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Integration Quick Reference

The Integration Quick Reference Guide outlines essential integration rules for continuous probability distributions, including the Basic Power Rule, Exponential Integrals, and the Natural Logarithm. It provides examples and common integrals relevant to probability, such as the normalization of exponential PDFs and Gaussian insights. Additionally, it details steps for calculating definite integrals.

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3 views1 page

Integration Quick Reference

The Integration Quick Reference Guide outlines essential integration rules for continuous probability distributions, including the Basic Power Rule, Exponential Integrals, and the Natural Logarithm. It provides examples and common integrals relevant to probability, such as the normalization of exponential PDFs and Gaussian insights. Additionally, it details steps for calculating definite integrals.

Uploaded by

dibyarayart
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Integration Quick Reference Guide

This sheet contains the essential integration rules needed for continuous probability distributions.

1. Basic Power Rule


∫ x^n dx = x^(n+1)/(n+1) + C (n ≠ −1)

2. Exponential Integrals
∫ e^(ax) dx = (1/a) e^(ax) + C
Especially: ∫ e^(-ax) dx = -1/a · e^(-ax)

Examples:
∫ e^(-3x) dx = -1/3 e^(-3x)
∫ 2e^(-2x) dx = 2(-1/2)e^(-2x) = -e^(-2x)

3. Natural Logarithm
∫ 1/x dx = ln|x| + C

4. Constant Multiple Rule


∫ k·f(x) dx = k·∫ f(x) dx

5. Sum Rule
∫ (f(x) + g(x)) dx = ∫ f(x) dx + ∫ g(x) dx

6. Common Integrals for Probability


∫■^∞ e^(-ax) dx = 1/a
∫■^∞ a·e^(-ax) dx = 1
(This is why exponential PDFs normalize nicely.)

7. Gaussian (Normal) Insight


You rarely integrate e^(-x²) directly; probability computations use tables or software.

8. Useful Substitutions
For exponential PDFs: Let u = ax → du = a dx

Quick Example: Normalizing f(x) = Ce^(-2x)


∫■^∞ Ce^(-2x) dx = C[-½e^(-2x)]■^∞ = C(½) = 1 → C = 2.

9. Definite Integral Steps


1. Find the antiderivative F(x)
2. Compute F(b) - F(a)

This guide contains all the integration tools needed for continuous distributions in probability.

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