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Main points of this past exam are: Non Zero, Constant, Determine, Improper Integral, Converges, Diverges, Comparison
Typology: Exercises
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QUIZ 7
Show ALL your work CAREFULLY.
(a) Let k be a non-zero constant. Determine whether the improper integral ∫ (^) ∞
0
kxe−x
2 dx
converges or diverges. [Hint: evaluate it!]
Let u = −x^2 so that du = − 2 xdx. Then, ∫ xe−x
2 dx = − 1 2
eu^ du = − 1 2
e−x
2
Now, we have (^) ∫ ∞
0
kxe−x
2 dx = k (^) blim→∞
∫ (^) b
0
kxe−x
2 dx
= k lim b→∞
e−x
2 ∣∣b 0
= k (^) blim→∞
e−b
2
k 2
So the integral converges.
(b) Use comparison to determine whether the improper integral ∫ (^) ∞
2
1 + x^3
dx
converges or diverges. Justify your answer.
Note that (^) 1+^1 x 3 < (^) x^13 for x ≥ 2 so
0 <
2
1 + x^3
dx <
1
1 + x^3
dx <
1
x^3
dx < ∞
since
1
1 xp^ dx^ converges for^ p >^1. It follows that the improper integral converges.
(c) Let
f (x) =
kxe−x^2 , if x ≥ 0; 0 , otherwise.
Based upon your calculation in (a), find the value of k, if it exists, for which the function f a probability density function.
For f to be a p.d.f.,
−∞ f^ (x)^ dx^ = 1^ and^ f^ (x)^ ≥^0 for all^ x. Note that^
−∞ f^ (x)^ dx^ =^
0 f^ (x)^ dx^ =^
k 2 , by (a). Thus, when k = 2, the improper integral is equal to 1 and f (x) ≥ 0. Hence f is a p.d.f. for k = 2.
Date: March 5, 2008. 1