Consider a pair of random variables X; Y with constant joint density on the quadrilateral with vertices (0; 0), (2; 0), (2; 6), (0; 12). a) Find the expected value E(X). b) Find the expected value E(Y ).

Answer :

LammettHash

The given quadrilateral (call it Q) is a trapezoid with "base" lengths of 6 and 12, and "height" 2, so its area is (6 + 12)/2*2 = 18. This means the joint density is

[tex]f_{X,Y}(x,y)=\begin{cases}\frac1{18}&\text{for }(x,y)\in Q\\0&\text{otherwise}\end{cases}[/tex]

where Q is the set of points

[tex]Q=\{(x,y)\mid0\le x\le 2\land0\le y\le12-3x\}[/tex]

(y = 12 - 3x is the equation of the line through the points (0, 12) and (2, 6))

Recall the definition of expectation:

[tex]E[g(X,Y)]=\displaystyle\int_{-\infty}^\infty\int_{-\infty}^\infty g(x,y)f_{X,Y}(x,y)\,\mathrm dx\,\mathrm dy[/tex]

(a) Using the definition above, we have

[tex]E[X]=\displaystyle\int_{-\infty}^\infty\int_{-\infty}^\infty xf_{X,Y}(x,y)\,\mathrm dx\,\mathrm dy=\int_0^2\int_0^{12-3x}\frac x{18}\,\mathrm dy\,\mathrm dx=\frac89[/tex]

(b) Likewise,

[tex]E[Y]=\displaystyle\int_{-\infty}^\infty\int_{-\infty}^\ifnty yf_{X,Y}(x,y)\,\mathrm dx\,\mathrm dy=\int_0^2\int_0^{12-3x}\frac y{18}\,\mathrm dy\,\mathrm dx=\frac{14}3[/tex]

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