demonstration of these results, and also for
a discussion of special methods of solution, consult

number

Johnson,

"The Theory

of Errors and Method of Least Squares,"

chap. ix.
" Treatise on the
Wright,
Adjustment of Observations," chap. iv.
"
Chauvenet,
Spherical and Practical Astronomy," pp. 530-649.

THE METHOD OF CORRELATIVES.


The method

116.
tions

"

where
is

of

"Conditioned Observa-

adjusting

explained in paragraph 33 is perfectly general, but


there are many conditions to be satisfied the solution

apt to be very laborious.

For the case that occurs most

fre-

quently in practice, in which the observations are direct and


equal in number to the number of unknown quantities, the
"
process of solution devised by Gauss and called the Method
of

Correlatives

"

is

derived as follows

the most convenient.

Let q observations,
weights

PU PK

pq

JtfJ,
,

M^

q unknown quantities, and


of the unknowns be

apply

to

q,

of the respective

let the

most probable values

v ? , are the most probable corrections to


observed values as well as in this case the

v 1? v 2 ,
the

is

be made directly upon the values

of

Where

This method

residuals of the observations.


If the n' condition equations are not linear they may be
reduced to that form by the method of paragraph 44, so that
we may assume for our

METHOD OF LEAST SQUARES.

112

CONDITION EQUATIONS

+m =
m =

aq v q

b q v q -f

.........
lll

l*V*

In which the quantities m^ 7W 2 ,


the observations were exact.
It

coefficients

a, #,

IqVq
.

if

mn
mn

(A)

>

would

',

all

be zero

to be observed that the

is

are not arranged in the same order in

these equations as they are in the observation equations of


paragraph 107.

The values

must be determined so

of w 1? v 2 , ... v q ,

as to

satisfy the above equations and also by the principle of Least


Squares, so as to make
2*

Pq v g*

Corresponding with a minimum value of

+ PtVidVt +

PlVl<tl

minimum.

PqV q dv q

for all possible simultaneous values of dv^ dv z ,


is, for all values which satisfy the equations,

a l dv l

-\-

a 2 dv z

bidvi

-\-

t>zdu z -f-

a q dv q
b q dv q

.........

lidVi

I*dv 2

-[-

-h

dv q

we have

this last

(B)
.

dv q

that

=
=
(C)

obtained by differentiating equations (A).


Therefore, di-ii..tiiiL tla- lirst member of (B) by R and the
first members of
AVn .,
it will be IUT(C) by A\, xS'2 ,
r

CHsary that

=
\\hcre

X*j,

/*,,

/., an-

uiidi'tiTiniiifd

c.,,

-ilici-nts.

(D)

GAUSS'S

METHOD OF SUBSTITUTION.

This last equation will be satisfied


differential in it is

made equal

^a2

if

the coefficient of each

to zero, that

&2

-f-

-f-

113

is, if

... kn>l2

(103)

k^a q

All that remains therefore

is

k z b q -f ...

Jc n ,l

v lt V 2 , ... v q

to find values of

& 2 ... k n ,> which will satisfy simultaneously equations (A) and (103), and that this may be done is easily
seen from the fact that we have the same number of equations
as unknowns.
Substituting the values of v^ v z ... v q from equations
(103) inequations (A) we have the following
and

&!,

(id

ab

(ib

K*

A- 2

S^bb

~+

_ dl

kn S

_ bl

Av S

+m =
l

+m =
2

(104)

S
The
M

/?'

solution of these equations gives at once the values of


Ar n ',
which are called the "Correlatives" of the

/, ...

v q are then
Condition Equations. The values of v^ v^
found by substituting the values of the tfs in equation (103).
117. As equations (104) are of the same general form as
a set of Normal Equations, Gauss's Method of Substitution
can be advantageously employed in the solution.
.

METHOD OF LEAST SQUARES.

114

When there is but a single equation

of condition the second

members

of equations (103J reduce to their first terms, and


equations (104) reduce to the single equation

k^
and the values of v l9

CLd

2,

-f

(105)

... v q in (103) become

"

a,

V*-

aa mi

p
It is

from these

results that the rules in

paragraph 35 are

derived.
118.

Suppose we have given the observations

Example.

M =
M =
l

2.02,

4.13,

r=

2.52,

2.67,

2.84,

Jf,

=
=

M.
Jf6
and

let the

weights
"

2
(a)

most probable values of the unknowns be repre-

sented by
Z,

J/i

+W

lf

2,

MI

+V

2,

26

MS

+V

(b)

Also suppose that the unknowns are subject to the conditions

z*

2.

=
=

14.0
1.5

GAUSS'S METHOD OF SUBSTITUTION.


Then expressing these conditions in terras of
by means of (a) and (b), we have the

115

the corrections

CONDITION EQUATIONS
Vi

v<t

va

+
-

Referring to paragraph 116,


n'

2,

For the purpose

m
of

v.

we

.18

.04

=
=

see that in this

0.18,

computing the

(104) we next arrange

v4

example
0.04

coefficients in equations

the following table.

METHOD OF LEAST SQUARES.

116

Substituting these results in equations (104),

Cl

*l

14

"

14

14

**

*'

=
h =

&j

Solving,

'^

"

.1647

,.

.1537

Then from equations (103) we get

=
=
=

Vl

va
vs

.0549,

.0055,

v&

.0455,
.0412.

(g)

-.0329,

is

at once

ss

And by substituting these results in


values of z x , z 2 , z 3 z 4 , z &
The above

we have

(b)

we can

obtain the

the solution of

Example

70,

page 127.

EXAMPLES.
An

1.

two white

urn contains
balls.

1'

five

black

red balls and


drawn from the urn what
and what is the probability
balls, three

three balls are

different combinations

may

result,

of each ?

In a single throw with a pair of dice what

2.

probability that neither ace nor doublets will appear

Four cards are drawn from

3.

From

the

is

the

What

Of getting one

probability of getting four aces?


suit?
4.

a pack.

is

of

each

a lottery of thirty tickets, marked 1, 2, ... 30,


What is the probability that numo

four tickets are drawn.


bers

and 15

will be

among them?

145

Find the odds against the appearance of 7 or 11 in a


2
7
single throw with a pair of dice.
I toss up n coins.
6.
What is my chance of getting just
one head ?
In a single throw what are the relative chances of
7.
24 25
throwing 9 with two dice and with three dice ?
8.
From 2 n counters marked with consecutive numbers
two are drawn. What are the odds against having an even
sum ?
n n
1
In two trials with a single die what is the probability
9.
5.

throwing (a) an ace the


ace?

of

10.

first

Find the probability

more times

in three trials

of

time only?

(b) at least one

throwing doublets one or

with a pair of dice.

91

216

METHOD OF LEAST SQUARES.

118
11.

Find the probability of throwing exactly three aces


125

in five trials

with a single

die.

3888
be won by the first person who
throws 5 with a die of twelve faces. What is the chance of
12.

certain stake

is

to

the sixth person ?

A and B play chess.


of three.
What
out
games
13.

four games out of the

is

wins on the average two


A's chance of winning just
80

first six ?

243

and B shoot alternately at a mark. A hits once in


1 times.
n times and B once in n
Find their chances of
first hit, and the odds in favor of B if A misses on his first
shot.
Even, n n
2
14.

In

how many

be a wager of 4 to 3 that
double five will be thrown with a pair of dice ?
30
Find the probability of throwing one and only one
16.
15.

trials will it

ace in two trials with a single die.


17.

If I

have three tickets

eight blanks,
18.

what

is

my

chance of drawing a prize

Find the probability

six trials

with a single

in a lottery of four prizes

of

throwing

and
41

55

at least four aces in

die.

23328
an average seven ships out of eight return to port.
Find the chance that out of five ships expected at least three
16121
19.

On

will return.

16384
In a lottery containing a large number of tickets,
where the prizes are to the blanks as 1 9, find the chance
20.

81 J.R

of

drawing

at least

two prizes

in five trials.

100000

EXAMPLES.

119

In a purse are ten coins, all nickels except one which


in another are ten coins, all
a five-dollar gold piece
nickels.
Nine coins are taken from the first purse and
21.

is

placed in the second, and then nine coins are taken from the
If you now had your choice
latter and placed in the former.

which purse would you take ?


A and B engage in a game
22.
What is A's chance
B's as 2:3.

games out of five ?


23.
If A's skill at a certain

in

which A's

of

winning
is

game

skill is to

at least

two

double that of B,

what are the odds against A's winning four games before B
112
131
wins two?
24.
A party of twenty-five take seats at a round table.
What are the odds against any two specified persons sitting
:

next to each other

has three shares in a lottery in which there are three


B has one share in another where
prizes and six blanks.
there is but one prize and two blanks. What are their
25.

relative chances of getting a prize ?


26.
Expand through the terms involving

A B
:

16

A 8 and & 8, the

expression
-

When
diminish

is

and

+
is

(y

f (x,

*)

does -

-,

when x and y begin

Given

27.

sion

a;

-\-

increase

^*

same

to increase at the

y) = x (a
4- y + &)
2

+ hY(a
Find the value of Iog a
= 0.1. Give the result

-f-

y)

-\-

cos

expand

or

rate

the expres-

(x

28.

10

#,

when a

1001

places and then


to seven places of significant figures, in each case without the
4.000433
aid of tables.

and b

29.
tion,

Transform
x2
if

to the
z*

new
4 x

first to five

origin,

6 y

(2,

2 z

3, 1),

11

the equa0, the

METHOD OF LEAST SQUARES.

120

The equations

axes remaining parallel to the original ones.


a;'
2
of transformation are x
y

2=1 +

iC

Find the minimum value

30.

2'.

of

= 3
+y + =

x 2 -|- xy

-{-

-\-

ax

y*

25
by.

a*

(ab

y'

tf)

y and z that render a maximum


22
or a minimum the function ce 2 -|- y 2 -|- z 2 -f- a;
av/.
32.
Find the values of a? and y that render a maximum
or a minimum the expression sin x -\- sin y -f- cos (x -\- y).
Find the co-ordinates of a point the sum of the squares
33.
of whose distances from three given points, (a^, y,), (a*2 y 2 ),
Find the values of

31.

a:,

(xs y 3 ),
,

is

minimum.

a;

( a?i
-

-f-

a? 2

-I-

a; 8 )

Given the volume, a 8 of a rectangular parallelepiped,

34.

when

is a minimum.
Find the volume of the greatest rectangular

find its shape

35.

its

surface

parallelo-

piped that can be inscribed in the ellipsoid


av*
"

a2

ya
ft

2*
"

In the Physical Laboratory apparatus for illustrating

36.

the Estimation of Tenths, the reading of the micrometer head


for a certain setting is computed to be 2.3038, which may be
taken as exact. Setting the apparatus by the eye the follow-

ing readings are obtained

2.314

2.324

2.310

2.519

2.320

2.302

2.313

305

What

2.326

are the accidental and real errors and the residuals?


there
Are
any constant errors or mistakes? If then- arc
.. n^taiit
errors are they of the first, second, or third class?
<

I!

HT

do you

tell?

EXAMPLES.

1:M

Are the following observations such


application of the Method of Least Squares
37.

as to call for an
their

in

:i<lju>t-

mriit?

x
x

-\-

y
2y

-\-

z-j-w
u
-f-

2z

3ic

y
y

-\-

=
=

4z

6u

In the case of direct observations, what other quantiarithmetical mean might reasonably be

38.

besides the

ties

assumed to give plausible values of the unknowns ?


the arithmetical mean preferred to these?
39.
Find the most probable value of a quantity

Why

is

M from

the observations

216.27

216.16

216.04

216.19

216.44

.29

.43

215.99

.39

.51

.33

.09

216.23

.14

215.94

Also

test the result

40.

by finding the sum

of the residuals.

M=

216.251

In the determination of a certain wave length, Row-

land made the following observations.


able

216.58

wave

Find the most prob-

length.

4.524 4.515 4.513 4.507 4.501 4.485 4.517 4.493 4.505


.500

.508

.511

.497

.502

.519

.504

.492

4.5055
41.

0.0017

Ten measurements

results as follows.

of the density of a body gave


Find the most probable density.

9.662

9.664

9.677

9.663

.673

.659

.662

.680

9.645
.654

9.6639

0.0022

In a triangulation of the U. S. Coast Survey an angle


42.
was measured twenty-four times with results

METHOD OF LEAST SQUARES.

122
116

43'

44".45

50 .55
50 .95
51
51
51

EXAMPLES.
47.

made

123

In sixty-six determinations of the velocity of light

Washington the percentage of errors


magnitudes was found to be as follows:
at

Over

of different

METHOD OF LEAST SQUARES.

124

Find the altitudes in Example 49 if the observations


52.
have weights 5, 3, 6, 2, 4, respectively.
53.
Solve the example in paragraph 31, giving the observations the weights 25, 25, 4, 4, 4, 4, 4, 4, 1, respectively.
Elevation of
54.

Find the most probable values

of

P =
B

2 lt 2 2 ,

and

320.25
z8

from

the observations
zl

z2

4- 2 8
28

22

= 552.10 wt. 16
= .15 " 9
= 551.23 "4
= 551.30
4

22

21

2X

22
2l

28

=
=

552.05

"

.70

"

28

22

55.

.75 wt. 1

551.2345

In the triangulation of Lake Superior there were

measured

at station

the angles

EXAMPLES.

125

Adjust the following observations of differences

57.

in

level:

Altitude of

above

401.3

wt. 16

220.8

16

^4

"

150.2

B
B
Altitude of B
C above

72.5

"

wt. 9

222.0

"

180.7

"

In "Conditioned Observations" can the number of

58.

observations required be less than the number of unknown


must the number of conditions be less
quantities?

Why

number

than the

of

unknowns?

From

the following measurements of the angles formed


at the centre of a disk by four radial lines, find the most
59.

probable values of the angles.

104

B =

98

=
D =
C

25' 13"

13

47

86

33'

20"

70

48

23

104

Also solve giving the observations the weights

25' 2".25
5, 2, 1, 4,

respectively.

Four observations on the angle

60.

of a triangle gave

mean of 36 25' 47", two observations on B gave a


mean of 90 36' 28", and three on C gave 52 57' 57".
a

r
36 25' 44".2
7". 7
Adjust the triangle.
61.
Five angles at a station are measured, and also their
sum. The observed sum differs from the sum of the five
observed parts by the amount d. What are the adjusted
;

values of the angles ?


62.
The three angles of a spherical triangle are measured

with results

46

B =

17' 38".32

60

73

35' 16".15

7' 5".16.

Adjust the triangle, knowing that the spherical excess is


2".475.
1".6
39".3; ^

METHOD OF LEAST SQUARES.

126

63.
At the station Pine Mountain the following angles
were observed between surrounding stations
:

65
66

Deepwater
Deepwater
Deakyne
Burden
Deakyne
Burden
Jocelyne
Jocelyne

11' 52".500

87
141

wt. 3

15 .553

"

24 .703

"

21

21.757

"

24

Find the most probable values of the angles.


04.
Solve Examples 55 and 56 by the method of "Con.
ditioned Observations."
65.
feet,

From

.lisa

station

C below A

720.1

wt. 3

200.3

"5

520.4

"

66.

z l9

z,,

za

z,

2z x

3z a

Zl

z8

to be 5240.1

B below A

719.7

J)

520.9

JB

wt. 3

"

=
=
=

3.0

2z 2

4.5

Zj

= .52
= .27
Au =

Pb
Ay

.11

z8

2z 2

=
=

1.0
5.1

3.8

The chemical composition

by several observers

From

known

Given the following observations, subject to the conz8


find the most probable values of
z l -\- z a
and z,.

22j

67.

is

and D.

dition

altitude

able altitudes of JB,

whose

is a
C are floats on a lake, and
signal point.
the following observations determine the most prob-

JB and

of a specimen

to be as follows

Other substances
Pb and Ag
Pb and impurities

=
=
=

was found

.09

Au

.78

Impurities

.62

Au

and

Ag

=
=
=

.39
.10

.12

these observations find the most probable composition

the specimen.

EXAMPLES.

1-27

From the following observations what are the best


68.
values of the unknowns, supposing that y and z must be
equal?

=
=
=

y
x
z

5.2

wt. 4

3.0

"

1.1

"1

=
=

wt.

4.2

" 4

2.0

In determining the difference in longitude between


various cities the results obtained were
69.

Cambridge
(2) Cambridge
(3) Cambridge
(4) Washington
(1)

(5) Cleveland

Washington

23

4K041

Cleveland

42

Columbus
Columbus
Columbus

47

14.875
27.713
46.816
12.929

23
5

Adjust these observations.


The capacity of a condenser
70.

is

It is divided into five sections, a, 5,

known

c, </, e,

wt. 30
7

"

"

"

to be 14.0 m.

and

f.

known

it is

between b and d

Find the
is 1.5 m. f.
most probable capacities of the sections from the observathat the difference

tions

a
b
c

=
=
=

2.02

wt. 3

4.13

"2

2 52

"

unknowns

in

If the

4.3

wt.

1,

=
=

2.67

wt. 7

"

2.84

subject to the condition


their adjusted values?

71.

72.

ball

1.9651

the following observations are


=: 36, what are
-f- 2y -|- 3z

5.7

wt. 4,

7.3

a bluff.

wt. 9

3.77

cannon is discharged horizontally from the top of


Observations on the time, and distance of fall of the

gave the results


t

=
=

0.5

1.0

1.5

2.0

1.2

4.0

9.1

15.0

seconds

metres

METHOD OF LEAST SQUARES.

128

What
ball, will

curve, passing through the point of departure of the


represent the above observations ?

73.
An Argand burner shows the following efficiencies
with varying rates of gas consumption
:

E =

2.0

2.3

2.8

3.3

4.0

4.5

5.0

2.1

2.4

2.5

3.0

3.2

3.8

4.1

feet

Find the equation of the straight line which best repg and E. The measurements

resents the relation between

on g are without appreciable error.


74.
Observations are made upon the expansion of
alcohol with change in temperature as follows

Amyl

V
t

=
=

cm.

1.04

1.12

1.19

1.24

1.27

cu.

13.9

43.0

67.8

89.0

99.2

C. degrees

V =

expresses the law connecting the volume and temperature, find the most probable
values of
and C.
If

-f-

-\-

75.
is

In a Hooke's joint where the angle between the axes

45, x being the angular

rotation of the driver,

and y

that of the follower, from the following measurements find


the equation of a curve that will represent the relation

between x and y

x.

EXAMPLES.

129

the measurements are given below.


From them derive an
equation to express the temperature at any time of tin- year.

4.66
5.42
Mar. 6.77
Apr. 8.59

May 9.83
June 10.09
9.71
July
Aug. 9.14

Jan.

1-Vb.

7.369

+
+
-

Sept.
Oct.

Nov.
Dec.

0.9854 sin 30*


0.0100 sin 60s
0.0133 sin

8.16
6.55
5.10
4.41

2.7084 cosSOa;

0.1950 cosGOa;

90x+ 0.1783

cos 90s;

In this answer the values of x begin at the 15th of January, and represent the time in months.
77.
The law connecting the time of vibration of a pendulum with its length is assumed to be of the form, T ==. m L n
From the following observations find the most probable values
of m and n.
.

L
L

is in

=
=

12.9

11.6

10.4

9.7

5.3

4.6

164.4

132.9

107.6

93.5

28.4

20.6

centimetres,

in tenths seconds.

m
78.

=
=

0.5000
1.0044

Determine the equation of a curve which will repre-

sent the following observations

X
0.0

METHOD OF LEAST SQUARES.

130
80.

At a

station

the angles between a straight line


and the direcparallel to the axis of

passing through
of four points P^
the
coordinates, (a,
Having given

tions from

find the coordinates of

Point.

P P P

P.
Coordinates.

2,

8,

),

4,

of the

are measured.

four points,

EXAMPLES.

131

84.
If twenty measurements of an angle give a result with
an A.D. of 0".38, ami it is required to timl the niiLrle so
that the A.D. shall be only 0".25, how many more observations must be made?
27

85.

From

5674

the following determinations of the area of a

the most probable area and

field find

5680

12,

4,

5685

its

probable error.

5682

3,

5678

1,

0.84

5681.41

From

the following measurements by Fizeau and


most probable value for the velocity of light
with
its
together
probable error. Measurements are in kilometers.
86.

others, find the

298000

1000

299990

200

298500

1000

300100

1000

299930

V =
87.

Two

100

299917

88

different instruments give for the value of an

angle,

34

What

is

55' 33".0

34

4".l,

55' 36".0

the best value to take for the angle

34

6".3

55' 33".9

3".4

Determinations of the difference in longitude between


Washington and Key West made on seven different days
88.

gave the results


I9

What

is

19

1 .42

O .044

1 .37

.037

1 .55

.045

1 .38

.036

1 .57

.047

1 .45

.036

the best value and

its

0'.046

l .60

probable error

r.4GO

0'.016

METHOD OF LEAST SQUARES.

132

In the triangulation of Lake Ontario two different

89.

instruments gave for an angle, 74 25' 5".429


0".29 from
sixteen readings, and 74 25' 4".611
0".22 from twentyfour readings. Find the most probable value of the angle

and

probable error.
In each of Examples 39-45 find the mean and probable errors and average deviation of each observation and of
its

90.

the most probable value, using formulas from (50) to (63)

according as they apply.


91.
In Example 42 divide the observations in their order
into six groups of four observations each and compute the
of each group.
Then determine the probable error of
the first of these means: (1) considered as a single measure

mean

of four times the weight of those in Example 42 ; (2) directly


as one of six observations of equal weight; (3) as a determination from its four constituents.
0".67 ; 0".72 ; 1".00
92.

The following twenty-nine measurements on the denmade by Cavendish, give as a mean result

sity of the earth,

5.48.

What

is

the probable error of an observation ? Solve


also by taking the residual that

by the usual method and

occupies the middle position.


5.50

0.14

133

Find the probable errors and weights for a single observaand also the adjusted length of the lino
and its probable error.
741.146
0.015
of
a
95.
determinations
chronometer
correcTwenty-one
tion in each cusr,

tion

gave results

- 8.78

- 8.78

- 8.68

- 8.80

.76

.51

.63

.75

.64

.70

.90

.85

.64

.58

.78

.65

.64

.93

8.96

- 8.79

8.83

Find the probable error of the mean by using both formula*


(53) and (57), and also determine the probable error of ;i
single observation by taking the middle residual.
0.017; 0.018; 0.09

rz

1.95,

1.31,

/*o

0.40,

^=

0.27,

49.64,
0.87,

0.59.

48.81

48.76

49.53

51.56

50.38

49.84

/>

M=

In the following observations show that

96.

97.

Observations on the time of ending of a transit of

Mercury are made by different observers with a variety of


instruments and under more or less favorable circumstances.
weights assigned by the computer are as indicated, find
the best value for the time and its probable error.
If the

5* 38

23*

wt.

37

55

"

38

10

"

38

26*

38

21

38

18

wt. 3

38

38

21

38

15

"

tQ

19*

5* 38

wt. 3

2
2

19*.9

An angle is measured five times with a theodolite, and


98.
seven times with a transit, giving results
Theodolite,

31".7,

39".8,

40".7,

28".6,

3'J

.8

Transit,

32

36

38

-J!)

41

.6

.8,

.7,

.1,

.8,

35".3,

36".2

METHOD OF LEAST SQUARES.

134

by the two instruments


what
is
the
most
2,
probable value of the angle ?
the mean error of the result?

If the relative values of readings

are as 3 to

What

is

Given

99.

MI = 49.64
3 M + 2 J/3
t

Jtfi

65.58

.59,

.27,

and of

M*

35.15

.93,

probable errors of 4

find the

^+^

3.69

2*

J/

0.43

The

three angles of a triangle are measured, and the


error
of each observation is r
What is the probprobable
able error of the triangle error ?
r J~%~
100.

The

101.

zenith distance of a star on the meridian

observed to be
tion of the star

What

is

z
is

tion

is

The

=
=

observation

d
z

declina-

30' 14".8

0".8.

probable error ?
40 47' 35".l
2"4.

its

of a star at

upper culmina-

times, and its zenith distance z


n' times.
If the latitude is given

what

z'),

and the probable error

at

by
an

of

the probable error of the latitude ?


horizontal force necessary to start a 100-pound

is

The

19

is

The

2".3.

observed

103.

given as

zenith distance

lower culmination
90
| (z

17' 20' .3

the latitude of the place and

L
102.

21

r,

is

0.2
weight sliding along a table is observed to be 15.5
Find
the
error
of
the
coefficient
of
friction.
probable
pounds.
If a line is measured by the continued application of
104.
a unit of measure, and r is the probable error of the placing

and reading of
the length
105.

this measure,

what

is

the probable error of

/ ?

If the average deviations of

Zj,

z2 , z8 ,

y/T

are a,

c,

2
a
respectively, what is the average deviation of z-f -\- z 2 -\- z 8 ?
of
a
circle is measured with result
106.
If the radius

1000.0

2.0,

expressed

Two

how

should the circumference and area be

a and b, and the included angle


252.52
a triangle are measured with results a
107.

sides,

of
.06

KX. \MTLES.

135

30".
42 13' 00"
.06 feet, C
9
25452
and its probable error?
Measurements of adjacent sides of a rectangle gave
108.
a
rz
What is the probable error of the
and b
ri,
an
and for what kind of a rectangle will this probable
b

feet,

What

300.01

the urea

is

:i,

error be

least?

tlie

If the

109.

what

'/.'/.,

them

is

measured sides of a rectangle have the same


a.d. of the diagonal determined from

the

Same

110.

If

the

a rectangle are measured in the

of

sides

manner indicated in Example 104 and found to be a and b,


what is the probable error of the area ?
111.
The correction to be applied to a chronometer is
m
Ten days later the corfound to be
12 13*.2
0*.3.
m
found to be 12

rection

What

again determined and


the mean daily rate and

21*.4

is

is

its

probable error ?
0'.820

Measurements of the compression of the

112.

0*.3.

0'.042
earth's

meridian have resulted in


.000046

294

What

the probable error of the denominator 294 ?


3.98
in a circuit is due to two

is

The current flowing

113.

sources whose electromotive forces are determined to be


ej_

200

circuit

is

e2

2,

30

1.

400
The resistance of the
3.
Find the current and its probable error.
20

114.

The

and angles

side

measured with

results

29

39'

1',

120

probable value of the angle


30 14'

115.
is

B
106

7'

of a triangle are

.06

metres,
is the most

B =

and of the side


2'.2;

0.68

What

2'.

The distance between two


measured by

and

c ?

185.35

0.15

divisions on a graduated
a micrometer.
Show that the average

136

METHOD OF LEAST SQUARES.

deviation of the

mean

of

two

results

is

the same as the aver-

age deviation of a single reading.


If the weights of the determinations of three angles
116.

117.

are 3, 3, 1, respectively,
of the three angles ?
If the weight of x is />,

118.

If

A, B,
the

(7,

sum

weight of

x
x

and the weight

what

is

the weight of

what

is

the weight of

of

is

/>,

0.6

what

is

the
c*p

In Example 107, how closely must the parts be


measured in order to obtain the area within 0.5 per cent?
119.

From

120.
to be

observations on

computed by

the

What changes in g
t

of

and

able errors
1

per cent

82

in

of inertia of a cylindrical bar

d.

The

its

mass

8.000,

1.200

what

is

0.10,

the probable error of

to

to

to

be

12

ratio of

is

m,
length A,
error in the determination of

negligible, the precision of the determination of


If the measurements give
times that of h.

is

its

is

diameter

its

the value of

will be

obtained from measurements on

and

pendulum formula

produced by changes in I and


units, respectively, and what are the allowI
and t if g is to be determined within

The moment

121.

and

determine

is

four
48,

and

16

7J

and what should be the


most accurately
<!
-j.-irt
A
9
':

'

EXAMPLES.
122.

137

observations give for a certain quantity x the


mean error of 2, what is tin- mean error

If

value 303, with a

of the expression 3x -\- Iog 10 2 x ?


123.
The probable error of the

angle

determination of the

maximum

the

is

probable error of

?
4~ cos
124.
If the probable error of an observation on an angle
10", is there any difference between the probable error

sin

is

What

20".

is

of the function

tion

sin

sin

cos 7?

-\-

cos

-|-

-f~

sin

6Y

and of the funcsupposing A and J? are


sin

same magnitude ?
125.
Given the observations,

of the

z1

2 Zl

-2z

4- 3z 2

+
-

z3

4z 8

=
=

3z!

25!

4-

z2

-f-

4z 2

Find the most probable values of


weights and precision measures.
2l

3.541;

4-2z 8

+ 3z

10

and also their

z 1? z 2 , z 3 ,

p zt

=
=

17

29;

r tl

.024

Find the weights and precision measures of the


unknowns in Examples 48 to 57.
127.
Determine the probable errors of the constants in
126.

Examples 72 to 79, inclusive.


The length of a pendulum which beats seconds
128.
given by
I

where

I'

is

I'

-f

-- s\

I'

the length at the equator,

sin 2

is

the ratio

of

289
the centrifugal force at the equator to the weight, and s the
compression of the meridian regarded as unknown. Putting
I'

991

x,

(f

observations in different latitudes gave in

*'

V>

millimetres

the

METHOD OF LEAST SQUARES.

138

following equations, from which we are to determine


8 together with their probable errors
:

+
x +
x +
x +

0.969y
0.749y
0.426y
0.095y

=
=
=
=
=

5.13

3.97

2.24
0.56
0.19

and

EXAMPLES.

139

On

the average how many observations must In- made


before an error as large as three times the mean error will
133.

occur

134.

two

In Example 46, assuming that all errors between any


way between those limits, compute the

limits fall half

average deviation and mean error of an observation and compare their ratio with the theoretical value given in the table
in

paragraph 55.

measured 500 times and the probable error


is 0.6 c m.
Plow many errors should
?
0.4
c.m.
and
0.8
c.m.
between
occur
136.
Show how the value of TT could be determined
experimentally from observations such as those in Example
135.

line is

of each observation

131.

In a system of observations all equally good, r being


137.
the probable error of a single observation, if two observations
are taken at random, what quantity is their difference as
likely as not to exceed, and what is the probability that the
difference will be less than

r?

r^T\

0.367

In the following measurements of an angle, ought


observations to be rejected ?
of
the
any
138.

12' 51".75

47".85

47".40

48".90

48 .45

51 .05

48 .85

50 .95

50 .60

47 .75

49 .20

50 .55

139.

Determine

whether any of the

Example 44 should be
140.

below.

M=

44".45

observations

in

rejected.

is measured with the results given


quantity
all the observations to be retained ?

Ought
236,

251,

249,

252,

248, 254, 246,

257,

243, '274

certain angle has been laid out with such accutrue value may be taken as exactly 90. Twentylive observations are made upon it with a transit that it is
141.

racy that

its

METHOD OF LEAST SQUARES.

140
desired to

What

test,

and the

result obtained

is

59' 57"

89

0".8.

are the odds in favor of a constant error in the instru-

ment between

1" and

5"?

Between 0" and

6"?

908 92
86 1
of
142.
measurements
a
standard
bar
metre
Repeated
with a decimetre scale gave a result 10.032
0.010.
What
are the odds in favor of a constant error in the scale between
:

0.010

143.

683.4

and

0.054

-?

43

v/To
Two determinations of the length of a line gave
0.3 and 684.9
Show that the
0.3, respectively.

best value for the length is 684.15


0.51, and that the
error
of
each
determination
is 0.65.
probable systematic

144.
Two men
and J3 observe an angle repeatedly
with the same instrument with results
A.

47

B.

23' 40"

23' 35"

23 45

23

23

30

40

47

23' 30"

23

40

23

50

24' 00"

23

20

any relative personal error, and what is the best


value?
47 23' 38".2
1".6
145.
Three independent determinations of the capacity
of a condenser made with three different instruments gave
results 42.22
.15 and 44.20
0.18.
0.21, 43.40
Is there

final

What

is the most probable value of the


capacity?
For extended treatment of the subject illustrated

in

Exam-

ples 143 to 145 see Johnson, "The Theory of Errors and


Method of Least Squares," chap. vii.
In an estimation of tenths what is the probable error
146.
of an observation ? What is the average deviation ?
0.025

In obtaining the angle of deflection of the needle of


147.
a tangent galvanometer by the usual method what is the
probable error of the result ?

EXAMPLES.
If all the errors of a series of observations

148.

and

Itctuccn
portional to

What

ami

fri-queiicy of
magnitude, what is the
a,

its

are the values of

49.

141

tlu-

a.<t.,

r,

In Example 148 what

is

and

is

fall

pro-

Curve of Error?
r

/x

must

any error

the probability that the error

of a single observation will be as large as 0.5 a.


If all values of x between
150.
and a are possible,
and their probabilities are proportional to their squares, find

mean value

the

large as
151.

What

x and the probability that x

of

will

be as

Also draw the Curve of Error.

0.5 a.

the greatest probable error of a logarithm

is

found by interpolation in a seven place table?


.000000015
152. Given the following set of Normal Equations, together
with

[mm]

unknowns and

the

1.3409, find the most probable values of


their weights and probable errors.
There

were sixteen observations.


3.1217
.5756

z,

zl

- .1565 z l

- .0067 z x

.5756 z 2

4-

2.9375 z 2

4-

.0067 z 4

1.5710

.1103 z 3 -

.1103 z 2 4- 4.1273 z 3
.0015 z 2 4-

.1565 z 3

.0015 z 4

+
+
+

.9275
-2051 z 4

.0652

.2051 z 3 -f 4.1328 z 4
4- .0178
zl

z4

=
=

0.583

0.018

0.004

0.015

pz<
153.

[mm]

From

4.12

ten observation equations, for which was found


there resulted the normal equations

2.6322,

5.2485 z l
-

=
=
=
=

1.7472 z 2

2.1954 z s

1.7472 z x 4- 1.8859 z 2 -f 0.8041 z 8


2.1954 z l
0.8041 z 2
4.0440 z 3

0.5399

1.4493

1.8681

=
=

METHOD OF LEAST SQUARES.

142

Find the most probable values of

and

z 1? z 2

z8

their probable errors.


zt
154.
Find the most probable values of the

together with
0.42
0.11

unknowns

in

the normal equations

459 z,
308 Zi
389 z l
244 Z!

+
+
-

308 z 2
464 z a
408 z 2

269

z2

+
+
-

389
408
676

zs

331

z8

z8

z4

155.
result

17.50 z l

show
zl

--

+
=

244
269
331
469

z4
z4

z4
z4

507
695
-f 653
- - 283

[mm]

0.488

=
=
=
=
1129

Zt

If thirteen observation equations give rise

[mm]

z3

6.50

Zj

6.50 z x

that the
0.67

+
-

the

100.34 and to the normal equations


6.50 z 2

17.50 z a

6.50 z 8

6.50 z 2 -f 20.50 z 8

z,

1.17

of the
0.60,

2.14

13.96

6.50 z 8

most probable values


0.60,

to

281

5.40

=
=
=

unknowns
z8

0.32

are
0.55

APPENDIX.
ELEMENTS OP THE THEORY OF PROBABILITY.
200.

Definition.

b ways,

fail in

and

If an
all

event can happen

these

in

a ways, and

are equally likely to occur,

ways

the probability of the

happening of the event

and the probability of

its

failure is

-\-

is
^-,

Since the event must either happen or fail, the sum of the
above probabilities must represent a certainty. But

That

the probability of a certainty is expressed by unity.


3
the
Also,
probability, J , of the happening of an event is
of
its failure is given at once by
the
known,
probability
is,

if

I-

P.

201.
dice.

is

turned up will be 5

Number
Number

of

of

single throw is made with a pair of


the probability that the sum of the spots

Example A.

What

ways
ways

of throwing the dice


of throwing five is

is

Probability of throwing five

Example B.

coin

is

is

tossed

chance that three heads and three

36
4

4
..

=
=

36

up

six

tails will

times.

be the

Find the
result.

METHOD OF LEAST SQUARES.

ii

Number
Number

of
of

28

ways

of throwing the coin

ways

of throwing three heads

is

6x5x4
1X2X3
-

is

20
Probability of throwing three heads

is

=
=

64
20

64

16

202. Compound Events. A certain event can happen in


a ways and fail in b ways a second independent event can
happen in a' ways, and fail in b' ways, all of these ways
:

being equally likely to occur.

To find the probability of the simultaneous occurrence of


the two events.
The

total

number

of

ways

in

which the events can take


1

place together

is

(a

b)

-f-

(1) Both events can happen in a a' ways.


(2) Both events can fail in b b' ways.
(3) First event can happen and second fail in
(4) First event can fail and second happen in

The

probability of

(1)

is

(a

b) (a'
h

The

probability of

(2)

is

(a

The probability

of

is

The

+
;

r,

b')

b'

ways.

a' b

ways.

b')

b')

b)

b')

(a'

probability of

But the probability


a

b) (a

(a

-\-

h'

ab
(3)

(a

(4)

+^

is

(g

of the happening of the

and of the second event

is

'

-\-

.,

b"

+^
first

etc.

event

is

Hence

it

will at once be sei-n that the probability of the simultaneous


occurrence of two independent events is equal to the product

Am-: \'D IX.

iii

of the probabilities of the occurrence of the component events.


J
/' M arc the
Or, in LC'iicr;il, if / ,, 7\,
probabilities of
.

the occurrence of
probability of

any number,

/>,

of

Independent event*, the

simultaneous occurrence of

tin-

P,

all

the events

Pn

is

(A)

meant those such that the manner


no influence upon the manner of

By independent events

is

of occurrence of one has

occurrence of the others.


203.

2
tain

problem

is

The chance

C.

Example
-,
3

that

can solve a cer-

and the chance that

can solve

it

is

Find,
12

The probability
(b) The probability

that both will solve

(a)

For

(a).

This

is

it.

that the problem will be solved.

a question as to the probability of the

concurrence of two independent events.


application of

problem

Therefore by an
(A), the probability that both will solve the

is

'

For

(b).

The

The problem

A
12

A
18

will be solved unless both fail.

probability that both will fail

17
y

is

The probability

Example D.

of getting a solution

pack of cards

then replaced. In how


that an ace will be cut ?

many

is

cut,

8
is

12
7

86
29

36

36

and those taken

trials will it

be an even u

off

METHOD OF LEAST SQUARES.

iv

Let
from

n be the number

of trials.

Then

is

to be found

1
i-(}"=
^52
/

where the

first

bility that

we

member

of the equation represents the proban times in succession.

shall not fail

Solving for n,

=
In nine

trials

8.7

then there

is

of cutting an ace.
204. Dependent Events.

whose modes

log 48

log 52

little

If

more than an even chance

we have

number

of events

dependent one upon another,


the probability of their concurrence will be found by the same
a' now denoting the number
method as in paragraph 202
of occurrence are

of

ways

in

which

after the first event has

happened the

second will follow, and b' the number of ways in which after
the first has happened the second will not follow, etc. Accordingly, the general formula (A) of paragraph 202 applies to

dependent events as well as to independent ones.


Also, if an event can take place in a variety of ways, the
total probability of its occurrence will be the sum of the
probabilities of its occurrence in each of the different ways.
205. Example E.
Suppose two purses contain respect-

coin is taken
ively five dimes and a copper, and six dimes.
at random from the first purse and placed in the second, and
then a coin is transferred from the second to the first. What
is

the probability that the copper will remain in the first purse ?
The probability that the copper will be taken from the first

purse and placed in the second, and then returned to the


purse

is

_L

49

first

and the probability that the copper


tlu- first

purse at all

will not be taken

from

is

Therefore the probability that the copper will finally remain


in the first purse

is

3C

J_

"

42

"

6^

_5^

42

6~

FUNCTIONS OF SEVERAL VARIABLES.


206.

For the application

of

Taylor's

Theorem

to

the

expansion of a function of several independent variables, see


Osbor tie's " Differential and Integral Calculus," page 145.

And

for the conditions that lead to

maxima and minima

values of such functions, see page 155 of the same work.

BIBLIOGRAPHY.
The following brief list of treatises, dealing with the
Method of Least Squares, is appended for the benefit of those
whose professional work requires such constant application
of the process as to render desirable a more detailed knowledge of various special methods of solution. In connection
with some of the titles attention is called to the subjects the
treatment of which

is

particularly

full.

" The
Johnson,
Theory of Errors and Method of Least Squares."
Probability of Errors. Systematic Errors. The Method of Substitur
tion.

Wright,

" Treatise on the


Adjustment of ObservationSpecial Methods of Solution.

neering J'roblemt.

Applications to Geodetic

and Engi-

METHOD OF LEAST SQUARES.

VI

" Text-Book on the Method of Least


Squares."
" Treatise on the Method of Least
Chauvenet,
Squares."

Merriman,

Development of the Theory.

Applications

to

Astronomical Observa-

tions.

Bobek,

"Lehrbuch der Ausgleichsrechnung nach der Methode


der Kleinsten Quadrate."
General Synopsis of the Method, illustrated by Numerous Examples.

Roll,

" Pie Methode der Kleinsten


Quadrate."
Applications to Geodesy.

Hansen,

"

Von

der Methode der Kleinsten Quadrate."

Applications

Helmert,

to

Geodesy.

Die Ausgleichungsrechnung nach der Methode der Kleinsten Quadrate."

" Calcul des Probabilites."


" Discussion of the Precision of Measurements."
Holman,
Problems in Physics and Electrical Engineering.
" Handbuch der
Weinstein,
Physikalischen Maassbestimmungeu."
Liagre,

Applications to Physical Problems.

Oppolzer,

" Lehrbuch zur


Bahnbestimmung der Kometen und Plane-

Jordan,

" Handbuch der


Vermessungskunde."

ten."

For a complete

list

Squares published up
Merriman,

"A

of

works on the Method

of

Least

to 1876, see

List of Writings relating to the

Method of Least

Squares, with Historical and Critical Notes."


J'ublished in the Transactions of the Connecticut Academy,

vol. iv,

1877.

Notice of works published since 1876 may be found in


periodicals devoted to the progress of Mathematical Science.

Such as
" Jahrbuch liber die Fortschritte der Matheraatik."
" Bulletin des Sciences
Mathematiques."

TAB1

TAHLK
2

Values of the Intf-ral

a
r

i.

rt
i

N?r

vn

Jo

_rument

0.4769

or

Vlll

METHOD OF LEAST SQUARES.

TABLE

II.

Common

Logarithms.

TABLES.

TABLE
n

II.

Common

IX

Logarithms.

METHOD OF LEAST SQUARES.

TABLE

III.

Squares of Numbers.

TABLES.

TABLE

III.

Squares of Numbers.

ana Prescott
rinciples of the
st squares

'ET

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