Amity University Mumbai

Amity School of Engineering and Technology

APPLIED MATHEMATICS-II
(All Engineering Branches, As per Amity
University Mumbai syllabus)

By

C. Lakshmi Vara Prasad

M.Sc Mathematics, IIT Madras

For more details contact:

Email: clvprasad@mum.amity.edu
Phone: +917276507096
 Syllabus (Second Semester)
APPLIED MATHEMATICS – II
Course Code: CIV/COMP/MAE/AME/ASE/ANE/ECE/EE2201 Credit Units: 04

Course Objective:
The knowledge of Mathematics is necessary for a better understanding of almost all the Engineering
and Science subjects. Here our intention is to make the students acquainted with the concept of basic
topics from Mathematics, which they need to pursue their Engineering degree in different disciplines.

Course Contents:

Module I: Linear Algebra

Hermitian and Skew Hermitian Matrix, Unitary Matrix, Orthogonal Matrix, Elementary Row
Transformation, Reduction of a Matrix to Row Echelon Form, Rank of a Matrix, Consistency
of Linear Simultaneous Equations, Gauss Elimination Method, Gauss-Jordan Method, Eigen
Values and Eigen Vectors of a Matrix, Caley-Hamilton Theorem, Diagonalization of a Matrix,
Vector Space, Linear Independence and Dependence of Vectors, Linear Transformations.
Module II: Infinite Series
Definition of Sequence, Bounded Sequence, Limit of a Sequence, Series, Finite and Infinite
Series, Convergence and Divergence of Infinite series, Cauchy’s Principle of Convergence,
Positive Term Infinite Series, Comparison test, D’Alembert’s Ratio test. Raabe’s Test,
Cauchy’s nth root Test. Logarithmic Test, Alternating Series, Leibnitz’s Test, Absolute and
conditional convergence, Uniform Convergence, Power Series and its Interval of Convergence.
Module III: Complex Analysis
De Moivre’s Theorem and Roots of Complex Numbers, Logarithmic Functions, Circular,
Hyperbolic Functions and their Inverses. Functions of a Complex Variables, Limits, Continuity
and Derivatives, Analytic Function, Cauchy-Riemann Equations (without proof), Harmonic
Function, Harmonic Conjugates, Conformal Mapping, Bilinear Transformations, Complex
Line Integral, Cauchy Integral Theorem, Cauchy Integral Formula, Derivative of Analytic
Function, Power Series, Taylor Series, Laurent Series, Zeroes and Singularities, Residues,
2

Residue Theorem, Evaluation of Real Integrals of the Form 0 F (cos , sin  ) d

and
 f ( x)
 F ( x) dx
Module IV: Statistics and Probability
Moments, Skewness, Kurtosis, Random Variables and Probability Distribution, Mean and
Variance of a Probability Distribution, Binomial Distribution, Poisson Distribution and Normal
Distribution.

Examination Scheme:

Components A CT HA EE
Weightage (%) 5 15 10 70
CT: Class Test, HA: Home Assignment, S/V/Q: Seminar/Viva/Quiz, EE: End Semester Examination; Att:
Attendance

Text & References:

• Engineering Mathematics by Erwin Kreyszig.
• Engineering Mathematics by R.K. Jain and S.R.K. Iyengar.
• Higher Engineering Mathematics by H.K. Dass.
• Engineering Mathematics by B.S. Grewal.
• Differential Calculus by Shanti Narain.
• Integral Calculus by Shanti Narain.
• Linear Algebra- Schaum Outline Series.

Page 1 of 72
 Module-I
Linear Algebra

Page 2 of 72
 CONTENTS

SOLUTIONS OF LINEAR SYSTEMS

 Definition of Matrix and properties

 Linear systems of equations

 Elementary row transformations

 Rank Echelon form, Normal form

 Solution of Linear systems

 Direct Methods

 LU Decomposition

 LU Decomposition from Gauss Elimination

 Solution of Linear Systems

 Solution of Tridiagonal systems

Page 3 of 72
 MATRICES

Matrix: The arrangement of set of elements in the form of rows and columns is called as Matrix.
The elements of the matrix being Real (or) Complex Numbers.

Order of the Matrix: The number of rows and columns represents the order of the matrix. It is
denoted by , where is number of rows and is number of columns.

Ex: is matrix.

Note: Matrix is a system of representation and it does not have any Numerical value.

Types of Matrices
Rectangular Matrix: A matrix is said to be rectangular, if the number of rows and number of
columns are not equal.

Ex: is a rectangular matrix.

Square Matrix: A matrix is said to be square, if the number of rows and number of columns
are equal.

Ex: is a Square matrix.

Row Matrix: A matrix is said to be row matrix, if it contains only one row.
Ex: is a row matrix.
Column Matrix: A matrix is said to be column matrix, if it contains only one column.

Ex: is a column matrix

Diagonal Matrix: A square matrix is said to be diagonal matrix if

(Or)
A Square matrix is said to be diagonal matrix, if all the elements except principle diagonal
elements are zeros.
 The elements on the diagonal are known as principle diagonal elements.
 The diagonal matrix is represented by

Ex: If then

Trace of a Matrix: Suppose is a square matrix, then the trace of is defined as the sum of
its diagonal elements.
i.e.


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Scalar Matrix: A Square matrix is said to be a Scalar matrix if

(Or)
A diagonal matrix is said to be a Scalar matrix, if all the elements of the principle diagonal
are equal.
i.e.
 Trace of a Scalar matrix is .
Unit Matrix (or) Identity Matrix: A Square matrix is said to be a Unit (or) Identity
matrix if
(Or)
A Scalar matrix is said to be a Unit matrix if the scalar

Ex:

 Unit matrix is denoted by .

 The Trace of a Unit Matrix is , where order of the matrix is .
Transpose of a Matrix: Suppose is a matrix, then transpose of is denoted by
and is obtained by interchanging of rows and columns of .

Ex: If

 If is of Order , then is of Order

 If is a square matrix, then



 If is a scalar matrix then



Upper Triangular Matrix: A matrix is said to be an Upper Triangular matrix, if

.

Ex: is Upper Triangular matrix

 In a square matrix, if all the elements below the principle diagonal are zero, then it is
an Upper Triangular Matrix

Ex: is a Upper Triangular matrix.

Lower Triangular Matrix: A matrix is said to be an Lower Triangular matrix, if

.
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 Ex: is Upper Triangular matrix

 In a square matrix, if all the elements above the principle diagonal are zero, then it is
an Lower Triangular Matrix

Ex: is a Lower Triangular matrix.

 Diagonal matrix is Lower as well as Upper Triangular matrix.

Equality of two matrix: Two matrices are said to be equal if
Properties on Addition and Multiplication of Matrices
 Addition of Matrices is Associative and Commutative
 Matrix multiplication is Associative
 Matrix multiplication need not be Commutative
 Matrix multiplication is distributive over addition
i.e. (Left Distributive Law)
(Right Distributive Law)
 Matrix multiplication is possible only if the number of columns of first matrix is
equal to the number of rows of second matrix.
Symmetric Matrix: A Square matrix is said to be symmetric matrix if
i.e.
 Identity matrix is a symmetric matrix.
 Zero square matrix is symmetric. i.e. .

 Number of Independent elements in a symmetric matrix are , is order.

Skew Symmetric Matrix: A Square matrix is said to be symmetric matrix if

i.e.

It is denoted by
 Zero square matrix is symmetric. i.e. .
 The elements on the principle diagonal are zero.

 Number of Independent elements in a skew symmetric matrix are , is order.

Ex: 1) is not a skew symmetric matrix

2) is a skew symmetric matrix.

Theorem
Every Square matrix can be expressed as the sum of a symmetric and skew-symmetric matrices.

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Sol: Let us consider to be any matrix.

Now,

This is in the form of , where

Now, we shall prove that one is symmetric and other one is skew symmetric.

Let us consider Again, let us consider

is Symmetric Matrix
is Skew-Symmetric Matrix
Hence, every square matrix can be expressed as sum of symmetric and skew-symmetric matrices.

Conjugate Matrix: Suppose is any matrix, then the conjugate of the matrix is denoted by
and is defined as the matrix obtained by taking the conjugate of every element of .
 Conjugate of is




Ex: If

Conjugate Transpose of a matrix (or) Transpose conjugate of a matrix: Suppose is any

square matrix, then the transpose of the conjugate of is called Transpose conjugate of .
It is denoted by .

Ex: If then

Now,

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 


Orthogonal Matrix: A square matrix is said to be Orthogonal if

Ex:

 If is orthogonal, then is also orthogonal.

 If are orthogonal matrices, then is orthogonal.

Elementary Row Operations on a Matrix

There are three elementary row operations on a matrix. They are
Interchange of any two Rows.
Multiplication of the elements of any row with a non-zero scalar (or constant)
Multiplication of elements of a row with a scalar and added to the corresponding
elements of other row.
Note: If these operations are applied to columns of a matrix, then it is referred as elementary
column operation on a matrix.
Elementary Matrix: A matrix which is obtained by the application of any one of the
elementary operation on Identity matrix (or) Unit matrix is called as Elementary Matrix

Ex: then is a Elementary matrix.

 To perform any elementary Row operations on a matrix , pre multiply with

corresponding elementary matrix.
 To perform any elementary column operation on a matrix , post multiply with
corresponding elementary matrix.

Determinant of a Matrix
Determinant of a Matrix: For every square matrix, we associate a scalar called determinant of
the matrix.
 If is any matrix, then the determinant of a Matrix is denoted by
 The determinant of a matrix is a function, where the domain set is the set of all square
matrices and Image set is the set of scalars.

Determinant of matrix: If matrix then

Determinant of matrix: If then

Determinant of matrix: If then

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Minor of an Element: Let be a matrix, then minor of an element is

denoted by and is defined as the determinant of the sub-matrix obtained by Omitting

row and column of the matrix.
Cofactor of an element: Let be a matrix, then cofactor of an element is

denoted by and is defined as

Cofactor Matrix: If we find the cofactor of an element for every element in the matrix,
then the resultant matrix is called as Cofactor Matrix.
Determinant of a matrix: Let be a matrix, then the determinant of the

matrix is defined as the sum of the product of elements of row (or) column with
corresponding cofactors and is given by
(For row)

 If any two rows (or) columns are interchanged, then the determinant of resulting
matrix is .
 If any row (or) column is zero then
 If any row (or) column is a scalar multiple of other row (or) column, then
 If any two rows (or) columns are identical then
 If any row (or) column of is multiplied with a non-zero scalar , then determinant if
resulting matrix is
 If is multiplied with a non-zero scalar , then determinant of the resulting matrix
is given by
 Determinant of the diagonal matrix is product of diagonal elements.
 Determinant of the Triangular matrix (Upper or Lower) product of the diagonal
elements.

 If any row (or) column is the sum of two elements type, then determinant of a matrix
is equal to the sum of the determinants of matrices obtained by separating the row
(or) column.

Ex:

Adjoint Matrix: Suppose is a square matrix of order, then adjoint of is denoted

by and is defined as the Transpose of the cofactor matrix of .

Ex: If then

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 i.e. Every square matrix and its adjoint matrix are commutative w.r.t multiplication.



 If is a scalar matrix with scalar , then .
Singular Matrix: A square matrix is said to be singular if .
Non-singular Matrix: A square matrix is said to be non-singular if .
Inverse of a Matrix: A square matrix is said to be Invertible if there exist a matrix
such that , where is called Inverse of .
 Necessary and sufficient condition for a square matrix to be Invertible is that .
 If are two invertible matrices, then is also Invertible.


 If is a scalar, is an Invertible matrix, then

 Addition of two Invertible matrices need not be Invertible.

 If are two non-zero matrices such that , then are singular.
 If is orthogonal matrix, then Inverse of is .
 If is Unitary matrix, then is Inverse of .



 Inverse of an Identity matrix is Identity Itself.

 If is a non-singular matrix, then

 If is a non-singular matrix, then

 If then

Procedure to find Inverse of a Matrix

In order to find the determinant of a matrix, we have to follow the procedure given below.
Let us consider the given matrix to be
Step 1:Find determinant of i.e. if then only Inverse exists. Otherwise not (I.e. )
Step 2: Find Minor of each element in the matrix .
Step 3: Find the Co-factor matrix.
Step 4: Transpose of the co-factor matrix, which is known as

Step 5: Inverse of

Calculation of Inverse using Row operations

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Procedure: If is a square matrix such that , then calculation of Inverse using
Row operation is as follows:
Consider a matrix and now convert to using row operations. Finally we
get a matrix of the form , where is called as Inverse of .

Row reduced Echelon Form of matrix

Suppose is a matrix, then it is said to be in row reduced to echelon form, if it satisfies
the following conditions.
 The number of zeros before the first non-zero element of any row is greater than the
number of zeros before the first non-zero element of preceding (next) row.
 All the zero rows, if any, are represented after the non-zero rows.
 Zero matrix and Identity matrix are always in Echelon form.
 Row reduced echelon form is similar to the upper triangular matrix.
 In echelon form, the number of non-zero rows represents the Independent rows of a
matrix.
 The number of non-zero rows in an echelon form represents Rank of the matrix.

Theorem
Prove that the Inverse of an orthogonal matrix is orthogonal and its transpose is also
orthogonal.
Proof: Let us consider to be the square matrix.
Now, given that is Orthogonal

Now, we have to prove “ Inverse of an orthogonal matrix is orthogonal ”

For that, consider

FOR CONFIRMATION

If is Orthogonal

is Orthogonal If is Orthogonal

Now, let us prove transpose of an orthogonal matrix is orthogonal

Given that is Orthogonal

Consider

Now, FOR CONFIRMATION

If is Orthogonal

is orthogonal. If is Orthogonal
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Rank of the Matrix
If is a non-zero matrix, then is said to be the matrix of rank , if
i. has atleast one non-zero minor of order r, and
ii. Every order minor of vanishes.
The order of the largest non-zero minor of a matrix A is called Rank of the matrix.
It is denoted by .
 When , then .
 Rank of , is order of the matrix.
 If for matrix, then .
 For matrix, .
 If , then the determinant of a sub-matrix, where order is equal to zero.
 The minimum value of a Rank for a non-zero matrix is one.




Problem
Find the rank of the following matrix

Sol: Let us consider

Therefore, the number of non-zero rows in the row echelon form of the matrix is 2.
Hence rank of the matrix is 2.

Problem: Reduce the matrix into echelon form and hence find its rank.

Sol: Let us consider given matrix to be

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 Now, this is in Echelon form and the number of non-zero rows is 3

Hence,

Equallence of two matrices

Suppose and are two matrices, then is said to be row equalent to , if it is obtained by

applying finite number of row operations on . It is denoted by .

Similarly, is said to be column equalent to , if it is obtained by applying finite number of

column operations on . It is denoted by .

 For equalent matrices Rank does not Alter (i.e. does not change)
 Equallence of matrices is an Equallence relation
 Here Equallence following three laws should satisfy
Reflexive:
Symmetric:
Transitive:

Normal Form of a Matrix

Suppose is any matrix, then we can convert into any one of the following forms

(Or) (Or)

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These forms are called as Normal forms of the matrix . (Or canonical forms)

Procedure to find Normal form of the matrix .

Aim: Define two non-singular matrices such that is in Normal Form.

Here, is pre-factor
Step 1: Let us consider is the given matrix of order
is post factor

Step 2: Rewrite as

Step 3: Reduce the matrix (L.H.S) in to canonical form using elementary operations provided

every row operation which is applied on (L.H.S), should be performed on pre-factor

(R.H.S). And every column operation which is applied on (L.H.S), should be

performed on post-factor (R.H.S).

Step 4: Continue this process until the matrix at L.H.S takes the normal form.

Step 5: Finally, we get , is rank of the matrix .

 The order of Identity sub-matrix of the Normal form of represents Rank of the matrix
of .
 Every matrix can be converted into Normal form using finite number of row and column
operations.
 If we convert the matrix in to Normal form then two non-singular matrices and
such that , where and are the product of elementary matrices.
 Every Elementary matrix is a non-singular matrix.

SYSTEM OF LINEAR EQUATIONS

The system of Linear equations is of two types.

Non-Homogeneous System of Linear Equations

Homogeneous System of Linear Equations.

Non-Homogeneous System of Linear Equations

The system of equations which are in the form

Page 14 of 72
 then, the above system of equations is known as Non-Homogeneous system of Linear
equations and it is represented in the matrix form as follows:
The above system of equation can be represented in the form of , where

Solution of
The set of values is said to be a solution to if it satisfies all the equations.

Consistent system of equations

A system of equations is said to be consistent if it has a solution.
Otherwise, it is called as Inconsistent (i.e. no solution).

Augmented Matrix
The matrix is called as an Augmented matrix.
Necessary and Sufficient condition for to be consistent is that .

 If (number of variables (or) unknowns), then has unique

solution.
 If (i.e. Number of equations = Number of unknowns) and , then has
Uniquely solution
 If (unknowns) and , then has Infinitely many
Solutions.
 If (i.e. Number of equations = Number of unknowns) and , then has
Infinitely many solutions.
 If (i.e. Number of equations > Number of unknowns), then has Infinitely

many solutions if .

Procedure for solving

Let is a non-homogeneous system of Linear equations, then the solution is obtained as
follows:
Step 1: Construct an Augmented matrix .

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Step 2: Convert into row reduced echelon form

Step 3: If , then the system is consistent. Otherwise inconsistent.

Step 4: If is consistent, then solution is obtained from the echelon form of .

Note: If , then there will be variables which are Linearly Independent

and remaining variables are dependent on variables

Homogeneous system of Equations

The system of equations is said to be homogeneous system of equations if
i.e. .
To obtain solution of homogeneous system of equations the procedure is as follows:
Step 1: Convert into row reduced echelon form

Step 2: Depending on nature of , we will solve further.

 is always consistent.
 has a Trivial solution always (i.e. Zero solution)
 If , (number of variables), then has Unique solution.(Trivial solution)
 If then has only Trivial solution i.e. Zero Solution
 If (number of variables (or) unknowns), then has infinitely many
solutions.
 If , then has Infinitely many solutions.

Matrix Inversion Method

Suppose is a non-homogeneous System of equations, such that and , then

has unique solution and is given by

Cramer’s Rule
Suppose is a non-homogeneous System of equations, such that and , then
the solution of is obtained as follows:

Step 1: Find determinant of i.e. (say)

Step 2: Now, where is the determinant of by replacing 1st column of with .

Step 3: Now, where is the determinant of by replacing 2nd column of with .

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Step 4: Now, where is the determinant of by replacing 3rd column of with .

Finally where is the determinant of by replacing ith column of with .

Gauss Elimination Method

Let us consider a system of 3 linear equations

The augmented matrix of the corresponding matrix is given by

i.e.

Now, our aim is to convert augmented matrix to upper triangular matrix. (i.e. Elements below
diagonal are zero).
In order to eliminate , multiply with to and add it to

i.e.

Again, In order to eliminate , multiply with to and add it to

i.e.

This total elimination process is called as 1st stage of Gauss elimination method.

In the 2nd stage, we have to eliminate . For this multiply with – to and add it to

i.e. –

Now, above matrix can be written as

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From these 3 equations, we can find the value of and using backward substitution
process.

Gauss Jordan Method

Let us consider a system of 3 linear equations

The augmented matrix of the corresponding matrix is given by

i.e.

Now, our aim is to convert augmented matrix to upper triangular matrix.

In order to eliminate , multiply with to and add it to

i.e.

Again, In order to eliminate , multiply with to and add it to

i.e.

This total elimination process is called as 1st stage of Gauss elimination method.
In the 2nd stage, we have to eliminate . For this, multiply with – to and add it to

i.e. –

In the 3rd stage, we have to eliminate . For this, multiply with to and add it to

i.e. –

Now, above matrix can be written as

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From these 3 equations, we can find the value of and using backward substitution
process.

LU Decomposition (or) Factorization Method (or) Triangularization Method

This method is applicable only when the matrix is positive definite (i.e. Eigen values are +ve)

Let us consider a system of 3 linear equations

The above system of equations can be represented in matrix as follows:

This is in the form of , where , ,

If is positive definite matrix, then we can write , where

Here, Positive definite Principle minors are non-zeros

Again, here Principle minors Left most minors are called as Principle minors

i.e. etc.

Now, 1

Let 2 where

1 3

Using Forward substitutions, we get from equation 3.

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 Now, from 2 , R.H.S term is known.

Using Backward Substitution get from 2 which gives the required solution.

Solution of Tridiagonal System (Thomas Algorithm)

Let us consider a system of equations of the form , where

Step 1: Take

Calculate ,

Step 2: Take

Calculate ,

Step 3: Take and

For Confirmation:

Let

Now, if we want to make as zero, then . Similarly, we get all other values.

Page 20 of 72
 CONTENTS

Eigen Values and Eigen Vectors

 Properties of Eigen values and Eigen Vectors

 Theorems

 Cayley – Hamilton Theorem

 Inverse and powers of a matrix by Cayley – Hamilton theorem

 Diagonalization of matrix – Calculation of powers of matrix – Model and

spectral matrices

Page 21 of 72
 Eigen Values and Eigen Vectors

Characteristic matrix of a square matrix: Suppose is a square matrix, then is called

characteristic matrix of , where is indeterminate scalar (I.e. undefined scalar).

Characteristic Polynomial: is called as characteristic polynomial in .

 Suppose is a matrix, then degree of the characteristic polynomial is
Characteristic Equation: is called as a characteristic equation of .

Characteristic root (or) Eigen root (or) Latent root

The roots of the characteristic equation are called as Eigen roots.

 Eigen values of the triangular matrix are equal to the elements on the principle diagonal.

 Eigen values of the diagonal matrix are equal to the elements on the principle diagonal.

 Eigen values of the scalar matrix are the scalar itself.

 The product of the eigen values of is equal to the determinant of .

 The sum of the eigen values of Trace of .

 Suppose is a square matrix, then is one of the eigen value of is singular.

i.e. , if then is singular.

 If is the eigen value of , then is eigen value of .

 If is the eigen value of , then is eigen value of .

 If is the eigen value of , then is eigen value of , is non-zero scalar.

 If is the eigen value of , then is eigen value of .

 If are two non-singular matrices, then and will have the same Eigen values.

 If are two square matrices of order and are non-singular, then and

will have same Eigen values.

 The characteristic roots of a Hermition matrix are always real.

 The characteristic roots of a real symmetric matrix are always real.

 The characteristic roots of a skew Hermition matrix are either zero (or) Purely Imaginary

Page 22 of 72
Eigen Vector (or) Characteristic Vector (or) Latent Vector
Suppose is a matrix and is an Eigen value of , then a non-zero vector

is said to be an eigen vector of corresponding to a eigen value if (or) .

 Corresponding to one Eigen value, there may be infinitely many Eigen vectors.
 The Eigen vectors of distinct Eigen values are Linearly Dependent.

Problem

Find the characteristic values and characteristic vectors of

Solution: Let us consider given matrix to be

Now, the characteristic equation of is given by

In order to find Eigen Vectors:

Case(i): Let us consider

The characteristic vector is given by

Substitute

This is in the form of Homogeneous system of Linear equation.

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 Let us consider

Now,

(Or)

Therefore, the eigen vectors corresponding to are and

Case(ii): Let us consider

The characteristic vector is given by

Substitute

This is in the form of Homogeneous system of Linear equation.

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Also,

Therefore, the characteristic vector corresponding to the eigen value is

Hence, the eigen values for the given matrix are and the corresponding eigen vectors are

, and

Theorem
Statement: The product of the eigen values is equal to its determinant.

Proof: we have, , where .

Now, put

Since is a polynomial in terms of

By solving this equation we get roots (i.e. the values of )

Hence the theorem.

Example: Suppose

Now,

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This is a polynomial in terms of ,

CAYLEY-HAMILTON THEOREM
Statement: Every Square matrix satisfies its own characteristic equation

Proof: Let be any square matrix.

Let be the characteristic equation.

Let

Let , where are the

matrices of order .

We know that,
Take

Comparing the coefficients of like powers of ,

Now, Pre-multiplying the above equations by and adding all these equations,
we get

which is the characteristic equation of given matrix .

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 Hence it is proved that “Every square matrix satisfies its own characteristic equation”.

Application of Cayley-Hamilton Theorem

Let be any square matrix of order . Let be the characteristic equation of .

Now,

By Cayley-Hamilton Theorem, we have

Multiplying with

Therefore, this theorem is used to find Inverse of a given matrix.

Calculation of Inverse using Characteristic equation

Step 1: Obtain the characteristic equation i.e.
Step 2: Substitute in place of
Step 3: Multiplying both sides with
Step 4: Obtain by simplification.
Similarity of Matrices: Suppose are two square matrices, then are said to be similar if
a non-singular matrix such that (or) .
Diagonalization: A square matrix is said to be Diagonalizable if is similar to some diagonal
matrix.
 Eigen values of two similar matrices are equal.

Procedure to verify Diagonalization:

Step 1: Find Eigen values of

Step 2: If all eigen values are distinct, then find Eigen vectors of each Eigen value and construct a
matrix , where are Eigen vectors, then

MODAL AND SPECTRAL MATRICES: The matrix in , which diagonalises the square
matrix is called as the Modal Matrix, and the diagonal matrix is known as Spectral Matrix.
i.e. , then is called as Modal Matrix and is called as Spectral Matrix.

Page 27 of 72
 Eigen values and Eigen vectors
• Characteristic Equation: Let A be a square matrix of order ‘n’, let λ be a scalar and I be a
identity matrix of order ‘n’. Then |𝐴 − λ I| = 0 is called Characteristic Equation(CE) of A.
• Eigen Value: The roots of Characteristic equation are called Eigen values (λ values).
• Eigen vectors: Suppose λ1 is a root of |𝐴 − λ I| = 0. Then |𝐴 − λ1 I| = 0, suppose further we
find a non-zero column matrix X such that (𝐴 − λ1 𝐼)𝑋 = 0 (the system of equation has
always non-trivial solution). The vector X is called Eigen vector with respect to Eigen value
λ=λ1 .
• If A is a non-singular matrix of order n having eigen values λ1, λ2, λ3, λ4, … … . . λ𝑛 , then i)λ1 +
λ2, + λ3 + λ4, … … . . +λ𝑛 = 𝑎11 + 𝑎22 + ⋯ … … . +𝑎𝑛𝑛
ii) λ1 . λ2 . λ3 … … . . λ𝑛 = |𝐴|
• Shot cut for calculating characteristic equation : If A be a matrix of order 3 the
𝑨𝟑 − (𝒔𝒖𝒎 𝒐𝒇𝑫𝒊𝒂𝒈𝒐𝒏𝒂𝒍 𝒆𝒍𝒆𝒎𝒆𝒏𝒕𝒔)𝑨𝟐 + (𝒔𝒖𝒎 𝒐𝒇 𝒎𝒊𝒏𝒐𝒓𝒔 𝒐𝒇 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍 𝒆𝒍𝒆𝒎𝒆𝒏𝒕𝒔)𝑨 − |𝑨| = 𝟎
Relations between Eigen values and Eigen Vectors:
• If λ is an eigen value of the matrix A if and only if there exists a non-zero vector X such that
𝐴𝑋 = λX
• If X is a eigen vector of a matrix A, then X cannot correspond to more than one eigen value
of A
• Eigen vectors corresponding to distinct eigen values of a matrix are linearly independent.
• Eigen values of a Hermitain matrix are real
• Eigen values of a real symmetric matrix are real.
• Eigen values of a Skew-Hermitain matrix are either purely imaginary or zero.
• Eigen values of a unitary matrix are of unit modules(have absolute value one)
• The Eigen values of A and transpose of A are both are same.
• If λ1, λ2, λ3, λ4, … … . . λ𝑛 are the eigen values of A and kλ1, 𝑘λ2, 𝑘λ3, 𝑘λ4, … … . . kλ𝑛 are the eigen
values of the matrix KA.
1 1 1 1
• If λ1, λ2, λ3, λ4, … … . . λ𝑛 are the eigen values of A then , , ,,…….. are the eigen values
λ1 λ2 λ3 λ𝑛
of inverse of the matrix A i.e. 𝐴−1 .
• λ1, λ2, λ3, λ4, … … . . λ𝑛 are the eigen values of A then λ1 ,2 , λ2 2 , λ3 2 , … … … . λ𝑛 2 are the EV of 𝐴2
• The eigen values of orthogonal matrix are +1 or -1.
|𝐴|
• If λ is an eigen value of a non-singular matrix a, then is an eigen value of adj.A.
λ
• If λ is an eigen value of the matrix A then λ ± k is an eigen value of 𝐴 ± 𝑘𝐼
• Cayley-Hamilton Theorem: Every square matrix satisfies its characteristic equation.
• Similarity of matrices : If A and B are two square matrices of order n then B is said to be
similar to A if there exists a non-singular matrix M such that 𝐵 = 𝑀−1 𝐴𝑀
• If A is similar B and B is similar to C, then A is similar to C.
• If A and B are similar matrices then |𝐴| = |𝐵|

Page 28 of 72
• If A and B are similar matrices then 𝐴2 = 𝐵2
• If A and B are similar matrices then A and B have same eigen values.
• Algebraic multiplicity: suppose λ1 is a eigen value of the characteristic equation |𝐴 − λ I| = 0
repeated t times the t is called the Algebraic multiplicity of λ1 .
• Geometric multiplicity: If ‘s’ is number of independent vectors for corresponding eigen value
λ1 then ‘s’ is called as geometric multiplicity.
• Diagonalisable: A square matrix A is said to be diagonalisable if there exists a matrix M such
that 𝑀−1 𝐴𝑀 = 𝐷 where D is a diagonal matrix. In this case M is said to be diagonalise A or
transform A to diagonal form.
❖ The necessary and sufficient condition of a square matrix to be similar to a diagonal matrix
is that the geometric multiplicity of each eigen values coincides with the algebraic
multiplicity.
❖ A square non-singular matrix A whose eigen values are all distinct can be diagonalised by a
similarity transformation 𝐷 = 𝑀−1 𝐴𝑀 where M is the matrix whose columns are the eigen
vectors of A and D is the diagonal matrix whose diagonal elements are the eigen values of A.

Functions of square matrices

• We know that 𝐷 = 𝑀−1 𝐴𝑀 → 𝑀𝐷𝑀−1 = 𝐴 → 𝐴𝑛 = 𝑀𝐷 𝑛 𝑀−1 (The method used is useful

if the matrix A is diagonalisable)
• If the diagonal matrix of A cannot be found out, in such a case we use the another method.
If the given matrix is of order 3, we assume that the required function ∅(𝐴) can be written
as ∅(𝐴) = 𝛼2 𝐴2 + 𝛼1 𝐴 + 𝛼0 𝐼 𝑤ℎ𝑒𝑟𝑒 𝛼2 , 𝛼1 , 𝛼0 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠 𝑡𝑜 𝑏𝑒 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑒𝑑. Our job is
that to find the constants 𝛼2 , 𝛼1 , 𝛼0 by replacing A as eigen values.
• Annihilates: If f(x) is polynomial of x and A is square matrix of order ‘n’. If f(A)=0 then we
say f(x) annihilates A.
• Monic polynomial: A polynomial in X in which the coefficients of the highest power of X is
unity is called a monic polynomial.
• Minimal polynomial: The monic polynomial of lowest degree that annihilates a matrix A is
called minimal polynomial.
• Derogatory or Non Derogatory: An n-rowed square matrix is said to be derogatory or non-
derogatory according as the degree of its minimal equation is less than or equal to n

Page 29 of 72
 Problem Sheet-1

Topic : Basics, Rank and Linear equations Subject Instructor : C L V Prasad

1. Show that every square matrix can be uniquely expressed as the sum of a symmetric matrix and
skew-symmetric matrix.
2. Show that every square matrix can be uniquely expressed as the sum of a Hermitian matrix and
skew-Hermitian matrix.
3. Show that every square matrix A can be uniquely expressed as P + iQ when P ans Q are
Hermitian matrices.

AD
4. Express the following matrices as P+iQ, where P ans Q are Hermitian matrices.
   
1 + 2i 2 3 − i 2 3−i 1−i
i. 2 + 3i 2i 1 − 2i iii. 2 − i 3 + i 2 + i
1 + i 0 3 + 2i 1+i 0 −3i
   
1 − i 2 + 3i 3 − i 2i −3 1−i

AS
ii.  2 2 − i 1 + 2i iv.  0 2 + 3i 1 + i 
3i 0 1+i −3i 3 + 2i 2 − 5i

5. Prove that every Hermitian matrix A can be written as B+iC, where B is real symmetric and C
is real Skew-Symmetric matrix.
PR
6. Express the following Hermitian matrices can be written as P+iQ, where P is real symmetric
and Q is real Skew-Symmetric.
   
1 2 + i −1 + i 3 2−i 1 + 2i
i. 2 − i
 1 2i  iii. 2 + i
 2 3 − 2i
−1 − i −2i 0 1 − 2i 3 + 2i 0
V

   
2 2 + i −2i 1 −i 1+i
ii. 2 − I
 3 i  iv.  i 0 2 − 3i
2i −i 1 1 − i 2 + 3i 2

7. Prove that every skew-Hermitian matrix A can be written as B+iC where, B is real skew-
L

symmetric and C is real Symmetric matrix.

8. Express the following skew-Hermitian matrices as P+iQ where, P is real skew-symmetric and Q
is real Symmetric matrix.
C

   
1 1 − i 2 + 3i 0 2 − i 1 + 2i
i.  −1 − i 2i −3i  iii.  −2 + i 2i 3 − 2i
−2 + 3i −3i −i −1 + 2i −3 − 2i −i
   
3i 2 − 3i 1 + i i 2i −1 + 3i
ii. −2 − 3i 3 i  iv.  2i 2i 2−i 
−1 + i i 1 3 − i −2 − i 3i
 
1 1 1 + i
9. Prove that the matrix √3 is unitary matrix.
1 − i −1

Page130 of 72
  
a + ib −c + id
10. Show that the matrix is unitary matrix if a2 + b2 + c2 + d2 = 1.
c + id a − ib

11. Prove the following matrices are orthogonal and hence find A−1 .
  √ √   
−8 4 1 √ 2 1 3 cos a − sin a 0
i. 19  1 4 −8 iii. √16 √2 −2 −2 v.  sin a cos a 0
√

4 7 4 2 1 − 3 0 0 1
     √ √ 
1 2 2 cos a 0 sin a 0 3 3
1  1 
ii. 3 2 1 −2  iv.  0 1 0  vi. 6 √2
√ 1
√ −1
√
2 −2 1 − sin a 0 cos a 2 − 2 2

AD
 
0 2m 0
12. Determine l, m, n and find A−1 if A =  l m −n is orthogonal
l −m n
 
1/3 2/3 a
13. If A = 2/3 1/3 b  is Orthogonal, then find the values of a,b,c. Also find the A−1 . State

AS
2/3 −2/3 c
the rank of A2 .
14. If the following matrices orthogonal ? If not, can it be converted into an orthogonal matrix ? if
yes how ?
PR
   
−8 1 4 2 2 1
i.  4 4 7 ii. −2 1 2
1 −8 4 1 −2 2
 
1 2 a
15. Determine a, b, c, if A = 31 2 1 b  is orthogonal.
2 −2 c
V

 
0 1 + 2i
16. If N = then show that (I − N )(1 + N )−1 is a unitary matrix.
−1 + 2i 0
L
C

Page231 of 72
 Problem Sheet-2
Topic : Linear equations, Cayley-Hamilton theorem Subject Instructor : C L V Prasad

1. Solve the following Linear equations by Gauss-Jordan method.

(a) x + y + z = 5, 2x + 3y + z = 10, 3x − 2y + 2z = 3.
(b) x + 2y + 6z = 22, 3x + 4y + z = 26, 6x − y − z = 19.
(c) 10x − 7y + 3z + 5p = 6, −6x + 8y − z − 4p = 5, 3x + y = 4z + 11p = 2, 5x − 9y − 2z + 4p = 7.
2. Test the consistency of the following equations.
(a) 2x − y + z = 9, 3x − y + z = 6, 4x − y + 2z = 7, −x + y − z = 4

AD
(b) x + y = z = 6, x − y + 2z = 5, 3x + y + z = 8, 2x − 2y + 3z = 7.
(c) x + y + z + p = 0, x − y = 2z − p = 0, 3x + y + p = 0.
3. Determine the value of K for which the following equations are consistency. Also solve the system
for these values of K.
x + 2y + z = 3, x + y = z = k, 3x + y + 3z = k 2

AS
4. Investigate for what values of λ and δ the equations and solve x = y + z = 6, x + 2y + 3z,
x + 2y + λz = δ have i) No solutions ii) Infinite solution iii) a unique solution.
5. For what values of λ the equations x + y + z = 1, x + 2y + 4z = λ , x + 4y + 10z = λ2 have a
solution and solve them completely in each case.
PR
6. Find the Eigenvalues and Eigenvectors for the following matrices.
       
8 −8 −2 3 −1 1 2 1 0 4 6 6
i. 4 −3 −2 iii. 1 3 −1 v. 0 2 1 vii.  1 3 2
3 −4 1 1 −1 3 0 2 2 −1 −5 −2
       
2 1 1 2 −1 1 2 2 1 8 −6 2
V

ii. 2 3 2 iv. 1 2 −1 vi. 1 3 1 viii. −6 7 −4

3 3 4 1 −1 2 1 2 2 2 −4 3

7. Prove the following results

L

(a) Eigenvalues of a Hermitian matrix are real.

(b) Eigenvalues of a symmetric matrix are all real.
(c) Eigenvalues of a unitary matrix are of unit modulus.
C

(d) Eigenvalues of a orthogonal matrix are of unit modulus.

8. Verify the Cayley-Hamilton theorem for the following matrices(assume given matrix is A) and
find inverse if its exists and hence find A4 .
       
1 2 −2 1 2 3 0 a −b 2 −1 1
i. −1 3
 0  ii. 2 −1 4
  iii. −c 0
 a  iv. −1 2
 −1
0 −2 1 3 1 −1 b −a 0 1 −1 2

9. Find a characteristic equation of the matrix A given below and hencefind the 
matrix represented
2 1 1
by A8 − 5A7 + 7A5 − 3A5 + A4 − 5A3 + 8A2 − 2A + I, Where A = 0 1 0
1 1 2

Page132 of 72
  
1 3 7
10. Compute A7 − 4A6 − 20A5 − 34A4 − 4A3 − 20A2 − 33A + I where A = 4 2 3
1 2 1
 
3 10 5
11. Compute A6 − 6A5 + 9A4 + A3 − 12A2 + 2A − I where A = −2 −3 −4
3 5 7
 
1 4
12. Verify cayley-Hamilton theorem and find its inverse for A = . Hence find A5 − 4A4 −
2 3
7A3 + 11A2 − A − 10I in terms of A.
 
1 4
13. If A = , find A7 − 9A2 + I.

AD
1 1
14. Show that the following matrices are diagonalisable. Find the transforming matrix and the
diagonal matrix.
       
8 −6 2 8 −8 −2 −9 4 4 2 3 1
i. −6 7 −4 ii. 4 −3 −2 iii.  −8 3 4 iv. −1 2 −1

AS
2 −4 3 3 −4 1 −16 8 7 1 −1 2
 
2 1
15. If A = , find A50 , eA , 4A and tan A
1 2
 
PR
3/2 1/2
16. If A = , then find A50 , eA , 4A , tan A and An .
1/2 3/2
 
−1 4
17. If A = , then prove that 3 tan A = A tan 3.
2 1
   
α α coshα sinhα
18. If A = , Prove that eA = eα
α α sinhα coshα
V

 
π π/4
19. A = , find cos A, tan A.
0 π/2
 
1 2 −2
L

20. If A = 0 2 1 , find A100 .

0 0 −1
C

Page233 of 72
 Problem Sheet-2A
Topic : Vector spaces, Linear Independent and Dependent Subject Instructor : C L V Prasad

1. Are the vectors X1 = [1, 3, 4, 2], X2 = [3, −5, 2, 6], X3 = [2, −1, 3, 4] linearly dependent ? If so,
express X1 as a linear combination of the others.
2. Determine the linear dependence or independence of vectors [2, −1, 3, 2], [1, 3, 4, 2], and [3, −5, 2, 2].
Find the relation between them if dependent.
3. Show that the vectors X1 , X2 , X3 are linearly independent and vector X4 depends upon them, where
X1 = [1, 2, 4], X2 = [2, −1, 3], X3 = [0, 1, 2], X4 = [−3, 7, 2].

AD
4. Examine the following vectors are linearly independent or dependent.
(a) X1 = [3, 1, 1], X2 = [2, 0, −1], X3 = [4, 2, 1]
(b) X1 = [1, 2, −1, 0], X2 = [1, 3, 1, 2], X3 = [4, 2, 1, 0] , X4 = [6, 1, 0, 1]
(c) X1 = [1, −1, 1], X2 = [2, 1, 1], X3 = [3, 0, 2]

AS
0
5. Check whether the set of all pairs of real numbers of the form (1, x) with operations (1, y) + (1, y =
0
(1, y + y and k(1, y) = (1, ky)
6. Let V be a set of positive real numbers with addition and scalar multiplication defined as x+y = xy
and cx = xc , show that V is a vector space under this addition and scalar multiplication.
PR
7. Let V= {(x, y) | x, y ∈ R, y ≥ 0}. Let (a, b), (c, d) ∈ V and α ∈ R. Define (a, b)+(c, d) = (a+c, b.d)
and α(a, b) = (αa, bα ). Examine whether V is vector space.
8. Consider the set V of all pairs of real numbers (x1 , x2 ) and (y1 , y2 ) such that their sum and scalar
multiplication are defined as follows x + y = (x1 + y1 , x2 + y2 and kx = (kx, 0)
9. Let V = R2 and define addition and scalar multiplication as follows. Let u = (u1 , u2 ) and v =
(v1 , v2 ), then u + v = (u1 + v1 , u2 + v2 ) and ku = (ku1 , u2 ). Prove that it is not a vector space.
V

10. Check whether V = R3 is a vector space with respect to the operation (u1 , u1 ) + (v1 , v2 ) = (u1 +
v1 − 2, u2 + v2 − 3) and k(u1 , u2 ) = (ku1 + 2k − 2, ku2 − 3k + 3)
L
C

1
Page 34 of 72
 Module-II
Infinite Series

Page 35 of 72
 CONTENTS

Sequences and Series

 Basic definition of sequences and series

 Convergence and divergence.

 Ratio test

 Comparison test

 Integral test

 Cauchy’s root test

 Raabe’s test

 Absolute and conditional convergence

Page 36 of 72
 SEQUENCES AND SERIES

Number System
Natural Numbers:
Whole Numbers :

Integers :

Rational Numbers :

Irrational Numbers :
i.e., Numbers which are having Infinite non-recurring decimal points
Real Numbers :
Complex Numbers :

Sequences
Definition: Sequence is a function whose domain is set of all Natural numbers

Ex: , then it is a Sequence.

since , where is domain of above function.

Notation of a Sequence: If is a sequence then it is denoted by .

In the Sequence are called terms of the sequence

Range of the Sequence: The set of all terms of the Sequence is called as Range of the Sequence.
Here is the Range of the Sequence .
Note: The Basic difference between Range and co-domain is that

Co-domain means it includes all the elements in the image set, where as

Range means, it contains elements which have mapping from domain set elements.

Here if we consider the adjacent fig. :

let us consider to be any function from

i.e then, a 1
2
Domain: b 3
4
Co-domain: c
5
d 6
Range:
6

Page 37 of 72
Sequence Constant Sequence: A Sequence is said
to be constant Sequence if

1
2 1
3 2
3
.
.
.
. 4 K
. . .
. .

.
Boundedness of a Sequence
Bounded above Sequence: A sequence is said to be Bounded above if the Range of the
Sequence is Bounded above.
(OR)
a real number such that
In this case is called as Upper Bound of Sequence .

Least Upper Bound (or) Supremum of the Sequence

If is a upper bound of the Sequence and any number less than is not upper bound then is
called as Supremum of the Sequence .
Note: Every decreasing Sequence is Bounded above.

Ex: 1) , then it is Bounded above.

2) is Bounded above. Since 1 is Supremum of it.

Bounded Below Sequence: A Sequence is said to be Bounded below if the Range of the
Sequence is Bounded below.
(OR)
a real number such that
In this case is called as Lower Bound of Sequence .

Greatest Lower Bound (or) Infimum of the Sequence

If is a upper bound of the Sequence and any number greater than is not Lower bound then is
called as Infimum of the Sequence .

Note: Every increasing Sequence is Bounded below.

Ex: 1) , then it is Bounded below.

2) is Bounded above. Since 0 is Infimum of it.

Page 38 of 72
Bounded Sequence
A Sequence is said to be Bounded if it is Bounded above and Bounded Below.

Ex: 1) , then -1 is Infimum and 1 is Supremum of the Sequence

2) is Bounded above. Since 0 is Infimum and 1 is Supremum.

Un Bounded Sequence
A Sequence which is not Bounded is called as Un Bounded Sequence.
Ex: 1) , then it is Bounded above , but not Bounded below.

2) , then it is Bounded below , but not Bounded above.

3) is neither Bounded above nor Bounded below.

Limit of a Sequence
If is a Sequence, then a Real number is said to be limit of Sequence if
— .

i.e. For larger values of if reaches to (i.e. ), then we say that is limit of .

Above relation can be written as

Ex: If then prove that is limit of the Sequence .

Sol: Given that

, consider

In particular let , so that

it is possible to find a positive Integer such that

Hence “ 0 “ is limit of Sequence
Note: 1) For a Sequence, limit may or may not exist.

2) If limit exist then it is Unique.

Convergence Sequence
A Sequence is said to be converges to if is limit of Sequence .

Limit and Convergence point is same.

Page 39 of 72
 If a Sequence is converges to and is converges to then

i)

ii)

iii)

 If a Sequence is converges to and is not converges to then

i) may or may not converges

Ex:

ii) is not converges always

iii) may or may not converges

Ex:

Divergence of a Sequence
A Sequence which is not Converges is called as a Divergence Sequence.
Divergence of a Sequence is separated into 3 types.
1) Diverges to
2) Diverges to
3) Oscillating Sequence

Diverges to : A Sequence is said to be diverges to if

Ex:
Diverges to : A Sequence is said to be diverges to if
Ex:
Oscillating Sequence: Oscillating Sequence is sub-divided into two types
1) Oscillating Finite Sequence: A Sequence which is Bounded but not converges is called as
Oscillating Finite Sequence.
Ex:
2) Oscillating Infinite Sequence: A Sequence which is neither Bounded nor diverges to or
is called as Oscillating Infinite Sequence
Ex:
 If a Sequence is diverges to and is diverges to then
i) may or may not diverges
ii) is always diverges

iii) may or may not diverges

Page 40 of 72
Cauchy’s Sequence

A Sequence is said to be Cauchy’s Sequence if ) .

i.e. For larger values of if closed together, then Sequence is called as Cauchy’s
Sequence.

Note:1) If a Sequence is Converges then it is Cauchy’s.

2) Every Cauchy’s Sequence is Bounded.
3) If a Sequence is Cauchy’s then it is Converges.

Cauchy’s General Principle of Convergence

A Sequence is Cauchy’s iff it is Converges.

(Or)

A Sequence is Cauchy’s iff )

Real-Life Application:
If we consider a Simple Pendulum, in order to count the Oscillations, when it moves To and
Fro, these Sequences are used.
Let us consider an cinema theatre having 30 seats on the first row, 32 seats on the second row,
34 seats on the third row, and so on and has totally 40 rows of seats. How many seats are in
the theatre?
To solve such type of problems, we need to learn sequences and series.
Here, we need to know how many seats are in the cinema theatre, which means we are
counting things and finding a total. In other words, we need to add up all the seats on each row.
Since we are adding things up, this can be looked at as a series.

Page 41 of 72
 INFINITE SERIES
Definition: The sum of terms of a Sequence is called as an Infinite Series.

I.e. An expression of the form is called as an Infinite Series and it is

denoted by

In this case is called as term of the series

Here are terms of the Sequence. ( previously , we have taken )

Partial Sum of the Series

The sum of beginning terms of the series is called as Partial Sum of the Series

i.e. is called as Partial Sum of

Note: If Sequence is Converges to , then we say that its corresponding Series is also
converges to .

Series

SERIES

Convergence Divergence Oscillating

Series Series Series

Series are separated into 3-types:

1) Convergence Series
2) Divergence Series
3) Oscillating Series

Convergence Series: If a Series is Converges to i.e is , then we say that

is convergence series.

Divergence Series: If , then is said to be divergence Series.

Page 42 of 72
Oscillating Series

Oscillating
Series

Oscillating Finite Oscillating Infinite

Series Series

Oscillating series is separated into two types

1) Oscillating Finite Series: If exists but not Unique then the corresponding Series is
Called as Oscillating Finite Series
Ex:
2) Oscillating Infinite Series: If an Infinite Series neither diverges to nor then the
series is called as Oscillating Infinite Series
Ex:

Nature of the Series

Nature of the Series we have to see whether the given Series is Converges (or) diverges

To check the nature of the series, we have following tests.

1) Geometric Series Test

2) Auxillary Series Test

3) Limit of Comparison Test

4) Cauchy’s root Test

5) De Alembert’s Ratio Test

6) Raabe’s Test

7) Demorgan’s and Bertrand’s Test

8) Logarithmic Test

9) Cauchy’s Integral Test

10)Alternating Series & Leibnitz’s Test

11)Absolutely and Conditionally Convergence.

Page 43 of 72
Geometric Series Test
Statement: A Series of the form

1) Converges to if and
2) Diverges if .

Example: The series is converges [since, ]

Auxillary Series Test

Statement: A Series of the form

1) Converges if and
2) Diverges if

Example: The series is diverges [since, ]

Comparison Test
Comparison Test I: If and are two series of positive terms such that
and if converges then is also converges.

Here .

Here, if big portion converges small portion also converges .

Comparison Test II: If and are two series of positive terms such that
and if diverges then is also diverges.

Here .

Here, if small portion diverges big portion also diverges .

Limit of Comparison Test

Statement: If and are two series of positive terms such that , where then
and are converges (or) diverges together.

Note: Here consider given series as and we have to select from the given series by
taking maximum term as common in both Numerator and Denominator.

i.e is a part of .

Note: In series, we commonly use two formulas. They are

1)
2)

Page 44 of 72
Problem on Limit of comparison Test
 Test for the convergence of

Sol: Let us consider

Now, take maximum term in the Numerator and Denominator as common

Let us choose in such a way that

Now, let so that

Now, consider , which is divergent by

Hence, by limit of comparison test, is also diverges.

Cauchy’s Root Test (or) Root Test (or) Root Test

Statement: If is a series of positive terms such that then

(i) is converges when

(ii) is diverges when
(iii) Test fails to decide the nature of the series when

Note: While solving problems, Method recognition is that , if the terms of the series involves
power terms, then use this method.
Problem on Cauchy’s Root Test

 Test for the convergence of the series

Sol: Let us consider given series to be

Now,

By Cauchy’s root test, given series is convergent.

Page 45 of 72
2) Test for the convergence of the series

Sol: Let us consider given series to be

Now,

By Cauchy’s root test, given series is convergent if

and divergent if and test fails if

Now, if , then

, which is diverges.

Hence, the given series is converges if and diverges if

D’Alemberts Ratio Test (or) Ratio Test

Statement: If is a series of positive terms such that then

(i) is converges when

(ii) is diverges when
(iii) Test fails to decide the nature of the series when
(OR)

Statement: If is a series of positive terms such that then

(i) is converges when Remember this formula,

(ii) is diverges when because we use the same
conditions in the next series
(iii) Test fails to decide the nature of the series when tests also.

Note: Above method is applicable when the terms of series Involves power terms (in (or)
factors terms (or) Factorials.

Page 46 of 72
Problem on Ratio Test

 Test the convergence of the series

Sol: Let us consider given series to be

Now,

By ratio test, given series is convergent if

and divergent if and test fails if

Now, if then

Let us choose so that

, which is converges by Auxillary series test

Hence, by limit of comparison test is also converges

The given series converges if and diverges if

 Test the convergence of the series

Sol: Let us first find the term of the given series

Consider Numerator: , which is in Arthemetic Progression, which Initial value

and with common difference

Hence, the of the Numerator is

Page 47 of 72
Similarly, the of the Denominator is

Therefore, the given series will be

Now,

By ratio test, given series is convergent.

Raabe’s Test

Statement: If is a series of positive terms such that

then
Here term is there.
(i) is converges when so all the conditions of
(ii) is diverges when Ratio test will be
carried here also.
(iii) Test fails to decide the nature of the series when

Note: The above test is applicable after the failure of Ratio test.

De-Morgan’s and Bertrand’s Test

Statement: If is a series of positive terms such that then

(i) is converges when

(ii) is diverges when
(iii) Test fails to decide the nature of the series when

Note: The above test is applicable after the failure of both Ratio test, and Raabe’s Test.

Page 48 of 72
Logarithmic Test
Statement: If is a series of positive terms such that then

(i) is converges when

(ii) is diverges when
(iii) Test fails to decide the nature of the series when

Note: The above test is applicable after the failure of both Ratio test, and when term contains/
involves , (exponential term).

Cauchy’s Integral Test

Statement: If is a decreasing function of positive terms on then the series and
improper Integral converge (or) diverge together.

Note: 1) Here If the solution of the Improper Integral is a finite positive number, then it is
converges. Otherwise, it is diverges.
2) This method is useful in finding the convergence point.

Alternating Series
Statement: An Infinite series whose terms are alternatively Positives and Negatives is called as an
alternating series.

i.e. An expression of the form is called as an alternating

series and it is denoted by .

Note: To check the convergence of the alternating series, we have Leibnitz test.

Leibnitz Test
Statement: An alternating series where is converges if

(i) and
(ii) .

Ex:

Absolutely and Conditionally Convergence

Absolutely Convergence: An Infinite Series (i.e. alternating Series ) is said to
be absolutely convergence if is converges.

Ex:

Page 49 of 72
Conditionally Convergence: If (i.e. alternating Series ) is converges and if
is diverges then (i.e. alternating Series ) is called as conditionally
converges.

Ex:

Problem on Absolute Convergence/Conditional Convergence

 Test whether the series is absolutely convergent or conditionally
convergent.

Sol: Let us consider given alternating series to be

Rationalizing the Numerator, we get

Now, take maximum term in the Numerator and Denominator as common

Let us choose in such a way that

Now, let so that

Now, consider , which is divergent by

Hence, by limit of comparison test, is also diverges.

Hence, the given alternating series is conditionally convergent.

Page 50 of 72
 Problem Sheet
Topic : Infinite Series Subject Instructor : C L V Prasad

1. Determine the general terms of each of the following sequences. Prove that the following sequences
are convergent.

(a) 12 , 14 , 18 , 16
1
.... (b) 12 , 23 , 34 , 45 ..... (c) 1, −1, 1, −1, 1, ... 12 22 32 42
(d) , , , .......
1! 2! 3! 4!

2. Discuss the nature of the following.

AD
1.2 2.3 3.4
(a) 1 + 4 + 7 + 10 + ...........∞ (g) 3.4.5
+ 4.5.6 + 5.6.7 + .....
√ √ √ √
(b) 1 + 54 + 64 + 74 + ....∞ (h) 1
+ 2
+ 3
+ ..... + n
+ .....
1 5 8 n2 +1
(c) 6 − 5 − 1 + 6 − 5 − 1 + 6 − 5 − 1 + .......∞ 1 3 5 2n+1
(i) + 2.3.4 + 3.4.5 + ..... + n(n+1)(n+2) + ....
(d) 1 + 45 + 10
6
+ 17 8
+ ......... 1.2.3
1√
(e) 1 1
1 + 2 + 22 + ......... (j) 1+ 2
+ 1+22√3 + 1+33√4 + .....

AS
(f) 1 1
+ 2.3 1
+ 3.4 + ....... (k) √ 1√ + √ 1√ + √ 1√ + ....
1.2 1+ 2 2+ 3 3+ 4

1
converges to 13
P
3. Prove that 4n

4. Does the series ∞ 1

P
n=1 log(1 + n ) converges or diverges ?
PR
5. Using the cauchy’s general principle of convergence, prove that
P 1 P 1
(a) 2n−1
diverges (b) n!
converges

6. Test the nature of the following

cos 1 1
Pq n P P
(a) (g) (n) n2 +1
P 1n
V

2(n+1)
P√ 4 √ (h) P n(n+1)
α+β/n
Pn 1 (o)
(b) ( n + 1 − n4 − 1) (n+2)2
(i) n n
P 1
P 2 +31 (p) √
P n √
(c) 2n+1 n+ n+1
(j) tan √ √
(d)
P 1 P1 n (q)
P n+ n+1
L

n(n+1) (k) n
P n√ √ n+1
(e) (1 + n1 )n
P P
(l) ( n + 1 − n) (r) np
P√ √ np
√ 1 √
P P
(f) n+1+ n (m) ( n3 + 1 − n3 ) (s) (n+1)q
C

7. Test the convergence of the following

1
+ ( 25 )2 + ( 37 )3 + .... (1 + n1 )−n 1
+ n1 )2n
P P
(a) 3
(g) (l) en
(1
P 1.3.5......(2n−1) 2
(b) n( 23 )n
P
nn (m)
P
P 12.4.6.8......2n (h) (n+1)n2
(c) ( n+2 )n
n3 n+3
P n2
2q 3q 4q (i)
P
3−n−(−1)
n
(n) 3n
(d) 1p + 2p + 3p + ....
(o) ( 1+nx )n (x > 0)
P 1
P
(e)
P 2n (j) (log n)n n
3
P nxn P n+1 n
P n4
(f) nn
(x > 0) (k) ( 2n+5 ) (p) n!

1
Page 51 of 72
 8. Test the convergence of the following
1
+ 2!1 + 3!1 + .... 1.2.3.......n
P
(a) 1 + 1!
(h) 3.5.7.......(2n+1)
1
(b) 2
+ 1.3
2.5
+ 1.3.5
2.5.8
+ .... (i)
P 1
p p 3n +1
(c) 1 + 1!1 + 22! + 33! + .... p ∈R P n2 (n+1)2
2!
(j) n!
(d) 3
+ 33!2 + 34!3 + .....
1
P
(k)
(e) 1 + 22!2 + 33!3 + 44!4 + ..... 1+2+22 +.....2n−1
xn−1
2 3
P
(f) 1 + 3x + 5x + 7x + .........(x > 0) (l) n2 +1
P 1.3.5.......(2n−1)(2n+1) n n
xn , (x > 0)
Pp
(g) 2.4.6........2n(2n+2)
x , (x > 0) (m) n+1

AD
9. Using Condensation test or integral test discuss the nature of the series.
2n3
P 1 P 1 P 1
(a) (c) (e)
P
2
n +1 n2 n(n+1) (g) n4 +3
P∞
√1
P1 P 1
(b) n
(d) n log n
(f) n=2 n n2 −1

AS
10. Test the convergence of the following by using Leibnitz’s Test.

(a) 1 − 12 + 13 − 14 + .... (−1)n

(d) 1 − √1 + √1 − √1 + .... + √ + ...
2 3 4 n
1 1 1 1 1 1
(b) 1 − 1!
+ 2!
− 3!
+ .... (e) 1P
− 2p + 3p − .......(p > 0)
PR
1 1 1
P∞ (−1)n
(c) 1.2
− 3.4
− 5.6
− .... (f) n=2 log n
V
L
C

2
Page 52 of 72
Module-III
Complex Analysis

Page 53 of 72
 Module-III- Complex Analysis
• Line Integral: Let f(z) be a continuous function. F(z)=u+iv , 𝑎𝑛𝑑 𝑧 = 𝑥 + 𝑖𝑦, 𝑑𝑧 = 𝑑𝑥 + 𝑖𝑑𝑦
∫ 𝑓(𝑧)𝑑𝑧 = ∫ (𝑢 + 𝑖𝑣 )(𝑑𝑥 + 𝑖 𝑑𝑦)
𝐶 𝐶
• Note: when contour is a circle it’s better to use 𝑧 = 𝑟𝑒 𝑖𝜃
• Cauchy’s Theorem: If f(z) is an analytic function and if its derivative 𝑓 ′ (𝑧) is continuous at
each point within and on a simple closed curve C then the integral of f(z) along the closed
curve C is Zero. i.e ∮𝐶 𝑓(𝑧)𝑑𝑧 = 0
• Cauchy’s Integral Theorem: If f(z) is analytic inside on a closed curve C of a simply connected
𝟏 𝒇(𝒛) 𝒇(𝒛)
region R and if 𝑍𝑜 is any point within C, then 𝒇(𝒛𝒐 ) = ∫ 𝒅𝒛 , 𝒊𝒆 ∫𝑪 𝒅𝒛 =
𝟐𝝅𝒊 𝑪 𝒛−𝒛𝟎 𝒛−𝒛 𝟎
𝟐𝝅𝒊𝒇(𝒛𝟎 )
𝒇(𝒛) 𝟐𝝅𝒊
• Cauchy’s Integral theorem for higher order: ∫𝑪 𝒅𝒛 = (𝒏−𝟏)! 𝒇𝒏−𝟏 (𝒛𝟎 )
(𝒛−𝒛𝟎 )𝒏
• Taylor’s series: If f(z) is analytic inside a circle C with centre at 𝒛𝟎 , then for all z inside C, f(z)
(𝒛−𝒛𝟎 )𝟐
can be expanded as 𝑓 (𝑧) = 𝑓 (𝒛𝟎 ) + (𝒛 − 𝒛𝟎 )𝒇′ (𝒛𝟎 ) + 𝒇′′ (𝒛𝟎 ) + ⋯ … … … .. the series is
𝟐!
convergent at every point inside C.
• Laurent Series: If C1 and C2 are two concentric circles of radios r1 and r2 with centre at 𝒛𝟎
and if f(z) is analytic on C1 and C2 and the annulus region R between the two circles , then
for any point z in R, 𝑓(𝑧) = ∑∞ 𝑛 ∞
𝑛=0 𝑎𝑛 (𝒛 − 𝒛𝟎 ) + ∑𝑛=1 𝑏𝑛 (𝒛 − 𝒛𝟎 )
−𝑛
where ∑∞ 𝑛=0 𝑎𝑛 (𝒛 −
𝑛 ∞ −𝑛
𝒛𝟎 ) is called Analytic or regular part and ∑𝑛=1 𝑏𝑛 (𝒛 − 𝒛𝟎 ) is called Principal part
• Some important expansions :
▪ (1 + 𝑧)−1 = 1 − 𝑧 + 𝑧 2 − 𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1
▪ (1 − 𝑧)−1 = 1 + 𝑧 + 𝑧 2 + 𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1
▪ (1 + 𝑧)−2 = 1 − 2𝑧 + 3𝑧 2 − 4𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1
▪ (1 − 𝑧)−2 = 1 + 2𝑧 + 3𝑧 2 + 4𝑧 3 + ⋯ … … … … … … … … … … . 𝑤ℎ𝑒𝑟𝑒 |𝑧| < 1

The above all cases are |𝑧| < 1

• Zero or Root: If a function which is analytic in a region. R is equal to zero at a point z= 𝒛𝟎 in

R then 𝒛𝟎 is called zero or Root of f(z) in R.
• Singularity: If a function f(z) is analytic at every point in the neighbourhood of a point 𝒛𝟎
except 𝒛𝟎 itself then z=𝒛𝟎 is called singularity of f(z).
• Isolated singularity: If the singular point 𝒛𝟎 of f(z) is such that there is no other singular
point in the neighbourhood of 𝒛𝟎 then such a singularity is called an isolated singularity.
• Pole: If z=𝒛𝟎 is an isolated singularity of f(z) then we can find a region 0 < |𝑧 − 𝒛𝟎 | < 𝜀 in
which f(z) is analytic. In such a region f(z) can be expressed as Laurent’s series. If the
principal part of Laurent’s series contain only one term then z= 𝒛𝟎 is called pole of order
one. If the principal part has n terms then z=𝒛𝟎 is called pole of order n.

Page 54 of 72
• Isolated Essential singularity: If the principal contains infinite number of terms then z=𝒛𝟎 is
called Isolated Essential singularity.
• Removable singularity: If no terms in principal part is called removable singularity.
• Non-isolated singularity: Every neighbourhood of 𝒛𝟎 contains other than one more
singularity 𝒛𝟏 then z=𝒛𝟎 is called Non-Isolated singularity.
𝟏
• Residues: If 𝑧 = 𝑧0 is an isolated singularity then the constants b1 i.e the coefficient of
𝑧−𝑧0
in the Laurent’s series expansion of f(z) at 𝑧 = 𝑧0 is called the residue of f(z) at 𝑧 = 𝑧0 .
𝟏
𝑅𝑒𝑠𝑖𝑑𝑢𝑒 𝑜𝑓 𝑓 (𝑧) 𝑎𝑡 (𝑧 = 𝑧0 ) = 𝐶𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓
𝑧 − 𝑧0

𝒐𝒓 ∮ 𝑓 (𝑧)𝑑𝑧 = 2𝜋𝑖 (𝑅𝑒𝑠𝑖𝑑𝑢𝑒 𝑎𝑡 𝑧 = 𝑧0 )

𝐶

• Calculation of residues at poles:

▪ If 𝑧 = 𝑧0 is a simple pole of f(z) then
𝑹𝒆𝒔𝒊𝒅𝒖𝒆 𝒐𝒇 𝒇(𝒛)𝒂𝒕( 𝒛 = 𝒛𝟎 ) = 𝐥𝐢𝐦 (𝒛 − 𝒛𝟎 )𝒇(𝒛)
𝒛→𝒛𝟎
𝑝(𝑧)
▪ If 𝑧 = 𝑧0 is a simple pole of f(z)= then
𝑄(𝑧)
𝒑(𝒛)
𝑹𝒆𝒔𝒊𝒅𝒖𝒆 𝒐𝒇 𝒇(𝒛)𝒂𝒕( 𝒛 = 𝒛𝟎 ) = 𝐥𝐢𝐦 (𝒛 − 𝒛𝟎 )
𝒛→𝒛𝟎 𝑸′(𝒛)
▪ If 𝑧 = 𝑧0 is a pole of order ‘m’ then
𝟏 𝒅𝒎−𝟏
𝑹𝒆𝒔𝒊𝒅𝒖𝒆 𝒐𝒇 𝒇(𝒛)𝒂𝒕( 𝒛 = 𝒛𝟎 ) = 𝐥𝐢𝐦 [(𝒛 − 𝒛𝟎 )𝒎 𝒇(𝒛)]
(𝒎 − 𝟏)! 𝒛→𝒛𝟎 𝒅𝒛𝒎−𝟏
• Cauchy’s Residue theorem: If f(z) is analytic inside and on a simple closed curve C , except at
a finite number of isolated singular points z1,z2……… zn inside C then
∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖( 𝑠𝑢𝑚 𝑜𝑓 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠 𝑎𝑡 𝑧1 , 𝑧2 , … … … . . 𝑧𝑛 )
𝐶

• Application of Residues:
𝟐𝝅
• Type-I: Integral of the type ∫𝟎 𝒇(𝒄𝒐𝒔 𝜽, 𝒔𝒊𝒏 𝜽)𝒅𝜽
▪ Take 𝑧 = 𝑒 𝑖𝜃 → 𝑑𝑧 = 𝑖𝑒 𝑖𝜃 𝑑𝜃
𝑧 2 −1 𝑧 2 +1
▪ Now convert sin 𝜃 = 𝑎𝑛𝑑 cos 𝜃 =
2𝑖𝑧 2𝑧
▪ Now θ changes from 0 to 2π it clear that 𝑧 = 𝑒 𝑖𝜃 then its moves around|𝑧| = 1
▪ Now evaluate integral by using Cauchy’s residue theorem.

Page 55 of 72
 ∞ ∞ 𝒑(𝒙)
• Type-II: Integral of the form ∫−∞ 𝒇(𝒙)𝒅𝒙 = ∫−∞ 𝒅𝒙( here p(x) degree should be less 2 by
𝑸(𝒙)
Q(x) degree)
▪ Consider the contour consisting of a large semi-circle with centre at the origin, in the
upper half of the plane and its diameter on the real axis.
▪ Q(x) polynomial degree should be greater than the degree of the polynomial P(x) by
at least two so that 𝑧𝑓 (𝑧) → 0 𝑎𝑠 |𝑧| → ∞
▪ Finds the poles of f(z) laying on upper half of the plane.
▪ Find residues at poles and use Cauchy’s Residues theorem.
∞ 𝒄𝒐𝒔 𝒎𝒙 ∞ 𝒔𝒊𝒏 𝒎𝒙
• Type-III: Integral of the type ∫−∞∅(𝒙)
𝒅𝒙 𝒐𝒓 ∫−∞ ∅(𝒙)
𝒅𝒙 𝒘𝒉𝒆𝒓𝒆 ∅(𝒙)𝒊𝒔 𝒑𝒐𝒍𝒚𝒎𝒊𝒂𝒍 𝒊𝒏 𝒙
1
▪ Consider ∫𝐶 𝐹(𝑧)𝑑𝑧 = ∫𝐶 𝑒𝑖𝑚𝑧 𝑓(𝑧)𝑑𝑧 𝑤ℎ𝑒𝑟𝑒 𝑓(𝑧) = ∅(𝑥)
▪ Now follow the TYPE-II
▪ Finally compare real and imaginary parts.

Page 56 of 72
 Problem Sheet-3
Topic : complex numbers Subject Instructor : C L V Prasad

1. If a + ib = 3 − 2i, then find the values of a2 + b2 , a3 + b3 .

x y x y
2. If (x + iy)1/3 = a + ib, prove that i) a
+ b
= 4(a2 − b2 ). ii) a
− b
= −2(a2 + b2 ).
3. For the following functions find the real and imaginary parts, modulus, conjugate and argument.
(3−2i)2
√ √
(a) 3+2i
1−i (c) (3−i 2)2
(e) 1+2i (g) (4 + 2i)(−3 + 2i)
2+3i)
√
(1−i)2 √ 2
(b) 2−i
1+i
3
(d) 3i−7
(f) 3 − 4i (h) (1−4i)
6−5i

AD
√
4. Express the following functions into polar form and find their arguments. (i) 3+i
(ii) sin θ + i cos θ
5. Find the square root of i) −5 + 12i ii) 21 − 20i
6. If a + ib = 3 + 2i, find a2 + b2 , a3 + b3 Ans: 13,35

AS
1
7. If α − iβ = a−ib
, prove that (α2 + β 2 )(a2 + b2 ) = 1
√
8. If x + iy = a + ib, prove that (x2 + y 2 )2 = a2 + b2 .
√
9. If x + iy = 3a + ib, prove that xa + yb = 4(x2 − y 2 ).
PR
10. Prove that | z−1
z̄−1
| = 1.
11. If z1 = 1 + i, z2 = 2 − i, z3 = 3 + 2i, find

(a) | zz11 −z 2 −i
+z2 +i
| (c) z3
z¯1
+ z2
z¯3
(e) 1
(z2 +z3 )(z2 −z3 )
z2 z1
(b) |z¯2 − z1 |2 + |z¯3 − z1 |2 (d) z¯1
− z¯3 (f) (z1 − |z2 )3
V

2 2
12. If z = x + iy, prove that ( zz̄ + z̄z ) = 2( xx2 −y
+y 2
)
13. If z = a(cos θ + i sin θ), prove that ( zz̄ + z̄z ) = 2 cos 2θ
14. If n is a positive integer, prove that (i + 1)n + (1 − i)n = 2.2n/2 cos(nπ/4)
L

15. Evaluate (1 + i)100 + (1 − i)100

√ √ √ √
16. Prove that ( 3 + i)n + ( 3 − i)n = 2n+1 cos(nπ/6) hence prove that ( 3 + i)8 + ( 3 − i)8 = −28
C

17. Prove that the following if n is a positive integer

(a) (a + ib)m/n + (a − ib)m/n = 2(a2 + b2 )m/2n cos( m
n
tan−1 ( ab ))
√ n √ n
(b) (1 + i 3) + (1 − i 3) = 2n+1 cos(nπ/3)
√ √
(c) (−1 + i 3)3 n + (−1 − i 3)3 n = 23n+1
(d) ( √12 + i √12 )4/3 + ( √12 − i √12 )4/3 = 1
(e) ( √12 + i √12 )10 + ( √12 − i √12 )10 = 0
√
(1+i)8 ( 3−i)4
(f) √
(1−i)4 ( 3+i)8
= − 14
√
(1+i)6 ( 3−i)4 1
(g) √
(1−i)8 ( 3+i)5
= 4

Page 57
1 of 72
 √
(1+i 3)17
18. Find the modules and the principal value of the argument of √
( 3−i)1 5

19. Expand cos7 θ in series of coines and multiples of θ

20. Expand sin8 θ in series of coines and multiples of θ
1
21. Prove that cos8 θ = 27
(cos 8θ + 8 cos 6θ + 28 cos 4θ + 56 cos 2θ + 35)
22. Prove that 25 sin4 θ cos2 θ = cos 6θ − 2 cos 4θ − cos 2θ + 2
23. Prove that 26 sin4 θ cos3 θ = cos 7θ − cos 5θ − 3 cos 3θ + 3 cos θ
24. Prove that cos6 θ − sin6 θ = 1
16
(cos 6θ + 15 cos 2θ)
25. Find the cube roots of unity. if ω is a complex cube root of unity, prove that (1 − ω)6 = −27

AD
1 1 1
26. If ω is a complex cube root of unity, prove that 1 + ω + ω 2 = 0 and 1+2ω
+ 2+ω
− 1+ω
=0
27. If ω is a complex cube root of unity, prove that 1 + ω + ω 2 + ω 3 = 0
28. Prove that the nth root of the unity are in geometric progression.

AS
29. Solve x6 + 1 = 0
30. Solve x6 − i = 0
31. Find the common roots to x4 + 1 = 0 and x6 − i = 0
√
3 3/4
32. Find all the values of ( 12 + i ) and show that their continued product is 1.
PR
2

33. If tanh x = 12 , find the value of x and sinh(2x)

√
34. Find the value of tanh(log x) if x = 3
35. Solve the equation 7 cosh x + 8 sinh x = 1 for the real values of x.
36. If 5 sinh x − cosh x = 5, find tanh x
V

37. Find the general value of log(1 + i) + log(1 − i)

38. Show that log(− log i) = log π2 − i π2
39. Prove that log( x+iy
x−iy
) = 2itan−1 ( xy )
L

40. Prove that log( x−i

x+i
) = π − 2tan−1 x
C

Page 58
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 Problem Sheet-4

Topic : Analytic function, limit, continuity and differentiation Subject Instructor : C L V Prasad

1. Determine whether the following functions are analytic are not and find its derivative.
1
(a) z z̄ (c) z
(e) sinh z (g) zez (i) cosh z
2 z 3 z
(b) z − z̄ (d) e (f) z (h) z̄
(j) z 3 + zez

2. If 1
2
log(x2 + y 2 ) + i tan−1 kx
y
is analytic function then find the value of k.
0
3. Prove that f (z) = (x3 − 3xy 2 + 2xy) + i(3x2 y − x2 + y 2 − y 3 ) is analytic and find f (z) and f (z)

AD
in terms of z.
−4
4. Prove that f (z) = e−z , z 6= 0 and f (0) = 0 is not analytic although Cauchy-Riemann equations
are satisfied at z=0.
1
5. Show that f (z) = z
an analytic function everywhere except at origin and fins its derivative in
terms of z.

AS
x−iy
6. Show that u + iv = x−iy+a
, a 6= 0 is not analytic but u-iv is analytic.
xy 2 (x+iy)
7. Show that f (z) = x2 +y 4
when z 6= 0, f (z) = 0 when z = 0 is not differentiable at z=0.
3 3
8. Prove that the function defined by f (z) = x (1+i)−y (1−i)
when z 6= 0, f (z) = 0 when z=0 is i)
PR
x2 +y 2
continuous; ii) Cauchy-Riemann equations satisfied at the origin and yet iii) f , (0) does not exist.
3 5
9. Show that f (z) = x xy6 +y
(x+iy)
10 when z 6= 0, f (z) = 0 when z = 0 is not an analytic at the origin
although Cauchy-Riemann equations are satisfied.
2 5
10. Show that the following function f (z) = x xy4 +y
(x+iy)
10 when z 6= 0, f (z) = 0 when z=0 is not analytic
at the origin although Cauchy-Riemann equations satisfied.
V

11. Determine the constants a,b,c,d if f (z) = x2 + 2axy + by 2 + i(cx2 + 2dxy + y 2 ) is analytic.
12. Find the values of z for which the following functions are not analytic.
(a) z = e−v (cos u + i sin u)
L

(b) z = sinh u cos v + i cosh u sin v

13. If f(z)= u + iv is an analytic function in R show that
C

 ∂u ∂u 
0
(a) det ∂x∂v
∂y
∂v = |f (z)|
2
∂x ∂y
0
(b) [ ∂f∂x(z) ]2 + [ ∂|f∂y(z)| ]2 = |f (z)|
14. Find the constants a,b,c,d and e if the following equations are analytic.
(a) ax3 + bxy 2 + 3x2 + cy 2 + x) + i(dx2 y − 2y 3 + exy + y)
(b) ax4 + bx2 y 2 + cy 4 + dx2 − 2y 2 ) + i(4x3 y − exy 3 + 4xy)
dw
15. If w = log z determine whether w is analytic function and find dz

16. Find p if f (z) = r2 (cos 2θ + i sin pθ)

Page159 of 72
 dw
17. If w = z n find dz
∂2u 1 ∂u 1 ∂2u
18. Using C-R equations in polar form prove that ∂r2
+ r ∂r
+ r2 ∂θ2
=0
∂2u
19. Show that a harmonic function satisfies the differential equation ∂z∂ z̄
=0
20. If u(x,y) is a harmonic function then prove that f (z) = ux − iuy is an analytic function.
21. If u, v are harmonic conjugate functions, show that uv is a harmonic function.
22. Find an analytic function whose real part is
sin 2x
(a) x3 − 3xy 2 + 3x2 − 3y 2 + 1 (i) cosh 2y−cos 2x
(b) (x − 1)2 − 3xy 2 + 3y 2 (j) x
log(x2 + y 2 ) − y tan−1 ( xy ) + sin x cosh y

AD
2
(c) x2 + y 2 − 5x + y + 2 2
(k) r cos 2θ − r sin θ
p
(d) log x2 + y 2 (l) rn cos nθ
(e) sin x cosh y (m) −r3 sin 3θ
(f) e2x (x cos 2y − y sin 2y) (n) k(1 + cos θ

AS
a2
(g) ex (x cos y − y sin y) (o) (r + r
)
(h) e−x (x sin y − y cos y) (p) r2 cos 2θ

23. Fins an analytic function whose imaginary part is

PR
(a) log(x2 + y 2 ) + x − 2y (e) ex (x sin y − ycosy)
x−y y
(b) x2 +y 2
(f) x2 +y 2
x
(c) cos x cosh y (g) x2 +y 2
+ cosh x cos y
sinh y
(d) sinh x cos y (h) cos 2x+cosh 2y

24. Find an analytic function f(z)= u + i v in terms of z if

V

(a) u − v = (x − y)(x24 xy + y 2 )
x
(b) u + v = x2 +y 2
sin x+sinh y
(c) u − v =
L

cosh y−cos x
sin 2x
(d) u + v = cosh 2y−cos 2x
ey −cos y+sin x
(e) u − v = cosh y−cos x
and f (π/2) = 0
C

x−y
(f) u + v = ex (cos y + sin y) + x2 +y 2

(g) u − v = x3 + x2 − 3xy 2 − y − 3x2 y + y 3 − 2xy

2

(h) 3u + 2v = y 2 − x2 + 16xy
2 sin 2x
(i) u + v = e2y +e−2y −2 cos 2x

∂ 2 ∂2 0
25. If f(z) is analytic function , prove that ( ∂x2 + ∂y 2
)|f (z)|2 = 4|f (z)|2
∂ 2 ∂2
26. If f(z) is analytic function , prove that ( ∂x2 + ∂y 2
)|f (z)|n = n2 [( ∂u
∂x
∂v 2
)2 + ( ∂x )]

Page260 of 72
 Problem Sheet-5

Topic : Conformal Mapping and bilinear Transformation Subject Instructor : C L V Prasad

1. Find the image of the triangle whose vertices are (0,1), (2,2), (2,0) under the transformation w=4z
2. Find √
the image of the rectangle bounded by x=0, y=0, x=2, y=3 under the transformation
w = 2.eiπ/4 .z
3. Fins the image of the circle |z| = k under the transformation w = 3z + 4 + 2i
4. Find the image of the semi-infinite strip x > 0, 1 < y < 3 under the transformation w = iz + 2.
Show that the region graphically.

AD
√
5. Find the image of the triangle region bounded by x=0, y=0 x + y = 2 under the transformation
w = eiπ/4 .z
1
6. Find the images of the following under the transformation w = z

(a) The points (1,0), (0,1), (-1,0), (0,-1)

AS
(b) The points (2,2), ( 12 , 12 )
7. Find the bilinear transformation for the following points and find fixed points of the transformation.
(a) (2, i, −2) onto (1, i, −1)
(b) (∞, i, 0) onto (0, i, ∞)
PR
(c) (−1, 1, ∞) onto (1 + i, 1 − i, 1)
(d) (i, −1, 1) onto (0, 1, ∞)
8. Find the bilinear transformation which maps the points z=1,i,-1 onto the poins w = i, 0, −i hence,
find the image of |z| < 1 onto the w-plane.
1
9. Find the mapping of the y-axis under the transformation w = kz+1
, where k is real.
V

10. Show that the relation w = iz+2

4z+i
transforms the real axis of z-plane into a circle of w-plane. Find
the points in z-plane which is mapped on the centre of the circle of w-plane.
1
11. Show that under the transformation w = z
the circle |z − 3| = 3 is mapped onto the line 6u − 1 = 0
L
C

Page 61
1 of 72
 Problem Sheet-6

I. Line integration
1+𝑖
1. Evaluate ∫0 𝑍 2 𝑑𝑧, along i) the line 𝑦 = 𝑥, ii) the parabola 𝑥 = 𝑦 2 . Is the line
integral independent of the path? Explain.
2. Evaluate ∫𝐶 ( 𝑧 2 + 3𝑧 −4 )𝑑𝑧 , where C is the upper half of the circle from (1, 0) to ( -1 ,0)
3. Evaluate ∫𝐶 |𝑧|2 𝑑𝑧 where C is the Square vertices (0, 0) (1, 0) (1,1) and (0 , 1).
4. Evaluate ∫𝐶 ( 𝑧 − 𝑧 2 )𝑑𝑧 , where C is the upper half of the circle |𝑍| = 1. What is the
values of integral for the lower half of the same.
1+𝑖
5. Evaluate ∫1−𝑖 (𝑖𝑥 + 𝑖𝑦 + 1) along i) the line joining 1 − 𝑖 𝑡𝑜 1 + 𝑖, ii) the curve
𝑥 = 𝑡 + 1 𝑦 = 2𝑡 2 − 1
II. Cauchy Integral Theorem
sin6 z
1. Evaluate ∫C π n dz, where C is |z| = 1 for n = 1 , n = 3.
(z− )
6
z2 1
2. Evaluate ∫C 4 dz, where C is the circle i) |z| = ii ) |z − 1| =
z −1 2
1 iii) |z + i| = 1
sin πz2 + cos πz2
3. Evaluate ∫C where C is i) |z| = 1 ii) |z| = 2 iii) |z| = 3
Z2 +3z+2
2
z +4
4. Evaluate ∫C dz where C is i) |z + 1| = 2 ii) |z − 2| = 2 iii) |z| = 3
(z−2)(z+3i)
4z2 +z+4 x2 y2
5. If f( z0 ) = ∫C dz , where C is countour of the elipse + = 1, find the values
z−z0 4 9
of i) f(3.5) ii) f(i) iii) f(1) iv) f ′ (−1) v)f ′′ (−i)
3z2 +7z+1
6. If f( z0 ) = ∫C dz where C is a circle |z| = 2 find the values
z−z0
i) f(−3) ii) f(i) iii) f(1) iv) f ′ (1 − i) v)f ′′ (1 − i)
III. Taylor and Laurent’s Series
1
1. Find Laurent’s series for 𝑓 (𝑧) = (𝑧 − 3) sin( ) 𝑎𝑏𝑜𝑢𝑡 𝑧 = −2
𝑧+2
𝑒 3𝑧
2. Find the Laurent’s series for 𝑓 (𝑧) = 𝑎𝑏𝑜𝑢𝑡 𝑧 = 1
(𝑧−1)3
7𝑧−2
3. Find all possible Laurent’s expansions of the function 𝑓(𝑧) = 𝑎𝑏𝑜𝑢𝑡 𝑍 = −1
𝑧(𝑧−2)(𝑧+1)
2𝑧−3
4. Obtain two distinct Laurent’s series for 𝑓 (𝑧) = in powers of (Z-4) indicating the
𝑧 2 −4𝑧−3
regions of convergence
2
5. Find all possible Laurent’s expansions of the function 𝑓(𝑧) = (𝑧−2)(𝑧−1)
when
𝑖) |𝑧| < 1 𝑖𝑖) 1 < |𝑧| < 2 𝑖𝑖𝑖) |𝑧| > 2
𝑧−1
6. Obtain Taylor’s and Laurent’s series expansions of 𝑓 (𝑧) = in powers indicating
𝑧 2 −2𝑧−3
the regions of convergence
𝑧 2 −1
7. Expand 𝑓 (𝑧) = 𝑎𝑟𝑜𝑢𝑛𝑑 𝑧 = 1
𝑧 2 +5𝑧+6

Page 62 of 72
IV. Residues and Application of Residues
𝑠𝑖𝑛6 𝑧
1. Evaluate by using Cauchy residue theorem ∫𝐶 𝜋 𝑛 𝑑𝑧, 𝑤ℎ𝑒𝑟𝑒 𝐶 𝑖𝑠 |𝑧| = 1 𝑓𝑜𝑟 𝑛 =
(𝑧− )
6
1, 𝑛 = 3
sin 𝜋𝑧
2. Find the residues of 𝑓(𝑧) = (𝑧−1)2 (𝑧−2)
𝑎𝑡 𝑖𝑡𝑠 𝑝𝑜𝑙𝑒𝑠
(𝑧+4)2
3. Using Residue theorem evaluate ∫𝐶 𝑑𝑧 𝑤ℎ𝑒𝑟𝑒 𝐶 𝑖𝑠 𝑡ℎ𝑒 circle |𝑧| = 1
𝑧 4 +5𝑧 3 +6𝑧 2
4. Determine the nature of the poles of the following function and find the residue of the
1−𝑒 2𝑧
each pole 𝑓 (𝑧) =
𝑧3
𝑒𝑧
5. Using residues theorem evaluate ∫𝐶 𝑑𝑧 where C is |𝑧| = 4
(𝑧 2 +𝜋 2 )
2𝜋 cos 2𝜃 𝑑𝜃
6. Using residue theorem , evaluate ∫0
5+4 cos 𝜃
𝜋 𝑑𝜃
7. Using residue theorem , evaluate ∫0 3+2 sin 𝜃
2𝜋 cos 2𝜃 𝑑𝜃
8. Evaluate ∫0 𝑤ℎ𝑒𝑟𝑒 − 1 < 𝑎 < 1
1−2𝑎 cos 𝜃+𝑎2
9. Evaluate the following by contour integral
∞ 𝑥2 ∞ 𝑥 2 +𝑥+3 ∞ 𝑥2
a) ∫−∞ 2 𝑑𝑥 b) ∫−∞ 𝑑𝑥 c) ∫−∞ 𝑑𝑥
(𝑥 +9)(𝑥 2 +4) (𝑥 4 +5𝑥 2 +4) (𝑥 6 +1)
10. Evaluate the following by contour integral
∞ sin 𝑥 ∞ cos 𝑥 ∞ cos 𝑥
b) ∫−∞ 2 𝑑𝑥 b) ∫−∞ 𝑑𝑥 c) ∫−∞ 𝑑𝑥 , 𝑎 > 0
(𝑥 +9)(𝑥 2 +4) (𝑥 4 +5𝑥 2 +4) (𝑥 2 +𝑎2 )
dz
11. Show that ∫C = 2πi , where C is the circle |z| = 2. Hence deduce that
z+1
(x + 1)dx + ydy (x + 1)dx − ydy
∫ 2 2
= 0 and ∫ 2 2
= 2π
C (1 + x) + y C (1 + x) + y

Page 63 of 72
 Module-IV
Probability and Statistics

Page 64 of 72
 Module 4: Probability and Statistics
• Sample space: The set of all possible outcomes of an experiment is sample space.
• Even: A subset of a sample space is called event.
• Axiomatic Definition of Probability: Let E be a random experiment and S be a sample space.
We define the probability P(A) for every subset A of the sample space S satisfies the
following axioms
▪ 𝑃(𝐴) ≥ 0
▪ P(S)=1
▪ 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)

• Probability : If a sample space S has n points and an even A has m points then the ratio of
𝑚 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝐴
m/n is called probability of A i.e 𝑃(𝐴) = =
𝑛 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑆

• Conditional probability: Suppose in a experiment we know the result is partially i.e. we know
that A has occurred. What is the probability now that B has occurred along with A.
𝑃(𝐵 ∩𝐴) 𝑃(𝐴∩𝐵)
𝑖. 𝑒. 𝑃(𝐵/𝐴) = , similarly 𝑃(𝐴/𝐵) =
𝑝(𝐴) 𝑃(𝐵)

• If A,B,C are any three events then the probability that at least one of them will occur is
𝑃(𝐴 ∪ 𝐵 ∪ 𝐶 ) = 𝑃(𝐴) + 𝑃(𝐵 ) + 𝑃(𝐶 ) − 𝑃(𝐴 ∩ 𝐵) − 𝑃(𝐴 ∩ 𝐶 ) − 𝑃(𝐵 ∩ 𝐶 ) + 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)

• Bayes’ theorem: Let A1,A2,………An represents a partition of the sample space S. let B be any
other event defined on S. If P(Ai)≠0, i=1,2,3,……..n and P(B)≠0 then

𝑃(𝐴𝑖 )𝑃(𝐵/𝐴𝑖 )
𝑃(𝐴𝑖 /𝐵) =
∑ 𝑃(𝐴𝑖 )𝑃(𝐵/𝐴𝑖 )

𝐼𝑓 𝑤𝑒 𝑤𝑟𝑖𝑡𝑒 𝑝1 = 𝑃(𝐴1 ), 𝑝2 = 𝑃(𝐴2 ) … … … …

𝑎𝑛𝑑 𝑖𝑓 𝑤𝑒 𝑤𝑟𝑖𝑡𝑒 𝑝′1 = 𝑃(𝐵/𝐴1 ), 𝑝′2 = 𝑃(𝐵/𝐴2 ) … … … …

𝑝𝑖 𝑝′𝑖
𝑃(𝐴𝑖 /𝐵) =
𝑝1 𝑝′1 + 𝑝2 𝑝′2 + ⋯ … … . +𝑝𝑛 𝑝′𝑛

• Random variable: Assigning real number to the outcome of an event. Random variables are
two types.
• Discrete random variable: Let X be a random variable. If X takes finite or countably infinite
values 𝑥0 , 𝑥1 , 𝑥2 … … … … … .. then X is said to be discrete random variable.

• Continuous random variable: Let X be a random variable. If X takes uncountable values

𝑥0 , 𝑥1 , 𝑥2 … … … … … .. then X is said to be continuous random variable.

Page 65 of 72
• Probability distribution of discrete random variables: Let X be a discrete random variable.
Let 𝑥0 , 𝑥1 , 𝑥2 … … … … … .. be the possible values of X. The probabilities of each outcome (xi)
can be denoted by 𝑝(xi)=p(X=xi). Then the numbers 𝑝(xi), i=1,2,3,……. must satisfy the
following conditions.

▪ 𝑃(𝑥𝑖 ) ≥ 0

▪ ∑𝑖=𝑖 𝑝(𝑥𝑖 ) = 1

The function P is called the probability function or probability mass function or probability
density function.

• Distribution function: Let X be a discrete random variable. Let 𝑥0 , 𝑥1 , 𝑥2 … … … … … .. be the

possible values of X with the probabilities 𝑝(𝑥0 ), 𝑝(𝑥1 ) … … .. such that 𝑃(𝑥𝑖 ) ≥ 0 for all i and
∑𝑖=𝑖 𝑝(𝑥𝑖 ) = 1. Consider F denoted by 𝐹 (𝑋𝑖 ) = 𝑃(𝑋 ≤ 𝑥𝑖 ), 𝑖 = 1,2,3 … … i.e

𝐹 (𝑋𝑖 ) = 𝑝(𝑥1 ) + 𝑝(𝑥2 ) + ⋯ … … … 𝑝(𝑥𝑖 ) then the function F is called cumulative

distribution function or simply distribution function.

• Probability density function of Continuous random variable : A continuous random variable

X with continuous function f(X) is said to be pdf of crv if

▪ 𝑓(𝑥) ≥ 0
∞
▪ ∫−∞ 𝑓 (𝑥)𝑑𝑥 = 1
𝑏
▪ ∫𝑎 𝑓 (𝑥)𝑑𝑥 = 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏)

• Continuous Distribution function: If X is a continuous random variable having a probability

𝑥
density function f(x) then the function 𝐹 (𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫−∞ 𝑓(𝑡 )𝑑𝑡 , −∞ < 𝑥 < ∞

• Mathematical Expectation :

Expectation X is Discrete RV X is continuous Rv

∞
E(X)=Mean=𝜇′1 ∑ 𝑥𝑝(𝑥) ∫ 𝑥𝑓 (𝑥)𝑑𝑥
−∞
∞
𝐸 (𝑥 2 ) = 𝜇′2 2
∑ 𝑥 𝑝(𝑥) ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥
−∞
∞
𝐸 (𝑥 3 ) = 𝜇′3 ∑ 𝑥 3 𝑝(𝑥) ∫ 𝑥 3 𝑓(𝑥)𝑑𝑥
−∞
2
• Variance=𝜇′2 − 𝜇′1
• Moment Generating Function(MGF): 𝑀𝑎 (𝑡) = 𝐸(𝑒𝑡(𝑥−𝑎) )
• If at origin i.e. a=0 then 𝑀𝐺𝐹 = 𝑀0 (𝑡) = 𝐸(𝑒𝑡𝑥 )

Page 66 of 72
Distributions:

• Binomial Distribution:
▪ 𝑝(𝑥) = (𝑛𝑥)𝑝 𝑥 𝑞𝑛−𝑥 , p= prob.of success, q= prob.of failure, 𝑝 + 𝑞 = 1
▪ Mean = np and Variance = npq
▪ MGF= (𝑞 + 𝑝𝑒 𝑡 )𝑛
• Poisson Distribution:
𝑒 −𝑚 𝑚𝑥
▪ 𝑝 (𝑥 ) = , 𝑥 = 0,1,2, … … … … …
𝑥!
▪ 𝑀𝑒𝑎𝑛 = 𝑉𝑎𝑟𝑖𝑒𝑛𝑐𝑒 = 𝑚
𝑡
▪ MGF = 𝑒 𝑚(𝑒 −1)
• Normal Distribution:
−1 𝑥−𝜇 2
1 ( )
▪ f(x) = 𝑒 2 𝜎 , −∞ < 𝑥, 𝜇 < ∞, 𝜎 2 ≥ 0
𝜎√2𝜋
▪ 𝑀𝑒𝑎𝑛 = 𝜇, 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎2
𝑡2 𝜎2
𝜇𝑡+
▪ MGF = 𝑒 2
𝑥−𝜇
▪ Standard Normal Variate : 𝑍 = ~𝑁(0,1)
𝜎
𝑄3 −𝑄1 2
▪ Quartile Deviation = = 𝜎
2 3
2 2
▪ 𝑸𝟏 = μ − 𝜎 𝑎𝑛𝑑 𝑸𝟑 = μ + 𝜎
3 3
▪ 𝐐. 𝐃 ∶ 𝐌. 𝐃 ∶ 𝐒. 𝐃 = 10 : 12 :15

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 Problem Sheet-7

I. Based on probability definition ,probability laws and conditional probability.

1. What is the probability that a leap year selected at random will contain 53 Sundays?
2. In a play of two dice, a person loses if the sum obtained is 2 or 4 or 12. He wins if the
sum is 5 or 11. Find the ratio of his probability of losing to the probability of wining in
the first throw.
3. Seven persons including A and B stand in a line for a photograph. Find the probability
that three are exactly two persons between A and B.
4. A fair die is thrown thrice. Find the probability that the sum of the numbers obtained
is 10.
5. A ball is drawn at random from a box containing 12 red, 18 white, 10 blue and 15
orange balls. Find the probability that i) It is red or blue ii) white, blue or orange, iii)
neither white nor orange.
6. Three coins tossed simultaneously. Find the probability of getting i) exactly two heads
ii) at least two heads iii) exactly one head iv) at least one head.
7. Find the probability that a card drawn from a well shuffled of cards will be black or
picture.
8. From a group of 6 boys and 4 girls a committee of 3 is to be formed. Find the probability
that the committee will include i) all three boys or all three girls ii) at most two girls
iii) at least two girls.
9. There are 11 tickets in box bearing numbers 1 to 11. Three tickets are drawn one after
the other without replacement. Find the probability that they are drawn in the order
bearing i) even, odd, even number ii) odd, odd, even number.
10. In a bag contains 4 white and 3 black balls. If four ball are drawn one by one at random
without replacement, what is the probability that the balls so drawn are alternately of
different colours.
11. Seven dice are thrown 729 times. How many times do you except at least four dice to
show three or five seven dice are thrown 729 times. How many times do you except at
least four dice to show three or five
II. Bayes theorem
1. In a bag there are three true coins and one false coin with head on both sides. A coin is
chosen at random and tossed four times. If head occurs all four times, what is the
probability that the false coin was chosen and used?
2. A bag contains 7 red and 3 black balls and another bag contain 4 red and 5 black balls.
One ball is transferred from the first bag to second bag and then a ball is drawn from
the second bag if this ball happens to be red, find the probability that a black ball was
transferred.
3. A certain test for a particular cancer is known to be 95% accurate. A person submits
to the test and the result is positive. Suppose that a person comes from a population
of 10000 where 2000 people suffer from that disease. What can we conclude about the
probability that the person under test has that particular cancer?

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 4. A man speaks truth 3 times out of 5. When a die is thrown, he states that it gave an ace.
What is the probability that this event has actually happened?
5. Three factories A, B, C produce 30%, 50%, and 20% of the total production of an item.
Out of their production 80%, 50% and 10% are defective. An item is chosen at random
and found to be defective. Find the probability that it was produced by the factory A.
6. A man has three coins A, B, C. A is unbiased. The probability that head will result wen
B is tossed is 2/3. The probability that head will result when C is tossed is 1/3. If one
of the coins is chosen at random and is tossed three times it gave two heads and one
tail. Find the probability that the coin A was chosen.
III. Random variables, expectation and MGF.
1. The probability mass function of a random variable X is Zero except at the points
X=0,1,2. At these points it has the values P(0)=3c3 , P(1)=4c-10c2 , P(2)=5c-1. i)
Determine C
ii) Find P(X<1),P(1<X≤2), P(0<X≤2).
2. The probability density function of a random variable X is
X :0 1 2 3 4 5 6
P(X=x) : k 3k 5k 7k 9k 11k 13k
Find P(X<4), P (3<X≤6) , first four central moments, mean and variance.
𝑘𝑥 2 (1 − 𝑥 3 ) , 0 ≤ 𝑥 ≤ 1
3. Find K if the function 𝑓 (𝑥) = { is a Probability density
0 , 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1
function also find 𝑃(0 ≤ 𝑥 ≤ ), mean and variance.
2
4. A continuous random variable has probability density function 𝑓 (𝑥) = 6(𝑥 − 𝑥 2 ),
0 ≤ 𝑥 ≤ 1 find mean and variance.
5. If X denotes the out comes when a fair die is tossed, find M.G.F of X and hence find its
mean and variance of X.
4x
6. A random variable X has the probability function f(x) = (9 − x 2 ), 0 ≤ x ≤ 3 find
81
the first four moments about means and MGF
7. Find the expectation of i) the sum ii) the product of the number of points on the
trrow of n-dice
8. A random variable has the following probability distribution
X : -2 3 1
P(X) : 1/3 1/2 1/6
Find MGF, first two raw moments and first four central moments.

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 Problem Sheet-8
Topic : Probability Distributions Subject Instructor : C L V Prasad

1. State MGF for BD and PD and hence find its mean and variance.
2. Find a BD if the mean is 4 and variance is 3
3. Find mean of the probability distribution is given of the number of heads obtained in three flips
of a balanced coin.
4. The mean and variance of BD are 4 and 4/3. find the distribution and the probability of atleast
one success.

AD
5. The probability that a man aged 60 will live upto 70 is 0.65. What is the probability that out
of 10 such men now at 60 at least 7 will live upto 70 ?
6. A manufacturer known from his experience that the resistance of resistors he produces is normal
distribution with mean 100 ohms and standard deviation 2 ohms. What percentage of resistor
will have resistance between 98 ohms and 102 ohms.

AS
7. After correcting 50 pages of the proof of a book, the reader finds that there are on the averages
2 errors per 5 pages. How many pages would one expect to find 0,1,2 and 3 errors in 1000 pages
of first print of the book.
8. If the height of the 500 students is normally distributed with mean 68 inches and standard
deviation 4 inches. Find the expected number of students having heights
PR
(a) Grater then 72 inches
(b) Less than 62 inches.
9. The marks obtained by students in a college are normally distributed with mean 65 and variance
25. If 3 students are selected at random from college, what is the probability that at least one
of them would have scored more than 75 marks?
V

10. With usual notations find p of BD if n=6 , 9P (X = 4) = P (X = 2)

11. A factory turns out an article by mass production methods. From the past experience it is found
that 20 articles on an average are rejected out of every batch of 100. Find the mean and Variance
of the number of rejected articles.
L

12. The incident of an occupational disease in an industry is such that the workers have 20 percent
chance suffer from it. What is the probability that out of 6 workers chosen at random 4 or more
will be suffering from the disease.
C

13. The probability that a bomb dropped from a plane will strike the target is 1/5 . If six such
bombs are dropped , find the probability that i) exactly two bombs hit the target ii) at least
two hit the target.
14. If the mean of the PD is 4 , find P (m − 2σ < X < m + 2σ)
15. If the variance of PD is 2 , find the probabilities of r= 1,2,3,4 from the recurrence relation of
PD.
16. In a certain factory production certain articles the probability that an article is defective is
1/400. The articles are supplied in packets of 10. Find approximately the number of packets in
a consignment of 20000 packets containing i) no defective ii) two defective blades using a) BD
b) Poisson approximation to BD.

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17. Find mean, variance and MGF of Normal distribution.
18. A car firm has two cars which it hires out day by day. The number of demands for a car on each
day is distributed as Poisson variate with mean 1.5. calculate the proportion of days on which
1. neither car is used 2. some demands are refused.
19. A hospital switch board receives an average of 4 emergency calls in a 10 minutes interval. What
is the probability that 1. there are atleast 2 emergency calls 2. there are 3 calls in an interval of
10m.
20. An insurance company found that only 0.01 percent of the population is involved in a certain
type of accident each year. If its 1000 policy holders were randomly selected from the population
, what us the probability that not more then two os its clients are involved in such accident next

AD
year.
21. Find the probability that a random variable having the SND will take on a values between 0.87
and 1.28
22. Find the probability that a random variable having standard normal distribution will take a
value between i) -0.34 and 0.62 ii) 0.54 and 0.92

AS
23. For a normal variate with mean 2.5 and SD 3.5, find the probability that i) 2 ≤ x ≤, ii)
−1.5 ≤ x ≤ 5.5
24. In a normal distribution 31 percent items are under 45 and 8 percent of the items are over 64.
Find the mean and SD. find also the percentage of items lying between 30 and 75.
PR
25. The incomes of a group of 10000 persons were found to be normally distributed with mean Rs.
520 and standard deviation Rs.60. find i) the number of persons having between Rs. 400 and
550, ii) the lowest income of the richest 500.
V
L
C

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