Math Problem Statement
Exercise 2.9. Suppose (X, Y ) is uniform over the rectangle [0, 2] × [0, 5]. What is the average of x2y over this interval? Hint: shorten your work a little with the magic product formula.
Solution
We are asked to find the average of over the rectangular region , where is uniformly distributed. The average or expected value of for a uniform distribution is calculated as:
Step 1: Determine the area of the rectangle
The area of the rectangle is:
Step 2: Set up the double integral
We need to compute the double integral:
Step 3: Evaluate the inner integral with respect to
First, we integrate with respect to from 0 to 5:
Step 4: Evaluate the outer integral with respect to
Now, we integrate the result with respect to from 0 to 2:
Step 5: Divide by the area to find the average
Finally, divide by the area of the rectangle (which is 10):
Final Answer:
The average of over the interval is .
Would you like more details or clarifications on any part of the solution?
Here are 5 related questions for further practice:
- What is the expected value of over the interval [0, 2]?
- What is the expected value of over the interval [0, 5]?
- How would the result change if the region were [0, 3] × [0, 4]?
- Can you compute the average of over the same region?
- What is the expected value of over the rectangle [0, 2] × [0, 5]?
Tip: For double integrals, it's useful to evaluate the inner integral first before working on the outer one to simplify the overall computation.
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Math Problem Analysis
Mathematical Concepts
Probability
Expected Value
Double Integration
Formulas
Expected Value of a function over a uniform distribution: E[f(X,Y)] = (1/Area) ∫∫ f(x,y) dx dy
Area of a rectangle: Area = width × height
Double Integral: ∫∫ f(x,y) dx dy
Theorems
Basic Integration Theorem
Fubini's Theorem
Suitable Grade Level
Undergraduate Level
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