Mathematics formulary

1 Number systems 2
2 Commutativity, associativity, distributivity 3
3 Precedence of operators 3
4 Translation, rotation of the coordinate system 3
5 Mean values 3
6 Binomial formulae 4
7 Equivalence transformations 4

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8 Fractional arithmetics 5
9 Power arithmetics, exponentiation, logarithms 5
10 Planimetry 6
11 Conic sections 10
12 Stereometry 11
13 Functions 14
14 Equations 21
15 Matrices, linear systems of equations 22
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16 Sequences and series 24
17 Mathematical induction 25
18 Limits 25
19 Finance mathematics 26
20 Differential calculus 27
21 Integral calculus 29
22 Power series, Taylor-polynoms 30
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23 Vector calculus 31
24 Equation of planes 33
25 Combinatorics 34
26 Probability and set theory 34
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27 Probability distributions 35
28 statistics 37

The greek alphabet:

A α Alpha H η Eta N ν Nu T τ Tau

B β Beta Θ θ, ϑ Theta Ξ ξ Xi Y υ Upsilon
Γ γ Gamma I ι Iota O o Omicron Φ φ, ϕ Phi
∆ δ Delta K κ Kappa Π π Pi X χ Chi
E ² Epsilon Λ λ Lambda P ρ Rho Ψ ψ Psi
Z ζ Zeta M µ Mu Σ σ, ς Sigma Ω ω Omega
1 Number systems

• Natural numbers N0 = {0, 1, 2, 3, ...}

• Integer numbers Z = {0, ±1, ±2, ...}

• Rational numbers = set of all fractions:

Z
Q = {N | Z, N ∈ Z, N 6= 0}

• Real numbers R = rational and irrational

numbers (,,all numbers”).

• Complex numbers
C = {x + iy | x, y ∈ R} with i2 = −1.

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Complex numbers
I Imaginary unit:
√
i = −1

I Euler’s relation:
ei ϕ = cos(ϕ) + i sin(ϕ)
ei ϕ = cis(ϕ), |ei ϕ | = 1
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I Complex plane:
xy-plane of complex numbers.

complex number z z = x + iy z = r · eiϕ

complex
z z = x − iy z = r · e−iϕ
conjugate
√ p p
absolute |z| |z| = z z = x2 + y 2 |z| = r = x2 + y 2
angle ϕ x = r cos(ϕ) y = r sin(ϕ) ϕ = arg(z) ¡ k¢ ∈ Z
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= arctan xy + 2π k
addition z1 + z2
(x1 ± x2 ) + i (y1 ± y2 )
subtraction z1 − z2

multiplication z1 · z2 (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 ) r1 r2 · ei(ϕ1 + ϕ2 )

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z1 z1 ·z2 (x1 x2 + y1 y2 ) + i (x2 y1 − x1 y2 ) r1

division (z2 6= 0) z2 |z2 |2 = x2 2 + y2 2 r2 · ei(ϕ1 − ϕ2 )

power zn rn (cos(n ϕ) + i sin(n ϕ)) rn ei n ϕ

√ √ ¡ ¡ ¢ ¡ ¢¢
root n
z n
r cos ϕ +n2πk + i sin ϕ +n2πk , k = 0, 1, . . . (n − 1)

logarithm ln(z) ln(r) + i arg (z)

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2 Commutativity, associativity, distributivity
• Commutativity: a + b = b + a a·b=b·a

• Associativity: (a + b) + c = a + (b + c) = a + b + c (a · b) · c = a · (b · c) = a · b · c

• Distributivity: a · (b ± c) = a · b ± a · c

expand: Conversion of a product into a sum.

factorize: Conversion of a sum into a product.

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3 Precedence of operator
Facultative brackets: Obligatory brackets:

• −12 = −(1)2 = −1 ab • (−1)2 = (−1) · (−1) = +1

exponentiation
• 2 · 34 = 2 · (34 ) = 162 • (2 · 3)4 = 64 = 1296
a×b a/b
multiplication, division
• 4/2+3 = (4/2)+3 = 5 • 4/(2 + 3) = 4/5 = 0.8
a+b a-b
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addition, subtraction
• 2+3·4 = 2+(3·4) = 14 • (2 + 3) · 4 = 5 · 4 = 20

4 Translation, rotation of the coordinate system

µ ¶
u x=x−u x = x cos(ϕ) + y sin(ϕ)
Translation of : Rotation of ϕ:
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v y =y−v y = −x sin(ϕ) + y cos(ϕ)

y y y
P y P
y j x y x
y v x y
x
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u x j
x
x x

5 Mean values
arithmetic mean: weighted arithmetic: geometric mean:
p1 x1 + p2 x2 + ... + pn xn √
xA = x1 + x2 +
n
... + xn
xA = p1 + p2 + ... + pn
xG = n x1 · x2 · . . . · xn

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6 Binomial formulae, binomial theorem
• a2 + b2 not decomposable in R. binomial formulae:

• a3 + b3 = (a + b)(a2 − ab + b2 ) • 1. formula: (a + b)2 = a2 + 2ab + b2

• a3 − b3 = (a − b)(a2 + ab + b2 )
• 2. formula: (a − b)2 = a2 − 2ab + b2
P
n−1
• an − bn = (a − b) · an−1−k bk • 3. formula: (a + b) (a − b) = a2 − b2
k=0

Binomial theorem:
µ ¶ µ ¶ µ ¶
n n 0 n n−1 1 n n−2 2 0 n
Pn
n
(a + b) = 1a b + a b + a b + ... + 1a b = an−k bk with
1 2 k=0 k

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µ ¶
n n!
the binomial coefficients = k! (n−k)! Factorial: n! = 1 · 2 · ... · n
k

For (a − b)n the sign is alternating: + – + –... [see p. 34].

Binomial theorem and Pascal’s triangle:

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Left: Pascal’s triangle. Right: expanded binoms. The coefficients are taken from Pascal’s
triangle. The exponent of a starts with n and is decreasing, while the exponent of b increases.
The exponent’s sum is constant = n. (see p. 34)
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7 Equivalence transformations
equation a = b inequation a < b
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a±c=b±c addition / subtraction a±c<b±c

(
multiplication a · c < b · c if c > 0
a·c=b·c
by c 6= 0 a · c > b · c if c < 0

 a < b if c > 0
a b division c c
c = c by c 6= 0  a > b if c < 0
c c
1 1 1 1
a = b reciprocal (a, b 6= 0) a > b

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8 Fractional arithmetics
I Common denominator: lcm
Addition: a x ay xb ay±xb
• b ± y = by ± yb = by (b, y 6= 0) I expand denominators
Subtraction:
I add numerators

• Multiplication: ab · xy = ab ·· yx I multiply numerators and denominators separately

a
Division: a x y I outer terms divided by inner terms, or
• b : y=
b
x = ab · x
Double fractions: y I divide by fraction = multiply its reciprocal

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9 Power arithmetics, exponentiation
Definition: an = a
| · a ·{z. . . · a} is called exponentiation of basis a by the exponent n.
n factors Particularly: a1 = a a0 = 1, if a 6= 0, 00 = 1.

• Negative exponents ⇒ denominators: a−n = a1n a 6= 0.

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1 √ m √
• Rational exponents ⇒ roots: a n = n
a more generally: a n = n
am n > 0.
√ 1
Square root: n = 2: a = a2 a≥0

Power laws:
n
• Same base: an · am = an + m and aam = an − m a 6= 0.

• Same exponent:
√ √
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n ¡ a ¢n √ √
na p
n n n
and abn n a
n n
a · b = (ab) = b or n
a· b= ab and √
n
b
= b

• Double powers:
p √ √
(an )m = an · m or n m
a= nm
a a≥0
M

√
Remember: There are no power laws for an ± am etc., particularly: a2 ± b2 6= a ± b!

Logarithm laws (also see p. 20)

• Main property: All logarithms bring down the exponent:
loga (xy ) = y · loga (x) x > 0, a 6= 1.
log (b)
log solves the equation ax = b for x: x · log (a) = log (b) ⇒ x = log (a)

• loga (x · y) = loga (x) + loga (y) and loga ( xy ) = loga (x) − loga (y) x, y > 0.

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10 Planimetry
Scalene triangle (general triangle)

• Angular sum: α + β + γ = 180◦

• Triangle inequation: c < a + b

• Similarity and intercept theorems: Two tri-

angles are called similar if they have same angles
and/or same proportions of their legs.

1. Intercept theorem: ab = dc = a+c

b+d

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2. Intercept theorem: ae = a +
f
c

a b c
• Law of sines: sin(α) = sin(β) = sin(γ) = 2R with R = circumcircle.
Law of sines, if at least one leg and the corresponding opposite angle are known.

• Law of cosine: c2 = a2 + b2 − 2 a b cos(γ) and cyclic. Law of cosine, if two legs

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and their enclosed angle or all three legs are known.

• Surface area: A∆ = 12 (base · altitude) = c ·2hc = b ·2hb = a ·2ha

I two legs and their enclosed angle: A∆ = b 2· c · sin(α)

p
I three legs (Heron): A∆ = s(s − a)(s − b)(s − c) , with s = 12 (a + b + c)

I three angles and circumcircle R: A∆ = 2 R2 · sin (α) sin (β) sin (γ)
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Right triangle
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• Pythagorean theorem: c2 = a2 + b2

• Altitude theorem: hc 2 = p · q

• Euclid’s theorem:
a2 = c · q resp. b2 = c · p

• Trigonometric functions: (see p. 18)

a b a
sin(α) = c cos(α) = c tan(α) = b

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Isosceles and equilateral triangles

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√
I hc halves base c and γ I altitude: h = a2 3 I circumcircle: R = a3 3 = 23 h
2 √ √
I same base angles α = β I area A = a4 3 I incircle: r = a6 3 = 13 h

Lines in a triangle
Altitudes are straight lines Angle bisectors are the set of points
through a vertex and perpendicular having same distance to two adjacent legs.
to the opposite leg. They intersect in the center of the incircle.
C
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C
a r wa
hc b ha M b
a 2
c 2 r wb
a
A B A a wg b B
hb 2 2
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Medians do intersect in the ratio 2:1 Perpendicular bisectors are the set of points
They intersect in the triangle’s centroid having the same distance to two vertices of the
(center-of-mass). Also see p. 31. triangle.
They intersect in the center of the circumcircle.
C
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a
C a
b
2 2 mBC
2
sc MAC
s MBC
1
MAC s R
mAB

3 b 1 a MAC
b 3
2 a
2 s
2 a 3 sb 2 b
S 2 R M
3 R
c c c MAB
MAB
A 2 2 B A 2 mAC B

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Quadrilaterals

I A = a+ c
2 h = mh I A = a h = a b sin (α)

ef
I A = 2 = a2 sin (α)

ER ef
I A = 2 = a c sin (α) I A = ab
ST
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I A = a2 I α + γ = β + δ = 180◦ I a+c=b+d
√
Id=a 2 I ac + bd = ef I A = r · a+b+
2
c+d

Circle angle theorems

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I same peripherical angle γ I 90◦ peripherical angle

I central angle ω = 2 γ

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Circle
• Circumference: U = 2πr
α
• Arc length: b = 2πr 360 ◦

• Surface area: A = πr2

α br
• Sector: ASector = πr2 360 ◦ = 2

α 1
• Segment: ASegment = r2 · (π 360 ◦ − 2 sin(α))

Chord-chord 2
• PA · PA0 = PB · PB0 = PS

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theorem:

Secant-secant 2
• QB · QA0 = QA · QB0 = QT
theorem:

Circle equation of circle K with center M(u / v) and radius r:

center form expand cartesian form
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2 2 2 2 2
K: (x - u) +( y - v) = r K: x + y + Ax + By + C = 0
quadratic complement

¾
Tangent τ on K in point T(x0 /y0 ) ∈ K
τ : (x − u)(x0 − u) + (y − v)(y0 − v) = r2
Tangent τ on K in point Q(x0 /y0 ) ∈
/K
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Harmonic section, Golden ratio

Golden rectangle:
Two lines are in the golden ratio Φ if they intersect in
a a+b
the harmonic ratio: Φ = b = a therefore:
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√ ½
a
1± 5 Φ = 1.618...
Φ2 − Φ − 1 = 0 ⇒ Φ1, 2 = 2 =
Φ = −0.618...
a b
Properties:
Harmonic section of AB:
1
• Φ=− Φ 1
BC = 2 AB C
• Φ is irrational and can also be written as:
q p D
√ 1 3 2
Φ = 1 + 1 + 1 + ... Φ=1+ 1 4
1 + 1+...
A a 1 b B

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11 Conic sections

Distance
PF1 + PF2 = 2a |PF1 − PF2 | = 2a PF = PL
property

Equation with x2 y2 x2 y2

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a2 + b2 = 1 a2 − b2 = 1 y 2 = 2px
center M(0/0)
Canonical form with x(ϕ) = a · cos(ϕ) x(ϕ) = ±a · cosh(ϕ)
center M(0/0) y(ϕ) = b · sin(ϕ) y(ϕ) = b · sinh(ϕ)
Tangent equation yy yy
τ : xax20 + b20 = 1 τ : xax20 − b20 = 1 τ : y y0 = p(x + x0 )
in P(x0 /y0 )
tangent condition p
q 2 = a2 m2t + b2 q 2 = a2 m2t − b2 q = 2m
for y = mt x + q t
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2 2
Conjugated direction m1 m2 = − ab 2 m1 m2 = + ab 2

Linear
c2 = a2 − b2 c2 = a2 + b2
eccentrity
Numeric
² = ac < 1 ² = ac > 1 ²=1
eccentrity
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p
Focal points F1,2 (±c / 0) F1,2 (±c / 0) F( 2 / 0)

Radius of 2 2 2
ra = ba , rb = ab r = ba r=p
curvature
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2 2
Parameter p p = ba p = ba p
Area A = πab

Asymptotes a1,2 : y = ± ab x

Translation from M(0 / 0) to M(u / v): x → (x − u) and y → (y − v).

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12 Stereometry
Cavalieri’s principle
Two solids have the same volume if
their intersection areas A are the same
in all altitudes.
B = Base area h = altitude
M = lateral area

Prismatic solids (congruent, parallel base and top surface B)

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I Volume: V = B · h
ST I Surface: A = 2B + M

I V = ab · h I V = a3 I V = π r2 · h

I A = 2(a b + a h + b h) I A = 6 a2 I A = 2 · π r2 + 2π r · h
√ √ √
ID= a2 + b2 + h2 ID=a 3, d=a 2 I M = 2π r · h

Pyramids and cones

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I Volume: V = 13 B · h I Surface: A = B + M
M

√
I V = 13 a2 · h I V = 13 πr2 · h I V = h3 (B + BD + D)

I A = a2 + M I A = πr2 + πrs, M = πrs I V = πh 2 2

3 (r1 + r1 r2 + r2 )
q √
a2
Is= h2 + 2
Is= h2 + r 2 I A = π [r1 2 + r2 2 + s(r1 + r2 )]

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Sphere
I Volume: V = 43 πr3 I Surface: A = 4πr2

Volumes:
I Cap: V = 13 πh2 (3r − h)
I Zone: V = 16 πh(3r1 2 + 3r2 2 + h2 )
I Sector: V = 23 πr2 h

Surfaces:
I Cap: M = 2πrh

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I Zone: M = 2πrh
√
I Sector: F = 2πrh + πr 2rh − h2

Sphere equation of a sphere with center M(u / v / w) and radius r:

center form cartesian form
expand
2 2 2 2 2 2 2
K: (x - u) + (y - v) + (z - w) = r K: x + y + z + Ax + By + Cz +D = 0
quadratic supplement
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Tangential plane τ on a sphere in a point P0 (x0 / y0 / z0 ):
τ : (x − u)(x0 − u) + (y − v)(y0 − v) + (z − w)(z0 − w) = r2 (see p. 33)

Polyhedrons, platonic solids

Euler’s polyhedron theorem:
V + F = E + 2 with: V = number of vertices, F = number of faces, E = number of edges.
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There are 5 regular convex solids:

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 Volume Surface Circumcircle Incircle

√ √ √ √
Tetra- V = 122 a3 A= 3 a2 R = 46 a r = 126 a
hedron
√
Hexa- V =a 3
A = 6a 2
R = 23 a r = 12 a
hedron
√ √ √ √
Octa- V = 32 a3 A=2 3a 2
R = 22 a r = 66 a
hedron
√ q √ √ √ √
Dodeca- 15+7 5 3 √ (1+ 5) 3 10+4.4 5
V = 4 a A = 3 5(5 + 2 5) a2 R= 4 a r= 4 a
hedron

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√ √ √ √ √
Icosa- 5(3+ 5) 3 √ 2 2(5+ 5) (3+ 5) 3
V = 12 a A=5 3a R= 4 a r= 12 a
hedron

Solids with curved surface

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I V = 43 π a b c I V = 12 π r2 h = π p h2 I V = 2π 2 r2 R
I A = 4π 2 r R

Volume of a solid with integral calculus

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Rb
• V = A(x)dx
a
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• Particularly: Rotational volume:

Volume of a solid delimited by a function
f (x) rotating about the x-axis:
Rb
Vx = π f 2 (x)dx. (see p. 30)
a

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13 Functions
Definition: A function f : D → W is an assignment
from one set D (domain) to another set W (co-domain)
so that each element x ∈ D is assigned exactly one
element y ∈ W: f : x 7→ y = f (x)
Inverse function:
f : W → D ”cancels” the function, that is:
f ( f (x) ) = x and f ( f (y) ) = y.
Finding the inverse function:
Domain: Set of all ”allowed”
I Graphically: Reflect the graph along the identity or x-values:

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neutral function y = x (first angle bisector). 1
• D(x) ⇒ D(x) 6= 0
I Algebraically: Solve y = f (x) for x.
p
Condition: f must be bijektive in the entire • g(x) ⇒ g(x) ≥ 0
inversable region.
• loga g(x) ⇒ g(x) > 0

Table of functions and their inverse functions:

Function y = f (x) Domain Inverse f. y = f (x) Domain

1 1
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reciprocal x
R\{0} reciprocal x
R\{0}
2
√
square x R square root x x≥0
√
power xn R n-th root n
x (x ≥ 0)
−π π
sine sin (x) R arcsine arcsin (x) 2
<x< 2
cosine cos (x) R arccosine arccos (x) 0<x<π
tangent tan (x) R\{± π2 , ± 3π
2
, ...} arctangent arctan (x) −π
2
<x< π
2
exponential ax R logarithm loga (x) x>0
x
exponential 10 R logarithm log (x) x>0
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exponential ex R natural log. ln (x) x>0

Polynomial functions (parabolas of degree n)

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y = f (x) = an xn + an−1 xn−1 + ... + a1 x + a0 with n = degree (order) of the parabola.

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Linear functions (n = 1): y = m x1 + b
Normal form: g : x 7→ y = mg · x + b
∆y y −y
I slope: mg = ∆x = xQ −xP = tan (α)
Q P

I y-intercept: b
I parallel: g k h ⇔ mg = mh
−1
I perpendicular: g ⊥ n ⇔ mn = m
g

I angle of intersection
¯ ¯ g1 and g2 :
¯ ¯
tan (ϕ) = ¯ 1m+2m
− m1
¯

ER
1 m2

Cartesian form: g : Ax + By + C = 0
µ ¶
A
I normal vector: ~ng = ⊥ g
B
I parallel: g k h ⇔ ~ng = k · ~nh
I perpendicular: g ⊥ n ⇔ ~ng · ~nn = 0
I angle of intersection
¯ ¯ g1 and g2 :
ST
¯ ~n1 · ~n2 ¯
cos (ϕ) = ¯ |~n | · |~n | ¯
1 2

I distance S(u¯ / v) to g:¯

¯ u+B v+C¯
d( S, g ) = ¯ A √ 2 2 ¯
A +B

y
Intercept form: g : xa + b = 1 with given intercepts a and b.
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parametric form: g : t 7→ ~r = p~ + t · ~vg

I direction vector: Arbitrary vector in
−→
direction of g, i.e.: ~vg = PQ.
I ”initial” point: Arbitrary point P on g.
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I parallel: g1 k g2 ⇔ ~v1 = k · ~v2

I perpendicular: g1 ⊥ g2 ⇔ ~v1 · ~v2 = 0
I angle of intersection
¯ ¯ g1 and g2 :
¯ ~v1 · ~v2 ¯
cos (ϕ) = ¯ |~v | · |~v | ¯
1 2

I The only linear equation in space!

I Intersections with base planes: Sx , Sy , Sz

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Relative position of two linear functions (lines) in space: (see vectors on p. 31)

ER
ST
Distance of skew lines
g : ~r = ~a + t · ~v and h : ~r = ~b + t · w
~ in
space:
~ ~b − ~a)|
|(~v × w)·(
d(g, h) = |~v × w|
~
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Distance point P to line

g : ~r = ~a + t · ~v in space:
−−→
| ~v × AP |
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d(P , g) = | ~v |

⇒ See vectors on p. 31 and planes on p. 33.

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Parabolas (n = 2): y = ax2 + bx + c

• a = Opening:
a < 0 ⇒ downwards ∩
a > 0 ⇒ upwards ∪
a = 1 ⇒ normal parabola

• b = linear term

• c = y-intercept

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Fractional functions
A fractional function f (x) is a function of following structure:
N (x) numerator polynom a xn + a xn−1 + ... + a x + a n≥0
f (x) = D(x) = denominator polynom = b n xm + b n−1 xm−1 + ... + b1 x + b0
m m−1 1 0 m≥1
n = degree of numerator, m = degree of denominator.

Typical properties:
I Pole lines (vertical asymtots): y → ±∞
ST
x-values with N (x) = 0 and Z(x) 6= 0.
I Asymptote: Clinging function a(x) for x → ±∞

• n < m: lim f (x) = 0 ⇒ a : y = 0.

x→±∞

• n = m: lim f (x) = ban ⇒ a : y = ban

x→±∞ m m

• n > m: lim f (x) = ±∞ ⇒ Decompose

x→±∞
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f (x) = Z(x) : N (x) = a(x) + rest(x)

with lim rest(x) = 0
x→±∞

Root functions
M

√ 1
Root functions f (x) = n x = x n , (x ≥ 0) are the
inverse functions of power functions f (x) = xn .
√ 1
Particularly: f 1,2 (x) = ± x = ± x 2 are the inverse
of the square function f (x) = x2 .
Typical properties:
√
• Square root function f (x) = x
,,half, reclined parabola”

• D = {x ∈ R | x ≥ 0}

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Trigonometric functions
Definition in a right triangle 0 < α < 90◦ (see p.6)
opposite leg adjacent leg
sin(α) = ac = hypotenuse cos(α) = cb = hypotenuse

opposite leg sin(α)

tan(α) = ab = adjacent leg = cos(α)

Definition for any angles (unit circle)

ER
ST
U
M

Typical properties:
• Periodicity: 360◦ (= 2π in radians) for sin and cos; 180◦ (= π) for tan:
sin (x + n · 2π) = sin (x)
tan (x + n · π) = tan (x), n ∈ Z
cos (x + n · 2π) = cos (x)

• Domain and co-domain: Dsin = Dcos = R, Dtan = R\{n π2 }, n ∈ Z.

Wsin = Wcos = [−1, 1], Wtan = R

• Inverse functions: arcsin(x), arccos(x) and arctan(x) (see p. 14)

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relations and properties of trigonometric functions

sin (x)
I tan (x) = cos (x) I sin2 (x) + cos2 (x) = 1 I cos21 (x) = 1 + tan2 (x)

I sin (−x) = − sin (x) I cos (−x) = cos (x) I tan (−x) = − tan (x)

I sin (π − x) = sin (x) I cos (π − x) = − cos (x) I tan (π − x) = − tan (x)

I sin ( π2 ± x) = cos (x) I cos ( π2 ± x) = ∓ sin (x) I tan ( π2 ± x) = ∓ tan1(x)

tan (x)±tan (y)

I sin (x ± y) = sin (x) cos (y) ± cos (x) sin (y) I tan (x ± y) = 1+tan (x)·tan (y)

ER
I cos (x ± y) = cos (x) cos (y) ∓ sin (x) sin (y)

2 tan (x)
I sin (2 x) = 2 sin (x) cos (x) I cos (2 x) = cos2 (x) − sin2 (x) I tan (2 x) = 1−tan2 (x)

1−cos (x) 1+cos (x) 1−cos (x)

I sin2 ( x2 ) = 2 I cos2 ( x2 ) = 2 I tan2 ( x2 ) = 1+cos (x)
ST
¡ x+y ¢ ¡ x−y ¢ ¡ x+y ¢ ¡ x−y ¢
I sin (x) + sin (y) = 2 sin 2
cos 2
I sin (x) − sin (y) = 2 cos 2
sin 2

¡ x+y ¢ ¡ x−y ¢ ¡ x+y ¢ ¡ x−y ¢

I cos (x) + cos (y) = 2 cos 2
cos 2
I cos (x) − cos (y) = −2 sin 2
sin 2

Exponential and logarithm functions

U

Exponential function: y = f (x) = y0 ax a>0

Properties:

• Domain: D = R
M

• Co-domain: W = R>0 ,
that is ax > 0 for all x, particularly ax 6= 0

• ax is growing for a > 1 and

decreasing for 0 < a < 1

• Frequent bases: a = 10 and

¡ ¢n
Euler’s number: a = e = lim 1 + n1 ≈ 2, 71...
n→∞

⇒ See p. 5.

c
°Adrian Wetzel 19
Logarithm functions: Inverse functions of f (x) = ax : f (x) = loga (x)

I Common log.: f (x) = log10 (x) = log(x) I Natural log.: f (x) = loge (x) = ln(x)

Properties:

• Domain: D = {x ∈ R | x > 0}
loga (x) requires x > 0

• Co-domain: W = R

• Logarithm theorems:
loga (xy ) = y · loga (x) x > 0

ER
loga (x · y) = loga (x) + loga (y) and

loga ( xy ) = loga (x) − loga (y) x, y > 0

log (x)
• Base change: loga (x) = logb (a) a 6= 1
b
⇒ see p. 5.

Symmetry
ST
U

Symmetry laws for multiplication:

M

• (even) · (even) = (odd) · (odd) = even

• (even) · (odd) = (odd) · (even) = odd

Symmetry laws for division:

even = odd = even
• even
odd

• even = even
odd = odd
odd

c
°Adrian Wetzel 20
14 Equations
x1 is called zero of f , if f (x1 ) = 0. For polynomial equations:

ER
Fundamental theorem of algebra:
In the set of complex numbers C, every polynomial of degree n is decomposable into n linear
factors. A real (R) decomposition is not always possible.

Quadratic equations
ax2 + bx + c = 0 a, b, c ∈ R, a 6= 0 Viète’s formula:
Product of solutions: x1 · x2 = ac
2
Discriminant: D = b − 4 a c
√
Solutions: x1,2 = −b ± b2 −4 a c
D≥0 Sum of solutions: x1 + x2 = − ab
ST
2a

Polynomial equations of 3rd and superior degree

ax3 + bx2 + cx + d = 0 a, b, c, d ∈ R, a 6= 0.
Theorem: Make a = 1 (by division through a 6= 0), that is x3 + bx2 + cx + d = 0. If there is
an integer solution x1 , this must be a divisor of d. Find solution x1 by trying the divisors of d.
Then, divide the equation by (x − x1 ).
U

Numerical methods to calculate zeros

To calculate the zero N(xN / 0) of a function f , start with a guess x1 . Then, build a recursive
sequence x1 , x2 , x3 ,... with limit xN .
M

Chord method (Regula Falsi):

Choose P1 (x1 / f (x1 )) and P2 (x2 / f (x2 )) with
f (x1 ) · f (x2 ) < 0. Then:

xn+1 = xn − f (x1 ) f (xx2)−f

−x1
(x1 ) −→ xN
2 n→∞

Newton’s tangent method:

Choose P1 (x1 / f (x1 )) with f 0 (x1 ) 6= 0. Then:
f (x )
xn+1 = xn − f 0 (xn ) −→ xN
n n→∞

c
°Adrian Wetzel 21
15 Matrices, linear equation systems
Linear equation systems with two variables, 2 × 2 matrices
¯ ¯ µ ¶ µ ¶ µ ¶
¯ a1 x + b1 y = c1 ¯ a1 b1 x c1
¯ ¯ ⇒ vector calculus ⇒ · = brief M · ~x = ~c
¯ a2 x + b2 y = c2 ¯ a2 b2 y c2

• Multiplying matrix M from the left with its inverse

M −1 , solves the equation M · ~x = ~c for ~x:
~x = M −1~c
µ ¶
a1 b1
• The Matrix M = represents a

ER
a2 b2
linear function from
µ ¶ R2 → R2 :
x
Each vector ~x = is assigned
µ y¶ µ ¶ µ ¶
cx a1 b1 x
the vector ~c = = · .
cy a2 b2 y

• The columns ~a, ~b of the matrix are the images of the cartesian unit vectors e~x and e~y .

Operations and properties of square matrices:

ST
 
  1 ··· 0
µ ¶ 1 0 0  .. 
1 0 . 1 
I Unit matrices: E2 = , E3 = 0 1 0 En =  ... 
0 1  
0 0 1
0 ··· 1
µ ¶
a1 b1
I Determinant: det = a1 b2 − a2 b1
  a 2 b2
a1 b1 c1 µ ¶ µ ¶ µ ¶
U

b c a c a b2
det a2 b2 c2 = a1 · det 2 2
− b1 · det 2 2
+ c1 · det 2
b3 c3 a3 c3 a3 b3
a3 b3 c3
• det(A · B) = det(A) · det(B) • det(En ) = 1
1
• det(AT ) = det(A) det(A−1 ) = det(A) • det(k · A) = k n · det(A)
M

I Rank: Number of linearly independent lines (or columns) of a matrix.

M is called regular n × n matrix, if: det(M ) 6= 0 ⇔ rank(M ) = n ⇔ M −1 exists.
M is called singular n × n matrix, if: det(M ) = 0 ⇔ rank(M ) < n ⇔ M −1 doesn’t exist.
µ ¶−1 µ ¶
−1 a1 b1 1 b2 −b1
I Inverse matrix: M = = det(M ) if det(M ) 6= 0.
a2 b2 −a2 a1

• (M1 ·M2 )−1 = M2−1 ·M1−1 • (M −1 )−1 = M • (M −1 )T = (M T )−1

c
°Adrian Wetzel 22
 µ ¶ µ ¶ µ ¶
a1 b1 u1 v 1 a1 ± u1 b1 ± v1
I Addition: ± =
a2 b2 u2 v 2 a2 ± u2 b2 ± v2
• M1 ± M2 = M2 ± M1 • (M1 + M2 ) + M3 = M1 + (M2 + M3 )

µ ¶ µ ¶
a1 b1 k a1 k b1
I Multiplication by real number (scalar): k · =
a2 b2 k a2 k b2
µ ¶ µ ¶ µ ¶
a1 b1 x a 1 x + b1 y
I Multiplication by vector: · =
a2 b2 y a 2 x + b2 y

µ ¶ µ ¶ µ ¶
a1 b1 u1 v 1 a1 u1 + b1 u2 a1 v1 + b1 v2

ER
I Multiplication of two matrices: · =
a2 b2 u2 v 2 a2 u1 + b2 u2 a2 v1 + b2 v2
• (M1 · M2 ) 6= M2 · M1 • (M1 · M2 ) · M3 = M1 · (M2 · M3 )

 T  
µ ¶T µ ¶ a1 b1 c1 a1 a2 a3
a1 b1 a1 a2
I Transposed matrix: M T = = M T =  a2 b2 c2  =  b1 b2 b3 
a2 b2 b1 b2
a3 b3 c3 c1 c2 c3

• (M1 + M2 )T = M1T + M2T • (M1 · M2 )T = M2T · M1T • (M T )T = M

ST
I Orthogonal matrices: M · M T = M T · M = E or M T = M −1

I Eigenvectors, eigenvalues: The vector ~v is called eigenvector of M to the

eigenvalue λ, if M~v = λ ~v . The linear function M doesn’t change the direction of ~v .
[I] Calculating the eigenvalues λ: det(M − λEn ) = 0 ⇒ λ1 , λ2 , ...
[II] Calculating the eigenvectors ~vk : (M − λk En ) · ~vk = 0 ⇒ ~v1 , ~v2 , ...
U

I Elementary matrix manipulations (Gaussian algorithm)

• Multiplication of a matrix line by a real number k 6= 0.

M

• Addition of two lines in a matrix.

• Commutation of two lines in a matrix.

Patricular matrices:
µ ¶ µ ¶
cos(α) − sin(α) x
turns the vector ~v = by the angle α anticlockwise (see p. 3).
sin(α) cos(α) y
µ ¶ µ ¶ µ ¶ µ ¶
1 0 x −1 0 x
reflexion ~v = along the x-axis, reflexion ~v = along y-axis.
0 −1 y 0 1 y

c
°Adrian Wetzel 23
16 Sequences and series
Definition: A sequence is a function a : N → R, n 7→ an . Notation:

• Explicit form: an = {formula in n}

• Recursive form: an+1 = {formula in an , an−1 ,... }

Arithmetic sequences:
recursion: an+1 = an + d

explicit: an = a1 + (n − 1)d

ER
Geometric sequences:
recursion: an+1 = q · an

explicit: an = a1 · q (n−1)

Series
Definition: A series is the sequence of partial sums:
ST
recursion: sn+1 = sn + an+1

explicit: particular cases only:

P
n
Particular series: General element: sn = ak = a1 + a2 + a3 + . . . + an .
k=1

• Arithmetic series: Summands a1 , a2 , a3 ,...form an arithmetic sequence. Then:

U

sn = n2 (a1 + an ) = n2 (2a1 + (n − 1)d)

• Geometric series: Summands a1 , a2 , a3 ,...form a geometric sequence. Then:

1−q n
sn = a 1 · q 6= 1, sn = n · a1 for q = 1
M

1−q

• Infinite geometric series: limit of a geometric series for |q| < 1:

³ ´
1−q n a1
s = lim sn = lim a1 · 1−q = 1−q
n→∞ n→∞

Pn
1 1 1 1
• Harmonic series: sn = k = 1 + 2 + 3 +...+ n −→ ∞
k=1 n→∞

• Othern series:
P P
n P
n ¡1 ¢2
sn = k = 12 n(n + 1) sn = k 2 = n6 (n + 1)(2n + 1) sn = k3 = 2
n(n + 1)
k=1 k=1 k=1

c
°Adrian Wetzel 24
17 Mathematical induction
Method of mathematical proof for statements An on natural numbers (N)
(I) Basis: Show, that the statement holds for n = 1: A1 is true.
(II) Assumption: Assume, the statement An holds for one n ∈ N.
(III) Inductive step: from n to n + 1: Calculate An+1 recursively by using An from (II)
and show that the result is identical to the one calculated directely An+1 (obtained by
substituting n by (n + 1)).

18 Limits
Definition: A sequence is called con-

ER
vergent with limit a = lim an , if to
n→∞
any arbitrarily small number ² > 0
there is a bound N ∈ N, so that
|an − a| < ² holds for all n > N .
For arbitrarily large n, the distance between an and the limit a becomes arbitrarily small.
A limit is always unique and finite. Sequences without limit (or such with lim an = ±∞) are
n→∞
called divergent.

Limit identities: Assuming that lim an and lim bn exist:

ST
n→∞ n→∞

• lim (c · an ) = c · lim an
• lim (an ± bn ) = lim an ± lim bn n→∞ n→∞
n→∞ n→∞ n→∞
³ ´ lim an
• lim (an · bn ) = lim an · lim bn an
n→∞ n→∞ n→∞
• lim bn = n→∞
lim bn , if n→∞
lim bn 6= 0
n→∞ n→∞

Analogous identities also hold for arbitrary limits lim f (x) for continuous functions f .
x→x0

L’Hôpital’s rule: Assume lim f (x) = 0 (or ∞) and lim g(x) = 0 (or ∞), then:
x→x0 x→x0
U

f (x) f 0 (x) sin (x) cos (x)

lim g(x) = lim g 0 (x) . Example: lim x = lim 1 = 1
x→x0 x→x0 x→0 x→0

Particular limits:

 0, if − 1 < a < 1
M

1
• lim =0 x
• lim a = 1, if a = 1
n→±∞ n
x→∞ 
1
∞, if a > 1
• lim = ±∞ 
n→±0 n
¡ ¢n  0, n<m
a xn +a xn−1 +...+a x+a an
• lim 1 + nx = ex • lim b nxm +bn−1 xm−1 +...+b1 x+b0 = bm
,n=m
n→∞ x→∞ m m−1 1 0 
±∞, n > m
Exponential growth is stronger than power groth and power groth is stronger than
logarithmic groth:
x
• lim e = ∞, for n > 0 • lim xn · ln (x) = ∞, for n > 0
xn x→∞
x→∞
ln (x)
• lim xn · e−x = 0, for n > 0 • lim √
n x = 0, for n > 0
x→∞ x→∞

c
°Adrian Wetzel 25
19 Financial Mathematics
p
Interest factor: q = 1+ 100 p = interest rate (per year) in %.

Accumulated value Cash value

Capital with interest
and interest on interest Kn = K0 · q n K0 = Kn · q −n
after n years

Temporary annuity of the in n years the afirmation,

installment savings accumulated to pay n times
amortization anual rents R the anual rent R

ER
payment q n −1 1 q n −1
in advance
S̈n = R · q q − 1 Än = R · qn−1 · q−1

payment q n −1 q n −1
Sn = R · q−1 An = R · q1n · q−1
in arrear

⇒ The rent R is also called amortization rate or annuity.

ST
Marginal function Growth rate elasticity
df f 0 (t) d f 0 (x)
f 0 (x) = dx r(t) = f (t) = dt ln(f (t)) ²f,x = x · f (x)
U
M

c
°Adrian Wetzel 26
20 Differential calculus
Assumption: Continuous function y = f (x) in the interval [x, x+h].
• Slope of the secant =
= difference quotient
= mean rate of change
of f in the interval [x, x+h]:
∆y f (x+h)−f (x)
ms = ∆x = h = tan(α)

• Slope of the tangent =

= differential quotient =

ER
= local rate of change =
= local slope of f in P(x / y):
mt = lim ∆y
∆x = dy
dx = lim f (x+h)−f
h
(x)
∆x→0 h→0

• Definition of the 1st derivative = slope of the tangent on f in x:

f 0 (x) = dy
dx = lim f (x+h)−f
h
(x)
h→0

Conditions for stationary points and inflection

ST
Derivation rules: points. Relation between f (x), f 0 (x) and f 00 (x):
Assume y = f (x), y = u(x) and y = v(x)
be continuous functions and c a constant.

I Additive constant: f (x) = u(x) ± c

f 0 (x) = u0 (x)

I Multiplicative const.: f (x) = c · u(x)

U

f 0 (x) = c · u0 (x)

I Sum rule: f (x) = u(x) ± v(x)

f 0 (x) = u0 (x) ± v 0 (x)
M

I Product rule: f (x) = u(x) · v(x)

f 0 (x) = u0 (x) · v(x) + u(x) · v 0 (x)

u(x)
I Quotient rule: f (x) = v(x)

u0 (x) · v(x) − u(x) · v 0 (x)

f 0 (x) = v 2 (x)

I Chain rule: f (x) = u(v(x))

du dv
f 0 (x) = u0 (v) · v 0 (x) = dv · dx

c
°Adrian Wetzel 27
Conditions to calculate particular points:
f f0 f 00 f 000
Zero N(xN / 0) f (xN ) = 0 - - -
F ¨
Maximum H(xH / f (xH )) f 0 (xH ) = 0 f 00 (xH ) < 0 -
F ¨
Minimum T(xT / f (xT )) f 0 (xT ) = 0 f 00 (xT ) > 0 -
Sattelpunkt F F ¨
S(xS / f (xS )) f 0 (xS ) = 0 f 00 (xS ) = 0 f 000 (xS ) 6= 0
Terrassenp.
F ¨
Inflection point W(xW / f (xW )) - f 00 (xW ) = 0 f 000 (xW ) 6= 0
F = necessary condition. ¨ = sufficient condition.

ER
Table of derivatives and primitives (antiderivatives):
differentiate differentiate

primitive F(x) function f(x) 1st derivative f ´(x)

integrate integrate
n+1
F (x) = xn+1 [n 6= −1] f (x) = xn f 0 (x) = nxn−1
F (x) = ln(|x|) f (x) = x1 = x−1 f 0 (x) = − x12 = −x−2
ST
√ √
F (x) = 32 x x 1
1
f (x) = x = x 2 f 0 (x) = 2√ x

F (x) = x (ln(|x|) − 1) f (x) = ln(|x|) f 0 (x) = x1 = x−1

x 1
F (x) = ln(a)
(ln (|x|) − 1) f (x) = loga (|x|) f 0 (x) = x ln(a)
F (x) = ex f (x) = ex f 0 (x) = ex
1
F (x) = ln(a) ax f (x) = ax f 0 (x) = ln(a) ax
U

⇒ Variable x in radian!
F (x) = − cos(x) f (x) = sin(x) f 0 (x) = cos(x)
F (x) = sin(x) f (x) = cos(x) f 0 (x) = − sin(x)
M

F (x) = − ln (cos (x)) f (x) = tan(x) f 0 (x) = cos12 (x) = 1 + tan2 (x)

F (x) = 12 (x − sin(x) cos(x)) f (x) = sin2 (x) f 0 (x) = 2 sin(x) cos(x)

F (x) = 21 (x + sin(x) cos(x)) f (x) = cos2 (x) f 0 (x) = −2 sin(x) cos(x)

√
F (x) = x arcsin(x) + 1 − x2 f (x) = arcsin(x) f 0 (x) = √ 1
1−x2
√
F (x) = x arccos (x) − 1 − x2 f (x) = arccos(x) f 0 (x) = − √ 1 2
1−x
ln(x2 +1)
F (x) = x arctan(x) − 2 f (x) = arctan(x) f 0 (x) = x21+1

c
°Adrian Wetzel 28
21 Integral calculus
Let F (x) be a primitive (antiderivative) of f (x), that is F 0 (x) = f (x). Then, every further
primitive F1 (x) of f (x) may differ by a constant only: F1 (x) = F (x) + C.
The constant C is called constant of integration.
Indefinite integral = set of all primitives:
R
F (x) = f (x) dx + C with constant C

Definite integral and

Fundamental theorem of calculus

ER
Rb
A = f (x) dx = F (b) − F (a) = [F (x)]ba
a

A = Area under f between the integration limits

x = a and x = b.

Integration rules:
Rb Rb
ST
I Constant rule: (c ·f (x)) dx = c · f (x)dx
a a

Rb Rb Rb
I Sum rule: (u(x) ± v(x)) dx = u(x)dx ± v(x)dx
a a a

Rb Ra
I Orientation of integral: f (x)dx = − f (x)dx
a b

Rb Rc Rb
U

I Change of integration limits: f (x)dx = f (x)dx + f (x)dx

a a c

Rb
I ,,Sign” of the area: f (x)dx = +{area above the x-axis} −{area below the x-axis}
a
M

Rb
I Area between f1 and f2 : (f upper (x) − flower (x))dx
a

Rb Rb
I Partial integration: u(x) · v 0 (x)dx = [u(x) · v(x)]ba − u0 (x) · v(x)dx
a a

I Substitution rule: Let f (x) = u(v(x)) be a composite function. U (v) denominates a pri-
Rb R
v(b)
v(b)
mitive of the outer function u(v). Then: u(v(x)) · v 0 (x)dx = u(v)dv = [U (v)]v(a)
a v(a)

c
°Adrian Wetzel 29
Rotational volume and arc length
Rb
• Rotation about x-axis: Vx = π f 2 (x)dx
a
generalization see p. 13.
fR(b)
• Rotation about y-axis: Vy = π x2 (y)dy
y=f (a)

y = f (x) monotonic.

Rb q
• Arc length: B = 1 + (f 0 (x))2 dx
a

ER
22 Power-series, Taylor-Polynoms
Taylor-Polynom Tn (x) = Approximation of a function f (x) in x0 by a polynomial function
of degree n:
P
n
1 (k) k (k) th
Tn (x) = k! f (x0 ) (x − x0 ) , with f (x) the k derivative of f . In detail:
k=0

1 00 1 (n)
Tn (x) = f (x0 ) + f 0 (x0 ) (x − x0 ) + 2! f (x0 ) (x − x0 )2 + . . . + n! f (x0 ) (x − x0 )n
ST
(x−x0 )n+1 (n+1)
Error (rest term): Rn (x) = f (x) − Tn (x) = n+1 f (x0 + α(x − x0 )), 0<α<1

Power-series:
µ ¶ µ ¶ µ ¶
n n n 2 n
(1 + x) =1+ x+ x + x3 + . . . n ∈ N; |x| < 1
1 2 3
1
U

1+x = 1 − x + x2 − x3 ± . . . |x| < 1

√
1+x = 1 + 12 x − 2·4
1 2 1·3 3
x + 2·4·6 1·3·5 4
x − 2·4·6·8 x ± ... |x| < 1
1 2 1 3 1 4
ex = 1 + x + 2! x + 3! x + 4! x + ... x∈R
M

ln(x) = (x − 1) − 21 (x − 1)2 + 13 (x − 1)3 ∓ . . . 0<x≤2

1 3 1 5 1 7
sin(x) = x − 3! x + 5! x − 7! x ± ... x∈R
1 2 1 4 1 6
cos(x) = 1 − 2! x + 4! x − 6! x ± ... x∈R

tan(x) = x + 31 x3 + 15
2 5 17 7
x + 315 x + ... |x| < π
2

1 3 1·3 5 1·3·5 7
arcsin(x) = x + 2·3 x + 2·4·5 x + 2·4·6·7 x + ... |x| ≤ 1

arctan(x) = x− 13 x3 + 15 x5 − 17 x7 ± . . . |x| < 1

c
°Adrian Wetzel 30
23 Vector geometry
Definition: A vector ~a is a translation (dislocation). Vectors have a length (= absolute)
and an orientation (direction). Vectors can be parallely shifted.
I Unit vectors:
     
1 0 0
~ex =  0 , ~ey =  1 , ~ez =  0 
0 0 1

I Linear combination: Every 3-dim vector ~a can be

written
 aslinear combination of the basis (~ex , ~ey , ~ez ):

ER
ax
~a = ay  = ax ~ex + ay ~ey + az ~ez .

az
ax , ay , az are called components of ~a

p
I Absolute, length: | ~a | = a = a2x + a2y + a2z
 
ax
−→
I Position vector of A(ax , ay , az ): ~a = OA =  ay  = vector from the origin to the point A.
az
ST
I Addition, subtraction:
     
ax bx ax ± bx
~a ± ~b =  ay  ±  by  =  ay ± by 
az bz az ± bz
Difference vector =
= final point - initial point
U

I Multiplication with scalar (number)

Collinear vectors ~a and ~b: C
   
M

ax k · ax
~b = k · ~a = k ·  ay  =  k · ay  MAC MBC
S
az k · az 2a
B
~ = 12 (~a + ~b)
I Center of A and B: m a 1
2a
MAB
s c
A
m b
- 12 a a
-a
I Center of ∆ABC: ~s = 13 (~a + ~b + ~c) collinear O
(see p. 7) vectors

c
°Adrian Wetzel 31
I Scalar product: (orthogonal projection of ~a on ~b)
   
ax bx
~a · b = ay · by  = ax bx + ay by + az bz = | ~a | · | ~b | · cos(ϕ)
~   
az bz
~a · ~b
I Angle ϕ between ~a and ~b: cos(ϕ) =
| ~a | · | ~b |

I Orthogonal vectors: ~a ⊥ ~b ⇐⇒ ~a · ~b = 0 if ~a 6= ~0 and ~b 6= ~0.

I Vector product:

ER
     
ax bx ay bz − az by
~c = ~a × ~b =  ay  ×  by  =  az bx − ax bz 
az bz ax by − ay bx

~c ⊥ ~a and ~c ⊥ ~b

| ~c | = | ~a × ~b | = | ~a | · | ~b | · sin(ϕ)
| ~c | = area of the parallelogram
ST
defined by ~a and ~b.

I Triple product:

V = |(~a × ~b) · ~c | = |(~b × ~c) · ~a | = |(~c × ~a) · ~b |

|V | = Volume, of the parallelepiped
defined by ~a, ~b and ~c.
U

I Unit vector in direction of ~a: ~ea = | ~~aa |

I Decomposition of ~b into vectorial components

parallel and perpendicular to ~a:
~ ~
~bk = (b · ~a2) · ~a ~b⊥ = ~b − (b · ~a2) · ~a
M

|~a| |~a|
µ ¶
x
I Rotation of a 2-dimensional vector ~a = :
y
µ ¶
~b = x cos(ϕ) − y sin(ϕ)
x sin(ϕ) + y cos(ϕ)

I Linear equations see p. 15, Plane equations see p. 33.

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24 Plane equations

Parametric form:
E : ~r = ~a + t · ~u + s · ~v

• If 3 points or point A and two direc-

tions ~u and ~v are known.

• Each pair (t, s) corresponds to exactly one

point P (position vector ~r) on E.

ER
y
Intercept form: E : xa + b + zc = 1

Normal form, cartesian form: E : ~n (~r − ~a) = 0 resp. E : Ax + By + Cz + D = 0

• Normal
 vector:

A
~n =  B  = ~u × ~v ⊥ E
ST
C

• E1 k E2 ⇐⇒ ~n1 = k · ~n2

• E1 ⊥ E2 ⇐⇒ ~n1 · ~n2 = 0

• Angle ϕ between E1 and E2 :

U

| ~n1 · ~n2 |
cos (ϕ) = |~n1 | · |~n2 |

• Angle β between E and g: • Angle bisector planes:

M

| ~n · ~v | W1,2 : H1 (x, y, z) = ±H2 (x, y, z)

sin (β) = |~n| · |~v |

• Hesse’s normal form: • Distance P(u / v / w) to E:

A x+B |A u + B v + C w + D|
H(x, y, z) = √ y+C z + D = 0 d(P, E) = √
A2 +B 2 +C 2 A2 +B 2 +C 2

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25 Combinatorics

ER
Factorial: n! := 1 · 2 · ... · n, particularly: 0! = 1! = 1
Binomial
coefficient:
µ ¶
n
k
n!
= k! (n−k)! :
ST
µ ¶ µ ¶ µ ¶ µ ¶ µ ¶
n n n n n+1
Symmetry: = Recursion: + =
k n−k k k+1 k+1

26 Probability and set theory

S = Sample space = set of all possible events.
U

I A, B, C = events = subsets of S
A = {0, 2, 4, 6} = {x ∈ N0 | x even and x ≤ 6}. Example: 2 ∈ A; 3 ∈
/A

I |A| = cardinality = number of elements in A

I A ∩ B = intersection = A and B
M

I A ∪ B = set union = A or B
I A = S\A = A complement = S without A
I C ⊆ A = subset = C contained in A
I {} = ∅ = empty set

Laplace-probability: All elements in S occur with the same probability. Then:

|A|
p(A) = S = number of elements in A = favorable
| | number of elements in S possible

c
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 • Impossible event = p(∅) = 0 ≤ p(A) ≤ 1 = p(S) = certain event.

• Complementary probability p( A ) = 1 − p(A) (Key words: not, at least,...)

• Additition law p(A ∪ B) = p(A) + p(B) − p(A ∩ B)

• Conditional probability p(B | A) = probability that B occurs under the condition

that A has already occurred: ,,A = IF, B = THEN event” (reduction of sample space
|A ∩ B| p(A ∩ B)
from S to A): p(B | A) = |A| = p(A)

• Multiplication law p(A ∩ B) = p(A) · p(B | A)

ER
for A and B independent: p(A ∩ B) = p(A) · p(B)

Repeated experiments with constant probability p = p(A).

Probability of A to occur in n repetitions...

• at least once: Pmin = 1 − (1 − p)n

µ ¶ µ ¶
n n n!
• exactly k-times: Pn (k) = pk (1 − p)n−k = k! (n−k)! (see p. 4, 34)
k k
ST
27 Probability distributions
Discrete distribution: Continuous distribution:
Aleatory variable X takes only n values Aleatory variable X may take all values
x1 , x2 ,...,xn with the probabilities p1 , p2 ,...,pn . x ∈ R. The probability of x to occur is called
density function f (x).
U
M

P
n R∞
p1 + p2 + . . . + pn = pk = 1 Normalization f (x) dx = 1
k=1 −∞

P
n
Mean value R∞
µ = E(X) = pk xk µ = E(X) = f (x) · x dx
k=1 (expectation value) −∞

P
n R∞
σ2 = pk (xk − µ)2 Variance σ2 = f (x) · (x − µ)2 dx
k=1 −∞

√ √
σ= σ2 Standard deviation σ= σ2

c
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Binomial distribution (discrete distribution)
The sample space consists of exactly two elements: S = {A, A} occurring with the constant
probabilities p(A) = p and p(A) = 1 − p.
For totally n repetitions:
µ ¶
n
• A occurs exactly x times: P (x) = p x (1 − p)n−x
x
µ ¶
n P
z
• A occurs at most z ≤ n times: P (z) = p x (1 − p)n−x (see p. 35)
x=0 x

For large n resp. for np(1 − p) > 9 the binomial distribution can be approximated by a normal
p

ER
distribution. Then: E(x) = n p and σ = n p (1 − p)

Normal distribution (continuous distribution)

• Density function:
−(x−µ)2
f (x) = √ 1 e 2σ2 = N (µ, σ)
2π σ
ST
Standardized normal distribution:
−z 2
f (z) = √1 e 2 = N (0, 1)
2π

Symmetry:
• Distribution function: f (µ + x) = f (µ − x) f (−z) = f (+z)
Rz −(t−µ)2 F (−z) = 1 − F (+z)
F (x) = √ 1 e 2 σ 2 dt
2π σ −∞
U

Standardized normal distribution:

Rz −t2
F (z) = √1 e 2 dt ⇒ see table in inner cover.
2π −∞
M

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28 Statistics
Unpaired data (one variable)
Let x1 , x2 , . . . , xk the values and n1 , n2 , . . . , nk their absolute frequency of a sample of
Pk
size n = ni = n1 + n2 + . . . + nk . Then, the relative frequency is defined by h(xi ) = nni .
i=1
P
k
h(xi ) behave like the Laplace-probability of observing the value xi , particularly hi = 1.
i=1

Individual data Grouped data

k values x1 , x2 , . . . , xk
Data n values x1 , x2 , . . . , xn
with abs. freq. n1 , n2 , . . . , nk

ER
P
n P
k P
k
Arithmetic mean x = n1 xi x = n1 n i xi = h(xi ) xi
i=1 i=1 i=1

Percentile p ∈ [0, 1] (n + 1) · p = integer + f loat = i + f ungroup data and

xp = (1 − f ) · xi + f · xi+1 proceed as described left
Average linear de- P
n P
k
sm = n1 |xi − x| sm = n1 ni |xi − x|
viation from mean i=1 i=1

Range R = xmax − xmin

ST
1 P
n
1 P
k
Variance∗ s2x = n−1 (xi − x)2 s2x = n−1 ni (xi − x)2
i=1 i=1

Bemerkungen:

* If the values x1 , x2 , . . . , xn represent an entire population or if we are interested in the

variation within the sample itself, the denominator is n (instead of n − 1).
p
• The standard deviation sx is evaluated as the square-root of the variance: sx = s2x .
U

• The median x0.5 of a sample is obtained by evaluating the p = 0.5-percentile, correspon-

dingly the quartiles x0.25 and x0.75 are obtained by setting p = 0.25 resp. p = 0.75.

• To compare different sets of samples evaluate the variation coefficient V = sxx ·100%
M

Inequality of Chebychev:
For a sample with mean x and variance s2x the probability p for an observation x to be found
s2
within a range of ±λ from the mean is given by: p(| x − x | < λ) ≥ 1− λx2

c
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Paired data (two variables): Regression and correlation
Let (x1 , y1 ), (x2 , y2 ), . . . (xn , yn ) be n pairs of observations. To describe the dependency bet-
ween x and y a model function y = f (x; a, b, ..) is fitted to the data such that the mean square
deviation of yi − f (xi ; a, b, ..) becomes minimal:
  ∂F
n =0  
 a = ...
X ∂a
F (x; a, b, ..) = (yi − f (xi ; a, b, ..))2 −→ minimal ⇒ = 0  ⇒  b = ...
∂F

 ...  ∂b
i=1 ...

ER
Linear regression:
y = f (x) = ax + b with

P
n
(xi − x) (yi − y)
i=1 cxy sy
slope a = P
n = 2
= rxy · and intercept b=y−a·x where
sx sx
(xi − x)2
i=1

Correlation coefficient: Covariance:

ST
P
n
(xi − x) (yi − y) n
cxy 1 X
rxy = r ni=1 = cxy = (xi − x) (yi − y)
P P
n sx · sy n − 1 i=1
(xi − x)2 · (yi − y)2
i=1 i=1

rxy describes the strength of correlation between x and y:

U

Correlation coefficient rxy

full strong medium weak to none
| rxy | = 1 1 > | rxy | ≥ 0.7 0.7 > | rxy | ≥ 0.3 0.3 > | rxy | ≥ 0
M

y y y y

x1 x 2 x3 x 4 x x1 x 2 x3 x 4 x x1 x 2 x3 x 4 x x1 x 2 x3 x 4 x

c
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