Problems

Filters
Clear Filters

6 problems found

2025 Paper 3 Q1
D: 1500.0 B: 1500.0
integration beta function trigonometric substitution substitution integration by parts symmetry definite integral Wallis integral

You need not consider the convergence of the improper integrals in this question. For \(p, q > 0\), define $$b(p,q) = \int_0^1 x^{p-1}(1-x)^{q-1} \, dx$$

  1. Show that \(b(p,q) = b(q,p)\).
  2. Show that \(b(p+1,q) = b(p,q) - b(p,q+1)\) and hence that \(b(p+1,p) = \frac{1}{2}b(p,p)\).
  3. Show that $$b(p,q) = 2\int_0^{\pi/2} (\sin\theta)^{2p-1}(\cos\theta)^{2q-1} \, d\theta$$ Hence show that \(b(p,p) = \frac{1}{2^{2p-1}}b(p,\frac{1}{2})\).
  4. Show that $$b(p,q) = \int_0^\infty \frac{t^{p-1}}{(1+t)^{p+q}} \, dt$$
  5. Evaluate $$\int_0^\infty \frac{t^{3/2}}{(1+t)^6} \, dt$$

Solution:

  1. \begin{align*} && b(p,q) &= \int_0^1 x^{p-1}(1-x)^{q-1}\, \d x \\ u = 1-x, \d u = -\d x && &= \int_{u=1}^{u = 0} (1-u)^{p-1}u^{q-1} (-1) \, \d u \\ &&&= \int_0^1 (1-u)^{p-1}u^{q-1} \d u \\ &&&= \int_0^1 u^{q-1}(1-u)^{p-1} \d u \\ &&&= b(q,p) \end{align*}
  2. \begin{align*} b(p+1,q) + b(p,q+1) &= \int_0^1 x^p(1-x)^{q-1} \d x + \int_0^1 x^{p-1}(1-x)^{q} \d x \\ &= \int_0^1 \left (x^p(1-x)^{q-1} + x^{p-1}(1-x)^{q}\right) \d x \\ &= \int_0^1 x^{p-1}(1-x)^{q-1} \left (x + (1-x) \right) \d x \\ &= \int_0^1 x^{p-1}(1-x)^{q-1} \d x \\ &= b(p,q) \end{align*} Therefore \(b(p+1,q) = b(p,q) - b(p,q+1)\), in particular \(2b(p+1,p) = b(p+1,p)+b(p,p+1) = b(p,p) \Rightarrow b(p+1,p) = \frac12 b(p,p)\) as required.
  3. \begin{align*} && b(p,q) &= \int_0^1 x^{p-1} (1-x)^{q-1} \d x \\ x = \sin^2 \theta, \d x = 2 \sin \theta \cos \theta \d \theta && &= \int_{u=0}^{u = \pi/2} \sin^{2p-2} \theta (1-\sin^2 \theta)^{q-1} \cdot 2 \sin \theta \cos \theta \d \theta \\ &&&= 2 \int_0^{\pi/2} \sin^{2p-1} \theta \cos^{2q-2} \cos \theta \d \theta \\ &&&= 2 \int_0^{\pi/2} \sin^{2p-1} \theta \cos^{2q-1} \theta \d \theta \end{align*} \begin{align*} b(p,p) &= 2\int_0^{\pi/2} (\sin \theta)^{2p-1}(\cos \theta)^{2p-1} \d \theta \\ &= 2 \int_0^{\pi/2} \left (\frac12 \sin 2\theta \right)^{2p-1} \d \theta \\ &= \frac1{2^{2p-1}} 2 \int_0^{\pi/2} (\sin 2 \theta)^{2p-1} \d \theta \\ &= \frac1{2^{2p-1}} 2 \int_{x=0}^{x=\pi} (\sin x)^{2p-1} 2 \d x\\ &= \frac1{2^{2p-1}} 2 \int_{x=0}^{x=\pi/2} (\sin x)^{2p-1} \d x\\ &= \frac1{2^{2p-1}} 2 \int_{0}^{\pi/2} (\sin x)^{2p-1} (\cos x)^{0} \d x\\ &= \frac1{2^{2p-1}} b(p,\tfrac12) \end{align*}
  4. \begin{align*} &&b(p,q) &= \int_0^1 x^{p-1}(1-x)^{q-1} \d x \\ t = \frac{x}{1-x}, \d t = (1-x)^{-2} \d x &&&= \int_{t=0}^{t = \infty} \left ( \frac{t}{1+t} \right)^{p-1} \left ( 1-\frac{t}{1+t} \right)^{q+1} \d t\\ x = \frac{t}{1+t} && &=\int_0^\infty t^{p-1} (1+t)^{-(p-1)-(q+1)} \d t \\ &&&= \int_0^{\infty} \frac{t^{p-1}}{(1+t)^{p+q}} \d t \end{align*}
  5. \begin{align*} I &= \int_0^\infty \frac{t^{3/2}}{(1+t)^6} \, dt \\ &= b( \tfrac52, \tfrac72) \\ &= b( \tfrac52, \tfrac52+1) \\ &= \tfrac12 b( \tfrac52, \tfrac52) \\ &= \frac12 \cdot \frac1{2^{4}} b(\tfrac52, \tfrac12) \\ &= \frac{1}{2^5} \cdot 2 \int_0^{\pi/2} (\sin \theta)^{4} \d \theta \\ &= \frac1{2^4} \int_0^{\pi/2}\left (\frac{1-\cos 2 \theta}{2} \right)^2 \d \theta \\ &= \frac1{2^6} \int_0^{\pi/2}\left (1 - 2 \cos 2 \theta + \cos^{2} 2 \theta \right) \d \theta \\ &= \frac1{2^6} \int_0^{\pi/2}\left (1 - 2 \cos 2 \theta + \frac{\cos 4 \theta + 1}{2} \right) \d \theta \\ &= \frac1{2^6} \left [\frac32 \theta - \sin 2 \theta + \frac18 \sin 4 \theta \right]_0^{\pi/2} \\ &= \frac1{2^6} \frac{3 \pi}{4} \\ &= \frac{3 \pi}{2^8} \end{align*}

View
2018 Paper 3 Q12
D: 1700.0 B: 1516.0
probability order statistics uniform distribution binomial coefficients probability density function integration expectation combinatorial identity Beta function

A random process generates, independently, \(n\) numbers each of which is drawn from a uniform (rectangular) distribution on the interval 0 to 1. The random variable \(Y_k\) is defined to be the \(k\)th smallest number (so there are \(k-1\) smaller numbers).

  1. Show that, for \(0\le y\le1\,\), \[ {\rm P}\big(Y_k\le y) =\sum^{n}_{m=k}\binom{n}{m}y^{m}\left(1-y\right)^{n-m} . \tag{\(*\)} \]
  2. Show that \[ m\binom n m = n \binom {n-1}{m-1} \] and obtain a similar expression for \(\displaystyle (n-m) \, \binom n m\,\). Starting from \((*)\), show that the probability density function of \(Y_k\) is \[ n\binom{ n-1}{k-1} y^{k-1}\left(1-y\right)^{ n-k} \,.\] Deduce an expression for \(\displaystyle \int_0^1 y^{k-1}(1-y)^{n-k} \, \d y \,\).
  3. Find \(\E(Y_k) \) in terms of \(n\) and \(k\).

Solution:

  1. \begin{align*} && \mathbb{P}(Y_k \leq y) &= \sum_{j=k}^n\mathbb{P}(\text{exactly }j \text{ values less than }y) \\ &&&= \sum_{j=k}^m \binom{m}{j} y^j(1-y)^{n-j} \end{align*}
  2. This is the number of ways to choose a committee of \(m\) people with the chair from those \(m\) people. This can be done in two ways. First: choose the committee in \(\binom{n}{m}\) ways and choose the chair in \(m\) ways so \(m \binom{n}{m}\). Alternatively, choose the chain in \(n\) ways and choose the remaining \(m-1\) committee members in \(\binom{n-1}{m-1}\) ways. Therefore \(m \binom{n}{m} = n \binom{n-1}{m-1}\) \begin{align*} (n-m) \binom{n}{m} &= (n-m) \binom{n}{n-m} \\ &= n \binom{n-1}{n-m-1} \\ &= n \binom{n-1}{m} \end{align*} \begin{align*} f_{Y_k}(y) &= \frac{\d }{\d y} \l \sum^{n}_{m=k}\binom{n}{m}y^{m}\left(1-y\right)^{n-m} \r \\ &= \sum^{n}_{m=k} \l \binom{n}{m}my^{m-1}\left(1-y\right)^{n-m} -\binom{n}{m}(n-m)y^{m}\left(1-y\right)^{n-m-1} \r \\ &= \sum^{n}_{m=k} \l n \binom{n-1}{m-1}y^{m-1}\left(1-y\right)^{n-m} -n \binom{n-1}{m} y^{m}\left(1-y\right)^{n-m-1} \r \\ &= n\sum^{n}_{m=k} \binom{n-1}{m-1}y^{m-1}\left(1-y\right)^{n-m} -n\sum^{n+1}_{m=k+1} \binom{n-1}{m-1} y^{m-1}\left(1-y\right)^{n-m} \\ &= n \binom{n-1}{k-1} y^{k-1}(1-y)^{n-k} \end{align*} \begin{align*} &&1 &= \int_0^1 f_{Y_k}(y) \d y \\ &&&= \int_0^1 n \binom{n-1}{k-1} y^{k-1}(1-y)^{n-k} \d y \\ &&&= n \binom{n-1}{k-1} \int_0^1 y^{k-1}(1-y)^{n-k} \d y \\ \Rightarrow && \frac{1}{n \binom{n-1}{k-1}} &= \int_0^1 y^{k-1}(1-y)^{n-k} \d y \\ \end{align*}
  3. \begin{align*} && \mathbb{E}(Y_k) &= \int_0^1 y f_{Y_k}(y) \d y \\ &&&= \int_0^1 n \binom{n-1}{k-1} y^{k}(1-y)^{n-k} \\ &&&= n \binom{n-1}{k-1}\int_0^1 y^{k}(1-y)^{n-k} \d y \\ &&&= n \binom{n-1}{k-1}\int_0^1 y^{k+1-1}(1-y)^{n+1-(k+1)} \d y \\ &&&= n \binom{n-1}{k-1} \frac{1}{(n+1) \binom{n}{k}}\\ &&&= \frac{n}{n+1} \cdot \frac{k}{n} \\ &&&= \frac{k}{n+1} \end{align*}

View
2013 Paper 2 Q2
D: 1600.0 B: 1500.0
integration reduction formula substitution proof by induction factorial Beta function trigonometric substitution

For \(n\ge 0\), let \[ I_n = \int_0^1 x^n(1-x)^n\d x\,. \]

  1. For \(n\ge 1\), show by means of a substitution that \[ \int_0^1 x^{n-1}(1-x)^n\d x = \int_0^1 x^n(1-x)^{n-1}\d x\, \] and deduce that \[ 2 \int_0^1 x^{n-1}(1-x)^n\d x = I_{n-1}\,. \] Show also, for \(n\ge1\), that \[ I_n = \frac n {n+1} \int_0^1 x^{n-1} (1-x)^{n+1} \d x \] and hence that \(I_n = \dfrac{n}{2(2n+1)} I_{n-1}\,.\)
  2. When \(n\) is a positive integer, show that \[ I_n = \frac{(n!)^2}{(2n+1)!}\,. \]
  3. Use the substitution \(x= \sin^2 \theta\) to show that \(I_{\frac12}= \frac \pi 8\), and evaluate \(I_{\frac32}\).

Solution:

  1. \(\,\) \begin{align*} u = 1-x, \d u = -\d x && \int_0^1 x^{n-1}(1-x)^n \d x &= \int_{u=1}^{u=0} (1-u)^{n-1}u^n (-1) \d u \\ &&&= \int_0^1 u^n (1-u)^{n-1} \d u \\ &&&= \int_0^1 x^n (1-x)^{n-1} \d x \\ \\ \Rightarrow && 2\int_0^1 x^{n-1}(1-x)^n \d x &= \int_0^1 \left ( x^{n-1}(1-x)^n + x^{n}(1-x)^{n-1} \right)\d x \\ &&&= \int_0^1x^{n-1}(1-x)^{n-1} \left ( (1-x) + x \right) \d x\\ &&&= I_{n-1} \\ \\ && I_n &= \left [x^n \cdot (-1)\frac{(1-x)^{n+1}}{n+1}\right]_0^1 + \int_0^1 n x^{n-1} \frac{(1-x)^{n+1}}{n+1} \d x\\ &&&= \frac{n}{n+1} \int_0^1 x^{n-1} (1-x)^{n+1} \d x \\ \\ && I_n &= \frac{n}{n+1} \int_0^1 x^{n-1} (1-x)^{n+1} \d x \\ &&&= \frac{n}{n+1} \int_0^1 \left ( x^{n-1} (1-x)^{n} - x^n(1-x)^n \right) \d x \\ &&&= \frac{n}{n+1} \left (\frac12 I_{n-1} - I_n \right) \\ \Rightarrow && I_n \cdot \left ( \frac{2n+1}{n+1} \right) &= \frac{n}{2(n+1)} I_{n-1}\\ \Rightarrow && I_n &= \frac{n}{2(2n+1)} I_{n-1} \end{align*}
  2. \(\,\) \begin{align*} && I_0 &= \int_0^1 1 \d x = 1 \\ \Rightarrow && I_1 &= \frac{1}{2 \cdot 3} \\ && I_n &= \frac{n}{2(2n+1)} \cdot \frac{n-1}{2(2n-1)}\cdot \frac{n-2}{2(2n-3)} \cdots \frac{1}{2 \cdot 3} \\ &&&= \frac{n!}{2^n (2n+1)(2n-1)(2n-3) \cdots 3} \\ &&&= \frac{n! (2n)(2n-2)\cdots 2}{2^n (2n+1)!} \\ &&&= \frac{(n!)^2 2^n}{2^n(2n+1)!} \\ &&&= \frac{(n!)^2}{(2n+1)^2} \end{align*}
  3. \(\,\) \begin{align*} && I_{\frac12} &= \int_0^1 \sqrt{x(1-x)} \d x\\ x = \sin^2 \theta, \d x = 2 \sin \theta \cos \theta \d \theta: &&&= \int_{\theta =0}^{\theta = \frac{\pi}{2}} \sin \theta \cos \theta 2 \sin \theta \cos \theta \d \theta \\ &&&= \frac12 \int_0^{\pi/2} \sin^2 2 \theta \d \theta \\ &&&= \frac12 \int_0^{\pi/2} \frac{1-\cos 2 \theta}{2} \d \theta \\ &&&= \frac14 \left [\theta - \frac12 \sin 2 \theta \right]_0^{\pi/2} \\ &&&= \frac{\pi}{8} \\ \\ && I_{\frac32} &= \frac{3/2}{2 \cdot ( 2 \cdot \frac32 + 1)} I_{\frac12} \\ &&&= \frac{3}{4 \cdot 4} \frac{\pi}{8} \\ &&&= \frac{3 \pi}{128} \end{align*}

View
1998 Paper 3 Q2
D: 1700.0 B: 1500.0
integration Beta function integration by parts substitution recurrence relation factorial symmetry definite integral

Let $$ {\rm I}(a,b) = \int_0^1 t^{a}(1-t)^{b} \, \d t \; \qquad (a\ge0,\ b\ge0) .$$

  1. Show that \({\rm I}(a,b)={\rm I}(b,a)\),
  2. Show that \({\rm I}(a,b)={\rm I}(a+1,b)+{\rm I}(a,b+1)\).
  3. Show that \((a+1){\rm I}(a,b)=b{\rm I}(a+1,b-1)\) when \(a\) and \(b\) are positive and hence calculate \({\rm I}(a,b)\) when \(a\) and \(b\) are positive integers.

Solution:

  1. Let \(u = 1-t, \d u = -\d t\), then: \begin{align*} \mathrm{I}(a,b) &= \int_0^1 t^a(1-t)^b \d t \\ &= \int_{u=1}^{u=0} -(1-u)^a u^b \d u \\ &= \int_0^1(1-u)^a u^b \d u \\ &= \mathrm{I}(b, a) \end{align*}
  2. \begin{align*} \mathrm{I}(a+1,b)+\mathrm{I}(a,b+1) &= \int_0^1 t^{a+1}(1-t)^b + t^a(1-t)^{b+1} \d t \\ &= \int_0^1 (t+(1-t))t^a(1-t)^b \d t \\ &= \int_0^1 t^a(1-t)^b \d t \\ &= \mathrm{I}(a,b) \end{align*}
  3. Integrating by parts with \(\frac{du}{dt} = t^a, v = (1-t)^{b}\)\begin{align*} \mathrm{I}(a,b) &= \int_0^1 t^a (1-t)^b \d t \\ &= \left [ \frac{t^{a+1}}{a+1} (1-t)^b \right ]_0^1 + \int_0^1 \frac{t^{a+1}}{a+1} b(1-t)^{b-1} \\ &= \frac{b}{a+1} \int_0^1 t^{a+1}(1-t)^{b-1} \d t \\ &= \frac{b}{a+1} \mathrm{I}(a+1,b-1) \end{align*} Claim: \(\mathrm{I}(a,b) = \frac{a!b!}{(a+b+1)!}\) Proof: Note that \(I(a,0) = \frac{1}{a+1}\) so the formula holds for this case. We will induct on \(b\). The base case is done. Suppose that for \(b = k\) our formula is true, ie: \(\mathrm{I}(a,k) = \frac{a!k!}{(a+k+1)!}\) for all \(a\) (and fixed \(k\)) \begin{align*} \mathrm{I}(a,k+1) &= \frac{k+1}{a+1} \mathrm{I}(a+1,k) \\ &= \frac{k+1}{a+1} \frac{(a+1)!k!}{(a+1+k+1)!} \\ &= \frac{a!(k+1)!}{(a+(k+1)+1)!} \end{align*} So the formula is true for \(b=k+1\). Therefore, since it is true if \(b=0\) and if \(b=k\) is true then \(b=k+1\) is true, it is true for all values of \(b\).

View
1996 Paper 1 Q2
D: 1484.0 B: 1500.0
integration binomial expansion polynomial coefficients Beta function combinatorics factorial proof

  1. Show that \[ \int_{0}^{1}\left(1+(\alpha-1)x\right)^{n}\,\mathrm{d}x=\frac{\alpha^{n+1}-1}{(n+1)(\alpha-1)} \] when \(\alpha\neq1\) and \(n\) is a positive integer.
  2. Show that if \(0\leqslant k\leqslant n\) then the coefficient of \(\alpha^{k}\) in the polynomial \[ \int_{0}^{1}\left(\alpha x+(1-x)\right)^{n}\,\mathrm{d}x \] is \[ \binom{n}{k}\int_{0}^{1}x^{k}(1-x)^{n-k}\,\mathrm{d}x\,. \]
  3. Hence, or otherwise, show that \[ \int_{0}^{1}x^{k}(1-x)^{n-k}\,\mathrm{d}x=\frac{k!(n-k)!}{(n+1)!}\,. \]

Solution:

  1. \begin{align*} u = 1+(\alpha-1)x: && \int_0^1 (1 + (\alpha - 1)x)^n \d x &= \int_{u=1}^{u=\alpha} u^n \frac{1}{\alpha - 1} \d u \\ &&&= \left [\frac{u^{n+1}}{(n+1)(\alpha-1)} \right]_1^\alpha \\ &&&= \frac{\alpha^{n+1}-1}{(n+1)(\alpha-1)} \end{align*}
  2. \begin{align*} && \int_0^1 (\alpha x + (1-x))^n \d x &= \int_0^1 \sum_{k=0}^n \binom{n}{k} \alpha^k x^k (1-x)^{n-k} \d x \\ &&&= \sum_{k=0}^n \alpha^k \int_0^1 \binom{n}{k} x^k (1-x)^{n-k} \d x \end{align*} Therefore the coefficient of \(\alpha^k\) is \(\displaystyle \int_0^1 \binom{n}{k} x^k (1-x)^{n-k} \d x\)
  3. The coefficient of \(\alpha^{k}\) in \(\displaystyle \frac{\alpha^{n+1}-1}{(n+1)(\alpha-1)}\) is \(\displaystyle \frac1{n+1}\). Therefore \begin{align*} && \frac1{n+1} &= \binom{n}{k} \int_0^1 x^k(1-x)^{n-k} \d x \\ \Rightarrow && \int_0^1 x^k (1-x)^{n-k} \d x &= \frac{k!(n-k)!}{(n+1)n!} \\ &&&= \frac{k!(n-k)!}{(n+1)!} \end{align*}

View
1995 Paper 3 Q2
D: 1700.0 B: 1586.3
integration reduction formula definite integral trigonometric substitution recurrence relation Wallis integral beta function

If \[ \mathrm{I}_{n}=\int_{0}^{a}x^{n+\frac{1}{2}}(a-x)^{\frac{1}{2}}\,\mathrm{d}x, \] show that \(\mathrm{I}_{0}=\pi a^{2}/8.\) Show that \((2n+4)\mathrm{I}_{n}=(2n+1)a\mathrm{I}_{n-1}\) and hence evaluate \(\mathrm{I}_{n}\).

Solution: \begin{align*} && I_n &= \int_{0}^{a}x^{n+\frac{1}{2}}(a-x)^{\frac{1}{2}}\,\mathrm{d}x\\ && I_0 &= \int_0^a x^{\frac12}(a-x)^{\frac12} \d x \\ x = a \sin^2 \theta, \d x = 2a \sin \theta \cos \theta \d \theta &&&= \int_{\theta =0}^{\theta = \pi/2} \sqrt{a}\sin \theta\sqrt{a} \cos \theta 2a \sin \theta \cos \theta \d \theta \\ &&&= \frac{a^2}{2} \int_0^{\pi/2} \sin^2 2 \theta \d \theta \\ &&&= \frac{a^2}{4} \int_0^{\pi/2}(1- \underbrace{\cos 4\theta}_{\text{runs round the whole unit circle}}) \d \theta \\ &&&= \frac{\pi a^2}{8} \\ \\ && I_n &= \int_0^a x^{n+\frac12}(a-x)^{\frac12} \d x \\ &&&=\underbrace{\left [-\frac23x^{n+\frac12}(a-x)^\frac32 \right]_0^a}_{=0} + \frac23 \left(n+\frac12\right) \int_0^ax^{n-1+\frac12}(a-x)^\frac32 \d x \\ &&&= \frac23 \left(n+\frac12\right) \int_0^ax^{n-1+\frac12}(a-x)(a-x)^\frac12 \d x \\ &&&= \frac23 \left(n+\frac12\right)aI_{n-1}-\frac23 \left(n+\frac12\right)I_{n} \\ \Rightarrow && \left(n+\frac12+\frac32\right)I_{n} &= \left(n+\frac12\right)aI_{n-1}\\ \Rightarrow && (2n+4)I_n &= (2n+1)aI_{n-1} \\ \\ \Rightarrow && I_n &= \frac{2n+1}{2n+4}a I_{n-1} \\ &&&=\frac{2n+1}{2n+4}\frac{2n-1}{2n+2}a^2 I_{n-2} \\ &&&= \frac{(2n+1)!!}{(2n+4)!!} \pi a^{n+2} \end{align*}

View