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What is the difference when u connect resistor at anode side and resistor at cathode side. There is a difference in case of 7-segment displays.

See in the above diagram, you can see that resistance is connected at common cathode only. There is a difference between two. 7Segment display consist of 7 led's. Connecting a resistor in series with every LED and connecting a resistor in series with all LED's have a difference. In first case every LED has a series resistor, in this case the brightness of all LED's will be same, but in second case a series resistor with all LED's cause a different brightness with all, since all LED's are not identical. But in case of small 7segment LED's it won't create much problem, will have same brightness. But in case of big 7segments in railways etc.. will have problem, causing some slightly different brightness. But in student case, second is good instead of 7 resistors. Suppose if you apply Ohm's law in the diode connected series resistor, then you can see voltage across LED is very low because the forward resistance of the diode is very low. But in case of diode we can't apply Ohm's law because diode is a non-linear device.