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Notation

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You will frequently deal with complicated expressions involving a large number of

additions. Often, these expressions are simplified using the ‘summation’ notation.

Many students find difficulty in manipulating such expressions. The purpose of this

section is to introduce the notation to you, and to get you comfortable with it.

numbers {x1 , x2 ,...., xn } define

n

xi x1 x2 ... xn .

i 1

1 n

x xi .

n i 1

Ans: i 1 4i .

6

Example 3.1.3 Suppose the following payments are to be made: a1 in the first

period, a2 in the second period, and so on until an in the n th period. At a fixed

interest rate of r per period, the present value of the payments is

n

a1 a2 an a

1 r

(1 r ) 2

...

(1 r ) n

(1 ir )i .

i 1

not enter into the computation of the terms of the summation. In Example 3.1.2, the

index is actually part of the computation of the terms. In Example 3.1.3, the index is

used both ways.

Anthony Tay

Example 3.1.4 Economists often use an aggregate price index to track the overall

price level in an economy relative to some base year. This is usually done by tracking

a weighted average of prices of a certain set of commodities. Let

i 1,..., n represent n commodities

q 0i be the quantity of good i purchased in period 0 (the base year)

p 0i be the price of good i in period 0

qti be the quantity of good i purchased in period t

pti be the price of good i in period t

i 1 p t i q 0i

n

i 1 p 0i q 0i

n

i 1 p t i q t i

n

i 1 p 0i q t i

n

Expressions using summation notation are not unique; more than one expression can

be used to represent a given sum.

Example 3.1.5 Write 1 – 1/3 + 1/5 – 1/7 + 1/9 – 1/11 in summation notation:

1 1

i 1 (1)i 1 2i 1 . Alternate answer: i 0 (1)i 2i 1

6 5

Ans:

The summation notation greatly simplifies notation (once you get used to it), but this

is only helpful then you know how to manipulate expressions written in it. There are

only two rules to learn

n n n n n

(i) (ai bi ) ai bi , (ii) cai c ai , where c is a constant.

i 1 i 1 i 1 i 1 i 1

i 1 c

n

Example 3.2.1 nc

n

1 n

Example 3.2.2 ( xi x ) 0 , where x xi .

n i 1

i 1

n n n

Proof: ( xi x ) xi x nx nx 0

i 1 i 1 i 1

Anthony Tay

n n n

Example 3.2.3 ( xi x )( yi y ) ( xi x ) yi ( yi y ) xi ,

i 1 i 1 i 1

n n

1 1

where x

n i 1

xi , and y yi

n i 1

n n n

Proof We have ( xi x )( yi y ) ( xi x ) yi ( xi x ) y

i 1 i 1 i 1

n n

But the second term is zero: ( xi x ) y y ( xi x ) 0 ,

i 1 i 1

n n

The proof of ( xi x )( yi y ) ( yi y ) xi is similar.

i 1 i 1

n

n(n 1)

i 1 2 3 ... n

2

i 1

n

n(n 1)(2n 1)

i 2 12 22 32 ... n2

6

i 1

2

n n

i3 13 23 33 ... n3 i

i 1 i 1

Arithmetic Series

n 1

i 0 (a id ) i 1 (a (i 1)d )

n

a (a d ) (a 2d ) ... (a (n 1)d )

n(n 1)d

na

2

where a and d are real numbers.

Geometric Series

n 1 (1 r n )

i 0 ar i i 1 ar i 1 a ar ar 2 ... ar n 1 a

n

,

(1 r )

where a and r are real numbers.

Anthony Tay

3.4 Double summations

a11 a12 a1n

a21 a22 a2 n

am1 am 2 amn

Let the total sum of these numbers be S. To get S we can first add up the rows and

then add the results,

n n n m n

i.e., S a1 j a2 j am j aij ,

j 1 j 1 j 1 i 1 j 1

or first add up the columns,

m m m n m

i.e., S ai 1 ai 2 ai n aij .

i 1 i 1 i 1 j 1 i 1

conventional to leave out the parenthesis and write

m n n m

aij or aij

i 1 j 1 j 1 i 1

with the understanding that the summations are carried out from right to left, i.e.,

from the inner summation to the outer.

m n

Example 3.4.1 Expand i j 2 .

i 1 j 1

m n m n

One way to do this is i j 2 i j 2 (1 2 m)(12 22 n 2 )

i 1 j 1 i 1 j 1

m n m n 2 m n 2 m n 2

i j 2 i j i j

i j

i 1 j 1 i 1 j 1 i 1 j 1 i 1 j 1

(1 2 m)(12 22 n 2 )

Anthony Tay

In the examples so far, we could interchange the summation signs, i.e.,

m n n m

aij = aij .

i 1 j 1 j 1 i 1

We can do this only if the limits of the outer summation do not depend on the limit of

any of the inner summations.

summation notation.

a11

a21 a22

am1 am 2 a mm

m i

the upper limit in the inner summation depends on the index of the outer summation.

Example 3.4.3 Write the sum of the following triangular array using summation

notation.

a11

a21 a22

an,1 an,2 an,n

am,1 am,2 am,n

where n m .

Solution: Let ai , j be the typical element in the sum. Then the first column has

j 1 , and i running from 1 to m ; the second column has j 2 , and i running from

2 to m . In general we have j running from 1 to n , for the j th column, i running

from j to m . Thus the sum is j 1 i j aij .

n m

Anthony Tay

Exercises

4 3 4 10

a. i 1

2i b. i 0

ixi c. i 1

(i 1) xi 1 d. i 1

2

10 10 i i

e. i 1

(2i 1) f. i 1

(1)i g. j 1

j h. j 1

i

a. 1 3 5 7 9

m m m m 1 m m

b. a m a m 1b a m 2b 2 ... ab b

1 2 m 1 m

x x j xi j 1 x j

10 5 5

a. k 1

[(k 1)3 k 3 ] 113 1 b. j 1 i

c.

3

i 1

2

j 1 i

x xj

2

j 1

3

x xj

i 1 i

d.

3

i 1

2

j 1 i

x xj x

3

i 1 i

2

j 1

xj

x x x i 1 xi where x 13 i 1 xi

3 3 3

e. i 1 i

n i n n n n

a. i 1 j 1

i i 1

i2 b. i 1 j i

j i 1

i2

n n n

(x

i 1

i x )2 (x

i 1

i x ) xi x i 1

i

2

nx 2

n n

6. Show that (x

i 1

i x )( yi y ) xi yi n x y .

i 1

Anthony Tay

7. Evaluate by first simplifying, then applying the appropriate formulas

30 n

a. k 1

k (k 2) b. k 1

k (k 2)(k 2)

otherwise (calculator, manual computation, mental computation, as you

please) that

10

a. i 1

( xi x ) 0

( xi x ) 2 i 1 xi2 10 x 2

10 10

b. i 1

( xi x ) 2 i 1 ( xi x ) xi

10 10

c. i 1

If in (i) you get an answer a little different from 0, explain why this occurs.

4 2 4 4

(i) i 1 j 1

i xj (ii) i 1 j i

i xj

10. Let {x1 , x2 ,..., xn } be an arbitrary set of n real numbers, and let

i 1 xi .

n

x 1

n

Prove that

i 1 ( xi x )( xi 1) i 1 ( xi x )( xi 10000) .

n n

Anthony Tay

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