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still have systematic errors in your experiment. If you are consistently

overestimating your quantity by an error in your experimental setup,

that error wont reduce by repeated measurement!

A second application is in the theory of random walks. Imagine a

drunken person staggering out of a pub and attempting to walk along

a narrow street (which connes him or her to motion in one dimen-

sion). Lets pretend that with each inebriated step, the drunken person

is equally likely to travel one step forward or one step backward. The

eects of intoxication are such that each step is uncorrelated with the

previous one. Thus the average distance travelled in a single step is

X = 0. After n such steps, we would have an expected total distance

travelled of Y =

X

i

= 0. However, in this case the root mean

squared distance is more revealing. In this case Y

2

= nX

2

, so that

the rms length of a random walk of n steps is

n times the length of

a single step. This result will be useful in considering Brownian motion

in Chapter 33.

Chapter summary

In this chapter, several introductory concepts in probability theory

have been introduced.

The mean of a discrete probability distribution is given by

x =

i

x

i

P

i

,

and the mean of a continuous probability distribution is given by

x =

xP(x) dx.

The variance is given by

2

x

= (x x)

2

,

where

x

is the standard deviation.

If y = ax +b, then y = ax +b and

y

= a

x

.

If u and v are independent random variables, then uv = uv.

In particular, if Y = X

1

+ X

2

+ + X

n

, where the Xs are all

from the same distribution, Y = nx and

Y

=

n

X

.

Further reading 27

Further reading

There are many good books on probability theory and statistics. Recommended ones include Papoulis (1984), Wall

and Jenkins (2003) and Sivia and Skilling (2006).

Exercises

(3.1) A throw of a regular die yields the numbers 1, 2,

. . . , 6, each with probability 1/6. Find the mean,

variance and standard deviation of the numbers ob-

tained.

(3.2) The mean birth weight of babies in the UK is about

3.2 kg with a standard deviation of 0.5 kg. Convert

these gures into pounds (lb), given that 1 kg =

2.2 lb.

(3.3) This question is about a discrete probability distri-

bution known as the Poisson distribution. Let

x be a discrete random variable which can take the

values 0, 1, 2, . . . A quantity is said to be Poisson

distributed if one obtains the value x with proba-

bility

P(x) =

e

m

m

x

x!

,

where m is a particular number (which we will show

in part (b) of this exercise is the mean value of x).

(a) Show that P(x) is a well-behaved probability

distribution in the sense that

X

x=0

P(x) = 1.

(Why is this condition important?)

(b) Show that the mean value of the probability

distribution is x =

X

x=0

xP(x) = m.

(c) The Poisson distribution is useful for describing

very rare events which occur independently

and whose average rate does not change over

the period of interest. Examples include birth

defects measured per year, trac accidents at

a particular junction per year, numbers of ty-

pographical errors on a page, and number of

activations of a Geiger counter per minute.

The rst recorded example of a Poisson dis-

tribution, the one which in fact motivated

Poisson, was connected with the rare event

of someone being kicked to death by a horse

in the Prussian army. The number of horse-

kick deaths of Prussian military personnel was

recorded for each of 10 corps in each of 20

years from 18751894 and the following data

recorded:

Number of deaths Observed

per year frequency

per corps

0 109

1 65

2 22

3 3

4 1

5 0

Total 200

Calculate the mean number of deaths per

year per corps. Compare the observed fre-

quency with a calculated frequency assuming

the number of deaths per year per corps are

Poisson distributed with this mean.

(3.4) This question is about a continuous probability dis-

tribution known as the exponential distribution.

Let x be a continuous random variable which can

take any value x 0. A quantity is said to be ex-

ponentially distributed if it takes values between x

and x + dx with probability

P(x) dx = Ae

x/

dx

where and A are constants.

(a) Find the value of A that makes P(x) a well-

dened continuous probability distribution so

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