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Practice Problems on Integrals Solutions

Math 370, Actuarial Problemsolving Hildebrand Practice Problems on Integrals Solutions 1. Evaluate the following Integrals : R1. (a) 0 (x3 + 2x5 + 3x10 )dx Solution: (1/4) + 2(1/6) + 3(1/11). R . (b) 0 (1 + x) 5 dx R . Solution: Change variables y = 1 + x: 1 y 5 dy = 1/4. R . (c) 0 x(1 + x) 5 dx R R R . Solution: Change variables y = 1+x: 1 (y 1)y 5 dy = 1 y 4 dy 1 y 5 dy =. (1/3) (1/4) = 1/12. R 3x (d) 1 e dx Solution: (1/3)e 3. R . (e) 1 xe 3x dx Solution: (4/9)e 3 (use integration by parts). R 2. (f) |x|e x /2 dx R 2. Solution: By symmetry, this is 2 0 xe x /2 dx. Substituting u = x2 , du = 2xdx, R u/2. this becomes 0 e du = 2. 2. Given that X has density ( ). (. 1 |x| for 1 < x < 1, f (x) =. 0 otherwise, evaluate: (a) P (X 1/2). R R1. Solution: P (X 1/2) = 1/2 f (x)dx = 1/2 (1 x)dx = 1/8. (Alternatively, determine the answer geometrically, as the area under the graph of f (x) from 1/2. to 1). (b) P (X 1/2). R R0 R1.)

Practice Problems on Integrals Solutions 1. Evaluate the following integrals: (a) R 1 0 (x 3 +2x5 +3x10)dx ... This is the computation carried out in Problem 5; the result is E(Y) = 2e−1/2. (c) Suppose the insurance company covers the full amount of the loss up to 1, and 50%

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