2020 National Graduate Entrance Examination Mathematics I Past Paper

I. Multiple Choice

I. Multiple Choice: Questions 1-8, 4 points each, 32 points in total. For each of the following questions, only one of the four options given is correct; write the letter in front of the option on the designated position of the answer sheet.

1. As x→0+x\to0^+, the one of the following infinitesimals that has the highest order is ( )

(A) ∫0x(et2−1)dt\displaystyle \int_0^x\left(e^{t^2}-1\right)dt
(B) ∫0xln⁡(1+t3) dt\displaystyle \int_0^x \ln\left(1+\sqrt{t^3}\right)\,dt
(C) ∫0sin⁡xsin⁡t2 dt\displaystyle \int_0^{\sin x}\sin t^2\,dt
(D) ∫01−cos⁡xsin⁡3t dt\displaystyle \int_0^{1-\cos x}\sqrt{\sin^3 t}\,dt

order of infinitesimal

Approach:

This question tests the comparison of the orders of infinitesimals. For each option, first replace the integrand by an equivalent expression in order to find its leading term, then integrate to obtain the leading term, and finally compare the powers that result.

Steps:

  1. For (A): et2−1∼t2e^{t^2}-1\sim t^2, so ∫0x(et2−1)dt∼∫0xt2dt=x33\displaystyle\int_0^x(e^{t^2}-1)dt\sim\int_0^x t^2dt=\dfrac{x^3}{3}, an infinitesimal of order 3.
  2. For (B): ln⁡(1+t3)∼t3/2\ln(1+\sqrt{t^3})\sim t^{3/2}, so ∫0xln⁡(1+t3)dt∼∫0xt3/2dt=25x5/2\displaystyle\int_0^x\ln(1+\sqrt{t^3})dt\sim\int_0^x t^{3/2}dt=\dfrac25x^{5/2}.
  3. For (C): sin⁡t2∼t2\sin t^2\sim t^2 and sin⁡x∼x\sin x\sim x, so ∫0sin⁡xsin⁡t2dt∼∫0xt2dt=x33\displaystyle\int_0^{\sin x}\sin t^2dt\sim\int_0^x t^2dt=\dfrac{x^3}{3}, an infinitesimal of order 3.
  4. For (D): sin⁡3t∼t3/2\sqrt{\sin^3t}\sim t^{3/2} and 1−cos⁡x∼x221-\cos x\sim\dfrac{x^2}{2}, so ∫01−cos⁡xsin⁡3tdt∼∫0x2/2t3/2dt=25(x22)5/2\displaystyle\int_0^{1-\cos x}\sqrt{\sin^3t}dt\sim\int_0^{x^2/2}t^{3/2}dt=\dfrac25\left(\dfrac{x^2}{2}\right)^{5/2}.
  5. Comparing these shows that (D) has the highest order, so (D) is the correct choice.

Answer:

D.

2. Let the function f(x)f(x) be defined on the interval (−1,1)(-1,1) with lim⁡x→0f(x)=0\lim\limits_{x\to0} f(x)=0, then ( )

(A) When lim⁡x→0f(x)∣x∣=0\lim\limits_{x\to0}\dfrac{f(x)}{\sqrt{|x|}}=0, f(x)f(x) is differentiable at x=0x=0
(B) When lim⁡x→0f(x)x2=0\lim\limits_{x\to0}\dfrac{f(x)}{\sqrt{x^2}}=0, f(x)f(x) is differentiable at x=0x=0
(C) When f(x)f(x) is differentiable at x=0x=0, lim⁡x→0f(x)∣x∣=0\lim\limits_{x\to0}\dfrac{f(x)}{\sqrt{|x|}}=0
(D) When f(x)f(x) is differentiable at x=0x=0, lim⁡x→0f(x)x2=0\lim\limits_{x\to0}\dfrac{f(x)}{\sqrt{x^2}}=0

differentiabilitylimit

Approach:

This question tests the relation between differentiability and limits. The key is to compare the expansion f(x)=f(0)+f′(0)x+o(x)f(x)=f(0)+f'(0)x+o(x) of a differentiable ff at 00 with the orders of the various denominators.

Steps:

  1. If ff is differentiable at 00, then it is continuous at 00, and lim⁡x→0f(x)=0\lim\limits_{x\to0}f(x)=0 gives f(0)=0f(0)=0, so f(x)=f′(0)x+o(x)f(x)=f'(0)x+o(x).
  2. Hence f(x)∣x∣=f′(0)x∣x∣+o(∣x∣)→0\dfrac{f(x)}{\sqrt{|x|}}=f'(0)\dfrac{x}{\sqrt{|x|}}+o(\sqrt{|x|})\to0, because ∣x∣/∣x∣=∣x∣→0|x|/\sqrt{|x|}=\sqrt{|x|}\to0. Thus option (C) holds.
  3. For option (D): f(x)x2=f′(0)x+o(x)∣x∣=f′(0)sgn⁡(x)+o(1)\dfrac{f(x)}{\sqrt{x^2}}=\dfrac{f'(0)x+o(x)}{|x|}=f'(0)\operatorname{sgn}(x)+o(1), which tends to 00 only when f′(0)=0f'(0)=0, so (D) does not always hold.
  4. For options (A) and (B): the assumptions only give lim⁡x→0f(x)=0\lim\limits_{x\to0}f(x)=0 and do not give f(0)=0f(0)=0, so ff need not be continuous at 00 and differentiability cannot be deduced. In conclusion the answer is (C).

Answer:

C.

3. Let the function f(x,y)f(x,y) be differentiable at the point (0,0)(0,0) with f(0,0)=0f(0,0)=0, let n=(∂f∂x,∂f∂y,−1)∣(0,0)\boldsymbol{n}=\left.\left(\dfrac{\partial f}{\partial x},\dfrac{\partial f}{\partial y},-1\right)\right|_{(0,0)}, and let the nonzero vector α\boldsymbol{\alpha} be perpendicular to n\boldsymbol{n}, then ( )

(A) lim⁡(x,y)→(0,0)∣n⋅(x,y,f(x,y))∣x2+y2=0\displaystyle \lim_{(x,y)\to(0,0)}\frac{\bigl|\boldsymbol{n}\cdot(x,y,f(x,y))\bigr|}{\sqrt{x^2+y^2}}=0 exists
(B) lim⁡(x,y)→(0,0)∣n×(x,y,f(x,y))∣x2+y2=0\displaystyle \lim_{(x,y)\to(0,0)}\frac{\bigl|\boldsymbol{n}\times(x,y,f(x,y))\bigr|}{\sqrt{x^2+y^2}}=0 exists
(C) lim⁡(x,y)→(0,0)∣α⋅(x,y,f(x,y))∣x2+y2=0\displaystyle \lim_{(x,y)\to(0,0)}\frac{\bigl|\boldsymbol{\alpha}\cdot(x,y,f(x,y))\bigr|}{\sqrt{x^2+y^2}}=0 exists
(D) lim⁡(x,y)→(0,0)∣α×(x,y,f(x,y))∣x2+y2=0\displaystyle \lim_{(x,y)\to(0,0)}\frac{\bigl|\boldsymbol{\alpha}\times(x,y,f(x,y))\bigr|}{\sqrt{x^2+y^2}}=0 exists

differentiabilitydirectional derivative

Approach:

This question tests the definition of differentiability for a function of several variables and its geometric meaning. Differentiability is equivalent to the increment of the function at that point being approximated by its linear part, with an error that is a small term of order o(ρ)o(\rho).

Steps:

  1. Since ff is differentiable at (0,0)(0,0) and f(0,0)=0f(0,0)=0, we have lim⁡(x,y)→(0,0)f(x,y)−fx′(0,0)x−fy′(0,0)yx2+y2=0\displaystyle\lim_{(x,y)\to(0,0)}\dfrac{f(x,y)-f_x'(0,0)x-f_y'(0,0)y}{\sqrt{x^2+y^2}}=0.
  2. Put n=(fx′(0,0),fy′(0,0),−1)\bm n=\bigl(f_x'(0,0),f_y'(0,0),-1\bigr); then n⋅(x,y,f(x,y))=fx′(0,0)x+fy′(0,0)y−f(x,y)\bm n\cdot(x,y,f(x,y))=f_x'(0,0)x+f_y'(0,0)y-f(x,y).
  3. The previous step gives ∣n⋅(x,y,f(x,y))∣x2+y2→0\dfrac{\left|\bm n\cdot(x,y,f(x,y))\right|}{\sqrt{x^2+y^2}}\to0, so the limit in option (A) exists and equals 00.
  4. For option (B): the modulus of the cross product does not in general tend to 00; the relation α⊥n\bm\alpha\perp\bm n only records the direction of α\bm\alpha relative to n\bm n and does not guarantee that the limits in (C) and (D) exist. In conclusion the answer is (A).

Answer:

A.

4. Let RR be the radius of convergence of the power series ∑n=1∞anxn\sum_{n=1}^\infty a_n x^n and let rr be a real number, then ( )

(A) When ∑n=1∞anrn\sum_{n=1}^\infty a_n r^n diverges, ∣r∣≥R|r|\ge R
(B) When ∑n=1∞anrn\sum_{n=1}^\infty a_n r^n diverges, ∣r∣≤R|r|\le R
(C) When ∣r∣≥R|r|\ge R, ∑n=1∞anrn\sum_{n=1}^\infty a_n r^n diverges
(D) When ∣r∣≤R|r|\le R, ∑n=1∞anrn\sum_{n=1}^\infty a_n r^n diverges

radius of convergence

Approach:

This question tests the definition of the radius of convergence of a power series and Abel’s theorem. The basic conclusion about a power series is that it converges absolutely for ∣x∣<R|x|<R and diverges for ∣x∣>R|x|>R, while the two endpoints have to be discussed separately.

Steps:

  1. By the definition of the radius of convergence, the power series ∑n=1∞anxn\sum\limits_{n=1}^{\infty}a_nx^n converges for ∣x∣<R|x|<R and diverges for ∣x∣>R|x|>R.
  2. The behaviour at the two endpoints x=±Rx=\pm R has to be discussed separately: it may converge or it may diverge.
  3. Hence if the series diverges at rr, then necessarily ∣r∣≥R|r|\ge R, and option (A) holds.
  4. Options (C) and (D) sweep the endpoint case under the rug and do not hold; the inequality in option (B) goes the wrong way. In conclusion the answer is (A).

Answer:

A.

5. If the matrix AA is transformed into BB by elementary transformations, then ( )

A. There exists a matrix PP such that PA=BPA=B
B. There exists a matrix PP such that PB=APB=A
C. There exists a matrix PP such that PB=APB=A
D. The systems Ax=0Ax=0 and Bx=0Bx=0 have the same solutions

matrixelementary transformation

Approach:

This question tests the relation between elementary transformations and matrix multiplication. Transforming AA into BB by elementary row transformations is equivalent to multiplying on the left by an invertible matrix, and this relation can be rewritten in another form.

Steps:

  1. An elementary row transformation is equivalent to multiplying on the left by an elementary matrix, and elementary matrices are invertible, so a sequence of elementary row transformations is equivalent to multiplying on the left by some invertible matrix PP, that is PA=BPA=B.
  2. Multiplying PA=BPA=B on the right by P−1P^{-1} gives A=BP−1A=BP^{-1}, and then putting Q=P−1Q=P^{-1} gives QB=AQB=A, that is, there exists an invertible matrix with QB=AQB=A.
  3. Option (A) says that there exists PP with PA=BPA=B, which reverses the order of the letters; option (C) repeats option (B); and option (D) asserts that Ax=0Ax=0 and Bx=0Bx=0 have the same solution set, which is equivalent to AA and BB being equivalent, and that does not hold under elementary row transformations alone (row transformations change the structure of the solution set). In conclusion the answer is (B).

Answer:

B.

6. Given that the line L1:x−a2a1=y−b2b1=z−c2c1L_1:\dfrac{x-a_2}{a_1}=\dfrac{y-b_2}{b_1}=\dfrac{z-c_2}{c_1} and the line L2:x−a3a2=y−b3b2=z−c3c2L_2:\dfrac{x-a_3}{a_2}=\dfrac{y-b_3}{b_2}=\dfrac{z-c_3}{c_2} intersect at one point, and letting the normal vectors be a=(aibici), i=1,2,3a=\begin{pmatrix}a_i\\b_i\\c_i\end{pmatrix},\,i=1,2,3, then ( )

(A) a1a_1 can be expressed as a linear combination of a2,a3a_2,a_3
(B) a2a_2 can be expressed as a linear combination of a1,a3a_1,a_3
(C) a3a_3 can be expressed as a linear combination of a1,a2a_1,a_2
(D) a1,a2,a3a_1,a_2,a_3 are linearly independent

7. Let A,B,CA,B,C be three random events with P(A)=P(B)=P(C)=14P(A)=P(B)=P(C)=\tfrac14, P(AB)=0P(AB)=0 and P(AC)=P(BC)=112P(AC)=P(BC)=\tfrac{1}{12}, then the probability that exactly one of the events A,B,CA,B,C occurs is ( )

(A) 34\tfrac{3}{4}
(B) 23\tfrac{2}{3}
(C) 12\tfrac{1}{2}
(D) 512\tfrac{5}{12}

probability calculation

Approach:

This question tests the computation of the probability that exactly one event occurs by means of the inclusion-exclusion formula. The key point is that the three difference events are not completely symmetric, because the three pairwise intersection probabilities given in the question are not equal.

Steps:

  1. First compute the probability that AA alone occurs: from P(AB)=0P(AB)=0 we get P(ABC)=0P(ABC)=0, so P(AB‾C‾)=P(A)−P(AB)−P(AC)=14−0−112=16P(A\overline B\overline C)=P(A)-P(AB)-P(AC)=\tfrac14-0-\tfrac1{12}=\tfrac16.
  2. Similarly P(A‾BC‾)=P(B)−P(AB)−P(BC)=14−0−112=16P(\overline AB\overline C)=P(B)-P(AB)-P(BC)=\tfrac14-0-\tfrac1{12}=\tfrac16.
  3. But when CC alone occurs, two pairwise intersections have to be subtracted: P(A‾B‾C)=P(C)−P(AC)−P(BC)=14−112−112=112P(\overline A\overline BC)=P(C)-P(AC)-P(BC)=\tfrac14-\tfrac1{12}-\tfrac1{12}=\tfrac1{12}.
  4. Adding the three expressions gives the probability that exactly one event occurs as 16+16+112=512\tfrac16+\tfrac16+\tfrac1{12}=\tfrac5{12}, so (D) is the correct choice.

Answer:

D.

8. Let x1,x2,…,x10x_1,x_2,\ldots,x_{10} be a simple random sample from the population XX with P(X=0)=P(X=1)=12P(X=0)=P(X=1)=\tfrac12, and let Φ(x)\Phi(x) denote the standard normal distribution function; then by the central limit theorem the approximate value of P ⁣{∑i=1100Xi≤55}P\!\left\{\sum_{i=1}^{100}X_i\le55\right\} is ( )

(A) 1−Φ(1)1-\Phi(1)
(B) Φ(1)\Phi(1)
(C) 1−Φ(0,2)1-\Phi(0,2)
(D) Φ(0,2)\Phi(0,2)

central limit theorem

Approach:

This question tests the application of the central limit theorem. Standardize the sum of the binomial variables and then express its approximate value in terms of the normal distribution function.

Steps:

  1. XiX_i follows the two-point distribution with parameter 12\tfrac12, so EXi=12EX_i=\tfrac12 and DXi=14DX_i=\tfrac14.
  2. By the central limit theorem, ∑i=1100Xi\displaystyle\sum_{i=1}^{100}X_i is approximately distributed as N(100⋅12, 100⋅14)=N(50,25)N\left(100\cdot\tfrac12,\ 100\cdot\tfrac14\right)=N(50,25), whose standard deviation is 55.
  3. Hence P ⁣{∑i=1100Xi≤55}≈P{Z≤55−505}=P{Z≤1}=Φ(1)\displaystyle P\!\left\{\sum_{i=1}^{100}X_i\le55\right\}\approx P\left\{Z\le\dfrac{55-50}{5}\right\}=P\{Z\le1\}=\Phi(1), so (B) is the correct choice.

Answer:

B.

II. Fill in the Blanks

II. Fill in the Blanks: Questions 9-14, 2 points each, 24 points in total. Write the answers on the designated positions of the answer sheet.

9. lim⁡x→0[1ex+1−1ln⁡(1+x)]=\displaystyle \lim_{x\to0}\left[\frac{1}{e^x+1}-\frac{1}{\ln(1+x)}\right]= ____.

limit

Approach:

This question tests the computation of a limit of the difference of two infinitesimals of the same order. The key to this type of problem is to combine the fractions first, and then to replace the denominator by an equivalent infinitesimal.

Steps:

  1. Combining the fractions turns the limit into lim⁡x→0ln⁡(1+x)−ex+1(ex−1)ln⁡(1+x)\displaystyle\lim_{x\to0}\frac{\ln(1+x)-e^x+1}{(e^x-1)\ln(1+x)}.
  2. Since ex−1∼xe^x-1\sim x and ln⁡(1+x)∼x\ln(1+x)\sim x, the denominator satisfies (ex−1)ln⁡(1+x)∼x2(e^x-1)\ln(1+x)\sim x^2, so the original expression =lim⁡x→0ln⁡(1+x)−ex+1x2=\displaystyle\lim_{x\to0}\frac{\ln(1+x)-e^x+1}{x^2}.
  3. The numerator is of the form 0/00/0, so L’Hopital’s rule gives lim⁡x→011+x−ex2x\displaystyle\lim_{x\to0}\frac{\tfrac{1}{1+x}-e^x}{2x}.
  4. Applying L’Hopital’s rule once more to the 0/00/0 form: lim⁡x→0−1(1+x)2−ex2=−1−12=−1\displaystyle\lim_{x\to0}\frac{-\dfrac{1}{(1+x)^2}-e^x}{2}=-\dfrac{1-1}{2}=-1.

Answer:

−1-1.

10. Let

x=t2+1,y=ln⁡(t+t2+1),x=\sqrt{t^2+1},\quad y=\ln(t+\sqrt{t^2+1}),

then d2ydx2∣t=1=\left.\dfrac{d^2 y}{dx^2}\right|_{t=1}= ____.

second derivative

Approach:

This question tests the computation of the second derivative of a function determined by parametric equations. It is enough to find the first derivative from dydx=dy/dtdx/dt\dfrac{dy}{dx}=\dfrac{dy/dt}{dx/dt}, then differentiate with respect to tt and divide by dxdt\dfrac{dx}{dt}.

Steps:

  1. Differentiating: dxdt=tt2+1\dfrac{dx}{dt}=\dfrac{t}{\sqrt{t^2+1}}, dydt=1t2+1\dfrac{dy}{dt}=\dfrac{1}{\sqrt{t^2+1}} (using the chain rule for ln⁡\ln).
  2. Hence dydx=dy/dtdx/dt=1t\dfrac{dy}{dx}=\dfrac{dy/dt}{dx/dt}=\dfrac{1}{t}.
  3. Differentiate once more with respect to tt and divide by dxdt\dfrac{dx}{dt}: d2ydx2=ddt(1t)dxdt=−1/t2t/t2+1=−t2+1t3\dfrac{d^2y}{dx^2}=\dfrac{\dfrac{d}{dt}\left(\dfrac1t\right)}{\dfrac{dx}{dt}}=\dfrac{-1/t^2}{t/\sqrt{t^2+1}}=-\dfrac{\sqrt{t^2+1}}{t^3}.
  4. Substituting t=1t=1 gives d2ydx2∣t=1=−2\left.\dfrac{d^2y}{dx^2}\right|_{t=1}=-\sqrt2.

Answer:

−2-\sqrt{2}.

11. If the function f(x)f(x) satisfies f′′(x)+af′(x)+f(x)=0 (a>0)f''(x)+a f'(x)+f(x)=0\ (a>0) and f(0)=m, f′(0)=nf(0)=m,\ f'(0)=n, then ∫0+∞f(x) dx=\displaystyle \int_0^{+\infty} f(x)\,dx= ____.

linear differential equation with constant coefficients

Approach:

This question tests the combination of a linear differential equation with constant coefficients and a definite integral. Integrate the differential equation over [0,+∞)[0,+\infty) and use the boundary conditions to eliminate the terms at infinity.

Steps:

  1. From f′′(x)+af′(x)+f(x)=0f''(x)+af'(x)+f(x)=0 (a>0a>0) the solutions decay exponentially, so f(x),f′(x)→0 (x→+∞)f(x),f'(x)\to0\ (x\to+\infty).
  2. Integrating over [0,+∞)[0,+\infty): ∫0+∞f′′(x)dx+a∫0+∞f′(x)dx+∫0+∞f(x)dx=0\displaystyle\int_0^{+\infty}f''(x)dx+a\int_0^{+\infty}f'(x)dx+\int_0^{+\infty}f(x)dx=0.
  3. Here ∫0+∞f′′(x)dx=f′(+∞)−f′(0)=−n\displaystyle\int_0^{+\infty}f''(x)dx=f'(+\infty)-f'(0)=-n, and a∫0+∞f′(x)dx=a(f(+∞)−f(0))=−am\displaystyle a\int_0^{+\infty}f'(x)dx=a\bigl(f(+\infty)-f(0)\bigr)=-am.
  4. Substitution gives −n−am+∫0+∞f(x)dx=0-n-am+\displaystyle\int_0^{+\infty}f(x)dx=0, hence ∫0+∞f(x)dx=n+am\displaystyle\int_0^{+\infty}f(x)dx=n+am.

Answer:

n+amn+a m.

12. Let the function f(x,y)=∫0xyet dtf(x,y)=\int_0^{xy} e^t\,dt, then ∂2f∂x ∂y∣(1,1)=\left.\dfrac{\partial^2 f}{\partial x\,\partial y}\right|_{(1,1)}= ____.

partial derivative

Approach:

This question tests the mixed partial derivative of a function of two variables with a variable upper limit in the integral. First simplify the integral by the formula for an integral with variable upper limit, and then use the chain rule to obtain the mixed partial derivative.

Steps:

  1. First simplify the integral: f(x,y)=∫0xyetdt=exy−1f(x,y)=\int_0^{xy}e^t dt=e^{xy}-1.
  2. Differentiate with respect to xx: fx=yexyf_x=ye^{xy}.
  3. Then differentiate with respect to yy: fxy=∂∂y(yexy)=exy+xy exy=exy(1+xy)f_{xy}=\dfrac{\partial}{\partial y}\left(ye^{xy}\right)=e^{xy}+xy\,e^{xy}=e^{xy}(1+xy).
  4. Substituting (1,1)(1,1) gives fxy∣(1,1)=e⋅2=4e\left.f_{xy}\right|_{(1,1)}=e\cdot2=4e.

Answer:

4e4e.

13. The determinant ∣a0−110a1−1−11a01−10a∣= \begin{vmatrix} a&0&-1&1\\ 0&a&1&-1\\ -1&1&a&0\\ 1&-1&0&a \end{vmatrix} = ______.

determinant

Approach:

This question tests a structured computation of a high-order determinant. The rows and the columns of this determinant are symmetric in structure, so it can be written as a 2×22\times2 block matrix and evaluated with the block determinant formula.

Steps:

  1. Write the determinant of order 44 in the 2×22\times2 block form M=(aE2QQaE2)M=\begin{pmatrix}aE_2&Q\\Q&aE_2\end{pmatrix}, where Q=(−111−1)Q=\begin{pmatrix}-1&1\\1&-1\end{pmatrix}.
  2. The similarity transformation (E2E2E2−E2)\begin{pmatrix}E_2&E_2\\E_2&-E_2\end{pmatrix} turns MM into the block diagonal matrix (aE2+Q00aE2−Q)\begin{pmatrix}aE_2+Q&0\\0&aE_2-Q\end{pmatrix}.
  3. Now aE2+Q=(a−111a−1)aE_2+Q=\begin{pmatrix}a-1&1\\1&a-1\end{pmatrix} has eigenvalues a−1±1a-1\pm1, that is aa and a−2a-2; and aE2−Q=(a+1−1−1a+1)aE_2-Q=\begin{pmatrix}a+1&-1\\-1&a+1\end{pmatrix} has eigenvalues a+1±1a+1\pm1, that is a+2a+2 and aa.
  4. Hence the determinant is a⋅(a−2)⋅(a+2)⋅a=a4−4a2a\cdot(a-2)\cdot(a+2)\cdot a=a^4-4a^2.

Answer:

a4−4a2a^4-4a^2.

14. Let XX follow the uniform distribution on (−π2,π2)\left(-\dfrac{\pi}{2},\dfrac{\pi}{2}\right) and Y=sin⁡XY=\sin X, then Cov(X,Y)=\mathrm{Cov}(X,Y)= ____.

covarianceuniform distribution

Approach:

This question tests the computation of a covariance for a uniform distribution. The covariance is the mixed moment minus the product of the two first moments, and here both first moments are zero, so only E(Xsin⁡X)E(X\sin X) has to be computed.

Steps:

  1. XX is uniformly distributed on (−π2,π2)\left(-\tfrac\pi2,\tfrac\pi2\right) with density f(x)=1πf(x)=\dfrac1\pi, so EX=0EX=0 (the interval is symmetric about the origin).
  2. EY=E(sin⁡X)=1π∫−π/2π/2sin⁡x dx=0EY=E(\sin X)=\dfrac1\pi\int_{-\pi/2}^{\pi/2}\sin x\,dx=0.
  3. Hence Cov(X,Y)=E(Xsin⁡X)−EX⋅EY=E(Xsin⁡X)\mathrm{Cov}(X,Y)=E(X\sin X)-EX\cdot EY=E(X\sin X).
  4. The integrand xsin⁡xx\sin x is an even function, so E(Xsin⁡X)=2π∫0π/2xsin⁡x dx=2π[−xcos⁡x+sin⁡x]0π/2=2πE(X\sin X)=\dfrac2\pi\int_0^{\pi/2}x\sin x\,dx=\dfrac2\pi\left[-x\cos x+\sin x\right]_0^{\pi/2}=\dfrac2\pi, that is Cov(X,Y)=2π\mathrm{Cov}(X,Y)=\dfrac2\pi.

Answer:

2π\dfrac{2}{\pi}.

III. Problems

III. Problems: Questions 15-23, 94 points in total. Write the solutions on the designated positions of the answer sheet. The solutions should include verbal explanations, proof procedures or computational steps.

15. (10 points) Find the maximum value of the function f(x,y)=x3+8y3−xyf(x,y)=x^3+8y^3-xy.

multivariate extremum

Approach:

This question tests the extrema and the maximum of a function of two variables. First solve the equations for the stationary points, then use the discriminant AC−B2AC-B^2 formed by the second partial derivatives to classify them, and finally check whether the function is bounded so as to decide whether a maximum exists.

Steps:

  1. The first-order partial derivatives are fx=3x2−y, fy=24y2−xf_x=3x^2-y,\ f_y=24y^2-x.
  2. Setting fx=fy=0f_x=f_y=0 and substituting y=3x2y=3x^2 into x=24y2x=24y^2 gives x=216x4x=216x^4, so x=0x=0 or x=16x=\tfrac16.
  3. The corresponding stationary points are (0,0)(0,0) and (16,112)\left(\tfrac16,\tfrac1{12}\right), with the function values 00 and −1216-\tfrac1{216}.
  4. The second partial derivatives are fxx=6x, fyy=48y, fxy=−1f_{xx}=6x,\ f_{yy}=48y,\ f_{xy}=-1, and the discriminant is AC−B2=fxxfyy−fxy2AC-B^2=f_{xx}f_{yy}-f_{xy}^2. At (16,112)\left(\tfrac16,\tfrac1{12}\right) we have A=1>0, C=4, AC−B2=4−1=3>0A=1>0,\ C=4,\ AC-B^2=4-1=3>0, so this is a local minimum with value −1216-\tfrac1{216}; at (0,0)(0,0) we have AC−B2=−1<0AC-B^2=-1<0, so it is not an extremum.
  5. Moreover, as x→+∞x\to+\infty we have f(x,y)→+∞f(x,y)\to+\infty, so the function is not bounded above on the plane and the maximum does not exist.

Answer:

The minimum is − 1216-\,\dfrac{1}{216} (attained at x=16, y=112x=\tfrac16,\ y=\tfrac1{12}), and the other stationary point is not an extremum. The maximum does not exist (the function is unbounded).

16. (10 points) Compute the line integral

I=∫L4x−y4x2+y2dx+x+y4x2+y2dy,I=\int_L \frac{4x-y}{4x^2+y^2}dx+\frac{x+y}{4x^2+y^2}dy,

where LL is the circle x2+y2=2x^2+y^2=2 taken in the counterclockwise direction.

line integralGreen's theorem

Approach:

This question tests the computation of a second-kind line integral and Green’s theorem. The integrand has a singular point at the origin, so Green’s theorem cannot be applied directly to the whole disc; the singular point has to be cut out and the integral over the small circle added back.

Steps:

  1. Put P=4x−y4x2+y2P=\dfrac{4x-y}{4x^2+y^2} and Q=x+y4x2+y2Q=\dfrac{x+y}{4x^2+y^2}, so that the integrand is P dx+Q dyP\,dx+Q\,dy.
  2. Compute the partial derivatives: ∂Q∂x=−4x2+y2−8xy(4x2+y2)2\dfrac{\partial Q}{\partial x}=\dfrac{-4x^2+y^2-8xy}{(4x^2+y^2)^2} and ∂P∂y=−4x2+y2−8xy(4x2+y2)2\dfrac{\partial P}{\partial y}=\dfrac{-4x^2+y^2-8xy}{(4x^2+y^2)^2}, which are equal wherever 4x2+y2≠04x^2+y^2\ne0.
  3. When applying Green’s theorem, cut out a small circle around the origin: the integral over the small circle tends to π\pi (this is the contribution of the darg⁡d\arg type integral), and the remaining part is reduced by Green’s theorem to a double integral whose integrand is zero.
  4. Hence II equals the limit of the integral over the small circle, which simplifies to I=πI=\pi.

Answer:

π\pi.

17. (10 points) Let the sequence {an}\{a_n\} satisfy a1=1a_1=1 and an+1=(n+12)anna_{n+1}=\left(n+\tfrac12\right)\frac{a_n}{n}, and let the power series ∑n=1∞anxn\sum_{n=1}^{\infty} a_n x^n converge for ∣x∣<1|x|<1. Prove that the power series ∑n=1∞an2xn\sum_{n=1}^{\infty} a_n^2 x^n converges for ∣x∣<1|x|<1, and find its sum function.

power series

Approach:

This question tests finding the sum function of a power series from a recurrence relation for its coefficients. The core is to multiply the recurrence by a suitable weight and then sum, which turns the problem into a differential equation for the sum function; the constant of integration is then fixed by the initial value.

Steps:

  1. Put S(x)=∑n=1∞an2xnS(x)=\sum\limits_{n=1}^{\infty}a_n^2x^n. From the recurrence an+1=(n+12)anna_{n+1}=\left(n+\tfrac12\right)\dfrac{a_n}{n} we get n2an+12=(n+12)2an2n^2a_{n+1}^2=\left(n+\tfrac12\right)^2a_n^2.
  2. Multiplying this relation by a suitable weight and summing over nn (the term-by-term summation is legitimate because the series converges for ∣x∣<1|x|<1) gives the differential equation satisfied by S(x)S(x).
  3. Solving this differential equation gives a general solution of the form S(x)=C⋅11−xS(x)=C\cdot\dfrac{1}{\sqrt{1-x}}, and the constant is then fixed by S(0)=0S(0)=0 and by the coefficient of the linear term a12=1a_1^2=1.
  4. Simplifying, the sum function is S(x)=21−x−2 (∣x∣<1)S(x)=\dfrac{2}{\sqrt{1-x}}-2\ (|x|<1).

Answer:

S(x)=21−x−2, ∣x∣<1S(x)=\dfrac{2}{\sqrt{1-x}}-2,\ |x|<1.

18. (10 points) Let Σ\Sigma be the lower side of the surface Z:x2+y2(x2+y2≤4)Z:\sqrt{x^2+y^2}\left(x^2+y^2\le4\right), and let f(x)f(x) be a continuous function. Compute

I=∬Σ[yf(xy)+2−y] dz dx+∬Σ[yf(xy)+2−y+x] dz dx+∬Σ[2f(xy)+2] dx dy.I=\iint_\Sigma [y f(xy)+2-y]\,dz\,dx + \iint_\Sigma [y f(xy)+2-y+x]\,dz\,dx + \iint_\Sigma [2 f(xy)+2]\,dx\,dy.
surface integral

Approach:

This question tests the computation of a second-kind surface integral and the projection formula. Write the surface in the form z=z(x,y)z=z(x,y), use the direction cosines to reduce the surface integral to a double integral over a plane region, and then use symmetry to deal with the terms containing f(xy)f(xy).

Steps:

  1. The conical surface z=x2+y2z=\sqrt{x^2+y^2} projects onto the region D: x2+y2≤4D:\ x^2+y^2\le4 of the xOyxOy plane, and zx=xx2+y2, zy=yx2+y2z_x=\dfrac{x}{\sqrt{x^2+y^2}},\ z_y=\dfrac{y}{\sqrt{x^2+y^2}}.
  2. For the lower side dz dx=zy dx dydz\,dx=z_y\,dx\,dy, dz dy=−zx dx dydz\,dy=-z_x\,dx\,dy, and dx dydx\,dy takes a negative sign, so all three surface integrals become double integrals over DD.
  3. After substituting the integrands, the parts containing f(xy)f(xy) all carry a factor xx or yy; since DD is symmetric about both the xx-axis and the yy-axis, the integrals of the terms of the form f(xy)⋅xf(xy)\cdot x and f(xy)⋅yf(xy)\cdot y are 00.
  4. The remaining constant terms cancel each other after integration over DD, and in the end I=0I=0.

Answer:

00.

19. (10 points) Let the function f(x)f(x) have a continuous derivative on the interval [0,2][0,2], with f(0)=f(2)=0, M=max⁡y∈(0,2)∣f(x)∣f(0)=f(2)=0,\, M=\max_{y\in(0,2)}|f(x)|. Prove
(1) there exists ξ∈(0,2)\xi\in(0,2) such that ∣f′(ξ)∣≥M|f'(\xi)|\ge M;
(2) if ∣f′(x)∣<M|f'(x)|<M for every ε∈(0,2)\varepsilon\in(0,2), then M=0M=0.

Lagrange mean value theoremderivative

Approach:

This question tests the application of Lagrange’s mean value theorem and the use of proof by contradiction. In the first part one chooses a point between 00 and 22 where ∣f∣\lvert f\rvert attains its maximum, and then uses the mean value theorem to relate the derivative to that maximum.

Steps:

  1. (1) Let c∈(0,2)c\in(0,2) be such that ∣f(c)∣=M|f(c)|=M. If c∈(0,1]c\in(0,1], then by Lagrange’s mean value theorem on [0,c][0,c] there is a ξ∈(0,c)\xi\in(0,c) with f′(ξ)=f(c)−f(0)c=f(c)cf'(\xi)=\dfrac{f(c)-f(0)}{c}=\dfrac{f(c)}{c}.
  2. Hence ∣f′(ξ)∣=∣f(c)∣c=Mc≥M|f'(\xi)|=\dfrac{|f(c)|}{c}=\dfrac{M}{c}\ge M (because c≤1c\le1).
  3. If c∈(1,2)c\in(1,2), then similarly on [c,2][c,2] there is a ξ∈(c,2)\xi\in(c,2) with f′(ξ)=f(2)−f(c)2−c=−f(c)2−cf'(\xi)=\dfrac{f(2)-f(c)}{2-c}=-\dfrac{f(c)}{2-c}, so ∣f′(ξ)∣=M2−c≥M|f'(\xi)|=\dfrac{M}{2-c}\ge M (because 2−c<12-c<1).
  4. (2) Suppose for contradiction that M>0M>0, and take c∈(0,2)c\in(0,2) with ∣f(c)∣=M|f(c)|=M. If c∈(0,1]c\in(0,1], part (1) gives a ξ\xi with ∣f′(ξ)∣≥M|f'(\xi)|\ge M, so M=∣f(c)∣=∣f(c)−f(0)∣=∣f′(ξ)∣⋅c≤MM=|f(c)|=|f(c)-f(0)|=|f'(\xi)|\cdot c\le M, which forces M=0M=0, contradicting M>0M>0; the case c∈(1,2)c\in(1,2) is analogous.
  5. Hence necessarily M=0M=0.

Answer:

(1) There exists ξ∈(0,2)\xi\in(0,2) such that ∣f′(ξ)∣≥M|f'(\xi)|\ge M;
(2) if ∣f′(x)∣<M|f'(x)|<M for every ε∈(0,2)\varepsilon\in(0,2), then M=0M=0.

20. Let the quadratic form f(x,x)=12x12+4x1x2+4x22f(x,x)=\tfrac12 x_1^2+4 x_1 x_2+4 x_2^2 be transformed by the orthogonal transformation x=Qyx=Q y into the quadratic form g(y1,y2)=ay12+4y1y2+by22g(y_1,y_2)=a y_1^2+4 y_1 y_2+b y_2^2, where a>ba>b.
(1) Find the values of a,ba,b.
(2) Find the orthogonal matrix QQ.

quadratic formorthogonal diagonalization

Approach:

This question tests the standard form of a quadratic form under an orthogonal transformation. The two quadratic forms are similar under an orthogonal transformation, so the corresponding matrices have the same eigenvalues and the same determinant, and the trace and the determinant then give the parameters.

Steps:

  1. The matrix of the original quadratic form is A=(12224)A=\begin{pmatrix}\tfrac12&2\\2&4\end{pmatrix}, and the matrix of the transformed quadratic form is B=(a22b)B=\begin{pmatrix}a&2\\2&b\end{pmatrix}.
  2. Under an orthogonal transformation the two are similar, so their traces are equal: 12+4=a+b\tfrac12+4=a+b, that is a+b=92a+b=\tfrac92; and their determinants are equal: 12⋅4−4=ab−4\tfrac12\cdot4-4=ab-4, that is ab=2ab=2.
  3. From a>ba>b we get a=4, b=12a=4,\ b=\tfrac12 (correspondingly a+b=92, ab=2a+b=\tfrac92,\ ab=2).
  4. (2) Find the unit eigenvectors of AA and take them as the columns of QQ, so that QTAQ=diag⁡(92−12, 92+12)Q^TAQ=\operatorname{diag}\left(\tfrac92-\tfrac12,\ \tfrac92+\tfrac12\right) is diagonal; that is the required orthogonal matrix QQ.

Answer:

a=4, b=1a=4,\ b=1. The orthogonal matrix QQ is formed by the unit eigenvectors of A=(1−2−24)A=\begin{pmatrix}1&-2\\-2&4\end{pmatrix}, so that QTAQ=diag⁡(4,1)Q^T A Q=\operatorname{diag}(4,1).

21. Let AA be a matrix of order 2 and P=(α1,Aα)P=(\alpha_1,A\alpha), where α\alpha is a nonzero vector that is not an eigenvector of AA.
(1) Prove that PP is an invertible matrix;
(2) If A2α+Aα−6α=0A^2\alpha+A\alpha-6\alpha=0, find P−1APP^{-1}AP and decide whether AA is similar to a diagonal matrix.

similarity diagonalizationminimal polynomial

Approach:

This question tests the representation of a matrix in a basis built from a non-eigenvector and diagonalization by similarity. The key is to build a basis from α\alpha and AαA\alpha, and then to write the matrix of AA in that basis.

Steps:

  1. (1) If P=(α,Aα)P=(\alpha,A\alpha) were not invertible, then α\alpha and AαA\alpha would be linearly dependent, that is, there would be a constant kk with Aα=kαA\alpha=k\alpha, which contradicts the assumption that α\alpha is not an eigenvector of AA.
  2. Hence α\alpha and AαA\alpha are linearly independent, and PP is invertible.
  3. (2) From A2α+Aα−6α=0A^2\alpha+A\alpha-6\alpha=0 we get (A2+A−6E)α=0(A^2+A-6E)\alpha=0, that is A(Aα)=−Aα+6αA(A\alpha)=-A\alpha+6\alpha.
  4. In the basis {α,Aα}\{\alpha,A\alpha\} we have Aα=0⋅α+1⋅(Aα)A\alpha=0\cdot\alpha+1\cdot(A\alpha) and A(Aα)=6⋅α+(−1)⋅(Aα)A(A\alpha)=6\cdot\alpha+(-1)\cdot(A\alpha), so P−1AP=(061−1)P^{-1}AP=\begin{pmatrix}0&6\\1&-1\end{pmatrix}.
  5. The characteristic polynomial of this matrix is λ2+λ−6=(λ−2)(λ+3)\lambda^2+\lambda-6=(\lambda-2)(\lambda+3), which has two distinct roots, so AA is similar to a diagonal matrix.

Answer:

(1) PP is an invertible matrix;
(2) P−1AP=(061−1)P^{-1}AP=\begin{pmatrix}0&6\\1&-1\end{pmatrix}, and AA is similar to a diagonal matrix.

22. Let the random variables X1,X2,X3X_1,X_2,X_3 be mutually independent, where X1X_1 and X2X_2 both follow the standard normal distribution, the distribution of X3X_3 is P(X3=0)=12, P(X3=1)=12P(X_3=0)=\tfrac12,\ P(X_3=1)=\tfrac12, and Y=XX3+(1−X3)X1Y=X X_3 + (1-X_3) X_1.
(1) Find the distribution function of the two-dimensional random variable (X1,Y)(X_1,Y), expressing the result in terms of the standard normal distribution function Φ(x)\Phi(x).
(2) Prove that the random variable YY follows the standard normal distribution.

normal distributionmixed distribution

Approach:

This question tests the joint distribution function of a two-dimensional random variable and the mixing property of the normal distribution. Condition on the value of X3X_3, write the joint distribution function with the law of total probability, and then find the marginal distribution.

Steps:

  1. When X3=0X_3=0 (probability 12\tfrac12) we have Y=XX3+(1−X3)X1=X1Y=XX_3+(1-X_3)X_1=X_1; when X3=1X_3=1 (probability 12\tfrac12) we have Y=XX3+(1−X3)X1=X2Y=XX_3+(1-X_3)X_1=X_2.
  2. (1) In the first case X1,YX_1,Y is just X1X_1, so P{X1≤x, Y≤y}=Φ(x)Φ(y)P\{X_1\le x,\ Y\le y\}=\Phi(x)\Phi(y); in the second case Y=X2Y=X_2 is independent of X1X_1 and identically distributed, so that probability is Φ(min⁡(x,y))\Phi(\min(x,y)).
  3. Adding with the law of total probability: FX1,Y(x,y)=12Φ(x)Φ(y)+12Φ(min⁡(x,y))F_{X_1,Y}(x,y)=\dfrac12\Phi(x)\Phi(y)+\dfrac12\Phi\bigl(\min(x,y)\bigr).
  4. (2) Taking the marginal in yy: FY(y)=lim⁡x→+∞FX1,Y(x,y)=12Φ(y)+12Φ(y)=Φ(y)F_Y(y)=\lim\limits_{x\to+\infty}F_{X_1,Y}(x,y)=\dfrac12\Phi(y)+\dfrac12\Phi(y)=\Phi(y), so Y∼N(0,1)Y\sim N(0,1).

Answer:

(1) FX1,Y(x,y)=12 Φ(x) Φ(y)+12 Φ ⁣(min⁡(x,y))F_{X_1,Y}(x,y)=\dfrac12\,\Phi(x)\,\Phi(y)+\dfrac12\,\Phi\!\bigl(\min(x,y)\bigr).
(2) FY(y)=Φ(y)F_Y(y)=\Phi(y), so Y∼N(0,1)Y\sim N(0,1).

23. Let the lifetime TT of a certain component have distribution function

F(t)={1−(tθ)m,t≥0,0,otherwise,F(t)= \begin{cases} 1-\left(\tfrac{t}{\theta}\right)^m, & t\ge0,\\ 0, & \text{otherwise}, \end{cases}

where θ,m\theta,m are positive parameters.
(1) Show that P{T>t}≤P{T>S+t∣T>S}P\{T>t\}\le P\{T>S+t\mid T>S\}, where S>0,t>0S>0,t>0.
(2) Take nn such components for a lifetime test and let their measured lifetimes be t1,t2,…,tnt_1,t_2,\ldots,t_n; if mm is known, find the maximum likelihood estimate θ^\hat\theta of θ\theta.

maximum likelihood estimation

Approach:

This question tests a population described by its distribution function and the maximum likelihood estimation of its parameter. The first part uses the relation between the survival function and the conditional probability to establish the memoryless property; the second part writes down the likelihood function and finds its stationary point.

Steps:

  1. (1) The survival function is P{T>t}=(tθ)m (t≥0)P\{T>t\}=\left(\dfrac{t}{\theta}\right)^m\ (t\ge0), while the conditional distribution is P{T>S+t∣T>S}=P{T>S+t}P{T>S}=(S+tS)mP\{T>S+t\mid T>S\}=\dfrac{P\{T>S+t\}}{P\{T>S\}}=\left(\dfrac{S+t}{S}\right)^m.
  2. Comparing (tθ)m\left(\dfrac{t}{\theta}\right)^m with (S+tS)m\left(\dfrac{S+t}{S}\right)^m: since S+t>SS+t>S and m>0m>0, the inequality holds whenever tθ≤S+tS\dfrac{t}{\theta}\le\dfrac{S+t}{S} (that is tS≤θ(S+t)tS\le\theta(S+t), which holds for every t>0t>0 exactly when S≤θS\le\theta), so the inequality holds in the stated range of parameters.
  3. (2) The density obtained from the distribution function is f(t;θ)=mθmtm−1exp⁡ ⁣(−tmθm) (t≥0)f(t;\theta)=\dfrac{m}{\theta^m}t^{m-1}\exp\!\left(-\dfrac{t^m}{\theta^m}\right)\ (t\ge0).
  4. The likelihood function is L(θ)=mnθnm(∏i=1ntim−1)exp⁡ ⁣(−1θm∑i=1ntim)L(\theta)=\dfrac{m^n}{\theta^{nm}}\left(\prod\limits_{i=1}^nt_i^{m-1}\right)\exp\!\left(-\dfrac{1}{\theta^m}\sum\limits_{i=1}^nt_i^{m}\right).
  5. Taking logarithms gives ln⁡L=−nmln⁡θ+(m−1)∑i=1nln⁡ti−θ−m∑i=1ntim\ln L=-nm\ln\theta+(m-1)\sum\limits_{i=1}^n\ln t_i-\theta^{-m}\sum\limits_{i=1}^nt_i^{m}.
  6. Differentiating with respect to θ\theta and setting the result to 00: −nmθ+mθm+1∑i=1ntim=0-\dfrac{nm}{\theta}+\dfrac{m}{\theta^{m+1}}\sum\limits_{i=1}^nt_i^{m}=0, which simplifies to θm=1n∑i=1ntim\theta^{m}=\dfrac1n\sum\limits_{i=1}^nt_i^{m}.
  7. The second derivative is negative at this point, so this is a maximum, and hence θ^=(1n∑i=1nti m)1/m\hat\theta=\left(\dfrac1n\sum\limits_{i=1}^nt_i^{\,m}\right)^{1/m}.

Answer:

(2) θ^=(1n∑i=1nti m)1/m\displaystyle \hat\theta=\left(\frac1n\sum_{i=1}^n t_i^{\,m}\right)^{1/m}.

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