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 x2yx^2 y over the rectangular region [0,2]×[0,5][0, 2] \times [0, 5], where (X,Y)(X, Y) is uniformly distributed. The average or expected value of x2yx^2 y for a uniform distribution is calculated as:

E[X2Y]=1Area0205x2ydydx\mathbb{E}[X^2 Y] = \frac{1}{\text{Area}} \int_0^2 \int_0^5 x^2 y \, dy \, dx

Step 1: Determine the area of the rectangle

The area of the rectangle is:

Area=2×5=10\text{Area} = 2 \times 5 = 10

Step 2: Set up the double integral

We need to compute the double integral:

E[X2Y]=1100205x2ydydx\mathbb{E}[X^2 Y] = \frac{1}{10} \int_0^2 \int_0^5 x^2 y \, dy \, dx

Step 3: Evaluate the inner integral with respect to yy

First, we integrate x2yx^2 y with respect to yy from 0 to 5:

05x2ydy=x2[y22]05=x2(522022)=x2252=252x2\int_0^5 x^2 y \, dy = x^2 \left[ \frac{y^2}{2} \right]_0^5 = x^2 \left( \frac{5^2}{2} - \frac{0^2}{2} \right) = x^2 \cdot \frac{25}{2} = \frac{25}{2} x^2

Step 4: Evaluate the outer integral with respect to xx

Now, we integrate the result with respect to xx from 0 to 2:

02252x2dx=25202x2dx=252[x33]02=25283=25×86=2006=1003\int_0^2 \frac{25}{2} x^2 \, dx = \frac{25}{2} \int_0^2 x^2 \, dx = \frac{25}{2} \left[ \frac{x^3}{3} \right]_0^2 = \frac{25}{2} \cdot \frac{8}{3} = \frac{25 \times 8}{6} = \frac{200}{6} = \frac{100}{3}

Step 5: Divide by the area to find the average

Finally, divide by the area of the rectangle (which is 10):

E[X2Y]=110×1003=10030=103\mathbb{E}[X^2 Y] = \frac{1}{10} \times \frac{100}{3} = \frac{100}{30} = \frac{10}{3}

Final Answer:

The average of x2yx^2 y over the interval [0,2]×[0,5][0, 2] \times [0, 5] is 103\frac{10}{3}.


Would you like more details or clarifications on any part of the solution?

Here are 5 related questions for further practice:

  1. What is the expected value of X2X^2 over the interval [0, 2]?
  2. What is the expected value of YY over the interval [0, 5]?
  3. How would the result change if the region were [0, 3] × [0, 4]?
  4. Can you compute the average of X3Y2X^3 Y^2 over the same region?
  5. What is the expected value of XYXY 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