Rough Integration Review

Data Analysis MA2224

The Definite Integral

One of the older question in math has been how to find the area of odd shaped things. Most people can guess the way
forward is to cut the object up into simpler shapes that have known area formulas such as rectangles (Rarea = LW ).
So we divide the object into n rectangles and add the areas up for an approximation:

n
Area ≈ Rarea,1 + Rarea,2 + . . . Rarea,n =
X
Rarea,i
i=1

The next step is then to make infinite rectangles which should then be the “real” area of the object. This means of
course to take a limit going to infinity. This then is the definition of the Definite Integral.
To make it work with functions and stuff we use the function value f (x) to “trace” the object and give us the length
of the rectangle at the point xi giving RLength,i = f (xi ) and we pick a constant width for the rectangles of ∆x which
is determined by the number of rectangles you are using n.

The Definite Integral

The Definite Integral. The area of an object that is defined by the function f (x) over the interval [a, b] is found
as

n n Z b
Aobject = lim Rarea,i = lim f (xi )∆x = f (x) dx
X X
rectangles→∞ max(∆x)→∞ a
i=1 i=1

Assuming this limit exists. The approximate area can be found by picking a number of rectangles n with
∆x = (b − a)/n and just adding it up

Z b n n
Aobject = f (x) dx ≈ Rarea,i = f (xi )∆x
X X
a i=1 i=1

Keep in mind that this sum is the definite integral. Nothing to do with anti-derivatives here.
How your rectangles are set up usually falls into the categories of right side rule, left hand rule, or midpoint rule.
which you don’t have to worry about in this class.
You can of course us a different shape instead of rectangles to get things such as the Trapezoid Rule or Simpson’s Rule
which you don’t have to worry about in this class either.
Fundamental Theorem of Calculus Part 1

As mentioned, the definite integral is defined in a way that’s unrelated to anti-derivatives. Its through the fundamental
theorem of calculus that the connection is made.
Part I connects the definite integral with the definite integral as a function of the upper limit.

FTC I. If f (t) is a continuous real-valued function on [a, b] then the function:

Z x
F (x) = f (t) dt
a

is an anti-derivative of f (t) on (a, b), that is:

F 0 (x) = f (x)

Fundamental Theorem of Calculus Part 1 Meaning

Usually part I doesn’t get too much attention in normal Calc classes but it actually is a more important element of
this class.
A good way to think the function in FTC I is to call it The Accumulated Area up to x.
So F (2) is the area up to 2, F (10) is the area up to 10 and F (x) is the area up to x. Not too different than usual but
you recognizing that each time you change x you get a different area, i.e. it’s a function.
Since it’s a function we can take it’s derivative which gives you the function inside the integral (i.e. the “rectangle
length function’).
You will see this in this class as the Cumulative Distribution Function.

Example

If F (x) = 3x + x2 is the area accumulation function of f (t) then the area under f (t) from t = 1 to t = 3 is just
F (3) = 3(3) + 32 = 18.
In other words, the function F (x) has already done the integration for you so “area is just plugging in”.

Fundamental Theorem of Calculus Part 2

FTC II. If f (t) is a real-valued function on [a, b] and if F (x) is any anti-derivative then:

Z b
f (t) dt = F (b) − F (a)
a
So part I says that if you can find an anti-derivative of f (t) then you can use that to get the definite integral or the
“area of the object”.
So if you can get an anti-derivative of a function, then you can easily get the value of the definite integral. But finding
the anti-derivative is just a method to solving the definite integral. If you cant find an anti-derivative then you have to
use sums with lots of rectangles.
In many ways with modern computer availability you probably don’t ever have to find an anti-derivative to solve a
definite integral as you can use a lot of rectangles pretty easily.
2
In this course a lot of integrals are based on the function f (t) = et which does not have a simple anti-derivative, so
tables of numbers are created using Simpson’s Rule to approximate these values for you.
Antiderivatives

When looking for anti-derivatives we use similar notation for the Indefinite Integral f (x) dx but this just means
R

find an anti-derivative and doesn’t connect to definite integrals until you understand the fundamental theorem.
In this class you will primarily see integrals of the following form:

• Z
A dx = Ax + C

•
A n+1
Z
Axn dx = x + C (n 6= −1)
n+1
•
A A
Z
dx = + C (n 6= 1)
xn (1 − n)xn−1
•
A
Z Z
−1
Ax dx = dx = A ln(x) + C
x
• Z
√ Z
A
A n x dx = Ax1/n dx = x1/n+1 + C
1/n + 1
•
A kx
Z
Aekx dx = e +C
k
•
A
Z
Ae−kx dx = − e−kx + C
k

Practice I

Solve the following definite integrals to make sure you can get the answers. If you cant get the answers you should get
some help from me or tutors on campus.

1. Z 2
3t2 − 4et dt
0

2.
6 3 7
Z 5
− √ + 2 dx
3 x x x

3. Z 1
√
4e−6z − 3
z + 2z 2 dz
4

4. Z 2
w
√ − e−w dw
1 w

5. Z 1
√
2y 4 y − y 3 + 6 dy
0
Improper Integrals

As you have seen in class already, often times we have random outcomes that don’t have any obvious upper bound,
such as waiting times. This means the upper limit on the integrals (and some time the lower limits) will be ∞. These
are dealt with using Improper Integrals.
Since this isn’t calculus class, you can solve improper integrals the lazy way. So just do what you normally do and
then “plug in” ∞ at the end.
This plugin in part should usually give you like a 0 or a 1. If it gives you ±∞ then that means your integral
does not converge i.e. it has no answer.
The common ones you should know are:

•
F (x) = ex → F (∞) = ∞, F (−∞) = 0

•
F (x) = e−x → F (∞) = 0, F (−∞) = ∞

•
F (x) = xn e−x → F (∞) = 0, F (−∞) = ∞

•
1
F (x) = , n > 0 → F (∞) = 0, F (−∞) = 0
xn
•
F (x) = ln(x) → F (∞) = ∞, F (−∞) = DN E

Improper Integrals

Example
Z −∞
6e−3t dt = −2e−3t |∞
0 = −2e
−∞
− (−2e0 ) = 0 + 2 = 2
0

Practice II

Solve the following improper integrals to make sure you can get the answers. If you cant get the answers you should
get some help from me or tutors on campus.

1.
2 1
Z −1
− e4t + dt
−∞ t2 t3

2.
8
Z ∞
e−6y − √ dy
0 y

3.
4
Z ∞
+ 2e−z/2 dz
4 z3
Integration By Parts

The integration by parts we do in this class is almost entirely based on integrals involving ex . This makes it pretty
easy to deal with.

Integration By Parts. The integration method to "undo" the product rule is

Z Z
u dv = uv − v du

Alt:
Z Z
f (x)g 0 (x) = f (x)g(x) − f 0 (x)g(x)

99% of integrals that need by parts in this class will look like
Z
f (x)ex dx

in which case u = f (x) and dv = ex in other words “integrate the e-parts and take derivatives of the other stuff”.

Integration By Parts, Table Method

The types of integration by parts we see are very easily done using The Table Method. This involves setting up the
u side and the dv side (the e-stuff goes on the dv side) and taking derivatives and integrals of each side until you get 0
in the u side. After that you just combine them with alternating pluses and minuses.

(+) u dv
&
(−) u0 dv = v
R

&
(+) u00
R
v
&
(−) u000
R

&
(+) u(4)
R

&
.. .. .. ..
. . . .
0 ...

So the Integral becomes:

Z Z  Z Z  Z Z Z 
0 00 000
u dv = +uv − u v +u v −u v + ...
Practice III

Solve the following integrals using integration by parts to make sure you can get the answers. If you cant get the
answers you should get some help from me or tutors on campus.

1. Z 1
6y 2 e−y dy
0

2.
2
Z 2
xe−4x dx
−2 3

3. Z ∞
12z 3 e−3z dz
0
Answers

Practice I Answers

Solve the following definite integrals to make sure you can get the answers. If you cant get the answers you should get
some help from me or tutors on campus.

1. Z 2 2
3t2 − 4et dt = t3 − 4et = (8 − 4e2 ) − (0 − 4) = 12 − 4e2 = −17.56
0 0

2.
6 3 7 √ 7
Z 5 5
− √ + 2 dx = 6 ln(x) − 6 x − = 0.974
3 x x x x 3

3.
√ 2 3 2
Z 1 1
4e−6z − 3
z + 2z 2 dz = − e−6z − (z)4/3 + z 3 = −37.99
4 3 4 3 4

4.
√ 2
Z 2 Z 2
w −w
2
√ −e dw = w − e−w dw = (w)3/2 + e−w = 0.986
1 w 1 3 1

5.
8 1
Z 1 Z 1
√ 1
2y y − y + 6 dy =
4 3
2y 5/4 − y 3 + 6 dy = y 9/4 − y 4 + 6y = 6.64
0 0 9 4 0

Practice II Answers

Solve the following improper integrals to make sure you can get the answers. If you cant get the answers you should
get some help from me or tutors on campus.

1.
2 1 2 1 1 1 1
Z −1 −1
 
− e4t + dt = − − e4t − 2 = 2 − e4 − − (0) = 1.495
−∞ t2 t3 t 4 2t −∞ 4 2
2.
8 1
Z ∞
√ ∞
e−6y − √ dy = − e−6y − 16 y =∞
0 y 6 0

3.
4 2 1
Z ∞ ∞
 
−z/2
+ 2e dz = − 2 − 4e−z/2 = (0) − − − 4e−2 = 0.663
4 z3 z 4 8

Practice III Answers

Solve the following integrals using integration by parts to make sure you can get the answers. If you cant get the
answers you should get some help from me or tutors on campus.

1.
Z 1 1
6y 2 e−y dy = −6y 2 e−y − 12ye−y − 12e−y = −6e−1 − 12e−1 − 12e−1 − (−12) = 12 − 30e−1 = 0.964
0 0

2.
2 2 −4x 2
Z 2 2
xe−4x dx = − xe − e−4x = −869.45
−2 3 12 48 −2

3.
72 72 72
Z ∞ ∞
 
3 −3z 3 −3z 2 −3z
12z e dz = −4z e − 4z e − ze−3z − e−3z =0− = 0.889
0 27 81 0 81