137 problems found
Given a random variable \(X\) with mean \(\mu\) and standard deviation \(\sigma\), we define the kurtosis, \(\kappa\), of \(X\) by \[ \kappa = \frac{ \E\big((X-\mu)^4\big)}{\sigma^4} -3 \,. \] Show that the random variable \(X-a\), where \(a\) is a constant, has the same kurtosis as \(X\).
Solution: \begin{align*} &&\kappa_{X-a} &= \frac{\mathbb{E}\left(\left(X-a-(\mu-a)\right)^4\right)}{\sigma_{X-a}^4}-3 \\ &&&= \frac{\mathbb{E}\left(\left(X-\mu\right)^4\right)}{\sigma_X^4}-3\\ &&&= \kappa_X \end{align*}
Solution: \begin{align*} I_n - I_{n+1} &= \int_0^\infty \frac 1 {(1+u^2)^n}\, \d u - \int_0^\infty \frac 1 {(1+u^2)^{n+1}}\, \d u \\ &= \int_0^\infty \l \frac 1 {(1+u^2)^n}- \frac 1 {(1+u^2)^{n+1}} \r\, \d u \\ &= \int_0^\infty \frac {u^2} {(1+u^2)^{n+1}} \, \d u \\ &= \left [ u \frac{u}{(1+u^2)^{n+1}} \right]_0^{\infty} - \frac{-1}{2n}\int_0^{\infty} \frac{1}{(1+u^2)^n} \d u \tag{\(IBP: u = u, v' = \frac{u}{(1+u^2)^{n+1}}\)}\\ &= \frac{1}{2n} I_n \end{align*} \(\displaystyle I_1 = \int_0^{\infty} \frac{1}{1+u^2} \d u = \left [ \tan^{-1} u \right]_0^\infty = \frac{\pi}{2}\) as expected. We also have, \(I_{n+1} = \frac{2n(2n-1)}{2n \cdot 2n} I_n \), by rearranging the recurrence relation. Therefore, when we multiply out the top we will have \(2n!\) and the bottom we will have two factors of \(n!\) and two factors of \(2^n\) combined with the original \(\frac{\pi}{2}\) we get \[ I_{n+1} = \frac{(2n)! \pi}{2^{2n+1} (n!)^2} \] \begin{align*} J = \int_0^\infty f\big( (x- x^{-1})^2\big ) \, \d x &= \int_{u = \infty}^{u = 0} f((u^{-1}-u)^2)(-u^{-2} )\d u \tag{\(u = x^{-1}, \d u = -x^{-2} \d x\)} \\ &= \int^{u = \infty}_{u = 0} f((u^{-1}-u)^2)u^{-2} \d u \\ &= \int^{\infty}_{0} u^{-2}f((u-u^{-1})^2) \d u \\ \end{align*} Therefore adding the two forms for \(J\) we have \begin{align*} 2 J &= \int_0^\infty f\big( (x- x^{-1})^2\big ) \, \d x + \int_0^\infty x^{-2} f\big( (x- x^{-1})^2\big ) \, \d x \\ &= \int_0^\infty (1+x^{-2}) f\big( (x- x^{-1})^2\big ) \, \d x \end{align*} And letting \(u = x - x^{-1}\), we have \(\d u = (1 + x^{-2}) \d x\), and \(u\) runs from \(-\infty\) to \(\infty\) so we have: \begin{align*} \int_0^\infty (1+x^{-2}) f\big( (x- x^{-1})^2\big ) \, \d x &= \int_{-\infty}^\infty f(u^2) \, \d u \\ &=2 \int_{0}^\infty f(u^2) \, \d u \end{align*} Since both of these are \(2J\) we have the result we are after. Finally, \begin{align*} \int_0^\infty \frac {x^{2n-2}}{(x^4-x^2+1)^n} \, \d x &= \int_0^{\infty} \frac{x^{2n-2}}{x^{2n}(x^2-1+x^{-2})^n} \d x \\ &= \int_0^{\infty} \frac{x^{-2}}{((x-x^{-1})^2+1)^n} \d x \\ &= \int_0^{\infty} \frac{1}{(x^2+1)^n} \d x \tag{Where \(f(x) = (1+x^2)^{-n}\) in \(J\) integral} \\ &= I_n = \frac{(2n-2)! \pi}{2^{2n-1} ((n-1)!)^2} \end{align*}
If \(s_1\), \(s_2\), \(s_3\), \(\ldots\) and \(t_1\), \(t_2\), \(t_3\), \(\ldots\) are sequences of positive numbers, we write \[ (s_n)\le (t_n) \] to mean
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All numbers referred to in this question are non-negative integers.
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In the triangle \(ABC\), the base \(AB\) is of length 1 unit and the angles at~\(A\) and~\(B\) are \(\alpha\) and~\(\beta\) respectively, where \(0<\alpha\le\beta\). The points \(P\) and~\(Q\) lie on the sides \(AC\) and \(BC\) respectively, with \(AP=PQ=QB=x\). The line \(PQ\) makes an angle of~\(\theta\) with the line through~\(P\) parallel to~\(AB\).
A random number generator prints out a sequence of integers \(I_1, I_2, I_3, \dots\). Each integer is independently equally likely to be any one of \(1, 2, \dots, n\), where \(n\) is fixed. The random variable \(X\) takes the value \(r\), where \(I_r\) is the first integer which is a repeat of some earlier integer. Write down an expression for \(\mathbb{P}(X=4)\).
Solution: \begin{align*} && \mathbb{P}(X > 4) &= 1 \cdot \frac{n-1}{n} \cdot \frac{n-2}{n} \cdot \frac{n-3}{n} \\ && \mathbb{P}(X > 3) &= 1 \cdot \frac{n-1}{n} \cdot \frac{n-2}{n} \\ \Rightarrow && \mathbb{P}(X =4) &= \mathbb{P}(X > 3) - \mathbb{P}(X > 4) \\ &&&= \frac{(n-1)(n-2)}{n^2} \left (1 - \frac{n-3}{n} \right) \\ &&&= \frac{3(n-1)(n-2)}{n^3} \end{align*}
Starting from the result that \[ \.h(t) >0\ \mathrm{for}\ 0< t < x \Longrightarrow \int_0^x \.h(t)\ud t > 0 \,, \] show that, if \(\.f''(t) > 0\) for \(0 < t < x_0\) and \(\.f(0)=\.f'(0) =0\), then \(\.f(t)>0\) for \(0 < t < x_0\).
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A particle is projected at an angle of elevation \(\alpha\) (where \(\alpha>0\)) from a point \(A\) on horizontal ground. At a general point in its trajectory the angle of elevation of the particle from \(A\) is \(\theta\) and its direction of motion is at an angle \(\phi\) above the horizontal (with \(\phi\ge0\) for the first half of the trajectory and \(\phi\le0\) for the second half). Let \(B\) denote the point on the trajectory at which \(\theta = \frac12 \alpha\) and let \(C\) denote the point on the trajectory at which \(\phi = -\frac12\alpha\).
In this question, you may assume that, if \(a\), \(b\) and \(c\) are positive integers such that \(a\) and \(b\) are coprime and \(a\) divides \(bc\), then \(a\) divides \(c\). (Two positive integers are said to be coprime if their highest common factor is 1.)
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A small block of mass \(km\) is initially at rest on a smooth horizontal surface. Particles \(P_1\), \(P_2\), \(P_3\), \(\ldots\) are fired, in order, along the surface from a fixed point towards the block. The mass of the \(i\)th particle is \(im\) (\(i = 1, 2, \ldots\))and the speed at which it is fired is \(u/i\,\). Each particle that collides with the block is embedded in it. Show that, if the \(n\)th particle collides with the block, the speed of the block after the collision is \[ \frac{2nu}{2k +n(n+1)}\,. \] In the case \(2k = N(N+1)\), where \(N\) is a positive integer, determine the number of collisions that occur. Show that the total kinetic energy lost in all the collisions is \[ \tfrac12 mu^2\bigg( \sum_{n=2}^{N+1} \frac 1 n \bigg)\,. \]
Solution: \begin{align*} \text{COM}: && \sum_{i=1}^n im \cdot \frac{u}{i} &= \left ( km + \sum_{i=1}^n im \right) v \\ \Rightarrow && nu &= \left ( k + \frac{n(n+1)}{2} \right) v \\ \Rightarrow && v &= \frac{2nu}{2k + n(n+1)} \end{align*} If \(2k = N(N+1)\), there will be no more collisions when \(v_n > \frac{u}{n+1}\), ie \begin{align*} && \frac{u}{n+1} &<\frac{2nu}{2k + n(n+1)} \\ \Leftrightarrow && N(N+1) + n(n+1) &< 2n(n+1) \\ \Leftrightarrow && N(N+1) &< n(n+1) \\ \end{align*} Therefore \(n = N+1\) and there will be \(N+1\) collisions. The loss of kinetic energy is: \begin{align*} && \text{initial k.e.} &= \sum_{k=1}^{N+1} \frac12 im \cdot \frac{u^2}{i^2} \\ &&&= \frac12 m u^2 \left ( \sum_{k=1}^{N+1} \frac{1}{i}\right) \\ && \text{final k.e.} &= \frac12 \left ( k + \frac{(N+1)(N+2)}{2}\right)m \left ( \frac{2(N+1)u}{N(N+1)+(N+1)(N+2)} \right)^2 \\ &&&= \frac12 m u^2 \frac{2(N+1)^2}{(N+1)(2N+2)} \\ &&&= \frac12 mu^2 \\ \Rightarrow && \Delta \text{ k.e.} &= \frac12 m u^2 \left ( \sum_{k=2}^{N+1} \frac{1}{i}\right) \end{align*}
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