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Contents

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Bibliography; Physical Constants

1. Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Arithmetic and Geometric progressions; Convergence of series: the ratio test;
Convergence of series: the comparison test; Binomial expansion; Taylor and Maclaurin Series;
Power series with real variables; Integer series; Plane wave expansion

2. Vector Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Scalar product; Equation of a line; Equation of a plane; Vector product; Scalar triple product;
Vector triple product; Non-orthogonal basis; Summation convention

3. Matrix Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Unit matrices; Products; Transpose matrices; Inverse matrices; Determinants; 22 matrices;
Product rules; Orthogonal matrices; Solving sets of linear simultaneous equations; Hermitian matrices;
Eigenvalues and eigenvectors; Commutators; Hermitian algebra; Pauli spin matrices

4. Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Notation; Identities; Grad, Div, Curl and the Laplacian; Transformation of integrals

5. Complex Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Complex numbers; De Moivres theorem; Power series for complex variables.

6. Trigonometric Formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Relations between sides and angles of any plane triangle;
Relations between sides and angles of any spherical triangle

7. Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
Relations of the functions; Inverse functions

8. Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
9. Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
10. Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Standard forms; Standard substitutions; Integration by parts; Differentiation of an integral;
Dirac -function; Reduction formulae

11. Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16


Diffusion (conduction) equation; Wave equation; Legendres equation; Bessels equation;
Laplaces equation; Spherical harmonics

12. Calculus of Variations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17


13. Functions of Several Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Taylor series for two variables; Stationary points; Changing variables: the chain rule;
Changing variables in surface and volume integrals Jacobians

14. Fourier Series and Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19


Fourier series; Fourier series for other ranges; Fourier series for odd and even functions;
Complex form of Fourier series; Discrete Fourier series; Fourier transforms; Convolution theorem;
Parsevals theorem; Fourier transforms in two dimensions; Fourier transforms in three dimensions

15. Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23


16. Numerical Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Finding the zeros of equations; Numerical integration of differential equations;
Central difference notation; Approximating to derivatives; Interpolation: Everetts formula;
Numerical evaluation of definite integrals

17. Treatment of Random Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25


Range method; Combination of errors

18. Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
Mean and Variance; Probability distributions; Weighted sums of random variables;
Statistics of a data sample x 1 , . . . , xn ; Regression (least squares fitting)

Introduction
This Mathematical Formaulae handbook has been prepared in response to a request from the Physics Consultative
Committee, with the hope that it will be useful to those studying physics. It is to some extent modelled on a similar
document issued by the Department of Engineering, but obviously reflects the particular interests of physicists.
There was discussion as to whether it should also include physical formulae such as Maxwells equations, etc., but
a decision was taken against this, partly on the grounds that the book would become unduly bulky, but mainly
because, in its present form, clean copies can be made available to candidates in exams.
There has been wide consultation among the staff about the contents of this document, but inevitably some users
will seek in vain for a formula they feel strongly should be included. Please send suggestions for amendments to
the Secretary of the Teaching Committee, and they will be considered for incorporation in the next edition. The
Secretary will also be grateful to be informed of any (equally inevitable) errors which are found.
This book was compiled by Dr John Shakeshaft and typeset originally by Fergus Gallagher, and currently by
Dr Dave Green, using the TEX typesetting package.
Version 1.5 December 2005.

Bibliography
Abramowitz, M. & Stegun, I.A., Handbook of Mathematical Functions, Dover, 1965.
Gradshteyn, I.S. & Ryzhik, I.M., Table of Integrals, Series and Products, Academic Press, 1980.
Jahnke, E. & Emde, F., Tables of Functions, Dover, 1986.

Nordling, C. & Osterman,


J., Physics Handbook, Chartwell-Bratt, Bromley, 1980.
Speigel, M.R., Mathematical Handbook of Formulas and Tables.
(Schaums Outline Series, McGraw-Hill, 1968).

Physical Constants
Based on the Review of Particle Properties, Barnett et al., 1996, Physics Review D, 54, p1, and The Fundamental
Physical Constants, Cohen & Taylor, 1997, Physics Today, BG7. (The figures in parentheses give the 1-standarddeviation uncertainties in the last digits.)

speed of light in a vacuum

permeability of a vacuum

permittivity of a vacuum

0

elementary charge

Planck constant

h/2

Avogadro constant

NA

unified atomic mass constant

mu

mass of electron

me

mass of proton

mp

Bohr magneton eh/4me

molar gas constant

Boltzmann constant

kB

StefanBoltzmann constant

gravitational constant

Other data
acceleration of free fall

2997 924 58 10 8 m s1
4 107 H m1

(by definition)

(by definition)

1/0 c2 = 8854 187 817 . . . 10 12 F m1

1602 177 33(49) 10 19 C


6626 075 5(40) 10 34 J s

1054 572 66(63) 10 34 J s

6022 136 7(36) 10 23 mol1

1660 540 2(10) 10 27 kg

9109 389 7(54) 10 31 kg

1672 623 1(10) 10 27 kg

9274 015 4(31) 10 24 J T1

8314 510(70) J K 1 mol1

1380 658(12) 10 23 J K1

5670 51(19) 10 8 W m2 K4
6672 59(85) 10 11 N m2 kg2

9806 65 m s 2

(standard value at sea level)


1

1. Series
Arithmetic and Geometric progressions
A.P.
G.P.

Sn = a + ( a + d) + ( a + 2d) + + [ a + (n 1)d] =
2

Sn = a + ar + ar + + ar

n1

1 rn
,
=a
1r

(These results also hold for complex series.)

n
[2a + (n 1)d]
2

a
S =
1r

for |r| < 1

Convergence of series: the ratio test


Sn = u1 + u2 + u3 + + un

converges as

if

Convergence of series: the comparison test



un+1
<1
lim
n
un

If each term in a series of positive terms is less than the corresponding term in a series known to be convergent,
then the given series is also convergent.

Binomial expansion
(1 + x)n = 1 + nx +

n(n 1) 2 n(n 1)(n 2) 3


x +
x +
2!
3!

n
If n is a positive integer the series terminates and is valid for all x: the term in x r is n Cr xr or
where n Cr
r
n!
is the number of different ways in which an unordered sample of r objects can be selected from a set of
r!(n r)!
n objects without replacement. When n is not a positive integer, the series does not terminate: the infinite series is
convergent for | x| < 1.

Taylor and Maclaurin Series


If y( x) is well-behaved in the vicinity of x = a then it has a Taylor series,
dy
u2 d2 y
u3 d3 y
y( x) = y( a + u) = y( a) + u
+
+
+
dx
2! dx2
3! dx3
where u = x a and the differential coefficients are evaluated at x = a. A Maclaurin series is a Taylor series with
a = 0,
x2 d2 y
x3 d3 y
dy
+
+
+
y( x) = y(0) + x
2
dx
2! dx
3! dx3

Power series with real variables


ex

ln(1 + x) =

x2
xn
+ +
+
2!
n!
3
2
x
xn
x
+
+ + (1)n+1 +
x
2
3
n
eix + eix
x2
x4
x6
= 1
+

+
2
2!
4!
6!
x3
x5
eix eix
= x
+
+
2i
3!
5!
1
2 5
x + x3 +
x +
3
15
x3
x5
x
+

3
5
1.3 x5
1 x3
+
+
x+
2 3
2.4 5

=1+x+

cos x

sin x

tan x

tan1 x

sin1 x

valid for all x


valid for 1 < x 1
valid for all values of x
valid for all values of x
valid for

<x<
2
2

valid for 1 x 1
valid for 1 < x < 1

Integer series
N

n
1

= 1+ 2+ 3+ + N =

N ( N + 1)
2

n2 = 12 + 22 + 32 + + N 2 =
1

N ( N + 1)(2N + 1)
6

n3 = 13 + 23 + 33 + + N 3 = [1 + 2 + 3 + N ] 2 =
1

N 2 ( N + 1)2
4

1
1
1
(1)n+1
= 1 + + = ln 2
n
2
3
4

[see expansion of ln (1 + x)]

1
1
1

(1)n+1
= 1 + + =
2n 1
3
5
7
4
1

n2

=1+

[see expansion of tan1 x]

1
1
1
2
+ +
+ =
4
9
16
6

n(n + 1)(n + 2) = 1.2.3 + 2.3.4 + + N ( N + 1)( N + 2) =


1

N ( N + 1)( N + 2)( N + 3)
4

This last result is a special case of the more general formula,


N

n(n + 1)(n + 2) . . . (n + r) =
1

N ( N + 1)( N + 2) . . . ( N + r)( N + r + 1)
.
r+2

Plane wave expansion

exp(ikz) = exp(ikr cos ) =

(2l + 1)il jl (kr) Pl (cos ),

l =0

where Pl (cos ) are Legendre polynomials (see section 11) and j l (kr) are spherical Bessel functions, defined by
r

jl () =
J 1 (), with Jl ( x) the Bessel function of order l (see section 11).
2 l + /2

2. 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

where is the angle between the vectors

Bx
= A x Bx + A y B y + A z Bz = [ A x A y A z ] B y
Bz

Scalar multiplication is commutative: A B = B A.

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

with a real number.

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

Vector multiplication is not commutative: A B = B A.

Scalar triple product



Ax

A B C = A B C = Bx
Cx

Ay
By
Cy

Vector triple product


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 =

Similarly for A2 and A3 .

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

implies summation over i = 1 . . . 3


where 123 = 1;

i jk = ik j

3. 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 jk... A1i A2 j A3k . . .

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 |

(if individual inverses exist)


(if individual matrices are square)

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.

Solving sets of linear simultaneous equations


If A is square then Ax = b has a unique solution x = A 1 b if A1 exists, i.e., if | A| 6= 0.

If A is square then Ax = 0 has a non-trivial solution if and only if | A| = 0.


An over-constrained set of equations Ax = b is one in which A has m rows and n columns, where m (the number
of equations) is greater than n (the number of variables). The best solution x (in the sense that it minimizes the
error | Ax b|) is the solution of the n equations A T Ax = A T b. If the columns of A are orthonormal vectors then
x = A T b.

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.

Eigenvalues and eigenvectors


The n eigenvalues i and eigenvectors u i of an n n matrix A are the solutions of the equation Au = u. The
eigenvalues are the zeros of the polynomial of degree n, Pn ( ) = | A I |. If A is Hermitian then the eigenvalues
i are real and the eigenvectors u i are mutually orthogonal. | A I | = 0 is called the characteristic equation of the
matrix A.
Tr A = i ,
i

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.

If x is an approximation to an eigenvector of A then x T Ax/( x T x) (Rayleighs quotient) is an approximation to the


corresponding eigenvalue.

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

[ A, [ B, C ]] + [ B, [C, A]] + [C, [ A, B]] = 0

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

h|O|i
h|i

(i 6 = j )

Pauli spin matrices


x =

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

4. 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

grad(12 ) 1 grad 2 + 2 grad 1

curl( A + A ) curl A1 + curl A2

div( A) div A + (grad ) A,

div( A1 + A2 ) div A1 + div A2

curl( A) curl A + (grad ) A

div( A1 A2 ) A2 curl A1 A1 curl A2

curl( A1 A2 ) A1 div A2 A2 div A1 + ( A2 grad) A1 ( A1 grad) A2


div(curl A) 0,

curl(grad ) 0

curl(curl A) grad(div A) div(grad A) grad(div A) 2 A


grad( A1 A2 ) A1 (curl A2 ) + ( A1 grad) A2 + A2 (curl A1 ) + ( A2 grad) A1

Grad, Div, Curl and the Laplacian


Cartesian Coordinates
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

x = r cos sin y = r sin sin


z = r cos

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

= a volume contained by a specified surface


bt = the unit tangent to C at the point P
b
n = the unit outward pointing normal
A = some vector function

dL = the vector element of curve (= bt dL)

dS = the vector element of surface (= b


n dS)
Z

Then

A bt dL =

and when A =
Z

() dL =

A dL

Gausss Theorem (Divergence Theorem)


When S defines a closed region having a volume

also

( A) d =

() d =

(A b
n) dS =

dS

A dS
Z

( A) d =

(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 

Greens Second Theorem


Z


2 + () () d

(2 2 ) d =

[() ()] dS

5. 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

Power series for complex variables.


ez

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

convergent for all finite z


convergent for all finite z
convergent for all finite z
principal value of ln (1 + 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

n(n 1) 2 n(n 1)(n 2) 3


z +
z +
2!
3!
This last series converges both on and within the circle | z| = 1 except at the point z = 1.

(1 + z)n = 1 + nz +

6. Trigonometric Formulae
cos2 A + sin 2 A = 1

sec2 A tan2 A = 1

cos 2A = cos 2 A sin 2 A

sin 2A = 2 sin A cos A

cosec2 A cot2 A = 1
2 tan A
tan 2A =
.
1 tan2 A

sin ( A B) = sin A cos B cos A sin B

cos A cos B =

cos( A + B) + cos( A B)
2

cos( A B) = cos A cos B sin A sin B

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

sin A + sin B = 2 sin

A+B
AB
cos
2
2

cos2 A =

1 + cos 2A
2

sin A sin B = 2 cos

A+B
AB
sin
2
2

sin 2 A =

1 cos 2A
2

cos A + cos B = 2 cos

A+B
AB
cos
2
2

cos3 A =

3 cos A + cos 3A
4

sin 3 A =

3 sin A sin 3A
4

cos A cos B = 2 sin

AB
A+B
sin
2
2

Relations between sides and angles of any plane triangle


In a plane triangle with angles A, B, and C and sides opposite a, b, and c respectively,
a
b
c
=
=
= diameter of circumscribed circle.
sin A
sin B
sin C
a2 = b2 + c2 2bc cos A
a = b cos C + c cos B

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 =

Relations between sides and angles of any spherical triangle


In a spherical triangle with angles A, B, and C and sides opposite a, b, and c respectively,
sin b
sin c
sin a
=
=
sin A
sin B
sin C
cos a = cos b cos c + sin b sin c cos A
cos A = cos B cos C + sin B sin C cos a

10

1
( a + b + c)
2

7. 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!

valid for all x

cosh x =

valid for all 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

For large positive x:


cosh x sinh x

ex
2

tanh x 1

For large negative x:


cosh x sinh x

e x
2

tanh x 1

Relations of the functions


sinh x

= 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 =

sinh (2x) = 2 sinh x cosh x

tanh(2x) =

coth x

1 tanh2 x

= q

1
1 tanh2 x

coth 2 x 1
r
cosh x + 1
cosh ( x/2) =
2

2 tanh x
1 + tanh 2 x

cosh (2x) = cosh 2 x + sinh 2 x = 2 cosh2 x 1 = 1 + 2 sinh 2 x


sinh (3x) = 3 sinh x + 4 sinh 3 x
tanh(3x) =

3 tanh x + tanh3 x

cosh 3x = 4 cosh 3 x 3 cosh x

1 + 3 tanh2 x

11

sinh ( x y) = sinh x cosh y cosh x sinh y


cosh( x y) = cosh x cosh y sinh x sinh y
tanh( x y) =

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+

for < x <


for x a
for x2 < a2
for x2 > a2
for 0 < x a
for x 6= 0

8. 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)

9. Differentiation
(uv)0 = u0 v + uv0 ,

 u 0
v

u0 v uv0
v2

(uv)(n) = u(n) v + nu(n1) v(1) + + n Cr u(nr) v(r) + + uv(n)


 
n!
n
n
=
where Cr
r!(n r)!
r
d
(sin x) = cos x
dx
d
(cos x) = sin x
dx
d
(tan x) = sec2 x
dx
d
(sec x) = sec x tan x
dx
d
(cot x) = cosec2 x
dx
d
(cosec x) = cosec x cot x
dx

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

10. 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

for x2 < a2
for x2 > a2
for n 6= 1

13

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

cosech x dx = ln [tanh( x/2)] + 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

for n 1 and odd

cosec x dx = ln(cosec x cot x) + c


sec x dx

for n 2 and even

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

If the integrand is of the form:


Z
Z

14

dx
p
( ax + b) px + q

dx
q
( ax + b) px2 + qx + r

dx =

substitute:
px + q = u2

ax + b =

1
.
u

2 dt
.
1 + t2

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.

If f (t) is an arbitrary function of t then

(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.

Stirlings formula for large n:


For any p > 1,

For any p, q > 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

etc.

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

d =

.
2

Other
If In =

xn exp( x2 ) dx

then

In =

(n 1)
In 2 ,
2

I0 =

1
2

I1 =

1
.
2

15

11. 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

solutions of which are Bessel functions Jm ( x) of order m.


Series form of Bessel functions of the first kind

(1)k ( x/2)m+2k
k!(m + k)!
k=0

Jm ( x ) =

(integer m).

The same general form holds for non-integer m > 0.

16

d
dx

l

l
x2 1 , Rodrigues formula so

Laplaces equation
2 u = 0

If expressed in two-dimensional polar coordinates (see section 4), a solution is





u(, ) = An + Bn C exp(in) + D exp(in)

where A, B, C, D are constants and n is a real integer.

If expressed in three-dimensional polar coordinates (see section 4) a solution is




 
u(r, , ) = Arl + Br(l +1) Plm C sin m + D cos m
where l and m are integers with l |m| 0; A, B, C, D are constants;
| m |

d
Pl (cos )
Plm (cos ) = sin|m|
d(cos )

is the associated Legendre polynomial.


Pl0 (1) = 1.

If expressed in cylindrical polar coordinates (see section 4), a solution is





u(, , z) = Jm (n) A cos m + B sin m C exp(nz) + D exp(nz)

where m and n are integers; A, B, C, D are constants.

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

Ylm Ylm0 d = ll 0 mm0


0

12. Calculus of Variations


The condition for I =

b
a

EulerLagrange equation.

F ( y, y0, x) dx to have a stationary value is

F
d
=
y
dx


dy
F
0
. This is the
0 , where y =
dx
y

17

13. Functions of Several Variables

implies differentiation with respect to x keeping y, z, . . . constant.


x

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,...

constant need to be stated explicitly.


If is a well-behaved function then

If = f ( x, y),
 

1
=   ,
x
x y
y

y,...

2
2
=
etc.
x y
y x

 
y

x
y

 

= 1.

Taylor series for two variables


If ( x, y) is well-behaved in the vicinity of x = a, y = b then it has a Taylor series

2
2 

1
2
2
+
+ 2uv
( x, y) = ( a + u, b + v) = ( a, b) + u
u
+v
+
+v
x
y
2!
x y
x2
y2

where x = a + u, y = b + v and the differential coefficients are evaluated at x = a,

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
A function = f ( x, y) has a stationary point when

If

2
2
2
=
=
= 0 the character of the turning point is determined by the next higher derivative.
x y
x2
y2

Changing variables: the chain rule


If = f ( x, y, . . .) and the variables x, y, . . . are functions of independent variables u, v, . . . then

x
y
=
+
+
u
x u
y u
x
y

=
+
+
v
x v
y v
etc.

18

Changing variables in surface and volume integrals Jacobians


If an area A in the x, y plane maps into an area A 0 in the u, v plane then


x x


Z
Z
u v


f ( x, y) dx dy =
f (u, v) J du dv where J =

A
A0
y y


u v
( x, y)
The Jacobian J is also written as
. The corresponding formula for volume integrals is
(u, v)


x x x


u v w


Z
Z
y y y

f ( x, y, z) dx dy dz =
f (u, v, w) J du dv dw
where now
J =

V
V0
u v w


z z z


u v w

14. Fourier Series and Transforms


Fourier series
If y( x) is a function defined in the range x then
y( x) c0 +

cm cos mx +

m=1

M0

sm sin mx

m=1

where the coefficients


are
Z
1
y( x) dx
c0 =
2
Z
1
cm =
y( x) cos mx dx

Z
1
sm =
y( x) sin mx dx

(m = 1, . . . , M)
(m = 1, . . . , M 0 )

with convergence to y( x) as M, M 0 for all points where y( x) is continuous.

Fourier series for other ranges


Variable t, range 0 t T, (i.e., a periodic function of time with period T, frequency = 2/ T).
y(t) c0 + cm cos mt + sm sin mt

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 =

19

Fourier series for odd and even functions


If y( x) is an odd (anti-symmetric) function [i.e., y( x) = y( x)] defined in the range x , then only
Z
2
sines are required in the Fourier series and s m =
y( x) sin mx dx. If, in addition, y( x) is symmetric about
0
Z
4 / 2
y( x) sin mx dx (for m odd). If
x = /2, then the coefficients s m are given by sm = 0 (for m even), s m =
0
y( x) is an even (symmetric) function [i.e., y( x) = y( x)] defined in the range x , then only constant
Z
Z
2
1
y( x) dx, cm =
y( x) cos mx dx. If, in
and cosine terms are required in the Fourier series and c 0 =
0
0

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
y( x) cos mx dx (for m odd).
cm =
0
[These results also apply to Fourier series with more general ranges provided appropriate changes are made to the
limits of integration.]

Complex form of Fourier series


If y( x) is a function defined in the range x then
M

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

y(t) eimt dt.

L
0

y( x0 ) ei2mx / L dx0 .
0

Discrete Fourier series


If y( x) is a function defined in the range x which is sampled in the 2N equally spaced points x n =
nx/ N [n = ( N 1) . . . N ], then
y( xn ) = c0 + c1 cos xn + c2 cos 2xn + + c N 1 cos( N 1) xn + c N cos Nxn

+ s1 sin xn + s2 sin 2xn + + s N 1 sin ( N 1) xn + s N sin Nxn

where the coefficients are


1
y( xn )
c0 =
2N
1
cm =
y( xn ) cos mxn
N
1
cN =
y( xn ) cos Nxn
2N
1
sm =
y( xn ) sin mxn
N
1
y( xn ) sin Nxn
sN =
2N
each summation being over the 2N sampling points x n .

20

(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

If is replaced by 2 f , where f is the frequency, this relationship becomes


y(t) =

by( f ) ei2 f t d f ,

by( f ) =

y(t) ei2 f t dt.

If y(t) is symmetric about t = 0 then


Z
Z
1
by() cos t d,
by() = 2
y(t) =
y(t) cos t dt.
0
0
If y(t) is anti-symmetric about t = 0 then
Z
Z
1
by() sin t d,
by() = 2
y(t) sin t dt.
y(t) =
0
0
Specific cases

y(t) = a,
= 0,

|t|
|t| >

y(t) = a(1 |t|/ ),


= 0,

y(t) = exp(t2 /t20 )

y(t) = f (t) ei0 t

(Top Hat),

|t|
|t| >

(Saw-tooth),

(Gaussian),

(modulated function),

y(t) =

m =

by() = 2a

by() =

sin
2a sinc ( )

where

sinc( x) =

sin ( x)
x



2a
2
(
1

cos

)
=
a

sinc
2
2


by() = t0 exp 2 t20 /4
by() = bf ( 0 )

(t m ) (sampling function)

by() =

n =

( 2n/ )

21

Convolution theorem
If z(t) =

x( ) y(t ) d =

x(t ) y( ) d

x(t) y(t) then

Conversely, xcy = b
x by.

bz () = b
x() by().

Parsevals theorem
Z

y (t) y(t) dt =

1
2

by () by() d

Fourier transforms in two dimensions


b (k) =
V

V (r ) eikr d2 r

2rV (r) J0 (kr) dr

if azimuthally symmetric

Fourier transforms in three dimensions


b (k) =
V

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

22

(if b
y is normalised as on page 21)

if spherically symmetric

Examples
V (r )
1
4r
e r
4r
V (r )

2 V (r )

b (k)
V

1
k2
1
2
k + 2
b (k)
ikV
b (k)
k2 V

15. 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

Function y(t) (t > 0)

Transform y(s)

(t)

Delta function

(t)

1
s

Unit step function

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

sy(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 )

Convolution theorem

[Note that if y(t) = 0 for t < 0 then the Fourier transform of y(t) is by() = y(i).]

23

16. 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)

are, in general, better approximations.

Numerical integration of differential equations


If

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

(improved Euler method)

Central difference notation


If y( x) is tabulated at equal intervals of x, where h is the interval, then y n+1/2 = yn+1 yn and
2 yn = yn+1/2 yn1/2

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

Interpolation: Everetts formula


y( x) = y( x0 + h) y0 + y1 +

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.

Numerical evaluation of definite integrals


Trapezoidal rule
The interval of integration is divided into n equal sub-intervals, each of width h; then


Z b
1
1
f ( x) dx h c f ( a) + f ( x1 ) + + f ( x j ) + + f (b)
2
2
a
where h = (b a)/n and x j = a + jh.
Simpsons rule
The interval of integration is divided into an even number (say 2n) of equal sub-intervals, each of width h =
(b a)/2n; then
Z b

h
f ( a) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + + 2 f ( x2n2 ) + 4 f ( x2n1 ) + f (b)
f ( x) dx
3
a
24

Gausss integration formulae


These have the general form
For n = 2 :
For n = 3 :

xi = 05773;

y( x) dx ci y( xi )
1

c i = 1, 1 (exact for any cubic).

xi = 07746, 00, 07746;

c i = 0555, 0888, 0555 (exact for any quintic).

17. Treatment of Random Errors


Sample mean

x=

1
( x1 + x2 + xn )
n

Residual:

d=xx
1
Standard deviation of sample:
s = (d21 + d22 + d2n )1/2
n
1
(d21 + d22 + d2n )1/2
Standard deviation of distribution:
n1

1
m = = q
(d21 + d22 + d2n )1/2
Standard deviation of mean:
n
n ( n 1)

Result of n measurements is quoted as x m .

=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

25

18. 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

= np, 2 = npq, p < 1.

x
e , and 2 =
x!


1
( x )2
f ( x) = exp
2 2
2
f ( x) =

Weighted sums of random variables


If W = aX + bY then E(W ) = aE( X ) + bE(Y ). If X and Y are independent then V (W ) = a 2 V ( X ) + b2 V (Y ).

Statistics of a data sample x 1 , . . . , xn


1
n

Sample mean x =

xi

1
Sample variance s =
n
2

( x i x )

1
x2
n i

x2 = E( x2 ) [E( x)]2

Regression (least squares fitting)


To fit a straight line by least squares to n pairs of points ( x i , yi ), model the observations by y i = + ( xi x) + i ,
where the i are independent samples of a random variable with zero mean and variance 2 .
Sample statistics: s 2x =

1
n

( x i x ) 2 ,

s2xy

s2y =

1
n

( y i y) 2 ,

s2xy =

1
n

(xi x)( yi y).

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:

26

s2xy

sx s y