What is the Expected Value of Two Random Variables with a Joint PDF?

In summary, the conversation discusses finding the joint pdf for two random variables, with given constraints and boundaries. The value of c is found to be 4/pi and the expected value for xy is determined to be negative due to incorrect integration.
  • #1
rzn972
34
0

Homework Statement



two random variables have a join pdf
f(x,y)= c , x^2+y^2<= 1, x >0, y>0
0, otherwise
Find c.
Find E{xy}.

Homework Equations





The Attempt at a Solution


For the first part, since area= pi/4,
c(pi/4) = 1
c=(4/pi)
b)
x=cos θ
y= sin θ
∫∫-(sin θ)^2(cos θ)^2 dθ dθ = -308. (integral from 0 to pi/2 for both bounds)
This doesn't make sense to me. x,y are always positive how is the expected value negative? Am I doing something wrong?
 
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  • #2
rzn972 said:

Homework Statement



two random variables have a join pdf
f(x,y)= c , x^2+y^2<= 1, x >0, y>0
0, otherwise
Find c.
Find E{xy}.

Homework Equations





The Attempt at a Solution


For the first part, since area= pi/4,
c(pi/4) = 1
c=(4/pi)
b)
x=cos θ
y= sin θ
∫∫-(sin θ)^2(cos θ)^2 dθ dθ = -308. (integral from 0 to pi/2 for both bounds)
This doesn't make sense to me. x,y are always positive how is the expected value negative? Am I doing something wrong?

You need ##x=r\cos\theta,~y=r\sin\theta,~dydx=rdrd\theta##. And where did that minus sign come from anyway?
 

FAQ: What is the Expected Value of Two Random Variables with a Joint PDF?

What is a joint probability density function (Joint Pdf)?

A joint probability density function, or joint Pdf, is a function that describes the probability distribution of two or more random variables. It gives the likelihood of the simultaneous occurrence of different values for these variables.

How do you calculate the expected value of a joint Pdf?

The expected value of a joint Pdf is calculated by multiplying each possible outcome by its respective probability and then summing all of these products. Mathematically, it is expressed as E(X, Y) = ∑∑ xy * P(X = x, Y = y), where X and Y are random variables and P(X = x, Y = y) is the joint probability of X and Y taking on the values x and y, respectively.

What does the expected value of a joint Pdf represent?

The expected value of a joint Pdf represents the average value that would be obtained if the experiment were repeated an infinite number of times. It is a measure of the central tendency of the joint probability distribution.

Can the expected value of a joint Pdf be negative?

Yes, the expected value of a joint Pdf can be negative. This indicates that the overall expected outcome of the experiment is a negative value. However, it is important to note that the expected value is not always a possible outcome and can be influenced by outliers or extreme values in the joint probability distribution.

How is the expected value of a joint Pdf used in practical applications?

The expected value of a joint Pdf is used in various fields, such as finance, economics, and engineering, to make predictions and decisions based on probability distributions. For example, in finance, it can be used to calculate the expected return on an investment, while in engineering, it can be used to estimate the expected failure rate of a system.

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