ASV Chapters

1 - Sample Spaces and Probabilities

2 - Conditional Probability and Independence
3 - Random Variables
4 - Approximations of the Binomial Distribution
5 - Transforms and Transformations
6 - Joint Distribution of Random Variables
7 - Sums and Symmetry
8 - Expectation and Variance in the Multivariate Setting
10 - Conditional Distribution
11 - Appendix A, B, C, D, E, F
1
 Basic Calculus Review: Infinite Series

Suppose an ant starts at the left end of a 12-inch ruler, and walks to the right end.
 Basic Calculus Review: Infinite Series

Suppose an ant starts at the left end of a 12-inch ruler, and walks to the right end.
She then about-faces, and walks half the previous distance…
 Basic Calculus Review: Infinite Series

Suppose an ant starts at the left end of a 12-inch ruler, and walks to the right end.
She then about-faces, and walks half the previous distance… and continues ad
infinitum, each time reversing direction, and walking half the previous distance.
 Basic Calculus Review: Infinite Series

Suppose an ant starts at the left end of a 12-inch ruler, and walks to the right end.
She then about-faces, and walks half the previous distance… and continues ad
infinitum, each time reversing direction, and walking half the previous distance.
 Basic Calculus Review: Infinite Series

Suppose an ant starts at the left end of a 12-inch ruler, and walks to the right end.
She then about-faces, and walks half the previous distance… and continues ad
infinitum, each time reversing direction, and walking half the previous distance.
etc.

Questions: Both of these are examples of geometric series.

• What is the total distance the ant walks?

1 1 1
12  (12)  2 (12)  3 (12)   ???
2 2 2
Formal
• Where on the ruler does she “settle” eventually? generalization?
1 1 1
12  (12)  2 (12)  3 (12)   ???
2 2 2
 Basic Calculus Review: Infinite Series

Def: An infinite series of real numbers a0 , a1 , a2 , , an , is the summation


 ak  a0  a1  a2 
Note: We are usually only
 an  interested in infinite series that
k 0 converge (to a unique, finite value).
n
A finite series has the form  ak  a0  a1  a2   an . (n + 1 terms)
k 0
 n
We may thus define the infinite series as  ak  nlim

 ak , provided that the limit exists!
k 0 k 0

Example: Let a and r be any real constants.

Def: A finite geometric series has the form r is called the

r r r r common ratio
ak
n
       ar n .
k 2 3 Can this sum be expressed
a r a ar ar ar
in explicit, closed form?
k 0 ↑
first term
 Basic Calculus Review: Infinite Series

Example: Let a and r be any real constants.

Def: A finite geometric series has the form

n
Let Sn   a r k
 a  ar  ar 2
 ar 3
  ar n .
k 0
n
Then rSn   a r k 1
 ar  ar 2  ar 3   ar n  ar n1.
k 0

(1  r ) Sn  a  ar n 1
 1  r n1 
Sn  a   if r  1 Exercise: What happens if r = 1?
 1 r 
  1  r n 1

What about the infinite geometric series? S   a r n n  lim a 
k  lim S

k 0
n
 1  r 

a
1 r 
1  lim r
n 
n 1
 S  a
1 r
if and only if 1  r  1 , i.e. | r |  1
 Basic Calculus Review: Infinite Series

Suppose an ant starts at the left end of a 12-inch ruler, and walks to the right end.
She then about-faces, and walks half the previous distance… and continues ad
infinitum, each time reversing direction, and walking half the previous distance.
etc.

a
Questions: Both of these are examples of geometric series. S
1 r
• What is the total distance the ant walks?
1 1 1 12 a  12
12  (12)  2 (12)  3 (12)    24 in r 1 2
2 2 2 1 1 2

• Where on the ruler does she “settle” eventually?

1 1 1 12 a  12
12  (12)  2 (12)  3 (12)    8 in r  1 2
2 2 2 11 2
 Basic Calculus Review: Infinite Series

n  1  r n1 
ar k
 a  ar  ar  ar 
2 3
 ar  a 
n
 , r 1
k 0  1 r 
Let a  1, r  x, where x  1: Example of a polynomial
n 1 of degree n
n
1  x
 x k  1  x  x 2  x3   xn 
1 x
 Pn ( x)
k 0


a
 a r k
 a  ar  ar 2
 ar 3
  ar n  
1 r
, | r | 1
k 0

Let a  1, r  x, where | x |  1: Example of a power series


1
 x k  1  x  x 2  x3   xn  
1 x
 f ( x)
k 0
 Basic Calculus Review: Infinite Series

1  x n1
Pn ( x)   1  x  x 2  x3   x n , x  1
1 x
1
f ( x)   1  x  x 2  x3   x n  , | x |  1
1 x

1
f ( x) 
1 x
 Basic Calculus Review: Infinite Series

1  x n1
Pn ( x)   1  x  x 2  x3   x n , x  1
1 x
1
f ( x)   1  x  x 2  x3   x n  , | x |  1
1 x

1
f ( x) 
1 x
f (0)  1, P0 (0)  1

f ( x) and P0 ( x) have the

same height at x  0

P0 ( x)  1
 Basic Calculus Review: Infinite Series

1  x n1
Pn ( x)   1  x  x 2  x3   x n , x  1
1 x
1
f ( x)   1  x  x 2  x3   x n  , | x |  1
1 x

1
f ( x) 
1 x
f (0)  1, P1 (0)  1
f (0)  1, P1 (0)  1

f ( x) and P1 ( x) have the

same height and slope
at x  0
P1 ( x)  1  x
 Basic Calculus Review: Infinite Series

1  x n1 Taylor polynomials

Pn ( x)   1  x  x 2  x3   x n , x  1
1 x Taylor series
1 expansion for
f ( x)   1  x  x 2  x3   x n  , | x |  1 1
1 x f ( x) 
1 x
around x = 0
1
f ( x) 
1 x
f (0)  1, P2 (0)  1
f (0)  1, P2 (0)  1

f (0)  2, P2 (0)  2

f ( x) and P2 ( x) have the

same height, slope, and P2 ( x)  1  x  x 2
concavity at x  0
etc.
 Basic Calculus Review: Infinite Series

1  x n1 Taylor polynomials

Pn ( x)   1  x  x 2  x3   x n , x  1
1 x Taylor series
1 expansion for
f ( x)   1  x  x 2  x3   x n  , | x |  1 1
1 x f ( x) 
1 x
around x = 0
Replace x by  x in f
Taylor series
1
g ( x)   1  (  x )  (  x ) 2  (  x )3  (  x) n  , | x |  1 expansion for
1  (  x) 1
g ( x) 
1 x
around x = 0
 Basic Calculus Review: Infinite Series

1  x n1 Taylor polynomials

Pn ( x)   1  x  x 2  x3   x n , x  1
1 x Taylor series
1 expansion for
f ( x)   1  x  x 2  x3   x n  , | x |  1 1
1 x f ( x) 
1 x
around x = 0
Replace x by  x in f
Taylor series
1
g ( x)   1  x  x 2  x3   (1)n x n  , | x | 1 expansion for
1 x g ( x) 
1
1 x
Replace x by x 2 in f around x = 0
1
h( x )   1  ( x 2
)  ( x 2 2
)  ( x ) 
2 3
 ( x2 )n  , | x2 |  1 Taylor series
1 x 2
expansion for
1
h( x ) 
1  x2
around x = 0
 Basic Calculus Review: Infinite Series

1  x n1 Taylor polynomials

Pn ( x)   1  x  x 2  x3   x n , x  1
1 x Taylor series
1 expansion for
f ( x)   1  x  x 2  x3   x n  , | x |  1 1
1 x f ( x) 
1 x
around x = 0
Replace x by  x in f
Taylor series
1
g ( x)   1  x  x 2  x3   (1)n x n  , | x | 1 expansion for
1 x g ( x) 
1
1 x
Replace x by x 2 in f around x = 0
1
h( x )   1  x 2
 x 4
 x 6
  x 2n  , | x | 1 Taylor series
1 x 2
expansion for
1
h( x ) 
1  x2
around x = 0
 Basic Calculus Review: Infinite Series

1  x n1
Pn ( x)   1  x  x 2  x3   x n , x  1
1 x
1
f ( x)   1  x  x 2  x3   x n  , | x |  1
1 x
1
g ( x)   1  x  x 2  x3   (1)n x n  , | x | 1
1 x
1
h( x )   1  x 2
 x 4
 x 6
  x 2n  , | x | 1
1 x 2

1 1 2 Find the power series expansions of the left- and

Exercises:  
1  x 1  x 1  x2 right-hand sides separately, and show agreement.
1
Find the power series expansion of. f ( x)  .
(1  x) 2

x
Find the power series expansion of.  0 g (t ) dt  ln(1  x).
 Basic Calculus Review: Infinite Series

Taylor series for f(x) around x = 0 (a.k.a. Maclaurin series for f(x))

f (0) f (0) 2 f (0) 3 f ( n) (0) n

f ( x)  f (0)  x x  x   x 
1! 2! 3! n!
Recall that for any positive integer n, “n factorial” = n! = 1  2  3  …  n.
1 1 2 1 3 1 n
Others… e  1 x  x  x   x 
x
1! 2! 3! n! “binomial coefficients”
2 3 n
b b b b “combinatorial symbols”
ebx  1  x  x 2  x3   x n  Read this review document.
1! 2! 3! n!
n n n  n  n 1 n
n  0,1, 2, (1  x) n  1    x    x 2    x3    x x
1  2  3  n  1

n n  n  n 1
In general… ( x  y ) n  x n    x n 1 y    x n 2 y 2    xy  y n

1  2  n  1
[Replace x by y x in (1  x) n .] BINOMIAL THEOREM