APPLIED FITNEI MATHEMATICS SECOND EDITION HOWARD ANTON BERNARDK OLMAN UNIVERSITY DREXEL ACADEMIC PRESS NEWYCRK SANF RANCISCO LON[X)N A SubsidioafHr ayr courtB rocJeo vanoviPucbhl,i shers Cover Permission art, by Kenneth:\T oland. Whirl by DesM oinAerstC se ntCeorff,i n granted The Fine ArtTrsu stu nd, 1974. F COPYRIGH'r@ 197149,7 B8Y ,A CADEMIC PRESS, INC. ALL RIGHTS RESERVED NO PART OF 'rHIS PUBLICATION MAY RE REPRODUCf;DO R 'fRANSMITTEDI N ANY FORM OR BY ANY �EANS, ELECTRONIC OR MECHANICAL, INCLUDING PHOTOCOPY, RECORDING,O R ANY INFORMATION S'fORACEA ND RETRIEVAL SYSTf:M,W ITHOUT PERMISSION IN WRITING FROM THE PUBLISHER ACADEMIC PRESS, INC. 111FI FTH AVENUE, NEW YORK, NEW YORK 10003 UNITED KINGDOM EDITION PUBLISHED BY ACADEMIC PRESS,I NC., LONDON LTD. ( ) 24/2OV8A L llOAD,L ONDON NW l 0-12-059565-6 LibroafC royIn SgBCrNa:et aslsCoag r dN umbe77r-:90 975 PRINTED IN 'fHE UNI1'EDS TATES OF AMERICA To ourm others NEWF EATURES INT HE SECOND EDITION • A news elf-cocnhtaapiotnneet rdh mea themaotffii ncasn ce Stochapsrotciecas rsieen st roduced • Tredei agraarmesu semdo ree xtensaisva e tloyo iln p robabilit.y • problems • Additieoxnearlc ises • BASIrCe plFaOcReTsR ANt hiceno mpucthearp ter x PRFEACE Thibso opkr esetnhtfesu ndameonftfi anlimsta et hemaitni scats y le tailfoorbree dg innbeutar tst ,h sea mtei mceo vetrhse subjeicnt matter sufficideenptst hot hatths et udceansnte aer icvha rioefrt eya liansdt ic relevaapnptl icaStiinmocanens sy.t udeinntt hsic so urhsaeva em inimal mathemabtaiccksg rowuenh da,vd ee votceodn sideerffaobrtltote h e pedagoagsipceaoclftt hsib so ok-exampillelsu satnardba otuiWnoedn .s havaev oicdoemdp limcaattheedm antoitcaatalin odhn a vpea instakingly workteodk eetpe chndiicffiaclu lftriohemis d iontgh erswiimspeil dee as. Wheraep propreiaacethxe e,r csieste bwegiitbnhas s ciocm putational "driplrlo"b lemtsh eapnnr do gretsops reosb lweimtsmh o rseu bstance. Thew ritingi lsltuyslteerx,aa tmipvelexe esr,c ainsdae psp,l ications have beedne sigwnietdoh n eg oailnm indT:op roduac tee xtbtohoaktt h e studweinlfitln dr eadaabnldve a luable. Sintchee irsem ucmho rfien imtaet hemamtaitcesra ivaali ltahbalne cabne i ncluidne sdai ngle resaisztoeendxa itbtw,l a ysn ecesfsoaurrs y tob es elecitnti hvceeh oiocfme a terWieah la.v ter iteods eltehcots e topitchsaw teb eliaervmeeo slti ketlopy r ovues eftuotl h mea joroift y readeGrusi.d beydt hipsr incwiepc lheo,s teoo mitth et raditional symbolloigmcia ct erial oifan c hfaapovtnoec rro mputaenrdcs o mputer programmCionmgp.u tpreorg ramrmeiqnugi rseasm keti hneod fl ogical precissiyomnb oallsoi gcbi uct, miosrl ei kelpyr ovuese fumlo st to to studeTnhtecs o.m pucthearp itsoe prt ional naonrtde qduaoicercseet sos anyc ompuftaecri lHiotwieevste.hr i,cs h apitseer x tenesniovuetg hha t thset udweinbltel a blteor upnr ogroanam c so mpuitdfee rs,i red. Ink eepwiintgth h tei tAlpep,l iFeidn iMtaet hematwiehc asv,ie n cluded a hosotfa plpicatTihoenrysa .n ge from" aaprptliificcwaihtaiiloc nhs " ardee sigtnope odi onutst i tuaitniw ohnisc hm attheer ialb eum siegdh,t altlh wea yt ob onfiad er elevaapnpitlc atbiaosnoesdn " livdea"ta an d acturaels eapracphe Wres h.a vter iteodi nclau bdael anced sampling frobmu sinfiensasn,bc ieo,l boeghya,v isocriaelna cnesdso ,cs icaile nces. xi 1 SetT heory � 2 Coordinate Systemasn dG raphs ' 3 LineaPrr ogramming 6.1-6.5 ...--- Probabilitr-y -- (Geometric) ' r 4 6.6 7 Matricaensd BayesF'o rmulaan d Statistics LineaSry stems StochasPtriocc esses 5 LineaPrr ogramming (Algebraic) 1 9 Mathematics 8 Applications 10 of Computers (Setea blbee low.) Finance Prerequisites 2 3 4 6.516 .6 -6.5 2 • r-- 3 • • r- 4 • • 5 • • • • Topitco 6.1-6.•5 bec overed • • 6.6 7 •i · • • ...- 8.1• I • • • 8.2 8.3• •t 8.4-8.•5 • • • • +. -,__ - t 8.6• • • • I �,- 9 10 l - PREFACE /x iii Theries e nougmha terii:nt1 hli bso oks ot haeta chin strucctaonsr e lect thet opitchs atbe sfitt t hen eedosf t hec lasTso. h elip nt hisse lection, wc havei ncludae ddi scussoifot nh es tructoufrt eh eb ooka nda flow charstu ggestpionsgs ibolrega nizatoifto hnesm aterial.p rTehree quisites fore actho piacr es howinn t het ablbee lotwh efl owc hart. Chaptdeirs custsheees l ementsaertty h eornye edeidn l atecrh apters. l Chaptegirv easn introducttoic oanr tescioaonr dinsaytset emasn d 2 graphEsq.u atioonfss traiglhitn easr cd iscussed and apaprlci cations givetno p robleimnss implien terelsitn,ed aerp reciaatnidop nr,e diction. We alscoo nsidtehrel easstq uarmeest hofdo rfi ttinag s traiglhitnt eo empiridcaalt a, waen dd iscumsast erioanll ineianre qualitthiaewtsi ll ben eeded lfionre parro gramming. Portioonfst hicsh aptmeary bef amilitaors omes tudenitnsw ,h ich casteh ei nstrucctaonrr e vietwh imsa teriqauli ckly. Chaptiesdr e votetdoa ne lementianrtyr oducttoil oinn eparro gram 3 mingf roma geometrpioci notf v iewA. moree xtensidvies cussoifo n lineparro grammiinngc,l udtihnegs implmeext hoda,p peairnsC hapte5r. SincCeh apte5r i st echnicmaolrleyd ifficulsto,m ei nstrucmtaoyrc sh oose tol imitth eitrr eatmeonftl ineaprr ogrammienngt iretloCy h apte3r, omittiCnhga pte5r. Chaptdeirs cusbsaessi mca terioanl m atrictehse,s olutioofln i near 4 systemasn,d a pplicatiMoannsy. o ft hei deahse rea reu sedi nl ater sections. Chaptgeirv easn e lementparreys entaotfit ohnes implmeext hofdo r 5 solvilnign eaprr ogrammipnrgo blemAsl.t hougohu rt reatmeinsta s elementaarsy possitbhleme a,t eriiasli ntrinsically stoet chhanti cal, somei nstrucmtaoyrc sh oosteoo mitt hicsh aptFeorr.t hirse asowne h ave labeltehdic sh aptweirt ah stairn t het abloefc ontents. Chaptienrt rodupcreosb abifloirtfi yn itsea mplsep aceTsh.i sm aterial 6 buildosn t hes et-thefooruyn datoifoC nh apte1r.W e carefuelxlpyl ain then aturoef a probabilmiotdye sl ot hatt hes tudeunntd erstands the relationbsehtiwpe etnh em odealn dt hec orresponrdeianlg- woprrlodb lem. Secti6on. o6n B ayesF'o rmulaan ds tochasptriocc esisses so mewhat mored ifficutlhta nt her esotf t hec haptaenrd i ss tarrIends.t rucwthoor s omitt his section sohmoiutSl edc tailosnow hicahp plitehsem aterial 8.1 top robleimnsm edicdaila gnosis. Chaptdeirs cusbsaessi cco ncepitnss tatisSteiccst.i7 o7.n introduces 7 hypothetseisst ibnyg m eanso ft hec hi-squtaersett h,e reebxyp ositnhge studetnots omer ealissttiact istical apSpelcitcia7ot.ni4 oo nn Csh.e by shev'isn equaliisti yn cludbeedc ausieth elpgsi vteh es tudean tb etter feeflo r tnhoet ioonfsm eana ndv arianWcee .m arkedi ta sa starred PREFACE / xiv sectsiionnic tce a nb eo mitftreodtm h ceh apwtietrh looustos fc on tinuitiyn.s trwuhcotsosert udewnitltsla kae s eparsattaet istics An coumrasyec hootos oem itth cihsa petnetri rely. Chaptiesir n tentdoge idvt ehs et udseonmtse o lrieda,l aipsptliicc a 8 tioonfts h mea terTihaetl o.p iinct hsic sh apatrederr awfnr oamv ariety offi elsdost hatth ien strcuacsnte olrte hcotss eec ttihoabntes s fittt he neeadnsid n teroefts hctels a ss. Chaptecro vearsn umboefrt opiicnts h mea themaotffii ncasn ce, 9 Thec hapitsse ercl ofn taainndie ndc laundo epst iroenvailse ewc toino n exponaenndlt osg arithms. Chap1t0ei rn trotdhusect eusdt eocn otm puteprrso garnadmW mhiinlge. theirsne o n eetdoh avaec cetsoas n yc ompuftaecri ltihtmeia etse,r ial isp resenstueffidc iidenen ttta hialtt h set udweinlbtle a blteor upnr o gramso na c ompuIttei rsn. ot th peu rpoofst eh icsh apttome ark teh e studienntatoc ompuetxepre rratt;hw eear r ceo ncernedp rowviitdh ing ani ntelulnidgeernstt oafwn hdaiatnc go mpuitsae nrhd o wi wto rkWse. touch on binaarnydt heapnrr iotchtemoese dot miBecA S ICp rogram minagn dfl owc hartWienh ga.vs et artrheicdsh apstienrwc eer egairtd aso ptional. ACKNOWLEDGMENTS We gratefualclkyn owletdhgeec ontributoifto hnesf ollowpienogp le whosec ommentcsr,i ticiasnmdas s sistagrnecaet liym provetdh ee ntire manuscript. RoberEt. B eck-Villanova DaniePl. M aki- Ind iana University University ElizabeBtehr man-oRckhurst SamuelL . Marateck-eNw York College University AlanI .B rooksS-peryr UNIVAC J.A .M oreon-SanD iegCoi ty JerrFye rr- yChripshetroN ewportC ollege College DonaldE . Myer-sUniverosfi ty Arizona MaryW . Gray-Amercain University JohnQ uigg-DrxeelU niversity ElleRne ed-Univeorfs ity BerylM . GreenO-regoCno llege MassachuastAe mthtse rst ofE ducation JamesS now-LaneC ommunity AlberJt.H err-DrxeelU niversiCtoyl lege RoberLt. H iggins-QUANTICS LeonS teinberg-UTneimvpelres ity LeoW . Lampoe-nSpringG ardeWni lliaHm. W heeler-Indiana College StatUen iversity We alstoh anko urt ypists: RS.uG scarns hunJiu,d yA .K ummerer, Amelia MaurainzdiK oa,t hleRe.nM cCabef ort heisrk illwfourlk a nd infinite patience. We thankI:B M, SperrUyN IVAC,a ndT eletypCeo rporatfioorn providiilnlgu straftoirto hnecs o mputmeart erial. Finallwye, thank entthiesr tea ffo fA cademiPcr esfso rt heisru pport, encouragemaenndit m aginatciovnet ributions. xv SETTH EORY A herodfb uffaalb ou,n cohfb anantahsce,o lleocfat ilpolon s iteivveen integaenrdts h,se e otfa lslt oclkiss otnet dh Nee wY orSkt oEcxkc hange havseo methinic nogm motnh;ea yr e exampolfoes b jetchtahsta vbee en all groutpoegde tahnedr viaesaws eidn egnltei Tthyi.s oifgrd oeuap ionbgj ects togetgihveesrr isteot hmea themantoitciaoolfan s etw,h icwhe s hall stuidynt hicsh aptWeers .h aulslte h imsa teriinla alt cehra ptteohr esl p solavv ea rioefit myp ortparnotb lems. 1.1I NTRODUCTTIOOS NE TS A seits ac olleocfto ibojne ctthoesb ;j eacrtcesa lltehedel ements orm emberosft hsee t. Onew ayo fd escriab sieintsgt ol itshtee l emeonftht es s ebte tween bracTesh.u st,h see otf positiinvtee gtehraastr lees sthan 4 be all can written {1 ,2 ,3 }; thsee otfa lplo siitnitveecg aebnr esw ritten 112,,3 ,. .}. ; andt hsee otf UnitSetda tPerse sidwehnotslsea nsatm ebse gwiint thh e all 1