"The Best Propagation-of-Errors Book Out There"

Great care was taken to fully derive what the technique of Propagation of Errors (POE) Analysis is based on. I would have loved to have this book as both an undergrad and grad student. (And as a professional scientist and engineer as well). And now this is finally available. As a student I was required to use (first order linear) POE to analyze measurement errors in my physical experiments. However it was never derived or explained. This book now derives the POE analysis. Not just to first order linear but also the correlated and second order case as well. With this POE book we now have "The Grand Slam" of POE books. In this second edition, exercises are now included so the book can be used in a class or lab setting.

What is Propagation of Errors?

Experimental measurements always have some degree of error. If these measurements are used to calculate other results, through mathematical expressions, these errors will propagate through to these other results.

As you will see in this book, the usual POE expression is first order and is linear in the parameters. Most of the time, the first order linear POE is all that is needed. However, sometimes the second order treatment is necessary. First order linear POE can be found in many fine books, but second order is rarely treated, and so that may be the highlight of this book for those who wish to really understand propagation-of-errors.

Notes about the Second Edition:

- Chapter 2 has been split into Chapters 2, 3, and 4.

- Chapter 3 was added to focus on Propagation of Errors when some or all of the random variables are correlated. This will be found to be very influential in many cases - especially when measuring procedures take advantage of tracking or matched resistors for example.

- Chapter 4 was added to include and expand on the Second Order Propagation of Errors Case.

- Exercises were added to Chapters 2, 3, and 4. This will now encourage this material to be used as a textbook.

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About the Author: This book was developed by Mike Peralta (Ph.D.), Semiconductor Device Modeling Engineer. His main research interest has been in the statistics of semiconductor devices. Before his position as Device Modeling Engineer (1997-2006 at Burr-Brown/Texas Instruments) he was with the Quality Department at Burr-Brown from 1982 to 1997 where he was involved with test development, statistical training, design of experiments training, test statistics development and training, and mathematical and database software development. (Burr-Brown merged with Texas Instruments in 2000.) From 2006 to 2012 he has been with Medtronic in Tempe, Arizona - also as a Semiconductor Device Modeling Engineer where he has continued to help model semiconductor models as well as developing high precision mismatch characterization and modeling techniques. Mike holds a Ph.D. in Physics (1999) from the University of Arizona. He also holds a B.S. in Math/Statistics (1990), a B.S. in Physics (1990), and a B.S.E.E.(1985), all from the University of Arizona.