Derivatives

Find the derivatives with the respect to \(x\) of the following.

  1. \(F(x|x\ge 0)= 1- e^{-\lambda x}\)

  2. \(F(x|b> a)= \frac{x-a}{b-a}\)

  3. \(F(x|a< x \le c\le b)=\frac{(x-a)^2}{(b-a)(c-a)}\)

  4. \(F(x| a\le c<x<b)=1-\frac{(b-x)^2}{(b-a)(c-a)}\)

Integrals

Solve the following definite and indefinite integrals

  1. \(\int_0^{10}3x^3dx\)

  2. \(\int_0^x x \lambda e^{-\lambda x}dx\)

  3. \(\int_0^.5 \frac{1}{b-a}dx\)

  4. \(\int_0^x x\frac{1}{\Gamma (\alpha) \beta ^\alpha}x^{\alpha -1}e^{-\beta x}dx\)

Hint: the last part of the equation is beginning with the gamma function is a Gamma probability distribution function. Try rearranging the terms to integrate another Gamma distribution out of the integral, as pdfs must integrate to 1.

Linear Algebra

With the following matrix, \[\mathbf{X} = \left[\begin{array}{rrr}1 & 2 & 3\\3 & 3 & 1\\4 & 6 & 8\end{array}\right]\]

  1. Invert it using Gaussian row reduction.

  2. Find the determinant.

  3. Conduct LU decomposition

  4. Multiply the matrix by it’s inverse.