Chapter 6: Problem 30
Evaluate the integrals. $$\int_{0}^{2} x^{2} \sqrt{x^{2}+9} d x$$
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Chapter 6: Problem 30
Evaluate the integrals. $$\int_{0}^{2} x^{2} \sqrt{x^{2}+9} d x$$
These are the key concepts you need to understand to accurately answer the question.
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In exercises find the partial fractions decomposition and an antiderivative. If you have a CAS available, use it to check your answer. $$\frac{4 x-2}{16 x^{4}-1}$$
In exercises find the partial fractions decomposition and an antiderivative. If you have a CAS available, use it to check your answer. $$\frac{1}{x^{3}+4 x}$$
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.
Find all values of \(p\) for which \(\int_{0}^{1} \frac{1}{x^{p}} d x\) converges. For these values of \(p,\) show that \(\int_{0}^{1} \frac{1}{x^{p}} d x=\int_{0}^{1} \frac{1}{(1-x)^{p}} d x\)
Find out if your CAS has a special command (e.g., APART in Mathematica) to do partial fractions decompositions. Also, try \(\int \frac{x^{2}+2 x-1}{(x-1)^{2}\left(x^{2}+4\right)} d x\) and \, \(\int \frac{3 x}{\left(x^{2}+x+2\right)^{2}} d x.\)
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