CQF Math Aptitude Test Solutions
CQF Math Aptitude Test Solutions
1
1. f (x) = xe−x then using the product rule
d d
f 0 (x) = ( x)e−x + x( e−x )
dx dx
f 0 (x) = e−x − xe−x
differentiating once more we have
d −x
f ”(x) = (e − xe−x )
dx
d −x d
= (e ) − (xe−x )
dx dx
using the product rule in the second term
= −2e−x + xe−x
2
= f (x) − 2e−x
2
dy d y
2. y = ln |1 − x| we need to find an expression for dx + x dx 2
dy 1 d2 y
Note that dx = − 1−x (whatever happens to the absolute value?) and dx2 =
1
− (1−x) 2
dy d2 y 1 x
+x 2 =− −
dx dx 1 − x (1 − x)2
−1 + x − x 1
= 2
=−
(1 − x) (1 − x)2
3
3
−x3
3. Consider lim (x+h)h
h→0
Using the binomial expansion for the first term, we have
(x + h)3 − x3
lim = 3x2
h→0 h
4
4. Consider lim 2x+sin(x)
x(x−1)
x→0
Breaking the fraction and using the faxct that limit of a sum is the sum of
the limits we get
2x + sin(x) 2x sin(x)
lim = lim + lim
x→0 x(x − 1) x→0 x(x − 1) x→0 x(x − 1)
Using the fact that limit of a product is the producto f the limits in the
second limit we have
2 sin(x) 1
= lim + lim lim
x→0 (x − 1) x→0 x x→0 (x − 1)
Recall that lim sin(x)
x = 1, and taking the limit, we get
x→0
2x + sin(x) 2 1
lim = +1× = −3
x→0 x(x − 1) 0−1 0−1
5
´∞ 2
5. Consider I = 0 xe−x dx
Observe that the differential of x2 is 2xdx, so we make the substitution u = x2
and 12 du = xdx, to obtain (note when x = 0, u = 0 and when x = ∞, u = ∞)
ˆ ∞ ˆ
2 1 ∞ −u
xe−x dx = e du
0 2 0
6
´1 1
6. Consider 0 x2 +3x+2 dx
1 1
Note that x2 +3x+2 = (x+1)(x+2) , now use partial fraction expansion to ob-
serve
1 A B
= +
(x + 1)(x + 2) x+1 x+2
which implies
1 = A(x + 2) + B(x + 1)
this is true for all x, in particular when x = −1 we note that A = 1 and when
1 1 1
x = −2 we note B = −1, hence x2 +3+2 = x+1 − x+2
Going back to the integral we obtain
ˆ 1 ˆ 1
1 1 1
2
dx = − dx
0 x + 3x + 2 0 x+1 x+2
ˆ 1 ˆ 1
1 1
= dx − dx
0 x+1 0 x+2
= (ln |x + 1| − ln |x + 2|) |10
x+1 1
= ln |
x+2 0
2 1
= ln − ln
3 2
4 3
= ln = − ln
3 4
7
7. Consider f (x) = ex , we want the Taylor Series around x = −3. We know
that the TSE of any function f aorund x = a is given by
f ”(a) f n (a)
f (x) = f (a) + f 0 (a)(x − a) + (x − a)2 + · · · + (x − a)n + · · ·
2! n!
For the given function f 0 (x) = f ”(x) = f n (x) = ex so that f n (−3) = e−3 .
Hence the nth order term is
e−3
(x + 3)n
n!
8
8. It is given that
∞
1 2 3
X
= 1 − x + x − x + ··· = (−1)n xn
1+x n=0
´x 1
We observe that ln(1 + x) = 0 1+t
dt, so integrating the series term by term
on the RHS we have
∞
x2 x3 X xn+1
ln(1 + x) = x − + − ··· = (−1)n
2 3 n=0
n+1
9
3
k(1 − x )
0≤x≤1
9. The pdf of X is given by p(x) =
0 otherwise
Sicne ´this is a pdf the integral over all possible values of x should be equal
∞
to 1 i.e. −∞ p(x)dx = 1. We note that the integrand is 0 for all values of x
except between 0 and 1.
So we have ˆ ˆ
∞ 1
p(x)dx = k(1 − x3 )dx = 1
−∞ 0
10
10. It is given that
3
4 (1 − x2 ) −1 ≤ x ≤ 1
p(x) =
0 otherwise
x3 12
3 1
= x|0 − |0
2
4 3
3 1 11
= −0 − −0
4 2 38
3 1 1 3 11 11
= − = =
4 2 24 4 24 32
11
11. It is given that X is normally distributed with mean µ = 4 and standard
deviation σ = 2. To find E(X 2 ) observe that by definition
2
var (X) = σ 2 = E (X − E (X))
2
⇒ 4 = E X 2 − 2XE (X) + (E(X))
2
⇒ 4 = E X 2 − (E(X))
So we have
2
E X 2 = 4 + (E(X))
12
12. By either calculating the third moment or just observing symmetry
about the mean of th pdf we conclude that the skew is 0. The calculation (if
you want to go the hard route) is as follows
3
X − E(X)
Skewness = E
σ
we note that
ˆ
3
3 1
x − 21
X − E(X)
E = q dx = 0
σ 0 1
12
13
2 (x−µ)2
γ − γσ 2
13. It is given that X has a pdf given by √
2πσ
e
. Now the
SD can be obtained in two ways, one is to compare this form with the regular
normal distribution and the other is to calculate the second moment (a much
more tedious approach). The pdf of a noemally distributed random variable Y
with mean a and standard deviation b is given by
1 1 (x−a)
2
p(x) = √ e b2 2
2πb2
14
14. Given that f (x, y) = x2 − 4xy + y 3 + 4y, we note that
fx (x, y) = 2x − 4y
fxx (x, y) = 2
and
fy (x, y) = −4x + 3y 2 + 4
fyy (x, y) = 6y
Hence
fxx + fyy = 2 + 6y
15
15. It is given that
dy 1 + y2
=
dx 1 + x2
This is a variables separable type of equations. So being all ’x’s’ to one side
and all ’y’s’ to the otehr we get
dy dx
=
1 + y2 1 + x2
Integrating both sides
where C = tan(c),
y−x
⇒ =C
1 + xy
⇒ y − x = C(1 + xy)
⇒ y − Cxy = C + x
x+C
y=
1 − Cx
16
16. Given that
dy
− xy = x
dx
We ntoe that this is a linear equation, we use the integrating factor technique
to solve it. We can write the LHS as a perfect differential if we multiply both
sides by
´ x2
IF = e− xdx
= e− 2
x2 x2
⇒ ye− 2 = −e− 2 +C
So finally
x2
y = Ce 2 −1
17
17. Given that
y” − 4y 0 + 13y = 0
This is a linear second order equation, with ’characteristic equation’ given
by
m2 − 4m + 13 = 0
Using the quadratic formula we get
√
4± 16 − 52
m=
2
√
4± −36
⇒m=
2
⇒ m = 2 ± 3i
So the general solution is given by
18
18. Given that
x2 y” − 4xy 0 + 6y = 0
This is an ’Euler or Equidimensional’ equation. We consider solns of the
form y = xk , then
⇒ (k(k − 1) − 4k + 6) xk = 0
Note that xk 6= 0, unleass x = 0 and we are looking for the non trivil ie non
zero solution to this linear equation.
k 2 − 5k + 6 = 0
⇒ k = 2, 3
Hence the general solution is given by
y = Ax2 + Bx3
19
19. We are given that
k k
=0
8 4k
⇒ 4k 2 − 8k = 0
⇒ k(4k − 8) = 0
k = 0, 2
Hence for k = 0 and k = 2 the determinant is zero.
20
20. The given system of equations is
2x + y − z = 1
x − 2z = −5
x − 2y + 3z = 6
21
21. The given determinant is
2 0 1
3
2 −3
−1 −3 5
= 2 (10 − 9) + (−9 + 2)
= 2 − 7 = −5
22
22. Consider ~u = (−1, 0, k) and ~v = (6, −4, 2), the vectors will be orthogonal
iff
~u · ~v = 0
This gives us the condition
⇒ −6 + 2k = 0
Hence
k=3
i.e. the vectors are orthogonal when k = 3
23
23. Given
z = 2 − 3i
√
= 4+9
√
= 13
24
24. Consider the function
f (x, y) = x2 + y 2
df
It is also given that x = sin(2θ) and y = cos(2θ). We need to calculate dθ .
For this we need the chain rule of differentiation
df df dx df dy
= +
dθ dx dθ dy dθ
df df
Observing that dx = 2x and dy = 2y
dx dy
and dθ = 2 cos(2θ) and dθ = −2 sin(2θ) we get
df
= 2x (2 cos(2θ)) − 2y (2 sin(2θ))
dθ
Substituting the values of x and y we note that
df
= 4 cos(2θ) sin(2θ) − 4 cos(2θ) sin(2θ)
dθ
Hence
df
=0
dθ
25
25. The given matrix is
2 2
A=
1 3
The eigenvalue λ is given by Ax = λx. This implies that (A − λI) x = 0.
For non trivial solution to exist we need
|A − λI| = 0
2−λ 2
⇒
=0
1 3−λ
⇒ (2 − λ) (3 − λ) − 2 = 0
⇒ λ2 − 5λ + 4 = 0
⇒ λ = 1, 4
Hence the largest eigenvalue is λmax = 4
26
26. To evaluate ˆ 1
|x|dx
−2
We know that
x
x≥0
|x| =
−x x<0
x2 0 x2
=− |−2 + |10
2 2
\
4 1
=0− − + −0
2 2
1 5
=2+ =
2 2
27