Linear regression

  1. Let Jn(a) = Z a
    0
    1
    (x
    2 + a
    2
    )
    n
    dx where a is a real number and n is a non-negative integer. Evaluate
    J0(a) and J1(a). As well, for a 6= 0 and n ≥ 1, find a formula for Jn+1(a) in terms of Jn(a). As
    part of your solution, state the formula for integration by parts.
  2. Suppose f(x) has a continuous second derivative for all x ∈ R. For any x ∈ R, prove
    f(x) = f(0) + f
    0
    (0)x +
    Z x
    0
    (x − s)f
    00(s)ds.
  3. Provide an example of an indefinite integral that when integrating requires sin(x) as a substitution. As well, evaluate your indefinite integral.
  4. Let g be a continuous function. Prove Z b
    a
    g(x)dx =
    Z a+b
    2
    a
    (g(x) + g(a + b − x))dx.
  5. Find and explain the errors (if any) in the following solution.
    We evaluate Z
    1
    1 + t
    4
    dt by first factorizing the denominator as follows. Notice 1 + t
    4 = (1 +
    t
    2
    )
    2 − 2t
    2 and factoring we have
    1 + t
    4 = (1 + t
    2
    )
    2 − 2t
    2 = (1 + t
    2 −

    2t)(1 + t
    2 +

    2t).
    Considering the concept of partial fractions we have
    1
    1 + t

4

At + B
t
2 +

2t + 1
+
Ct + D
t
2 −

2t + 1
(which implies 1 = (At + B)(t
2 −

2t + 1) + (Ct + D)(t
2 +

2t + 1)) where A, B, C and D are
determined by solving the following system of equations
1 = B + D,
0 = A −

2B + C +

2D,
0 = −

2A + B +

2C + D,
0 = A + C.
The solution to this system of equations is A = −C =
1
2

2
, B = D =
1
2
. We can now write
1
1 + t
4
as
1
1 + t

4

1
2

2
t +
1
2
t
2 +

2t + 1
+

1
2

2
t +
1
2
t
2 −

2t + 1

1
2

2
t +

2
(t
2 +

2t + 1)

1
2

2
t −

2
(t
2 −

2t + 1)

1
2

2
t +

2
((t +

2
2
)
2 +
1
2
)

1
2

2
t −

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