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April 14th, 2009, 11:54 PM
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| | [SOLVED] Expected value of f(x,y) - Simple question Ok, I know this is rather simple, but I need to refresh my memory on this:
f(x,y) = xy 0<x<y<1
I want to find E(x).
I know I should do E(x) = integral(1 to x), integral(0,y) [x*(xy)]dxdy.
However, I also know I've probably screwed up on the integration limits. Can somebody double check on this. My final answer should be a # right? Thanks | 
April 15th, 2009, 12:02 AM
|  | The Green Lanturn | | Join Date: May 2008 Location: Arlington Heights, IL
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| | Quote:
Originally Posted by spearfish Ok, I know this is rather simple, but I need to refresh my memory on this:
f(x,y) = xy 0<x<y<1
I want to find E(x).
I know I should do E(x) = integral(1 to x), integral(0,y) [x*(xy)]dxdy.
However, I also know I've probably screwed up on the integration limits. Can somebody double check on this. My final answer should be a # right? Thanks | Note that  .  tells us that we are considering values above the line  and below the line  . Also, we can conclude from restriction given that  goes from 0 to 1.
Therefore, the integral should be  .
Does this make sense?
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April 15th, 2009, 12:24 AM
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| | yeah, I can see what you're saying. I ll watch out for this next time. | 
April 15th, 2009, 12:39 AM
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| | I'd integrate the x first, that way both lower bounds of integration are zero. | | Thread Tools | | | | Display Modes | Linear Mode |
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