运筹学Ⅲ教学资料 12 Review of Calculus and Probability.pdfVIP

Review of Calculus and Probability We review in this chapter some basic topics in calculus and probability, which will be useful in later chapters. 12.1 Review of Integral Calculus In our study of random variables, we often require a knowledge of the basics of integral calculus, which will be briefly reviewed in this section. Consider two functions: f (x) and F(x). If F (x) f (x), we say that F(x) is the indefi- nite integral of f (x). The fact that F(x) is the indefinite integral of f (x) is written F(x) f (x) dx The following rules may be used to find the indefinite integrals of many functions (C is an arbitrary constant): (1) dx x C af (x) dx a f (x) dx (a is any constant) [f (x) g(x)] dx f (x) dx g(x) dx n 1 x xn dx C (n 1) n 1 x 1 dx ln x C ex dx ex C x a ax dx C (a 0, a 1) ln a n [f (x)]n 1 [f (x)] f (x) dx C (n 1) n 1 1 f (x) f (x) dx ln f (x) C y y = f (x) F I G U R E 1 Relation of Area and