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FORMULA BOOK
FOR
CBSE BOARD
2x
RELATIONS & FUNCTIONS sin 1 2
–1
2 tan x, x 1
1 x
Relations
1 x2
Cartesian Product of Sets cos 1 2 tan –1 x, x 0
A × B = {(x, y) : x A, y B} 1 x2
Functions
A function f : X Y is one-one (injection)
tan
1 2x
1 x 2
2 tan –1 x, x 1
2. In an interval (i) Open interval : f(x) is continuous at every point of (a, b).
(ii) Closed interval : f(x) is continuous in (a, b) and right &
left continuous at a & b.
Discontinuity of a Function
1. At a point If f(x) is not continuous at x = a.
2. In an interval If f(x) is not continuous at atleast one point in an interval.
Types of Discontinuity
1. Removable discontinuity Either f(a) does not exist or f ( x) lim f ( x)
x a
Differentiability
Differentiablity of a function
1. At a point f(x) is differentiable at x = c if
f ( c h) f ( c ) f ( c h) f (c)
lim lim or Lf (c) = R f (c)
x
h
c h
0
h x
h
c h
0
h
Derivative
Derivative of a function
f ( x h) f ( x)
1. Left Hand Derivative (L.H.D.) Lf (x) = lim
h 0 h
f ( x h) f ( x)
2. Right Hand Derivative (R.H.D.) Rf (x) = lim , If Lf (x) = Rf (x), then f (x) exists.
h 0 h
3. Properties of derivative (i) (u ± v) = u ± v
(ii) (uv) = uv + uv (Product rule)
u u v uv
(iii) , v 0 (Quotient rule)
v v2
Derivatives of Important Functions
Function Derivative Function Derivative Function Derivative
xn nx n–1 sin x cos x cos x – sin x
tan x sec2 x cot x – cosec2 x sec x sec x tan x
cosec x – cosec x cot x eax aeax ex ex
1 1 1
, x ( 1,1) , x ( 1,1)
sin–1 x (1 x)2
cosec–1 x , cos–1 x
x x 2
1 1 x2
x R – [–1, 1]
1 1 1
,
tan–1 x , x (– , ) sec–1 x x x2 1 cot–1 x , x (– , )
1 x2 1 x2
x R – [–1, 1]
1 1
log e x ax ax loge a loga x
x x log e a
1. Composite function (Chain rule) (i) Let y = f (t) and t = g(x). Then dy dy dt
dx dt dx
(ii) Let y = f (t), t = g(u) and u = h(x). Then dy dy dt du
dx dt du dx
dy dy / dt g (t )
2. Parametric function If x = f (t) and y = g(t). Then , f (t ) 0
dx dx / dt f (t )
dy
3. Second order derivative Let y = f (x), then f ( x). If f (x) is differentiable,
dx
d dy d2 y
then f ( x) or f ( x)
dx dx dx2
4. Logarithmic If y = u v, u and v are functions of x, then log y = v log u.
d v v du dv
Differentiating w.r.t. x, we get (u ) uv log u
dx u dx dx
5. Implicit function Here we differentiate the given function using
d d dy
( ( y ))
dx dy dx
Mean Value Theorems
1. Rolle’s theorem If f (x) is defined on [a, b] such that it is (i) continuous on [a, b]
(ii) differentiable on (a, b) and
(iii) f (a) = f (b), then there exists at least one c (a, b) such that f (c) = 0
Geometrical meaning The tangent at point c on the curve is parallel to x-axis.
2. Lagrange’s mean value If f (x) is defined on [a, b] such that it is
theorem (i) continuous on [a, b] (ii) differentiable on (a, b) and
(iii) f (a) f (b), then there exists at least one c (a, b) such that
f ( b) f ( a )
f (c) =
b a
Geometrical meaning The tangent at point c on the curve = f (x) is parallel to the chord joining
end points of the curve.
APPLICATION OF DERIVATIVES 1
y – y1 = ( x x1 )
f ( x1 , y1 )
Rate of Change of Quantity
dy
dy Slope of tangent = tan , is angle made
For y = f (x), denotes rate of change of y dx
dx by tangent positive x-axis.
w.r.t. x.
Angle between two curves is given by
If x = f (t), y = g(t), then dy dy dt is rate of m1 m2
dx dt dx tan , where m1 and m2 are slopes
change of y w.r.t. x. 1 m1m2
Tangents and Normals of tangents to two curve at point of intersection.
The slope of the tangent to y = f (x) at (x 1, y 1) Approximations and Errors
dy
If y = f (x) then y = f (x) x where
is dx or f (x1, y1) and slope of the normal y = f (x + x) – f (x) and x is error in x and
( x1 , y1 )
y is corresponding error in y.
is
(i) Absolute error : x is absolute error is x.
1 1
or
dy f ( x1 , y1 ) x
(ii) Relative error : is the relative error..
dx x
( x1 , y1 )
cos x dx sin x c
dx 1 a x
(vi) (iii) log c
a2 x2 2a a x
2
(vii) sec x dx tan x c dx
(iv) log x x2 a2 c
(viii) cosec x dx
2
cot x c x2 a2
dx 1 x
(ix) sec x tan x dx sec x c (v) sin c ,| x | | a |
a 2
x 2 a
(x) cosec x cot x dx cosec x c dx 2 1 2 ax b
(vi) tan
2 2
dx ax bx c 4 ac b 4 ac b 2
(xi) sin 1 x c or cos 1 x c , where
1 x2 To evaluate integrals of type
|x| < 1 lx m
(i) dx , where l 0, a 0
1 ax 2 bx c
(xii) dx tan 1 x c or cot 1 x c
1 x2
1 lb
1 Take lx m (2 ax b) m
(xiii) dx sec 1 x c or cos ec 1x c 2a 2a
x x2 1
lx m
Some standard integrals using the above (ii) dx , where l 0, a 0
2
relations are shown below : ax bx c
Put z2 = ax 2 + bx + c, To evaluate integral of the type
dz (2ax b) x2 A
so that 2 z 2 ax b or dz dx (i) dx
4 2
dx 2z x kx A2
dx Divide numerator and denominator by x 2 and
(iii) , put ax b z 2 A
( lx m) ax b substitute x u, A being any positivee
x
dx 1 constant.
(iv) , put lx m x2 A
(lx m) ax 2 bx c z (ii) dx
(v) x kx 2 A 2
4
PROBABILITY
Terms Definition
Conditional If E 1 and E 2 are any two events, then conditional probability of E 2 when Probability
Probability P( E1 E2 )
E1 has already occured is given by P(E1 E2) = , P(E 2) 0
P( E2 )
Properties of Conditional Probability :
(i) The conditional probability of an event E given that F has already occurred lies
between 0 and 1.
(ii) Let E and F be events of a sample space S of an experiment, then P(S F) P(F F) = 1
(iii) If A and B are any two events of a sample space S and F is an event of S such that
P(F) 0, then P((A B) F) = P(A F) + P(B F) – P((A B) F)
In particular, if A and B are disjoint events, then P((A B) F) = P(A F) + P(B F)
(iv) P(E F) = 1 – P(E F)
Multiplication (i) For two events : If E 1 and E2 are two events then
Theorem on P(E1 E2) = P(E1) P(E2 E 1) = P(E2) P(E1 E2) where P(E1) 0 and P(E2) 0
Probability (ii) For n events P(E1 E2 ... En) = P(E1) P(E2/E1) P(E3 E1 E2) ... P(En E1 E2 ... En-1)
Independent (i) Two events E1 and E2 are called independent if P(E 1 E 2) = P(E 1), P(E2) 0 and
Events P(E2 E1) = P(E2), P(E 1) 0.
(ii) For independent events E1 and E2, P(E1 E2) = P(E 1)P(E 2)
Theorem of Total Let {E1, E2, ..., E n} be a partition of the sample space S, and suppose that each
Probability of the events E1, E2, ..., E n has non-zero probability of occurrence. Let A be any
event associated with S, then
n
P(A) = P(E 1) P(A E 1) + P(E2) P(A E2) + ... + P(En) P(A En)= P( Ei ) P( A | Ei )
i 1
Bayes’ Theorem If E 1, E 2, ..., En are n non-empty events which constitute a partition of sample space
S, i.e. E1, E 2, ..., En are pairwise disjoint and E 1 E 2 ... En = S and A is any event
P( Ei )P( A | Ei )
of non-zero probability, then P(E i|A) = n
for i = 1, 2, 3, ..., n
P( Ei ) P( A | Ei )
i 1
Random Variable It is a function whose domain is a sample space and whose range is some set of
real numbers. It is often denoted by X.
Types of Random Variable
(i) If random variable takes countable number of distinct values it is called discrete
variable.
(ii) If random variable takes an infinite number of possible values it is called continuous
variable.
Probability X x1 x2 x 3 ...x n n
Distribution P( x ) p1 p2 p3 ... pn
, where p i > 0, pi 1 , i = 1, 2, 3, ..., n where x 1, x 2, x 3, ..., x n
of Random i 1
are possible values and respective probabilities p 1, p 2, p 3, ..., p n of random variable
Variable
X.
Mean of Random The mean of a random variable X is also called expectation of X, denoted
n
Variable
E(X) = = x 1p 1 + x 2p 2 + ... x np n = xi pi
i 1
Variance of a Let X be a random variable whose possible values x 1, x 2, ..., x n occur with
Random Variable n n
2
Standard Deviation x = V ( x)
Bernoulli Trials Trials of a random experiment are Bernoulli trials, if
(i) They are finite.
(ii) They are independent of each other.
(iii) Each trial has two outcomes : success or failure.
(iv) Probability of success or failure remains the same in each trial.
Binomial A random variable X which takes values 0, 1, 2, ..., n follows binomial distribution
Distribution if its probability distribution function is given by P(X = r) = nC r p r q n–r, r = 0, 1, 2
..., n, where p + q = 1, p, q > 0, p = probability of success, q = probability of failure,
n = number of trials.
Mean, Variance and Mean = np, Variance = npq and Standard Deviation = npq
Standard Deviation
of Binomial
Distribution