Real Analysis for Statistics: Countable Sets, Sequences, Series, Power Series, Continuity, Mean Value Theorems and Riemann Integration
1. Finite, countable and uncountable sets
A set is countable if it can be put in one-to-one correspondence with a subset of ℕ — finite, or listable as a₁, a₂, a₃, …. ℤ is countable (0, 1, −1, 2, −2, …), and so is ℚ, by listing fractions p/q along the diagonals of a grid. A countable union of countable sets is countable, and a finite product of countable sets (ℚ × ℚ) is countable. So the set of polynomials with integer coefficients is countable, and so are the algebraic numbers, their roots.
ℝ is uncountable — Cantor’s diagonal argument: given any list of numbers in (0, 1), build a decimal whose n-th digit differs from the n-th digit of the n-th number; it is on no list. Hence the irrationals are uncountable (ℝ minus a countable set), every non-degenerate interval is uncountable, and the power set of ℕ is uncountable (it has the cardinality of ℝ).
2. Sequences: convergence, boundedness, monotonicity and the Cauchy criterion
aₙ → L means: for every ε > 0 there is N with |aₙ − L| < ε for all n ≥ N. A convergent sequence is bounded, but a bounded sequence need not converge ((−1)ⁿ). The monotone convergence theorem: a bounded monotone sequence converges — to its supremum if increasing. Bolzano–Weierstrass: every bounded sequence has a convergent subsequence. The Cauchy criterion: (aₙ) converges in ℝ if and only if for every ε > 0 there is N with |aₘ − aₙ| < ε for all m, n ≥ N — convergence tested without knowing the limit.
| Sequence | Limit |
|---|---|
| n1/n | 1 |
| (1 + x/n)ⁿ | eˣ |
| aⁿ, |a| < 1 | 0 |
| nᵏ aⁿ, |a| < 1 | 0 |
| aⁿ/n! | 0 |
| n!/nⁿ | 0 |
| (n!)1/n/n | 1/e |
| √(n² + an) − n | a/2 |
A recursively defined sequence is handled by the monotone convergence theorem: show it is monotone and bounded, then solve L = g(L). For a₁ = 1, aₙ₊₁ = √(2 + aₙ): induction gives aₙ < 2 and aₙ₊₁ > aₙ, so the limit exists and satisfies L = √(2 + L), i.e. L² − L − 2 = 0, so L = 2 (the root −1 is excluded because every term is positive).
3. Series, convergence tests and power series
Σaₙ converges when its partial sums converge. Necessary condition: aₙ → 0 (not sufficient — Σ1/n diverges). The geometric series Σrⁿ converges iff |r| < 1, to 1/(1 − r); the p-series Σ1/nᵖ converges iff p > 1. Useful sums: Σn≥1 n xⁿ = x/(1 − x)² and Σn≥1 n² xⁿ = x(1 + x)/(1 − x)³ for |x| < 1 — the first gives Σ n/2ⁿ = 2, which is the mean of a geometric random variable in disguise.
| Test | Statement | Typical use |
|---|---|---|
| Comparison | 0 ≤ aₙ ≤ bₙ: Σbₙ converges ⇒ Σaₙ converges | Σ1/(n² + 1) against Σ1/n² |
| Limit comparison | aₙ/bₙ → c ∈ (0, ∞): both converge or both diverge | Σ sin(1/n) diverges like Σ1/n |
| Ratio (d’Alembert) | aₙ₊₁/aₙ → ℓ: ℓ < 1 converges, ℓ > 1 diverges, ℓ = 1 no decision | factorials and powers: Σ n²/2ⁿ |
| Root (Cauchy) | aₙ1/n → ℓ: same verdicts | nth powers: Σ (n/(2n + 1))ⁿ |
| Integral | f positive decreasing: Σf(n) and ∫₁^∞ f converge together | Σ 1/(n ln n) diverges, Σ 1/(n (ln n)²) converges |
Alternating series (Leibniz): if bₙ decreases to 0, Σ(−1)ⁿbₙ converges, and the error after n terms is at most bₙ₊₁. Σ|aₙ| convergent means absolute convergence, which implies convergence; a series that converges but not absolutely — Σ(−1)ⁿ/n, Σ(−1)ⁿ/√n — is conditionally convergent, and by Riemann’s rearrangement theorem it can be rearranged to any sum. Absolutely convergent series can be rearranged freely, which is why E[X] is required to satisfy E|X| < ∞: the value of an expectation must not depend on the order of summation.
A power series Σaₙ(x − c)ⁿ converges absolutely for |x − c| < R and diverges for |x − c| > R, where 1/R = lim sup |aₙ|1/n (Cauchy–Hadamard), or R = lim |aₙ/aₙ₊₁| when that limit exists. The endpoints must be checked separately: Σxⁿ/n has R = 1, converges at x = −1 and diverges at x = 1. Inside the radius, a power series may be differentiated and integrated term by term — the property that lets a moment generating function deliver moments.
4. Functions of a real variable: continuity, uniform continuity, mean value theorems and Taylor
f is continuous at c if f(xₙ) → f(c) for every xₙ → c. A monotone function has one-sided limits everywhere and only jump discontinuities, at most countably many. f is uniformly continuous on a set if one δ works for a given ε at every point: |x − y| < δ ⇒ |f(x) − f(y)| < ε. Continuity on a closed bounded interval implies uniform continuity (Heine–Cantor), and a Lipschitz function (|f(x) − f(y)| ≤ K|x − y|, e.g. bounded derivative) is uniformly continuous.
| Function and domain | Verdict | Reason |
|---|---|---|
| x², ℝ | No | slope unbounded: (n + 1/n)² − n² → 2 |
| 1/x, (0, 1) | No | 1/(1/n) − 1/(1/(n+1)) = −1 with points arbitrarily close |
| sin(1/x), (0, 1) | No | oscillates between ±1 near 0 |
| √x, [0, ∞) | Yes | |√x − √y| ≤ √|x − y| |
| sin x, ℝ | Yes | Lipschitz with K = 1 |
- Rolle: f continuous on [a, b], differentiable on (a, b), f(a) = f(b) ⇒ f′(c) = 0 for some c ∈ (a, b).
- Lagrange MVT: f′(c) = [f(b) − f(a)]/(b − a). For x³ on [0, 3], 3c² = 9 gives c = √3 ≈ 1.73. Cauchy MVT: [f(b) − f(a)]g′(c) = [g(b) − g(a)]f′(c) — the theorem behind L’Hospital’s rule.
- Taylor with Lagrange remainder: f(x) = Σk=0n f⁽ᵏ⁾(a)(x − a)ᵏ/k! + f⁽ⁿ⁺¹⁾(ξ)(x − a)ⁿ⁺¹/(n + 1)! for some ξ between a and x. The coefficient of xᵏ in a Maclaurin series is f⁽ᵏ⁾(0)/k!, so derivatives at 0 can be read off a product of known series.
- L’Hospital: for 0/0 or ∞/∞, lim f/g = lim f′/g′ when the right side exists. limx→0 (x − sin x)/x³ = lim (1 − cos x)/3x² = lim sin x/6x = 1/6.
- Maxima and minima: f′(c) = 0 and f″(c) < 0 gives a local maximum, f″(c) > 0 a local minimum; if f″(c) = 0 go to the first non-vanishing higher derivative — even order decides max/min, odd order means neither.
5. Riemann integration and improper integrals
For bounded f on [a, b] and a partition P, the upper and lower sums U(P, f) = ΣMᵢΔxᵢ and L(P, f) = ΣmᵢΔxᵢ use the sup and inf on each piece. f is Riemann integrable when sup L = inf U; equivalently, for every ε there is P with U − L < ε. Continuous functions, monotone functions and bounded functions with finitely (indeed countably) many discontinuities are integrable. The Dirichlet function (1 on rationals, 0 on irrationals) is not: every U = 1 and every L = 0. Thomae’s function (1/q at p/q, 0 at irrationals) is integrable with integral 0, although it is discontinuous at every rational.
Properties: linearity, monotonicity (f ≤ g ⇒ ∫f ≤ ∫g), |∫f| ≤ ∫|f|, additivity over intervals, the mean value theorem for integrals, and the fundamental theorem: F(x) = ∫ₐˣ f is continuous, and F′ = f wherever f is continuous — which is why a density is the derivative of its distribution function.
| Integral | Converges when |
|---|---|
| ∫₁^∞ x−p dx | p > 1 |
| ∫₀¹ x−p dx | p < 1 |
| ∫₀^∞ xa−1 e−x dx = Γ(a) | a > 0 |
| ∫₀¹ xa−1(1 − x)b−1 dx = B(a, b) | a > 0, b > 0 |
Gamma and beta: Γ(n) = (n − 1)! for integers, Γ(a + 1) = aΓ(a), Γ(1/2) = √π, B(a, b) = Γ(a)Γ(b)/Γ(a + b), and ∫₀^∞ xⁿe−λx dx = n!/λⁿ⁺¹, so ∫₀^∞ x³e−2x dx = 6/16 = 0.375. Improper integrals obey comparison tests like series: ∫₁^∞ e−x² dx converges because e−x² ≤ e−x there.
Key takeaways
- ℚ, ℤ, finite subsets of ℕ and integer polynomials are countable; ℝ, the irrationals, every interval and the power set of ℕ are not. A distribution function has at most countably many jumps.
- Bounded + monotone ⇒ convergent; convergent ⇔ Cauchy in ℝ; |aₙ₊₁ − aₙ| → 0 is not enough.
- aₙ → 0 is necessary, not sufficient. Σ1/nᵖ needs p > 1; ratio and root tests are silent at ℓ = 1; absolute convergence survives rearrangement, conditional convergence does not.
- Radius of convergence: 1/R = lim sup |aₙ|1/n or R = lim |aₙ/aₙ₊₁|; always check the endpoints separately.
- Continuous on [a, b] ⇒ uniformly continuous; x² on ℝ and 1/x on (0, 1) are the standard failures. Taylor coefficients are f⁽ᵏ⁾(0)/k!.
- ∫₁^∞ x−p needs p > 1, ∫₀¹ x−p needs p < 1; Γ(n) = (n − 1)! and Γ(1/2) = √π. The Dirichlet function is not Riemann integrable.
Practice questions (15)
Attempt each one before opening the answer. Every explanation names the tempting wrong option as well as the right one, because that is where marks are lost.
The limit of the sequence aₙ = √(n² + 3n) − n as n → ∞, correct to one decimal place, is ____.
Numerical answer — type the value.
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Answer: 1.5
Multiply by the conjugate: aₙ = 3n/(√(n² + 3n) + n) = 3/(√(1 + 3/n) + 1) → 3/2 = 1.5. Answering 0 because "both terms grow like n" ignores that their difference is a ratio of two order-n quantities.The radius of convergence of the power series Σn≥1 (n!/nⁿ) xⁿ, correct to two decimal places, is ____.
Numerical answer — type the value.
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Answer: 2.72
aₙ₊₁/aₙ = (n + 1)! nⁿ/((n + 1)ⁿ⁺¹ n!) = nⁿ/(n + 1)ⁿ = (1 + 1/n)−n → 1/e, so R = lim aₙ/aₙ₊₁ = e ≈ 2.718 → 2.72. Answering 1/e ≈ 0.37 inverts the ratio: the radius is the reciprocal of the limit of aₙ₊₁/aₙ.The sum of the series Σn=1∞ n/2ⁿ is ____.
Numerical answer — type the value.
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Answer: 2
Differentiate Σxⁿ = 1/(1 − x) and multiply by x: Σ n xⁿ = x/(1 − x)². At x = 1/2 this is (1/2)/(1/4) = 2. Check with partial sums: 1/2 + 2/4 + 3/8 + 4/16 = 1.625 and rising. Answering 1 (the sum of Σ1/2ⁿ) drops the factor n.Which of the following series converge?
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Answer: A — Σ (−1)ⁿ/√n; C — Σ n²/2ⁿ
(A) 1/√n decreases to 0, so Leibniz gives convergence (conditional, since Σ1/√n diverges). (B) ∫ dx/(x ln x) = ln ln x → ∞, so the integral test gives divergence even though the terms shrink faster than 1/n. (C) The ratio (n + 1)²/(2n²) → 1/2 < 1: converges. (D) sin(1/n)/(1/n) → 1, so by limit comparison it diverges with Σ1/n.Which of the following sets are countable?
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Answer: A — ℚ × ℚ; D — The set of polynomials with integer coefficients
(A) A finite product of countable sets is countable. (B) The power set of ℕ is in bijection with binary sequences, i.e. with [0, 1] — uncountable (Cantor). (C) If the irrationals in (0, 1) were countable, (0, 1) would be a union of two countable sets and so countable — contradiction. (D) Polynomials of degree n with integer coefficients correspond to ℤⁿ⁺¹, countable, and a countable union over n stays countable.Which function is uniformly continuous on the given domain?
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Answer: C — f(x) = √x on [0, ∞)
|√x − √y| ≤ √|x − y|, so δ = ε² works everywhere, even though the derivative is unbounded near 0 — an unbounded derivative does not by itself rule out uniform continuity. x² fails because its slope grows without bound; 1/x and sin(1/x) fail because they blow up or oscillate near the open end 0.The point c in (0, 3) given by Lagrange’s mean value theorem for f(x) = x³ on [0, 3], correct to two decimal places, is ____.
Numerical answer — type the value.
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Answer: 1.73
f′(c) = 3c² must equal (27 − 0)/(3 − 0) = 9, so c² = 3 and c = √3 = 1.732 → 1.73 (the root −√3 lies outside the interval). Taking c = 1.5, the midpoint, confuses the theorem with a symmetry that only a quadratic has.For f(x) = ex² cos x, the value of the fourth derivative f⁽⁴⁾(0) is ____.
Numerical answer — type the value.
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Answer: 1
Multiply the Maclaurin series: ex² = 1 + x² + x⁴/2 + …, cos x = 1 − x²/2 + x⁴/24 − …. The x⁴ coefficient is 1/24 − 1/2 + 1/2 = 1/24, and f⁽⁴⁾(0) = 4! × (1/24) = 1. Forgetting the cross term x² × (−x²/2) gives 13/24 × 24 = 13.The value of limx→0 (x − sin x)/x³, correct to three decimal places, is ____.
Numerical answer — type the value.
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Answer: 0.167
Three applications of L’Hospital (each stage 0/0): (1 − cos x)/(3x²) → sin x/(6x) → cos x/6 → 1/6 = 0.1667 → 0.167. Or from the series: x − sin x = x³/6 − x⁵/120 + …. Stopping after one application and substituting x = 0 in (1 − cos x)/3x² gives the indeterminate 0/0, not 0.The value of the improper integral ∫₀^∞ x³ e−2x dx is ____.
Numerical answer — type the value.
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Answer: 0.375
Substitute u = 2x: ∫₀^∞ (u/2)³ e−u du/2 = Γ(4)/2⁴ = 3!/16 = 6/16 = 0.375. Writing Γ(4) = 4! = 24 gives 1.5 — the Gamma function is shifted by one: Γ(n) = (n − 1)!.For which real p do both ∫₁^∞ x−p dx and ∫₀¹ x−p dx converge?
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Answer: D — For no real p
The tail integral needs p > 1 and the integral near 0 needs p < 1; the two conditions are incompatible, and at p = 1 both diverge logarithmically. So ∫₀^∞ x−p dx never converges. Picking either one-sided condition answers only half of the question.Which of the following functions is NOT Riemann integrable on [0, 1]?
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Answer: A — f(x) = 1 for rational x and 0 for irrational x
Every subinterval contains rationals and irrationals, so for the Dirichlet function every upper sum is 1 and every lower sum is 0. sin(1/x) is bounded with a single discontinuity, ⌊3x⌋ is monotone, and Thomae’s function is discontinuous only on a countable set — all three are integrable (Thomae’s to 0). Being discontinuous at infinitely many points is not what fails; being discontinuous everywhere is.Let a₁ = 1 and aₙ₊₁ = √(2 + aₙ). The limit of (aₙ) is ____.
Numerical answer — type the value.
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Answer: 2
By induction 0 < aₙ < 2 and aₙ₊₁² − aₙ² = 2 + aₙ − aₙ² = (2 − aₙ)(1 + aₙ) > 0, so the sequence increases and is bounded: it converges. Its limit solves L = √(2 + L), L² − L − 2 = 0, L = 2. The root −1 is rejected because every aₙ is positive.Which of the following statements about real sequences are true?
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Answer: A — Every convergent sequence is a Cauchy sequence; C — Every Cauchy sequence is bounded
(A) |aₘ − aₙ| ≤ |aₘ − L| + |L − aₙ| < ε. (B) False: truncations of √2 are rational and Cauchy but the limit is irrational — ℚ is not complete. (C) Take ε = 1: all terms beyond N lie within 1 of a_N, and finitely many others are bounded. (D) False: the harmonic partial sums Hₙ have Hₙ₊₁ − Hₙ = 1/(n + 1) → 0 but diverge.The p-series Σn≥1 1/nᵖ converges if and only if:
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Answer: A — p > 1
By the integral test, Σ1/nᵖ behaves like ∫₁^∞ x−p dx, which converges exactly for p > 1. At p = 1 it is the harmonic series, which diverges, so "p ≥ 1" is wrong; p > 0 only makes the terms tend to zero, which is necessary but not sufficient.