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A A A
SUMMARY
MATHJAX
6Probability
(Therewasnosummaryforthislecture.)
Thetruelogicofthisworldisinthecalculusofprobabilities.
JamesClerkMaxwell
61Chanceandlikelihood
Chanceisawordwhichisincommonuseineverydayliving.Theradioreportsspeakingoftomorrows
weathermaysay:Thereisasixtypercentchanceofrain.Youmightsay:ThereisasmallchancethatIshall
livetobeonehundredyearsold.Scientistsalsousethewordchance.Aseismologistmaybeinterestedinthe
question:WhatisthechancethattherewillbeanearthquakeofacertainsizeinSouthernCalifornianext
year?Aphysicistmightaskthequestion:Whatisthechancethataparticulargeigercounterwillregister
twentycountsinthenexttenseconds?Apoliticianorstatesmanmightbeinterestedinthequestion:Whatis
thechancethattherewillbeanuclearwarwithinthenexttenyears?Youmaybeinterestedinthechancethat
youwilllearnsomethingfromthischapter.
Bychance,wemeansomethinglikeaguess.Whydowemakeguesses?Wemakeguesseswhenwewishto
makeajudgmentbuthaveincompleteinformationoruncertainknowledge.Wewanttomakeaguessastowhat
thingsare,orwhatthingsarelikelytohappen.Oftenwewishtomakeaguessbecausewehavetomakea
decision.Forexample:ShallItakemyraincoatwithmetomorrow?ForwhatearthmovementshouldIdesigna
newbuilding?ShallIbuildmyselfafalloutshelter?ShallIchangemystandininternationalnegotiations?Shall
Igotoclasstoday?
Sometimeswemakeguessesbecausewewish,withourlimitedknowledge,tosayasmuchaswecanabout
somesituation.Really,anygeneralizationisinthenatureofaguess.Anyphysicaltheoryisakindof
guesswork.Therearegoodguessesandtherearebadguesses.Thetheoryofprobabilityisasystemformaking
betterguesses.Thelanguageofprobabilityallowsustospeakquantitativelyaboutsomesituationwhichmaybe
highlyvariable,butwhichdoeshavesomeconsistentaveragebehavior.
Letusconsidertheflippingofacoin.Ifthetossandthecoinarehonest,wehavenowayofknowingwhat
toexpectfortheoutcomeofanyparticulartoss.Yetwewouldfeelthatinalargenumberoftossesthereshould
beaboutequalnumbersofheadsandtails.Wesay:Theprobabilitythatatosswilllandheadsis0.5.
Wespeakofprobabilityonlyforobservationsthatwecontemplatebeingmadeinthefuture.Bythe
probabilityofaparticularoutcomeofanobservationwemeanourestimateforthemostlikelyfractionofa
numberofrepeatedobservationsthatwillyieldthatparticularoutcome.Ifweimaginerepeatinganobservation
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suchaslookingatafreshlytossedcoinNtimes,andifwecallN Aourestimateofthemostlikelynumberof
ourobservationsthatwillgivesomespecifiedresultA,saytheresultheads,thenbyP(A),theprobabilityof
observingA,wemean
P(A) = N A / N.
Ourdefinitionrequiresseveralcomments.Firstofall,wemayspeakofaprobabilityofsomethinghappening
onlyiftheoccurrenceisapossibleoutcomeofsomerepeatableobservation.Itisnotclearthatitwouldmake
anysensetoask:Whatistheprobabilitythatthereisaghostinthathouse?
Youmayobjectthatnosituationisexactlyrepeatable.Thatisright.Everydifferentobservationmustatleastbe
atadifferenttimeorplace.Allwecansayisthattherepeatedobservationsshould,forourintendedpurposes,
appeartobeequivalent.Weshouldassume,atleast,thateachobservationwasmadefromanequivalently
preparedsituation,andespeciallywiththesamedegreeofignoranceatthestart.(Ifwesneakalookatan
opponentshandinacardgame,ourestimateofourchancesofwinningaredifferentthanifwedonot!)
WeshouldemphasizethatNandN AinEq.(6.1)arenotintendedtorepresentnumbersbasedonactual
observations.N AisourbestestimateofwhatwouldoccurinNimaginedobservations.Probabilitydepends,
therefore,onourknowledgeandonourabilitytomakeestimates.Ineffect,onourcommonsense!Fortunately,
thereisacertainamountofagreementinthecommonsenseofmanythings,sothatdifferentpeoplewillmake
thesameestimate.Probabilitiesneednot,however,beabsolutenumbers.Sincetheydependonourignorance,
theymaybecomedifferentifourknowledgechanges.
Youmayhavenoticedanotherrathersubjectiveaspectofourdefinitionofprobability.WehavereferredtoN A
asourestimateofthemostlikelynumberWedonotmeanthatweexpecttoobserveexactlyN A,butthat
weexpectanumbernearN A,andthatthenumberN Aismorelikelythananyothernumberinthevicinity.Ifwe
tossacoin,say,30times,weshouldexpectthatthenumberofheadswouldnotbeverylikelytobeexactly15,
butratheronlysomenumbernearto15,say12,13,14,15,16,or17.However,ifwemustchoose,wewould
decidethat15headsismorelikelythananyothernumber.WewouldwriteP(heads) = 0.5.
Whydidwechoose15asmorelikelythananyothernumber?Wemusthavearguedwithourselvesinthe
followingmanner:IfthemostlikelynumberofheadsisN HinatotalnumberoftossesN,thenthemostlikely
numberoftailsN Tis(N N H).(Weareassumingthateverytossgiveseitherheadsortails,andnoother
result!)Butifthecoinishonest,thereisnopreferenceforheadsortails.Untilwehavesomereasontothink
thecoin(ortoss)isdishonest,wemustgiveequallikelihoodsforheadsandtails.SowemustsetN T = N H.It
followsthatN T = N H = N / 2,orP(H) = P(T) = 0.5.
Wecangeneralizeourreasoningtoanysituationinwhichtherearemdifferentbutequivalent(thatis,equally
likely)possibleresultsofanobservation.Ifanobservationcanyieldmdifferentresults,andwehavereasonto
believethatanyoneofthemisaslikelyasanyother,thentheprobabilityofaparticularoutcomeAis
P(A) = 1 / m.
Iftherearesevendifferentcoloredballsinanopaqueboxandwepickoneoutatrandom(thatis,without
1
looking),theprobabilityofgettingaballofaparticularcoloris 7 .Theprobabilitythatablinddrawfroma
1
shuffleddeckof52cardswillshowthetenofheartsis 52 .Theprobabilityofthrowingadoubleonewithdiceis
1
.
36
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InChapter5wedescribedthesizeofanucleusintermsofitsapparentarea,orcrosssection.Whenwedidso
wewerereallytalkingaboutprobabilities.Whenweshootahighenergyparticleatathinslabofmaterial,there
issomechancethatitwillpassrightthroughandsomechancethatitwillhitanucleus.(Sincethenucleusisso
smallthatwecannotseeit,wecannotaimrightatanucleus.Wemustshootblind.)Iftherearenatomsinour
slabandthenucleusofeachatomhasacrosssectionalarea,thenthetotalareashadowedbythenucleiisn
.InalargenumberNofrandomshots,weexpectthatthenumberofhitsN Cofsomenucleuswillbeintheratio
toNastheshadowedareaistothetotalareaoftheslab:
N C / N = n / A.
Wemaysay,therefore,thattheprobabilitythatanyoneprojectileparticlewillsufferacollisioninpassing
throughtheslabis
n
PC = ,
A
wheren / Aisthenumberofatomsperunitareainourslab.
62Fluctuations
Fig.61.Observedsequencesofheadsandtailsinthreegamesof30tosseseach.
Wewouldlikenowtouseourideasaboutprobabilitytoconsiderinsomegreaterdetailthequestion:How
manyheadsdoIreallyexpecttogetifItossacoinNtimes?Beforeansweringthequestion,however,letus
lookatwhatdoeshappeninsuchanexperiment.Figure61showstheresultsobtainedinthefirstthree
runsofsuchanexperimentinwhichN = 30.Thesequencesofheadsandtailsareshownjustasthey
wereobtained.Thefirstgamegave11headsthesecondalso11thethird16.Inthreetrialswedidnotonceget
15heads.Shouldwebegintosuspectthecoin?Orwerewewronginthinkingthatthemostlikelynumberof
headsinsuchagameis15?Ninetysevenmorerunsweremadetoobtainatotalof100experimentsof30
tosseseach.TheresultsoftheexperimentsaregiveninTable61.1
Table61Numberofheadsinsuccessivetrialsof30tossesofacoin.
11 16 17 15 17 16 19 18 15 13
11 17 17 12 20 23 11 16 17 14
16 12 15 10 18 17 13 15 14 15
16 12 11 22 12 20 12 15 16 12
16 10 15 13 14 16 15 16 13 18
14 14 13 16 15 19 21 14 12 15
16 11 16 14 17 14 11 16 17 16
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19 15 14 12 18 15 14 21 11 16
17 17 12 13 14 17 9 13 19 13
14 12 15 17 14 10 17 17 12 11
LookingatthenumbersinTable61,weseethatmostoftheresultsarenear15,inthattheyarebetween12
and18.Wecangetabetterfeelingforthedetailsoftheseresultsifweplotagraphofthedistributionofthe
results.Wecountthenumberofgamesinwhichascoreofkwasobtained,andplotthisnumberforeachk.Such
agraphisshowninFig.62.Ascoreof15headswasobtainedin13games.Ascoreof14headswasalso
obtained13times.Scoresof16and17wereeachobtainedmorethan13times.Arewetoconcludethatthereis
100trials
somebiastowardheads?Wasourbestestimatenotgoodenough?Shouldweconcludenowthatthemost
likelyscoreforarunof30tossesisreally16heads?Butwait!Inallthegamestakentogether,therewere3000
tosses.Andthetotalnumberofheadsobtainedwas1493.Thefractionoftossesthatgaveheadsis0.498,very
nearly,butslightlylessthanhalf.Weshouldcertainlynotassumethattheprobabilityofthrowingheadsis
greaterthan0.5!Thefactthatoneparticularsetofobservationsgave16headsmostoften,isafluctuation.We
stillexpectthatthemostlikelynumberofheadsis15.
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Fig.62.Summaryoftheresultsof100gamesof30tosseseach.Theverticalbarsshowthenumberofgamesin
whichascoreofkheadswasobtained.Thedashedcurveshowstheexpectednumbersofgameswiththescorek
obtainedbyaprobabilitycomputation.
Wemayaskthequestion:Whatistheprobabilitythatagameof30tosseswillyield15headsor16,orany
othernumber?Wehavesaidthatinagameofonetoss,theprobabilityofobtainingoneheadis0.5,andthe
probabilityofobtainingnoheadis0.5.Inagameoftwotossestherearefourpossibleoutcomes:HH,HT,TH,
TT.Sinceeachofthesesequencesisequallylikely,weconcludethat(a)theprobabilityofascoreoftwoheads
1 2 1
is ,(b)theprobabilityofascoreofoneheadis ,(c)theprobabilityofazeroscoreis .Therearetwowaysof
4 4 4
obtainingonehead,butonlyoneofobtainingeitherzeroortwoheads.
Considernowagameof3tosses.Thethirdtossisequallylikelytobeheadsortails.Thereisonlyonewayto
obtain3heads:wemusthaveobtained2headsonthefirsttwotosses,andthenheadsonthelast.Thereare,
however,threewaysofobtaining2heads.Wecouldthrowtailsafterhavingthrowntwoheads(oneway)orwe
couldthrowheadsafterthrowingonlyoneheadinthefirsttwotosses(twoways).Soforscoresof3H,2H,1
H,0Hwehavethatthenumberofequallylikelywaysis1,3,3,1,withatotalof8differentpossible
1 3 3 1
sequences.Theprobabilitiesare , , , .
8 8 8 8
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Fig.63.Adiagramforshowingthenumberofwaysascoreof0,1,2,or3headscanbeobtainedinagameof
3tosses.
Fig.64.AdiagramlikethatofFig.63,foragameof6tosses.
TheargumentwehavebeenmakingcanbesummarizedbyadiagramlikethatinFig.63.Itisclearhowthe
diagramshouldbecontinuedforgameswithalargernumberoftosses.Figure64showssuchadiagramfora
gameof6tosses.Thenumberofwaystoanypointonthediagramisjustthenumberofdifferentpaths
(sequencesofheadsandtails)whichcanbetakenfromthestartingpoint.Theverticalpositiongivesusthetotal
numberofheadsthrown.ThesetofnumberswhichappearsinsuchadiagramisknownasPascalstriangle.
Thenumbersarealsoknownasthebinomialcoefficients,becausetheyalsoappearintheexpansionof(a + b) n.
Ifwecallnthenumberoftossesandkthenumberofheadsthrown,thenthenumbersinthediagramareusually
designatedbythesymbol\mathchoice ( n
)
((( k \mathchoice ))).Wemayremarkinpassingthatthebinomial
coefficientscanalsobecomputedfrom
WearenowreadytocomputetheprobabilityP(k, n)ofthrowingkheadsinntosses,usingourdefinition
Eq.(6.1).Thetotalnumberofpossiblesequencesis2 n(sincethereare2outcomesforeachtoss),andthe
n
numberofwaysofobtainingkheadsis ( ),allequallylikely,sowehave
k
n
(k )
P(k, n) = .
2n
SinceP(k, n)isthefractionofgameswhichweexpecttoyieldkheads,thenin100gamesweshouldexpectto
findkheads100 P(k, n)times.ThedashedcurveinFig.62passesthroughthepointscomputedfrom
100 P(k, 30).Weseethatweexpecttoobtainascoreof15headsin14or15games,whereasthisscorewas
observedin13games.Weexpectascoreof16in13or14games,butweobtainedthatscorein16games.Such
fluctuationsarepartofthegame.
Themethodwehavejustusedcanbeappliedtothemostgeneralsituationinwhichthereareonlytwopossible
outcomesofasingleobservation.LetusdesignatethetwooutcomesbyW(forwin)andL(forlose).Inthe
generalcase,theprobabilityofWorLinasingleeventneednotbeequal.Letpbetheprobabilityofobtaining
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63Therandomwalk
Thereisanotherinterestingprobleminwhichtheideaofprobabilityisrequired.Itistheproblemofthe
randomwalk.Initssimplestversion,weimagineagameinwhichaplayerstartsatthepointx = 0andat
eachmoveisrequiredtotakeastepeitherforward(toward+ x)orbackward(toward x).Thechoiceistobe
maderandomly,determined,forexample,bythetossofacoin.Howshallwedescribetheresultingmotion?In
itsgeneralformtheproblemisrelatedtothemotionofatoms(orotherparticles)inagascalledBrownian
motionandalsotothecombinationoferrorsinmeasurements.Youwillseethattherandomwalkproblemis
closelyrelatedtothecointossingproblemwehavealreadydiscussed.
First,letuslookatafewexamplesofarandomwalk.Wemaycharacterizethewalkersprogressbythenet
distanceD NtraveledinNsteps.WeshowinthegraphofFig.65threeexamplesofthepathofarandom
walker.(WehaveusedfortherandomsequenceofchoicestheresultsofthecointossesshowninFig.61.)
Fig.65.Theprogressmadeinarandomwalk.ThehorizontalcoordinateNisthetotalnumberofstepstaken
theverticalcoordinateD Nisthenetdistancemovedfromthestartingposition.
Whatcanwesayaboutsuchamotion?Wemightfirstask:Howfardoeshegetontheaverage?Wemust
expectthathisaverageprogresswillbezero,sinceheisequallylikelytogoeitherforwardorbackward.Butwe
havethefeelingthatasNincreases,heismorelikelytohavestrayedfartherfromthestartingpoint.Wemight,
therefore,askwhatishisaveragedistancetravelledinabsolutevalue,thatis,whatistheaverageof|D|.Itis,
however,moreconvenienttodealwithanothermeasureofprogress,thesquareofthedistance:D 2ispositive
foreitherpositiveornegativemotion,andisthereforeareasonablemeasureofsuchrandomwandering.
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2
WecanshowthattheexpectedvalueofD NisjustN,thenumberofstepstaken.Byexpectedvaluewemean
theprobablevalue(ourbestguess),whichwecanthinkofastheexpectedaveragebehaviorinmanyrepeated
2
sequences.WerepresentsuchanexpectedvaluebyD N,andmayrefertoitalsoasthemeansquaredistance.
2
Afteronestep,D 2isalways+ 1,sowehavecertainlyD 1 = 1.(Alldistanceswillbemeasuredintermsofa
unitofonestep.Weshallnotcontinuetowritetheunitsofdistance.)
2
TheexpectedvalueofD NforN > 1canbeobtainedfromD N 1.If,after(N 1)steps,wehaveD N 1,then
afterNstepswehaveD N = D N 1 + 1orD N = D N 1 1.Forthesquares,
{
2
D N 1 + 2D N 1 + 1,
2
DN = or
2
D N 1 2D N 1 + 1.
Inanumberofindependentsequences,weexpecttoobtaineachvalueonehalfofthetime,soouraverage
2 2
expectationisjusttheaverageofthetwopossiblevalues.TheexpectedvalueofD NisthenD N 1 + 1.In
2 2
general,weshouldexpectforD N 1itsexpectedvalueD N 1(bydefinition!).So
2 2
D N = D N 1 + 1.
2
WehavealreadyshownthatD 1 = 1itfollowsthenthat
2
D N = N,
aparticularlysimpleresult!
Ifwewishanumberlikeadistance,ratherthanadistancesquared,torepresenttheprogressmadeawayfrom
theorigininarandomwalk,wecanusetherootmeansquaredistanceD rms:
D rms = D 2 = N.
Wehavepointedoutthattherandomwalkiscloselysimilarinitsmathematicstothecointossinggamewe
consideredatthebeginningofthechapter.Ifweimaginethedirectionofeachsteptobeincorrespondencewith
theappearanceofheadsortailsinacointoss,thenDisjustN H N T,thedifferenceinthenumberofheadsand
tails.SinceN H + N T = N,thetotalnumberofsteps(andtosses),wehaveD = 2N H N.Wehavederivedearlier
anexpressionfortheexpecteddistributionofN H(alsocalledk)andobtainedtheresultofEq.(6.5).SinceNis
justaconstant,wehavethecorrespondingdistributionforD.(SinceforeveryheadmorethanN / 2thereisatail
missing,wehavethefactorof2betweenN HandD.)ThegraphofFig.62representsthedistributionof
distanceswemightgetin30randomsteps(wherek = 15istobereadD = 0k = 16,D = 2etc.).
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N D
NH = .
2 2
Thermsdeviationis
( NH
N
)
2 rms 2
= N.
1
Wearenowinapositiontoconsideraquestionwehaveavoideduntilnow.Howshallwetellwhetheracoinis
honestorloaded?Wecangivenowatleastapartialanswer.Foranhonestcoin,weexpectthefractionof
thetimesheadsappearstobe0.5,thatis,
N H
= 0.5.
N
1 N 1
= .
N 2 2N
ThelargerNis,thecloserweexpectthefractionN H / Ntobetoonehalf.
Fig.66.ThefractionofthetossesthatgaveheadsinaparticularsequenceofNtossesofapenny.
InFig.66wehaveplottedthefractionN H / Nforthecointossesreportedearlierinthischapter.Weseethe
tendencyforthefractionofheadstoapproach0.5forlargeN.Unfortunately,foranygivenrunorcombination
ofrunsthereisnoguaranteethattheobserveddeviationwillbeevenneartheexpecteddeviation.Thereis
alwaysthefinitechancethatalargefluctuationalongstringofheadsortailswillgiveanarbitrarilylarge
deviation.Allwecansayisthatifthedeviationisneartheexpected1 / 2N(saywithinafactorof2or3),we
havenoreasontosuspectthehonestyofthecoin.Ifitismuchlarger,wemaybesuspicious,butcannotprove,
thatthecoinisloaded(orthatthetosserisclever!).
Wehavealsonotconsideredhowweshouldtreatthecaseofacoinorsomesimilarchancyobject(saya
stonethatalwayslandsineitheroftwopositions)thatwehavegoodreasontobelieveshouldhaveadifferent
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NH 1
P(H) = .
N 2N
Thereisanimplicationinsuchanexpressionthatthereisatrueorcorrectprobabilitywhichcouldbe
computedifweknewenough,andthattheobservationmaybeinerrorduetoafluctuation.Thereis,however,
nowaytomakesuchthinkinglogicallyconsistent.Itisprobablybettertorealizethattheprobabilityconceptis
inasensesubjective,thatitisalwaysbasedonuncertainknowledge,andthatitsquantitativeevaluationis
subjecttochangeasweobtainmoreinformation.
64Aprobabilitydistribution
Letusreturnnowtotherandomwalkandconsideramodificationofit.Supposethatinadditiontoarandom
choiceofthedirection( + or )ofeachstep,thelengthofeachstepalsovariedinsomeunpredictableway,
theonlyconditionbeingthatontheaveragethesteplengthwasoneunit.Thiscaseismorerepresentativeof
somethinglikethethermalmotionofamoleculeinagas.IfwecallthelengthofastepS,thenSmayhaveany
valueatall,butmostoftenwillbenear1.Tobespecific,weshallletS 2 = 1or,equivalently,S rms = 1.Our
derivationforD 2wouldproceedasbeforeexceptthatEq.(6.8)wouldbechangednowtoread
D 2N = D 2N 1 + S 2 = D 2N 1 + 1.
Wehave,asbefore,that
2
D N = N.
WhatwouldweexpectnowforthedistributionofdistancesD?Whatis,forexample,theprobabilitythatD = 0
after30steps?Theansweriszero!TheprobabilityiszerothatDwillbeanyparticularvalue,sincethereisno
chanceatallthatthesumofthebackwardsteps(ofvaryinglengths)wouldexactlyequalthesumofforward
steps.WecannotplotagraphlikethatofFig.62.
Wecan,however,obtainarepresentationsimilartothatofFig.62,ifweask,notwhatistheprobabilityof
obtainingDexactlyequalto0,1,or2,butinsteadwhatistheprobabilityofobtainingDnear0,1,or2.Letus
defineP(x, x)astheprobabilitythatDwilllieintheintervalxlocatedatx(sayfromxtox + x).Weexpect
thatforsmallxthechanceofDlandingintheintervalisproportionaltox,thewidthoftheinterval.Sowe
canwrite
P(x, x) = p(x) x.
Thefunctionp(x)iscalledtheprobabilitydensity.
Theformofp(x)willdependonN,thenumberofstepstaken,andalsoonthedistributionofindividualstep
lengths.Wecannotdemonstratetheproofshere,butforlargeN,p(x)isthesameforallreasonabledistributions
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inindividualsteplengths,anddependsonlyonN.Weplotp(x)forthreevaluesofNinFig.67.Youwillnotice
thatthehalfwidths(typicalspreadfromx = 0)ofthesecurvesisN,aswehaveshownitshouldbe.
Fig.67.TheprobabilitydensityforendingupatthedistanceDfromthestartingplaceinarandomwalkofN
steps.(Dismeasuredinunitsofthermssteplength.)
Youmaynoticealsothatthevalueofp(x)nearzeroisinverselyproportionaltoN.Thiscomesaboutbecause
thecurvesareallofasimilarshapeandtheirareasunderthecurvesmustallbeequal.Sincep(x) xisthe
probabilityoffindingDinxwhenxissmall,wecandeterminethechanceoffindingDsomewhereinsidean
arbitraryintervalfromx 1tox 2,bycuttingtheintervalinanumberofsmallincrementsxandevaluatingthe
sumofthetermsp(x) xforeachincrement.TheprobabilitythatDlandssomewherebetweenx 1andx 2,which
wemaywriteP(x 1 < D < x 2),isequaltotheshadedareainFig.68.Thesmallerwetaketheincrementsx,
themorecorrectisourresult.Wecanwrite,therefore,
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TheareaunderthewholecurveistheprobabilitythatDlandssomewhere(thatis,hassomevaluebetween
x = andx = + ).Thatprobabilityissurely1.Wemusthavethat
+
p(x) dx = 1.
SincethecurvesinFig.67getwiderinproportiontoN,theirheightsmustbeproportionalto1 / Nto
maintainthetotalareaequalto1.
Theprobabilitydensityfunctionwehavebeendescribingisonethatisencounteredmostcommonly.Itisknown
asthenormalorGaussianprobabilitydensity.Ithasthemathematicalform
1 2 2
p(x) = e x / 2 ,
2
whereiscalledthestandarddeviationandisgiven,inourcase,by = Nor,ifthermsstepsizeisdifferent
from1,by = NS rms.
Weremarkedearlierthatthemotionofamolecule,orofanyparticle,inagasislikearandomwalk.Suppose
weopenabottleofanorganiccompoundandletsomeofitsvaporescapeintotheair.Ifthereareaircurrents,so
thattheairiscirculating,thecurrentswillalsocarrythevaporwiththem.Buteveninperfectlystillair,the
vaporwillgraduallyspreadoutwilldiffuseuntilithaspenetratedthroughouttheroom.Wemightdetectit
byitscolororodor.Theindividualmoleculesoftheorganicvaporspreadoutinstillairbecauseofthe
molecularmotionscausedbycollisionswithothermolecules.Ifweknowtheaveragestepsize,andthe
numberofstepstakenpersecond,wecanfindtheprobabilitythatone,orseveral,moleculeswillbefoundat
somedistancefromtheirstartingpointafteranyparticularpassageoftime.Astimepasses,morestepsaretaken
andthegasspreadsoutasinthesuccessivecurvesofFig.67.Inalaterchapter,weshallfindouthowthestep
sizesandstepfrequenciesarerelatedtothetemperatureandpressureofagas.
Earlier,wesaidthatthepressureofagasisduetothemoleculesbouncingagainstthewallsofthecontainer.
Whenwecomelatertomakeamorequantitativedescription,wewillwishtoknowhowfastthemoleculesare
goingwhentheybounce,sincetheimpacttheymakewilldependonthatspeed.Wecannot,however,speakof
thespeedofthemolecules.Itisnecessarytouseaprobabilitydescription.Amoleculemayhaveanyspeed,but
somespeedsaremorelikelythanothers.Wedescribewhatisgoingonbysayingthattheprobabilitythatany
particularmoleculewillhaveaspeedbetweenvandv + visp(v) v,wherep(v),aprobabilitydensity,isa
givenfunctionofthespeedv.WeshallseelaterhowMaxwell,usingcommonsenseandtheideasofprobability,
wasabletofindamathematicalexpressionforp(v).Theform2ofthefunctionp(v)isshowninFig.69.
Velocitiesmayhaveanyvalue,butaremostlikelytobenearthemostprobablevaluev p.
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Fig.69.Thedistributionofvelocitiesofthemoleculesinagas.
WeoftenthinkofthecurveofFig.69inasomewhatdifferentway.Ifweconsiderthemoleculesinatypical
container(withavolumeof,say,oneliter),thenthereareaverylargenumberNofmoleculespresent(N 10 22
).Sincep(v) vistheprobabilitythatonemoleculewillhaveitsvelocityinv,byourdefinitionofprobability
wemeanthattheexpectednumberNtobefoundwithavelocityintheintervalvisgivenby
N = N p(v) v.
65Theuncertaintyprinciple
Theideasofprobabilityarecertainlyusefulindescribingthebehaviorofthe10 22orsomoleculesinasampleof
agas,foritisclearlyimpracticaleventoattempttowritedownthepositionorvelocityofeachmolecule.When
probabilitywasfirstappliedtosuchproblems,itwasconsideredtobeaconvenienceawayofdealingwith
verycomplexsituations.Wenowbelievethattheideasofprobabilityareessentialtoadescriptionofatomic
happenings.Accordingtoquantummechanics,themathematicaltheoryofparticles,thereisalwayssome
uncertaintyinthespecificationofpositionsandvelocities.Wecan,atbest,saythatthereisacertainprobability
thatanyparticlewillhaveapositionnearsomecoordinatex.
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Fig.610.Probabilitydensitiesforobservationofthepositionandvelocityofaparticle.
SincetherighthandsideofEq.(6.22)isaconstant,thisequationsaysthatifwetrytopindownaparticleby
forcingittobeataparticularplace,itendsupbyhavingahighspeed.Orifwetrytoforceittogoveryslowly,
orataprecisevelocity,itspreadsoutsothatwedonotknowverywelljustwhereitis.Particlesbehaveina
funnyway!
Theuncertaintyprincipledescribesaninherentfuzzinessthatmustexistinanyattempttodescribenature.Our
mostprecisedescriptionofnaturemustbeintermsofprobabilities.Therearesomepeoplewhodonotlikethis
wayofdescribingnature.Theyfeelsomehowthatiftheycouldonlytellwhatisreallygoingonwithaparticle,
theycouldknowitsspeedandpositionsimultaneously.Intheearlydaysofthedevelopmentofquantum
mechanics,Einsteinwasquiteworriedaboutthisproblem.Heusedtoshakehisheadandsay,But,surelyGod
doesnotthrowdiceindetermininghowelectronsshouldgo!Heworriedaboutthatproblemforalongtimeand
heprobablyneverreallyreconciledhimselftothefactthatthisisthebestdescriptionofnaturethatonecangive.
Therearestilloneortwophysicistswhoareworkingontheproblemwhohaveanintuitiveconvictionthatitis
possiblesomehowtodescribetheworldinadifferentwayandthatallofthisuncertaintyaboutthewaythings
arecanberemoved.Noonehasyetbeensuccessful.
Thenecessaryuncertaintyinourspecificationofthepositionofaparticlebecomesmostimportantwhenwe
wishtodescribethestructureofatoms.Inthehydrogenatom,whichhasanucleusofoneprotonwithone
electronoutsideofthenucleus,theuncertaintyinthepositionoftheelectronisaslargeastheatomitself!We
cannot,therefore,properlyspeakoftheelectronmovinginsomeorbitaroundtheproton.Themostwecansay
isthatthereisacertainchancep(r) V,ofobservingtheelectroninanelementofvolumeVatthedistancer
fromtheproton.Theprobabilitydensityp(r)isgivenbyquantummechanics.Foranundisturbedhydrogenatom
p(r) = Ae 2r / a.Thenumberaisthetypicalradius,wherethefunctionisdecreasingrapidly.Sincethereisa
smallprobabilityoffindingtheelectronatdistancesfromthenucleusmuchgreaterthana,wemaythinkofaas
theradiusoftheatom,about10 10meter.
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Fig.611.Awayofvisualizingahydrogenatom.Thedensity(whiteness)ofthecloudrepresentstheprobability
densityforobservingtheelectron.
Wecanformanimageofthehydrogenatombyimaginingacloudwhosedensityisproportionaltothe
probabilitydensityforobservingtheelectron.AsampleofsuchacloudisshowninFig.611.Thusourbest
pictureofahydrogenatomisanucleussurroundedbyanelectroncloud(althoughwereallymeana
probabilitycloud).Theelectronistheresomewhere,butnaturepermitsustoknowonlythechanceoffinding
itatanyparticularplace.
Initseffortstolearnasmuchaspossibleaboutnature,modernphysicshasfoundthatcertainthingscannever
beknownwithcertainty.Muchofourknowledgemustalwaysremainuncertain.Themostwecanknowisin
termsofprobabilities.
1.Afterthefirstthreegames,theexperimentwasactuallydonebyshaking30penniesviolentlyinaboxand
thencountingthenumberofheadsthatshowed.
2
2.Maxwellsexpressionisp(v) = Cv 2e av ,whereaisaconstantrelatedtothetemperatureandCischosen
sothatthetotalprobabilityisone.
Copyright1963,2006,2013bytheCaliforniaInstituteofTechnology,
MichaelA.Gottlieb,andRudolfPfeiffer
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