© 1996,2014 M. Flashman

Here is a brief list of the key elementary properties of the definite integral for continuous functions. The proofs of these properties follow directly from the definition of the definite integral based on the Euler (left-hand endpoint) sums. Each property can be interpreted either in a motion / velocity context or, when the functions involved have only nonnegative values, in an area context. You will find these interpretations provided with each statement to help you make sense of these properties. They should help to convince you of the validity of the properties as well as suggest how to develop more rigorous arguments as proofs. The proofs based on the definition are outlined in the problems as exercises in understanding and using the definition of the definite integral.

0. a)

This property is sometimes used as a notational definition when $a > b $.

b) [

1. [

2. [

[1 and 2 are called the Linearity Properties of the definite integral.]

3.[

a) If $P(x) ≥ 0$ for all $x ε [a,b]$ then $\int_a^b P(x) dx ≥ 0$.

Geometric Interpretation: If the function $P$ is non-negative, the area of the region enclosed by the graph of $P$, the lines $X=a, X=b$, and the $X$-axis is non-negative.

b) If $R(x)≥Q(x)$ for all $x ε [a,b]$ then $\int_a^b R(x) dx ≥ \int_a^b Q(x) dx$.

4. [

For the sake of completeness of our list, we list one property here that is more subtle. It

makes sense in both the geometric and motion interpretations. It's proof is not difficult for continuous functions once we have proven the Fundamental Theorems of Calculus.

5. [

Geometry Interpretation:

See Figure V.B.1.

Figure V.B.1. |

These properties allow some determination of definite integrals based on knowledge of the components that make up the integrand. Although the calculus is not as easy as that of the derivative here are some examples of how the properties just discussed can be used for an elementary calculus for the definite integral.

a) $\int_a^b 5P(x) dx$ ; b) $\int_a^b -5P(x) dx$.

c) $\int_a^b P(x) - Q(x) dx$ ; d)$\int_a^b 5P(x) +2 Q(x) dx$ ;

e) $\int_a^b [ \int_a^b Q(x) dx] P(x) dx$

a) $\int_a^b 5 P(x) dx = 5 \int_a^b P(x) dx = 5 \cdot 3 = 15$ ;

b) $\int_a^b -5 P(x) dx = -5 \int_a^b P(x) dx = (-5) (-2) = 10.$

For c) and d) we use linearity more fully, so

c)$\int_a^b P(x) - Q(x) dx = \int_a^b P(x)dx - \int_a^b Q(x)dx = 3 - (-2) = 5$ ;

d) $\int_a^b 5P(x)+2Q(x)dx = 5\int_a^b P(x)dx + 2\int_a^b Q(x)dx = 5(3)+2(-2) = 11$.

Finally for e) note that $\int_a^b Q(t)dt = \int_a^b Q(x) dx = -2$ ,

so $\int_a^b [ \int_a^b Q(t) dt ] P(x) dx = \int_a^b -2 P(x) dx = -2(3) = -6$.

Solution: If $\int_a^b k P(x) dx=1$ then $k\int_a^b k P(x) dx =1$ . Solving for $k$ we have that $k = \frac 1 {\int_a^b P(x) dx}=\frac 13$.

In Exercises 1-6 assume P and Q are continuous functions on the interval $[1,5]$ and

$\int_1^5 P(x) = 4$ while $\int_1^5 Q(x) dx = -3$.

1. $\int_1^5 2 P(x) dx$ ; $\int_1^5 8 P(x) dx$ ; $\int_5^1 P(x) dx$ .

2. $\int_1^5 2P(x) - Q(x) dx$; $\int_1^5 3P(x) - 2Q(x) dx$ .

3. $\int_1^5 P(x) + 2 dx$ ; $\int_1^5 P(x) - x dx$ ; $\int_1^5 2 - P(x) dx$ .

4. $\int_1^5 2P(x) - x dx$; $\int_1^5 2Q(x) - 1 dx$ .

5. Find $k$ so that $\int_1^5 P(x) - k dx = 0; \int_1^5 Q(x) - k dx = 0$.

6. Find $k$ so that $\int_1 k P(x) dx = 1; \int_1 k Q(x) dx = 1$.

7. Use the area interpretation of the definite integral together with the fundamental theorem of calculus of chapter IV.D to verify property 5 when $P(x) = x^2 , a = 1, b=5$ and $c=4$. Draw a graph that illustrates the area interpretation of property 5 for this example.

8. Use the Euler sums in the definition of the definite integral to justify property 1 .

9. Use the Euler sums in the definition of the definite integral to justify property 2 .

10. Use the Euler sums in the definition of the definite integral to justify property 3 .

11. Use the Euler sums in the definition of the definite integral to justify property 4 .

12. Assume property 3a. Prove property 3b by considering the function $P(x)= R(x) - Q(x)$ and using linearity.

13. a) Show that $\frac 12 < \int_1^2 \frac 1x ~dx < 1$. [Hint: Use monotonicity .]

b) Show that $\frac 13 < \int_1^{\frac 32} \frac 1x ~dx < \frac 12$.

c) Show that $\frac 14 < \int_{\frac 32}^2 \frac 1x ~dx < \frac 13$.

d) Using parts b and c show that $\frac 7{12} < \int_1^2 \frac 1x~ dx < \frac 56$.

14. Show that $\frac 12 < \int_0^1 \frac 1{1+x^2} dx < 1$.

15.Give a geometric and a velocity interpretation for property 4.

16. Probability density functions. Suppose f is a probability density function for a continuous random variable X and the probability that X is between 2 and 4 is 1/3 while the probability that X is between 3 and 5 is 2/5 and the probability the X is between 2 and 5 is 1/2.

a) Express the information given about the probabilities as information about the values of the related definite integrals of the density function. Draw a figure to visualize the information using the area interpretation of the definite integral. Draw a figure to visualize the information using the motion interpretation of the definite integral.

b) Use the Additive property of integrals to find the probability that X is between 5 and 7. Explain the relation of your conclusion to the figures you drew in part a).

c) Find the probability that X is between 4 and 5.

d) Based on the information you are given and can infer about the random variable $X$, discuss in which of the following intervals the value of $X$ is most likely to fall: [2,3], [3,4], or [4,5].

e) Suppose the range of the random variable $X$ is [1, 6] and $\int_1^2~f(x)~dx~=~ \frac 18$.

i) What is the probability that $X$ is between 5 and 6?

ii) In what interval will the median value of $X$ be located?

17. Average probability value minimizes an integral. Suppose f is a probability density function for a continuous random variable $X$ with range [a,b]. Let $V(k)= \int_a^b ~(f(x) - k)^2~dx$ where $k$ is any real number. $V$ is called the squared variation of the (density) function $f$ from the number $k$.

a) Use the properties of the definite integral to explain why the function $V$ is a quadratic polynomial function of the variable $k$, i.e., there are constants $A,B, C$ where $V(k)~=~Ak^2 + Bk +C$. [Hint: The numbers $A,B,$ and $C$ will be expressed as definite integrals.]

b) Analyze the function $V$ using the derivative to show that the value of $V$ is smallest at the number $k_*$ where $k_* = \frac{ \int_a^b ~f(x)~dx} {b-a}$ or $ k_* \cdot {(b-a)} = {\int_a^b ~f(x)~dx}$ .

18.

a) Use the properties of the definite integral to explain why the function $V$ is a quadratic polynomial function of the variable $k$, i.e., there are constants $A, B, C$ where $V(k)~=~Ak^2 + Bk +C$. [Hint: The numbers $A,B$, and $C$ will be expressed as definite integrals.]

b) Analyze the function $V$ using the derivative to show that the value of $V$ is smallest at the number $k_*$ where $k_* = \frac{\int_a^b ~f(x)~dx}{b-a}$ or $k_* \cdot {(b-a)} = {\int_a^b ~f(x)~dx}$ .

c) Consider $f$ as the velocity function for some object in motion. Interpret the number $k_*$ found in part b) using the motion context to explain the statement that the value of $V$ is smallest when $k$ is the average velocity of the object.

d) Consider the graph of $f$ forming the upper boundary of a region in the plane bounded also by the lines $X=a, X=b$, and the $X$-axis. Interpret $k_*$ as the height of a rectangle to explain the statement that the value of $V$ is smallest when the area of that region equals the area of the rectangle with height $k_*$ and base $(b-a)$.

19.

a) Express the information given about the probabilities as information about the values of the related definite integrals of the density function.

b) Find the probability that $X$ is between C and D.

c) Find the probability that $X$ is between B and C.

20.Project.? Mean of random variable minimizes variation. Introduce variation in earlier applications of definite integral.

Define Expected Value of $Y=f(X)$. Prove linearity of $E(Y)$. Expand variation to show variation $= E( X^2) - (E(X))^2$