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Mathematical Foundations for Quant Finance
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Proof Gym PG2 Proof techniques Lesson 6 of 6

ProofLesson PG2.6 in the Proof Gym, stage PG2: Proof techniques. About 40 minutes.

Stage review: choosing a technique

Simulate

Check the claims with numbers

This review has four claims, and each is easiest to prove with a different technique from this stage. First, test them all. The first claim compares a2+b2a^2 + b^2 with 2ab2ab, for 10,000 random pairs of exact decimals from −10-10 to 1010.

⌘/Ctrl + Enter runs the cell

The gap a2+b2−2aba^2 + b^2 - 2ab is never negative, and its smallest value, 0, turns up only twice. The second claim is about integers mm and nn whose product is even.

⌘/Ctrl + Enter runs the cell

None of the 2,821 pairs with an even product has both numbers odd. The third claim adds two distances on the number line, ∣x−1∣+∣x−3∣|x - 1| + |x - 3|, for 801 exact points from −2-2 to 66.

⌘/Ctrl + Enter runs the cell

The sum is never below 2, and it equals 2 for every xx from 1 to 3. The last claim is about log⁡23\log_2 3, the power of 2 that gives 3. If it were a fraction pq\frac{p}{q}, then 2p=3q2^p = 3^q (the proof shows why), so the cell searches for that.

⌘/Ctrl + Enter runs the cell

No pair works. Decimals alone can never show that a number is not a fraction, so this claim needs a proof too.

Conjecture

  1. For all real numbers aa and bb, a2+b2≥2aba^2 + b^2 \ge 2ab.
  2. For all integers mm and nn: if mnmn is even, then mm is even or nn is even.
  3. For every real number xx, ∣x−1∣+∣x−3∣≥2|x - 1| + |x - 3| \ge 2.
  4. log⁡23\log_2 3 is irrational.

Every test passes, but each claim is about infinitely many numbers. Prove all four.

Choosing a technique

The shape of a claim suggests a technique. Here are the four of this stage, with the lessons that taught them.

If the claimtrylesson
follows from a known fact by algebraa direct proofPG2.1
is "if PP, then QQ", and "not QQ" is easier to use than PPthe contrapositivePG2.4
is about every number, and the numbers split into kindscasesPG2.4
says something does not exist, or is irrationalcontradictionPG2.5

Each model proof's checklist names the technique it uses. Another technique can work too, as long as every step is justified.

Format 4

Write it

Prove that a2+b2≥2aba^2 + b^2 \ge 2ab for all real numbers aa and bb. Say which technique you use, and why.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Format 4

Write it

Prove that for all integers mm and nn, if mnmn is even, then mm is even or nn is even. Say which technique you use, and why.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Format 4

Write it

Prove that ∣x−1∣+∣x−3∣≥2|x - 1| + |x - 3| \ge 2 for every real number xx. Say which technique you use, and why.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Format 4

Write it

Prove that log⁡23\log_2 3 is irrational. Say which technique you use, and why.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Summary card

  • Direct proof: start from what is known, such as (a−b)2≥0(a - b)^2 \ge 0, and work forwards.
  • Contrapositive: prove ¬Q⇒¬P\neg Q \Rightarrow \neg P when "not QQ" is easier to use. Negate an "or" with De Morgan's law.
  • Cases: split where the formulas change, and check that the cases cover everything.
  • Contradiction: assume the opposite and reach an impossibility, such as a number both even and odd.

Free further reading

Optional. This lesson covers what you need; these add more examples and practice. All are free to read.