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BRIEF SUMMARY ON INTEGRATION AND APPLICATIONS

Techniques in integration
1) INTEGRATION BY STANDARD FORM
[f ( x)]n+1
+ C , n 1
n +1

n
f '( x)[f ( x)] dx =

1
f '( x)[f ( x)] dx = ln f ( x) + C

f '( x)e

f ( x)

dx = ef ( x ) + C

2) INTEGRATION OF RATIONAL FUNCTIONS

f ( x)
dx
g( x)

Step 1) Proper fractions? If no, do a long division.


Step 2) Check for f ' ( x ) . If yes, integrate via standard form.
Step 3) Numerator is a constant, denominator is quadratic expression? If yes, complete the square and
use MF15.
Step 4) Numerator is a linear expression, denominator is a quadratic expression? If yes, split numerator
into the form a f ' ( x ) + b and integrate via standard form.
Step 5) If denominator is cubic, most of the time we will try partial fractions.

3) INTEGRATION BY SUBSTITUTION TECHNIQUE


Step 1) Use the substitution suggested in question and differentiate the substitution and make dx the
subject.
Step 2) Change limits if it is definite integrals
Step 3) Ensure TOTAL replacement (including integrand, limits and dx).
Step 4) After TOTAL replacement, the integrand should be simpler. If not check your working.
Step 5) Integrate and change back to original variable if it is not a definite integral.

Page 1 of 1

4) INTEGRATION BY PARTS.
Step 1) u dv = uv v du
Step 2) The LIATE is just a GENERAL GUIDE to determine u and dv but it does NOT hold all the
time!
Step 3) General choice of u should be an expression that can be easily removed to make integrand
simpler.

APPLICATIONS OF INTEGRATIONS
Area of regions bounded between two curves y = f(x) and y = g(x)
Draw a rough sketch of the 2 graphs and identify the region needed carefully using the descriptions given in
the question.
y

Area of the region S (using the x-axis)

f ( x) dx
a

y = f(x)

[f ( x) g( x)] dx,
b

g( x) dx =
a

where f ( x ) g ( x ) 0 for a x b.
Or

y = g(x)

y
x = g(y)
d

Area of the region R (using y-axis)


R

x = f (y)

[ f ( y) g( y )] dy
c

c
x

Volume of solid of revolution for regions bounded between two curves


Draw a rough sketch of the graph(s) concerned and identify the region needed carefully using the
descriptions given in the question. Spot keywords on the axis of rotation. The solid obtained will be very
different.
Vol of the solid formed when the region S is rotated through 2

{
b

radians about the x-axis Vx =

y = g(x)
y = f(x)

[f ( x)] [ g( x)] dx

O
Page 2 of 2

y
x = g(y)

Vol of the solid formed when the region R is rotated through

{[f ( y)] [g( y)] } dy


d

2 radians about the y-axis Vy =

x = f (y)

Note: If the area computed is negative, we can put a modulus over the expression to ensure the numerical
value is positive.

Area or Volume solid of revolution for curves given


in the parametric form x = f() and y = g()
The technique or solving strategy to finding area or
volume of solid of revolution for curves given in
parametric form is quite similar to the idea of
substitution technique in definite integrals.
Draw a rough sketch of the graph(s) and identify the
region needed carefully using the descriptions given in
the question. Spot keywords on the axis of rotation.

Page 3 of 3

y
x = f() and y = g()

c
a

x
b

Applications of Integration Summary


1. Area under curve:
y = f (x)

Area of shaded region= f ( x)dx


a

y = f ( x)

Area of shaded region=| f ( x)dx |


a

y
b
x = g ( y)

a
O

Area of shaded region= g ( y )dy


a

b
x = g ( y)

a
x
O

Area of shaded region=| g ( y )dy |


a

2. Volume:

y = f ( x)

Volume of shaded region revolved 2 about the x axis = [ f ( x)] dx


2

y = f (x)

y=k

Volume of shaded region revolved 2 about the y = k line = [ f ( x) k ] dx


2

Volume of shaded region revolved 2 about the x axis


b

( )

= [ f ( x)] dx k 2 (b a)
2

y
b
x = g ( y)

a
O

Volume of shaded region revolved 2 about the y axis = [g ( y )] dy


2

y
b
x = g ( y)

a
O x=k

x
b

Volume of shaded region revolved 2 about the x = k line = [g ( y ) k ] dy


Volume of shaded region revolved 2 about the y axis
b

( )

= [g ( y )] dy k 2 (b a)
a

Application of differentiation
Shape of curves
dy
>0
Function is strictly increasing
dx
dy
<0
Function is strictly decreasing
dx
d2 y
Concave upwards
>0
dx 2
d2 y
Concave downwards
<0
dx 2
Tangents and Normals
dy
is the gradient of a tangent.
dx
1

What is the gradient of the normal?

dy
dx

Given a point (x1 , y1 ) and the gradient m .

What is the equation of the straight line?

Cartesian
y = f (x )

( y y1 ) = m(x x1 )
Parametric
x = f (t )
y = g (t )

Tangent

dy
= f' ( x )
dx

dy dy dt g' ( t )
= =
dx dt dx f' ( t )

Normal

1
1
=
dy f' ( x )
dx
y = mx + c

(1)

y = f ( x1 )

(2)

1 f' ( t )
=
dy g' ( t )
dx
y = mx + c
x = f (t )
y = g (t )
Assume the curves intersect at t = p , then

Intersection
between line and
curve y = mx + c

(1) = (2)
f ( x1 ) = mx1 + c
Solve for x1

the point of intersection is ( f ( p ) , g ( p ) ) .

( f ( p ) , g ( p ) ) also lies on

y = mx + c

Hence g ( p ) = m f ( p ) + c . Solve for p .

Stationary points
dy
dy
means the value of
at x = x1
dx
dx x = x1

dy
dx x = x1

Second derivative test


d2 y
dx 2 x = x

First derivative test

dy
=0
dx x=x1

Maximum

Minimum

<0

>0

dy
>0
dx x=x1

dy
<0
dx x=x1+

dy
<0
dx x=x1

dy
>0
dx x=x1+
dy
=0
dx x=x1

dy
=0
dx x=x1

dy
dx
Stationary point of
inflection

Not a valid test

dy
>0
dx x=x1+
>0
x = x1

OR
dy
dx

<0
x = x1

dy
dx

=0
x = x1

dy
<0
dx x=x1+

Note:
d2 y
1) 2
dx

= 0 does NOT mean x = x1 is a point of inflexion.


x = x1

2) For parametric equation, it is only advisable to do first derivative test.

Maximum/Minimum problem
Form the equation, eg A = f ( x )
dA
=0
Find x1 such that
dx
dA
dA
Show maximum
< 0 or minimum
> 0 or do first derivative test.
dx x = x1
dx x = x1
Some tricks
1. For showing maximum, it may be easier to show maximum for the squared expression.
2. For equations involving unknown constant, 2nd derivative test is usually easier.

Formulas for some shapes


2D Objects
Square

Circle

3D Objects
Sphere

r
l

Perimeter = 2r
2
Area = r

Perimeter = 4l
Area = l 2

Rectangle

Trapezium
h

a
h

l
Perimeter = 2(h + l )
Area = lh

b
1
Area = (a + b )h
2
Parallelogram

Triangle
h
l
1
Area = hl
2

Surface area = 4r
4 3
Volume = r
3
Hollow cylinder

Surface area = 2rh


Volume = r 2 h
Hollow cone

h
l
Area = lh

l
h

Surface Area = rl
1 2
Volume = r h
3

Rate of change
Rate of change problems usually requires the use of chain rule.
Steps
1) Identify the rate given eg

dr
dt

2) Read the question to find out what rate the question required. eg

dV
.
dt

dV dV dr
=

dt
dr dt
4) Find an equation relating the two variables. Eg V in terms of r
5) Differentiate the equation and substitute into (3)
6) Answer the questions by substituting the values into (5).
3) Apply chain rule. eg

Note:
1) For some questions you may need to apply chain rule more than once.
dr dA dr dV
=

Example:
dt dr dV dt
2) For some questions, after forming the (5) which is a differential equation, you will be
asked to solve the differential equation.

Complex )umbers Summary


1. Cartesian representation and laws:
z = x + iy Re( z ) = x , Im( z ) = y , | z |= x 2 + y 2 , z* = x iy
(i) z + z* = 2 Re( z )
(ii) z z* = 2i Im( z )
(iii) zz* =| z | 2
(iv) ( z w) = z * w * ,
(v) arg( z1 z 2 ) = arg( z1 ) + arg( z 2 )
*

z
(vi) arg 1
z2

where w is also a complex number


where < arg( z1 ) , arg( z2 )

= arg( z1 ) arg( z 2 )

)ote: If a polynomial F ( z ) = 0 has real coefficients throughout its entire


structure, then complex roots (if any) MUST occur in conjugate pairs.
2. Polar representation and laws:
z = r (cos + i sin ) ,

where r =| z |> 0 , arg(z ) = and <

De Moivres Theorem:
If z = r (cos + i sin ) , then z n = r n (cos n + i sin n )
Useful information:
(i) cos( ) = cos ; sin( ) = sin
(ii) If z = r (cos + i sin ) , then z* = r (cos i sin )
(iii) z + z* = 2r cos , z z* = 2r (i sin )
(Note in particular if r = 1 , then z* = cos i sin =

1
)
z

3. Eulers(exponential) representation and laws:


z = re i ,

where r =| z |> 0 , arg(z ) = and <

)(

(i) r1ei1 r2ei 2 = r1 r2 e i (1 + 2 )


(ii)

r1e i1
r
= 1 e i (1 2 )
i 2
r2
r2 e

( )

(iii) re i

= re in

Useful information:
(i) If z = re i , then z* = re i
(ii) ( z re i )( z re i ) = z 2 z (re i + re i ) + r 2 = z 2 2 z cos + r 2

4. Solving higher order polynomial equations:


(a) Roots of unity:
z n = 1 z n = e i ( 2 k )
2 k
i

z=e

n = 0, 1, 2, 3, .. n 1

Note: Ensure that the argument of each single individual complex root is
presented in the standard range required, ie < arg(z ) .
(b) Solving general polynomial equations:
z n = F ( z ) z n = re i ( 2 k + ) , where F (z ) has been transformed into the Eulers
representation and its argument is added to a
mandatory cycling factor 2k
2 k +
i

z=e

n = 0, 1, 2, 3, .. n 1

Note: Ensure that the argument of each single individual complex root is
presented in the standard range required, ie < arg(z ) .
5. Physical implications of multiplying one complex number by another:
Consider a complex number z = r1ei1 . If it is multiplied by another complex
number w = r2 ei 2 , then the physical effect is that of changing the length
of the cord joining z and the origin (in the Argand diagram)by a factor of r2 ,
and subsequently rotating this cord by an angle of 2 . The resultant complex
number is therefore r1 r2 e i (1 + 2 ) .
Im

zw

r1r2
Re

r1

6. Loci of various complex number constructs


(i) | z a |= b

Interpretation: Set of variable points denoted by z which are always b


units away from a fixed complex number a .
Locus: A circle centered at complex number a with radius b
Im

Re

Note: If | z a | b , then the locus shall be the entire interior of the circle
coupled with the boundary of the circle itself. Similar logic must be
applied to varying inequalities for this circular loci construct as well.
(ii) | z a |=| z b |
Interpretation: Set of variable points denoted by z which are equidistant
from two unique, fixed complex numbers a and b .
Locus: A line that bisects the cord joining complex numbers a and b
in a perpendicular fashion
Im
b

Re

a
(iii) arg( z a ) =
Interpretation: Set of variable points denoted by z which will form
an argument of around a fixed complex number a .
Locus: A line that is pivoted at a and possesses a standard argument .
Im

a
Re

From the sketch of the function, with the


help of GC.
a) Check whether there are turning
points, asymptotes.
b) Ends points must be indicated with a
solid dot if that point is included and
an open-circle if it is not included.
c) The possible - values is the range of
f

Vertical line test

Rule

Range

Exist

Extra

Usually given in question.

Domain

f at exactly one point. Therefore

y = k , ,8 R & it

Eg. Since f./# 0 + f./9 0 e, the function


one-one.

Eg. Since f./# 0 is undefined. f is not a


function.

f is not

To show not one-one, just give a counter example.

Note: Write down the values of R & .

cuts the graph of


f is one-one.

For every horizontal straight line

Horizontal line test

fg
D(

R ( D&

a
Rg

R &( R &

Note: Write down the values of R & and D(

Rfg

f(x)

Method 2
Substitute R ( as new domain of f and from the
sketch of new f find the range. For example,
R ( + 45, 67 .

Method 1
Sketch fg. From the graph, we can find the range.

Replace / in f./0 with g./0.

Functions summary

1. Let - + f./0 then f "# .-0 + /.


2. Make / the subject
3. Substitute / into f "# .-0 + /.
4. Then f "# .-0 + /, - R & .
5. Replace - with /.
Note:
Sometime, after finding the inverse, there are two
possible rules. For example . We use
D& to reject one of them.
D&

f "#
R&

To show f is not a function, just give


counter example.

Note: Write down the values of D& .

For every vertical straight line / + 8,


/ D& . It cuts the graph of f at exactly
one point. Hence f exist.

f
Usually given in question.

Always exists as long


f "# exist!

Sketch
1) R &&)* + D&)*
2) R &)*& + D&

ff "# /f "# f
D&&)* + ,&)*
D&)*& + ,&
/

Some possible advance questions.


1)

f is not one-one, restrict Df .

2) Make use of the fact that the graphs of f and f "# are reflection of each other about the line

y = x.

Sketch $ = f&'(, $ = f "# &'( and $ = ' on the same diagram. Then solve for f&'( = f "# &'(.
From the graph, we check whether that $ = f&'( and $ = f "# &'( intersect at the line $ = '. If they do, then solve for f&'( = ' or f&'( = '
rather than f&'( = f "# &'( as it is usually too complicated to be solved.
Note: not all solutions will be accepted. Check using the graphs.
3) Find g given fg and f "# , f "# fg = g, D, = D-, .
4) Find f given fg and g "# , fgg "# = f. Note that there is no way to find D- by this method unless the question gives D- .
5) Functions that involves
Important formula

x , x 0
x , x > 0
x =
or x =
x , x < 0
x , x 0
The equal sign in the inequality can be swapped at H2 level.
Example 1

f ( x) = x 2 , x
Sketching the graph

$
2
2

'

We can see that it is not one-one.


However, once we had restricted the domain of

f , there will be no need to for the

,x20 x2 ,x 2
x2
x2 =
=
( x 2 ) , x 2 < 0 x + 2 , x < 2
Hence if we restrict the domain of f to [2, 0) , then f ( x ) = x 2, x 2
Example 2

f ( x ) = x + 2 , x , x 2
g ( x ) = x 2 2, x , x < 0

fg ( x ) =

(x

2) + 2

= x2
= x
= x, x , x < 0
Note:

x 2 x unless the domain for x is given!

Graphing techniques
Some common basic graphs
Logarithmic
y = ln ( x )

Asymptote : x = 0

"
1

Exponential

y = ex

Asymptote : y = 0

Ellipse

( x x0 )

a2
Circle

( x x0 )

(subset of
ellipse)

r2

( y y0 )

r2

$ %
&"' , !' )

=1

b2

( y y0 )
+

"

=1

*
&"' , !' )

or
2
2
( x x0 ) + ( y y0 ) = r 2

Hyperbola

x2 y2

=1
a2 b2
y2 x2
=
1
b2 a 2

y2
x2
As x , 2 2
b
a

Hence asymptotes are y =

!=

b
x.
a

y 2 x2

=1
b2 a 2
y2 x2
=
+1
b2 a 2
y2
x2
As x , 2 2
b
a

b
Hence asymptotes are y = x .
a

"

!=
!

$
"
%

$
"
%

!=

$
"
%

"
$
!=

$
"
%

Note:
a) You can differentiate the two hyperbolas by finding x-y intercepts. Since one has only
x intercepts, the other only has y-intercepts.
b) You may need to do transformations for basic graphs. Example: y = ln ( x 2 ) is
obtained by translating y = ln x 2 units in the positive direction of x-axis.
Page 1 of 2

Sketching rational function y =

P ( x)
Q ( x)

P ( x)
Q ( x)
Steps to sketch the curve
1. Horizontal/Oblique asymptotes
y=

y=

P ( x)
is proper
Q ( x)

y=

P ( x)
is improper, do long division to get
Q ( x)

y = F( x) +
Horizontal Asymptotes
y=0

R ( x)
Q ( x)

y = F ( x ) is the horizontal/oblique asymptotes

2. Vertical asymptotes, solve Q ( x ) = 0


3. x-y intercepts

dy
=0
dx
5. Valid/Empty y values regions (depend on what the questions asked)
a. Form a quadratic equation in terms of x
b. Since x when sketching curves, discriminant D 0
c. Solving the inequality will give you the valid y values

4. Differentiation (find stationary points),

Note:
a) If you have the valid/empty y values, you need not do differentiation to find turning
points since the boundary of the region will be the y values of turning points.
Number of real roots for P ( x ) = 0
Given two graphs y = f ( x ) and y = g ( x ) . Equating them together
f ( x) = g ( x) f ( x) g ( x) = 0 P ( x) = 0

The number of real roots for the equation P ( x ) = 0 is the number of intersections between
the two graphs.
Type 1: y = f ( x ) and y = g ( x ) are both given. Manipulate f ( x ) = g ( x ) to form P ( x ) = 0
and conclude that since the graphs of y = f ( x ) and y = g ( x ) intersects at n points.
P ( x ) = 0 has n real roots.

Type 2: y = g ( x ) is not given. Manipulate P ( x ) = 0 to get f ( x ) = g ( x ) . Then sketch


y = g ( x) .

Type 3: (Advance) y = g ( x ) has unknown constant k , different values of k will give


different number of intersections.

Page 2 of 2

Test for Population Mean based on


Population Distribution Sample
Variance
Size
known?
(1
)

Test Statistic

Normal

Any

(2
)

Any

n 50

By CLT,

(3
)

Any

n 50

By CLT,

Normal

Small

(4
)

Yes

No

Inequalities
Methods to solve inequalities
1) Analytical method
a. Completing squares
b. Test point method
2) Graphical methods

Common types of inequalities in H2 Maths


1) Polynomial
2) Rational functions
3) Modulus functions
4) Other functions like ln x , e x , sin x
etc
5) Substitution

1) Polynomial inequalities
Example: Solve ( x 1)( x 2 ) > 0
Method 1 sketching of polynomial
curves

Method 2: Test point method


Substitute a # value into the equation in
the regions to check for sign. Eg 3 will
result in &3 % 1(&3 % 2( ) 2 * 0

#
$

%
1

Ans: { x , x < 1 or x > 2}


Sketching of polynomial curves for higher
powers

Sketching of polynomial curves with repeated


roots

Step 1) Check the sign of the highest power


of the polynomial x n
Step 2) Starts from the top right if x n is
positive and bottom right if x n is negative.
Step 3) Mark out the roots.
Step 4) The curve must cuts the roots.

Step 1) Sketch as you would for normal


polynomial curves with the repeated roots
marked out distinctively on the number line.
Step 2) Collapse the repeated roots.

Example:
y = ( x 1)( x 2 )( x 3)

Example:
2
y = ( x + 2 )( x 1) ( x 3)
Collapse
this region

%2
1

3 #

y = ( 2 x )( x + 2 )( x 1)

%2

%2
2 #

Note: Always double check the roots to see if you need to exclude the root.
2) Rational functions inequalities
Step 1: Shift all the terms to LHS/RHS
Step 2: Combine to a single fraction.
Step 3: Get rid of the denominator.
If the term can be negative, multiplied by the squared to the terms on both sides, else
multiply by that term on both sides.
Step 4: Solve as you would for a polynomial inequalities.
Step 5: Check for validity of roots.
Example: Solve

2
x + 1.
x

2
x +1
x

Step 1

2
( x + 1) 0
x
2 x ( x + 1)
0
x
2 x2 + x
0
x

(2 x

+x

(2 x

)x

Step 2

Step 3

0 x2

+x x0

Step 4

( x + 2 )(1 x ) x 0

%2

1 #
Step 5

x 2 or 0 < x 1
Note: did not include x = 0 since it will result in division by 0.

3) Modulus inequalities
There are four main methods to solve for inequalities involving modulus.
1) Use x < a a < x < a or x > a x < a or x > a if a is a positive constant.
2) Squaring both sides only if both sides are always positive
3) Graphical method
4) Substitutions.
Example: Solve x + 1 > 3x 5 . (Squaring both sides)

x + 1 > 3x 5

( x + 1) > ( 3x 5)
2
2
( x + 1) ( 3x 5) > 0
( x + 1) + ( 3x 5) ( x + 1) ( 3x 5) > 0
[ 4 x 4][ 2 x + 6] > 0
2

Ans: 1 < x < 5


Example: Solve x 2 < x 2 . (Graphical method)

, ) 2%#

, ) #, ) |# % 2|

%2

#
, )#%2

Using the GC, the # coordinates of the intersections are %2 and 1.


The y = x 2 curve is below the y = x 2 curve (in terms of , values) for 2 < x < 1 .

Note: If exact values are needed. You will need to find the intersections yourself. The graph
y = x 2 is made up of two curves: y = x 2 for x 2 and y = 2 x for x < 2 . Form the
graphs, there are intersections between y = x 2 and y = 2 x .
x2 = 2 x

( x + 2 )( x 1) = 0
x = 2 or 1
Ans: 2 < x < 1

6
< x . (Substitution)
x 1
For this question, the graphs are a bit complicated to sketch. We can simplify the problem by
substituting v = x .

Example: Solve

6
< x
x 1
6
<v
v 1
6
v < 0
v 1
6 v ( v 1)
<0
v 1
6 v2 + v
2
2
( v 1) < 0 ( v 1)
v 1
( 3 v )( v + 2 )( v 1) < 0

( v 3)( v + 2 )( v 1) > 0

%2

2 < v < 1 or v > 3


Then 2 < x < 1 or x > 3 .

, ) |#|
,)3

,)1
%3

%1

3
, ) %2

x < 3 or 1 < x < 1 or x > 3

4) Other functions like /0 1 , 31 , 450 1, etc


Graphical methods are usually used for such questions
Example: sin x < 3 cos x, x [0, ]
Step 1: Sketch y = sin x and y = 3 cos x for 0 x
Step 2: Find the x-value of the intersection point of the two graphs using GC.

Alternative to find intersection if exact values are needed

From the graph, we can see that the 2 curves intersect at one point. We will proceed to find
the intersection point.
sin x = 3 cos x
tan x = 3

x=

From the graph, y = sin x is below (in terms of y-values) the y = 3 cos x for 0 x < 1.05 or

0 x<

in exact values.

5) Substitution
Substitution type of question is usually guided. You will be asked to first solve for an
inequality. Then you will be asked to solve for another similar inequality by using a simple
substitution.
Example: Find the solution for 2 x 2 5 x 12 < 0 . Hence solve 2e 2 z 5e z 12 < 0 .
2 x 2 5 x 12 < 0

( 2 x + 3)( x 4 ) < 0

3
2

3
<x<4
2
Replace x with ev

( )

2 ev

5e v 12 < 0

2e 2 v 5e v 12 < 0
3
< ev < 4
2

, ) :;

,)4

ln 4 9
Ans: v < ln 4

,)%

3
2

Statistics Summary

PERMUTATIONS AND COMBINATIONS

PROBABILITY

The number of permutations of r objects, taken from


a set of n distinct objects without replacement is
given by
n!
n
Pr =
(n-r)!

PROBABILITY

The number of permutation of r objects, taken from a


set of n distinct objects with replacement is given by
nr

Mutually exclusive events cannot occur at the same


time. For two mutually exclusive events, E1 and E2,
P(E1 E2 )=P(E1 )+P(E2 )

The number of permutations of n distinct objects in a


circle is given by
(n-1)!

CONDITIONAL PROBABILITY

The number of possible combinations of r objects,


taken from a set of n distinct objects without
replacement is given by
n!
n
Cr =
(n-r)!r!

INDEPENDENCE

For two events A and B,


P(A B)=P(A)+P(B)-P(A B)
P(A)=P(A B)+P(A B')
MUTUAL EXCLUSIVITY

P(A|B)=

P(A B)
P(B)

Independent events are events the occurrences of


which do not influence the probability of the
occurrence of the other event.
For independent events,
P(A|B)=P(A) or P(B|A)=P(B)
P(A B)=P(A)P(B)

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Statistics Summary

RANDOM VARIABLES
For any random variable X,

CONTINUOUS RANDOM VARIABLES

The expectation, , is given by


E(X)= xP(X=x)

NORMAL DISTRIBUTI ON
For a random variable X modelled by a normal
distribution with mean and standard deviation
2
X~N(, )

and E(aXbY) = aE(X) bE(Y)


The variance is given by
Var(X)=E[(X-)2 ]= (x-) P(X=x)
2

and Var(aXbY)=a Var(X) + b Var(Y)


The standard deviation, , is given by
= Var(X)

DISCRETE RANDOM VARIABLES


BINOMIAL DISTRIBUTIO N
For a random variable X modelled by a binomial
distribution with n trials and probability of success, p
X~B(n,p)
Its probability distribution is given by
n
x
n-x
P(X=x)= Cxp (1-p)
Its mean and variance are given by
E(X) = np
Var(X) = np(1-p)
POISSON DISTRIBUTION
For a random variable X modelled by a Poisson
distribution with parameter
X~Po()
Its probability distribution is given by
e- x
P(X=x)=
x!
Its mean and variance are given by
E(X) = Var(X) =
Note also that for two Poisson random variables
X~Po(1) and Y~Po(2),
X+Y~Po(1+ 2)

STANDARD NORMAL VARIABLE


Letting X~N(,2), the standard normal variable Z is
defined as
x-
Z= ~N(0,1) and

P(Xx) = P(Z

x-
)

APPROXIMATIONS
Approximations marked are to be continuity corrected

BINOMIAL TO POISSON
For X~B(n,p)
If n is large (n > 50) and p is small (p < 0.1) such that
np < 5, then X~Po(np)
BINOMIAL TO NORMAL
For X~B(n,p)
In is large such that np > 5 and n(1-p) > 5, then
X~N(np,np(1-p))
POISSO N TO NORMAL
For X~Po()
If > 10, then X~N(, )
CONTINUITY CORRECTION
These are the ranges, for given probability
distribution
functions,
to
consider
when
approximating discrete random variables to
continuous random variables.
P(Xa)
P(X<a)
P(x=a)
P(X>a)
P(Xa)
a-1

a+1

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Statistics Summary

SAMPLING
SAMPLE MEAN

UNBIASED ESTIMATOR OF SAMPLE MEAN

The sample mean from a normal population


2
of sample size n with mean and variance
is given by
2
X~N(, )
n

For any sample size n taken from a population with an


unknown mean , the unbiased estimator of is given by
x = (x-a) + a
x=
n
n
where a is a constant

CENTRAL LIMIT THEOREM

UNBIASED ESTIMATOR OF SAMPLE VARIANCE

The central limit theorem states that, for a


non-normal population with sample size n,
2
X~N(, ) approximately, if n is large (50).
n

For any sample size n taken from a population with an


unknown mean 2, the unbiased estimator of 2 is given by
2
x 1
1
2 ( )
s2 =
x
=

(x-x)2
n-1
n n-1

2
(x-a) )
1
2 (

=
(x-a)

n-1
n

where a is a constant

HYPOTHESIS TESTING
CONDUCTING A HYPO THESIS TEST
Step 1:
Step 2:
Step 3:
Step 4:
Step 5:

State the null and alternative hypotheses H0 and H1


State the significance level,
Determine the test statistic to use and its distribution
Calculate the p-value for the test statistic
Indicate whether or not to reject H0 based on the evidence from the sample
H0 is rejected if p-value <
H0 is not rejected if p-value >

TEST STATISTICS
Normal Population
2 known
2 unknown
Sample size is large
n50
Test Statistic
Sample size is small
Test statistic

X~N(,

2
)
n

Z-test
2
X~N(, )
n
Z-test

X~N(,

s2
)
n

Z-test

Non-normal Population
2 known
2 unknown
by the CLT
by the CLT
2
s2
X~N(, )
X~N(, )
n
n
Z-test
Z-test

T~t(n-1)
t-test

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