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Vector Algebra
2
If i, j, k are orthonormal vectors and A = A x i + A y j + A z k then | A| = A2x + A2y + A2z . [Orthonormal vectors
orthogonal unit vectors.]
Scalar product
A B = | A| | B| cos
Bx
= A x Bx + A y B y + A z Bz = [ A x A y A z ] B y
Bz
Equation of a line
A point r ( x, y, z) lies on a line passing through a point a and parallel to vector b if
r = a + b
Page 1 of 24
Equation of a plane
A point r ( x, y, z) is on a plane if either
(a) r b
d = |d|, where d is the normal from the origin to the plane, or
y
z
x
(b) + + = 1 where X, Y, Z are the intercepts on the axes.
X
Y
Z
Vector product
A B = n | A| | B| sin , where is the angle between the vectors and n is a unit vector normal to the plane containing
A and B in the direction for which A, B, n form a right-handed set of axes.
A B in determinant form
i
j
k
Ax A y Az
Bx B y Bz
A B in matrix form
0
Az A y
Bx
Az
0
Ax By
A y Ax
0
Bz
Ay
By
Cy
A z
Bz = A C B,
Cz
A ( B C ) = ( A C ) B ( A B)C,
etc.
( A B) C = ( A C ) B ( B C ) A
Non-orthogonal basis
A = A1 e1 + A2 e2 + A3 e3
A1 = 0 A
where 0 =
e2 e3
e1 (e2 e3 )
Summation convention
a
= ai ei
ab
= ai bi
( a b)i = i jk a j bk
i jkklm = il jm im jl
Page 2 of 24
i jk = ik j
Matrix Algebra
Unit matrices
The unit matrix I of order n is a square matrix with all diagonal elements equal to one and all off-diagonal elements
zero, i.e., ( I ) i j = i j . If A is a square matrix of order n, then AI = I A = A. Also I = I 1 .
I is sometimes written as In if the order needs to be stated explicitly.
Products
If A is a (n l ) matrix and B is a (l m) then the product AB is defined by
l
Aik Bk j
( AB)i j =
k=1
In general AB 6= BA.
Transpose matrices
If A is a matrix, then transpose matrix A T is such that ( A T )i j = ( A) ji .
Inverse matrices
If A is a square matrix with non-zero determinant, then its inverse A 1 is such that AA1 = A1 A = I.
( A1 )i j =
transpose of cofactor of A i j
| A|
where the cofactor of A i j is (1)i+ j times the determinant of the matrix A with the j-th row and i-th column deleted.
Determinants
If A is a square matrix then the determinant of A, | A| ( det A) is defined by
| A| =
i, j,k,...
where the number of the suffixes is equal to the order of the matrix.
22 matrices
If A =
a
c
b
d
then,
| A| = ad bc
AT =
a
b
c
d
A1 =
1
| A|
d
c
b
a
Product rules
( AB . . . N ) T = N T . . . B T A T
( AB . . . N )1 = N 1 . . . B1 A1
| AB . . . N | = | A| | B| . . . | N |
Orthogonal matrices
An orthogonal matrix Q is a square matrix whose columns q i form a set of orthonormal vectors. For any orthogonal
matrix Q,
Q1 = Q T ,
| Q| = 1,
Q T is also orthogonal.
Page 3 of 24
Hermitian matrices
The Hermitian conjugate of A is A = ( A ) T , where A is a matrix each of whose components is the complex
conjugate of the corresponding components of A. If A = A then A is called a Hermitian matrix.
also | A| =
i .
i
If S is a symmetric matrix, is the diagonal matrix whose diagonal elements are the eigenvalues of S, and U is the
matrix whose columns are the normalized eigenvectors of A, then
U T SU =
and
S = UU T.
Commutators
[ A, B]
[ A, B]
[ A, B]
AB BA
= [ B, A]
= [ B , A ]
[ A + B, C ] = [ A, C ] + [ B, C ]
[ AB, C ]
= A[ B, C ] + [ A, C ] B
Hermitian algebra
b = (b1 , b2 , . . .)
Matrix form
Hermiticity
b A c = ( A b) c
Eigenvalues, real
Au i = (i) ui
Orthogonality
Completeness
Operator form
Z
O =
Bra-ket form
(O)
ui u j = 0
b = ui (ui b)
= i
i j = 0
Z
h|O|i
O |i i = i | i i
Oi = (i)i
Z
hi | j i = 0
= |i i hi |i
i
RayleighRitz
Lowest eigenvalue
b A b
0
b b
0 Z
Page 4 of 24
h|O|i
h|i
(i 6 = j )
0
1
1
,
0
x y = i z ,
y =
0
i
y z = i x ,
i
,
0
z =
z x = i y ,
1
0
0
1
x x = y y = z z = I
Vector Calculus
Notation
is a scalar function of a set of position coordinates. In Cartesian coordinates
= ( x, y, z); in cylindrical polar coordinates = (, , z); in spherical
polar coordinates = (r, , ); in cases with radial symmetry = (r).
A is a vector function whose components are scalar functions of the position
coordinates: in Cartesian coordinates A = iA x + jA y + kA z , where A x , A y , A z
are independent functions of x, y, z.
+ j +k
In Cartesian coordinates (del) i
y
x
y
z
grad = ,
div A = A,
curl A = A
Identities
grad(1 + 2 ) grad 1 + grad 2
curl(grad ) 0
Page 5 of 24
Conversion to
Cartesian
Coordinates
Cylindrical Coordinates
x = cos
Vector A
Axi + A y j + Az k
Gradient
i+
j+
k
x
y
z
Divergence
y = sin
b+
b+
b
i
j k
x y z
Ax A y Az
1
1
b
b
b
z
A A A z
2
2
2
+ 2 + 2
2
x
y
z
b + A
b
Arbr + A
b + A
b + Azb
A
z
1 A
A z
1 ( A )
+
+
z
Laplacian
z=z
A y
A z
A x
+
+
x
y
z
Curl A
Spherical Coordinates
1
1 b
b
br +
+
r
r
r sin
1 A sin
1 (r 2 Ar )
+
2
r
r sin
r
1 A
+
r sin
1
1 b
1
b
2
br
r sin r sin
r
Ar
rA
rA sin
1
1
2
r
+ 2
sin
r
r2 r
r sin
1 2
2
+ 2 2+ 2
Transformation of integrals
L = the distance along some curve C in space and is measured from some fixed point.
S = a surface area
Then
A bt dL =
and when A =
Z
() dL =
A dL
also
( A) d =
() d =
(A b
n) dS =
dS
A dS
Z
( A) d =
Page 6 of 24
(b
n A) dS
2
1
2
r sin 2
2
Stokess Theorem
When C is closed and bounds the open surface S,
Z
also
Z
( A) dS =
(b
n ) dS =
A dL
dL
Greens Theorem
Z
dS =
() d
Z
2 + () () d
(2 2 ) d =
[() ()] dS
Complex Variables
Complex numbers
The complex number z = x + iy = r(cos + i sin ) = r ei( +2n), where i2 = 1 and n is an arbitrary integer. The
real quantity r is the modulus of z and the angle is the argument of z. The complex conjugate of z is z = x iy =
2
r(cos i sin ) = r ei ; zz = | z| = x2 + y2
De Moivres theorem
(cos + i sin )n = ein = cos n + i sin n
z3
3!
z2
cos z
=1
2!
z2
ln(1 + z) = z
2
sin z
z2
zn
+ +
+
2!
n!
z5
+
5!
z4
+
4!
z3
+
=1+z+
=z
This last series converges both on and within the circle | z| = 1 except at the point z = 1.
z3
z5
+
3
5
This last series converges both on and within the circle | z| = 1 except at the points z = i.
tan1 z
=z
(1 + z)n = 1 + nz +
Page 7 of 24
Trigonometric Formulae
cos2 A + sin 2 A = 1
sec2 A tan2 A = 1
cosec2 A cot2 A = 1
2 tan A
tan 2A =
.
1 tan2 A
cos A cos B =
cos( A + B) + cos( A B)
2
sin A sin B =
cos( A B) cos( A + B)
2
sin A cos B =
sin( A + B) + sin ( A B)
2
tan( A B) =
tan A tan B
1 tan A tan B
A+B
AB
cos
2
2
cos2 A =
1 + cos 2A
2
A+B
AB
sin
2
2
sin 2 A =
1 cos 2A
2
A+B
AB
cos
2
2
cos3 A =
3 cos A + cos 3A
4
sin 3 A =
3 sin A sin 3A
4
AB
A+B
sin
2
2
b2 + c2 a2
2bc
ab
C
AB
=
cot
tan
2
a+b
2
q
1
1
1
area = ab sin C = bc sin A = ca sin B = s(s a)(s b)(s c),
2
2
2
cos A =
where s =
Page 8 of 24
1
( a + b + c)
2
Hyperbolic Functions
x2
x4
1 x
( e + e x ) = 1 +
+
+
2
2!
4!
1
x3
x5
sinh x = ( ex e x ) = x +
+
+
2
3!
5!
cosh x =
cosh ix = cos x
cos ix = cosh x
sinh ix = i sin x
sinh x
tanh x =
cosh x
cosh x
coth x =
sinh x
sin ix = i sinh x
1
sech x =
cosh x
1
cosech x =
sinh x
cosh 2 x sinh 2 x = 1
ex
2
tanh x 1
e x
2
tanh x 1
= sinh ( x)
sech x
cosh x
= cosh ( x)
cosech x = cosech( x)
tanh x
= tanh( x)
coth x
sinh x =
tanh x
2 tanh ( x/2)
2
1 tanh ( x/2)
=q
tanh x
1 tanh2 x
1 sech x
cosh x =
sech x
= sech( x)
= coth ( x)
1 + tanh2 ( x/2)
2
1 tanh ( x/2)
cosech 2 x + 1
r
cosh x 1
sinh ( x/2) =
2
cosh x 1
sinh x
tanh( x/2) =
=
sinh x
cosh x + 1
cosech x =
tanh(2x) =
coth x
1 tanh2 x
= q
coth 2 x 1
r
cosh x + 1
cosh ( x/2) =
2
2 tanh x
1 + tanh 2 x
3 tanh x + tanh3 x
1 + 3 tanh2 x
Page 9 of 24
1
1 tanh2 x
tanh x tanh y
1 tanh x tanh y
1
sinh x + sinh y = 2 sinh ( x + y) cosh
2
1
sinh x sinh y = 2 cosh ( x + y) sinh
2
sinh x cosh x =
tanh x tanh y =
1
( x y)
2
1
( x y)
2
1 tanh ( x/2)
= e x
1 tanh( x/2)
sinh ( x y)
cosh x cosh y
coth x coth y =
Inverse functions
sinh ( x y)
sinh x sinh y
!
x2 + a2
sinh
a
!
p
x + x2 a2
1 x
cosh
= ln
a
a
1
a+x
1 x
tanh
= ln
a
2
ax
x
1
x
+a
1
coth
= ln
a
2
xa
s
2
x
a
a
sech1 = ln +
1
a
x
x2
s
2
a
a
x
+ 1
cosech1 = ln +
a
x
x2
1
x
= ln
a
1
1
cosh x + cosh y = 2 cosh ( x + y) cosh ( x y)
2
2
1
1
cosh x cosh y = 2 sinh ( x + y) sinh ( x y)
2
2
x+
Limits
nc xn 0 as n if | x| < 1 (any fixed c)
xn /n! 0 as n (any fixed x)
(1 + x/n)n ex as n , x ln x 0 as x 0
If f ( a) = g( a) = 0
12
then
lim
x a
f 0 ( a)
f ( x)
= 0
g( x)
g ( a)
(lHopitals
rule)
Page 10 of 24
Differentiation
(uv)0 = u0 v + uv0 ,
u 0
v
u0 v uv0
v2
d
(sinh x)
dx
d
(cosh x)
dx
d
(tanh x)
dx
d
(sech x)
dx
d
(coth x)
dx
d
(cosech x)
dx
Leibniz Theorem
= cosh x
= sinh x
= sech2 x
= sech x tanh x
= cosech2 x
= cosech x coth x
Integration
Standard forms
Z
xn dx =
1
dx
x
Z
eax dx
Z
Z
Z
Z
Z
Z
Z
Z
Z
Z
Z
xn+1
+c
n+1
= ln x + c
for n 6= 1
Z
ln x dx = x(ln x 1) + c
1
x
ax
ax
x e dx = e
2 +c
a
a
1 ax
e +c
a
x2
1
x ln x dx =
ln x
+c
2
2
x
1
1
dx = tan1
+c
2
2
a
a
a +x
a+x
1
1
1
1 x
tanh
ln
dx
=
+
c
=
+c
a
a
2a
ax
a2 x2
1
1
1
xa
1 x
dx = coth
+c=
+c
ln
a
a
2a
x+a
x2 a2
x
1
1
dx =
+c
2(n 1) ( x2 a2 )n1
( x2 a2 )n
x
1
dx = ln( x2 a2 ) + c
2
x2 a2
x
1
p
dx = sin1
+c
a
a2 x2
p
1
p
dx = ln x + x2 a2 + c
x2 a2
p
x
p
dx = x2 a2 + c
x2 a2
x i
p
1h p 2
a2 x2 dx =
x a x2 + a2 sin 1
+c
2
a
Page 11 of 24
for x2 < a2
for x2 > a2
for n 6= 1
Z
Z
1
dx = cosec p
(1 + x) x p
cos( x ) dx =
for p < 1
1
sin ( x ) dx =
2
2
exp( x2 /2 2 ) dx = 2
Z
1 3 5 (n 1) n+1 2
n
2
2
x exp( x /2 ) dx =
Z
Z
Z
Z
Z
sin x dx
cos x dx
tan x dx
cot x dx
sinh x dx
= cosh x + c
= sin x + c
cosh x dx
= sinh x + c
= ln(cos x) + c
tanh x dx
= ln(cosh x) + c
= ln(sec x + tan x) + c
sech x dx
= 2 tan1 ( ex ) + c
= ln(sin x) + c
coth x dx
= ln(sinh x) + c
= cos x + c
sin (m + n) x
sin (m n) x
+c
2(m n)
2(m + n)
Z
sin (m + n) x
sin (m n) x
+
+c
cos mx cos nx dx =
2(m n)
2(m + n)
Z
sin mx sin nx dx =
if m2 6= n2
if m2 6= n2
Standard substitutions
If the integrand is a function of:
p
( a2 x2 ) or a2 x2
p
( x2 + a2 ) or x2 + a2
p
( x2 a2 ) or x2 a2
substitute:
x = a sin or x = a cos
x = a tan or x = a sinh
x = a sec or x = a cosh
If the integrand is a rational function of sin x or cos x or both, substitute t = tan( x/2) and use the results:
sin x =
2t
1 + t2
cos x =
1 t2
1 + t2
dx
p
( ax + b) px + q
dx
q
( ax + b) px2 + qx + r
dx =
2 dt
.
1 + t2
substitute:
px + q = u2
ax + b =
1
.
u
Page 12 of 24
Integration by parts
Z
b
a
b Z b
u dv = uv
v du
a
a
Differentiation of an integral
If f ( x, ) is a function of x containing a parameter and the limits of integration a and b are functions of then
Z b( )
d
d
a ( )
f ( x, ) dx = f (b, )
db
da
f ( a, )
+
d
d
Z b( )
f ( x, ) dx.
a ( )
Special case,
d
dx
x
a
f ( y) dy = f ( x).
Dirac -function
1
(t ) =
2
exp[i(t )] d.
(t) = 0 if t 6= 0, also
(t ) f (t) dt = f ( ).
(t) dt = 1
Reduction formulae
Factorials
n! = n(n 1)(n 2) . . . 1,
0! = 1.
x p e x dx = p
1
ln(n!) n ln n n.
Z
x p (1 x)q dx =
x p1 e x dx = p!.
( 1/2)! =
( 1/2)! =
/ ,
2
p!q!
.
( p + q + 1)!
Trigonometrical
If m, n are integers,
m 1 / 2
n 1 / 2
sin m2 cosn d =
sin m cosn2 d
m+n 0
m+n 0
0
and can therefore be reduced eventually to one of the following integrals
Z / 2
sin m cos n d =
Z / 2
sin cos d =
1
,
2
Z / 2
0
sin d = 1,
Z / 2
0
cos d = 1,
Z / 2
0
Other
If In =
xn exp( x2 ) dx
then
In =
(n 1)
In 2 ,
2
I0 =
Page 13 of 24
1
2
I1 =
1
.
2
d =
.
2
etc.
Differential Equations
Diffusion (conduction) equation
= 2
t
Wave equation
2 =
1 2
c2 t2
Legendres equation
(1 x2 )
dy
d2 y
2x
+ l (l + 1) y = 0,
dx2
dx
1
solutions of which are Legendre polynomials Pl ( x), where Pl ( x) = l
2 l!
1
2
P0 ( x) = 1, P1 ( x) = x, P2 ( x) = (3x 1) etc.
2
Recursion relation
Pl ( x) =
1
[(2l 1) xPl 1 ( x) (l 1) Pl 2( x)]
l
Orthogonality
Z
Pl ( x) Pl 0 ( x) dx =
2
ll 0
2l + 1
Bessels equation
x2
d2 y
dy
+x
+ ( x2 m2 ) y = 0,
dx2
dx
(1)k ( x/2)m+2k
k!(m + k)!
k=0
Jm ( x ) =
(integer m).
Page 14 of 24
d
dx
l
l
x2 1 , Rodrigues formula so
Laplaces equation
2 u = 0
Spherical harmonics
The normalized solutions Ylm ( , ) of the equation
1
2
1
sin
+
Ylm + l (l + 1)Ylm = 0
sin
sin2 2
are called spherical harmonics, and have values given by
s
m
2l + 1 (l |m|)! m
for m 0
m
im
Yl ( , ) =
(1)
Pl (cos ) e
4 (l + |m|)!
1
for m < 0
r
r
r
1
3
3
0
1
0
i.e., Y0 =
, Y1 =
cos , Y1 =
sin ei , etc.
4
4
8
Orthogonality
Z
Calculus of Variations
The condition for I =
b
a
EulerLagrange equation.
Page 15 of 24
F
d
=
y
dx
dy
F
0
. This is the
0 , where y =
dx
y
d =
dx +
dy +
dz + and
x +
y +
z +
x
y
z
x
y
z
is also written as
when the variables kept
where x, y, z, . . . are independent variables.
or
x
x
x
If = f ( x, y, z, . . .) then
y,...
If = f ( x, y),
1
= ,
x
x y
y
y,...
2
2
=
etc.
x y
y x
y
x
y
= 1.
1
2
2
+
( x, y) = ( a + u, b + v) = ( a, b) + u
u
+ 2uv
+v
+
+v
x
y
2!
x y
x2
y2
y=b
Stationary points
2
2
2
=
=
= 0. Unless 2 =
= 0, the following
2
x
y
x y
x
y
conditions determine whether it is a minimum, a maximum or a saddle point.
2
2
> 0, or
> 0,
2 2
Minimum:
2 2
x2
y2
and
>
2
2
2
2
x
y
x y
Maximum:
< 0, or
< 0,
2
2
x
y
2
2
2 2
Saddle point:
<
x y
x2 y2
If
2
2
2
=
=
= 0 the character of the turning point is determined by the next higher derivative.
x y
x2
y2
x
y
=
+
+
u
x u
y u
x
y
=
+
+
v
x v
y v
etc.
Page 16 of 24
cm cos mx +
m=1
M0
sm sin mx
m=1
(m = 1, . . . , M)
(m = 1, . . . , M 0 )
where
T
T
T
y(t) dt, cm =
y(t) cos mt dt, sm =
y(t) sin mt dt.
2 0
0
0
Variable x, range 0 x L,
2mx
2mx
y( x) c0 + cm cos
+ sm sin
L
L
where
Z
Z
Z
2 L
1 L
2 L
2mx
2mx
dx, sm =
dx.
c0 =
y( x) dx, cm =
y( x) cos
y( x) sin
L 0
L 0
L
L 0
L
c0 =
Page 17 of 24
addition, y( x) is anti-symmetric about x = , then c0 = 0 and the coefficients c m are given by cm = 0 (for m even),
2
Z
4 / 2
cm =
y( x) cos mx dx (for m odd).
0
[These results also apply to Fourier series with more general ranges provided appropriate changes are made to the
limits of integration.]
y( x)
Cm eimx ,
Cm =
1
2
y( x) eimx dx
with m taking all integer values in the range M. This approximation converges to y( x) as M under the same
conditions as the real form.
For other ranges the formulae are:
Variable t, range 0 t T, frequency = 2/ T,
y(t) =
Cm e
im t
Cm =
2
Variable x0 , range 0 x0 L,
y( x ) =
Cm e
i2mx0 / L
1
Cm =
L
L
0
y( x0 ) ei2mx / L dx0 .
0
Page 18 of 24
(m = 1, . . . , N 1)
(m = 1, . . . , N 1)
Fourier transforms
If y( x) is a function defined in the range x then the Fourier transform b
y() is defined by the equations
Z
Z
1
b
by() =
y() eit d,
y(t) eit dt.
y(t) =
2
by( f ) ei2 f t d f ,
by( f ) =
Specific cases
y(t) = a,
= 0,
|t|
|t| >
by() = 2a
(Top Hat),
|t|
|t| >
(Saw-tooth),
m =
where
(modulated function),
by() = bf ( 0 )
(t m ) (sampling function)
by() =
Page 19 of 24
sinc( x) =
2a
2
(
1
cos
)
=
a
sinc
2
2
by() = t0 exp 2 t20 /4
(Gaussian),
y(t) =
by() =
sin
2a sinc ( )
n =
( 2n/ )
sin ( x)
x
Convolution theorem
If z(t) =
x( ) y(t ) d =
x(t ) y( ) d
Conversely, xcy = b
x by.
bz () = b
x() by().
Parsevals theorem
Z
y (t) y(t) dt =
1
2
by () by() d
(if b
y is normalised as on page 21)
V (r ) eikr d2 r
if azimuthally symmetric
Examples
V (r )
V (r ) eikr d3 r
4
=
V (r) r sin kr dr
k 0
Z
1
b (k) eikr d3 k
V (r ) =
V
(2)3
Z
if spherically symmetric
1
4r
e r
4r
V (r )
2 V (r )
Page 20 of 24
b (k)
V
1
k2
1
2
k + 2
b (k)
ikV
b (k)
k2 V
Laplace Transforms
If y(t) is a function defined for t 0, the Laplace transform y(s) is defined by the equation
y(s) = L{ y(t)} =
est y(t) dt
Transform y(s)
(t)
Delta function
(t)
1
s
n!
sn+1
r
1
2 s3
r
tn
1
t /2
1
t /2
1
(s + a)
e at
sin t
(s2
s
(s2 + 2 )
(s2 2 )
s
(s2 2 )
cos t
sinh t
cosh t
e at y(t)
y( s + a )
e s y ( s )
y(t ) (t )
ty(t)
dy
dt
dn y
dtn
Z
Z
Z
t
0
t
0
t
0
y( ) d
x( ) y(t ) d
x(t ) y( ) d
+ 2
dy
ds
s y( s ) y ( 0 )
n
s y( s ) s
n1
y(0) s
n2
dy
dt
dn1 y
dtn1
0
y( s )
s
x ( s ) y( s )
[Note that if y(t) = 0 for t < 0 then the Fourier transform of y(t) is by() = y(i).]
Page 21 of 24
Convolution theorem
Numerical Analysis
Finding the zeros of equations
If the equation is y = f ( x) and x n is an approximation to the root then either
f ( xn )
.
xn+1 = xn 0
f ( xn )
xn xn1
or, xn+1 = xn
f ( xn )
f ( xn ) f ( xn1 )
(Newton)
(Linear interpolation)
dy
= f ( x, y) then
dx
yn+1 = yn + h f ( xn , yn ) where h = xn+1 xn
(Euler method)
yn+1 = yn + h f ( xn , yn )
h[ f ( xn , yn ) + f ( xn+1 , yn+1 )]
yn+1 = yn +
2
Putting
then
Approximating to derivatives
dy
dx
d2 y
dx2
y 1 + yn 1/2
yn+1 yn
yn yn1
n+ /2
h
h
2h
where h = xn+1 xn
2 y n
yn+1 2yn + yn1
=
h2
h2
1
1
2
( 1)2 y0 + ( 2 1)2 y1 +
3!
3!
where is the fraction of the interval h (= x n+1 xn ) between the sampling points and = 1 . The first two
terms represent linear interpolation.
Page 22 of 24
xi = 05773;
y( x) dx ci y( xi )
1
x=
1
( x1 + x2 + xn )
n
Residual:
d=xx
1
Standard deviation of sample:
s = (d21 + d22 + d2n )1/2
n
1
Standard deviation of distribution:
(d21 + d22 + d2n )1/2
n1
1
m = = q
(d21 + d22 + d2n )1/2
Standard deviation of mean:
n
n ( n 1)
=q
n ( n 1)
x2i
xi
2
1 / 2
Range method
A quick but crude method of estimating is to find the range r of a set of n readings, i.e., the difference between
the largest and smallest values, then
r
.
n
This is usually adequate for n less than about 12.
Combination of errors
If Z = Z ( A, B, . . .) (with A, B, etc. independent) then
2
2
Z
Z
A +
B +
( Z )2 =
A
B
So if
(i)
Z = A B C,
(ii)
Z = AB or A/ B,
(iii)
Z = Am ,
(iv)
Z = ln A,
(v)
Z = exp A,
( Z )2 = ( A )2 + ( B )2 + (C )2
2 2 2
Z
B
A
=
+
Z
A
B
Z
=m A
Z
A
A
Z =
A
Z
= A
Z
Page 23 of 24
Statistics
Mean and Variance
A random variable X has a distribution over some subset x of the real numbers. When the distribution of X is
discrete, the probability that X = x i is Pi . When the distribution is continuous, the probability that X lies in an
interval x is f ( x)x, where f ( x) is the probability density function.
Mean = E( X ) = Pi xi or
x f ( x) dx.
Variance 2 = V ( X ) = E[( X )2 ] =
Pi (xi )2 or
( x )2 f ( x) dx.
Probability distributions
Error function:
Binomial:
Poisson:
Normal:
x
2
2
e y dy
erf( x) =
0
n x n x
f ( x) =
p q
where q = (1 p),
x
x
e , and 2 =
x!
1
( x )2
f ( x) = exp
2 2
2
f ( x) =
Sample mean x =
xi
1
Sample variance s =
n
2
( x i x )
1
x2
n i
x2 = E( x2 ) [E( x)]2
1
n
( x i x ) 2 ,
s2xy
s2y =
1
n
( y i y) 2 ,
s2xy =
1
n
n
(residual variance),
n2
s4
1
b ( xi x)}2 = s2 xy .
b
where residual variance = { yi
y
n
s2x
b=
b = y,
Estimators:
s2x
b ( x x); b 2 =
b+
; E(Y at x) =
b2
b 2
b are
b and
Estimates for the variances of
and 2 .
n
ns x
b=r=
Correlation coefficient:
s2xy
sx s y
Page 24 of 24