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j jN ( j)
(1) h ji
j N ( j)
The average (also called the mean) is distinct from the median value,
which is the value the divides the set into two equal subsets, with one sub-
set containing values less than the median and the other containing values
greater than the median. (Obviously this works exactly only if we have an
even number of values, but you get the idea.)
Having calculated the average, we can then calculate the deviation j
from that average for each value j. It turns out that the square of the devia-
tion is more useful, so we have
and the standard deviation is the (positive) square root of the variance:
rD E q
2
(6) = ( j) = h j2 i h ji2
N ( j)
(7) P ( j) =
j N ( j)
Example 1. Suppose we have a group of people with ages as follows:
age j N ( j)
14 1
15 1
16 3
22 2
24 2
25 5
For this set, we have
294
(8) h ji = = 21
14
(9) h ji2 = 441
2 6434
(10) j = = 459.57
14
The median age is between 22 and 24 (say, 23) since there are 7 people
with ages greater than 23 and 7 with ages less than 23.
We can now add a column for j:
age j N ( j) j
14 1 7
15 1 6
16 3 5
22 2 1
24 2 3
25 5 4
Therefore
D E 260
(11) 2 = ( j)2 = = 18.57
14
(12) = 4.31
We can check equation 5
AVERAGE AND STANDARD DEVIATION 3
2 = j2 h ji2
(13)
(14) = 459.57 441 = 18.57
For continuous distributions, we need to use integrals instead of sums to
calculate the various averages. To calculate the average of a function f (x),
we need the probability density (x) dx which gives the probability that the
value of x lies in the interval (x, x + dx). Given this, we then have
(15) h f (x)i = f (x) (x) dx
Some special cases of this formula are used to calculate the average and
variance:
(16) hxi = x (x) dx
2
(17) x = x2 (x) dx
1
(19) x (t) = gt 2
2
The time taken for the rock to hit the bottom of the cliff is
s
2h
(20) T=
g
Now suppose that the position of the rock is randomly sampled a large
number of times during its fall. If the sampling times are truly random, the
probability of a sample being taken in any time interval dt is constant and
since the probability that a given sample occurs sometime between t = 0
and t = T must be 1, we have
AVERAGE AND STANDARD DEVIATION 4
dt
(21) (t) dt =
T
The average location of the rock over all the samples is then
T
(22) hxi = x (t) (t) dt
0
T
1 2 dt
(23) = gt
0 2 T
gT 2
(24) =
6
h
(25) =
3
Also
T
2
(26) x = x2 (t) (t) dt
0
T 2
1 2 dt
(27) = gt
0 2 T
g2
T4
(28) =
4 5
h2
(29) =
5
q
(30) = hx2 i hxi2 = 0.2981h
dt dx
dt
(31) =
Tdx r
T
dx g
(32) =
gt 2h
r r
dx g g
(33) =
g 2x 2h
dx
(34) =
2 hx
1
(35) (x) =
2 hx
The probability of a sample being taken when x is more than away
from the average is
( 1 0.2981)h h
3
(36) P = (x) dx + (x) dx = 0.393
0 ( 13 +0.2981)h
We could also work this outwithout first finding (x) by finding the
times at which x = 31 0.2981 h from 19 and then integrating (t) over
the corresponding time range.
s
1
2 0.2981 h
3
(37) t1 =
g
s
2 31 + 0.2981 h
(38) t2 =
g
t1 T
1
(39) P = dt + dt
T 0 t2
s s s
g 2 13 0.2981 h 1
r
2h 2 3 + 0.2981 h
(40) = +
2h g g g
(41) = 0.393
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