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In many of the problems dealt with in this book, the number of trials, n, is very large. A small molecule undergoing diffusion, for example, steps to the right or left millions of times in a microsecond, not 4 times in a few seconds, as the ball in the apparatus of Fig. A.3. There are two asymptotic limits of the binomial distribution. One, the Gaussian, or normal, distribution, is obtained when the probability of a success, p, is finite, i.e., if np -> infty as n -> infty. The other, the Poisson distribution, is obtained if p is very small, so small that np remains finite as n -> infty.

The derivation of the Gaussian distribution involves the use of Stirling's approximation for the factorials of the binomial coefficients:

Equation A.26 (A.26)

where e is the base of the natural logarithms. The result is

Equation A.27 (A.27)

where µ = <k> = np and sigma = (<k2> - <k>2)1/2 = (npq)1/2, as before. P(k; µ, sigma) dk is the probability that k will be found between k and k + dk, where dk is infinitesimal. The distribution is continuous rather than discrete. Expectation values are found by taking integrals rather than sums. The distribution is symmetric about the mean, µ, and its width is determined by sigma. The area of the distribution is 1, so its height is inversely proportional to sigma.

If we define u = (k - µ) / sigma, i.e., plot the distribution with the abscissa in units of sigma and the origin at µ, then

Equation A.28 (A.28)

P(u) is called the normal curve of error; it is shown in Fig. A.5. As an exercise, use your tables of definite integrals and show that

Equation A.29 (A.29)

Equation A.30 (A.30)


Equation A.31 (A.31)

Eq. A.30 can be done by inspection: P(u) is an even function of u, so uP(u) must be an odd function of u. The distribution P(u) is normalized, its mean value is 0, and its variance and standard deviation are 1.

Figure 5

Figure A.5. The normal curve of error: the Gaussian distribution plotted in units of the standard deviation sigma with its origin at the mean value µ. The area under the curve is 1. Half the area falls between u = ± 0.67.

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