233 problems found
The notation \({\lfloor } x \rfloor\) denotes the greatest integer less than or equal to the real number \(x\). Thus, for example, \(\lfloor \pi\rfloor =3\,\), \(\lfloor 18\rfloor =18\,\) and \(\lfloor-4.2\rfloor = -5\,\).
Solution:
Sketch the graph of \[ y= \dfrac1 { x \ln x} \text{ for \(x>0\), \(x\ne1\)}.\] You may assume that \(x\ln x \to 0\) as \(x\to 0\). The continuous random variable \(X\) has probability density function \[ \f(x) = \begin{cases} \dfrac \lambda {x\ln x}& \text{for \(a\le x \le b\)}\;, \\[3mm] \ \ \ 0 & \text{otherwise }, \end{cases} \] where \(a\), \(b\) and \(\lambda\) are suitably chosen constants.
Solution:
Let \[ I = \int_{-\frac12 \pi}^{\frac12\pi} \frac {\cos^2\theta}{1-\sin\theta\sin2\alpha} \, \d\theta \text{ and } J = \int_{-\frac12 \pi}^{\frac12\pi} \frac {\sec^2\theta}{1+\tan^2\theta\cos^22\alpha} \, \d\theta \] where \(0 < \alpha < \frac14\pi\,\).
Solution:
Fifty times a year, 1024 tourists disembark from a cruise liner at a port. From there they must travel to the city centre either by bus or by taxi. Tourists are equally likely to be directed to the bus station or to the taxi rank. Each bus of the bus company holds 32 passengers, and the company currently runs 15 buses. The company makes a profit of \(\pounds\)1 for each passenger carried. It carries as many passengers as it can, with any excess being (eventually) transported by taxi. Show that the largest annual licence fee, in pounds, that the company should consider paying to be allowed to run an extra bus is approximately \[ 1600 \Phi(2) - \frac{800}{\sqrt{2\pi}}\big(1- \e^{-2}\big)\,, \] where \(\displaystyle \Phi(x) =\dfrac1{\sqrt{2\pi}} \int_{-\infty}^x \e^{-\frac12t^2}\d t\,\). You should not consider continuity corrections.
Solution: The the number of people being directed towards the buses (each cruise) is \(X \sim B(1024, \tfrac12) \approx N(512, 256) \approx 16Z + 512\). Therefore without an extra bus, the expected profit is \(\mathbb{E}[\min(X, 15 \times 32)]\). With the extra bus, the extra profit is \(\mathbb{E}[\min(X, 16 \times 32)]\), therefore the expected extra profit is: \(\mathbb{E}[\min(X, 16 \times 32)]-\mathbb{E}[\min(X, 15 \times 32)] = \mathbb{E}[\min(X, 16 \times 32)-\min(X, 15 \times 32)] \) \begin{align*} \text{Expected extra profit} &= \mathbb{E}[\min(X, 16 \times 32)-\min(X, 15 \times 32)] \\ &= \mathbb{E}[\min(16Z+512, 16 \times 32)-\min(16Z+512, 15 \times 32)] \\ &= 16\mathbb{E}[\min(Z+32, 32)-\min(Z+32, 30)] \\ &=16\int_{-\infty}^{\infty} \left (\min(Z+32, 32)-\min(Z+32, 30) \right)p_Z(z) \d z \\ &= 16 \left ( \int_{-2}^{0} (z+32-30) p_Z(z) \d z + \int_0^\infty (32-30)p_Z(z) \d z \right) \\ &= 16 \left ( \int_{-2}^{0} (z+2) p_Z(z) \d z + \int_0^\infty 2p_Z(z) \d z \right) \\ &= 16 \left ( \int_{-2}^{0} zp_Z(z) \d z + 2\int_{-2}^\infty p_Z(z) \d z \right) \\ &= 16 \left ( \int_{-2}^{0} z \frac{1}{\sqrt{2\pi}} e^{-\frac12 z^2} \d z + 2(1-\Phi(2)) \right) \\ &= 32(1-\Phi(2)) + \frac{16}{\sqrt{2\pi}} \left [ -e^{-\frac12z^2} \right]_{-2}^0 \\ &= 32(1-\Phi(2)) - \frac{16}{\sqrt{2\pi}} \left ( 1-e^{-2}\right) \end{align*} Across \(50\) different runs, this profit is \[ 1600(1-\Phi(2)) - \frac{800}{\sqrt{2\pi}} \left ( 1-e^{-2}\right) \]
Two points are chosen independently at random on the perimeter (including the diameter) of a semicircle of unit radius. The area of the triangle whose vertices are these two points and the midpoint of the diameter is denoted by the random variable \(A\). Show that the expected value of \(A\) is \((2+\pi)^{-1}\).
Solution: There are \(3\) possible numbers of points on the curved part of the perimeter. \(0\): The area is \(0\) \(1\):
Solution:
Give a sketch, for \(0 \le x \le \frac{1}{2}\pi\), of the curve $$ y = (\sin x - x\cos x)\;, $$ and show that \(0\le y \le 1\,\). Show that:
Solution:
For \(x \ge 0\) the curve \(C\) is defined by $$ {\frac{\d y} {\d x}} = \frac{x^3y^2}{(1 + x^2)^{5/2}} $$ with \(y = 1\) when \(x=0\,\). Show that \[ \frac 1 y = \frac {2+3x^2}{3(1+x^2)^{3/2}} +\frac13 \] and hence that for large positive \(x\) $$ y \approx 3 - \frac 9 x\;. $$ Draw a sketch of \(C\). On a separate diagram, draw a sketch of the two curves defined for \(x \ge 0\) by $$ \frac {\d z} {\d x} = \frac{x^3z^3}{2(1 + x^2)^{5/2}} $$ with \(z = 1\) at \(x=0\) on one curve, and \(z = -1\) at \(x=0\) on the other.
Solution: \begin{align*} && {\frac{\d y} {\d x}} &= \frac{x^3y^2}{(1 + x^2)^{5/2}} \\ \Rightarrow &&\int \frac{1}{y^2} \d y &= \int \frac{x^3}{(1+x^2)^{5/2}} \d x \\ \Rightarrow && -\frac1y &= \int \frac{x^3+x-x}{(1+x^2)^{5/2}} \d x \\ &&&= \int \left ( \frac{x}{(1+x^2)^{3/2}}-\frac{x}{(1+x^2)^{5/2}} \right) \d x \\ &&&= \frac{-1}{(1+x^2)^{1/2}} + \frac{1}{3(1+x^2)^{3/2}} + C \\ &&&= \frac{1-3(1+x^2)}{3(1+x^2)^{3/2}} + C \\ &&&= \frac{-3x^2-2}{3(1+x^2)^{3/2}} + C \\ (x,y) = (0,1): &&-1 &= -\frac23 + C \\ \Rightarrow && C &= -\frac13 \\ \Rightarrow && \frac1y &= \frac{3x^2+2}{3(1+x^2)^{3/2}} + \frac13 \end{align*} \begin{align*} y &= \frac{1}{\frac13 +\frac{3x^2+2}{3(1+x^2)^{3/2}} } \\ &= \frac{3}{1+ \frac{3x^2+2}{3(1+x^2)^{3/2}}} \\ &= \frac{3}{1+ \frac{3}{x} + \cdots} \\ &\approx 3 - \frac{9}{x} \end{align*}
Show that if \(\displaystyle \int\frac1{u \, \f(u)}\; \d u = \F(u) + c\;\), then \(\displaystyle \int\frac{m}{x \, \f(x^m)} \;\d x = \F(x^m) + c\;\), where \(m\ne0\). Find:
Solution: \begin{align*} u = x^m, \d u = m x^{m-1} && \int \frac{m}{x f(x^m)} \d x &= \int \frac{m x^{m-1}}{uf(u)} \d x \\ &&&= \int \frac{1}{u f(u)} \d u \\ &&&= F(u) + c \\ &&&= F(x^m) + c \end{align*}
In this question, you may use the result \[ \displaystyle \int_0^\infty \frac{t^m}{(t+k)^{n+2}} \; \mathrm{d}t =\frac{m!\, (n-m)!}{(n+1)! \, k^{n-m+1}}\;, \] where \(m\) and \(n\) are positive integers with \(n\ge m\,\), and where \(k>0\,\). The random variable \(V\) has density function \[ \f(x) = \frac{C \, k^{a+1} \, x^a}{(x+k)^{2a+2}} \quad \quad (0 \le x < \infty) \;, \] where \(a\) is a positive integer. Show that \(\displaystyle C = \frac{(2a+1)!}{a! \, a!}\;\). Show, by means of a suitable substitution, that \[ \int_0^v \frac{x^a}{(x+k)^{2a+2}} \; \mathrm{d}x = \int_{\frac{k^2}{v}}^\infty \frac{u^a}{(u+k)^{2a+2}} \; \mathrm{d}u \] and deduce that the median value of \(V\) is \(k\). Find the expected value of \(V\). The random variable \(V\) represents the speed of a randomly chosen gas molecule. The time taken for such a particle to travel a fixed distance \(s\) is given by the random variable \(\ds T=\frac{s}{V}\). Show that \begin{equation} \mathbb{P}( T < t) = \ds \int_{\frac{s}{t}}^\infty \frac{C \, k^{a+1} \, x^a}{(x+k)^{2a+2}}\; \mathrm{d}x \tag{\( *\)} \end{equation} and hence find the density function of \(T\). You may find it helpful to make the substitution \(\ds u = \frac{s}{x}\) in the integral \((*)\). Hence show that the product of the median time and the median speed is equal to the distance \(s\), but that the product of the expected time and the expected speed is greater than \(s\).
Solution: \begin{align*} && f(x) &= \frac{C \, k^{a+1} \, x^a}{(x+k)^{2a+2}} \\ \Rightarrow && 1 &= \int_0^{\infty} f(x) \d x \\ &&&= \int_0^{\infty} \frac{C \, k^{a+1} \, x^a}{(x+k)^{2a+2}} \d x \\ &&&= Ck^{a+1} \int_0^{\infty} \frac{x^a}{(x+k)^{2a+2} }\d x \\ &&&= Ck^{a+1} \frac{a!(2a-a)!}{(2a+1)!k^{2a-a+1}} \\ &&&= C \frac{a!a!}{(2a+1)!} \\ \Rightarrow && C &= \frac{(2a+1)!}{a!a!} \end{align*} \begin{align*} && I &= \int_0^v \frac{x^a}{(x+k)^{2a+2}} \d x\\ u = k^2/x, \d x = -k^2u^{-2} \d u: &&&= \int_{u = +\infty}^{u = k^2/v} \frac{k^{2a}u^{-a}}{(k^2u^{-1} +k)^{2a+2}}(-k^2u^{-2}) \d u \\ &&&= \int_{u = +\infty}^{u = k^2/v} \frac{k^{2a-2a-2}u^{2a+2-a}}{(k +u)^{2a+2}}(-k^2u^{-2}) \d u \\ &&&= \int_{ k^2/v}^{\infty} \frac{u^{a}}{(k +u)^{2a+2}} \d u \\ \end{align*} At the median we want a value \(M\) such that \(M = k^2/M\) ie \(M = k\) \begin{align*} && \mathbb{E}(V) &= \int_0^{\infty} x f(x) \d x \\ &&&= \frac{(2a+1)!k^{a+1}}{a!a!} \int_0^{\infty} \frac{x^{a+1}}{(x+k)^{2a+2}} \d x \\ &&&= \frac{(2a+1)!k^{a+1}}{a!a!} \frac{(a+1)!(2a-(a+1))!}{(2a+1)!k^{2a-(a+1)+1}}\\ &&&= \frac{k^{a+1}}{a!} \frac{(a+1)(a-1)!}{k^{a}} \\ &&&= \frac{k(a+1)}{a} = \frac{a+1}a k \end{align*} \begin{align*} && \mathbb{P}(T < t) &= \mathbb{P}(\frac{s}{V} < t) \\ &&&= \mathbb{P}(V > \frac{s}{t}) \\ &&&= \int_{s/t}^{\infty} f(x) \d x \\ &&&= \int_{s/t}^{\infty} \frac{C \, k^{a+1} \, x^a}{(x+k)^{2a+2}} \d x \\ \\ \Rightarrow && f_T(t) &= \frac{\d}{\d t} \left ( \mathbb{P}(T < t)\right) \\ &&&= \frac{\d}{\d t} \left ( \int_{s/t}^{\infty} \frac{C \, k^{a+1} \, x^a}{(x+k)^{2a+2}} \d x \right) \\ &&&= - \frac{C \, k^{a+1} \, \left ( \frac{s}{t} \right)^a}{(\frac{s}{t}+k)^{2a+2}} \cdot \left (-\frac{s}{t^2} \right) \\ &&&= \frac{Ck^{a+1}s^{a+1}t^{2a+2}}{t^{a+2}(s+kt)^{2a+2}} \\ &&&= \frac{C(ks)^{a+1}t^a}{(s+kt)^{2a+2}} \\ &&&= \frac{C(\frac{s}{k})^{a+1}t^a}{(\frac{s}{k}+t)^{2a+2}} \end{align*} Therefore \(T\) follows the same distribution, but with parameter \(s/k\) rather than \(k\). In particular it has median \(s/k\) (and the product of the medians is \(s\)). However, the product of the expected time and expected speed is \(\frac{a+1}{a} k \frac{a+1}{a} \frac{s}{k} = \left ( \frac{a+1}{a} \right)^2s > s\)
The square bracket notation \(\boldsymbol{[} x\boldsymbol{]}\) means the greatest integer less than or equal to \(x\,\). For example, \(\boldsymbol{[}\pi\boldsymbol{]} = 3\,\), \(\boldsymbol{[}\sqrt{24}\,\boldsymbol{]} = 4\,\) and \(\boldsymbol{[}5\boldsymbol{]}=5\,\).
Solution:
Differentiate \(\sec {t}\) with respect to \(t\).
Solution: \[\frac{\d}{\d t} \left ( \sec t \right) = \frac{\sin t }{\cos^2 t} = \sec t \tan t \]
Evaluate \(\int_0^{{\pi}} x \sin x\,\d x\) and \(\int_0^{{\pi}} x \cos x\,\d x\;\). The function \(\f\) satisfies the equation \begin{equation} \f(t)=t + \int_0^{{\pi}} \f(x)\sin(x+t)\,\d x\;. \tag{\(*\)} \end{equation} Show that \[ \f(t)=t + A\sin t + B\cos t\;, \] where \(A= \int_0^{{\pi}}\,\f(x)\cos x\,\d x\;\) and \(B= \int_0^{{\pi}}\,\f(x)\sin x\,\d x\;\). Find \(A\) and \(B\) by substituting for \(\f(t)\) and \(\f(x)\) in \((*)\) and equating coefficients of \(\sin t\) and \(\cos t\,\).
Solution: \begin{align*} && I &= \int_0^\pi x \sin x \d x \\ &&&= \left [ -x \cos x \right]_0^\pi + \int_0^{\pi} \cos x \d x \\ &&&= \pi \\ \\ && J &= \int_0^\pi x \cos x \d x \\ &&&= \left [ x \sin x \right]_0^\pi - \int_0^\pi \sin x \d x \\ &&&= -2 \end{align*} \begin{align*} && f(t) &= t + \int_0^\pi f(x) \sin (x+t) \d x \\ &&&= t + \int_0^\pi f(x) \left ( \sin t \cos x + \cos t \sin x \right) \d x \\ &&&= t + \sin t \int_0^{\pi} f(x) \cos x \d x + \cos t \int_0^{\pi} f(x) \sin x \d x \\ \\ && A &= \int_0^\pi (x + A \sin x + B \cos x) \cos x \d x \\ &&&= -2+ \frac{\pi}{2} B \\ && B &= \int_0^{\pi} (x + A \sin x + B \cos x ) \sin x \d x \\ &&&= \pi + \frac{\pi}{2} A \\ \Rightarrow && (A,B) &= (-2,0) \end{align*}
Sketch the graph, for \(x \ge 0\,\), of $$ y = kx\e^{-ax^2} \;, $$ where \(a\) and \(k\) are positive constants. The random variable \(X\) has probability density function \(\f(x)\) given by \begin{equation*} \f(x)= \begin{cases} kx\e^{-ax^2} & \text{for \(0 \le x \le 1\)}\\[3pt] 0 & \text{otherwise}. \end{cases} \end{equation*} Show that \(\displaystyle k=\frac{2a}{1-\e^{-a}}\) and find the mode \(m\) in terms of \(a\,\), distinguishing between the cases \(a < \frac12\) and \(a > \frac12\,\). Find the median \(h\) in terms of \(a\), and show that \(h > m\) if \(a > -\ln\left(2\e^{-1/2} - 1\right).\) Show that, \(-\ln\left(2\e^{-1/2}-1\right)> \frac12 \,\). Show also that, if \(a > -\ln\left(2\e^{-1/2} - 1\right) \,\), then $$ P(X > m \;\vert\; X < h) = {{2\e^{-1/2}-\e^{-a}-1} \over 1-\e^{-a}}\;. $$
Solution: