Appendix A: Mathematical Formulas
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Appendix A: Mathematical Formulas Logarithms Inab = \na -\-\nb', \na/b = \na— \nb; \na^=b\na Geometric Series If Irl < 1, we find that oo oo E ar^ = ; y^akr^ = r; ^=0 A:=o y^ n Z-^ 1 -r ^^ 1 -r ^=1 k=0 Limits UHospitaVs rule. Suppose that \\vOix->XQ fix) = lim;c-^A:o sM = 0* or that liirix-^xo Z^-^) = l™x^jco SM — =t^^- Then, under some conditions, we can write that y fix) ^. fix) um = hm . x-^XQ g{x) x^xo g^{x) If the functions f\x) and g\x) satisfy the same conditions as f(x) and g(x), we can repeat the process. Moreover, the constant XQ may be equal to ±oo. Derivatives Derivative of a quotient: d fix) gix)fix) - fix)g\x) = 7^ 11 gix) ^0. dx gix) g^ix) 340 Appendix A: Mathematical Formulas Remark. This formula can also be obtained by differentiating the product f(x)h(x), where/Z(A:) := l/g(x). Chain rule. If w = ^(jc), then we have: d d du , , ^fiu) = —f(u) . — = f\u)g\x) = AgixWix). dx du dx For example, if w = jc^, we calculate — exp(M^) = exp(w^)2w • 2x = 4x^ expU"*). dx Integrals Integration by parts: j udv = uv — I vdu. Integration by substitution. If the inverse function g~^ exists, then we can write that rh rd j f(x)dx = j f[g(y)]g{y)dy, where a = g(c) ^ c = g ^(a) and b = g(d) <^ d = g ^(b). For example, / e''^'dx-^=^' f 2yeydy=2yey\l-2 f e^ dy = 2e^-\-2. Jo Jo Jo In this example, y = g~\x) = x^^^ and JC = g(y) = y^. Appendix B: Quantiles of the Sampling Distributions Gaussian distribution a 0.25 0.10 0.05 0.025 0.01 0.005 0.001 0.0005 Za 0.674 1.282 1.645 1.960 2.326 2.576 3.090 3.291 Student distribution n 1 2 3 4 5 6 7 8 ^0.025,n 12.706 4.303 3.182 2.776 2.571 2.447 2.365 2.306 t0.05,n 6.314 2.920 2.353 2.132 2.015 1.943 1.895 1.860 n 9 10 15 20 25 30 40 oo tom5,n 2.262 2.228 2.131 2.086 2.060 2.042 2.021 1.960 t0.05,n 1.833 1.812 1.753 1.725 1.708 1.697 1.684 1.645 Chi-square distribution n 1 2 3 4 5 6 7 8 9 ^0.025,« 5.02 7.38 9.35 11.14 12.83 14.45 16.01 17.53 19.02 ^0.05,n 3.84 5.99 7.81 9.49 11.07 12.59 14.07 15.51 16.92 ^0.95,n 0+ 0.10 0.35 0.71 1.15 1.64 2.17 2.73 3.33 ^0.975,n 0+ 0.05 0.22 0.48 0.83 1.24 1.69 2.18 2.70 342 Appendix B: Quantiles of the Sampling Distributions Chi-square distribution (continued) n 10 15 20 25 30 40 50 100 -^0.025,M 20.48 27.49 34.17 40.65 46.98 59.34 71.42 129.56 ^0.05,^ 18.31 25.00 31.41 37.65 43.77 55.76 67.50 124.34 ^0.95,/I 3.94 7.26 10.85 14.61 18.49 26.51 34.76 77.93 3.25 6.27 9.59 13.12 16.79 24.43 32.36 74.22 ^Q.915,n Fisher distribution n 1 2 3 4 5 6 7 8 f^OX)25,n,n 647.8 39.00 15.44 9.60 7.15 5.82 4.99 4.43 f^{).i)5,n,n 161.4 19.00 9.28 6.39 5.05 4.28 3.79 3.44 n 9 10 15 20 30 60 120 oo ^0.025,/7,n 4.03 3.72 2.86 2.46 2.07 1.67 1.43 1.00 f^0X)5,n,n 3.18 2.98 2.40 2.12 1.84 1.53 1.35 1.00 Values of F().()25.^,,n2 n2\n\ 1 2 3 4 5 6 7 8 9 10 11 12 1 648 800 864 900 922 937 948 957 963 969 973 977 2 38.5 39.0 39.2 39.2 39.3 39.3 39.4 39.4 39.4 39.4 39.4 39.4 3 17.4 16.0 15.4 15.1 14.9 14.7 14.6 14.5 14.5 14.4 14.4 14.3 4 12.2 10.6 9.98 9.60 9.36 9.20 9.07 8.98 8.90 8.84 8.79 8.75 5 10.0 8.43 7.76 7.39 7.15 6.98 6.85 6.76 6.68 6.62 6.57 6.52 6 8.81 7.26 6.60 6.23 5.99 5.82 5.70 5.60 5.52 5.46 5.41 5.37 1 7 8.07 6.54 5.89 5.52 5.29 5.12 4.99 4.90 4.82 4.76 4.71 4.67 8 7.57 6.06 5.42 5.05 4.82 4.65 4.53 4.43 4.36 4.30 4.24 4.20 9 7.21 5.71 5.08 4.72 4.48 4.32 4.20 4.10 4.03 3.96 3.91 3.87 10 6.94 5.46 4.83 4.47 4.24 4.07 3.95 3.85 3.78 3.72 3.66 3.62 11 6.72 5.26 4.63 4.28 4.04 3.88 3.76 3.66 3.59 3.53 3.47 3.43 12 6.55 5.10 4.47 4.12 3.89 3.73 3.61 3.51 3.44 3.37 3.32 3.28 1 Appendix B: Quantiles of the Sampling Distributions 343 Values of Fo.o5,n 1,^2 n2\n\ 1 2 3 4 5 6 7 8 9 10 11 12 1 161 200 216 225 230 234 237 239 241 242 243 244 2 18.5 19.0 19.2 19.2 19.3 19.3 19.4 19.4 19.4 19.4 19.4 19.4 3 10.1 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.76 8.74 4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.94 5.91 5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.70 4.68 6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.03 4.00 7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.60 3.57 8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.31 3.28 9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.10 3.07 10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.94 2.91 11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.82 2.79 12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.72 2.69 Appendix C: Classification of the Exercises The list of exercises (among the multiple choice questions, problems or supplemen tary exercises) that can be done after having read each section is given below. The symbol Im (respectively Is), for example, denotes the multiple choice question (resp. supplementary exercise) no. 1 of the chapter in question. Chapter 2 2.1: Im, 6m, 12m, 19m, 32m 22: 2; 8m, 13m, 36m, 46m 23: 3, 8, 11, 18, 20; 2m, 7m, 1 Im, 14m, 15m, 21m, 24m, 29m, 34m 2.4: 1,5,24; 17m, 23m, 31m, 39m, 40m, 44m, 48m, 50m 2.5: all the others Chapter 3 3.1: - 3.2: 3m, 15m, 52m 33: 1,2,10,11,42; 4m, 16m, 28m, 34m, 35m, 36m, 53m 3.4: 12,19, 31, 34; Im, 12m, 17m, 18m, 29m, 37m, 56m, 79m 3.5: 14,27, 38; 6m, 19m, 20m, 41m, 58m, 64m, 80m 3.6: 6,35; 21m, 40m, 47m 3.7: 3, 4, 5, 7, 9, 15, 16, 17, 20, 22, 23, 25, 28, 29, 32, 37, 39, 43, 46, 47; 2m, 5m, 22m, 23m, 30m, 32m, 38m, 39m, 45m, 46m, 48m, 49m, 54m, 55m, 57m, 59m, 66m, 67m, 68m, 72m, 73m, 74m, 76m, 77m, 78m 3.8: 8,13, 18, 21, 24, 26, 30, 33, 36, 40, 41, 44, 45; 7m, 8m, 9m, 10m, 11m, 13m, 14m, 24m, 25m, 26m, 27m, 31m, 33m, 42m, 50m, 60m, 62m, 63m, 70m 3.9: 43m, 44m, 51m, 61m, 65m, 69m, 71m, 75m, 81m Chapter 4 4.1: - 4.2: 1, 2,12; 3m, 4m, 9m, 17m, 20m, 21m, 26m, 31m, 32m 43: 3,14; 10m, 22m, 33m, 40m 346 Appendix C: Classification of the Exercises 4.4:11m 4.5:4,5,19; 12m, 28m, 34m 4.6: 6, 16, 22, 24, 25, 27, 29; Im, 5m, 23m, 27m, 35m, 42m 4.7: 15, 17; 6m, 24m 4.8:7,20,21; 13m, 30m, 47m 4.9: 8, 9, 28; 7m, 18m, 29m, 36m 4.10: 16m 4.11: 10, 11, 12, 13, 18, 23,26; 2m, 8m, 14m, 15m, 19m, 25m, 37m, 38m, 39m, 41m, 43m, 44m, 45m, 46m, 48m Chapter 5 5.1: - 5.2: 3; 2m, 6m, 16m, 19m 53: 8; 3m, 11m, 14m, 23m, 27m, 29m 5.4: 1,4; lm,4m,7m, 17m, 20m, 24m, 25m, 26m, 28m, 30m 5.5: 7; 5m, 12m, 18m 5.6: 8m, 21m 5.7: 2, 5, 6; 9m, 10m, 13m, 15m, 22m Chapter 6 6.1: 1,6,8; 2m, 7m, 11m, 13m, 15m 6.2: 2,5,7; Im, 3m, 4m, 9m, 12m, 14m, 23m; Is, 2s, 4s 63: 3,4, 9; 5m, 6m, 8m, 10m, 18m, 21m, 25m, 27m 6.4: 10-19; 16m, 17m, 19m, 20m, 22m, 24m, 26m, 28m; 3s, 5s-l Is Chapter 7 7.1: 2m 7.2: Is 73:2s, 17s 7.4: 1; 14s 7.5: 3s, 5s 7.6: 2,3,4,5; Im, 4m; 4s, 6s, 7s, 9s, lis, 12s, 13s, 15s, 16s 7.7: 3m; 8s, 10s Appendix D: Answers to the Multiple Choice Questions Chapter 2 1 a; 2 d; 3 b; 4 d; 5 c; 6 c; 7 a; 8 c; 9 e; 10 c; 11 d; 12 c; 13 b; 14 a; 15 d; 16 c; 17 d; 18 c,e,b,b,c,d; 19 b,e; 20 d,c; 21 d,e; 22 d,a; 23 e,c; 24 a,b; 25 d,a; 26 b,c; 27 b,c,c,e; 28 d,a,a,c; 29 a,c,b; 30 e,b,a; 31 e,d,c; 32 b; 33 b; 34 d,c; 35 c,e,a,a; 36 c,a; 37 e,a,c,e; 38 b,d; 39 d,e; 40 c,b; 41 b,a,c,d; 42 c,e; 43 e,a; 44 d,d; 45 b,a; 46 e,c; 47 b,b; 48 d,d; 49 e,a; 50 b,d,a,e; 51 c,b,d,e.