From: Andrew Lorimer Date: Mon, 9 Sep 2019 11:58:37 +0000 (+1000) Subject: [methods] clean up X-Git-Tag: yr12~35 X-Git-Url: https://git.lorimer.id.au/notes.git/diff_plain/25e76956cff9c6a5aee17fba3a00c1e8fd4fc330 [methods] clean up --- diff --git a/methods/calculus.pdf b/methods/calculus.pdf new file mode 100644 index 0000000..d48665f Binary files /dev/null and b/methods/calculus.pdf differ diff --git a/methods/calculus.tex b/methods/calculus.tex index 6f57dc0..1896189 100644 --- a/methods/calculus.tex +++ b/methods/calculus.tex @@ -1,3 +1,7 @@ +\documentclass[methods-collated.tex]{subfiles} + +\begin{document} + \section{Calculus} \subsection*{Average rate of change} @@ -19,16 +23,12 @@ \subsection*{Limit theorems} \begin{enumerate} -\def\labelenumi{\arabic{enumi}.} -\tightlist -\item - For constant function \(f(x)=k\), \(\lim_{x \rightarrow a} f(x) = k\) -\item - \(\lim_{x \rightarrow a} (f(x) \pm g(x)) = F \pm G\) -\item - \(\lim_{x \rightarrow a} (f(x) \times g(x)) = F \times G\) -\item - \({\lim_{x \rightarrow a} {f(x) \over g(x)}} = {F \over G}, G \ne 0\) + \def\labelenumi{\arabic{enumi}.} + \tightlist + \item For constant function \(f(x)=k\), \(\lim_{x \rightarrow a} f(x) = k\) + \item \(\lim_{x \rightarrow a} (f(x) \pm g(x)) = F \pm G\) + \item \(\lim_{x \rightarrow a} (f(x) \times g(x)) = F \times G\) + \item \({\lim_{x \rightarrow a} {f(x) \over g(x)}} = {F \over G}, G \ne 0\) \end{enumerate} A function is continuous if \(L^-=L^+=f(x)\) for all values of \(x\). @@ -39,13 +39,10 @@ A function is continuous if \(L^-=L^+=f(x)\) for all values of \(x\). Not differentiable at: \begin{itemize} -\tightlist -\item - discontinuous points -\item - sharp point/cusp -\item - vertical tangents (\(\infty\) gradient) + \tightlist + \item discontinuous points + \item sharp point/cusp + \item vertical tangents (\(\infty\) gradient) \end{itemize} \subsection*{Tangents \& gradients} @@ -64,25 +61,20 @@ Not differentiable at: For \(x_2\) and \(x_1\) where \(x_2 > x_1\): \begin{itemize} -\tightlist -\item - \textbf{strictly increasing}\\ where \(f(x_2) > f(x_1)\) or \(f^\prime(x)>0\) -\item - \textbf{strictly decreasing}\\ where \(f(x_2) < f(x_1)\) or \(f^\prime(x)<0\) -\item - Endpoints are included, even where gradient \(=0\) + \tightlist + \item \textbf{strictly increasing}\\ where \(f(x_2) > f(x_1)\) or \(f^\prime(x)>0\) + \item \textbf{strictly decreasing}\\ where \(f(x_2) < f(x_1)\) or \(f^\prime(x)<0\) + \item Endpoints are included, even where gradient \(=0\) \end{itemize} -\columnbreak - -\subsubsection*{Solving on CAS} - -\colorbox{cas}{\textbf{In main}}: type function. Interactive -\(\rightarrow\) Calculation \(\rightarrow\) Line \(\rightarrow\) (Normal -\textbar{} Tan line)\\ -\colorbox{cas}{\textbf{In graph}}: define function. Analysis -\(\rightarrow\) Sketch \(\rightarrow\) (Normal \textbar{} Tan line). -Type \(x\) value to solve for a point. Return to show equation for line. +\begin{cas} + \colorbox{cas}{\textbf{In main}}: type function. Interactive + \(\rightarrow\) Calculation \(\rightarrow\) Line \(\rightarrow\) (Normal + \textbar{} Tan line)\\ + \colorbox{cas}{\textbf{In graph}}: define function. Analysis + \(\rightarrow\) Sketch \(\rightarrow\) (Normal \textbar{} Tan line). + Type \(x\) value to solve for a point. Return to show equation for line. +\end{cas} \subsection*{Stationary points} @@ -91,81 +83,81 @@ Type \(x\) value to solve for a point. Return to show equation for line. \textbf{Point of inflection:} && f^{\prime\prime} &= 0 \end{align*} - \begin{tikzpicture} - \begin{axis}[xmin=-21, xmax=21, ymax=1400, ymin=-1000, ticks=none, axis lines=middle] - \addplot[color=red, smooth, thick] gnuplot [domain=-15:15,unbounded coords=jump,samples=500] {x^3-3*x^2-144*x+432} node [black, pos=1, right] {\(f(x)\)}; - \addplot[color=darkgray, dashed, smooth, thick] gnuplot [domain=-15:15,unbounded coords=jump,samples=500] {3*x^2-6*x-144} node [black, pos=1, right] {\(f^\prime(x)\)}; - \addplot[mark=*, blue] coordinates {(1,286)} node[above right, align=left, font=\footnotesize]{inflection \\ (falling)} ; - \addplot[mark=*, orange] coordinates {(-6,972)} node[above left, align=right, font=\footnotesize]{stationary \\ (local max)} ; - \addplot[mark=*, orange] coordinates {(8,-400)} node[below, align=left, font=\footnotesize]{stationary \\ (local min)} ; - \end{axis} - \end{tikzpicture}\\ - \begin{tikzpicture} - \begin{axis}[enlargelimits=true, xmax=3.5, ticks=none, axis lines=middle] - \addplot[color=blue, smooth, thick] gnuplot [domain=0.74:3,unbounded coords=jump,samples=500] {(x-2)^3+2} node [black, pos=0.9, left] {\(f(x)\)}; - \addplot[color=darkgray, dashed, smooth, thick] gnuplot [domain=1:3,unbounded coords=jump,samples=500] {3*(x-2)^2} node [black, pos=0.9, right] {\(f^\prime(x)\)}; - \addplot[mark=*, purple] coordinates {(2,2)} node[below right, align=left, font=\footnotesize]{stationary \\ inflection} ; - \end{axis} - \end{tikzpicture}\\ -\pagebreak +\begin{tikzpicture} + \begin{axis}[xmin=-21, xmax=21, ymax=1400, ymin=-1000, ticks=none, axis lines=middle] + \addplot[color=red, smooth, thick] gnuplot [domain=-15:15,unbounded coords=jump,samples=500] {x^3-3*x^2-144*x+432} node [black, pos=1, right] {\(f(x)\)}; + \addplot[color=darkgray, dashed, smooth, thick] gnuplot [domain=-15:15,unbounded coords=jump,samples=500] {3*x^2-6*x-144} node [black, pos=1, right] {\(f^\prime(x)\)}; + \addplot[mark=*, blue] coordinates {(1,286)} node[above right, align=left, font=\footnotesize]{inflection \\ (falling)} ; + \addplot[mark=*, orange] coordinates {(-6,972)} node[above left, align=right, font=\footnotesize]{stationary \\ (local max)} ; + \addplot[mark=*, orange] coordinates {(8,-400)} node[below, align=left, font=\footnotesize]{stationary \\ (local min)} ; + \end{axis} +\end{tikzpicture}\\ +\begin{tikzpicture} + \begin{axis}[enlargelimits=true, xmax=3.5, ticks=none, axis lines=middle] + \addplot[color=blue, smooth, thick] gnuplot [domain=0.74:3,unbounded coords=jump,samples=500] {(x-2)^3+2} node [black, pos=0.9, left] {\(f(x)\)}; + \addplot[color=darkgray, dashed, smooth, thick] gnuplot [domain=1:3,unbounded coords=jump,samples=500] {3*(x-2)^2} node [black, pos=0.9, right] {\(f^\prime(x)\)}; + \addplot[mark=*, purple] coordinates {(2,2)} node[below right, align=left, font=\footnotesize]{stationary \\ inflection} ; + \end{axis} +\end{tikzpicture} + \subsection*{Derivatives} -\definecolor{shade1}{HTML}{ffffff} -\definecolor{shade2}{HTML}{F0F9E4} -\rowcolors{1}{shade1}{shade2} - \renewcommand{\arraystretch}{1.4} - \begin{tabularx}{\columnwidth}{rX} - \hline - \hspace{6em}\(f(x)\) & \(f^\prime(x)\)\\ - \hline - \(\sin x\) & \(\cos x\)\\ - \(\sin ax\) & \(a\cos ax\)\\ - \(\cos x\) & \(-\sin x\)\\ - \(\cos ax\) & \(-a \sin ax\)\\ - \(\tan f(x)\) & \(f^2(x) \sec^2f(x)\)\\ - \(e^x\) & \(e^x\)\\ - \(e^{ax}\) & \(ae^{ax}\)\\ - \(ax^{nx}\) & \(an \cdot e^{nx}\)\\ - \(\log_e x\) & \(\dfrac{1}{x}\)\\ - \(\log_e {ax}\) & \(\dfrac{1}{x}\)\\ - \(\log_e f(x)\) & \(\dfrac{f^\prime (x)}{f(x)}\)\\ - \(\sin(f(x))\) & \(f^\prime(x) \cdot \cos(f(x))\)\\ - \(\sin^{-1} x\) & \(\dfrac{1}{\sqrt{1-x^2}}\)\\ - \(\cos^{-1} x\) & \(\dfrac{-1}{\sqrt{1-x^2}}\)\\ - \(\tan^{-1} x\) & \(\dfrac{1}{1 + x^2}\)\\ - \(\frac{d}{dy}f(y)\) & \(\dfrac{1}{\frac{dx}{dy}}\) \hfill(reciprocal)\\ - \(uv\) & \(u \frac{dv}{dx}+v\frac{du}{dx}\) \hfill(product rule)\\ - \(\dfrac{u}{v}\) & \(\dfrac{v\frac{du}{dx}-u\frac{dv}{dx}}{v^2}\) \hfill(quotient rule)\\ - \(f(g(x))\) & \(f^\prime(g(x))\cdot g^\prime(x)\)\\ - \hline - \end{tabularx} - \vspace*{\fill} - \columnbreak +\rowcolors{1}{white}{orange} +\renewcommand{\arraystretch}{1.4} + +\begin{tabularx}{\columnwidth}{rX} + \hline + \hspace{6em}\(f(x)\) & \(f^\prime(x)\)\\ + \hline + \(\sin x\) & \(\cos x\)\\ + \(\sin ax\) & \(a\cos ax\)\\ + \(\cos x\) & \(-\sin x\)\\ + \(\cos ax\) & \(-a \sin ax\)\\ + \(\tan f(x)\) & \(f^2(x) \sec^2f(x)\)\\ + \(e^x\) & \(e^x\)\\ + \(e^{ax}\) & \(ae^{ax}\)\\ + \(ax^{nx}\) & \(an \cdot e^{nx}\)\\ + \(\log_e x\) & \(\dfrac{1}{x}\)\\ + \(\log_e {ax}\) & \(\dfrac{1}{x}\)\\ + \(\log_e f(x)\) & \(\dfrac{f^\prime (x)}{f(x)}\)\\ + \(\sin(f(x))\) & \(f^\prime(x) \cdot \cos(f(x))\)\\ + \(\sin^{-1} x\) & \(\dfrac{1}{\sqrt{1-x^2}}\)\\ + \(\cos^{-1} x\) & \(\dfrac{-1}{\sqrt{1-x^2}}\)\\ + \(\tan^{-1} x\) & \(\dfrac{1}{1 + x^2}\)\\ + \(\frac{d}{dy}f(y)\) & \(\dfrac{1}{\frac{dx}{dy}}\) \hfill(reciprocal)\\ + \(uv\) & \(u \frac{dv}{dx}+v\frac{du}{dx}\) \hfill(product rule)\\ + \(\dfrac{u}{v}\) & \(\dfrac{v\frac{du}{dx}-u\frac{dv}{dx}}{v^2}\) \hfill(quotient rule)\\ + \(f(g(x))\) & \(f^\prime(g(x))\cdot g^\prime(x)\)\\ + \hline +\end{tabularx} + \subsection*{Antiderivatives} -\rowcolors{1}{shade1}{cas} - \renewcommand{\arraystretch}{1.4} - \begin{tabularx}{\columnwidth}{rX} - \hline - \(f(x)\) & \(\int f(x) \cdot dx\) \\ - \hline - \(k\) (constant) & \(kx + c\)\\ - \(x^n\) & \(\dfrac{1}{n+1} x^{n+1}\) \\ - \(a x^{-n}\) &\(a \cdot \log_e |x| + c\)\\ - \(\dfrac{1}{ax+b}\) &\(\dfrac{1}{a} \log_e (ax+b) + c\)\\ - \((ax+b)^n\) & \(\dfrac{1}{a(n+1)}(ax+b)^{n-1} + c\>|\>n\ne 1\)\\ - \((ax+b)^{-1}\) & \(\dfrac{1}{a}\log_e |ax+b|+c\)\\ - \(e^{kx}\) & \(\dfrac{1}{k} e^{kx} + c\)\\ - \(e^k\) & \(e^kx + c\)\\ - \(\sin kx\) & \(\dfrac{-1}{k} \cos (kx) + c\)\\ - \(\cos kx\) & \(\dfrac{1}{k} \sin (kx) + c\)\\ - \(\sec^2 kx\) & \(\dfrac{1}{k} \tan(kx) + c\)\\ - \(\dfrac{1}{\sqrt{a^2-x^2}}\) & \(\sin^{-1} \dfrac{x}{a} + c \>\vert\> a>0\)\\ - \(\dfrac{-1}{\sqrt{a^2-x^2}}\) & \(\cos^{-1} \dfrac{x}{a} + c \>\vert\> a>0\)\\ - \(\frac{a}{a^2-x^2}\) & \(\tan^{-1} \frac{x}{a} + c\)\\ - \(\frac{f^\prime (x)}{f(x)}\) & \(\log_e f(x) + c\)\\ - \(\int f(u) \cdot \frac{du}{dx} \cdot dx\) & \(\int f(u) \cdot du\) \hfill(substitution)\\ - \(f(x) \cdot g(x)\) & \(\int [f^\prime(x) \cdot g(x)] dx + \int [g^\prime(x) f(x)] dx\)\\ - \hline - \end{tabularx} -\vspace*{\fill} - \columnbreak + +\rowcolors{1}{white}{lblue} +\renewcommand{\arraystretch}{1.4} + +\begin{tabularx}{\columnwidth}{rX} + \hline + \(f(x)\) & \(\int f(x) \cdot dx\) \\ + \hline + \(k\) (constant) & \(kx + c\)\\ + \(x^n\) & \(\dfrac{1}{n+1} x^{n+1}\) \\ + \(a x^{-n}\) &\(a \cdot \log_e |x| + c\)\\ + \(\dfrac{1}{ax+b}\) &\(\dfrac{1}{a} \log_e (ax+b) + c\)\\ + \((ax+b)^n\) & \(\dfrac{1}{a(n+1)}(ax+b)^{n-1} + c\>|\>n\ne 1\)\\ + \((ax+b)^{-1}\) & \(\dfrac{1}{a}\log_e |ax+b|+c\)\\ + \(e^{kx}\) & \(\dfrac{1}{k} e^{kx} + c\)\\ + \(e^k\) & \(e^kx + c\)\\ + \(\sin kx\) & \(\dfrac{-1}{k} \cos (kx) + c\)\\ + \(\cos kx\) & \(\dfrac{1}{k} \sin (kx) + c\)\\ + \(\sec^2 kx\) & \(\dfrac{1}{k} \tan(kx) + c\)\\ + \(\dfrac{1}{\sqrt{a^2-x^2}}\) & \(\sin^{-1} \dfrac{x}{a} + c \>\vert\> a>0\)\\ + \(\dfrac{-1}{\sqrt{a^2-x^2}}\) & \(\cos^{-1} \dfrac{x}{a} + c \>\vert\> a>0\)\\ + \(\frac{a}{a^2-x^2}\) & \(\tan^{-1} \frac{x}{a} + c\)\\ + \(\frac{f^\prime (x)}{f(x)}\) & \(\log_e f(x) + c\)\\ + \(\int f(u) \cdot \frac{du}{dx} \cdot dx\) & \(\int f(u) \cdot du\) \hfill(substitution)\\ + \(f(x) \cdot g(x)\) & \(\int [f^\prime(x) \cdot g(x)] dx + \int [g^\prime(x) f(x)] dx\)\\ + \hline +\end{tabularx} + +\end{document} diff --git a/methods/methods-collated.pdf b/methods/methods-collated.pdf index 12df5ce..6c67429 100644 Binary files a/methods/methods-collated.pdf and b/methods/methods-collated.pdf differ diff --git a/methods/methods-collated.tex b/methods/methods-collated.tex index b064130..42fac1d 100644 --- a/methods/methods-collated.tex +++ b/methods/methods-collated.tex @@ -4,15 +4,16 @@ \usepackage{amsmath} \usepackage{amssymb} \usepackage{blindtext} +\usepackage{dblfloatfix} \usepackage{enumitem} \usepackage{fancyhdr} \usepackage[a4paper,margin=2cm]{geometry} \usepackage{graphicx} \usepackage{harpoon} \usepackage{listings} -\usepackage{longtable} \usepackage{makecell} \usepackage{mathtools} +\usepackage{mathtools} \usepackage{multicol} \usepackage{multirow} \usepackage{newclude} @@ -32,17 +33,30 @@ \usetikzlibrary{% angles, + arrows, + arrows.meta, calc, datavisualization.formats.functions, decorations, decorations.markings, + decorations.text, decorations.pathreplacing, decorations.text, scopes } + \newcommand{\midarrow}{\tikz \draw[-triangle 90] (0,0) -- +(.1,0);} + \usepgflibrary{arrows.meta} -\pgfplotsset{compat=1.6} +\pgfplotsset{compat=1.16} +\pgfplotsset{every axis/.append style={ + axis x line=middle, % centre axes + axis y line=middle, + axis line style={->}, % arrows on axes + xlabel={$x$}, % axes labels + ylabel={$y$} +}} + \psset{dimen=monkey,fillstyle=solid,opacity=.5} \def\object{% \psframe[linestyle=none,fillcolor=blue](-2,-1)(2,1) @@ -51,29 +65,23 @@ \psline{->}(0,-2)% \uput[-90]{*0}(0,-2){$\vec{w}$}} } -\newcommand{\tg}{\mathop{\mathrm{tg}}} -\newcommand{\cotg}{\mathop{\mathrm{cotg}}} -\newcommand{\arctg}{\mathop{\mathrm{arctg}}} -\newcommand{\arccotg}{\mathop{\mathrm{arccotg}}} -\pgfplotsset{every axis/.append style={ - axis x line=middle, % centre axes - axis y line=middle, - axis line style={->}, % arrows on axes - xlabel={$x$}, % axes labels - ylabel={$y$} -}} \pagestyle{fancy} \fancyhead[LO,LE]{Year 12 Methods} \fancyhead[CO,CE]{Andrew Lorimer} \fancypagestyle{plain}{\fancyhead[LO,LE]{} \fancyhead[CO,CE]{}} % rm title & author for first page +\newcommand{\tg}{\mathop{\mathrm{tg}}} +\newcommand{\cotg}{\mathop{\mathrm{cotg}}} +\newcommand{\arctg}{\mathop{\mathrm{arctg}}} +\newcommand{\arccotg}{\mathop{\mathrm{arccotg}}} + \providecommand{\tightlist}{\setlength{\itemsep}{0pt}\setlength{\parskip}{0pt}} +\newcommand*\leftlap[3][\,]{#1\hphantom{#2}\mathllap{#3}} +\newcommand*\rightlap[2]{\mathrlap{#2}\hphantom{#1}} \linespread{1.5} \setlength{\parindent}{0cm} \setlength\fboxsep{0pt} \setlength\fboxrule{.2pt} % for the \fboxes -\newcommand*\leftlap[3][\,]{#1\hphantom{#2}\mathllap{#3}} -\newcommand*\rightlap[2]{\mathrlap{#2}\hphantom{#1}} \newcolumntype{L}[1]{>{\hsize=#1\hsize\raggedright\arraybackslash}X} \newcolumntype{R}[1]{>{\hsize=#1\hsize\raggedleft\arraybackslash}X} @@ -82,9 +90,8 @@ \definecolor{cas}{HTML}{e6f0fe} \definecolor{important}{HTML}{fc9871} \definecolor{dark-gray}{gray}{0.2} -\definecolor{shade1}{HTML}{ffffff} -\definecolor{shade2}{HTML}{e6f2ff} -\definecolor{shade3}{HTML}{cce2ff} +\definecolor{orange}{HTML}{e6beb2} +\definecolor{lblue}{HTML}{e5e9f0} \newtcolorbox{cas}{colframe=cas!75!black, title=On CAS, left*=3mm} \newtcolorbox{warning}{colback=white!90!black, leftrule=3mm, colframe=important, coltext=important, fontupper=\sffamily\bfseries} diff --git a/methods/statistics-ref.pdf b/methods/statistics-ref.pdf new file mode 100644 index 0000000..2cbc960 Binary files /dev/null and b/methods/statistics-ref.pdf differ diff --git a/methods/statistics-ref.tex b/methods/statistics-ref.tex index 3461bce..4a08282 100644 --- a/methods/statistics-ref.tex +++ b/methods/statistics-ref.tex @@ -1,335 +1,261 @@ \documentclass[methods-collated.tex]{subfiles} + \begin{document} - \section{Statistics} - \subsection*{Probability} +\section{Statistics} - \begin{align*} - \Pr(A \cup B) &= \Pr(A) + \Pr(B) - \Pr(A \cap B) \\ - \Pr(A \cap B) &= \Pr(A|B) \times \Pr(B) \\ - \Pr(A|B) &= \frac{\Pr(A \cap B)}{\Pr(B)} \\ - \Pr(A) &= \Pr(A|B) \cdot \Pr(B) + \Pr(A|B^{\prime}) \cdot \Pr(B^{\prime}) - \end{align*} +\subsection*{Probability} - Mutually exclusive \(\implies \Pr(A \cup B) = 0\) \\ +\begin{align*} + \Pr(A \cup B) &= \Pr(A) + \Pr(B) - \Pr(A \cap B) \\ + \Pr(A \cap B) &= \Pr(A|B) \times \Pr(B) \\ + \Pr(A|B) &= \frac{\Pr(A \cap B)}{\Pr(B)} \\ + \Pr(A) &= \Pr(A|B) \cdot \Pr(B) + \Pr(A|B^{\prime}) \cdot \Pr(B^{\prime}) +\end{align*} - Independent events: - \begin{flalign*} - \quad \Pr(A \cap B) &= \Pr(A) \times \Pr(B)& \\ - \Pr(A|B) &= \Pr(A) \\ - \Pr(B|A) &= \Pr(B) - \end{flalign*} +Mutually exclusive \(\implies \Pr(A \cup B) = 0\) \\ - \subsection*{Combinatorics} +Independent events: +\begin{flalign*} + \quad \Pr(A \cap B) &= \Pr(A) \times \Pr(B)& \\ + \Pr(A|B) &= \Pr(A) \\ + \Pr(B|A) &= \Pr(B) +\end{flalign*} - \begin{itemize} - \item Arrangements \({n \choose k} = \frac{n!}{(n-k)}\) - \item \colorbox{important}{Combinations} \({n \choose k} = \frac{n!}{k!(n-k)!}\) - \item Note \({n \choose k} = {n \choose k-1}\) - \end{itemize} +\subsection*{Combinatorics} - \subsection*{Distributions} +\begin{itemize} + \item Arrangements \({n \choose k} = \frac{n!}{(n-k)}\) + \item \colorbox{important}{Combinations} \({n \choose k} = \frac{n!}{k!(n-k)!}\) + \item Note \({n \choose k} = {n \choose k-1}\) +\end{itemize} - \subsubsection*{Mean \(\mu\)} +\subsection*{Distributions} - \textbf{Mean} \(\mu\) or \textbf{expected value} \(E(X)\) +\subsubsection*{Mean \(\mu\)} - \begin{align*} - E(X) &= \frac{\Sigma \left[ x \cdot f(x) \right]}{\Sigma f} \tag{\(f =\) absolute frequency} \\ - &= \sum_{i=1}^n \left[ x_i \cdot \Pr(X=x_i) \right] \tag{discrete}\\ - &= \int_\textbf{X} (x \cdot f(x)) \> dx - \end{align*} +\textbf{Mean} \(\mu\) or \textbf{expected value} \(E(X)\) - \subsubsection*{Mode} +\begin{align*} + E(X) &= \frac{\Sigma \left[ x \cdot f(x) \right]}{\Sigma f} \tag{\(f =\) absolute frequency} \\ + &= \sum_{i=1}^n \left[ x_i \cdot \Pr(X=x_i) \right] \tag{discrete}\\ + &= \int_\textbf{X} (x \cdot f(x)) \> dx +\end{align*} - Most popular value (has highest probability of all \(X\) values). Multiple modes can exist if \(>1 \> X\) value have equal-highest probability. Number must exist in distribution. +\subsubsection*{Mode} - \subsubsection*{Median} +Most popular value (has highest probability of all \(X\) values). Multiple modes can exist if \(>1 \> X\) value have equal-highest probability. Number must exist in distribution. - If \(m > 0.5\), then value of \(X\) that is reached is the median of \(X\). If \(m = 0.5 = 0.5\), then \(m\) is halfway between this value and the next. To find \(m\), add values of \(X\) from smallest to alrgest until the sum reaches 0.5. +\subsubsection*{Median} - \[ m = X \> \text{such that} \> \int_{-\infty}^{m} f(x) dx = 0.5 \] +If \(m > 0.5\), then value of \(X\) that is reached is the median of \(X\). If \(m = 0.5 = 0.5\), then \(m\) is halfway between this value and the next. To find \(m\), add values of \(X\) from smallest to alrgest until the sum reaches 0.5. - \subsubsection*{Variance \(\sigma^2\)} +\[ m = X \> \text{such that} \> \int_{-\infty}^{m} f(x) dx = 0.5 \] - \begin{align*} - \operatorname{Var}(x) &= \sum_{i=1}^n p_i (x_i-\mu)^2 \\ - &= \sum (x-\mu)^2 \times \Pr(X=x) \\ - &= \sum x^2 \times p(x) - \mu^2 \\ - &= \operatorname{E}(X^2) - [\operatorname{E}(X)]^2 - &= E\left[(X-\mu)^2\right] - \end{align*} +\subsubsection*{Variance \(\sigma^2\)} - \subsubsection*{Standard deviation \(\sigma\)} +\begin{align*} + \operatorname{Var}(x) &= \sum_{i=1}^n p_i (x_i-\mu)^2 \\ + &= \sum (x-\mu)^2 \times \Pr(X=x) \\ + &= \sum x^2 \times p(x) - \mu^2 \\ + &= \operatorname{E}(X^2) - [\operatorname{E}(X)]^2 \\ + &= E\left[(X-\mu)^2\right] +\end{align*} - \begin{align*} - \sigma &= \operatorname{sd}(X) \\ - &= \sqrt{\operatorname{Var}(X)} - \end{align*} +\subsubsection*{Standard deviation \(\sigma\)} - \subsection*{Binomial distributions} +\begin{align*} + \sigma &= \operatorname{sd}(X) \\ + &= \sqrt{\operatorname{Var}(X)} +\end{align*} - Conditions for a \textit{binomial distribution}: - \begin{enumerate} - \item Two possible outcomes: \textbf{success} or \textbf{failure} - \item \(\Pr(\text{success})\) is constant across trials (also denoted \(p\)) - \item Finite number \(n\) of independent trials - \end{enumerate} +\subsection*{Binomial distributions} +Conditions for a \textit{binomial distribution}: +\begin{enumerate} + \item Two possible outcomes: \textbf{success} or \textbf{failure} + \item \(\Pr(\text{success})\) (=\(p\)) is constant across trials + \item Finite number \(n\) of independent trials +\end{enumerate} - \subsubsection*{Properties of \(X \sim \operatorname{Bi}(n,p)\)} - \begin{align*} - \mu(X) &= np \\ - \operatorname{Var}(X) &= np(1-p) \\ - \sigma(X) &= \sqrt{np(1-p)} \\ - \Pr(X=x) &= {n \choose x} \cdot p^x \cdot (1-p)^{n-x} - \end{align*} +\subsubsection*{Properties of \(X \sim \operatorname{Bi}(n,p)\)} - \begin{cas} - Interactive \(\rightarrow\) Distribution \(\rightarrow\) \verb;binomialPdf; then input - \begin{description}[nosep, style=multiline, labelindent=0.5cm, leftmargin=3cm, font=\normalfont] - \item [x:] no. of successes - \item [numtrial:] no. of trials - \item [pos:] probability of success - \end{description} - \end{cas} +\begin{align*} + \mu(X) &= np \\ + \operatorname{Var}(X) &= np(1-p) \\ + \sigma(X) &= \sqrt{np(1-p)} \\ + \Pr(X=x) &= {n \choose x} \cdot p^x \cdot (1-p)^{n-x} +\end{align*} - \subsection*{Continuous random variables} +\begin{cas} + Interactive \(\rightarrow\) Distribution \(\rightarrow\) \verb;binomialPdf; + \begin{description}[nosep, style=multiline, labelindent=0.5cm, leftmargin=3cm, font=\normalfont] + \item [x:] no. of successes + \item [numtrial:] no. of trials + \item [pos:] probability of success + \end{description} +\end{cas} - A continuous random variable \(X\) has a pdf \(f\) such that: +\subsection*{Continuous random variables} - \begin{enumerate} - \item \(f(x) \ge 0 \forall x \) - \item \(\int^\infty_{-\infty} f(x) \> dx = 1\) - \end{enumerate} +A continuous random variable \(X\) has a pdf \(f\) such that: - \begin{align*} - E(X) &= \int_\textbf{X} (x \cdot f(x)) \> dx \\ - \operatorname{Var}(X) &= E\left[(X-\mu)^2\right] - \end{align*} +\begin{enumerate} + \item \(f(x) \ge 0 \forall x \) + \item \(\int^\infty_{-\infty} f(x) \> dx = 1\) +\end{enumerate} - \[ \Pr(X \le c) = \int^c_{-\infty} f(x) \> dx \] +\begin{align*} + E(X) &= \int_\textbf{X} (x \cdot f(x)) \> dx \\ + \operatorname{Var}(X) &= E\left[(X-\mu)^2\right] +\end{align*} +\[ \Pr(X \le c) = \int^c_{-\infty} f(x) \> dx \] - \subsection*{Two random variables \(X, Y\)} - If \(X\) and \(Y\) are independent: - \begin{align*} - \operatorname{E}(aX+bY) & = a\operatorname{E}(X)+b\operatorname{E}(Y) \\ - \operatorname{Var}(aX \pm bY \pm c) &= a^2 \operatorname{Var}(X) + b^2 \operatorname{Var}(Y) - \end{align*} +\subsection*{Two random variables \(X, Y\)} - \subsection*{Linear functions \(X \rightarrow aX+b\)} +If \(X\) and \(Y\) are independent: +\begin{align*} + \operatorname{E}(aX+bY) & = a\operatorname{E}(X)+b\operatorname{E}(Y) \\ + \operatorname{Var}(aX \pm bY \pm c) &= a^2 \operatorname{Var}(X) + b^2 \operatorname{Var}(Y) +\end{align*} - \begin{align*} - \Pr(Y \le y) &= \Pr(aX+b \le y) \\ - &= \Pr\left(X \le \dfrac{y-b}{a}\right) \\ - &= \int^{\frac{y-b}{a}}_{-\infty} f(x) \> dx - \end{align*} +\subsection*{Linear functions \(X \rightarrow aX+b\)} - \begin{align*} - \textbf{Mean:} && \operatorname{E}(aX+b) & = a\operatorname{E}(X)+b \\ - \textbf{Variance:} && \operatorname{Var}(aX+b) &= a^2 \operatorname{Var}(X) \\ - \end{align*} +\begin{align*} + \Pr(Y \le y) &= \Pr(aX+b \le y) \\ + &= \Pr\left(X \le \dfrac{y-b}{a}\right) \\ + &= \int^{\frac{y-b}{a}}_{-\infty} f(x) \> dx +\end{align*} - \subsection*{Expectation theorems} +\begin{align*} + \textbf{Mean:} && \operatorname{E}(aX+b) & = a\operatorname{E}(X)+b \\ + \textbf{Variance:} && \operatorname{Var}(aX+b) &= a^2 \operatorname{Var}(X) \\ +\end{align*} - For some non-linear function \(g\), the expected value \(E(g(X))\) is not equal to \(g(E(X))\). +\subsection*{Expectation theorems} - \begin{align*} - E(X^2) &= \operatorname{Var}(X) - \left[E(X)\right]^2 \\ - E(X^n) &= \Sigma x^n \cdot p(x) \tag{non-linear} \\ - &\ne [E(X)]^n \\ - E(aX \pm b) &= aE(X) \pm b \tag{linear} \\ - E(b) &= b \tag{\(\forall b \in \mathbb{R}\)}\\ - E(X+Y) &= E(X) + E(Y) \tag{two variables} - \end{align*} +For some non-linear function \(g\), the expected value \(E(g(X))\) is not equal to \(g(E(X))\). - \subsection*{Sample mean} +\begin{align*} + E(X^2) &= \operatorname{Var}(X) - \left[E(X)\right]^2 \\ + E(X^n) &= \Sigma x^n \cdot p(x) \tag{non-linear} \\ + &\ne [E(X)]^n \\ + E(aX \pm b) &= aE(X) \pm b \tag{linear} \\ + E(b) &= b \tag{\(\forall b \in \mathbb{R}\)}\\ + E(X+Y) &= E(X) + E(Y) \tag{two variables} +\end{align*} - Approximation of the \textbf{population mean} determined experimentally. +\begin{figure*}[hb] + \centering + \include{../spec/normal-dist-graph} +\end{figure*} - \[ \overline{x} = \dfrac{\Sigma x}{n} \] +\subsection*{Sample mean} - where - \begin{description}[nosep, labelindent=0.5cm] - \item \(n\) is the size of the sample (number of sample points) - \item \(x\) is the value of a sample point - \end{description} +Approximation of the \textbf{population mean} determined experimentally. + +\[ \overline{x} = \dfrac{\Sigma x}{n} \] + +where +\begin{description}[nosep, labelindent=0.5cm] + \item \(n\) is the size of the sample (number of sample points) + \item \(x\) is the value of a sample point +\end{description} + +\begin{cas} + \begin{enumerate}[leftmargin=3mm] + \item Spreadsheet + \item In cell A1:\\ \path{mean(randNorm(sd, mean, sample size))} + \item Edit \(\rightarrow\) Fill \(\rightarrow\) Fill Range + \item Input range as A1:An where \(n\) is the number of samples + \item Graph \(\rightarrow\) Histogram + \end{enumerate} +\end{cas} + +\subsubsection*{Sample size of \(n\)} - \begin{cas} - \begin{enumerate}[leftmargin=3mm] - \item Spreadsheet - \item In cell A1:\\ \path{mean(randNorm(sd, mean, sample size))} - \item Edit \(\rightarrow\) Fill \(\rightarrow\) Fill Range - \item Input range as A1:An where \(n\) is the number of samples - \item Graph \(\rightarrow\) Histogram - \end{enumerate} - \end{cas} - - \subsubsection*{Sample size of \(n\)} - - \[ \overline{X} = \sum_{i=1}^n \frac{x_i}{n} = \dfrac{\sum x}{n} \] - - Sample mean is distributed with mean \(\mu\) and sd \(\frac{\sigma}{\sqrt{n}}\) (approaches these values for increasing sample size \(n\)). - - For a new distribution with mean of \(n\) trials, \(\operatorname{E}(X^\prime) = \operatorname{E}(X), \quad \operatorname{sd}(X^\prime) = \dfrac{\operatorname{sd}(X)}{\sqrt{n}}\) - - \begin{cas} - - \begin{itemize} - \item Spreadsheet \(\rightarrow\) Catalog \(\rightarrow\) \verb;randNorm(sd, mean, n); where \verb;n; is the number of samples. Show histogram with Histogram key in top left - \item To calculate parameters of a dataset: Calc \(\rightarrow\) One-variable - \end{itemize} - - \end{cas} - - \subsection*{Normal distributions} - - - \[ Z = \frac{X - \mu}{\sigma} \] - - Normal distributions must have area (total prob.) of 1 \(\implies \int^\infty_{-\infty} f(x) \> dx = 1\) \\ - \(\text{mean} = \text{mode} = \text{median}\) - - \begin{warning} - Always express \(z\) as +ve. Express confidence \textit{interval} as ordered pair. - \end{warning} - - \pgfmathdeclarefunction{gauss}{2}{% - \pgfmathparse{1/(#2*sqrt(2*pi))*exp(-((x-#1)^2)/(2*#2^2))}% - } - \pgfkeys{/pgf/decoration/.cd, - distance/.initial=10pt - } - \pgfdeclaredecoration{add dim}{final}{ - \state{final}{% - \pgfmathsetmacro{\dist}{5pt*\pgfkeysvalueof{/pgf/decoration/distance}/abs(\pgfkeysvalueof{/pgf/decoration/distance})} - \pgfpathmoveto{\pgfpoint{0pt}{0pt}} - \pgfpathlineto{\pgfpoint{0pt}{2*\dist}} - \pgfpathmoveto{\pgfpoint{\pgfdecoratedpathlength}{0pt}} - \pgfpathlineto{\pgfpoint{(\pgfdecoratedpathlength}{2*\dist}} - \pgfsetarrowsstart{latex} - \pgfsetarrowsend{latex} - \pgfpathmoveto{\pgfpoint{0pt}{\dist}} - \pgfpathlineto{\pgfpoint{\pgfdecoratedpathlength}{\dist}} - \pgfusepath{stroke} - \pgfpathmoveto{\pgfpoint{0pt}{0pt}} - \pgfpathlineto{\pgfpoint{\pgfdecoratedpathlength}{0pt}} - }} - \tikzset{dim/.style args={#1,#2}{decoration={add dim,distance=#2}, - decorate, - postaction={decorate,decoration={text along path, - raise=#2, - text align={align=center}, - text={#1}}}} - } - \begin{figure*}[hb] - \centering - \begin{tikzpicture} - \begin{axis}[every axis plot post/.style={ - mark=none,domain=-3:3,samples=50,smooth}, - axis x line=bottom, - axis y line=left, - enlargelimits=upper, - x=\textwidth/10, - ytick={0.55}, - yticklabels={\(\frac{1}{\sigma \sqrt{2\pi}}\)}, - xtick={-2,-1,0,1,2}, - x tick label style = {font=\footnotesize}, - xticklabels={\((\mu-2\sigma)\), \((\mu-\sigma)\), \(\mu\), \((\mu+\sigma)\), \((\mu+2\sigma)\)}, - xlabel={\(x\)}, - every axis x label/.style={at={(current axis.right of origin)},anchor=north west}, - every axis y label/.style={at={(axis description cs:-0.02,0.2)}, anchor=south west, rotate=90}, - ylabel={\(\Pr(X=x)\)}] - \addplot {gauss(0,0.75)}; - \fill[red!30] (-3,0) -- plot[id=f3,domain=-3:3,samples=50] function {1/(0.75*sqrt(2*pi))*exp(-((x)^2)/(2*0.75^2))} -- (3,0) -- cycle; - \fill[darkgray!30] (3,0) -- plot[id=f3,domain=-3:3,samples=50] function {1/(0.75*sqrt(2*pi))*exp(-x*x*0.5/(0.75*0.75))} -- (3,0) -- cycle; - \fill[lightgray!30] (-2,0) -- plot[id=f3,domain=-2:2,samples=50] function {1/(0.75*sqrt(2*pi))*exp(-x*x*0.5/(0.75*0.75))} -- (2,0) -- cycle; - \fill[white!30] (-1,0) -- plot[id=f3,domain=-1:1,samples=50] function {1/(0.75*sqrt(2*pi))*exp(-x*x*0.5/(0.75*0.75))} -- (1,0) -- cycle; - \begin{scope}[<->] - \draw (-1,0.35) -- (1,0.35) node [midway, fill=white] {68.3\%}; - \draw (-2,0.25) -- (2,0.25) node [midway, fill=white] {95.5\%}; - \draw (-3,0.15) -- (3,0.15) node [midway, fill=white] {99.7\%}; - \end{scope} - \begin{scope}[-, dashed, gray] - \draw (-1,0) -- (-1, 0.35); - \draw (1,0) -- (1, 0.35); - \draw (-2,0) -- (-2, 0.25); - \draw (2,0) -- (2, 0.25); - \draw (-3,0) -- (-3, 0.15); - \draw (3,0) -- (3, 0.15); - \end{scope} - \end{axis} - \begin{axis}[every axis plot post/.append style={ - mark=none,domain=-3:3,samples=50,smooth}, - axis x line=bottom, - enlargelimits=upper, - x=\textwidth/10, - xtick={-2,-1,0,1,2}, - axis x line shift=30pt, - hide y axis, - x tick label style = {font=\footnotesize}, - xlabel={\(Z\)}, - every axis x label/.style={at={(axis description cs:1,-0.25)},anchor=south west}] - \addplot {gauss(0,0.75)}; - \end{axis} - \end{tikzpicture} - \end{figure*} - - \subsection*{Confidence intervals} +\[ \overline{X} = \sum_{i=1}^n \frac{x_i}{n} = \dfrac{\sum x}{n} \] + +Sample mean is distributed with mean \(\mu\) and sd \(\frac{\sigma}{\sqrt{n}}\) (approaches these values for increasing sample size \(n\)). + +For a new distribution with mean of \(n\) trials, \(\operatorname{E}(X^\prime) = \operatorname{E}(X), \quad \operatorname{sd}(X^\prime) = \dfrac{\operatorname{sd}(X)}{\sqrt{n}}\) + +\begin{cas} \begin{itemize} - \item \textbf{Point estimate:} single-valued estimate of the population mean from the value of the sample mean \(\overline{x}\) - \item \textbf{Interval estimate:} confidence interval for population mean \(\mu\) - \item \(C\)\% confidence interval \(\implies\) \(C\)\% of samples will contain population mean \(\mu\) + \item Spreadsheet \(\rightarrow\) Catalog \(\rightarrow\) \verb;randNorm(sd, mean, n); where \verb;n; is the number of samples. Show histogram with Histogram key in top left + \item To calculate parameters of a dataset: Calc \(\rightarrow\) One-variable \end{itemize} - \subsubsection*{95\% confidence interval} +\end{cas} - For 95\% c.i. of population mean \(\mu\): +\subsection*{Normal distributions} - \[ x \in \left(\overline{x} \pm 1.96 \dfrac{\sigma}{\sqrt{n}} \right)\] - where: - \begin{description}[nosep, labelindent=0.5cm] - \item \(\overline{x}\) is the sample mean - \item \(\sigma\) is the population sd - \item \(n\) is the sample size from which \(\overline{x}\) was calculated - \end{description} +\[ Z = \frac{X - \mu}{\sigma} \] + +Normal distributions must have area (total prob.) of 1 \(\implies \int^\infty_{-\infty} f(x) \> dx = 1\) \\ +\(\text{mean} = \text{mode} = \text{median}\) + +\begin{warning} + Always express \(z\) as +ve. Express confidence \textit{interval} as ordered pair. +\end{warning} + +\subsection*{Confidence intervals} + +\begin{itemize} + \item \textbf{Point estimate:} single-valued estimate of the population mean from the value of the sample mean \(\overline{x}\) + \item \textbf{Interval estimate:} confidence interval for population mean \(\mu\) + \item \(C\)\% confidence interval \(\implies\) \(C\)\% of samples will contain population mean \(\mu\) +\end{itemize} + +\subsubsection*{95\% confidence interval} + +For 95\% c.i. of population mean \(\mu\): + +\[ x \in \left(\overline{x} \pm 1.96 \dfrac{\sigma}{\sqrt{n}} \right)\] + +where: +\begin{description}[nosep, labelindent=0.5cm] + \item \(\overline{x}\) is the sample mean + \item \(\sigma\) is the population sd + \item \(n\) is the sample size from which \(\overline{x}\) was calculated +\end{description} - \begin{cas} - Menu \(\rightarrow\) Stats \(\rightarrow\) Calc \(\rightarrow\) Interval \\ - Set \textit{Type = One-Sample Z Int} \\ \-\hspace{1em} and select \textit{Variable} - \end{cas} +\begin{cas} + Menu \(\rightarrow\) Stats \(\rightarrow\) Calc \(\rightarrow\) Interval \\ + Set \textit{Type = One-Sample Z Int} \\ \-\hspace{1em} and select \textit{Variable} +\end{cas} - \subsection*{Margin of error} +\subsection*{Margin of error} - For 95\% confidence interval of \(\mu\): - \begin{align*} - M &= 1.96 \times \dfrac{\sigma}{\sqrt{n}} \\ - &= \dfrac{1}{2} \times \text{width of c.i.} \\ - \implies n &= \left( \dfrac{1.96 \sigma}{M} \right)^2 - \end{align*} +For 95\% confidence interval of \(\mu\): +\begin{align*} + M &= 1.96 \times \dfrac{\sigma}{\sqrt{n}} \\ + &= \dfrac{1}{2} \times \text{width of c.i.} \\ + \implies n &= \left( \dfrac{1.96 \sigma}{M} \right)^2 +\end{align*} - Always round \(n\) up to a whole number of samples. +Always round \(n\) up to a whole number of samples. - \subsection*{General case} +\subsection*{General case} - For \(C\)\% c.i. of population mean \(\mu\): +For \(C\)\% c.i. of population mean \(\mu\): - \[ x \in \left( \overline{x} \pm k \dfrac{\sigma}{\sqrt{n}} \right) \] - \hfill where \(k\) is such that \(\Pr(-k < Z < k) = \frac{C}{100}\) +\[ x \in \left( \overline{x} \pm k \dfrac{\sigma}{\sqrt{n}} \right) \] +\hfill where \(k\) is such that \(\Pr(-k < Z < k) = \frac{C}{100}\) - \begin{cas} - Menu \(\rightarrow\) Stats \(\rightarrow\) Calc \(\rightarrow\) Interval \\ - Set \textit{Type = One-\colorbox{important}{Prop} Z Int} \\ - Input x \(= \hat{p} * n\) - \end{cas} +\begin{cas} + Menu \(\rightarrow\) Stats \(\rightarrow\) Calc \(\rightarrow\) Interval \\ + Set \textit{Type = One-\colorbox{important}{Prop} Z Int} \\ + Input x \(= \hat{p} * n\) +\end{cas} - \subsection*{Confidence interval for multiple trials} +\subsection*{Confidence interval for multiple trials} - For a set of \(n\) confidence intervals (samples), there is \(0.95^n\) chance that all \(n\) intervals contain the population mean \(\mu\). +For a set of \(n\) confidence intervals (samples), there is \(0.95^n\) chance that all \(n\) intervals contain the population mean \(\mu\). - \end{document} +\end{document} diff --git a/methods/statistics.pdf b/methods/statistics.pdf index 7a81019..27e441e 100644 Binary files a/methods/statistics.pdf and b/methods/statistics.pdf differ diff --git a/methods/statistics.tex b/methods/statistics.tex index 3a205e5..b25d045 100644 --- a/methods/statistics.tex +++ b/methods/statistics.tex @@ -203,6 +203,6 @@ \[ \operatorname{E}(X) = \int^b_a x f(x) \> dx \] - \[ \operatorname{sd}(X) = \sqrt{\operatorname{Var}(X)} = \sqrt{\oepratorname{E}(X^2)-[\operatorname{E}(X)]^2} \] + \[ \operatorname{sd}(X) = \sqrt{\operatorname{Var}(X)} = \sqrt{\operatorname{E}(X^2)-[\operatorname{E}(X)]^2} \] \end{document}