text stringlengths 0 6.73k |
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from 15. We see that the “width” of the curve in Eig. 6-2, measured from the |
center, is just about 3 units, in agreement with this result. |
W© are now in a position to consider a question we have avoided until now. |
How shall we tell whether a coin is “honest” or “loaded”? We can give now at |
least a partial answer. EFor an honest coin, we expect the fraction of the times |
heads appears to be 0.5, that is, |
———— = 035. 6.13 |
_ (6.13) |
W© aÏso expect an actual Ấy to deviate from Ñ/2 by about v N/2, or the ƒfraction |
to deviate by |
1LvN 1 |
N 2 2vN. |
The larger is, the closer we ezpect the fractlon Wg/N to be to one-half. |
In Eig. 6-6 we have plotted the fraction Vy/N for the coïin tosses reported ear- |
lier in this chapter. We see the tendency for the fraction of heads to approach 0.5 |
for large W. Unfortunately, for any given run or combination of runs there is no |
guarantee that the observed deviation will be even øcør the ezpected deviation. |
'There is always the finite chance that a large fuctuation—a long string of heads |
or tails—will give an arbitrarily large deviation. All we can say is that jƒ the |
deviation is near the expected 1/2VWN (say within a factor of 2 or 3), we have |
no reason to suspect the honesty of the coin. lÝ it is much larger, we may be |
suspicious, but cannot prove, that the coïn is loaded (or that the 6osser is cleverl). |
--- Trang 130 --- |
1.0 |
FRACTION |
HEADS Ö~? |
0.5 < |
0 1 2 4 8 16 32 64 128 256 512 1024 2048 4096 |
N (COIN TOSSES) |
Fig. 6-6. The fraction of the tosses that gave heads in a particular |
sequence of Ñ tosses of a penny. |
W©e have also not considered how we should treat the case of a “coin” or |
sơme similar “chancy” object (say a stone that always lands in either of two |
positions) that we have good reason to believe should have a diferent probability |
for heads and tails. We have deined P(H) = (Nn)/N. How shall we know what |
to ezpec£ for N„? In some cases, the best we can do is to observe the number |
of heads obtained in large numbers of tosses. For want of anything better, we |
must set (N;;) = Nư(observed). (How could we expect anything else?) We must |
understand, however, that in such a case a diferent experiment, or a diferent |
observer, might conclude that P(H) was diferent. We would ezpect, however, |
that the various answers should agree within the deviation 1/2VN [if P(H) is |
near one-half]. An experimental physicist usually says that an “experimentally |
determined” probability has an “error,” and writes |
P(H) N + 2VN (6.14) |
'There is an implication in such an expression that there 7s a “true” or “correc$” |
probability which couwld be computed If we knew enouph, and that the observation |
may be in “error” due to a Ñuctuation. 'There is, however, no way to make such |
thinking logically consistent. It is probably better to realize that the probability |
concept is in a sense subjective, that it is always based on uncertain knowledge, |
and that its quantitative evaluation is subject to change as we obtain more |
Information. |
--- Trang 131 --- |
6-4 A probability distribution |
Let us return now to the random walk and consider a modification of it. |
Suppose that in addition to a random choïce of the đecføn (+ or —) of each |
step, the /ength of each step also varied in some unpredictable way, the only |
condition being that on the auerage the step length was one unit. 'Phis case is |
more representative of something like the thermal motion of a molecule in a gas. |
Tí we call the length of a step Š, then Š may have any value at all, but most often |
will be “near” 1. To be specifc, we shall let (S2) = 1 or, equivalently, Sz„;„ = 1. |
Our derivation for (D?) would proceed as before except that Eq. (6.8) would be |
changed now to read |
(DẬ) = (DẶ +) + (52) = (DẶ_ ¡) +1. (6.15) |
W© have, as before, that |
(DV})=N. (6.16) |
'What would we expect now for the distribution of distances D? What is, for |
example, the probability that J2 = 0 after 30 steps? The answer is zerol 'Phe |
probability is zero that D will be amw particular value, since there is no chance at |
all that the sum of the backward steps (of varying lengths) would exactly equal |
the sum oŸ forward steps. We cannot plot a graph like that of Eig. 6-2. |
W© can, however, obtain a representation similar to that of Fig. 6-2, if we ask, |
not what is the probability of obtaining D exactly equal to 0, 1, or 2, but instead |
what is the probability of obtaining D near 0, 1, or 2. Let us define P(z, Az) |
as the probability that D will lie in the interval Az located at z (say from ø |
to z-+ Az). We expect that for small Az+ the chance of DĐ landing in the interval |
is proportional to Az, the width of the interval. So we can write |
Pí(œ, Az) = p(œ) Az. (6.17) |
The function ø(x) is called the przobabilitụ densitg. |
The form oŸ p(+) will depend on , the number of steps taken, and also on the |
distribution of individual step lengths. We cannot demonstrate the proofs here, |
but for large W, p(#) is the sarme for all reasonable distributions in individual |
step lengths, and depends only on ÑW. W© plot (+) for three values oŸ Ý in |
Fig. 6-7. You will notice that the “halfwidths” (typical spread from # = 0) of |
these curves is v(, as we have shown it should be. |
--- Trang 132 --- |
PROBABILITY DENSITY |
N = 10,000 STEPS |
40,000 STEPS |
160,000 STEPS |
—700 —600 —500—400—300—200-100 0 100 200 300 400 500 600. 700 |
D = DISTANCE FROM START |
Fig. 6-7. The probability density for ending up at the distance 2 from |
the starting place in a random walk of N steps. (D is measured in units |
of the rms step length.) |
You may notice also that the value oŸ ø0() near zero is inversely proportional |
to VN. This comes about because the curves are all of a similar shape and theïr |
areas under the curves must all be equal. Since ø(#) Az is the probability of |
fñnding Din Az when Az is small, we can determine the chance of finding D |
sơmcuhere inside an arbitrary interval from # to #a, by cutting the interval in |
a number of small increments Az and evaluating the sum of the terms ø() Az |
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