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2023 Paper 3 Q11
D: 1500.0 B: 1500.0
poisson distribution expectation series manipulation conditional probability probability generating functions exponential series discrete random variables

Show that \[\sum_{k=1}^{\infty} \frac{k+1}{k!}\, x^k = (x+1)\mathrm{e}^x - 1\,.\] In the remainder of this question, \(n\) is a fixed positive integer.

  1. Random variable \(Y\) has a Poisson distribution with mean \(n\). One observation of \(Y\) is taken. Random variable \(D\) is defined as follows. If the observed value of \(Y\) is zero then \(D = 0\). If the observed value of \(Y\) is \(k\), where \(k \geqslant 1\), then a fair \(k\)-sided die (with sides numbered \(1\) to \(k\)) is rolled once and \(D\) is the number shown on the die.
    1. Write down \(\mathrm{P}(D = 0)\).
    2. Show, from the definition of the expectation of a random variable, that \[\mathrm{E}(D) = \sum_{d=1}^{\infty} \left[ d \sum_{k=d}^{\infty} \left( \frac{1}{k} \cdot \frac{n^k}{k!}\, \mathrm{e}^{-n} \right) \right].\] Show further that \[\mathrm{E}(D) = \sum_{k=1}^{\infty} \left( \frac{1}{k} \cdot \frac{n^k}{k!}\, \mathrm{e}^{-n} \sum_{d=1}^{k} d \right).\]
    3. Show that \(\mathrm{E}(D) = \frac{1}{2}(n + 1 - \mathrm{e}^{-n})\).
  2. Random variables \(X_1, X_2, \ldots, X_n\) all have Poisson distributions. For each \(k \in \{1, 2, \ldots, n\}\), the mean of \(X_k\) is \(k\). A fair \(n\)-sided die, with sides numbered \(1\) to \(n\), is rolled. When \(k\) is the number shown, one observation of \(X_k\) is recorded. Let \(Z\) be the number recorded.
    1. Find \(\mathrm{P}(Z = 0)\).
    2. Show that \(\mathrm{E}(Z) > \mathrm{E}(D)\).

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2018 Paper 2 Q5
D: 1600.0 B: 1505.3
Taylor series binomial expansion integration logarithmic series exponential series term-by-term integration substitution infinite series definite integral Frullani integral

In this question, you should ignore issues of convergence.

  1. Write down the binomial expansion, for \(\vert x \vert<1\,\), of \(\;\dfrac{1}{1+x}\,\) and deduce that %. By considering %$ %\displaystyle \int \frac 1 {1+x} \, \d x %\,, %$ %show that \[ \displaystyle \ln (1+x) = -\sum_{n=1}^\infty \frac {(-x)^n}n \, \] for \(\vert x \vert <1 \,\).
  2. Write down the series expansion in powers of \(x\) of \(\displaystyle \e^{-ax}\,\). Use this expansion to show that \[ \int_0^\infty \frac {\left(1- \e^{-ax}\right)\e^{-x}}x \,\d x = \ln(1+a) \ \ \ \ \ \ \ (\vert a \vert <1)\,. \]
  3. Deduce the value of \[ \int_0^1 \frac{x^p - x^q}{\ln x} \, \d x \ \ \ \ \ \ (\vert p\vert <1, \ \vert q\vert <1) \,. \]

Solution:

  1. \begin{align*} && \frac1{1+x} &= 1 - x+ x^2 - x^3+ \cdots \\ \Rightarrow && \int_0^x \frac{1}{1+t} \d t &= \int_0^x \sum_{n=0}^{\infty} (-t)^n \d t \\ &&&= \left [\sum_{n=0}^{\infty} -\frac{(-t)^{n+1}}{n+1} \right]_0^x \\ \Rightarrow &&\ln(1+x)&=- \sum_{n=1}^\infty \frac{(-x)^n}{n} \end{align*}
  2. \begin{align*} && e^{-ax} &= \sum_{n=0}^\infty \frac{(-a)^n}{n!} x^n \\ \Rightarrow && \int_0^{\infty} \frac{1}{x} \left (1-e^{-ax} \right)e^{-x} \d x &= \int_0^{\infty} \frac{1}{x} \left (-\sum_{n=1}^\infty \frac{(-a)^n}{n!}x^n \right)e^{-x} \d x \\ &&&= -\int_0^{\infty} \sum_{n=1}^\infty \frac{(-a)^n}{n!} x^{n-1} e^{-x} \d x \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n!} \int_0^{\infty} x^{n-1} e^{-x} \d x \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n!} (n-1)! \\ &&&= -\sum_{n=1}^\infty \frac{(-a)^n}{n} \\ &&&= \ln (1+a) \end{align*}
  3. \begin{align*} && \int_0^1 \frac{x^p - x^q}{\ln x} \, \d x &= \int_0^1 \frac{x^p(1 - x^{q-p})}{\ln x} \, \d x \\ e^{-u} = x, \d x = -e^{-u} \d u: &&&=\int_{u=\infty}^{0} \frac{e^{-pu}-e^{-qu}}{-u} (-e^{-u})\d u \\ &&&= \int_0^\infty \frac{e^{-u}(e^{-qu}-e^{-pu})}{u} \d u \\ &&&= \int_0^\infty \frac{e^{-(1+q)u}(1-e^{-(p-q)u})}{u} \d u \\ v = (1+q)u, \d v = (1+q) \d u: &&&=\int_0^{\infty} \frac{e^{-v}(1-e^{-\left(\frac{p-q}{1+q}\right)v}}{v}\d v \\ &&&= \ln \left(1 + \frac{p-q}{1+q} \right) \\ &&&= \ln \left ( \frac{1+p}{1+q} \right) \end{align*}

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2013 Paper 2 Q12
D: 1600.0 B: 1484.0
probability Poisson distribution expectation variance exponential series hyperbolic functions conditional distribution independence

The random variable \(U\) has a Poisson distribution with parameter \(\lambda\). The random variables \(X\) and \(Y\) are defined as follows. \begin{align*} X&= \begin{cases} U & \text{ if \(U\) is 1, 3, 5, 7, \(\ldots\,\)} \\ 0 & \text{ otherwise} \end{cases} \\ Y&= \begin{cases} U & \text{ if \(U\) is 2, 4, 6, 8, \(\ldots\,\) } \\ 0 & \text{ otherwise} \end{cases} \end{align*}

  1. Find \(\E(X)\) and \(\E(Y)\) in terms of \(\lambda\), \(\alpha\) and \(\beta\), where \[ \alpha = 1+\frac{\lambda^2}{2!}+\frac{\lambda^4}{4!} +\cdots\, \text{ \ \ and \ \ } \beta = \frac{\lambda}{1!} + \frac{\lambda^3}{3!} + \frac{\lambda^5}{5!} +\cdots\,. \]
  2. Show that \[ \var(X) = \frac{\lambda\alpha+\lambda^2\beta}{\alpha+\beta} - \frac{\lambda^2\alpha^2}{(\alpha+\beta)^2} \] and obtain the corresponding expression for \(\var(Y)\). Are there any non-zero values of \(\lambda\) for which \( \var(X) + \var(Y) = \var(X+Y)\,\)?

Solution:

  1. \begin{align*} \mathbb{E}(X) &= \sum_{r=1}^\infty r \mathbb{P}(X = r) \\ &= \sum_{j=1}^{\infty} (2j-1)\mathbb{P}(U=2j-1) \\ &= \sum_{j=1}^{\infty}(2j-1) \frac{e^{-\lambda} \lambda^{2j-1}}{(2j-1)!} \\ &= \sum_{j=1}^{\infty} e^{-\lambda} \frac{\lambda^{2j-1}}{(2j-2)!} \\ &= \lambda e^{-\lambda} \sum_{j=1}^{\infty} \frac{\lambda^{2j-2}}{(2j-2)!} \\ &= \lambda e^{-\lambda} \alpha \end{align*} Since \(\mathbb{E}(X+Y) = \lambda, \mathbb{E}(Y) = \lambda(1-e^{-\lambda}\alpha) = \lambda(e^{-\lambda}(\alpha+\beta) - e^{-\lambda}\alpha) = \lambda e^{-\lambda} \beta\). Alternatively, as \(\beta + \alpha = e^{\lambda}\), \(\mathbb{E}(X) = \frac{\lambda \alpha}{\alpha+\beta}, \mathbb{E}(Y) = \frac{\lambda \beta}{\alpha+\beta}\)
  2. \begin{align*} \textrm{Var}(X) &= \mathbb{E}(X^2) - [\mathbb{E}(X) ]^2 \\ &= \sum_{odd} r^2 \mathbb{P}(U = r) - \left [ \mathbb{E}(X) \right]^2 \\ &= \sum_{odd} (r(r-1)+r)\frac{e^{-\lambda}\lambda^r}{r!} - \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \\ &= \sum_{odd} \frac{e^{-\lambda}\lambda^r}{(r-2)!}+\sum_{odd} \frac{e^{-\lambda}\lambda^r}{(r-1)!} - \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \\ &= e^{-\lambda}\lambda^2 \beta + e^{-\lambda}\lambda \alpha - \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \\ &= \frac{\lambda \alpha + \lambda^2 \beta}{\alpha+\beta}- \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \end{align*} Similarly, \begin{align*} \textrm{Var}(Y) &= \mathbb{E}(Y^2) - [\mathbb{E}(Y) ]^2 \\ &= \sum_{even} r^2 \mathbb{P}(U = r) - \left [ \mathbb{E}(Y) \right]^2 \\ &= \sum_{even} (r(r-1)+r)\frac{e^{-\lambda}\lambda^r}{r!} - \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \\ &= e^{-\lambda}\lambda^2\alpha + e^{-\lambda}\lambda \beta - \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \\ &= \frac{\lambda \beta + \lambda^2 \alpha}{\alpha+\beta}- \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \end{align*} Since \(\textrm{Var}(X+Y) = \textrm{Var}(U) = \lambda\), we are interested in solving: \begin{align*} \lambda &= \frac{\lambda \alpha + \lambda^2 \beta}{\alpha+\beta}- \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} + \frac{\lambda \beta + \lambda^2 \alpha}{\alpha+\beta}- \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \\ &= \frac{\lambda(\alpha+\beta) + \lambda^2(\alpha+\beta)}{\alpha+\beta} - \frac{\lambda^2(\alpha^2+\beta^2)}{(\alpha+\beta)^2} \\ &= \lambda + \lambda^2 \frac{(\alpha+\beta)^2 - (\alpha^2+\beta^2)}{(\alpha+\beta)^2} \\ &= \lambda + \lambda^2 \frac{2\alpha\beta}{(\alpha+\beta)^2} \end{align*} which is clearly not possible if \(\lambda \neq 0\)

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2012 Paper 3 Q4
D: 1700.0 B: 1500.0
Taylor series exponential series summation series manipulation partial fractions logarithm e constant factorial

  1. Show that \[ \sum_{n=1} ^\infty \frac{n+1}{n!} = 2\e - 1 \] and \[ \sum _{n=1}^\infty \frac {(n+1)^2}{n!} = 5\e-1\,. \] Sum the series $\displaystyle \sum _{n=1}^\infty \frac {(2n-1)^3}{n!} \,.$
  2. Sum the series $\displaystyle \sum_{n=0}^\infty \frac{(n^2+1)2^{-n}}{(n+1)(n+2)}\,$, giving your answer in terms of natural logarithms.

Solution:

  1. \begin{align*} \sum_{n=1}^{\infty} \frac{n+1}{n!} &= \sum_{n=1}^\infty \left ( \frac{1}{(n-1)!} + \frac{1}{n!} \right) \\ &= \sum_{n=0}^\infty \frac{1}{n!} + \sum_{n=1}^\infty \frac{1}{n!} \\ &= \sum_{n=0}^\infty \frac{1}{n!} + \sum_{n=0}^\infty \frac{1}{n!} - 1 \\ &= e + e - 1 \\ &= 2e-1 \end{align*} \begin{align*} \sum_{n=1}^{\infty} \frac{(n+1)^2}{n!} &= \sum_{n=1}^{\infty} \frac{n(n-1) + 3n + 1}{n!} \\ &= \sum_{n=2}^{\infty} \frac{1}{(n-2)!} + 3 \sum_{n=1}^\infty \frac1{(n-1)!} + \sum_{n=1}^\infty \frac{1}{n!} \\ &= \sum_{n=0}^{\infty} \frac{1}{n!} + 3 \sum_{n=0}^\infty \frac1{n!} + \sum_{n=0}^\infty \frac{1}{n!} -1 \\ &= 5e-1 \end{align*} \begin{align*} \sum_{n=1}^\infty \frac{(2n-1)^3}{n!} &= \sum_{n=1}^\infty \frac{8n^3-12n^2+6n-1}{n!} \\ &= \sum_{n=1}^\infty \frac{8n(n-1)(n-2)+12n^2-10n-1}{n!} \\ &= \sum_{n=1}^\infty \frac{8n(n-1)(n-2)+12n(n-1)+2n-1}{n!} \\ &= 8 e+12e+2e-(e-1) \\ &=21e+1 \end{align*}
  2. \begin{align*} \frac{n^2+1}{(n+1)(n+2)} &= \frac{n^2+3n+2-3n-1}{(n+1)(n+2)}\\ &= 1 - \frac{3n+1}{(n+1)(n+2)} \\ &= 1 + \frac{2}{n+1} - \frac{5}{n+2} \\ -\log(1-x) &= \sum_{n=1}^\infty \frac1{n}x^{n} \\ \log(2) &= \sum_{n=1}^\infty \frac{2^{-n}}{n} \\ \sum_{n=0}^\infty \frac{(n^2+1)2^{-n}}{(n+1)(n+2)} &= \sum_{n=0}^{\infty} 2^{-n} + 2 \sum_{n=0}^\infty \frac{2^{-n}}{n+1}-5 \sum_{n=0}^\infty \frac{2^{-n}}{n+2} \\ &= 2 + 2\log2-5 \sum_{n=2}^\infty \frac{2^{-n+2}}{n} \\ &= 2 + 2 \log 2 - 5 \left (2\log 2 - 2 \right) \\ &= 12-8\log2 \end{align*}

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2006 Paper 2 Q2
D: 1600.0 B: 1500.0
exponential series inequality proof by induction factorial curve sketching stationary points logarithmic function differentiation bounding estimates

Using the series \[ \e^x = 1 + x +\frac{x^2}{2!} + \frac{x^3}{3!} + \frac{x^4}{4!}+\cdots\,, \] show that \(\e>\frac83\). Show that \(n!>2^n\) for \(n\ge4\) and hence show that \(\e<\frac {67}{24}\). Show that the curve with equation \[ y= 3\e^{2x} +14 \ln (\tfrac43-x)\,, \qquad {x<\tfrac43} \] has a minimum turning point between \(x=\frac12\) and \(x=1\) and give a sketch to show the shape of the curve.

Solution: \begin{align*} && e &= 1 + 1 + \frac{1}{2!} + \frac{1}{3!} + \cdots \\ &&&> 1 + 1+ \frac12 + \frac16 \\ &&&= \frac{12+3+1}{6} = \frac83 \end{align*} \(4! = 24 > 16 = 2^4\), notice that \(n! = \underbrace{n \cdot (n-1) \cdots 5}_{>2^{n-4}} \cdot \underbrace{4!}_{>2^4} >2^n\). \begin{align*} && e &= 1 + 1 + \frac{1}{2!} + \frac{1}{3!} + \cdots \\ &&&< \frac83 + \frac{1}{2^4} + \frac{1}{2^5} + \cdots \\ &&&= \frac83 + \frac{1}{2^4} \frac{1}{1-\tfrac12} \\ &&&= \frac83 + \frac1{8} \\ &&&= \frac{67}{24} \end{align*} \begin{align*} && y &= 3e^{2x} +14 \ln(\tfrac43-x) \\ && y' &= 6e^{2x} - \frac{14}{\tfrac43-x} \\ && y'(\tfrac12) &= 6e - \frac{14}{\tfrac43-\tfrac12} \\ &&&= 6e -\tfrac{84}{5} = 6(e-\tfrac{14}5) < 0 \\ && y'(1) &= 6e^2 - \frac{14}{\tfrac43-1} \\ &&&= 6e^2 - 42 = 6(e^2-7) \\ &&&> 6(\tfrac{64}{9} - 7) > 0 \end{align*} Therefore \(y'\) changes from negative (decreasing) to positive (increasing) in our range, and therefore there is a minima in this range.

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1991 Paper 3 Q1
D: 1700.0 B: 1501.5
Taylor series partial fractions telescoping sum logarithmic series exponential series power series expansion geometric series

  1. Evaluate \[ \sum_{r=1}^{n}\frac{6}{r(r+1)(r+3)}. \]
  2. Expand \(\ln(1+x+x^{2}+x^{3})\) as a series in powers of \(x\), where \(\left|x\right|<1\), giving the first five non-zero terms and the general term.
  3. Expand \(\mathrm{e}^{x\ln(1+x)}\) as a series in powers of \(x\), where \(-1 < x\leqslant1\), as far as the term in \(x^{4}\).

Solution:

  1. \begin{align*} && \frac{6}{r(r+1)(r+3)} &= \frac{2}{r} - \frac{3}{r+1} + \frac{1}{r+3} \\ \Rightarrow && \sum_{r=1}^n \frac{6}{r(r+1)(r+3)} &= \sum_{r=1}^n \l \frac{2}{r} - \frac{3}{r+1} + \frac{1}{r+3} \r \\ &&&= \sum_{r=1}^n \frac{2}{r} - \sum_{r=1}^n \frac{3}{r+1} + \sum_{r=1}^n \frac{1}{r+3} \\ &&&= \sum_{r=1}^n \frac{2}{r} - \sum_{r=2}^{n+1} \frac{3}{r} + \sum_{r=3}^{n+2} \frac{1}{r} \\ &&& = \frac{2}{1} + \frac{2}{2} - \frac{3}{2} - \frac{3}{n+1} + \frac{1}{n+1} + \frac{1}{n+2} \\ &&& = \frac{3}{2} - \frac{2}{n+1} + \frac{1}{n+2} \end{align*}
  2. \begin{align*} && \ln (1 + x+ x^2 + x^3) &= \ln \l \frac{1-x^4}{1-x} \r \\ &&&= \ln (1-x^4) - \ln(1-x) \\ &&&= \sum_{k=1}^{\infty} -\frac{x^{4k}}{k} - \sum_{k=1}^{\infty} - \frac{x^k}{k} \\ &&&= x + \frac12x^2+\frac13x^3-\frac34x^4+\frac15x^5 + \cdots \\ &&&= \sum_{k=1}^{\infty}a_k x^k \end{align*} Where \(a_k = \frac{1}{k}\) if \(k \neq 0 \pmod{4}\) otherwise \(a_k = -\frac{3}{k}\) if \(k \equiv 0 \pmod{4}\)
  3. \begin{align*} \exp(x \ln (1+x) ) &= \exp\l x \l x-\frac12x^2+\frac13x^3-\cdots \r \r \\ &= \exp\l x^2-\frac12x^3+\frac13x^4 \r \\ &= 1 + \l x^2-\frac12x^3+\frac13x^4 \r + \frac12 \l x^2-\frac12x^3+\frac13x^4 \r^2 + \cdots \\ &= 1 + x^2-\frac12x^3+\frac13x^4 + \frac12x^4 + \cdots \\ &= 1 + x^2 -\frac12x^3+\frac56x^4+\cdots \end{align*}

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