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MATH 204

American University of Beirut

Ribal Alameh
+961 71311998

Hamra
Bliss Str
Blue Bldg, 7th Flr

+961 1 379372
+961 71666544

info@learninghublb.com
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Table of Contents
6. Matrix Algebra: ........................................................................................................................... 3
 An m by n matrix: ............................................................................................................... 3
 Types of matrices: .............................................................................................................. 3
 Two equal matrices: ........................................................................................................... 4
 Transpose: .......................................................................................................................... 4
 Addition/ Subtraction: ....................................................................................................... 4
 Scalar Multiplication: ......................................................................................................... 5
 Matrix Multiplication: 𝑨𝑩 = 𝑪 ......................................................................................... 5
 Augmented Matrix: ............................................................................................................. 6
 Determinant:....................................................................................................................... 6
 Cofactor Matrix: .................................................................................................................. 6
 Solving a System Using Cramer’s Rule .............................................................................. 6
 Properties: .......................................................................................................................... 7
 Inverse: ............................................................................................................................... 7
 Solving a System Using the Inverse: .................................................................................. 7
 Row Operations: ................................................................................................................. 7
8. Counting, Permutation and Combination:................................................................................. 8
 Tree Diagram: ..................................................................................................................... 8
 Experiments:....................................................................................................................... 8
 Factorial: ............................................................................................................................. 9
 Permutation: ....................................................................................................................... 9
 Combination: ...................................................................................................................... 9
 Permutation with Possible Repetition: ........................................................................... 10
 Sample Space and Event of Sample Space: ...................................................................... 10
 Compliment of an event: .................................................................................................. 10
 Union and Intersection:.................................................................................................... 10
 Properties: ........................................................................................................................ 11
 Probability ........................................................................................................................ 11
 Conditional Probability: ................................................................................................... 12
 Independent Events: ........................................................................................................ 12
 Binomial Distribution:(discrete) ..................................................................................... 14

RIBAL ALAMEH
+961 71311998
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 Normal Distribution:(continuous) .................................................................................. 14


 Derivatives: ....................................................................................................................... 16
 Derivatives using logarithms: .......................................................................................... 17
 Partial Derivatives: ............................................................... Error! Bookmark not defined.
 Maximum, Minimum, and Saddle point:.......................................................................... 17
 Integration: ........................................................................... Error! Bookmark not defined.

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6. Matrix Algebra:
 An m by n matrix:
 Number of row m
 Number of columns n

 Types of matrices:
 Row vector 1𝑥𝑛
Ex: 𝐴 = (1 2 −1)

 Column vector 𝑚𝑥1


3
Ex: 𝐴 = (0)
2
 Square matrix 𝑚 = 𝑛
 Entries 𝑎𝑖𝑗 with 𝑖 = 𝑗 forms the main diagonal
1 2 4
Ex: 𝐴 = (0 −1 6) main diagonal shaded (1, −1, 7)
2 1 7
 Lower triangular(𝐿)
 ∀𝑖 <𝑗 𝑙𝑖𝑗 = 0
𝑙11 0 ⋯ 0
𝑙 𝑙 ⋱ ⋮
𝐿 = ( 21 22 )
⋮ ⋮ ⋱ 0
𝑙𝑛1 𝑙𝑛2 ⋯ 𝑙𝑛𝑛
1 0 0
Ex: 𝐿 = (2 4 0)
0 5 6
 Upper triangular(𝑈)
 ∀𝑖 >𝑗 𝑢𝑖𝑗 = 0
𝑢11 𝑢12 ⋯ 𝑢1𝑛
0 𝑢22 ⋯ 𝑢2𝑛
𝑈=( ⋮ ⋱ ⋱ ⋮ )
0 ⋯ 0 𝑎𝑛𝑛
2 1 0
Ex: 𝑈 = (0 5 3)
0 0 9
 Diagonal matrix
 ∀𝑖 ≠𝑗 𝑑𝑖𝑗 = 0
𝑑11 0 ⋯ 0
0 𝑑22 ⋱ ⋮
𝐷=( )
⋮ ⋱ ⋱ 0
0 ⋯ 0 𝑑𝑛𝑛

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2 0 0
Ex: 𝐷 = (0 0 0)
0 0 0
 Identity matrix
0, 𝑖 ≠ 𝑗
 𝑎𝑖𝑗 = {
1, 𝑖 = 𝑗
1 0 ⋯ 0
0 1 ⋱ ⋮
𝐼𝑛 = ( )
⋮ ⋱ ⋱ 0
0 ⋯ 0 1
1 0 0
Ex: 𝐼3 = (0 1 0)
0 0 1

 Two equal matrices:


 If they have same size 𝑚𝑥𝑛
 If their corresponding entries are equal (𝑎𝑖𝑗 = 𝑏𝑖𝑗 )

 Transpose:
 The transpose of a matrix 𝐴 = (𝑎𝑖𝑗 ) of size 𝑚𝑥𝑛 is a matrix denoted by 𝐴𝑇 =
(𝑎𝑗𝑖 ) of size 𝑛𝑥𝑚 whose entries can be obtained by switching the rows with
the columns.
1 0
1 2 −1 𝑇
Ex: 𝐴 = ( ) 𝐴 = ( 2 1)
0 1 3
−1 3
 Properties of transpose:
 (𝐴𝑇 )𝑇 = 𝐴
 𝐼𝑛𝑇 = 𝐼𝑛
 𝐿𝑇 = 𝑈
 𝑈𝑇 = 𝐿
 Symmetric: A matrix is said to be symmetric if 𝐴𝑇 = 𝐴

 Addition/ Subtraction:
 Should have same size & 𝐴 = (𝑎𝑖𝑗 ), 𝐵 = (𝑏𝑖𝑗 ) → 𝐴 ± 𝐵 = (𝑎𝑖𝑗 ± 𝑏𝑖𝑗 )
 𝐴+𝐵 =𝐵+𝐴
 𝐴 − 𝐵 = −(𝐵 − 𝐴)
 𝐴+𝐵+𝐶 =𝐵+𝐶+𝐴 =𝐶+𝐵+𝐴 = ⋯
 𝐴 + 0𝑚𝑥𝑛 = 𝐴
 (𝐴 + 𝐵)𝑇 = 𝐴𝑇 + 𝐵 𝑇

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+961 71311998
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 Scalar Multiplication:
 𝑘𝐴 = (𝑘𝑎𝑖𝑗 ) 𝑘∈ℝ
 dim(𝑘𝐴) = dim(𝐴)
1 −2 0
Ex: 𝐴 = ( )
2 1 −1
3 1 −1
𝐵=( )
0 1 2
−5 −4 2
→ (𝐴 − 2𝐵) = ( )
2 −1 −5
 Properties of Scalar Multiplication:
 𝑘(𝐴 + 𝐵) = 𝑘𝐴 + 𝑘𝐵
 (𝑙 + 𝑘)𝐴 = 𝑙𝐴 + 𝑘𝐴
 0𝐴 = 0𝑚𝑥𝑛
 𝑘0𝑚𝑥𝑛 = 0𝑚𝑥𝑛
 𝑘𝐴𝑇 = (𝑘𝐴)𝑇

 Matrix Multiplication: 𝑨𝑩 = 𝑪
 𝐴 = (𝑎𝑖𝑗 ) with size 𝑚𝑥𝑛, 𝐵 = (𝑏𝑖𝑗 ) with size 𝑛𝑥𝑝
 Number of columns of A should be equal to the number of rows of B
 Size of resulting matrix 𝐶 = (𝑐𝑖𝑗 ) is 𝑚𝑥𝑝
 𝑐𝑖𝑗 = ∑𝑛𝑘=1 𝑎𝑖𝑘 𝑏𝑘𝑗
2 1 5
1 −1 2
Ex: 𝐴 = ( ) 𝐵 = (0 −1 1)
0 1 3
1 2 1
4 6 6
𝐶 = 𝐴𝐵 = ( ) Note: 𝐴𝐵 ≠ 𝐵𝐴
3 5 4
 Properties of Matrix Multiplication:
 𝐴𝐵𝐶 = (𝐴𝐵)𝐶 = 𝐴(𝐵𝐶)
 𝐴(𝐵 ± 𝐶) = 𝐴𝐵 ± 𝐴𝐶
 (𝐴 ± 𝐵)𝐶 = 𝐴𝐶 ± 𝐵𝐶
 𝑘(𝐴𝐵) = 𝐴(𝑘𝐵) = (𝑘𝐴)𝐵 𝑘єℝ
 𝐴𝐼𝑛 = 𝐴
 (𝐴𝐵)𝑇 = 𝐵 𝑇 𝐴𝑇
 (𝐴𝐵𝐶𝐷)𝑇 = 𝐷𝑇 𝐶 𝑇 𝐵 𝑇 𝐴𝑇
 𝐴𝑚𝑥𝑛 𝑂𝑛𝑥𝑝 = 𝑂𝑚𝑥𝑝
 𝐴0 = 𝐼𝑛
 𝐴𝑛 = 𝐴𝐴𝐴 … 𝐴 (n times)
 𝐴−𝑛 = 𝐴−1 𝐴−1 𝐴−1 … 𝐴−1 (n times)

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+961 71311998
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 Augmented Matrix:
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1
𝑎 𝑥 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
 { 21 1

𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚
 Any system of m linear equations in n variables can be represented in an
augmented matrix form
𝑎11 𝑎12 ⋯ 𝑎1𝑛 𝑏1
𝑎21 𝑎22 ⋯ 𝑎2𝑛 𝑏2
( ⋮ ⋮ ⋱ ⋮ |⋮)
𝑎𝑚1 𝑎𝑚2 ⋯ 𝑎𝑚𝑛 𝑏𝑛

 Determinant:
Only for square matrices where dim(𝐴) = 𝑛𝑥𝑛
 𝑑𝑒𝑡 (𝐴) = |𝐴|
 For a 1x1 matrix 𝐴 = (𝑎) : |𝐴| = 𝑎
𝑎 𝑏
 𝐴= ( ) 𝑑𝑒𝑡 (𝐴) = 𝑎𝑑 − 𝑐𝑏
𝑐 𝑑
𝑎31 𝑎22 𝑎13 + 𝑎32 𝑎23 𝑎11 + 𝑎32 𝑎21 𝑎12 =top
𝑎11 𝑎12 𝑎13 𝑎11 𝑎12
 ( 21 𝑎22 𝑎23 ) 𝑎21 𝑎22
𝑎
𝑎31 𝑎32 𝑎33 𝑎31 𝑎32
𝑎11 𝑎22 𝑎32 + 𝑎12 𝑎23 𝑎31 + 𝑎13 𝑎21 𝑎32 =bottom
det(𝐴) = bottom − top (only for 3𝑥3 matrix)

 Cofactor Matrix:

 𝐴𝐶 = 𝑎𝑖𝑗 = (−1)𝑖+𝑗 (𝑚𝑖𝑛𝑜𝑟)
Minor: determinant of the matrix obtained when hiding row i and column j
 dim(𝐴) = dim(𝐴𝑇𝑐 )

 Solving a System Using Cramer’s Rule


 𝐴𝑥 = 𝑏
|𝐴| = ?
|𝐴𝑖 |
𝑥𝑖 = |𝐴|
where 𝐴𝑖 = remove column i from A and replace it with b

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+961 71311998
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 Properties:
 If a row/column is full of zeros, then det(𝐴) = 0
 det(𝐴) = det(𝐴𝑇 )
 det(𝐴𝐵) = det(𝐴) . det(𝐵)
1
 det(𝐴−1 ) = det(𝐴)
𝑑1 0 ⋯ 0
0 𝑑2 ⋱ ⋮
 If 𝐴 is a diagonal matrix ( )
⋮ ⋱ ⋱ 0
0 ⋯ 0 𝑑𝑛
→ det(𝐴) = 𝑑1 𝑑2 ⋯ 𝑑𝑛
 If 𝐴 is an upper/ lower triangular matrix with main diagonal entries
𝑑1 , 𝑑2 , ⋯ , 𝑑𝑛
→ det(𝐴) = 𝑑1 𝑑2 ⋯ 𝑑𝑛

 Inverse:
 If det(𝐴) = 0 → 𝐴 has no inverse
 dim(𝐴) = dim(𝐴−1 )
 𝐴𝐴−1 = 𝐴−1 𝐴 = 𝐼𝑛
1
 𝐴−1 = det(𝐴) 𝑎𝑑𝑗(𝐴) where 𝑎𝑑𝑗(𝐴) = 𝐴𝑇𝑐 (adjoint)
𝑎 𝑏 1 𝑑 −𝑏
 𝐴= ( ) → 𝐴−1 = det(𝐴) ( )
𝑐 𝑑 −𝑐 𝑎

 Solving a System Using the Inverse:


 𝐴𝑥 = 𝑏
𝐴 𝐴𝑥 = 𝐴−1 𝑏
−1

𝐼𝑥 = 𝐴−1 𝑏
𝑥 = 𝐴−1 𝑏

 Row Operations:
 Switch any two rows
 Multiply a row by a non-zero constant
 Add to a row a multiple of another row

 Finding Inverse of 𝑨 Using Gaussian Method:


 (𝐴|𝐼)
By using the row operations you can find the form:
(𝐼 |𝐴−1)

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+961 71311998
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8. Counting, Permutation and Combination:


 Tree Diagram:
 tossing a coin followed by throwing a die
1

5
T
6

H 2

 Experiments:
 Toss a coin 100 times:
 How many outcomes are there?
#of outcomes = 2100
 N experiments:
 N experiments with 𝑛1 , 𝑛2 , … 𝑛𝑁 outcomes for experiments 1,2, … , 𝑁
respectively
#of outcomes = 𝑛1 𝑥𝑛2 𝑥 … 𝑥𝑛𝑁
 26 letters in the alphabet:
 5 vowels (a e i o u) and y is not a vowel
 52 cards in a deck

Deck of
Cards
52 Cards

Red Black
26 Cards 26 Cards

Hearts Diamonds Spades Clubs


13 Cards 13 Cards 13 Cards 13 Cards

Numbers Pictures Numbers Pictures Numbers Pictures Numbers Pictures


10 Cards 3 Cards 10 Cards 3 Cards 10 Cards 3 Cards 10 Cards 3 Cards

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 Factorial:
 𝑛! = 𝑛(𝑛 − 1)(𝑛 − 2) … 3𝑥2𝑥1
= 𝑛(𝑛 − 1)!
= 𝑛(𝑛 − 1)(𝑛 − 2)!
 1! = 1
 0! = 1

 Permutation:
 Arrangement of 𝑛 objects (all ≠, no repeated objects) in a specific order.
𝑛!
 𝑛𝑃𝑟 = (𝑛−𝑟)! (𝑟 ≤ 𝑛) (𝑛 − 𝑟)! ≠ 𝑛! − 𝑟!
 𝑛𝑃𝑛 = 𝑛!
𝑛𝑃𝑛 corresponds to all ≠ ways that you can arrange and place n objects in
n places.

Ex: How many ≠ 3-digit numbers can you make with the cards 1,2 and 3?
𝟏 𝟐 𝟑
123,132,231,213,321,312

Ex: Stephany wants to create a password using all 8 letters of her name.
In how many ways can she do so:
a- If she uses all 8 letters?
b- If she uses only 3 letters?
c- If she uses only 5 letters?

a- 8!
b- 8𝑃3
c- 8𝑃5

 Combination:
 Arrangement of n objects (all ≠, no repeated objects) but order is not
important.
𝑛! 𝑛 𝑛𝑃
 𝑛𝐶𝑟 = (𝑛−𝑟)!𝑟! (𝑟 ≤ 𝑛) 𝑛𝐶𝑟 = ( ) = 𝑟!𝑟
𝑟
 𝑛𝐶𝑛 = 1
If we take n objects (all n of them) and the order is not respected, it will
be 𝑛𝐶𝑛

Ex: The basketball team is made of 12 players. In a match, only 5 of them


can play. In how many ways can the players be picked?

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12!
12𝐶5 = 5!7!  expected answer in the exam

Ex: Rami wants to eat 3 ≠ biscuits. If he has a box of BISCOTTA and a box
of Gandour and a box of Chocoprince and a box of Petitcolier and a box of
Unica, in how many ways can he pick his biscuits?

The order is respected.


The answer is 5𝑃3
If the she could take them all at the same time, then the answer is 5𝐶3

 Permutation with Possible Repetition:


 SUM: # of orderings = 3! ways
3!
 DAD: # of orderings = 2! ways
6!
 GOOGLE: # of orderings = 2!2! ways

 Sample Space and Event of Sample Space:


 Sample Space represented by 𝑆 is the set of all outcomes of an experiment
Ex: Experiment of tossing a coin twice
𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
 An Event of a sample space is a subset of the sample space
 Simple event is an event with only one element
 Certain event is an event with all elements of the sample space
 Empty set is an event with no elements: ∅, { }
 {0}, {∅} are not empty sets

 Compliment of an event: 𝐴
 The complement of an event 𝐴 is denoted by 𝐴′ 𝑜𝑟 𝐴 𝐴
 Union and Intersection: 𝑆
 Union: 𝐴⋃𝐵
 The union of A and B is the collection of all elements present in either A,
B, or both sets.

𝐴 𝐵

𝐴 𝐵
𝑆
 Intersection: 𝐴 ∩ 𝐵 𝑆
 The intersect of A and B is the collection of all common elements between
A and B (belonging to both A and B)

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 Properties:
 𝐴∪𝐴 =𝑆
 𝐴∩𝐴 =∅
 Mutually Exclusive
 𝐴∩𝐵 =∅

𝐴 𝐵

𝑆
 Collectively Exhaustive
 𝐴∪𝐵∪𝐶 =𝑆

𝐴
𝐵

𝐶 𝑆

 𝐵 is a subset of 𝐴:
 𝐵⊂𝐴

𝐴
𝐵
𝑆
 𝐴∩𝐵 =𝐴∪𝐵
 𝐴∪𝐵 =𝐴∩𝐵
 𝐴∩𝐵 =𝐴−𝐴∩𝐵

 Probability
 0 ≤ 𝑃(𝐸) ≤ 1
 If 𝑃(𝐸) = 0 → 𝐸 = ∅
 If 𝑃(𝐸) = 1 → 𝐸 = 𝑆
 𝑃(𝐸) + 𝑃(𝐸) = 1
 𝑃(𝐸) = 1 − 𝑃(𝐸)
 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
 Mutually Exclusive Probability:
 𝑃(𝐴 ∩ 𝐵) = 𝑃(∅) = 0 → 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)

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Ex:
If we select one card from a deck of 52 cards, what is the probability of selecting:
a) It is an even number
b) It is not a king
c) It is a heart
d) It is a jack of hearts
e) It is a jack or a heart
Ex:
If we roll a fair die:
a) Sample Space: 𝑆 = {1,2,3,4,5,6}
1
b) 𝑃(1) = 𝑃(2) = 𝑃(3) = 𝑃(4) = 𝑃(5) = 𝑃(6) = 6
c) 𝑃(1) + 𝑃(2) + 𝑃(3) + 𝑃(4) + 𝑃(5) + 𝑃(6) = 1
If we roll a bias die:
𝑃(1) = 0.30
𝑃(2) = 0.25
𝑃(3) = 0.10
𝑃(4) = 0.15
a) What is the probability of getting a 5 or 6?
b) If 𝑃(5) = 3 × 𝑃(6), what is the probability of getting a 6?

 Conditional Probability:
 𝑃(𝐴|𝐵): the probability of A occurring, knowing that B has already occurred.
𝑃(𝐴∩𝐵) 𝑃(𝐵∩𝐴)
 𝑃(𝐴|𝐵) = and 𝑃(𝐵|𝐴) =
𝑃(𝐵) 𝑃(𝐴)

Ex:
 If we select 2 cards, 1 after the other without replacing, what is the probability of
getting the second card a queen knowing that the first was a king?
 If we select 3 cards, what is the probability that the third is a queen knowing that
the first and second where queens.
 What is the probability of selecting 3 cards without replacing and all of them are
queens?

 Independent Events:
 Two events are said to be independent if the occurrence of one does not
affect the probability of the other.
 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) × 𝑃(𝐵)
 𝑃(𝐴|𝐵) = 𝑃(𝐴) and 𝑃(𝐵|𝐴) = 𝑃(𝐵)
Ex:
We are taking two cards with replacements.
What is the probability of selecting the second card a king knowing that the first was
a king?

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+961 71311998
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Ex:
In a class of 150 students:
-half are majoring in business
-1/3 of them are male
-50% of the female are majoring in architecture
-20 males are majoring computer science
-only two males are majoring in architecture
a) Construct a contingency table
b) Are the events:
i. male majoring in architecture and female majoring in architecture
mutually exclusive?
ii. architecture and female independent?
c) If one person is selected at random, what is the probability:
i. it is a male majoring in business?
ii. knowing it’s a business student it is a male?
d) What is the probability of selecting a female or an architecture student?
e) What is the probability of selecting a female or a business male?
f) What is the probability of selecting a female and a male?
g) What is the probability of selecting a female and business student?
h) We are selecting 3 people at random, what is the probability of selecting:
i. 3 females
ii. 1 person from each major
iii. 1st an architect, 2nd a business student, and 3rd a computer science
student.
iv. 2 males and 1 female
v. 1st a female, then a male in computer science, and then an
architect.
vi. 1st a female then a male then a male
vii. 1st a business, 2nd a male and 3rd a female majoring in architecture

Ex:
The probability that Ismail is going to Faraiya this weekend is 0.8.
If Ismail goes to Faraiya this weekend, the probability of him returning on Monday
in order to study for math is 0.25. If he does not go to Faraiya this weekend, the
probability of him not studying for the math exam on Monday is 0.6.
a) What is the probability of Ismail studying for the exam on Monday?
b) What is the probability he didn’t go to Faraiya, knowing that he studied for
the math exam on Monday?
c) What is the probability that he goes to Faraiya and studies for the math exam
on Monday?

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9. Binomial Distribution:
 Binomial Distribution:(discrete)
Probability of Success: 𝑝
Probability of Failure: 𝑞 = 1 − 𝑝
Number of individual trials: 𝑛
Random variable corresponding to the number of successes: 𝑋
Probability of r successes: 𝑃(𝑋 = 𝑟) = 𝑛∁𝑟 𝑝𝑟 𝑞 𝑛−𝑟
Mean: 𝜇 = 𝑛𝑝
Standard deviation: 𝜎 = √𝑛𝑝𝑞

16. Continuous Random Variables:


 Normal Distribution:(continuous)
 Characteristics of Normal Distribution:
 Bell shaped
 The mean is located at the peak
 The distribution is symmetric therefore 50% of the data is above the
mean and 50% is below the mean
 Asymptotic: it gets closer and closer to the x-axis without ever touching it.

 Standard Normal Distribution (SND):


The standard normal distribution is a particular ND where the mean is equal
to 0 and the standard deviation is 1: 𝜇 = 0 and 𝜎 = 1
 The SND is called the z-distribution
To pass from ND to SND:
𝑥−𝜇
𝑧=
𝜎
To pass from SND to ND:
𝑥 = 𝜇 + 𝑧𝜎
 Z can be negative:
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P(𝑎 < 𝑥 < 𝑏) =area under the curve between the values a and b
Graph
Rule: If 𝑎 < 3.0 , A (a) =0.5

Ex:
1. 𝑃(0 < 𝑧 < 1.25)
2. 𝑃(0 < 𝑧 < 1.3)
3. 𝑃(0 < 𝑧 < 0.1)
4. 𝑃(−2.72 < 𝑧 < 0)
5. 𝑃(−1.05 < 𝑧 < 0)
6. 𝑃(−3.72 < 𝑧 < 0)
7. 𝑃(−1.25 < 𝑧 < 2.72)
8. 𝑃(1.25 < 𝑧 < 2.35)
9. 𝑃(−0.95 < 𝑧 < −0.87)
10. 𝑃(𝑧 < 0)
11. 𝑃(𝑧 > 0)
12. 𝑃(𝑧 < −2.05)
13. 𝑃(𝑧 > −1.33)
14. 𝑃(𝑧 > 1.11)
15. 𝑃(𝑧 < 0.93)
Ex:
Find the value of 𝑧0 :
a) 𝑃(𝑧 < 𝑧0 ) = 0.9406
b) 𝑃(𝑧 > 𝑧0 ) = 0.125
c) 𝑃(𝑧 > 𝑧0 ) = 0.7019
d) 𝑃(𝑧0 < 𝑧 < −1.23) = 0.107

Ex:
The grades of the students at AUB follow a ND with 𝜇 = 82 and 𝜎 = 5.
What is the probability that a student selected at random will get a grade:
a) Between 80 and 90
b) Above 78
c) Between 85 and 95
d) Less than 90 knowing the student got more than 70
e) What is the maximum grade that a student can obtain and still be in
the bottom 20%?

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+961 71311998
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11. Derivatives:
𝒇(𝒙) 𝒇′(𝒙)
 K  0

 Ku  k.u’

 𝑢𝑛  𝑛𝑢𝑛−1 . 𝑢′

1 1
  − . 𝑢′
𝑢 𝑢2

1
 √𝑢  . 𝑢′
2√𝑢

 𝑒𝑢  𝑒 𝑢 . 𝑢′

 𝑏𝑢  𝑏 𝑢 . 𝑙𝑛(𝑏) . 𝑢′

 𝑙𝑛(𝑢) 1
 . 𝑢′
𝑢

1
 𝑙𝑜𝑔𝑏 (𝑢)  . 𝑢′
𝑢.𝑙𝑛(𝑏)

 𝑘𝑔(𝑥 )  𝑘𝑔′ (𝑥 )

 𝑢+𝑣  𝑢′ + 𝑣′

 (𝑢. 𝑣)  𝑢′ 𝑣 + 𝑣 ′ 𝑢
𝑢 𝑢′ 𝑣−𝑣 ′ 𝑢
 ( ) 
𝑣 𝑣2

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 Chain Rule:
𝑑𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑧
 = ∗ ∗
𝑑𝑡 𝑑𝑥 𝑑𝑧 𝑑𝑡

12. Additional Differentiation:


 Derivatives using logarithms:
 5 STEPS:
 Ln both sides
 Fix its shape
 Derive both sides with respect to x
 Multiply both sides by y
 Replace the original form of y
17. Multivariable Calculus:
Whenever you derive with respect to x, y acts like a constant.
Whenever you derive with respect to y, x acts like a constant.
1. First order partial derivatives:
𝑑𝑓(𝑥,𝑦)
 = 𝑓𝑥
𝑑𝑥
𝑑𝑓(𝑥,𝑦)
 = 𝑓𝑦
𝑑𝑦
2. Second order partial derivatives:(Pure and Mixed)
a. Pure:
𝑑2 𝑓(𝑥,𝑦)
i. = 𝑓𝑥𝑥 (𝑥, 𝑦)
𝑑𝑥 2
𝑑2 𝑓(𝑥,𝑦)
ii. = 𝑓𝑦𝑦 (𝑥, 𝑦)
𝑑𝑦 2
b. Mixed:
𝑑2 𝑓(𝑥,𝑦) 𝑑𝑓 (𝑥,𝑦)
i. = 𝑥 = 𝑓𝑥𝑦 (𝑥, 𝑦)
𝑑𝑥𝑑𝑦 𝑑𝑦
𝑑2 𝑓(𝑥,𝑦) 𝑑𝑓𝑦 (𝑥,𝑦)
ii. = = 𝑓𝑦𝑥 (𝑥, 𝑦)
𝑑𝑦𝑑𝑥 𝑑𝑥

 Maximum, Minimum, and Saddle point:


 Critical points:
To find the critical points we need to compute 𝑓𝑥 and 𝑓𝑦 and solve the
following system for the values of x and y:
𝑓𝑥 = 0
{
𝑓𝑦 = 0
Then state the point in the form (𝑥0 , 𝑦0 , 𝑧0 ) 𝑜𝑟 (𝑥0 , 𝑦0 , 𝑓(𝑥0 , 𝑦0 ))
where 𝑧0 = 𝑓(𝑥0 , 𝑦0 )

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 Nature of the critical points:


To determine the nature of the critical points we need to find:
2
𝐷(𝑥, 𝑦) = 𝑓𝑥𝑥 𝑓𝑦𝑦 −(𝑓𝑥𝑦 ) for the values (𝑥0 , 𝑦0 ):
2
ie. 𝐷(𝑥0 , 𝑦0 ) = 𝑓𝑥𝑥 (𝑥0 , 𝑦0 )𝑓𝑦𝑦 (𝑥0 , 𝑦0 )−(𝑓𝑥𝑦 (𝑥0 , 𝑦0 ))
 If 𝐷(𝑥0 , 𝑦0 ) > 0 then we:
o If 𝑓𝑥𝑥 (𝑥0 , 𝑦0 ) > 0 we have a Minimum
o If 𝑓𝑥𝑥 (𝑥0 , 𝑦0 ) < 0 we have a Maximum
 If 𝐷(𝑥0 , 𝑦0 ) < 0 then we have a saddle point
 If 𝐷(𝑥0 , 𝑦0 ) = 0 then the test fails
14. Integration:
𝒇′(𝒙)
∫ 𝒇′(𝒙) 𝒅𝒙

 0  𝐶

 𝑎  𝑎𝑥 + 𝐶

 𝑥𝑛 
𝑥 𝑛+1
+𝐶
𝑛+1

1
  ln|x| + C
𝑥

 𝑒𝑥  𝑒𝑥 + 𝐶

 𝑒 𝑎𝑥 𝑒 𝑎𝑥
 +𝐶
𝑎

 𝑏𝑥 𝑏𝑥
 +𝐶
𝑙𝑛𝑏

 𝑓(𝑥) ± 𝑔(𝑥)  𝐹(𝑥) ± 𝐺(𝑥)

𝑏
 ∫𝑎 𝑓 (𝑥)𝑑𝑥 = 𝐹(𝑏) − 𝐹(𝑎)

𝑏 𝑎
 ∫𝑎 𝑓 (𝑥)𝑑𝑥 = − ∫𝑏 𝑓 (𝑥)𝑑𝑥

𝑏 𝑐 𝑏
 ∫𝑎 𝑓 (𝑥)𝑑𝑥 = ∫𝑎 𝑓 (𝑥)𝑑𝑥 + ∫𝑐 𝑓 (𝑥)𝑑𝑥

𝑎
 ∫𝑎 𝑓 (𝑥)𝑑𝑥 = 0

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 Integration by parts:
∫ 𝑢′ 𝑣 = (𝑢𝑣) − ∫ 𝑣 ′ 𝑢
Proof:
(𝑢𝑣)′ = 𝑢′ 𝑣 + 𝑣 ′ 𝑢
𝑢′ 𝑣 = (𝑢𝑣)′ − 𝑣 ′ 𝑢
Integrate both sides:
∫ 𝑢′ 𝑣 = (𝑢𝑣) − ∫ 𝑣 ′ 𝑢

 Initial Value Problems:


 Given 𝑦 ′ 𝑎𝑛𝑑 𝑦(𝑎) = 𝑏
 Find 𝑦(𝑥).

 Areas through integrations:


 Area between two curves 𝑓(𝑥) and 𝑔(𝑥) such that 𝑓(𝑥) > 𝑔(𝑥):
𝑏
 𝐴 = ∫𝑎 (𝑓(𝑥) − 𝑔(𝑥))𝑑𝑥 where x=a and x=b are the abscissas of starting
and ending points, respectively.

RIBAL ALAMEH
+961 71311998

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