AS AM distillate Kim

6/7/2013 11:16 PM
Probability laws
Complementary event
The complementary even A of an event A is defined as
P(A
i
) = 1 -P(A)

Addition Law
P(A U B) = P(A) +P(B) -P(A r B)
P(A U B U C) = P(A) +P(B) +P(A) -P(A r B) -P(B r C) -P(C r A) +P(A r B r C)

Note: (1) P(A r B r C) is added at the end.

Conditional probability
P(B|A) =
P(A r B)
P(A)

Note: (1) P(B|A) = P(B|A) +P(B|A
i
).

Independence
Definition: Two events A and are independent of each other if and only if
P(A r B) = P(A)P(B)

Theorem: Two events A and are independent of each other if and only if
P(B|A) = P(B) oi equivaently, P(A|B) = P(A)

Mutually exclusive
Theorem: Two events A and are mutually exclusive of each other if and only if
P(A r B) = u

Note: (1) Two events A and are mutually exclusive of each other if and only if
P(A U B) = P(A) +P(B)

Law of total probability
Theorem: If A
1
, A
2
, ., A
n
are mutually exclusive and exhaustive, then
P(B) = P(B|A
1
) +P(B|A
2
) ++P(B|A
n
)

Bayes' theorem
Theorem: Let A1, A2, ... , An be a set of mutually exclusive events that together form the sample space S.
Let B be any event from the same sample space, such that P(B) > 0. Then,
P(A
k
|B) =
P(A
k
r B)
P(A
I
r B)
n
I=1

AS AM distillate Kim
6/7/2013 11:16 PM
Probability distribution
The probability distribution describes the probability of different events. It can be represented by a list, a graph,
a table of a mathematical formula.

Probability mass function
Definition: The probability mass function (discrete probability function) is a function that allocates
probabilities to all the distinct values x
1
, x
2
, . that the discrete random variable can take. It
can be written as a table or a function.

Note: (1) When a p.m.f. is represented by a graph, dots are present instead of continuous lines.

Probability density function
Definition: The probability density function of a continuous random variable is a function that allocates
the probabilities to all the ranges of values that the random variable can take.

Note: (1)
( ) = ()

(2)
f(x)ux

-
= 1
(3) () v e
(4) ( = ) =
(5) ( < ) = ( < < ) = ( < ) = ( )

Distribution function
Definition: The distribution function (cumulative distribution function) is defined as
F(t) = P(X t)

Note: (1) For a discrete random variable,
F(t) = f(x)
x<t

(2) For a continuous random variable,
F(t) = f(x)ux
t
-

(3) In the case of discrete random variable, F(t) is a step-function


AS AM distillate Kim
6/7/2013 11:16 PM
Expectation (or mean)
Definition: Given a random variable X with a probability distribution f(x), the expectation (or mean) of X,
denoted by E(X), X

oi is defined by
E(X) =
`
1
1
1
1 x f(x)
aII x
x f(x)ux

-

,for discrete X

,for continuous X

Note: (1) If N - ,then fi/N- P(X = x
I
) = x
m
- E(X) wheie x
m
is the sample mean
(2) A game is fair if E(X)=0
(3) If y=ax+b, E(Y)=aE(X)+b

Population mean
=
x
1
+x
2
++x
N
N

Sample mean
x =
x
1
+x
2
++x
n
n

for a discrete frequency distribution taking values x
1
, x
2
, ., x
n
with corresponding frequency f
1
, f
2
, .f
n
, the
mean is
x =
f
1
x
1
+f
2
x
2
++f
n
x
n
f
1
+f
2
++f
n

Note: (1) In general, x =
Mean deviation
mean ueviation =
|X
I
-|
N
I=1
N

Population variance

2
=
(x
I
-)
2
N
N
I=1

Sample variance
S
2
=
(x
I
- x)
2
n - 1
n
I=1

Note: (1) Sample variance is defined like this such that it is an unbiased estimator for population
variance.


AS AM distillate Kim
6/7/2013 11:16 PM
Variance
vai(X) = E|(x - )
2
]
It can be expanded as
vai(X) = E(X
2
) - E(X)
2


If the random variable X is continuous with probability density function p(x),
vai(X) = (x -)
2
p(x)ux
where
= xp(x)ux
and where the integrals are definite integrals taken for x ranging over the range of X.
Properties for linear transformation of random variables
vai(aX +b) = a
2
vai(X)
The variance of a finite sum of uncorrelated random variables is equal to the sum of their variances. This stems
from the identity:
vai(X +Y) = vai(X) +vai(Y) +2Cov(X, Y)
vai(aX +bY) = a
2
vai(X) +b
2
vai(Y) +2abCov(X, Y)
and that for uncorrelated variables covariance is zero.

AS AM distillate Kim
6/7/2013 11:16 PM
Combinations and permutations
Permutation of all objects
Definition: The different groups in which a given collection of objects can be arranged by varying their
order in every possible way are called the permutation or arrangements of the objects taken
all at a time.

Theorem: The number of permutations of n distinct objects which are all taken is denoted
by
P
n
n
= n!

Theorem: The number of permutations of n objects of which p1 are alike of one kind, p2 are alike of one
kind, p3 are alike of one kind, , is given by
n!
p
1
! p
2
! p
3
! .
, wheie p
1
+p
2
+p
3
+ = n

Permutation of some objects from the population
Theorem: The number of permutations of n distinct objects taken r at a time is denoted by
P
r
n
= n(n -1)(n -2) .(n -i +1) =
n!
(n -i)!


Theorem: The total number of permutations is the individual permutation in different cases that is
P
totaI
= P
casc1
+P
casc2
+

Corollary: The total number of permutations of n different objects, taken not more than r at a time,
when anyone of the n objects may be repeated is given by
n +n
2
+n
3
++n
r
=
n(n
r
-1)
n -1

Combination
Definition: A combination is the arrangement of objects without reference to the order of the
arrangement in the group.

Theorem: The number of combinations of n distinct objects taken r at a time is denoted by
[
n
i
= C
r
n
=
n!
i! (n -i)!

Note: (1)
[
n
i
+[
n
i +1
= _
n +1
i +1
]
Theorem: The total number of combinations is the individual permutation in different cases that is
C
totaI
= C
casc1
+C
casc2
+
AS AM distillate Kim
6/7/2013 11:16 PM
Binomial distribution
Bernoulli distribution
Definition: An independent repetition of an experiment which has just two possible outcomes is called a
Bernoulli trial.

Theorem: The Bernoulli probability function f(x) of a Bernoulli random variable X is given by
f(x) = P(X = x) = p
x
(1 -p)
1-x
foi x = u,1


Note: (1) f(x) is a function that can represent the probability of successful and not successful events in
just one expression.
(2) p must be a constant for each Bernoulli distribution.
(3) The Bernoulli random variable attains only two values 0 and 1 and is a random variable since
f(x)
aII x
= P(X = u) +P(X = 1) = 1

Theorem: The mean and variance of X are given by
E(X) = p anu vai(X) = p(1 -p)

Binomial distribution
Theorem: The Binomial probability function f(x) of a Binomial random variable X is given by
f(x) = P(X = x) = [
n
x
p
x
(1 -p)
n-x


Note: (1) The probability distribution of X is called is Binomial distribution with parameters n and p,
and is denoted by B(n, p)
(2) The experiment consists of n independent Bernoulli trials.
(3) f(x) is the probability of obtaining exactly x success in n independent Bernoulli trials.
(4) The mean and variance of X are given by
E(X) = np anu vai(X) = np(1 -p)
(tricky proof, do it in reverse direction)
AS AM distillate Kim
6/7/2013 11:16 PM

Normal distribution
Normal distribution
If the random variable X is in N(,
2
), then the mean and variance of X are given by
E(X) = anu vai(X) =
2


Note: (1) The bell-shaped curve of the normal distribution is symmetric about .
(2) The flatness of a normal curve is determined by the value of .
(3) Z is in a standard normal distribution if Z is in N(0,1) with p.d.f. f(z).
(4) P(Z>0)=P(Z<0)=1/2

Theorem: Let the random variable in N(,
2
).
If z = (x -), then Z is in N(0,1)

Note: (1) P(X<x)=P(Z<(x -))
(2) Approximation from normal table:
P(u < z < b) = P(u < z < a
1
) +(b -a
1
)(a
2
-a
1
)P(a
1
< z < a
2
)

Normal approximation to Binomial distribution
Theorem: If X is a Binomial variable with parameters n and p, then for large n and p not too small
nor large, then
X is approximately in N(np, np(1-p))

Note: (1) Since X is discrete, when it is to be approximated by a normal distribution which is
continuous, a continuity correction is needed.
P(X = a) = P(a -u.S < X < o +u.S)
= P(
a -u.S -np
np(1 -p)
< Z <
a +u.S -np
np(1 -p)

P(a < X < b) = P(a +u.S < X < b -u.S)
P(A X b) = P(a -u.S < X < b +u.S)

Linear combinations of independent normal variables
Theorem: If X and Y are two independent normal variables such that X is in N(
1
,
1
2
) and Y is in
N(
1
,
2
2
), then
aX _bY is in N(a
1
_b
2
, a
2

1
2
+b
2

1
2
)
There isnt any combination of Binomial variables as the Binomial distribution always refers to one sample.

AS AM distillate Kim
6/7/2013 11:16 PM
Statistical inference
Sampling distribution
Theorem: If {x
1
, x
2
, ., x
n
] is a random sample of size n from N(,
2
), then the statistic
x =
1
n
x
I
n
I=1

is in
N(,

2
n
)

NOTE: (1) This distribution of x is called the sampling distribution of means with n as the
standard error of the mean

Sample proportion???
Point estimation???
Pooled estimates
2-7 THM 4 (1)(2)
Interval estimation
Definition: A B% confidence interval (a,b) is defined such that P(a < < b) = B1uu, which is the
probability that the unknown lies in this interval is B/100.

NOTE: (1) The construction of the confidence interval is based on the sample values of unbiased
estimator for predicting the value of an unknown parameter.
(2) The population must be normal and
2
must be known
(3) When
2
is unknown with n large enough, the sample variance S
2
can be used as an
estimator for
2
.

Confidence interval for the sample mean
Since P(-z
2
< z < z
2
) =

1uu
foi z in N(u,1)
We have P_-z
2
<
x -
n
< z
2
_ =

1uu

Bence the inteival _x -z
2

n
, x +z
2

n
] is calleu the % confiuence inteival foi

NOTE: (1) The confidence interval enable us to locate an unknown population men with a certain
probability.
(2) To find the C.I. for with higher probability, the interval becomes longer. To shorten the
confidence interval, we become less confident about the location of .

AS AM distillate Kim
6/7/2013 11:16 PM

C.I. for sample proportion???

Hypothesis testing
Two-end test
Procedure:
(1) B
0
: =
0

(2) B
1
: =
0

(3) Compute the z -scoie, z =
x-
n

(4) Choose z
2
such that P(z < -z
2
oi z > z
2
) = , where is the level of significance
(5) If |z| z
2
, B
0
is not iejecteu. 0theiwise, B
0
is iejecteu.

(6) The decision rule is
Reject B
0
if x <
0
-z
2

n
oi x >
0
+z
2

n

One-end test
Take one example to illustrate,
(1) B
0
:
0

(2) B
1
: >
0

(3) Compute the z -scoie, z =
x-
n

(4) Choose z
2
such that P( z > z

) =
(5) B
0
is iejecteu if z > z

. B
0
is not iejecteu if z z

(6) The decision rule is
Reject H_0 if x >
0
+z

n

2-17 remarks 5.5



NOTE: (1) P(B
0
is iejecteu |B
0
is tiue) =
(2) The choice of z is subjective
(3) If z lies in the critical region, B
0
is rejected. If z lies in the acceptance region, B
0
is not
rejected
(4)
z =
x -
n
is calleu the test statistic
: one-end vs two-end


AS AM distillate Kim
6/7/2013 11:16 PM
Differential equations






Differential equations
First order
Variable separable
333333esults
Linear DE
-----------------
exact DE

First order homogeneous DE
-----------------
Second order
Second order linear DE which is homogeneous
Second order linear DE which is non-homogeneous
AS AM distillate Kim
6/7/2013 11:16 PM

1. Ordinary differential equations in first order
1.1. Variable separable
A variable separable first order DE is in the form:
g(y)uy = f(x)ux
Then the solution is
g(y)uy = f(x)ux
NOTE: (1) Dont forget the arbitrary constant.

1.2. Linear DE
A first order linear DE is in the form:
uy
ux
+P(x)y = Q(x)
To solve it, multiply both siues by a integiating factoi e
p(x)dx

e
p(x)dx
_
uy
ux
+P(x)y] = e
p(x)dx
Q(x)
u
ux
(e
p(x)dx
y) = e
p(x)dx
Q(x)
e
p(x)dx
y = e
p(x)dx
Q(x) ux
y = e
-p(x)dx
_e
p(x)dx
Q(x) ux_
If the right-hand integral is a definite one, then
y]
a
b
= e
-p(x)dx
_ e
p(x)dx
Q(x)
b
a
ux_

The Bernoullis equation
uy
ux
+P(x)y = y
n
Q(x)
y
-n
uy
ux
+y
1-n
P(x) = Q(x)
1
1 -n
u(y
1-n
)
ux
+y
1-n
P(x)
= Q(x)
1
1 -n
uu
ux
+u P(x) = Q(x)
where u = y
1-n



AS AM distillate Kim
6/7/2013 11:16 PM
1.3. Solution of exact DE in first order
The DE:
J(x, y)ux +J(x, y)uy = u is exact
iff + U(x, y) such that uU(x, y) = J(x, y)ux +J(x, y)uy (result of product rule)
iff
oJ
oy
=
oJ
ox


The solution is in the form U(x, y) = C

1.4. First order homogeneous DE
is homogeneous iff (zx, zy) = z
n
(x, y)
The DE:
Jy
Jx
=
H(x, y)
N(x, y)

is homogeneous
iff _
H, N aie homogeneous
H, N have the same uegiee

1. Use the substitution y = :x
2. Transform
d
dx
= 0(y, x) - : +x
d
dx
= (:. x)

NOTE: (1) If
Jy
Jx
=
ox +by +c
px +qy +r
,
Then use the substitution x = u +b, y = : +k where
_
ob +bk +c = u
pb +qk +c = u

J:
Ju
=
J(: +k)
J(u +b)
=
ou +b: +(ob +bk +c)
pu +q: +(pb +qk +c)




AS AM distillate Kim
6/7/2013 11:16 PM
2. Ordinary differential equations in second order
2.1. ~
Form:
u
2
y
ux
2
= f(x)
Solution:
y = _f(x) ux_ ux
2.2. ~
Form:
y'' = f(y)
Solution: multiplying both sides by 2y yields
2y' y
ii
= 2y
i
f(y)
u
ux
(|y
i
]
2
) = 2y
i
f(y)
|y
i
]
2
= |2y
i
f(y)]ux
|y
i
]
2
= 2f(y)uy
uy
ux
= 2f(y)uy
which is a variable separable DE

2.3. Second order linear DE which is homogeneous
A second order linear DE which is homogeneous is in the form:
a
u
2
y
ux
2
+b
uy
ux
+cy = u
The equation a
2
+b +c = u is called the characteristic equation (auxiliary equation)

Case (1) The characteristic equation has two distinct real roots
1
anu
2

The general solution is
y = Ae

1
x
+Be

2
x


Case (2) The characteristic equation has a repeated root
The general solution is
y = (A +Bx)e
x


Case (3) The characteristic equation has a pair of complex root p _qi
AS AM distillate Kim
6/7/2013 11:16 PM
By using Eulers formula in Case(1), the general solution is
y = e
px
(Acos qx +Bsinqx)

2.4. Second order linear DE which is non-homogeneous with constant coefficients
Given the non-homogeneous equation
a
u
2
y
ux
2
+b
uy
ux
+cy = f(x)
Let y = y
p
be the particular solution which depends on f(x)
The solution y = y
c
of the homogeneous DE a
d
2
y
dx
2
+b
dy
dx
+cy = u is called the complementary solution.
The general solution of the non-homogeneous equation is y = y
c
+y
p


Case (1) When f(x) is a polynomial
(a) y
p
= A
n
x
n
+A
n-1
x
n-1
++A
1
x +A
0

If 0 is not a root of the characteristic equation.
(b) y
p
= x(A
n
x
n
+A
n-1
x
n-1
++A
1
x +A
0
)
If 0 is a root of the characteristic equation.

Case(2) When f(x) = ke
tx

(a) y
p
= Ae
tx

If t is not a root the characteristic equation, or t is equal to the real part of the
complex root the characteristic equation.
(b) y
p
= Axe
tx

If t is one of the distinct real roots of the characteristic equation.
(c) y
p
= Ax
2
e
tx

If t is the double root of the characteristic equation.

Case(3) When f(x) = k cos px
(a) y
p
= Acos px +Bsinpx
If y
c
does not contain cos px oi sinpx.
(b) y
p
= x(Acos px +Bsinpx)
If y
c
contains cos px oi sinpx.

Case(4) When f(x) is a linear combination of a polynomial, e
tx
, cos px , oi sinpx, the particular
solution of each form is form separately. Then
y
p
= y
p1
+y
p2
+y
p3
+y
p4



NOTE: (1) In case (1b), if the characteristic equation has 0 as a root, then
a
u
2
y
ux
2
+b
uy
ux
= f(x)
superposition??
AS AM distillate Kim
6/7/2013 11:16 PM
If y
p
= P(x) only, after differentiation, uegiee of LBS = n -1 = n = uegiee of RBS.
(2) In case (2b), if t is a root and y
p
= Ae
tx
only, after differentiation, LHS=0.

2.5. Reducible second order DE

Case (1)
If F_y,
uy
ux
,
u
2
y
ux
2
_ = u ie. x uoex not occui in the BE, oi
F_x,
uy
ux
,
u
2
y
ux
2
_ = u ie. y uoex not occui in the BE, then use the subsitutions
uy
ux
= p anu
u
2
y
ux
2
=
up
ux
=
up
uy
uy
ux
= p
up
ux


Case(2) Use the substitution suggested in the problem.
Also use the following two formulae
(a)
uy
ux
=
uy
uz

uz
ux

(b)
u
2
y
ux
2
=
uy
uz

u
2
z
ux
2
+
u
2
y
uz
2
_
uz
ux
]
2




miss picture of results??
AS AM distillate Kim
6/7/2013 11:16 PM
Numerical method

IMPORTANT
NOTE To show that an answer is in correct to at least n decimal places, it is equivalent to prove
|eiioi| <
1
2
1u
-n


Numerical method
Interpolation
(reclaiming the shape of a unknow function)
Lagrange Interpolating Polynomial
Given a set of (x
i
, f(x
i
)) , interpolate from these results
Taylors Expansion
Reclaim the shape of a function about a certain point
uses derivatives
Substitution
let p(x)=a
n
x
n
+ a
n-1
x
n-1
++
0

Approximating an integral
Trapezoidal rule
Simpsons Rule
Other Integration
(invented by the author of the exam paper)
Getting a numerical solution
Fixed-point iteration
Newtons Method
Secant method
absorbed into Method of False Position
The method of false position
AS AM distillate Kim
6/7/2013 11:16 PM
1. Lagrange Interpolating Polynomial (L.I.P.)
2.6. first degree L.I.P p1(x) (straight line)
Given (x0, f(x0)) and (x1, f(x1))
By two points form:
p
1
(x) -f(x
0
)
x -x
0
=
f(x
1
) -f(x
0
)
x
1
-x
0

After arranging terms, we shall get:
p
1
(x) = f(x
0
)
x -x
1
x
0
-x
1
+f(x
1
)
x -x
0
x
1
-x
0

2.7. secondary degree L.I.P p2(x) (quadratic polynomial)
Given (x0, f(x0)), (x1, f(x1)) and (x2, f(x2))
p
1
(x) = f(x
0
)
(x -x
1
)(x -x
2
)
(x
0
-x
1)
(x
0
-x
2)
+f(x
1
)
(x -x
0
)(x -x
2
)
(x
1
-x
0)
(x
1
-x
2)
+f(x
2
)
(x -x
0
)(x -x
1
)
(x
2
-x
0)
(x
2
-x
1)

NOTE This formula frequently appear in HKALE. Candidates better acquaint themselves with this formula.
2.8. n
th
degree L.I.P.
Given (n+1) points : (xi, f(xi)) for i=0,1,2,,n
Let L
I(x)
=
(x-x
1
)(x-x
2
).(x-x
-1
)(x-x
+1
).(x-x
n
)
(x

-x
1
)(x

-x
2
).(x

-x
-1
)(x

-x
+1
).(x

-x
n
)

The required n
th
degree L.I.P.
p
n
(x) = f(x
I
)L
I(x)
n
I=0

NOTE for the interpolation of third degree polynomial, it is advised to let p
3
(x) = ax
3
+bx
2
+cx +u and
solve for the coefficients. Questions about interpolation of 4
th
degree L.I.P do not frequently appear in HKALE.
2.9. error of Lagrange Interpolating Polynomial
The error at any value t e |x
0
, x
n
] using p(x) as an approximation to f(x) :
E(t) = f(t) -p
n
(t) = _
u foi t = x
0
, x
1
, x
2
, ., x
n
(t)
(n +1)!
f
(n+1)
() , otheiwise

where (t) = (t -x
0
)(t -x
1
) .(t -x
n
)
NOTE Rigorously, the interval for should be open as the formula is derived with mean value theorem.

is not frequently required to be solved. Instead, the bounds for E(t) or |E(t)| is frequently required.
depends on the choice of x, ie. the "" is distinct in E(1) and E(2).


graph
AS AM distillate Kim
6/7/2013 11:16 PM
In L.I.P., it is required to prove
b
1
f(a) b
2

0se |f(t) -p(t)| = |E(t)| =
(t)
(n+1)!
f
(n+1)
()
M (t)
(b+1)!

Condition:
i. Limits for f
(n+1)
() is given, or
ii. f(x) is given, to be differentiate by candidates

To prove p(x)=q(x)+(x-x1) (x-x2)(x-xn)r(x) for some i(x) e R|x]
It is advised to show (x-x1) (x-x2)(x-xn) is a factor of p(x)-q(x)
Usually p(x) is the new polynomial to be found; q(x) is the approximated polynomial; q(x)=f(x) and (x-x1)
(x-x2)(x-xn)=0 at x1, x2,xn

2. Taylors Expansion (T.E.)
2.10. Taylors Expansion for f(x) about the point x=a up to x
n
is in the form:
p
n
(x) = f(a) +
f
(1)
(a)
1!
(x -a) +
f
(2)
(a)
1!
(x -a)
2
++
f
(n)
(a)
n!
(x -a)
n

wheie f(x) = p
n
(x) +R
n
(x)
2.11. error of Taylors Expansion
R
n
(x) =
f
(n+1)
()
(n +1)!
(x -a)
n+1

where lies between the opened interval between a and x
R
n
(x) is the remainder term(or error term) used to estimate(compensate) the terms after the x
n
term which
are not included.
NOTE In some exam questions, it is defined that p(x) =
I(x)
g(x)
Candidates are required to prove p(a) =
g(a), p
i
(a) = g
i
(a), p
ii
(a) = g
ii
(a), namely. While p(x) is complicated, working out p
i
(a) and p
ii
(a) is tedious.
However g
i
(a) and g'
i
(a)which are simpler can replace p(a) and p(a) when finding Taylors Expansion for
p(x) about x=a.
ABSOLUTE CAUTION: There should be constraints for f(x) and g(x), say
+ h(x) e R|x] f(x) = |g(x)]
2
+x
3
h(x)

the remainder estimation theorem
If +N such that |f
(n+1)
()| N, then
R
n
(x) _N
(x -a)
n+1
(n +1)!
_
A proof of Taylors Theorem f(x) = p
n
(x) +R
n
(x) is on Thomas Calculus P.818
graph
AS AM distillate Kim
6/7/2013 11:16 PM
3. Trapezoidal Rule
2.12. ordinary Trapezoidal Rule
(proved by integrating an L.I.P.)
f(x)ux =
1
2
b
a
h|f(a) +f(b)]
wheie h = b -a
2.13. error of ordinary Trapezoidal Rule
E
T
=
-(b -a)
3
12
f
ii
()
wheie e (a, b)
2.14. composite Trapezoidal Rule
(obtained from sum of results of ordinary Trapezoidal Rule)
I =
1
2
h|f(x
0
) +f(x
n
) +2 f(x
I
)
n-1
I=1
]
wheie h =
b-a
n

n = no. of sub-intervals
no. of points given
NOTE (n+1) points are given.
2.15. error of composite Trapezoidal Rule
eoiioi = exact value -estimateu value
E
T
=
-(b -a)
3
12n
2
f
ii
()
wheie e (a, b)
NOTE When the curve concave upwards, the result is over-estimated and vice versa.

A proof is on Thomas Calculus P.606

4. Simpsons Rule
2.16. ordinary Simpsons Rule
f(x)ux
x
2
x
1
=
1
S
h|f(x
0
) +4f(x
1
) +f(x
2
)]
NOTE The above formula is better to be memorized as Simpsons Rule for more than 3 points is not frequently
required.

graph
graph
AS AM distillate Kim
6/7/2013 11:16 PM
2.17. error of ordinary Simpsons Rule
E
s
=
-(b-a)
S
180(21)
4
f
(4)
() =
-(b-a)
S
180
f
(4)
() where e |a, b]
2.18. composite Simpsons Rule
f(x)ux
x
2
x
1
=
1
S
h|f(x
0
) +4 f(x
2r+1
)
N-1
r=0
+2 f(x
2r
)
N-1
r=1
+f(x
2N
)]

odd points even points

NOTE There are (2N+1) points and 2N subintervals. A quadratic curve is drawn on every 2 subintervals.
The function is being partitioned by {a= x0, x1, x2,,xn=b} in to 2N sub-intervals (must be even) of equal length
h = (b -a)(2N)
2.19. error of composite Simpsons Rule
E
s
=
-(b -a)
5
18u(2N)
4
f
(4)
(()
wheie e (a, b)
Or
|E
s
| = _
N
9u
h
5
f
(4)
(()_ = |
b -a
18u
h
4
f
(4)
(()|
wheie ( e (a, b)
The proof is on Thomas Calculus P.610
5. Fixed-point iteration
It is used to solve equations of the form E: x-g(x)=0
2.20. theorem:
Suppose g(x) ,not x-g(x) satisfies:
(1)g(x) is continuous and differentiable on the interval [a,b]
(2)g(x) e |a, b], vx e |a, b]
(3)m = max
xe|a,b]
|g
i
(x)| < 1
Then for any choice of x e |a, b], the sequence{x
n
], generated by
x
n+1
= g(x
n
)
for n 1, converges to a point i e |a, b]
Convergent cases for ___

Convergent cases for ___

special case : for g(x)=1/kx, it forms a loop x
2
= g(x
1
) = x
0

Graph miss chan 4-3
graph miss
chan 4-2
AS AM distillate Kim
6/7/2013 11:16 PM
2.21. method
1. Rearrange the equation E: f(x)=0 in the form x=g(x), where g(x) is the iteration function
2. Use the initial value x0, obtain a sequence of x1, x2,, xn such that xn is very close to r by substituting them
in the formula x
n+1
= g(x
n
)
3. Then a fixed point r is obtained such that i = g(i)
IMPORTANT NOTE
In changing f(x)=0 to x-g(x)=0(NOT f(x) to x-g(x)), choose g(x) smartly
example: f(x)=2x-1
g(x)=3x-1 fails
g(x)=(2x+1)/4 works
2.22. error of fixed-point iteration
E
n
= |x
n
-i|
i
n
1 -i
|x
1
-x
0
|
foi some i such that g
i
(x) i < 1 vx e I
where E
n
is the error of the n
th
approximation Xn

NOTE
The formula for error may not need to be memorized. There are several formulae. Candidates are required to
derive the formula by using either Taylors Expansion with degree zero g(x) = g(x) +g
ii
(()(x -s)or Mean
Value Theorem. Please notice that Taylors Expansion has a similar structure with Mean Value Theorem when
the degree is zero.
e.g. start by |x
n
-i| = |g(x
n-1
) -g(i)| and use mean value theorem
NOTE When using calculator, x0 is initially inserted into Ans. After setting up a function in Ans, press [Ans]
one time(doing x1=g(x0)), the value for x1 arises. i.e. press n times, xn appears.
NOTE When r is the root of E1:x-g(x)=0 is stated in the question, candidates should bear in mind that
r=g(r).
NOTE To show E1 : x-g(x)=0 has exactly one root in x e |a, b], show that
i. f(a)f(b)<0 (positive at one end and negative at the other end)
ii. f(x) increasing/decreasing (not necessarily to have strictly increasing/decreasing. A normal function do
not satisfy f(x)=0 for a continuous range of x.
If f(x) has an extreme point within the interval, check it more carefully and adjust the argument to fit the
requirement.

AS AM distillate Kim
6/7/2013 11:16 PM
6. Newtons Method
2.23. theorem
To solve f(x)=0, use the formula
x
n+1
= x
n
-
f(x
n
)
f
i
(x
n
)

where the initial point x0 is given
The Newtons Method is a special case of the fixed-point iteration with the iteration function g(x) = x -
I(x)
I'(x)

2.24. error of Newtons Method
c = |x
n+1
-i|
1
2
_
f
ii
(()
f
i
(x
n
)
_ |x
n
-i|
2

where( e (x, x
n
)
1. Consider Taylors expansion about x=r up to degree one with error consideration.
2. g'(i) =
|f'(i)f''(i)]
|f'(i)']
2

7. Secant method
2.25. theorem
To solve f(x)=0, use the formula
x
n+1
= x
n
-f(x
n
)
x
n
-x
n-1
f(x
n
) -f(x
n-1
)

where the slope of the secant replaced the slope of the tangent f (x) in Newtons Method
=
x
n-1
f(x
n
) -x
n
f(x
n-1
)
f(x
n
) -f(x
n-1
)

NOTE Please notice the relationship of the numerator and the denominator.
NOTE The formula cannot be used with the replay function in calculators. Candidates have to do it on their own
or by means of calculator program.

NOTE Secant method has not appeared in HKALE since 1993(2009) as secant method is absorbed into the
method of false position and the manipulation in secant method is heavy. Also, the method of false position has
a higher convergent rate. Therefore, secant method is not frequently asked alone.

Kims method (should not be used in exam papers)
Use a pair of x
0
, x
1
which are close in secant method to approximate the tangent line (simulation of Newtons
method). The convergent rate of this simulation should be faster than that of the ordinary secant method.

AS AM distillate Kim
6/7/2013 11:16 PM
8. The method of false position (Regula Falsi Method)
2.26. theorem
To solve f(x)=0, use the formula
x
n+1
= x
n
-f(x
n
)
x
n
-x
n-1
f(x
n
) -f(x
n-1
)

=
x
n-1
f(x
n
) -x
n
f(x
n-1
)
f(x
n
) -f(x
n-1
)

NOTE Please notice the relationship of the numerator and the denominator.
NOTE The formula cannot be used with the replay function in calculators. Candidates have to do it on their own
or by means of calculator program.
NOTE The method of false position combines the features from the bisection method and the secant method.
The bisection method is effective but not efficient as it converges slowly.
2.27. method
1. Show that a root r of the equation y=f(x) lies in the interval [x0,x1]
2. Compute xn according to the formula x
n+1
=
x
n-1
I(x
n
)-x
n
I(x
n-1
)
I(x
n
)-I(x
n-1
)
where n=1,2,
3. If f(xn+1) and f(xn) are of different signs, put xn-1=xn+1, otherwise xn=xn+1
NOTE The above statement may be difficult to be absorbed. It could be understood as when f(xn+1) is positive,
replace xn or xn+1 whose function value is positive and vice versa .
4. If | xn+1-xn|<error tolerance, then r= xn+1, otherwise increase n by 1 and repeat steps(2) and (3) until |
xn+1-xn|<error tolerance.
NOTE ---------------------(bracket not converges to zero??)