The best way to approach this question is to read Death of a Salesman and two Keats poems (Lamia and Isabella may be good options) and think about how these works make you feel. Tragedy, like comedy, is intimately linked to emotions, so the best way to understand whether tragedy invokes pity in the reader is read these works and see if you feel pity for the protagonist.

An important thing to analyze when determining why characters can bring feelings of pity from the audience is how the characters are conceived. Tragic characters tend to be neither villains nor perfectly virtuous heroes. Characters tend to not be villains because it is difficult for audiences and readers to empathize with the suffering of villains. We are culturally conditioned, and have been for a long time, to support and possibly enjoy the suffering of villains as a way of maintaining social cohesion. Perfectly moral heroes are also difficult for audiences to empathize with because the audience will have difficulty relating to these characters.

Instead, successful tragedies tend to focus on characters somewhere in between these extremes. When the character is closer to the hero archetype, he/she will also tend to suffer from a tragic flaw which will cause, directly or indirectly, the downfall of the character. The causes of suffering among tragic characters also tend to be based on experiences that might be common among audiences, such as the inability to fulfill dreams, failing to meet the expectations of family, etc.

In summary, the best way to approach the question is read the three sources for your assignment and see whether you feel pity for the protagonists. If so, think about what aspects of the protagonists' personalities or actions evoke the most pity. This should give you a good idea of the authors' methods.