Chapter 6: Problem 13
Evaluate the integral. $$\int_{-\pi / 4}^{0} \frac{\sin x}{\cos ^{2} x} d x$$
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Chapter 6: Problem 13
Evaluate the integral. $$\int_{-\pi / 4}^{0} \frac{\sin x}{\cos ^{2} x} d x$$
These are the key concepts you need to understand to accurately answer the question.
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The Omega function is used for risk/reward analysis of financial investments. Suppose that \(f(x)\) is a pdf on \((-\infty, \infty)\) and gives the distribution of returns on an investment. (Then \(\int_{a}^{b} f(x) d x\) is the probability that the investment returns between \(\mathrm{\)} a\( and \)\mathrm{\(b} .\) ) Let \(F(x)=\int_{-\infty}^{x} f(t) d t\) be the cumulative distribution function for returns. Then \(\Omega(r)=\frac{\int_{r}^{\infty}[1-F(x)] d x}{\int_{-\infty}^{r} F(x) d x}\) is the Omega function for the in- vestment. \(\begin{array}{lllll}\text { (a) Compute } & \Omega_{1}(r) & \text { for } & \text { the } & \text { exponential } & \text { distribution }\end{array}\) \(f_{1}(x)=2 e^{-2 x}, 0 \leq x<\infty .\) Note that \(\Omega_{1}(r)\) will be undefined \((\infty)\) for \(r \leq 0\) (b) Compute \(\Omega_{2}(r)\) for \(f_{2}(x)=1,0 \leq x \leq 1\) (c) Show that the means of \(f_{1}(x)\) and \(f_{2}(x)\) are the same and that \(\Omega(r)=1\) when \(r\) equals the mean. (d) Even though the means are the same, investments with distributions \(f_{1}(x)\) and \(f_{2}(x)\) are not equivalent. Use the graphs of \(f_{1}(x)\) and \(f_{2}(x)\) to explain why \(f_{1}(x)\) corresponds to a riskier investment than \(f_{2}(x)\) (e) Show that for some value \(c, \Omega_{2}(r) > \Omega_{1}(r)\) for \(r < c\) and \(\Omega_{2}(r)< \Omega_{1}(r)\) for \(r>c .\) In general, the larger \(\Omega(r)\) is, the better the investment is. Explain this in terms of this example.
In exercises find the partial fractions decomposition and an antiderivative. If you have a CAS available, use it to check your answer. $$\frac{3 x+5}{5 x^{2}-4 x-1}$$
In exercises find the partial lractions decomposition. $$\frac{2 x^{3}-x^{2}}{\left(x^{2}+1\right)^{2}}$$
In exercises find the partial fractions decomposition and an antiderivative. If you have a CAS available, use it to check your answer. $$\frac{3 x^{3}+1}{x^{3}-x^{2}+x-1}$$
In exercises find the partial fractions decomposition and an antiderivative. If you have a CAS available, use it to check your answer. $$\frac{4 x-2}{16 x^{4}-1}$$
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