Mean square weighted deviation

Mean square weighted deviation is a statistical method used extensively in geochronology also known as the reduced chi-squared.

The Mean Square Weighted Deviation (MSWD) is a measure of goodness of fit that takes into account the relative importance of both the internal and external reproducibility, with most common usage in isotopic dating. This statistic is synonmous with the reduced chi-squared statistic, which has widespread usage in statistics and other fields of science.

In general when:

MSWD = 1 if the age data fit a univariate normal distribution in t (for the arithmetic mean age) or log(t) (for the geometric mean age) space, or if the compositional data fit a bivariate normal distribution in [log(U/He),log(Th/He)]-space (for the central age).

MSWD < 1 if the observed scatter is less than that predicted by the analytical uncertainties. In this case, the data are said to be "underdispersed", indicating that the analytical uncertainties were overestimated.

MSWD > 1 if the observed scatter exceeds that predicted by the analytical uncertainties. In this case, the data are said to be "overdispersed". This situation is the rule rather than the exception in (U-Th)/He geochronology, indicating an incomplete understanding of the isotope system. Several reasons have been proposed to explain the overdispersion of (U-Th)/He data, including unevenly distributed U-Th distributions and radiation damage.

The MSWD statistic is widely used in the field of isotopic dating. Wendt and Carl (1991) provide an "expert" publication on this statistic. Note however that MSWD is directly equivalent to reduced chi squared statistic. Wendt, I., and Carl, C., 1991,The statistical distribution of the mean squared weighted deviation, Chemical Geology, 275-285.

Often the geochronologist will determine a series of age measurements on a single sample, with the measured value $\ {x_i}$ having a weighting $\ {w_i}$ and an associated error $\sigma_{x_{i}}$ for each age determination. As regards weighting, one can either weight all of the measured ages equally, or weight them by the proportion of the sample that they represent. For example, if two thirds of the sample was used for the first measurement and one third for the second and final measurement then one might weight the first measurement twice that of the second.

The arithmetic mean of the age determinations is:

\overline{x} = \frac{\sum_{i=1}^N x_i}{N}

but this value can be misleading unless each determination of the age is of equal significance.

When each measured value can be assumed to have the same weighting, or significance, the biased and unbiased (or "sample" and "population", respectively) estimators of the variance are computed as follows:

\sigma^2 = \frac{\sum_{i=1}^N (x_i - \overline{x})^2}{N} {\rm \ \ and\ \ } s^2 = \frac{N}{N-1}\cdot\sigma^2 = \frac{N}{N^2-N}\cdot\sum_{i=1}^N (x_i - \overline{x})^2.

The standard deviation is the square root of the variance.

When individual determinations of an age are not of equal significance it is better to use a weighted mean to obtain an 'average' age, as follows:

\overline{x}^{\,*} = \frac{\sum_{i=1}^N w_i x_i}{\sum_{i=1}^N w_i}

The biased weighted estimator of variance can be shown to be:

\sigma^2 = \frac{\sum_{i=1}^N w_i (x_i - \overline{x}^{\,*})^2}{\sum_{i=1}^N w_i}

which can be computed on the fly as

\sigma^2 = \frac{\sum_{i=1}^N w_i x_i^2 \cdot \sum_{i=1}^N w_i - (\sum_{i=1}^N w_i x_i)^2} {(\sum_{i=1}^N w_i)^2}

The unbiased weighted estimator of the sample variance can be computed as follows:

s^2 = \frac{\sum_{i=1}^N w_i}{{(\sum_{i=1}^N w_i})^2 - {\sum_{i=1}^N w_i^2} } \ . \ {\sum_{i=1}^N w_i (x_i - \overline{x}^{\,*})^2}

Again the corresponding standard deviation is the square root of the variance.

The unbiased weighted estimator of the sample variance can also be computed on the fly as follows:

s^2 = \frac{\sum_{i=1}^N w_i x_i^2 \cdot \sum_{i=1}^N w_i - (\sum_{i=1}^N w_i x_i)^2}{(\sum_{i=1}^N w_i)^2 - \sum_{i=1}^N w_i^2 }

The unweighted mean square of the weighted deviations (unweighted MSWD) can then be computed, as follows:

MSWD

_u = \frac{1}{N-1} \ . \ \sum_{i=1}^N\frac{ (x_i - \overline{x})^2}{\sigma_{x_i}^2 }

By analogy the weighted mean square of the weighted deviations (weighted MSWD) can be computed, as follows:

MSWD

_w = \frac{\sum_{i=1}^N w_i}{(\sum_{i=1}^N w_i)^2 - \sum_{i=1}^N w_i^2 } \ . \ \sum_{i=1}^N \frac{w_i . (x_i - \overline{x}^{\,*})^2}{(\sigma_{x_i})^2 }

Notes and references

Dickin, A.P. 1995. Radiogenic Isotope Geology. Cambridge University Press, Cambridge, UK, 1995, ISBN 0-521-43151-4, ISBN 0-521-59891-5

McDougall, I. and Harrison, T.M. 1988. Geochronology and Thermochronology by the ⁴⁰Ar/³⁹Ar Method. Oxford University Press.

Wendt, I., and Carl, C., 1991,The statistical distribution of the mean squared weighted deviation, Chemical Geology, 275-285.

Examples of MSWD in current practical use can be found below

Lance P. Black, Sandra L. Kamo, Charlotte M. Allen, John N. Aleinikoff, Donald W. Davis, Russell J. Korsch, Chris Foudoulis 2003. TEMORA 1: a new zircon standard for Phanerozoic U–Pb geochronology. Chemical Geology 200, 155-170.

M.J. Streule, R.J. Phillips, M.P. Searle, D.J. Waters and M.S.A. Horstwood 2009. Evolution and chronology of the Pangong Metamorphic Complex adjacent to themodelling and U-Pb geochronology Karakoram Fault, Ladakh: constraints from thermobarometry, metamorphic modelling and U-Pb geochronology. Journal of the Geological Society 166, 919-932 doi:10.1144/0016-76492008-117

Discussions of the basic mathematical principles

Roger Powell, Janet Hergt, Jon Woodhead 2002. Improving isochron calculations with robust statistics and the bootstrap. Chemical Geology 185, 191-204.

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