Math Problem Statement

Setup (in an appropriate coordinate system and JUSTIFY your choice of the coordinate system) the integrals necessary to accomplish the following tasks. You are not evaluating these integrals Problem Set 3: a joint density function for probability of three events is given by the following equation: f (x, y, z) ={(12x2yz [0, 1] × [0, 1] × [0, 1])(0 otherwise)} Answer the following questions - set up any integrals necessary to do so. – Explain (and set up any integrals necessary) how to verify this function is in fact a probability density function – Probability that a chosen point (x, y, z) is such that 2x + y ≤ 1 – Expected value of each variable

Solution

To address the given problem, let's proceed with the tasks step-by-step, using a Cartesian coordinate system, which is suitable here because the limits are straightforwardly defined on [0,1]×[0,1]×[0,1][0, 1] \times [0, 1] \times [0, 1].

1. Verifying the Probability Density Function

To verify that f(x,y,z)=12x2yzf(x, y, z) = 12x^2yz is a probability density function, we need to ensure that the total integral over the domain equals 1:

[ \iiint_{[0,1] \times [0,1] \times [0,1]} 12x^2yz , dx , dy , dz ]

Setting up the integral:

01010112x2yzdxdydz\iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} 12x^2yz \, dx \, dy \, dz

2. Probability that 2x+y12x + y \leq 1

To find the probability that a chosen point (x,y,z)(x, y, z) satisfies 2x+y12x + y \leq 1, we need to integrate f(x,y,z)f(x, y, z) over the region where 2x+y12x + y \leq 1:

D12x2yzdxdydz\iiint_{D} 12x^2yz \, dx \, dy \, dz

where DD is the region defined by 0x10 \leq x \leq 1, 0y12x0 \leq y \leq 1 - 2x, and 0z10 \leq z \leq 1.

Setting up the integral:

01012x0112x2yzdzdydx\iiint_{0}^{1} \iiint_{0}^{1 - 2x} \iiint_{0}^{1} 12x^2yz \, dz \, dy \, dx

3. Expected Value of Each Variable

The expected value of a random variable XX is given by:

[ E[X] = \iiint_{[0,1] \times [0,1] \times [0,1]} x \cdot f(x, y, z) , dx , dy , dz ]

Similarly, the expected values for YY and ZZ are:

[ E[Y] = \iiint_{[0,1] \times [0,1] \times [0,1]} y \cdot f(x, y, z) , dx , dy , dz ]

[ E[Z] = \iiint_{[0,1] \times [0,1] \times [0,1]} z \cdot f(x, y, z) , dx , dy , dz ]

Setting up the integrals:

  • E[X]E[X]:

E[X]=010101x12x2yzdxdydzE[X] = \iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} x \cdot 12x^2yz \, dx \, dy \, dz

  • E[Y]E[Y]:

E[Y]=010101y12x2yzdxdydzE[Y] = \iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} y \cdot 12x^2yz \, dx \, dy \, dz

  • E[Z]E[Z]:

E[Z]=010101z12x2yzdxdydzE[Z] = \iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} z \cdot 12x^2yz \, dx \, dy \, dz

Summary of Integrals

  1. Verifying the Probability Density Function:

01010112x2yzdxdydz\iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} 12x^2yz \, dx \, dy \, dz

  1. Probability that 2x+y12x + y \leq 1:

01012x0112x2yzdzdydx\iiint_{0}^{1} \iiint_{0}^{1 - 2x} \iiint_{0}^{1} 12x^2yz \, dz \, dy \, dx

  1. Expected Values:
  • E[X]E[X]:

E[X]=01010112x3yzdxdydzE[X] = \iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} 12x^3yz \, dx \, dy \, dz

  • E[Y]E[Y]:

E[Y]=01010112x2y2zdxdydzE[Y] = \iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} 12x^2y^2z \, dx \, dy \, dz

  • E[Z]E[Z]:

E[Z]=01010112x2yz2dxdydzE[Z] = \iiint_{0}^{1} \iiint_{0}^{1} \iiint_{0}^{1} 12x^2yz^2 \, dx \, dy \, dz

Do you want any details on the integration process or have any questions?

Here are five additional questions you might consider asking:

  1. How do you perform these integrals step-by-step?
  2. What are the interpretations of the expected values in probability?
  3. How would the setup change if the limits of integration were different?
  4. Can you explain how the region 2x+y12x + y \leq 1 is determined geometrically?
  5. How can these integrals be evaluated using numerical methods?

Tip: When dealing with joint density functions, visualizing the region of integration can greatly help in setting up the correct limits.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Joint Density Functions
Expected Value

Formulas

Probability Density Function (PDF)
Expected Value of a Random Variable

Theorems

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Suitable Grade Level

Advanced Undergraduate