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You will frequently deal with complicated expressions involving a large number of
additions. Often, these expressions are simplified using the summation notation.
Many students find difficulty in manipulating such expressions. The purpose of this
section is to introduce the notation to you, and to get you comfortable with it.
3.1 Definition and Rules for Sums
The uppercase sigma is used to denote summation. For an arbitrary set of
numbers {x1 , x2 ,...., xn } define
n
xi
i 1
Example 3.1.1
x1 x2 ... xn .
Example 3.1.2
1 n
xi .
n i 1
Example 3.1.3
Suppose the following payments are to be made: a1 in the first
period, a2 in the second period, and so on until an in the n th period. At a fixed
interest rate of r per period, the present value of the payments is
an
a1
a2
...
2
1 r
(1 r )
(1 r ) n
(1 ir )i .
i 1
3-1
Example 3.1.4
Economists often use an aggregate price index to track the overall
price level in an economy relative to some base year. This is usually done by tracking
a weighted average of prices of a certain set of commodities. Let
i 1,..., n
represent n commodities
q 0i
p 0i
qti
pti
i 1 p t i q 0i
n
i 1 p 0i q 0i
n
i 1 p t i q t i
n
i 1 p 0i q t i
n
Expressions using summation notation are not unique; more than one expression can
be used to represent a given sum.
Write 1 1/3 + 1/5 1/7 + 1/9 1/11 in summation notation:
Example 3.1.5
Ans:
(i)
(ai bi )
i 1
Example 3.2.1
ai bi ,
i 1
i 1
i1c
n
i 1
i 1
( xi x ) 0 , where x
i 1
n
Proof:
nc
Example 3.2.2
(ii)
( xi x )
i 1
i 1
i 1
1 n
xi .
n i 1
xi x nx nx 0
3-2
( xi x )( yi y )
Example 3.2.3
i 1
where x
( xi x ) yi
i 1
We have
i 1
1
1
xi , and y yi
n i 1
n i 1
Proof
( yi y ) xi ,
( xi x )( yi y )
i 1
i 1
i 1
( xi x ) yi ( xi x ) y
i 1
i 1
( xi x ) y y ( xi x ) 0 ,
The proof of
( xi x )( yi y )
i 1
( yi y ) xi
is similar.
i 1
i 1 2 3 ... n
i 1
n(n 1)
2
i 2 12 22 32 ... n2
i 1
n(n 1)(2n 1)
6
n
i3 13 23 33 ... n3 i
i 1
i 1
n
Arithmetic Series
n 1
i 0 (a id )
i 1 (a (i 1)d )
n
a (a d ) (a 2d ) ... (a (n 1)d )
n(n 1)d
na
2
i0 ar i i1 ar i 1
n
a ar ar 2 ... ar n 1 a
(1 r n )
,
(1 r )
3-3
a12
a22
a1n
a2 n
am1 am 2
amn
Let the total sum of these numbers be S. To get S we can first add up the rows and
then add the results,
i.e., S
j 1
j 1
a1 j a2 j
am j
j 1
aij ,
i 1 j 1
i 1
i 1
ai 1 ai 2
ai n
i 1
aij .
j 1 i 1
aij
or
i 1 j 1
aij
j 1 i 1
with the understanding that the summations are carried out from right to left, i.e.,
from the inner summation to the outer.
m
Example 3.4.1
Expand
i j 2 .
i 1 j 1
i j 2
i 1 j 1
i j 2
(1 2
m)(12 22
n2 )
i 1 j 1
i j 2
i 1 j 1
n 2
i j
i 1 j 1
(1 2
n 2
m n 2
i
j
i j
i 1 j 1
i 1 j 1
m)(12 22
n2 )
3-4
aij
i 1 j 1
aij .
j 1 i 1
We can do this only if the limits of the outer summation do not depend on the limit of
any of the inner summations.
Example 3.4.2
Suppose we have a triangular array of numbers to be expressed in
summation notation.
a11
a21
a22
am1 am 2
a mm
Example 3.4.3
notation.
a22
an,1
an,2
an,n
am,1 am,2
am,n
where n m .
Solution:
Let ai , j be the typical element in the sum. Then the first column has
j 1 , and i running from 1 to m ; the second column has j 2 , and i running from
2 to m . In general we have j running from 1 to n , for the j th column, i running
n
m
from j to m . Thus the sum is j 1 i j aij .
3-5
Exercises
1.
2.
4
i 1
2i
10
i 1
(2i 1)
b.
f.
ixi
c.
(1)i
g.
3
i 0
10
i 1
4
i 1
(i 1) xi 1 d.
10
h.
i
j 1
i 1
j 1
3.
c.
i 1
j 1 i
e.
i 1
j 1 i
f.
4.
k 1
x xj
x xj
j 1
i 1 i
x xj
i 1 i
j 1
d.
xj
x x j xi j 1 x j
j 1 i
3
i 1
j 1 i
x xj
j 1
i 1 i
x xj
x x x i 1 xi where x 13 i 1 xi
i 1 i
i 1
j 1
n
i 1
i2
b.
i 1
j i
n
i 1
i2
(x x )
n
Show that
( x x )( y
i 1
i 1
6.
b.
5.
10
(x x )x
i 1
x
i 1
nx 2
y ) xi yi n x y .
i 1
3-6
7.
8.
30
k 1
k (k 2)
b.
n
k 1
k (k 2)(k 2)
b.
c.
10
i 1
( xi x ) 0
10
10
i 1
( xi x )2 i 1 xi2 10 x 2
10
i 1
( xi x )2 i 1 ( xi x ) xi
10
If in (i) you get an answer a little different from 0, explain why this occurs.
9.
i 1
j 1
(ii)
i xj
i 1
j i
i xj
10.
Prove that
i1( xi x )( xi 1)
n
i1( xi x )( xi 10000) .
n
3-7