Means and Improper Integration

Dr. Tran Thai-Duong

Room #513

December 24, 2012

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 1 / 22

Lorentz curves

For 0 ≤ x ≤ 1, L(x) is the percentage of total

income earned by a group of lowest-paid people.
The proportion of this group over the whole
community is x.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 2 / 22

Lorentz curves

For 0 ≤ x ≤ 1, L(x) is the percentage of total

income earned by a group of lowest-paid people.
The proportion of this group over the whole
community is x.
Properties of Lorentz curves
1. L is increasing.
2. L(0) = 0, L(1) = 1, L(x) ≤ x.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 2 / 22

Gini Index
L(x) = x is the ideal case of complete equality in
the distribution of income. The closer the Lorentz
curve is to the line y = x, the more equitable the
distribution of income.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 3 / 22

Gini Index
L(x) = x is the ideal case of complete equality in
the distribution of income. The closer the Lorentz
curve is to the line y = x, the more equitable the
distribution of income. Gini index, denoted GI
(index of income inequality), may be computed by
Area(R1)
GI =
Area(R2)
Z 1
=2 (x − L(x))dx
0
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 3 / 22
Examples

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 4 / 22

Average Value
Average of a function f on an interval [a, b] is
Z b
1
AVG = f (x) dx
b−a a

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 5 / 22

Average Value
Average of a function f on an interval [a, b] is
Z b
1
AVG = f (x) dx
b−a a
Examples. f (x) = sin x, average on [0, π] is
Z π
1 1 2
sin xdx = (− cos π + cos 0) =
π−0 0 π π

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 5 / 22

Average Value
Average of a function f on an interval [a, b] is
Z b
1
AVG = f (x) dx
b−a a
Examples. f (x) = sin x, average on [0, π] is
Z π
1 1 2
sin xdx = (− cos π + cos 0) =
π−0 0 π π
Examples. f (x) = sin x, average on [0, 2π] is
Z 2π
1 1
sin xdx = (− cos 2π + cos 0) = 0
2π − 0 0 2π
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 5 / 22
Examples

Average value of f (x) = x on [a, b] is

Z b
1 b 2 − a2 a+b
x dx = =
b−a a 2(b − a) 2

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 6 / 22

Examples

Average value of f (x) = x on [a, b] is

Z b
1 b 2 − a2 a+b
x dx = =
b−a a 2(b − a) 2
Average value of g (x) = x 2 on [a, b] is
Z b
1 2 b 3 − a3 a2 + ab + b 2
x dx = =
b−a a 3(b − a) 3

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 6 / 22

Mean Value Theorem
If f is continuous on [a, b], then there exists a
value c ∈ [a, b] such that
Z b
1
f (c) = f (x) dx
b−a a

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 7 / 22

Mean Value Theorem
If f is continuous on [a, b], then there exists a
value c ∈ [a, b] such that
Z b
1
f (c) = f (x) dx
b−a a
Proof. Let F be an anti-derivative of f , then by
Newton-Leibnitz theorem and Lagrange theorem,
we have c ∈ [a, b] such that
Z b
1 F (b) − F (a)
f (x)dx = = F 0(c) = f (c)
b−a a b−a
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 7 / 22
QUIZ
1. Find Gini Index for the Lorentz function
L(x) = 0.7x 2 + 0.3x
2. Find the average value over [0, ln 3] of
e x − e −x
f (x) = x
e + e −x
3. For all x ≥ 0, the average value of R(x) over
[0, x] is equal to x. Find R(x) for all x ≥ 0.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 8 / 22

Improper Integrals

Z b Z t
f (x)dx = lim f (x)dx, s, t ∈ (a, b)
a s→a,t→b s

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 9 / 22

Improper Integrals

Z b Z t
f (x)dx = lim f (x)dx, s, t ∈ (a, b)
a s→a,t→b s
Example. For p < −1,
Z ∞ Z t
x p dx = lim x p dx
1 t→∞ 1

t p+1 − 1 1
= lim =−
t→∞ p + 1 p+1
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 9 / 22
Example

Similarly, for p > −1,

Z 1 Z 1
x p dx = lim x p dx
0 t→0+ t

1 − t p+1 1
= lim =
t→0+ p + 1 p+1

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 10 / 22

Comparison Theorem
Rb
Suppose 0 ≤ f (x) ≤ g (x). If a f (x)dx is
Rb
infinite, then a g (x)dx is also infinite.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 11 / 22

Comparison Theorem
Rb
Suppose 0 ≤ f (x) ≤ g (x). If a f (x)dx is
Rb
infinite, then a g (x)dx is also infinite. If
Rb Rb
a g (x)dx is finite, a f (x)dx is also finite, and
Z b Z b
0≤ f (x)dx ≤ g (x)dx
a a

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 11 / 22

Comparison Theorem
Rb
Suppose 0 ≤ f (x) ≤ g (x). If a f (x)dx is
Rb
infinite, then a g (x)dx is also infinite. If
Rb Rb
a g (x)dx is finite, a f (x)dx is also finite, and
Z b Z b
0≤ f (x)dx ≤ g (x)dx
a a
Example. The area under the bell curve is
Z ∞ Z −1 Z ∞
−x 2 2dx 2dx
A= e 2 dx < 2
+ 2 + 2
=6
−∞ −∞ x 1 x
x −x 2 2
because ∀x > 0, e > x and e 2 < .
x 2December 24, 2012
Dr. Tran Thai-Duong (IU HCMC) Means 11 / 22
The Bell curve

Z ∞ Z −1  
2 2 1
dx = dx = 2 1 − lim =2
1 x2 −∞ x2 t→∞ t

Z 1 Z 1
−x 2
e 2 dx < dx
−1 −1

=2

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 12 / 22

Probability and Density function
The probability that variable X ∈ [a, b] is
Z b
P(a ≤ X ≤ b) = f (x)dx ∈ [0, 1]
R∞ a
where f (x) ≥ 0 and −∞ f (x)dx = 1.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 13 / 22

Probability and Density function
The probability that variable X ∈ [a, b] is
Z b
P(a ≤ X ≤ b) = f (x)dx ∈ [0, 1]
R∞ a
where f (x) ≥ 0 and −∞ f (x)dx = 1.
Example. Given the density function

0.006x(10 − x) x ∈ [0, 10]
f (x) =
0 x∈/ [0, 10]
Z 8
P(4 ≤ X ≤ 8) = 0.006 (10x − x 2)dx = 0.544
4
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 13 / 22
Exponential Density Function
Waiting times and equipment failure times are
commonly modeled by exponentially decreasing
density functions

0 if t < 0
f (t) =
ce −ct if t ≥ 0

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 14 / 22

Exponential Density Function
Waiting times and equipment failure times are
commonly modeled by exponentially decreasing
density functions

0 if t < 0
f (t) =
ce −ct if t ≥ 0
Z ∞ Z x
f (t)dt = lim ce −ct dt
−∞ x→∞ 0

= lim 1 − e −cx = 1
 
x→∞

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 14 / 22

Mean
Z ∞
µ= tf (t)dt
−∞

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 15 / 22

Mean
Z ∞
µ= tf (t)dt
−∞
Example. Given an exponential density functionf ,
Z ∞ Z x
µ= tf (t)dt = lim cte −ct dt
−∞ x→∞ 0
 Z x 
x
lim −te −ct 0 + e −ct dt

x→∞ 0
−cx
 
1 − e 1
= lim −xe −cx + =
x→∞ c c
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 15 / 22
Example
Suppose the average waiting time is 5 minutes, so

0 if t < 0
f (t) =
0.2e −0.2t if t ≥ 0

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 16 / 22

Example
Suppose the average waiting time is 5 minutes, so

0 if t < 0
f (t) =
0.2e −0.2t if t ≥ 0
(a) The probability that the waiting time ≤ 1
Z 1
P(0 ≤ T ≤ 1) = 0.2e −0.2t dt = 1−e −0.2 = 0.181
0

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 16 / 22

Example
Suppose the average waiting time is 5 minutes, so

0 if t < 0
f (t) =
0.2e −0.2t if t ≥ 0
(a) The probability that the waiting time ≤ 1
Z 1
P(0 ≤ T ≤ 1) = 0.2e −0.2t dt = 1−e −0.2 = 0.181
0
(b) The probability P(T > 5) is
Z ∞
1
0.2e −0.2t dt = lim (e −1 − e −0.2x ) =
5 x→∞ e
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 16 / 22
Example

The density function is


0.1 if t ∈ [0, 10]
f (t) =
0 if t ∈/ [0, 10]
Z ∞ Z 10
µ= tf (t)dt = 0.1tdt = 0.1(102)/2 = 5
−∞ 0

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 17 / 22

Average Lifetime

A type of lightbulb is labeled as having an average

lifetime of 1000 hours. It is reasonable to model
the probability of failure of these bulbs by an
exponential density function with mean µ = 1000.
Use this model to find the probability that a bulb.
(i) fails within the first 200 hours,
(ii) burns for more than 800 hours.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 18 / 22

Distribution given by a graph
(a) Show that f (x) is a probability density
function.
(b) Use the graph to find the probabilities
P(X < 3) and P(3 ≤ X ≤ 8).
(c) Calculate the mean

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 19 / 22

Homework 1
Evaluate the following improper integrals
a. Z 3 Z t
dx dx
√ = lim √
1 3 − x t→3− 1 3 − x
b.
Z 4 Z 4
dx dx
1/3
= lim
−2 (x + 2) t→−2+ t (x + 2)1/3

c. Z 1 Z 1
x ln x dx = lim x ln x dx
0 t→0+ t
Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 20 / 22
Homework 2

The standard deviation for a random variable with

probability density function f and mean µ is
defined by
Z ∞ 1/2
σ= (x − µ)2f (x)dx
−∞

Find the standard deviation for an exponential

density function with mean µ = c1

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 21 / 22

Homework 3

At a fast-food restaurant, the average time that

customers wait for service is 2.5 minutes.
(a) Find the probability that a customer has to
wait for more than 4 minutes.
(b) Find the probability that a customer is served
within the first 2 minutes.
(c) Determine T such that only 2% of customers
would wait more than T minutes.

Dr. Tran Thai-Duong (IU HCMC) Means December 24, 2012 22 / 22