Rangkuman Statistik Terapan

Rangkuman Statistik Kuantum

Kuliah 2: Probabilitas dan Random Walk

The true logic of this
world is in the calculus
of probabilities.
James Clerk Maxwell

Yang perlu diingat1

Mekanika Statistik: Fisika untuk sistem yang
terdiri dari Jumlah HUGE/besar (~ 1023) partikel:
Padat, cair, gas, Radiasi E&M (foton), .

Tantangan: Mengambarkan karakteristik

Makroskopik sistem dari teori Mikroskopik.
Klasik: mengunakan Newtons Laws butuh
menyelesaikan 1023 Persamaan Differential berkaitan
(coupled) (ABSURD/tidak mungkin!!)
Kuantum: mengunakan Schrdingers Equation
butuh menyelesaikan Persamaan untuk 1023
partikel (ABSURD/tidak mungkin!!)

Cara yang tepat Gunakan

deskripsi/gambaran Statistik untuk sistem
banyak partikel tersebut.
Berbicara tentang Probabilitas/peluang &
Nilai Rata-rata
Perhatian! Sifat- sifat yang detil dari
Partikel-partikel yang terlibat tidak dibahas.

Definisi yang digunakan

Microskopik: ~ Dimensi Atomik ~ a few
Macroskopik: Cukup besar untuk dapat dilihat
in the ordinary sense

Suatu Sistem terisolasi berada dalam

kesetimbangan bila parameter-parameter
Macroscopik nya tidak bergantung waktu.
Tetapi! Meskipun parameter-parameter
Macroscopic tidak bergantung waktu,
parameter-parameter Microscopic bisa
bergantung waktu

Kuliah ke 2 (4): Review Random

Walk dan distribusi binomial

The Random Walk & Distribusi Binomial

Untuk dapat menyelesaikan masalah-masalah dalam
mekanika statistik, beberapa konsep matematika
perlu diketahui:

Probability & Statistics

Yang perlu diingat: Untuk mengambarkan suatu situasi atau
keadaan ketika mengunakan probabilitas dan statistik, Kita harus
menganggap atau mengunakan sebuah assembly dari sejumlah
N yang besar (in principle, N ) dari sistem-sistem yang
dipersiapkan secara samasimilarly prepared systems.

assembly ini disebut dengan

ENSEMBLE (ENSEMBEL)
(Ensemble = the French word for assembly).

Probabilitas atau peluang terjadinya nya suatu

kejadian tertentu didefinisikan berdasarkan ensembel
ini, diberikan oleh fraksi dari sistem dalam ensembel
tersebut yang dikarakterisasikan oleh kejadian
tersebut..
Contoh: dalam melempar sepasang dadu, kita dapat
memberikan gambaran statistik dengan menganggap bahwa
sejumlah besar N pasangan dadu dilemparkan dengan cara atau
keadaan yang sama.. Secara alternatif, kita juga bisa
membayangkan sepasang dadu yang sama dilempar sebanyak N kali
dengan cara atau keadaan yang sama. Peluang mendapatkan kedua
dadu menunjukkan angka 1 diberikan oleh fraksi dari semua
ekperimen ini.

 Catatan: probabilitas ini sangat bergantung pada

sifat-sifat ensembelnya:
Ensembel yang dikenal dalam Mekanika Statistik:
mikrokanonik, kanonik, kanonik besar
Untuk mengerti konsep peluang dalam Mekanika
Statistik, contoh yang paling umum dan selalu
digunakan adalah:

The Random Walk Problem

(Maslah ini masih dibahas sampai sekarang, merupakan
generalisasi dari contoh-contoh yang ditemui dalam Mekanika
Statistik, dikembangkan menjadi problem 2D, 3D)

Random Walk (Jalan Acak) 1 Dimensi

Gambar diatas adalah pengambaran jalan acak dalam bentuk yang ideal
dan sederhana
- Seorang pemabuk mulai dari sebuah tiang lampu pada sebuah jalan.
-Setiap langkah yang dia ambil panjangnya sama yaitu .
- Pemabuknya SO DRUNK, sehingga arah langkah nya acak; arah
langkah pertama, kedua dst tidak saling bergantung ( baik ke kiri atau
ke kanan).
-Peluang melangkah ke kanan diberikan oleh variabel p , ke kiri q = 1
p. Secara umum, q p.

Misalkan sumbu x adalah

sepanjang trotoar, tiang berada
pada x = 0.
posisi pemabuk setelah m
langkah pada sumbu x : x = m
dimana m = a positive or a
negative integer.
Question: Setelah N langkah,
berapa peluang laki-laki tersebut
berada pada posisi tertentu x = m

(m diberikan?

Untuk Menjawabnya: Ensembel dapat berupa sejumlah besar

N pemabuk yang berjalan dari titik awal. Atau seorang
pemabuk yang mengulangi jalannya dari titik awal sebanyak
N kali.
Masalah 1 Dimensi ini bisa diperluas menjadi masalah 2
Dimensi:

Masalah 2 D ini berhubungan

dengan masalah Fisika (vektor):

Berapakan peluang
resultan dari geraknya
mempunyai besar dan
arah tertentu?

Physical Examples to which the Random Walk Problem applies

1. Magnetism
N atoms, each with magnetic moment . Each
has spin . By Quantum Mechanics, each
magnetic moment can point either up or
down. If these are equally likely, what is the
Net magnetic moment of the N atoms?

2. Diffusion of a Molecule of |Gas

A molecule travels in 3 dimensions with a mean
distance between collisions. How far is it likely
to have traveled after N collisions? Answer using
Classical Mechanics.

The Random Walk Problem

The Random Walk Problem illustrates some
fundamental results of Probability Theory.
The techniques used are Powerful & General. They
are used repeatedly throughout

Statistical Mechanics.
So, its very important to spend some time on this
problem & understand it!

Section 1.2: 1 Dimensional Random Walk

Forget the drunk, lets get back to Physics! Think of a particle
moving in 1 dimension in steps of length , with probability p of
stepping to the right & q = 1 p of stepping to the left.

After N steps, the particle is at position:

x = m (- N m N).
Let n1 # of steps to the right (of N), n2 # of steps to the left.

Clearly,

Clearly also, x m = (n1 - n2) or,

Combining (1) & (2) gives

N = n 1 + n2

(1)

m = n 1 - n2

(2)

m = 2n1 N

(3)

Thus, if N is odd, so is m and if N is even, so is m.

A Fundamental Assumption is that

successive steps are statistically independent
Let

p the probability of stepping to the right and

q = 1 p the probability of stepping to the left.

Since each step is statistically independent, the probability of a

given sequence of n1 steps to the right followed by n2 steps to
the left is given by multiplying the respective probabilities for
each step:
ppppp pp
qqqqqqqqqq qq pn1qn2
n1 factors n2 factors

But, also, clearly, there are MANY different possible

ways of taking N steps so n1 are to right & n2 are to left!

 The # of distinct possibilities is the SAME as counting the # of

distinct ways we can place N objects, n1 of one type & n2 of
another in N = n1 + n2 places:

1st place: Can be occupied any one of N ways

2nd place: Can be occupied any one of N - 1 ways
3rd place: Can be occupied any one of N - 2 ways

(N 1)th place: Can be occupied only 2 ways

Nth place: Can be occupied only 1 way

All available places can be occupied in:

N(N-1)(N-2)(N-3)(N-4)(3)(2)(1) N! Ways
N! N-Factorial

 Note However! This analysis doesnt take into account the

fact that there are only 2 distinguishable kinds of objects: n1
of the 1st type & n2 of the 2nd type. All n1! possible
permutations of the 1st type of object lead to exactly the same
N! possible arrangements of the objects. Similarly, all n2!
possible permutations of the 2nd type of object also lead to
exactly the same N! arrangements.

So, we need to divide the result by n1!n2!

So, the # of distinct ways in which N objects can be arranged
with n1 of the 1st type & n2 of the 2nd type is

N!/(n1!n2!)
This is the same as the # of distinct ways of taking N steps, with
n1 to the right & n2 to the left.

Kesimpulan:
Probabilitas WN(n1) mengambil N langkah, dengan n1 kekanan
dan n2 = N - n1 kekiri adalah WN(n1) = [N!/(n1!n2!)]pn1qn2
atau

WN(n1) = [N!/{n1!(N n1)!]}pn1(1-p)n2

selalu, ini dapat ditulis sebagai

ingat
q = 1- p

WN(n1) = N pn1qn2
n1
Probabilitas ini disebut dengan

Distribusi Binomial
Ini karena Ekpansi Binomial mempunyai bentuk

(p + q)N =

[N!/[n!(Nn1)!]pn1qn2

(n1 = 0N)

 Probability PN(m) dari x = m setelah N langkah. Ini sama

dengan WN(n1) jika notasinya diganti:
PN(m) = WN(n1). Tetapi m = 2n1 N, n1 = ()(N + m) &
n2 = N - n1 = ()(N - m). sehingga PN(m) pada
x = m setelah N langkah adalah:
PN(m) = {N!/([0.5(N + m)]![0.5(N m)!]}p0.5(N+m)(1-p)0.5(N-m)
Pada kasus biasa p = q = , ini:

PN(m) = {N!/([0.5(N + m)]![0.5(N m)!]}() N

Ini merupakan bentuk yang umum untuk

Distribusi Binomial
yang merupakan distribusi probabilitas yang paling dasar
(diskrit).

 Sebagai contoh sederhana,

Misalkan
p = q = , N = 3 langkah:
P3(m) = {3!/[0.5(3+m)!][0.5(3-m)!]()

So
P3(3) = P3(-3) = (3!/[3!0!]() =
P3(1) = P3(-1) = (3!/[2!1!]() =

Deretan langkah yang

mungkin
3

n1 n2
3
2
1
0

0
1
2
3

m = n1 n2
3
1
-1
-3

 Contoh yang lain adalah jika: p = q = , N = 20.

P20(m) = {20!/[0.5(20 + m)!][0.5(20 - m)!]()3

Jika dibuat grafik, bentuknya Catatan:The envelope of the histogram
is a bell-shaped curve. The significance
seperti dibawah ini
of this is that, after N random steps,
the probability of a particle being a
distance of N steps away from the start
is very small & the probability of it
being at or near the origin is relatively
large:

P20(20) = [20!/(20!0!)]()20

P20(20) 9.5 10-7

P20(0) = [20!/(10!)2]()20

P20(0) 1.8 10-1

Sect. 1.3: General Discussion of Mean Values

 Distribusi Binomial hanyalah salah satu contoh dari

distribusi probabilitas. Now, well begin a discussion of a

General Distribution.
Most of the following results are valid for ANY probability distribution,

Let u = a variable which can take on any of M discrete values:

u1,u2,u3,,uM-1,uM
with probabilities P(u1),P(u2),P(u3),..,P(uM-1),P(uM)
The Mean (average) value of u is defined as:

<u> (S2/S1)

where

S1 P(u1) + P(u2) + P(u3) +..+ P(uM-1) + P(uM) iP(ui)

S2 u1P(u1) + u2P(u2) + u3P(u3) +..+ uM-1P(uM-1) + uM-1P(uM) iuiP(ui)
For a properly normalized distribution, S1 = iP(ui) = 1. We assume this from now on.

 Sometimes, is called the 1st moment of P(u).

If O(u) is any function of u, the mean value of O(u) is:

<O> iO(ui)P(ui)
Some simple mean values that are useful for describing the
probability distribution P(u):

1. The mean value,

This is a

measure of the central value of u about which the various

values of ui are distributed.

Consider the quantity u u - (deviation from the mean). Its mean is:

<u> = <u - > = = 0

The mean value of the deviation from the

mean is always zero!

 Now, lets look at (u)2 = (u - <u>)2 (square of the deviation from the mean).
Its mean value is:

<(u)2> = <(u - <u>)2> = <u2 -2u ()2>

= <u2> - 2<u><u> (<u>)2

= <u2> - (<u>)2

This is called the Mean Square Deviation (from the mean). It

is also called several different (equivalent!) other names:

the Dispersion or the Variance

or the 2nd Moment of P(u) about the mean.
<(u)2> is a measure of

the spread of the u values about the mean .

NOTE that <(u)2> = 0 if & only if ui = for all i.
It can easily be shown that,

<(u)2> 0, or <u2> (<u>)2

 We could also define the nth moment of P(u) about the mean:

<(u)n> <(u - <u>)n>

This is rarely used beyond n = 2. Almost never beyond n = 3 or 4.

NOTE: A knowledge of the probability distribution function

P(u) gives complete information about the distribution of the
values of u. But, a knowledge of only a few moments, like
knowing just & <(u)2> implies only partial, though useful
knowledge of the distribution. A knowledge of only some

moments is not enough to uniquely determine P(u).

Math Theorem
In order to uniquely determine a distribution P(u), we need to
know ALL moments of it. That is we need all moments for

n = 0,1,2,3. .

Section 1.4: Calculation of Mean Values for the

Random Walk Problem
Also well discuss a few math tricks for doing discrete sums!

Weve found:
The probability in N steps of making n1 to the right & n2 = N - n1 to
the left is the Binomial Distribution:

WN(n1) = [N!/(n1!n2!)]pn1qn2
p = the probability of a step to the right, q = 1 p = the probability of a step to the left.

First, lets verify normalization:

(n1 = 0N) WN(n1) = 1?

Recall the binomial expansion:

(p + q)N = (n1 = 0N) [N!/(n1!n2!)]pn1qn2 = (n1 = 0N) WN(n1)

But, (p + q) = 1, so (p + q)N = 1

&

(n1 = 0N) WN(n1) = 1.

 Question 1: What is the mean number of steps to the right?

<n1> (n1 = 0N) n1WN(n1) = (n1 = 0N) n1[N!/(n1!(N-n1)!]pn1qN-n1

(1)

We can do this sum by looking it up in a table OR we can use a trick as

follows. The following is a general procedure which usually works, even if it
doesnt always have mathematical rigor.

Temporarily, lets treat p & q as arbitrary, continuous variables,

ignoring the fact that p + q =1.

NOTE that, if p is a continuous variable, then we clearly have:

n1pn1 p[(pn1)/p]
Now, use this in (1) (interchanging the sum & the derivative):
<n1> = (n1 = 0N) [N!/(n1!(N-n1)!]n1pn1qn2 = (n1 = 0N)[N!/(n1!(N-n1)!]p[(pn1)/p]qn2

= p[/p](n1 = 0N) [N!/(n1!(N-n1)!]pn1qN-n1 = p[/p](p + q)N = pN(p + q)N-1

But, for our special case (p + q) = 1, (p + q)N-1 = 1, so

<n1> = Np

 Summary: The mean number of steps to the right is:

<n1> = Np
We might have guessed this! Similarly, we can also easily show that

The mean number of steps to the left is:

<n2> = Nq
Of course, <n1> + <n2> = N(p + q) = N as it should!

Question 2:
What is the mean displacement, <x> = <m>?
Clearly, m = n1 n2, so <m> = <n1> - <n2> = N( p q)
So, if p = q = , <m> = 0 so, <x> = <m> = = 0

 Question 3: What is the dispersion (or variance)

<(n1)2> = <(n1 - <n1>)2>

in the number of steps to the right?
That is, what is the spread in n1 values about <n1>?
Our general discussion has shown that:

<(n1)2> = <(n1)2> - (<n1>)2

Also weve just seen that

<n1> = Np

So, we first need to calculate the quantity <(n1)2>

<(n1)2> = (n1 = 0N) (n1)2 WN(n1) = (n1 = 0N)(n1)2[N!/(n1!(N-n1)!]pn1qN-n1

Use a similar trick as we did before & note that:

(n1)2pn1 [p(/p)]2pn1

(2)

 After algebra (in the book) & using p + q = 1, we find:

<(n1)2> = (Np)2 + Npq = (<n1>)2 + Npq

So, finally, using <(n1)2> = <(n1)2> - (<n1>)2

<(n1)2> = Npq
This is the dispersion or variance of the binomial distribution.
The root mean square (rms) deviation from the mean is defined as:

(*n1) [<(n1)2>] (in general). For the binomial distribution this is

(*n1) = [Npq] The distribution width
Again note that: <n1> = Np. So, the relative width of the distribution is:

(*n1)/<n1> = [Npq](Np) = (q)(pN)

If p = q, this is:

(*n1)/<n1> = 1(N) = (N)-

As N increases, the mean value increases N but the

relative width decreases (N)-

 Question 4: What is the dispersion

<(m)2> = <(m - <m>)2> in the net displacement?
x = m. What is the spread in m values about <m>)?
We had, m = n1 n2 = 2n1 N. So, <m> = 2<n1> N.
m = m - <m> = (2n1 N) (2<n1> - N) = 2(n1 <n1>) = 2(n1)

(m)2 = 4(n1)2.

So, <(m)2> = 4<(n1)2>

Using <(n1)2> = Npq, this becomes:

<(m)2> = 4Npq
If p = q = , <(m)2> = N

Summary: 1 Dimensional Random Walk Problem

Probability Distribution is Binomial: WN(n1) = [N!/(n1!n2!)]pn1qn2
Mean number of steps to the right: <n1> = Np
Dispersion in n1:

<(n1)2> = Npq

Relative width:
(*n1)/<n1> = (q)(pN)
for N increasing, the
mean value increases N,
the relative width
decreases (N)-

Some General Comments about the Binomial Distribution

The Binomial Distribution applies to cases where there

are only two possible outcomes: head or tail, success or
failure, defective item or good item, etc.

Requirements justifying the use of

the Binomial Distribution
1. The experiment must consist of n identical trials.
2. Each trial must result in only one of two possible
outcomes.
3. The outcomes of the trials must be statistically
independent.
4. All trials must have the same probability for a
particular outcome.

Common Notation for the Binomial Distribution

r items of one type and (n r) of a second type

can be arranged in nCr ways. Here:

n!

n Cr
r! (n r)!

Cr is called the binomial coefficient

In
this notation, the probability distribution can be written:

Wn(r) = nCr pr(1-p)n-r

probability of finding r items of one type & n r items of the
other type. p = probability of a given item being of one type

Binomial Distribution Example

Problem: A sample of n = 11 electric bulbs is drawn
every day from those manufactured at a plant. The
probabilities of getting defective bulbs are random and
independent of previous results. The probability that a
bulb is defective is p = 0.04.
1. What is the probability of finding exactly three
defective bulbs in a sample?
(Probability that r = 3?)
2. What is the probability of finding three or more
defective bulbs in a sample?
(Probability that r 3?)

Binomial Distribution, n = 11
No. of defective
bulbs, r
0

Probability
r
n-r
C
p
(1-p)
11 r
0
11
C
(0.04)
(0.96)
11 0

= 0.6382

1
10
C
(0.04)
(0.96)
11 1

= 0.2925

11

C2 (0.04)2(0.96)9

= 0.0609

3
8
C
(0.04)
(0.96)
11 3

= 0.0076

Question 1: Probability of finding exactly three

defective bulbs in a sample?

P(r = 3 defective bulbs) = W11(r = 3) = 0.0076

Question 2: Probability of finding three or more
defective bulbs in a sample?

P(r 3 defective bulbs ) =

1- W11(r = 0) W11(r = 1) W11(r = 2) =
1 0.6382 - 0.2925 0.0609 = 0.0084

Binomial Distribution, Same Problem, Larger r

No. of defective
bulbs

Probability
r
n-r
C
p
(1-p)
11 r

11

C0(0.04)0(0.96)11

= 0.638239

11

2
9
C
(0.04)
(0.96)
11 2

= 0.060943

11

C3 (0.04)3(0.96)8

= 0.007618

11

C4 (0.04)4(0.96)7

= 0.000635

11

C5 (0.04)5(0.96)6

= 0.000037

C1 (0.04)1(0.96)10 = 0.292526

Binomial Distribution
Probability Distribution of Defective Items
Binomial Distribution, n = 11, p = 0.04
0.70
Pr(Defective Items)

0.60
0.50
0.40
0.30
0.20
0.10
0.00

Defective Items

10

11

Binomial Distribution
Probability Distribution of Good Items
Binomial Distribution, n = 11, q = 0.96
0.70
Pr(Good Items)

0.60
0.50
0.40
0.30
0.20
0.10
0.00

Good Items

10

11

Binomial distribution with n=10, p=0.5

prob
.2461

10

Distribusi Poison (PR)

Ringkas dan beri 1 contoh (tidak boleh sama)

Wandering Photon
Animation found on the Internet!

The Wandering Photon

Photon

Walks straight for a random length

Stops with probability
Turns in a random direction with probability (1-)

One Dimension

After a random length x with probability stop

with probability (1- )/2continue in each direction

P(photon absorbed at x)?

e x
q( x)
2

pdf of the length of the first step

is the average step length is the absorption probability

P(photon absorbed at x) = f (|x|, ,h)

e
2

e x
q( x)
2

pdf of the length of the first step

is the average step length is the absorption probability

The sleepy drunk

in higher dimensions

After a random length, with probability stop with

probability (1- ) pick a random direction

The sleepy drunk

in higher dimensions

r
P(absorbed at r) = f (r, )