Finding Expected Value with Joint Density: (3X+4Y)/(X+2Y)

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Homework Help Overview

The problem involves finding the expected value of a random variable Z defined as Z = (3X+4Y)/(X+2Y), where (X,Y) has a specified joint density function. The context is rooted in probability theory and statistics, particularly in the evaluation of expected values using joint distributions.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • Participants discuss the calculation of marginal densities and the implications of using them in the context of the problem. There are questions about the correct approach to finding the distribution of Z and whether using marginal distributions would lead to a loss of information. Some participants suggest using the theorem of the unconscious statistician to evaluate the expected value directly.

Discussion Status

The discussion is ongoing, with various approaches being explored. Some participants express uncertainty about the correctness of their computations and interpretations. There is no explicit consensus on a single method, but productive suggestions have been made regarding the use of the theorem of the unconscious statistician.

Contextual Notes

There are indications of confusion regarding notation and the proper setup of the expected value calculation. Participants are also navigating the implications of using marginal distributions versus joint distributions in their evaluations.

nikki92
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Homework Statement


(X,Y) has joint density f_X,Y ( (x,y) = (3/16)(x+2y) for 0<y<x , 0< x<2

Evaluate E(Z) where Z = (3X+4Y)/(X+2Y)

Homework Equations


The Attempt at a Solution


Getting the marginal densities
f_X (x) =(3/8)x^2 for 0<x<2

f_Y (y) = (3/2)+(3/4)y for 0<y<2

Would I find the new distribution of 3X , 4Y, and 2Y then do the ratio distribution to solve for the distribution of Z? If this is correct, is there a shorter way?
 
Last edited:
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E[3X+4Y/X+2Y]=3E[X/X+2Y]+4E[Y/X+2Y]

now use fx/z=f(x,z)/f(z) and integration over suitable rigions in the xy plane.
fy/z=f(y,z)/f(z)
recall that E[x/z]=integral(xfx/z)
 
nikki92 said:

Homework Statement


(X,Y) has joint density f_X,Y ( (x,y) = (3/16)(x+2y) for 0<y<x , 0< x<2

Evaluate E(Z) where Z = (3X+4Y)/(X+2Y)

Homework Equations





The Attempt at a Solution


Getting the marginal densities
f_X (x) =(3/8)x^2 for 0<x<2

f_Y (y) = (3/2)+(3/4)y for 0<y<2

Would I find the new distribution of 3X , 4Y, and 2Y then do the ratio distribution to solve for the distribution of Z? If this is correct, is there a shorter way?

You don't need to find marginal distributions (which would be of no help anyway) and there is no need to find the distribution of Z (although doing so would not be harmful). Just use the so-called "theorem (or law) of the unconscious statistician"; use Google if you have never heard of this.

RGV
 
I tought the symbol / denotes conditional variable,but maybe you ment fraction.
 
Oh yeah! Using the marginals would lose information.

So E[Z]=integral 0 to 2 integral 0 to x (3x+4y)/(x+2y) (3/16)(x+2y) dy dx = integral 0 to 2 (3/16)(3x+4y) dx = 5/2 Am I using the Unconscious Statistician theorem correctly? Thanks for all the help! <3
 
Last edited:
nikki92 said:
Oh yeah! Using the marginals would lose information.

So E[Z]=integral 0 to 2 integral 0 to x (3x+4y/x+2y) (3/16)(x+2y) dy dx = integral 0 to 2 3x^2(3x+1)/8 dx = 5/2 Am I using the Unconscious Statistician theorem correctly? Thanks for all the help! <3

Well, you should write (3x+4y)/(x+2y), not (3x+4y/x+ 2y) --- because this last means
3x + \frac{4y}{x} + 2y.
Also, when I do the y-integral I do not get 3x^2(3x+1)/8. This last integrates to 11/2 as x goes from 0 to 2, so I don't know how you get 5/2. (The 5/2 is correct; your computation is not.)

RGV
 
Ray Vickson said:
Well, you should write (3x+4y)/(x+2y), not (3x+4y/x+ 2y) --- because this last means
3x + \frac{4y}{x} + 2y.
Also, when I do the y-integral I do not get 3x^2(3x+1)/8. This last integrates to 11/2 as x goes from 0 to 2, so I don't know how you get 5/2. (The 5/2 is correct; your computation is not.)

RGV

Thanks again! I typed the function incorrectly, but wrote it down correctly.
 

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