Math 3C: Integration Problems for Expected Values in Statistics, Study notes of Mathematics

Review problems for math 3c students, focusing on integration techniques for calculating expected values in statistics. Topics include integration by parts, improper integrals, and substitution. Students will need a solid foundation in integrals to solve these problems, which are essential for understanding the expected values of the exponential and normal distributions in later sections.

Typology: Study notes

Pre 2010

Uploaded on 08/30/2009

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Math 3C, Review Problems
The prerequisite for Math 3C is Math 3B. You will need to know about integrals.
Here are two examples.
Review problem:
Z
0
xeλx dx =1
λ2(λ > 0)
This problem involves integration by parts (§7.2), improper integrals (§7.4), and
L’Hˆopital’s rule (§5.5). We will need this integral for the expected value of the expo-
nential distribution in §12.5.4.
Review problem:
Z
0
xex2/2dx = 1
This problem involves substitution (§7.1), . . .. We will need this integral for the
expected value of the normal distribution in §12.5.2.

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Math 3C, Review Problems

The prerequisite for Math 3C is Math 3B. You will need to know about integrals. Here are two examples.

Review problem: (^) ∫ (^) ∞

0

xe−λx^ dx =

λ^2 (λ >^ 0)

This problem involves integration by parts (§7.2), improper integrals (§7.4), and L’Hˆopital’s rule (§5.5). We will need this integral for the expected value of the expo- nential distribution in §12.5.4.

Review problem: (^) ∫ (^) ∞

0

xe−x^2 /^2 dx = 1

This problem involves substitution (§7.1),.. .. We will need this integral for the expected value of the normal distribution in §12.5.2.