Double Integral With probability

In summary: Thank you for catching my mistake!In summary, two different integral expressions for P(y > x) are (1) $$\int_{0} ^{1/2}\int_{0} ^y 4(x+y^2),dx\,dy + \int_{1/2} ^{1}\int_{0} ^{1-y} 4(x+y^2),dx\,dy $$ and (2) $$\int_{0} ^{1/2}\int_{x} ^{1-x} 4(x+y^2),dy\,dx $$. For P(Y > 1/2 | X < 1/2), the set up is correct and for P(Y >
  • #1
Askhwhelp
86
0
$$f(x,y)=
\begin{cases}
4(x+y^2),&\text{if x > 0, y > 0, x + y < 1} \\
0, &\text{elsewhere} \\
\end{cases}$$

Find two different integral expressions for P(y > x)

(1) $$\int_{0} ^{1/2}\int_{0} ^y 4(x+y^2),dx\,dy + \int_{1/2} ^{1}\int_{0} ^{1-y} 4(x+y^2),dx\,dy $$

(2) $$\int_{0} ^{1/2}\int_{x} ^{1-x} 4(x+y^2),dy\,dx $$
Are they right?

Second , find P(Y > 1/2 | X < 1/2). the set up I have is = P(Y > 1/2, X < 1/2)/P(X<1/2)= $$\int_{1/2} ^{1}\int_{0} ^{1-y} 4(x+y^2),dx\,dy / \int_{0} ^{1/2}\int_{0} ^{1-x} 4(x+y^2),dy\,dx $$ is this set up right?

Third, find P(Y > 1/2 | X > 1/2) I found that the prob should be 0 because there no intersection for Y > 1/2 and X < 1/2 ? Right?
 
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  • #2
Askhwhelp said:
$$f(x,y)=
\begin{cases}
4(x+y^2),&\text{if x > 0, y > 0, x + y < 1} \\
0, &\text{elsewhere} \\
\end{cases}$$

Find two different integral expressions for P(x > y)

(1) $$\int_{0} ^{1/2}\int_{0} ^y 4(x+y^2),dx\,dy + \int_{1/2} ^{1}\int_{0} ^{1-y} 4(x+y^2),dx\,dy $$

(2) $$\int_{0} ^{1/2}\int_{x} ^{1-x} 4(x+y^2),dy\,dx $$
Are they right?
Looks like you switched the roles of x and y in both cases.

If x + y < 1 and x > y, then y can't be greater than 1/2, right? Yet in (1), you have an integral for 1/2 < y < 1.
 
  • #3
Askhwhelp said:
Second , find P(Y > 1/2 | X < 1/2). the set up I have is = P(Y > 1/2, X < 1/2)/P(X<1/2)= $$\int_{1/2} ^{1}\int_{0} ^{1-y} 4(x+y^2),dx\,dy / \int_{0} ^{1/2}\int_{0} ^{1-x} 4(x+y^2),dy\,dx $$ is this set up right?
Looks good.

Third, find P(Y > 1/2 | X > 1/2) I found that the prob should be 0 because there no intersection for Y > 1/2 and X > 1/2 ? Right?
I assuming that was a typo. Yes, your reasoning is correct.
 
  • #4
vela said:
Looks good.


I assuming that was a typo. Yes, your reasoning is correct.

Thank you for pointing it out
 
  • #5
vela said:
Looks like you switched the roles of x and y in both cases.

If x + y < 1 and x > y, then y can't be greater than 1/2, right? Yet in (1), you have an integral for 1/2 < y < 1.
My typo it should P(y> x). With this prob., my (1) and (2) should be right?
 
  • #6
Looks good then.
 

1. What is a double integral with probability?

A double integral with probability is a mathematical concept used in statistics to find the probability of an event occurring within a specific range. It involves calculating the area under a two-dimensional curve, with one variable representing the probability and the other variable representing the range of the event.

2. How is a double integral with probability different from a regular integral?

A regular integral involves finding the area under a one-dimensional curve, while a double integral with probability involves finding the area under a two-dimensional curve. In other words, a regular integral calculates the probability of an event occurring within a single range, while a double integral calculates the probability of an event occurring within a range of ranges.

3. What is the significance of using a double integral with probability?

A double integral with probability allows us to find the probability of an event occurring within a specific range, which is useful in many fields such as finance, economics, and engineering. It also allows us to calculate the expected value of a random variable, which is a key concept in statistics.

4. How is a double integral with probability calculated?

A double integral with probability is calculated by first setting up the limits of integration for both variables, then integrating the probability function over the range of the event. This involves using techniques such as Fubini's theorem and changing the order of integration, depending on the complexity of the problem.

5. What are some real-world applications of double integrals with probability?

Double integrals with probability are used in a variety of fields, such as calculating the risk and return of financial investments, determining the optimal production levels in manufacturing processes, and predicting the likelihood of extreme weather events. They are also used in data analysis and machine learning to model and predict outcomes based on multiple variables.

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