Wednesday, June 3, 2015

Indian Statistical Institute B.Math & B.Stat : Integration

Indian Statistical Institute B.Math & B.Stat Solved Problems, Vinod Singh ~ Kolkata Let $n$ be a positive integer Define \[f(x) = min \{|x-1|,|x-2|,\dots,|x-n|\} \] $$$$ Then evaluate \[ \int_{0}^{n+1} f(x) dx \] $$$$ When \(0 < x < 1+ \frac{1}{2} \), $|x-1|=min \{|x-1|,|x-2|,\dots,|x-n|\}$. Now $|x-1|= 1-x$ for \( 0 < x < 1\) and $|x-1|= x-1 $ for $1 < x < 1+ \frac{1}{2}$ $$$$ So, \(\int_{0}^{1+\frac{1}{2}} f(x) dx = \int_{0}^{1} (1-x) dx + \int_{1}^{1+ \frac{1}{2}} (x-1) dx = \frac{1}{2}+ \frac{1}{2} \times \frac{1}{4} \dots (A)\) $$$$ When \(n+ \frac{1}{2} < x < n+1 \), $|x-n|=min \{|x-1|,|x-2|,\dots,|x-n|\}$. Now $|x-n|= x-n$ for \( n+ \frac{1}{2} < x < n+1 \)$$$$ So, \(\int_{n+\frac{1}{2}}^{n+1} f(x) dx = \int_{n+\frac{1}{2}}^{n+1} (x-n) dx = \frac{1}{2}- \frac{1}{2} \times \frac{1}{4} \dots (B)\) $$$$ Consider the diagram given below where $1 < k \leq n$,. When \( x \in \big(k-\frac{1}{2},k+\frac{1}{2} \big) \), $|x-k|$ is minimum among $|x-i|$ where $i=1,2,3,\dots,k-1,k+1,\dots,n$ $$$$ $$$$ So, \( \int_{k-\frac{1}{2}}^{k+\frac{1}{2}} f(x) dx = \int_{k-\frac{1}{2}}^{k+\frac{1}{2}} |x-k| dx = \int_{k-\frac{1}{2}}^{k} (k-x) dx + \int_{k}^{k+\frac{1}{2}} (x-k) dx = \frac{1}{4}\) for $k=2,3,4\dots,n$.$$$$ Summing for $k=2,3,4\dots,n$ we get \[\int_{1+\frac{1}{2}}^{n+\frac{1}{2}} f(x) dx = \frac{(n-1)}{4} \dots (C)\] $$$$ Adding equations $A,C$ and $B$ we get \[ \int_{0}^{n+1} f(x) dx = \int_{0}^{1+\frac{1}{2}} f(x) dx+ \int_{1+\frac{1}{2}}^{n+\frac{1}{2}} f(x) dx+\int_{n+\frac{1}{2}}^{n+1} f(x) dx = \frac{1}{2}+ \frac{1}{2} \times \frac{1}{4}+ \frac{(n-1)}{4}+ \frac{1}{2}- \frac{1}{2} \times \frac{1}{4} \] $$$$ \[= \frac{(n-1)}{4}+1 = \frac{n+3}{4} \]

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