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 tackle this problem, let's first define and justify our choice of coordinate system, and then set up the necessary integrals for each part of the problem.

Coordinate System Justification

We are given a joint density function f(x,y,z)f(x, y, z) over the intervals [0,1]×[0,1]×[0,1][0, 1] \times [0, 1] \times [0, 1]. Since the boundaries of the events are all within the unit cube, a Cartesian coordinate system (x,y,z)(x, y, z) is appropriate. This choice simplifies the integration process because the limits are clearly defined as 0x,y,z10 \leq x, y, z \leq 1.

1. Verifying the Probability Density Function

To verify that f(x,y,z)f(x, y, z) is a probability density function, we need to ensure that the total integral over the given domain equals 1:

[ f(x, y, z) = \begin{cases} 12x^2yz & \text{if } (x, y, z) \in [0, 1] \times [0, 1] \times [0, 1] \ 0 & \text{otherwise} \end{cases} ]

The integral should be set up as follows:

[ \iiint_{[0,1] \times [0,1] \times [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.

3. Expected Value of Each Variable

The expected value of a random variable XX with a joint density function f(x,y,z)f(x, y, z) 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 ]

Now, we can set up the specific integrals for each part.

Detailed Setup of Integrals

1. Verifying the Probability Density Function

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

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

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

3. Expected Value of Each Variable

  • 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

These integrals are correctly set up to determine the necessary probability and expected values based on the provided joint density function.

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

Joint density function integration
Expected value calculation

Theorems

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Suitable Grade Level

Graduate Level