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𝟔𝒄𝒎
1 to 1.1 in the equation: 𝑦 = 𝑠𝑖𝑛(2𝑥) + 𝑒 3𝑥 of length 𝑥 to be cut (Corners 𝑥 𝑛+1
= [− + 𝑥] = [(− + 2) − (− − 1)]
Polynomial ∫ 𝑥 𝑛 𝑑𝑥 +𝑐 3 3 3
𝛿𝑦 ≈ 𝑑𝑦/𝑑𝑥 × 𝛿𝑥 𝑑𝑦 from the corners and cut out) 𝑛+1 −1
𝛿𝑦 ≈ (2 cos 2𝑥 + 3𝑒 3𝑥 ) × 𝛿𝑥 = 2 cos(2𝑥) folded. If the sheet of 𝒙 𝒙 [𝑓(𝑥)]𝑛+1 𝑒 6
𝑒 −3 −𝟑
𝒆 −𝒆 𝟔
𝑑𝑥 Chain ′ (𝑥)[𝑓(𝑥)]𝑛 =− +2+ +1 = +𝟑
𝛿𝑦 ≈ 2 cos(2) + 3𝑒 3(1) × (0.1) metal is 6cm wide and 𝒙 𝟏𝟎𝒄𝒎 𝒙 ∫𝑓 𝑑𝑥 +𝑐
+3𝑒 3𝑥 Rule 𝑛+1 3 3 𝟑
𝜋/4
𝛿𝑦 ≈ 5.94 ∴ increase by 𝟓. 𝟗𝟒 10cm long, find 𝑥 that maximises the volume. 𝑓(𝑥) (Q7) Integrate the function ∫0 (2𝑥 − 𝑐𝑜𝑠𝑥)𝑑𝑥
Exponential 𝑒
(Q4) The radius of a sphere increases by 2%, ▪ Identify all equations relevant to question: ∫ 𝑒 𝑓(𝑥) 𝑑𝑥 +𝑐
(Euler) 𝑓 ′ (𝑥) 𝜋/4 𝜋 2 𝜋 𝝅𝟐 √𝟐
find the percentage increase in the volume. 𝑉 = 𝑙𝑤ℎ → 4 variables in this equation. = [𝑥 2 − 𝑠𝑖𝑛𝑥]0 =[( ) − sin ( ) − 0] = −
▪ Reduce to two variables by substitution: 𝑓′(𝑥) 4 4 𝟏𝟔 𝟐
4 Reciprocal ∫ 𝑑𝑥 ln(𝑓(𝑥)) + 𝑐
𝑉 = 𝜋𝑟 3 𝛿𝑉 ≈ 4𝜋𝑟 2 × 𝛿𝑟 𝛿𝑉 𝛿𝑟 𝑙 = 10 − 2𝑥, 𝑤 = 6 − 2𝑥 and ℎ = 𝑥 𝑓(𝑥) Applications of Integration Examples
3 ≈3× 1
𝑑𝑉 𝛿𝑉 4𝜋𝑟 2 𝛿𝑟 𝑉 𝑟 ▪ Find derivative and test all turning points: 𝑑
(Q1) If 𝑑𝑥 (𝑥𝑒 𝑥 ) = 𝑥𝑒 𝑥 + 𝑒 𝑥 , determine ∫0 𝑥𝑒 𝑥 𝑑𝑥.
= 4𝜋𝑟 2 ≈ Sine ∫ 𝑠𝑖𝑛(𝑥) 𝑑𝑥 −𝑐𝑜𝑠(𝑥) + 𝑐
𝑉 𝑉 𝛿𝑉 𝑉 = (10 − 2𝑥)(6 − 2𝑥)𝑥 = 60𝑥 − 32𝑥 2 + 4𝑥 3 1 1
𝑑𝑟 2 ≈ 3 × 2% Cosine ∫ 𝑐𝑜𝑠(𝑥) 𝑑𝑥 𝑠𝑖𝑛(𝑥) + 𝑐 *Create reverse
𝛿𝑉 𝑑𝑉 𝛿𝑉 4𝜋𝑟 𝛿𝑟 𝑉 𝑑𝑉 𝑑2𝑉 [𝑥𝑒 𝑥 ]10
= ∫ 𝑥𝑒 𝑑𝑥 + ∫ 𝑒 𝑑𝑥 𝑥 𝑥
≈ ≈ 𝛿𝑉 = 12𝑥 2 − 64𝑥 + 60, 2 = 24𝑥 − 64 0 0 equation and
𝛿𝑟 𝑑𝑟 𝑉 4𝜋𝑟 3 /3 ≈ 3 × 6% 𝑑𝑥 𝑑𝑥 Integration Laws 1 1 rearrange to find
𝑑𝑉 𝛿𝑉 3𝛿𝑟 𝑉 Solving for when 𝑑𝑣/𝑑𝑥 = 0: 𝑥 = 4.12,1.21 𝒂 ∫ 𝑥𝑒 𝑥 = [𝑥𝑒 𝑥 ]10 − ∫ 𝑒 𝑥 𝑑𝑥
𝛿𝑉 ≈ × 𝛿𝑟 ≈ 𝒃 𝒂
the integral
𝑑𝑟 𝑉 𝑟 ∴ 𝟔% increase 𝑊ℎ𝑒𝑛 𝑥 = 4.12, 𝑑2 𝑉/𝑑𝑥2 = 34.88 ∴ 𝑚𝑖𝑛𝑖𝑚𝑢𝑚 ∫ 𝒇(𝒙) = − ∫ 𝒇(𝒙) ∫ 𝒇(𝒙) = 𝟎 0 0
1
𝑊ℎ𝑒𝑛 𝑥 = 1.21, 𝑑2 𝑉/𝑑𝑥2 = −34.96 ∴ 𝑚𝑎𝑥𝑖𝑚𝑢𝑚 𝒂 𝒃 𝒂 = [𝑒 1 − 0] − [𝑒 1 − 𝑒 0 ]
▪ Find dimensions and maximum volume: ∫ 𝑥𝑒 𝑥 = [𝑥𝑒 𝑥 ]10 − [𝑒 𝑥 ]10
0
= 𝑒 − 𝑒 − −1 = 𝟏
GROWTH AND DECAY Sub 𝑥 = 1.21 to find max 𝑉 = 32.84𝑐𝑚3 ∫ 𝒂 × 𝒇(𝒙) 𝒅𝒙 = 𝒂 × ∫ 𝒇(𝒙) 𝒅𝒙
𝑑𝑃
∴ The volume is a max when 𝑥 = 𝟏. 𝟐𝟏𝒄𝒎. (Q2) If 𝑑𝑥 = 𝑎𝑥 2 − 12𝑥 and 𝑃(𝑥) has a stationary
Growth and Decay Formulae ∫[𝒇(𝒙) ± 𝒈(𝒙)]𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 ± ∫ 𝒈(𝒙)𝒅𝒙 point at (4,8), determine the value of 𝑃(10).
(Q2) A cone has a slant height of
𝒅𝑨 2√3 𝑐𝑚. The sloped edge makes ▪ Use stationary point to determine 𝑎:
𝑨 = 𝑨𝟎 𝒆𝒌𝒕 = 𝒌𝑨𝟎 𝒆𝒌𝒕 = 𝒌𝑨 𝒂 𝒃 𝒂
𝒅𝒕 an angle 𝜃 where 0 < 𝜃 < 𝜋/2. 𝒉 ∫ 𝒇(𝒙)𝒅𝒙 + ∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 0 = 16𝑎 − 48 → 16𝑎 = 48 → 𝑎 = 3
• 𝑨𝟎 : Initial (starting) amount at time = 0. Find the cone max volume. 𝒃 𝒄 𝒄 ▪ Integrate to find 𝑃(𝑥) and solve for 𝑐:
𝜽 𝑃 = 𝑥 3 − 6𝑥 2 + 𝑐
• 𝒌 : constant of proportionality. ▪ Identify all equations: 8 = 64 − 96 + 𝑐
𝒓
▪ 𝒌 > 𝟎 : represents exponential growth. 1 2 8 = 43 − 6(42 ) + 𝑐 𝑐 = 8 − 64 + 96 = 40
𝑉 = 𝜋𝑟 ℎ, . ℎ = 2√3𝑠𝑖𝑛𝜃, . 𝑟 = 2√3𝑐𝑜𝑠𝜃 ▪ Find the value of 𝑃(10) using equation:
▪ 𝒌 < 𝟎 : represents exponential decay. 3 INT EGRAT ION BY EST IMAT ION
• 𝒕 : time (units differ as per the question). ▪ Reduce to two variables by substitution: 𝑃(10) = 103 − 6(102 ) + 40 = 𝟒𝟒𝟎
2 Inscribed & Circumscribed Rectangles
Half Life and Doubling Time 𝜋(2√3𝑐𝑜𝑠𝜃) (2√3𝑠𝑖𝑛𝜃) (Q3) The graph of the function 𝑓(𝑥) is shown:
𝑉= = 12√3cos 2 𝜃𝑠𝑖𝑛𝜃 Area 𝐴 = 4 units2
• Half Life: decay specific (for 𝑘 < 0). 3
𝑉 = 12√3(1 − sin2 𝜃)𝑠𝑖𝑛𝜃 = 12√3(𝑠𝑖𝑛𝜃 − sin3 𝜃) 𝑨 𝑪 Area 𝐵 = 1 units2
• Time for initial amount to ▪ Find derivative and test
𝑨 = 𝟎. 𝟓𝑨𝟎 / turning point: Area 𝐶 = 3 units2
reduce by 50% (halve). 𝑩
𝑑𝑉/𝑑𝑥 = 12√3𝑐𝑜𝑠𝜃 − 36√3sin2 𝜃𝑐𝑜𝑠𝜃 Roots are 𝑥 = −10, −5, 0 & 9.
• Doubling Time: growth specific (for 𝑘 > 0). Solving for when 𝑑𝑉/𝑑𝑥 = 0: 𝑥 = 0, 0.6155 9
(Q4a) Determine ∫−10 𝑓(𝑥)𝑑𝑥 (Q4d) Determine
Disregard 𝜃 = 0 as a possible solution, Inscribed Circumscribed
• Time for initial amount to 9 −5
𝑨 = 𝟐𝑨𝟎 𝑊ℎ𝑒𝑛 𝜃 = 0.6155, 𝑑2 𝑉/𝑑𝑥2 = −48 ∴ 𝑚𝑎𝑥𝑖𝑚𝑢𝑚 ∫−10 𝑓(𝑥)𝑑𝑥 = 𝐴 − 𝐵 + 𝑐 = 𝟔 ∫−10 𝑓(𝑥) − 2𝑑𝑥
increase by 100% (double). Series of rectangles Series of rectangles
▪ Find dimensions and maximum volume: 9 −5
below a curve above a curve (Q4b) Determine ∫0 3𝑓(𝑥)𝑑𝑥 = ∫−10 𝑓(𝑥)𝑑𝑥 −
Derivation of Growth/Decay Formulae Sub 𝜃 = 0.6155 to find max 𝑉 = 𝟏𝟔. 𝟕𝟔𝒄𝒎𝟑 9
∫0 3𝑓(𝑥)𝑑𝑥 = 3 × 𝐶 = 𝟗 −5
∫−10 2𝑑𝑥
𝑑𝐴
= 𝑘𝐴 (i.e. rate is in direct proportion with 𝑘). Underestimation & Overestimation
𝑑𝑡 −5
𝑙𝑛(𝐴) = 𝑘𝑡 + 𝑐 (Q4c) Determine ∫9 𝑓(𝑥)𝑑𝑥 = 𝐴 − [2𝑥]−5
𝑑𝐴 = 𝑘𝐴 × 𝑑𝑡 Underestimation (U) −10
𝑒 𝑙𝑛(𝐴) = 𝑒 𝑘𝑡+𝑐 SKET CHING DERIVAT IVES 9
= 4 − 10 = −𝟔
𝑑𝐴 *Let − ∫−5 𝑓(𝑥)𝑑𝑥 = −𝐶 + 𝐵 = −𝟐
= 𝑘 𝑑𝑡 Adding areas of inscribed rectangles to
𝐴 𝐴 = 𝑒 𝑘𝑡 × 𝑒 𝑐 constant Sketching Derivative Functions
𝑘𝑡 underestimate area under a curve.
1 𝐴 = 𝑒 × 𝐴0 𝑒 𝑐 = 𝐴0
∫ 𝑑𝐴 = ∫ 𝑘𝑑𝑡 𝑘𝑡 • All local max/min are 𝑥-intercepts on 𝑓′(𝑥).
𝐴 𝐴 = 𝐴0 𝑒 Overestimation (O) AREA UNDER A CURVE
• All points where the function is increasing,
Growth/Decay Examples 𝑓′(𝑥) is above the 𝑥-axis and vice versa. Adding areas of circumscribed rectangles Area Underneath a Curve
(Q1) Population of 10000 bacteria is decaying • Where there is a point of inflection on the to overestimate area under a curve.
according to time measured in minutes after 𝒃 • |𝒇(𝒙)| : absolute value (i.e.
graph (vertical or horizontal), the derivative
7am. The time taken for the population to • Overestimation & Underestimation Average: ∫ |𝒇(𝒙)|𝒅𝒙 change the number inside
has a maximum or minimum turning point.
decrease to half its original size is 7 minutes. 𝑏
𝒂 from negative to positive).
Sketching Derivative Examples 𝑼+𝑶
∫ 𝑓(𝑥)𝑑𝑥 ≈ 𝑨𝒓𝒆𝒂 = ∑ 𝒇(𝒙𝒊 )𝜹𝒙𝒊
(Q1a) Find the constant of proportionality, 𝑘. 𝑎 𝟐 𝒊 Negative Area Underneath a Curve
𝐴 = 0.5𝐴0 0.5 = 𝑒 7𝑘 𝑘 = 𝑙𝑛(0.5) /7 Step Determine roots of the function (i.e.
• 𝜹𝒙 : interval size (i.e. width of rectangles).
∴ 0.5𝐴0 = 𝐴0 𝑒 7𝑘 ln(0.5) = 7𝑘 𝑘 = −𝟎. 𝟗𝟗 1 factorise and solve for when 𝑦 = 0).
• 𝑼 : add the areas of all inscribed
(Q1b) Find the population at 7:05am. rectangles from 𝑥 = 𝑎 to 𝑥 = 𝑏 − 𝛿𝑥.
• Key: 𝑓(𝑥) 𝑓′(𝑥) Turning Point Step Create and add separate integrals
𝐴 = 10000𝑒 −0.99𝑡 → 𝐴 = 10000𝑒 −0.99(5) = 𝟔𝟎𝟗𝟓 • 𝑶 : add the areas of all circumscribed 2 that are above and below x-axis.
Analysing Derivative Graphs Example rectangles from 𝑥 = 𝑎 + 𝛿𝑥 to 𝑥 = 𝑏.
(Q1c) When will the population fall below 100?
(Q1) Sketch the function on the axes below: Area Between Curves Examples
100 = 10000𝑒 −0.99𝑡 → 𝑡 = 46.507 = 𝟒𝟔𝒎 𝟑𝟏𝒔 Estimating Area Under Curve Examples
(Q1d) What is the rate of change at 7:15am? 𝒙 −2 −1 0 1 2 (Q1) Find the area between 𝑦 = 𝑒 0.5𝑥 and the
(Q1) 𝑓(𝑥) is graphed below for −0.5 ≤ 𝑥 ≤ 2.5:
𝑥-axis between the lines 𝑥 = −2 and 𝑥 = 2.
𝑑𝐴 𝒇(𝒙) − + 0 − + 𝒇(𝒙) Function
= 𝑘𝐴 = 𝑘𝐴0 𝑒 𝑘𝑡 = −0.99 × 10000𝑒 −0.99×15 Integral exists above 𝑥-axis.
𝑑𝑡 𝒇′(𝒙) + 0 − 0 + Inscribed 2
= −𝟐𝟐𝟒 bacteria per minute (i.e. decreasing). ∫ 𝑒 0.5𝑥 𝑑𝑥 = [𝑒 0.5𝑥 ]2−2
𝒇′′(𝒙) − − 0 + + Rectangles
(Q2) If 𝑑𝐴/𝑑𝑡 = 0.252𝐴, find the initial value −2
𝒙 Circumscribed = [𝑒 1 − 𝑒 −1 ] = 𝟐. 𝟑𝟓
for 𝐴 given that amount at time = 10 is 565. ▪ 𝑥 = −2 → increasing Rectangles
▪ 𝑥 = −1 → minimum -0.5 0 0.5 1 1.5 2 2.5
565 = 𝐴0 𝑒 0.252(10) (Q2) Find the area between 𝑦 = 𝑥 2 − 1 and the
𝑙𝑛(565) − 𝑙𝑛(𝐴0 ) = 2.52 ▪ 𝑥 = 0 → vert. inflection
2
(Q1a) Estimate ∫0 𝑓(𝑥)𝑑𝑥 using 𝛿𝑥 = 0.5: 𝑥-axis between the lines 𝑥 = 0 and 𝑥 = 2.
565
= 𝐴0 𝑒 0.252(10) 𝑙𝑛(𝐴0 ) = 𝑙𝑛(565) − 2.52 ▪ 𝑥 = 1 → maximum
𝐴0 𝒙 0 0.5 1 1.5 2 𝑦 = 𝑥 2 − 1 = (𝑥 + 1)(𝑥 − 1)
𝑙𝑛(𝐴0 ) = 3.8168 ▪ 𝑥 = 2 → increasing 𝑨
565 ∴ Root at 𝑥 = 1 which means that
∴ 𝐴0 = 𝑒 3.8168 = 𝟒𝟓. 𝟒𝟔 (Q2) Sketch the function on the axes given: 𝒇(𝒙) 1 2 2.5 2.8 3
𝑙𝑛 ( ) = 2.52 integral is above & below 𝑥-axis.
𝐴0 𝑓(𝑥) ≥ 0 𝑓𝑜𝑟 𝑥 ≥ −1 𝑓 ′′ (𝑥) > 0 𝑓𝑜𝑟 𝑥 = 2 𝑈 = 0.5(1 + 2 + 2.5 + 2.8) = 0.5 × 8.3 = 4.15 𝑩 ∴ Must add 2 separate integrals.
(Q3) The foam in a glass of soft drink shrinks 𝑓 ′ (𝑥) = 0 𝑓𝑜𝑟 𝑥 = 1,2 𝑓 ′′ (𝑥) < 0 𝑓𝑜𝑟 𝑥 = 1 𝑂 = 0.5(2 + 2.5 + 2.8 + 3) = 0.5 × 10.3 = 5.15 2 1
according to 𝐻 = 20𝑒 −0.005𝑡 where 𝐻 is height 2 𝐴𝑟𝑒𝑎 = 𝐴 + 𝐵 = ∫1 𝑥 2 − 1𝑑𝑥 + ∫0 |𝑥 2 − 1|𝑑𝑥
▪ 𝑥 < 1 → increasing 𝑈 + 𝑂 4.15 5.15
𝐴𝑟𝑒𝑎 ≈ ≈ ≈∫ 𝑓(𝑥)𝑑𝑥 ≈ 𝟒. 𝟔𝟓 = [𝑥 2 − 1]12 + [|𝑥 2 − 1|]10 = 3 − 0 + 0 − |−1| = 𝟐
of the foam in mm and 𝑡 is time in seconds. ▪ 𝑥 = 1 → maximum 2 2 0
(Q3a) Find the average rate of change of the ▪ 𝑥 = 2 → minimum (Q1b) If 𝑓(𝑥) = (4𝑥 + 1)/(𝑥 + 1), what is the
foam height during the second minute. ▪ 𝑥 > 2 → increasing margin of error in your prediction in part (a)?
▪ 𝑥 → ±∞, 𝑓(𝑥) → ±∞
𝐻(120) − 𝐻(60) 10.98−14.82
= = −𝟎. 𝟎𝟔𝟒𝒎𝒎 ∫
2
4𝑥 + 1
𝑑𝑥 = 4.7042 ∴ 4.7042 − 4.65 = 𝟎. 𝟎𝟓
ATAR Math Methods
120 − 60 60 (Q3) Is it possible for a function to have no
max or min points but have an inflection point?
0 𝑥+1 Units 3 & 4 Exam Notes
(Q3b) Find the instantaneous rate of change
(Q1c) How can the accuracy of the estimate of
of the height of the foam after 24 seconds. ▪ Yes, it is possible (e.g. 𝑦 = 𝑥 3 ) the area under curve in part (a)? be increased? Copyright © ReviseOnline 2020
𝑑𝐻 𝑑𝐻 ▪
𝑑𝑦 𝑑2 𝑦
= 𝑑𝑥 2 = 0 at only one point, (𝟎, 𝟎). Page: 2 / 4
= −0.1𝑒 −0.005𝑡 → = −𝟎. 𝟖𝟗𝒎𝒎/𝒔 Reduce interval size 𝛿𝑥 (i.e. smaller than 0.5) Created by Anthony Bochrinis
𝑑𝑡 𝑑𝑡 𝑑𝑥
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AREA BETWEEN CURVES FINANCIAL CAL CUL US DISCRET E RANDOM VARIABLES
P RO B AB I LI TY
Area Between Curves Formulae Financial Calculus Terminology Discrete Random Variable Examples
• Upper and Lower Bounds on the 𝑥-axis: • Marginal Cost (𝐶′(𝑥)): cost of producing one (Q3) Determine the values of 𝑎 and 𝑏 in the
𝒃 additional unit of a product or service. SET NOT AT ION following discrete distribution if 𝐸(𝑋) = 0.20:
𝒖𝒑𝒑𝒆𝒓 𝒍𝒐𝒘𝒆𝒓
∫ (𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏) − (
𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏
) 𝒅𝒙 • Marginal Revenue (𝑅’(𝑥)): generated Logic Functions and Symbols 𝒙 0 1 2 3 4
𝒂
revenue from producing one additional unit. • 𝐴 or 𝐴́: complement of an event (not 𝐴). 𝑷(𝑿 = 𝒙) 0.85 0.12 𝑎 𝑏 0.005
• Upper and Lower Bounds on the 𝑦-axis:
• 𝐴 ∪ 𝐵: union of two events (𝐴 or 𝐵). Equation 1: 0.12 + 2𝑎 + 3𝑏 + 0.2 = 0.2
𝒅
𝒓𝒊𝒈𝒉𝒕 𝒍𝒆𝒇𝒕 𝑹(𝒙) = ∫ 𝑹′ (𝒙)𝒅𝒙 𝑪(𝒙) = ∫ 𝑪′ (𝒙)𝒅𝒙
∫ ( )−( ) 𝒅𝒚 • 𝐴 ∩ 𝐵: intersection of two events (𝐴 and 𝐵). Equation 2: 0.85 + 0.12 + 𝑎 + 𝑏 + 0.005 = 1
𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏 𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏
𝒄
• Revenue, Profit and Average Cost: Set Notation and Symbols Simultaneously solve: 𝑎 = 𝟎. 𝟎𝟏𝟓 and 𝑏 = 𝟎. 𝟎𝟏
Area Between Curves Examples • ∈: element (found in a given set). (Q4) Probability distribution for 𝑋 is shown:
𝑪(𝒙) • Average Cost is the cost
(Q1) Find an expression for finding the shaded function divided by 𝑥 units. • ∉: not an element (not found in a given set).
𝒙 𝒙 1 2 3 4 5
area between the two functions 𝑓(𝑥) and 𝑔(𝑥): • ∅ or { }: empty set (contains no elements).
(Q1a) 𝑹(𝒙) = • Revenue is also equal to • 𝕌: universal set (contains all elements). 𝑷(𝑿 = 𝒙) 0.1 0.2 0.2 0.3 0.2
𝑓(𝑥) 𝒑(𝒙)𝒒(𝒙) price multiplied by quantity. (Q4a) Calculate the value of 𝑉𝑎𝑟(𝑋):
• ⊂: subset (𝐴 ⊂ 𝐵 means that all elements of
(0,0) 𝑔(𝑥) 𝑷(𝒙) = • Profit is equal to revenue set 𝐴 is found within the elements of set 𝐵). 𝐸(𝑋) = 1(0.1) + 2(0.2) + ⋯ + 5(0.2) = 3.3
(𝑎, 𝑏) 𝑹(𝒙) − 𝑪(𝒙) subtract cost for 𝑥 units. • 𝑛(𝐴) or |𝐴|: number of elements in set A. 𝐸(𝑋 2 ) = 12 (0.1) + 22 (0.2) + ⋯ + 52 (0.2) = 12.5
𝑎
∫ 𝑓(𝑥) − 𝑔(𝑥)𝑑𝑥 *Subtract 𝑔(𝑦) from 𝑓(𝑦) Financial Calculus Examples
𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 12.5 − 3.32 = 𝟏. 𝟔𝟏
0 and simplify first. (Q4b) Find the cumulative distribution for 𝑋:
(Q1b) (𝑏, 𝑐) (Q1) The marginal cost of producing 𝑥 units is
PROBABIL IT Y RULES
𝑓(𝑥) 𝐶 ′ (𝑥) = 0.3𝑥 2 − 0.2𝑥 + 100 dollars per unit. 𝒙 1 2 3 4 5
(0, 𝑒) Probability Laws
𝑔(𝑥) (Q1a) Calculate the extra cost associated with 𝑷(𝑿 ≤ 𝒙) 0.1 0.3 0.5 0.8 1
(𝑎, 0) (𝑑, 0) producing the 26th item in the creation of 50: • Rule of Subtraction (i.e. not 𝐴):
(Q4c) Find the probability 𝑃(𝑋 > 2|𝑋 ≤ 4):
𝑎 𝑏 𝑑
𝐶 ′ (25) = 0.3(25)2 − 0.2(25) + 100 = $𝟐𝟖𝟐. 𝟓𝟎 ̅ ) = 𝑷(𝑨́) = 𝟏 − 𝑷(𝑨)
𝑷(𝑨 𝑃(𝑋 ≥ 3) ∩ 𝑃(𝑋 ≤ 4) 0.2 + 0.3 0.5
∫ 𝑓(𝑥)𝑑𝑥 +∫ 𝑓(𝑥)− 𝑔(𝑥)𝑑𝑥 +∫ 𝑔(𝑥) − 𝑓(𝑥)𝑑𝑥 = = = 𝟎. 𝟔𝟐𝟓
(Q1b) How much more would it cost if 8 units 𝑃(𝑋 ≤ 4) 0.8 0.8
0 𝑎 𝑏 • Rule of Addition (i.e. 𝐴 or 𝐵):
(Q1c) were produced instead of 5 units?
(0, 𝑎) 𝑓(𝑥) 8 8 𝑷(𝑨 ∪ 𝑩) = 𝑷(𝑨) + 𝑷(𝑩) − 𝑷(𝑨 ∩ 𝑩)
∫𝐶 ′ (𝑥)𝑑𝑥 = ∫0.3𝑥 2 − 0.2𝑥 + 100𝑑𝑥 = $𝟑𝟑𝟒. 𝟖𝟎 BERNOULL I DIST RIBUT ION
𝑔(𝑥) 5 5 • Rule of Multiplication (i.e. 𝐴 and 𝐵)
(0, 𝑏)
(Q1c) If the profit from producing 4 items is 𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨 ∩ 𝑩) = Bernoulli Distribution and Notation
𝑎
*Rearrange 𝑓(𝑦) and 𝑔(𝑦) $20 and the marginal revenue function is 𝑷(𝑨) × 𝑷(𝑩|𝑨) 𝑷(𝑩) × 𝑷(𝑨|𝑩) • Only two possible outcomes; either “success”
∫ 𝑓(𝑦) − 𝑔(𝑦)𝑑𝑦
𝑏 to make 𝑥 the subject. 𝑅′ (𝑥) = 𝑥 2 , determine the profit function. or “failure” and are independent of other trials.
• Conditional Probability (i.e. 𝐴 given 𝐵)
(Q2) Find the area between the two different 𝑃′ (𝑥) = 𝑅′ (𝑥) − 𝐶 ′ (𝑥) = 0.7𝑥 2 + 0.2𝑥 − 100 ▪ e.g. tossing a coin: either heads or tails.
functions 𝑓(𝑥) = ln(𝑥) and 𝑔(𝑥) = (𝑥 − 4)2 7𝑥 3 𝑷(𝑨 ∩ 𝑩) 𝑷(𝑨 ∩ 𝑩)
𝑃(𝑥) = ∫ 𝑃′ (𝑥)𝑑𝑥 = + 0.1𝑥 2 − 100𝑥 + 𝑐 𝑷(𝑨|𝑩) = 𝑷(𝑩|𝑨) = 𝑿~𝑩𝒆𝒓(𝒑) • 𝒑 : probability of success
▪ Find intersection points between curves: 30 𝑷(𝑩) 𝑷(𝑨)
𝑓(𝑥) = 𝑔(𝑥) 𝑓(4) = 1.39 and 𝑔(4) = 0 𝑃(4) = 20, ∴ solving for 𝑐 = 403.67 Bernoulli Distribution Rules
Conditional Probability Terminology
ln(𝑥) = (𝑥 − 4)2 ∴ 𝑓(𝑥) is upper function ∴ 𝑃(𝑥) = 𝟎. 𝟕𝒙𝟐 + 𝟎. 𝟐𝒙 − 𝟏𝟎𝟎 + 𝟒𝟎𝟑. 𝟔𝟕 • 𝑃(𝐴|𝐵) means the probability of 𝐴 occurring 𝒑 𝒇𝒐𝒓 𝒙 = 𝟏
𝑥 = 2.96, 5.29 and 𝑔(𝑥) is lower function. 𝑷(𝑿 = 𝒙) = {
given that 𝐵 has already occurred. 𝟏 − 𝒑 𝒇𝒐𝒓 𝒙 = 𝟎
▪ Find area between curves:
𝑏 𝑏
∫𝑎 𝑢𝑝𝑝𝑒𝑟 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑑𝑥 − ∫𝑎 𝑙𝑜𝑤𝑒𝑟 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑑𝑥 Mutually Exclusive Events
FUNDAMENT AL T HEO REM 𝑬(𝑿) = 𝝁 𝑽𝒂𝒓(𝑿) = 𝝈𝟐 𝑺. 𝑫. = 𝝈
𝑏 5.29
Rule 1 𝑃( 𝐴 ∩ 𝐵 ) = 0
∫𝑓(𝑥) − 𝑔(𝑥)𝑑𝑥 =∫ 𝑙𝑛(𝑥) − (𝑥 − 4)2 𝑑𝑥 = 𝟐. 𝟏𝟖 Fundamental Theorem of Calculus 𝑝 𝑝(1 − 𝑝) √𝑝(1 − 𝑝)
𝑎 2.96 Rule 2 𝑃( 𝐴 ∪ 𝐵 ) = 𝑃( 𝐴 ) + 𝑃( 𝐵 )
𝒙 𝒃
𝒅
(∫ 𝒇(𝒕)𝒅𝒕) ∫ 𝒇(𝒙) 𝒅𝒙 Independent Events
𝒅𝒙 𝒂 𝒂 BINOMIAL DIST RIBUT ION
RECT IL INEAR MOT ION = 𝒇(𝒙) = 𝑭(𝒃) − 𝑭(𝒂) Rule 1 𝑃( 𝐴 ∩ 𝐵 ) = 𝑃( 𝐴 ) × 𝑃( 𝐵 )
Rule 2 𝑃(𝐴|𝐵) = 𝑃(𝐴) 𝑃(𝐵|𝐴) = 𝑃(𝐵) Binomial Distribution and Notation
Acceleration/Velocity/Displacement Functions as Integral Limits
• A binomial trial is more than one bernoulli trial.
• Displacement (𝑠): distance from origin. Step Substitute the limits into t (only if ► Topic Is Continued In Next Column ◄
• Counts the number of successes in an
• Velocity (𝑣): speed toward/away from origin. 1 they are not a constant). independent number of trials.
• Acceleration (𝑎): rate of change of velocity. R AN D OM V AR I AB L ES ▪ e.g. tossing a coin repeat times and counting
Differentiate Step Multiply by derivative of the limit. the number of heads flipped.
(Note: for questions with two limits,
2
complete steps 1 and 2 twice.)
𝒔 𝒗 𝒂 EXPECT ED VAL UE & VARIANCE • 𝒏 : number of trials
𝑿~𝑩𝒊𝒏(𝒏, 𝒑)
Fundamental Theorem Examples • 𝒑 : probability of success
Antidifferentiate 𝑑 𝑥 Probability Notation
(Q1) Determine 𝑑𝑥 (∫0 𝑙𝑛(𝑡)𝑑𝑡) = 𝒍𝒏(𝒙) Binomial Distribution Rules
Rectilinear Motion Formulae Expected Standard
(Q2) Determine 𝑑𝑥 (∫0 𝑒 𝑑𝑡) = 𝒆
𝑑 𝑥 2𝑡 𝟐𝒙 Variance 𝒏
• Terminology of Describing Motion: Value Deviation 𝑷(𝑿 = 𝒙) = ( ) (𝒑)𝒙 (𝟏 − 𝒑)𝒏−𝒙
𝒙
𝑑 3𝑥 2 1+𝑡
Initially At Origin Stationary (Q3) Determine the derivative 𝑑𝑥 (∫0 𝑑𝑡) 𝐸(𝑋) = 𝜇 𝑉𝑎𝑟(𝑋) = 𝜎 2 √𝑉𝑎𝑟(𝑋) = 𝜎 𝒏 𝒏!
2−𝑡 𝒏
𝑪𝒓 = 𝒏 𝒄𝒉𝒐𝒐𝒔𝒆 𝒓 = ( ) =
𝑑(3𝑥 2)
1 + 3𝑥 2
1 + 3𝑥 𝟔𝒙 + 𝟏𝟖𝒙𝟑 2 𝒓 ( 𝒏 − 𝒓 )! × 𝒓!
𝑡=0 𝑠(𝑡) = 0 𝑣(𝑡) = 0 × = 6𝑥 ( )= • Relationship between 𝐸(𝑋) and 𝑉𝑎𝑟(𝑋):
𝑑𝑥 2 − 3𝑥 2 2 − 3𝑥 2 𝟐 − 𝟑𝒙𝟐
• Rectilinear Motion Integrals: 𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − [𝑬(𝑿)]𝟐 𝑬(𝑿) = 𝝁 𝑽𝒂𝒓(𝑿) = 𝝈𝟐 𝑺. 𝑫. = 𝝈
𝑑 𝑥3
(Q3) Find the derivative 𝑑𝑥 (∫𝑠𝑖𝑛(𝑥) √𝑡 2 + 1 𝑑𝑡) 𝑛𝑝 𝑛𝑝(1 − 𝑝)
∆ Displacement Distance Travelled Effects of Linear Change √𝑛𝑝(1 − 𝑝)
▪ Substituting integral upper limit (i.e. 𝑥 3 ): • If 𝑋 is random variable and 𝑌 = 𝑎𝑋 + 𝑏 then: ClassPad Main App Binomial Functions
𝑏 𝑏
𝐶ℎ𝑎𝑛𝑔𝑒 = ∫ 𝑣(𝑡) 𝑑𝑡 𝑇𝑜𝑡𝑎𝑙 = ∫ |𝑣(𝑡)| 𝑑𝑡 𝑑(𝑥 3 )
√(𝑥 3 )2 + 1 = 3𝑥 2 √𝑥 6 + 1 𝑬(𝒀) = 𝒂𝑬(𝑿) + 𝒃 𝑽𝒂𝒓(𝒀) = 𝒂𝟐 𝑽𝒂𝒓(𝑿) 𝑷(𝑿) 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙𝑃𝐷𝐹(𝑥, 𝑛, 𝑝)
𝑎 𝑎 𝑑𝑥
▪ Substituting integral lower limit (i.e. 𝑠𝑖𝑛𝑥): 𝑷(𝑨 ≤ 𝑿 ≤ 𝑩) 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙𝐶𝐷𝐹(𝐴, 𝐵, 𝑛, 𝑝)
Velocity vs. Time Graphs • 𝒂 and 𝒃 ∶ constants (i.e. numbers).
𝑑(𝑠𝑖𝑛𝑥) 𝑷(𝑿 ≤ 𝒌) 𝑖𝑛𝑣𝐵𝑖𝑛𝐶𝐷𝐹(𝑃(𝑋 ≤ 𝑘), 𝑛, 𝑝)
𝒗(𝒕) √(𝑠𝑖𝑛𝑥)2 + 1 = cos(𝑥)√(sin(𝑥))2 + 1
• Displacement: area 𝑑𝑥 Effects of Linear Change Examples Graphing Binomial Distributions
underneath the line. ▪ Subtract 2nd answer from 1st answer: (Q1) If 𝐸(𝑋) = 5 and 𝑉𝑎𝑟(𝑋) = 2, determine:
𝒑 < 𝟎. 𝟓
𝒕 • Velocity: point on line. = 𝟑𝒙𝟐 √𝒙𝟔 + 𝟏 − 𝐜𝐨𝐬(𝒙)√(𝐬𝐢𝐧(𝒙))𝟐 + 𝟏 (Q1a) 𝐸(𝑋 + 11) = 𝐸(𝑋) + 11 = 5 + 11 = 𝟏𝟔 Skewed right
• Acceleration: gradient. (Q4) Find 𝑓(𝑥) with the following conditions: (Q1b) 𝐸(1 − 2𝑥) = 1 − 2𝐸(𝑋) = 1 − 10 = −𝟗 (positive)
𝑥
𝑑2𝐹 (Q1c) 𝑉𝑎𝑟(3𝑋 + 1) = 32 𝑉𝑎𝑟(𝑋) = 9 × 2 = 𝟏𝟖
Rectilinear Motion Example 𝐹(𝑥) = ∫ 𝑓(𝑡)𝑑𝑡 , . 2 = 𝑥 + 5, . 𝐹(3) = 5:
0 𝑑𝑥 𝒑 = 𝟎. 𝟓
(Q1) Particle 𝑋 leaves point 𝐴, 7 metres from 𝑑𝐹 𝑑2 𝐹 Symmetrical
the origin, at a velocity 𝑜𝑓 4𝑚/𝑠 at 𝑡 = 0 s and = 𝑓(𝑥), Hence 𝑑𝑥 2 = 𝑓 ′ (𝑥) = 𝑥 + 5
𝑑𝑥
DISCRET E RANDOM VARIABLES
accelerates according to 𝑎 = 2𝑡 − 4 𝑚/𝑠 2 . ▪ Integrating 𝑓 ′ (𝑥) to get 𝑓(𝑥): 𝒑 > 𝟎. 𝟓
(Q1a) What is the initial acceleration of 𝑋? 𝑓(𝑥) = ∫ 𝑥 + 5 𝑑𝑥 =
𝑥2
+ 5𝑥 + 𝑐 Discrete Random Variables ( DRV ) Skewed left
2
𝑎(0) = 2(0) − 4 = 0 − 4 = −𝟒 𝒎/𝒔𝟐 • Discrete distributions are events that can be (negative)
▪ Use the 𝐹(𝑥) formula to solve for 𝑐:
(Q1b) When is particle 𝑋 stationary? 3 counted in integers (i.e. whole numbers).
𝐹(3) = ∫0 𝑓(𝑡)𝑑𝑡 = 5 ∴ 𝑐 = −7.33
2 • Types of DRV’s: Bernoulli and Binomial.
𝑣 = ∫ 𝑎(𝑡) 𝑑𝑡 = ∫ 2𝑡 − 4 𝑑𝑡 = 𝑡 − 4𝑡 + 𝑐 3 2
𝑡 𝒕𝟐
5=∫ + 5𝑡 + 𝑐 𝑑𝑡 ∴ 𝑓(𝑥) = + 𝟓𝒕 − 𝟕. 𝟑𝟑 DRV Rules and Notation APPL ICAT IO NS OF DRV’S
4 = (0)2 − 4(0) + 𝑐 → 4 = 0 + 𝑐 → 𝑐 = 4 0 2
𝟐
Bernoulli and Binomial DRV Examples
∴ 0 = 𝑡 2 − 4𝑡 + 4, ∴ stationary at 𝑡 = 𝟐 𝒔𝒆𝒄𝒔 (Q5) Find 𝑓(𝑥) with the following conditions: ∑ 𝑃(𝑋 = 𝑥) = 1 0 ≤ 𝑃(𝑋 = 𝑥) ≤ 1
(Q1c) What is the displacement at 𝑡 = 12 secs? 𝑥 (Q1a) Find chance that Ben passes multi-choice
𝑑2𝐹
12 12 𝐹(𝑥) = ∫ 𝑓(𝑡)𝑑𝑡 , . 2 = 𝑥 2 , . 𝑓(2) = 2: 𝑃(𝑋 = 𝑎) can be calculated test with 10 Q’s with 4 options each by guessing?
𝑠(12) = 7 + ∫ 𝑣(𝑡)𝑑𝑡 = 7 + ∫ 𝑡 2 − 4𝑡 + 4𝑑𝑡 0 𝑑𝑥 𝑋~𝐵𝑖𝑛(10,0.25) → 𝑃(5 ≤ 𝑋 ≤ 10) = 𝟎. 𝟎𝟕𝟖𝟏
0 0 𝑑𝐹 𝑑 𝑥 𝑑2𝐹 𝑃(𝑋 < 𝑎) = 𝑃(𝑋 > 𝑎) =
12
∫ 𝑓(𝑡)𝑑𝑡 = 𝑓(𝑥), 2 = 𝑓 ′ (𝑥) = 𝑥 2 (Q1b) If the class has 15 students, what is the
𝑡3 = 𝑃(𝑋 ≤ 𝑎 − 1) 𝑃(𝑋 ≥ 𝑎 + 1)
= 7 + [ − 2𝑡 2 + 4𝑡] = 7 + 336 = 𝟑𝟒𝟑 𝒎 𝑑𝑥 𝑑𝑥 0 𝑑𝑥 probability that at least 4 pass by guessing?
3 0 𝑥3 8 𝑋~𝐵𝑖𝑛(15, 0.0781) → = 𝑃(4 ≤ 𝑋 ≤ 15) = 𝟎. 𝟎𝟐𝟓
∴ 𝑓(𝑥) = + 3 → 𝑖𝑓 𝑓(2) = 2, 𝑡ℎ𝑒𝑛 2 = + 𝑐 𝑬(𝑿) 𝑽𝒂𝒓(𝑿)
(Q1d) What is the change of displacement of 3 3 (Q2a) Chance of a rotten apple is 0.1. Find the
particle 𝑋 during the fifth second of motion? 6 8 2 𝑥3 𝒙𝟑 𝟐 ∑ 𝑥𝑝(𝑥) ∑(𝑥 − 𝜇)2 𝑝(𝑥) chance that 1 apple is rotten out of 6 apples.
5 5 = + 𝑐 → 𝑐 = − , ∴ 𝑓(𝑥) = +𝑐= −
𝑡3 3 3 3 3 𝟑 𝟑 𝑃(1 𝑅𝑜𝑡𝑡𝑒𝑛 𝐴𝑝𝑝𝑙𝑒) = 0.95 × 0.1 = 𝟎. 𝟎𝟓𝟗𝟎
∫ 𝑡 2 − 4𝑡 + 4𝑑𝑡 = [ − 2𝑡 2 + 4𝑡] = 𝟔. 𝟑𝟑 𝒎
4 3 (Q6) 𝑓(𝑥) is increasing on interval 0 < 𝑥 < 3 Discrete Random Variable Examples (Q2b) Find the chance that exactly one of six
4
(Q1e) What is the maximum speed of particle 𝑋 and decreasing on 3 < 𝑥 < 6 as per the table: (Q1) Is the following distribution discrete? apples randomly chosen are found to be rotten.
during the first 10 seconds of motion? 𝒙 0 1 2 3 4 5 6 𝒙 -1 0 1 2 𝑋~𝐵𝑖𝑛(6, 0.1) → 𝑃(𝑋 = 1) = 𝟎. 𝟑𝟓𝟒𝟑
𝑑
Solve 𝑑𝑡 𝑎(𝑡) = 0 → 2𝑡 − 4 = 0, ∴ 𝑡 = 2 is a TP 𝑷(𝑿 = 𝒙) 0.3 0.2 0.1 0.4 ► Topic Is Continued On Next Page ◄
𝒇(𝒙) 5 16 27 32 25 0 −49
However, 𝑣 ′′ (𝑡) = 𝑎′ (𝑡) = 2 is a minimum point 𝑥
0.3 + 0.2 + 0.1 + 0.4 = 1 ∴ Yes, this is a DRV.
∴ |𝑣(0)| = 4, |𝑣(2)| = 0, |𝑣(10)| = 64 are the Let 𝐹(𝑥) = ∫0 𝑓(𝑡)𝑑𝑡 on interval 0 ≤ 𝑥 ≤ 6.
(Q2) Is the following distribution discrete?
critical points, maximum speed is 𝟔𝟒 𝒎/𝒔. (Q6a) What value of 𝑥 is 𝐹(𝑥) the greatest? ATAR Math Methods
𝒙 0 1 2 3
(Q1f) What is the distance travelled by particle 𝐹(𝑥) is the area under the graph of 𝑓(𝑥), so
𝑷(𝑿 = 𝒙) -0.1 0 0.5 0.6
Units 3 & 4 Exam Notes
𝑋 in the first eight seconds of motion? when 𝑓(𝑥) > 0 gives greatest area ∴ 𝒙 = 𝟓
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(Q6b) What value of 𝑥 is 𝐹′(𝑥) the greatest? 𝑃(𝑋 = 0) = negative ∴ No, not a DRV. Copyright © ReviseOnline 2020
𝑑 = ∫ |𝑣(𝑡)|𝑑𝑡 = ∫ |𝑥 2 − 4𝑥 + 4|𝑑𝑡 = 𝟕𝟒. 𝟕 𝒎 Page: 3 / 4
𝐹 ′ (𝑥) = 𝑓(𝑥) ∴ greatest is maximum ∴ 𝒙 = 𝟑 ► Topic Is Continued In Next Column ◄ Created by Anthony Bochrinis
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APPL ICAT IO NS OF DRV’S UNIFORM DIST RIBUT ION CENT RAL L IMIT T HEO REM CONFIDENCE AND ERROR MARGINS
Bernoulli and Binomial DRV Examples Uniform Distribution Examples Central Limit Theorem ( CLT ) Confidence Intervals ( CI )
(Q3a) 𝑋 is binomial variable. Find the value of (Q1) 𝑋 is uniform with 𝑎 = 10 and 𝑏 = 20. • If there are a large number of independent • Probability that confidence interval (at a certain
𝑛 and 𝑝 if 𝐸(𝑋) = 21 and 𝑉𝑎𝑟(𝑋) = 6.3. (Q1a) Determine the value of 𝑃(𝑋 ≥ 14): random samples (i.e. 𝑛 ≥ 30), the data can level) will contain the population proportion.
𝐸(𝑋) = 21 = 𝑛𝑝 & 𝑉𝑎𝑟(𝑋) = 6.3 = 𝑛𝑝(1 − 𝑝) 20 1 be modelled using a normal distribution.
𝑋~𝑈(10, 20) → ∫14 𝑑𝑥 = 𝟎. 𝟔
Simultaneously solve: 𝑛 = 𝟑𝟎 and 𝑝 = 𝟎. 𝟕 20−10 • Also appropriate if 𝑛𝑝 and 𝑛𝑝(1 − 𝑝) ≥ 10. ̂ − 𝒛√
(𝒑
̂(𝟏−𝒑
𝒑 ̂)
̂ + 𝒛√
,.𝒑
𝒑
̂(𝟏−𝒑
̂)
) = (𝑪𝑰𝑳 , 𝑪𝑰𝑼 )
(Q1b) Determine 𝑃(𝑋 ≥ 14|𝑋 ≤ 18): • Uses sample size not number of samples. 𝒏 𝒏
(Q3b) Find the probability 𝑃(𝑋 ≥ 10|𝑋 ≤ 15): 𝑃(14≤𝑋≤18) 18 1 18 1
𝑃(𝑋 ≥ 10 ∩ 𝑋 ≤ 15) 𝑃(10 ≤ 𝑋 ≤ 15) 𝑃(𝑋≤18)
= ∫14
20−10
𝑑𝑥 ÷ ∫10
20−10
𝑑𝑥 = 𝟎. 𝟓 CLT of a Random Variable 𝑿 • 𝒁 ∶ z-score for a given confidence interval.
=
𝑃(𝑋 ≤ 15) 𝑃(𝑋 ≤ 15) (Q2) 𝑌 is uniform with 𝑎 = 1 and 𝑏 = 5. • 𝜇 is population mean and 𝑋̅ is sample mean. • 𝑪𝑰𝑳 ∶ confidence interval lower bound.
𝑏𝑖𝑛𝑃𝐷𝐹(10,15,30,0.7) (Q2a) Find 𝑘 given 𝑃(𝑋 > 𝑘|𝑋 < 3) = 0.5: • If 𝑛 ≥ 30, 𝑋~𝑁 with the following parameters: • 𝑪𝑰𝑼 ∶ confidence interval upper bound.
𝑋~𝐵(30, 0.7), . = 𝟎. 𝟗𝟗𝟗𝟔
𝑏𝑖𝑛𝑃𝐷𝐹(0,15,30,0.7) Mean S.D. Z-Score
𝑃(𝑘<𝑋<3)
= 0.5 → 𝑃(𝑘 < 𝑋 < 3) = 0.25 ∴ 𝑘 = 𝟐 • Commonly used Confidence Intervals:
(Q4) Find the probability of rolling a 5 at least 𝑃(𝑋<3) (stays) (changes) (changes)
two times on a 6-sided dice from ten throws. (Q2b) Find 𝑘 given 𝑃(𝑋 > 2|𝑋 < 𝑘) = 0.5: % Confidence Interval Z-Score
𝜎 𝑋̅ − 𝜇
𝑋~𝐵𝑖𝑛(10, 0.167) → 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 = 0) 𝑃(2<𝑋<𝑘)
𝑋̅ 𝑍= 99% Confidence Interval 2.58
= 0.5 → 𝑃(2 < 𝑋 < 𝑘) = 0.5𝑃(𝑋 < 𝑘)
−𝑃(𝑋 = 1) = 1 − 0.1609 − 0.3225 = 𝟎. 𝟓𝟏𝟔𝟔 𝑃(𝑋<𝑘) √𝑛 𝜎/√𝑛
95% Confidence Interval 1.96
Using trial and error for values of 𝑘: 𝑘 = 𝟑
(Q5) The chance of success is 0.4, how many CLT Special Case: Bernoulli Distribution 90% Confidence Interval 1.645
trials are needed to ensure that the probability
• 𝑝 is population mean and 𝑝̂ is sample mean. • ClassPad Main App Custom CI%:
of 3 or more successes is exceeds 0.75?
NORMAL DIST RIBUT ION • If 𝑛 ≥ 30, 𝑋~𝑁 with the following parameters:
𝑋~𝐵(𝑛, 0.4) and requirement 𝑃(𝑋 ≥ 3) > 0.75 𝒛𝑪𝑰% = −𝟏 × 𝒊𝒏𝒗𝑵𝒐𝒓𝒎𝑪𝑫𝒇("𝑪", 𝑪𝑰%, 𝟏, 𝟎)
▪ Trial and error for different values of 𝑛 Normal Distribution ( Bell Curve ) Mean S.D. Z-Score
(stays) (changes) (changes) • 𝒁 ∶ z-score for a given confidence interval.
𝑏𝑖𝑛𝐶𝐷𝐹(3, ∞, 𝑛, 0.4), 𝑛 = 9, 𝐶𝐷𝐹 = 0.7682 ∴ 𝟗 • Has greater probability closer to the mean.
(Q6) A game store charges $3 to play a game. ▪ e.g. average test scores for a whole class. • 𝑪𝑰𝑳 ∶ confidence interval lower bound.
𝑝̂ − 𝑝
Two dice are rolled and the uppermost faces 𝑝̂
𝑝(1 − 𝑝) 𝑍= • 𝑪𝑰𝑼 ∶ confidence interval upper bound.
• 𝝁 : mean √
√𝑝(1 − 𝑝)/𝑛
are added with the prizes being as follows: 𝑿~𝑵(𝝁, 𝝈𝟐 ) 𝑛
• 𝝈𝟐 : variance Margin of Error ( E )
Sum 7 3 or 5 9 or 11 Even
Bell Curve Shape and 68/95/99.7 Rule Central Limit Theorem Examples • The margin of error is half the width of a
Payout $0 $4 $6 $1 (Q1a) 18% of pizzas are overcooked at a store. confidence interval (i.e. 𝑇𝑜𝑡𝑎𝑙 𝑊𝑖𝑑𝑡ℎ = 2𝐸).
99.7%
Is this game expected to be profitable? In a sample of 150 pizzas, find the distribution. • Maximum difference between 𝑝̂ and 𝑧𝜎.
95%
Sum 7 3 or 5 9 or 11 Even 𝑝(1−𝑝) 0.18(1−0.18) 𝟏
𝜇 = 𝑝̂ = 0.18, 𝜎 = √ =√ = 0.03 𝑬 = 𝒛𝝈 = 𝒛√
𝒑
̂(𝟏−𝒑
̂)
𝑬∝𝒛 𝑬∝
68% 𝑛 150
𝒏 √𝒏
Profit $3 -$1 -$3 $2
13.5%
0.15%
13.5%
0.15%
Prob. 1/6 1/6 1/6 1/2 (Q1b) What is the chance that the proportion of 𝑪𝑰𝑳 + 𝑪𝑰𝑼 𝑪𝑰𝑼 − 𝑪𝑰𝑳
34%
34%
̂±𝑬
𝑪𝑰 = 𝒑 𝒑= 𝑬=
1 1 1 1 overcooked pizzas exceeds 0.21. 𝟐 𝟐
𝐸(𝑋) = 3 ( ) − 1 ( ) − 3 ( ) + 2 ( ) = $𝟎. 𝟖𝟑 𝑋~𝑁(0.18, 0.03142 ) → 𝑃(𝑋 > 0.21) = 𝟎. 𝟏𝟔𝟗𝟕
6 6 6 2
−𝟑𝝈 −𝟐𝝈 −𝟏𝝈 𝝁 +𝟏𝝈 +𝟐𝝈 +𝟑𝝈 Changing Confidence Intervals
∴ at $3 per game, expected to profit $0.83. (Q2a) 23% of Australians are left handed. If 40
• 50% of all scores are above the mean and Use CI bounds to find the value of 𝑝:
are surveyed, what proportion of samples are Step
50% of all scores are below the mean. 1
expected to have less than 20% left-handers? 𝑝 = (𝐶𝐼𝐿 + 𝐶𝐼𝑈 )/2
C O NT I N U O U S R AN D O M V AR I AB L E S Z-Scores ( Standardised Scores )
𝜇 = 𝑝̂ = 0.23, 𝜎 = √
𝑝(1−𝑝)
=√
0.23(1−0.23)
Step Determine margin of error 𝐸:
• Simplifies all normal distributions to a mean 𝑛 40
2 𝐸 = 𝐶𝐼𝑈 − 𝑝 or 𝐸 = 𝑝 + 𝐶𝐼𝐿
Continuous Random Variables ( CRV )
of 0 and a standard deviation of 1. 𝑋~𝑁(0.23, 0.06652 ) and 𝑃(𝑋 < 0.2) = 𝟎. 𝟑𝟐𝟓𝟕
• Continuous distributions are events that can Step
• Indicates how many standard deviations (Q2b) What proportion of samples will expect Calculate: 𝐸𝑛𝑒𝑤 = 𝑧𝑛𝑒𝑤 /𝑧𝑜𝑙𝑑 × 𝐸𝑜𝑙𝑑
be measured in decimal numbers. 3
away from the mean each score is. to contain between 10% and 15% left-handers?
• Types of XRV’s: Uniform and Normal.
𝒙−𝝁 𝑃(0.10 < 𝑋 < 0.15) = 𝟎. 𝟎𝟖𝟗𝟐 Step Determine new confidence interval:
CRV Rules and Notation 𝒁~𝑵(𝟎, 𝟏𝟐 ) 𝒛= 4 𝑁𝑒𝑤 𝐶𝐼 = 𝑝 ± 𝐸𝑛𝑒𝑤
𝝈 (Q3) The wait for pedestrians at traffic lights is
∫ 𝑝(𝑥)𝑑𝑥 = 1 Distribution Percentiles uniformly distributed between 0 and 4 mins. Interval Examples
0 ≤ 𝑃(𝑋 = 𝑥) ≤ 1
• 𝑎% of data lies below the 𝑎𝑡ℎ percentile. (Q3a) The waiting times of 20 samples of 45 (Q1) A 90% confidence interval is (0. 38, 0.45).
𝑃(𝑋 = 𝑎) cannot be calculated pedestrians are recorded, find the distribution: Determine the 95% confidence interval.
𝑷(𝑿 < 𝒌𝒂 ) = 𝒂 • 𝒂 : percentile 0 < 𝑎 < 1
𝑃(𝑋 < 𝑎) = 𝑃(𝑋 > 𝑎) = ▪ Find 𝜇 and 𝜎 of the uniform distribution: 0.38 + 0.45 1.96
ClassPad Main App Normal Distribution 𝜇 = 0.5(𝑎 + 𝑏) = 0.5(0 + 4) = 2 𝑝= = 0.415 𝐸𝑛𝑒𝑤 = × 0.035
𝑃(𝑋 ≤ 𝑎) 𝑃(𝑋 ≥ 𝑎) 2 1.645
𝑷(𝑨 ≤ 𝑿 ≤ 𝑩) 𝑛𝑜𝑟𝑚𝐶𝐷𝐹(𝐴, 𝐵, 𝜎, 𝜇) 𝜎 = √(𝑏 − 𝑎)2 /12 = √16/12 = 1.1547 𝐸 = 0.45 − 0.415 = 0.035 = 0.0417
𝑬(𝑿) 𝑽𝒂𝒓(𝑿) Find 𝒌 given 𝑖𝑛𝑣𝑁𝑜𝑟𝑚𝐶𝐷𝐹 ▪ Change 𝜎 according to the CLT rule: 95% 𝐶𝐼 = 0.415 ± 0.0417 = (𝟎. 𝟑𝟕𝟑𝟑, 𝟎. 𝟒𝟓𝟔𝟕)
∞ ∞ 𝑷(𝑿 ≤ 𝒌) (𝑇𝑎𝑖𝑙 𝑆𝑒𝑡𝑡𝑖𝑛𝑔, 𝑃(𝑋 ≤ 𝑘), 𝜎, 𝜇) 𝜎 1.1547 (Q2) How many times larger is margin of error of
∫ 𝑥𝑝(𝑥)𝑑𝑥 ∫ (𝑥 − 𝜇)2 𝑝(𝑥)𝑑𝑥 = = 0.1721 ∴ 𝑿~𝑵(𝟐, 𝟎. 𝟏𝟕𝟐𝟏𝟐 )
√𝑛 √45 sample of 1225 compared to sample of 11025?
−∞ −∞ 1 1 1 1
(Q3b) Find the chance that a random sample 𝐸∝ = 35 , 𝐸 ∝ = 105 ∴ 𝟑 times larger.
Discrete Random Variable Examples Left Tail Centered Right Tail has a mean time of less than 1.9 minutes:
√1225 √11025
(Q1) 𝑋 is a CRV given that 𝑃(𝑋 > 5) = 0.6 and (Q3) Find sample size of a survey with sample
Normal Distribution Examples 𝑋~𝑁(2,0.17212 ) → 𝑃(𝑋 < 3) = 𝟎. 𝟐𝟖𝟎𝟔
𝑋 has a probability density function of: proportion of 0.6 for a 99% CI with 𝐸 = 0.02.
(Q1a) 𝑋~𝑁(20,5 ), find 𝑥 with a z-score of 1.5:
2
(Q3c) What is the chance that at most 5
𝑎𝑥 + 𝑏 0 ≤ 𝑥 ≤ 10 𝑥−𝜇 𝑥 − 20 𝐸 = 𝑧𝜎 → 0.02 = 2.58√0.6 × 0.4/𝑛 → 𝑛 = 𝟑𝟗𝟖𝟐
𝑓(𝑥) = { Find 𝑎 and 𝑏: samples had mean time of less than 1.9 mins:
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 𝑧= → 1.5 = → 𝑥 = 𝟐𝟕. 𝟓
10 𝜎 5 𝑋~𝐵𝑖𝑛(20,0.2806) → 𝑃(𝑋 ≤ 5) = 𝟎. 𝟒𝟗𝟐𝟖 (Q4) In a random sample of 400 people, 129 we
Equation 1: ∫0 𝑎𝑥 + 𝑏 𝑑𝑥 = 1 *Sums to 1 (Q1b) Find the value of the 67th percentile: male. Calculate a 90% confidence interval.
10 (Q4a) Out of a sample size of 53, it was found
Equation 2: ∫5 𝑎𝑥 + 𝑏 𝑑𝑥 = 0.6 *Given in Q. Find the value of 𝑘 such that 𝑃(𝑋 < 𝑘) = 0.67:
that 70% of teachers have a computer at home. 𝑝 = 0.3225 → 𝐶𝐼 = 0.3225 ± 1.645√
0.3225×0.6675