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1 ( ) 0 1 -1 Central limit theorem Gaussians everywhere Gaussians in physics Slightly-disguised Gaussians in biol ( ) 0 โ‰… ( ) ( 1 ) | 1 + โ‹ฏ

Central limit theorem

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Gaussians everywhere. Central limit theorem. Gaussians in physics. Slightly-disguised Gaussians in biology. 0. 1. -1. 0. Central limit theorem. H. T. -3. -2. -1. 0. 1. 2. 3. Gaussians everywhere. Central limit theorem. Gaussians in physics. - PowerPoint PPT Presentation

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Page 1: Central limit theorem

1

๐›ฟ ๐‘ฅ๐œŽ

๐‘ƒ (๐›ฟ ๐‘ฅ )

0 1-1

Central limit theorem

Gaussians everywhere

Gaussians in physics

Slightly-disguised Gaussians in biology

๐‘ƒ (๐‘ฆ๐‘†๐‘‡ )

0๐‘ฆ ๐‘†๐‘‡

๐›ฟ ๐‘ฆโ‰…๐œ• (๐›ฟ ๐‘ฆ )๐œ• (๐›ฟ๐‘ฅ1 )|๐ด๐‘‰๐ธ ๐›ฟ๐‘ฅ1+โ‹ฏ

Page 2: Central limit theorem

2

Central limit theorem

๐‘ƒ (๐‘ฅ )= 1๐œŽ โˆš2๐œ‹

๐‘’โˆ’ 12 ( ๐‘ฅโˆ’๐œ‡๐œŽ )

2

HT

๐›ฟ ๐‘ฅ๐œŽ

๐‘ƒ (๐›ฟ ๐‘ฅ )

0 1 2 3-1-2-3

Page 3: Central limit theorem

3

๐›ฟ ๐‘ฅ๐œŽ

๐‘ƒ (๐›ฟ ๐‘ฅ )

0 1-1

Central limit theorem

Gaussians everywhere

Gaussians in physics

Slightly-disguised Gaussians in biology

๐‘ƒ (๐‘ฆ๐‘†๐‘‡ )

0๐‘ฆ ๐‘†๐‘‡

๐›ฟ ๐‘ฆโ‰…๐œ• (๐›ฟ ๐‘ฆ )๐œ• (๐›ฟ๐‘ฅ1 )|๐ด๐‘‰๐ธ ๐›ฟ๐‘ฅ1+โ‹ฏ

Page 4: Central limit theorem

4

Physics lab: Engineered for tightly-controlled noise

Page 5: Central limit theorem

5

Physics lab: Engineered for tightly-controlled noise

Page 6: Central limit theorem

6

Physics lab: Engineered for tightly-controlled noise

t

V

x1

x2

x3

x5

x4

Hook vibration

Uneven air flow

Thermal expansion

Laser pointer vibration

Twisting

y

๐›ฟ ๐‘ฆ=๐›ฟ ๐‘ฆ (๐›ฟ๐‘ฅ1 , ๐›ฟ๐‘ฅ2 , ๐›ฟ๐‘ฅ3 ,โ‹ฏ )

๐›ฟ ๐‘ฆโ‰… ๐›ฟ ๐‘ฆ ๐ด๐‘‰๐ธ+๐œ• (๐›ฟ ๐‘ฆ )๐œ• (๐›ฟ ๐‘ฅ1 )|๐ด๐‘‰๐ธ๐›ฟ๐‘ฅ1+ ๐œ• (๐›ฟ ๐‘ฆ )

๐œ• (๐›ฟ๐‘ฅ2 )|๐ด๐‘‰๐ธ๐›ฟ๐‘ฅ2+โ‹ฏ๐‘Œ

๐‘‹ 1 ๐‘‹ 2

โ€œSmallโ€ noise: Neglect quadratic terms in Taylor expansion

0

Page 7: Central limit theorem

7

๐›ฟ ๐‘ฅ๐œŽ

๐‘ƒ (๐›ฟ ๐‘ฅ )

0 1-1

Central limit theorem

Gaussians everywhere

Gaussians in physics

Slightly-disguised Gaussians in biology

๐‘ƒ (๐‘ฆ๐‘†๐‘‡ )

0๐‘ฆ ๐‘†๐‘‡

๐›ฟ ๐‘ฆโ‰…๐œ• (๐›ฟ ๐‘ฆ )๐œ• (๐›ฟ๐‘ฅ1 )|๐ด๐‘‰๐ธ ๐›ฟ๐‘ฅ1+โ‹ฏ

Page 8: Central limit theorem

๐‘‘ ๐‘ฆ๐‘‘๐‘ก

=๐œ• ๐‘ฆ

๐œ•๐‘…+ยฟ๐‘‘๐‘…+ยฟ

๐‘‘๐‘ก+ ๐œ• ๐‘ฆ๐œ•๐‘…โˆ’

๐‘‘ ๐‘…โˆ’

๐‘‘๐‘กยฟยฟ

8

Biology: Law of mass action and logarithms

yx2x1 x3

y

y yy

y yy y y

๐‘˜+ยฟ ยฟ ๐‘˜โˆ’๐‘…+ยฟยฟ ๐‘…โˆ’

๐‘˜+ยฟ ๐‘ฅ1๐‘ฅ2๐‘ฅ3โ‹ฏ ยฟ ๐‘˜โˆ’๐‘ฆ+1 -1

0=๐‘˜+ยฟ ๐‘ฅ1๐‘ฅ2 ๐‘ฅ3โ‹ฏโˆ’๐‘˜โˆ’ ๐‘ฆ๐‘†๐‘‡ ยฟ

๐‘˜โˆ’๐‘ฆ ๐‘†๐‘‡=๐‘˜+ยฟ๐‘ฅ1๐‘ฅ2 ๐‘ฅ3โ‹ฏ ยฟ

ln ( ๐‘ฆ๐‘†๐‘‡ )=ln ยฟยฟFluctuations in x1, x2, x3, etc. are not necessarily engineered to be small. First-order Taylor-expansion might be inaccurate.

ln ( ๐‘ฆ๐‘†๐‘‡ )=ln ยฟยฟln ( ๐‘ฆ๐‘†๐‘‡ )โˆ’ ln ยฟยฟ

๐‘Œ ๐‘‹ 2๐‘‹ 1

Page 9: Central limit theorem

9

Biology: Law of mass action and logarithms

ln ( ๐‘ฆ๐‘†๐‘‡ )โˆ’ ln ยฟยฟ๐‘Œ ๐‘‹ 2๐‘‹ 1

A histogram of the logarithm of the concentration of y displays a normal distribution

30001507 3001500

๐‘ƒ [ln ( ๐‘ฆ๐‘†๐‘‡ ) ]

5 6 7 82 3 4ln ( ๐‘ฆ๐‘†๐‘‡ )

๐‘ƒ (๐‘ฆ๐‘†๐‘‡ )

200 3001000 ๐‘ฆ ๐‘†๐‘‡

yST = e4 = 55

e5 = 150

e6 = 400