Mathematics for Data Analytics
Presessional Mathematics
Introduction to Integration
Ainsley Miller
[email protected]
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What is Integration ?
The aim of integration is to reverse the process of differentiation. Some
mathematicians refer to integration as the anti-derivative.
Integration can also be used to find the area under a curve. This is
particularly useful as in statistics all probability distributions can be
expressed using a curve and the area under them is one, as the sum of
total probability is one.
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Types of Integration
There are two types of integration
1 indefinite
2 definite
We will focus on indefinite first.
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Notation in Integration
R
We use the symbol for integration.
R
The sign must be accompanied by a dx to show that we are
integrating with respect to x. The letter after the d will change
depending on what term we are integrating with respect to e.g. Rif
we are integrating with respect to t, a dt would accompany the
sign.
R
If you do not have a dx accompanying your sign your integral is
meaningless.
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Rule for Basic Integration
The basic rule for integration is
axn+1
Z
axn dx = + c, where c is a constant of inegration.
n+1
Basically, increase the power by one and divide by the new power.
Don’t forget your +c ! In the above n 6= −1, this would result in
dividing by zero which is not possible.
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Example 1
Example 1
Find
a. x4 dx
R
b. x−2 dx
R
R 1
c. x 2 dx
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Example 1 - Solutions
Solution 1a. Solution 1b.
x4+1 x−2+1
Z Z
x4 dx = +c x−2 dx = +c
4+1 −2 + 1
x5 x−1
= +c = +c
5 −1
= −x−1 + c
1
=− +c
x
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Example 1c - Solutions
Solution 1c.
1
x 2 +1
Z
1
x 2 dx = 1 +c
2 +1
3
x2
= 3 +c
2
3
2x 2
= +c
3
√
2 x3
= +c
3
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Integrating Sums and Differences
We can extend our first rule to include the addition and subtraction of
terms
Z Z Z
[f (x) + g(x)] dx = f (x) dx + g(x) dx
Integrate each term separately.
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Example 2
Example 2
Find
a. x4 + 2x3 dx
R
R 1
b. x − x 2 + 5 dx
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Solution - Example 2a
Solution 2a.
Z Z Z
x + 2x dx = x dx + 2x3 dx
4 3 4
x5 2x4
= + +c
5 4
x5 x4
= + +c
5 2
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Solution - Example 2b
Solution 2b.
Z Z Z Z
1 1
x − x + 5 dx =
2 x dx − x dx +
2 5 dx
3
x2 x 2
= − 3 + 5x + c
2 2
3
x2 2x 2
= − + 5x + c
2 3
√
x2 2 x3
= − + 5x + c
2 3
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Definite Integrals
A definite integral is when we evaluate between two limits (we do not
need the +c for definite integrals). The solution of a definite integral is
always a numerical value.
If F (x) is the integral of f (x) then
Z b
f (x) dx = [F (x)]ba = F (b) − F (a),
a
where b is the upper limit and a is the lower limit.
To calculate a definite interval we integrate (without the constant of
integration), evaluate the integral at the upper limit, evaluate the
integral at the lower limit then subtract the lower limit value from the
upper limit value.
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Definite integrals
In this example we aim to find the area of region A between a curve
y = f (x) and the x axis between x = a and x = b. We assume that
f (x) ≥ 0 for a ≤ x ≤ b. We also assume that the function is continuous.
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Example 3
Example 3
Find
Z 3
a. 5x2 dx
0
Z 2
b. (x4 + 2x−3 ) dx
1
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Solution - Example 3a
Solution 3a.
Z 3 3 3
2 5x
5x dx =
0 3 0
5 × 33 5 × 03
= −
3 3
135
= −0
3
= 45
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Solution - Example 3b
Solution 3b.
2 5 2
2
x5 2x−2
Z
4 −3 x −2
(x + 2x ) dx = + = −x
1 5 −2 1 5 1
5 5
2 −2 (1) −2
= −2 − − (1)
5 5
32 1 1
= − 2 − −1
5 2 5
32 1 4
= − − −
5 4 5
139
=
20
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Useful Results
Z
1 dx = x + c
xn+1
Z
xn dx = + c, n 6= −1
n+1
Z
1
dx = ln(x) + c
x
Z
1
eax dx = eax + c
a
where c in all of the above is a constant of integration.
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