Mathematics

Statistics and linear algebra

Mean, variance, Bayes, matrices, eigenvalues.

Basics

Descriptive stats

The mean is a center of mass; the median is the middle in order; variance measures spread. Standard deviation is in the original units. A normal curve holds about 68% within ±1σ of the mean.

Probability

0≤P≤1, and the whole space sums to 1. Independence: P(A∩B)=P(A)P(B). Conditional: P(A|B)=P(A∩B)/P(B). Bayes reverses the conditioning.

Matrices and vectors

A vector has magnitude and direction; a matrix is a linear map. AB is composition (order matters). Invertible iff det≠0. Eigenvectors are directions the map only stretches.

Formulas

Sample mean and variance

x̄ = (Σ xᵢ)/n, s² = Σ (xᵢ − x̄)² / (n−1)

Sample variance uses n−1 (unbiased). Population variance divides by n.

Symbols

  • n sample size

Bayes

P(A|B) = P(B|A) P(A) / P(B)

Update a prior P(A) with data B.

Binomial mean

E[X] = n p, Var(X) = n p (1−p)

n independent Bernoulli trials with success p.

Symbols

  • p success probability

Dot product

a · b = |a| |b| cosθ = Σ aᵢ bᵢ

Zero means perpendicular. Geometry of work W=F·s.

2×2 determinant

det = ad − bc for [[a,b],[c,d]]

Signed area scale. Zero means linearly dependent columns.

Eigenvalues

A v = λ v, det(A − λ I) = 0

Shows up in vibration modes, principal axes, Markov steady states, and more.

Symbols

  • λ eigenvalue
  • v eigenvector

Euler's formula

e^{iθ} = cos θ + i sin θ

At θ=π, e^{iπ}+1=0. Language of AC phasors and Fourier analysis.

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