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The thermodynamical potential corresponding to the canonical ensemble is the Free Energy in terms of its natural variables, ##F=F(T,V,N)##, where ##T## is the temperature (i.e., ##\beta=1/T## is the Lagrange parameter to fix the average energy of the system) and ##V## is the volume and ##N## the fixed particle number as external parameters.A. Neumaier said:How do you define pressure for a marble in a canonical ensemble? The marble has finite extent, so the thermodynamic limit is not applicable. Surely one can exert pressure on a marble and thereby affect its thermodynamic state.
Now you have
$$\mathrm{d} F = \mathrm{d}(U-T S)=T \mathrm{d} S-p \mathrm{d}V -\mathrm{d} T S + \mu \mathrm{d} N - T \mathrm{d} S=-p\mathrm{d} V -S \mathrm{d} T+\mu \mathrm{d} N,$$
from which
$$p=-(\partial_V F)_{T,N}, \quad S=-(\partial_T F)_{V,N}, \quad \mu=(\partial_N F)_{T,V}.$$
The relation to the canonical partition sum is (all with ##k_{\text{B}}=1##)
$$F=-T Z_N.$$