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Material Type: Assignment; Class: Probability with Engrg Applic; Subject: Electrical and Computer Engr; University: University of Illinois - Urbana-Champaign; Term: Spring 2009;
Typology: Assignments
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University of Illinois Spring 2009
(a) Let n > 0 be an integer. Then,
(1 − x)
1 + x + x^2 + · · · + xn−^1
1 + x + x^2 + · · · + xn−^1
x + x^2 + · · · + xn
= 1 − xn.
If x 6 = 1, divide both sides by (1 − x) to get 1 + x + x^2 + · · · + xn−^1 =
1 − xn 1 − x
(b) Since |x| < 1, 1 + x + x^2 + · · · = limn→∞ 1 + x + x^2 + · · · + xn−^1 = limn→∞
1 − xn 1 − x
1 − x
(c) The first derivative is f (1)(x) = n(1 + x)n−^1 , the second is f (2)(x) = n(n − 1)(1 + x)n−^2 , and so on. The k-th derivative is f (k)(x) = n(n − 1) · · · (n − k + 1)(1 + x)n−k, and finally the n-th derivative is f (n)(x) = n(n − 1) · · · 2 · 1 = n! which is a constant. (d) Using the results from part (c) for the first n derivatives, the first n + 1 terms of the Maclaurin series for f (x) are
f (x) = (1 + x)n^ ≈
∑^ n
k=
f (k)(0) k!
xk^ =
∑^ n
k=
n(n − 1) · · · (n − k + 1) k!
xk.
(e) Since f (n)(x) is a constant, f (k)(x) = 0 for all k > n. Thus, the above is the complete Maclaurin series for f (x); there is no approximation.
(a) The function f (x) = x^4 (1.001)−x
2 can be written in the form xn^ exp(−ax^2 ), where a = ln(1.001), n =
n/ 2 a. In this case n = 4 and therefore the maxima occur at x = ±
n/ 2 a = ± 44 .7325 (as can be verified by differ- entiating once again and checking the sign of the result at the two points); the points x = 0, ±∞ represent minima. The maximum function value (at both maxima) is 5. 4188 × 105. (b) If f (x) = x^4 (1.001)x 2 , the function converges to infinity as |x| → ∞. Thus, f (x) is not a maximum value of f for any finite value of x. Incidentally, carrying out the differentiation gives us x = ±
− 2 / ln(1.001) as the other solutions, which is not possible because the quantity within the “
” sign is negative.
(a)
− 1
|x|dx =
− 1
−xdx +
0
xdx =
x^2
0
− 1
x^2
1
0
(b) Substitute y = (1 − x^2 ). Then ∫ (^1)
0
x(1 − x^2 )^11 dx = −
1
y^11 dy =
0
y^11 dy =
y^12 24
1
0
(c) Integrate by parts twice: ∫ (^1)
0
x^2 e−xdx = −x^2 e−x
1
0
0
2 xe−xdx
= −e−^1 +
0
2 xe−xdx
= −e−^1 − 2 xe−x
1
0
0
2 e−xdx
= − 3 e−^1 +
0
2 e−xdx
= − 3 e−^1 + 2(1 − e−^1 ) = 2 − 5 e−^1 ≈ 0. 1602
(d) Notice that the integrand is an odd function and therefore it has to integrate to 0 over any interval that is symmetric about the origin.
(a) True as per chain rule. (b) Also true as per chain rule. (c) False. Chain rule gives (^) dxd exp
f (x^2 )
as 2x · g(x^2 ) exp
f (x^2 )
(d) False.
g(−x) dx = −f (−x) + C (minus sign missing. (e) False. The antiderivative of g(x^2 /2) need not be related to f (x^2 /2) at all, as can be seen by differentiating both sides of (v). For example, take f (x) = ln(1 + x) to see this. (f) True only for positive functions f (x).
(a) Drawing a three-dimensional picture is not the easiest thing, but it is worth the effort to get an idea of what the function looks like. Applying basic integration techniques and using the fact that max(x, y) = y if x ≤ y and max(x, y) = x if x > y, we get ∫ (^1)
0
0
max(x, y) dx dy =
0
(∫ (^) y
0
y dx
dy +
0
y
x dx
dy
0
y^2 dy +
0
1 − y^2 2
dy =
(b) Changing to polar coordinates (x = r cos θ, y = r sin θ), the above integral can be reduced to ∫ ∫
D
(x^2 + y^2 )−^4 dxdy =
∫ (^2) π
0
1
r−^8 · r drdθ = 2π
1
r−^7 dr = π/ 3 ,
where the two-dimensional differential dx dy transforms to r dr dθ.