University of Manchester

MATHEMATICAL FORMULA TABLES

Version 2.1 November 2004

Other than this front cover these tables are identical to

the UMIST, version 2.0 tables.

1
 CONTENTS

page

Greek Alphabet 3
Indices and Logarithms 3
Trigonometric Identities 4
Complex Numbers 6
Hyperbolic Identities 6
Series 7
Derivatives 9
Integrals 11
Laplace Transforms 13
Z Transforms 16
Fourier Series and Transforms 17
Numerical Formulae 19
Vector Formulae 23
Mechanics 25
Algebraic Structures 27
Statistical Distributions 29
F - Distribution 29
Normal Distribution 31
t - Distribution 32
χ2 (Chi-squared) - Distribution 33
Physical and Astronomical constants 34

2
 GREEK ALPHABET

Aα alpha Nν nu
Bβ beta Ξξ xi
Γγ gamma Oo omicron
∆δ delta Ππ pi
E ², ε epsilon Pρ rho
Zζ zeta Σσ sigma
Hη eta Tτ tau
Θ θ, ϑ theta Υυ upsilon
Iι iota Φ φ, ϕ phi
Kκ kappa Xχ chi
Λλ lambda Ψψ psi
Mµ mu Ωω omega

INDICES AND LOGARITHMS

am × an = am+n

(am )n = amn

log(AB) = log A + log B

log(A/B) = log A − log B
log(An ) = n log A
logc a
logb a =
logc b

3
 TRIGONOMETRIC IDENTITIES

tan A = sin A/ cos A

sec A = 1/ cos A

cosec A = 1/ sin A

cot A = cos A/ sin A = 1/ tan A

sin2 A + cos2 A = 1

sec2 A = 1 + tan2 A

cosec 2 A = 1 + cot2 A

sin(A ± B) = sin A cos B ± cos A sin B

cos(A ± B) = cos A cos B ∓ sin A sin B

tan A ± tan B
tan(A ± B) =
1 ∓ tan A tan B
sin 2A = 2 sin A cos A

cos 2A = cos2 A − sin2 A

= 2 cos2 A − 1

= 1 − 2 sin2 A
2 tan A
tan 2A =
1 − tan2 A
sin 3A = 3 sin A − 4 sin3 A

cos 3A = 4 cos3 A − 3 cos A

3 tan A − tan3 A
tan 3A =
1 − 3 tan2 A
sin A + sin B = 2 sin A+B
2
cos A−B
2

4
sin A − sin B = 2 cos A+B
2
sin A−B
2

cos A + cos B = 2 cos A+B

2
cos A−B
2

cos A − cos B = −2 sin A+B

2
sin A−B
2

2 sin A cos B = sin(A + B) + sin(A − B)

2 cos A sin B = sin(A + B) − sin(A − B)

2 cos A cos B = cos(A + B) + cos(A − B)

−2 sin A sin B = cos(A + B) − cos(A − B)

√
a sin x + b cos x = R sin(x + φ), where R = a2 + b2 and cos φ = a/R, sin φ = b/R.

1 2t 1 − t2
If t = tan 2
x then sin x = , cos x = .
1 + t2 1 + t2
1 1
cos x = 2
(eix + e−ix ) ; sin x = 2i
(eix − e−ix )

eix = cos x + i sin x ; e−ix = cos x − i sin x

5
 COMPLEX NUMBERS

√
i= −1 Note:- ‘j’ often used rather than ‘i’.

Exponential Notation

eiθ = cos θ + i sin θ

De Moivre’s theorem

[r(cos θ + i sin θ)]n = rn (cos nθ + i sin nθ)

nth roots of complex numbers

If z = reiθ = r(cos θ + i sin θ) then

√
z 1/n = n
rei(θ+2kπ)/n , k = 0, ±1, ±2, ...

HYPERBOLIC IDENTITIES

cosh x = (ex + e−x ) /2 sinh x = (ex − e−x ) /2

tanh x = sinh x/ cosh x
sechx = 1/ cosh x cosechx = 1/ sinh x
coth x = cosh x/ sinh x = 1/ tanh x
cosh ix = cos x sinh ix = i sin x
cos ix = cosh x sin ix = i sinh x

cosh2 A − sinh2 A = 1

sech2 A = 1 − tanh2 A

cosech 2 A = coth2 A − 1

6
 SERIES

Powers of Natural Numbers

n
X Xn Xn
1 2 1 1
k = n(n + 1) ; k = n(n + 1)(2n + 1); k 3 = n2 (n + 1)2
k=1 2 k=1 6 k=1 4
n−1
X n
Arithmetic Sn = (a + kd) = {2a + (n − 1)d}
k=0 2

Geometric (convergent for −1 < r < 1)

n−1
X a(1 − rn ) a
Sn = ark = , S∞ =
k=0 1−r 1−r

Binomial (convergent for |x| < 1)

à ! à !
n n 2 n r
(1 + x) = 1 + nx + x + ... + x + ...
2 r

à !
n n(n − 1)(n − 2)...(n − r + 1)
where =
r r!

Maclaurin series
x2 00 xk
f (x) = f (0) + xf 0 (0) + f (0) + ... + f (k) (0) + Rk+1
2! k!
xk+1 (k+1)
where Rk+1 = f (θx), 0 < θ < 1
(k + 1)!

Taylor series
h2 00 hk
f (a + h) = f (a) + hf 0 (a) + f (a) + ... + f (k) (a) + Rk+1
2! k!
hk+1 (k+1)
where Rk+1 = f (a + θh) , 0 < θ < 1.
(k + 1)!
OR
(x − x0 )2 00 (x − x0 )k (k)
f (x) = f (x0 ) + (x − x0 )f 0 (x0 ) + f (x0 ) + ... + f (x0 ) + Rk+1
2! k!
(x − x0 )k+1 (k+1)
where Rk+1 = f (x0 + (x − x0 )θ), 0 < θ < 1
(k + 1)!

7
Special Power Series

x2 x3 xr
ex = 1 + x + + + ... + + ... (all x)
2! 3! r!

x3 x5 x7 (−1)r x2r+1
sin x = x − + − + ... + + ... (all x)
3! 5! 7! (2r + 1)!

x2 x4 x6 (−1)r x2r
cos x = 1 − + − + ... + + ... (all x)
2! 4! 6! (2r)!

x3 2x5 17x7
tan x = x + + + + ... (|x| < π2 )
3 15 315

1 x3 1.3 x5 1.3.5 x7
sin−1 x = x + + + +
2 3 2.4 5 2.4.6 7

1.3.5....(2n − 1) x2n+1
... + + ... (|x| < 1)
2.4.6....(2n) 2n + 1

x3 x5 x7 x2n+1
tan−1 x = x − + − + ... + (−1)n + ... (|x| < 1)
3 5 7 2n + 1

x2 x3 x4 xn
`n(1 + x) = x − + − + ... + (−1)n+1 + ... (−1 < x ≤ 1)
2 3 4 n

x3 x5 x7 x2n+1
sinh x = x + + + + ... + + ... (all x)
3! 5! 7! (2n + 1)!

x2 x4 x6 x2n
cosh x = 1 + + + + ... + + ... (all x)
2! 4! 6! (2n)!

x3 2x5 17x7
tanh x = x − + − + ... (|x| < π2 )
3 15 315

1 x3 1.3 x5 1.3.5 x7
sinh−1 x = x − + − +
2 3 2.4 5 2.4.6 7

1.3.5...(2n − 1) x2n+1
... + (−1)n + ... (|x| < 1)
2.4.6...2n 2n + 1

x3 x5 x7 x2n+1
tanh−1 x = x + + + + ... + ... (|x| < 1)
3 5 7 2n + 1

8
 DERIVATIVES

function derivative
xn nxn−1
ex ex
ax (a > 0) ax `na
1
`nx x
1
loga x x`na

sin x cos x
cos x − sin x
tan x sec2 x
cosec x − cosec x cot x
sec x sec x tan x
cot x − cosec 2 x
1
sin−1 x √
1 − x2
1
cos−1 x −√
1 − x2
1
tan−1 x
1 + x2
sinh x cosh x
cosh x sinh x
tanh x sech 2 x
cosech x − cosech x coth x
sech x − sech x tanh x
coth x − cosech2 x
1
sinh−1 x √
1 + x2
1
cosh−1 x(x > 1) √
x2 − 1
1
tanh−1 x(|x| < 1)
1 − x2
1
coth−1 x(|x| > 1) −
x2 −1

9
Product Rule

d dv du
(u(x) v(x)) = u(x) + v(x)
dx dx dx

Quotient Rule

à !
d u(x) v(x) du
dx
dv
− u(x) dx
=
dx v(x) [v(x)]2

Chain Rule
d
(f (g(x))) = f 0 (g(x)) × g 0 (x)
dx

Leibnitz’s theorem
à !
dn n(n − 1) (n−2) (2) n (n−r) (r)
n
(f.g) = f (n) .g +nf (n−1) .g (1) + f .g +...+ f .g +...+f.g (n)
dx 2! r

10
 INTEGRALS

function integral
Z
dg(x) df (x)
f (x) f (x)g(x) − g(x)dx
dx dx
xn+1
xn (n 6= −1) n+1
1
x
`n|x| Note:- `n|x| + K = `n|x/x0 |
x
e ex
sin x − cos x
cos x sin x
tan x `n| sec x|
¯ ¯
cosec x −`n| cosec x + cot x| or `n ¯¯tan x2 ¯¯
¯ ³ ´¯
¯ π x ¯
sec x `n| sec x + tan x| = `n ¯tan 4
+ 2
¯

cot x `n| sin x|

1 1 x
tan−1
a + x2
2 a a

1 1 a+x 1 x
`n or tanh−1 (|x| < a)
a2 − x 2 2a a − x a a

1 1 x−a 1 x
`n or − coth−1 (|x| > a)
x2 − a2 2a x + a a a

1 x
√ sin−1 (a > |x|)
a2 − x2 a

1 x ³ √ ´
√ sinh−1 or `n x + x2 + a 2
a + x2
2 a

1 x √
√ cosh−1 or `n|x + x2 − a2 | (|x| > a)
x2 − a2 a
sinh x cosh x
cosh x sinh x
tanh x `n cosh x
¯ ¯
cosech x −`n |cosech x + coth x| or `n ¯¯tanh x2 ¯¯
sech x 2 tan−1 ex
coth x `n| sinh x|

11
Double integral
Z Z Z Z
f (x, y) dx dy = g(r, s) J dr ds

where ¯ ¯
¯ ∂x ∂x
¯
∂(x, y) ¯¯ ∂r ∂s
¯
¯
J= = ¯¯ ¯
¯
∂(r, s) ¯
∂y ∂y
¯
∂r ∂s

12
 LAPLACE TRANSFORMS
R
f˜(s) = 0∞ e−st f (t)dt

function transform
1
1
s
n!
tn n+1
s
1
eat
s−a
ω
sin ωt
s2 + ω 2
s
cos ωt
s2 + ω 2
ω
sinh ωt
s − ω2
2

s
cosh ωt
s2 − ω 2
2ωs
t sin ωt
(s2 + ω 2 )2
s2 − ω 2
t cos ωt
(s2 + ω 2 )2
e−as
Ha (t) = H(t − a)
s

δ(t) 1

n!
eat tn
(s − a)n+1
ω
eat sin ωt
(s − a)2 + ω 2
s−a
eat cos ωt
(s − a)2 + ω 2
ω
eat sinh ωt
(s − a)2 − ω 2
s−a
eat cosh ωt
(s − a)2 − ω 2

13
Let f˜(s) = L {f (t)} then
n o
L eat f (t) = f˜(s − a),
d ˜
L {tf (t)} = − (f (s)),
( ) ds
Z
f (t) ∞
L = f˜(x)dx if this exists.
t x=s

Derivatives and integrals

Let y = y(t) and let ỹ = L {y(t)} then

( )
dy
L = sỹ − y0 ,
dt
( )
d2 y
L = s2 ỹ − sy0 − y00 ,
dt2
½Z t ¾
1
L y(τ )dτ = ỹ
τ =0 s

where y0 and y00 are the values of y and dy/dt respectively at t = 0.

Time delay


 0 t<a
Let g(t) = Ha (t)f (t − a) = 
 f (t − a) t>a

then L {g(t)} = e−as f˜(s).

Scale change

µ ¶
1 s
L {f (kt)} = f˜ .
k k

Periodic functions

Let f (t) be of period T then

Z T
1
L {f (t)} = e−st f (t)dt.
1 − e−sT t=0

14
Convolution
Rt Rt
Let f (t) ∗ g(t) = x=0 f (x)g(t − x)dx = x=0 f (t − x)g(x)dx

then L {f (t) ∗ g(t)} = f˜(s)g̃(s).

RLC circuit

For a simple RLC circuit with initial charge q0 and initial current i0 ,
µ ¶
1 e 1
Ẽ = r + Ls + i − Li0 + q0 .
Cs Cs

Limiting values

initial value theorem

lim sf˜(s),
lim f (t) = s→∞
t→0+

final value theorem

lim f (t) = lim sf˜(s),

t→∞ s→0+
Z ∞
f (t)dt = lim f˜(s)
0 s→0+

provided these limits exist.

15
 Z TRANSFORMS

∞
X
Z {f (t)} = f˜(z) = f (kT )z −k
k=0

function transform
δt,nT z −n (n ≥ 0)
z
e−at
z − e−aT
T ze−aT
te−at
(z − e−aT )2

T 2 ze−aT (z + e−aT )
t2 e−at
(z − e−aT )3
z sinh aT
sinh at
z2 − 2z cosh aT + 1
z(z − cosh aT )
cosh at
z2 − 2z cosh aT + 1
ze−aT sin ωT
e−at sin ωt
z 2 − 2ze−aT cos ωT + e−2aT
z(z − e−aT cos ωT )
e−at cos ωt
z 2 − 2ze−aT cos ωT + e−2aT
T ze−aT (z 2 − e−2aT ) sin ωT
te−at sin ωt
(z 2 − 2ze−aT cos ωT + e−2aT )2

T ze−aT (z 2 cos ωT − 2ze−aT + e−2aT cos ωT )

te−at cos ωt
(z 2 − 2ze−aT cos ωT + e−2aT )2

Shift Theorem
P
Z {f (t + nT )} = z n f˜(z) − n−1
k=0 z
n−k
f (kT ) (n > 0)

Initial value theorem

f (0) = limz→∞ f˜(z)

16
 Final value theorem

h i
f (∞) = lim (z − 1)f˜(z) provided f (∞) exists.
z→1

Inverse Formula

1 Z π ikθ ˜ iθ
f (kT ) = e f (e )dθ
2π −π

FOURIER SERIES AND TRANSFORMS

Fourier series

X∞
1
f (t) = a0 + {an cos nωt + bn sin nωt} (period T = 2π/ω)
2 n=1

where

2 Z t0 +T
an = f (t) cos nωt dt
T t0
2 Z t0 +T
bn = f (t) sin nωt dt
T t0

17
Half range Fourier series

4 Z T /2
sine series an = 0, bn = f (t) sin nωt dt
T 0

4 Z T /2
cosine series bn = 0, an = f (t) cos nωt dt
T 0

Finite Fourier transforms

sine transform

4 Z T /2
f˜s (n) = f (t) sin nωt dt
T 0
∞
X
f (t) = f˜s (n) sin nωt
n=1

cosine transform

4 Z T /2
f˜c (n) = f (t) cos nωt dt
T 0
X∞
1˜
f (t) = fc (0) + f˜c (n) cos nωt
2 n=1

Fourier integral

µ ¶
1 1 Z ∞ iωt Z ∞
lim f (t) + lim f (t) = e f (u)e−iωu du dω
2 t%0 t&0 2π −∞ −∞

Fourier integral transform

1 Z ∞ −iωu
f˜(ω) = F {f (t)} = √ e f (u) du
2π −∞
n
−1 ˜
o 1 Z ∞ iωt ˜
f (t) = F f (ω) = √ e f (ω) dω
2π −∞

18
 NUMERICAL FORMULAE

Iteration

Newton Raphson method for refining an approximate root x0 of f (x) = 0

f (xn )
xn+1 = xn −
f 0 (xn )
√ 1
³
N
´
Particular case to find N use xn+1 = 2
xn + xn
.

Secant Method à !
f (xn ) − f (xn−1 )
xn+1 = xn − f (xn )/
xn − xn−1

Interpolation

∆fn = fn+1 − fn , δfn = fn+ 1 − fn− 1

2 2
1³ ´
∇fn = fn − fn−1 , µfn = fn+ 1 + fn− 1
2 2 2

Gregory Newton Formula

à !
p(p − 1) 2 p r
fp = f0 + p∆f0 + ∆ f0 + ... + ∆ f0
2! r
x − x0
where p =
h

Lagrange’s Formula for n points

n
X
y= yi `i (x)
i=1

where
Πnj=1,j6=i (x − xj )
`i (x) =
Πnj=1,j6=i (xi − xj )

19
Numerical differentiation

Derivatives at a tabular point

1 1
hf00 = µ δf0 − µ δ 3 f0 + µ δ 5 f0 − ...
6 30
1 1
h2 f000 = δ 2 f0 − δ 4 f0 + δ 6 f0 − ...
12 90
1 1 1 1
hf00 = ∆f0 − ∆2 f0 + ∆3 f0 − ∆4 f0 + ∆5 f0 − ...
2 3 4 5
11 5
h2 f000 = ∆2 f0 − ∆3 f0 + ∆4 f0 − ∆5 f0 + ...
12 6

Numerical Integration

Z x0 +h h
Trapezium Rule f (x)dx ' (f0 + f1 ) + E
x0 2

h3 00
where fi = f (x0 + ih), E = − f (a), x0 < a < x0 + h
12
Composite Trapezium Rule
Z x0 +nh h h2 h4 000
f (x)dx ' {f0 + 2f1 + 2f2 + ...2fn−1 + fn } − (fn0 − f00 ) + (f − f0000 )...
x0 2 12 720 n

where f00 = f 0 (x0 ), fn0 = f 0 (x0 + nh), etc

Z x0 +2h h
Simpson’s Rule f (x)dx ' (f0 +4f1 +f2 )+E
x0 3

h5 (4)
where E = − f (a) x0 < a < x0 + 2h.
90
Composite Simpson’s Rule (n even)
Z x0 +nh h
f (x)dx ' (f0 + 4f1 + 2f2 + 4f3 + 2f4 + ... + 2fn−2 + 4fn−1 + fn ) + E
x0 3

nh5 (4)
where E=− f (a). x0 < a < x0 + nh
180

20
Gauss order 1. (Midpoint)
Z 1
f (x)dx = 2f (0) + E
−1

2 00
where E = f (a). −1<a<1
3

Gauss order 2. Ã ! Ã !
Z 1 1 1
f (x)dx = f − √ + f √ +E
−1 3 3
1 0v
where E= f (a). −1<a<1
135

Differential Equations

To solve y 0 = f (x, y) given initial condition y0 at x0 , xn = x0 + nh.

Euler’s forward method

yn+1 = yn + hf (xn , yn ) n = 0, 1, 2, ...

Euler’s backward method

yn+1 = yn + hf (xn+1 , yn+1 ) n = 0, 1, 2, ...

Heun’s method (Runge Kutta order 2)

h
yn+1 = yn + (f (xn , yn ) + f (xn + h, yn + hf (xn , yn ))).
2
Runge Kutta order 4.
h
yn+1 = yn + (K1 + 2K2 + 2K3 + K4 )
6
where

K1 = f (xn , yn )
à !
h hK1
K2 = f xn + , y n +
2 2
à !
h hK2
K3 = f xn + , y n +
2 2
K4 = f (xn + h, yn + hK3 )

21
Chebyshev Polynomials
h i
Tn (x) = cos n(cos−1 x)

To (x) = 1 T1 (x) = x
Tn0 (x) sin [n(cos−1 x)]
Un−1 (x) = = √
n 1 − x2

Tm (Tn (x)) = Tmn (x).

Tn+1 (x) = 2xTn (x) − Tn−1 (x)
Un+1 (x) = 2xUn (x) − Un−1 (x)
Z ( )
1 Tn+1 (x) Tn−1 (x)
Tn (x)dx = − + constant, n≥2
2 n+1 n−1

1
f (x) = a0 T0 (x) + a1 T1 (x)...aj Tj (x) + ...
2
2Zπ
where aj = f (cos θ) cos jθdθ j≥0
π 0
R
and f (x)dx = constant +A1 T1 (x) + A2 T2 (x) + ...Aj Tj (x) + ...

where Aj = (aj−1 − aj+1 )/2j j≥1

22
 VECTOR FORMULAE

Scalar product a.b = ab cos θ = a1 b1 + a2 b2 + a3 b3

¯ ¯
¯ ¯
¯ i j k ¯¯
¯
¯ ¯
Vector product a × b = ab sin θ n̂ = ¯¯ a1 a2 a3 ¯¯
¯ ¯
¯ ¯
¯ b1 b2 b3 ¯

= (a2 b3 − a3 b2 )i + (a3 b1 − a1 b3 )j + (a1 b2 − a2 b1 )k

Triple products
¯ ¯
¯ ¯
¯ a1 a2 a3 ¯¯
¯
¯ ¯
[a, b, c] = (a × b).c = a.(b × c) = ¯¯ b1 b2 b3 ¯¯
¯ ¯
¯ ¯
¯ c1 c2 c3 ¯

a × (b × c) = (a.c)b − (a.b)c

Vector Calculus à !
∂ ∂ ∂
∇ ≡ , ,
∂x ∂y ∂z

grad φ ≡ ∇φ, div A ≡ ∇.A, curl A ≡ ∇ × A

div grad φ ≡ ∇.(∇ φ) ≡ ∇2 φ (for scalars only)

div curl A = 0 curl grad φ ≡ 0

∇2 A = grad div A − curl curl A

∇(αβ) = α ∇β + β ∇α

div (αA) = α div A + A.(∇α)

curl (αA) = α curl A − A × (∇α)

div (A × B) = B. curl A − A. curl B

curl (A × B) = A div B − B div A + (B.∇ )A − (A.∇ )B

23
grad (A.B) = A × curl B + B × curl A + (A.∇ )B + (B.∇ )A

Integral Theorems

Divergence theorem
Z Z
A.dS = div A dV
surface volume

Stokes’ theorem
Z I
( curl A).dS = A.dr
surface contour

Green’s theorems
Z Z Ã !
2 2 ∂φ ∂ψ
(ψ∇ φ − φ∇ ψ)dV = ψ −φ |dS|
volume surface ∂n ∂n
Z n o Z
2 ∂φ
ψ∇ φ + (∇φ)(∇ψ) dV = ψ |dS|
volume surface ∂n

where
dS = n̂|dS|

Green’s theorem in the plane

I Z Z Ã !
∂Q ∂P
(P dx + Qdy) = − dx dy
∂x ∂y

24
 MECHANICS

Kinematics

Motion constant acceleration

1 1
v = u + f t, s = ut + f t2 = (u + v)t
2 2
v2 = u2 + 2f .s
d2 x
General solution of dt2
= −ω 2 x is

x = a cos ωt + b sin ωt = R sin(ωt + φ)

√
where R = a2 + b2 and cos φ = a/R, sin φ = b/R.

In polar coordinates the velocity is (ṙ, r θ̇) = ṙer + rθ̇eθ and the acceleration is
h i
r̈ − rθ̇2 , rθ̈ + 2ṙ θ̇ = (r̈ − r θ̇2 )er + (rθ̈ + 2ṙ θ̇)eθ .

Centres of mass

The following results are for uniform bodies:

1
hemispherical shell, radius r 2
r from centre
3
hemisphere, radius r 8
r from centre
3
right circular cone, height h 4
h from vertex
arc, radius r and angle 2θ (r sin θ)/θ from centre
sector, radius r and angle 2θ ( 23 r sin θ)/θ from centre

Moments of inertia

i. The moment of inertia of a body of mass m about an axis = I + mh2 , where I

is the moment of inertial about the parallel axis through the mass-centre and h
is the distance between the axes.

ii. If I1 and I2 are the moments of inertia of a lamina about two perpendicular
axes through a point 0 in its plane, then its moment of inertia about the axis
through 0 perpendicular to its plane is I1 + I2 .

25
iii. The following moments of inertia are for uniform bodies about the axes stated:
1
rod, length `, through mid-point, perpendicular to rod 12
m`2
2
hoop, radius r, through centre, perpendicular to hoop mr
1
disc, radius r, through centre, perpendicular to disc 2
mr2
2
sphere, radius r, diameter 5
mr2
Work done
Z tB dr
W = F. dt.
tA dt

26
 ALGEBRAIC STRUCTURES

A group G is a set of elements {a, b, c, . . .} — with a binary operation ∗ such that

i. a ∗ b is in G for all a, b in G

ii. a ∗ (b ∗ c) = (a ∗ b) ∗ c for all a, b, c in G

iii. G contains an element e, called the identity element, such that e ∗ a = a = a ∗ e

for all a in G

iv. given any a in G, there exists in G an element a−1 , called the element inverse
to a, such that a−1 ∗ a = e = a ∗ a−1 .

A commutative (or Abelian) group is one for which a ∗ b = b ∗ a for all a, b, in G.

A field F is a set of elements {a, b, c, . . .} — with two binary operations + and . such
that

i. F is a commutative group with respect to + with identity 0

ii. the non-zero elements of F form a commutative group with respect to . with
identity 1

iii. a.(b + c) = a.b + a.c for all a, b, c, in F .

A vector space V over a field F is a set of elements {a, b, c, . . .} — with a binary

operation + such that

i. they form a commutative group under +;

and, for all λ, µ in F and all a, b, in V ,

ii. λa is defined and is in V

iii. λ(a + b) = λa + λb

27
 iv. (λ + µ)a = λa + µa

v. (λ.µ)a = λ(µa)

vi. if 1 is an element of F such that 1.λ = λ for all λ in F , then 1a = a.

An equivalence relation R between the elements {a, b, c, . . .} — of a set C is a relation

such that, for all a, b, c in C

i. aRa (R is reflextive)

ii. aRb ⇒ bRa (R is symmetric)

iii. (aRb and bRc) ⇒ aRc (R is transitive).

28
 PROBABILITY DISTRIBUTIONS

Name Parameters Probability distribution / Mean Variance

density function
³ ´
n
Binomial n, p P (X = r) = r
pr (1 − p)n−r , np np(1 − p)
r = 0, 1, 2, ..., n
e−λ λn
Poisson λ P (X = n) = n!
, λ λ
n = 0, 1, 2, ......
³ ´
√1 x−µ 2
Normal µ, σ f (x) = σ 2π
exp{− 12 σ
}, µ σ2
−∞ < x < ∞
1 1
Exponential λ f (x) = λe−λx , λ λ2

x > 0, λ>0

THE F -DISTRIBUTION

The function tabulated on the next page is the inverse cumulative distribution
function of Fisher’s F -distribution having ν1 and ν2 degrees of freedom. It is defined
by ³ ´
Γ 1
ν + 21 ν2 1 1
Z x
2 1 ν1 ν2 1 1
P = ³
1
´ ³
1
´ ν12 ν22 u 2 ν1 −1 (ν2 + ν1 u)− 2 (ν1 +ν2 ) du.
Γ ν
2 1
Γ ν
2 2
0

If X has an F -distribution with ν1 and ν2 degrees of freedom then P r.(X ≤ x) = P .

The table lists values of x for P = 0.95, P = 0.975 and P = 0.99, the upper number
in each set being the value for P = 0.95.

29
ν2 ν1 : 1 ν 1 : 2 3 4 5 6 7 8 9 10 12 15 20 25 50 100
161 199 216 225 230 234 237 239 241 242 244 246 248 249 252 253
1 648 799 864 900 922 937 948 957 963 969 977 985 993 998 1008 1013 1
4052 5000 5403 5625 5764 5859 5928 5981 6022 6056 6106 6157 6209 6240 6303 6334
18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.41 19.43 19.45 19.46 19.48 19.49
2 38.51 39.00 39.17 39.25 39.30 39.33 39.36 39.37 39.39 39.40 39.41 39.43 39.45 39.46 39.48 39.49 2
98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39 99.40 99.42 99.43 99.45 99.46 99.48 99.49
10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.74 8.70 8.66 8.63 8.58 8.55
3 17.44 16.04 15.44 15.10 14.88 14.73 14.62 14.54 14.47 14.42 14.34 14.25 14.17 14.12 14.01 13.96 3
34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35 27.23 27.05 26.87 26.69 26.58 26.35 26.24
7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.91 5.86 5.80 5.77 5.70 5.66
4 12.22 10.65 9.98 9.60 9.36 9.20 9.07 8.98 8.90 8.84 8.75 8.66 8.56 8.50 8.38 8.32 4
21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66 14.55 14.37 14.20 14.02 13.91 13.69 13.58
6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.68 4.62 4.56 4.52 4.44 4.41
5 10.01 8.43 7.76 7.39 7.15 6.98 6.85 6.76 6.68 6.62 6.52 6.43 6.33 6.27 6.14 6.08 5
16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16 10.05 9.89 9.72 9.55 9.45 9.24 9.13
5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.00 3.94 3.87 3.83 3.75 3.71
6 8.81 7.26 6.60 6.23 5.99 5.82 5.70 5.60 5.52 5.46 5.37 5.27 5.17 5.11 4.98 4.92 6
13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87 7.72 7.56 7.40 7.30 7.09 6.99
5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.57 3.51 3.44 3.40 3.32 3.27
7 8.07 6.54 5.89 5.52 5.29 5.12 4.99 4.90 4.82 4.76 4.67 4.57 4.47 4.40 4.28 4.21 7
12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.47 6.31 6.16 6.06 5.86 5.75
5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.28 3.22 3.15 3.11 3.02 2.97
8 7.57 6.06 5.42 5.05 4.82 4.65 4.53 4.43 4.36 4.30 4.20 4.10 4.00 3.94 3.81 3.74 8
11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81 5.67 5.52 5.36 5.26 5.07 4.96
5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.07 3.01 2.94 2.89 2.80 2.76
9 7.21 5.71 5.08 4.72 4.48 4.32 4.20 4.10 4.03 3.96 3.87 3.77 3.67 3.60 3.47 3.40 9
10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26 5.11 4.96 4.81 4.71 4.52 4.41
4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.91 2.85 2.77 2.73 2.64 2.59
10 6.94 5.46 4.83 4.47 4.24 4.07 3.95 3.85 3.78 3.72 3.62 3.52 3.42 3.35 3.22 3.15 10
10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85 4.71 4.56 4.41 4.31 4.12 4.01
4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.69 2.62 2.54 2.50 2.40 2.35
12 6.55 5.10 4.47 4.12 3.89 3.73 3.61 3.51 3.44 3.37 3.28 3.18 3.07 3.01 2.87 2.80 12
9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30 4.16 4.01 3.86 3.76 3.57 3.47
4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.48 2.40 2.33 2.28 2.18 2.12
15 6.20 4.77 4.15 3.80 3.58 3.41 3.29 3.20 3.12 3.06 2.96 2.86 2.76 2.69 2.55 2.47 15
8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.67 3.52 3.37 3.28 3.08 2.98
4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.28 2.20 2.12 2.07 1.97 1.91
20 5.87 4.46 3.86 3.51 3.29 3.13 3.01 2.91 2.84 2.77 2.68 2.57 2.46 2.40 2.25 2.17 20
8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.23 3.09 2.94 2.84 2.64 2.54
4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24 2.16 2.09 2.01 1.96 1.84 1.78
25 5.69 4.29 3.69 3.35 3.13 2.97 2.85 2.75 2.68 2.61 2.51 2.41 2.30 2.23 2.08 2.00 25
7.77 5.57 4.68 4.18 3.85 3.63 3.46 3.32 3.22 3.13 2.99 2.85 2.70 2.60 2.40 2.29
4.03 3.18 2.79 2.56 2.40 2.29 2.20 2.13 2.07 2.03 1.95 1.87 1.78 1.73 1.60 1.52
50 5.34 3.97 3.39 3.05 2.83 2.67 2.55 2.46 2.38 2.32 2.22 2.11 1.99 1.92 1.75 1.66 50
7.17 5.06 4.20 3.72 3.41 3.19 3.02 2.89 2.78 2.70 2.56 2.42 2.27 2.17 1.95 1.82
3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97 1.93 1.85 1.77 1.68 1.62 1.48 1.39
100 5.18 3.83 3.25 2.92 2.70 2.54 2.42 2.32 2.24 2.18 2.08 1.97 1.85 1.77 1.59 1.48 100
6.90 4.82 3.98 3.51 3.21 2.99 2.82 2.69 2.59 2.50 2.37 2.22 2.07 1.97 1.74 1.60
30
NORMAL DISTRIBUTION

The function tabulated is the cumulative distribution function of a standard N (0, 1)

random variable, namely
1 Z x − 1 t2
Φ(x) = √ e 2 dt.
2π −∞
If X is distributed N (0, 1) then Φ(x) = P r.(X ≤ x).
x 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9773 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
3.5 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
3.6 0.9998 0.9998 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.7 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.8 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

31
 THE t-DISTRIBUTION

The function tabulated is the inverse cumulative distribution function of Student’s

t-distribution having ν degrees of freedom. It is defined by

1 Γ( 21 ν + 21 ) Z x 1
P =√ 1 (1 + t2 /ν)− 2 (ν+1) dt.
νπ Γ( 2 ν) −∞

If X has Student’s t-distribution with ν degrees of freedom then P r.(X ≤ x) = P .

ν P=0.90 P=0.95 0.975 0.990 0.995 0.999 0.9995
1 3.078 6.314 12.706 31.821 63.657 318.302 636.619
2 1.886 2.920 4.303 6.965 9.925 22.327 31.598
3 1.638 2.353 3.182 4.541 5.841 10.215 12.941
4 1.533 2.132 2.776 3.747 4.604 7.173 8.610
5 1.476 2.015 2.571 3.365 4.032 5.894 6.859
6 1.440 1.943 2.447 3.143 3.707 5.208 5.959
7 1.415 1.895 2.365 2.998 3.499 4.785 5.405
8 1.397 1.860 2.306 2.896 3.355 4.501 5.041
9 1.383 1.833 2.262 2.821 3.250 4.297 4.781
10 1.372 1.812 2.228 2.764 3.169 4.144 4.587
11 1.363 1.796 2.201 2.718 3.106 4.025 4.437
12 1.356 1.782 2.179 2.681 3.055 3.930 4.318
13 1.350 1.771 2.160 2.650 3.012 3.852 4.221
14 1.345 1.761 2.145 2.624 2.977 3.787 4.140
15 1.341 1.753 2.131 2.602 2.947 3.733 4.073
16 1.337 1.746 2.120 2.583 2.921 3.686 4.015
17 1.333 1.740 2.110 2.567 2.898 3.646 3.965
18 1.330 1.734 2.101 2.552 2.878 3.611 3.922
19 1.328 1.729 2.093 2.539 2.861 3.579 3.883
20 1.325 1.725 2.086 2.528 2.845 3.552 3.850
24 1.318 1.711 2.064 2.492 2.797 3.467 3.745
30 1.310 1.697 2.042 2.457 2.750 3.385 3.646
40 1.303 1.684 2.021 2.423 2.704 3.307 3.551
50 1.299 1.676 2.009 2.403 2.678 3.261 3.496
60 1.296 1.671 2.000 2.390 2.660 3.232 3.460
80 1.292 1.664 1.990 2.374 2.639 3.195 3.416
100 1.290 1.660 1.984 2.364 2.626 3.174 3.391
200 1.286 1.653 1.972 2.345 2.601 3.131 3.340
∞ 1.282 1.645 1.960 2.326 2.576 3.090 3.291

32
 THE χ2 (CHI-SQUARED) DISTRIBUTION

The function tabulated is the inverse cumulative distribution function of a Chi-

squared distribution having ν degrees of freedom. It is defined by
Z x
1 1 1
P = ³
1
´ u 2 ν−1 e− 2 u du.
ν/2
2 Γ 2ν 0
If X has an χ2 distribution with ν degrees of freedom then P r.(X ≤ x) = P . For
√ √
ν > 100, 2X is approximately normally distributed with mean 2ν − 1 and unit
variance.

ν P = 0.005 P = 0.01 0.025 0.05 0.950 0.975 0.990 0.995 0.999

1.0 0.04 393 0.03 157 0.03 982 0.00393 3.841 5.024 6.635 7.879 10.828
2.0 0.010003 0.02010 0.05064 0.1026 5.991 7.378 9.210 10.597 13.816
3.0 0.07172 0.1148 0.2158 0.3518 7.815 9.348 11.345 12.838 16.266
4.0 0.2070 0.2971 0.4844 0.7107 9.488 11.143 13.277 14.860 18.467
5.0 0.4117 0.5543 0.8312 1.145 11.070 12.832 15.086 16.750 20.515
6.0 0.6757 0.8721 1.237 1.635 12.592 14.449 16.812 18.548 22.458
7.0 0.9893 1.239 1.690 2.167 14.067 16.013 18.475 20.278 24.322
8.0 1.344 1.646 2.180 2.733 15.507 17.535 20.090 21.955 26.124
9.0 1.735 2.088 2.700 3.325 16.919 19.023 21.666 23.589 27.877
10.0 2.156 2.558 3.247 3.940 18.307 20.483 23.209 25.188 29.588
11.0 2.603 3.053 3.816 4.575 19.675 21.920 24.725 26.757 31.264
12.0 3.074 3.571 4.404 5.226 21.026 23.337 26.217 28.300 32.909
13.0 3.565 4.107 5.009 5.892 22.362 24.736 27.688 29.819 34.528
14.0 4.075 4.660 5.629 6.571 23.685 26.119 29.141 31.319 36.123
15.0 4.601 5.229 6.262 7.261 24.996 27.488 30.578 32.801 37.697
16.0 5.142 5.812 6.908 7.962 26.296 28.845 32.000 34.267 39.252
17.0 5.697 6.408 7.564 8.672 27.587 30.191 33.409 35.718 40.790
18.0 6.265 7.015 8.231 9.390 28.869 31.526 34.805 37.156 42.312
19.0 6.844 7.633 8.907 10.117 30.144 32.852 36.191 38.582 43.820
20.0 7.434 8.260 9.591 10.851 31.410 34.170 37.566 39.997 45.315
21.0 8.034 8.897 10.283 11.591 32.671 35.479 38.932 41.401 46.797
22.0 8.643 9.542 10.982 12.338 33.924 36.781 40.289 42.796 48.268
23.0 9.260 10.196 11.689 13.091 35.172 38.076 41.638 44.181 49.728
24.0 9.886 10.856 12.401 13.848 36.415 39.364 42.980 45.559 51.179
25.0 10.520 11.524 13.120 14.611 37.652 40.646 44.314 46.928 52.620
26.0 11.160 12.198 13.844 15.379 38.885 41.923 45.642 48.290 54.052
27.0 11.808 12.879 14.573 16.151 40.113 43.195 46.963 49.645 55.476
28.0 12.461 13.565 15.308 16.928 41.337 44.461 48.278 50.993 56.892
29.0 13.121 14.256 16.047 17.708 42.557 45.722 49.588 52.336 58.301
30.0 13.787 14.953 16.791 18.493 43.773 46.979 50.892 53.672 59.703
40.0 20.707 22.164 24.433 26.509 55.758 59.342 63.691 66.766 73.402
50.0 27.991 29.707 32.357 34.764 67.505 71.420 76.154 79.490 86.661
60.0 35.534 37.485 40.482 43.188 79.082 83.298 88.379 91.952 99.607
70.0 43.275 45.442 48.758 51.739 90.531 95.023 100.425 104.215 112.317
80.0 51.172 53.540 57.153 60.391 101.879 106.629 112.329 116.321 124.839
90.0 59.196 61.754 65.647 69.126 113.145 118.136 124.116 128.299 137.208
100.0 67.328 70.065 74.222 77.929 124.342 129.561 135.807 140.169 149.449

33
 PHYSICAL AND ASTRONOMICAL CONSTANTS

c Speed of light in vacuo 2.998 × 108 m s−1

e Elementary charge 1.602 × 10−19 C
mn Neutron rest mass 1.675 × 10−27 kg
mp Proton rest mass 1.673 × 10−27 kg
me Electron rest mass 9.110 × 10−31 kg
h Planck’s constant 6.626 × 10−34 J s
h̄ Dirac’s constant (= h/2π) 1.055 × 10−34 J s
k Boltzmann’s constant 1.381 × 10−23 J K−1
G Gravitational constant 6.673 × 10−11 N m2 kg−2
σ Stefan-Boltzmann constant 5.670 × 10−8 J m−2 K−4 s−1
c1 First Radiation Constant (= 2πhc2 ) 3.742 × 10−16 J m2 s−1
c2 Second Radiation Constant (= hc/k) 1.439 × 10−2 m K
εo Permittivity of free space 8.854 × 10−12 C2 N−1 m−2
µo Permeability of free scpae 4π × 10−7 H m−1
NA Avogadro constant 6.022 ×1023 mol−1
R Gas constant 8.314 J K−1 mol−1
a0 Bohr radius 5.292 ×10−11 m
µB Bohr magneton 9.274 ×10−24 J T−1
α Fine structure constant (= 1/137.0) 7.297 ×10−3
M¯ Solar Mass 1.989 ×1030 kg
R¯ Solar radius 6.96 ×108 m
L¯ Solar luminosity 3.827 ×1026 J s−1
M⊕ Earth Mass 5.976 ×1024 kg
R⊕ Mean earth radius 6.371 ×106 m
1 light year 9.461 ×1015 m
1 AU Astronomical Unit 1.496 ×1011 m
1 pc Parsec 3.086 ×1016 m
1 year 3.156 ×107 s

ENERGY CONVERSION : 1 joule (J) = 6.2415 × 1018 electronvolts (eV)

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