t → 0 lim [ ∫ 0 1 ( b x + a ( 1 − x ) ) t d x ] 1 / t
For 0 < a < b , the limit above can be expressed as e − p 1 ( b b a − a ) b − a p 2 where p 1 and p 2 are constants. Find p 1 + p 2 .
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Relevant wiki: L'Hopital's Rule - Problem Solving
I = ∫ 0 1 ( b x + a ( 1 − x ) ) t d x = ∫ 0 1 ( ( b − a ) x + a ) t d x = ∫ a b b − a u t d u = ( b − a ) ( t + 1 ) b t + 1 − a t + 1 Let u = ( b − a ) x + a , d u = ( b − a ) d x
L = t → 0 lim [ ∫ 0 1 ( b x + a ( 1 − x ) ) t d x ] 1 / t = t → 0 lim [ ( b − a ) ( t + 1 ) b t + 1 − a t + 1 ] 1 / t = t → 0 lim exp ( t 1 ln [ ( b − a ) ( t + 1 ) b t + 1 − a t + 1 ] ) = exp ⎝ ⎛ t → 1 lim t − 1 ln [ ( b − a ) t b t − a t ] ⎠ ⎞ = exp ⎝ ⎛ t → 1 lim 1 b t − a t ( b − a ) t ( ( ( b − a ) t ) 2 ( b t ln b − a t ln a ) ( b − a ) t − ( b t − a t ) ( b − a ) ) ⎠ ⎞ = exp ( b − a b ln b − a ln a − 1 ) = exp ( ln b b − a b − ln a b − a a − 1 ) = e − 1 ( b b a − a ) b − a 1 exp ( x ) = e x A 0/0 cases, L’H o ˆ pital’s rule applies. Differentiate up and down.
⟹ p 1 + p 2 = 1 + 1 = 2
Alternative Solution
L = t → 0 lim [ ( b − a ) ( t + 1 ) b t + 1 − a t + 1 ] 1 / t = t → 1 lim [ ( b − a ) t b t − a t ] t − 1 1 = exp ( t → 1 lim t − 1 1 [ ( b − a ) t b t − a t − 1 ] ) = exp ( t → 1 lim 1 1 [ ( ( b − a ) t ) 2 ( b t ln b − a t ln a ) ( b − a ) t − ( b t − a t ) ( b − a ) ] ) = exp ( b − a b ln b − a ln a − 1 ) = exp ( ln b b − a b − ln a b − a a − 1 ) = e − 1 ( b b a − a ) b − a 1 The limit is of the form 1 ∞ A 0/0 cases, L’H o ˆ pital’s rule applies. Differentiate up and down.
⟹ p 1 + p 2 = 1 + 1 = 2