Thermodynamics and Statistical

Mechanics

Probabilities

Thermo & Stat Mech - Sprin 1

 Pair of Dice

For one die, the probability of any face coming

up is the same, 1/6. Therefore, it is equally
probable that any number from one to six will
come up.

For two dice, what is the probability that the

total will come up 2, 3, 4, etc up to 12?

Thermo & Stat Mech - Spring 2006 Cl 2

 Probability

To calculate the probability of a particular

outcome, count the number of all possible
results. Then count the number that give the
desired outcome. The probability of the desired
outcome is equal to the number that gives the
desired outcome divided by the total number of
outcomes. Hence, 1/6 for one die.

Thermo & Stat Mech - Spring 2006 Cl 3

 Pair of Dice

List all possible outcomes (36) for a pair of dice.

Total Combinations How Many
2 1+1 1
3 1+2, 2+1 2
4 1+3, 3+1, 2+2 3
5 1+4, 4+1, 2+3, 3+2 4
6 1+5, 5+1, 2+4, 4+2, 3+3 5

Thermo & Stat Mech - Spring 2006 Cl 4

 Pair of Dice

Total Combinations How Many

7 1+6, 6+1, 2+5, 5+2, 3+4, 4+3 6
8 2+6, 6+2, 3+5, 5+3, 4+4 5
9 3+6, 6+3, 4+5, 5+4 4
10 4+6, 6+4, 5+5 3
11 5+6, 6+5 2
12 6+6 1
Sum = 36

Thermo & Stat Mech - Spring 2006 Cl 5

 Probabilities for Two Dice

Total 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
Prob.
36 36 36 36 36 36 36 36 36 36 36
% 2.8 5.6 8.3 11 14 17 14 11 8.3 5.6 2.8

Thermo & Stat Mech - Spring 2006 Cl 6

 Probabilities for Two Dice

Dice

0.2

0.15
Probability

0.1

0.05

0
2 3 4 5 6 7 8 9 10 11 12
Num ber

Thermo & Stat Mech - Spring 2006 Cl 7

 Microstates and Macrostates

Each possible outcome is called a “microstate”.

The combination of all microstates that give
the same number of spots is called a
“macrostate”.
The macrostate that contains the most
microstates is the most probable to occur.

Thermo & Stat Mech - Spring 2006 Cl 8

 Combining Probabilities

If a given outcome can be reached in two (or

more) mutually exclusive ways whose
probabilities are pA and pB, then the probability
of that outcome is: pA + pB.

This is the probability of having either A or B.

Thermo & Stat Mech - Spring 2006 Cl 9

 Combining Probabilities

If a given outcome represents the combination

of two independent events, whose individual
probabilities are pA and pB, then the probability
of that outcome is: pA × pB.

This is the probability of having both A and B.

Thermo & Stat Mech - Spring 2006 Cl 10

 Example

Paint two faces of a die red. When the die is

thrown, what is the probability of a red face
coming up?

1 1 1
p  
6 6 3

Thermo & Stat Mech - Spring 2006 Cl 11

 Another Example

Throw two normal dice. What is the

probability of two sixes coming up?

1 1 1
p ( 2)   
6 6 36

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 Complications

p is the probability of success. (1/6 for one die)

q is the probability of failure. (5/6 for one die)

p + q = 1, or q=1–p

When two dice are thrown, what is the

probability of getting only one six?

Thermo & Stat Mech - Spring 2006 Cl 13

 Complications

Probability of the six on the first die and not

the second is: 1 5 5
pq   
6 6 36
Probability of the six on the second die and not
the first is the same, so:
10 5
p (1)  2 pq  
36 18

Thermo & Stat Mech - Spring 2006 Cl 14

 Simplification

Probability of no sixes coming up is:

5 5 25
p (0)  qq   
6 6 36
The sum of all three probabilities is:
p(2) + p(1) + p(0) = 1

Thermo & Stat Mech - Spring 2006 Cl 15

 Simplification

p(2) + p(1) + p(0) = 1

p² + 2pq + q² =1
(p + q)² = 1

The exponent is the number of dice (or tries).

Is this general?

Thermo & Stat Mech - Spring 2006 Cl 16

 Three Dice

(p + q)³ = 1
p³ + 3p²q + 3pq² + q³ = 1
p(3) + p(2) + p(1) + p(0) = 1

It works! It must be general!

(p + q)N = 1

Thermo & Stat Mech - Spring 2006 Cl 17

 Binomial Distribution

Probability of n successes in N attempts

(p + q)N = 1

N! n N n
P (n)  p q
n!( N  n)!

where, q = 1 – p.

Thermo & Stat Mech - Spring 2006 Cl 18

 Thermodynamic Probability

The term with all the factorials in the previous

equation is the number of microstates that will
lead to the particular macrostate. It is called the
“thermodynamic probability”, wn.
N!
wn 
n!( N  n)!

Thermo & Stat Mech - Spring 2006 Cl 19

 Microstates

The total number of microstates is:

  w
wn
True probability P (n) 

For a very large number of particles
  wmax

Thermo & Stat Mech - Spring 2006 Cl 20

Mean of Binomial Distribution

n   P ( n) n
n

where
N!
P ( n)  p n q N n
n!( N  n)!

Notice : p P (n)  P (n)n
p

Thermo & Stat Mech - Spring 2006 Cl 21

Mean of Binomial Distribution


n   P ( n) n   p P ( n)
n n p
 
n  p  P ( n)  p ( p  q ) N

p n p
N 1 N 1
n  pN ( p  q )  pN (1)
n  pN

Thermo & Stat Mech - Spring 2006 Cl 22

 Standard Deviation ()

  n  n 2

   n  n    P ( n ) n  n 
2 2 2

 n  n 2 2
 n  2n n  n  n  2n n  n
2 2 2

2
 n n
2 2

Thermo & Stat Mech - Spring 2006 Cl 23

 Standard Deviation
2
 
n   P ( n) n   p   P ( n)
2 2

n  p  n
       N 1
n   p  p ( p  q )   p  pN ( p  q )
2 N

 p  p   p 
n  p N ( p  q )
2 N 1
 pN ( N  1)( p  q ) N 2

n  pN 1  pN  p   pN  q  pN 
2

Thermo & Stat Mech - Spring 2006 Cl 24

 Standard Deviation

2
 n n
2 2

  pN  q  pN   ( pN )
2 2

  Npq  ( pN )  ( pN )  Npq
2 2 2

  Npq

Thermo & Stat Mech - Spring 2006 Cl 25

For a Binomial Distribution

n  pN

  Npq

 q

n Np

Thermo & Stat Mech - Spring 2006 Cl 26

 Coins

Toss 6 coins. Probability of n heads:

n 6 n
N! n N n 6! 1 1
P ( n)  p q     
n!( N  n)! n!(6  n)!  2   2 
6
6! 1
P ( n)   
n!(6  n)!  2 

Thermo & Stat Mech - Spring 2006 Cl 27

 For Six Coins
Binomial Distribution

0.35

0.3

0.25
Probabilty

0.2

0.15

0.1

0.05

0
0 1 2 3 4 5 6
Successes

Thermo & Stat Mech - Spring 2006 Cl 28

 For 100 Coins
Binomial Distribution

0.09
0.08
0.07
0.06
Probabilty

0.05
0.04
0.03
0.02
0.01
0
18

24

30
36

42

48

54

66

72

78
84

90

96
12

60
0

Successes

Thermo & Stat Mech - Spring 2006 Cl 29

 For 1000 Coins
Binomial Distribution

0.03

0.025

0.02
Probabilty

0.015

0.01

0.005

0
0
60

480
120
180
240
300
360
420

540
600
660

720
780
840
900
960
Successes

Thermo & Stat Mech - Spring 2006 Cl 30

 Multiple Outcomes

N! N!
w 
N1! N 2 ! N 3!     N i !
N
i
i N

Thermo & Stat Mech - Spring 2006 Cl 31

 Stirling’s Approximation
For large N : ln N ! N ln N  N
 N! 
ln w  ln   ln N ! ln  N i !  ln N ! ln N i !
  Ni! i

 
ln w  N ln N  N    ( N i ln N i )   N i 
 i i 
ln w  N ln N   ( N i ln N i )
i

Thermo & Stat Mech - Spring 2006 Cl 32

 Number Expected

Toss 6 coins N times. Probability of n heads:

n 6 n
N! n N n 6! 1 1
P ( n)  p q     
n!( N  n)! n!(6  n)!  2   2 
6
6! 1
P ( n)   
n!(6  n)!  2 
Number of times n heads is expected is:
n = N P(n)

Thermo & Stat Mech - Spring 2006 Cl 33