feat: removes some trivs and thrfs for wider consumption
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@ -132,7 +132,7 @@
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\pdv{\log P}{\sigma} &= - \frac{N}{\sigma} - \frac{S + N \left(\mean{x} - \mu \right)^2}{2} \frac{-2}{\sigma^3} \\
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\pdv{\log P}{\sigma} &= - \frac{N}{\sigma} + \frac{S + N \left(\mean{x} - \mu \right)^2}{\sigma^3}
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\end{align}
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\triv we can now sub $\mu = \mean{x}$, giving us
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Naturally we can now sub $\mu = \mean{x}$, giving us
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\begin{align}
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\pdv{\log P}{\sigma} &= - \frac{N}{\sigma} + \frac{S}{\sigma^3}.
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\end{align}
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@ -19,7 +19,7 @@
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\usepackage{enumerate}
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% custom deepak packages
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\usepackage{luatrivially}
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% \usepackage{luatrivially}
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\usepackage{subtitling}
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\begin{luacode*}
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@ -27,7 +27,7 @@
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\end{luacode*}
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\title{Problem 1.2}
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\subtitle{Probability distributions: gory version}
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\subtitle{Probability distributions}
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\author{\begin{telugu}హృదయ్ దీపక్ మల్లుభొట్ల\end{telugu}}
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% want empty date
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\predate{}
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16
tex/1.6.tex
16
tex/1.6.tex
@ -54,13 +54,13 @@
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\end{enumerate}
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\section{Solution} \label{sec:solution}
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\subsection{(b) Eigenvalue differences} \label{subsec:solb}
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\triv the eigenvalues $\nu_{\pm}$ are easy to find.
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The eigenvalues $\nu_{\pm}$ are easy to find.
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Set up the characteristic equation.
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\begin{align}
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0 &= \left(a - \nu\right)\left(c - \nu\right) - b^2 \\
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&= (ac - b^2) - \left(a + c\right) \nu + \nu^2.
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\end{align}
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\thrf
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Therefore
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\begin{align}
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\nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(a + c\right)^2 - 4 \left(ac -b^2\right)}}{2} \\
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\nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(c - a\right)^2 + 4 b^2}}{2}
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@ -69,7 +69,7 @@
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We have thus $\flatfrac{\lambda^2}{4} = d^2 + b^2$, so the region of between fixed $\lambda$ and $\lambda + \Delta$ is an annulus, around the circle with radius $\flatfrac{\lambda}{2}$.
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\triv \begin{align}
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We see that \begin{align}
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\rho(\lambda) &= \int_{(d, b)} \rho(d, b) \dd{d} \dd{b} \\
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&\propto \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda} \dd{\phi} \\
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&\propto 2 \pi \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda}
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@ -82,13 +82,13 @@
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\subsubsection{diagonal elements}
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For the diagonal elements, say $a$, we have a double of a Gaussian variable.
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\thrf for instance $\rho(a) = \rho_g(\flatfrac{a}{2})$.
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Therefore for instance $\rho(a) = \rho_g(\flatfrac{a}{2})$.
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\begin{align}
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\rho(a) &\propto \frac{1}{\sqrt{2 \pi}} e^{-\flatfrac{a^2}{8}},
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\end{align}
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which means that $\sigma_a = 2$.
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\subsubsection{off-diagonal}
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\subsubsection{off-diagonal} \label{subsec:offdiag}
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For off diagonal elements, say $b$, we have two independent Gaussians being summed.
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\begin{align}
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\rho(b) &= \int_{-\infty}^\infty \dd{x} \rho_g(x) \rho_g(b - x) \\
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@ -103,8 +103,10 @@
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\subsubsection{standard deviation of difference}
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We want to show that the standard deviation of $d = \flatfrac{\left(c - a\right)}{2}$ is equal to the standard deviation of $b$, $\sqrt{2}$.
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\triv the numerator gets added in quadrature, $\sigma_d \propto \sqrt{2} \sigma_a$, denominator rescales by $\frac12$, becomes $\sqrt{2}$.
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As we see, the numerator gets added in quadrature, $\sigma_d \propto \sqrt{2} \sigma_a$, denominator rescales by $\frac12$, becomes $\sqrt{2}$.
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This exactly parallels the derivation in \cref{subsec:offdiag}.
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In fact, you can pretty easily set up a homomorphism between sums and differences of variables with distributions of Gaussians of other means and standard deviations and distributions that sum in the ways implied by these expressions.\todo{What's the nice categorical view of this stuff? Morphisms of the category of probability spaces to some measurable space.}
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\subsection{(d) Find the formula for probability distirbution of $\lambda$}
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The two boys $d$ and $b$ are independent Gaussians, with standard deviations $\sqrt{2}$.
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