DEPARTMENT OF MATHEMATICAL SCIENCES

MATHEMATICS III

DIPLOMA: ELECTRICAL ENGINEERING

STUDY NOTES

NAME : ______________________________________

SURNAME : ______________________________________

STUDENT NO. : ______________________________________

COMPILED BY: Dr. SC Gumede

1
CHAPTER 1. LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS
An nth order linear ordinary differential equation with constant coefficients is an equation
that is in, or can be expressed in, the form:
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑3𝑦 𝑑2𝑦 𝑑𝑦
𝑎𝑛 𝑛 + 𝑎𝑛−1 𝑛−1 + … … … … … + 𝑎3 3 + 𝑎2 2 + 𝑎1 + 𝑎0 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
where 𝑎0 ; 𝑎1 ; 𝑎2 ; … … … … … ; 𝑎𝑛 are all constants; 𝑎𝑛 ≠ 0 and 𝑓(𝑥) is a constant or a
function of 𝑥. If all the terms containing 𝑦 are on the LHS and the RHS is zero, ie 𝑓(𝑥) = 0,
then the equation is called a homogeneous linear differential equation and if RHS is not zero,
ie 𝑓(𝑥) ≠ 0, then the equation is called a non-homogeneous linear differential equation.

1 SECOND ORDER HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS

If 𝑎 ≠ 0, 𝑛 = 2 and 𝑓(𝑥) = 0, then we have a second order homogeneous linear differential

equation
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0 … … … … … … … … … … … .. (1)
𝑑𝑥 𝑑𝑥
The equation
𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0
where 𝑎; 𝑏 and 𝑐 are constants in (1) is called an auxiliary equation. Note that this equation
always has two roots. Let the roots be 𝑚1 and 𝑚2 .

If the roots of the auxiliary equation are not equal, ie 𝑚1 ≠ 𝑚2 , then the general solution of
the equation (1) is
𝑦 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥

If the roots of the auxiliary equation are equal, ie 𝑚 = 𝑚1 = 𝑚2 , then the general solution of
the equation (1) is
𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥 = 𝐴𝑒 𝑚𝑥 + 𝐵𝑥𝑒 𝑚𝑥

If the roots of the auxiliary equation are complex numbers, ie 𝑚1 = 𝛼 + 𝛽𝑥 or 𝑚2 = 𝛼 − 𝛽𝑥,

then the general solution of the equation (1) is
𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥)
The general solutions are called complementary functions (CF) and they are represented by
𝑦𝐶𝐹 in section 3 below.

To solve the equation 𝑎𝑦" + 𝑏𝑦′ + 𝑐𝑦 = 0:

• Formulate the auxiliary equation 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0.
• Find the roots of 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0, 𝑚 = 𝑚1 or 𝑚 = 𝑚2 .
• If the roots are real and unequal, the solution is 𝑦 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥
OR 𝑦 = 𝐴𝑒 𝑚1 𝑡 + 𝐵𝑒 𝑚2 𝑡 .
• If the roots are equal, the solution is 𝑦 = 𝐴𝑒 𝑚𝑥 + 𝐵𝑥𝑒 𝑚𝑥 OR 𝑦 = 𝐴𝑒 𝑚𝑡 + 𝐵𝑡𝑒 𝑚𝑡 .
• If the roots are complex, ie 𝑚 = 𝛼 ± 𝑗𝛽, the solution is
𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥) OR 𝑦 = 𝑒 𝛼𝑡 (𝐴 cos 𝛽𝑡 + 𝐵 sin 𝛽𝑡) .

2
2 EXERCISES

Solve the following homogeneous linear differential equations:

𝑑2 𝑦 𝑑𝑦
1) 𝑑𝑥 2
+ 4 𝑑𝑥 + 3𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 −3𝑥 .
𝑑2 𝑦 𝑑𝑦
2) 𝑑𝑡 2
+ 7 𝑑𝑡 + 12𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −3𝑡 + 𝐵𝑒 −4𝑡 .
𝑑2 𝑦 𝑑𝑦
3) 𝑑𝑡 2
+ 6 𝑑𝑡 + 9𝑦 = 0 𝐴𝑛𝑠: 𝑦 = (𝐴 + 𝐵𝑡)𝑒 −3𝑡 = 𝐴𝑒 −3𝑡 + 𝐵𝑡𝑒 −3𝑡 .
𝑑2 𝑦
4) 𝑑𝑥 2
+ 4𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥.
2
𝑑 𝑦 𝑑𝑦
5) 𝑑𝑡 2
− 4 𝑑𝑡 + 5𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝑒 2𝑡 (𝐴 cos 𝑡 + 𝐵 sin 𝑡).
𝑑2 𝑥 𝑑𝑥
6) 2 𝑑𝑡 2 − 5 𝑑𝑡 − 3𝑥 = 0 𝐴𝑛𝑠: 𝑥 = 𝐴𝑒 −𝑡⁄2 + 𝐵𝑒 3𝑡 .
𝑑2 𝑦 𝑑𝑦
7) 𝑑𝑥 2
− 10 𝑑𝑥 + 25𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 5𝑥 + 𝐵𝑥𝑒 5𝑥 .
𝑑2 𝑥 𝑑𝑥
8) 𝑑𝑡 2
+ 4 𝑑𝑡 + 7𝑥 = 0 𝐴𝑛𝑠: 𝑥 = 𝑒 −2𝑡 (𝐴 cos √3 𝑡 + 𝐵 sin √3 𝑡).
9) 𝑦" + 3𝑦′ + 4𝑦 = 0, given that 𝑦 = 2 and 𝑦′ = 4 when 𝑥 = 0.
√7 √7
𝐴𝑛𝑠: 𝑦 = 𝑒 −3𝑥⁄2 (2 cos 𝑥 + 2√7 sin 𝑥).
2 2
10) 𝑥" + 2𝑥′ + 𝑥 = 0, given that 𝑥 = 1 and 𝑥′ = −3 when 𝑡 = 0.
𝐴𝑛𝑠: 𝑥 = 𝑒−𝑡 − 2𝑡𝑒−𝑡 .

3 SECOND ORDER NON-HOMOGENEOUS LINEAR DIFFERENTIAL

EQUATIONS

A second order non-homogeneous linear differential equation is of the form:

𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 𝑓(𝑥) … … … … … … … … … … … .. (2)
𝑑𝑥 𝑑𝑥
where 𝑎 ≠ 0 and 𝑓(𝑥) ≠ 0.

4 GENERAL SOLUTIONS OF NON-HOMOGENEOUS LINEAR DIFFERENTIAL

EQUATIONS USING THE METHOD OF UNDETERMINED COEFFICIENTS

The method of undetermined coefficients applies to equations with constant coefficients and
a right hand side 𝑓(𝑥) or 𝑓(𝑡) that is an exponential function, a polynomial a cosine or a sine
function or a sum of such functions.

For a homogeneous equation 𝑎𝑦" + 𝑏𝑦′ + 𝑐𝑦 = 0, the complementary function, 𝑦𝐶𝐹 , is a

solution. If we substitute 𝑦𝐶𝐹 in equation (2) it makes the LHS to be zero. This means there
is a term to be added to 𝑦𝐶𝐹 so that the LHS is equal to 𝑓(𝑥). The general solution of the
equation (2) is therefore of the form 𝑦 = 𝑦𝐶𝐹 + 𝑦𝑃𝐼 where 𝒚𝑷𝑰 is a particular solution of (2).
The term 𝑦𝑃𝐼 is a function of 𝑥 or 𝑡 and is called a particular integral (PI).

To find 𝑦𝑃𝐼 we assume it is the general form of 𝑓(𝑥) or 𝑓(𝑡) (the RHS of (2)) including the
functions whose derivatives are functions that are in 𝑓(𝑥) or 𝑓(𝑡). We use the following
table:

3
 𝑓(𝑡) 𝑦𝑃𝐼
𝑘 (𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡), 𝑒𝑔 2 𝐶
𝑘1 𝑡 + 𝑘2 , 𝑘1 ≠ 0 𝐶𝑡 + 𝐷
2
𝑘1 𝑡 + 𝑘2 𝑡 + 𝑘3 , 𝑘1 ≠ 0 𝐶𝑡 2 + 𝐷𝑡 + 𝐸
𝛼𝑡
𝑘𝑒 (𝛼 𝑖𝑠 𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡) 𝐶𝑒 𝛼𝑡
𝑘 sin 𝜔𝑡 (𝜔 𝑖𝑠 𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑠𝑛𝑡) 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘 cos 𝜔𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘1 sin 𝜔𝑡 + 𝑘2 cos 𝜔𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘1 sin 𝜔𝑡 + 𝑘2 cos 𝛼𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡 + 𝐸 cos 𝛼𝑡 + 𝐹 sin 𝛼𝑡
(𝑘1 𝑡 + 𝑘2 )𝑒 𝛼𝑡 (𝐶𝑡 + 𝐷)𝑒 𝛼𝑡
(𝑘1 𝑡 2 + 𝑘2 𝑡 + 𝑘3 )𝑒 𝛼𝑡 (𝐶𝑡 2 + 𝐷𝑡 + 𝐸)𝑒 𝛼𝑡
𝑘𝑒 𝛼𝑡 sin 𝜔𝑡 𝐶𝑒 𝛼𝑡 cos 𝜔𝑡 + 𝐷𝑒 𝛼𝑡 sin 𝜔𝑡
(𝑘1 𝑡 + 𝑘2 ) cos 𝜔𝑡 (𝐶𝑡 + 𝐷) cos 𝜔𝑡 + (𝐸𝑡 + 𝐷) sin 𝜔𝑡
(𝑘1 𝑡 2 + 𝑘2 𝑡 + 𝑘3 ) sin 𝜔𝑡 (𝐶𝑡 2 + 𝐷𝑡 + 𝐸) cos 𝜔𝑡
+ (𝐹𝑡 2 + 𝐺𝑡 + 𝐻) sin 𝜔𝑡
𝑘1 𝑡 + 𝑘2 + 𝑘3 𝑒 𝛼𝑡 𝐶𝑡 + 𝐷 + 𝐸𝑒 𝛼𝑡

NOTES:

• If a function in the choice of 𝑦𝑃𝐼 is already in 𝑦𝐶𝐹 then multiply in 𝑦𝑃𝐼 by a power of 𝑥
or 𝑡.
• If 𝑓(𝑡) or 𝑓(𝑥) is a sum or a product of several functions from the first column of the
table then 𝑦𝑃𝐼 should be a sum or a product of the corresponding functions in the
second column.
• There must be no product of undetermined coefficients in 𝑦𝑃𝐼
5 EXERCISES

Solve the following differential equations using the method of undetermined coefficients.

1) 𝑦" + 3𝑦′ + 2𝑦 = 6.
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 −2𝑥 + 3.
2) 𝑦" − 10𝑦′ + 25𝑦 = 30𝑡 + 3.
6 3
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 5𝑡 + 𝐵𝑡𝑒 5𝑡 + 5 𝑡 + 5.
1
3) 𝑦" + 𝑦′ + 𝑦 = 𝑥 2 − 2𝑥.
4
7
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −2𝑥 + 𝐵𝑥𝑒 −2𝑥 + 𝑥 2 − 4𝑥 + 2.
4) 𝑦" − 8𝑦′ + 20𝑦 = 100𝑡 2 − 26𝑡𝑒 𝑡 .
11 12
𝐴𝑛𝑠: 𝑦 = 𝑒 4𝑡 (𝐴 cos 2𝑡 + 𝐵 sin 2𝑡) + 5𝑡 2 + 4𝑡 + 10 − 2𝑡𝑒 𝑡 − 13 𝑒 𝑡 .
5) 𝑦" + 3𝑦 = −48𝑥 2 𝑒 3𝑥 .
4
𝐴𝑛𝑠: 𝑦 = 𝐴 cos √3𝑥 + 𝐵 sin √3𝑥 − 4𝑥 2 𝑒 3𝑥 + 4𝑥𝑒 3𝑥 − 3 𝑒 3𝑥 .
6) 4𝑦" − 4𝑦′ − 3𝑦 = cos 2𝑡.
3 1
19 8
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 2𝑡 + 𝐵𝑒 −2𝑡 − 425 cos 2𝑡 − 425 sin 2𝑡.
7) 𝑦" + 2𝑦′ = 2𝑥 + 5 − 𝑒 −2𝑥 .

4
 1 1
𝐴𝑛𝑠: 𝑦 = 𝐴 + 𝐵𝑒 −2𝑥 + 2 𝑥 2 + 2𝑥 + 2 𝑥𝑒 −2𝑥 .
8) 𝑦" + 4𝑦 = 3 sin 2𝑡.
3
𝐴𝑛𝑠: 𝑦 = 𝐴 cos 2𝑡 + 𝐵 sin 2𝑡 − 4 𝑡 cos 2𝑡.
9) 𝑦" − 4𝑦 = (𝑥 2 − 3) sin 2𝑥.
1 13 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 − 8 𝑥 2 sin 2𝑥 + 32 sin 2𝑥 − 8 𝑥 cos 2𝑥.
10) 𝑦" − 2𝑦′ + 5𝑦 = 𝑒 𝑡 cos 2𝑡.
1
𝐴𝑛𝑠: 𝑦 = 𝑒 𝑡 (𝐴 cos 2𝑡 + 𝐵 sin 2𝑡) + 4 𝑡𝑒 𝑡 sin 2𝑡.
11) 𝑦" − 2𝑦′ + 2𝑦 = 𝑒 2𝑥 (cos 𝑥 − 3 sin 𝑥).
7 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 𝑥 cos 𝑥 + 𝐵𝑒 𝑥 sin 𝑥 + 5 𝑒 2𝑥 cos 𝑥 − 5 𝑒 2𝑥 sin 𝑥.
12) 𝑦" + 2𝑦′ + 𝑦 = sin 𝑥 + 3cos 2𝑥.
1 12 9
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑥𝑒 −𝑥 − 2 cos 𝑥 + 25 sin 2𝑥 − 25 cos 2𝑥.
13) 𝑦 ‴ − 2𝑦" − 4𝑦′ + 8𝑦 = 6𝑡𝑒 2𝑡 .
3 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −2𝑡 + 𝐵𝑒 2𝑡 + 𝐶𝑡𝑒 2𝑡 − 16 𝑡 2 𝑒 2𝑡 + 4 𝑡 3 𝑒 2𝑡 .
14) 𝑦" + 4𝑦 = −2, 𝑦(𝜋⁄8) = 1⁄2, 𝑦′(𝜋⁄8) = 2.
1
𝐴𝑛𝑠: 𝑦 = √2 sin 2𝑥 − 2 .
15) 2𝑦" + 3𝑦′ − 2𝑦 = 14𝑡 2 − 4𝑡 − 11, 𝑦(0) = 0, 𝑦′(0) = 0.
1
𝑡
𝐴𝑛𝑠: 𝑦 = 52𝑒 − 15𝑒 −2𝑡 − 7𝑡 2 − 19𝑡 − 37.
2

16) 𝑦" + 4𝑦′ + 4𝑦 = (3 + 𝑥)𝑒 −2𝑥 , 𝑦(0) = 2, 𝑦′(0) = 5.

−2𝑥 −2𝑥 3 2 −2𝑥 1 3 −2𝑥
𝐴𝑛𝑠: 𝑦 = −𝑒 + 3𝑥𝑒 + 2𝑥 𝑒 + 6𝑥 𝑒
17) 𝑦" + 4𝑦′ + 5𝑦 = 35𝑒 −4𝑡 , 𝑦(0) = −3, 𝑦′(0) = 1.
𝐴𝑛𝑠: 𝑦 = −10𝑒 −2𝑡 cos 𝑡 + 9𝑒 −2𝑡 sin 𝑡 + 7𝑒 −4𝑡 .
18) 𝑦" − 𝑦 = cosh 𝑥, 𝑦(0) = 2, 𝑦′(0) = 12.
1 1
𝐴𝑛𝑠: 𝑦 = 7𝑒 𝑥 − 5𝑒 −𝑥 + 4 𝑥𝑒 𝑥 − 4 𝑥𝑒 −𝑥 .
19) 𝑥" + 𝜔2 𝑥 = 𝐹0 sin 𝜔𝑡, 𝑥(0) = 0, 𝑥′(0) = 0.
𝐹0 𝐹0
𝐴𝑛𝑠: 𝑥 = 2𝜔2 sin 𝜔𝑡 − 2𝜔 t cos 𝜔𝑡.
20) 𝑥" + 𝜔2 𝑥 = 𝐹0 cos 𝜔𝑡, 𝑥(0) = 0, 𝑥′(0) = 0.
𝐹0
𝐴𝑛𝑠: 𝑥 = 2𝜔 𝑡 sin 𝜔𝑡.
6 SOME APPLICATIONS OF DIFFERENTIAL EQUATIONS

EXERCISES (ELECTRICAL ENGINEERING STUDENTS ONLY)

1. An RLC circuit has R = 16 ohms, C = 10−2 farad, L = 1 henry and an emf of

36 sin 10𝑡 volts. If there is no initial charge on the capacitor but an initial current
of 5A when the voltage is first applied, what is the expression for the charge on
the capacitor?
2. An RLC circuit with R = 6 ohms, C = 10−2 farad L = 0,125 henry has an emf of
50 sin 100𝑡 volts. Find the charge as a function time 𝑡 if 𝑞(0) = 0 and 𝑖(0) = 0.
5
 3. An RLC circuit has R = 10 ohms, L = 1 henry, C = 10−2 farad and an emf of
50 sin 10𝑡 volts.
3.1 Find the charge as a function of time.
3.2 Find the steady-state current.
3.3 Find the amplitude, period and frequency of the steady-state current.
4. An inductor of inductance L = 5 henrys, a resistor of resistance R = 20 ohms and a
capacitor of capacitance C = 0,04 farad are connected in series with an emf 𝐸 =
500 sin 𝑡 volts. The initial current in the circuit is zero and the charge in the
capacitor is zero.
4.1 Show that the differential equation for the circuit is 𝑞" + 4𝑞′ + 5𝑞 =
100sin 𝑡.
4.2 Find the charge at any time from the equation in 4.1.
4.3 Calculate the amplitude of the charge at the steady state.
5. An inductor of inductance L = 20 henrys, a resistor of resistance R = 40 ohms and
a capacitor of capacitance C = 0,025 farad are connected in series with an emf
𝐸 = 100 sin 𝑡 volts. The initial charge, 𝑞, and the initial current, 𝑖, are both zero.
5.1 Show that the differential equation governing the circuit is 𝑞" + 2𝑞′ + 2𝑞 =
5 sin 𝑡.
5.2 Find an expression for the charge as a function of time.
6. An inductor of inductance L = 2 henrys, a resistor of resistance R = 12 ohms and a
capacitor of capacitance C = 0,0625 farad are connected in series with an emf 𝐸 =
40 sin 2𝑡 volts. The initial current in the circuit is zero and the charge in the
capacitor is zero.
6.1 Show that the differential equation for the circuit is 𝑞" + 6𝑞′ + 8𝑞 =
20sin 2𝑡.
6.2 Find the charge at any time from the equation in 4.1.
6.3 Calculate the amplitude of the charge at the steady state.
ANSWERS

9 34 9
1. 𝑞 = 𝑒 −8𝑡 ( cos 6𝑡 + sin 6𝑡) − cos 10𝑡
40 30 40
12 647√14 12 23
2. 𝑞= 𝑒 −24𝑡 (673 cos 4√14 𝑡+ sin 4√14 𝑡) − 673 cos 100𝑡 − 673 sin 100𝑡
9422
−5𝑡 1
3. 3.1 𝑞 = 𝑒 (𝐴 cos 5√3 𝑡 + 𝐵 sin 5√3 𝑡) − 2 cos 10𝑡
3.2 steady state current = 5 sin 10𝑡
1
3.3 amplitude = 5; period = 10; frequency = 10
25 25 25 25
4. 4.2 𝑞 = 𝑒 −2𝑡 ( 2 cos 𝑡 + sin 𝑡) − cos 𝑡 + sin 𝑡
2 2 2
25√2
4.3 amplitude = 2
5. 5.2 𝑞 = 𝑒 −𝑡 (2 cos 𝑡 + sin 𝑡) − 2 cos 𝑡 + sin 𝑡
5 3 1
6. 6.2 𝑞 = 𝑒 −2𝑡 − 𝑒 −4𝑡 − cos 2𝑡 + sin 2𝑡
2 2 2
√10
6.3 amplitude = 2

6
CHAPTER 2 FOURIER SERIES
1 PERIODIC FUNCTIONS

A function 𝑓(𝑡) is said to be periodic if there is a positive number 𝜔 such that

𝑓(𝑡) = 𝑓(𝑡 + 𝜔), i.e. if its values are repeated at regular intervals of the independent
variable. This regular interval is given by 𝜔 and is called a period of 𝑓(𝑡). The graph of
such a function is obtained by periodic repetition of its graph in an interval of length 𝜔.
Familiar periodic functions are sine and cosine functions. For the graphs of 𝑦 = 𝑎sin 𝑛𝑡 and
𝑦 = 𝑎cos 𝑛𝑡 the period is = 2𝜋⁄𝑛 = 360°⁄𝑛 .
The following is the graph of a periodic function, 𝜔 = 6 and therefore 𝑓(𝑡) = 𝑓(𝑡 + 6).

• • • • •
2 4 6 8 10 12 14 x

EXERCISE

1. Sketch the graph of the function defined by

2𝑡, −2 ≤ 𝑡 < 0
𝑓(𝑡) = {
−2𝑡, 0<𝑡≤2
where 𝑓(𝑡 + 4) = 𝑓(𝑡) for −6 ≤ 𝑡 ≤ 6.

2. Sketch the graph of the function defined by

1; −𝜋 < 𝑡 < 0
𝑓(𝑡) = {
𝑡; 0 ≤ 𝑡 < 𝜋
where 𝑓(𝑡) = 𝑓(𝑡 + 2𝜋) for 𝑡 ∈ (−𝜋; 3𝜋).

3. Sketch the graph of 𝑓(𝑥) for 𝑥𝜖[−3; 3] where

2; −1 ≤ 𝑥 < 0
𝑓(𝑥) = { and 𝑓(𝑥 + 2) = 𝑓(𝑥)
𝑥, 0 ≤ 𝑥 < 1

4. Sketch the graph of

−𝑥 + 4, −3 ≤ 𝑥 < 0
𝑓(𝑥) = { , where 𝑓(𝑥 + 6) = 𝑓(𝑥)
𝑥2, 0 ≤ 𝑥 < 3

for −3 < 𝑥 ≤ 9.

7
 2 FOURIER SERIES

A Fourier series arises from representing a given periodic function 𝑓(𝑡) or 𝑓(𝑥) in terms of
sine and cosine functions (or terms). We assume that 𝑓(𝑡) is a periodic function with period
2𝐿 that can be represented by a trigonometric series as follows:
∞ ∞
𝑎0 𝑛𝜋 𝑛𝜋
𝑓(𝑡) = + ∑ 𝑎𝑛 𝑐𝑜𝑠 ( 𝐿 ) 𝑡 + ∑ 𝑏𝑛 𝑠𝑖𝑛 ( 𝐿 ) 𝑡
2
𝑛=1 𝑛=1
This is called a Fourier series and 𝑎0 , 𝑎𝑛 and 𝑏𝑛 are called Fourier coefficients. The
expressions for the Fourier coefficients are found by integration and they are given by:
1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
2𝐿

1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡𝑑𝑡
𝐿
2𝐿

1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡𝑑𝑡
𝐿
2𝐿

Note that if 𝑓(𝑡) is a periodic function, then

2𝐿 𝐿

∫ 𝑓(𝑡)𝑑𝑡 = ∫ 𝑓(𝑡)𝑑𝑡 = ∫ 𝑓(𝑡)𝑑𝑡

2𝐿 0 −𝐿

3 SOME USEFUL TRIGONOMETRIC RESULTS

When calculating the Fourier coefficients for 𝑛 = 1, 2, 3, … … the following trigonometric

results are useful and each result can be deduced from the graphs of sin 𝑡 and cos 𝑡.

y
1• • y = cos t

• • • • • • • •
  3 2 5 3 7 4 x
2 2 2 2
-1 • y = sin t

1. sin 𝑛𝜋 = 0
−1, 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
2. cos 𝑛𝜋 = (−1)𝑛 = {
1, 𝑖𝑓 𝑛 𝑒𝑣𝑒𝑛

0, 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝜋
3. sin 𝑛 ( 2 ) = { 1, 𝑛 = 1, 5, 9, … .
−1, 𝑛 = 3, 7, 11, … .

8
 0, 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝜋
4. cos 𝑛 ( 2 ) = { 1, 𝑛 = 0, 4, 8, … .
−1, 𝑛 = 2, 6, 10, … .

4 EVEN AND ODD FUNCTIONS

A function 𝑓(𝑡) is said to be even if 𝑓(−𝑡) = 𝑓(𝑡).

EXAMPLES:
1. 𝑓(𝑡) = 𝑡 2

y = t2

O x

2. 𝑓(𝑡) = 𝑐os 𝑡

Note that the graph of an even function is symmetrical about the vertical axis (𝑦 − 𝑎𝑥𝑖𝑠).

A function 𝑓(𝑡) is said to be odd if 𝑓(−𝑡) = −𝑓(𝑡).

EXAMPLES:
1. 𝑓(𝑡) = 𝑡 3

9
 y
y = t3

2. 𝑓(𝑡) = sin 𝑡

y
y = sin t

Note that the graph of an odd function is symmetrical about the origin. The line joining two
points that are on the graph and equidistant from and on either side of the origin, passes
through the origin.

EXERCISE
State whether the following functions are even, odd or neither:
1)

y
2

− 2 −  2 t

-2

2)

10
 y
2

− 2 −  2 t

-2

3)

• •
− 2 −  2 t

4)

• •
− 2 −  2 t

5)

• •
−  t

5 PRODUCTS OF ODD AND EVEN FUNCTIONS

11
 1. EVEN times EVEN is EVEN
2. ODD times ODD is EVEN
3. EVEN times ODD is ODD
4. ODD times EVEN is ODD
Exercise: Prove the above statements.

6 SOME INTEGRALS OF EVEN AND ODD FUNCTIONS

Consider the following graph of an even function 𝑔(𝑡).

y

• •
−a a t
𝑎 0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡

−𝑎 −𝑎 0
But, from the graph
0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡
−𝑎 0
𝑎 𝑎 𝑎 𝑎

∴ ∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡 = 2 ∫ 𝑔(𝑡)𝑑𝑡 ≠ 0

−𝑎 0 0 0
Conclusion: If 𝑔(𝑡) is an even function then
𝑎

∫ 𝑔(𝑡)𝑑𝑡 ≠ 0
−𝑎

Consider the following graph of an odd function 𝑔(𝑡).

y

−a a t

𝑎 0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡

−𝑎 −𝑎 0
But from the graph

12
 0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = − ∫ 𝑔(𝑡)𝑑𝑡
−𝑎 0
𝑎 𝑎 𝑎

∴ ∫ 𝑔(𝑡)𝑑𝑡 = − ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡 = 0

−𝑎 0 0
Conclusion: If 𝑔(𝑡) is an odd function then
𝑎

∫ 𝑔(𝑡)𝑑𝑡 = 0
−𝑎
From the examples on page 2, we note that sin 𝒕 is an odd function and cos 𝒕 is an even
function.

7 FOURIER COSINE SERIES

𝑎
A Fourier cosine series is a Fourier series containing the term 20 and cosine terms only (no
sine terms). Let 𝑓(𝑡) be a periodic even function with period 2𝐿.
𝐿 𝐿
1 1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡 = ∙ 2 ∫ 𝑓(𝑡)𝑑𝑡 ≠ 0 (𝑠𝑖𝑛𝑐𝑒 𝑓(𝑡) 𝑖𝑠 𝑒𝑣𝑒𝑛)
𝐿 𝐿
−𝐿 0
𝐿
1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡) 𝑐𝑜𝑠 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿
Let 𝑔(𝑡) = 𝑓(𝑡)𝑐𝑜𝑠(𝑛𝜋
𝐿
)𝑡. This means 𝑔(𝑡) is even since it is a product of two even
functions. Hence
𝐿 𝐿
1 1
𝑎𝑛 = ∫ 𝑔(𝑡)𝑑𝑡 = ∙ 2 ∫ 𝑔(𝑡)𝑑𝑡 ≠ 0 (𝑠𝑖𝑛𝑐𝑒 𝑔(𝑡) 𝑖𝑠 𝑒𝑣𝑒𝑛)
𝐿 𝐿
−𝐿 0
𝐿
1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿
Let 𝑔(𝑡) = 𝑓(𝑡)𝑠𝑖𝑛(𝑛𝜋𝐿
)𝑡. This means 𝑔(𝑡) is odd since it is a product of an even function
and an odd function. Hence
𝐿
1
𝑏𝑛 = ∫ 𝑔(𝑡)𝑑𝑡
𝐿
−𝐿
But
𝐿

∫ 𝑔(𝑡)𝑑𝑡 = 0 (𝑠𝑖𝑛𝑐𝑒 𝑔(𝑡)𝑖𝑠 𝑜𝑑𝑑)

−𝐿
1
∴ 𝑏𝑛 =
∙0=0
𝐿
Conclusion: If 𝑓(𝑡) is even then 𝑎0 ≠ 0; 𝑎𝑛 ≠ 0 and 𝑏𝑛 = 0. We therefore have
∞
𝑎0 𝑛𝜋
𝑓(𝑡) = + ∑ 𝑎𝑛 𝑐𝑜𝑠 ( 𝐿 ) 𝑡
2
𝑛=1
This is a Fourier cosine series.

13
 8 FOURIER SINE SERIES

A Fourier sine series is a Fourier series containing sine terms only. Let 𝑓(𝑡) be a periodic
odd function with period 2𝐿.
𝐿
1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
−𝐿
But
𝐿

∫ 𝑓(𝑡)𝑑𝑡 = 0 (𝑠𝑖𝑛𝑐𝑒 𝑓(𝑡)𝑖𝑠 𝑜𝑑𝑑)

−𝐿
1
∴ 𝑎0 = ∙0=0
𝐿
𝐿
1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿
Let 𝑔(𝑡) = 𝑓(𝑡)𝑐𝑜𝑠(𝑛𝜋𝐿
)𝑡. This means 𝑔(𝑡) is odd since it is a product of an odd function
and an even function. Hence
𝐿
1 1
𝑎𝑛 = ∫ 𝑔(𝑡)𝑑𝑡 = ∙ 0 = 0
𝐿 𝐿
−𝐿
𝐿
1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿
Let 𝑔(𝑡) = 𝑓(𝑡)𝑠𝑖𝑛(𝑛𝜋
𝐿
)𝑡. This means 𝑔(𝑡) is even since it is a product of two odd functions.
𝐿 𝐿
1 1
∴ 𝑏𝑛 = ∫ 𝑔(𝑡)𝑑𝑡 = ∙ 2 ∫ 𝑔(𝑡)𝑑𝑡 ≠ 0
𝐿 𝐿
−𝐿 0
Conclusion: If 𝑓(𝑡) is odd then 𝑎0 = 0; 𝑎𝑛 = 0 and 𝑏𝑛 ≠ 0. We therefore have
∞
𝑛𝜋
𝑓(𝑡) = ∑ 𝑏𝑛 𝑠𝑖𝑛 ( 𝐿 ) 𝑡
𝑛=1
This is a Fourier sine series.

Note that if a given function 𝒇(𝒕) is neither even nor odd then each of the Fourier
coefficients may or may not be zero. We have to calculate each one.

9 APPLICABLE TRIGONOMETRIC IDENTITIES

1. 2 sin 𝛼 cos 𝛽 = sin(𝛼 + 𝛽) + sin(𝛼 − 𝛽)

2. 2 cos 𝛼 sin 𝛽 = sin(𝛼 + 𝛽) − sin(𝛼 − 𝛽)
3. 2 cos 𝛼 cos 𝛽 = cos (𝛼 + 𝛽) + cos (𝛼 − 𝛽)
4. 2 sin 𝛼 sin 𝛽 = cos (𝛼 − 𝛽) − cos(𝛼 + 𝛽)
5. sin(−𝛼) = − sin 𝛼
6. cos(−𝛼) = cos 𝛼
10 EXERCISES

Determine the Fourier series for the following functions:

1) 𝑓(𝑡) = 𝑡, −𝜋 < 𝑡 < 𝜋 and 𝑓(𝑡 + 2𝜋) = 𝑓(𝑡).

14
 2 sin 3𝑡 sin 4𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = 2 sin 𝑡 − sin 2𝑡 + − +⋯
3 2
−𝑡, −4 < 𝑡 < 0
2) 𝑓(𝑡) = { and 𝑓(𝑡 + 8) = 𝑓(𝑡).
𝑡, 0 < 𝑡 < 4
16 𝜋𝑡 16 3𝜋𝑡 16 5𝜋𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = 2 − 2 cos − 2 cos − cos −⋯
𝜋 4 9𝜋 4 25𝜋 2 4
𝜋
, 0<𝑥<𝜋
3) 𝑓(𝑥) = {−𝜋4 and 𝑓(𝑥) = 𝑓(𝑥 + 2𝜋).
, 𝜋 < 𝑥 < 2𝜋
4
sin 3𝑥 sin 5𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = sin 𝑥 + + +⋯
3 5
1, −1 < 𝑥 < 0
4) 𝑓(𝑥) = { and 𝑓(𝑥 + 2) = 𝑓(𝑥).
𝑥, 0 < 𝑥 < 1
3 2 cos 𝜋𝑥 2 cos 3𝜋𝑥 2 cos 5𝜋𝑥 sin 𝜋𝑥 sin 2𝜋𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = − − − − ⋯ − − −⋯
4 𝜋2 9𝜋 2 25𝜋 2 𝜋 2𝜋
𝑉, 0 < 𝑡 < 𝜋
5) 𝑓(𝑡) = { and 𝑓(𝑡) = 𝑓(𝑡 + 2𝜋).
0, 𝜋 < 𝑡 < 2𝜋
𝑉 2𝑉𝑠𝑖𝑛 𝑡 2𝑉𝑠𝑖𝑛 3𝑡 2𝑉𝑠𝑖𝑛 5𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = + + + +⋯
2 𝜋 3𝜋 5𝜋

2(1 + 𝑡), −1 < 𝑡 < 0

6) 𝑓(𝑡) = { and 𝑓(𝑡 + 2) = 𝑓(𝑡).
0, 0<𝑡<1
1 4 cos 𝜋𝑡 4 cos 3𝜋𝑡 2𝑠𝑖𝑛 𝜋𝑡 sin 2𝜋𝑡 2 sin 3𝜋𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = + 2
+ 2
+⋯− − − −⋯
2 𝜋 9𝜋 𝜋 𝜋 3𝜋
7) 𝑓(𝑥) = 𝑥 2 , 0 < 𝑥 < 2𝜋 and 𝑓(𝑥 + 2𝜋) = 𝑓(𝑥).
4𝜋 2 4 cos 3𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = + 4 cos 𝑥 + cos 2𝑥 + + ⋯ − 4𝜋 sin 𝑥 − 2𝜋 sin 2𝑥 − ⋯
3 9
𝑠𝑖𝑛𝑥, 0 < 𝑥 < 𝜋
8) 𝑓(𝑥) = { and 𝑓(𝑥) = 𝑓(𝑥 + 2𝜋).
0, 𝜋 < 𝑥 < 2𝜋
1 2 cos 2𝑥 2 cos 4𝑥 2 cos 6𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = − − − −⋯
𝜋 3𝜋 15𝜋 35𝜋
𝜋
𝑡, 0 < 𝑡 <
2
9) 𝑓(𝑡) = { 𝜋 and 𝑓(𝑡 + 𝜋) = 𝑓(𝑡).
𝜋 − 𝑡, 2 < 𝑡 < 𝜋
𝜋 2 cos 2𝑡 2 cos 6𝑡 2 cos 10𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = − − − −⋯
4 𝜋 9𝜋 25𝜋
𝜋
0, −𝜋 < 𝑡 < − 2
𝜋 𝜋
10) 𝑓(𝑡) = 4, − 2 < 𝑡 < and 𝑓(𝑡 + 2𝜋) = 𝑓(𝑡).
2
𝜋
{ 0, 2
<𝑡<𝜋
8 cos 𝑡 8 cos 3𝑡 8 cos 5𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = 2 + − + −⋯
𝜋 3𝜋 5𝜋

11 HALF-RANGE FOURIER SERIES

15
Sometimes a function of period 2𝐿 is defined over the interval 0 to 𝐿 instead of the normal
– 𝐿 to 𝐿 or 0 to 2𝐿. In this case the Fourier series is called a half-range Fourier series. Also,
some additional information must be given as to whether the function is even or odd.
The expressions for the Fourier coefficients are:
𝐿
2
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
0
𝐿
2 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
0
𝐿
2 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
0
Note: To find a Fourier cosine series, assume that the given function is even and to find a
Fourier sine series, assume that the given function is odd.

EXERCISE

1) Determine the Fourier cosine series for the following function:

𝑓(𝑡) = 𝑡, 0 < 𝑡 < 𝜋 and 𝑓(𝑡 + 2𝜋) = 𝑓(𝑡).
𝜋 4 cos 𝑡 4 cos 3𝑡 4 cos 5𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = − − − −⋯
2 𝜋 9𝜋 25𝜋
2) Determine the Fourier series for the following function where 𝑓(𝑥) is an even
function:
𝑓(𝑥) = sin 𝑥, 0 < 𝑥 < 𝜋 and 𝑓(𝑥 + 2𝜋) = 𝑓(𝑥).
2 4 cos 2𝑥 4 cos 4𝑥 4 cos 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − − − −⋯
𝜋 3𝜋 15𝜋 35𝜋
3) Determine the Fourier series for the following function where 𝑓(𝑡) is an odd function:
𝜋
𝑓(𝑡) = 2 − 𝑡, 0 < 𝑡 < 𝜋 and 𝑓(𝑡) = 𝑓(𝑡 + 2𝜋).
sin 4𝑡 sin 6𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = sin 2𝑡 + + +⋯
2 3
4) Determine the Fourier sine series for the following function:
𝜋
𝑓(𝑥) = sin 𝑥, 0 < 𝑥 < 2 and 𝑓(𝑥 + 𝜋) = 𝑓(𝑥).
8 sin 2𝑥 16 sin 4𝑥 24 sin 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − + −⋯
3𝜋 15𝜋 35𝜋
5) Determine the Fourier cosine series for the following function:
𝜋
𝑓(𝑡) = cos 𝑡, 0 < 𝑡 < 2 and 𝑓(𝑡) = 𝑓(𝑡 + 𝜋).
2 4 cos 2𝑡 4 cos 4𝑡 4 cos 6𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = + − + −⋯
𝜋 3𝜋 15𝜋 35𝜋
6) Determine the Fourier series for the following function where 𝑓(𝑥) is an even
function:
𝑓(𝑥) = 𝑥(𝜋 − 𝑥), 0 < 𝑥 < 𝜋 and 𝑓(𝑥) = 𝑓(𝑥 + 2𝜋).
𝜋2 cos 4𝑥 cos 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − cos 2𝑥 − − −⋯
6 4 9
12 HARMONIC ANALYSIS

The area under the curve of 𝑓 from 𝑥 = 𝑎 to 𝑥 = 𝑏 is given by:

16
 𝑏

𝐴 = ∫ 𝑓(𝑥)𝑑𝑥
𝑎
Trapezoidal rule:
𝑏 𝑛−1

∫ 𝑓(𝑥)𝑑𝑥 = 𝑠 ∑ 𝑓(𝑥𝑘 )
𝑎 𝑘=0
𝑏−𝑎
where 𝑠 = 𝑛 and 𝑛 is the number of equal-width strips into which the area has been
divided. Suppose 𝑓 is a periodic function with period 2𝜋. Considering one cycle, then we
𝜋 𝜋
have 𝑎 = 0, 𝑏 = 2𝜋. If we let 𝑛 = 12 then 𝑠 = 6 = 30°. If 𝑛 = 6, then 𝑠 = 3 = 60°.

13 FOURIER SERIES

Consider a periodic function 𝑓 with period 2𝜋.

∞ ∞

𝑓(𝑥) = 𝑎0 + ∑ 𝑎𝑛 cos 𝑛𝑥 + ∑ 𝑏𝑛 sin 𝑛𝑥

𝑛=1 𝑛=1
= 𝑎0 + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + ⋯ + 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + ⋯

14 FOURIER COEFFICIENTS

2𝜋
1
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
𝜋
0
11
1
𝑎0 = ∙ 𝑠 ∑ 𝑓(𝑥𝑘 )
𝜋
𝑘=0
11
1
𝑎0 = ∑ 𝑓(𝑥𝑘 )
6
𝑘=0

11
1
𝑎𝑛 = ∑ 𝑓(𝑥𝑘 ) cos 𝑛𝑥𝑘
6
𝑘=0
1 1 1
∴ 𝑎1 = ∑11 𝑓(𝑥𝑘 ) cos 𝑥𝑘 ; 𝑎2 = ∑ 11
𝑓(𝑥𝑘 ) cos 2𝑥𝑘 ; 𝑎3 = 6 ∑11
𝑘=0 𝑓(𝑥𝑘 ) cos 3𝑥𝑘 ; etc
6 𝑘=0 6 𝑘=0
Similarly,
11
1
𝑏𝑛 = ∑ 𝑓(𝑥𝑘 ) sin 𝑛𝑥𝑘
6
𝑘=0
1 1 1
∴ 𝑏1 = 6 ∑11 11 11
𝑘=0 𝑓(𝑥𝑘 ) sin 𝑥𝑘 ; 𝑏2 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) sin 2𝑥𝑘 ; 𝑏3 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) sin 3𝑥𝑘 ; etc

15 EXERCISES

Determine the first two harmonics of the Fourier series for the values given in the following
tables:
1)
17
 0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
180 276 364 436 488 522 556 558 550 516 440 318
Ans: 𝑓(𝑥) = 434 − 152 cos 𝑥 − 50 cos 2𝑥 − … − 40 sin 𝑥 − 2,9 sin 2𝑥 …

2)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
1,57 0,52 1,05 1,57 2,09 2,62 3,14 3,14 3,14 3,14 3,14 3,14
Ans: 𝑓(𝑥) = 2,36 − 0,65 cos 𝑥 + +0,19 cos 2𝑥 − … − 0,98 sin 𝑥 − 0,45 sin 2𝑥 − ⋯

3)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
3,14 0,52 1,05 1,57 2,09 2,62 3,14 3,67 4,19 4,71 5,24 5,76
Ans: 𝑓(𝑥) = 3,14 − 0,44 cos 𝑥 + 0,26 cos 2𝑥 − ⋯ − 2,0 sin 𝑥 − 1,0 sin 2𝑥 − ⋯

4)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
0 2,3 5,5 8,9 10,8 11,4 9,9 4,8 0 0 0 0
Ans: 𝑓(𝑥) = 4,5 − 4,1 cos 𝑥 + 0,3 cos 2𝑥 − … + 4,6 sin 𝑥 − 1,4 sin 2𝑥 + ⋯

5)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
137 164 265 325 156 -54 -137 -164 -265 -325 -156 54
Ans: 𝑓(𝑥) = 127 cos 𝑥 + ⋯ + 248 sin 𝑥 + ⋯

6)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
36,6 36,5 36,4 36,5 36.6 36,7 36,9 37,1 37,3 37,2 36,9 36,8
1 0 0 4 9 6 4 3 5 5 8 6
Ans: 𝑓(𝑥) = 36,86 − 0,18 cos 𝑥 − 0,06 cos 2𝑥 − ⋯ − 0,35 sin 𝑥 + 0,02 sin 2𝑥 − ⋯

7)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
298 356 373 337 254 155 80 51 60 93 147 221
Ans: 𝑓(𝑥) = 202 + 107 cos 𝑥 − 13 cos 2𝑥 + ⋯ + 121 sin 𝑥 + 9 sin 2𝑥 + ⋯

18
CHAPTER 3: PROBABILITY AND PROBABILITY
DISTRIBUTIONS
Introduction
In most cases in real life, decisions are made under conditions of uncertainty. Probability
theory provides the foundation for quantifying and measuring uncertainty. It is used to
estimate the reliability in making inferences from samples to populations, as well as to
quantify the uncertainty of future events. It is therefore necessary to understand the basic
concepts and laws of probability to be able to manage uncertainty.

• A probability is the chance, or likelihood, that a particular event will occur.

These are examples of events representing typical probability-type questions:

• What is the likelihood that a task will be completed within 45 minutes?

• How likely is it that a product will fail within its guarantee period?
• What is the chance of a telesales consultant making a sale on a call?
Random experiments, sample spaces and trials
• a random experiment is a procedure whose outcome in a particular performance or
trial cannot be predetermined.
Although we cannot foretell what the outcome of any single repetition of the experiment will
be, we must be able to list the set of all possible outcomes of the experiment. In general,
random experiments must be capable, in theory at least, of indefinite repetition. It must also
be possible to observe the outcome of each repetition of the experiment.

• The set of all possible outcomes of a random experiment is called the sample space of
the random experiment.
We usually use the letter S to denote the sample space. Each repetition of the procedure for
the random experiment is called a trial, and gives rise to one and only one of the possible
outcomes.

The following are examples of random experiments and their sample spaces:

• We toss a coin. We can list the set of possible outcomes: S = {heads,tails}. We can
repeat the experiment endlessly, and we can observe the result of every trial.

• A phone number is chosen at random. The number is dialled, and the person who
answers is asked whether he/she is currently watching television. If the telephone is
unanswered after 45 seconds, the outcome, “no reply”, is recorded. The set of
possible outcomes, the sample space, is

S = {yes, no, won’t say, number engaged, no reply}.

19
 • A light bulb is allowed to burn until it burns out. The lifetime of the bulb is recorded.
The possible outcomes are the set of non-negative real numbers (i.e. the set of
positive numbers plus zero — the bulb might not burn at all). The sample space is
thus
S = {t | t ≥ 0}.

• A die is thrown out onto the table. The dots on the upturned face are counted. The
sample space is
S = {1, 2, 3, 4, 5, 6}.

• In a survey of traffic passing a particular point on the N2 North bound, a time period
of one minute is chosen at random, and the number of vehicles that pass the point in
the minute is counted. The possible outcomes are the integers, including zero,
therefore
S={0, 1, 2, 3,...}.

Sample Spaces: Problems

1 Write down the sample space for each of the following random experiments

a. Flip a coin once

b. Flip a coin twice
c. Roll a die twice
d. People joining aerobics classes will be checked one after the other to see if
they have been diagnosed with diabetes ( D ) or not ( N ). Suppose that the checking
is to be continued until one person is non-diabetic person is found or four people have
been checked.
___________________________________________________________________________

Calculating Probabilities
Probabilities are broadly of two types: subjective or objective.

• Where the probability of an event occurring is based on an educated guess, expert

opinion or just plain intuition, it is referred to as a subjective probability. Subjective
probabilities cannot be statistically verified and are not used extensively in statistical
analysis.
• Alternatively, when the probability of an event occurring can be verified statistically
through surveys or empirical observations, it is referred to as an objective probability.
This type of probability is used extensively in statistical analysis.

20
Mathematically, a probability is defined as the ratio of two numbers:
𝑟
𝑃(𝐴) =
𝑛

where:

• A = event of a specific type (or with specific properties)

• r = number of outcomes of event A
• n = total number of all possible outcomes (called the sample space)
• P(A) = probability of event A occurring
Properties of a Probability
There are five basic properties that apply to every probability:

• A probability value lies only between 0 and 1 inclusive (i.e. 0 ≤ P(A) ≤ 1).
• If an event A cannot occur (i.e. an impossible event), then P(A) = 0.
• If an event A is certain to occur (i.e. a certain event), then P(A) = 1.
• The sum of the probabilities of all possible events (i.e. the collectively exhaustive set
of events) equals one, i.e. 𝑃(𝐴1 ) + 𝑃(𝐴2 ) +∙∙∙ +𝑃(𝐴𝑘 ), for k possible events.

For example, if cash, cheque, debit card or credit card (i.e. k = 4) are the only possible
payment methods (events) for groceries, then for a randomly selected grocery purchase, the
probability that a customer pays by either cash, cheque, debit card or credit card is: P(𝐴1 =
cash) + P(𝐴2 = cheque) + P(𝐴3 = debit card) + P(𝐴4 = credit card) = 1.
• Complementary probability: If P(A) is the probability of event A occurring, then
the probability of event A not occurring is defined as P(𝐴̅) = 1 − P(A). For example,
if there is a 7% chance that a part is defective, then P(a defective part) = 0.07 and
P(not a defective part) = 1 − 0.07 = 0.93.

Joint and Conditional probabilities

• A joint probability is the probability that both event A and event B will occur
simultaneously on a single trial of a random experiment, denoted 𝑃(𝐴 ∩ 𝐵).
• A conditional probability is the probability of event A occurring, given that event B
has already occurred. It is written as 𝑃(𝐴|𝐵).
• In formula terms, a conditional probability is defined as follows:
𝑃(𝐴 ∩ 𝐵)
𝑃(𝐴|𝐵) =
𝑃(𝐵)

• The essential feature of the conditional probability is that the sample space is reduced
to the set of outcomes associated with the given prior event B only. The prior
information (i.e. event B) can change the likelihood of event A occurring.

21
 • If two events are mutually exclusive, they cannot occur together in a single trial of a
random experiment. If events A and B are mutually exclusive, then 𝑃(𝐴 ∩ 𝐵) = 0.

•The addition rule:

➢ for non-mutually exclusive events, and
➢ for mutually exclusive events.
The addition rule relates to the union of events. It is used to find the probability of either
event A or event B, or both events occurring simultaneously in a single trial of a random
experiment.

• If two events are not mutually exclusive, they can occur together in a single trial of a
random experiment. Then the probability of either event A or event B or both
occurring in a single trial of a random experiment is defined as:
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

• If two events are mutually exclusive, then the probability of either event A or event B
(but not both) occurring in a single trial of a random experiment is defined as:

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)

• Multiplication rule for Statistically Independent events: If two events A and B are
statistically independent (i.e. there is no association between the two events) then the
multiplication rule reduces to the product of the two marginal probabilities only.
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) × 𝑃(𝐵)

Exercise: Suppose that the Engineering Council of South Africa classifies its registered
members according to Gender (Male or Female) and whether they
are registered as Technicians or Engineers. From 1650 registered members,
1155 are males and the rest are females. They also found that only 40% of
the registered female members are Engineers; the rest are Technicians.
Suppose that only 20% of all the registered members are Engineers.

1 Calculate the probability that a randomly selected engineer is:

1.1 a male.

1.2 not an engineer.

1.3 is a male and an engineer.

1.4 a male or an engineer.

1.5 neither a male nor an engineer.

1.6 a male, given that he is an engineer.

22
1.7 a technician, given that he is a female.

1.8 a male but not an engineer.

1.9 a male or a female.

2 Determine whether events that an employee is a female and that she is an engineer
are statistically independent.

Exercises

1 Let 𝐴 and 𝐵 be events in a sample space 𝑆 such that 𝑃(𝐴) = 0.5

and 𝑃(𝐵) = 0.2. Use relevant calculations to show that it is not
possible that 𝑃(𝐴 ∪ 𝐵) = 0.8.

2. Let 𝐴 and 𝐵 be events in a sample space 𝑆. Show that it is not possible

that 𝑃(𝐴 ∩ 𝐵) = 0.6 and 𝑃(𝐴|𝐵) = 0.4.

3. An apple cooperative in Elgin, Western Cape receives and groups apples into
A, B, C and D grades for packaging and export. In a batch of 1 500 apples,
795 were found to be grade A, 410 were grade B, 106 were grade C and the
rest grade D. If an apple is selected at random from the batch, what is the
likelihood that it is neither of grade B nor D?

4 Let 𝐴 and 𝐵 be events in a sample space 𝑆 such that 𝑃(𝐴̅ ) = 0.7

and 𝑃(𝐵) = 0.4.

4.1 If 𝐴 and 𝐵 are mutually exclusive, find 𝑃(𝐴 ∪ 𝐵).

4.2 If 𝐴 and 𝐵 are statistically independent, find 𝑃(𝐴 ∪ 𝐵).

4.3 If 𝐴 and 𝐵 are statistically independent, find 𝑃(𝐴/𝐵̅ ).

5 Let 𝐴 and 𝐵 be events in a sample space 𝑆 such that 𝑃(𝐴̅ ) = 0.6, 𝑃(𝐵) = 𝑥
and 𝑃(𝐴 ∪ 𝐵) = 0.5.

5.1 Calculate the numerical value of 𝑥 if 𝐴 and 𝐵 are statistically independent.

5.2 Calculate the numerical value of 𝑥 if 𝐴 and 𝐵 are mutually exclusive.

5.3 Calculate 𝑃( ̅̅̅̅̅̅̅

𝐴 ∪ 𝐵 ).

5.4 Calculate 𝑃(𝐵/𝐴̅ ) if 𝐴 and 𝐵 are mutually exclusive.

23
6 Let 𝐴 and 𝐵 be events in a sample space, 𝑆. Let 𝑃(𝐴) = 0.35, 𝑃(𝐵) = 0.6
and 𝑃(𝐴|𝐵) =0.52.

6.1. Find 𝑃(𝐴 ∪ 𝐵).

6.2. 𝑃(𝐴|𝐵̅).

6.3. Are 𝐴 and 𝐵 mutually exclusive? Substantiate your answer.

6.4. Are 𝐴 and 𝐵 statistically independent? Substantiate your answer.

7. On a research done by the Department of Agriculture at MUT, graduates who

graduated in a past decade are classified according to their major (Animal
Production or Plant Production). They are also classified according to their
Gender (Female or Male). Suppose that there are 200 graduates whose major
was Animal Production and 300 whose major was Plant Production. Of all
graduates, 240 were females and 100 of these majored in Animal Production.
Calculate the percentage of graduates who are

7.1. neither males nor did plant production.

7.2. males, given that they did animal production.

7.3. neither females nor did animal production.

8. The two-way table below shows the IQ rating as well as the creativity rating of 250
individuals in a psychological study.

Low IQ High IQ Total

Low Creativity 75 x 105
High Creativity 20 y z
Total w 155 250

8.1. Calculate the numerical values of w, x, y and z.

8.2. Find the probability that a randomly selected individual from this study
will be classified as:

8.2.1. having a low IQ.

8.2.2. having a low IQ, given that she has high creativity.

8.2.3. having a high IQ and high creativity.

8.2.4. having a low IQ or high creativity or both.

24
8.3. Let A be an event that a randomly selected individual has a low IQ and let
B be an event that a randomly selected individual has high creativity.

8.3.1. Are A and B mutually exclusive? Substantiate.

8.3.2. Are A and B statistically independent? Show all workings.

__________________________________________________________________________
Bayes Theorem

A very useful tool for finding conditional probabilities is Bayes’ theorem, which connects
P(B |A) with P(A |B), named in honour of Rev. Thomas Bayes, who did pioneering work in
probability theory in the 1700’s.

Bayes Theorem: If A and B are two events, then

𝑃(𝐵|𝐴)∙𝑃(𝐴)
𝑃(𝐴|𝐵) =
𝑃(𝐵|𝐴)∙𝑃(𝐴)+𝑃(𝐵|𝐴̅ )𝑃(𝐴̅ )

Example: The miners are out on strike, with a list of demands. Negotiators reckon that if
management meets one of the demands, the probability that the strike will end is 0.85. But if
this demand is not met, the probability that the strike will end is 0.08. You assess the
probability that management will agree to meet the demand as 0.3. Later you hear that the
strike has ended. What is the probability that demand was met?

• Let A = the demand was met.

• Let B = strike has ended.
• 𝑃(𝐵|𝐴) = 0.85, 𝑃(𝐴) = 0.3 and 𝑃(𝐵|𝐴̅ ) = 0.08

We can then substitute this into the formula to obtain 𝑃(𝐴|𝐵).

Bayes Theorem can be extended as follows:

Suppose that 𝐴1 , 𝐴2 , …,𝐴𝑛 are mutually exclusive events whose union is the sample space 𝑆
and 𝑃(𝐴𝑖 ) > 0. Then, for any event 𝐵 with 𝑃(𝐵) > 0 and any 𝑘 = {1,2, … , 𝑘}, we have

𝑃(𝐵|𝐴 )×𝑃(𝐴𝑘 )
𝑃(𝐴𝑘 |𝐵) = ∑ 𝑃(𝐵|𝐴𝑘
𝑘 )×𝑃(𝐴𝑘 )

Example

A family has two dogs (Rex and Rover) and a cat called Garfield. None of them is fond of the
postman. If they are outside, the probabilities that Rex, Rover and Garfield will attack the
postman are 30%, 40% and 15%, respectively. Only one is outside at a time, with
probabilities 10%, 20% and 70%, respectively. If the postman is attacked, what is the
probability that Garfield was the culprit

25
Exercises

1 The probability that a student passes Statistics is 0.8 if he studies for the exam and 0.3
if he does not study. If 60% of the class studied for the exam, and a student chosen at
random from the class passes, what is the probability that he did not study?

2 The probability that a cancer test will detect the disease in a person who has cancer is
0.98. The probability that a person who does not have cancer will give a positive
reading on the test is 0.1 (i.e. the test says he has the disease even though he has not).
If 1 per cent of the population has cancer, what is the probability that a person
selected at random will in fact have cancer, given that he shows a positive reading on
the cancer test?

3 The probability that twins are identical is 0.7. Identical twins are always of the same
sex, while non-identical twins are of the same sex with probability 0.5. What is the
probability that twin boys are identical twins?

4 An assembler of electric fans uses motors from two sources. Company A supplies
90% of the motors and Company B supplies the other 10% of the motors. Suppose
that it is known that 5% of the motors supplied by Company A are defective and 3%
of the motors supplied by Company B are defective. An assembled fan is found to
have a defective motor. What is the probability that this motor was supplied by
Company B?

___________________________________________________________________________
Counting Rules in Probability
•It is usually impractical to list and to count all the elementary events contained in the
sample space or in the event of interest.
• The theory of combinations and permutations frequently comes to the rescue, and
enables the number of elementary events contained in sample spaces and events to be
determined quite easily. This theory is summarized in a series of “counting rules”
given later.
Permutations of n objects

Recall that a set is just a group of objects, and that the order in which the objects are listed is
irrelevant. We now consider the number of different ways all the objects in a set may be
arranged in order.

• A set containing n distinguishable objects has

n(n−1)×···×3×2×1 = n! (“n factorial”)

different orderings of the objects belonging to the set.

26
 • We can see this by thinking in terms of having n slots to fill with the n objects in the
set. Each slot can hold one object.
• We can choose any object for the first slot in n ways; there are then n−1 objects
available for the second slot, so we can select an object for the second slot in n−1
ways, leaving n−2 objects available for the third slot, until the last remaining object
has to placed in final slot.
• We say that there are n! distinct arrangements (technically, we call each arrangement
or ordering a permutation) of the n objects in the set.
Example: If the set A = {1,2,3}, list all the possible permutations. There are 3! = 3×2×1 = 6
distinct arrangements of the objects in A.

Permutations of n objects taken r at a time

Suppose now that we have a set containing n objects, and that we have r , where 0 < r ≤ n
slots to fill. In how many ways can we do this, assuming that each object is “used up” once it
is allocated to a slot?

• We number the slots from 1 to r and fill each in turn. We can choose any of the n
objects to fill the first slot. Having filled the first slot there are n−1 objects available,
any of which may be chosen for the second slot. Therefore, the first two slots can be
filled in n(n−1) ways. The first three slots can be filled in n(n−1)(n−2) ways, and so
on…
• There are
𝑛!
𝑛𝑃𝑟 = (𝑛−𝑟)!
ways of ordering r elements taken from a set containing n elements using each element at
most once.

• Note that 𝑛𝑃𝑟 can be found directly from the calculator (without using factorial
notation) by pressing n, then SHIFT, then the multiplication sign followed by r and
then equal to.
• Note that we are
(a) choosing r objects and
(b) arranging them.
• We are here involved in two processes, choosing and arranging. The number of ways
of choosing and arranging r objects out of n distinguishable objects is called the
number of permutations of n objects taken r at a time and is denoted by 𝑛𝑃𝑟 (“n
permutation r”).This formula is also valid for r = n if we adopt the convention that
0! = 1.
Example: How many different pictures (a rearrangement of the same people is considered a
different picture) are possible if 10 people are present?

Solution: This is the same as asking for the number of permutations of 10 objects taken 3 at a
time, given by 10P3 = 720.

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Example: Suppose that 19 political parties contested an election. How many different ways
can the top four political parties be lined up?

Solution: This is equivalent to asking: “How many permutations of 19 objects taken 4 at a

time are there?” The answer is 19P4 = 93024.

Combinations of n objects taken r at a time

• Now suppose we want merely to count the number of ways of choosing r elements
out of the n elements in our set without regard to the arrangement of the chosen
elements.
• We call this the number of combinations of n objects taken r at a time, and denote it
by the symbol 𝑛𝐶𝑟 ‘n combination r’.
• To find the value of 𝑛𝐶𝑟, using a calculator we press n, then SHIFT, then the
multiplication sign followed by r and then equal to.
Example: In how many ways can a 9-man work team be formed from 15 men?

Solution: The problem asks only for the number of ways of choosing 9 men out of 15, which
is 15C9 = 5005.

Exercise: From 8 accountants and 5 computer programmers, in how many ways can one
select a committee of

(a) 5 people.

(b) 3 accountants and 2 computer programmers?

(c) 5 people, subject to the condition that the committee contain at least 2 computer
programmers and at least two accountants.

Permutations, with repetitions

• We now suppose that we have n types of objects and r slots, and that we have at least
r objects of each type available. We can thus fill the first slot with any of the n types
of objects, there are still n types of objects available for the second slot, ... Because
there are at least r objects of each type, there are still objects of each of the n types
available for the final, rth slot. Thus the number of permutations of n types of objects
taken r at a time, allowing repetitions is 𝑛 × 𝑛 ×∙∙× 𝑛 = 𝑛𝑟 ∙.
Example: How many four digit numbers can be made from the 10 digits from 0 to 9, if
repetitions are permitted?

Solution: We have four slots to fill. But because all of the 10 digits remain available to fill
every slot, this can be done in 10 × 10 × 10 × 10 = 10000 ways. This makes sense, because
there are 10 000 numbers from 0 (actually 0 000) to 9 999.

Example: How many four letter words can be made with a 26-letter alphabet — including all
nonsense words?

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Solution: 26 × 26 × 26 × 26 = 456976

Example: It is proposed to adopt a system of motor car number plates which uses three
letters of the alphabet (excluding I and O) followed by three digits. How many number plates
are possible?

Solution: the number of possible number plates is 24 × 24 × 24 × 10 × 10 × 10 = 13

824 000.

Exercises
1. Determine whether each of the following situations would require calculating
a permutation or combination:

1.1. Selecting a treasurer, president and a vice president from a council of six
members.
1.2. Assigning different visitors’ cars to different parking bays.
1.3. Selecting five students to attend a State of the Nation Address.

2. There are 6 doors to a lecture hall. How many ways can a lecturer enter a
lecture hall through one door and leave a hall through a different door?

3. If seven friends were asked to line up for a groupie with the owner of the cell
phone in the centre, how many distinguishable photos are possible?

4. Suppose that a lotto player plays a single ticket, what is the probability of getting
all the number correctly?

5. In how many different ways can the letters of the of the word ‘SURVEYING’
be arranged if:

6.1. letters may be arranged in any order?

6.2. words must start with V and end with Y?
6.3. vowels must be together?

7. A six-number number plate has to be made using digits 0;1;2;….;9. If repetition of

digits is allowed, what is the probability that a number plate made:

7.1. is an even number?

7.2. does not start with a zero?

8. All telephone numbers at MUT start with 031907 followed by a four digit number.
Using the digits 0;1;2;…..9, determine the total number of distinct telephone numbers
if:

8.1. repetition is not allowed in the last four digits.

8.2. repetition of digits is allowed and the last three digits are 888.
8.3. repetition of digits is allowed and the last three digits are the same.

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9. In how many ways can the letters of the word “SIPHESIHLE” be arranged?

10. Suppose that a student, whose name is Cyril would like to create a 10-character
password for his email account. He decided to use five English letters (A-Z)
followed by five digits (0-9). How many possible passwords can he create if:

10.1 the first five characters is his name and for the following five characters,
repetition of digits is allowed but the last digit of the password cannot be zero.

10.2 the first three characters will be letters from the name of his boyfriend, Xolani,
in any order (without repetition of letters), the next two characters will be vowels
(allowing repetition) and the last five characters will be odd numbers (not
allowing repetition).

11. Given a class of 12 girls and 10 boys. What is the probability of making a committee
of five students if a committee must consist of:

11.1. two girls?

11.2. at least four girls?
11.3. a maximum of two boys?
11.4. girls only?

12. Out of 20 tyres 3 are defective (you do not know which ones are defective). You
select four tyres. What is the probability that out of the four selected tyres:

12.1. none are defective?

12.2. at least two are defective?
___________________________________________________________________________

CHAPTER 4: Intro to Probability Distributions

Random variables

• We previously defined a sample space as the set consisting of all the elementary
events that are possible outcomes of a random experiment. Sometimes, we expressed.
• In order to manipulate the events defined on a sample space mathematically, it is
necessary to attach a numerical value to each elementary event.
• The motivation for assigning numbers to elementary events — it clears the way for us
to develop a general mathematical theory for handling the probabilities of events in a
sample space.
• Once all the elementary events in a sample space have numerical values assigned to
them, we follow the classic algebraic tradition and let X “stand for” the numerical
values of the elementary events.
• We then call X a random variable. X is a variable because it can “take on” (or
assume) different values. X is a random variable because the particular value it takes
on depends on the outcome of a random experiment.

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 • By convention, statisticians use the capital letters near the end of the alphabet to
denote random variables. Their favourite choice is the letter X.

Discrete and continuous random variables

• Random variables fall into two categories — discrete and continuous. The
mathematical treatment of these two types of random variables is very different — as
you will learn later.
• Discrete random variables take on isolated values along the real line, usually integer
values. Examples of integer-valued discrete random variables are:
➢ the number of customers entering a store between 09h00 and 10h00
➢ the number of occupied tables at a restaurant
➢ the number of clients visited by a salesperson during a day
➢ the number of applicants who respond to a job advertisement.

• In contrast to discrete random variables, a continuous random variable can

(conceptually, at least) be measured to any degree of accuracy.
• The set of all possible values of a continuous random variable is usually an interval of
the real line. Examples of continuous random variables are:

➢ the distance a car travels on one litre of petrol

➢ the volume of milk that used by the child in a particular morning
➢ the time that a customer waits in the queue at a fast food outlet

Discrete Probability distributions: Introduction

• A probability distribution is a list of all the possible outcomes of a random

variable and their associated probabilities of occurrence.

Exercises: Write down the probability distribution for each of the following
random experiments and the associated random variables
(a) Flip a coin twice and observe the number of heads
(b) Flip a coin three times and observe the number of tails.
(c) Roll a die once and observe the number of dots appearing.

• The distinction between discrete and continuous random variables is critical

because we develop different mathematical approaches for the two types of
random variable.
• We describe discrete random variables mathematically using probability mass
functions. Continuous random variables are described by probability density
functions.
• We adopt the convention of using 𝑝(𝑥) to denote a probability mass function and
𝑓(𝑥) for a probability density function.

The mean and variance of the discrete random variable.

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 • The mean and the variance of a discrete random variable are given by
𝜇 = ∑ 𝑥 ∙ 𝑝(𝑥) and 𝜎 2 = ∑ 𝑥 2 𝑝(𝑥) − 𝜇 2 , respectively

Exercise: Calculate the mean and the standard deviation for each of the random variable in
the previous exercise (number of heads, number of tails and the number of dots appearing).

Exercises

1 Check which of the following functions can serve as probability mass functions or
probability density functions
𝑥
a. 𝑝(𝑥) = 6 𝑥 = 1,2,3

= 0 otherwise
1 3 1 1
b. 𝑝(𝑥) = 𝑥 𝑥 = 16 , 16 , 4 , 2

𝑥
c. 𝑝(𝑥) = 15, 𝑥 = 1,2,3,4,5.

2 Find the value of 𝑐 such that the function below is a probability mass function

𝑝(𝑥) = 𝑐𝑥 𝑥 = 0,1,2,3,4.

3 Hence, find
a. 𝑃(𝑋 ≥ 1)
b. 𝑃(0 < 𝑋 ≤ 3)
c. 𝑃(𝑋 ≤ 4)

4 Calculate the mean and the standard deviation of 𝑋 for each probability mass function
in question number 1.
___________________________________________________________________________
Binomial Probability Distribution

• A discrete random variable follows the binomial distribution if it satisfies the

following four conditions:

➢ The random variable is observed n number of times (this is equivalent to

drawing a sample of n objects and observing the random variable in each one).

➢ There are only two, mutually exclusive and collectively exhaustive, outcomes
associated with the random variable on each object in the sample. These two
outcomes are labelled success and failure (e.g. a product is defective or not
defective; an employee is absent or not absent from work; a consumer prefers
brand A or not brand A).

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 ➢ Each outcome has an associated probability. The probability for the success
outcome is denoted by p. The probability for the failure outcome is denoted by
1 − p.

➢ The objects are assumed to be independent of each other, meaning that p

remains constant for each sampled object (i.e. the outcome on any object is not
influenced by the outcome on any other object). This means that p is the same
(constant) for each of the n objects.
• If these four conditions are satisfied, then the following binomial question can be
addressed:

The Binomial Question

‘What is the probability that x successes will be occur in a randomly drawn sample of n
objects?’
This probability can be calculated using the binomial probability distribution formula:

𝑃(𝑥) = 𝑛𝐶𝑥 ∙ 𝑝 𝑥 ∙ (1 − 𝑝)𝑥 for 𝑥 = 0,1,2, … , 𝑛.

Where:
➢ n = the sample size, i.e. the number of independent trials (observations)
➢ x = the number of success outcomes in the n independently drawn objects
➢ p = probability of a success outcome on a single independent object (1 − p) =
probability of a failure outcome on a single independent object

Exercise: The Avis car hire company has a fleet of rental cars that includes the make Opel.
Experience has shown that one in four clients requests to hire an Opel. If five reservations are
randomly selected from today’s bookings,

(a) what is the probability that two clients will have requested an Opel?
(b) what is the probability that at most two clients will have requested an Opel?
(c) what is the probability that at least one clients will have requested an Opel?
(d) what is the probability that three clients will not have requested an Opel?

• The mean and variance of the binomial random variable are given by 𝜇 = 𝑛𝑝 and
𝜎 2 = 𝑛𝑝(1 − 𝑝), respectively.

Exercises

1. The South African Department of Health has reported that 30% of all goats
born in South Africa have been diagnosed with abscesses. If a random
sample of 10 goats born in South Africa are randomly selected,

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1.1 approximate the expected number of goats that will not be diagnosed with
this disease.

1.2 calculate the probability that six of these will not be diagnosed with
abscesses.

1.3 calculate the probability that at most two of these goats will be diagnosed
with this disease.

2. six stores for which she is responsible. Experience has shown that there is a
one-in five chance that a given store will run out of stock before the merchandiser’s
weekly visit.

2.1. What is the probability that, on a given weekly round, the merchandiser
will find exactly one store out of stock?

2.2 What is the probability that, at most, two stores will be out of stock?

2.3 What is the probability that a minimum of two stores will be out of stock?

2.4 What is the mean number of stores out of stock each week?

3. A marketing manager makes the statement that the long-run probability that a
customer would prefer the deluxe model to the standard model of a product is 30%.

3.1. What is the probability that exactly three in a random sample of 10 customers will
prefer the deluxe model?

3.2. What is the probability that more than two in a random sample of 10 customers
will prefer the standard model?

3.3. In a random sample of 10 customers, calculate the standard deviation of the number
of customers who prefer the standard model.

Poisson Probability Distribution

• A Poisson process is also a discrete process.

• A Poisson process measures the number of occurrences of a particular outcome of a
discrete random variable in a predetermined time, space or volume interval for which
an average number of occurrences of the outcome is known or can be determined.
• These are examples of a Poisson process:
➢ the number of breakdowns of a machine in an eight-hour shift
➢ the number of cars arriving at a parking garage in a one-hour time interval

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 ➢ the number of sales made by a telesales person in a week
➢ the number of problems identified at the end of a construction project
➢ the number of particles of chorine in one litre of pool water
➢ the number of typing errors on a page of a newspaper.
• In each case, the number of occurrences of a given outcome of the random variable,𝑥 ,
can take on any integer value from 0, 1, 2, 3, … up to infinity (in theory).

The Poisson Question

‘What is the probability of x occurrences of a given outcome being observed in a

predetermined time, space or volume interval?’
• The Poisson question can be answered by applying the Poisson probability
distribution formula:

𝑒 −𝑎 ∙𝑎𝑥
𝑃(𝑥) = for 𝑥 = 0,1,2, …
𝑥!
Where:
➢ a = the mean number of occurrences of a given outcome of the random variable
for a predetermined time, space or volume interval
➢ e = is a mathematical constant.
➢ x = number of occurrences of a given outcome for which a probability is required.

• The mean and the variance are 𝜇 = 𝜎 2 = 𝑎

Exercises

1 A farm that produces pineapples in Hluhluwe receives an average of eight

orders in a 16-day interval. Suppose that the number of orders that a farm
receives follows a Poisson distribution.

1.1 Calculate the standard deviation of the number of orders that a farm receives
in an eight-day interval.

1.2 Calculate the probability that in a given four-day interval, a company will
receive three orders.

1.3 Calculate the probability that in a given 16-day interval, a company will
receive at least two orders.

2. Ice-cream vendor’s sales follow a Poisson distribution with an average

rate of 10 per hour.

2.1. What is the probability that he sells more than one ice-cream in his first

35
 hour of operation?

2.2. What is the average number of ice-creams he sells in 3 days?

3. A company that supplies ready-mix concrete receives, on average, six orders per day.

3.1 What is the probability that, on a given day:

3.1.1 only one order will be received?

3.1.2 no more than three orders will be received?

3.1.3 at least three orders will be received?

3.1.4 What is the probability that, on a given half-day, only one order will be received?

3.2 What is the mean and standard deviation of orders received per day?

4. The number of tubes of toothpaste purchased by a typical family is a random variable

having a Poisson distribution with an average of 1.8 tubes per month.

4.1 What is the probability that a typical family will purchase at least three
tubes of toothpaste in any given month?

4.2 What is the likelihood that a typical family will purchase less than four tubes of
toothpaste in any given month?
__________________________________________________________________________

Normal Probability Distribution

• The normal probability distribution is continuous and has the following properties:

➢ The curve is bell-shaped.

➢ It is symmetrical about a central mean value, µ.
➢ The tails of the curve never touch the x-axis, meaning that there is always a
non-zero probability associated with every value in the problem domain (i.e.
asymptotic).
➢ The distribution is always described by two parameters: a mean (µ) and a
standard deviation (σ).
➢ The total area under the curve will always equal one, since it represents the total
sample space. Because of symmetry, the area under the curve below µ is 0.5,
and above µ is also 0.5.
➢ The probability associated with a particular interval of x-values is defined by
the area under the normal distribution curve between the limits of 𝑥1 and 𝑥2 .

• To find the probability that 𝑥 lies between 𝑥1 and 𝑥2 , it is necessary to find the area
under the bell-shaped curve between these x-limits.
• This is done by converting the x-limits into limits that correspond to another normal
distribution called the standard normal distribution (or z-distribution as it is commonly

36
 called) for which areas have already been worked out. These areas are given in a
statistical table.

Exercises

1 The manager of a local gym has determined that the length of time patrons spend at the
gym is a normally distributed variable with a mean of 80 minutes and a standard
deviation of 20 minutes.

1.1 What proportion of patrons spend more than two hours at the gym?

1.2 What proportion of patrons spend less than one hour at the gym?

1.3 What is the least amount of time spent by 60% of patrons at the gym?

2 The lifetime of a certain type of automatic washing machine is normally distributed

with mean and standard deviation equal to 3.1 and 1.1 years respectively.

2.1 If this type of washing machine is guaranteed for one year, what percentage of original
sales will require replacement if they fail within the guarantee period?

2.2 What percentage of these washing machines is likely to be operating after

three years?

2.3 What percentage of these washing machines is likely to be operating after

five years?

3 Telemarketers for Clientele Life in the Durban branch spend an average

of R60 per day calling their potential clients. Assume that the daily amounts
spent by telemarketers are normally distributed with a variance of R100 .

3.1. Calculate the probability that a randomly selected telemarketer uses daily:

3.2. more than R80 calling potential clients.

3.3. between R44 and R59 calling potential clients.

3.4. What is the minimum amount of airtime spent by the 95% of the telemarketers?

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