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Tomoki FUJII
4. Let f (x) = x2 + ln x for x > 0. Find f 0 (x) and f 00 (x). At what value
of x is f (x) maximized? Find the maximum value of f (x).
5. You throw two balanced dice. Let X be the sum of the numbers the
dice are displaying after the throw. Find P (X = 2). Answer in a
fraction in the lowest terms.
6. (Continued from previous question) What are E[X] and E[max(X, 10)]?
Answer in a fraction in the lowest terms.
7. Write 1.1111 in the form of a fraction in the lowest terms. Notice
that this number can be considered as a sum of a geometric sequence.
8. a = 0.1010101 . . . can be considered as a sum of a geometric sequence.
What are the initial value and common ratio of the sequence? Write a
in a fraction in the lowest terms.
1
1
, (1+i)
9. Consider a sequence 1, 1+i
2 , . . . , for i > 0. What is the sum S of
this sequence?
These problems are provided for you to practice on your own. You do not need to
submit what you did. In the actual quiz, you should expect about five questions.
1
2
3
4
5
6
1/21 2/21 3/21 4/21 5/21 6/21
x
P (X = x)
1 2
3
4 5 6
0 1/4 1/3 1/4 0 1/6
23. What are E[X] and E[X 2 ]? Answer in a fraction in the lowest terms.
24. Suppose you throw two balanced dice. Let X be the product of the
numbers the dice are displaying after the throw. Find P (X = 4) and
E[X]. Answer in a fraction in the lowest terms.
Answers
1. b = 0.0727272 = 0.072 + 0.00072 + 0.0000072 + . Thus, it can be
considered as a sum of a geometric sequence with initial value a = 0.072
0.072
4
and common ratio r = 0.01. b = 10.01
= 55
.
2. b = 1.0101010101 = 1 + 0.01 + 0.0001 + . Thus, it can be considered as a sum of a geometric sequence with initial value a = 1 and
1
common ratio r = 0.01. r = 10.01
= 100
.
99
3. f 0 (x) = 2e2x + 2ex . Solving f 0 (x) = 0, we haveex = 1 or x = 0. The
maximum is f (0) = 0.
4. f 0 (x) = x + x1 and f 00 (x) = 1
maximum is f (1) = 1/2.
1
.
x2
10t
t=0
1
1 101
10
=
10 1
10
=
9
=
10. E[X] = 0 21 + 2 14 + 6
1
4
= 2. E[X 2 ] = 02 21 + 22 41 + 62
1
4
= 10.
f 0 (x) = 2xex
0 x2
00
f (x) = (2x) e
= 2e
x2
+ 2x e
+ (2x)2 ex
= (4x2 + 2)ex
x2
0
6
X
xP (X = x)
x=1
= 1 P (X = 1) + 2 P (X = 2) + + 6 P (X = 6)
7
1
= (1 + 2 + + 6) =
6
2
6
X
E[X 2 ] =
x2 P (X = x)
x=1
2
= 1 P (X = 1) + 22 P (X = 2) + + 62 P (X = 6)
1
91
= (12 + 22 + + 62 ) =
6
6
Now, let Z = max(X, Y ). Z = 1 when X = 1 and Y = 1. Thus
1
P (Z = 1) = P (X = 1&Y = 1) = 36
. Likewise, P (Z = 2) = P (X =
3
1&Y = 2) + P (X = 2&Y = 2) + P (X = 2&Y = 1) = 36
, and
P (Z = 3) = P (X = 1&Y = 3) + P (X = 2&Y = 3) + P (X = 3&Y =
5
3) + P (X = 3&Y = 2) + P (X = 3&Y = 1) = 36
.
7
9
Verify P (Z = 4) = 36
, P (Z = 5) = 36
and P (Z = 6) = 11
. There36
3
5
7
9
1
+4 36
+5 36
+6 11
= 161
.
fore, E[max(X, Y )] = E[Z] = 1 36 +2 36 +3 36
36
36
x(bx)
that f 0 (x) > 0 if and only if 0 < x < 2b and f 0 (x) < 0 if and only
if 2b < x < b. Thus, f 0 (x) takes a maximum at x = 2b . Thus, the
maximum of f (x) is f ( 2b ) = 2b .
15. Taking the derivative of x, we have g 0 (x) = ex + 2ex 3 = ex (ex
1)(ex 2). Since ex > 0, g 0 (x) = 0 if and only if ex is equal to 1 or 2.
g 0 (x) < 0 if and only if 1 < ex < 2, or 0 < x < ln 2. Similarly, g 0 (x) > 0
if and only if x < 0 or x > ln 2. So, you can verify that x = 0 is a local
maximum, and x = ln 2 is a local minimum by drawing the graph of
g(x). Therefore, g(x) is maximized on [ln2, ln 2] when x = 0. Thus,
the maximum is g(0) = 1.
From the preceding argument, it is not necessary to check the second
order condition. However, to show that the second order condition
allows you to identify whether g(x) = 0 is held at a local minimum or
a local maximum, lets us check the second order condition. g 00 (x) =
ex 2ex = ex (e2x 2). Hence, g 00 (x) < 0 if and only if x < ln22 , and
g 00 (x) > 0 if and only if x > ln22 . So, g(x) is locally concave around
x = 0, and thus g(x) takes a local maximum around x = 0, and a local
minimum at x = ln 2.
To find the minimum, we compare the values of g(x) at x = ln 2
and x = ln 2. Since g( ln 2) = 7/2 + 3 ln 2 1.421, and g(ln 2) =
13 ln 2 1.079, the minimum occurs at x = ln 2 and the minimum
is 7/2 + 3 ln 2.
-1
-0.5
-ln 2
0.5
1
ln 2
-0.5
-1
1-3ln 2
-7/2+3ln 2
-1.5
-2
max
X,Y
s.t. pX + qY = I
ln X + (1 ) ln(I pX)q 1 .
I
p
and Y =
IpX
q
(1)I
.
q
2
18. P (Xis an even number) = P (X = 2) + P (X = 4) + P (X = 6) = 21
+
4
6
4
+
=
.
E[X]
=
1P
(X
=
1)+2P
(X
=
2)+3P
(X
=
3)+4P
(X
=
21 21
7
1
4
9
16
25
36
91
13
4) + 5 P (X = 5) + 6 P (X = 6) = 21 + 21 + 21 + 21 + 21 + 21 = 21 = 3
e
.
x2