Instructors' Solutions For Mathematical Methods For Physics and Engineering by Riley

1/17/13 Solutions Manual of Riley Et Al.
Mathematical Methods 3e
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STATISTICS
31.16 The function y(x) isknowntobeaquadraticfunctionof x. The following
table gives the measured values and uncorrelated standard errors of y measured
at various values of x (inwhichthereisnegligibleerror):
x 1 2 3 4 5
y(x) 3.5
0.5 2.0
0.5 3.0
0.5 6.5
1.0 10.5
1.0
Construct the response matrix R using as basis functions 1, x, x
2
. Calculate the
matrix R
T
N
1
R and show that its inverse, the covariance matrix V, has the form
V =
1
9184
12592 9708 1580

9708 8413 1461
1580 1461 269
.
Usethismatrixtondthebestvalues,andtheiruncertainties,forthecoecients
of the quadratic form for y(x).
Asthemeasureddatahasuncorrelated,butunequal,errors,thecovariancematrix
N, whilst being diagonal, will not be a multiple of the unit matrix; it will be
N = diag(0.25, 0.25, 0.25, 1.0, 1.0).
Usingasbasefunctionsthethreefunctions h
1
(x) = 1, h
2
(x) = x and h
3
(x) = x
2
,
wecalculatetheelementsofthe5 3 response matrix R
ij
= h
j
(x
i
).Tosavespace
we display its 3 5 transpose:
R
T
=
1 1 1 1 1
1 2 3 4 5
1 4 9 16 25
Then
R
T
N
1
R =
4 4 4 1 1
4 8 12 4 5
4 16 36 16 25

1 1 1
1 2 4
1 3 9
1 4 16
1 5 25
14 33 97
33 97 333
97 333 1273
.
Thedeterminantofthesquarematrix R
T
N
1
R is
14[ (971273) (333 333)]+33[ (333 97) (33 1273) ]
+ 97[ (33333) (97 97)]
=14 12592 33 9708+97 1580 = 9184.
516

STATISTICS
This is non-zero and so the matrix has an inverse. It is tedious to calculate the
inverse V by the standard methods and it is just as good for practical purposes
inverse V by the standard methods and it is just as good for practical purposes
to verify the given form for V, knowing that it is unique. The following matrix
equation, VR
T
N
1
R = I
3
,canbeveriednumerically
1
9184
12592 9708 1580

9708 8413 1461
1580 1461 269
14 33 97
33 97 333
97 333 1273
1 0 0
0 1 0
0 0 1
.
Thebestestimators a
1
, a
2
and a
3
forthecoecientsinthequadraticformarenow
given by a = VR
T
N
1
y,where y isthedatacolumn vector (3.5, 2.0, 3.0, 6.5, 10.5)
T
.
The column vector a iscalculatedas
1.371 1.057 0.1720

1.057 0.9160 0.1591
0.1720 0.1591 0.0293
4 4 4 1 1
4 8 12 4 5
4 16 36 16 25
3.5
2.0
3.0
6.5
10.5
,
yielding the three components as 6.73, 4.34 and 1.03.Thecorrespondingstan-
dard errors in these coecients are given by the square roots of the diagonal
elements of V,namely1.17,0.96and0.17.
Thus the best quadratic t to the measured data, giving weight to the standard
errorsinthem,is
y(x)=(6.73 1.17) (4.34 0.96)x +(1.03 0.17)x
2
.
Theo-diagonalelementsof V are not used here, but are closely related to the
correlations between the tted parameters.
31.18 Prove that the expression given for the Students t-distributioninequation
(31.118) is correctly normalised.
Thegivenexpressionis
P(t|H
0
)=
1
(N 1)
1
2
N
1
2
N
1
2
)
1+
t
2
N 1
N/2
,
Denoting the product of constants multiplying the t-dependent parentheses by
A(N),werequirethat

P(t|H
0
) dt = A(N)

1+
t
2
N 1
N/2
dt = 1.
517

STATISTICS
Set t =
N 1tan for /2 /2 giving

P(t|H
0
) dt = A(N)

/2
/2
(1+tan
2
)
N/2
N 1sec
2
d
=2
N 1A(N)

/2
0
sec
N+2
d

0
=2
1A(N)

/2
0
cos
N2
d.
Now,integralsofthisformcanbeexpressedintermofbetaandgammafunctions
by
(m) (n)
(m +n)
= B(m, n) = 2

/2
0
sin
2m1
cos
2n1
d.
It follows that

/2
0
cos
N2
d =
1
2
B(
1
2
,
1
2
N
1
2
)
=
(
1
2
) (
1
2
N
1
2
)
2(
1
2
N)
=
(
1
2
N
1
2
)
2(
1
2
N)
.
Hence

0
P(t|H
0
) dt = 2
N 1
(
1
2
N)
(N 1) (
1
2
N
1
2
)
(
1
2
N
1
2
)
2(
1
2
N)
= 1,
as expected.
31.20 It is claimed that the two following sets of values were obtained (a) by
randomly drawing from a normal distribution that is N(0, 1) andthen (b) randomly
assigning each reading to one of two sets A and B:
Set A: 0.314 0.603 0.551 0.537 0.160 1.635 0.719
0.610 0.482 1.757 0.058
SetB: 0.691 1.515 1.642 1.736 1.224 1.423 1.165
Maketests,including t-and F-tests, to establish whether there is any evidence that
either claims is, or both claims are, false.
(a)Themeanandvarianceofthewholesampleare 0.068 and 1.180, leading to
anestimatedstandarddeviation,includingtheBesselcorrectionfor18readings,
518

STATISTICS
of 1.12. These are obviously compatible with samples drawn from a N(0, 1)
distribution, without the need for statistical tests.
(b) The means and sample variances of the two sets are: A, 0.226 and 0.741;
B, 0.180 and 2.189, with estimated standard deviations of the populations from
which they are drawn of 0.861 and 1.480 respectively.
Thebestestimatorof for calculating t is
=
(11
0.741)+(7
2.189)
11+7 2
1/2
=1.21.
Onthenullhypothesisthatthetwosamplesaredrawnfromthesamedistribution,
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Onthenullhypothesisthatthetwosamplesaredrawnfromthesamedistribution,
t is given by
t =
0.180 (0.226)
1.21
11 7
11 +7
1/2
=0.694.
This is for 11+ 7 2=16degreesoffreedom.Fromthetable C
16
(0.694)=0.74.
Thus, this or a greater value of t (in magnitude) can be expected in marginally
more than half of all cases (recall that here a two-tailed distribution is needed)
andthereisnoevidenceforasignicantdierencebetweenthemeansofthetwo
samples.
Thevalueoftheestimatedvarianceratiooftheparentpopulationsis
F =
u
2
v
2
=
7 2.189
6
10
11 0.741
= 3.13.
For n
1
= 6 and n
2
= 10, this value is very close to the 95% condence limit of
3.22. Thus it is rather unlikely that the allocation between the two groups was
made at random set B has signicantly more readings that are more than one
standarddeviationfromthemeanfora N(0, 1)distributionthanitshouldhave.
519
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1/17/13 Solutions Manual of Riley Et Al.

12592 9708 1580

12592 9708 1580

1.371 1.057 0.1720

N 1tan for /2 /2 giving

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