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# Error Propagation¶

The purpose of this document is to explain how Mantid deals with error propagation and how it is used in its algorithms.

## Theory¶

In order to deal with error propagation, Mantid treats errors as Gaussian probabilities (also known as a bell curve or normal probabilities) and each observation as independent. Meaning that if $$X = 100 \pm 1$$ then it is still possible for a value of $$102$$ to occur, but less likely than $$101$$ or $$99$$, and a value of $$105$$ is far less likely still than any of these values.

## Plus and Minus Algorithm¶

The Plus v1 algorithm adds two datasets together, propagating the uncertainties. Mantid calculates the result of $$X_1 + X_2$$ as

$$X = X_1 + X_2$$

with uncertainty

$$\sigma_X = \sqrt{ \left( \sigma_{X_1} \right)^2 + \left( \sigma_{X_2} \right)^2 }$$.

Consider the example where $$X_1 = 101 \pm 2$$ and $$X_2 = 99 \pm 2$$. Then for this algorithm:

$$X = X_1 + X_2 = 101 + 99 = 200$$

$$\sigma_X = \sqrt{ 2^2 + 2^2} = \sqrt{8} = 2.8284$$

Hence the result of Plus v1 can be summarised as $$X = 200 \pm \sqrt{8}$$.

Mantid deals with the Minus v1 algorithm similarly: the result of $$X_1 - X_2$$ is

$$X = X_1 - X_2$$

with error

$$\sigma_X = \sqrt{ \left( \sigma_{X_1} \right)^2 + \left( \sigma_{X_2} \right)^2 }$$.

## Multiply and Divide Algorithm¶

The Multiply v1 and Divide v1 algorithms propagate the uncertainties according to (see also here):

$$\sigma_X = \left|X\right| \sqrt{ \left( \frac{\sigma_{X_1}}{X_1} \right)^2 + \left( \frac{\sigma_{X_2}}{X_2} \right)^2 }$$,

where $$X$$ is the result of the multiplication, $$X = X_1 \cdot X_2$$, or the division, $$X = X_1 / X_2$$.

Considering the example above where $$X_1 = 101 \pm 2$$ and $$X_2 = 99 \pm 2$$. Mantid would calculate the result of $$X_1 / X_2$$ as $$X = 101 / 99 = 1.0202$$, with uncertainty $$\sigma_X = 1.0202 \sqrt{ \left(2/101\right)^2 + \left(2/99\right)^2} = 0.0288$$.

For Multiply v1, the result of $$X_1 \times X_2$$ is $$X = 101 \times 99 = 9999$$, with uncertainty $$\sigma_X = 9999 \sqrt{ \left(2/101\right)^2 + \left(2/99\right)^2} = 282.8568$$.

Category: Concepts