Basic Calculus for Mathematical Statistics

Introduction
We live in a dynamic universe. Nothing
ever stays the same. Everything is always
changing. The only thing that remains
constant is change. It is because of this reality
that it is difficult to give an accurate

description of events. Even as you are

beginning to describe something, that thing
you are describing changes.

Objectives
At the end of this lesson, you will be able
to:
compute for the derivative of a given
polynomial function;

 find the slope of the tangent line at any

point on a given polynomial curve;
determine the maximum and minimum
point of a polynomial function;

 find the integral or antiderivative of a given

polynomial function; and
use integrals to determine areas under a
given polynomial curve.

Average Rate of Change

If two quantities are functionally related, a
change in one of them generally implies a
corresponding change in the other.

Example:
Consider the two quantities s representing
the monthly salary of an employee and t
representing the number of years he has been
working in a company.

We can write the relationship between s

and t in mathematical notation as s = s (t )
which states that s is a function of t .
Such a function can also be represented by
a table giving the value of s corresponding to
every value of t . Suppose the values of s for

different values of t are summarized in table

below.

t
0
1
2
3
4
5
(years)
s
5 000 6 000 8 000 12 000 20 000 36 000
(pesos)

From this table we can see that from t = 2 to

t = 4 years, the employee's salary changed
from 8 000 to 20 000 pesos. Suppose we
denote by s the increment in the employee's
salary in a period of t years. Then the table
above tells us that when t = 4 2 = 2 years,
=
s 20 000 8=
000 12 000 pesos.

In order to get an idea of the rate at which

the employee's salary charged over the twoyear period, we normally divide s by t to
obtain a quantity called the average rate of
change of s with respect to t .
s
ave. rate of change of s with respect to t =
t

In this particular example, the average rate

of change of the salary of the employee over
the two-year period t = 2 to t = 4 years is
12 000
= 6 000 pesos per year.
equal to
2

We can get a very useful geometrical

interpretation of average rate of change of one
quantity y with respect to another quantity x
if we plot y against x on the Cartesian plane.
The average rate of change of y with respect
to x is then just the ratio of the two lengths

y and x. This ratio is called the slope of the

line through the points P1 and P2 of the curve.
If P1 has coordinates ( x1 , y1 ) and P2 has
coordinates ( x2 , y2 ), then the slope of the line
through P1 and P2 is
y y2 y1
=
m =
.
x x2 x1

If the points P1 and P2 lie on a curve

described by the function y = f ( x), then
y1 = f ( x1 ) and y2 = f ( x2 ), and the slope of
the line through P1 and P2 is
f ( x2 ) f ( x1 )
m=
.
x2 x1

From the definition, we'll notice that the

slope of a line can be positive, negative, or
zero. If a line is rising from left to right, its
slope is positive. If the line is falling from left
to right, its slope is negative. A horizontal line
has zero slope.

Exercises:
Find the slope of the line through the
following pairs of points:
a) ( 0, 2 ) and ( 3,1)
b) ( 0, 2 ) and ( 5, 2 )
c) (1,3) and ( 3,6 )

Sequences and Limits

The values 1.0, 1.5, 1.8, 1.9, 1.999 form
what mathematicians call a sequence of real
numbers. As we've seen, if we continue
generating numbers in this sequence, the new
numbers generated will become closer and

closer to the value 2.0. The value of the real

number to which the sequence of numbers
approaches as more and more terms are
generated is called the limit of the sequence.
An infinite sequence is usually denoted by a
succession of terms a1 , a2 , a3 ,..., an ,... where

every natural number n corresponds to a term

an in the sequence. It is in this sense that we
can consider a sequence as a function of the
natural numbers:
an = f (n).

We can think of the function f (n) as a

prescription for determining the nth term of
the sequence.

Example:
The sequence generated by the function
1
1 1 1
1,
,
,
,...
=
an f=
( n)
is
.
The
terms
in
2
n
4 9 16
the sequence are obtained by successively
substituting the natural numbers 1, 2, 3, in
the generating function.

It frequently happens that a certain infinite

sequence of numbers approaches a certain
value as more and more terms of the sequence
are generated. When this happens, the
sequence is said to be convergent, and the
value L approached by the sequence is called
the limit of the sequence. Mathematicians also

say that the sequence converges to the limit L .

We can write this in mathematical symbols as
lim an = L,
n

which is a shortcut notation for the statement,

"The limit of an as n approaches infinity is
equal to L ."

Two Basic Limits

1
lim = 0
n n
lim n =
n

Properties of Limits:
If lim an = A, lim bn = B , and C is a
n

constant, then
1) lim C = C
n

2) lim C an =C lim an =C A
n

3) lim ( an + bn ) =lim an + lim bn =A + B

n

4) lim ( an bn ) =lim an lim bn =A B

n

an A
an lim
n
5) lim=
provided
.
B

0
=
n b
n lim bn B
n

Exercises: Given an , find lim an .

n
2
a) 1 +
n

3+ n
b) 2
n
3n + 1
c)
n
2+n
d)
n

Limits of Functions
As in the case of sequences, the expression
lim f ( x) represents the value which the
x a

function f ( x) approaches when x approaches

the value of a.

Example: Evaluate lim ( x + 5 ).

2

x 2

Notice that for

x = 3, 2.5, 2.4, 2.3, 2.2, 2.1, 2.01,
2
x + 5 takes the values 14, 11.25, 10.76,
10.29, 9.84, 9.41, 9.04, respectively. We can
see from this sequence that the value of the
function comes closer and closer to the value

9 as the value of x comes closer and closer to

2. In mathematical symbols, we write this
information in the shortcut notation
2
lim ( x + 5 ) =
9.
x 2

Notice that the limit of the function x + 5

as x approaches 2 is the same as its value
2

when x = 2, i.e., in this case lim f ( x) = f (a ).

x a

However, this is not always true for all

functions.
Limits of functions obey the same rules that
we used in connection with sequences.

Exercises:
Use the limit rules to evaluate the following:
x 8
a) lim
x 3 x + 1
2

x 5x + 6
b) lim
x 2
x2
2

x +8
c) lim
x 2 x + 2
3

Derivative
If f ( x) is a function of x, we define its
derivative or instantaneous rate of change at
f ( x) f ( x0 )
x0, denoted by f '( x 0 ) = lim
x x0
x x0
provided the limit exists.

If we let h= x x0 , we can also write this as

f ( x0 + h) f ( x0 )
.
f '( x 0 ) = lim
h 0
h
At an arbitrary value of x, we can find the
derivative f '( x) by replacing x0 in the
preceding expression by x:

f ( x + h) f ( x )
f '( x) = lim
h 0
h

Notice that this last expression gives the

derivative of the function f ( x) as a function
of x.

Example:
Find the derivative of the following functions
at an arbitrary value of x.
a) f ( x) = x
2
b) f ( x) = x
3
c) f ( x) = x

We can easily generalize the results of the

preceding example:
1
The derivative of f ( x)= x= x is
11
0
f '( x) =
1 x =
1 x =1
2
f ( x) = x
The
derivative
of
is
21
1
f '( x) =2 x =2 x =2 x

 The
derivative
of
31
2
2
f '( x) =3 x =3 x =3 x

f ( x) = x

If we follow this pattern, we should have:

4
the derivative of f ( x) = x is
41
3
f '( x) =
4 x =
4 x , and so on.

is

We therefore see that the derivative of

n
n 1
f ( x) = x must be f '( x) = nx . This gives us
the general formula for the derivative of any
power of x.

Exercises:
Evaluate the derivative of the following
functions at an arbitrary point x.
5
3
2
a) f ( x) = 3 x + 2 x + 5 x + 6
4
2
b) f ( x=
+ 2x
)
3
x

We can interpret the derivative or

instantaneous rate of change of a function
f '( x0 ) as the slope of the tangent line to the
graph of f ( x) at x0.
It is because of this interpretation that the
derivative of a function y = f ( x) is also

dy
represented by the symbol . (Note that this
dx
reminds us of the expression for average rate
y
of change, which is
. Note also that the
x
dy
does not mean dy divided by
expression
dx

dx, but rather the instantaneous rate of change

of y with respect to x.)
The geometrical interpretation makes it
easy to find the slope of the tangent line at
any point on the curve. The sign of the
derivative also allows us to have an idea of

whether the curve representing the function

f ( x) is rising or falling as x increases. A
positive derivative means that the curve is
rising (i.e., f ( x) is increasing) as x increases.
A negative derivative would mean that the
curve is falling (i.e., f ( x) is decreasing) as x
increases. A zero value of the derivative of

f ( x) would mean that the tangent line to the

curve is horizontal. This can only happen if
f ( x) has a maximum or a minimum point or
as what mathematicians call an inflection
point. The table below summarizes the
behavior of f ( x) at these points.

point f '( x) behavior of f ( x)

x1 negative
decreasing
x2
zero
minimum
x3
zero
inflection point
x4 positive
increasing
x5
zero
maximum

Exercises:
Find the values of x for which the function
3
2
y =x 4 x + 4 x has zero derivative. Sketch
the graph of the function in order to find out
if each of these values of x is a minimum,
maximum, or inflection point.

Antidifferentiation and Application

So far, the problems we've been considering
involve finding the derivative of a given
function. This is called differentiation. Now
let us turn the problem inside out: Given the
derivative of a function, what is the function?

(It's just like asking what the question is if

you know the answer.)
The process of finding a function if its
derivative is given is called antidifferentiation
or integration. If the result of differentiation
is the derivative, the result of antidifferentia-

tion or integration is the antiderivative or

integral.
Example:
We know that the derivative of the function
3
2
f ( x) = 5 x + 2 x + 3x
is
the
function

g ( x)= f '( x)= 15 x + 4 x + 3. Then we can say

that an antiderivative or integral of the
2
function g ( x)= 15 x + 4 x + 3 is the function
3
2
f ( x) = 5 x + 2 x + 3 x.
2

If we are sensitive to the nuances of

language, we'll immediately notice that we
said an antiderivative or integral rather than
the antiderivative or integral. This is because
3
2
f ( x) = 5 x + 2 x + 3 x is not the only possible
result
of
the
antidifferentiation
of
2
g ( x)= 15 x + 4 x + 3. In fact, we can add an

arbitrary constant c to the function f ( x), and

the resulting function will still be an
antiderivative of g ( x). Notice that the reason
we can do this is that the derivative of a
constant is zero. We therefore see that the
antiderivative or integral of the function
2
g ( x)= 15 x + 4 x + 3 is the family of functions

f ( x) = 5 x + 2 x + 3 x + c , where c is an
arbitrary constant.
3

In order to emphasize the inverse

relationship between differentiation and
antidifferentiation, they are usually denoted
1
by the symbol D and D , respectively. The

symbol Df ( x) means the derivative of f ( x),

1
while the symbol D g ( x) means the
antiderivative of g ( x). Using this new
notation, we can therefore state the
derivative-integral inversion theorem:
1

( x) f ( x) + c.
If Df ( x) = g ( x), then D g=

An arbitrary constant always appears

whenever we take the antiderivative of a
function. The easiest functions to differentiate
and integrate are the powers of x. As we
learned in the preceding section, the
n
n
n 1
derivative of x is Dx = nx . If n is replaced
by n + 1 in this formula, we'll get

Dx = ( n + 1) x , or equivalently,
n +1

n +1

x
n
D
=
x
.

n + 1
If we use the derivative-integral inversion
theorem, this must mean that the integral of
n
x is

n +1

x
D=
x
+c
n +1
1 n

where c is an arbitrary constant. This formula

is valid for all values of n except 1, because
this will make the denominator of the first

term on the right hand side of the equation

equal to zero.
Example:
5+1

x
1 6
D x=
+ c= x + c.
5 +1
6
1 5

Basic Rules for Antidifferentiation

1) The antiderivative of a constant c times a
function f ( x) is equal to c times the
antiderivative of the function f ( x):
1
1
D [ cf ( x) ] = cD f ( x).

2) The antiderivative of the sum of functions

is equal to the sum of their antiderivatives:
1
1
If D f ( x) = F ( x) and D g ( x) = G ( x), then
1
D [ f ( x ) + g ( x ) ] = F ( x ) + G ( x ).

In place of the symbol D f ( x) for

integration, a more commonly used symbol is
the expression f ( x)dx . We read this symbol
as "the integral of f ( x)dx " or more accurately
as "the integral of f ( x) over the variable x."
Using this notation, we can write the power

integration formula and the basic rules for

antidifferentiation as
n +1
x
n
x=
dx
+c
n +1
cf ( x)dx = c f ( x)dx

f
(
x
)
+
g
(
x
)
dx
=
[
]

f ( x)dx + g ( x)dx

Exercise:
Evaluate the following integral using the
power integral formula, and the basic
integration rules stated above:
3 + 2 x 2 + 2 dx.

x 2

An important application of integration is

finding areas under a curve. For this
b

application, we need the symbol

f ( x)dx ,

which is the definite integral of f ( x) from a

to b. This is defined as follows:

If
b

f ( x=
)dx F ( x) + c , then

f ( x=
)dx F (b) F (a ) provided

continuous on the interval [ a, b ].

f ( x) is

The definite integral

f ( x)dx has a very

important geometrical interpretation: It is the

area in the x- y plane bounded by the curve
y = f ( x) and the two vertical lines x = a and
x = b.

Exercise:

y 4x x
Find the area under the curve =
from x = 1 to x = 3.

Reference:
Fundamental Concepts and Applications of
Mathematics by Reuben V. Quiroga