In Problems 45–50, the indefinite integral can be found in more than one way. First use the substitution method to find the indefinite integral. Then find it without using substitution. Check that your answers are equivalent . 47. ∫ 2 x ( x 2 − 1 ) d x
In Problems 45–50, the indefinite integral can be found in more than one way. First use the substitution method to find the indefinite integral. Then find it without using substitution. Check that your answers are equivalent . 47. ∫ 2 x ( x 2 − 1 ) d x
Solution Summary: The author calculates the value of the indefinite integral by substituting u=x2-1 with respect to x.
In Problems 45–50, the indefinite integral can be found in more than one way. First use the substitution method to find the indefinite integral. Then find it without using substitution. Check that your answers are equivalent.
47.
∫
2
x
(
x
2
−
1
)
d
x
With differentiation, one of the major concepts of calculus. Integration involves the calculation of an integral, which is useful to find many quantities such as areas, volumes, and displacement.
A random variable X takes values 0 and 1 with probabilities q and p, respectively, with q+p=1. find the moment generating function of X and show that all the moments about the origin equal p. (Note- Please include as much detailed solution/steps in the solution to understand, Thank you!)
1 (Expected Shortfall)
Suppose the price of an asset Pt follows a normal random walk, i.e., Pt =
Po+r₁ + ... + rt with r₁, r2,... being IID N(μ, o²).
Po+r1+.
⚫ Suppose the VaR of rt is VaRq(rt) at level q, find the VaR of the price
in T days, i.e., VaRq(Pt – Pt–T).
-
• If ESq(rt) = A, find ES₁(Pt – Pt–T).
2 (Normal Distribution)
Let rt be a log return. Suppose that r₁, 2, ... are IID N(0.06, 0.47).
What is the distribution of rt (4) = rt + rt-1 + rt-2 + rt-3?
What is P(rt (4) < 2)?
What is the covariance between r2(2) = 1 + 12 and 13(2) = r² + 13?
• What is the conditional distribution of r₁(3) = rt + rt-1 + rt-2 given
rt-2 = 0.6?
Chapter 5 Solutions
Calculus for Business, Economics, Life Sciences, and Social Sciences - Boston U.
Finite Mathematics for Business, Economics, Life Sciences and Social Sciences
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Definite Integral Calculus Examples, Integration - Basic Introduction, Practice Problems; Author: The Organic Chemistry Tutor;https://www.youtube.com/watch?v=rCWOdfQ3cwQ;License: Standard YouTube License, CC-BY