Real Analysis for DSE

[ravian]

can anyone please suggest a good book for the real analysis part of the maths questions??

[Amit Goyal]

I think the standard DU textbook: Mathematics for Economic Analysis by Knut Sydsaeter and Peter J. Hammond covers the material you need to know to handle problems in Option A of DSE exam. However, if you still want to do more of Analysis then there are several books: Mathematical Analysis by Apostol, Principles of Mathematical Analysis by Rudin, Fundamental concepts of Analysis by Smith and Albrecht and Elementary Analysis by Ross. They are all very good and you may pick any one of them and prepare.

[ravian]

thanks a lot,i will try to find that book.

i am having difficulty understanding the dse 2010 problem 22 which ou solved on 'notes 1'

Pr(Y<= y) = Pr(max (X1;X2; : : : ;Xn) <= y)

= Pr(X1<= y;X2<=  y; : : : ;Xn<=  y)

= Pr(X1<= y)*
Pr(X2<= y) .....


Pr(Xn<= y) , by independence of Xi's

= yn

since max (X1;X2; : : : ;Xn) is 1 number, why are we considering the probabilities of n numbers..also, how is Pr(Xi <= y) = y??

[duck]

Hi sayantan.. :)

Just try to answer this question first > what does it mean when we say X= max( x1, x2) ?

[ravian]

X = X1, X1>X2

   = X2, X2>X1

   = X1 = X2, X1=X2

On Fri, Jun 10, 2011 at 8:29 PM, duck [via Discussion forum] <[hidden email]> wrote:

Hi sayantan.. :)

Just try to answer this question first > what does it mean when we say X= max( x1, x2) ?

---

If you reply to this email, your message will be added to the discussion below:

http://discussion-forum.2150183.n2.nabble.com/Real-Analysis-for-DSE-tp6447975p6462569.html

To unsubscribe from Real Analysis for DSE, click here.

[duck]

Right!
So, we can also say this in the following way>
X>= x1 and X>= x2
{ since, X is the maximum, it means it will be greater than or equal to all numbers in the set}

Same thing is asked in the question>
Y= max( x1, x2, .... xn)
=> Y<=x1 , Y<= x2...... and so on.

=>P[Y<=y] = P[ max(x1... xn) <= y]
                =P[x1<=y]*P[x2<=y]*P[x3<=y]..... *P[xn<=y]
                = y ^n

Now, find out its mean.



:)