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 over the intervals . Since the boundaries of the events are all within the unit cube, a Cartesian coordinate system is appropriate. This choice simplifies the integration process because the limits are clearly defined as .
1. Verifying the Probability Density Function
To verify that 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
To find the probability that a chosen point satisfies , we need to integrate over the region where :
where is the region defined by , , and .
3. Expected Value of Each Variable
The expected value of a random variable with a joint density function 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 and 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
2. Probability that
3. Expected Value of Each Variable
- :
- :
- :
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:
- How do you perform these integrals step-by-step?
- What are the interpretations of the expected values in probability?
- How would the setup change if the limits of integration were different?
- Can you explain how the region is determined geometrically?
- 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.
Ask a new question for Free
By Image
Drop file here or Click Here to upload
Math Problem Analysis
Mathematical Concepts
Probability Theory
Joint Density Functions
Expected Value
Formulas
Joint density function integration
Expected value calculation
Theorems
-
Suitable Grade Level
Graduate Level
Related Recommendation
Verification and Calculation of Joint Density Function Probabilities
Probability Density Function: Setup and Integration
Solving Probability Theory Problems: CDF, Expected Value, and Markov's Inequality
Expected Values Calculation for Joint Density Function f(x, y, z)
Joint Probability Density Function Problem: Find P(0 ≤ X ≤ 1/2)